feat: Enable uniswap v3 automatic routing (#531)

core/package.json

@@ -7,7 +7,7 @@
     "dev": "tsc-watch --noClear",
     "build": "tsc --build tsconfig.json",
     "start": "node .",
-    "test": "npx hardhat test --network testnetwork --config local.hardhat.config.ts",
+    "test": "NODE_ENV=test npx hardhat test --network testnetwork --config local.hardhat.config.ts",
     "lint": "eslint --ext \".js,.ts\" --ignore-path .gitignore . --max-warnings=0",
     "hardhat:silent": "npx hardhat node &> /dev/null",
     "hardhat": "npx hardhat node",

core/simulations/config.ts

@@ -8,11 +8,11 @@ import vaultLiquidation from './configs/vaultLiquidation';
 import onboardNewCollateral from './configs/onboardNewCollateral';
 
 export const SIMULATIONS: Simulation[] = [
+    vaultLiquidation,
     debtAuctionSimulation,
-    surplusAuctionBlockchain,
     surplusAuctionSimulation,
+    surplusAuctionBlockchain,
     wstethAuctionSimulation,
     blockWithVaultsInAllStates,
-    vaultLiquidation,
     onboardNewCollateral,
 ];

core/simulations/configs/vaultLiquidation.ts

@@ -14,7 +14,7 @@ import { fetchMaximumAuctionDurationInSeconds } from '../../src/fetch';
 const TWO_YEARS_IN_MINUTES = 60 * 24 * 30 * 12 * 2;
 
 const simulation: Simulation = {
-    title: 'Simulate collateral auction per collateral type',
+    title: 'Create collateral auction',
     steps: [
         {
             title: 'Reset blockchain fork',

core/src/auctions.ts

@@ -134,15 +134,21 @@ export const enrichMarketDataRecordsWithValues = async function (
 
 export const enrichAuctionWithMarketDataRecords = async function (
     auction: AuctionTransaction,
-    network: string
+    network: string,
+    useAutoRouter = false
 ): Promise<AuctionTransaction> {
     if (!auction.isActive || !auction.approximateUnitPrice || auction.isFinished) {
         return auction;
     }
     try {
         const collateralToCoverDebt = await calculateCollateralToCoverDebt(network, auction);
         const exchangeFees = await getDefaultMarketFee(network);
-        const marketDataRecords = await getMarketDataRecords(network, auction.collateralSymbol, collateralToCoverDebt);
+        const marketDataRecords = await getMarketDataRecords(
+            network,
+            auction.collateralSymbol,
+            collateralToCoverDebt,
+            useAutoRouter
+        );
         const enrichedMarketDataRecords = await enrichMarketDataRecordsWithValues(
             auction,
             marketDataRecords,
@@ -206,12 +212,13 @@ export const enrichAuctionWithPriceDrop = async function (auction: Auction): Pro
 
 export const enrichAuctionWithPriceDropAndMarketDataRecords = async function (
     auction: Auction,
-    network: string
+    network: string,
+    useAutoRouter?: boolean
 ): Promise<Auction> {
     const enrichedAuctionWithNewPriceDrop = await enrichAuctionWithPriceDrop(auction);
     const fees = await getApproximateTransactionFees(network);
     const auctionWithFees = await enrichAuctionWithTransactionFees(enrichedAuctionWithNewPriceDrop, fees, network);
-    return await enrichAuctionWithMarketDataRecords(auctionWithFees, network);
+    return await enrichAuctionWithMarketDataRecords(auctionWithFees, network, useAutoRouter);
 };
 
 export const fetchSingleAuctionById = async function (
@@ -338,7 +345,9 @@ export const bidWithCallee = async function (
     notifier?: Notifier
 ): Promise<string> {
     const calleeAddress = getCalleeAddressByCollateralType(network, auction.collateralType, marketId);
-    const calleeData = await getCalleeData(network, auction.collateralType, marketId, profitAddress);
+    const marketData = auction.marketDataRecords?.[marketId];
+    const preloadedPools = marketData && 'pools' in marketData ? marketData.pools : undefined;
+    const calleeData = await getCalleeData(network, auction.collateralType, marketId, profitAddress, preloadedPools);
     const contractName = getClipperNameByCollateralType(auction.collateralType);
     const contractParameters = [
         convertNumberTo32Bytes(auction.index),

core/src/calleeFunctions/CurveLpTokenUniv3Callee.ts

@@ -1,23 +1,27 @@
-import type { CalleeFunctions, CollateralConfig } from '../types';
+import type { CalleeFunctions, CollateralConfig, Pool } from '../types';
 import { ethers } from 'ethers';
 import BigNumber from '../bignumber';
 import { getContractAddressByName, getJoinNameByCollateralType } from '../contracts';
 import { convertCrvethToEth, CURVE_COIN_INDEX, CURVE_POOL_ADDRESS } from './helpers/curve';
-import { encodeRoute, convertCollateralToDai } from './helpers/uniswapV3';
+import { convertCollateralToDai, encodePools } from './helpers/uniswapV3';
 
 export const CHARTER_MANAGER_ADDRESS = '0x8377CD01a5834a6EaD3b7efb482f678f2092b77e';
 
 const getCalleeData = async function (
     network: string,
     collateral: CollateralConfig,
     marketId: string,
-    profitAddress: string
+    profitAddress: string,
+    preloadedPools?: Pool[]
 ): Promise<string> {
     const marketData = collateral.exchanges[marketId];
     if (marketData?.callee !== 'CurveLpTokenUniv3Callee') {
         throw new Error(`Can not encode route for the "${collateral.ilk}"`);
     }
-    const route = await encodeRoute(network, marketData.route);
+    if (!preloadedPools) {
+        throw new Error(`Can not encode route for the "${collateral.ilk}" without preloaded pools`);
+    }
+    const route = await encodePools(network, preloadedPools);
     const curveData = [CURVE_POOL_ADDRESS, CURVE_COIN_INDEX];
     const joinAdapterAddress = await getContractAddressByName(network, getJoinNameByCollateralType(collateral.ilk));
     const minProfit = 1;

core/src/calleeFunctions/UniswapV3Callee.ts

@@ -1,28 +1,36 @@
-import type { CalleeFunctions, CollateralConfig } from '../types';
+import type { CalleeFunctions, CollateralConfig, Pool } from '../types';
 import { ethers } from 'ethers';
 import BigNumber from '../bignumber';
 import { getContractAddressByName, getJoinNameByCollateralType } from '../contracts';
-import { convertCollateralToDaiUsingRoute, encodeRoute } from './helpers/uniswapV3';
+import { convertCollateralToDaiUsingPool, encodePools } from './helpers/uniswapV3';
+import { getPools } from '.';
+import { routeToPool } from './helpers/pools';
+import { getRouteAndGasQuote } from './helpers/uniswapV3';
 
 const getCalleeData = async function (
     network: string,
     collateral: CollateralConfig,
     marketId: string,
-    profitAddress: string
+    profitAddress: string,
+    preloadedPools?: Pool[]
 ): Promise<string> {
     const marketData = collateral.exchanges[marketId];
     if (marketData?.callee !== 'UniswapV3Callee') {
         throw new Error(`getCalleeData called with invalid collateral type "${collateral.ilk}"`);
     }
+    const pools = preloadedPools || (await getPools(network, collateral, marketId));
+    if (!pools) {
+        throw new Error(`getCalleeData called with invalid pools`);
+    }
     const joinAdapterAddress = await getContractAddressByName(network, getJoinNameByCollateralType(collateral.ilk));
     const minProfit = 1;
-    const uniswapV3route = await encodeRoute(network, [collateral.symbol, ...marketData.route]);
+    const uniswapV3pools = await encodePools(network, pools);
     const typesArray = ['address', 'address', 'uint256', 'bytes', 'address'];
     return ethers.utils.defaultAbiCoder.encode(typesArray, [
         profitAddress,
         joinAdapterAddress,
         minProfit,
-        uniswapV3route,
+        uniswapV3pools,
         ethers.constants.AddressZero,
     ]);
 };
@@ -34,7 +42,18 @@ const getMarketPrice = async function (
     collateralAmount: BigNumber
 ): Promise<BigNumber> {
     // convert collateral into DAI
-    const daiAmount = await convertCollateralToDaiUsingRoute(network, collateral.symbol, marketId, collateralAmount);
+    const { route, fees } = await getRouteAndGasQuote(network, collateral.symbol, collateralAmount, marketId);
+    if (!route) {
+        throw new Error(`No route found for ${collateral.symbol} to DAI`);
+    }
+    const pools = await routeToPool(network, route, collateral.symbol, fees);
+    const daiAmount = await convertCollateralToDaiUsingPool(
+        network,
+        collateral.symbol,
+        marketId,
+        collateralAmount,
+        pools
+    );
 
     // return price per unit
     return daiAmount.dividedBy(collateralAmount);

core/src/calleeFunctions/helpers/pools.ts

@@ -0,0 +1,30 @@
+import { getTokenAddressByNetworkAndSymbol } from '../../tokens';
+import { CollateralSymbol, Pool } from '../../types';
+
+const getRouteSteps = (route: string[], fees: number[]) => {
+    const routeSteps = [];
+    for (let i = 0; i < route.length - 1; i++) {
+        routeSteps.push({ tokens: [route[i], route[i + 1]], fee: fees[i] });
+    }
+    return routeSteps;
+};
+
+export const routeToPool = async (
+    network: string,
+    route: string[],
+    collateralSymbol: CollateralSymbol,
+    uniswapFees?: number[]
+): Promise<Pool[]> => {
+    const fees = uniswapFees || Array.from({ length: route.length + 2 }, () => 3000);
+    const fullRoute = [collateralSymbol, ...route, 'DAI'];
+    const routeSteps = getRouteSteps(fullRoute, fees);
+    return await Promise.all(
+        routeSteps.map(async step => ({
+            addresses: await Promise.all(
+                step.tokens.map(symbol => getTokenAddressByNetworkAndSymbol(network, symbol))
+            ),
+            fee: step.fee,
+            routes: step.tokens,
+        }))
+    );
+};

core/src/calleeFunctions/helpers/uniswapAutoRouter.ts

@@ -1,15 +1,31 @@
 import { AlphaRouter } from '@uniswap/smart-order-router';
+import { Protocol } from '@uniswap/router-sdk';
 import { Token, Percent, TradeType, CurrencyAmount } from '@uniswap/sdk-core';
 import BigNumber from '../../bignumber';
 import getProvider from '../../provider';
-import { getDecimalChainIdByNetworkType } from '../../network';
+import { getActualDecimalChainIdByNetworkType } from '../../network';
 import { getTokenAddressByNetworkAndSymbol, getTokenDecimalsBySymbol } from '../../tokens';
 import { getCollateralConfigBySymbol } from '../../constants/COLLATERALS';
+import { DAI_NUMBER_OF_DIGITS } from '../../constants/UNITS';
+import memoizee from 'memoizee';
+
+const routers: Record<string, AlphaRouter> = {};
+
+const getAutoRouter = async function (network: string): Promise<AlphaRouter> {
+    if (routers[network]) {
+        return routers[network];
+    }
+    routers[network] = new AlphaRouter({
+        chainId: getActualDecimalChainIdByNetworkType(network),
+        provider: await getProvider(network),
+    });
+    return routers[network];
+};
 
 const getUniswapTokenBySymbol = async function (network: string, symbol: string): Promise<Token> {
     const tokenAddress = await getTokenAddressByNetworkAndSymbol(network, symbol);
     const tokenDecimals = getTokenDecimalsBySymbol(symbol);
-    const decimalChainId = getDecimalChainIdByNetworkType(network);
+    const decimalChainId = getActualDecimalChainIdByNetworkType(network);
     return new Token(decimalChainId, tokenAddress, tokenDecimals, symbol);
 };
 
@@ -20,8 +36,7 @@ export const getUniswapAutoRoute = async function (
     walletAddress?: string
 ) {
     const collateralConfig = getCollateralConfigBySymbol(collateralSymbol);
-    const provider = await getProvider(network);
-    const router = new AlphaRouter({ chainId: 1, provider });
+    const router = await getAutoRouter(network);
     const inputToken = await getUniswapTokenBySymbol(network, collateralConfig.symbol);
     const outputToken = await getUniswapTokenBySymbol(network, 'DAI');
 
@@ -40,6 +55,7 @@ export const getUniswapAutoRoute = async function (
         },
         {
             maxSplits: 0,
+            protocols: [Protocol.V3],
         }
     );
     if (!route) {
@@ -48,27 +64,56 @@ export const getUniswapAutoRoute = async function (
     return route;
 };
 
-export const fetchAutoRouteInformation = async function (
+const trimRoute = (route: string[]): string[] => {
+    if (route.length < 2) {
+        throw new Error('Route array must have at least 2 elements.');
+    }
+    return route.slice(1, route.length - 1);
+};
+
+const _fetchAutoRouteInformation = async function (
     network: string,
     collateralSymbol: string,
     inputAmount: string | number = 1,
     walletAddress?: string
 ) {
     try {
-        const token = await getUniswapTokenBySymbol(network, collateralSymbol);
         const autoRouteData = await getUniswapAutoRoute(network, collateralSymbol, inputAmount, walletAddress);
-        const routes = autoRouteData.route[0].tokenPath.map(p => p.symbol);
-
+        const bestRoute = autoRouteData.route[0];
+        const fullRoute = bestRoute.tokenPath.map(p => {
+            if (!p.symbol) {
+                throw new Error(`Could not get symbol for token "${p.address}".`);
+            }
+            return p.symbol;
+        });
+        const route = trimRoute(fullRoute);
+        if (bestRoute.route.protocol !== Protocol.V3) {
+            throw new Error('Only V3 routes are supported.');
+        }
+        const fees = bestRoute.route.pools.map(pool => pool.fee);
+        const quote = new BigNumber(autoRouteData.quote.toFixed());
+        const quoteGasAdjusted = new BigNumber(autoRouteData.quoteGasAdjusted.toFixed());
         return {
-            totalPrice: new BigNumber(autoRouteData.quote.toFixed(token.decimals)),
-            routes,
+            totalPrice: new BigNumber(autoRouteData.quote.toFixed(DAI_NUMBER_OF_DIGITS)),
+            route,
+            quote,
+            quoteGasAdjusted,
             errorMessage: undefined,
+            fees,
         };
     } catch (error: any) {
         return {
             totalPrice: undefined,
-            routes: undefined,
+            route: undefined,
+            quote: undefined,
+            fees: undefined,
             errorMessage: error.toString(),
         };
     }
 };
+
+export const fetchAutoRouteInformation = memoizee(_fetchAutoRouteInformation, {
+    promise: true,
+    maxAge: 1000 * 60, // 1 minute
+    length: 4,
+});

core/src/calleeFunctions/helpers/uniswapV2.ts

@@ -19,7 +19,10 @@ const EXCHANGE_RATE_CACHE = 20 * 1000;
 
 const getCalleeConfig = function (collateral: CollateralConfig, marketId: string): RegularCalleeConfig {
     const marketData = collateral.exchanges[marketId];
-    if (marketData?.callee === 'UniswapV2CalleeDai' || marketData?.callee === 'UniswapV3Callee') {
+    const isUniswapTokenNonAutoRouted =
+        (marketData?.callee === 'UniswapV2CalleeDai' || marketData?.callee === 'UniswapV3Callee') &&
+        !('automaticRouter' in marketData);
+    if (isUniswapTokenNonAutoRouted) {
         return marketData;
     }
     throw new Error(`"${collateral.symbol}" is not an UniSwap token`);