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    @balancer-labs/sor
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    3.0.0-beta.0 • Public • Published

    Smart Order Router (SOR)

    Smart Order Router, or SOR, is an off-chain linear optimization of routing orders across pools for best price execution.

    SOR exists in the Bronze release as a way to aggregate liquidity across all Balancer pools. Future releases of Balancer will accomplish this on-chain and allow aggregate contract fillable liquidity.

    Liquidity aggregators are free to use the SOR npm package or create their own order routing across pools.

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    Overview Of Use And Example

    There are two types of swap available:

    swapExactIn - i.e. You want to swap exactly 1 ETH as input and SOR will calculate X amount of BAL you receive in return.
    or
    swapExactOut - i.e. You want to receive exactly 1 BAL and SOR will calculate X amount of ETH you must input.

    The SOR will return totalReturn/totalInput as well as a list swaps to achieve the total. Swaps can be through direct pools, i.e. A > POOL1 > B, or via a multihop pool, i.e. A > POOL1 > C > POOL2 > B. The swaps are returned in a format that can be directly to the Vault to execute the trade.

    The example file swapExample.ts in: ./testScripts, demonstrates full examples with comments.

    To Run:

    Create a .env file in root dir with your infura provider key: INFURA=your_key

    Install dependencies: $ yarn install

    Run example: $ ts-node ./test/testScripts/swapExample.ts

    Environment Variables

    Optional config values can be set in the .env file:

    PRICE_ERROR_TOLERANCE - how close we expect prices after swap to be in SOR suggested paths. Defaults 0.00001.

    INFINITESIMAL - Infinitesimal is an amount that's used to initialize swap amounts so they are not zero or the path's limit. Defaults 0.000001.

    Example:

    PRICE_ERROR_TOLERANCE=0.00001
    INFINITESIMAL=0.000001
    

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    Install

    npm i @balancer-labs/sor

    DownloadsWeekly Downloads

    3,406

    Version

    3.0.0-beta.0

    License

    GPL-3.0-only

    Unpacked Size

    2.7 MB

    Total Files

    9

    Last publish

    Collaborators

    • tomfrench-balancer
    • mikeraymcdonald
    • johngrantuk
    • nventuro