Skip to content

swimmiee/uniswapv2-path-optimizer

Repository files navigation

uniswapv2-path-optimizer

Optimal swap path finder for UniswapV2-based AMM DEX model

Installation

npm i uniswapv2-path-optimizer

Initialize

import Optimizer from "uniswapv2-path-optimizer";
const provider = new providers.JsonRpcProvider("RPC_NODE_URL");
const UniswapFactoryAddress = "0x5C69bEe701ef814a2B6a3EDD4B1652CB9cc5aA6f";
const UniswapRouterAddress = "0x7a250d5630B4cF539739dF2C5dAcb4c659F2488D";

const optimizer = new Optimizer({
    provider,
    factoryAddress: UniswapFactoryAddress,
    routerAddress: UniswapRouterAddress,
    feeBps: 30                  // optional, default 30 (0.3%)
    multicallAddress: "0x..."   // optional for some major chains
});

const WETH = "0x...";
const USDC = "0x...";
// and so on...

// method `optimizer.init` is async function to get token & pair info from blockchain.
// initiate for target tokens, 
// Each element of the array is address of ERC20 tokens
await optimizer.init([WETH, USDC, USDT, DAI, WBTC, BNB, UNI, SUSHI]);

Optimal Path for largest amountOut

const optimalResult = optimizer.getOptimalInPathOffChain({
    from: USDC,     // address of ERC20 token 
    to: WBTC,       // address of ERC20 token 
    amountIn: '1000000', 
    maxLength: 4
});

Optimal Path for smallest amountIn

const optimalResult = optimizer.getOptimalInPathOffChain({
    from: WBTC,     // address of ERC20 token 
    to: USDC,       // address of ERC20 token 
    amountOut: '1000000', 
    maxLength: 4
});

Refresh tokens & pairs

await optimizer.refresh();

Core Entities

UniswapV2PathOptimizer

functions for get tokens & pools

  • ready(): boolean
    Check fetching tokens/pools info process is finished.
  • tokens(): Token[]
    Returns array of all tokens
  • pools(): Pool[]
    Returns array of all pools(pairs)
  • getToken(id: number): Token get specific token by index of tokens array
  • getTokenByAddress(address: address): Token|undefined
    Get specific token by address
  • getTokenId(address: address): number
    Get token's array index
  • getPoolByTokenId(tokenAId: number, tokenBId: number): Pool
    Get specific pool by index of pools array
  • getPoolByAddress(tokenA: address, tokenB: address): Pool
    Get specific pool by pair tokens' addresses. It doesn't matter the order of the tokens is changed.

functions for setting

  • async init(tokens: address[]): Promise<void>
    fetch tokens & pools info from blockchain

  • async refresh()
    refresh pools' reserved amounts

  • setFee(tokenA: address, tokenB: address, newFeeBps: number)
    change the feeBps of pool

Calculate path on-chain

  • async getOutPathsOnChain(props: GetOutPathParams):Promise<AmountsOutResult[]>
    Calculate all possible paths of getAmountsOut function from onChain.
  • async getOptimalOutPathOnChain(props: GetOutPathParams):Promise<AmountsOutResult>
    Returns the path with the most optimal value among the results of the getOutPathsOnChain function.
  • async getInPathsOnChain(props: GetInPathParams):Promise<AmountsInResult[]>
    Calculate all possible paths of getAmountsIn function from onChain.
  • async getOptimalInPathOnChain(props: GetOptimalInPathParams):Promise<AmountsInResult>
    Returns the path with the most optimal value among the results of the getInPathsOnChain function.

Calculate path off-chain

  • getOutPathsOffChain(props: GetOutPathParams):AmountsOutResult[]
    Calculate all possible paths of getAmountsOut function from offChain(client-side).

  • getOptimalOutPathOffChain(props: GetOptimalOutPathParams):AmountsOutResult
    Returns the path with the most optimal value among the results of the getOutPathsOffChain function.

  • getInPathsOffChain(props: GetInPathParams):AmountsInResult[]
    Calculate all possible paths of getAmountsIn function from offChain(client-side).

  • getOptimalInPathOffChain(props: GetOptimalInPathParams):AmountsInResult
    Returns the path with the most optimal value among the results of the getInPathsOffChain function.

Basic calculator

  • quote(tokenInId: number, tokenOutId: number, amountIn: BigNumberish): BigNumber

  • getAmountOut(tokenAId: number, tokenBId: number, amountIn: BigNumberish, priceImpact?:boolean)
    priceImpact: boolean if false, calculates without considering the fee. default: true

  • getAmountIn(tokenAId: number, tokenBId: number, amountOut: BigNumberish, priceImpact?:boolean)
    priceImpact: boolean if false, calculates without considering the fee. default: true

  • getAmountsOut(amountIn: BigNumberish, path: number[], priceImpact?:boolean): BigNumber[]
    priceImpact: boolean if false, calculates without considering the fee. default: true

  • getAmountsIn(amountOut: BigNumberish, path: number[], priceImpact?:boolean): BigNumber[]
    priceImpact: boolean if false, calculates without considering the fee. default: true

PathResult

extended by AmountsInResult, AmountsOutResult

Properties

property type
path TokenWithAmount[]
amountIn BigNumber
amountOut BigNumber

Methods

  • format(): String[]
    returns array of formatted strings from amounts in path tokens using tokens' own decimals.

  • formatWithoutPriceImpact(): String[]
    returns array of formatted strings from amountsWithoutPriceImpact in path tokens using tokens' own decimals.

  • priceImpactBps(): number
    returns price impact when swapping with path in basis point.
    ex) 1234 => 12.34% (0.1234)

  • amountInWithToken():TokenWithAmount
    returns amountIn amount with "from" token info.

  • amountOutWithToken():TokenWithAmount
    returns amountOut amount with "to" token info.

TokenWithAmount

Properties

property type
address string
symbol string
decimals number
amount BigNumber
amountWithoutPriceImpact BigNumber

Methods

  • format(): string
    returns formatted string from amount using decimals.

  • formatWithoutPriceImpact(): string returns formatted string from amountWithoutPriceImpact using decimals.

About

Optimal swap path finder UniswapV2-based AMM DEX model

Resources

License

Stars

Watchers

Forks

Releases

No releases published

Packages

No packages published