Merge pull request #2499 from 0xProject/feature/erc20-bridge-sampler/liquidity-provider-registry

`@0x/contracts-erc20-bridge-sampler`: LiquidityProviderRegistry

contracts/erc20-bridge-sampler/CHANGELOG.json

@@ -5,6 +5,10 @@
             {
                 "note": "Add generic liquidity provider sampling",
                 "pr": 2487
+            },
+            {
+                "note": "Use liquidity provider registry in sampler",
+                "pr": 2499
             }
         ]
     },

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

@@ -24,6 +24,7 @@ import "@0x/contracts-erc20/contracts/src/LibERC20Token.sol";
 import "@0x/contracts-exchange-libs/contracts/src/LibOrder.sol";
 import "@0x/contracts-exchange-libs/contracts/src/LibMath.sol";
 import "@0x/contracts-utils/contracts/src/DeploymentConstants.sol";
+import "@0x/contracts-utils/contracts/src/LibBytes.sol";
 import "./IDevUtils.sol";
 import "./IERC20BridgeSampler.sol";
 import "./IEth2Dai.sol";
@@ -31,6 +32,7 @@ import "./IKyberNetwork.sol";
 import "./IUniswapExchangeQuotes.sol";
 import "./ICurve.sol";
 import "./ILiquidityProvider.sol";
+import "./ILiquidityProviderRegistry.sol";
 
 
 contract ERC20BridgeSampler is
@@ -435,14 +437,14 @@ contract ERC20BridgeSampler is
     }
 
     /// @dev Sample sell quotes from an arbitrary on-chain liquidity provider.
-    /// @param providerAddress Address of the liquidity provider contract.
+    /// @param registryAddress Address of the liquidity provider registry contract.
     /// @param takerToken Address of the taker token (what to sell).
     /// @param makerToken Address of the maker token (what to buy).
     /// @param takerTokenAmounts Taker token sell amount for each sample.
     /// @return makerTokenAmounts Maker amounts bought at each taker token
     ///         amount.
-    function sampleSellsFromLiquidityProvider(
+    function sampleSellsFromLiquidityProviderRegistry(
-        address providerAddress,
+        address registryAddress,
         address takerToken,
         address makerToken,
         uint256[] memory takerTokenAmounts
@@ -451,8 +453,21 @@ contract ERC20BridgeSampler is
         view
         returns (uint256[] memory makerTokenAmounts)
     {
+        // Initialize array of maker token amounts.
         uint256 numSamples = takerTokenAmounts.length;
         makerTokenAmounts = new uint256[](numSamples);
+
+        // Query registry for provider address.
+        address providerAddress = getLiquidityProviderFromRegistry(
+            registryAddress,
+            takerToken,
+            makerToken
+        );
+        // If provider doesn't exist, return all zeros.
+        if (providerAddress == address(0)) {
+            return makerTokenAmounts;
+        }
+
         for (uint256 i = 0; i < numSamples; i++) {
             (bool didSucceed, bytes memory resultData) =
                 providerAddress.staticcall.gas(DEFAULT_CALL_GAS)(
@@ -474,14 +489,14 @@ contract ERC20BridgeSampler is
     }
 
     /// @dev Sample buy quotes from an arbitrary on-chain liquidity provider.
-    /// @param providerAddress Address of the liquidity provider contract.
+    /// @param registryAddress Address of the liquidity provider registry contract.
     /// @param takerToken Address of the taker token (what to sell).
     /// @param makerToken Address of the maker token (what to buy).
     /// @param makerTokenAmounts Maker token buy amount for each sample.
     /// @return takerTokenAmounts Taker amounts sold at each maker token
     ///         amount.
-    function sampleBuysFromLiquidityProvider(
+    function sampleBuysFromLiquidityProviderRegistry(
-        address providerAddress,
+        address registryAddress,
         address takerToken,
         address makerToken,
         uint256[] memory makerTokenAmounts
@@ -490,8 +505,22 @@ contract ERC20BridgeSampler is
         view
         returns (uint256[] memory takerTokenAmounts)
     {
+        // Initialize array of taker token amounts.
         uint256 numSamples = makerTokenAmounts.length;
         takerTokenAmounts = new uint256[](numSamples);
+
+        // Query registry for provider address.
+        address providerAddress = getLiquidityProviderFromRegistry(
+            registryAddress,
+            takerToken,
+            makerToken
+        );
+        // If provider doesn't exist, return all zeros.
+        if (providerAddress == address(0)) {
+            return takerTokenAmounts;
+        }
+
+        // Otherwise, query liquidity provider for quotes.
         for (uint256 i = 0; i < numSamples; i++) {
             (bool didSucceed, bytes memory resultData) =
                 providerAddress.staticcall.gas(DEFAULT_CALL_GAS)(
@@ -512,6 +541,32 @@ contract ERC20BridgeSampler is
         }
     }
 
+    /// @dev Returns the address of a liquidity provider for the given market
+    ///      (takerToken, makerToken), from a registry of liquidity providers.
+    ///      Returns address(0) if no such provider exists in the registry.
+    /// @param takerToken Taker asset managed by liquidity provider.
+    /// @param makerToken Maker asset managed by liquidity provider.
+    /// @return providerAddress Address of the liquidity provider.
+    function getLiquidityProviderFromRegistry(
+        address registryAddress,
+        address takerToken,
+        address makerToken
+    )
+        public
+        view
+        returns (address providerAddress)
+    {
+        bytes memory callData = abi.encodeWithSelector(
+            ILiquidityProviderRegistry(0).getLiquidityProviderForMarket.selector,
+            takerToken,
+            makerToken
+        );
+        (bool didSucceed, bytes memory returnData) = registryAddress.staticcall(callData);
+        if (didSucceed) {
+            return LibBytes.readAddress(returnData, 0);
+        }
+    }
+
     /// @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

@@ -151,14 +151,14 @@ interface IERC20BridgeSampler {
         returns (uint256[] memory makerTokenAmounts);
 
     /// @dev Sample sell quotes from an arbitrary on-chain liquidity provider.
-    /// @param providerAddress Address of the liquidity provider contract.
+    /// @param registryAddress Address of the liquidity provider registry contract.
     /// @param takerToken Address of the taker token (what to sell).
     /// @param makerToken Address of the maker token (what to buy).
     /// @param takerTokenAmounts Taker token sell amount for each sample.
     /// @return makerTokenAmounts Maker amounts bought at each taker token
     ///         amount.
-    function sampleSellsFromLiquidityProvider(
+    function sampleSellsFromLiquidityProviderRegistry(
-        address providerAddress,
+        address registryAddress,
         address takerToken,
         address makerToken,
         uint256[] calldata takerTokenAmounts
@@ -168,14 +168,14 @@ interface IERC20BridgeSampler {
         returns (uint256[] memory makerTokenAmounts);
 
     /// @dev Sample buy quotes from an arbitrary on-chain liquidity provider.
-    /// @param providerAddress Address of the liquidity provider contract.
+    /// @param registryAddress Address of the liquidity provider registry contract.
     /// @param takerToken Address of the taker token (what to sell).
     /// @param makerToken Address of the maker token (what to buy).
     /// @param makerTokenAmounts Maker token buy amount for each sample.
     /// @return takerTokenAmounts Taker amounts sold at each maker token
     ///         amount.
-    function sampleBuysFromLiquidityProvider(
+    function sampleBuysFromLiquidityProviderRegistry(
-        address providerAddress,
+        address registryAddress,
         address takerToken,
         address makerToken,
         uint256[] calldata makerTokenAmounts
@@ -183,4 +183,19 @@ interface IERC20BridgeSampler {
         external
         view
         returns (uint256[] memory takerTokenAmounts);
+
+    /// @dev Returns the address of a liquidity provider for the given market
+    ///      (takerToken, makerToken), from a registry of liquidity providers.
+    ///      Returns address(0) if no such provider exists in the registry.
+    /// @param takerToken Taker asset managed by liquidity provider.
+    /// @param makerToken Maker asset managed by liquidity provider.
+    /// @return providerAddress Address of the liquidity provider.
+    function getLiquidityProviderFromRegistry(
+        address registryAddress,
+        address takerToken,
+        address makerToken
+    )
+        external
+        view
+        returns (address providerAddress);
 }

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

@@ -0,0 +1,36 @@
+/*
+
+  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 ILiquidityProviderRegistry {
+
+    /// @dev Returns the address of a liquidity provider for the given market
+    ///      (takerToken, makerToken), reverting if the pool does not exist.
+    /// @param takerToken Taker asset managed by liquidity provider.
+    /// @param makerToken Maker asset managed by liquidity provider.
+    /// @return Address of the liquidity provider.
+    function getLiquidityProviderForMarket(
+        address takerToken,
+        address makerToken
+    )
+        external
+        view
+        returns (address providerAddress);
+}

contracts/erc20-bridge-sampler/package.json

@@ -36,9 +36,9 @@
         "compile:truffle": "truffle compile"
     },
     "config": {
-        "publicInterfaceContracts": "ERC20BridgeSampler,IERC20BridgeSampler",
+        "publicInterfaceContracts": "ERC20BridgeSampler,IERC20BridgeSampler,ILiquidityProvider,ILiquidityProviderRegistry",
         "abis:comment": "This list is auto-generated by contracts-gen. Don't edit manually.",
-        "abis": "./test/generated-artifacts/@(ERC20BridgeSampler|ICurve|IDevUtils|IERC20BridgeSampler|IEth2Dai|IKyberNetwork|ILiquidityProvider|IUniswapExchangeQuotes|TestERC20BridgeSampler).json"
+        "abis": "./test/generated-artifacts/@(ERC20BridgeSampler|ICurve|IDevUtils|IERC20BridgeSampler|IEth2Dai|IKyberNetwork|ILiquidityProvider|ILiquidityProviderRegistry|IUniswapExchangeQuotes|TestERC20BridgeSampler).json"
     },
     "repository": {
         "type": "git",

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

@@ -7,7 +7,11 @@ import { ContractArtifact } from 'ethereum-types';
 
 import * as ERC20BridgeSampler from '../generated-artifacts/ERC20BridgeSampler.json';
 import * as IERC20BridgeSampler from '../generated-artifacts/IERC20BridgeSampler.json';
+import * as ILiquidityProvider from '../generated-artifacts/ILiquidityProvider.json';
+import * as ILiquidityProviderRegistry from '../generated-artifacts/ILiquidityProviderRegistry.json';
 export const artifacts = {
     ERC20BridgeSampler: ERC20BridgeSampler as ContractArtifact,
     IERC20BridgeSampler: IERC20BridgeSampler as ContractArtifact,
+    ILiquidityProvider: ILiquidityProvider as ContractArtifact,
+    ILiquidityProviderRegistry: ILiquidityProviderRegistry as ContractArtifact,
 };

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

@@ -5,3 +5,5 @@
  */
 export * from '../generated-wrappers/erc20_bridge_sampler';
 export * from '../generated-wrappers/i_erc20_bridge_sampler';
+export * from '../generated-wrappers/i_liquidity_provider';
+export * from '../generated-wrappers/i_liquidity_provider_registry';

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

@@ -12,6 +12,7 @@ import * as IERC20BridgeSampler from '../test/generated-artifacts/IERC20BridgeSa
 import * as IEth2Dai from '../test/generated-artifacts/IEth2Dai.json';
 import * as IKyberNetwork from '../test/generated-artifacts/IKyberNetwork.json';
 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 TestERC20BridgeSampler from '../test/generated-artifacts/TestERC20BridgeSampler.json';
 export const artifacts = {
@@ -22,6 +23,7 @@ export const artifacts = {
     IEth2Dai: IEth2Dai as ContractArtifact,
     IKyberNetwork: IKyberNetwork as ContractArtifact,
     ILiquidityProvider: ILiquidityProvider as ContractArtifact,
+    ILiquidityProviderRegistry: ILiquidityProviderRegistry as ContractArtifact,
     IUniswapExchangeQuotes: IUniswapExchangeQuotes as ContractArtifact,
     TestERC20BridgeSampler: TestERC20BridgeSampler as ContractArtifact,
 };

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

@@ -10,5 +10,6 @@ export * from '../test/generated-wrappers/i_erc20_bridge_sampler';
 export * from '../test/generated-wrappers/i_eth2_dai';
 export * from '../test/generated-wrappers/i_kyber_network';
 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/test_erc20_bridge_sampler';

contracts/erc20-bridge-sampler/tsconfig.json

@@ -5,6 +5,8 @@
     "files": [
         "generated-artifacts/ERC20BridgeSampler.json",
         "generated-artifacts/IERC20BridgeSampler.json",
+        "generated-artifacts/ILiquidityProvider.json",
+        "generated-artifacts/ILiquidityProviderRegistry.json",
         "test/generated-artifacts/ERC20BridgeSampler.json",
         "test/generated-artifacts/ICurve.json",
         "test/generated-artifacts/IDevUtils.json",
@@ -12,6 +14,7 @@
         "test/generated-artifacts/IEth2Dai.json",
         "test/generated-artifacts/IKyberNetwork.json",
         "test/generated-artifacts/ILiquidityProvider.json",
+        "test/generated-artifacts/ILiquidityProviderRegistry.json",
         "test/generated-artifacts/IUniswapExchangeQuotes.json",
         "test/generated-artifacts/TestERC20BridgeSampler.json"
     ],