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index.ts
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import { JsonRpcProvider } from '@ethersproject/providers';
import { utils } from 'ethers';
import { ema } from 'moving-averages';
import {
BASE_FEE_ADDITIONAL_PADDING,
BASE_FEE_BLOCKS_TO_CONFIRMATION_MULTIPLIERS,
} from './constants';
import {
FeeHistoryResponse,
MaxFeeSuggestions,
MaxPriorityFeeSuggestions,
Suggestions,
} from './entities';
import {
calculateBaseFeeTrend,
getOutlierBlocksToRemove,
gweiToWei,
multiply,
rewardsFilterOutliers,
suggestBaseFee,
weiToGweiNumber,
weiToString,
} from './utils';
export const suggestMaxBaseFee = async (
provider: JsonRpcProvider,
fromBlock = 'latest',
blockCountHistory = 100
): Promise<MaxFeeSuggestions> => {
const feeHistory: FeeHistoryResponse = await provider.send('eth_feeHistory', [
utils.hexStripZeros(utils.hexlify(blockCountHistory)),
fromBlock,
[],
]);
const currentBaseFee = weiToString(
feeHistory?.baseFeePerGas[feeHistory?.baseFeePerGas.length - 1]
);
const baseFees: number[] = [];
const order: number[] = [];
for (let i = 0; i < feeHistory.baseFeePerGas.length; i++) {
baseFees.push(weiToGweiNumber(feeHistory.baseFeePerGas[i]));
order.push(i);
}
const baseFeeTrend = calculateBaseFeeTrend(baseFees, currentBaseFee);
baseFees[baseFees.length - 1] *= 9 / 8;
for (let i = feeHistory.gasUsedRatio.length - 1; i >= 0; i--) {
if (feeHistory.gasUsedRatio[i] > 0.9) {
baseFees[i] = baseFees[i + 1];
}
}
order.sort((a, b) => {
const aa = baseFees[a];
const bb = baseFees[b];
if (aa < bb) {
return -1;
}
if (aa > bb) {
return 1;
}
return 0;
});
const result: number[] = [];
let maxBaseFee = 0;
for (let timeFactor = 15; timeFactor >= 0; timeFactor--) {
let bf = suggestBaseFee(baseFees, order, timeFactor, 0.1, 0.3);
if (bf > maxBaseFee) {
maxBaseFee = bf;
} else {
bf = maxBaseFee;
}
result[timeFactor] = bf;
}
const baseFeeSuggestion = gweiToWei(
multiply(Math.max(...result), BASE_FEE_ADDITIONAL_PADDING)
);
const blocksToConfirmationByBaseFee = {
120: multiply(
baseFeeSuggestion,
BASE_FEE_BLOCKS_TO_CONFIRMATION_MULTIPLIERS[120]
).toFixed(0),
240: multiply(
baseFeeSuggestion,
BASE_FEE_BLOCKS_TO_CONFIRMATION_MULTIPLIERS[240]
).toFixed(0),
4: multiply(
baseFeeSuggestion,
BASE_FEE_BLOCKS_TO_CONFIRMATION_MULTIPLIERS[4]
).toFixed(0),
40: multiply(
baseFeeSuggestion,
BASE_FEE_BLOCKS_TO_CONFIRMATION_MULTIPLIERS[40]
).toFixed(0),
8: multiply(
baseFeeSuggestion,
BASE_FEE_BLOCKS_TO_CONFIRMATION_MULTIPLIERS[8]
).toFixed(0),
};
return {
baseFeeSuggestion,
baseFeeTrend,
blocksToConfirmationByBaseFee,
currentBaseFee,
};
};
export const suggestMaxPriorityFee = async (
provider: JsonRpcProvider,
fromBlock = 'latest'
): Promise<MaxPriorityFeeSuggestions> => {
const feeHistory: FeeHistoryResponse = await provider.send('eth_feeHistory', [
utils.hexStripZeros(utils.hexlify(10)),
fromBlock,
[10, 15, 30, 45],
]);
const blocksRewards = feeHistory.reward;
if (!blocksRewards.length) throw new Error('Error: block reward was empty');
const outlierBlocks = getOutlierBlocksToRemove(blocksRewards, 0);
const blocksRewardsPerc10 = rewardsFilterOutliers(
blocksRewards,
outlierBlocks,
0
);
const blocksRewardsPerc15 = rewardsFilterOutliers(
blocksRewards,
outlierBlocks,
1
);
const blocksRewardsPerc30 = rewardsFilterOutliers(
blocksRewards,
outlierBlocks,
2
);
const blocksRewardsPerc45 = rewardsFilterOutliers(
blocksRewards,
outlierBlocks,
3
);
const emaPerc10 = ema(blocksRewardsPerc10, blocksRewardsPerc10.length)[
blocksRewardsPerc10.length - 1
];
const emaPerc15 = ema(blocksRewardsPerc15, blocksRewardsPerc15.length)[
blocksRewardsPerc15.length - 1
];
const emaPerc30 = ema(blocksRewardsPerc30, blocksRewardsPerc30.length)[
blocksRewardsPerc30.length - 1
];
const emaPerc45 = ema(blocksRewardsPerc45, blocksRewardsPerc45.length)[
blocksRewardsPerc45.length - 1
];
if (
emaPerc10 === undefined ||
emaPerc15 === undefined ||
emaPerc30 === undefined ||
emaPerc45 === undefined
)
throw new Error('Error: ema was undefined');
const boundedNormalPriorityFee = Math.min(Math.max(emaPerc15, 1), 1.8);
const boundedFastMaxPriorityFee = Math.min(Math.max(emaPerc30, 1.5), 3);
const boundedUrgentPriorityFee = Math.min(Math.max(emaPerc45, 2), 9);
return {
blocksToConfirmationByPriorityFee: {
1: gweiToWei(emaPerc45),
2: gweiToWei(emaPerc30),
3: gweiToWei(emaPerc15),
4: gweiToWei(emaPerc10),
},
confirmationTimeByPriorityFee: {
15: gweiToWei(emaPerc45),
30: gweiToWei(emaPerc30),
45: gweiToWei(emaPerc15),
60: gweiToWei(emaPerc10),
},
maxPriorityFeeSuggestions: {
fast: gweiToWei(boundedFastMaxPriorityFee),
normal: gweiToWei(boundedNormalPriorityFee),
urgent: gweiToWei(boundedUrgentPriorityFee),
},
};
};
export const suggestFees = async (
provider: JsonRpcProvider
): Promise<Suggestions> => {
const {
baseFeeSuggestion,
baseFeeTrend,
currentBaseFee,
blocksToConfirmationByBaseFee,
} = await suggestMaxBaseFee(provider);
const {
maxPriorityFeeSuggestions,
confirmationTimeByPriorityFee,
blocksToConfirmationByPriorityFee,
} = await suggestMaxPriorityFee(provider);
return {
baseFeeSuggestion,
baseFeeTrend,
blocksToConfirmationByBaseFee,
blocksToConfirmationByPriorityFee,
confirmationTimeByPriorityFee,
currentBaseFee,
maxPriorityFeeSuggestions,
};
};