From 9a16e0057739b5f88c63d1129528678c9cda33cd Mon Sep 17 00:00:00 2001
From: Kim Persson <kimpers@users.noreply.github.com>
Date: Thu, 10 Feb 2022 12:55:30 +0100
Subject: [PATCH] fix: router RFQ underutilization (#413)

* fix: pass EP overhead to Path & use path comparison all & vip routes

* chore: add changelog entry for asset-swapper
---
 packages/asset-swapper/CHANGELOG.json            |  4 ++++
 .../utils/market_operation_utils/constants.ts    | 11 ++++++++++-
 .../market_operation_utils/path_optimizer.ts     | 16 ++--------------
 3 files changed, 16 insertions(+), 15 deletions(-)

diff --git a/packages/asset-swapper/CHANGELOG.json b/packages/asset-swapper/CHANGELOG.json
index 545d13fed4..3a007389d2 100644
--- a/packages/asset-swapper/CHANGELOG.json
+++ b/packages/asset-swapper/CHANGELOG.json
@@ -13,6 +13,10 @@
             {
                 "note": "Improve Uniswap V3 gas schedule",
                 "pr": 397
+            },
+            {
+                "note": "Fix add Native as VIP and use Path to compare all sources vs vip only",
+                "pr": 413
             }
         ]
     },
diff --git a/packages/asset-swapper/src/utils/market_operation_utils/constants.ts b/packages/asset-swapper/src/utils/market_operation_utils/constants.ts
index adadebe81d..f43259dc58 100644
--- a/packages/asset-swapper/src/utils/market_operation_utils/constants.ts
+++ b/packages/asset-swapper/src/utils/market_operation_utils/constants.ts
@@ -2224,7 +2224,14 @@ export const SPOOKYSWAP_ROUTER_BY_CHAIN_ID = valueByChainId<string>(
 
 export const VIP_ERC20_BRIDGE_SOURCES_BY_CHAIN_ID = valueByChainId<ERC20BridgeSource[]>(
     {
-        [ChainId.Mainnet]: [ERC20BridgeSource.UniswapV2, ERC20BridgeSource.SushiSwap, ERC20BridgeSource.UniswapV3],
+        [ChainId.Mainnet]: [
+            ERC20BridgeSource.UniswapV2,
+            ERC20BridgeSource.SushiSwap,
+            ERC20BridgeSource.UniswapV3,
+            ERC20BridgeSource.Curve,
+            ERC20BridgeSource.LiquidityProvider,
+            ERC20BridgeSource.Native,
+        ],
         [ChainId.BSC]: [
             ERC20BridgeSource.PancakeSwap,
             ERC20BridgeSource.PancakeSwapV2,
@@ -2234,6 +2241,8 @@ export const VIP_ERC20_BRIDGE_SOURCES_BY_CHAIN_ID = valueByChainId<ERC20BridgeSo
             ERC20BridgeSource.CafeSwap,
             ERC20BridgeSource.CheeseSwap,
             ERC20BridgeSource.JulSwap,
+            ERC20BridgeSource.LiquidityProvider,
+            ERC20BridgeSource.Native,
         ],
     },
     [],
diff --git a/packages/asset-swapper/src/utils/market_operation_utils/path_optimizer.ts b/packages/asset-swapper/src/utils/market_operation_utils/path_optimizer.ts
index f6bdf7837e..6e334fb205 100644
--- a/packages/asset-swapper/src/utils/market_operation_utils/path_optimizer.ts
+++ b/packages/asset-swapper/src/utils/market_operation_utils/path_optimizer.ts
@@ -10,13 +10,11 @@ import { VIP_ERC20_BRIDGE_SOURCES_BY_CHAIN_ID } from '../market_operation_utils/
 
 import { dexSamplesToFills, ethToOutputAmount, nativeOrdersToFills } from './fills';
 import { DEFAULT_PATH_PENALTY_OPTS, Path, PathPenaltyOpts } from './path';
-import { getRate } from './rate_utils';
 import { DexSample, ERC20BridgeSource, FeeSchedule, Fill, FillData, SamplerMetrics } from './types';
 
 // tslint:disable: prefer-for-of custom-no-magic-numbers completed-docs no-bitwise
 
 const RUN_LIMIT_DECAY_FACTOR = 0.5;
-const FILL_QUOTE_TRANSFORMER_GAS_OVERHEAD = new BigNumber(150e3);
 // NOTE: The Rust router will panic with less than 3 samples
 const MIN_NUM_SAMPLE_INPUTS = 3;
 
@@ -293,7 +291,7 @@ function findRoutesAndCreateOptimalPath(
         return undefined;
     }
 
-    const pathFromRustInputs = Path.create(side, adjustedFills, input);
+    const pathFromRustInputs = Path.create(side, adjustedFills, input, opts);
 
     return pathFromRustInputs;
 }
@@ -358,17 +356,7 @@ export function findOptimalRustPathFromSamples(
                     timingMs: performance.now() - beforeTimeMs,
                 });
 
-            const { input: allSourcesInput, output: allSourcesOutput } = allSourcesPath.adjustedSize();
-            // NOTE: For sell quotes input is the taker asset and for buy quotes input is the maker asset
-            const gasCostInWei = FILL_QUOTE_TRANSFORMER_GAS_OVERHEAD.times(opts.gasPrice);
-            const fqtOverheadInOutputToken = gasCostInWei.times(opts.outputAmountPerEth);
-            const outputWithFqtOverhead =
-                side === MarketOperation.Sell
-                    ? allSourcesOutput.minus(fqtOverheadInOutputToken)
-                    : allSourcesOutput.plus(fqtOverheadInOutputToken);
-            const allSourcesAdjustedRateWithFqtOverhead = getRate(side, allSourcesInput, outputWithFqtOverhead);
-
-            if (vipSourcesPath?.adjustedRate().isGreaterThan(allSourcesAdjustedRateWithFqtOverhead)) {
+            if (vipSourcesPath?.isBetterThan(allSourcesPath)) {
                 return vipSourcesPath;
             }
         }