Feature: V2 routes quote with fee-on-transfer fees off the quote amou…

…nt (#395)

* sor quote with fot fees

* prettier

* remove comments in quote provider and alpha router pass in enable FOT flag

* remove comments in quote provider and alpha router pass in enable FOT flag

* address feedback

* flatten instead of flatMap

* fix integ-test after making tokenPropertiesProvider a required property in alpha router

* fix token properties provider unit test

* update sdk-core to use Token with fot tax fields

* fix CLI command to include FOT fee fetching

* fix cli for passing in enableFOT flag

* pass enable FOT flag to v2 subgraph candidate pools loading

* make tokenValidatorProvider before tokenPropertiesProvider due to dependencies

* fix v2 quote provider to get the fot tax from the pool objects from subgraph

* populate enable fot tax everywhere to v2 pool provider

* fix quote provider copy paste error

* get rid of explicit enableFeeOnTransferFeeFetching passing

* Revert "fix quote provider copy paste error"

This reverts commit 5587a4e.

* actual quote provider copy paste error fix

* replace tokenIn and tokenOut with fox tax one after getting the candidate pools

* amount distribution also adding fot tax

* remove quote provider changes

* v2 get routes from chain and cache use pools to re instantiate tokens with fox tax

* get amount distribution add back black line

* cached routes get pools for matched tokenIn and tokenOut only once

* compute all v2 routes no longer need to get token with fot tax again

* fix quote cli exact out to pass in debugRouting and enableFeeOnTransferFeeFetching as well

* fix the input currency amount to not mutate during the swap methods

* use currency for getSwapRouteFromCache v2 amountWithFotTax

* amount to flash borror 10x for rebase tokens e.g. stETH

* bump v2-sdk version

* extract matched pools to for tokens to util functions

* @mikeki offline feedback on no need to filter pools on getSwapRouteFromCache, because writing into Cached Routes can have FOT Token instances

* 3.16.22

* fix cached routes side of bugs that caused fot quote to not work properly

* remove custom pool reserve matching token logics

cli/base-command.ts

@@ -39,14 +39,17 @@ import {
   setGlobalMetric,
   SimulationStatus,
   TenderlySimulator,
+  TokenPropertiesProvider,
   TokenProvider,
+  TokenValidatorProvider,
   UniswapMulticallProvider,
   V2PoolProvider,
   V3PoolProvider,
   V3RouteWithValidQuote,
 } from '../src';
 import { LegacyGasPriceProvider } from '../src/providers/legacy-gas-price-provider';
 import { OnChainGasPriceProvider } from '../src/providers/on-chain-gas-price-provider';
+import { OnChainTokenFeeFetcher } from '../src/providers/token-fee-fetcher';
 
 export abstract class BaseCommand extends Command {
   static flags = {
@@ -284,7 +287,22 @@ export abstract class BaseCommand extends Command {
         new V3PoolProvider(chainId, multicall2Provider),
         new NodeJSCache(new NodeCache({ stdTTL: 360, useClones: false }))
       );
-      const v2PoolProvider = new V2PoolProvider(chainId, multicall2Provider);
+      const tokenValidatorProvider = new TokenValidatorProvider(
+        chainId,
+        multicall2Provider,
+        new NodeJSCache(new NodeCache({ stdTTL: 360, useClones: false }))
+      )
+      const tokenFeeFetcher = new OnChainTokenFeeFetcher(
+        chainId,
+        provider
+      )
+      const tokenPropertiesProvider = new TokenPropertiesProvider(
+        chainId,
+        tokenValidatorProvider,
+        new NodeJSCache(new NodeCache({ stdTTL: 360, useClones: false })),
+        tokenFeeFetcher
+      )
+      const v2PoolProvider = new V2PoolProvider(chainId, multicall2Provider, tokenPropertiesProvider);
 
       const tenderlySimulator = new TenderlySimulator(
         chainId,

cli/commands/quote.ts

@@ -34,6 +34,8 @@ export class Quote extends BaseCommand {
       default: false,
     }),
     simulate: flags.boolean({ required: false, default: false }),
+    debugRouting: flags.boolean({ required: false, default: true }),
+    enableFeeOnTransferFeeFetching: flags.boolean({ required: false, default: true }),
   };
 
   async run() {
@@ -63,6 +65,8 @@ export class Quote extends BaseCommand {
       forceCrossProtocol,
       forceMixedRoutes,
       simulate,
+      debugRouting,
+      enableFeeOnTransferFeeFetching
     } = flags;
 
     const topNSecondHopForTokenAddress = new MapWithLowerCaseKey();
@@ -151,6 +155,8 @@ export class Quote extends BaseCommand {
           protocols,
           forceCrossProtocol,
           forceMixedRoutes,
+          debugRouting,
+          enableFeeOnTransferFeeFetching,
         }
       );
     } else {
@@ -186,6 +192,8 @@ export class Quote extends BaseCommand {
           protocols,
           forceCrossProtocol,
           forceMixedRoutes,
+          debugRouting,
+          enableFeeOnTransferFeeFetching,
         }
       );
     }

package.json

@@ -1,6 +1,6 @@
 {
   "name": "@uniswap/smart-order-router",
-  "version": "3.16.21",
+  "version": "3.16.22",
   "description": "Uniswap Smart Order Router",
   "main": "build/main/index.js",
   "typings": "build/main/index.d.ts",
@@ -38,9 +38,9 @@
     "@uniswap/token-lists": "^1.0.0-beta.31",
     "@uniswap/universal-router": "^1.0.1",
     "@uniswap/universal-router-sdk": "^1.5.7",
-    "@uniswap/v2-sdk": "^3.2.0",
+    "@uniswap/v2-sdk": "^3.2.1",
     "@uniswap/v3-sdk": "^3.10.0",
-    "@uniswap/sdk-core": "^4.0.6",
+    "@uniswap/sdk-core": "^4.0.7",
     "async-retry": "^1.3.1",
     "await-timeout": "^1.1.1",
     "axios": "^0.21.1",

src/providers/provider.ts

@@ -13,6 +13,10 @@ export type ProviderConfig = {
    * Debug flag to test some codepaths
    */
   debugRouting?: boolean;
+  /**
+   * Flag for token properties provider to enable fetching fee-on-transfer tokens.
+   */
+  enableFeeOnTransferFeeFetching?: boolean;
 };
 
 export type LocalCacheEntry<T> = {

src/providers/token-fee-fetcher.ts

@@ -36,8 +36,9 @@ const FEE_DETECTOR_ADDRESS = (chainId: ChainId) => {
 
 // Amount has to be big enough to avoid rounding errors, but small enough that
 // most v2 pools will have at least this many token units
-// 10000 is the smallest number that avoids rounding errors in bps terms
-const AMOUNT_TO_FLASH_BORROW = '10000';
+// 100000 is the smallest number that avoids rounding errors in bps terms
+// 10000 was not sufficient due to rounding errors for rebase token (e.g. stETH)
+const AMOUNT_TO_FLASH_BORROW = '100000';
 // 1M gas limit per validate call, should cover most swap cases
 const GAS_LIMIT_PER_VALIDATE = 1_000_000;
 

src/providers/token-properties-provider.ts

@@ -42,13 +42,19 @@ export class TokenPropertiesProvider implements ITokenPropertiesProvider {
     private tokenValidatorProvider: ITokenValidatorProvider,
     private tokenPropertiesCache: ICache<TokenPropertiesResult>,
     private tokenFeeFetcher: ITokenFeeFetcher,
-    private allowList = DEFAULT_ALLOWLIST
+    private allowList = DEFAULT_ALLOWLIST,
   ) {}
 
   public async getTokensProperties(
     tokens: Token[],
     providerConfig?: ProviderConfig
   ): Promise<TokenPropertiesMap> {
+    const tokenToResult: TokenPropertiesMap = {};
+
+    if (!providerConfig?.enableFeeOnTransferFeeFetching || this.chainId !== ChainId.MAINNET) {
+      return tokenToResult;
+    }
+
     const nonAllowlistTokens = tokens.filter(
       (token) => !this.allowList.has(token.address.toLowerCase())
     );
@@ -57,7 +63,6 @@ export class TokenPropertiesProvider implements ITokenPropertiesProvider {
         nonAllowlistTokens,
         providerConfig
       );
-    const tokenToResult: TokenPropertiesMap = {};
 
     tokens.forEach((token) => {
       if (this.allowList.has(token.address.toLowerCase())) {