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Merge pull request #385 from curvefi/routes-worker
perf: router workers and optimizations
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| Original file line number | Diff line number | Diff line change |
|---|---|---|
| @@ -0,0 +1,133 @@ | ||
| // important: only type imports, the worker needs to be standalone | ||
| import type {IDict, IRoutePoolData, IRouteStep, IRouteTvl, ISwapType} from "./interfaces"; | ||
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| export type IRouterWorkerInput = { | ||
| inputCoinAddress: string, | ||
| outputCoinAddress: string, | ||
| routerGraph: IDict<IDict<IRouteStep[]>>, | ||
| poolData: IDict<IRoutePoolData> | ||
| } | ||
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| export function routeFinderWorker() { | ||
| const MAX_ROUTES_FOR_ONE_COIN = 5; | ||
| const MAX_DEPTH = 4; | ||
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| const _removeDuplications = (routesA: IRouteTvl[], routesB: IRouteTvl[]) => { | ||
| const routeToStr = (r: IRouteTvl) => r.route.map((s) => s.poolId).toString(); | ||
| const routeIdsA = new Set(routesA.map(routeToStr)); | ||
| return routesA.concat(routesB.filter((r) => !routeIdsA.has(routeToStr(r)))); | ||
| } | ||
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| const _sortByTvl = (a: IRouteTvl, b: IRouteTvl) => b.minTvl - a.minTvl || b.totalTvl - a.totalTvl || a.route.length - b.route.length; | ||
| const _sortByLength = (a: IRouteTvl, b: IRouteTvl) => a.route.length - b.route.length || b.minTvl - a.minTvl || b.totalTvl - a.totalTvl; | ||
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| // 4 --> 6, 5 --> 7 not allowed | ||
| // 4 --> 7, 5 --> 6 allowed | ||
| const _handleSwapType = (swapType: ISwapType): string => { | ||
| if (swapType === 6) return "4"; | ||
| if (swapType === 7) return "5"; | ||
| return swapType.toString() | ||
| } | ||
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| /** Add step to route */ | ||
| const _addStep = (route: IRouteTvl, step: IRouteStep) => ({ | ||
| route: route.route.concat(step), | ||
| minTvl: Math.min(step.tvl, route.minTvl), | ||
| totalTvl: route.totalTvl + step.tvl, | ||
| }); | ||
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| /** Check if item fits in a sorted-sized array */ | ||
| function _fits<T>(array: T[], item: T, compareFn: (a: T, b: T) => number, maxSize: number) { | ||
| if (array.length < maxSize) return true; | ||
| const last = array[array.length - 1]; | ||
| return compareFn(item, last) < 0; | ||
| } | ||
|
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| /** Add item to sorted-sized array */ | ||
| function _sortedPush<T>(array: T[], item: T, compareFn: (a: T, b: T) => number, maxSize: number) { | ||
| if (!_fits(array, item, compareFn, maxSize)) return; | ||
| if (array.length === maxSize) { | ||
| array.pop(); | ||
| } | ||
| const position = array.findIndex((existingItem) => compareFn(item, existingItem) < 0); | ||
| if (position === -1) { | ||
| array.push(item); | ||
| } else { | ||
| array.splice(position, 0, item); | ||
| } | ||
| } | ||
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| const _isVisitedCoin = (coinAddress: string, route: IRouteTvl): boolean => | ||
| route.route.find((r) => r.inputCoinAddress === coinAddress) !== undefined | ||
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| const _findPool = (route: IRouteTvl, poolId: string) => route.route.find((r) => r.poolId === poolId); | ||
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| const findRoutes = ({ inputCoinAddress, outputCoinAddress, routerGraph, poolData }: IRouterWorkerInput): IRouteStep[][] => { | ||
| inputCoinAddress = inputCoinAddress.toLowerCase(); | ||
| outputCoinAddress = outputCoinAddress.toLowerCase(); | ||
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| const routes: IRouteTvl[] = [{route: [], minTvl: Infinity, totalTvl: 0}]; | ||
| const targetRoutesByTvl: IRouteTvl[] = []; | ||
| const targetRoutesByLength: IRouteTvl[] = []; | ||
|
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| while (routes.length) { | ||
| const route = routes.pop() as IRouteTvl; | ||
| const inCoin = route.route.length > 0 ? route.route[route.route.length - 1].outputCoinAddress : inputCoinAddress; | ||
| Object.entries(routerGraph[inCoin]).forEach((leaf) => { | ||
| const outCoin = leaf[0], steps = leaf[1]; | ||
| if (_isVisitedCoin(outCoin, route)) return; | ||
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| steps.forEach((step) => { | ||
| const pool = poolData[step.poolId]; | ||
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| const currentPoolInRoute = _findPool(route, step.poolId); | ||
| if (currentPoolInRoute) { | ||
| if (!pool?.is_lending) return; | ||
| // 4 --> 6, 5 --> 7 not allowed | ||
| // 4 --> 7, 5 --> 6 allowed | ||
| if (_handleSwapType(step.swapParams[2]) === _handleSwapType(currentPoolInRoute.swapParams[2])) { | ||
| return; | ||
| } | ||
| } | ||
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| if (step.outputCoinAddress === outputCoinAddress) { | ||
| const newRoute = _addStep(route, step); | ||
| _sortedPush(targetRoutesByTvl, newRoute, _sortByTvl, MAX_ROUTES_FOR_ONE_COIN); | ||
| _sortedPush(targetRoutesByLength, newRoute, _sortByLength, MAX_ROUTES_FOR_ONE_COIN); | ||
| return; | ||
| } | ||
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| if (pool?.wrapped_coin_addresses.includes(outputCoinAddress) || pool?.underlying_coin_addresses.includes(outputCoinAddress)) { | ||
| // Exclude such cases as: cvxeth -> tricrypto2 -> tusd -> susd (cvxeth -> tricrypto2 -> tusd instead) | ||
| if (!pool?.is_lending) return; | ||
| // Exclude such cases as: aave -> aave -> 3pool (aave -> aave instead) | ||
| if (outCoin !== pool?.token_address) return; | ||
| } | ||
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| if (route.route.length < MAX_DEPTH) { | ||
| const newRoute = _addStep(route, step); | ||
| if (_fits(targetRoutesByTvl, newRoute, _sortByTvl, MAX_ROUTES_FOR_ONE_COIN) || | ||
| _fits(targetRoutesByLength, newRoute, _sortByLength, MAX_ROUTES_FOR_ONE_COIN)) { | ||
| routes.push(newRoute); // try another step | ||
| } | ||
| } | ||
| }) | ||
| }) | ||
| } | ||
| return _removeDuplications(targetRoutesByTvl, targetRoutesByLength).map((r) => r.route); | ||
| } | ||
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| if (typeof addEventListener === 'undefined') { | ||
| return findRoutes; // for nodejs | ||
| } | ||
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| addEventListener('message', (e) => { | ||
| const { type } = e.data; | ||
| if (type === 'findRoutes') { | ||
| postMessage({ type, result: findRoutes(e.data) }); | ||
| } | ||
| }); | ||
| } | ||
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| // this is a workaround to avoid importing web-worker in the main bundle (nextjs will try to inject invalid hot-reloading code) | ||
| export const routeFinderWorkerCode = `${routeFinderWorker.toString()}; ${routeFinderWorker.name}();`; |
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