crowetic/protocol
1
0
Fork 0
Code Issues Pull Requests Actions Packages Projects Releases Wiki Activity

address feedback

Browse Source
This commit is contained in:
David Sun
2020-02-28 13:06:58 -05:00
parent 7f869868c9
commit 8afb044877
4 changed files with 31 additions and 28 deletions
Download Patch File Download Diff File Expand all files Collapse all files

5
packages/asset-swapper/src/constants.ts
View File

@@ -21,10 +21,6 @@ const NULL_ADDRESS = '0x0000000000000000000000000000000000000000';
const MAINNET_CHAIN_ID = 1;
const ONE_SECOND_MS = 1000;
const DEFAULT_PER_PAGE = 1000;
const PROXY_IDS = {
ERC20_PROXY_ID: '0xf47261b0',
ERC721_PROXY_ID: '0x02571792',
};
const DEFAULT_ORDER_PRUNER_OPTS: OrderPrunerOpts = {
expiryBufferMs: 120000, // 2 minutes
@@ -118,5 +114,4 @@ export const constants = {
MARKET_UTILS_AMOUNT_BUFFER_PERCENTAGE,
BRIDGE_ASSET_DATA_PREFIX: '0xdc1600f3',
DEFAULT_CURVE_OPTS,
PROXY_IDS,
};

17
packages/asset-swapper/src/utils/market_operation_utils/create_order.ts
View File

@@ -1,5 +1,6 @@
import { ContractAddresses } from '@0x/contract-addresses';
import { assetDataUtils, generatePseudoRandomSalt } from '@0x/order-utils';
import { SignedOrder } from '@0x/types';
import { AbiEncoder, BigNumber } from '@0x/utils';
import { constants } from '../../constants';
@@ -20,6 +21,22 @@ const { INFINITE_TIMESTAMP_SEC, WALLET_SIGNATURE } = marketOperationUtilConstant
export class CreateOrderUtils {
private readonly _contractAddress: ContractAddresses;
// utility function for asset-swapper to ignore market operation utils for specific asset types
public static convertNativeOrderToFullyFillableOptimizedOrders(order: SignedOrder): OptimizedMarketOrder {
return {
...order,
fillableMakerAssetAmount: order.makerAssetAmount,
fillableTakerAssetAmount: order.takerAssetAmount,
fillableTakerFeeAmount: order.takerFee,
fill: {
source: ERC20BridgeSource.Native,
totalMakerAssetAmount: order.makerAssetAmount,
totalTakerAssetAmount: order.takerAssetAmount,
subFills: [],
},
};
}
constructor(contractAddress: ContractAddresses) {
this._contractAddress = contractAddress;
}

29
packages/asset-swapper/src/utils/swap_quote_calculator.ts
View File

@@ -1,5 +1,5 @@
import { assetDataUtils, orderCalculationUtils } from '@0x/order-utils';
import { SignedOrder } from '@0x/types';
import { AssetProxyId, SignedOrder } from '@0x/types';
import { BigNumber } from '@0x/utils';
import * as _ from 'lodash';
@@ -19,6 +19,7 @@ import {
import { fillableAmountsUtils } from './fillable_amounts_utils';
import { MarketOperationUtils } from './market_operation_utils';
import { CreateOrderUtils } from './market_operation_utils/create_order';
import { ERC20BridgeSource, OptimizedMarketOrder } from './market_operation_utils/types';
import { ProtocolFeeUtils } from './protocol_fee_utils';
import { utils } from './utils';
@@ -143,40 +144,30 @@ export class SwapQuoteCalculator {
fees: _.mapValues(opts.fees, (v, k) => v.times(gasPrice)),
};
const firstOrderMakerAssetData = !!prunedOrders[0] ? assetDataUtils.decodeAssetDataOrThrow(prunedOrders[0].makerAssetData) : { assetProxyId: ''};
const firstOrderMakerAssetData = !!prunedOrders[0]
? assetDataUtils.decodeAssetDataOrThrow(prunedOrders[0].makerAssetData)
: { assetProxyId: '' };
if (firstOrderMakerAssetData.assetProxyId === constants.PROXY_IDS.ERC721_PROXY_ID ) {
resultOrders = prunedOrders.map(o => {
if (firstOrderMakerAssetData.assetProxyId === AssetProxyId.ERC721) {
// HACK: to conform ERC721 orders to the output of market operation utils, assumes complete fillable
return {
...o,
fillableMakerAssetAmount: o.makerAssetAmount,
fillableTakerAssetAmount: o.takerAssetAmount,
fillableTakerFeeAmount: o.takerFee,
fill: {
source: ERC20BridgeSource.Native,
totalMakerAssetAmount: o.makerAssetAmount,
totalTakerAssetAmount: o.takerAssetAmount,
subFills: [],
},
};
});
resultOrders = prunedOrders.map(o => CreateOrderUtils.convertNativeOrderToFullyFillableOptimizedOrders(o));
} else {
if (operation === MarketOperation.Buy) {
resultOrders = await this._marketOperationUtils.getMarketBuyOrdersAsync(
prunedOrders,
assetFillAmount.plus(slippageBufferAmount),
_opts,
opts,
);
} else {
resultOrders = await this._marketOperationUtils.getMarketSellOrdersAsync(
prunedOrders,
assetFillAmount.plus(slippageBufferAmount),
_opts,
opts,
);
}
}
}
// assetData information for the result
const { makerAssetData, takerAssetData } = prunedOrders[0];
return this._createSwapQuoteAsync(

8
packages/asset-swapper/src/utils/utils.ts
View File

@@ -1,5 +1,5 @@
import { assetDataUtils } from '@0x/order-utils';
import { AssetData, ERC20AssetData, ERC20BridgeAssetData, Order, SignedOrder } from '@0x/types';
import { AssetProxyId, AssetData, ERC20AssetData, ERC20BridgeAssetData, Order, SignedOrder } from '@0x/types';
import { BigNumber, NULL_BYTES } from '@0x/utils';
import { Web3Wrapper } from '@0x/web3-wrapper';
@@ -15,9 +15,9 @@ export const utils = {
const takerAssetData = assetDataUtils.decodeAssetDataOrThrow(o.takerAssetData);
const makerAssetData = assetDataUtils.decodeAssetDataOrThrow(o.makerAssetData);
return (
(makerAssetData.assetProxyId === constants.PROXY_IDS.ERC20_PROXY_ID ||
makerAssetData.assetProxyId === constants.PROXY_IDS.ERC721_PROXY_ID) &&
takerAssetData.assetProxyId === constants.PROXY_IDS.ERC20_PROXY_ID &&
(makerAssetData.assetProxyId === AssetProxyId.ERC20 ||
makerAssetData.assetProxyId === AssetProxyId.ERC721) &&
takerAssetData.assetProxyId === AssetProxyId.ERC20 &&
firstOrderMakerAssetData.assetProxyId === makerAssetData.assetProxyId
); // checks that all native order maker assets are of the same type
});