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uniswap.ts
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import { UniswapishPriceError } from '../../services/error-handler';
import { isFractionString } from '../../services/validators';
import { UniswapConfig } from './uniswap.config';
import routerAbi from './uniswap_v2_router_abi.json';
import {
ContractInterface,
ContractTransaction,
} from '@ethersproject/contracts';
import { AlphaRouter } from '@uniswap/smart-order-router';
import { Trade, SwapRouter } from '@uniswap/router-sdk';
import {
FeeAmount,
MethodParameters,
Pool,
SwapQuoter,
Trade as UniswapV3Trade,
Route
} from '@uniswap/v3-sdk';
import { abi as IUniswapV3PoolABI } from '@uniswap/v3-core/artifacts/contracts/interfaces/IUniswapV3Pool.sol/IUniswapV3Pool.json';
import { abi as IUniswapV3FactoryABI } from '@uniswap/v3-core/artifacts/contracts/interfaces/IUniswapV3Factory.sol/IUniswapV3Factory.json';
import {
Token,
CurrencyAmount,
Percent,
TradeType,
Currency,
} from '@uniswap/sdk-core';
import {
BigNumber,
Transaction,
Wallet,
Contract,
utils,
constants,
} from 'ethers';
import { logger } from '../../services/logger';
import { percentRegexp } from '../../services/config-manager-v2';
import { Ethereum } from '../../chains/ethereum/ethereum';
import { Avalanche } from '../../chains/avalanche/avalanche';
import { Polygon } from '../../chains/polygon/polygon';
import { BinanceSmartChain } from "../../chains/binance-smart-chain/binance-smart-chain";
import { ExpectedTrade, Uniswapish, UniswapishTrade } from '../../services/common-interfaces';
import { getAddress } from 'ethers/lib/utils';
import { Celo } from '../../chains/celo/celo';
export class Uniswap implements Uniswapish {
private static _instances: { [name: string]: Uniswap };
private chain: Ethereum | Polygon | BinanceSmartChain | Avalanche | Celo;
private _alphaRouter: AlphaRouter | null;
private _router: string;
private _routerAbi: ContractInterface;
private _gasLimitEstimate: number;
private _ttl: number;
private _maximumHops: number;
private chainId;
private tokenList: Record<string, Token> = {};
private _ready: boolean = false;
private readonly _useRouter: boolean;
private readonly _feeTier: FeeAmount;
private readonly _quoterContractAddress: string;
private readonly _factoryAddress: string;
private constructor(chain: string, network: string) {
const config = UniswapConfig.config;
if (chain === 'ethereum') {
this.chain = Ethereum.getInstance(network);
} else if (chain === 'polygon') {
this.chain = Polygon.getInstance(network);
} else if (chain === 'binance-smart-chain') {
this.chain = BinanceSmartChain.getInstance(network);
} else if (chain === 'avalanche') {
this.chain = Avalanche.getInstance(network);
} else if (chain === 'celo') {
this.chain = Celo.getInstance(network);
} else {
throw new Error('Unsupported chain');
}
this.chainId = this.chain.chainId;
this._ttl = UniswapConfig.config.ttl;
this._maximumHops = UniswapConfig.config.maximumHops;
this._alphaRouter = new AlphaRouter({
chainId: this.chainId,
provider: this.chain.provider,
});
this._routerAbi = routerAbi.abi;
this._gasLimitEstimate = UniswapConfig.config.gasLimitEstimate;
this._router = config.uniswapV3SmartOrderRouterAddress(chain, network);
if (config.useRouter === false && config.feeTier == null) {
throw new Error('Must specify fee tier if not using router');
}
if (config.useRouter === false && config.quoterContractAddress == null) {
throw new Error(
'Must specify quoter contract address if not using router'
);
}
this._useRouter = config.useRouter ?? true;
this._feeTier = config.feeTier
? FeeAmount[config.feeTier as keyof typeof FeeAmount]
: FeeAmount.MEDIUM;
this._quoterContractAddress = config.quoterContractAddress(chain, network);
this._factoryAddress = config.uniswapV3FactoryAddress(chain, network);
}
public static getInstance(chain: string, network: string): Uniswap {
if (Uniswap._instances === undefined) {
Uniswap._instances = {};
}
if (!(chain + network in Uniswap._instances)) {
Uniswap._instances[chain + network] = new Uniswap(chain, network);
}
return Uniswap._instances[chain + network];
}
/**
* Given a token's address, return the connector's native representation of
* the token.
*
* @param address Token address
*/
public getTokenByAddress(address: string): Token {
return this.tokenList[getAddress(address)];
}
public async init() {
if (!this.chain.ready()) {
await this.chain.init();
}
for (const token of this.chain.storedTokenList) {
this.tokenList[token.address] = new Token(
this.chainId,
token.address,
token.decimals,
token.symbol,
token.name
);
}
this._ready = true;
}
public ready(): boolean {
return this._ready;
}
/**
* Router address.
*/
public get router(): string {
return this._router;
}
/**
* AlphaRouter instance.
*/
public get alphaRouter(): AlphaRouter {
if (this._alphaRouter === null) {
throw new Error('AlphaRouter is not initialized');
}
return this._alphaRouter;
}
/**
* Router smart contract ABI.
*/
public get routerAbi(): ContractInterface {
return this._routerAbi;
}
/**
* Default gas limit used to estimate gasCost for swap transactions.
*/
public get gasLimitEstimate(): number {
return this._gasLimitEstimate;
}
/**
* Default time-to-live for swap transactions, in seconds.
*/
public get ttl(): number {
return this._ttl;
}
/**
* Default maximum number of hops for to go through for a swap transactions.
*/
public get maximumHops(): number {
return this._maximumHops;
}
/**
* Gets the allowed slippage percent from the optional parameter or the value
* in the configuration.
*
* @param allowedSlippageStr (Optional) should be of the form '1/10'.
*/
public getAllowedSlippage(allowedSlippageStr?: string): Percent {
if (allowedSlippageStr != null && isFractionString(allowedSlippageStr)) {
const fractionSplit = allowedSlippageStr.split('/');
return new Percent(fractionSplit[0], fractionSplit[1]);
}
const allowedSlippage = UniswapConfig.config.allowedSlippage;
const nd = allowedSlippage.match(percentRegexp);
if (nd) return new Percent(nd[1], nd[2]);
throw new Error(
'Encountered a malformed percent string in the config for ALLOWED_SLIPPAGE.'
);
}
/**
* Given the amount of `baseToken` to put into a transaction, calculate the
* amount of `quoteToken` that can be expected from the transaction.
*
* This is typically used for calculating token sell prices.
*
* @param baseToken Token input for the transaction
* @param quoteToken Output from the transaction
* @param amount Amount of `baseToken` to put into the transaction
*/
async estimateSellTrade(
baseToken: Token,
quoteToken: Token,
amount: BigNumber,
allowedSlippage?: string,
poolId?: string
): Promise<ExpectedTrade> {
const nativeTokenAmount: CurrencyAmount<Token> =
CurrencyAmount.fromRawAmount(baseToken, amount.toString());
logger.info(
`Fetching trade data for ${baseToken.address}-${quoteToken.address}.`
);
if (this._useRouter) {
if (this._alphaRouter === null) {
throw new Error('AlphaRouter is not initialized');
}
const route = await this._alphaRouter.route(
nativeTokenAmount,
quoteToken,
TradeType.EXACT_INPUT,
undefined,
{
maxSwapsPerPath: this.maximumHops,
}
);
if (!route) {
throw new UniswapishPriceError(
`priceSwapIn: no trade pair found for ${baseToken.address} to ${quoteToken.address}.`
);
}
logger.info(
`Best trade for ${baseToken.address}-${quoteToken.address}: ` +
`${route.trade.executionPrice.toFixed(6)}` +
`${baseToken.symbol}.`
);
const expectedAmount = route.trade.minimumAmountOut(
this.getAllowedSlippage(allowedSlippage)
);
return { trade: route.trade as unknown as UniswapishTrade, expectedAmount };
} else {
const pool = await this.getPool(baseToken, quoteToken, this._feeTier, poolId);
if (!pool) {
throw new UniswapishPriceError(
`priceSwapIn: no trade pair found for ${baseToken.address} to ${quoteToken.address}.`
);
}
const swapRoute = new Route([pool], baseToken, quoteToken);
const quotedAmount = await this.getQuote(
swapRoute,
quoteToken,
nativeTokenAmount,
TradeType.EXACT_INPUT
);
const trade = UniswapV3Trade.createUncheckedTrade({
route: swapRoute,
inputAmount: nativeTokenAmount,
outputAmount: quotedAmount,
tradeType: TradeType.EXACT_INPUT,
});
logger.info(
`Best trade for ${baseToken.address}-${quoteToken.address}: ` +
`${trade.executionPrice.toFixed(6)}` +
`${baseToken.symbol}.`
);
const expectedAmount = trade.minimumAmountOut(
this.getAllowedSlippage(allowedSlippage)
);
return { trade, expectedAmount };
}
}
/**
* Given the amount of `baseToken` desired to acquire from a transaction,
* calculate the amount of `quoteToken` needed for the transaction.
*
* This is typically used for calculating token buy prices.
*
* @param quoteToken Token input for the transaction
* @param baseToken Token output from the transaction
* @param amount Amount of `baseToken` desired from the transaction
*/
async estimateBuyTrade(
quoteToken: Token,
baseToken: Token,
amount: BigNumber,
allowedSlippage?: string,
poolId?: string
): Promise<ExpectedTrade> {
const nativeTokenAmount: CurrencyAmount<Token> =
CurrencyAmount.fromRawAmount(baseToken, amount.toString());
logger.info(
`Fetching pair data for ${quoteToken.address}-${baseToken.address}.`
);
if (this._useRouter) {
if (this._alphaRouter === null) {
throw new Error('AlphaRouter is not initialized');
}
const route = await this._alphaRouter.route(
nativeTokenAmount,
quoteToken,
TradeType.EXACT_OUTPUT,
undefined,
{
maxSwapsPerPath: this.maximumHops,
}
);
if (!route) {
throw new UniswapishPriceError(
`priceSwapOut: no trade pair found for ${quoteToken.address} to ${baseToken.address}.`
);
}
logger.info(
`Best trade for ${quoteToken.address}-${baseToken.address}: ` +
`${route.trade.executionPrice.invert().toFixed(6)} ` +
`${baseToken.symbol}.`
);
const expectedAmount = route.trade.maximumAmountIn(
this.getAllowedSlippage(allowedSlippage)
);
return { trade: route.trade as unknown as UniswapishTrade, expectedAmount };
} else {
const pool = await this.getPool(quoteToken, baseToken, this._feeTier, poolId);
if (!pool) {
throw new UniswapishPriceError(
`priceSwapOut: no trade pair found for ${quoteToken.address} to ${baseToken.address}.`
);
}
const swapRoute = new Route([pool], quoteToken, baseToken);
const quotedAmount = await this.getQuote(
swapRoute,
quoteToken,
nativeTokenAmount,
TradeType.EXACT_OUTPUT
);
const trade = UniswapV3Trade.createUncheckedTrade({
route: swapRoute,
inputAmount: quotedAmount,
outputAmount: nativeTokenAmount,
tradeType: TradeType.EXACT_OUTPUT,
});
logger.info(
`Best trade for ${baseToken.address}-${quoteToken.address}: ` +
`${trade.executionPrice.invert().toFixed(6)}` +
`${baseToken.symbol}.`
);
const expectedAmount = trade.maximumAmountIn(
this.getAllowedSlippage(allowedSlippage)
);
return { trade, expectedAmount };
}
}
/**
* Given a wallet and a Uniswap trade, try to execute it on blockchain.
*
* @param wallet Wallet
* @param trade Expected trade
* @param gasPrice Base gas price, for pre-EIP1559 transactions
* @param uniswapRouter Router smart contract address
* @param ttl How long the swap is valid before expiry, in seconds
* @param _abi Router contract ABI
* @param gasLimit Gas limit
* @param nonce (Optional) EVM transaction nonce
* @param maxFeePerGas (Optional) Maximum total fee per gas you want to pay
* @param maxPriorityFeePerGas (Optional) Maximum tip per gas you want to pay
*/
async executeTrade(
wallet: Wallet,
trade: Trade<Currency, Currency, TradeType>,
gasPrice: number,
uniswapRouter: string,
ttl: number,
_abi: ContractInterface,
gasLimit: number,
nonce?: number,
maxFeePerGas?: BigNumber,
maxPriorityFeePerGas?: BigNumber,
allowedSlippage?: string
): Promise<Transaction> {
const methodParameters: MethodParameters = SwapRouter.swapCallParameters(
trade,
{
deadlineOrPreviousBlockhash: Math.floor(Date.now() / 1000 + ttl),
recipient: wallet.address,
slippageTolerance: this.getAllowedSlippage(allowedSlippage),
}
);
return this.chain.nonceManager.provideNonce(
nonce,
wallet.address,
async (nextNonce) => {
let tx: ContractTransaction;
if (maxFeePerGas !== undefined || maxPriorityFeePerGas !== undefined) {
tx = await wallet.sendTransaction({
data: methodParameters.calldata,
to: uniswapRouter,
gasLimit: gasLimit.toFixed(0),
value: methodParameters.value,
nonce: nextNonce,
maxFeePerGas,
maxPriorityFeePerGas,
});
} else {
tx = await wallet.sendTransaction({
data: methodParameters.calldata,
to: uniswapRouter,
gasPrice: (gasPrice * 1e9).toFixed(0),
gasLimit: gasLimit.toFixed(0),
value: methodParameters.value,
nonce: nextNonce,
});
}
logger.info(JSON.stringify(tx));
return tx;
}
);
}
private async getPool(
tokenA: Token,
tokenB: Token,
feeTier: FeeAmount,
poolId?: string
): Promise<Pool | null> {
const uniswapFactory = new Contract(
this._factoryAddress,
IUniswapV3FactoryABI,
this.chain.provider
);
// Use Uniswap V3 factory to get pool address instead of `Pool.getAddress` to check if pool exists.
const poolAddress = poolId || await uniswapFactory.getPool(
tokenA.address,
tokenB.address,
feeTier
);
if (poolAddress === constants.AddressZero || poolAddress === undefined || poolAddress === '') {
return null;
}
const poolContract = new Contract(
poolAddress,
IUniswapV3PoolABI,
this.chain.provider
);
const [liquidity, slot0, fee] = await Promise.all([
poolContract.liquidity(),
poolContract.slot0(),
poolContract.fee(),
]);
const [sqrtPriceX96, tick] = slot0;
const pool = new Pool(
tokenA,
tokenB,
fee,
sqrtPriceX96,
liquidity,
tick
);
return pool;
}
private async getQuote(
swapRoute: Route<Token, Token>,
quoteToken: Token,
amount: CurrencyAmount<Token>,
tradeType: TradeType
) {
const { calldata } = await SwapQuoter.quoteCallParameters(
swapRoute,
amount,
tradeType,
{ useQuoterV2: true }
);
const quoteCallReturnData = await this.chain.provider.call({
to: this._quoterContractAddress,
data: calldata,
});
const quoteTokenRawAmount = utils.defaultAbiCoder.decode(
['uint256'],
quoteCallReturnData
);
const qouteTokenAmount = CurrencyAmount.fromRawAmount(
quoteToken,
quoteTokenRawAmount.toString()
);
return qouteTokenAmount;
}
}