Merge pull request #2729 from 0xProject/feat/snowswap

feat: SnowSwap

packages/asset-swapper/contracts/src/CurveSampler.sol

@@ -37,7 +37,7 @@ contract CurveSampler is
 
     /// @dev Base gas limit for Curve calls. Some Curves have multiple tokens
     ///      So a reasonable ceil is 150k per token. Biggest Curve has 4 tokens.
-    uint256 constant private CURVE_CALL_GAS = 600e3; // 600k
+    uint256 constant private CURVE_CALL_GAS = 2000e3; // Was 600k for Curve but SnowSwap is using 1500k+
 
     /// @dev Sample sell quotes from Curve.
     /// @param curveInfo Curve information specific to this token pair.

packages/asset-swapper/src/index.ts

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

packages/asset-swapper/src/utils/market_operation_utils/constants.ts

@@ -21,6 +21,7 @@ export const SELL_SOURCE_FILTER = new SourceFilters([
     ERC20BridgeSource.MStable,
     ERC20BridgeSource.Mooniswap,
     ERC20BridgeSource.Swerve,
+    ERC20BridgeSource.SnowSwap,
     ERC20BridgeSource.SushiSwap,
     ERC20BridgeSource.Shell,
     ERC20BridgeSource.MultiHop,
@@ -45,6 +46,7 @@ export const BUY_SOURCE_FILTER = new SourceFilters(
         ERC20BridgeSource.Mooniswap,
         ERC20BridgeSource.Shell,
         ERC20BridgeSource.Swerve,
+        ERC20BridgeSource.SnowSwap,
         ERC20BridgeSource.SushiSwap,
         ERC20BridgeSource.MultiHop,
         ERC20BridgeSource.Dodo,
@@ -172,9 +174,9 @@ export const MAINNET_CURVE_INFOS: { [name: string]: CurveInfo } = {
 export const MAINNET_SWERVE_INFOS: { [name: string]: CurveInfo } = {
     swUSD: {
         exchangeFunctionSelector: CurveFunctionSelectors.exchange,
-        sellQuoteFunctionSelector: CurveFunctionSelectors.get_dy_underlying,
+        sellQuoteFunctionSelector: CurveFunctionSelectors.get_dy,
-        buyQuoteFunctionSelector: CurveFunctionSelectors.get_dx_underlying,
+        buyQuoteFunctionSelector: CurveFunctionSelectors.None,
-        poolAddress: '0x329239599afB305DA0A2eC69c58F8a6697F9F88d',
+        poolAddress: '0x329239599afb305da0a2ec69c58f8a6697f9f88d', // _target: 0xa5407eae9ba41422680e2e00537571bcc53efbfd
         tokens: [
             '0x6b175474e89094c44da98b954eedeac495271d0f',
             '0xa0b86991c6218b36c1d19d4a2e9eb0ce3606eb48',
@@ -183,6 +185,53 @@ export const MAINNET_SWERVE_INFOS: { [name: string]: CurveInfo } = {
         ],
     },
 };
+export const MAINNET_SNOWSWAP_INFOS: { [name: string]: CurveInfo } = {
+    yVaultCurve: {
+        exchangeFunctionSelector: CurveFunctionSelectors.exchange,
+        sellQuoteFunctionSelector: CurveFunctionSelectors.get_dy,
+        buyQuoteFunctionSelector: CurveFunctionSelectors.get_dx,
+        poolAddress: '0xbf7ccd6c446acfcc5df023043f2167b62e81899b',
+        tokens: [
+            '0x5dbcf33d8c2e976c6b560249878e6f1491bca25c', // yUSD
+            '0x2994529c0652d127b7842094103715ec5299bbed', // ybCRV
+        ],
+    },
+    yVaultCurveUnderlying: {
+        exchangeFunctionSelector: CurveFunctionSelectors.exchange_underlying,
+        sellQuoteFunctionSelector: CurveFunctionSelectors.get_dy_underlying,
+        buyQuoteFunctionSelector: CurveFunctionSelectors.get_dx_underlying,
+        poolAddress: '0xbf7ccd6c446acfcc5df023043f2167b62e81899b',
+        tokens: [
+            '0xdf5e0e81dff6faf3a7e52ba697820c5e32d806a8', // yCRV
+            '0x3b3ac5386837dc563660fb6a0937dfaa5924333b', // bCRV
+        ],
+    },
+    yVaultUSD: {
+        exchangeFunctionSelector: CurveFunctionSelectors.exchange,
+        sellQuoteFunctionSelector: CurveFunctionSelectors.get_dy,
+        buyQuoteFunctionSelector: CurveFunctionSelectors.get_dx,
+        poolAddress: '0x4571753311e37ddb44faa8fb78a6df9a6e3c6c0b',
+        tokens: [
+            '0xacd43e627e64355f1861cec6d3a6688b31a6f952', // yDAI
+            '0x597ad1e0c13bfe8025993d9e79c69e1c0233522e', // yUSDC
+            '0x2f08119c6f07c006695e079aafc638b8789faf18', // yUSDT
+            '0x37d19d1c4e1fa9dc47bd1ea12f742a0887eda74a', // yTUSD
+        ],
+    },
+    // Gas is too high for these underlying tokens (3M+)
+    // yVaultUSDUnderlying: {
+    //     exchangeFunctionSelector: CurveFunctionSelectors.exchange_underlying,
+    //     sellQuoteFunctionSelector: CurveFunctionSelectors.get_dy_underlying,
+    //     buyQuoteFunctionSelector: CurveFunctionSelectors.get_dx_underlying,
+    //     poolAddress: '0x4571753311e37ddb44faa8fb78a6df9a6e3c6c0b',
+    //     tokens: [
+    //        '0x6b175474e89094c44da98b954eedeac495271d0f', // DAI
+    //        '0xa0b86991c6218b36c1d19d4a2e9eb0ce3606eb48', // USDC
+    //        '0xdac17f958d2ee523a2206206994597c13d831ec7', // USDT
+    //        '0x0000000000085d4780b73119b644ae5ecd22b376', // TUSD
+    //     ],
+    // },
+};
 
 export const MAINNET_KYBER_RESERVE_IDS: { [name: string]: string } = {
     Reserve1: '0xff4b796265722046707200000000000000000000000000000000000000000000',

packages/asset-swapper/src/utils/market_operation_utils/curve_utils.ts

@@ -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
 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[] {
     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)));
+}

packages/asset-swapper/src/utils/market_operation_utils/orders.ts

@@ -34,6 +34,7 @@ import {
     NativeCollapsedFill,
     OptimizedMarketOrder,
     OrderDomain,
+    SnowSwapFillData,
     SushiSwapFillData,
     SwerveFillData,
     UniswapV2FillData,
@@ -173,6 +174,8 @@ function getBridgeAddressFromFill(fill: CollapsedFill, opts: CreateOrderFromPath
             return opts.contractAddresses.curveBridge;
         case ERC20BridgeSource.Swerve:
             return opts.contractAddresses.curveBridge;
+        case ERC20BridgeSource.SnowSwap:
+            return opts.contractAddresses.curveBridge;
         case ERC20BridgeSource.Bancor:
             return opts.contractAddresses.bancorBridge;
         case ERC20BridgeSource.Balancer:
@@ -213,8 +216,8 @@ export function createBridgeOrder(
                 makerToken,
                 bridgeAddress,
                 createCurveBridgeData(
-                    curveFillData.curve.poolAddress,
+                    curveFillData.pool.poolAddress,
-                    curveFillData.curve.exchangeFunctionSelector,
+                    curveFillData.pool.exchangeFunctionSelector,
                     takerToken,
                     curveFillData.fromTokenIdx,
                     curveFillData.toTokenIdx,
@@ -235,6 +238,20 @@ export function createBridgeOrder(
                 ),
             );
             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:
             const balancerFillData = (fill as CollapsedFill<BalancerFillData>).fillData!; // tslint:disable-line:no-non-null-assertion
             makerAssetData = assetDataUtils.encodeERC20BridgeAssetData(

packages/asset-swapper/src/utils/market_operation_utils/sampler_operations.ts

@@ -9,7 +9,7 @@ import { BalancerPoolsCache, computeBalancerBuyQuote, computeBalancerSellQuote }
 import { BancorService } from './bancor_service';
 import { MAINNET_SUSHI_SWAP_ROUTER, MAX_UINT256, NULL_BYTES, ZERO_AMOUNT } from './constants';
 import { CreamPoolsCache } from './cream_utils';
-import { getCurveInfosForPair, getSwerveInfosForPair } from './curve_utils';
+import { getCurveInfosForPair, getSnowSwapInfosForPair, getSwerveInfosForPair } from './curve_utils';
 import { getKyberReserveIdsForPair } from './kyber_utils';
 import { getMultiBridgeIntermediateToken } from './multibridge_utils';
 import { getIntermediateTokens } from './multihop_utils';
@@ -30,6 +30,8 @@ import {
     MooniswapFillData,
     MultiBridgeFillData,
     MultiHopFillData,
+    SnowSwapFillData,
+    SnowSwapInfo,
     SourceQuoteOperation,
     SushiSwapFillData,
     SwerveFillData,
@@ -296,7 +298,7 @@ export class SamplerOperations {
     }
 
     public getCurveSellQuotes(
-        curve: CurveInfo,
+        pool: CurveInfo,
         fromTokenIdx: number,
         toTokenIdx: number,
         takerFillAmounts: BigNumber[],
@@ -304,7 +306,7 @@ export class SamplerOperations {
         return new SamplerContractOperation({
             source: ERC20BridgeSource.Curve,
             fillData: {
-                curve,
+                pool,
                 fromTokenIdx,
                 toTokenIdx,
             },
@@ -312,9 +314,9 @@ export class SamplerOperations {
             function: this._samplerContract.sampleSellsFromCurve,
             params: [
                 {
-                    poolAddress: curve.poolAddress,
+                    poolAddress: pool.poolAddress,
-                    sellQuoteFunctionSelector: curve.sellQuoteFunctionSelector,
+                    sellQuoteFunctionSelector: pool.sellQuoteFunctionSelector,
-                    buyQuoteFunctionSelector: curve.buyQuoteFunctionSelector,
+                    buyQuoteFunctionSelector: pool.buyQuoteFunctionSelector,
                 },
                 new BigNumber(fromTokenIdx),
                 new BigNumber(toTokenIdx),
@@ -324,7 +326,7 @@ export class SamplerOperations {
     }
 
     public getCurveBuyQuotes(
-        curve: CurveInfo,
+        pool: CurveInfo,
         fromTokenIdx: number,
         toTokenIdx: number,
         makerFillAmounts: BigNumber[],
@@ -332,7 +334,7 @@ export class SamplerOperations {
         return new SamplerContractOperation({
             source: ERC20BridgeSource.Curve,
             fillData: {
-                curve,
+                pool,
                 fromTokenIdx,
                 toTokenIdx,
             },
@@ -340,9 +342,9 @@ export class SamplerOperations {
             function: this._samplerContract.sampleBuysFromCurve,
             params: [
                 {
-                    poolAddress: curve.poolAddress,
+                    poolAddress: pool.poolAddress,
-                    sellQuoteFunctionSelector: curve.sellQuoteFunctionSelector,
+                    sellQuoteFunctionSelector: pool.sellQuoteFunctionSelector,
-                    buyQuoteFunctionSelector: curve.buyQuoteFunctionSelector,
+                    buyQuoteFunctionSelector: pool.buyQuoteFunctionSelector,
                 },
                 new BigNumber(fromTokenIdx),
                 new BigNumber(toTokenIdx),
@@ -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(
         poolAddress: string,
         makerToken: string,
@@ -1024,11 +1082,11 @@ export class SamplerOperations {
                                 this.getKyberSellQuotes(reserveId, makerToken, takerToken, takerFillAmounts),
                             );
                         case ERC20BridgeSource.Curve:
-                            return getCurveInfosForPair(takerToken, makerToken).map(curve =>
+                            return getCurveInfosForPair(takerToken, makerToken).map(pool =>
                                 this.getCurveSellQuotes(
-                                    curve,
+                                    pool,
-                                    curve.tokens.indexOf(takerToken),
+                                    pool.tokens.indexOf(takerToken),
-                                    curve.tokens.indexOf(makerToken),
+                                    pool.tokens.indexOf(makerToken),
                                     takerFillAmounts,
                                 ),
                             );
@@ -1041,6 +1099,15 @@ export class SamplerOperations {
                                     takerFillAmounts,
                                 ),
                             );
+                        case ERC20BridgeSource.SnowSwap:
+                            return getSnowSwapInfosForPair(takerToken, makerToken).map(pool =>
+                                this.getSnowSwapSellQuotes(
+                                    pool,
+                                    pool.tokens.indexOf(takerToken),
+                                    pool.tokens.indexOf(makerToken),
+                                    takerFillAmounts,
+                                ),
+                            );
                         case ERC20BridgeSource.LiquidityProvider:
                             if (liquidityProviderRegistryAddress === undefined) {
                                 throw new Error(
@@ -1147,11 +1214,11 @@ export class SamplerOperations {
                                 this.getKyberBuyQuotes(reserveId, makerToken, takerToken, makerFillAmounts),
                             );
                         case ERC20BridgeSource.Curve:
-                            return getCurveInfosForPair(takerToken, makerToken).map(curve =>
+                            return getCurveInfosForPair(takerToken, makerToken).map(pool =>
                                 this.getCurveBuyQuotes(
-                                    curve,
+                                    pool,
-                                    curve.tokens.indexOf(takerToken),
+                                    pool.tokens.indexOf(takerToken),
-                                    curve.tokens.indexOf(makerToken),
+                                    pool.tokens.indexOf(makerToken),
                                     makerFillAmounts,
                                 ),
                             );
@@ -1164,6 +1231,15 @@ export class SamplerOperations {
                                     makerFillAmounts,
                                 ),
                             );
+                        case ERC20BridgeSource.SnowSwap:
+                            return getSnowSwapInfosForPair(takerToken, makerToken).map(pool =>
+                                this.getSnowSwapBuyQuotes(
+                                    pool,
+                                    pool.tokens.indexOf(takerToken),
+                                    pool.tokens.indexOf(makerToken),
+                                    makerFillAmounts,
+                                ),
+                            );
                         case ERC20BridgeSource.LiquidityProvider:
                             if (liquidityProviderRegistryAddress === undefined) {
                                 throw new Error(

packages/asset-swapper/src/utils/market_operation_utils/types.ts

@@ -44,6 +44,7 @@ export enum ERC20BridgeSource {
     MultiHop = 'MultiHop',
     Shell = 'Shell',
     Swerve = 'Swerve',
+    SnowSwap = 'SnowSwap',
     SushiSwap = 'SushiSwap',
     Dodo = 'DODO',
 }
@@ -75,6 +76,7 @@ export interface CurveInfo {
 }
 
 export interface SwerveInfo extends CurveInfo {}
+export interface SnowSwapInfo extends CurveInfo {}
 
 // Internal `fillData` field for `Fill` objects.
 export interface FillData {}
@@ -92,7 +94,7 @@ export interface NativeFillData extends FillData {
 export interface CurveFillData extends FillData {
     fromTokenIdx: number;
     toTokenIdx: number;
-    curve: CurveInfo;
+    pool: CurveInfo;
 }
 
 export interface SwerveFillData extends FillData {
@@ -101,6 +103,12 @@ export interface SwerveFillData extends FillData {
     pool: SwerveInfo;
 }
 
+export interface SnowSwapFillData extends FillData {
+    fromTokenIdx: number;
+    toTokenIdx: number;
+    pool: SnowSwapInfo;
+}
+
 export interface BalancerFillData extends FillData {
     poolAddress: string;
 }

packages/asset-swapper/test/market_operation_utils_test.ts

@@ -43,6 +43,7 @@ const DEFAULT_EXCLUDED = [
     ERC20BridgeSource.Mooniswap,
     ERC20BridgeSource.Bancor,
     ERC20BridgeSource.Swerve,
+    ERC20BridgeSource.SnowSwap,
     ERC20BridgeSource.SushiSwap,
     ERC20BridgeSource.MultiHop,
     ERC20BridgeSource.Shell,
@@ -284,6 +285,7 @@ describe('MarketOperationUtils tests', () => {
         [ERC20BridgeSource.MStable]: _.times(NUM_SAMPLES, () => 0),
         [ERC20BridgeSource.Mooniswap]: _.times(NUM_SAMPLES, () => 0),
         [ERC20BridgeSource.Swerve]: _.times(NUM_SAMPLES, () => 0),
+        [ERC20BridgeSource.SnowSwap]: _.times(NUM_SAMPLES, () => 0),
         [ERC20BridgeSource.SushiSwap]: _.times(NUM_SAMPLES, () => 0),
         [ERC20BridgeSource.MultiHop]: _.times(NUM_SAMPLES, () => 0),
         [ERC20BridgeSource.Shell]: _.times(NUM_SAMPLES, () => 0),
@@ -308,7 +310,7 @@ describe('MarketOperationUtils tests', () => {
         [ERC20BridgeSource.Bancor]: { path: [], networkAddress: randomAddress() },
         [ERC20BridgeSource.Kyber]: { hint: '0x', reserveId: '0x' },
         [ERC20BridgeSource.Curve]: {
-            curve: {
+            pool: {
                 poolAddress: randomAddress(),
                 tokens: [TAKER_TOKEN, MAKER_TOKEN],
                 exchangeFunctionSelector: hexUtils.random(4),
@@ -329,6 +331,17 @@ describe('MarketOperationUtils tests', () => {
             fromTokenIdx: 0,
             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.SushiSwap]: { tokenAddressPath: [] },
         [ERC20BridgeSource.Mooniswap]: { poolAddress: randomAddress() },