refactor: Improve autorouter (#561)

sidestream-tech · Feb 7, 2023 · 4cb58a4 · 4cb58a4
1 parent ba9c4e4
commit 4cb58a4
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Showing 10 changed files with 117 additions and 97 deletions.
diff --git a/core/src/calleeFunctions/CurveLpTokenUniv3Callee.ts b/core/src/calleeFunctions/CurveLpTokenUniv3Callee.ts
@@ -4,6 +4,7 @@ import BigNumber from '../bignumber';
 import { getContractAddressByName, getJoinNameByCollateralType } from '../contracts';
 import { convertCrvethToEth, CURVE_COIN_INDEX, CURVE_POOL_ADDRESS } from './helpers/curve';
 import { convertCollateralToDai, encodePools } from './helpers/uniswapV3';
+import { routeToPool } from './helpers/pools';
 
 export const CHARTER_MANAGER_ADDRESS = '0x8377CD01a5834a6EaD3b7efb482f678f2092b77e';
 
@@ -38,18 +39,25 @@ const getCalleeData = async function (
 
 const getMarketPrice = async function (
     network: string,
-    _collateral: CollateralConfig,
-    _marketId: string,
+    collateral: CollateralConfig,
+    marketId: string,
     collateralAmount: BigNumber
-): Promise<BigNumber> {
+): Promise<{ price: BigNumber; pools: Pool[] }> {
+    const marketData = collateral.exchanges[marketId];
+    if (marketData.callee !== 'CurveLpTokenUniv3Callee') {
+        throw new Error(`Can not get market price for the "${collateral.ilk}"`);
+    }
     // convert stETH into ETH
     const wethAmount = await convertCrvethToEth(network, collateralAmount);
 
     // convert ETH into DAI
     const daiAmount = await convertCollateralToDai(network, 'ETH', wethAmount);
 
     // return price per unit
-    return daiAmount.dividedBy(collateralAmount);
+    return {
+        price: daiAmount.dividedBy(collateralAmount),
+        pools: await routeToPool(network, marketData.route, collateral.symbol),
+    };
 };
 
 const CurveLpTokenUniv3Callee: CalleeFunctions = {

diff --git a/core/src/calleeFunctions/UniswapV2CalleeDai.ts b/core/src/calleeFunctions/UniswapV2CalleeDai.ts
@@ -1,8 +1,9 @@
-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 { getUniswapRouteAddressesBySymbol, getRegularTokenExchangeRateBySymbol } from './helpers/uniswapV2';
+import { routeToPool } from './helpers/pools';
 
 const getCalleeData = async function (
     network: string,
@@ -30,8 +31,15 @@ const getMarketPrice = async function (
     collateral: CollateralConfig,
     marketId: string,
     amount: BigNumber
-): Promise<BigNumber> {
-    return await getRegularTokenExchangeRateBySymbol(network, collateral.symbol, marketId, amount);
+): Promise<{ price: BigNumber; pools: Pool[] }> {
+    const marketData = collateral.exchanges[marketId];
+    if (marketData.callee !== 'UniswapV2CalleeDai') {
+        throw new Error(`Can not get market price for the "${collateral.ilk}"`);
+    }
+    return {
+        price: await getRegularTokenExchangeRateBySymbol(network, collateral.symbol, marketId, amount),
+        pools: await routeToPool(network, marketData.route, collateral.symbol),
+    };
 };
 
 const UniswapV2CalleeDai: CalleeFunctions = {

diff --git a/core/src/calleeFunctions/UniswapV2LpTokenCalleeDai.ts b/core/src/calleeFunctions/UniswapV2LpTokenCalleeDai.ts
@@ -37,7 +37,7 @@ const getMarketPrice = async function (
     collateral: CollateralConfig,
     marketId: string,
     amount: BigNumber
-): Promise<BigNumber> {
+): Promise<{ price: BigNumber; pools: undefined }> {
     const marketData = collateral.exchanges[marketId];
     if (marketData?.callee !== 'UniswapV2LpTokenCalleeDai') {
         throw new Error(`"${collateral.symbol}" is not a UniSwap LP token`);
@@ -58,7 +58,7 @@ const getMarketPrice = async function (
         portionOfTheTotalSupply
     );
     const totalPrice = totalPriceOfToken0.plus(totalPriceOfToken1);
-    return totalPrice.dividedBy(amount);
+    return { price: totalPrice.dividedBy(amount), pools: undefined };
 };
 
 const UniswapV2CalleeDai: CalleeFunctions = {

diff --git a/core/src/calleeFunctions/UniswapV3Callee.ts b/core/src/calleeFunctions/UniswapV3Callee.ts
@@ -5,7 +5,7 @@ import { getContractAddressByName, getJoinNameByCollateralType } from '../contra
 import { convertCollateralToDaiUsingPool, encodePools } from './helpers/uniswapV3';
 import { getPools } from '.';
 import { routeToPool } from './helpers/pools';
-import { getRouteAndGasQuote } from './helpers/uniswapV3';
+import { fetchAutoRouteInformation } from './helpers/uniswapAutoRouter';
 
 const getCalleeData = async function (
     network: string,
@@ -40,23 +40,36 @@ const getMarketPrice = async function (
     collateral: CollateralConfig,
     marketId: string,
     collateralAmount: BigNumber
-): Promise<BigNumber> {
-    // convert collateral into DAI
-    const { route, fees } = await getRouteAndGasQuote(network, collateral.symbol, collateralAmount, marketId);
-    if (!route) {
-        throw new Error(`No route found for ${collateral.symbol} to DAI`);
+): Promise<{ price: BigNumber; pools: Pool[] }> {
+    const calleeConfig = collateral.exchanges[marketId];
+    const isAutorouted = 'automaticRouter' in calleeConfig;
+    if (calleeConfig?.callee !== 'UniswapV3Callee') {
+        throw new Error(`getCalleeData called with invalid collateral type "${collateral.ilk}"`);
     }
-    const pools = await routeToPool(network, route, collateral.symbol, fees);
-    const daiAmount = await convertCollateralToDaiUsingPool(
-        network,
-        collateral.symbol,
-        marketId,
-        collateralAmount,
-        pools
-    );
+    const { route, fees, totalPriceAdjusted, pools } = isAutorouted
+        ? await fetchAutoRouteInformation(network, collateral.symbol, collateralAmount.toFixed())
+        : {
+              route: calleeConfig.route,
+              fees: undefined,
+              pools: undefined,
+              totalPriceAdjusted: undefined,
+          };
 
-    // return price per unit
-    return daiAmount.dividedBy(collateralAmount);
+    if (!pools && route) {
+        const generatedPools = await routeToPool(network, route, collateral.symbol, fees);
+        const daiAmount = await convertCollateralToDaiUsingPool(
+            network,
+            collateral.symbol,
+            marketId,
+            collateralAmount,
+            generatedPools
+        );
+        return { price: daiAmount.dividedBy(collateralAmount), pools: generatedPools };
+    }
+    if (totalPriceAdjusted && pools) {
+        return { price: totalPriceAdjusted.dividedBy(collateralAmount), pools: pools };
+    }
+    throw new Error(`Failed to compute market data due to lack of information`);
 };
 
 const UniswapV2CalleeDai: CalleeFunctions = {

diff --git a/core/src/calleeFunctions/WstETHCurveUniv3Callee.ts b/core/src/calleeFunctions/WstETHCurveUniv3Callee.ts
@@ -1,10 +1,11 @@
-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 { convertStethToEth } from './helpers/curve';
 import { convertCollateralToDai, UNISWAP_FEE } from './helpers/uniswapV3';
 import { convertWstethToSteth } from './helpers/wsteth';
+import { routeToPool } from './helpers/pools';
 
 const getCalleeData = async function (
     network: string,
@@ -29,7 +30,7 @@ const getMarketPrice = async function (
     collateral: CollateralConfig,
     marketId: string,
     collateralAmount: BigNumber
-): Promise<BigNumber> {
+): Promise<{ price: BigNumber; pools: Pool[] }> {
     const marketData = collateral.exchanges[marketId];
     if (marketData?.callee !== 'WstETHCurveUniv3Callee') {
         throw new Error(`Invalid callee used to get market price for ${collateral.ilk}`);
@@ -44,7 +45,10 @@ const getMarketPrice = async function (
     const daiAmount = await convertCollateralToDai(network, 'ETH', ethAmount);
 
     // return price per unit
-    return daiAmount.dividedBy(collateralAmount);
+    return {
+        price: daiAmount.dividedBy(collateralAmount),
+        pools: await routeToPool(network, marketData.route, collateral.symbol),
+    };
 };
 
 const UniswapV2CalleeDai: CalleeFunctions = {

diff --git a/core/src/calleeFunctions/helpers/uniswapAutoRouter.ts b/core/src/calleeFunctions/helpers/uniswapAutoRouter.ts
@@ -91,22 +91,34 @@ const _fetchAutoRouteInformation = async function (
             throw new Error('Only V3 routes are supported.');
         }
         const fees = bestRoute.route.pools.map(pool => pool.fee);
+        const pools = bestRoute.route.pools.map(pool => {
+            if (!pool.token1.symbol || !pool.token0.symbol) {
+                throw new Error(`Could not get symbol for token from autorouter. Pool: ${pool}`);
+            }
+            return {
+                addresses: [pool.token1.address, pool.token0.address],
+                fee: pool.fee,
+                routes: [pool.token1.symbol, pool.token0.symbol],
+            };
+        });
         const quote = new BigNumber(autoRouteData.quote.toFixed());
         const quoteGasAdjusted = new BigNumber(autoRouteData.quoteGasAdjusted.toFixed());
         return {
             totalPrice: new BigNumber(autoRouteData.quote.toFixed(DAI_NUMBER_OF_DIGITS)),
             route,
             quote,
-            quoteGasAdjusted,
+            totalPriceAdjusted: quoteGasAdjusted,
             errorMessage: undefined,
             fees,
+            pools,
         };
     } catch (error: any) {
         return {
             totalPrice: undefined,
             route: undefined,
             quote: undefined,
             fees: undefined,
+            pools: undefined,
             errorMessage: error.toString(),
         };
     }

diff --git a/core/src/calleeFunctions/helpers/uniswapV3.ts b/core/src/calleeFunctions/helpers/uniswapV3.ts
@@ -5,8 +5,7 @@ import getProvider from '../../provider';
 import { DAI_NUMBER_OF_DIGITS, MKR_NUMBER_OF_DIGITS } from '../../constants/UNITS';
 import { getCollateralConfigBySymbol } from '../../constants/COLLATERALS';
 import { getTokenAddressByNetworkAndSymbol } from '../../tokens';
-import { CollateralSymbol, Pool } from '../../types';
-import { fetchAutoRouteInformation } from './uniswapAutoRouter';
+import { Pool } from '../../types';
 
 const UNISWAP_V3_QUOTER_ADDRESS = '0xb27308f9F90D607463bb33eA1BeBb41C27CE5AB6';
 export const UNISWAP_FEE = 3000; // denominated in hundredths of a bip
@@ -32,30 +31,6 @@ export const encodePools = async function (_network: string, pools: Pool[]): Pro
     return ethers.utils.solidityPack(types, values);
 };
 
-export const getRouteAndGasQuote = async (
-    network: string,
-    collateralSymbol: CollateralSymbol,
-    collateralAmount: BigNumber,
-    marketId: string
-) => {
-    const collateral = getCollateralConfigBySymbol(collateralSymbol);
-    const calleeConfig = collateral.exchanges[marketId];
-    const isAutorouted = 'automaticRouter' in calleeConfig;
-    if (calleeConfig?.callee !== 'UniswapV3Callee') {
-        throw new Error(`getCalleeData called with invalid collateral type "${collateral.ilk}"`);
-    }
-    if (isAutorouted) {
-        const { route, quoteGasAdjusted, fees } = await fetchAutoRouteInformation(
-            network,
-            collateralSymbol,
-            collateralAmount.toFixed()
-        );
-        return { route, quoteGasAdjusted, fees };
-    } else {
-        return { route: calleeConfig.route, quoteGasAdjusted: undefined, fees: undefined };
-    }
-};
-
 export const convertCollateralToDaiUsingPool = async function (
     network: string,
     collateralSymbol: string,

diff --git a/core/src/calleeFunctions/index.ts b/core/src/calleeFunctions/index.ts
@@ -4,10 +4,8 @@ import type {
     MarketData,
     CollateralConfig,
     CollateralSymbol,
-    RegularCalleeConfig,
-    UniswapV2LpTokenCalleeConfig,
-    AutoRouterCalleeConfig,
     Pool,
+    PriceWithPools,
 } from '../types';
 import memoizee from 'memoizee';
 import BigNumber from '../bignumber';
@@ -19,7 +17,6 @@ import UniswapV3Callee from './UniswapV3Callee';
 import rETHCurveUniv3Callee from './rETHCurveUniv3Callee';
 import { getCollateralConfigByType, getCollateralConfigBySymbol } from '../constants/COLLATERALS';
 import { routeToPool } from './helpers/pools';
-import { fetchAutoRouteInformation } from './helpers/uniswapAutoRouter';
 
 const MARKET_PRICE_CACHE_MS = 10 * 1000;
 
@@ -56,71 +53,61 @@ export const getCalleeData = async function (
 export const getPools = async (
     network: string,
     collateral: CollateralConfig,
-    marketId: string,
-    amount: BigNumber = new BigNumber(1)
+    marketId: string
 ): Promise<Pool[] | undefined> => {
     const calleeConfig = collateral.exchanges[marketId];
     if ('route' in calleeConfig) {
         return await routeToPool(network, calleeConfig.route, collateral.symbol);
     }
     if ('automaticRouter' in calleeConfig) {
-        const { route, fees } = await fetchAutoRouteInformation(network, collateral.symbol, amount.toFixed());
-        if (!route) {
-            throw new Error('No automatic route can be found');
-        }
-        return await routeToPool(network, route, collateral.symbol, fees);
+        throw new Error('This function should not be called for callees whre autorouter is enabled');
     }
     return undefined;
 };
 
-export const enrichCalleeConfigWithPools = async (
-    network: string,
-    collateral: CollateralConfig,
-    marketId: string,
-    amount: BigNumber
-): Promise<UniswapV2LpTokenCalleeConfig | ((RegularCalleeConfig | AutoRouterCalleeConfig) & { pools: Pool[] })> => {
-    const config = collateral.exchanges[marketId];
-    if (config.callee === 'UniswapV2LpTokenCalleeDai') {
-        return { ...config };
-    }
-    const pools = await getPools(network, collateral, marketId, amount);
-    if (pools) {
-        return { ...config, pools };
-    }
-    throw new Error('Failed to get pools');
-};
-
 export const getMarketDataById = async function (
     network: string,
     collateral: CollateralConfig,
     marketId: string,
     amount: BigNumber = new BigNumber('1')
 ): Promise<MarketData> {
-    const calleeConfig = await enrichCalleeConfigWithPools(network, collateral, marketId, amount);
+    const calleeConfig = collateral.exchanges[marketId];
     if (!allCalleeFunctions[calleeConfig?.callee]) {
         throw new Error(`Unsupported callee "${calleeConfig?.callee}" for collateral symbol "${collateral.symbol}"`);
     }
-    let marketUnitPrice: BigNumber;
+    let marketPrice: PriceWithPools;
+
     try {
-        marketUnitPrice = await allCalleeFunctions[calleeConfig.callee].getMarketPrice(
+        marketPrice = await allCalleeFunctions[calleeConfig.callee].getMarketPrice(
             network,
             collateral,
             marketId,
             amount
         );
     } catch (error: any) {
         const errorMessage = error?.message;
-        marketUnitPrice = new BigNumber(NaN);
         return {
             ...calleeConfig,
-            marketUnitPrice,
+            marketUnitPrice: new BigNumber(NaN),
+            pools: [],
             errorMessage,
         };
     }
-    return {
-        ...calleeConfig,
-        marketUnitPrice: marketUnitPrice ? marketUnitPrice : new BigNumber(NaN),
-    };
+    const marketUnitPrice = marketPrice.price;
+    if (calleeConfig.callee !== 'UniswapV2LpTokenCalleeDai' && marketPrice.pools) {
+        return {
+            ...calleeConfig,
+            marketUnitPrice: marketUnitPrice ? marketUnitPrice : new BigNumber(NaN),
+            pools: marketPrice.pools,
+        };
+    }
+    if (calleeConfig.callee === 'UniswapV2LpTokenCalleeDai') {
+        return {
+            ...calleeConfig,
+            marketUnitPrice: marketUnitPrice ? marketUnitPrice : new BigNumber(NaN),
+        };
+    }
+    throw new Error('No pools found where expected');
 };
 
 export const getMarketDataRecords = async function (