Added disabled token filter.

balancer · Sep 9, 2020 · 4184d24 · 4184d24
1 parent 579750f
commit 4184d24
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Showing 8 changed files with 561 additions and 37 deletions.
diff --git a/src/disabled-tokens.json b/src/disabled-tokens.json
@@ -0,0 +1,8 @@
+{
+    "tokens": [
+        {
+            "address": "0x985dd3d42de1e256d09e1c10f112bccb8015ad41",
+            "symbol": "OCEAN"
+        }
+    ]
+}
diff --git a/src/helpers.ts b/src/helpers.ts
@@ -1,6 +1,13 @@
 import { BigNumber } from './utils/bignumber';
 import { ethers } from 'ethers';
-import { PoolPairData, Path, Pool, PoolDictionary, Swap } from './types';
+import {
+    PoolPairData,
+    Path,
+    Pool,
+    PoolDictionary,
+    Swap,
+    DisabledToken,
+} from './types';
 import {
     BONE,
     TWOBONE,
@@ -641,13 +648,16 @@ export function getTokenPairsMultiHop(token: string, poolsTokensListSet: any) {
 export function filterPoolsWithTokensDirect(
     allPools: Pool[], // The complete information of the pools
     tokenIn: string,
-    tokenOut: string
+    tokenOut: string,
+    disabledTokens: DisabledToken[] = []
 ): PoolDictionary {
     // let poolsWithTokens: { [poolId: string]: Pool} = {};
     let poolsWithTokens: PoolDictionary = {};
     // If pool contains token add all its tokens to direct list
     allPools.forEach(pool => {
         let tokenListSet = new Set(pool.tokensList);
+        disabledTokens.forEach(token => tokenListSet.delete(token.address));
+
         if (tokenListSet.has(tokenIn) && tokenListSet.has(tokenOut)) {
             poolsWithTokens[pool.id] = pool;
         }
@@ -660,7 +670,8 @@ export function filterPoolsWithTokensDirect(
 export function filterPoolsWithoutMutualTokens(
     allPools: Pool[],
     tokenOne: string,
-    tokenTwo: string
+    tokenTwo: string,
+    disabledTokens: DisabledToken[] = []
 ): [PoolDictionary, Set<string>, PoolDictionary, Set<string>] {
     let tokenOnePools: PoolDictionary = {};
     let tokenTwoPools: PoolDictionary = {};
@@ -669,6 +680,11 @@ export function filterPoolsWithoutMutualTokens(
 
     allPools.forEach(pool => {
         let poolTokensSET = new Set(pool.tokensList);
+        disabledTokens.forEach(token => poolTokensSET.delete(token.address));
+        if (poolTokensSET.size < 2) {
+            return;
+        }
+
         let containsTokenOne = poolTokensSET.has(tokenOne);
         let containsTokenTwo = poolTokensSET.has(tokenTwo);
 
@@ -699,7 +715,8 @@ export function filterPoolsWithoutMutualTokens(
 export async function filterPoolsWithTokensMultihop(
     allPools: Pool[], // Just the list of pool tokens
     tokenIn: string,
-    tokenOut: string
+    tokenOut: string,
+    disabledTokens: DisabledToken[] = []
 ): Promise<[Pool[], Pool[], string[]]> {
     //// Multi-hop trades: we find the best pools that connect tokenIn and tokenOut through a multi-hop (intermediate) token
     // First: we get all tokens that can be used to be traded with tokenIn excluding
@@ -715,7 +732,12 @@ export async function filterPoolsWithTokensMultihop(
         tokenInHopTokens,
         poolsTokenOutNoTokenIn,
         tokenOutHopTokens,
-    ] = filterPoolsWithoutMutualTokens(allPools, tokenIn, tokenOut);
+    ] = filterPoolsWithoutMutualTokens(
+        allPools,
+        tokenIn,
+        tokenOut,
+        disabledTokens
+    );
 
     // Third: we find the intersection of the two previous sets so we can trade tokenIn for tokenOut with 1 multi-hop
     const hopTokensSet = [...tokenInHopTokens].filter(x =>

diff --git a/src/types.ts b/src/types.ts
@@ -93,3 +93,8 @@ export interface SubGraphToken {
 export interface PoolDictionary {
     [poolId: string]: Pool;
 }
+
+export interface DisabledToken {
+    address: string;
+    symbol: string;
+}
diff --git a/test/allPools.json b/test/allPools.json
@@ -2225,6 +2225,164 @@
                 "0xc02aaa39b223fe8d0a0e5c4f27ead9083c756cc2"
             ],
             "totalWeight": "50"
+        },
+        {
+            "id": "0xf218fe414c6b1c6b42e79b7690f1509a634baad6",
+            "publicSwap": true,
+            "swapFee": "0.012",
+            "tokens": [
+                {
+                    "address": "0x985dd3d42de1e256d09e1c10f112bccb8015ad41",
+                    "balance": "9999999999.1111111",
+                    "decimals": 18,
+                    "denormWeight": "25",
+                    "id": "0xf218fe414c6b1c6b42e79b7690f1509a634baad6-0x985dd3d42de1e256d09e1c10f112bccb8015ad41",
+                    "symbol": "OCEAN"
+                },
+                {
+                    "address": "0x6b175474e89094c44da98b954eedeac495271d0f",
+                    "balance": "8888888888.1111111",
+                    "decimals": 18,
+                    "denormWeight": "25",
+                    "id": "0xf218fe414c6b1c6b42e79b7690f1509a634baad6-0x6b175474e89094c44da98b954eedeac495271d0f",
+                    "symbol": "DAI"
+                }
+            ],
+            "tokensList": [
+                "0x985dd3d42de1e256d09e1c10f112bccb8015ad41",
+                "0x6b175474e89094c44da98b954eedeac495271d0f"
+            ],
+            "totalWeight": "50"
+        },
+        {
+            "id": "0xf218fe414c6b1c6b42e79b7690f1509a634baad7",
+            "publicSwap": true,
+            "swapFee": "0.012",
+            "tokens": [
+                {
+                    "address": "0x985dd3d42de1e256d09e1c10f112bccb8015ad41",
+                    "balance": "9999999999.2222222",
+                    "decimals": 18,
+                    "denormWeight": "25",
+                    "id": "0xf218fe414c6b1c6b42e79b7690f1509a634baad7-0x985dd3d42de1e256d09e1c10f112bccb8015ad41",
+                    "symbol": "OCEAN"
+                },
+                {
+                    "address": "0x960b236a07cf122663c4303350609a66a7b288c0",
+                    "balance": "8888888888.2222222",
+                    "decimals": 18,
+                    "denormWeight": "25",
+                    "id": "0xf218fe414c6b1c6b42e79b7690f1509a634baad7-0x960b236a07cf122663c4303350609a66a7b288c0",
+                    "symbol": "ANT"
+                }
+            ],
+            "tokensList": [
+                "0x985dd3d42de1e256d09e1c10f112bccb8015ad41",
+                "0x960b236a07cf122663c4303350609a66a7b288c0"
+            ],
+            "totalWeight": "50"
+        },
+        {
+            "id": "0xf218fe414c6b1c6b42e79b7690f1509a634baad8",
+            "publicSwap": true,
+            "swapFee": "0.012",
+            "tokens": [
+                {
+                    "address": "0x985dd3d42de1e256d09e1c10f112bccb8015ad41",
+                    "balance": "9999999999.3333333",
+                    "decimals": 18,
+                    "denormWeight": "25",
+                    "id": "0xf218fe414c6b1c6b42e79b7690f1509a634baad8-0x985dd3d42de1e256d09e1c10f112bccb8015ad41",
+                    "symbol": "OCEAN"
+                },
+                {
+                    "address": "0x9f8f72aa9304c8b593d555f12ef6589cc3a579a2",
+                    "balance": "8888888888.3333333",
+                    "decimals": 18,
+                    "denormWeight": "25",
+                    "id": "0xf218fe414c6b1c6b42e79b7690f1509a634baad8-0x9f8f72aa9304c8b593d555f12ef6589cc3a579a2",
+                    "symbol": "MKR"
+                }
+            ],
+            "tokensList": [
+                "0x985dd3d42de1e256d09e1c10f112bccb8015ad41",
+                "0x9f8f72aa9304c8b593d555f12ef6589cc3a579a2"
+            ],
+            "totalWeight": "50"
+        },
+        {
+            "id": "0xf218fe414c6b1c6b42e79b7690f1509a634baad9",
+            "publicSwap": true,
+            "swapFee": "0.012",
+            "tokens": [
+                {
+                    "address": "0x985dd3d42de1e256d09e1c10f112bccb8015ad41",
+                    "balance": "9999999999.3333333",
+                    "decimals": 18,
+                    "denormWeight": "25",
+                    "id": "0xf218fe414c6b1c6b42e79b7690f1509a634baad9-0x985dd3d42de1e256d09e1c10f112bccb8015ad41",
+                    "symbol": "OCEAN"
+                },
+                {
+                    "address": "0x9f8f72aa9304c8b593d555f12ef6589cc3a579a1",
+                    "balance": "8888888888.3333333",
+                    "decimals": 18,
+                    "denormWeight": "25",
+                    "id": "0xf218fe414c6b1c6b42e79b7690f1509a634baad9-0x9f8f72aa9304c8b593d555f12ef6589cc3a579a1",
+                    "symbol": "TEST1"
+                },
+                {
+                    "address": "0x9f8f72aa9304c8b593d555f12ef6589cc3a579a3",
+                    "balance": "88.3333333",
+                    "decimals": 18,
+                    "denormWeight": "25",
+                    "id": "0xf218fe414c6b1c6b42e79b7690f1509a634baad9-0x9f8f72aa9304c8b593d555f12ef6589cc3a579a3",
+                    "symbol": "TEST2"
+                }
+            ],
+            "tokensList": [
+                "0x985dd3d42de1e256d09e1c10f112bccb8015ad41",
+                "0x9f8f72aa9304c8b593d555f12ef6589cc3a579a1",
+                "0x9f8f72aa9304c8b593d555f12ef6589cc3a579a3"
+            ],
+            "totalWeight": "75"
+        },
+        {
+            "id": "0xf218fe414c6b1c6b42e79b7690f1509a634baad0",
+            "publicSwap": true,
+            "swapFee": "0.012",
+            "tokens": [
+                {
+                    "address": "0x985dd3d42de1e256d09e1c10f112bccb8015ad41",
+                    "balance": "9999999999.3333333",
+                    "decimals": 18,
+                    "denormWeight": "25",
+                    "id": "0xf218fe414c6b1c6b42e79b7690f1509a634baad0-0x985dd3d42de1e256d09e1c10f112bccb8015ad41",
+                    "symbol": "OCEAN"
+                },
+                {
+                    "address": "0x9f8f72aa9304c8b593d555f12ef6589cc3a579a3",
+                    "balance": "88.3333333",
+                    "decimals": 18,
+                    "denormWeight": "25",
+                    "id": "0xf218fe414c6b1c6b42e79b7690f1509a634baad0-0x9f8f72aa9304c8b593d555f12ef6589cc3a579a3",
+                    "symbol": "TEST2"
+                },
+                {
+                    "address": "0x9f8f72aa9304c8b593d555f12ef6589cc3a579a4",
+                    "balance": "8888888888.3333333",
+                    "decimals": 18,
+                    "denormWeight": "25",
+                    "id": "0xf218fe414c6b1c6b42e79b7690f1509a634baad0-0x9f8f72aa9304c8b593d555f12ef6589cc3a579a4",
+                    "symbol": "TEST3"
+                }
+            ],
+            "tokensList": [
+                "0x985dd3d42de1e256d09e1c10f112bccb8015ad41",
+                "0x9f8f72aa9304c8b593d555f12ef6589cc3a579a3",
+                "0x9f8f72aa9304c8b593d555f12ef6589cc3a579a4"
+            ],
+            "totalWeight": "75"
         }
     ]
 }
diff --git a/test/direct-sor.spec.ts b/test/direct-sor.spec.ts
@@ -140,8 +140,8 @@ describe('Test direct SOR (legacy version with direct pools only) using allPools
     });
 
     it('Saved pool check', async () => {
-        // Compares saved pools @25/05/20 to current Subgraph pools.
-        assert.equal(allPools.pools.length, 59, 'Should be 59 pools');
+        // Compares saved pools @09/09/20 to current Subgraph pools.
+        assert.equal(allPools.pools.length, 64, 'Should be 64 pools');
     });
 
     it('Direct SOR - WETH->DAI, swapExactIn', async () => {

diff --git a/test/disabled-tokens.json b/test/disabled-tokens.json
@@ -0,0 +1,8 @@
+{
+    "tokens": [
+        {
+            "address": "0x985dd3d42de1e256d09e1c10f112bccb8015ad41",
+            "symbol": "OCEAN"
+        }
+    ]
+}