feat: Update Balancer SOR package to handle new Linear Pool paths (0xProject#1269)

* Update SOR, SG query, SOR Config.

* Update SOR package - now handles paths where Weighted have Linear tokens.

* Fix lint error.

* Merged master.

* Add config for LBP paths.

* Revert "Merged master."

This reverts commit cb47a2f.

* fix gas estimate to be more accurate for BalancerV2 pools

---------

Co-authored-by: Ido Kleinman <idokleinman@users.noreply.github.com>
Co-authored-by: Ido Kleinman <idokleinman@gmail.com>

Author: johngrantuk

package.json

@@ -115,7 +115,7 @@
         "@0x/types": "^3.3.6",
         "@0x/utils": "^7.0.0",
         "@0x/web3-wrapper": "^8.0.0",
-        "@balancer-labs/sor": "^4.0.1-beta.5",
+        "@balancer-labs/sor": "^4.1.1-beta.2",
         "@bancor/sdk": "0.2.10",
         "@cryptoalgebra/core": "^2.0.0",
         "@cryptoalgebra/periphery": "^1.0.0",

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

@@ -1971,7 +1971,7 @@ export const DEFAULT_GAS_SCHEDULE: GasSchedule = {
     [ERC20BridgeSource.KnightSwap]: uniswapV2CloneGasSchedule,
     [ERC20BridgeSource.Balancer]: () => 120e3,
     [ERC20BridgeSource.BalancerV2]: (fillData?: FillData) => {
-        return 100e3 + ((fillData as BalancerV2BatchSwapFillData).swapSteps.length - 1) * 50e3;
+        return 140e3 + ((fillData as BalancerV2BatchSwapFillData).swapSteps.length - 1) * 80e3;
     },
     [ERC20BridgeSource.MStable]: () => 200e3,
     [ERC20BridgeSource.MakerPsm]: (fillData?: FillData) => {

src/asset-swapper/utils/market_operation_utils/pools_cache/balancer_v2_swap_info_cache.ts

@@ -32,7 +32,7 @@ type BalancerChains =
     | ChainId.Optimism
     | ChainId.Arbitrum;
 
-const SOR_CONFIG: Record<BalancerChains, SorConfig> = {
+const SOR_CONFIG: Record<BalancerChains, SorConfig & { poolsToIgnore?: string[] }> = {
     [ChainId.Mainnet]: {
         chainId: ChainId.Mainnet,
         vault: '0xba12222222228d8ba445958a75a0704d566bf2c8',
@@ -41,31 +41,105 @@ const SOR_CONFIG: Record<BalancerChains, SorConfig> = {
             id: '0x32296969ef14eb0c6d29669c550d4a0449130230000200000000000000000080',
             address: '0x32296969ef14eb0c6d29669c550d4a0449130230',
         },
+        connectingTokens: [
+            {
+                symbol: 'wEth',
+                address: '0xc02aaa39b223fe8d0a0e5c4f27ead9083c756cc2',
+            },
+            {
+                symbol: 'wstEth',
+                address: '0x7f39c581f595b53c5cb19bd0b3f8da6c935e2ca0',
+            },
+            {
+                symbol: 'DOLA',
+                address: '0x865377367054516e17014ccded1e7d814edc9ce4',
+            },
+        ],
+        poolsToIgnore: [
+            '0xbd482ffb3e6e50dc1c437557c3bea2b68f3683ee', // a pool made by an external dev who was playing with a novel rate provider mechanism in production.
+        ],
+        lbpRaisingTokens: [
+            '0x6b175474e89094c44da98b954eedeac495271d0f', // DAI
+            '0xa0b86991c6218b36c1d19d4a2e9eb0ce3606eb48', // USDC
+            '0xc02aaa39b223fe8d0a0e5c4f27ead9083c756cc2', // WETH
+        ],
     },
     [ChainId.Polygon]: {
         chainId: ChainId.Polygon,
         vault: '0xba12222222228d8ba445958a75a0704d566bf2c8',
         weth: '0x0d500b1d8e8ef31e21c99d1db9a6444d3adf1270',
+        connectingTokens: [
+            {
+                symbol: 'weth',
+                address: '0x0d500b1d8e8ef31e21c99d1db9a6444d3adf1270',
+            },
+            {
+                symbol: 'bbrz2',
+                address: '0xe22483774bd8611be2ad2f4194078dac9159f4ba',
+            }, // Joins Stables<>BRZ via https://app.balancer.fi/#/polygon/pool/0x4a0b73f0d13ff6d43e304a174697e3d5cfd310a400020000000000000000091c
+        ],
+        poolsToIgnore: [
+            '0x600bd01b6526611079e12e1ff93aba7a3e34226f', // This pool has rateProviders with incorrect scaling
+        ],
+        lbpRaisingTokens: [
+            '0x8f3cf7ad23cd3cadbd9735aff958023239c6a063', // DAI
+            '0x2791bca1f2de4661ed88a30c99a7a9449aa84174', // USDC
+            '0x0d500b1d8e8ef31e21c99d1db9a6444d3adf1270', // WMATIC
+        ],
     },
     [ChainId.Arbitrum]: {
         chainId: ChainId.Arbitrum,
         vault: '0xba12222222228d8ba445958a75a0704d566bf2c8',
         weth: '0x82af49447d8a07e3bd95bd0d56f35241523fbab1',
+        connectingTokens: [
+            {
+                symbol: 'weth',
+                address: '0x82af49447d8a07e3bd95bd0d56f35241523fbab1',
+            },
+        ],
+        lbpRaisingTokens: [
+            '0xda10009cbd5d07dd0cecc66161fc93d7c9000da1', // DAI
+            '0xff970a61a04b1ca14834a43f5de4533ebddb5cc8', // USDC
+            '0x82af49447d8a07e3bd95bd0d56f35241523fbab1', // WETH
+        ],
     },
     [ChainId.Goerli]: {
         chainId: ChainId.Goerli,
         vault: '0x65748e8287ce4b9e6d83ee853431958851550311',
         weth: '0x9a1000d492d40bfccbc03f413a48f5b6516ec0fd',
+        connectingTokens: [
+            {
+                symbol: 'weth',
+                address: '0xdfcea9088c8a88a76ff74892c1457c17dfeef9c1',
+            },
+        ],
     },
     [ChainId.Optimism]: {
         chainId: ChainId.Optimism,
         vault: '0xba12222222228d8ba445958a75a0704d566bf2c8',
         weth: '0x4200000000000000000000000000000000000006',
+        connectingTokens: [
+            {
+                symbol: 'weth',
+                address: '0x4200000000000000000000000000000000000006',
+            },
+        ],
+        lbpRaisingTokens: [
+            '0xda10009cbd5d07dd0cecc66161fc93d7c9000da1', // DAI
+            '0x7f5c764cbc14f9669b88837ca1490cca17c31607', // USDC
+            '0x4200000000000000000000000000000000000006', // WETH
+        ],
     },
     [ChainId.Fantom]: {
         chainId: ChainId.Fantom,
         vault: '0x20dd72ed959b6147912c2e529f0a0c651c33c9ce',
         weth: '0x21be370d5312f44cb42ce377bc9b8a0cef1a4c83',
+        connectingTokens: [
+            {
+                symbol: 'weth',
+                address: '0x21be370d5312f44cb42ce377bc9b8a0cef1a4c83',
+            },
+        ],
     },
 };
 
@@ -95,6 +169,7 @@ export class BalancerV2SwapInfoCache extends SwapInfoCache {
         this._poolDataService = new SubgraphPoolDataService({
             chainId,
             subgraphUrl,
+            poolsToIgnore: SOR_CONFIG[chainId as BalancerChains].poolsToIgnore,
         });
         const sor = new SOR(
             provider,

src/asset-swapper/utils/market_operation_utils/pools_cache/sgPoolDataService.ts

@@ -3,6 +3,9 @@ import { logUtils } from '@0x/utils';
 import { PoolDataService, SubgraphPoolBase } from '@balancer-labs/sor';
 import { gql, request } from 'graphql-request';
 
+const isSameAddress = (address1: string, address2: string): boolean =>
+    address1.toLowerCase() === address2.toLowerCase();
+
 const queryWithLinear = gql`
     query fetchTopPoolsWithLinear($maxPoolsFetched: Int!) {
         pools: pools(
@@ -16,7 +19,7 @@ const queryWithLinear = gql`
             poolType
             swapFee
             totalShares
-            tokens {
+            tokens(orderBy: index) {
                 address
                 balance
                 decimals
@@ -38,6 +41,20 @@ const queryWithLinear = gql`
             sqrtAlpha
             sqrtBeta
             root3Alpha
+            alpha
+            beta
+            c
+            s
+            lambda
+            tauAlphaX
+            tauAlphaY
+            tauBetaX
+            tauBetaY
+            u
+            v
+            w
+            z
+            dSq
         }
     }
 `;
@@ -64,6 +81,7 @@ export class SubgraphPoolDataService implements PoolDataService {
             chainId: number;
             subgraphUrl: string | null;
             maxPoolsFetched?: number;
+            poolsToIgnore?: string[];
         },
     ) {
         this._config.maxPoolsFetched = this._config.maxPoolsFetched || DEFAULT_MAX_POOLS_FETCHED;
@@ -78,7 +96,13 @@ export class SubgraphPoolDataService implements PoolDataService {
             const { pools } = await request<{ pools: SubgraphPoolBase[] }>(this._config.subgraphUrl, this._gqlQuery, {
                 maxPoolsFetched: this._config.maxPoolsFetched,
             });
-            return pools;
+            // Filter out any pools that were set to ignore in config
+            const filteredPools = pools.filter((p) => {
+                if (!this._config.poolsToIgnore) return true;
+                const index = this._config.poolsToIgnore.findIndex((addr) => isSameAddress(addr, p.address));
+                return index === -1;
+            });
+            return filteredPools;
         } catch (err) {
             logUtils.warn(`Failed to fetch BalancerV2 subgraph pools: ${err.message}`);
             return [];

yarn.lock

@@ -757,10 +757,10 @@
     "@babel/helper-validator-identifier" "^7.18.6"
     to-fast-properties "^2.0.0"
 
-"@balancer-labs/sor@^4.0.1-beta.5":
-  version "4.0.1-beta.5"
-  resolved "https://registry.yarnpkg.com/@balancer-labs/sor/-/sor-4.0.1-beta.5.tgz#a65efd0cbfbf9ce41694387f9c89e617f5c3d07a"
-  integrity sha512-HRww8+5MtV+cTNiAVgpeEBAHCFrsXApibkkKZxB9Lazv5imhM/f0/RYDie+I9S+p57m82njQOr1L0k5MSUSrPw==
+"@balancer-labs/sor@^4.1.1-beta.2":
+  version "4.1.1-beta.2"
+  resolved "https://registry.yarnpkg.com/@balancer-labs/sor/-/sor-4.1.1-beta.2.tgz#4ecc381c7823d7d80c891b64bab6fe4d4a56a5ef"
+  integrity sha512-NNy6/Vm6Rk1waKu9EYolJdTRuoUwUddXPAmeByb+ELQlJ8ZMoCxMb0ZFHjoBeIuHXC7xFky5XWiOfgRHBMcRVg==
   dependencies:
     isomorphic-fetch "^2.2.1"