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improve: update sdk queries to accurately estimate gas costs (#64)
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* feat: add utility function to calculate total gas cost of an unsigned transaction

* feat: Add utility function to generate an unsigned fillRelay tx

* improve: add cohesive call layer to all gas cost estimates

* fix: update e2e test to resolve error

* fix: make provider access modifiers consistent

* docs: add comment to highlight that a hardcoded value is a dummy address

* improve: remove defaultGas artifact from eth query

* test: add unit test for verifying the gasFeePercent is consistent

* nit: improve variable name to serve the general case

* improve: utilize SpokePool base class instead of BaseContract

* nit: highlight that the isL2Provider is effectively optimism-specific

* improve: use specified query address

* docs: improve comment to better highlight the meaning of isL2Provider

Co-authored-by: Matt Rice <[email protected]>

* improve: utilize generic spoke pool factory
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@james-a-morris
james-a-morris authored Aug 9, 2022
1 parent c8a3955 commit a0ad4fb
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Showing 8 changed files with 161 additions and 93 deletions.
36 changes: 11 additions & 25 deletions src/relayFeeCalculator/chain-queries/arbitrum.ts
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Original file line number Diff line number Diff line change
@@ -1,12 +1,16 @@
import { QueryInterface } from "../relayFeeCalculator";
import { BigNumberish } from "../../utils";
import { BigNumber, providers } from "ethers";
import {
BigNumberish,
createUnsignedFillRelayTransaction,
estimateTotalGasRequiredByUnsignedTransaction,
} from "../../utils";
import { providers } from "ethers";
import { SymbolMapping } from "./ethereum";
import { Coingecko } from "../../coingecko/Coingecko";
import { ArbitrumSpokePool__factory, ArbitrumSpokePool } from "@across-protocol/contracts-v2";
import { SpokePool__factory, SpokePool } from "@across-protocol/contracts-v2";

export class ArbitrumQueries implements QueryInterface {
private spokePool: ArbitrumSpokePool;
private spokePool: SpokePool;

constructor(
readonly provider: providers.Provider,
Expand All @@ -15,13 +19,12 @@ export class ArbitrumQueries implements QueryInterface {
private readonly usdcAddress = "0xFF970A61A04b1cA14834A43f5dE4533eBDDB5CC8",
private readonly simulatedRelayerAddress = "0x893d0d70ad97717052e3aa8903d9615804167759"
) {
this.spokePool = ArbitrumSpokePool__factory.connect(spokePoolAddress, provider);
this.spokePool = SpokePool__factory.connect(spokePoolAddress, provider);
}

async getGasCosts(_tokenSymbol: string): Promise<BigNumberish> {
const gasEstimate = await this.estimateGas();
const gasPrice = BigNumber.from(await this.provider.getGasPrice());
return gasPrice.mul(gasEstimate).toString();
const tx = await createUnsignedFillRelayTransaction(this.spokePool, this.usdcAddress, this.simulatedRelayerAddress);
return estimateTotalGasRequiredByUnsignedTransaction(tx, this.simulatedRelayerAddress, this.provider);
}

async getTokenPrice(tokenSymbol: string): Promise<number> {
Expand All @@ -34,21 +37,4 @@ export class ArbitrumQueries implements QueryInterface {
if (!this.symbolMapping[tokenSymbol]) throw new Error(`${tokenSymbol} does not exist in mapping`);
return this.symbolMapping[tokenSymbol].decimals;
}

estimateGas() {
// Create a dummy transaction to estimate. Note: the simulated caller would need to be holding weth and have approved the contract.
return this.spokePool.estimateGas.fillRelay(
"0xBb23Cd0210F878Ea4CcA50e9dC307fb0Ed65Cf6B",
"0xBb23Cd0210F878Ea4CcA50e9dC307fb0Ed65Cf6B",
this.usdcAddress,
"10",
"10",
"1",
"1",
"1",
"1",
"1",
{ from: this.simulatedRelayerAddress }
);
}
}
37 changes: 15 additions & 22 deletions src/relayFeeCalculator/chain-queries/boba.ts
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Original file line number Diff line number Diff line change
@@ -1,45 +1,38 @@
import { QueryInterface } from "../relayFeeCalculator";
import { BigNumberish } from "../../utils";
import {
BigNumberish,
createUnsignedFillRelayTransaction,
estimateTotalGasRequiredByUnsignedTransaction,
} from "../../utils";
import { utils, providers } from "ethers";
import { SymbolMapping } from "./ethereum";
import { Coingecko } from "../../coingecko/Coingecko";
import { OptimismSpokePool__factory, OptimismSpokePool } from "@across-protocol/contracts-v2";
import { SpokePool__factory, SpokePool } from "@across-protocol/contracts-v2";

const { parseUnits } = utils;

export class BobaQueries implements QueryInterface {
private spokePool: OptimismSpokePool;
private spokePool: SpokePool;

constructor(
provider: providers.Provider,
readonly provider: providers.Provider,
readonly symbolMapping = SymbolMapping,
spokePoolAddress = "0xBbc6009fEfFc27ce705322832Cb2068F8C1e0A58",
private readonly usdcAddress = "0x66a2A913e447d6b4BF33EFbec43aAeF87890FBbc",
private readonly simulatedRelayerAddress = "0x893d0d70ad97717052e3aa8903d9615804167759"
) {
// TODO: replace with address getter.
this.spokePool = OptimismSpokePool__factory.connect(spokePoolAddress, provider);
this.spokePool = SpokePool__factory.connect(spokePoolAddress, provider);
}

async getGasCosts(_tokenSymbol: string): Promise<BigNumberish> {
// Create a dummy transaction to estimate. Note: the simulated caller would need to be holding weth and have approved the contract.
const gasEstimate = await this.spokePool.estimateGas.fillRelay(
"0xBb23Cd0210F878Ea4CcA50e9dC307fb0Ed65Cf6B",
"0xBb23Cd0210F878Ea4CcA50e9dC307fb0Ed65Cf6B",
this.usdcAddress,
"10",
"10",
"1",
"1",
"1",
"1",
"1",
{ from: this.simulatedRelayerAddress }
const tx = await createUnsignedFillRelayTransaction(this.spokePool, this.usdcAddress, this.simulatedRelayerAddress);
return estimateTotalGasRequiredByUnsignedTransaction(
tx,
this.simulatedRelayerAddress,
this.provider,
parseUnits("1", 9)
);

// Boba's gas price is hardcoded to 1 gwei.
const bobaGasPrice = parseUnits("1", 9);
return gasEstimate.mul(bobaGasPrice).toString();
}

async getTokenPrice(tokenSymbol: string): Promise<number> {
Expand Down
30 changes: 19 additions & 11 deletions src/relayFeeCalculator/chain-queries/ethereum.ts
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Original file line number Diff line number Diff line change
@@ -1,7 +1,12 @@
import { QueryInterface } from "../relayFeeCalculator";
import { BigNumberish } from "../../utils";
import {
BigNumberish,
createUnsignedFillRelayTransaction,
estimateTotalGasRequiredByUnsignedTransaction,
} from "../../utils";
import { Coingecko } from "../../coingecko/Coingecko";
import { providers, BigNumber } from "ethers";
import { providers } from "ethers";
import { SpokePool__factory, SpokePool } from "@across-protocol/contracts-v2";

// Note: these are the mainnet addresses for these symbols meant to be used for pricing.
export const SymbolMapping: { [symbol: string]: { address: string; decimals: number } } = {
Expand Down Expand Up @@ -67,18 +72,21 @@ export const SymbolMapping: { [symbol: string]: { address: string; decimals: num
},
};

export const defaultAverageGas = 116006;

export class EthereumQueries implements QueryInterface {
private spokePool: SpokePool;

constructor(
public readonly provider: providers.Provider,
public readonly averageGas = defaultAverageGas,
readonly symbolMapping = SymbolMapping
) {}
readonly provider: providers.Provider,
readonly symbolMapping = SymbolMapping,
readonly spokePoolAddress = "0x4D9079Bb4165aeb4084c526a32695dCfd2F77381",
readonly usdcAddress = "0xA0b86991c6218b36c1d19D4a2e9Eb0cE3606eB48",
readonly simulatedRelayerAddress = "0x893d0D70AD97717052E3AA8903D9615804167759"
) {
this.spokePool = SpokePool__factory.connect(this.spokePoolAddress, this.provider);
}
async getGasCosts(_tokenSymbol: string): Promise<BigNumberish> {
return BigNumber.from(await this.provider.getGasPrice())
.mul(this.averageGas)
.toString();
const tx = await createUnsignedFillRelayTransaction(this.spokePool, this.usdcAddress, this.simulatedRelayerAddress);
return estimateTotalGasRequiredByUnsignedTransaction(tx, this.simulatedRelayerAddress, this.provider);
}

async getTokenPrice(tokenSymbol: string): Promise<number> {
Expand Down
35 changes: 12 additions & 23 deletions src/relayFeeCalculator/chain-queries/optimism.ts
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Original file line number Diff line number Diff line change
@@ -1,15 +1,19 @@
import { QueryInterface } from "../relayFeeCalculator";
import { BigNumberish } from "../../utils";
import { providers, VoidSigner } from "ethers";
import {
BigNumberish,
createUnsignedFillRelayTransaction,
estimateTotalGasRequiredByUnsignedTransaction,
} from "../../utils";
import { providers } from "ethers";
import { SymbolMapping } from "./ethereum";
import { Coingecko } from "../../coingecko/Coingecko";
import { OptimismSpokePool__factory, OptimismSpokePool } from "@across-protocol/contracts-v2";
import { SpokePool__factory, SpokePool } from "@across-protocol/contracts-v2";

import { L2Provider, asL2Provider } from "@eth-optimism/sdk";

export class OptimismQueries implements QueryInterface {
private spokePool: OptimismSpokePool;
private provider: L2Provider<providers.Provider>;
private spokePool: SpokePool;
readonly provider: L2Provider<providers.Provider>;

constructor(
provider: providers.Provider,
Expand All @@ -19,27 +23,12 @@ export class OptimismQueries implements QueryInterface {
private readonly simulatedRelayerAddress = "0x893d0d70ad97717052e3aa8903d9615804167759"
) {
this.provider = asL2Provider(provider);
this.spokePool = OptimismSpokePool__factory.connect(spokePoolAddress, provider);
this.spokePool = SpokePool__factory.connect(spokePoolAddress, provider);
}

async getGasCosts(_tokenSymbol: string): Promise<BigNumberish> {
// Create a dummy transaction to estimate. Note: the simulated caller would need to be holding weth and have approved the contract.
const tx = await this.spokePool.populateTransaction.fillRelay(
"0xBb23Cd0210F878Ea4CcA50e9dC307fb0Ed65Cf6B",
"0xBb23Cd0210F878Ea4CcA50e9dC307fb0Ed65Cf6B",
this.usdcAddress,
"10",
"10",
"1",
"1",
"1",
"1",
"1"
);
const populatedTransaction = await new VoidSigner(this.simulatedRelayerAddress, this.provider).populateTransaction(
tx
);
return (await this.provider.estimateTotalGasCost(populatedTransaction)).toString();
const tx = await createUnsignedFillRelayTransaction(this.spokePool, this.usdcAddress, this.simulatedRelayerAddress);
return estimateTotalGasRequiredByUnsignedTransaction(tx, this.simulatedRelayerAddress, this.provider);
}

async getTokenPrice(tokenSymbol: string): Promise<number> {
Expand Down
28 changes: 19 additions & 9 deletions src/relayFeeCalculator/chain-queries/polygon.ts
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Original file line number Diff line number Diff line change
@@ -1,20 +1,30 @@
import { QueryInterface } from "../relayFeeCalculator";
import { BigNumberish } from "../../utils";
import { providers, BigNumber } from "ethers";
import { defaultAverageGas, SymbolMapping } from "./ethereum";
import {
BigNumberish,
createUnsignedFillRelayTransaction,
estimateTotalGasRequiredByUnsignedTransaction,
} from "../../utils";
import { providers } from "ethers";
import { SymbolMapping } from "./ethereum";
import { Coingecko } from "../../coingecko/Coingecko";
import { SpokePool__factory, SpokePool } from "@across-protocol/contracts-v2";

export class PolygonQueries implements QueryInterface {
private spokePool: SpokePool;

constructor(
readonly provider: providers.Provider,
public readonly averageGas = defaultAverageGas,
readonly symbolMapping = SymbolMapping
) {}
readonly symbolMapping = SymbolMapping,
readonly spokePoolAddress = "0x69B5c72837769eF1e7C164Abc6515DcFf217F920",
readonly usdcAddress = "0x2791bca1f2de4661ed88a30c99a7a9449aa84174",
readonly simulatedRelayerAddress = "0x893d0D70AD97717052E3AA8903D9615804167759"
) {
this.spokePool = SpokePool__factory.connect(spokePoolAddress, provider);
}

async getGasCosts(_tokenSymbol: string): Promise<BigNumberish> {
return BigNumber.from(await this.provider.getGasPrice())
.mul(this.averageGas)
.toString();
const tx = await createUnsignedFillRelayTransaction(this.spokePool, this.usdcAddress, this.simulatedRelayerAddress);
return estimateTotalGasRequiredByUnsignedTransaction(tx, this.simulatedRelayerAddress, this.provider);
}

async getTokenPrice(tokenSymbol: string): Promise<number> {
Expand Down
8 changes: 6 additions & 2 deletions src/relayFeeCalculator/chain-queries/queries.e2e.ts
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Original file line number Diff line number Diff line change
Expand Up @@ -2,6 +2,8 @@
// NODE_URL_42161
// NODE_URL_288
// NODE_URL_10
// NODE_URL_1
// NODE_URL_137

import dotenv from "dotenv";

Expand Down Expand Up @@ -35,7 +37,8 @@ describe("Queries", function () {
]);
});
test("Ethereum", async function () {
const ethereumQueries = new EthereumQueries();
const provider = new providers.JsonRpcProvider(process.env.NODE_URL_1);
const ethereumQueries = new EthereumQueries(provider);
await Promise.all([
ethereumQueries.getGasCosts("USDC"),
ethereumQueries.getTokenDecimals("USDC"),
Expand All @@ -52,7 +55,8 @@ describe("Queries", function () {
]);
});
test("Polygon", async function () {
const polygonQueries = new PolygonQueries();
const provider = new providers.JsonRpcProvider(process.env.NODE_URL_137);
const polygonQueries = new PolygonQueries(provider);
await Promise.all([
polygonQueries.getGasCosts("USDC"),
polygonQueries.getTokenDecimals("USDC"),
Expand Down
16 changes: 16 additions & 0 deletions src/relayFeeCalculator/relayFeeCalculator.test.ts
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Original file line number Diff line number Diff line change
Expand Up @@ -39,6 +39,22 @@ describe("RelayFeeCalculator", () => {
beforeAll(() => {
queries = new ExampleQueries();
});
it("gasPercentageFee", async () => {
client = new RelayFeeCalculator({ queries });
// A list of inputs and ground truth [input, ground truth]
const gasFeePercents = [
[1000, "30557200000000000000000"],
[5000, "6111440000000000000000"],
// A test with a prime number
[104729, "291774007199534035462"],
];
for (const [input, truth] of gasFeePercents) {
const result = (await client.gasFeePercent(input, "usdc")).toString();
expect(result).toEqual(truth);
}
// Test that zero amount fails
await expect(client.gasFeePercent(0, "USDC")).rejects.toThrowError();
});
it("relayerFeeDetails", async () => {
client = new RelayFeeCalculator({ queries });
const result = await client.relayerFeeDetails(100000000, "usdc");
Expand Down
64 changes: 63 additions & 1 deletion src/utils.ts
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Original file line number Diff line number Diff line change
@@ -1,6 +1,8 @@
import { BigNumber, ethers } from "ethers";
import { BigNumber, ethers, PopulatedTransaction, providers, VoidSigner } from "ethers";
import * as uma from "@uma/sdk";
import Decimal from "decimal.js";
import { isL2Provider as isOptimismL2Provider, L2Provider } from "@eth-optimism/sdk";
import { SpokePool } from "@across-protocol/contracts-v2";

export type BigNumberish = string | number | BigNumber;
export type BN = BigNumber;
Expand Down Expand Up @@ -222,3 +224,63 @@ export async function retry<T>(call: () => Promise<T>, times: number, delayS: nu
});
return promiseChain;
}

/**
* Estimates the total gas cost required to submit an unsigned (populated) transaction on-chain
* @param unsignedTx The unsigned transaction that this function will estimate
* @param senderAddress The address that the transaction will be submitted from
* @param provider A valid ethers provider - will be used to reason the gas price
* @param gasPrice A manually provided gas price - if set, this function will not resolve the current gas price
* @returns The total gas cost to submit this transaction - i.e. gasPrice * estimatedGasUnits
*/
export async function estimateTotalGasRequiredByUnsignedTransaction(
unsignedTx: PopulatedTransaction,
senderAddress: string,
provider: providers.Provider | L2Provider<providers.Provider>,
gasPrice?: BigNumberish
): Promise<BigNumberish> {
const voidSigner = new VoidSigner(senderAddress, provider);
// This branches in the Optimism case because they use a special provider, called L2Provider, and special gas logic
// to compute gas costs on Optimism.
if (isOptimismL2Provider(provider)) {
const populatedTransaction = await voidSigner.populateTransaction(unsignedTx);
return (await provider.estimateTotalGasCost(populatedTransaction)).toString();
} else {
// Estimate the Gas units required to submit this transaction
const estimatedGasUnits = await voidSigner.estimateGas(unsignedTx);
// Provide a default gas price of the market rate if this condition has not been set
const resolvedGasPrice = gasPrice ?? (await provider.getGasPrice());
// Find the total gas cost by taking the product of the gas
// price & the estimated number of gas units needed
return BigNumber.from(resolvedGasPrice).mul(estimatedGasUnits).toString();
}
}

/**
* Create an unsigned transaction of a fillRelay contract call
* @param spokePool The specific spokepool that will populate this tx
* @param destinationTokenAddress A valid ERC20 token (system-wide default is UDSC)
* @param simulatedRelayerAddress The relayer address that relays this transaction
* @returns A populated (but unsigned) transaction that can be signed/sent or used for estimating gas costs
*/
export async function createUnsignedFillRelayTransaction(
spokePool: SpokePool,
destinationTokenAddress: string,
simulatedRelayerAddress: string
): Promise<PopulatedTransaction> {
// Populate and return an unsigned tx as per the given spoke pool
// NOTE: 0xBb23Cd0210F878Ea4CcA50e9dC307fb0Ed65Cf6B is a dummy address
return await spokePool.populateTransaction.fillRelay(
"0xBb23Cd0210F878Ea4CcA50e9dC307fb0Ed65Cf6B",
"0xBb23Cd0210F878Ea4CcA50e9dC307fb0Ed65Cf6B",
destinationTokenAddress,
"10",
"10",
"1",
"1",
"1",
"1",
"1",
{ from: simulatedRelayerAddress }
);
}

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