feat(profitability): Remove hardcoded min revenue map and add logic to consider gas cost

src/clients/MultiCallerClient.ts

@@ -26,7 +26,7 @@ export interface AugmentedTransaction {
 export class MultiCallerClient {
   private transactions: AugmentedTransaction[] = [];
   // eslint-disable-next-line no-useless-constructor
-  constructor(readonly logger: winston.Logger, readonly gasEstimator: any, readonly maxTxWait: number = 180) {}
+  constructor(readonly logger: winston.Logger) {}
 
   // Adds all information associated with a transaction to the transaction queue. This is the intention of the
   // caller to send a transaction. The transaction might not be executable, which should be filtered later.

src/clients/ProfitClient.ts

@@ -6,7 +6,7 @@ import { Coingecko } from "@uma/sdk";
 // Define the minimum revenue, in USD, that a relay must yield in order to be considered "profitable". This is a short
 // term solution to enable us to avoid DOS relays that yield negative profits. In the future this should be updated
 // to actual factor in the cost of sending transactions on the associated target chains.
-const chainIdToMinRevenue = {
+const MIN_REVENUE_BY_CHAIN_ID = {
   // Mainnet and L1 testnets.
   1: toBNWei(10),
   4: toBNWei(10),
@@ -22,6 +22,17 @@ const chainIdToMinRevenue = {
   80001: toBNWei(1),
 };
 
+// We use wrapped ERC-20 versions instead of the native tokens such as ETH, MATIC for ease of computing prices.
+const GAS_TOKEN_BY_CHAIN_ID = {
+  1: "0xC02aaA39b223FE8D0A0e5C4F27eAD9083C756Cc2", // WETH
+  10: "0xC02aaA39b223FE8D0A0e5C4F27eAD9083C756Cc2", // WETH
+  137: "0x0d500B1d8E8eF31E21C99d1Db9A6444d3ADf1270", // WMATIC
+  288: "0xC02aaA39b223FE8D0A0e5C4F27eAD9083C756Cc2", // WETH
+  42161: "0xC02aaA39b223FE8D0A0e5C4F27eAD9083C756Cc2", // WETH
+};
+// TODO: Make this dynamic once we support chains with gas tokens that have different decimals.
+const GAS_TOKEN_DECIMALS = 18;
+
 export class ProfitClient {
   private readonly coingecko;
   protected tokenPrices: { [l1Token: string]: BigNumber } = {};
@@ -55,7 +66,7 @@ export class ProfitClient {
     this.unprofitableFills = {};
   }
 
-  isFillProfitable(deposit: Deposit, fillAmount: BigNumber) {
+  isFillProfitable(deposit: Deposit, fillAmount: BigNumber, gasUsed: BigNumber) {
     if (toBN(this.relayerDiscount).eq(toBNWei(1))) {
       this.logger.debug({ at: "ProfitClient", message: "Relayer discount set to 100%. Accepting relay" });
       return true;
@@ -69,10 +80,18 @@ export class ProfitClient {
     const tokenPriceInUsd = this.getPriceOfToken(l1Token);
     const fillRevenueInRelayedToken = toBN(deposit.relayerFeePct).mul(fillAmount).div(toBN(10).pow(decimals));
     const fillRevenueInUsd = fillRevenueInRelayedToken.mul(tokenPriceInUsd).div(toBNWei(1));
+
+    // Consider gas cost.
+    const gasCostInUsd = gasUsed
+      .mul(this.getPriceOfToken(GAS_TOKEN_BY_CHAIN_ID[deposit.destinationChainId]))
+      .div(toBN(10).pow(GAS_TOKEN_DECIMALS));
+
     // How much minimumAcceptableRevenue is scaled. If relayer discount is 0 then need minimumAcceptableRevenue at min.
     const revenueScalar = toBNWei(1).sub(this.relayerDiscount);
-    const minimumAcceptableRevenue = chainIdToMinRevenue[deposit.destinationChainId].mul(revenueScalar).div(toBNWei(1));
-    const fillProfitable = fillRevenueInUsd.gte(minimumAcceptableRevenue);
+    const minimumAcceptableRevenue = MIN_REVENUE_BY_CHAIN_ID[deposit.destinationChainId]
+      .mul(revenueScalar)
+      .div(toBNWei(1));
+    const fillProfitable = fillRevenueInUsd.sub(gasCostInUsd).gte(minimumAcceptableRevenue);
     this.logger.debug({
       at: "ProfitClient",
       message: "Considered fill profitability",

src/common/ClientHelper.ts

@@ -169,7 +169,7 @@ export async function constructClients(logger: winston.Logger, config: CommonCon
   );
 
   // const gasEstimator = new GasEstimator() // todo when this is implemented in the SDK.
-  const multiCallerClient = new MultiCallerClient(logger, null, config.maxTxWait);
+  const multiCallerClient = new MultiCallerClient(logger);
 
   const profitClient = new ProfitClient(logger, hubPoolClient);
 

src/relayer/Relayer.ts

@@ -1,8 +1,17 @@
-import { BigNumber, winston, buildFillRelayProps, getNetworkName, getUnfilledDeposits, getCurrentTime } from "../utils";
+import {
+  BigNumber,
+  winston,
+  buildFillRelayProps,
+  getNetworkName,
+  getUnfilledDeposits,
+  getCurrentTime,
+  estimateGas,
+} from "../utils";
 import { createFormatFunction, etherscanLink, toBN } from "../utils";
 import { RelayerClients } from "./RelayerClientHelper";
 
 import { Deposit } from "../interfaces";
+import { AugmentedTransaction } from "../clients";
 
 const UNPROFITABLE_DEPOSIT_NOTICE_PERIOD = 60 * 60; // 1 hour
 
@@ -59,8 +68,16 @@ export class Relayer {
       }
 
       if (this.clients.tokenClient.hasBalanceForFill(deposit, unfilledAmount)) {
-        if (this.clients.profitClient.isFillProfitable(deposit, unfilledAmount)) {
-          this.fillRelay(deposit, unfilledAmount);
+        // Fetch the repayment chain from the inventory client. Sanity check that it is one of the known chainIds.
+        const repaymentChain = this.clients.inventoryClient.determineRefundChainId(deposit);
+        // Create the transaction, so we can simulate to get the gas cost for profitability calculation.
+        const fillTransaction = this.createFillTransaction(deposit, unfilledAmount, repaymentChain);
+        // TODO: Potentially skip the entire sequence if the transaction would fail. We currently handle this in
+        // fillRelay separately, so we'll need to figure out how to consolidate the logic.
+        const fillSimulation = await estimateGas(fillTransaction);
+
+        if (this.clients.profitClient.isFillProfitable(deposit, unfilledAmount, fillSimulation.gasUsed)) {
+          this.fillRelay(deposit, unfilledAmount, repaymentChain, fillTransaction);
         } else {
           this.clients.profitClient.captureUnprofitableFill(deposit, unfilledAmount);
         }
@@ -77,23 +94,25 @@ export class Relayer {
     if (this.clients.profitClient.anyCapturedUnprofitableFills()) this.handleUnprofitableFill();
   }
 
-  fillRelay(deposit: Deposit, fillAmount: BigNumber) {
+  createFillTransaction(deposit: Deposit, fillAmount: BigNumber, repaymentChain: number): AugmentedTransaction {
+    return {
+      contract: this.clients.spokePoolClients[deposit.destinationChainId].spokePool, // target contract
+      chainId: deposit.destinationChainId,
+      method: "fillRelay", // method called.
+      args: buildFillRelayProps(deposit, repaymentChain, fillAmount), // props sent with function call.
+      message: "Relay instantly sent 🚀", // message sent to logger.
+      mrkdwn: this.constructRelayFilledMrkdwn(deposit, repaymentChain, fillAmount), // message details mrkdwn
+    };
+  }
+
+  fillRelay(deposit: Deposit, fillAmount: BigNumber, repaymentChain: number, transaction: AugmentedTransaction) {
     try {
-      // Fetch the repayment chain from the inventory client. Sanity check that it is one of the known chainIds.
-      const repaymentChain = this.clients.inventoryClient.determineRefundChainId(deposit);
       if (!Object.keys(this.clients.spokePoolClients).includes(deposit.destinationChainId.toString()))
         throw new Error("Fatal error! Repayment chain set to a chain that is not part of the defined sets of chains!");
 
       this.logger.debug({ at: "Relayer", message: "Filling deposit", deposit, repaymentChain });
       // Add the fill transaction to the multiCallerClient so it will be executed with the next batch.
-      this.clients.multiCallerClient.enqueueTransaction({
-        contract: this.clients.spokePoolClients[deposit.destinationChainId].spokePool, // target contract
-        chainId: deposit.destinationChainId,
-        method: "fillRelay", // method called.
-        args: buildFillRelayProps(deposit, repaymentChain, fillAmount), // props sent with function call.
-        message: "Relay instantly sent 🚀", // message sent to logger.
-        mrkdwn: this.constructRelayFilledMrkdwn(deposit, repaymentChain, fillAmount), // message details mrkdwn
-      });
+      this.clients.multiCallerClient.enqueueTransaction(transaction);
 
       // Decrement tokens in token client used in the fill. This ensures that we dont try and fill more than we have.
       this.clients.tokenClient.decrementLocalBalance(deposit.destinationChainId, deposit.destinationToken, fillAmount);

src/utils/TransactionUtils.ts

@@ -63,6 +63,19 @@ export async function willSucceed(
   }
 }
 
+export async function estimateGas(
+  transaction: AugmentedTransaction
+): Promise<{ transaction: AugmentedTransaction; succeed: boolean; reason: string; gasUsed: BigNumber }> {
+  try {
+    const args = transaction.value ? [...transaction.args, { value: transaction.value }] : transaction.args;
+    const gasUsed = await transaction.contract.estimateGas[transaction.method](...args);
+    return { transaction, succeed: true, reason: null, gasUsed };
+  } catch (error) {
+    console.error(error);
+    return { transaction, succeed: false, reason: error.reason, gasUsed: toBN(0) };
+  }
+}
+
 export function getTarget(targetAddress: string) {
   try {
     return { targetAddress, ...getContractInfoFromAddress(targetAddress) };

test/Monitor.ts

@@ -10,7 +10,7 @@ import {
   TokenTransferClient,
   BalanceAllocator,
 } from "../src/clients";
-import { CrossChainTransferClient, AdapterManager } from "../src/clients/bridges";
+import { CrossChainTransferClient } from "../src/clients/bridges";
 import { Monitor, ALL_CHAINS_NAME, UNKNOWN_TRANSFERS_NAME } from "../src/monitor/Monitor";
 import { MonitorConfig } from "../src/monitor/MonitorConfig";
 import { amountToDeposit, destinationChainId, mockTreeRoot, originChainId, repaymentChainId } from "./constants";

test/Relayer.BasicFill.ts

@@ -39,7 +39,7 @@ describe("Relayer: Check for Unfilled Deposits and Fill", async function () {
     hubPoolClient = new HubPoolClient(spyLogger, hubPool);
     configStoreClient = new AcrossConfigStoreClient(spyLogger, configStore, hubPoolClient);
 
-    multiCallerClient = new MultiCallerClient(spyLogger, null); // leave out the gasEstimator for now.
+    multiCallerClient = new MultiCallerClient(spyLogger); // leave out the gasEstimator for now.
 
     spokePoolClient_1 = new SpokePoolClient(spyLogger, spokePool_1.connect(relayer), configStoreClient, originChainId);
     spokePoolClient_2 = new SpokePoolClient(

test/Relayer.IterativeFill.ts

@@ -30,7 +30,7 @@ describe("Relayer: Iterative fill", async function () {
     ({ configStore } = await deployConfigStore(relayer, []));
     hubPoolClient = new HubPoolClient(spyLogger, hubPool);
     configStoreClient = new AcrossConfigStoreClient(spyLogger, configStore, hubPoolClient);
-    multiCallerClient = new MultiCallerClient(spyLogger, null); // leave out the gasEstimator for now.
+    multiCallerClient = new MultiCallerClient(spyLogger);
 
     ({ spokePools, l1TokenToL2Tokens } = await deployIterativeSpokePoolsAndToken(
       spyLogger,

test/Relayer.SlowFill.ts

@@ -38,7 +38,7 @@ describe("Relayer: Zero sized fill for slow relay", async function () {
     hubPoolClient = new HubPoolClient(spyLogger, hubPool);
     configStoreClient = new AcrossConfigStoreClient(spyLogger, configStore, hubPoolClient);
 
-    multiCallerClient = new MultiCallerClient(spyLogger, null); // leave out the gasEstimator for now.
+    multiCallerClient = new MultiCallerClient(spyLogger);
 
     spokePoolClient_1 = new SpokePoolClient(spyLogger, spokePool_1.connect(relayer), configStoreClient, originChainId);
     spokePoolClient_2 = new SpokePoolClient(

test/Relayer.TokenShortfall.ts

@@ -37,7 +37,7 @@ describe("Relayer: Token balance shortfall", async function () {
     ({ configStore } = await deployConfigStore(owner, [l1Token]));
     hubPoolClient = new HubPoolClient(spyLogger, hubPool);
     configStoreClient = new AcrossConfigStoreClient(spyLogger, configStore, hubPoolClient);
-    multiCallerClient = new MultiCallerClient(spyLogger, null); // leave out the gasEstimator for now.
+    multiCallerClient = new MultiCallerClient(spyLogger); // leave out the gasEstimator for now.
     spokePoolClient_1 = new SpokePoolClient(spyLogger, spokePool_1.connect(relayer), configStoreClient, originChainId);
     spokePoolClient_2 = new SpokePoolClient(
       spyLogger,

test/fixtures/Dataworker.Fixture.ts

@@ -140,7 +140,7 @@ export async function setupDataworker(
   const hubPoolClient = new clients.HubPoolClient(spyLogger, hubPool);
   const configStoreClient = new clients.AcrossConfigStoreClient(spyLogger, configStore, hubPoolClient);
 
-  const multiCallerClient = new clients.MultiCallerClient(spyLogger, null); // leave out the gasEstimator for now.
+  const multiCallerClient = new clients.MultiCallerClient(spyLogger); // leave out the gasEstimator for now.
   const profitClient = new clients.ProfitClient(spyLogger, hubPoolClient, toBNWei(1)); // Set relayer discount to 100%.
 
   const spokePoolClient_1 = new clients.SpokePoolClient(