feat: SnowSwap
This commit is contained in:
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commit
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@ -155,6 +155,8 @@ export {
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SushiSwapFillData,
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SushiSwapFillData,
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SwerveFillData,
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SwerveFillData,
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SwerveInfo,
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SwerveInfo,
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SnowSwapFillData,
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SnowSwapInfo,
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TokenAdjacencyGraph,
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TokenAdjacencyGraph,
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UniswapV2FillData,
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UniswapV2FillData,
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} from './utils/market_operation_utils/types';
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} from './utils/market_operation_utils/types';
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@ -21,6 +21,7 @@ export const SELL_SOURCE_FILTER = new SourceFilters([
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ERC20BridgeSource.MStable,
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ERC20BridgeSource.MStable,
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ERC20BridgeSource.Mooniswap,
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ERC20BridgeSource.Mooniswap,
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ERC20BridgeSource.Swerve,
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ERC20BridgeSource.Swerve,
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ERC20BridgeSource.SnowSwap,
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ERC20BridgeSource.SushiSwap,
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ERC20BridgeSource.SushiSwap,
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ERC20BridgeSource.Shell,
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ERC20BridgeSource.Shell,
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ERC20BridgeSource.MultiHop,
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ERC20BridgeSource.MultiHop,
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@ -45,6 +46,7 @@ export const BUY_SOURCE_FILTER = new SourceFilters(
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ERC20BridgeSource.Mooniswap,
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ERC20BridgeSource.Mooniswap,
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ERC20BridgeSource.Shell,
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ERC20BridgeSource.Shell,
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ERC20BridgeSource.Swerve,
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ERC20BridgeSource.Swerve,
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ERC20BridgeSource.SnowSwap,
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ERC20BridgeSource.SushiSwap,
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ERC20BridgeSource.SushiSwap,
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ERC20BridgeSource.MultiHop,
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ERC20BridgeSource.MultiHop,
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ERC20BridgeSource.Dodo,
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ERC20BridgeSource.Dodo,
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@ -173,7 +175,7 @@ export const MAINNET_SWERVE_INFOS: { [name: string]: CurveInfo } = {
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swUSD: {
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swUSD: {
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exchangeFunctionSelector: CurveFunctionSelectors.exchange,
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exchangeFunctionSelector: CurveFunctionSelectors.exchange,
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sellQuoteFunctionSelector: CurveFunctionSelectors.get_dy_underlying,
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sellQuoteFunctionSelector: CurveFunctionSelectors.get_dy_underlying,
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buyQuoteFunctionSelector: CurveFunctionSelectors.get_dx_underlying,
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buyQuoteFunctionSelector: CurveFunctionSelectors.None,
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poolAddress: '0x329239599afB305DA0A2eC69c58F8a6697F9F88d',
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poolAddress: '0x329239599afB305DA0A2eC69c58F8a6697F9F88d',
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tokens: [
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tokens: [
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'0x6b175474e89094c44da98b954eedeac495271d0f',
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'0x6b175474e89094c44da98b954eedeac495271d0f',
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@ -183,6 +185,30 @@ export const MAINNET_SWERVE_INFOS: { [name: string]: CurveInfo } = {
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],
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],
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},
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},
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};
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};
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export const MAINNET_SNOWSWAP_INFOS: { [name: string]: CurveInfo } = {
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yVaultCurve: {
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exchangeFunctionSelector: CurveFunctionSelectors.exchange,
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sellQuoteFunctionSelector: CurveFunctionSelectors.get_dy_underlying,
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buyQuoteFunctionSelector: CurveFunctionSelectors.None,
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poolAddress: '0xBf7CCD6C446acfcc5dF023043f2167B62E81899b',
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tokens: [
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'0x5dbcf33d8c2e976c6b560249878e6f1491bca25c', // yUSD
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'0x2994529c0652d127b7842094103715ec5299bbed', // ybCRV
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],
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},
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yVaultUSD: {
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exchangeFunctionSelector: CurveFunctionSelectors.exchange,
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sellQuoteFunctionSelector: CurveFunctionSelectors.get_dy_underlying,
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buyQuoteFunctionSelector: CurveFunctionSelectors.None,
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poolAddress: '0x4571753311E37dDb44faA8Fb78a6dF9a6E3c6C0B',
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tokens: [
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'0x597ad1e0c13bfe8025993d9e79c69e1c0233522e', // yUSDC
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'0xacd43e627e64355f1861cec6d3a6688b31a6f952', // yDAI
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'0x2f08119c6f07c006695e079aafc638b8789faf18', // yUSDT
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'0x37d19d1c4e1fa9dc47bd1ea12f742a0887eda74a', // yTUSD
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],
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},
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};
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export const MAINNET_KYBER_RESERVE_IDS: { [name: string]: string } = {
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export const MAINNET_KYBER_RESERVE_IDS: { [name: string]: string } = {
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Reserve1: '0xff4b796265722046707200000000000000000000000000000000000000000000',
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Reserve1: '0xff4b796265722046707200000000000000000000000000000000000000000000',
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@ -1,5 +1,5 @@
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import { MAINNET_CURVE_INFOS, MAINNET_SWERVE_INFOS } from './constants';
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import { MAINNET_CURVE_INFOS, MAINNET_SNOWSWAP_INFOS, MAINNET_SWERVE_INFOS } from './constants';
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import { CurveInfo, SwerveInfo } from './types';
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import { CurveInfo, SnowSwapInfo, SwerveInfo } from './types';
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// tslint:disable completed-docs
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// tslint:disable completed-docs
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export function getCurveInfosForPair(takerToken: string, makerToken: string): CurveInfo[] {
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export function getCurveInfosForPair(takerToken: string, makerToken: string): CurveInfo[] {
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@ -9,3 +9,7 @@ export function getCurveInfosForPair(takerToken: string, makerToken: string): Cu
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export function getSwerveInfosForPair(takerToken: string, makerToken: string): SwerveInfo[] {
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export function getSwerveInfosForPair(takerToken: string, makerToken: string): SwerveInfo[] {
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return Object.values(MAINNET_SWERVE_INFOS).filter(c => [makerToken, takerToken].every(t => c.tokens.includes(t)));
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return Object.values(MAINNET_SWERVE_INFOS).filter(c => [makerToken, takerToken].every(t => c.tokens.includes(t)));
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}
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}
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export function getSnowSwapInfosForPair(takerToken: string, makerToken: string): SnowSwapInfo[] {
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return Object.values(MAINNET_SNOWSWAP_INFOS).filter(c => [makerToken, takerToken].every(t => c.tokens.includes(t)));
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}
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@ -34,6 +34,7 @@ import {
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NativeCollapsedFill,
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NativeCollapsedFill,
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OptimizedMarketOrder,
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OptimizedMarketOrder,
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OrderDomain,
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OrderDomain,
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SnowSwapFillData,
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SushiSwapFillData,
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SushiSwapFillData,
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SwerveFillData,
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SwerveFillData,
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UniswapV2FillData,
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UniswapV2FillData,
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@ -173,6 +174,8 @@ function getBridgeAddressFromFill(fill: CollapsedFill, opts: CreateOrderFromPath
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return opts.contractAddresses.curveBridge;
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return opts.contractAddresses.curveBridge;
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case ERC20BridgeSource.Swerve:
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case ERC20BridgeSource.Swerve:
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return opts.contractAddresses.curveBridge;
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return opts.contractAddresses.curveBridge;
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case ERC20BridgeSource.SnowSwap:
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return opts.contractAddresses.curveBridge;
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case ERC20BridgeSource.Bancor:
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case ERC20BridgeSource.Bancor:
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return opts.contractAddresses.bancorBridge;
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return opts.contractAddresses.bancorBridge;
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case ERC20BridgeSource.Balancer:
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case ERC20BridgeSource.Balancer:
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@ -235,6 +238,20 @@ export function createBridgeOrder(
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),
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),
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);
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);
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break;
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break;
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case ERC20BridgeSource.SnowSwap:
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const snowSwapFillData = (fill as CollapsedFill<SnowSwapFillData>).fillData!; // tslint:disable-line:no-non-null-assertion
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makerAssetData = assetDataUtils.encodeERC20BridgeAssetData(
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makerToken,
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bridgeAddress,
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createCurveBridgeData(
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snowSwapFillData.pool.poolAddress,
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snowSwapFillData.pool.exchangeFunctionSelector,
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takerToken,
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snowSwapFillData.fromTokenIdx,
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snowSwapFillData.toTokenIdx,
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),
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);
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break;
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case ERC20BridgeSource.Balancer:
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case ERC20BridgeSource.Balancer:
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const balancerFillData = (fill as CollapsedFill<BalancerFillData>).fillData!; // tslint:disable-line:no-non-null-assertion
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const balancerFillData = (fill as CollapsedFill<BalancerFillData>).fillData!; // tslint:disable-line:no-non-null-assertion
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makerAssetData = assetDataUtils.encodeERC20BridgeAssetData(
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makerAssetData = assetDataUtils.encodeERC20BridgeAssetData(
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@ -9,7 +9,7 @@ import { BalancerPoolsCache, computeBalancerBuyQuote, computeBalancerSellQuote }
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import { BancorService } from './bancor_service';
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import { BancorService } from './bancor_service';
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import { MAINNET_SUSHI_SWAP_ROUTER, MAX_UINT256, NULL_BYTES, ZERO_AMOUNT } from './constants';
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import { MAINNET_SUSHI_SWAP_ROUTER, MAX_UINT256, NULL_BYTES, ZERO_AMOUNT } from './constants';
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import { CreamPoolsCache } from './cream_utils';
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import { CreamPoolsCache } from './cream_utils';
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import { getCurveInfosForPair, getSwerveInfosForPair } from './curve_utils';
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import { getCurveInfosForPair, getSnowSwapInfosForPair, getSwerveInfosForPair } from './curve_utils';
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import { getKyberReserveIdsForPair } from './kyber_utils';
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import { getKyberReserveIdsForPair } from './kyber_utils';
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import { getMultiBridgeIntermediateToken } from './multibridge_utils';
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import { getMultiBridgeIntermediateToken } from './multibridge_utils';
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import { getIntermediateTokens } from './multihop_utils';
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import { getIntermediateTokens } from './multihop_utils';
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@ -30,6 +30,8 @@ import {
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MooniswapFillData,
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MooniswapFillData,
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MultiBridgeFillData,
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MultiBridgeFillData,
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MultiHopFillData,
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MultiHopFillData,
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SnowSwapFillData,
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SnowSwapInfo,
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SourceQuoteOperation,
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SourceQuoteOperation,
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SushiSwapFillData,
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SushiSwapFillData,
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SwerveFillData,
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SwerveFillData,
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@ -407,6 +409,62 @@ export class SamplerOperations {
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});
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});
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}
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}
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public getSnowSwapSellQuotes(
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pool: SnowSwapInfo,
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fromTokenIdx: number,
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toTokenIdx: number,
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takerFillAmounts: BigNumber[],
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): SourceQuoteOperation<SnowSwapFillData> {
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return new SamplerContractOperation({
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source: ERC20BridgeSource.SnowSwap,
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fillData: {
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pool,
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fromTokenIdx,
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toTokenIdx,
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},
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contract: this._samplerContract,
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function: this._samplerContract.sampleSellsFromCurve,
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params: [
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{
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poolAddress: pool.poolAddress,
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sellQuoteFunctionSelector: pool.sellQuoteFunctionSelector,
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buyQuoteFunctionSelector: pool.buyQuoteFunctionSelector,
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},
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new BigNumber(fromTokenIdx),
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new BigNumber(toTokenIdx),
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takerFillAmounts,
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],
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});
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}
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public getSnowSwapBuyQuotes(
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pool: SnowSwapInfo,
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fromTokenIdx: number,
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toTokenIdx: number,
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makerFillAmounts: BigNumber[],
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): SourceQuoteOperation<SnowSwapFillData> {
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return new SamplerContractOperation({
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source: ERC20BridgeSource.SnowSwap,
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fillData: {
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pool,
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fromTokenIdx,
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toTokenIdx,
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},
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contract: this._samplerContract,
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function: this._samplerContract.sampleBuysFromCurve,
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params: [
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{
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poolAddress: pool.poolAddress,
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sellQuoteFunctionSelector: pool.sellQuoteFunctionSelector,
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buyQuoteFunctionSelector: pool.buyQuoteFunctionSelector,
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},
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new BigNumber(fromTokenIdx),
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new BigNumber(toTokenIdx),
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makerFillAmounts,
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],
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});
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}
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public getBalancerSellQuotes(
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public getBalancerSellQuotes(
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poolAddress: string,
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poolAddress: string,
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makerToken: string,
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makerToken: string,
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@ -1041,6 +1099,15 @@ export class SamplerOperations {
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takerFillAmounts,
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takerFillAmounts,
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),
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),
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);
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);
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case ERC20BridgeSource.SnowSwap:
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return getSnowSwapInfosForPair(takerToken, makerToken).map(snowswap =>
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this.getSnowSwapSellQuotes(
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snowswap,
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snowswap.tokens.indexOf(takerToken),
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snowswap.tokens.indexOf(makerToken),
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takerFillAmounts,
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),
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);
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case ERC20BridgeSource.LiquidityProvider:
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case ERC20BridgeSource.LiquidityProvider:
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if (liquidityProviderRegistryAddress === undefined) {
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if (liquidityProviderRegistryAddress === undefined) {
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throw new Error(
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throw new Error(
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@ -1164,6 +1231,15 @@ export class SamplerOperations {
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makerFillAmounts,
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makerFillAmounts,
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),
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),
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);
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);
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case ERC20BridgeSource.SnowSwap:
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return getSnowSwapInfosForPair(takerToken, makerToken).map(snowswap =>
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this.getSnowSwapBuyQuotes(
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snowswap,
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snowswap.tokens.indexOf(takerToken),
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snowswap.tokens.indexOf(makerToken),
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makerFillAmounts,
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),
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);
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case ERC20BridgeSource.LiquidityProvider:
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case ERC20BridgeSource.LiquidityProvider:
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if (liquidityProviderRegistryAddress === undefined) {
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if (liquidityProviderRegistryAddress === undefined) {
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throw new Error(
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throw new Error(
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@ -44,6 +44,7 @@ export enum ERC20BridgeSource {
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MultiHop = 'MultiHop',
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MultiHop = 'MultiHop',
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Shell = 'Shell',
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Shell = 'Shell',
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Swerve = 'Swerve',
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Swerve = 'Swerve',
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SnowSwap = 'SnowSwap',
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SushiSwap = 'SushiSwap',
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SushiSwap = 'SushiSwap',
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Dodo = 'DODO',
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Dodo = 'DODO',
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}
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}
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@ -75,6 +76,7 @@ export interface CurveInfo {
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}
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}
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export interface SwerveInfo extends CurveInfo {}
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export interface SwerveInfo extends CurveInfo {}
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export interface SnowSwapInfo extends CurveInfo {}
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// Internal `fillData` field for `Fill` objects.
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// Internal `fillData` field for `Fill` objects.
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export interface FillData {}
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export interface FillData {}
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@ -101,6 +103,12 @@ export interface SwerveFillData extends FillData {
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pool: SwerveInfo;
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pool: SwerveInfo;
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}
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}
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export interface SnowSwapFillData extends FillData {
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fromTokenIdx: number;
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toTokenIdx: number;
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pool: SnowSwapInfo;
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}
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export interface BalancerFillData extends FillData {
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export interface BalancerFillData extends FillData {
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poolAddress: string;
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poolAddress: string;
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}
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}
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@ -43,6 +43,7 @@ const DEFAULT_EXCLUDED = [
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ERC20BridgeSource.Mooniswap,
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ERC20BridgeSource.Mooniswap,
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ERC20BridgeSource.Bancor,
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ERC20BridgeSource.Bancor,
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ERC20BridgeSource.Swerve,
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ERC20BridgeSource.Swerve,
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ERC20BridgeSource.SnowSwap,
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ERC20BridgeSource.SushiSwap,
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ERC20BridgeSource.SushiSwap,
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ERC20BridgeSource.MultiHop,
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ERC20BridgeSource.MultiHop,
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ERC20BridgeSource.Shell,
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ERC20BridgeSource.Shell,
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@ -284,6 +285,7 @@ describe('MarketOperationUtils tests', () => {
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[ERC20BridgeSource.MStable]: _.times(NUM_SAMPLES, () => 0),
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[ERC20BridgeSource.MStable]: _.times(NUM_SAMPLES, () => 0),
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[ERC20BridgeSource.Mooniswap]: _.times(NUM_SAMPLES, () => 0),
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[ERC20BridgeSource.Mooniswap]: _.times(NUM_SAMPLES, () => 0),
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[ERC20BridgeSource.Swerve]: _.times(NUM_SAMPLES, () => 0),
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[ERC20BridgeSource.Swerve]: _.times(NUM_SAMPLES, () => 0),
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[ERC20BridgeSource.SnowSwap]: _.times(NUM_SAMPLES, () => 0),
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[ERC20BridgeSource.SushiSwap]: _.times(NUM_SAMPLES, () => 0),
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[ERC20BridgeSource.SushiSwap]: _.times(NUM_SAMPLES, () => 0),
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[ERC20BridgeSource.MultiHop]: _.times(NUM_SAMPLES, () => 0),
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[ERC20BridgeSource.MultiHop]: _.times(NUM_SAMPLES, () => 0),
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[ERC20BridgeSource.Shell]: _.times(NUM_SAMPLES, () => 0),
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[ERC20BridgeSource.Shell]: _.times(NUM_SAMPLES, () => 0),
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@ -329,6 +331,17 @@ describe('MarketOperationUtils tests', () => {
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fromTokenIdx: 0,
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fromTokenIdx: 0,
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toTokenIdx: 1,
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toTokenIdx: 1,
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},
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},
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[ERC20BridgeSource.SnowSwap]: {
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pool: {
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poolAddress: randomAddress(),
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tokens: [TAKER_TOKEN, MAKER_TOKEN],
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exchangeFunctionSelector: hexUtils.random(4),
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sellQuoteFunctionSelector: hexUtils.random(4),
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buyQuoteFunctionSelector: hexUtils.random(4),
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},
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fromTokenIdx: 0,
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toTokenIdx: 1,
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},
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[ERC20BridgeSource.LiquidityProvider]: { poolAddress: randomAddress() },
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[ERC20BridgeSource.LiquidityProvider]: { poolAddress: randomAddress() },
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[ERC20BridgeSource.SushiSwap]: { tokenAddressPath: [] },
|
[ERC20BridgeSource.SushiSwap]: { tokenAddressPath: [] },
|
||||||
[ERC20BridgeSource.Mooniswap]: { poolAddress: randomAddress() },
|
[ERC20BridgeSource.Mooniswap]: { poolAddress: randomAddress() },
|
||||||
|
Loading…
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Reference in New Issue
Block a user