Skip to content

alicercedigital/smart-order-router

 
 

Repository files navigation

Uniswap Smart Order Router

This repository contains routing logic for the Uniswap V3 protocol.

It searches for the most efficient way to swap token A for token B, considering splitting swaps across multiple routes and gas costs.

Testing

Unit Tests

First make sure you have run npm install and npm run build.

npm run test

Integration Tests

Make sure the .env file is configured to connect to mainnet and other chains. See the CLI section below for more details.

npm run integ-test

Tenderly Simulations

Quotes can be simulated on Tenderly

Ensure you set the following environment variables:

process.env.TENDERLY_BASE_URL!,
process.env.TENDERLY_USER!,
process.env.TENDERLY_PROJECT!,
process.env.TENDERLY_ACCESS_KEY!,

CLI

The package can be run as a CLI for testing purposes.

First create a .env file in the root of the project and configure:

JSON_RPC_PROVIDER = '<JSON_RPC_PROVIDER>'

To run on chains other than mainnet set up a connection by specifying the environment variable

JSON_RPC_PROVIDER_GORLI = '<JSON_RPC_PROVIDER>'
JSON_RPC_PROVIDER_OPTIMISM = '<JSON_RPC_PROVIDER>'
JSON_RPC_PROVIDER_OPTIMISM_GOERLI = '<JSON_RPC_PROVIDER>'
JSON_RPC_PROVIDER_ARBITRUM_ONE = '<JSON_RPC_PROVIDER>'
JSON_RPC_PROVIDER_ARBITRUM_GOERLI = '<JSON_RPC_PROVIDER>'
JSON_RPC_PROVIDER_POLYGON = '<JSON_RPC_PROVIDER>'
JSON_RPC_PROVIDER_POLYGON_MUMBAI = '<JSON_RPC_PROVIDER>'
JSON_RPC_PROVIDER_CELO = '<JSON_RPC_PROVIDER>'
JSON_RPC_PROVIDER_CELO_ALFAJORES = '<JSON_RPC_PROVIDER>'
JSON_RPC_PROVIDER_BNB = '<JSON_RPC_PROVIDER>'
JSON_RPC_PROVIDER_AVALANCHE = '<JSON_RPC_PROVIDER>'
JSON_RPC_PROVIDER_BASE = '<JSON_RPC_PROVIDER>'

Then from the root directory you can execute the CLI.

Examples

Some examples to use for manual CLI testing.

Mainnet

./bin/cli quote --tokenIn 0xa0b86991c6218b36c1d19d4a2e9eb0ce3606eb48 --tokenOut 0x1f9840a85d5af5bf1d1762f925bdaddc4201f984 --amount 1000 --exactIn --recipient 0xAb5801a7D398351b8bE11C439e05C5B3259aeC9B --protocols v2,v3

Best Route:
100.00% = USDC -- 0.3% --> UNI
	Raw Quote Out:
		35.72
	Gas Adjusted Quote Out:
		34.03

Gas Used Quote Token: 1.691772
Gas Used USD: 47.592951
Calldata: 0x414bf389000000000000...
Value: 0x00

  blockNumber: "13088815"
  estimatedGasUsed: "113000"
  gasPriceWei: "130000000000"


./bin/cli quote-to-ratio --token0 0xa0b86991c6218b36c1d19d4a2e9eb0ce3606eb48 --token1 0xdac17f958d2ee523a2206206994597c13d831ec7 --feeAmount 3000 --recipient 0xAb5801a7D398351b8bE11C439e05C5B3259aeC9B  --token0Balance 1000 --token1Balance 2000 --tickLower -120 --tickUpper 120

Best Route:
100.00% = USDT -- 0.05% --> USDC
Raw Quote Exact In:
	392.68
Gas Adjusted Quote In}:
	346.13

Gas Used Quote Token: 46.550010
Gas Used USD: 46.342899
Calldata: 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
	Value: 0x00

	blockNumber: "13239188"
	estimatedGasUsed: "113000"
	gasPriceWei: "116690684398"

./bin/cli quote --tokenIn 0x0391D2021f89DC339F60Fff84546EA23E337750f --tokenOut 0x4d224452801ACEd8B2F0aebE155379bb5D594381 --amount 10000 --exactIn --recipient 0xAb5801a7D398351b8bE11C439e05C5B3259aeC9B --protocols v2,v3,mixed
Best Route:
[V2 + V3] 100.00% = BOND -- [0x6591c4BcD6D7A1eb4E537DA8B78676C1576Ba244] --> USDC -- 0.3% [0xB07Fe2F407F971125D4EB1977f8aCEe8846C7324] --> APE
	Raw Quote Exact In:
		10437.85
	Gas Adjusted Quote In:
		10433.83

Gas Used Quote Token: 4.018625
Gas Used USD: 29.669402
Calldata: 0x5ae401dc0000000000000000000000000000000000000000000000000000000000000064000000000000000000000000000000000000000000000000000000000000004000000000000000000000000000000000000000000000000000000000000000020000000000000000000000000000000000000000000000000000000000000040000000000000000000000000000000000000000000000000000000000000016000000000000000000000000000000000000000000000000000000000000000e4472b43f300000000000000000000000000000000000000000000021e19e0c9bab240000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000080000000000000000000000000000000000000000000000000000000000000000200000000000000000000000000000000000000000000000000000000000000020000000000000000000000000391d2021f89dc339f60fff84546ea23e337750f000000000000000000000000a0b86991c6218b36c1d19d4a2e9eb0ce3606eb48000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000104b858183f00000000000000000000000000000000000000000000000000000000000000200000000000000000000000000000000000000000000000000000000000000080000000000000000000000000ab5801a7d398351b8be11c439e05c5b3259aec9b00000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000002358df5b3b4459a3f5b000000000000000000000000000000000000000000000000000000000000002ba0b86991c6218b36c1d19d4a2e9eb0ce3606eb48000bb84d224452801aced8b2f0aebe155379bb5d59438100000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000
Value: 0x00

  blockNumber: "15303839"
  estimatedGasUsed: "434000"
  gasPriceWei: "38218865879"
Total ticks crossed: 7

Rinkeby

./bin/cli quote --tokenIn 0x5592ec0cfb4dbc12d3ab100b257153436a1f0fea --tokenOut 0x4DBCdF9B62e891a7cec5A2568C3F4FAF9E8Abe2b --amount 200000 --exactIn --minSplits 1 --router alpha --chainId 4

Sepolia

./bin/cli quote --tokenIn 0x7AF17A48a6336F7dc1beF9D485139f7B6f4FB5C8 --tokenOut 0x6f14C02Fc1F78322cFd7d707aB90f18baD3B54f5 --amount 10 --exactIn --minSplits 1 --router alpha --chainId 11155111

Kovan

./bin/cli quote --tokenIn 0x4f96fe3b7a6cf9725f59d353f723c1bdb64ca6aa --tokenOut 0xd0a1e359811322d97991e03f863a0c30c2cf029c --amount 10 --exactIn --minSplits 1 --router alpha --chainId 42

Ropsten

./bin/cli quote --tokenIn 0x07865c6e87b9f70255377e024ace6630c1eaa37f --tokenOut 0xc778417e063141139fce010982780140aa0cd5ab --amount 200000 --exactIn --minSplits 1 --router alpha --chainId 3

Optimism

./bin/cli quote --tokenIn 0x7F5c764cBc14f9669B88837ca1490cCa17c31607 --tokenOut 0xDA10009cBd5D07dd0CeCc66161FC93D7c9000da1 --amount 200000 --exactIn --minSplits 1 --router alpha --chainId 10

./bin/cli quote --tokenIn 0x7F5c764cBc14f9669B88837ca1490cCa17c31607 --tokenOut 0x4200000000000000000000000000000000000042 --amount 1 --exactIn --minSplits 1 --protocols v2 --router alpha --chainId 10

Optimism-Goerli

./bin/cli quote --tokenIn 0x7E07E15D2a87A24492740D16f5bdF58c16db0c4E --tokenOut 0xDA10009cBd5D07dd0CeCc66161FC93D7c9000da1 --amount 200000 --exactIn --minSplits 1 --router alpha --chainId 420

Optimistic-Kovan

./bin/cli quote --tokenIn 0x7F5c764cBc14f9669B88837ca1490cCa17c31607 --tokenOut 0xDA10009cBd5D07dd0CeCc66161FC93D7c9000da1 --amount 200 --exactIn --minSplits 1 --router alpha --chainId 69

Arbitrum

./bin/cli quote --tokenIn 0xfd086bc7cd5c481dcc9c85ebe478a1c0b69fcbb9 --tokenOut 0x82af49447d8a07e3bd95bd0d56f35241523fbab1 --amount 20000 --exactIn --minSplits 1 --router alpha --chainId 42161 --debug

Arbitrum-Rinkeby

./bin/cli quote --tokenIn 0x09b98f8b2395d076514037ff7d39a091a536206c --tokenOut 0xb47e6a5f8b33b3f17603c83a0535a9dcd7e32681 --amount 200 --exactIn --minSplits 1 --router alpha --chainId 421611

Arbitrum-Goerli

./bin/cli quote --tokenIn 0xe39ab88f8a4777030a534146a9ca3b52bd5d43a3 --tokenOut 0x8FB1E3fC51F3b789dED7557E680551d93Ea9d892 --amount 200 --exactIn --minSplits 1 --router alpha --chainId 421613

Polygon Mumbai

./bin/cli quote --tokenIn 0x001b3b4d0f3714ca98ba10f6042daebf0b1b7b6f --tokenOut 0x9c3c9283d3e44854697cd22d3faa240cfb032889 --amount 1 --exactIn --protocols v3 --recipient 0xAb5801a7D398351b8bE11C439e05C5B3259aeC9B --minSplits 1 --router alpha --chainId 80001

Polygon Mainnet

./bin/cli quote --tokenIn 0x2791bca1f2de4661ed88a30c99a7a9449aa84174 --tokenOut 0x7ceb23fd6bc0add59e62ac25578270cff1b9f619 --amount 5 --exactIn --minSplits 1 --protocols v3 --router alpha --chainId 137

Celo Mainnet

./bin/cli quote --tokenIn CELO --tokenOut 0x765DE816845861e75A25fCA122bb6898B8B1282a --amount 5 --exactIn --minSplits 1 --protocols v3 --router alpha --chainId 42220

BNB Mainnet

./bin/cli quote --tokenIn 0x55d398326f99059fF775485246999027B3197955 --tokenOut 0x8AC76a51cc950d9822D68b83fE1Ad97B32Cd580d --amount 1 --exactIn --minSplits 1 --protocols v3 --router alpha --chainId 56

AVAX Mainnet

./bin/cli quote --tokenIn 0xB97EF9Ef8734C71904D8002F8b6Bc66Dd9c48a6E --tokenOut 0xB31f66AA3C1e785363F0875A1B74E27b85FD66c7 --amount 1000 --exactIn --minSplits 1 --protocols v3 --router alpha --chainId 43114

BASE Mainnet

./bin/cli quote --tokenIn 0xd9aAEc86B65D86f6A7B5B1b0c42FFA531710b6CA --tokenOut 0x4200000000000000000000000000000000000006 --amount 10 --exactIn --minSplits 1 --protocols v3 --router alpha --chainId 8453

Adding a new Chain

The main components to complete are:

  • Deploy contracts on chain, add the pools to subgraph
  • Populate v3 providers in src/providers/v3/subgraph-provider and src/providers/v3/static-subgraph-provider
  • Populate chainId and addresses in src/util/chains.ts and src/util/addresses.ts
  • Populate token providers in src/providers/caching-token-provider and src/providers/token-provider.ts
  • Populate gas constants in src/routers/alpha-router/gas-models/*
  • Populate bases in src/routers/legacy-router/bases.ts
  • Populate test/integ/routers/alpha-router/alpha-router.integration.test.ts and src/providers/v2/static-subgraph-provider.ts
  • Populate src/routers/alpha-router/*
  • Add a log to /CHANGELOG.md
  • Run npm run integ-test successfully

Troubleshooting

ProviderGasLimit errors

The package sends many large multicall requests to nodes. You must ensure that your node provider's eth_call gas limit is high enough to successfully process the RPC calls.

By default each eth_call will consume up to:

  • 132,000,000 gas on Optimism
  • 120,000,000 gas on Arbitrum
  • 50,000,000 gas on Celo
  • 150,000,000 gas on every other network (Mainnet, Goerli, etc.)

These parameters should work on Infura and Alchemy by default.

This total amount of gas each eth_call can consume is equal to the multicallChunk config value multiplied by the gasLimitPerCall config value. If you are using a node provider with a lower gas limit per eth_call you will need to override the default V3QuoteProvider with an instance that lowers the multicallChunk and gasLimitPerCall parameters such that the multiplication is below your node providers limit. Lowering these values will cause each multicall to consume less gas. See here for examples of how to set these values. Note some providers have different limits per chain.

If you are running your own node, we recommend you configure start your node with a higher gas limit per call. For example, on Geth you can use the command line argument --rpc.gascap 150000000 to raise the limit to 150m, which is enough to run the default configuration of this package.

If you are using Hardhat mainnet forking, you should add blockGasLimit: 150_000_000 to your Hardhat config to use the default package configuration.

Releases

No releases published

Packages

No packages published

Languages

  • TypeScript 99.9%
  • Other 0.1%