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Merge pull request #411 from balancer/tri-hops-with-mid-pool
Tri hops with mid pool
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| Original file line number | Diff line number | Diff line change |
|---|---|---|
| @@ -0,0 +1,164 @@ | ||
| import { PoolDictionary, NewPath, PoolBase, PoolPairBase } from '../types'; | ||
| import { createPath, getHighestLiquidityPool } from './filtering'; | ||
|
|
||
| type TokenWithPools = { | ||
| token: string; | ||
| mostLiquidPoolIn: PoolBase<PoolPairBase> | null; | ||
| mostLiquidPoolOut: PoolBase<PoolPairBase> | null; | ||
| }; | ||
|
|
||
| /** | ||
| * For each midpool construct 3 hop paths like: tokenIn[poolA]tokenA[MidPool]tokenB[poolB]tokenOut. | ||
| * tokenA/B are midpool pool tokens. | ||
| * poolA/B are most liquid pools connecting tokenIn/Out to tokenA/B. | ||
| * @param tokenIn | ||
| * @param tokenOut | ||
| * @param poolsAllDict | ||
| * @param midPoolsId | ||
| * @returns | ||
| */ | ||
| export function getTriPaths( | ||
| tokenIn: string, | ||
| tokenOut: string, | ||
| poolsAllDict: PoolDictionary, | ||
| midPoolsId: string[] | ||
| ): NewPath[] { | ||
| const triPaths: NewPath[] = []; | ||
| midPoolsId.forEach((midPoolId) => { | ||
| const midPoolTriPaths = getMidPoolTriPaths( | ||
| tokenIn, | ||
| tokenOut, | ||
| poolsAllDict, | ||
| midPoolId | ||
| ); | ||
| triPaths.push(...midPoolTriPaths); | ||
| }); | ||
| return triPaths; | ||
| } | ||
|
|
||
| function getMidPoolTriPaths( | ||
| tokenIn: string, | ||
| tokenOut: string, | ||
| poolsAllDict: PoolDictionary, | ||
| midPoolId: string | ||
| ): NewPath[] { | ||
| // We only want to use a pool as middle hop if tokenIn/Out aren't it's pool tokens as normal algo should take care of that path. | ||
| const midPool = getValidPool(tokenIn, tokenOut, poolsAllDict, midPoolId); | ||
| if (midPool === null) return []; | ||
| // For each midPool pool token find the most liquid pool connecting tokenIn/Out | ||
| const tokenPools = getTokenPools(tokenIn, tokenOut, poolsAllDict, midPool); | ||
| // Construct all possible paths via midPool using most liquid connecting pools | ||
| return constructPaths(tokenIn, tokenOut, tokenPools, midPool); | ||
| } | ||
|
|
||
| /** | ||
| * Construct all possible paths for tokenIn>tokenOut via midPool using most liquid connecting pools | ||
| * @param tokenIn | ||
| * @param tokenOut | ||
| * @param tokensWithPools | ||
| * @param midPool | ||
| * @returns | ||
| */ | ||
| function constructPaths( | ||
| tokenIn: string, | ||
| tokenOut: string, | ||
| tokensWithPools: TokenWithPools[], | ||
| midPool: PoolBase<PoolPairBase> | ||
| ): NewPath[] { | ||
| const paths: NewPath[] = []; | ||
| // For each valid mostLiquidPoolIn create a path via midPool and any valid mostLiquidPoolOut | ||
| tokensWithPools.forEach((tokenWithPoolsIn, i) => { | ||
| const mostLiquidPoolIn = tokenWithPoolsIn.mostLiquidPoolIn; | ||
| if (!mostLiquidPoolIn) return; | ||
| const remainingTokensWithPools = [ | ||
| ...tokensWithPools.slice(0, i), | ||
| ...tokensWithPools.slice(i + 1), | ||
| ]; | ||
| remainingTokensWithPools.forEach((tokenWithPoolsOut) => { | ||
| if (!tokenWithPoolsOut.mostLiquidPoolOut) return; | ||
| // console.log( | ||
| // `tokenIn[${mostLiquidPoolIn.id}]${tokenWithPoolsIn.token}[${midPool.id}]${tokenWithPoolsOut.token}[${tokenWithPoolsOut.mostLiquidPoolOut.id}]tokenOut` | ||
| // ); | ||
| const tokens = [ | ||
| tokenIn, | ||
| tokenWithPoolsIn.token, | ||
| tokenWithPoolsOut.token, | ||
| tokenOut, | ||
| ]; | ||
| const pools = [ | ||
| mostLiquidPoolIn, | ||
| midPool, | ||
| tokenWithPoolsOut.mostLiquidPoolOut, | ||
| ]; | ||
| paths.push(createPath(tokens, pools)); | ||
| }); | ||
| }); | ||
| return paths; | ||
| } | ||
|
|
||
| /** | ||
| * For each token in pool find the most liquid pool connecting tokenIn/Out | ||
| * @param tokenIn | ||
| * @param tokenOut | ||
| * @param poolsAllDict | ||
| * @param pool | ||
| * @returns | ||
| */ | ||
| function getTokenPools( | ||
| tokenIn: string, | ||
| tokenOut: string, | ||
| poolsAllDict: PoolDictionary, | ||
| pool: PoolBase<PoolPairBase> | ||
| ): TokenWithPools[] { | ||
| const tokenPools: TokenWithPools[] = pool.tokensList.map((token) => { | ||
| return { token, mostLiquidPoolIn: null, mostLiquidPoolOut: null }; | ||
| }); | ||
|
|
||
| tokenPools.forEach((t) => { | ||
| const mostLiquidInId = getHighestLiquidityPool( | ||
| tokenIn, | ||
| t.token, | ||
| poolsAllDict | ||
| ); | ||
| const mostLiquidOutId = getHighestLiquidityPool( | ||
| t.token, | ||
| tokenOut, | ||
| poolsAllDict | ||
| ); | ||
| t.mostLiquidPoolIn = mostLiquidInId | ||
| ? poolsAllDict[mostLiquidInId] | ||
| : null; | ||
| t.mostLiquidPoolOut = mostLiquidOutId | ||
| ? poolsAllDict[mostLiquidOutId] | ||
| : null; | ||
| }); | ||
| return tokenPools; | ||
| } | ||
|
|
||
| /** | ||
| * We only want to use a pool as middle hop if tokenIn/Out aren't it's pool tokens as normal algo should take care of that path. | ||
| * @param tokenIn | ||
| * @param tokenOut | ||
| * @param poolsAllDict | ||
| * @param poolId | ||
| * @returns | ||
| */ | ||
| function getValidPool( | ||
| tokenIn: string, | ||
| tokenOut: string, | ||
| poolsAllDict: PoolDictionary, | ||
| poolId: string | ||
| ): PoolBase<PoolPairBase> | null { | ||
| const pool = poolsAllDict[poolId]; | ||
| if (!pool) return null; | ||
| if ( | ||
| pool.tokensList.some( | ||
| (t) => | ||
| t.toLowerCase() === tokenIn.toLowerCase() || | ||
| t.toLowerCase() === tokenOut.toLowerCase() | ||
| ) | ||
| ) { | ||
| return null; | ||
| } | ||
| return pool; | ||
| } |
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