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@0x/contracts-erc20-bridge-sampler: Increase gas forwarded to kyber and eth2dai.

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`@0x/contracts-erc20-bridge-sampler`: Bail as soon as any quote from a DEX fails.

`@0x/contracts-erc20-bridge-sampler`: Fix broken tests.
This commit is contained in:
Lawrence Forman 2020-01-15 16:49:06 -05:00 committed by Jacob Evans
parent 7f56091fbd
commit 0cf3ff8209
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GPG Key ID: 2036DA2ADDFB0842
4 changed files with 49 additions and 25 deletions
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4
contracts/erc20-bridge-sampler/CHANGELOG.json
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@ -5,6 +5,10 @@
{
"note": "Add batch functions to query quotes",
"pr": 2427
},
{
"note": "Early exit if a DEX sample fails",
"pr": 2427
}
]
},

44
contracts/erc20-bridge-sampler/contracts/src/ERC20BridgeSampler.sol
View File

@ -37,9 +37,9 @@ contract ERC20BridgeSampler is
DeploymentConstants
{
bytes4 constant internal ERC20_PROXY_ID = 0xf47261b0; // bytes4(keccak256("ERC20Token(address)"));
uint256 constant internal KYBER_SAMPLE_CALL_GAS = 600e3;
uint256 constant internal KYBER_SAMPLE_CALL_GAS = 1500e3;
uint256 constant internal UNISWAP_SAMPLE_CALL_GAS = 150e3;
uint256 constant internal ETH2DAI_SAMPLE_CALL_GAS = 250e3;
uint256 constant internal ETH2DAI_SAMPLE_CALL_GAS = 1000e3;
/// @dev Query batches of native orders and sample sell quotes on multiple DEXes at once.
/// @param orders Batches of Native orders to query.
@ -105,7 +105,6 @@ contract ERC20BridgeSampler is
}
}
/// @dev Query native orders and sample sell quotes on multiple DEXes at once.
/// @param orders Native orders to query.
/// @param orderSignatures Signatures for each respective order in `orders`.
@ -346,6 +345,8 @@ contract ERC20BridgeSampler is
uint256 rate = 0;
if (didSucceed) {
rate = abi.decode(resultData, (uint256));
} else {
break;
}
makerTokenAmounts[i] =
rate *
@ -386,6 +387,8 @@ contract ERC20BridgeSampler is
uint256 buyAmount = 0;
if (didSucceed) {
buyAmount = abi.decode(resultData, (uint256));
} else{
break;
}
makerTokenAmounts[i] = buyAmount;
}
@ -421,6 +424,8 @@ contract ERC20BridgeSampler is
uint256 sellAmount = 0;
if (didSucceed) {
sellAmount = abi.decode(resultData, (uint256));
} else {
break;
}
takerTokenAmounts[i] = sellAmount;
}
@ -449,26 +454,28 @@ contract ERC20BridgeSampler is
IUniswapExchangeQuotes makerTokenExchange = makerToken == _getWethAddress() ?
IUniswapExchangeQuotes(0) : _getUniswapExchange(makerToken);
for (uint256 i = 0; i < numSamples; i++) {
bool didSucceed = true;
if (makerToken == _getWethAddress()) {
makerTokenAmounts[i] = _callUniswapExchangePriceFunction(
(makerTokenAmounts[i], didSucceed) = _callUniswapExchangePriceFunction(
address(takerTokenExchange),
takerTokenExchange.getTokenToEthInputPrice.selector,
takerTokenAmounts[i]
);
} else if (takerToken == _getWethAddress()) {
makerTokenAmounts[i] = _callUniswapExchangePriceFunction(
(makerTokenAmounts[i], didSucceed) = _callUniswapExchangePriceFunction(
address(makerTokenExchange),
makerTokenExchange.getEthToTokenInputPrice.selector,
takerTokenAmounts[i]
);
} else {
uint256 ethBought = _callUniswapExchangePriceFunction(
uint256 ethBought;
(ethBought, didSucceed) = _callUniswapExchangePriceFunction(
address(takerTokenExchange),
takerTokenExchange.getTokenToEthInputPrice.selector,
takerTokenAmounts[i]
);
if (ethBought != 0) {
makerTokenAmounts[i] = _callUniswapExchangePriceFunction(
(makerTokenAmounts[i], didSucceed) = _callUniswapExchangePriceFunction(
address(makerTokenExchange),
makerTokenExchange.getEthToTokenInputPrice.selector,
ethBought
@ -477,6 +484,9 @@ contract ERC20BridgeSampler is
makerTokenAmounts[i] = 0;
}
}
if (!didSucceed) {
break;
}
}
}
@ -503,26 +513,28 @@ contract ERC20BridgeSampler is
IUniswapExchangeQuotes makerTokenExchange = makerToken == _getWethAddress() ?
IUniswapExchangeQuotes(0) : _getUniswapExchange(makerToken);
for (uint256 i = 0; i < numSamples; i++) {
bool didSucceed = true;
if (makerToken == _getWethAddress()) {
takerTokenAmounts[i] = _callUniswapExchangePriceFunction(
(takerTokenAmounts[i], didSucceed) = _callUniswapExchangePriceFunction(
address(takerTokenExchange),
takerTokenExchange.getTokenToEthOutputPrice.selector,
makerTokenAmounts[i]
);
} else if (takerToken == _getWethAddress()) {
takerTokenAmounts[i] = _callUniswapExchangePriceFunction(
(takerTokenAmounts[i], didSucceed) = _callUniswapExchangePriceFunction(
address(makerTokenExchange),
makerTokenExchange.getEthToTokenOutputPrice.selector,
makerTokenAmounts[i]
);
} else {
uint256 ethSold = _callUniswapExchangePriceFunction(
uint256 ethSold;
(ethSold, didSucceed) = _callUniswapExchangePriceFunction(
address(makerTokenExchange),
makerTokenExchange.getEthToTokenOutputPrice.selector,
makerTokenAmounts[i]
);
if (ethSold != 0) {
takerTokenAmounts[i] = _callUniswapExchangePriceFunction(
(takerTokenAmounts[i], didSucceed) = _callUniswapExchangePriceFunction(
address(takerTokenExchange),
takerTokenExchange.getTokenToEthOutputPrice.selector,
ethSold
@ -531,6 +543,9 @@ contract ERC20BridgeSampler is
takerTokenAmounts[i] = 0;
}
}
if (!didSucceed) {
break;
}
}
}
@ -558,12 +573,13 @@ contract ERC20BridgeSampler is
)
private
view
returns (uint256 outputAmount)
returns (uint256 outputAmount, bool didSucceed)
{
if (uniswapExchangeAddress == address(0)) {
return 0;
return (outputAmount, didSucceed);
}
(bool didSucceed, bytes memory resultData) =
bytes memory resultData;
(didSucceed, resultData) =
uniswapExchangeAddress.staticcall.gas(UNISWAP_SAMPLE_CALL_GAS)(
abi.encodeWithSelector(
functionSelector,

6
contracts/erc20-bridge-sampler/contracts/test/TestERC20BridgeSampler.sol
View File

@ -338,7 +338,11 @@ contract TestERC20BridgeSampler is
bytes32 orderHash = keccak256(abi.encode(order.salt));
// Everything else is derived from the hash.
orderInfo.orderHash = orderHash;
orderInfo.orderStatus = LibOrder.OrderStatus(uint256(orderHash) % MAX_ORDER_STATUS);
if (uint256(orderHash) % 100 > 90) {
orderInfo.orderStatus = LibOrder.OrderStatus.FULLY_FILLED;
} else {
orderInfo.orderStatus = LibOrder.OrderStatus.FILLABLE;
}
orderInfo.orderTakerAssetFilledAmount = uint256(orderHash) % order.takerAssetAmount;
fillableTakerAssetAmount =
order.takerAssetAmount - orderInfo.orderTakerAssetFilledAmount;

20
contracts/erc20-bridge-sampler/test/erc20-bridge-sampler.ts
View File

@ -195,7 +195,7 @@ blockchainTests('erc20-bridge-sampler', env => {
function getDeterministicFillableTakerAssetAmount(order: Order): BigNumber {
const hash = getPackedHash(hexUtils.toHex(order.salt, 32));
const orderStatus = new BigNumber(hash).mod(255).toNumber();
const orderStatus = new BigNumber(hash).mod(100).toNumber() > 90 ? 5 : 3;
const isValidSignature = !!new BigNumber(hash).mod(2).toNumber();
if (orderStatus !== 3 || !isValidSignature) {
return constants.ZERO_AMOUNT;
@ -208,7 +208,7 @@ blockchainTests('erc20-bridge-sampler', env => {
return order.makerAssetAmount
.times(takerAmount)
.div(order.takerAssetAmount)
.integerValue(BigNumber.ROUND_DOWN);
.integerValue(BigNumber.ROUND_UP);
}
function getERC20AssetData(tokenAddress: string): string {
@ -255,7 +255,7 @@ blockchainTests('erc20-bridge-sampler', env => {
describe('getOrderFillableTakerAssetAmounts()', () => {
it('returns the expected amount for each order', async () => {
const orders = createOrders(MAKER_TOKEN, TAKER_TOKEN);
const signatures: string[] = _.times(orders.length, hexUtils.random);
const signatures: string[] = _.times(orders.length, i => hexUtils.random());
const expected = orders.map(getDeterministicFillableTakerAssetAmount);
const actual = await testContract.getOrderFillableTakerAssetAmounts(orders, signatures).callAsync();
expect(actual).to.deep.eq(expected);
@ -269,7 +269,7 @@ blockchainTests('erc20-bridge-sampler', env => {
it('returns zero for an order with zero maker asset amount', async () => {
const orders = createOrders(MAKER_TOKEN, TAKER_TOKEN, 1);
orders[0].makerAssetAmount = constants.ZERO_AMOUNT;
const signatures: string[] = _.times(orders.length, hexUtils.random);
const signatures: string[] = _.times(orders.length, i => hexUtils.random());
const actual = await testContract.getOrderFillableTakerAssetAmounts(orders, signatures).callAsync();
expect(actual).to.deep.eq([constants.ZERO_AMOUNT]);
});
@ -277,7 +277,7 @@ blockchainTests('erc20-bridge-sampler', env => {
it('returns zero for an order with zero taker asset amount', async () => {
const orders = createOrders(MAKER_TOKEN, TAKER_TOKEN, 1);
orders[0].takerAssetAmount = constants.ZERO_AMOUNT;
const signatures: string[] = _.times(orders.length, hexUtils.random);
const signatures: string[] = _.times(orders.length, i => hexUtils.random());
const actual = await testContract.getOrderFillableTakerAssetAmounts(orders, signatures).callAsync();
expect(actual).to.deep.eq([constants.ZERO_AMOUNT]);
});
@ -293,7 +293,7 @@ blockchainTests('erc20-bridge-sampler', env => {
describe('getOrderFillableMakerAssetAmounts()', () => {
it('returns the expected amount for each order', async () => {
const orders = createOrders(MAKER_TOKEN, TAKER_TOKEN);
const signatures: string[] = _.times(orders.length, hexUtils.random);
const signatures: string[] = _.times(orders.length, i => hexUtils.random());
const expected = orders.map(getDeterministicFillableMakerAssetAmount);
const actual = await testContract.getOrderFillableMakerAssetAmounts(orders, signatures).callAsync();
expect(actual).to.deep.eq(expected);
@ -307,7 +307,7 @@ blockchainTests('erc20-bridge-sampler', env => {
it('returns zero for an order with zero maker asset amount', async () => {
const orders = createOrders(MAKER_TOKEN, TAKER_TOKEN, 1);
orders[0].makerAssetAmount = constants.ZERO_AMOUNT;
const signatures: string[] = _.times(orders.length, hexUtils.random);
const signatures: string[] = _.times(orders.length, i => hexUtils.random());
const actual = await testContract.getOrderFillableMakerAssetAmounts(orders, signatures).callAsync();
expect(actual).to.deep.eq([constants.ZERO_AMOUNT]);
});
@ -315,7 +315,7 @@ blockchainTests('erc20-bridge-sampler', env => {
it('returns zero for an order with zero taker asset amount', async () => {
const orders = createOrders(MAKER_TOKEN, TAKER_TOKEN, 1);
orders[0].takerAssetAmount = constants.ZERO_AMOUNT;
const signatures: string[] = _.times(orders.length, hexUtils.random);
const signatures: string[] = _.times(orders.length, i => hexUtils.random());
const actual = await testContract.getOrderFillableMakerAssetAmounts(orders, signatures).callAsync();
expect(actual).to.deep.eq([constants.ZERO_AMOUNT]);
});
@ -330,7 +330,7 @@ blockchainTests('erc20-bridge-sampler', env => {
describe('queryOrdersAndSampleSells()', () => {
const ORDERS = createOrders(MAKER_TOKEN, TAKER_TOKEN);
const SIGNATURES: string[] = _.times(ORDERS.length, hexUtils.random);
const SIGNATURES: string[] = _.times(ORDERS.length, i => hexUtils.random());
before(async () => {
await testContract.createTokenExchanges([MAKER_TOKEN, TAKER_TOKEN]).awaitTransactionSuccessAsync();
@ -436,7 +436,7 @@ blockchainTests('erc20-bridge-sampler', env => {
describe('queryOrdersAndSampleBuys()', () => {
const ORDERS = createOrders(MAKER_TOKEN, TAKER_TOKEN);
const SIGNATURES: string[] = _.times(ORDERS.length, hexUtils.random);
const SIGNATURES: string[] = _.times(ORDERS.length, i => hexUtils.random());
before(async () => {
await testContract.createTokenExchanges([MAKER_TOKEN, TAKER_TOKEN]).awaitTransactionSuccessAsync();