From c70b37c33888ef06b90d949c3c46b74391c1b3fa Mon Sep 17 00:00:00 2001
From: vic-en <victoreni14@gmail.com>
Date: Tue, 23 Mar 2021 22:48:08 +0100
Subject: [PATCH] (feat) optimize Uniswap connector

---
 .env.example            |  6 ++++++
 src/services/uniswap.js | 41 ++++++++++++++++++++++++++++++++---------
 2 files changed, 38 insertions(+), 9 deletions(-)

diff --git a/.env.example b/.env.example
index ff57de7..14a061e 100644
--- a/.env.example
+++ b/.env.example
@@ -42,6 +42,12 @@ EXCHANGE_PROXY={exchange_proxy}
 # Uniswap
 # Reference: https://uniswap.org/docs/v2/smart-contracts/router02/
 UNISWAP_ROUTER=0x7a250d5630B4cF539739dF2C5dAcb4c659F2488D
+# allowed slippage for swap transactions
+UNISWAP_ALLOWED_SLIPPAGE=1
+# restrict updating pairs that have no reserves or failed for 5 minutes
+UNISWAP_NO_RESERVE_CHECK_INTERVAL=300000
+# cache info about pair for 1 second
+UNISWAP_PAIRS_CACHE_TIME=1000
 
 # cert
 CERT_PATH={full_path_to_certs_folder}
diff --git a/src/services/uniswap.js b/src/services/uniswap.js
index ea732d1..747040e 100644
--- a/src/services/uniswap.js
+++ b/src/services/uniswap.js
@@ -8,7 +8,7 @@ const routeTokens = require('../static/uniswap_route_tokens.json')
 // constants
 const ROUTER = '0x7a250d5630B4cF539739dF2C5dAcb4c659F2488D';
 const GAS_LIMIT = 150688;
-const TTL = 60;
+const TTL = 300;
 const UPDATE_PERIOD = 300000;  // stop updating pair after 5 minutes from last request
 
 export default class Uniswap {
@@ -17,9 +17,13 @@ export default class Uniswap {
     this.network = process.env.ETHEREUM_CHAIN
     this.provider = new ethers.providers.JsonRpcProvider(this.providerUrl)
     this.router = ROUTER;
-    this.allowedSlippage = new uni.Percent('0', '100')
+    this.allowedSlippage = new uni.Percent(process.env.UNISWAP_ALLOWED_SLIPPAGE, '100')
+    console.log(this.allowedSlippage)
+    this.pairsCacheTime = process.env.UNISWAP_PAIRS_CACHE_TIME
     this.gasLimit = GAS_LIMIT
     this.expireTokenPairUpdate = UPDATE_PERIOD
+    this.zeroReserveCheckInterval = process.env.UNISWAP_NO_RESERVE_CHECK_INTERVAL
+    this.zeroReservePairs = {} // No reserve pairs
     this.tokenList = {}
     this.pairs = []
     this.tokenSwapList = {}
@@ -59,7 +63,7 @@ export default class Uniswap {
     }
   }
 
-  async update_tokens(tokens=[]){
+  async extend_update_pairs(tokens=[]){
       for (let token of tokens){
         if (!this.tokenList.hasOwnProperty(token)){
           this.tokenList[token] = await uni.Fetcher.fetchTokenData(this.chainID, token);
@@ -69,6 +73,15 @@ export default class Uniswap {
   }
 
   async update_pairs(){
+    // Remove banned pairs after ban period
+    if (Object.keys(this.zeroReservePairs).length > 0){
+      for (let pair in this.zeroReservePairs){
+        if (this.zeroReservePairs[pair] <= Date.now()) {
+          delete this.zeroReservePairs[pair];
+          // delete this.tokenList[token];
+        }
+      }
+    }
     // Generate all possible pair combinations of tokens
     // This is done by generating an upper triangular matrix or right triangular matrix
     if (Object.keys(this.tokenSwapList).length > 0){
@@ -80,26 +93,36 @@ export default class Uniswap {
       }
 
       let tokens = Object.keys(this.tokenList);
-      var firstToken, secondToken;
+      var firstToken, secondToken, position;
       let length = tokens.length;
+      let pairs = [];
       let pairAddressRequests = [];
+      let pairAddressResponses = [];
       for (firstToken = 0; firstToken < length; firstToken++){
         for (secondToken = firstToken + 1; secondToken < length; secondToken++){
           try{
-            pairAddressRequests.push(await uni.Fetcher.fetchPairData(this.tokenList[tokens[firstToken]], this.tokenList[tokens[secondToken]]));
+            let pairString = this.tokenList[tokens[firstToken]].address + '-' + this.tokenList[tokens[secondToken]].address;
+            if (!this.zeroReservePairs.hasOwnProperty(pairString)){
+              pairs.push(pairString);
+              pairAddressRequests.push(uni.Fetcher.fetchPairData(this.tokenList[tokens[firstToken]], this.tokenList[tokens[secondToken]]));
+            }
           }
           catch(err) {
             logger.error(err);
           }
         }
       }
-      this.pairs = pairAddressRequests;
+
+      await Promise.allSettled(pairAddressRequests).then(values => { for (position = 0; position < pairAddressRequests.length; position++) {
+                                                                      if (values[position].status === "fulfilled"){pairAddressResponses.push(values[position].value)}
+                                                                      else {this.zeroReservePairs[pairs[position]] = Date.now() + this.zeroReserveCheckInterval;}}})
+      this.pairs = pairAddressResponses;
     }
-    setTimeout(this.update_pairs.bind(this), 2000); // update every 2 seconds
+    setTimeout(this.update_pairs.bind(this), 1000);
   }
 
   async priceSwapIn (tokenIn, tokenOut, tokenInAmount) {
-    await this.update_tokens([tokenIn, tokenOut]);
+    await this.extend_update_pairs([tokenIn, tokenOut]);
     const tIn = this.tokenList[tokenIn];
     const tOut = this.tokenList[tokenOut];
     const tokenAmountIn = new uni.TokenAmount(tIn, ethers.utils.parseUnits(tokenInAmount, tIn.decimals));
@@ -121,7 +144,7 @@ export default class Uniswap {
   }
 
   async priceSwapOut (tokenIn, tokenOut, tokenOutAmount) {
-    await this.update_tokens([tokenIn, tokenOut]);
+    await this.extend_update_pairs([tokenIn, tokenOut]);
     const tOut = this.tokenList[tokenOut];
     const tIn = this.tokenList[tokenIn];
     const tokenAmountOut = new uni.TokenAmount(tOut, ethers.utils.parseUnits(tokenOutAmount, tOut.decimals));