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

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`@0x/contracts-erc20-bridge-sampler`: LiquidityProviderRegistry
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Daniel Pyrathon 2020-02-27 12:37:10 -08:00 committed by GitHub
commit 68fb6c2c27
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10 changed files with 136 additions and 14 deletions
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4
contracts/erc20-bridge-sampler/CHANGELOG.json
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@ -5,6 +5,10 @@
{
"note": "Add generic liquidity provider sampling",
"pr": 2487
},
{
"note": "Use liquidity provider registry in sampler",
"pr": 2499
}
]
},

67
contracts/erc20-bridge-sampler/contracts/src/ERC20BridgeSampler.sol
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@ -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(
address providerAddress,
function sampleSellsFromLiquidityProviderRegistry(
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(
address providerAddress,
function sampleBuysFromLiquidityProviderRegistry(
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.

27
contracts/erc20-bridge-sampler/contracts/src/IERC20BridgeSampler.sol
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@ -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(
address providerAddress,
function sampleSellsFromLiquidityProviderRegistry(
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(
address providerAddress,
function sampleBuysFromLiquidityProviderRegistry(
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);
}

36
contracts/erc20-bridge-sampler/contracts/src/ILiquidityProviderRegistry.sol Normal file
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@ -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);
}

4
contracts/erc20-bridge-sampler/package.json
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@ -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",

4
contracts/erc20-bridge-sampler/src/artifacts.ts
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@ -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,
};

2
contracts/erc20-bridge-sampler/src/wrappers.ts
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@ -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';

2
contracts/erc20-bridge-sampler/test/artifacts.ts
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@ -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,
};

1
contracts/erc20-bridge-sampler/test/wrappers.ts
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@ -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';

3
contracts/erc20-bridge-sampler/tsconfig.json
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@ -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"
],