Merge pull request #33 from violetprotocol/feat/DADZ-355

[DADZ-355] Enable routing to accept tokens to be excluded when finding a suitable route

cli/commands/quote.ts

@@ -39,6 +39,7 @@ export class Quote extends BaseCommand {
       required: false,
       default: false,
     }),
+    excludeTokens: flags.string({ required: false }),
     simulate: flags.boolean({ required: false, default: false }),
   };
 
@@ -67,6 +68,7 @@ export class Quote extends BaseCommand {
       protocols: protocolsStr,
       forceCrossProtocol,
       forceMixedRoutes,
+      excludeTokens,
       simulate,
     } = flags;
 
@@ -87,6 +89,13 @@ export class Quote extends BaseCommand {
       }
     }
 
+    let excludeTokensFromRoute: string[] | undefined = undefined;
+    if (excludeTokens)
+      excludeTokensFromRoute = excludeTokens
+        .toLowerCase()
+        .replace(' ', '')
+        .split(',');
+
     const chainId = ID_TO_CHAIN_ID(chainIdNumb);
 
     const log = this.logger;
@@ -142,6 +151,7 @@ export class Quote extends BaseCommand {
           protocols,
           forceCrossProtocol,
           forceMixedRoutes,
+          excludeTokens: excludeTokensFromRoute,
         }
       );
     } else {
@@ -176,6 +186,7 @@ export class Quote extends BaseCommand {
           protocols,
           forceCrossProtocol,
           forceMixedRoutes,
+          excludeTokens: excludeTokensFromRoute,
         }
       );
     }

package.json

@@ -1,6 +1,6 @@
 {
   "name": "@violetprotocol/mauve-smart-order-router",
-  "version": "4.0.10",
+  "version": "4.1.2",
   "description": "Mauve Smart Order Router",
   "main": "build/main/index.js",
   "typings": "build/main/index.d.ts",

src/routers/alpha-router/alpha-router.ts

@@ -255,6 +255,10 @@ export type AlphaRouterConfig = {
    * This parameter should always be false. It is only included for testing purposes.
    */
   forceCrossProtocol: boolean;
+  /**
+   * Force the alpha router to exclude specific tokens and their associated pools from the route.
+   */
+  excludeTokens?: string[];
   /**
    * The minimum percentage of the input token to use for each route in a split route.
    * All routes will have a multiple of this value. For example is distribution percentage is 5,

src/routers/alpha-router/functions/get-candidate-pools.ts

@@ -210,12 +210,27 @@ export async function getV3CandidatePools({
     blockNumber,
   });
 
+  // Only consider pools where neither tokens are to be excluded.
+  let prunedPoolsRaw: V3SubgraphPool[] = allPoolsRaw;
+  const excludeTokens = routingConfig.excludeTokens;
+  if (excludeTokens && excludeTokens.length > 0) {
+    prunedPoolsRaw = [];
+    for (const pool of allPoolsRaw) {
+      const excludeToken0 = excludeTokens.find((ex) => pool.token0.id == ex);
+      const excludeToken1 = excludeTokens.find((ex) => pool.token1.id == ex);
+
+      if (excludeToken0 || excludeToken1) continue;
+
+      prunedPoolsRaw.push(pool);
+    }
+  }
+
   log.info(
     { samplePools: allPoolsRaw.slice(0, 3) },
     'Got all pools from V3 subgraph provider'
   );
 
-  const allPools = _.map(allPoolsRaw, (pool) => {
+  const allPools = _.map(prunedPoolsRaw, (pool) => {
     return {
       ...pool,
       token0: {
@@ -569,9 +584,23 @@ export async function getV3CandidatePools({
 
   const tokenPairs = _.compact(tokenPairsRaw);
 
+  // Only consider pairs where neither tokens are to be excluded.
+  let filteredTokenPairs: [Token, Token, FeeAmount][] = tokenPairs;
+  if (excludeTokens && excludeTokens.length > 0) {
+    filteredTokenPairs = [];
+    for (const [token0, token1, fee] of tokenPairs) {
+      const excludeToken0 = excludeTokens.find((ex) => token0.address == ex);
+      const excludeToken1 = excludeTokens.find((ex) => token1.address == ex);
+
+      if (excludeToken0 || excludeToken1) continue;
+
+      filteredTokenPairs.push([token0, token1, fee]);
+    }
+  }
+
   const beforePoolsLoad = Date.now();
 
-  const poolAccessor = await poolProvider.getPools(tokenPairs);
+  const poolAccessor = await poolProvider.getPools(filteredTokenPairs);
 
   metric.putMetric(
     'V3PoolsLoad',

src/routers/router.ts

@@ -14,9 +14,9 @@ import {
 } from '@violetprotocol/mauve-sdk-core';
 import { Route as V2RouteRaw } from '@violetprotocol/mauve-v2-sdk';
 import {
+  MethodParameters as SDKMethodParameters,
   Pool,
   Position,
-  MethodParameters as SDKMethodParameters,
   Route as V3RouteRaw,
 } from '@violetprotocol/mauve-v3-sdk';
 

test/unit/routers/alpha-router/functions/get-candidate-pools.test.ts

@@ -170,6 +170,34 @@ describe('get candidate pools', () => {
     ).toBeTruthy();
   });
 
+  test('succeeds to get top pools while excluding WETH', async () => {
+    await getV3CandidatePools({
+      tokenIn: USDC,
+      tokenOut: DAI,
+      routeType: TradeType.EXACT_INPUT,
+      routingConfig: {
+        ...ROUTING_CONFIG,
+        v3PoolSelection: {
+          ...ROUTING_CONFIG.v3PoolSelection,
+          topNTokenInOut: 1,
+        },
+        excludeTokens: [WRAPPED_NATIVE_CURRENCY[1].address],
+      },
+      poolProvider: mockV3PoolProvider,
+      subgraphProvider: mockV3SubgraphProvider,
+      tokenProvider: mockTokenProvider,
+      blockedTokenListProvider: mockBlockTokenListProvider,
+      chainId: ChainId.MAINNET,
+    });
+
+    expect(
+      mockV3PoolProvider.getPools.calledWithExactly([
+        [DAI, USDC, FeeAmount.LOW],
+        [DAI, USDT, FeeAmount.LOW],
+      ])
+    ).toBeTruthy();
+  });
+
   test('succeeds to get direct swap pools even if they dont exist in the subgraph', async () => {
     // Mock so that DAI_WETH exists on chain, but not in the subgraph
     const poolsOnSubgraph = [