Update integration tests and gas estimates logic (#34)

* feat: removed ethgasstation gas price provider * feat: add blocknative gas price provider using their api * feat: add basic high gas price provider * feat: export providers * feat: instatiates alpha router using new gas price providers * feat: changed USDT to EUROC for swap tests * only use USDC in gas model * remove console logs * update whale address * update integration tests * small optimization * remove comments * update gas price provider and tests * add blocknative api key * fix import * cleaning up * add more comments --------- Co-authored-by: Papa Smurf <chris@violet.co>
violetprotocol · Oct 18, 2023 · 21eac30 · 21eac30
1 parent 1be9fc9
commit 21eac30
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Showing 12 changed files with 296 additions and 394 deletions.
diff --git a/src/providers/blocknative-gas-price-provider.ts b/src/providers/blocknative-gas-price-provider.ts
@@ -0,0 +1,90 @@
+import { BigNumber } from '@ethersproject/bignumber';
+import retry from 'async-retry';
+import axios from 'axios';
+
+import { log } from '../util/log';
+
+import { GasPrice, IGasPriceProvider } from './gas-price-provider';
+
+export type BlockNativeGasPriceResponse = {
+  system: string;
+  network: string;
+  unit: string;
+  maxPrice: number;
+  currentBlockNumber: number;
+  msSinceLastBlock: number;
+  blockPrices: BlockPrice[];
+  estimatedBaseFees: { [block: string]: BaseFeeEstimate };
+};
+
+interface BlockPrice {
+  blockNumber: number;
+  estimatedTransactionCount: number;
+  baseFeePerGas: number;
+  estimatedPrices: PriceEstimate[];
+}
+
+interface PriceEstimate {
+  confidence: number;
+  price: number;
+  maxPriorityFeePerGas: number;
+  maxFeePerGas: number;
+}
+
+interface BaseFeeEstimate {
+  confidence: number;
+  baseFee: number;
+}
+
+export class BlockNativeGasPriceProvider extends IGasPriceProvider {
+  private apiKey: string;
+  private url: string;
+  constructor(apiKey: string) {
+    super();
+    this.apiKey = apiKey;
+    this.url = 'https://api.blocknative.com/gasprices/blockprices';
+  }
+
+  public async getGasPrice(): Promise<GasPrice> {
+    log.info(`About to get gas prices from gas station ${this.url}`);
+    const response = await retry(
+      async () => {
+        return axios.get<BlockNativeGasPriceResponse>(this.url, {
+          headers: { Authorization: `${this.apiKey}` },
+        });
+      },
+      { retries: 1 }
+    );
+
+    const { data: gasPriceResponse, status } = response;
+
+    if (status != 200) {
+      log.error({ response }, `Unabled to get gas price from ${this.url}.`);
+
+      throw new Error(`Unable to get gas price from ${this.url}`);
+    }
+
+    log.info(
+      { gasPriceResponse },
+      'Gas price response from API. About to parse "fast" to big number'
+    );
+
+    const baseFee = BigNumber.from(
+      Math.ceil(gasPriceResponse.blockPrices[0]!.baseFeePerGas)
+    );
+    const priorityFee = BigNumber.from(
+      Math.ceil(
+        gasPriceResponse.blockPrices[0]!.estimatedPrices[0]!
+          .maxPriorityFeePerGas
+      )
+    );
+
+    log.info(
+      `Base gas price in wei: ${baseFee} and max priority fee: ${priorityFee} as of block ${
+        gasPriceResponse.blockPrices[0]!.blockNumber
+      }`
+    );
+
+    return { gasPriceWei: baseFee.add(priorityFee) };
+  }
+}
diff --git a/src/providers/eth-gas-station-info-gas-price-provider.ts b/src/providers/eth-gas-station-info-gas-price-provider.ts
diff --git a/src/providers/index.ts b/src/providers/index.ts
@@ -1,11 +1,11 @@
+export * from './blocknative-gas-price-provider';
 export * from './cache';
 export * from './cache-node';
 export * from './caching-gas-provider';
 export * from './caching-token-list-provider';
 export * from './caching-token-provider';
 export * from './eip-1559-gas-price-provider';
 export * from './eth-estimate-gas-provider';
-export * from './eth-gas-station-info-gas-price-provider';
 export * from './gas-price-provider';
 export * from './legacy-gas-price-provider';
 export * from './multicall-provider';

diff --git a/src/routers/alpha-router/alpha-router.ts b/src/routers/alpha-router/alpha-router.ts
@@ -16,11 +16,11 @@ import _ from 'lodash';
 import NodeCache from 'node-cache';
 
 import {
+  BlockNativeGasPriceProvider,
   CachingGasStationProvider,
   CachingTokenProviderWithFallback,
   CachingV3PoolProvider,
   EIP1559GasPriceProvider,
-  ETHGasStationInfoProvider,
   IOnChainQuoteProvider,
   ISwapRouterProvider,
   LegacyGasPriceProvider,
@@ -79,10 +79,7 @@ import {
   V3Route,
 } from '../router';
 
-import {
-  DEFAULT_ROUTING_CONFIG_BY_CHAIN,
-  ETH_GAS_STATION_API_URL,
-} from './config';
+import { BLOCKNATIVE_APIKEY, DEFAULT_ROUTING_CONFIG_BY_CHAIN } from './config';
 import {
   RouteWithValidQuote,
   V3RouteWithValidQuote,
@@ -463,21 +460,26 @@ export class AlphaRouter implements IRouter<AlphaRouterConfig> {
       this.v3SubgraphProvider = new V3SubgraphProvider(chainId);
     }
 
-    this.gasPriceProvider =
-      gasPriceProvider ??
-      new CachingGasStationProvider(
+    if (gasPriceProvider) {
+      this.gasPriceProvider = gasPriceProvider;
+    } else if (this.provider instanceof JsonRpcProvider) {
+      this.gasPriceProvider = new CachingGasStationProvider(
         chainId,
-        this.provider instanceof JsonRpcProvider
-          ? new OnChainGasPriceProvider(
-              chainId,
-              new EIP1559GasPriceProvider(this.provider),
-              new LegacyGasPriceProvider(this.provider)
-            )
-          : new ETHGasStationInfoProvider(ETH_GAS_STATION_API_URL),
+        new OnChainGasPriceProvider(
+          chainId,
+          new EIP1559GasPriceProvider(this.provider),
+          new LegacyGasPriceProvider(this.provider)
+        ),
         new NodeJSCache<GasPrice>(
           new NodeCache({ stdTTL: 15, useClones: false })
         )
       );
+    } else {
+      this.gasPriceProvider = new BlockNativeGasPriceProvider(
+        BLOCKNATIVE_APIKEY
+      );
+    }
+
     this.v3GasModelFactory =
       v3GasModelFactory ?? new V3HeuristicGasModelFactory();
 
@@ -793,7 +795,9 @@ export class AlphaRouter implements IRouter<AlphaRouterConfig> {
         )
       );
     } else {
-      throw new Error('Invalid protocolsSet specified');
+      throw new Error(
+        `Invalid protocolsSet specified: ${JSON.stringify(protocolsSet)}`
+      );
     }
 
     const routesWithValidQuotesByProtocol = await Promise.all(quotePromises);
@@ -910,6 +914,7 @@ export class AlphaRouter implements IRouter<AlphaRouterConfig> {
           : undefined,
         { blockNumber }
       );
+
       metric.putMetric(
         'SimulateTransaction',
         Date.now() - beforeSimulate,

diff --git a/src/routers/alpha-router/config.ts b/src/routers/alpha-router/config.ts
@@ -69,5 +69,5 @@ export const DEFAULT_ROUTING_CONFIG_BY_CHAIN = (
       };
   }
 };
-export const ETH_GAS_STATION_API_URL =
-  'https://ethgasstation.info/api/ethgasAPI.json';
+
+export const BLOCKNATIVE_APIKEY = 'bba51317-1a55-4e83-9ea5-7a6dc3014795';
diff --git a/src/routers/alpha-router/gas-models/gas-model.ts b/src/routers/alpha-router/gas-models/gas-model.ts
@@ -8,7 +8,6 @@ import {
   DAI_ARBITRUM_RINKEBY,
   DAI_GOERLI,
   DAI_KOVAN,
-  DAI_MAINNET,
   DAI_OPTIMISM,
   DAI_OPTIMISM_GOERLI,
   DAI_OPTIMISTIC_KOVAN,
@@ -32,7 +31,6 @@ import {
   USDT_ARBITRUM_RINKEBY,
   USDT_GOERLI,
   USDT_KOVAN,
-  USDT_MAINNET,
   USDT_OPTIMISM,
   USDT_OPTIMISM_GOERLI,
   USDT_OPTIMISTIC_KOVAN,
@@ -56,7 +54,7 @@ import {
 } from '../entities/route-with-valid-quote';
 
 export const usdGasTokensByChain: { [chainId in ChainId]?: Token[] } = {
-  [ChainId.MAINNET]: [DAI_MAINNET, USDC_MAINNET, USDT_MAINNET],
+  [ChainId.MAINNET]: [USDC_MAINNET],
   [ChainId.RINKEBY]: [DAI_RINKEBY_1, DAI_RINKEBY_2],
   [ChainId.ARBITRUM_ONE]: [DAI_ARBITRUM, USDC_ARBITRUM, USDT_ARBITRUM],
   [ChainId.OPTIMISM]: [DAI_OPTIMISM, USDC_OPTIMISM, USDT_OPTIMISM],

diff --git a/src/util/gas-factory-helpers.ts b/src/util/gas-factory-helpers.ts
@@ -113,13 +113,19 @@ export async function getHighestLiquidityV3USDPool(
     );
   }
 
-  const usdPools = _([
-    FeeAmount.HIGH,
-    FeeAmount.MEDIUM,
-    FeeAmount.LOW,
-    FeeAmount.LOWER,
-    FeeAmount.LOWEST,
-  ])
+  // This prevents fetching data for all fee tiers since we only have 1 USDC/WETH pool deployed at the moment.
+  const feeAmounts =
+    chainId == ChainId.MAINNET
+      ? [FeeAmount.LOWER]
+      : [
+          FeeAmount.HIGH,
+          FeeAmount.MEDIUM,
+          FeeAmount.LOW,
+          FeeAmount.LOWER,
+          FeeAmount.LOWEST,
+        ];
+
+  const usdPools = _(feeAmounts)
     .flatMap((feeAmount) => {
       return _.map<Token, [Token, Token, FeeAmount]>(usdTokens, (usdToken) => [
         wrappedCurrency,