uniswap-routing

A small library that collects swap-pool data from uniswap into a directed graph in memory.

The library exposes the following features:

• Fetch pool data in batches
• Expose methods of the pool graph that
  • Provide the list of supported tokens
  • Provide all possible routes between two token pairs, along with the respective effective exchange rate
  • Provide the optimal route between two token pairs

Web interface

This functionality is used in a GraphQl server that can be run with

RUST_LOG=debug cargo run

The server constructs the pool graph at startup, and detaches a task to update it every minute in the background.

Limitations/Future work

• Pools with liquidity equal to 0 are not processed. Nevertheless, it appears that they provide info about "dummy" pairs like "ETH" - "WETH".
• Use aliases for common tokens that have a wrapped equivalent (e.g. "ETH" - "WETH")
• Filter out outliers: It seems that there are pools (e.g. MASK/ETH) that present abnormal exchange rates. Obviously the have different scope, but at any case they should be filtered out as they tamper with the query results