@0x/contracts-erc20-bridge-sampler: Add UniswapV2.

contracts/erc20-bridge-sampler/CHANGELOG.json

@@ -17,6 +17,10 @@
             {
                 "note": "Use `searchBestRate` in Kyber samples. Return 0 when Uniswap/Eth2Dai reserve",
                 "pr": 2575
+            },
+            {
+                "note": "Add UniswapV2",
+                "pr": 2595
             }
         ]
     },

contracts/erc20-bridge-sampler/contracts/src/ERC20BridgeSampler.sol

@@ -34,6 +34,7 @@ import "./IUniswapExchangeQuotes.sol";
 import "./ICurve.sol";
 import "./ILiquidityProvider.sol";
 import "./ILiquidityProviderRegistry.sol";
+import "./IUniswapV2Router.sol";
 
 
 contract ERC20BridgeSampler is
@@ -46,6 +47,8 @@ contract ERC20BridgeSampler is
     uint256 constant internal KYBER_CALL_GAS = 1500e3; // 1.5m
     /// @dev Gas limit for Uniswap calls.
     uint256 constant internal UNISWAP_CALL_GAS = 150e3; // 150k
+    /// @dev Gas limit for UniswapV2 calls.
+    uint256 constant internal UNISWAPV2_CALL_GAS = 150e3; // 150k
     /// @dev Base gas limit for Eth2Dai calls.
     uint256 constant internal ETH2DAI_CALL_GAS = 1000e3; // 1m
     /// @dev Base gas limit for Curve calls. Some Curves have multiple tokens
@@ -645,6 +648,74 @@ contract ERC20BridgeSampler is
         }
     }
 
+    /// @dev Sample sell quotes from UniswapV2.
+    /// @param path Token route.
+    /// @param takerTokenAmounts Taker token sell amount for each sample.
+    /// @return makerTokenAmounts Maker amounts bought at each taker token
+    ///         amount.
+    function sampleSellsFromUniswapV2(
+        address[] memory path,
+        uint256[] memory takerTokenAmounts
+    )
+        public
+        view
+        returns (uint256[] memory makerTokenAmounts)
+    {
+        uint256 numSamples = takerTokenAmounts.length;
+        makerTokenAmounts = new uint256[](numSamples);
+        for (uint256 i = 0; i < numSamples; i++) {
+            (bool didSucceed, bytes memory resultData) =
+                _getUniswapV2RouterAddress().staticcall.gas(UNISWAPV2_CALL_GAS)(
+                    abi.encodeWithSelector(
+                        IUniswapV2Router(0).getAmountsOut.selector,
+                        takerTokenAmounts[i],
+                        path
+                    ));
+            uint256 buyAmount = 0;
+            if (didSucceed) {
+                // solhint-disable-next-line indent
+                buyAmount = abi.decode(resultData, (uint256[]))[path.length - 1];
+            } else {
+                break;
+            }
+            makerTokenAmounts[i] = buyAmount;
+        }
+    }
+
+    /// @dev Sample buy quotes from UniswapV2.
+    /// @param path Token route.
+    /// @param makerTokenAmounts Maker token buy amount for each sample.
+    /// @return takerTokenAmounts Taker amounts sold at each maker token
+    ///         amount.
+    function sampleBuysFromUniswapV2(
+        address[] memory path,
+        uint256[] memory makerTokenAmounts
+    )
+        public
+        view
+        returns (uint256[] memory takerTokenAmounts)
+    {
+        uint256 numSamples = makerTokenAmounts.length;
+        takerTokenAmounts = new uint256[](numSamples);
+        for (uint256 i = 0; i < numSamples; i++) {
+            (bool didSucceed, bytes memory resultData) =
+                _getUniswapV2RouterAddress().staticcall.gas(UNISWAPV2_CALL_GAS)(
+                    abi.encodeWithSelector(
+                        IUniswapV2Router(0).getAmountsIn.selector,
+                        makerTokenAmounts[i],
+                        path
+                    ));
+            uint256 sellAmount = 0;
+            if (didSucceed) {
+                // solhint-disable-next-line indent
+                sellAmount = abi.decode(resultData, (uint256[]))[path.length - 1];
+            } else {
+                break;
+            }
+            takerTokenAmounts[i] = sellAmount;
+        }
+    }
+
     /// @dev Overridable way to get token decimals.
     /// @param tokenAddress Address of the token.
     /// @return decimals The decimal places for the token.

contracts/erc20-bridge-sampler/contracts/src/IERC20BridgeSampler.sol

@@ -240,4 +240,30 @@ interface IERC20BridgeSampler {
         external
         view
         returns (address providerAddress);
+
+    /// @dev Sample sell quotes from UniswapV2.
+    /// @param path Token route.
+    /// @param takerTokenAmounts Taker token sell amount for each sample.
+    /// @return makerTokenAmounts Maker amounts bought at each taker token
+    ///         amount.
+    function sampleSellsFromUniswapV2(
+        address[] calldata path,
+        uint256[] calldata takerTokenAmounts
+    )
+        external
+        view
+        returns (uint256[] memory makerTokenAmounts);
+
+    /// @dev Sample buy quotes from UniswapV2.
+    /// @param path Token route.
+    /// @param makerTokenAmounts Maker token buy amount for each sample.
+    /// @return takerTokenAmounts Taker amounts sold at each maker token
+    ///         amount.
+    function sampleBuysFromUniswapV2(
+        address[] calldata path,
+        uint256[] calldata makerTokenAmounts
+    )
+        external
+        view
+        returns (uint256[] memory takerTokenAmounts);
 }

contracts/erc20-bridge-sampler/contracts/src/IUniswapV2Router.sol

@@ -0,0 +1,33 @@
+/*
+
+  Copyright 2019 ZeroEx Intl.
+
+  Licensed under the Apache License, Version 2.0 (the "License");
+  you may not use this file except in compliance with the License.
+  You may obtain a copy of the License at
+
+    http://www.apache.org/licenses/LICENSE-2.0
+
+  Unless required by applicable law or agreed to in writing, software
+  distributed under the License is distributed on an "AS IS" BASIS,
+  WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+  See the License for the specific language governing permissions and
+  limitations under the License.
+
+*/
+
+pragma solidity ^0.5.9;
+
+
+interface IUniswapV2Router {
+
+    function getAmountsOut(uint256 amountIn, address[] calldata path)
+        external
+        view
+        returns (uint256[] memory amounts);
+
+    function getAmountsIn(uint256 amountOut, address[] calldata path)
+        external
+        view
+        returns (uint256[] memory amounts);
+}

contracts/erc20-bridge-sampler/contracts/test/TestERC20BridgeSampler.sol

@@ -25,6 +25,7 @@ import "../src/ERC20BridgeSampler.sol";
 import "../src/IEth2Dai.sol";
 import "../src/IDevUtils.sol";
 import "../src/IKyberNetworkProxy.sol";
+import "../src/IUniswapV2Router.sol";
 
 
 library LibDeterministicQuotes {
@@ -194,6 +195,55 @@ contract TestERC20BridgeSamplerUniswapExchange is
 }
 
 
+contract TestERC20BridgeSamplerUniswapV2Router is
+    IUniswapV2Router,
+    DeploymentConstants,
+    FailTrigger
+{
+    bytes32 constant private SALT = 0xadc7fcb33c735913b8635927e66896b356a53a912ab2ceff929e60a04b53b3c1;
+
+    // Deterministic `IUniswapV2Router.getAmountsOut()`.
+    function getAmountsOut(uint256 amountIn, address[] calldata path)
+        external
+        view
+        returns (uint256[] memory amounts)
+    {
+        require(path.length >= 2, "PATH_TOO_SHORT");
+        _revertIfShouldFail();
+        amounts = new uint256[](path.length);
+        amounts[0] = amountIn;
+        for (uint256 i = 0; i < path.length - 1; ++i) {
+            amounts[i + 1] = LibDeterministicQuotes.getDeterministicSellQuote(
+                SALT,
+                path[i],
+                path[i + 1],
+                amounts[i]
+            );
+        }
+    }
+
+    // Deterministic `IUniswapV2Router.getAmountsInt()`.
+    function getAmountsIn(uint256 amountOut, address[] calldata path)
+        external
+        view
+        returns (uint256[] memory amounts)
+    {
+        require(path.length >= 2, "PATH_TOO_SHORT");
+        _revertIfShouldFail();
+        amounts = new uint256[](path.length);
+        amounts[0] = amountOut;
+        for (uint256 i = 0; i < path.length - 1; ++i) {
+            amounts[i + 1] = LibDeterministicQuotes.getDeterministicBuyQuote(
+                SALT,
+                path[i],
+                path[i + 1],
+                amounts[i]
+            );
+        }
+    }
+}
+
+
 contract TestERC20BridgeSamplerKyberNetwork is
     IKyberNetwork,
     DeploymentConstants,
@@ -325,6 +375,7 @@ contract TestERC20BridgeSampler is
     FailTrigger
 {
     TestERC20BridgeSamplerUniswapExchangeFactory public uniswap;
+    TestERC20BridgeSamplerUniswapV2Router public uniswapV2Router;
     TestERC20BridgeSamplerEth2Dai public eth2Dai;
     TestERC20BridgeSamplerKyberNetwork public kyber;
 
@@ -332,6 +383,7 @@ contract TestERC20BridgeSampler is
 
     constructor() public ERC20BridgeSampler(address(this)) {
         uniswap = new TestERC20BridgeSamplerUniswapExchangeFactory();
+        uniswapV2Router = new TestERC20BridgeSamplerUniswapV2Router();
         eth2Dai = new TestERC20BridgeSamplerEth2Dai();
         kyber = new TestERC20BridgeSamplerKyberNetwork();
     }
@@ -399,6 +451,15 @@ contract TestERC20BridgeSampler is
         return address(uniswap);
     }
 
+    // Overriden to point to a custom contract.
+    function _getUniswapV2RouterAddress()
+        internal
+        view
+        returns (address uniswapV2RouterAddress)
+    {
+        return address(uniswapV2Router);
+    }
+
     // Overriden to point to a custom contract.
     function _getKyberNetworkProxyAddress()
         internal

contracts/erc20-bridge-sampler/package.json

@@ -38,7 +38,7 @@
     "config": {
         "publicInterfaceContracts": "ERC20BridgeSampler,IERC20BridgeSampler,ILiquidityProvider,ILiquidityProviderRegistry,DummyLiquidityProviderRegistry,DummyLiquidityProvider",
         "abis:comment": "This list is auto-generated by contracts-gen. Don't edit manually.",
-        "abis": "./test/generated-artifacts/@(DummyLiquidityProvider|DummyLiquidityProviderRegistry|ERC20BridgeSampler|ICurve|IDevUtils|IERC20BridgeSampler|IEth2Dai|IKyberNetwork|IKyberNetworkProxy|ILiquidityProvider|ILiquidityProviderRegistry|IUniswapExchangeQuotes|TestERC20BridgeSampler).json"
+        "abis": "./test/generated-artifacts/@(DummyLiquidityProvider|DummyLiquidityProviderRegistry|ERC20BridgeSampler|ICurve|IDevUtils|IERC20BridgeSampler|IEth2Dai|IKyberNetwork|IKyberNetworkProxy|ILiquidityProvider|ILiquidityProviderRegistry|IUniswapExchangeQuotes|IUniswapV2Router|TestERC20BridgeSampler).json"
     },
     "repository": {
         "type": "git",

contracts/erc20-bridge-sampler/test/artifacts.ts

@@ -17,6 +17,7 @@ import * as IKyberNetworkProxy from '../test/generated-artifacts/IKyberNetworkPr
 import * as ILiquidityProvider from '../test/generated-artifacts/ILiquidityProvider.json';
 import * as ILiquidityProviderRegistry from '../test/generated-artifacts/ILiquidityProviderRegistry.json';
 import * as IUniswapExchangeQuotes from '../test/generated-artifacts/IUniswapExchangeQuotes.json';
+import * as IUniswapV2Router from '../test/generated-artifacts/IUniswapV2Router.json';
 import * as TestERC20BridgeSampler from '../test/generated-artifacts/TestERC20BridgeSampler.json';
 export const artifacts = {
     DummyLiquidityProvider: DummyLiquidityProvider as ContractArtifact,
@@ -31,5 +32,6 @@ export const artifacts = {
     ILiquidityProvider: ILiquidityProvider as ContractArtifact,
     ILiquidityProviderRegistry: ILiquidityProviderRegistry as ContractArtifact,
     IUniswapExchangeQuotes: IUniswapExchangeQuotes as ContractArtifact,
+    IUniswapV2Router: IUniswapV2Router as ContractArtifact,
     TestERC20BridgeSampler: TestERC20BridgeSampler as ContractArtifact,
 };

contracts/erc20-bridge-sampler/test/erc20-bridge-sampler.ts

@@ -28,6 +28,7 @@ blockchainTests('erc20-bridge-sampler', env => {
     const KYBER_SALT = '0x0ff3ca9d46195c39f9a12afb74207b4970349fb3cfb1e459bbf170298d326bc7';
     const ETH2DAI_SALT = '0xb713b61bb9bb2958a0f5d1534b21e94fc68c4c0c034b0902ed844f2f6cd1b4f7';
     const UNISWAP_BASE_SALT = '0x1d6a6a0506b0b4a554b907a4c29d9f4674e461989d9c1921feb17b26716385ab';
+    const UNISWAP_V2_SALT = '0xadc7fcb33c735913b8635927e66896b356a53a912ab2ceff929e60a04b53b3c1';
     const ERC20_PROXY_ID = '0xf47261b0';
     const INVALID_TOKEN_PAIR_ERROR = 'ERC20BridgeSampler/INVALID_TOKEN_PAIR';
     const MAKER_TOKEN = randomAddress();
@@ -191,6 +192,22 @@ blockchainTests('erc20-bridge-sampler', env => {
         return quotes;
     }
 
+    function getDeterministicUniswapV2SellQuote(path: string[], sellAmount: BigNumber): BigNumber {
+        let bought = sellAmount;
+        for (let i = 0; i < path.length - 1; ++i) {
+            bought = getDeterministicSellQuote(UNISWAP_V2_SALT, path[i], path[i + 1], bought);
+        }
+        return bought;
+    }
+
+    function getDeterministicUniswapV2BuyQuote(path: string[], buyAmount: BigNumber): BigNumber {
+        let sold = buyAmount;
+        for (let i = 0; i < path.length - 1; ++i) {
+            sold = getDeterministicBuyQuote(UNISWAP_V2_SALT, path[i], path[i + 1], sold);
+        }
+        return sold;
+    }
+
     function getDeterministicFillableTakerAssetAmount(order: Order): BigNumber {
         const hash = getPackedHash(hexUtils.leftPad(order.salt));
         const orderStatus = new BigNumber(hash).mod(100).toNumber() > 90 ? 5 : 3;
@@ -926,6 +943,86 @@ blockchainTests('erc20-bridge-sampler', env => {
         });
     });
 
+    blockchainTests.resets('sampleSellsFromUniswapV2()', () => {
+        function predictSellQuotes(path: string[], sellAmounts: BigNumber[]): BigNumber[] {
+            return sellAmounts.map(a => getDeterministicUniswapV2SellQuote(path, a));
+        }
+
+        it('can return no quotes', async () => {
+            const quotes = await testContract.sampleSellsFromUniswapV2([TAKER_TOKEN, MAKER_TOKEN], []).callAsync();
+            expect(quotes).to.deep.eq([]);
+        });
+
+        it('can quote token -> token', async () => {
+            const sampleAmounts = getSampleAmounts(TAKER_TOKEN);
+            const expectedQuotes = predictSellQuotes([TAKER_TOKEN, MAKER_TOKEN], sampleAmounts);
+            const quotes = await testContract
+                .sampleSellsFromUniswapV2([TAKER_TOKEN, MAKER_TOKEN], sampleAmounts)
+                .callAsync();
+            expect(quotes).to.deep.eq(expectedQuotes);
+        });
+
+        it('returns zero if token -> token fails', async () => {
+            const sampleAmounts = getSampleAmounts(TAKER_TOKEN);
+            const expectedQuotes = _.times(sampleAmounts.length, () => constants.ZERO_AMOUNT);
+            await enableFailTriggerAsync();
+            const quotes = await testContract
+                .sampleSellsFromUniswapV2([TAKER_TOKEN, MAKER_TOKEN], sampleAmounts)
+                .callAsync();
+            expect(quotes).to.deep.eq(expectedQuotes);
+        });
+
+        it('can quote token -> token -> token', async () => {
+            const intermediateToken = randomAddress();
+            const sampleAmounts = getSampleAmounts(TAKER_TOKEN);
+            const expectedQuotes = predictSellQuotes([TAKER_TOKEN, intermediateToken, MAKER_TOKEN], sampleAmounts);
+            const quotes = await testContract
+                .sampleSellsFromUniswapV2([TAKER_TOKEN, intermediateToken, MAKER_TOKEN], sampleAmounts)
+                .callAsync();
+            expect(quotes).to.deep.eq(expectedQuotes);
+        });
+    });
+
+    blockchainTests.resets('sampleBuysFromUniswapV2()', () => {
+        function predictBuyQuotes(path: string[], buyAmounts: BigNumber[]): BigNumber[] {
+            return buyAmounts.map(a => getDeterministicUniswapV2BuyQuote(path, a));
+        }
+
+        it('can return no quotes', async () => {
+            const quotes = await testContract.sampleBuysFromUniswapV2([TAKER_TOKEN, MAKER_TOKEN], []).callAsync();
+            expect(quotes).to.deep.eq([]);
+        });
+
+        it('can quote token -> token', async () => {
+            const sampleAmounts = getSampleAmounts(MAKER_TOKEN);
+            const expectedQuotes = predictBuyQuotes([TAKER_TOKEN, MAKER_TOKEN], sampleAmounts);
+            const quotes = await testContract
+                .sampleBuysFromUniswapV2([TAKER_TOKEN, MAKER_TOKEN], sampleAmounts)
+                .callAsync();
+            expect(quotes).to.deep.eq(expectedQuotes);
+        });
+
+        it('returns zero if token -> token fails', async () => {
+            const sampleAmounts = getSampleAmounts(MAKER_TOKEN);
+            const expectedQuotes = _.times(sampleAmounts.length, () => constants.ZERO_AMOUNT);
+            await enableFailTriggerAsync();
+            const quotes = await testContract
+                .sampleBuysFromUniswapV2([TAKER_TOKEN, MAKER_TOKEN], sampleAmounts)
+                .callAsync();
+            expect(quotes).to.deep.eq(expectedQuotes);
+        });
+
+        it('can quote token -> token -> token', async () => {
+            const intermediateToken = randomAddress();
+            const sampleAmounts = getSampleAmounts(MAKER_TOKEN);
+            const expectedQuotes = predictBuyQuotes([TAKER_TOKEN, intermediateToken, MAKER_TOKEN], sampleAmounts);
+            const quotes = await testContract
+                .sampleBuysFromUniswapV2([TAKER_TOKEN, intermediateToken, MAKER_TOKEN], sampleAmounts)
+                .callAsync();
+            expect(quotes).to.deep.eq(expectedQuotes);
+        });
+    });
+
     describe('batchCall()', () => {
         it('can call one function', async () => {
             const orders = createOrders(MAKER_TOKEN, TAKER_TOKEN);

contracts/erc20-bridge-sampler/test/wrappers.ts

@@ -15,4 +15,5 @@ export * from '../test/generated-wrappers/i_kyber_network_proxy';
 export * from '../test/generated-wrappers/i_liquidity_provider';
 export * from '../test/generated-wrappers/i_liquidity_provider_registry';
 export * from '../test/generated-wrappers/i_uniswap_exchange_quotes';
+export * from '../test/generated-wrappers/i_uniswap_v2_router';
 export * from '../test/generated-wrappers/test_erc20_bridge_sampler';

contracts/erc20-bridge-sampler/tsconfig.json

@@ -21,6 +21,7 @@
         "test/generated-artifacts/ILiquidityProvider.json",
         "test/generated-artifacts/ILiquidityProviderRegistry.json",
         "test/generated-artifacts/IUniswapExchangeQuotes.json",
+        "test/generated-artifacts/IUniswapV2Router.json",
         "test/generated-artifacts/TestERC20BridgeSampler.json"
     ],
     "exclude": ["./deploy/solc/solc_bin"]

contracts/utils/CHANGELOG.json

@@ -20,7 +20,7 @@
             },
             {
                 "note": "Add UniswapV2 addresses to `DeploymentConstants`",
-                "pr": "TODO"
+                "pr": 2595
             }
         ]
     },