feat: v4 non-complex hooks routing (#916)

we can support non-complex hooks routing, that we know have no effect during swaps.

lib/cron/cache-pools.ts

@@ -24,7 +24,7 @@ import { AWSMetricsLogger } from '../handlers/router-entities/aws-metrics-logger
 import { metricScope } from 'aws-embedded-metrics'
 import * as zlib from 'zlib'
 import dotenv from 'dotenv'
-import { HOOKS_ADDRESSES_ALLOWLIST } from '../util/hooksAddressesAllowlist'
+import { v4HooksPoolsFiltering } from '../util/v4HooksPoolsFiltering'
 
 // Needed for local stack dev, not needed for staging or prod
 // But it still doesn't work on the local cdk stack update,
@@ -224,15 +224,7 @@ const handler: ScheduledHandler = metricScope((metrics) => async (event: EventBr
     }
 
     if (protocol === Protocol.V4) {
-      pools = (pools as Array<V4SubgraphPool>).filter((pool: V4SubgraphPool) => {
-        const shouldFilterOut = !HOOKS_ADDRESSES_ALLOWLIST[chainId].includes(pool.hooks.toLowerCase())
-
-        if (shouldFilterOut) {
-          log.info(`Filtering out pool ${pool.id} from ${protocol} on ${chainId}`)
-        }
-
-        return !shouldFilterOut
-      })
+      pools = v4HooksPoolsFiltering(chainId, pools as Array<V4SubgraphPool>)
     }
 
     metric.putMetric(`${metricPrefix}.getPools.latency`, Date.now() - beforeGetPool)

lib/util/v4HooksPoolsFiltering.ts

@@ -0,0 +1,63 @@
+import { V4SubgraphPool } from '@uniswap/smart-order-router'
+import { Hook } from '@uniswap/v4-sdk'
+import { HOOKS_ADDRESSES_ALLOWLIST } from './hooksAddressesAllowlist'
+import { ChainId } from '@uniswap/sdk-core'
+import { PriorityQueue } from '@datastructures-js/priority-queue'
+
+type V4PoolGroupingKey = string
+const TOP_GROUPED_V4_POOLS = 10
+
+function convertV4PoolToGroupingKey(pool: V4SubgraphPool): V4PoolGroupingKey {
+  return pool.token0.id.concat(pool.token1.id).concat(pool.feeTier)
+}
+
+function isHooksPoolRoutable(pool: V4SubgraphPool): boolean {
+  return (
+    !Hook.hasSwapPermissions(pool.hooks) &&
+    // If the fee tier is smaller than or equal to 100%, it means the pool is not dynamic fee pool.
+    // Swap fee in total can be 100% (https://github.com/Uniswap/v4-core/blob/b619b6718e31aa5b4fa0286520c455ceb950276d/src/libraries/SwapMath.sol#L12)
+    // Dynamic fee is at 0x800000 or 838.8608% fee tier.
+    // Since pool manager doesn;t check the fee at 100% max during pool initialization (https://github.com/Uniswap/v4-core/blob/main/src/PoolManager.sol#L128)
+    // it's more defensive programming to ensure the fee tier is less than or equal to 100%
+    Number(pool.feeTier) <= 1000000
+  )
+}
+
+// it has to be a min heap in order to preserve the top eth tvl v4 pools
+const V4SubgraphPoolComparator = (a: V4SubgraphPool, b: V4SubgraphPool) => {
+  return a.tvlETH > b.tvlETH ? 1 : -1
+}
+
+export function v4HooksPoolsFiltering(chainId: ChainId, pools: Array<V4SubgraphPool>): Array<V4SubgraphPool> {
+  const v4PoolsByTokenPairsAndFees: Record<V4PoolGroupingKey, PriorityQueue<V4SubgraphPool>> = {}
+
+  pools.forEach((pool: V4SubgraphPool) => {
+    if (isHooksPoolRoutable(pool)) {
+      const v4Pools =
+        v4PoolsByTokenPairsAndFees[convertV4PoolToGroupingKey(pool)] ??
+        new PriorityQueue<V4SubgraphPool>(V4SubgraphPoolComparator)
+
+      v4Pools.push(pool)
+
+      if (v4Pools.size() > TOP_GROUPED_V4_POOLS) {
+        v4Pools.dequeue()
+      }
+
+      v4PoolsByTokenPairsAndFees[pool.token0.id.concat(pool.token1.id).concat(pool.feeTier)] = v4Pools
+    }
+  })
+
+  const topTvlPools: Array<V4SubgraphPool> = []
+  Object.values(v4PoolsByTokenPairsAndFees).forEach((pq: PriorityQueue<V4SubgraphPool>) => {
+    topTvlPools.push(...pq.toArray())
+  })
+
+  const allowlistedHooksPools = pools.filter((pool: V4SubgraphPool) => {
+    return (
+      HOOKS_ADDRESSES_ALLOWLIST[chainId].includes(pool.hooks.toLowerCase()) &&
+      !topTvlPools.find((topPool: V4SubgraphPool) => topPool.id.toLowerCase() === pool.id.toLowerCase())
+    )
+  })
+
+  return topTvlPools.concat(allowlistedHooksPools)
+}

package.json

@@ -68,6 +68,7 @@
     "typescript": "^4.2.3"
   },
   "dependencies": {
+    "@datastructures-js/priority-queue": "^6.3.1",
     "@hapi/joi": "^17.1.1",
     "@middy/core": "^2.4.1",
     "@middy/http-error-handler": "^2.4.1",
@@ -80,20 +81,20 @@
     "@types/async-retry": "^1.4.2",
     "@types/chai-subset": "^1.3.3",
     "@types/qs": "^6.9.7",
+    "@types/semver": "^7.5.8",
     "@types/sinon": "^10.0.6",
     "@types/stats-lite": "^2.2.0",
     "@uniswap/default-token-list": "^11.13.0",
     "@uniswap/permit2-sdk": "^1.3.0",
     "@uniswap/router-sdk": "^1.14.0",
     "@uniswap/sdk-core": "^5.9.0",
-    "@types/semver": "^7.5.8",
     "@uniswap/smart-order-router": "4.8.0",
     "@uniswap/token-lists": "^1.0.0-beta.33",
     "@uniswap/universal-router-sdk": "^4.6.1",
     "@uniswap/v2-sdk": "^4.6.1",
     "@uniswap/v3-periphery": "^1.4.4",
     "@uniswap/v3-sdk": "^3.17.1",
-    "@uniswap/v4-sdk": "^1.10.0",
+    "@uniswap/v4-sdk": "^1.11.2",
     "async-retry": "^1.3.1",
     "aws-cdk-lib": "^2.137.0",
     "aws-embedded-metrics": "^2.0.6",