feat/Interact directly with the pool in Uniswap connector

src/chains/ethereum/ethereum.ts

@@ -117,6 +117,11 @@ export class Ethereum extends EthereumBase implements Ethereumish {
  return this._metricsLogInterval;
  }
 
+ // in place for mocking
+ public get provider() {
+ return super.provider;
+ }
+
  /**
  * Automatically update the prevailing gas price on the network.
  *

src/connectors/uniswap/uniswap.config.ts

@@ -11,6 +11,9 @@ export namespace UniswapConfig {
  tradingTypes: (type: string) => Array<string>;
  chainType: string;
  availableNetworks: Array<AvailableNetworks>;
+ useRouter?: boolean;
+ feeTier?: string;
+ quoterContractAddress: (network: string) => string;
  }
 
  export const config: NetworkConfig = {
@@ -56,5 +59,11 @@ export namespace UniswapConfig {
  ),
  },
  ],
+ useRouter: ConfigManagerV2.getInstance().get(`uniswap.useRouter`),
+ feeTier: ConfigManagerV2.getInstance().get(`uniswap.feeTier`),
+ quoterContractAddress: (network: string) =>
+ ConfigManagerV2.getInstance().get(
+ `uniswap.contractAddresses.${network}.uniswapV3QuoterV2ContractAddress`
+ ),
  };
 }

src/connectors/uniswap/uniswap.ts

@@ -8,15 +8,32 @@ import {
 } from '@ethersproject/contracts';
 import { AlphaRouter } from '@uniswap/smart-order-router';
 import { Trade, SwapRouter } from '@uniswap/router-sdk';
-import { MethodParameters } from '@uniswap/v3-sdk';
+import {
+ FeeAmount,
+ MethodParameters,
+ Pool,
+ SwapQuoter,
+ Trade as UniswapV3Trade,
+ Route,
+ FACTORY_ADDRESS,
+} 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 } from 'ethers';
+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';
@@ -35,6 +52,9 @@ export class Uniswap implements Uniswapish {
  private chainId;
  private tokenList: Record<string, Token> = {};
  private _ready: boolean = false;
+ private readonly _useRouter: boolean;
+ private readonly _feeTier: FeeAmount;
+ private readonly _quoterContractAddress: string;
 
  private constructor(chain: string, network: string) {
  const config = UniswapConfig.config;
@@ -53,6 +73,20 @@ export class Uniswap implements Uniswapish {
  this._routerAbi = routerAbi.abi;
  this._gasLimitEstimate = UniswapConfig.config.gasLimitEstimate;
  this._router = config.uniswapV3SmartOrderRouterAddress(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(network);
  }
 
  public static getInstance(chain: string, network: string): Uniswap {
@@ -181,30 +215,61 @@ export class Uniswap implements Uniswapish {
  `Fetching trade data for ${baseToken.address}-${quoteToken.address}.`
  );
 
- const route = await this._alphaRouter.route(
- nativeTokenAmount,
- quoteToken,
- TradeType.EXACT_INPUT,
- undefined,
- {
- maxSwapsPerPath: this.maximumHops,
- }
- );
+ if (this._useRouter) {
+ 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} to ${quoteToken}.`
+ 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, expectedAmount };
+ } else {
+ const pool = await this.getPool(baseToken, quoteToken, this._feeTier);
+ 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 };
  }
- 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, expectedAmount };
  }
 
  /**
@@ -228,30 +293,62 @@ export class Uniswap implements Uniswapish {
  logger.info(
  `Fetching pair data for ${quoteToken.address}-${baseToken.address}.`
  );
- const route = await this._alphaRouter.route(
- nativeTokenAmount,
- quoteToken,
- TradeType.EXACT_OUTPUT,
- undefined,
- {
- maxSwapsPerPath: this.maximumHops,
+
+ if (this._useRouter) {
+ 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}.`
+ );
  }
- );
- 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}.`
  );
- }
- 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, expectedAmount };
+ const expectedAmount = route.trade.maximumAmountIn(
+ this.getAllowedSlippage(allowedSlippage)
+ );
+ return { trade: route.trade, expectedAmount };
+ } else {
+ const pool = await this.getPool(quoteToken, baseToken, this._feeTier);
+ 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 };
+ }
  }
 
  /**
@@ -308,7 +405,7 @@ export class Uniswap implements Uniswapish {
  } else {
  tx = await wallet.sendTransaction({
  data: methodParameters.calldata,
- to: this.router,
+ to: uniswapRouter,
  gasPrice: (gasPrice * 1e9).toFixed(0),
  gasLimit: gasLimit.toFixed(0),
  value: methodParameters.value,
@@ -320,4 +417,74 @@ export class Uniswap implements Uniswapish {
  }
  );
  }
+
+ private async getPool(
+ tokenA: Token,
+ tokenB: Token,
+ feeTier: FeeAmount
+ ): Promise<Pool | null> {
+ const uniswapFactory = new Contract(
+ FACTORY_ADDRESS,
+ IUniswapV3FactoryABI,
+ this.chain.provider
+ );
+ // Use Uniswap V3 factory to get pool address instead of `Pool.getAddress` to check if pool exists.
+ const poolAddress = await uniswapFactory.getPool(
+ tokenA.address,
+ tokenB.address,
+ feeTier
+ );
+ if (poolAddress === constants.AddressZero) {
+ return null;
+ }
+ const poolContract = new Contract(
+ poolAddress,
+ IUniswapV3PoolABI,
+ this.chain.provider
+ );
+
+ const [liquidity, slot0] = await Promise.all([
+ poolContract.liquidity(),
+ poolContract.slot0(),
+ ]);
+ const [sqrtPriceX96, tick] = slot0;
+
+ const pool = new Pool(
+ tokenA,
+ tokenB,
+ this._feeTier,
+ 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;
+ }
 }

src/services/common-interfaces.ts

@@ -148,7 +148,6 @@ export type UniswapishTrade =
  | TradeQuickswap
  | TradeTraderjoe
  | SushiswapTrade<SushiToken, SushiToken, SushiTradeType>
- | UniswapV3Trade<Currency, UniswapCoreToken, TradeType>
  | TradeUniswap
  | TradeDefikingdoms
  | DefiraTrade<UniswapCoreToken, UniswapCoreToken, TradeType>

src/services/schema/uniswap-schema.json

@@ -6,14 +6,19 @@
  "gasLimitEstimate": { "type": "integer" },
  "ttl": { "type": "integer" },
  "maximumHops": { "type": "integer" },
+ "useRouter": { "type": "boolean" },
+ "feeTier": {
+ "enum": ["LOWEST", "LOW", "MEDIUM", "HIGH"]
+ },
  "contractAddresses": {
  "type": "object",
  "patternProperties": {
  "^\\w+$": {
  "type": "object",
  "properties": {
  "uniswapV3SmartOrderRouterAddress": { "type": "string" },
- "uniswapV3NftManagerAddress": { "type": "string" }
+ "uniswapV3NftManagerAddress": { "type": "string" },
+ "uniswapV3QuoterV2ContractAddress": { "type": "string" }
  },
  "required": [
  "uniswapV3SmartOrderRouterAddress",