feat: SnowSwap

This commit is contained in:
Romain Butteaud 2020-10-13 17:06:37 -07:00
parent 1cad43bf5d
commit 891aa8e8bf
7 changed files with 150 additions and 4 deletions

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@ -155,6 +155,8 @@ export {
SushiSwapFillData, SushiSwapFillData,
SwerveFillData, SwerveFillData,
SwerveInfo, SwerveInfo,
SnowSwapFillData,
SnowSwapInfo,
TokenAdjacencyGraph, TokenAdjacencyGraph,
UniswapV2FillData, UniswapV2FillData,
} from './utils/market_operation_utils/types'; } from './utils/market_operation_utils/types';

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@ -21,6 +21,7 @@ export const SELL_SOURCE_FILTER = new SourceFilters([
ERC20BridgeSource.MStable, ERC20BridgeSource.MStable,
ERC20BridgeSource.Mooniswap, ERC20BridgeSource.Mooniswap,
ERC20BridgeSource.Swerve, ERC20BridgeSource.Swerve,
ERC20BridgeSource.SnowSwap,
ERC20BridgeSource.SushiSwap, ERC20BridgeSource.SushiSwap,
ERC20BridgeSource.Shell, ERC20BridgeSource.Shell,
ERC20BridgeSource.MultiHop, ERC20BridgeSource.MultiHop,
@ -45,6 +46,7 @@ export const BUY_SOURCE_FILTER = new SourceFilters(
ERC20BridgeSource.Mooniswap, ERC20BridgeSource.Mooniswap,
ERC20BridgeSource.Shell, ERC20BridgeSource.Shell,
ERC20BridgeSource.Swerve, ERC20BridgeSource.Swerve,
ERC20BridgeSource.SnowSwap,
ERC20BridgeSource.SushiSwap, ERC20BridgeSource.SushiSwap,
ERC20BridgeSource.MultiHop, ERC20BridgeSource.MultiHop,
ERC20BridgeSource.Dodo, ERC20BridgeSource.Dodo,
@ -173,7 +175,7 @@ export const MAINNET_SWERVE_INFOS: { [name: string]: CurveInfo } = {
swUSD: { swUSD: {
exchangeFunctionSelector: CurveFunctionSelectors.exchange, exchangeFunctionSelector: CurveFunctionSelectors.exchange,
sellQuoteFunctionSelector: CurveFunctionSelectors.get_dy_underlying, sellQuoteFunctionSelector: CurveFunctionSelectors.get_dy_underlying,
buyQuoteFunctionSelector: CurveFunctionSelectors.get_dx_underlying, buyQuoteFunctionSelector: CurveFunctionSelectors.None,
poolAddress: '0x329239599afB305DA0A2eC69c58F8a6697F9F88d', poolAddress: '0x329239599afB305DA0A2eC69c58F8a6697F9F88d',
tokens: [ tokens: [
'0x6b175474e89094c44da98b954eedeac495271d0f', '0x6b175474e89094c44da98b954eedeac495271d0f',
@ -183,6 +185,30 @@ export const MAINNET_SWERVE_INFOS: { [name: string]: CurveInfo } = {
], ],
}, },
}; };
export const MAINNET_SNOWSWAP_INFOS: { [name: string]: CurveInfo } = {
yVaultCurve: {
exchangeFunctionSelector: CurveFunctionSelectors.exchange,
sellQuoteFunctionSelector: CurveFunctionSelectors.get_dy_underlying,
buyQuoteFunctionSelector: CurveFunctionSelectors.None,
poolAddress: '0xBf7CCD6C446acfcc5dF023043f2167B62E81899b',
tokens: [
'0x5dbcf33d8c2e976c6b560249878e6f1491bca25c', // yUSD
'0x2994529c0652d127b7842094103715ec5299bbed', // ybCRV
],
},
yVaultUSD: {
exchangeFunctionSelector: CurveFunctionSelectors.exchange,
sellQuoteFunctionSelector: CurveFunctionSelectors.get_dy_underlying,
buyQuoteFunctionSelector: CurveFunctionSelectors.None,
poolAddress: '0x4571753311E37dDb44faA8Fb78a6dF9a6E3c6C0B',
tokens: [
'0x597ad1e0c13bfe8025993d9e79c69e1c0233522e', // yUSDC
'0xacd43e627e64355f1861cec6d3a6688b31a6f952', // yDAI
'0x2f08119c6f07c006695e079aafc638b8789faf18', // yUSDT
'0x37d19d1c4e1fa9dc47bd1ea12f742a0887eda74a', // yTUSD
],
},
};
export const MAINNET_KYBER_RESERVE_IDS: { [name: string]: string } = { export const MAINNET_KYBER_RESERVE_IDS: { [name: string]: string } = {
Reserve1: '0xff4b796265722046707200000000000000000000000000000000000000000000', Reserve1: '0xff4b796265722046707200000000000000000000000000000000000000000000',

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@ -1,5 +1,5 @@
import { MAINNET_CURVE_INFOS, MAINNET_SWERVE_INFOS } from './constants'; import { MAINNET_CURVE_INFOS, MAINNET_SNOWSWAP_INFOS, MAINNET_SWERVE_INFOS } from './constants';
import { CurveInfo, SwerveInfo } from './types'; import { CurveInfo, SnowSwapInfo, SwerveInfo } from './types';
// tslint:disable completed-docs // tslint:disable completed-docs
export function getCurveInfosForPair(takerToken: string, makerToken: string): CurveInfo[] { export function getCurveInfosForPair(takerToken: string, makerToken: string): CurveInfo[] {
@ -9,3 +9,7 @@ export function getCurveInfosForPair(takerToken: string, makerToken: string): Cu
export function getSwerveInfosForPair(takerToken: string, makerToken: string): SwerveInfo[] { export function getSwerveInfosForPair(takerToken: string, makerToken: string): SwerveInfo[] {
return Object.values(MAINNET_SWERVE_INFOS).filter(c => [makerToken, takerToken].every(t => c.tokens.includes(t))); return Object.values(MAINNET_SWERVE_INFOS).filter(c => [makerToken, takerToken].every(t => c.tokens.includes(t)));
} }
export function getSnowSwapInfosForPair(takerToken: string, makerToken: string): SnowSwapInfo[] {
return Object.values(MAINNET_SNOWSWAP_INFOS).filter(c => [makerToken, takerToken].every(t => c.tokens.includes(t)));
}

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@ -34,6 +34,7 @@ import {
NativeCollapsedFill, NativeCollapsedFill,
OptimizedMarketOrder, OptimizedMarketOrder,
OrderDomain, OrderDomain,
SnowSwapFillData,
SushiSwapFillData, SushiSwapFillData,
SwerveFillData, SwerveFillData,
UniswapV2FillData, UniswapV2FillData,
@ -173,6 +174,8 @@ function getBridgeAddressFromFill(fill: CollapsedFill, opts: CreateOrderFromPath
return opts.contractAddresses.curveBridge; return opts.contractAddresses.curveBridge;
case ERC20BridgeSource.Swerve: case ERC20BridgeSource.Swerve:
return opts.contractAddresses.curveBridge; return opts.contractAddresses.curveBridge;
case ERC20BridgeSource.SnowSwap:
return opts.contractAddresses.curveBridge;
case ERC20BridgeSource.Bancor: case ERC20BridgeSource.Bancor:
return opts.contractAddresses.bancorBridge; return opts.contractAddresses.bancorBridge;
case ERC20BridgeSource.Balancer: case ERC20BridgeSource.Balancer:
@ -235,6 +238,20 @@ export function createBridgeOrder(
), ),
); );
break; break;
case ERC20BridgeSource.SnowSwap:
const snowSwapFillData = (fill as CollapsedFill<SnowSwapFillData>).fillData!; // tslint:disable-line:no-non-null-assertion
makerAssetData = assetDataUtils.encodeERC20BridgeAssetData(
makerToken,
bridgeAddress,
createCurveBridgeData(
snowSwapFillData.pool.poolAddress,
snowSwapFillData.pool.exchangeFunctionSelector,
takerToken,
snowSwapFillData.fromTokenIdx,
snowSwapFillData.toTokenIdx,
),
);
break;
case ERC20BridgeSource.Balancer: case ERC20BridgeSource.Balancer:
const balancerFillData = (fill as CollapsedFill<BalancerFillData>).fillData!; // tslint:disable-line:no-non-null-assertion const balancerFillData = (fill as CollapsedFill<BalancerFillData>).fillData!; // tslint:disable-line:no-non-null-assertion
makerAssetData = assetDataUtils.encodeERC20BridgeAssetData( makerAssetData = assetDataUtils.encodeERC20BridgeAssetData(

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@ -9,7 +9,7 @@ import { BalancerPoolsCache, computeBalancerBuyQuote, computeBalancerSellQuote }
import { BancorService } from './bancor_service'; import { BancorService } from './bancor_service';
import { MAINNET_SUSHI_SWAP_ROUTER, MAX_UINT256, NULL_BYTES, ZERO_AMOUNT } from './constants'; import { MAINNET_SUSHI_SWAP_ROUTER, MAX_UINT256, NULL_BYTES, ZERO_AMOUNT } from './constants';
import { CreamPoolsCache } from './cream_utils'; import { CreamPoolsCache } from './cream_utils';
import { getCurveInfosForPair, getSwerveInfosForPair } from './curve_utils'; import { getCurveInfosForPair, getSnowSwapInfosForPair, getSwerveInfosForPair } from './curve_utils';
import { getKyberReserveIdsForPair } from './kyber_utils'; import { getKyberReserveIdsForPair } from './kyber_utils';
import { getMultiBridgeIntermediateToken } from './multibridge_utils'; import { getMultiBridgeIntermediateToken } from './multibridge_utils';
import { getIntermediateTokens } from './multihop_utils'; import { getIntermediateTokens } from './multihop_utils';
@ -30,6 +30,8 @@ import {
MooniswapFillData, MooniswapFillData,
MultiBridgeFillData, MultiBridgeFillData,
MultiHopFillData, MultiHopFillData,
SnowSwapFillData,
SnowSwapInfo,
SourceQuoteOperation, SourceQuoteOperation,
SushiSwapFillData, SushiSwapFillData,
SwerveFillData, SwerveFillData,
@ -407,6 +409,62 @@ export class SamplerOperations {
}); });
} }
public getSnowSwapSellQuotes(
pool: SnowSwapInfo,
fromTokenIdx: number,
toTokenIdx: number,
takerFillAmounts: BigNumber[],
): SourceQuoteOperation<SnowSwapFillData> {
return new SamplerContractOperation({
source: ERC20BridgeSource.SnowSwap,
fillData: {
pool,
fromTokenIdx,
toTokenIdx,
},
contract: this._samplerContract,
function: this._samplerContract.sampleSellsFromCurve,
params: [
{
poolAddress: pool.poolAddress,
sellQuoteFunctionSelector: pool.sellQuoteFunctionSelector,
buyQuoteFunctionSelector: pool.buyQuoteFunctionSelector,
},
new BigNumber(fromTokenIdx),
new BigNumber(toTokenIdx),
takerFillAmounts,
],
});
}
public getSnowSwapBuyQuotes(
pool: SnowSwapInfo,
fromTokenIdx: number,
toTokenIdx: number,
makerFillAmounts: BigNumber[],
): SourceQuoteOperation<SnowSwapFillData> {
return new SamplerContractOperation({
source: ERC20BridgeSource.SnowSwap,
fillData: {
pool,
fromTokenIdx,
toTokenIdx,
},
contract: this._samplerContract,
function: this._samplerContract.sampleBuysFromCurve,
params: [
{
poolAddress: pool.poolAddress,
sellQuoteFunctionSelector: pool.sellQuoteFunctionSelector,
buyQuoteFunctionSelector: pool.buyQuoteFunctionSelector,
},
new BigNumber(fromTokenIdx),
new BigNumber(toTokenIdx),
makerFillAmounts,
],
});
}
public getBalancerSellQuotes( public getBalancerSellQuotes(
poolAddress: string, poolAddress: string,
makerToken: string, makerToken: string,
@ -1041,6 +1099,15 @@ export class SamplerOperations {
takerFillAmounts, takerFillAmounts,
), ),
); );
case ERC20BridgeSource.SnowSwap:
return getSnowSwapInfosForPair(takerToken, makerToken).map(snowswap =>
this.getSnowSwapSellQuotes(
snowswap,
snowswap.tokens.indexOf(takerToken),
snowswap.tokens.indexOf(makerToken),
takerFillAmounts,
),
);
case ERC20BridgeSource.LiquidityProvider: case ERC20BridgeSource.LiquidityProvider:
if (liquidityProviderRegistryAddress === undefined) { if (liquidityProviderRegistryAddress === undefined) {
throw new Error( throw new Error(
@ -1164,6 +1231,15 @@ export class SamplerOperations {
makerFillAmounts, makerFillAmounts,
), ),
); );
case ERC20BridgeSource.SnowSwap:
return getSnowSwapInfosForPair(takerToken, makerToken).map(snowswap =>
this.getSnowSwapBuyQuotes(
snowswap,
snowswap.tokens.indexOf(takerToken),
snowswap.tokens.indexOf(makerToken),
makerFillAmounts,
),
);
case ERC20BridgeSource.LiquidityProvider: case ERC20BridgeSource.LiquidityProvider:
if (liquidityProviderRegistryAddress === undefined) { if (liquidityProviderRegistryAddress === undefined) {
throw new Error( throw new Error(

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@ -44,6 +44,7 @@ export enum ERC20BridgeSource {
MultiHop = 'MultiHop', MultiHop = 'MultiHop',
Shell = 'Shell', Shell = 'Shell',
Swerve = 'Swerve', Swerve = 'Swerve',
SnowSwap = 'SnowSwap',
SushiSwap = 'SushiSwap', SushiSwap = 'SushiSwap',
Dodo = 'DODO', Dodo = 'DODO',
} }
@ -75,6 +76,7 @@ export interface CurveInfo {
} }
export interface SwerveInfo extends CurveInfo {} export interface SwerveInfo extends CurveInfo {}
export interface SnowSwapInfo extends CurveInfo {}
// Internal `fillData` field for `Fill` objects. // Internal `fillData` field for `Fill` objects.
export interface FillData {} export interface FillData {}
@ -101,6 +103,12 @@ export interface SwerveFillData extends FillData {
pool: SwerveInfo; pool: SwerveInfo;
} }
export interface SnowSwapFillData extends FillData {
fromTokenIdx: number;
toTokenIdx: number;
pool: SnowSwapInfo;
}
export interface BalancerFillData extends FillData { export interface BalancerFillData extends FillData {
poolAddress: string; poolAddress: string;
} }

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@ -43,6 +43,7 @@ const DEFAULT_EXCLUDED = [
ERC20BridgeSource.Mooniswap, ERC20BridgeSource.Mooniswap,
ERC20BridgeSource.Bancor, ERC20BridgeSource.Bancor,
ERC20BridgeSource.Swerve, ERC20BridgeSource.Swerve,
ERC20BridgeSource.SnowSwap,
ERC20BridgeSource.SushiSwap, ERC20BridgeSource.SushiSwap,
ERC20BridgeSource.MultiHop, ERC20BridgeSource.MultiHop,
ERC20BridgeSource.Shell, ERC20BridgeSource.Shell,
@ -284,6 +285,7 @@ describe('MarketOperationUtils tests', () => {
[ERC20BridgeSource.MStable]: _.times(NUM_SAMPLES, () => 0), [ERC20BridgeSource.MStable]: _.times(NUM_SAMPLES, () => 0),
[ERC20BridgeSource.Mooniswap]: _.times(NUM_SAMPLES, () => 0), [ERC20BridgeSource.Mooniswap]: _.times(NUM_SAMPLES, () => 0),
[ERC20BridgeSource.Swerve]: _.times(NUM_SAMPLES, () => 0), [ERC20BridgeSource.Swerve]: _.times(NUM_SAMPLES, () => 0),
[ERC20BridgeSource.SnowSwap]: _.times(NUM_SAMPLES, () => 0),
[ERC20BridgeSource.SushiSwap]: _.times(NUM_SAMPLES, () => 0), [ERC20BridgeSource.SushiSwap]: _.times(NUM_SAMPLES, () => 0),
[ERC20BridgeSource.MultiHop]: _.times(NUM_SAMPLES, () => 0), [ERC20BridgeSource.MultiHop]: _.times(NUM_SAMPLES, () => 0),
[ERC20BridgeSource.Shell]: _.times(NUM_SAMPLES, () => 0), [ERC20BridgeSource.Shell]: _.times(NUM_SAMPLES, () => 0),
@ -329,6 +331,17 @@ describe('MarketOperationUtils tests', () => {
fromTokenIdx: 0, fromTokenIdx: 0,
toTokenIdx: 1, toTokenIdx: 1,
}, },
[ERC20BridgeSource.SnowSwap]: {
pool: {
poolAddress: randomAddress(),
tokens: [TAKER_TOKEN, MAKER_TOKEN],
exchangeFunctionSelector: hexUtils.random(4),
sellQuoteFunctionSelector: hexUtils.random(4),
buyQuoteFunctionSelector: hexUtils.random(4),
},
fromTokenIdx: 0,
toTokenIdx: 1,
},
[ERC20BridgeSource.LiquidityProvider]: { poolAddress: randomAddress() }, [ERC20BridgeSource.LiquidityProvider]: { poolAddress: randomAddress() },
[ERC20BridgeSource.SushiSwap]: { tokenAddressPath: [] }, [ERC20BridgeSource.SushiSwap]: { tokenAddressPath: [] },
[ERC20BridgeSource.Mooniswap]: { poolAddress: randomAddress() }, [ERC20BridgeSource.Mooniswap]: { poolAddress: randomAddress() },