feat: add fee detector

src/abis/TokenFeeDetector.json

@@ -0,0 +1,133 @@
+[
+    {
+        "inputs": [
+            {
+                "internalType": "address",
+                "name": "_factoryV2",
+                "type": "address"
+            }
+        ],
+        "stateMutability": "nonpayable",
+        "type": "constructor"
+    },
+    {
+        "inputs": [],
+        "name": "PairLookupFailed",
+        "type": "error"
+    },
+    {
+        "inputs": [],
+        "name": "SameToken",
+        "type": "error"
+    },
+    {
+        "inputs": [
+            {
+                "internalType": "address[]",
+                "name": "tokens",
+                "type": "address[]"
+            },
+            {
+                "internalType": "address",
+                "name": "baseToken",
+                "type": "address"
+            },
+            {
+                "internalType": "uint256",
+                "name": "amountToBorrow",
+                "type": "uint256"
+            }
+        ],
+        "name": "batchValidate",
+        "outputs": [
+            {
+                "components": [
+                    {
+                        "internalType": "uint256",
+                        "name": "buyFeeBps",
+                        "type": "uint256"
+                    },
+                    {
+                        "internalType": "uint256",
+                        "name": "sellFeeBps",
+                        "type": "uint256"
+                    }
+                ],
+                "internalType": "struct TokenFees[]",
+                "name": "fotResults",
+                "type": "tuple[]"
+            }
+        ],
+        "stateMutability": "nonpayable",
+        "type": "function"
+    },
+    {
+        "inputs": [
+            {
+                "internalType": "address",
+                "name": "",
+                "type": "address"
+            },
+            {
+                "internalType": "uint256",
+                "name": "amount0",
+                "type": "uint256"
+            },
+            {
+                "internalType": "uint256",
+                "name": "",
+                "type": "uint256"
+            },
+            {
+                "internalType": "bytes",
+                "name": "data",
+                "type": "bytes"
+            }
+        ],
+        "name": "uniswapV2Call",
+        "outputs": [],
+        "stateMutability": "nonpayable",
+        "type": "function"
+    },
+    {
+        "inputs": [
+            {
+                "internalType": "address",
+                "name": "token",
+                "type": "address"
+            },
+            {
+                "internalType": "address",
+                "name": "baseToken",
+                "type": "address"
+            },
+            {
+                "internalType": "uint256",
+                "name": "amountToBorrow",
+                "type": "uint256"
+            }
+        ],
+        "name": "validate",
+        "outputs": [
+            {
+                "components": [
+                    {
+                        "internalType": "uint256",
+                        "name": "buyFeeBps",
+                        "type": "uint256"
+                    },
+                    {
+                        "internalType": "uint256",
+                        "name": "sellFeeBps",
+                        "type": "uint256"
+                    }
+                ],
+                "internalType": "struct TokenFees",
+                "name": "fotResult",
+                "type": "tuple"
+            }
+        ],
+        "stateMutability": "nonpayable",
+        "type": "function"
+    }
+]

src/providers/index.ts

@@ -18,6 +18,7 @@ export * from './swap-router-provider';
 export * from './tenderly-simulation-provider';
 export * from './token-provider';
 export * from './token-validator-provider';
+export * from './token-fee-provider';
 export * from './uri-subgraph-provider';
 export * from './caching/route';
 export * from './v2/caching-pool-provider';

src/providers/token-fee-provider.ts

@@ -0,0 +1,164 @@
+import { ChainId, Token } from '@uniswap/sdk-core';
+import { BigNumber } from '@ethersproject/bignumber';
+import _ from 'lodash';
+
+import { TokenFeeDetector__factory } from '../types/other/factories/TokenFeeDetector__factory';
+import { log, WRAPPED_NATIVE_CURRENCY } from '../util';
+
+import { ICache } from './cache';
+import { IMulticallProvider } from './multicall-provider';
+import { ProviderConfig } from './provider';
+import { DEFAULT_ALLOWLIST } from './token-validator-provider';
+
+export type TokenFeeResult = {
+  buyFeeBps: BigNumber,
+  sellFeeBps: BigNumber,
+}
+
+// on detector failure, assume no fee
+const DEFAULT_TOKEN_FEE_RESULT = {
+  buyFeeBps: BigNumber.from(0),
+  sellFeeBps: BigNumber.from(0),
+};
+
+export interface TokenFeeResults {
+  getFeesByToken(token: Token): TokenFeeResult | undefined;
+}
+
+// address at which the FeeDetector lens is deployed
+const FEE_DETECTOR_ADDRESS = '0x57eC54d113719dDE9A90E6bE807524a86560E89D';
+// Amount has to be big enough to avoid rounding errors, but small enough that
+// most v2 pools will have at least this many token units
+// 10000 is the smallest number that avoids rounding errors in bps terms
+const AMOUNT_TO_FLASH_BORROW = '10000';
+// 1M gas limit per validate call, should cover most swap cases
+const GAS_LIMIT_PER_VALIDATE = 1_000_000;
+
+/**
+ * Provider for getting token fee data.
+ *
+ * @export
+ * @interface ITokenFeeProvider
+ */
+export interface ITokenFeeProvider {
+  /**
+   * Gets the fees for the token at each address.
+   *
+   * @param tokens The token addresses to fetch fees for.
+   * @param [providerConfig] The provider config.
+   * @returns A token accessor with methods for accessing the tokens.
+   */
+  validateTokens(
+    tokens: Token[],
+    providerConfig?: ProviderConfig
+  ): Promise<TokenFeeResults>;
+}
+
+export class TokenFeeProvider implements ITokenFeeProvider {
+  private CACHE_KEY = (chainId: ChainId, address: string) =>
+    `token-${chainId}-${address}`;
+
+  private BASE_TOKEN: string;
+
+  constructor(
+    private chainId: ChainId,
+    private multicall2Provider: IMulticallProvider,
+    private tokenFeeCache: ICache<TokenFeeResult>,
+    private tokenValidatorAddress = FEE_DETECTOR_ADDRESS,
+    private gasLimitPerCall = GAS_LIMIT_PER_VALIDATE,
+    private amountToFlashBorrow = AMOUNT_TO_FLASH_BORROW,
+    private allowList = DEFAULT_ALLOWLIST
+  ) {
+    this.BASE_TOKEN = WRAPPED_NATIVE_CURRENCY[this.chainId]!.address;
+  }
+
+  public async validateTokens(
+    tokens: Token[],
+    providerConfig?: ProviderConfig
+  ): Promise<TokenFeeResults> {
+    const tokenAddressToToken = _.keyBy(tokens, (t) => t.address.toLowerCase());
+    const addressesRaw = _(tokens)
+      .map((token) => token.address.toLowerCase())
+      .uniq()
+      .value();
+
+    const addresses: string[] = [];
+    const tokenToResult: { [tokenAddress: string]: TokenFeeResult } = {};
+
+    // Check if we have cached token validation results for any tokens.
+    for (const address of addressesRaw) {
+      const cachedValue = await this.tokenFeeCache.get(this.CACHE_KEY(this.chainId, address));
+      if (cachedValue) {
+        tokenToResult[address] = cachedValue
+      } else if (this.allowList.has(address)) {
+        tokenToResult[address] = DEFAULT_TOKEN_FEE_RESULT;
+      } else {
+        addresses.push(address);
+      }
+    }
+
+    log.info(
+      `Got token fee results for ${addressesRaw.length - addresses.length
+      } tokens from cache. Getting ${addresses.length} on-chain.`
+    );
+
+    if (addresses.length > 0) {
+      const functionParams = addresses
+        .map((address) => [address, this.BASE_TOKEN, this.amountToFlashBorrow]) as [string, string, string][];
+
+      // We use the validate function instead of batchValidate to avoid poison pill problem.
+      // One token that consumes too much gas could cause the entire batch to fail.
+      const multicallResult =
+      await this.multicall2Provider.callSameFunctionOnContractWithMultipleParams<
+      [string, string, string], // address, base token address, amount to borrow
+      [TokenFeeResult]
+      >({
+        address: this.tokenValidatorAddress,
+        contractInterface: TokenFeeDetector__factory.createInterface(),
+        functionName: 'validate',
+        functionParams: functionParams,
+        providerConfig,
+        additionalConfig: {
+          gasLimitPerCallOverride: this.gasLimitPerCall,
+        },
+      });
+
+      for (let i = 0; i < multicallResult.results.length; i++) {
+        const resultWrapper = multicallResult.results[i]!;
+        const tokenAddress = addresses[i]!;
+        const token = tokenAddressToToken[tokenAddress]!;
+
+        // Could happen if the tokens transfer consumes too much gas so we revert. Just
+        // drop the token in that case.
+        if (!resultWrapper.success || resultWrapper.result.length < 1) {
+          log.warn(
+            { result: resultWrapper },
+            `Failed to validate token ${token.symbol}`
+          );
+
+          continue;
+        }
+        if (resultWrapper.result.length > 1) {
+          log.warn(
+            { result: resultWrapper },
+            `Unexpected result length: ${resultWrapper.result.length}`
+          );
+        }
+        const validationResult = resultWrapper.result[0]!;
+
+        tokenToResult[tokenAddress] =
+          validationResult as TokenFeeResult;
+
+        await this.tokenFeeCache.set(
+          this.CACHE_KEY(this.chainId, tokenAddress),
+          tokenToResult[tokenAddress]!
+        );
+      }
+    }
+
+    return {
+      getFeesByToken: (token: Token) =>
+        tokenToResult[token.address.toLowerCase()],
+    };
+  }
+}

src/providers/token-validator-provider.ts

@@ -8,7 +8,7 @@ import { ICache } from './cache';
 import { IMulticallProvider } from './multicall-provider';
 import { ProviderConfig } from './provider';
 
-const DEFAULT_ALLOWLIST = new Set<string>([
+export const DEFAULT_ALLOWLIST = new Set<string>([
   // RYOSHI. Does not allow transfers between contracts so fails validation.
   '0x777E2ae845272a2F540ebf6a3D03734A5a8f618e'.toLowerCase(),
 ]);