Feature/liquidity provider sandbox (#16)
* Update liquidity provider feature to use sandbox * add support for liquidity provider feature in the exchange proxy swap quote consumer * Move to off-chain liquidity provider registry * Update ILiquidityProvider interface * Remove some unused artifacts and wrappers * Consolidate ILiquidityProvider * prettier * lint * Address PR feedback * Add failover to sandbox * Add test for failover behavior in LiquidityProviderSandbox * Update changelogs * Emit events for the new LiquidityProvider scenarios * Fix swap quote consumer bug * post-rebase fixes * `@0x/contracts-zero-ex`: bump feature versions * Add default field to TokenAdjacencyGraph * update addresses Co-authored-by: Lawrence Forman <me@merklejerk.com>
This commit is contained in:
@@ -20,8 +20,7 @@ pragma solidity ^0.6;
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pragma experimental ABIEncoderV2;
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import "@0x/contracts-utils/contracts/src/v06/LibBytesV06.sol";
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import "./interfaces/ILiquidityProvider.sol";
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import "./interfaces/ILiquidityProviderRegistry.sol";
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import "@0x/contracts-zero-ex/contracts/src/vendor/ILiquidityProvider.sol";
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import "./ApproximateBuys.sol";
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import "./SamplerUtils.sol";
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@@ -34,37 +33,26 @@ contract LiquidityProviderSampler is
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uint256 constant private DEFAULT_CALL_GAS = 400e3; // 400k
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/// @dev Sample sell quotes from an arbitrary on-chain liquidity provider.
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/// @param registryAddress Address of the liquidity provider registry contract.
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/// @param providerAddress Address of the liquidity provider.
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/// @param takerToken Address of the taker token (what to sell).
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/// @param makerToken Address of the maker token (what to buy).
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/// @param takerTokenAmounts Taker token sell amount for each sample.
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/// @return makerTokenAmounts Maker amounts bought at each taker token
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/// amount.
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function sampleSellsFromLiquidityProviderRegistry(
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address registryAddress,
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function sampleSellsFromLiquidityProvider(
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address providerAddress,
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address takerToken,
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address makerToken,
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uint256[] memory takerTokenAmounts
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)
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public
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view
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returns (uint256[] memory makerTokenAmounts, address providerAddress)
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returns (uint256[] memory makerTokenAmounts)
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{
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// Initialize array of maker token amounts.
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uint256 numSamples = takerTokenAmounts.length;
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makerTokenAmounts = new uint256[](numSamples);
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// Query registry for provider address.
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providerAddress = _getLiquidityProviderFromRegistry(
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registryAddress,
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takerToken,
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makerToken
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);
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// If provider doesn't exist, return all zeros.
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if (providerAddress == address(0)) {
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return (makerTokenAmounts, providerAddress);
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}
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for (uint256 i = 0; i < numSamples; i++) {
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try
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ILiquidityProvider(providerAddress).getSellQuote
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@@ -81,68 +69,33 @@ contract LiquidityProviderSampler is
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}
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/// @dev Sample buy quotes from an arbitrary on-chain liquidity provider.
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/// @param registryAddress Address of the liquidity provider registry contract.
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/// @param providerAddress Address of the liquidity provider.
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/// @param takerToken Address of the taker token (what to sell).
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/// @param makerToken Address of the maker token (what to buy).
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/// @param makerTokenAmounts Maker token buy amount for each sample.
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/// @return takerTokenAmounts Taker amounts sold at each maker token
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/// amount.
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function sampleBuysFromLiquidityProviderRegistry(
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address registryAddress,
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function sampleBuysFromLiquidityProvider(
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address providerAddress,
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address takerToken,
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address makerToken,
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uint256[] memory makerTokenAmounts
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)
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public
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view
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returns (uint256[] memory takerTokenAmounts, address providerAddress)
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returns (uint256[] memory takerTokenAmounts)
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{
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providerAddress = _getLiquidityProviderFromRegistry(
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registryAddress,
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takerToken,
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makerToken
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);
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takerTokenAmounts = _sampleApproximateBuys(
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ApproximateBuyQuoteOpts({
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makerTokenData: abi.encode(makerToken, registryAddress),
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takerTokenData: abi.encode(takerToken, registryAddress),
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getSellQuoteCallback: _sampleSellForApproximateBuyFromLiquidityProviderRegistry
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makerTokenData: abi.encode(makerToken, providerAddress),
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takerTokenData: abi.encode(takerToken, providerAddress),
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getSellQuoteCallback: _sampleSellForApproximateBuyFromLiquidityProvider
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}),
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makerTokenAmounts
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);
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}
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/// @dev Returns the address of a liquidity provider for the given market
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/// (takerToken, makerToken), from a registry of liquidity providers.
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/// Returns address(0) if no such provider exists in the registry.
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/// @param takerToken Taker asset managed by liquidity provider.
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/// @param makerToken Maker asset managed by liquidity provider.
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/// @return providerAddress Address of the liquidity provider.
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function _getLiquidityProviderFromRegistry(
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address registryAddress,
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address takerToken,
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address makerToken
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)
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private
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view
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returns (address providerAddress)
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{
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if (registryAddress == address(0)) {
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return address(0);
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}
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bytes memory callData = abi.encodeWithSelector(
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ILiquidityProviderRegistry.getLiquidityProviderForMarket.selector,
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takerToken,
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makerToken
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);
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(bool didSucceed, bytes memory returnData) = registryAddress.staticcall(callData);
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if (didSucceed && returnData.length == 32) {
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return LibBytesV06.readAddress(returnData, 12);
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}
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}
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function _sampleSellForApproximateBuyFromLiquidityProviderRegistry(
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function _sampleSellForApproximateBuyFromLiquidityProvider(
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bytes memory takerTokenData,
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bytes memory makerTokenData,
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uint256 sellAmount
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@@ -151,15 +104,15 @@ contract LiquidityProviderSampler is
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view
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returns (uint256 buyAmount)
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{
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(address takerToken, address plpRegistryAddress) =
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(address takerToken, address providerAddress) =
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abi.decode(takerTokenData, (address, address));
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(address makerToken) =
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abi.decode(makerTokenData, (address));
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try
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this.sampleSellsFromLiquidityProviderRegistry
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this.sampleSellsFromLiquidityProvider
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{gas: DEFAULT_CALL_GAS}
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(plpRegistryAddress, takerToken, makerToken, _toSingleValueArray(sellAmount))
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returns (uint256[] memory amounts, address)
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(providerAddress, takerToken, makerToken, _toSingleValueArray(sellAmount))
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returns (uint256[] memory amounts)
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{
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return amounts[0];
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} catch (bytes memory) {
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@@ -1,70 +0,0 @@
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/*
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Copyright 2020 ZeroEx Intl.
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Licensed under the Apache License, Version 2.0 (the "License");
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you may not use this file except in compliance with the License.
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You may obtain a copy of the License at
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http://www.apache.org/licenses/LICENSE-2.0
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Unless required by applicable law or agreed to in writing, software
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distributed under the License is distributed on an "AS IS" BASIS,
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WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
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See the License for the specific language governing permissions and
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limitations under the License.
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*/
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pragma solidity ^0.6;
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interface ILiquidityProvider {
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/// @dev Transfers `amount` of the ERC20 `tokenAddress` from `from` to `to`.
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/// @param tokenAddress The address of the ERC20 token to transfer.
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/// @param from Address to transfer asset from.
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/// @param to Address to transfer asset to.
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/// @param amount Amount of asset to transfer.
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/// @param bridgeData Arbitrary asset data needed by the bridge contract.
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/// @return success The magic bytes `0xdc1600f3` if successful.
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function bridgeTransferFrom(
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address tokenAddress,
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address from,
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address to,
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uint256 amount,
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bytes calldata bridgeData
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)
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external
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returns (bytes4 success);
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/// @dev Quotes the amount of `makerToken` that would be obtained by
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/// selling `sellAmount` of `takerToken`.
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/// @param takerToken Address of the taker token (what to sell).
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/// @param makerToken Address of the maker token (what to buy).
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/// @param sellAmount Amount of `takerToken` to sell.
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/// @return makerTokenAmount Amount of `makerToken` that would be obtained.
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function getSellQuote(
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address takerToken,
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address makerToken,
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uint256 sellAmount
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)
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external
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view
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returns (uint256 makerTokenAmount);
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/// @dev Quotes the amount of `takerToken` that would need to be sold in
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/// order to obtain `buyAmount` of `makerToken`.
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/// @param takerToken Address of the taker token (what to sell).
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/// @param makerToken Address of the maker token (what to buy).
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/// @param buyAmount Amount of `makerToken` to buy.
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/// @return takerTokenAmount Amount of `takerToken` that would need to be sold.
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function getBuyQuote(
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address takerToken,
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address makerToken,
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uint256 buyAmount
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)
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external
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view
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returns (uint256 takerTokenAmount);
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}
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@@ -1,36 +0,0 @@
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/*
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Copyright 2020 ZeroEx Intl.
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Licensed under the Apache License, Version 2.0 (the "License");
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you may not use this file except in compliance with the License.
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You may obtain a copy of the License at
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http://www.apache.org/licenses/LICENSE-2.0
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Unless required by applicable law or agreed to in writing, software
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distributed under the License is distributed on an "AS IS" BASIS,
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WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
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See the License for the specific language governing permissions and
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limitations under the License.
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*/
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pragma solidity ^0.6;
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interface ILiquidityProviderRegistry {
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/// @dev Returns the address of a liquidity provider for the given market
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/// (takerToken, makerToken), reverting if the pool does not exist.
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/// @param takerToken Taker asset managed by liquidity provider.
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/// @param makerToken Maker asset managed by liquidity provider.
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/// @return providerAddress Address of the liquidity provider.
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function getLiquidityProviderForMarket(
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address takerToken,
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address makerToken
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)
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external
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view
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returns (address providerAddress);
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}
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