Robust gas oracles (gakonst#1222)

* Pass reqwest Client to constructors

* Add Median oracle aggregator

* DRY

* Weighted median

* Add cache layer

* Simplify lifetimes

* Add with_client constructors

* Update GasNow urls

* Add u256_from_f64_saturating

* Add polygon oracle

* Fixes

* Fix lints

* Remove dbg statements

ethers-core/src/types/mod.rs

@@ -21,6 +21,9 @@ pub use address_or_bytes::AddressOrBytes;
 mod path_or_string;
 pub use path_or_string::PathOrString;
 
+mod u256;
+pub use u256::*;
+
 mod i256;
 pub use i256::{Sign, I256};
 

ethers-core/src/types/u256.rs

@@ -0,0 +1,121 @@
+use ethabi::ethereum_types::U256;
+
+/// Convert a floating point value to its nearest f64 integer.
+///
+/// It is saturating, so values $\ge 2^{256}$ will be rounded
+/// to [`U256::max_value()`] and values $< 0$ to zero. This includes
+/// positive and negative infinity.
+///
+/// TODO: Move to ethabi::ethereum_types::U256.
+/// TODO: Add [`super::I256`] version.
+///
+/// # Panics
+///
+/// Panics if `f` is NaN.
+pub fn u256_from_f64_saturating(mut f: f64) -> U256 {
+    if f.is_nan() {
+        panic!("NaN is not a valid value for U256");
+    }
+    if f < 0.5 {
+        return U256::zero()
+    }
+    if f >= 1.157_920_892_373_162e77_f64 {
+        return U256::max_value()
+    }
+    // All non-normal cases should have been handled above
+    assert!(f.is_normal());
+    // Turn nearest rounding into truncated rounding
+    f += 0.5;
+
+    // Parse IEEE-754 double into U256
+    // Sign should be zero, exponent should be >= 0.
+    let bits = f.to_bits();
+    let sign = bits >> 63;
+    assert!(sign == 0);
+    let biased_exponent = (bits >> 52) & 0x7ff;
+    assert!(biased_exponent >= 1023);
+    let exponent = biased_exponent - 1023;
+    let fraction = bits & 0xfffffffffffff;
+    let mantissa = 0x10000000000000 | fraction;
+    if exponent > 255 {
+        U256::max_value()
+    } else if exponent < 52 {
+        // Truncate mantissa
+        U256([mantissa, 0, 0, 0]) >> (52 - exponent)
+    } else {
+        U256([mantissa, 0, 0, 0]) << (exponent - 52)
+    }
+}
+
+#[cfg(test)]
+mod tests {
+    use super::*;
+    use std::f64;
+
+    #[test]
+    fn test_small_integers() {
+        for i in 0..=255 {
+            let f = i as f64;
+            let u = u256_from_f64_saturating(f);
+            assert_eq!(u, U256::from(i));
+        }
+    }
+
+    #[test]
+    fn test_small_integers_round_down() {
+        for i in 0..=255 {
+            let f = (i as f64) + 0.499;
+            let u = u256_from_f64_saturating(f);
+            assert_eq!(u, U256::from(i));
+        }
+    }
+
+    #[test]
+    fn test_small_integers_round_up() {
+        for i in 0..=255 {
+            let f = (i as f64) - 0.5;
+            let u = u256_from_f64_saturating(f);
+            assert_eq!(u, U256::from(i));
+        }
+    }
+
+    #[test]
+    fn test_infinities() {
+        assert_eq!(u256_from_f64_saturating(f64::INFINITY), U256::max_value());
+        assert_eq!(u256_from_f64_saturating(f64::NEG_INFINITY), U256::zero());
+    }
+
+    #[test]
+    fn test_saturating() {
+        assert_eq!(u256_from_f64_saturating(-1.0), U256::zero());
+        assert_eq!(u256_from_f64_saturating(1e90_f64), U256::max_value());
+    }
+
+    #[test]
+    fn test_large() {
+        // Check with e.g. `python3 -c 'print(int(1.0e36))'`
+        assert_eq!(
+            u256_from_f64_saturating(1.0e36_f64),
+            U256::from_dec_str("1000000000000000042420637374017961984").unwrap()
+        );
+        assert_eq!(
+            u256_from_f64_saturating(f64::consts::PI * 2.0e60_f64),
+            U256::from_dec_str("6283185307179586084560863929317662625677330590403879287914496")
+                .unwrap()
+        );
+        assert_eq!(
+            u256_from_f64_saturating(5.78960446186581e76_f64),
+            U256::from_dec_str(
+                "57896044618658097711785492504343953926634992332820282019728792003956564819968"
+            )
+            .unwrap()
+        );
+        assert_eq!(
+            u256_from_f64_saturating(1.157920892373161e77_f64),
+            U256::from_dec_str(
+                "115792089237316105435040506505232477503392813560534822796089932171514352762880"
+            )
+            .unwrap()
+        );
+    }
+}

ethers-middleware/Cargo.toml

@@ -24,6 +24,7 @@ async-trait = { version = "0.1.50", default-features = false }
 serde = { version = "1.0.124", default-features = false, features = ["derive"] }
 thiserror = { version = "1.0.31", default-features = false }
 futures-util = { version = "^0.3" }
+futures-locks = { version = "0.7" }
 tracing = { version = "0.1.34", default-features = false }
 tracing-futures = { version = "0.2.5", default-features = false }
 

ethers-middleware/src/gas_oracle/blocknative.rs

@@ -1,12 +1,9 @@
 use crate::gas_oracle::{GasCategory, GasOracle, GasOracleError, GWEI_TO_WEI};
 use async_trait::async_trait;
 use ethers_core::types::U256;
-use reqwest::{
-    header::{HeaderMap, HeaderValue, AUTHORIZATION},
-    Client, ClientBuilder,
-};
+use reqwest::{header::AUTHORIZATION, Client};
 use serde::Deserialize;
-use std::{collections::HashMap, convert::TryInto, iter::FromIterator};
+use std::{collections::HashMap, convert::TryInto};
 use url::Url;
 
 const BLOCKNATIVE_GAS_PRICE_ENDPOINT: &str = "https://api.blocknative.com/gasprices/blockprices";
@@ -26,6 +23,7 @@ fn gas_category_to_confidence(gas_category: &GasCategory) -> u64 {
 pub struct BlockNative {
     client: Client,
     url: Url,
+    api_key: String,
     gas_category: GasCategory,
 }
 
@@ -84,13 +82,16 @@ pub struct BaseFeeEstimate {
 }
 
 impl BlockNative {
-    /// Creates a new [BlockNative](https://www.blocknative.com/gas-estimator) gas oracle
-    pub fn new(api_key: &str) -> Self {
-        let header_value = HeaderValue::from_str(api_key).unwrap();
-        let headers = HeaderMap::from_iter([(AUTHORIZATION, header_value)]);
-        let client = ClientBuilder::new().default_headers(headers).build().unwrap();
+    /// Creates a new [BlockNative](https://www.blocknative.com/gas-estimator) gas oracle.
+    pub fn new(api_key: String) -> Self {
+        Self::with_client(Client::new(), api_key)
+    }
+
+    /// Same as [`Self::new`] but with a custom [`Client`].
+    pub fn with_client(client: Client, api_key: String) -> Self {
         Self {
             client,
+            api_key,
             url: BLOCKNATIVE_GAS_PRICE_ENDPOINT.try_into().unwrap(),
             gas_category: GasCategory::Standard,
         }
@@ -105,7 +106,15 @@ impl BlockNative {
 
     /// Perform request to Blocknative, decode response
     pub async fn request(&self) -> Result<BlockNativeGasResponse, GasOracleError> {
-        Ok(self.client.get(self.url.as_ref()).send().await?.error_for_status()?.json().await?)
+        self.client
+            .get(self.url.as_ref())
+            .header(AUTHORIZATION, &self.api_key)
+            .send()
+            .await?
+            .error_for_status()?
+            .json()
+            .await
+            .map_err(GasOracleError::HttpClientError)
     }
 }
 

ethers-middleware/src/gas_oracle/cache.rs

@@ -0,0 +1,70 @@
+use crate::gas_oracle::{GasOracle, GasOracleError};
+use async_trait::async_trait;
+use ethers_core::types::U256;
+use futures_locks::RwLock;
+use std::{
+    fmt::Debug,
+    future::Future,
+    time::{Duration, Instant},
+};
+
+#[derive(Debug)]
+pub struct Cache<T: GasOracle> {
+    inner: T,
+    validity: Duration,
+    fee: Cached<U256>,
+    eip1559: Cached<(U256, U256)>,
+}
+
+#[derive(Default, Debug)]
+struct Cached<T: Clone>(RwLock<Option<(Instant, T)>>);
+
+impl<T: Clone> Cached<T> {
+    async fn get<F, E, Fut>(&self, validity: Duration, fetch: F) -> Result<T, E>
+    where
+        F: FnOnce() -> Fut,
+        Fut: Future<Output = Result<T, E>>,
+    {
+        // Try with a read lock
+        {
+            let lock = self.0.read().await;
+            if let Some((last_fetch, value)) = lock.as_ref() {
+                if Instant::now().duration_since(*last_fetch) < validity {
+                    return Ok(value.clone())
+                }
+            }
+        }
+        // Acquire a write lock
+        {
+            let mut lock = self.0.write().await;
+            // Check again, a concurrent thread may have raced us to the write.
+            if let Some((last_fetch, value)) = lock.as_ref() {
+                if Instant::now().duration_since(*last_fetch) < validity {
+                    return Ok(value.clone())
+                }
+            }
+            // Set a fresh value
+            let value = fetch().await?;
+            *lock = Some((Instant::now(), value.clone()));
+            Ok(value)
+        }
+    }
+}
+
+impl<T: GasOracle> Cache<T> {
+    pub fn new(validity: Duration, inner: T) -> Self {
+        Self { inner, validity, fee: Cached::default(), eip1559: Cached::default() }
+    }
+}
+
+#[cfg_attr(target_arch = "wasm32", async_trait(?Send))]
+#[cfg_attr(not(target_arch = "wasm32"), async_trait)]
+impl<T: GasOracle> GasOracle for Cache<T> {
+    async fn fetch(&self) -> Result<U256, GasOracleError> {
+        self.fee.get(self.validity, || self.inner.fetch()).await
+    }
+
+    async fn estimate_eip1559_fees(&self) -> Result<(U256, U256), GasOracleError> {
+        self.eip1559.get(self.validity, || self.inner.estimate_eip1559_fees()).await
+    }
+}

ethers-middleware/src/gas_oracle/eth_gas_station.rs

@@ -61,15 +61,17 @@ pub struct EthGasStationResponse {
 
 impl EthGasStation {
     /// Creates a new [EthGasStation](https://docs.ethgasstation.info/) gas oracle
-    pub fn new(api_key: Option<&'static str>) -> Self {
-        let url = match api_key {
-            Some(key) => format!("{}?api-key={}", ETH_GAS_STATION_URL_PREFIX, key),
-            None => ETH_GAS_STATION_URL_PREFIX.to_string(),
-        };
-
-        let url = Url::parse(&url).expect("invalid url");
+    pub fn new(api_key: Option<&str>) -> Self {
+        Self::with_client(Client::new(), api_key)
+    }
 
-        EthGasStation { client: Client::new(), url, gas_category: GasCategory::Standard }
+    /// Same as [`Self::new`] but with a custom [`Client`].
+    pub fn with_client(client: Client, api_key: Option<&str>) -> Self {
+        let mut url = Url::parse(ETH_GAS_STATION_URL_PREFIX).expect("invalid url");
+        if let Some(key) = api_key {
+            url.query_pairs_mut().append_pair("api-key", key);
+        }
+        EthGasStation { client, url, gas_category: GasCategory::Standard }
     }
 
     /// Sets the gas price category to be used when fetching the gas price.
@@ -84,6 +86,12 @@ impl EthGasStation {
     }
 }
 
+impl Default for EthGasStation {
+    fn default() -> Self {
+        Self::new(None)
+    }
+}
+
 #[cfg_attr(target_arch = "wasm32", async_trait(?Send))]
 #[cfg_attr(not(target_arch = "wasm32"), async_trait)]
 impl GasOracle for EthGasStation {

ethers-middleware/src/gas_oracle/etherchain.rs

@@ -18,12 +18,6 @@ pub struct Etherchain {
     gas_category: GasCategory,
 }
 
-impl Default for Etherchain {
-    fn default() -> Self {
-        Self::new()
-    }
-}
-
 #[derive(Clone, Debug, Deserialize, PartialEq, PartialOrd)]
 #[serde(rename_all = "camelCase")]
 pub struct EtherchainResponse {
@@ -38,9 +32,14 @@ pub struct EtherchainResponse {
 impl Etherchain {
     /// Creates a new [Etherchain](https://etherchain.org/tools/gasPriceOracle) gas price oracle.
     pub fn new() -> Self {
+        Self::with_client(Client::new())
+    }
+
+    /// Same as [`Self::new`] but with a custom [`Client`].
+    pub fn with_client(client: Client) -> Self {
         let url = Url::parse(ETHERCHAIN_URL).expect("invalid url");
 
-        Etherchain { client: Client::new(), url, gas_category: GasCategory::Standard }
+        Etherchain { client, url, gas_category: GasCategory::Standard }
     }
 
     /// Sets the gas price category to be used when fetching the gas price.
@@ -55,6 +54,12 @@ impl Etherchain {
     }
 }
 
+impl Default for Etherchain {
+    fn default() -> Self {
+        Self::new()
+    }
+}
+
 #[cfg_attr(target_arch = "wasm32", async_trait(?Send))]
 #[cfg_attr(not(target_arch = "wasm32"), async_trait)]
 impl GasOracle for Etherchain {