start with fetching whirpool routes

.gitignore

@@ -1,2 +1,3 @@
 node_modules
-out
+out
+yarn-error.log

package.json

@@ -3,9 +3,14 @@
   "version": "1.0.0",
   "license": "MIT",
   "devDependencies": {
-    "typescript": "^4.9.4"
+    "typescript": "^4.9.4",
+    "ts-node": "^10.9.1"
   },
   "dependencies": {
-    "ts-node": "^10.9.1"
+    "@orca-so/common-sdk": "^0.1.4",
+    "@orca-so/whirlpools-sdk": "^0.7.2",
+    "@project-serum/anchor": "^0.26.0",
+    "@solana/web3.js": "^1.70.1",
+    "@blockworks-foundation/mango-v4": "https://tylersssss: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@github.com/blockworks-foundation/mango-v4.git#main"
   }
 }

src/index.ts

@@ -0,0 +1,127 @@
+import {
+  MangoClient,
+  MANGO_V4_ID,
+  toNative,
+  toUiDecimals,
+} from "@blockworks-foundation/mango-v4";
+import { Percentage } from "@orca-so/common-sdk";
+import {
+  buildWhirlpoolClient,
+  ORCA_WHIRLPOOL_PROGRAM_ID,
+  swapQuoteByInputToken,
+  WhirlpoolContext,
+} from "@orca-so/whirlpools-sdk";
+import { AnchorProvider, BN } from "@project-serum/anchor";
+import { Cluster, clusterApiUrl, PublicKey } from "@solana/web3.js";
+
+const { CLUSTER, RPC_URL, GROUP_PK } = process.env;
+
+const cluster = (CLUSTER || "mainnet-beta") as Cluster;
+const rpcUrl = RPC_URL || clusterApiUrl(cluster);
+const groupPk = new PublicKey(
+  GROUP_PK || "78b8f4cGCwmZ9ysPFMWLaLTkkaYnUjwMJYStWe5RTSSX"
+);
+
+async function main() {
+  // init anchor
+  const provider = AnchorProvider.local(rpcUrl);
+
+  // init mango
+  const mangoClient = await MangoClient.connect(
+    provider,
+    cluster,
+    MANGO_V4_ID[cluster],
+    {
+      idsSource: "get-program-accounts",
+    }
+  );
+  const group = await mangoClient.getGroup(groupPk);
+
+  // init orca
+  const ctx = WhirlpoolContext.withProvider(
+    provider,
+    ORCA_WHIRLPOOL_PROGRAM_ID
+  );
+  let orcaClient = buildWhirlpoolClient(ctx);
+  let _pools = await ctx.program.account.whirlpool.all();
+  let pools = await orcaClient.getPools(_pools.map((p) => p.publicKey));
+
+  let allMintPks = Array.from(group.banksMapByMint.keys()).map(
+    (p) => new PublicKey(p)
+  );
+  // for every mint, find all direct routes to each other mint
+  for (const mintA of allMintPks) {
+    for (const mintB of allMintPks) {
+      // skip loops
+      if (mintA.equals(mintB)) continue;
+
+      // consider backwards & forward routing
+      const relevantPools = pools.filter(
+        (p) =>
+          (p.getTokenAInfo().mint.equals(mintA) &&
+            p.getTokenBInfo().mint.equals(mintB)) ||
+          (p.getTokenAInfo().mint.equals(mintB) &&
+            p.getTokenBInfo().mint.equals(mintA))
+      );
+      console.log(
+        "SWAP",
+        mintA.toString(),
+        "TO",
+        mintB.toString(),
+        relevantPools.length,
+        "ROUTES FOUND"
+      );
+
+      const bankA = group.getFirstBankByMint(mintA);
+      const bankB = group.getFirstBankByMint(mintB);
+
+      // calculate reference amount ($100) & reference price
+
+      for (let referenceUsdAmount of [100, 1000, 10000]) {
+        const referenceBaseAmount = referenceUsdAmount / bankA.uiPrice;
+        const referenceQuoteAmount = referenceUsdAmount / bankB.uiPrice;
+        const slippageLimit = Percentage.fromFraction(250, 10000); // 250bps
+
+        for (let pool of relevantPools) {
+          try {
+            let quote = await swapQuoteByInputToken(
+              pool,
+              mintA,
+              toNative(referenceBaseAmount, bankA.mintDecimals),
+              slippageLimit,
+              ORCA_WHIRLPOOL_PROGRAM_ID,
+              ctx.fetcher,
+              false
+            );
+
+            const inAmount = toUiDecimals(
+              quote.estimatedAmountIn,
+              bankA.mintDecimals
+            );
+            const outAmount = toUiDecimals(
+              quote.estimatedAmountOut,
+              bankB.mintDecimals
+            );
+            const slippage = 1 - outAmount / referenceQuoteAmount;
+
+            console.log(
+              "IN:",
+              inAmount,
+              "OUT:",
+              outAmount,
+              "PRICE:",
+              inAmount / outAmount,
+              "SLIPPAGE:",
+              slippage,
+              "POOL",
+              pool.getAddress().toString()
+            );
+          } catch (e) {
+            // console.log("error", e);
+          }
+        }
+      }
+    }
+  }
+}
+main();