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feat: adding Curve pools: PAX, hBTC, metapools: gUSD, hUSD, USDn, mUSD, tBTC (#26)

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* feat: adding Curve pools: PAX, hbtc, metapools: gusd, husd, usdn, musd, tbtc

* feat: CHANGELOG

* fix: bad import

* fix: curve_y address downcase, use POOLS addresses for names

* feat: add metaToken attribute to disable metapools for non-metaTokens in Curve

* fix: CHANGELOG
This commit is contained in:
Romain Butteaud 2020-11-05 15:27:45 -08:00 committed by GitHub
parent 36bd8f68c9
commit 37aae134ab
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4 changed files with 156 additions and 48 deletions
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4
packages/asset-swapper/CHANGELOG.json
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@ -5,6 +5,10 @@
"changes": [ "changes": [
{ {
"note": "Dependencies updated" "note": "Dependencies updated"
},
{
"note": "adding Curve pools: PAX, hBTC, metapools: gUSD, hUSD, USDn, mUSD, tBTC",
"pr": 26
} }
] ]
}, },

175
packages/asset-swapper/src/utils/market_operation_utils/constants.ts
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@ -98,29 +98,60 @@ export const TOKENS = {
USDC: '0xa0b86991c6218b36c1d19d4a2e9eb0ce3606eb48', USDC: '0xa0b86991c6218b36c1d19d4a2e9eb0ce3606eb48',
USDT: '0xdac17f958d2ee523a2206206994597c13d831ec7', USDT: '0xdac17f958d2ee523a2206206994597c13d831ec7',
sUSD: '0x57ab1ec28d129707052df4df418d58a2d46d5f51', sUSD: '0x57ab1ec28d129707052df4df418d58a2d46d5f51',
BUSD: '0x4fabb145d64652a948d72533023f6e7a623c7c53',
TUSD: '0x0000000000085d4780b73119b644ae5ecd22b376', TUSD: '0x0000000000085d4780b73119b644ae5ecd22b376',
PAX: '0x8e870d67f660d95d5be530380d0ec0bd388289e1',
GUSD: '0x056fd409e1d7a124bd7017459dfea2f387b6d5cd',
HUSD: '0xdf574c24545e5ffecb9a659c229253d4111d87e1',
mUSD: '0xe2f2a5c287993345a840db3b0845fbc70f5935a5',
USDN: '0x674c6ad92fd080e4004b2312b45f796a192d27a0',
// Bitcoins // Bitcoins
WBTC: '0x2260fac5e5542a773aa44fbcfedf7c193bc2c599', WBTC: '0x2260fac5e5542a773aa44fbcfedf7c193bc2c599',
RenBTC: '0xeb4c2781e4eba804ce9a9803c67d0893436bb27d', RenBTC: '0xeb4c2781e4eba804ce9a9803c67d0893436bb27d',
sBTC: '0xfe18be6b3bd88a2d2a7f928d00292e7a9963cfc6', sBTC: '0xfe18be6b3bd88a2d2a7f928d00292e7a9963cfc6',
tBTC: '0x8daebade922df735c38c80c7ebd708af50815faa',
hBTC: '0x0316eb71485b0ab14103307bf65a021042c6d380',
// Other // Other
MKR: '0x9f8f72aa9304c8b593d555f12ef6589cc3a579a2', MKR: '0x9f8f72aa9304c8b593d555f12ef6589cc3a579a2',
}; };
export const POOLS = {
// following the same order in curve.fi:
curve_compound: '0xa2b47e3d5c44877cca798226b7b8118f9bfb7a56',
// curve_USDT: '0x52ea46506b9cc5ef470c5bf89f17dc28bb35d85c',
curve_PAX: '0x06364f10b501e868329afbc005b3492902d6c763',
curve_y: '0x45f783cce6b7ff23b2ab2d70e416cdb7d6055f51',
curve_BUSD: '0x79a8c46dea5ada233abaffd40f3a0a2b1e5a4f27',
curve_sUSD: '0xa5407eae9ba41422680e2e00537571bcc53efbfd',
curve_renBTC: '0x93054188d876f558f4a66b2ef1d97d16edf0895b',
curve_sBTC: '0x7fc77b5c7614e1533320ea6ddc2eb61fa00a9714',
curve_HBTC: '0x4ca9b3063ec5866a4b82e437059d2c43d1be596f',
curve_TRI: '0xbebc44782c7db0a1a60cb6fe97d0b483032ff1c7',
curve_GUSD: '0x4f062658eaaf2c1ccf8c8e36d6824cdf41167956',
curve_HUSD: '0x3ef6a01a0f81d6046290f3e2a8c5b843e738e604',
// 12.usdk is dead
curve_USDN: '0x0f9cb53ebe405d49a0bbdbd291a65ff571bc83e1',
// 14.linkusd is dead
curve_mUSD: '0x8474ddbe98f5aa3179b3b3f5942d724afcdec9f6',
// 16.rsv is dead
curve_tBTC: '0xc25099792e9349c7dd09759744ea681c7de2cb66',
};
/** /**
* Mainnet Curve configuration * Mainnet Curve configuration
* The tokens are in order of their index, which each curve defines * The tokens are in order of their index, which each curve defines
* I.e DaiUsdc curve has DAI as index 0 and USDC as index 1 * I.e DaiUsdc curve has DAI as index 0 and USDC as index 1
*/ */
export const MAINNET_CURVE_INFOS: { [name: string]: CurveInfo } = { export const MAINNET_CURVE_INFOS: { [name: string]: CurveInfo } = {
DaiUsdc: { [POOLS.curve_compound]: {
exchangeFunctionSelector: CurveFunctionSelectors.exchange_underlying, exchangeFunctionSelector: CurveFunctionSelectors.exchange_underlying,
sellQuoteFunctionSelector: CurveFunctionSelectors.get_dy_underlying, sellQuoteFunctionSelector: CurveFunctionSelectors.get_dy_underlying,
buyQuoteFunctionSelector: CurveFunctionSelectors.get_dx_underlying, buyQuoteFunctionSelector: CurveFunctionSelectors.get_dx_underlying,
poolAddress: '0xa2b47e3d5c44877cca798226b7b8118f9bfb7a56', poolAddress: POOLS.curve_compound,
tokens: [TOKENS.DAI, TOKENS.USDC], tokens: [TOKENS.DAI, TOKENS.USDC],
metaToken: undefined,
}, },
// DaiUsdcUsdt: { // USDT: {
// exchangeFunctionSelector: CurveFunctionSelectors.exchange_underlying, // exchangeFunctionSelector: CurveFunctionSelectors.exchange_underlying,
// sellQuoteFunctionSelector: CurveFunctionSelectors.get_dy_underlying, // sellQuoteFunctionSelector: CurveFunctionSelectors.get_dy_underlying,
// buyQuoteFunctionSelector: CurveFunctionSelectors.get_dx_underlying, // buyQuoteFunctionSelector: CurveFunctionSelectors.get_dx_underlying,
@ -131,53 +162,110 @@ export const MAINNET_CURVE_INFOS: { [name: string]: CurveInfo } = {
// TOKENS.USDT, // TOKENS.USDT,
// ], // ],
// }, // },
DaiUsdcUsdtTusd: { [POOLS.curve_PAX]: {
exchangeFunctionSelector: CurveFunctionSelectors.exchange_underlying,
sellQuoteFunctionSelector: CurveFunctionSelectors.get_dy_underlying,
buyQuoteFunctionSelector: CurveFunctionSelectors.None,
poolAddress: POOLS.curve_PAX,
tokens: [TOKENS.DAI, TOKENS.USDC, TOKENS.USDT, TOKENS.PAX],
metaToken: undefined,
},
[POOLS.curve_y]: {
exchangeFunctionSelector: CurveFunctionSelectors.exchange_underlying, exchangeFunctionSelector: CurveFunctionSelectors.exchange_underlying,
sellQuoteFunctionSelector: CurveFunctionSelectors.get_dy_underlying, sellQuoteFunctionSelector: CurveFunctionSelectors.get_dy_underlying,
buyQuoteFunctionSelector: CurveFunctionSelectors.get_dx_underlying, buyQuoteFunctionSelector: CurveFunctionSelectors.get_dx_underlying,
poolAddress: '0x45f783cce6b7ff23b2ab2d70e416cdb7d6055f51', poolAddress: POOLS.curve_y,
tokens: [TOKENS.DAI, TOKENS.USDC, TOKENS.USDT, TOKENS.TUSD], tokens: [TOKENS.DAI, TOKENS.USDC, TOKENS.USDT, TOKENS.TUSD],
metaToken: undefined,
}, },
// Looks like it's dying. [POOLS.curve_BUSD]: {
DaiUsdcUsdtBusd: {
exchangeFunctionSelector: CurveFunctionSelectors.exchange_underlying, exchangeFunctionSelector: CurveFunctionSelectors.exchange_underlying,
sellQuoteFunctionSelector: CurveFunctionSelectors.get_dy_underlying, sellQuoteFunctionSelector: CurveFunctionSelectors.get_dy_underlying,
buyQuoteFunctionSelector: CurveFunctionSelectors.get_dx_underlying, buyQuoteFunctionSelector: CurveFunctionSelectors.get_dx_underlying,
poolAddress: '0x79a8c46dea5ada233abaffd40f3a0a2b1e5a4f27', poolAddress: POOLS.curve_BUSD,
tokens: [ tokens: [TOKENS.DAI, TOKENS.USDC, TOKENS.USDT, TOKENS.BUSD],
TOKENS.DAI, metaToken: undefined,
TOKENS.USDC,
TOKENS.USDT,
'0x4fabb145d64652a948d72533023f6e7a623c7c53', // bUSD
],
}, },
DaiUsdcUsdtSusd: { [POOLS.curve_sUSD]: {
exchangeFunctionSelector: CurveFunctionSelectors.exchange_underlying, exchangeFunctionSelector: CurveFunctionSelectors.exchange_underlying,
sellQuoteFunctionSelector: CurveFunctionSelectors.get_dy_underlying, sellQuoteFunctionSelector: CurveFunctionSelectors.get_dy_underlying,
buyQuoteFunctionSelector: CurveFunctionSelectors.None, buyQuoteFunctionSelector: CurveFunctionSelectors.None,
poolAddress: '0xa5407eae9ba41422680e2e00537571bcc53efbfd', poolAddress: POOLS.curve_sUSD,
tokens: [TOKENS.DAI, TOKENS.USDC, TOKENS.USDT, TOKENS.sUSD], tokens: [TOKENS.DAI, TOKENS.USDC, TOKENS.USDT, TOKENS.sUSD],
metaToken: undefined,
}, },
RenbtcWbtc: { [POOLS.curve_renBTC]: {
exchangeFunctionSelector: CurveFunctionSelectors.exchange, exchangeFunctionSelector: CurveFunctionSelectors.exchange,
sellQuoteFunctionSelector: CurveFunctionSelectors.get_dy, sellQuoteFunctionSelector: CurveFunctionSelectors.get_dy,
buyQuoteFunctionSelector: CurveFunctionSelectors.None, buyQuoteFunctionSelector: CurveFunctionSelectors.None,
poolAddress: '0x93054188d876f558f4a66b2ef1d97d16edf0895b', poolAddress: POOLS.curve_renBTC,
tokens: [TOKENS.RenBTC, TOKENS.WBTC], tokens: [TOKENS.RenBTC, TOKENS.WBTC],
metaToken: undefined,
}, },
RenbtcWbtcSbtc: { [POOLS.curve_sBTC]: {
exchangeFunctionSelector: CurveFunctionSelectors.exchange, exchangeFunctionSelector: CurveFunctionSelectors.exchange,
sellQuoteFunctionSelector: CurveFunctionSelectors.get_dy, sellQuoteFunctionSelector: CurveFunctionSelectors.get_dy,
buyQuoteFunctionSelector: CurveFunctionSelectors.None, buyQuoteFunctionSelector: CurveFunctionSelectors.None,
poolAddress: '0x7fc77b5c7614e1533320ea6ddc2eb61fa00a9714', poolAddress: POOLS.curve_sBTC,
tokens: [TOKENS.RenBTC, TOKENS.WBTC, TOKENS.sBTC], tokens: [TOKENS.RenBTC, TOKENS.WBTC, TOKENS.sBTC],
metaToken: undefined,
}, },
TriPool: { [POOLS.curve_HBTC]: {
exchangeFunctionSelector: CurveFunctionSelectors.exchange, exchangeFunctionSelector: CurveFunctionSelectors.exchange,
sellQuoteFunctionSelector: CurveFunctionSelectors.get_dy, sellQuoteFunctionSelector: CurveFunctionSelectors.get_dy,
buyQuoteFunctionSelector: CurveFunctionSelectors.None, buyQuoteFunctionSelector: CurveFunctionSelectors.None,
poolAddress: '0xbebc44782c7db0a1a60cb6fe97d0b483032ff1c7', poolAddress: POOLS.curve_HBTC,
tokens: [TOKENS.hBTC, TOKENS.WBTC],
metaToken: undefined,
},
[POOLS.curve_TRI]: {
exchangeFunctionSelector: CurveFunctionSelectors.exchange,
sellQuoteFunctionSelector: CurveFunctionSelectors.get_dy,
buyQuoteFunctionSelector: CurveFunctionSelectors.None,
poolAddress: POOLS.curve_TRI,
tokens: [TOKENS.DAI, TOKENS.USDC, TOKENS.USDT], tokens: [TOKENS.DAI, TOKENS.USDC, TOKENS.USDT],
metaToken: undefined,
},
// Metapools
[POOLS.curve_GUSD]: {
exchangeFunctionSelector: CurveFunctionSelectors.exchange_underlying,
sellQuoteFunctionSelector: CurveFunctionSelectors.get_dy_underlying,
buyQuoteFunctionSelector: CurveFunctionSelectors.None,
poolAddress: POOLS.curve_GUSD,
tokens: [TOKENS.GUSD, TOKENS.DAI, TOKENS.USDC, TOKENS.USDT],
metaToken: TOKENS.GUSD,
},
[POOLS.curve_HUSD]: {
exchangeFunctionSelector: CurveFunctionSelectors.exchange_underlying,
sellQuoteFunctionSelector: CurveFunctionSelectors.get_dy_underlying,
buyQuoteFunctionSelector: CurveFunctionSelectors.None,
poolAddress: POOLS.curve_HUSD,
tokens: [TOKENS.HUSD, TOKENS.DAI, TOKENS.USDC, TOKENS.USDT],
metaToken: TOKENS.HUSD,
},
[POOLS.curve_USDN]: {
exchangeFunctionSelector: CurveFunctionSelectors.exchange_underlying,
sellQuoteFunctionSelector: CurveFunctionSelectors.get_dy_underlying,
buyQuoteFunctionSelector: CurveFunctionSelectors.None,
poolAddress: POOLS.curve_USDN,
tokens: [TOKENS.USDN, TOKENS.DAI, TOKENS.USDC, TOKENS.USDT],
metaToken: TOKENS.USDN,
},
[POOLS.curve_mUSD]: {
exchangeFunctionSelector: CurveFunctionSelectors.exchange_underlying,
sellQuoteFunctionSelector: CurveFunctionSelectors.get_dy_underlying,
buyQuoteFunctionSelector: CurveFunctionSelectors.None,
poolAddress: POOLS.curve_mUSD,
tokens: [TOKENS.mUSD, TOKENS.DAI, TOKENS.USDC, TOKENS.USDT],
metaToken: TOKENS.mUSD,
},
[POOLS.curve_tBTC]: {
exchangeFunctionSelector: CurveFunctionSelectors.exchange_underlying,
sellQuoteFunctionSelector: CurveFunctionSelectors.get_dy_underlying,
buyQuoteFunctionSelector: CurveFunctionSelectors.None,
poolAddress: POOLS.curve_tBTC,
tokens: [TOKENS.tBTC, TOKENS.RenBTC, TOKENS.WBTC, TOKENS.sBTC],
metaToken: TOKENS.tBTC,
}, },
}; };
@ -188,6 +276,7 @@ export const MAINNET_SWERVE_INFOS: { [name: string]: CurveInfo } = {
buyQuoteFunctionSelector: CurveFunctionSelectors.None, buyQuoteFunctionSelector: CurveFunctionSelectors.None,
poolAddress: '0x329239599afb305da0a2ec69c58f8a6697f9f88d', // _target: 0xa5407eae9ba41422680e2e00537571bcc53efbfd poolAddress: '0x329239599afb305da0a2ec69c58f8a6697f9f88d', // _target: 0xa5407eae9ba41422680e2e00537571bcc53efbfd
tokens: [TOKENS.DAI, TOKENS.USDC, TOKENS.USDT, TOKENS.TUSD], tokens: [TOKENS.DAI, TOKENS.USDC, TOKENS.USDT, TOKENS.TUSD],
metaToken: undefined,
}, },
}; };
@ -201,6 +290,7 @@ export const MAINNET_SNOWSWAP_INFOS: { [name: string]: CurveInfo } = {
'0x5dbcf33d8c2e976c6b560249878e6f1491bca25c', // yUSD '0x5dbcf33d8c2e976c6b560249878e6f1491bca25c', // yUSD
'0x2994529c0652d127b7842094103715ec5299bbed', // ybCRV '0x2994529c0652d127b7842094103715ec5299bbed', // ybCRV
], ],
metaToken: undefined,
}, },
yVaultCurveUnderlying: { yVaultCurveUnderlying: {
exchangeFunctionSelector: CurveFunctionSelectors.exchange_underlying, exchangeFunctionSelector: CurveFunctionSelectors.exchange_underlying,
@ -211,6 +301,7 @@ export const MAINNET_SNOWSWAP_INFOS: { [name: string]: CurveInfo } = {
'0xdf5e0e81dff6faf3a7e52ba697820c5e32d806a8', // yCRV '0xdf5e0e81dff6faf3a7e52ba697820c5e32d806a8', // yCRV
'0x3b3ac5386837dc563660fb6a0937dfaa5924333b', // bCRV '0x3b3ac5386837dc563660fb6a0937dfaa5924333b', // bCRV
], ],
metaToken: undefined,
}, },
yVaultUSD: { yVaultUSD: {
exchangeFunctionSelector: CurveFunctionSelectors.exchange, exchangeFunctionSelector: CurveFunctionSelectors.exchange,
@ -223,20 +314,8 @@ export const MAINNET_SNOWSWAP_INFOS: { [name: string]: CurveInfo } = {
'0x2f08119c6f07c006695e079aafc638b8789faf18', // yUSDT '0x2f08119c6f07c006695e079aafc638b8789faf18', // yUSDT
'0x37d19d1c4e1fa9dc47bd1ea12f742a0887eda74a', // yTUSD '0x37d19d1c4e1fa9dc47bd1ea12f742a0887eda74a', // yTUSD
], ],
metaToken: undefined,
}, },
// Gas is too high for these underlying tokens (3M+)
// yVaultUSDUnderlying: {
// exchangeFunctionSelector: CurveFunctionSelectors.exchange_underlying,
// sellQuoteFunctionSelector: CurveFunctionSelectors.get_dy_underlying,
// buyQuoteFunctionSelector: CurveFunctionSelectors.get_dx_underlying,
// poolAddress: '0x4571753311e37ddb44faa8fb78a6df9a6e3c6c0b',
// tokens: [
// TOKENS.DAI,
// TOKENS.USDC,
// TOKENS.USDT,
// TOKENS.TUSD,
// ],
// },
}; };
export const MAINNET_KYBER_RESERVE_IDS: { [name: string]: string } = { export const MAINNET_KYBER_RESERVE_IDS: { [name: string]: string } = {
@ -361,19 +440,25 @@ export const DEFAULT_GAS_SCHEDULE: Required<FeeSchedule> = {
[ERC20BridgeSource.Curve]: fillData => { [ERC20BridgeSource.Curve]: fillData => {
const poolAddress = (fillData as CurveFillData).pool.poolAddress.toLowerCase(); const poolAddress = (fillData as CurveFillData).pool.poolAddress.toLowerCase();
switch (poolAddress) { switch (poolAddress) {
case '0xa5407eae9ba41422680e2e00537571bcc53efbfd': case POOLS.curve_renBTC:
case '0x93054188d876f558f4a66b2ef1d97d16edf0895b': case POOLS.curve_sBTC:
case '0x7fc77b5c7614e1533320ea6ddc2eb61fa00a9714': case POOLS.curve_sUSD:
case '0xbebc44782c7db0a1a60cb6fe97d0b483032ff1c7': case POOLS.curve_HBTC:
case POOLS.curve_TRI:
return 150e3; return 150e3;
case '0xa2b47e3d5c44877cca798226b7b8118f9bfb7a56': case POOLS.curve_compound:
return 750e3; return 750e3;
case '0x45f783cce6b7ff23b2ab2d70e416cdb7d6055f51': case POOLS.curve_PAX:
case POOLS.curve_y:
case POOLS.curve_BUSD:
return 850e3; return 850e3;
case '0x79a8c46dea5ada233abaffd40f3a0a2b1e5a4f27': // Metapools
return 1e6; case POOLS.curve_GUSD:
case '0x52ea46506b9cc5ef470c5bf89f17dc28bb35d85c': case POOLS.curve_HUSD:
return 600e3; case POOLS.curve_USDN:
case POOLS.curve_mUSD:
case POOLS.curve_tBTC:
return 650e3;
default: default:
throw new Error(`Unrecognized Curve address: ${poolAddress}`); throw new Error(`Unrecognized Curve address: ${poolAddress}`);
} }

24
packages/asset-swapper/src/utils/market_operation_utils/curve_utils.ts
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@ -3,13 +3,31 @@ import { CurveInfo, SnowSwapInfo, SwerveInfo } from './types';
// tslint:disable completed-docs // tslint:disable completed-docs
export function getCurveInfosForPair(takerToken: string, makerToken: string): CurveInfo[] { export function getCurveInfosForPair(takerToken: string, makerToken: string): CurveInfo[] {
return Object.values(MAINNET_CURVE_INFOS).filter(c => [makerToken, takerToken].every(t => c.tokens.includes(t))); return Object.values(MAINNET_CURVE_INFOS).filter(c =>
[makerToken, takerToken].every(
t =>
(c.tokens.includes(t) && c.metaToken === undefined) ||
(c.tokens.includes(t) && c.metaToken !== undefined && [makerToken, takerToken].includes(c.metaToken)),
),
);
} }
export function getSwerveInfosForPair(takerToken: string, makerToken: string): SwerveInfo[] { export function getSwerveInfosForPair(takerToken: string, makerToken: string): SwerveInfo[] {
return Object.values(MAINNET_SWERVE_INFOS).filter(c => [makerToken, takerToken].every(t => c.tokens.includes(t))); return Object.values(MAINNET_SWERVE_INFOS).filter(c =>
[makerToken, takerToken].every(
t =>
(c.tokens.includes(t) && c.metaToken === undefined) ||
(c.tokens.includes(t) && c.metaToken !== undefined && [makerToken, takerToken].includes(c.metaToken)),
),
);
} }
export function getSnowSwapInfosForPair(takerToken: string, makerToken: string): SnowSwapInfo[] { export function getSnowSwapInfosForPair(takerToken: string, makerToken: string): SnowSwapInfo[] {
return Object.values(MAINNET_SNOWSWAP_INFOS).filter(c => [makerToken, takerToken].every(t => c.tokens.includes(t))); return Object.values(MAINNET_SNOWSWAP_INFOS).filter(c =>
[makerToken, takerToken].every(
t =>
(c.tokens.includes(t) && c.metaToken === undefined) ||
(c.tokens.includes(t) && c.metaToken !== undefined && [makerToken, takerToken].includes(c.metaToken)),
),
);
} }

1
packages/asset-swapper/src/utils/market_operation_utils/types.ts
View File

@ -75,6 +75,7 @@ export interface CurveInfo {
buyQuoteFunctionSelector: CurveFunctionSelectors; buyQuoteFunctionSelector: CurveFunctionSelectors;
poolAddress: string; poolAddress: string;
tokens: string[]; tokens: string[];
metaToken: string | undefined;
} }
export interface SwerveInfo extends CurveInfo {} export interface SwerveInfo extends CurveInfo {}