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Get liquidity provider from registry in the sampler

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This commit is contained in:
Michael Zhu
2020-02-26 16:55:19 -08:00
parent e1a061789f
commit 817049456c
7 changed files with 83 additions and 6 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
}
]
},

41
contracts/erc20-bridge-sampler/contracts/src/ERC20BridgeSampler.sol
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@@ -31,6 +31,7 @@ import "./IKyberNetwork.sol";
import "./IUniswapExchangeQuotes.sol";
import "./ICurve.sol";
import "./ILiquidityProvider.sol";
import "./ILiquidityProviderRegistry.sol";
contract ERC20BridgeSampler is
@@ -435,14 +436,14 @@ 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,
address registryAddress,
address takerToken,
address makerToken,
uint256[] memory takerTokenAmounts
@@ -451,6 +452,12 @@ contract ERC20BridgeSampler is
view
returns (uint256[] memory makerTokenAmounts)
{
address providerAddress = getLiquidityProviderFromRegistry(
registryAddress,
takerToken,
makerToken
);
uint256 numSamples = takerTokenAmounts.length;
makerTokenAmounts = new uint256[](numSamples);
for (uint256 i = 0; i < numSamples; i++) {
@@ -474,14 +481,14 @@ 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,
address registryAddress,
address takerToken,
address makerToken,
uint256[] memory makerTokenAmounts
@@ -490,6 +497,12 @@ contract ERC20BridgeSampler is
view
returns (uint256[] memory takerTokenAmounts)
{
address providerAddress = getLiquidityProviderFromRegistry(
registryAddress,
takerToken,
makerToken
);
uint256 numSamples = makerTokenAmounts.length;
takerTokenAmounts = new uint256[](numSamples);
for (uint256 i = 0; i < numSamples; i++) {
@@ -512,6 +525,26 @@ contract ERC20BridgeSampler is
}
}
/// @dev Returns the address of a liquidity provider for the given market
/// (takerToken, makerToken), from a registry of liquidity providers.
/// @param takerToken Taker asset managed by liquidity provider.
/// @param makerToken Maker asset managed by liquidity provider.
/// @return Address of the liquidity provider.
function getLiquidityProviderFromRegistry(
address registryAddress,
address takerToken,
address makerToken
)
public
view
returns (address)
{
return ILiquidityProviderRegistry(registryAddress).getLiquidityProviderForMarket(
takerToken,
makerToken
);
}
/// @dev Overridable way to get token decimals.
/// @param tokenAddress Address of the token.
/// @return decimals The decimal places for the token.

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",

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';

1
contracts/erc20-bridge-sampler/tsconfig.json
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@@ -12,6 +12,7 @@
"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"
],