Merge branch 'development' into feat/add-cream

packages/asset-swapper/CHANGELOG.json

@@ -153,6 +153,18 @@
             {
                 "note": "Added `DODO`",
                 "pr": 2701
+            },
+            {
+                "note": "Fix for some edge cases with `includedSources` and `MultiHop`",
+                "pr": 2730
+            },
+            {
+                "note": "Introduced `excludedFeeSources` to disable sources when determining the price of an asset in ETH",
+                "pr": 2731
+            },
+            {
+                "note": "Support DODO Trade Allowed parameter to automatically disable the pool",
+                "pr": 2732
             }
         ]
     },

packages/asset-swapper/contracts/src/DODOSampler.sol

@@ -34,6 +34,7 @@ interface IDODOHelper {
 
 interface IDODO {
     function querySellBaseToken(uint256 amount) external view returns (uint256);
+    function _TRADE_ALLOWED_() external view returns (bool);
 }
 
 contract DODOSampler is
@@ -80,6 +81,11 @@ contract DODOSampler is
             sellBase = false;
         }
 
+        // DODO Pool has been disabled
+        if (!IDODO(pool)._TRADE_ALLOWED_()) {
+            return (sellBase, pool, makerTokenAmounts);
+        }
+
         for (uint256 i = 0; i < numSamples; i++) {
             uint256 buyAmount = _sampleSellForApproximateBuyFromDODO(
                 abi.encode(takerToken, pool, baseToken), // taker token data
@@ -132,6 +138,11 @@ contract DODOSampler is
             sellBase = false;
         }
 
+        // DODO Pool has been disabled
+        if (!IDODO(pool)._TRADE_ALLOWED_()) {
+            return (sellBase, pool, takerTokenAmounts);
+        }
+
         takerTokenAmounts = _sampleApproximateBuys(
             ApproximateBuyQuoteOpts({
                 makerTokenData: abi.encode(makerToken, pool, baseToken),

packages/asset-swapper/src/utils/market_operation_utils/constants.ts

@@ -57,6 +57,7 @@ export const DEFAULT_GET_MARKET_ORDERS_OPTS: GetMarketOrdersOpts = {
     // tslint:disable-next-line: custom-no-magic-numbers
     runLimit: 2 ** 15,
     excludedSources: [],
+    excludedFeeSources: [],
     includedSources: [],
     bridgeSlippage: 0.005,
     maxFallbackSlippage: 0.05,

packages/asset-swapper/src/utils/market_operation_utils/index.ts

@@ -137,10 +137,12 @@ export class MarketOperationUtils {
         const _opts = { ...DEFAULT_GET_MARKET_ORDERS_OPTS, ...opts };
         const [makerToken, takerToken] = getNativeOrderTokens(nativeOrders[0]);
         const sampleAmounts = getSampleAmounts(takerAmount, _opts.numSamples, _opts.sampleDistributionBase);
+
         const requestFilters = new SourceFilters().exclude(_opts.excludedSources).include(_opts.includedSources);
-        const feeSourceFilters = this._feeSources.merge(requestFilters);
         const quoteSourceFilters = this._sellSources.merge(requestFilters);
 
+        const feeSourceFilters = this._feeSources.exclude(_opts.excludedFeeSources);
+
         const {
             onChain: sampleBalancerOnChain,
             offChain: sampleBalancerOffChain,
@@ -278,10 +280,12 @@ export class MarketOperationUtils {
         const _opts = { ...DEFAULT_GET_MARKET_ORDERS_OPTS, ...opts };
         const [makerToken, takerToken] = getNativeOrderTokens(nativeOrders[0]);
         const sampleAmounts = getSampleAmounts(makerAmount, _opts.numSamples, _opts.sampleDistributionBase);
+
         const requestFilters = new SourceFilters().exclude(_opts.excludedSources).include(_opts.includedSources);
-        const feeSourceFilters = this._feeSources.merge(requestFilters);
         const quoteSourceFilters = this._buySources.merge(requestFilters);
 
+        const feeSourceFilters = this._feeSources.exclude(_opts.excludedFeeSources);
+
         const {
             onChain: sampleBalancerOnChain,
             offChain: sampleBalancerOffChain,
@@ -486,9 +490,10 @@ export class MarketOperationUtils {
         const _opts = { ...DEFAULT_GET_MARKET_ORDERS_OPTS, ...opts };
 
         const requestFilters = new SourceFilters().exclude(_opts.excludedSources).include(_opts.includedSources);
-        const feeSourceFilters = this._feeSources.merge(requestFilters);
         const quoteSourceFilters = this._buySources.merge(requestFilters);
 
+        const feeSourceFilters = this._feeSources.exclude(_opts.excludedFeeSources);
+
         const ops = [
             ...batchNativeOrders.map(orders =>
                 this._sampler.getOrderFillableMakerAmounts(orders, this.contractAddresses.exchange),
@@ -620,11 +625,9 @@ export class MarketOperationUtils {
             ethToInputRate,
             exchangeProxyOverhead: opts.exchangeProxyOverhead || (() => ZERO_AMOUNT),
         };
+
         const optimalPath = await findOptimalPathAsync(side, fills, inputAmount, opts.runLimit, optimizerOpts);
-        if (optimalPath === undefined) {
+        const optimalPathRate = optimalPath ? optimalPath.adjustedRate() : ZERO_AMOUNT;
-            throw new Error(AggregationError.NoOptimalPath);
-        }
-        const optimalPathRate = optimalPath.adjustedRate();
 
         const { adjustedRate: bestTwoHopRate, quote: bestTwoHopQuote } = getBestTwoHopQuote(
             marketSideLiquidity,
@@ -640,6 +643,11 @@ export class MarketOperationUtils {
             };
         }
 
+        // If there is no optimal path AND we didn't return a MultiHop quote, then throw
+        if (optimalPath === undefined) {
+            throw new Error(AggregationError.NoOptimalPath);
+        }
+
         // Generate a fallback path if native orders are in the optimal path.
         const nativeFills = optimalPath.fills.filter(f => f.source === ERC20BridgeSource.Native);
         if (opts.allowFallback && nativeFills.length !== 0) {

packages/asset-swapper/src/utils/market_operation_utils/multihop_utils.ts

@@ -46,26 +46,37 @@ export function getBestTwoHopQuote(
     exchangeProxyOverhead?: ExchangeProxyOverhead,
 ): { quote: DexSample<MultiHopFillData> | undefined; adjustedRate: BigNumber } {
     const { side, inputAmount, ethToOutputRate, twoHopQuotes } = marketSideLiquidity;
-    if (twoHopQuotes.length === 0) {
+    // Ensure the expected data we require exists. In the case where all hops reverted
-        return { adjustedRate: ZERO_AMOUNT, quote: undefined };
+    // or there were no sources included that allowed for multi hop,
+    // we can end up with empty, but not undefined, fill data
+    const filteredQuotes = twoHopQuotes.filter(
+        quote =>
+            quote &&
+            quote.fillData &&
+            quote.fillData.firstHopSource &&
+            quote.fillData.secondHopSource &&
+            quote.output.isGreaterThan(ZERO_AMOUNT),
+    );
+    if (filteredQuotes.length === 0) {
+        return { quote: undefined, adjustedRate: ZERO_AMOUNT };
     }
-    const best = twoHopQuotes
+    const best = filteredQuotes
         .map(quote =>
             getTwoHopAdjustedRate(side, quote, inputAmount, ethToOutputRate, feeSchedule, exchangeProxyOverhead),
         )
         .reduce(
             (prev, curr, i) =>
-                curr.isGreaterThan(prev.adjustedRate) ? { adjustedRate: curr, quote: twoHopQuotes[i] } : prev,
+                curr.isGreaterThan(prev.adjustedRate) ? { adjustedRate: curr, quote: filteredQuotes[i] } : prev,
             {
                 adjustedRate: getTwoHopAdjustedRate(
                     side,
-                    twoHopQuotes[0],
+                    filteredQuotes[0],
                     inputAmount,
                     ethToOutputRate,
                     feeSchedule,
                     exchangeProxyOverhead,
                 ),
-                quote: twoHopQuotes[0],
+                quote: filteredQuotes[0],
             },
         );
     return best;

packages/asset-swapper/src/utils/market_operation_utils/sampler_operations.ts

@@ -636,11 +636,12 @@ export class SamplerOperations {
                     const [firstHop, secondHop, buyAmount] = this._samplerContract.getABIDecodedReturnData<
                         [HopInfo, HopInfo, BigNumber]
                     >('sampleTwoHopSell', callResults);
+                    // Ensure the hop sources are set even when the buy amount is zero
+                    fillData.firstHopSource = firstHopOps[firstHop.sourceIndex.toNumber()];
+                    fillData.secondHopSource = secondHopOps[secondHop.sourceIndex.toNumber()];
                     if (buyAmount.isZero()) {
                         return [ZERO_AMOUNT];
                     }
-                    fillData.firstHopSource = firstHopOps[firstHop.sourceIndex.toNumber()];
-                    fillData.secondHopSource = secondHopOps[secondHop.sourceIndex.toNumber()];
                     fillData.firstHopSource.handleCallResults(firstHop.returnData);
                     fillData.secondHopSource.handleCallResults(secondHop.returnData);
                     return [buyAmount];

packages/asset-swapper/src/utils/market_operation_utils/types.ts

@@ -242,6 +242,11 @@ export interface GetMarketOrdersOpts {
      * Liquidity sources to exclude. Default is none.
      */
     excludedSources: ERC20BridgeSource[];
+    /**
+     * Liquidity sources to exclude when used to calculate the cost of the route.
+     * Default is none.
+     */
+    excludedFeeSources: ERC20BridgeSource[];
     /**
      * Liquidity sources to include. Default is none, which allows all supported
      * sources that aren't excluded by `excludedSources`.