Merge branch 'main' into xrsv/sor-unichain-mainnet-support

package.json

@@ -1,6 +1,6 @@
 {
   "name": "@uniswap/smart-order-router",
-  "version": "4.8.1",
+  "version": "4.9.2",
   "description": "Uniswap Smart Order Router",
   "main": "build/main/index.js",
   "typings": "build/main/index.d.ts",

src/providers/eth-estimate-gas-provider.ts

@@ -12,6 +12,7 @@ import { BEACON_CHAIN_DEPOSIT_ADDRESS, log } from '../util';
 import {
   calculateGasUsed,
   initSwapRouteFromExisting,
+  logGasEstimationVsSimulationMetrics,
 } from '../util/gas-factory-helpers';
 
 import { IPortionProvider } from './portion-provider';
@@ -125,6 +126,9 @@ export class EthEstimateGasSimulator extends Simulator {
       this.provider,
       providerConfig
     );
+
+    logGasEstimationVsSimulationMetrics(route, estimatedGasUsed, this.chainId);
+
     return {
       ...initSwapRouteFromExisting(
         route,

src/providers/simulation-provider.ts

@@ -32,6 +32,7 @@ export enum SimulationStatus {
   InsufficientBalance = 3,
   NotApproved = 4,
   SystemDown = 5,
+  SlippageTooLow = 6,
 }
 
 /**

src/providers/tenderly-simulation-provider.ts

@@ -29,8 +29,10 @@ import { APPROVE_TOKEN_FOR_TRANSFER } from '../util/callData';
 import {
   calculateGasUsed,
   initSwapRouteFromExisting,
+  logGasEstimationVsSimulationMetrics,
 } from '../util/gas-factory-helpers';
 
+import { breakDownTenderlySimulationError } from '../util/tenderlySimulationErrorBreakDown';
 import { EthEstimateGasSimulator } from './eth-estimate-gas-provider';
 import { IPortionProvider } from './portion-provider';
 import {
@@ -138,6 +140,18 @@ const TENDERLY_NODE_API = (chainId: ChainId, tenderlyNodeApiKey: string) => {
       return `https://mainnet.gateway.tenderly.co/${tenderlyNodeApiKey}`;
     case ChainId.BASE:
       return `https://base.gateway.tenderly.co/${tenderlyNodeApiKey}`;
+    case ChainId.ARBITRUM_ONE:
+      return `https://arbitrum.gateway.tenderly.co/${tenderlyNodeApiKey}`;
+    case ChainId.OPTIMISM:
+      return `https://optimism.gateway.tenderly.co/${tenderlyNodeApiKey}`;
+    case ChainId.POLYGON:
+      return `https://polygon.gateway.tenderly.co/${tenderlyNodeApiKey}`;
+    case ChainId.AVALANCHE:
+      return `https://avalanche.gateway.tenderly.co/${tenderlyNodeApiKey}`;
+    case ChainId.BLAST:
+      return `https://blast.gateway.tenderly.co/${tenderlyNodeApiKey}`;
+    case ChainId.WORLDCHAIN:
+      return `https://worldchain-mainnet.gateway.tenderly.co/${tenderlyNodeApiKey}`;
     default:
       throw new Error(
         `ChainId ${chainId} does not correspond to a tenderly node endpoint`
@@ -149,6 +163,9 @@ export const TENDERLY_NOT_SUPPORTED_CHAINS = [
   ChainId.CELO,
   ChainId.CELO_ALFAJORES,
   ChainId.ZKSYNC,
+  // tenderly node RPC supports BNB and ZORA upon request, we will make them available
+  ChainId.BNB,
+  ChainId.ZORA,
 ];
 
 // We multiply tenderly gas limit by this to overestimate gas limit
@@ -290,6 +307,8 @@ export class TenderlySimulator extends Simulator {
   ): Promise<SwapRoute> {
     const currencyIn = swapRoute.trade.inputAmount.currency;
     const tokenIn = currencyIn.wrapped;
+    const currencyOut = swapRoute.trade.outputAmount.currency;
+    const tokenOut = currencyOut.wrapped;
     const chainId = this.chainId;
 
     if (TENDERLY_NOT_SUPPORTED_CHAINS.includes(chainId)) {
@@ -464,6 +483,24 @@ export class TenderlySimulator extends Simulator {
               2
             )}.`
           );
+
+          if (
+            resp &&
+            resp.result &&
+            resp.result.length >= 3 &&
+            (resp.result[2] as JsonRpcError).error &&
+            (resp.result[2] as JsonRpcError).error.data
+          ) {
+            return {
+              ...swapRoute,
+              simulationStatus: breakDownTenderlySimulationError(
+                tokenIn,
+                tokenOut,
+                (resp.result[2] as JsonRpcError).error.data
+              ),
+            };
+          }
+
           return { ...swapRoute, simulationStatus: SimulationStatus.Failed };
         }
 
@@ -690,6 +727,9 @@ export class TenderlySimulator extends Simulator {
       this.provider,
       providerConfig
     );
+
+    logGasEstimationVsSimulationMetrics(swapRoute, estimatedGasUsed, chainId);
+
     return {
       ...initSwapRouteFromExisting(
         swapRoute,
@@ -781,9 +821,11 @@ export class TenderlySimulator extends Simulator {
       this.chainId,
       this.tenderlyNodeApiKey
     );
-    const blockNumber = swap.block_number
-      ? BigNumber.from(swap.block_number).toHexString().replace('0x0', '0x')
-      : 'latest';
+    // TODO: ROUTE-362 - Revisit tenderly node simulation hardcode latest block number
+    // https://linear.app/uniswap/issue/ROUTE-362/revisit-tenderly-node-simulation-hardcode-latest-block-number
+    const blockNumber = // swap.block_number
+      // ? BigNumber.from(swap.block_number).toHexString().replace('0x0', '0x')
+      'latest';
     const body: TenderlyNodeEstimateGasBundleBody = {
       id: 1,
       jsonrpc: '2.0',

src/providers/token-provider.ts

@@ -601,6 +601,13 @@ export const USDC_NATIVE_BASE = new Token(
   'USDbC',
   'USD Base Coin'
 );
+export const VIRTUAL_BASE = new Token(
+  ChainId.BASE,
+  '0x0b3e328455c4059EEb9e3f84b5543F74E24e7E1b',
+  18,
+  'VIRTUAL',
+  'Virtual Protocol'
+);
 
 // Base Goerli Tokens
 export const USDC_BASE_GOERLI = new Token(

src/providers/v2/subgraph-provider.ts

@@ -251,6 +251,7 @@ export class V2SubgraphProvider implements IV2SubgraphProvider {
       (pool) =>
         pool.token0.id == FEI ||
         pool.token1.id == FEI ||
+        this.isVirtualPairBaseV2Pool(pool) ||
         parseFloat(pool.trackedReserveETH) > this.trackedEthThreshold
     );
 
@@ -269,6 +270,7 @@ export class V2SubgraphProvider implements IV2SubgraphProvider {
         return (
           pool.token0.id == FEI ||
           pool.token1.id == FEI ||
+          this.isVirtualPairBaseV2Pool(pool) ||
           parseFloat(pool.trackedReserveETH) > this.trackedEthThreshold ||
           parseFloat(pool.reserveUSD) > this.untrackedUsdThreshold
         );
@@ -312,4 +314,15 @@ export class V2SubgraphProvider implements IV2SubgraphProvider {
 
     return poolsSanitized;
   }
+
+  // This method checks if a given pool contains the VIRTUAL token.
+  public isVirtualPairBaseV2Pool(pool: RawV2SubgraphPool): boolean {
+    const virtualTokenAddress =
+      '0x0b3e328455c4059eeb9e3f84b5543f74e24e7e1b'.toLowerCase();
+    return (
+      this.chainId === ChainId.BASE &&
+      (pool.token0.id.toLowerCase() === virtualTokenAddress ||
+        pool.token1.id.toLowerCase() === virtualTokenAddress)
+    );
+  }
 }

src/routers/alpha-router/gas-models/tick-based-heuristic-gas-model.ts

@@ -1,6 +1,6 @@
 import { BigNumber } from '@ethersproject/bignumber';
 import { BaseProvider } from '@ethersproject/providers';
-import { ChainId, Price } from '@uniswap/sdk-core';
+import { ChainId, Percent, Price } from '@uniswap/sdk-core';
 import { Pool } from '@uniswap/v3-sdk';
 import { CurrencyAmount, log, WRAPPED_NATIVE_CURRENCY } from '../../../util';
 import { calculateL1GasFeesHelper } from '../../../util/gas-factory-helpers';
@@ -205,12 +205,19 @@ export abstract class TickBasedHeuristicGasModelFactory<
         // Note that the syntheticGasCost being lessThan the original quoted value is not always strictly better
         // e.g. the scenario where the amountToken/ETH pool is very illiquid as well and returns an extremely small number
         // however, it is better to have the gasEstimation be almost 0 than almost infinity, as the user will still receive a quote
+        // Only use syntheticGasCostInTermsOfQuoteToken if it's within 30% of the original gasCostInTermsOfQuoteToken as a safeguard.
         if (
           syntheticGasCostInTermsOfQuoteToken !== null &&
           (gasCostInTermsOfQuoteToken === null ||
-            syntheticGasCostInTermsOfQuoteToken.lessThan(
+            (syntheticGasCostInTermsOfQuoteToken.lessThan(
               gasCostInTermsOfQuoteToken.asFraction
-            ))
+            ) &&
+              gasCostInTermsOfQuoteToken
+                .subtract(syntheticGasCostInTermsOfQuoteToken)
+                .lessThan(
+                  gasCostInTermsOfQuoteToken.multiply(new Percent(30, 100))
+                    .asFraction
+                )))
         ) {
           log.info(
             {

src/util/gas-factory-helpers.ts

@@ -19,6 +19,8 @@ import {
   GasModelProviderConfig,
   getQuoteThroughNativePool,
   MethodParameters,
+  metric,
+  MetricLoggerUnit,
   MixedRouteWithValidQuote,
   RouteWithValidQuote,
   SwapOptions,
@@ -690,3 +692,60 @@ export const calculateL1GasFeesHelper = async (
     return calculateArbitrumToL1FeeFromCalldata(data, gasData, chainId);
   }
 };
+
+// Logs metrics about the diff between original estimatedGasUsed based on heuristics and the simulated gas used.
+// This will help us track the quality of our gas estimation quality per chain.
+export const logGasEstimationVsSimulationMetrics = (
+  route: SwapRoute,
+  simulationGasUsed: BigNumber,
+  chainId: ChainId
+) => {
+  try {
+    // Log the diff between original estimatedGasUsed and the simulated gas used
+    const estimatedGasUsed = route.estimatedGasUsed.toNumber();
+    const simulatedGasUsed = simulationGasUsed.toNumber();
+    const diff = estimatedGasUsed - simulatedGasUsed;
+    const absDiff = Math.abs(estimatedGasUsed - simulatedGasUsed);
+    const misEstimatePercent = (diff / estimatedGasUsed) * 100;
+    const misEstimateAbsPercent = (absDiff / estimatedGasUsed) * 100;
+
+    log.info(
+      {
+        estimatedGasUsed: estimatedGasUsed,
+        simulatedGasUsed: simulatedGasUsed,
+        absDiff: absDiff,
+        diff: diff,
+      },
+      'Gas used diff between estimatedGasUsed and simulatedGasUsed'
+    );
+    log.info(
+      {
+        misEstimateAbsPercent: misEstimateAbsPercent,
+      },
+      'Gas used mis-estimate percent'
+    );
+
+    metric.putMetric(
+      `TenderlySimulationGasUsed_AbsDiff_Chain_${chainId}`,
+      absDiff,
+      MetricLoggerUnit.Count
+    );
+    metric.putMetric(
+      `TenderlySimulationGasUsed_MisEstimateAbsPercent_Chain_${chainId}`,
+      misEstimateAbsPercent,
+      MetricLoggerUnit.Count
+    );
+
+    const label = diff >= 0 ? 'OverEstimate' : 'UnderEstimate';
+    metric.putMetric(
+      `TenderlySimulationGasUsed_${label}Percent_Chain_${chainId}`,
+      misEstimatePercent,
+      MetricLoggerUnit.Count
+    );
+  } catch (err) {
+    log.error(
+      { err: err },
+      'Failed to log diff between original estimatedGasUsed and the simulated gas used'
+    );
+  }
+};

src/util/tenderlySimulationErrorBreakDown.ts

@@ -0,0 +1,36 @@
+import { Token } from '@uniswap/sdk-core';
+import { SimulationStatus, VIRTUAL_BASE } from '../providers';
+
+export function breakDownTenderlySimulationError(
+  tokenIn: Token,
+  tokenOut: Token,
+  data?: string
+): SimulationStatus {
+  if (data) {
+    switch (data) {
+      case '0x739dbe52': // V3TooMuchRequested
+      case '0x39d35496': // V3TooLittleReceived
+      case '0x849eaf98': // V2TooLittleReceived
+      case '0x8ab0bc16': // V2TooMuchRequested
+      case '0x08c379a000000000000000000000000000000000000000000000000000000000000000200000000000000000000000000000000000000000000000000000000000000025556e697377617056323a20494e53554646494349454e545f4f55545055545f414d4f554e54000000000000000000000000000000000000000000000000000000': // INSUFFICIENT_OUTPUT_AMOUNT
+      case '0x08c379a0000000000000000000000000000000000000000000000000000000000000002000000000000000000000000000000000000000000000000000000000000000034949410000000000000000000000000000000000000000000000000000000000': // IIA
+        return SimulationStatus.SlippageTooLow;
+      case '0x675cae38': // InsufficientToken
+        if (
+          tokenIn.address.toLowerCase() ===
+            VIRTUAL_BASE.address.toLowerCase() ||
+          tokenOut.address.toLowerCase() === VIRTUAL_BASE.address.toLowerCase()
+        ) {
+          // if this is from virtual, we'd guess it's due to slippage too low, although it might be due to something else
+          return SimulationStatus.SlippageTooLow;
+        }
+
+        // Otherwise we don't wanna guess, just return generic failed.
+        return SimulationStatus.Failed;
+      default: // we don't know why onchain execution reverted, just return generic failed.
+        return SimulationStatus.Failed;
+    }
+  }
+
+  return SimulationStatus.Failed;
+}

test/integ/routers/alpha-router/alpha-router.integration.test.ts

@@ -140,7 +140,7 @@ const GAS_ESTIMATE_DEVIATION_PERCENT: { [chainId in ChainId]: number } = {
   [ChainId.MAINNET]: 50,
   [ChainId.GOERLI]: 62,
   [ChainId.SEPOLIA]: 75,
-  [ChainId.OPTIMISM]: 71,
+  [ChainId.OPTIMISM]: 75,
   [ChainId.OPTIMISM_GOERLI]: 30,
   [ChainId.OPTIMISM_SEPOLIA]: 30,
   [ChainId.ARBITRUM_ONE]: 53,
@@ -747,7 +747,7 @@ describe('alpha router integration', () => {
       // we will start using the new tenderly node endpoint in SOR integ-test suite at 100%
       3000,
       100,
-      [ChainId.MAINNET, ChainId.BASE]
+      [ChainId.MAINNET, ChainId.BASE, ChainId.ARBITRUM_ONE, ChainId.OPTIMISM, ChainId.POLYGON, ChainId.AVALANCHE, ChainId.BLAST, ChainId.WORLDCHAIN]
     );
 
     const simulator = new FallbackTenderlySimulator(
@@ -3656,7 +3656,7 @@ describe('quote for other networks', () => {
             // we will start using the new tenderly node endpoint in SOR integ-test suite at 100%
             3000,
             100,
-            [ChainId.MAINNET, ChainId.BASE]
+            [ChainId.MAINNET, ChainId.BASE, ChainId.ARBITRUM_ONE, ChainId.OPTIMISM, ChainId.POLYGON, ChainId.AVALANCHE, ChainId.BLAST, ChainId.WORLDCHAIN]
           );
 
           const simulator = new FallbackTenderlySimulator(

test/unit/providers/simulation-provider.test.ts

@@ -69,6 +69,7 @@ jest.mock('../../../src/util/gas-factory-helpers', () => ({
       quoteGasAdjusted,
     };
   },
+  logGasEstimationVsSimulationMetrics: jest.fn(),
 }));
 
 const provider = new JsonRpcProvider();