fix: Revert Improve Uniswap V3 gas schedule (#397) (#419)

* Revert "feat: Improve Uniswap V3 gas schedule (#397)"

This reverts commit 84e4819e6ed4615e880699b936e3835b4bd2e2b4.

* chore: Add changelog entry

packages/asset-swapper/CHANGELOG.json

@@ -1,4 +1,13 @@
 [
+    {
+        "version": "16.49.4",
+        "changes": [
+            {
+                "note": "Reverts 'Improve Uniswap V3 gas schedule' due to issue with buys",
+                "pr": 419
+            }
+        ]
+    },
     {
         "version": "16.49.3",
         "changes": [

packages/asset-swapper/contracts/src/UniswapV3Sampler.sol

@@ -22,43 +22,17 @@ pragma experimental ABIEncoderV2;
 
 import "@0x/contracts-erc20/contracts/src/v06/IERC20TokenV06.sol";
 
-interface IUniswapV3QuoterV2 {
+interface IUniswapV3Quoter {
     function factory()
         external
         view
         returns (IUniswapV3Factory factory);
-
-    // @notice Returns the amount out received for a given exact input swap without executing the swap
-    // @param path The path of the swap, i.e. each token pair and the pool fee
-    // @param amountIn The amount of the first token to swap
-    // @return amountOut The amount of the last token that would be received
-    // @return sqrtPriceX96AfterList List of the sqrt price after the swap for each pool in the path
-    // @return initializedTicksCrossedList List of the initialized ticks that the swap crossed for each pool in the path
-    // @return gasEstimate The estimate of the gas that the swap consumes
     function quoteExactInput(bytes memory path, uint256 amountIn)
         external
-        returns (
+        returns (uint256 amountOut);
-            uint256 amountOut,
-            uint160[] memory sqrtPriceX96AfterList,
-            uint32[] memory initializedTicksCrossedList,
-            uint256 gasEstimate
-        );
-
-    // @notice Returns the amount in required for a given exact output swap without executing the swap
-    // @param path The path of the swap, i.e. each token pair and the pool fee. Path must be provided in reverse order
-    // @param amountOut The amount of the last token to receive
-    // @return amountIn The amount of first token required to be paid
-    // @return sqrtPriceX96AfterList List of the sqrt price after the swap for each pool in the path
-    // @return initializedTicksCrossedList List of the initialized ticks that the swap crossed for each pool in the path
-    // @return gasEstimate The estimate of the gas that the swap consumes
     function quoteExactOutput(bytes memory path, uint256 amountOut)
         external
-        returns (
+        returns (uint256 amountIn);
-            uint256 amountIn,
-            uint160[] memory sqrtPriceX96AfterList,
-            uint32[] memory initializedTicksCrossedList,
-            uint256 gasEstimate
-        );
 }
 
 interface IUniswapV3Factory {
@@ -87,15 +61,14 @@ contract UniswapV3Sampler
     /// @return makerTokenAmounts Maker amounts bought at each taker token
     ///         amount.
     function sampleSellsFromUniswapV3(
-        IUniswapV3QuoterV2 quoter,
+        IUniswapV3Quoter quoter,
         IERC20TokenV06[] memory path,
         uint256[] memory takerTokenAmounts
     )
         public
         returns (
             bytes[] memory uniswapPaths,
-            uint256[] memory makerTokenAmounts,
+            uint256[] memory makerTokenAmounts
-            uint256[] memory uniswapGasUsed
         )
     {
         IUniswapV3Pool[][] memory poolPaths =
@@ -103,39 +76,31 @@ contract UniswapV3Sampler
 
         makerTokenAmounts = new uint256[](takerTokenAmounts.length);
         uniswapPaths = new bytes[](takerTokenAmounts.length);
-        uniswapGasUsed = new uint256[](takerTokenAmounts.length);
 
         for (uint256 i = 0; i < takerTokenAmounts.length; ++i) {
             // Pick the best result from all the paths.
+            bytes memory topUniswapPath;
             uint256 topBuyAmount = 0;
             for (uint256 j = 0; j < poolPaths.length; ++j) {
                 bytes memory uniswapPath = _toUniswapPath(path, poolPaths[j]);
-                try quoter.quoteExactInput
+                try
-                    { gas: QUOTE_GAS }
+                    quoter.quoteExactInput
-                    (uniswapPath, takerTokenAmounts[i])
+                        { gas: QUOTE_GAS }
-                    returns (
+                        (uniswapPath, takerTokenAmounts[i])
-                        uint256 buyAmount,
+                        returns (uint256 buyAmount)
-                        uint160[] memory, /* sqrtPriceX96AfterList */
-                        uint32[] memory, /* initializedTicksCrossedList */
-                        uint256 gasUsed
-                    )
                 {
                     if (topBuyAmount <= buyAmount) {
                         topBuyAmount = buyAmount;
-                        uniswapPaths[i] = uniswapPath;
+                        topUniswapPath = uniswapPath;
-                        uniswapGasUsed[i] = gasUsed;
                     }
-                } catch {}
+                } catch { }
             }
-            // Break early if we can't complete the sells.
+            // Break early if we can't complete the buys.
             if (topBuyAmount == 0) {
-                // HACK(kimpers): To avoid too many local variables, paths and gas used is set directly in the loop
-                // then reset if no valid valid quote was found
-                uniswapPaths[i] = "";
-                uniswapGasUsed[i] = 0;
                 break;
             }
             makerTokenAmounts[i] = topBuyAmount;
+            uniswapPaths[i] = topUniswapPath;
         }
     }
 
@@ -147,15 +112,14 @@ contract UniswapV3Sampler
     /// @return takerTokenAmounts Taker amounts sold at each maker token
     ///         amount.
     function sampleBuysFromUniswapV3(
-        IUniswapV3QuoterV2 quoter,
+        IUniswapV3Quoter quoter,
         IERC20TokenV06[] memory path,
         uint256[] memory makerTokenAmounts
     )
         public
         returns (
             bytes[] memory uniswapPaths,
-            uint256[] memory takerTokenAmounts,
+            uint256[] memory takerTokenAmounts
-            uint256[] memory uniswapGasUsed
         )
     {
         IUniswapV3Pool[][] memory poolPaths =
@@ -164,12 +128,11 @@ contract UniswapV3Sampler
 
         takerTokenAmounts = new uint256[](makerTokenAmounts.length);
         uniswapPaths = new bytes[](makerTokenAmounts.length);
-        uniswapGasUsed = new uint256[](makerTokenAmounts.length);
 
         for (uint256 i = 0; i < makerTokenAmounts.length; ++i) {
-            uint256 topSellAmount;
-
             // Pick the best result from all the paths.
+            bytes memory topUniswapPath;
+            uint256 topSellAmount = 0;
             for (uint256 j = 0; j < poolPaths.length; ++j) {
                 // quoter requires path to be reversed for buys.
                 bytes memory uniswapPath = _toUniswapPath(
@@ -180,30 +143,21 @@ contract UniswapV3Sampler
                     quoter.quoteExactOutput
                         { gas: QUOTE_GAS }
                         (uniswapPath, makerTokenAmounts[i])
-                        returns (
+                        returns (uint256 sellAmount)
-                            uint256 sellAmount,
-                            uint160[] memory, /* sqrtPriceX96AfterList */
-                            uint32[] memory, /* initializedTicksCrossedList */
-                            uint256 gasUsed
-                        )
                 {
                     if (topSellAmount == 0 || topSellAmount >= sellAmount) {
                         topSellAmount = sellAmount;
                         // But the output path should still be encoded for sells.
-                        uniswapPaths[i] = _toUniswapPath(path, poolPaths[j]);
+                        topUniswapPath = _toUniswapPath(path, poolPaths[j]);
-                        uniswapGasUsed[i] = gasUsed;
                     }
                 } catch {}
             }
             // Break early if we can't complete the buys.
             if (topSellAmount == 0) {
-                // HACK(kimpers): To avoid too many local variables, paths and gas used is set directly in the loop
-                // then reset if no valid valid quote was found
-                uniswapPaths[i] = "";
-                uniswapGasUsed[i] = 0;
                 break;
             }
             takerTokenAmounts[i] = topSellAmount;
+            uniswapPaths[i] = topUniswapPath;
         }
     }
 
@@ -282,7 +236,6 @@ contract UniswapV3Sampler
 
     function _reverseTokenPath(IERC20TokenV06[] memory tokenPath)
         private
-        pure
         returns (IERC20TokenV06[] memory reversed)
     {
         reversed = new IERC20TokenV06[](tokenPath.length);
@@ -293,7 +246,6 @@ contract UniswapV3Sampler
 
     function _reversePoolPath(IUniswapV3Pool[] memory poolPath)
         private
-        pure
         returns (IUniswapV3Pool[] memory reversed)
     {
         reversed = new IUniswapV3Pool[](poolPath.length);

packages/asset-swapper/src/utils/market_operation_utils/constants.ts

@@ -2,7 +2,6 @@ import { ChainId, getContractAddressesForChainOrThrow } from '@0x/contract-addre
 import { FillQuoteTransformerOrderType } from '@0x/protocol-utils';
 import { BigNumber } from '@0x/utils';
 import { formatBytes32String } from '@ethersproject/strings';
-import * as _ from 'lodash';
 
 import { TokenAdjacencyGraphBuilder } from '../token_adjacency_graph_builder';
 
@@ -18,9 +17,7 @@ import {
     ERC20BridgeSource,
     FeeSchedule,
     FillData,
-    FinalUniswapV3FillData,
     GetMarketOrdersOpts,
-    isFinalUniswapV3FillData,
     KyberSamplerOpts,
     LidoInfo,
     LiquidityProviderFillData,
@@ -2042,19 +2039,19 @@ export const BEETHOVEN_X_SUBGRAPH_URL_BY_CHAIN = valueByChainId<string>(
 export const UNISWAPV3_CONFIG_BY_CHAIN_ID = valueByChainId(
     {
         [ChainId.Mainnet]: {
-            quoter: '0x61ffe014ba17989e743c5f6cb21bf9697530b21e',
+            quoter: '0xb27308f9f90d607463bb33ea1bebb41c27ce5ab6',
             router: '0xe592427a0aece92de3edee1f18e0157c05861564',
         },
         [ChainId.Ropsten]: {
-            quoter: '0x61ffe014ba17989e743c5f6cb21bf9697530b21e',
+            quoter: '0x2f9e608fd881861b8916257b76613cb22ee0652c',
             router: '0x03782388516e94fcd4c18666303601a12aa729ea',
         },
         [ChainId.Polygon]: {
-            quoter: '0x61ffe014ba17989e743c5f6cb21bf9697530b21e',
+            quoter: '0xb27308f9f90d607463bb33ea1bebb41c27ce5ab6',
             router: '0xe592427a0aece92de3edee1f18e0157c05861564',
         },
         [ChainId.Optimism]: {
-            quoter: '0x61ffe014ba17989e743c5f6cb21bf9697530b21e',
+            quoter: '0xb27308f9f90d607463bb33ea1bebb41c27ce5ab6',
             router: '0xe592427a0aece92de3edee1f18e0157c05861564',
         },
     },
@@ -2346,33 +2343,11 @@ export const DEFAULT_GAS_SCHEDULE: Required<FeeSchedule> = {
         return gas;
     },
     [ERC20BridgeSource.UniswapV3]: (fillData?: FillData) => {
-        const uniFillData = fillData as UniswapV3FillData | FinalUniswapV3FillData;
+        let gas = 100e3;
-        // NOTE: This base value was heuristically chosen by looking at how much it generally
+        const path = (fillData as UniswapV3FillData).tokenAddressPath;
-        // underestimated gas usage
+        if (path.length > 2) {
-        const base = 34e3; // 34k base
+            gas += (path.length - 2) * 32e3; // +32k for each hop.
-        let gas = base;
-        if (isFinalUniswapV3FillData(uniFillData)) {
-            gas += uniFillData.gasUsed;
-        } else {
-            // NOTE: We don't actually know which of the paths would be used in the router
-            // therefore we estimate using the mean of gas prices returned from UniswapV3
-            // For the best case scenario (least amount of hops & ticks) this will
-            // over estimate the gas usage
-            const pathAmountsWithGasUsed = uniFillData.pathAmounts.filter(p => p.gasUsed > 0);
-            const meanGasUsedForPath = Math.round(_.meanBy(pathAmountsWithGasUsed, p => p.gasUsed));
-            gas += meanGasUsedForPath;
         }
-
-        // If we for some reason could not read `gasUsed` when sampling
-        // fall back to legacy gas estimation
-        if (gas === base) {
-            gas = 100e3;
-            const path = uniFillData.tokenAddressPath;
-            if (path.length > 2) {
-                gas += (path.length - 2) * 32e3; // +32k for each hop.
-            }
-        }
-
         return gas;
     },
     [ERC20BridgeSource.Lido]: () => 226e3,

packages/asset-swapper/src/utils/market_operation_utils/orders.ts

@@ -36,7 +36,6 @@ import {
     ShellFillData,
     UniswapV2FillData,
     UniswapV3FillData,
-    UniswapV3PathAmount,
 } from './types';
 
 // tslint:disable completed-docs
@@ -388,14 +387,11 @@ function createFinalBridgeOrderFillDataFromCollapsedFill(fill: CollapsedFill): F
     switch (fill.source) {
         case ERC20BridgeSource.UniswapV3: {
             const fd = fill.fillData as UniswapV3FillData;
-            const { uniswapPath, gasUsed } = getBestUniswapV3PathAmountForInputAmount(fd, fill.input);
+            return {
-            const finalFillData: FinalUniswapV3FillData = {
                 router: fd.router,
                 tokenAddressPath: fd.tokenAddressPath,
-                uniswapPath,
+                uniswapPath: getBestUniswapV3PathForInputAmount(fd, fill.input),
-                gasUsed,
             };
-            return finalFillData;
         }
         default:
             break;
@@ -403,21 +399,18 @@ function createFinalBridgeOrderFillDataFromCollapsedFill(fill: CollapsedFill): F
     return fill.fillData;
 }
 
-function getBestUniswapV3PathAmountForInputAmount(
+function getBestUniswapV3PathForInputAmount(fillData: UniswapV3FillData, inputAmount: BigNumber): string {
-    fillData: UniswapV3FillData,
-    inputAmount: BigNumber,
-): UniswapV3PathAmount {
     if (fillData.pathAmounts.length === 0) {
         throw new Error(`No Uniswap V3 paths`);
     }
     // Find the best path that can satisfy `inputAmount`.
     // Assumes `fillData.pathAmounts` is sorted ascending.
-    for (const pathAmount of fillData.pathAmounts) {
+    for (const { inputAmount: pathInputAmount, uniswapPath } of fillData.pathAmounts) {
-        if (pathAmount.inputAmount.gte(inputAmount)) {
+        if (pathInputAmount.gte(inputAmount)) {
-            return pathAmount;
+            return uniswapPath;
         }
     }
-    return fillData.pathAmounts[fillData.pathAmounts.length - 1];
+    return fillData.pathAmounts[fillData.pathAmounts.length - 1].uniswapPath;
 }
 
 export function getMakerTakerTokens(opts: CreateOrderFromPathOpts): [string, string] {

packages/asset-swapper/src/utils/market_operation_utils/sampler_operations.ts

@@ -767,17 +767,16 @@ export class SamplerOperations {
             function: this._samplerContract.sampleSellsFromUniswapV3,
             params: [quoter, tokenAddressPath, takerFillAmounts],
             callback: (callResults: string, fillData: UniswapV3FillData): BigNumber[] => {
-                const [paths, samples, gasUsed] = this._samplerContract.getABIDecodedReturnData<
+                const [paths, samples] = this._samplerContract.getABIDecodedReturnData<[string[], BigNumber[]]>(
-                    [string[], BigNumber[], BigNumber[]]
+                    'sampleSellsFromUniswapV3',
-                >('sampleSellsFromUniswapV3', callResults);
+                    callResults,
+                );
                 fillData.router = router;
                 fillData.tokenAddressPath = tokenAddressPath;
                 fillData.pathAmounts = paths.map((uniswapPath, i) => ({
                     uniswapPath,
                     inputAmount: takerFillAmounts[i],
-                    gasUsed: gasUsed[i].toNumber(),
                 }));
-
                 return samples;
             },
         });
@@ -796,15 +795,15 @@ export class SamplerOperations {
             function: this._samplerContract.sampleBuysFromUniswapV3,
             params: [quoter, tokenAddressPath, makerFillAmounts],
             callback: (callResults: string, fillData: UniswapV3FillData): BigNumber[] => {
-                const [paths, samples, gasUsed] = this._samplerContract.getABIDecodedReturnData<
+                const [paths, samples] = this._samplerContract.getABIDecodedReturnData<[string[], BigNumber[]]>(
-                    [string[], BigNumber[], BigNumber[]]
+                    'sampleBuysFromUniswapV3',
-                >('sampleBuysFromUniswapV3', callResults);
+                    callResults,
+                );
                 fillData.router = router;
                 fillData.tokenAddressPath = tokenAddressPath;
                 fillData.pathAmounts = paths.map((uniswapPath, i) => ({
                     uniswapPath,
                     inputAmount: makerFillAmounts[i],
-                    gasUsed: gasUsed[i].toNumber(),
                 }));
                 return samples;
             },

packages/asset-swapper/src/utils/market_operation_utils/types.ts

@@ -268,34 +268,19 @@ export interface HopInfo {
     returnData: string;
 }
 
-export interface UniswapV3PathAmount {
-    uniswapPath: string;
-    inputAmount: BigNumber;
-    gasUsed: number;
-}
 export interface UniswapV3FillData extends FillData {
     tokenAddressPath: string[];
     router: string;
-    pathAmounts: UniswapV3PathAmount[];
+    pathAmounts: Array<{ uniswapPath: string; inputAmount: BigNumber }>;
 }
 
 export interface KyberDmmFillData extends UniswapV2FillData {
     poolsPath: string[];
 }
 
-/**
+export interface FinalUniswapV3FillData extends Omit<UniswapV3FillData, 'uniswapPaths'> {
- * Determines whether FillData is UniswapV3FillData or FinalUniswapV3FillData
- */
-export function isFinalUniswapV3FillData(
-    data: UniswapV3FillData | FinalUniswapV3FillData,
-): data is FinalUniswapV3FillData {
-    return !!(data as FinalUniswapV3FillData).uniswapPath;
-}
-
-export interface FinalUniswapV3FillData extends Omit<UniswapV3FillData, 'pathAmounts'> {
     // The uniswap-encoded path that can fll the maximum input amount.
     uniswapPath: string;
-    gasUsed: number;
 }
 
 export interface LidoFillData extends FillData {