feat: add L2 gas estimate on v2, as well as enable Arbitrum on v2 sup…

…port (#485) * add native usdc arbitrum, and usdc/weth arbitrum v2 swap integ-test * add v2 console log pool reserve * fix gas model for v2 with security fees * make sure the route length is non-zero before calculating L1 security fee * fix another best swap route missing v2 gas model * fix arb integ-test * fix native pool quote token is wrapped native token error * v2 gas model behind v2 supported chains check * fix usd gas token invariant currency * gas model check fix * 3.21.1 * remove console.log for debugging * remove other console.log * add native arb usdc whale * add weth/usdc v2 only swap and tenderly simulation integ-test * increase base gas estimate percent deviation to 34% * address feedbacks * lint prettier * address feedbacks
Uniswap · Feb 13, 2024 · dff9d8d · dff9d8d
1 parent b970aed
commit dff9d8d
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Showing 14 changed files with 660 additions and 214 deletions.
diff --git a/src/providers/token-provider.ts b/src/providers/token-provider.ts
@@ -151,6 +151,13 @@ export const USDC_OPTIMISM = new Token(
   '0x7F5c764cBc14f9669B88837ca1490cCa17c31607',
   6,
   'USDC',
+  'USD//C.e'
+);
+export const USDC_NATIVE_OPTIMISM = new Token(
+  ChainId.OPTIMISM,
+  '0x0b2C639c533813f4Aa9D7837CAf62653d097Ff85',
+  6,
+  'USDC',
   'USD//C'
 );
 export const USDT_OPTIMISM = new Token(
@@ -245,6 +252,13 @@ export const USDC_ARBITRUM = new Token(
   '0xFF970A61A04b1cA14834A43f5dE4533eBDDB5CC8',
   6,
   'USDC',
+  'USD//C.e'
+);
+export const USDC_NATIVE_ARBITRUM = new Token(
+  ChainId.ARBITRUM_ONE,
+  '0xaf88d065e77c8cC2239327C5EDb3A432268e5831',
+  6,
+  'USDC',
   'USD//C'
 );
 export const USDT_ARBITRUM = new Token(
@@ -316,6 +330,13 @@ export const USDC_POLYGON = new Token(
   '0x2791bca1f2de4661ed88a30c99a7a9449aa84174',
   6,
   'USDC',
+  'USD//C.e'
+);
+export const USDC_NATIVE_POLYGON = new Token(
+  ChainId.POLYGON,
+  '0x3c499c542cef5e3811e1192ce70d8cc03d5c3359',
+  6,
+  'USDC',
   'USD//C'
 );
 
@@ -433,6 +454,27 @@ export const CUSD_CELO = new Token(
   'CUSD',
   'Celo Dollar Stablecoin'
 );
+export const USDC_CELO = new Token(
+  ChainId.CELO,
+  '0xA7D7079b0FEaD91F3e65f86E8915Cb59c1a4C664',
+  18,
+  'USDC',
+  'USD//C.e'
+);
+export const USDC_WORMHOLE_CELO = new Token(
+  ChainId.CELO,
+  '0x37f750B7cC259A2f741AF45294f6a16572CF5cAd',
+  18,
+  'USDC',
+  'USD//C.e'
+);
+export const USDC_NATIVE_CELO = new Token(
+  ChainId.CELO,
+  '0x765DE816845861e75A25fCA122bb6898B8B1282a',
+  18,
+  'USDC',
+  'USD//C'
+);
 
 export const CEUR_CELO = new Token(
   ChainId.CELO,
@@ -490,6 +532,20 @@ export const USDC_AVAX = new Token(
   'USDC',
   'USDC Token'
 );
+export const USDC_BRIDGED_AVAX = new Token(
+  ChainId.AVALANCHE,
+  '0xA7D7079b0FEaD91F3e65f86E8915Cb59c1a4C664',
+  6,
+  'USDC',
+  'USDC Token'
+);
+export const USDC_NATIVE_AVAX = new Token(
+  ChainId.AVALANCHE,
+  '0xb97ef9ef8734c71904d8002f8b6bc66dd9c48a6e',
+  6,
+  'USDC',
+  'USDC Token'
+);
 
 // Base Tokens
 export const USDC_BASE = new Token(
@@ -499,6 +555,13 @@ export const USDC_BASE = new Token(
   'USDbC',
   'USD Base Coin'
 );
+export const USDC_NATIVE_BASE = new Token(
+  ChainId.BASE,
+  '0x833589fCD6eDb6E08f4c7C32D4f71b54bdA02913',
+  6,
+  'USDbC',
+  'USD Base Coin'
+);
 
 // Base Goerli Tokens
 export const USDC_BASE_GOERLI = new Token(

diff --git a/src/providers/v2/static-subgraph-provider.ts b/src/providers/v2/static-subgraph-provider.ts
@@ -26,6 +26,7 @@ import {
   USDC_BNB,
   USDC_MAINNET,
   USDC_MOONBEAM,
+  USDC_NATIVE_ARBITRUM,
   USDC_OPTIMISM,
   USDC_POLYGON,
   USDT_ARBITRUM,
@@ -63,13 +64,14 @@ const BASES_TO_CHECK_TRADES_AGAINST: ChainTokenList = {
     DAI_OPTIMISM,
     USDT_OPTIMISM,
     WBTC_OPTIMISM,
-    OP_OPTIMISM
+    OP_OPTIMISM,
   ],
   [ChainId.ARBITRUM_ONE]: [
     WRAPPED_NATIVE_CURRENCY[ChainId.ARBITRUM_ONE]!,
     WBTC_ARBITRUM,
     DAI_ARBITRUM,
     USDC_ARBITRUM,
+    USDC_NATIVE_ARBITRUM,
     USDT_ARBITRUM,
     ARB_ARBITRUM,
   ],
@@ -102,7 +104,7 @@ const BASES_TO_CHECK_TRADES_AGAINST: ChainTokenList = {
     DAI_AVAX,
   ],
   [ChainId.BASE_GOERLI]: [],
-  [ChainId.BASE]: [WRAPPED_NATIVE_CURRENCY[ChainId.BASE], USDC_BASE ],
+  [ChainId.BASE]: [WRAPPED_NATIVE_CURRENCY[ChainId.BASE], USDC_BASE],
 };
 
 /**

diff --git a/src/routers/alpha-router/alpha-router.ts b/src/routers/alpha-router/alpha-router.ts
@@ -124,6 +124,7 @@ import {
 import {
   MixedRouteWithValidQuote,
   RouteWithValidQuote,
+  V2RouteWithValidQuote,
   V3RouteWithValidQuote,
 } from './entities/route-with-valid-quote';
 import { BestSwapRoute, getBestSwapRoute } from './functions/best-swap-route';
@@ -138,6 +139,7 @@ import {
 } from './functions/get-candidate-pools';
 import {
   GasModelProviderConfig,
+  GasModelType,
   IGasModel,
   IOnChainGasModelFactory,
   IV2GasModelFactory,
@@ -804,7 +806,8 @@ export class AlphaRouter
       this.tokenProvider,
       this.chainId,
       this.blockedTokenListProvider,
-      this.tokenValidatorProvider
+      this.tokenValidatorProvider,
+      this.l2GasDataProvider
     );
 
     this.v3Quoter = new V3Quoter(
@@ -1118,7 +1121,11 @@ export class AlphaRouter
       gasToken,
     };
 
-    const [v3GasModel, mixedRouteGasModel] = await this.getGasModels(
+    const {
+      v2GasModel: v2GasModel,
+      v3GasModel: v3GasModel,
+      mixedRouteGasModel: mixedRouteGasModel,
+    } = await this.getGasModels(
       gasPriceWei,
       amount.currency.wrapped,
       quoteToken,
@@ -1229,6 +1236,7 @@ export class AlphaRouter
         v3GasModel,
         mixedRouteGasModel,
         gasPriceWei,
+        v2GasModel,
         swapConfig
       );
     }
@@ -1247,6 +1255,7 @@ export class AlphaRouter
         v3GasModel,
         mixedRouteGasModel,
         gasPriceWei,
+        v2GasModel,
         swapConfig
       );
     }
@@ -1539,6 +1548,7 @@ export class AlphaRouter
     v3GasModel: IGasModel<V3RouteWithValidQuote>,
     mixedRouteGasModel: IGasModel<MixedRouteWithValidQuote>,
     gasPriceWei: BigNumber,
+    v2GasModel?: IGasModel<V2RouteWithValidQuote>,
     swapConfig?: SwapOptions
   ): Promise<BestSwapRoute | null> {
     log.info(
@@ -1697,6 +1707,7 @@ export class AlphaRouter
       this.chainId,
       routingConfig,
       this.portionProvider,
+      v2GasModel,
       v3GasModel,
       swapConfig
     );
@@ -1713,6 +1724,7 @@ export class AlphaRouter
     v3GasModel: IGasModel<V3RouteWithValidQuote>,
     mixedRouteGasModel: IGasModel<MixedRouteWithValidQuote>,
     gasPriceWei: BigNumber,
+    v2GasModel?: IGasModel<V2RouteWithValidQuote>,
     swapConfig?: SwapOptions
   ): Promise<BestSwapRoute | null> {
     // Generate our distribution of amounts, i.e. fractions of the input amount.
@@ -1857,7 +1869,7 @@ export class AlphaRouter
               v2CandidatePools!,
               tradeType,
               routingConfig,
-              undefined,
+              v2GasModel,
               gasPriceWei
             )
             .then((result) => {
@@ -1940,6 +1952,7 @@ export class AlphaRouter
       this.chainId,
       routingConfig,
       this.portionProvider,
+      v2GasModel,
       v3GasModel,
       swapConfig
     );
@@ -2010,9 +2023,7 @@ export class AlphaRouter
     amountToken: Token,
     quoteToken: Token,
     providerConfig?: GasModelProviderConfig
-  ): Promise<
-    [IGasModel<V3RouteWithValidQuote>, IGasModel<MixedRouteWithValidQuote>]
-  > {
+  ): Promise<GasModelType> {
     const beforeGasModel = Date.now();
 
     const usdPoolPromise = getHighestLiquidityV3USDPool(
@@ -2069,6 +2080,17 @@ export class AlphaRouter
       nativeAndSpecifiedGasTokenV3Pool: nativeAndSpecifiedGasTokenV3Pool,
     };
 
+    const v2GasModelPromise = V2_SUPPORTED.includes(this.chainId)
+      ? this.v2GasModelFactory.buildGasModel({
+          chainId: this.chainId,
+          gasPriceWei,
+          poolProvider: this.v2PoolProvider,
+          token: quoteToken,
+          l2GasDataProvider: this.l2GasDataProvider,
+          providerConfig: providerConfig,
+        })
+      : Promise.resolve(undefined);
+
     const v3GasModelPromise = this.v3GasModelFactory.buildGasModel({
       chainId: this.chainId,
       gasPriceWei,
@@ -2091,7 +2113,8 @@ export class AlphaRouter
         providerConfig: providerConfig,
       });
 
-    const [v3GasModel, mixedRouteGasModel] = await Promise.all([
+    const [v2GasModel, v3GasModel, mixedRouteGasModel] = await Promise.all([
+      v2GasModelPromise,
       v3GasModelPromise,
       mixedRouteGasModelPromise,
     ]);
@@ -2102,7 +2125,11 @@ export class AlphaRouter
       MetricLoggerUnit.Milliseconds
     );
 
-    return [v3GasModel, mixedRouteGasModel];
+    return {
+      v2GasModel: v2GasModel,
+      v3GasModel: v3GasModel,
+      mixedRouteGasModel: mixedRouteGasModel,
+    } as GasModelType;
   }
 
   // Note multiplications here can result in a loss of precision in the amounts (e.g. taking 50% of 101)