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fix: PLP fallback (#272)

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* fix: PLP fallback

* CHANGELOG
This commit is contained in:
Jacob Evans 2021-07-06 13:32:34 +10:00 committed by GitHub
parent 6f8971cc42
commit 76987c8db1
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3 changed files with 110 additions and 1 deletions
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9
packages/asset-swapper/CHANGELOG.json
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@ -1,4 +1,13 @@
[
{
"version": "16.19.1",
"changes": [
{
"note": "Fix LiquidityProvider fallback",
"pr": 272
}
]
},
{
"version": "16.19.0",
"changes": [

16
packages/asset-swapper/src/utils/market_operation_utils/path.ts
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@ -78,6 +78,11 @@ export class Path {
return this;
}
/**
* Add a fallback path to the current path
* Fallback must contain exclusive fills that are
* not present in this path
*/
public addFallback(fallback: Path): this {
// If the last fill is Native and penultimate is not, then the intention was to partial fill
// In this case we drop it entirely as we can't handle a failure at the end and we don't
@ -93,7 +98,16 @@ export class Path {
// an additional protocol fee. I.e [Uniswap,Native,Kyber] becomes [Native,Uniswap,Kyber]
// In the previous step we dropped any hanging Native partial fills, as to not fully fill
const nativeFills = this.fills.filter(f => f.source === ERC20BridgeSource.Native);
this.fills = [...nativeFills.filter(f => f !== lastNativeFillIfExists), ...fallback.fills];
const otherFills = this.fills.filter(f => f.source !== ERC20BridgeSource.Native);
const otherSourcePathIds = otherFills.map(f => f.sourcePathId);
this.fills = [
// Append all of the native fills first
...nativeFills.filter(f => f !== lastNativeFillIfExists),
// Add the other fills that are not native in the optimal path
...otherFills,
// Add the fallbacks to the end that aren't already included
...fallback.fills.filter(f => !otherSourcePathIds.includes(f.sourcePathId)),
];
// Recompute the source flags
this.sourceFlags = this.fills.reduce((flags, fill) => flags | fill.flags, BigInt(0));
return this;

86
packages/asset-swapper/test/path_test.ts Normal file
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@ -0,0 +1,86 @@
import { expect } from '@0x/contracts-test-utils';
import { BigNumber } from '@0x/utils';
import { MarketOperation } from '../src/types';
import { Path } from '../src/utils/market_operation_utils/path';
import { ERC20BridgeSource, Fill } from '../src/utils/market_operation_utils/types';
const createFill = (
source: ERC20BridgeSource,
input: BigNumber = new BigNumber(100),
output: BigNumber = new BigNumber(100),
): Fill =>
// tslint:disable-next-line: no-object-literal-type-assertion
({
source,
input,
output,
adjustedOutput: output,
flags: BigInt(0),
sourcePathId: source,
} as Fill);
describe('Path', () => {
it('Adds a fallback', () => {
const targetInput = new BigNumber(100);
const path = Path.create(
MarketOperation.Sell,
[createFill(ERC20BridgeSource.Native), createFill(ERC20BridgeSource.Native)],
targetInput,
);
const fallback = Path.create(MarketOperation.Sell, [createFill(ERC20BridgeSource.Uniswap)], targetInput);
path.addFallback(fallback);
const sources = path.fills.map(f => f.source);
expect(sources).to.deep.eq([ERC20BridgeSource.Native, ERC20BridgeSource.Native, ERC20BridgeSource.Uniswap]);
});
it('Adds a fallback with LiquidityProvider', () => {
const targetInput = new BigNumber(100);
const path = Path.create(
MarketOperation.Sell,
[createFill(ERC20BridgeSource.Native), createFill(ERC20BridgeSource.LiquidityProvider)],
targetInput,
);
const fallback = Path.create(MarketOperation.Sell, [createFill(ERC20BridgeSource.Uniswap)], targetInput);
path.addFallback(fallback);
const sources = path.fills.map(f => f.source);
expect(sources).to.deep.eq([
ERC20BridgeSource.Native,
ERC20BridgeSource.LiquidityProvider,
ERC20BridgeSource.Uniswap,
]);
});
it('Removes partial Native orders', () => {
const targetInput = new BigNumber(100);
const path = Path.create(
MarketOperation.Sell,
[
createFill(ERC20BridgeSource.Uniswap),
createFill(ERC20BridgeSource.LiquidityProvider),
createFill(ERC20BridgeSource.Native),
],
targetInput,
);
const fallback = Path.create(MarketOperation.Sell, [createFill(ERC20BridgeSource.Kyber)], targetInput);
path.addFallback(fallback);
const sources = path.fills.map(f => f.source);
expect(sources).to.deep.eq([
ERC20BridgeSource.Uniswap,
ERC20BridgeSource.LiquidityProvider,
ERC20BridgeSource.Kyber,
]);
});
it('Handles duplicates', () => {
const targetInput = new BigNumber(100);
const path = Path.create(
MarketOperation.Sell,
[createFill(ERC20BridgeSource.Uniswap), createFill(ERC20BridgeSource.LiquidityProvider)],
targetInput,
);
const fallback = Path.create(MarketOperation.Sell, [createFill(ERC20BridgeSource.Uniswap)], targetInput);
path.addFallback(fallback);
const sources = path.fills.map(f => f.source);
expect(sources).to.deep.eq([ERC20BridgeSource.Uniswap, ERC20BridgeSource.LiquidityProvider]);
});
});