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ERC20BridgeSampler: Additional Buy support (#2551)

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* ERC20BridgeSampler: Sample Curve Buy

* Fake Buy Kyber/PLP

* Deploy mainnet

* Add Kyber rates for buy tests

* CHANGELOGs

* Provide maxIterations and targetSlippage as options

* Cleanup ERC20BridgeSampler for re-use

* Redeploy Mainnet Kovan

* Feedback fixes

* Handle OOG/revert 0s

* Redeploy Mainnet refactor
This commit is contained in:
Jacob Evans 2020-04-21 13:26:12 +10:00 committed by GitHub
parent 110e1afa8e
commit a458e81f8d
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GPG Key ID: 4AEE18F83AFDEB23
22 changed files with 1190 additions and 164 deletions
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1
contracts/asset-proxy/contracts/src/interfaces/ICurve.sol
View File

@ -65,7 +65,6 @@ interface ICurve {
returns (uint256 dy);
/// @dev Get the amount of `fromToken` by buying `buyAmount` of `toToken`
/// This function exists on later versions of Curve (USDC/DAI/USDT)
/// @param i The token index being sold.
/// @param j The token index being bought.
/// @param buyAmount The amount of token being bought.

8
contracts/erc20-bridge-sampler/CHANGELOG.json
View File

@ -5,6 +5,14 @@
{
"note": "Pass in `DevUtils` address as a constructor parameter",
"pr": 2531
},
{
"note": "Sample `Curve` for buy amounts",
"pr": 2551
},
{
"note": "Added `sampleBuysFromKyberNetwork` ",
"pr": 2551
}
]
},

234
contracts/erc20-bridge-sampler/contracts/src/ERC20BridgeSampler.sol
View File

@ -213,6 +213,33 @@ contract ERC20BridgeSampler is
}
}
/// @dev Sample buy quotes from Kyber.
/// @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.
/// @param opts `FakeBuyOptions` specifying target slippage and max iterations.
/// @return takerTokenAmounts Taker amounts sold at each maker token
/// amount.
function sampleBuysFromKyberNetwork(
address takerToken,
address makerToken,
uint256[] memory makerTokenAmounts,
FakeBuyOptions memory opts
)
public
view
returns (uint256[] memory takerTokenAmounts)
{
return _sampleApproximateBuysFromSource(
takerToken,
makerToken,
makerTokenAmounts,
opts,
this.sampleSellsFromKyberNetwork.selector,
address(0) // PLP registry address
);
}
/// @dev Sample sell quotes from Eth2Dai/Oasis.
/// @param takerToken Address of the taker token (what to sell).
/// @param makerToken Address of the maker token (what to buy).
@ -443,6 +470,44 @@ contract ERC20BridgeSampler is
}
}
/// @dev Sample buy quotes from Curve.
/// @param curveAddress Address of the Curve contract.
/// @param fromTokenIdx Index of the taker token (what to sell).
/// @param toTokenIdx Index 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 sampleBuysFromCurve(
address curveAddress,
int128 fromTokenIdx,
int128 toTokenIdx,
uint256[] memory makerTokenAmounts
)
public
view
returns (uint256[] memory takerTokenAmounts)
{
uint256 numSamples = makerTokenAmounts.length;
takerTokenAmounts = new uint256[](numSamples);
for (uint256 i = 0; i < numSamples; i++) {
(bool didSucceed, bytes memory resultData) =
curveAddress.staticcall.gas(CURVE_CALL_GAS)(
abi.encodeWithSelector(
ICurve(0).get_dx_underlying.selector,
fromTokenIdx,
toTokenIdx,
makerTokenAmounts[i]
));
uint256 sellAmount = 0;
if (didSucceed) {
sellAmount = abi.decode(resultData, (uint256));
} else {
break;
}
takerTokenAmounts[i] = sellAmount;
}
}
/// @dev Sample sell quotes from an arbitrary on-chain liquidity provider.
/// @param registryAddress Address of the liquidity provider registry contract.
/// @param takerToken Address of the taker token (what to sell).
@ -500,52 +565,28 @@ contract ERC20BridgeSampler is
/// @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.
/// @param opts `FakeBuyOptions` specifying target slippage and max iterations.
/// @return takerTokenAmounts Taker amounts sold at each maker token
/// amount.
function sampleBuysFromLiquidityProviderRegistry(
address registryAddress,
address takerToken,
address makerToken,
uint256[] memory makerTokenAmounts
uint256[] memory makerTokenAmounts,
FakeBuyOptions memory opts
)
public
view
returns (uint256[] memory takerTokenAmounts)
{
// Initialize array of taker token amounts.
uint256 numSamples = makerTokenAmounts.length;
takerTokenAmounts = new uint256[](numSamples);
// Query registry for provider address.
address providerAddress = getLiquidityProviderFromRegistry(
registryAddress,
return _sampleApproximateBuysFromSource(
takerToken,
makerToken
makerToken,
makerTokenAmounts,
opts,
this.sampleSellsFromLiquidityProviderRegistry.selector,
registryAddress
);
// If provider doesn't exist, return all zeros.
if (providerAddress == address(0)) {
return takerTokenAmounts;
}
// Otherwise, query liquidity provider for quotes.
for (uint256 i = 0; i < numSamples; i++) {
(bool didSucceed, bytes memory resultData) =
providerAddress.staticcall.gas(DEFAULT_CALL_GAS)(
abi.encodeWithSelector(
ILiquidityProvider(0).getBuyQuote.selector,
takerToken,
makerToken,
makerTokenAmounts[i]
));
uint256 sellAmount = 0;
if (didSucceed) {
sellAmount = abi.decode(resultData, (uint256));
} else {
// Exit early if the amount is too high for the liquidity provider to serve
break;
}
takerTokenAmounts[i] = sellAmount;
}
}
/// @dev Returns the address of a liquidity provider for the given market
@ -639,4 +680,131 @@ contract ERC20BridgeSampler is
{
require(makerToken != takerToken, "ERC20BridgeSampler/INVALID_TOKEN_PAIR");
}
function _sampleSellForApproximateBuy(
address takerToken,
address makerToken,
uint256 takerTokenAmount,
bytes4 selector,
address plpRegistryAddress
)
private
view
returns (uint256 makerTokenAmount)
{
bytes memory callData;
uint256[] memory tmpTakerAmounts = new uint256[](1);
tmpTakerAmounts[0] = takerTokenAmount;
if (selector == this.sampleSellsFromKyberNetwork.selector) {
callData = abi.encodeWithSelector(
this.sampleSellsFromKyberNetwork.selector,
takerToken,
makerToken,
tmpTakerAmounts
);
} else {
callData = abi.encodeWithSelector(
this.sampleSellsFromLiquidityProviderRegistry.selector,
plpRegistryAddress,
takerToken,
makerToken,
tmpTakerAmounts
);
}
(bool success, bytes memory resultData) = address(this).staticcall(callData);
if (!success) {
return 0;
}
// solhint-disable indent
makerTokenAmount = abi.decode(resultData, (uint256[]))[0];
}
function _sampleApproximateBuysFromSource(
address takerToken,
address makerToken,
uint256[] memory makerTokenAmounts,
FakeBuyOptions memory opts,
bytes4 selector,
address plpRegistryAddress
)
private
view
returns (uint256[] memory takerTokenAmounts)
{
_assertValidPair(makerToken, takerToken);
if (makerTokenAmounts.length == 0) {
return takerTokenAmounts;
}
uint256 sellAmount;
uint256 buyAmount;
uint256 slippageFromTarget;
takerTokenAmounts = new uint256[](makerTokenAmounts.length);
sellAmount = _sampleSellForApproximateBuy(
makerToken,
takerToken,
makerTokenAmounts[0],
selector,
plpRegistryAddress
);
if (sellAmount == 0) {
return takerTokenAmounts;
}
buyAmount = _sampleSellForApproximateBuy(
takerToken,
makerToken,
sellAmount,
selector,
plpRegistryAddress
);
if (buyAmount == 0) {
return takerTokenAmounts;
}
for (uint256 i = 0; i < makerTokenAmounts.length; i++) {
for (uint256 iter = 0; iter < opts.maxIterations; iter++) {
// adjustedSellAmount = previousSellAmount * (target/actual) * JUMP_MULTIPLIER
sellAmount = LibMath.getPartialAmountCeil(
makerTokenAmounts[i],
buyAmount,
sellAmount
);
sellAmount = LibMath.getPartialAmountCeil(
(10000 + opts.targetSlippageBps),
10000,
sellAmount
);
uint256 _buyAmount = _sampleSellForApproximateBuy(
takerToken,
makerToken,
sellAmount,
selector,
plpRegistryAddress
);
if (_buyAmount == 0) {
break;
}
// We re-use buyAmount next iteration, only assign if it is
// non zero
buyAmount = _buyAmount;
// If we've reached our goal, exit early
if (buyAmount >= makerTokenAmounts[i]) {
uint256 slippageFromTarget = (buyAmount - makerTokenAmounts[i]) * 10000 /
makerTokenAmounts[i];
if (slippageFromTarget <= opts.targetSlippageBps) {
break;
}
}
}
// We do our best to close in on the requested amount, but we can either over buy or under buy and exit
// if we hit a max iteration limit
// We scale the sell amount to get the approximate target
takerTokenAmounts[i] = LibMath.getPartialAmountCeil(
makerTokenAmounts[i],
buyAmount,
sellAmount
);
}
}
}

48
contracts/erc20-bridge-sampler/contracts/src/IERC20BridgeSampler.sol
View File

@ -24,6 +24,11 @@ import "@0x/contracts-exchange-libs/contracts/src/LibOrder.sol";
interface IERC20BridgeSampler {
struct FakeBuyOptions {
uint256 targetSlippageBps;
uint256 maxIterations;
}
/// @dev Call multiple public functions on this contract in a single transaction.
/// @param callDatas ABI-encoded call data for each function call.
/// @return callResults ABI-encoded results data for each call.
@ -73,6 +78,23 @@ interface IERC20BridgeSampler {
view
returns (uint256[] memory makerTokenAmounts);
/// @dev Sample buy quotes from Kyber.
/// @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.
/// @param opts `FakeBuyOptions` specifying target slippage and max iterations.
/// @return takerTokenAmounts Taker amounts sold at each maker token
/// amount.
function sampleBuysFromKyberNetwork(
address takerToken,
address makerToken,
uint256[] calldata makerTokenAmounts,
FakeBuyOptions calldata opts
)
external
view
returns (uint256[] memory takerTokenAmounts);
/// @dev Sample sell quotes from Eth2Dai/Oasis.
/// @param takerToken Address of the taker token (what to sell).
/// @param makerToken Address of the maker token (what to buy).
@ -106,7 +128,7 @@ interface IERC20BridgeSampler {
/// @dev Sample buy quotes from Uniswap.
/// @param takerToken Address of the taker token (what to sell).
/// @param makerToken Address of the maker token (what to buy).
/// @param makerTokenAmounts Maker token sell amount for each sample.
/// @param makerTokenAmounts Maker token buy amount for each sample.
/// @return takerTokenAmounts Taker amounts sold at each maker token
/// amount.
function sampleBuysFromUniswap(
@ -121,7 +143,7 @@ interface IERC20BridgeSampler {
/// @dev Sample buy quotes from Eth2Dai/Oasis.
/// @param takerToken Address of the taker token (what to sell).
/// @param makerToken Address of the maker token (what to buy).
/// @param takerTokenAmounts Maker token sell amount for each sample.
/// @param makerTokenAmounts Maker token buy amount for each sample.
/// @return takerTokenAmounts Taker amounts sold at each maker token
/// amount.
function sampleBuysFromEth2Dai(
@ -150,6 +172,23 @@ interface IERC20BridgeSampler {
view
returns (uint256[] memory makerTokenAmounts);
/// @dev Sample buy quotes from Curve.
/// @param curveAddress Address of the Curve contract.
/// @param fromTokenIdx Index of the taker token (what to sell).
/// @param toTokenIdx Index 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 sampleBuysFromCurve(
address curveAddress,
int128 fromTokenIdx,
int128 toTokenIdx,
uint256[] calldata makerTokenAmounts
)
external
view
returns (uint256[] memory takerTokenAmounts);
/// @dev Sample sell quotes from an arbitrary on-chain liquidity provider.
/// @param registryAddress Address of the liquidity provider registry contract.
/// @param takerToken Address of the taker token (what to sell).
@ -172,13 +211,16 @@ interface IERC20BridgeSampler {
/// @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.
/// @param opts `FakeBuyOptions` specifying target slippage and max iterations.
/// @return takerTokenAmounts Taker amounts sold at each maker token
/// amount.
function sampleBuysFromLiquidityProviderRegistry(
address registryAddress,
address takerToken,
address makerToken,
uint256[] calldata makerTokenAmounts
uint256[] calldata makerTokenAmounts,
FakeBuyOptions calldata opts
)
external
view

132
contracts/erc20-bridge-sampler/test/erc20-bridge-sampler.ts
View File

@ -32,6 +32,10 @@ blockchainTests('erc20-bridge-sampler', env => {
const INVALID_TOKEN_PAIR_ERROR = 'ERC20BridgeSampler/INVALID_TOKEN_PAIR';
const MAKER_TOKEN = randomAddress();
const TAKER_TOKEN = randomAddress();
const FAKE_BUY_OPTS = {
targetSlippageBps: new BigNumber(5),
maxIterations: new BigNumber(5),
};
before(async () => {
testContract = await TestERC20BridgeSamplerContract.deployFrom0xArtifactAsync(
@ -169,8 +173,15 @@ blockchainTests('erc20-bridge-sampler', env => {
for (const source of sources) {
const sampleOutputs = [];
for (const amount of sampleAmounts) {
if (source === 'Eth2Dai') {
sampleOutputs.push(getDeterministicBuyQuote(ETH2DAI_SALT, sellToken, buyToken, amount));
if (source === 'Kyber' || source === 'Eth2Dai') {
sampleOutputs.push(
getDeterministicBuyQuote(
source === 'Kyber' ? KYBER_SALT : ETH2DAI_SALT,
sellToken,
buyToken,
amount,
),
);
} else if (source === 'Uniswap') {
sampleOutputs.push(getDeterministicUniswapBuyQuote(sellToken, buyToken, amount));
}
@ -204,7 +215,7 @@ blockchainTests('erc20-bridge-sampler', env => {
function getSampleAmounts(tokenAddress: string, count?: number): BigNumber[] {
const tokenDecimals = getDeterministicTokenDecimals(tokenAddress);
const _upperLimit = getRandomPortion(getRandomInteger(1, 1000).times(10 ** tokenDecimals));
const _upperLimit = getRandomPortion(getRandomInteger(1000, 50000).times(10 ** tokenDecimals));
const _count = count || _.random(1, 16);
const d = _upperLimit.div(_count);
return _.times(_count, i => d.times((i + 1) / _count).integerValue());
@ -330,7 +341,7 @@ blockchainTests('erc20-bridge-sampler', env => {
expect(quotes).to.deep.eq([]);
});
it('can quote token - token', async () => {
it('can quote token -> token', async () => {
const sampleAmounts = getSampleAmounts(TAKER_TOKEN);
const [expectedQuotes] = getDeterministicSellQuotes(TAKER_TOKEN, MAKER_TOKEN, ['Kyber'], sampleAmounts);
const quotes = await testContract
@ -388,6 +399,108 @@ blockchainTests('erc20-bridge-sampler', env => {
});
});
blockchainTests.resets('sampleBuysFromKyberNetwork()', () => {
const ACCEPTABLE_SLIPPAGE = 0.0005;
before(async () => {
await testContract.createTokenExchanges([MAKER_TOKEN, TAKER_TOKEN]).awaitTransactionSuccessAsync();
});
it('throws if tokens are the same', async () => {
const tx = testContract.sampleBuysFromKyberNetwork(MAKER_TOKEN, MAKER_TOKEN, [], FAKE_BUY_OPTS).callAsync();
return expect(tx).to.revertWith(INVALID_TOKEN_PAIR_ERROR);
});
it('can return no quotes', async () => {
const quotes = await testContract
.sampleBuysFromKyberNetwork(TAKER_TOKEN, MAKER_TOKEN, [], FAKE_BUY_OPTS)
.callAsync();
expect(quotes).to.deep.eq([]);
});
const expectQuotesWithinRange = (
quotes: BigNumber[],
expectedQuotes: BigNumber[],
maxSlippage: BigNumber | number,
) => {
quotes.forEach((_q, i) => {
// If we're within 1 base unit of a low decimal token
// then that's as good as we're going to get (and slippage is "high")
if (
expectedQuotes[i].isZero() ||
BigNumber.max(expectedQuotes[i], quotes[i])
.minus(BigNumber.min(expectedQuotes[i], quotes[i]))
.eq(1)
) {
return;
}
const slippage = quotes[i]
.dividedBy(expectedQuotes[i])
.minus(1)
.decimalPlaces(4);
expect(slippage, `quote[${i}]: ${slippage} ${quotes[i]} ${expectedQuotes[i]}`).to.be.bignumber.gte(0);
expect(slippage, `quote[${i}] ${slippage} ${quotes[i]} ${expectedQuotes[i]}`).to.be.bignumber.lte(
new BigNumber(maxSlippage),
);
});
};
it('can quote token -> token', async () => {
const sampleAmounts = getSampleAmounts(TAKER_TOKEN);
const [expectedQuotes] = getDeterministicBuyQuotes(TAKER_TOKEN, MAKER_TOKEN, ['Kyber'], sampleAmounts);
const quotes = await testContract
.sampleBuysFromKyberNetwork(TAKER_TOKEN, MAKER_TOKEN, sampleAmounts, FAKE_BUY_OPTS)
.callAsync();
expectQuotesWithinRange(quotes, expectedQuotes, ACCEPTABLE_SLIPPAGE);
});
it('returns zero if token -> token fails', async () => {
const sampleAmounts = getSampleAmounts(TAKER_TOKEN);
const expectedQuotes = _.times(sampleAmounts.length, () => constants.ZERO_AMOUNT);
await enableFailTriggerAsync();
const quotes = await testContract
.sampleBuysFromKyberNetwork(TAKER_TOKEN, MAKER_TOKEN, sampleAmounts, FAKE_BUY_OPTS)
.callAsync();
expect(quotes).to.deep.eq(expectedQuotes);
});
it('can quote token -> ETH', async () => {
const sampleAmounts = getSampleAmounts(TAKER_TOKEN);
const [expectedQuotes] = getDeterministicBuyQuotes(TAKER_TOKEN, WETH_ADDRESS, ['Kyber'], sampleAmounts);
const quotes = await testContract
.sampleBuysFromKyberNetwork(TAKER_TOKEN, WETH_ADDRESS, sampleAmounts, FAKE_BUY_OPTS)
.callAsync();
expectQuotesWithinRange(quotes, expectedQuotes, ACCEPTABLE_SLIPPAGE);
});
it('returns zero if token -> ETH fails', async () => {
const sampleAmounts = getSampleAmounts(TAKER_TOKEN);
const expectedQuotes = _.times(sampleAmounts.length, () => constants.ZERO_AMOUNT);
await enableFailTriggerAsync();
const quotes = await testContract
.sampleBuysFromKyberNetwork(TAKER_TOKEN, WETH_ADDRESS, sampleAmounts, FAKE_BUY_OPTS)
.callAsync();
expect(quotes).to.deep.eq(expectedQuotes);
});
it('can quote ETH -> token', async () => {
const sampleAmounts = getSampleAmounts(TAKER_TOKEN);
const [expectedQuotes] = getDeterministicBuyQuotes(WETH_ADDRESS, TAKER_TOKEN, ['Kyber'], sampleAmounts);
const quotes = await testContract
.sampleBuysFromKyberNetwork(WETH_ADDRESS, TAKER_TOKEN, sampleAmounts, FAKE_BUY_OPTS)
.callAsync();
expectQuotesWithinRange(quotes, expectedQuotes, ACCEPTABLE_SLIPPAGE);
});
it('returns zero if ETH -> token fails', async () => {
const sampleAmounts = getSampleAmounts(TAKER_TOKEN);
const expectedQuotes = _.times(sampleAmounts.length, () => constants.ZERO_AMOUNT);
await enableFailTriggerAsync();
const quotes = await testContract
.sampleBuysFromKyberNetwork(WETH_ADDRESS, TAKER_TOKEN, sampleAmounts, FAKE_BUY_OPTS)
.callAsync();
expect(quotes).to.deep.eq(expectedQuotes);
});
});
blockchainTests.resets('sampleSellsFromEth2Dai()', () => {
before(async () => {
await testContract.createTokenExchanges([MAKER_TOKEN, TAKER_TOKEN]).awaitTransactionSuccessAsync();
@ -773,7 +886,13 @@ blockchainTests('erc20-bridge-sampler', env => {
it('should be able to query buys from the liquidity provider', async () => {
const result = await testContract
.sampleBuysFromLiquidityProviderRegistry(registryContract.address, yAsset, xAsset, sampleAmounts)
.sampleBuysFromLiquidityProviderRegistry(
registryContract.address,
yAsset,
xAsset,
sampleAmounts,
FAKE_BUY_OPTS,
)
.callAsync();
result.forEach((value, idx) => {
expect(value).is.bignumber.eql(sampleAmounts[idx].plus(1));
@ -787,6 +906,7 @@ blockchainTests('erc20-bridge-sampler', env => {
yAsset,
randomAddress(),
sampleAmounts,
FAKE_BUY_OPTS,
)
.callAsync();
result.forEach(value => {
@ -796,7 +916,7 @@ blockchainTests('erc20-bridge-sampler', env => {
it('should just return zeros if the registry does not exist', async () => {
const result = await testContract
.sampleBuysFromLiquidityProviderRegistry(randomAddress(), yAsset, xAsset, sampleAmounts)
.sampleBuysFromLiquidityProviderRegistry(randomAddress(), yAsset, xAsset, sampleAmounts, FAKE_BUY_OPTS)
.callAsync();
result.forEach(value => {
expect(value).is.bignumber.eql(constants.ZERO_AMOUNT);

94
contracts/integrations/test/bridge_sampler/bridge_sampler_mainnet_test.ts
View File

@ -2,37 +2,97 @@ import { artifacts, ERC20BridgeSamplerContract } from '@0x/contracts-erc20-bridg
import { blockchainTests, constants, describe, expect, toBaseUnitAmount } from '@0x/contracts-test-utils';
import { BigNumber } from '@0x/utils';
export const VB = '0x6cc5f688a315f3dc28a7781717a9a798a59fda7b';
blockchainTests.configure({
fork: {
unlockedAccounts: [VB],
},
});
blockchainTests.fork.resets('Mainnet Sampler Tests', env => {
let testContract: ERC20BridgeSamplerContract;
before(async () => {
testContract = await ERC20BridgeSamplerContract.deployFrom0xArtifactAsync(
artifacts.ERC20BridgeSampler,
env.provider,
{ ...env.txDefaults, from: '0x6cc5f688a315f3dc28a7781717a9a798a59fda7b' },
{ ...env.txDefaults, from: VB },
{},
constants.NULL_ADDRESS,
);
});
describe('Curve', () => {
const CURVE_ADDRESS = '0xa2b47e3d5c44877cca798226b7b8118f9bfb7a56';
const DAI_TOKEN_INDEX = new BigNumber(0);
const USDC_TOKEN_INDEX = new BigNumber(1);
describe('sampleSellsFromCurve()', () => {
const curveAddress = '0x45f783cce6b7ff23b2ab2d70e416cdb7d6055f51';
const daiTokenIdx = new BigNumber(0);
const usdcTokenIdx = new BigNumber(1);
describe('sampleSellsFromCurve()', () => {
it('samples sells from Curve DAI->USDC', async () => {
const samples = await testContract
.sampleSellsFromCurve(CURVE_ADDRESS, DAI_TOKEN_INDEX, USDC_TOKEN_INDEX, [toBaseUnitAmount(1)])
.callAsync();
expect(samples.length).to.be.bignumber.greaterThan(0);
expect(samples[0]).to.be.bignumber.greaterThan(0);
});
it('samples sells from Curve DAI->USDC', async () => {
const samples = await testContract
.sampleSellsFromCurve(curveAddress, daiTokenIdx, usdcTokenIdx, [toBaseUnitAmount(1)])
.callAsync();
expect(samples.length).to.be.bignumber.greaterThan(0);
expect(samples[0]).to.be.bignumber.greaterThan(0);
it('samples sells from Curve USDC->DAI', async () => {
const samples = await testContract
.sampleSellsFromCurve(CURVE_ADDRESS, USDC_TOKEN_INDEX, DAI_TOKEN_INDEX, [toBaseUnitAmount(1, 6)])
.callAsync();
expect(samples.length).to.be.bignumber.greaterThan(0);
expect(samples[0]).to.be.bignumber.greaterThan(0);
});
});
it('samples sells from Curve USDC->DAI', async () => {
const samples = await testContract
.sampleSellsFromCurve(curveAddress, usdcTokenIdx, daiTokenIdx, [toBaseUnitAmount(1, 6)])
.callAsync();
expect(samples.length).to.be.bignumber.greaterThan(0);
expect(samples[0]).to.be.bignumber.greaterThan(0);
describe('sampleBuysFromCurve()', () => {
it('samples buys from Curve DAI->USDC', async () => {
// From DAI to USDC
// I want to buy 1 USDC
const samples = await testContract
.sampleBuysFromCurve(CURVE_ADDRESS, DAI_TOKEN_INDEX, USDC_TOKEN_INDEX, [toBaseUnitAmount(1, 6)])
.callAsync();
expect(samples.length).to.be.bignumber.greaterThan(0);
expect(samples[0]).to.be.bignumber.greaterThan(0);
});
it('samples buys from Curve USDC->DAI', async () => {
// From USDC to DAI
// I want to buy 1 DAI
const samples = await testContract
.sampleBuysFromCurve(CURVE_ADDRESS, USDC_TOKEN_INDEX, DAI_TOKEN_INDEX, [toBaseUnitAmount(1)])
.callAsync();
expect(samples.length).to.be.bignumber.greaterThan(0);
expect(samples[0]).to.be.bignumber.greaterThan(0);
});
});
});
describe('Kyber', () => {
const FAKE_BUY_OPTS = {
targetSlippageBps: new BigNumber(5),
maxIterations: new BigNumber(5),
};
const DAI_ADDRESS = '0x6B175474E89094C44Da98b954EedeAC495271d0F';
const WETH_ADDRESS = '0xc02aaa39b223fe8d0a0e5c4f27ead9083c756cc2';
describe('sampleBuysFromKyber()', () => {
it('samples buys from Kyber WETH->DAI', async () => {
// From ETH to DAI
// I want to buy 1 DAI
const samples = await testContract
.sampleBuysFromKyberNetwork(WETH_ADDRESS, DAI_ADDRESS, [toBaseUnitAmount(1)], FAKE_BUY_OPTS)
.callAsync();
expect(samples.length).to.be.bignumber.greaterThan(0);
expect(samples[0]).to.be.bignumber.greaterThan(0);
});
it('samples buys from Kyber DAI->WETH', async () => {
// From USDC to DAI
// I want to buy 1 WETH
const samples = await testContract
.sampleBuysFromKyberNetwork(DAI_ADDRESS, WETH_ADDRESS, [toBaseUnitAmount(1)], FAKE_BUY_OPTS)
.callAsync();
expect(samples.length).to.be.bignumber.greaterThan(0);
expect(samples[0]).to.be.bignumber.greaterThan(0);
});
});
});
});

18
packages/asset-swapper/src/utils/market_operation_utils/constants.ts
View File

@ -1,6 +1,6 @@
import { BigNumber } from '@0x/utils';
import { ERC20BridgeSource, GetMarketOrdersOpts } from './types';
import { ERC20BridgeSource, FakeBuyOpts, GetMarketOrdersOpts } from './types';
// tslint:disable: custom-no-magic-numbers
@ -21,7 +21,16 @@ export const SELL_SOURCES = [
/**
* Valid sources for market buy.
*/
export const BUY_SOURCES = [ERC20BridgeSource.Uniswap, ERC20BridgeSource.Eth2Dai];
export const BUY_SOURCES = [
ERC20BridgeSource.Uniswap,
ERC20BridgeSource.Eth2Dai,
ERC20BridgeSource.Kyber,
// All Curve sources
ERC20BridgeSource.CurveUsdcDai,
ERC20BridgeSource.CurveUsdcDaiUsdt,
ERC20BridgeSource.CurveUsdcDaiUsdtBusd,
ERC20BridgeSource.CurveUsdcDaiUsdtTusd,
];
export const DEFAULT_GET_MARKET_ORDERS_OPTS: GetMarketOrdersOpts = {
// tslint:disable-next-line: custom-no-magic-numbers
@ -37,6 +46,11 @@ export const DEFAULT_GET_MARKET_ORDERS_OPTS: GetMarketOrdersOpts = {
shouldBatchBridgeOrders: true,
};
export const DEFAULT_FAKE_BUY_OPTS: FakeBuyOpts = {
targetSlippageBps: new BigNumber(5),
maxIterations: new BigNumber(5),
};
/**
* Sources to poll for ETH fee price estimates.
*/

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

@ -4,9 +4,9 @@ import { ERC20BridgeAssetData, SignedOrder } from '@0x/types';
import { AbiEncoder, BigNumber } from '@0x/utils';
import { MarketOperation, SignedOrderWithFillableAmounts } from '../../types';
import { getCurveInfo, isCurveSource } from '../source_utils';
import {
DEFAULT_CURVE_OPTS,
ERC20_PROXY_ID,
NULL_ADDRESS,
NULL_BYTES,
@ -210,10 +210,8 @@ function createBridgeOrder(fill: CollapsedFill, opts: CreateOrderFromPathOpts):
const bridgeAddress = getBridgeAddressFromSource(fill.source, opts);
let makerAssetData;
if (Object.keys(DEFAULT_CURVE_OPTS).includes(fill.source)) {
const { curveAddress, tokens, version } = DEFAULT_CURVE_OPTS[fill.source];
const fromTokenIdx = tokens.indexOf(takerToken);
const toTokenIdx = tokens.indexOf(makerToken);
if (isCurveSource(fill.source)) {
const { curveAddress, fromTokenIdx, toTokenIdx, version } = getCurveInfo(fill.source, takerToken, makerToken);
makerAssetData = assetDataUtils.encodeERC20BridgeAssetData(
makerToken,
bridgeAddress,

4
packages/asset-swapper/src/utils/market_operation_utils/sampler.ts
View File

@ -8,9 +8,9 @@ import { BatchedOperation } from './types';
* Generate sample amounts up to `maxFillAmount`.
*/
export function getSampleAmounts(maxFillAmount: BigNumber, numSamples: number, expBase: number = 1): BigNumber[] {
const distribution = [...Array<BigNumber>(numSamples)].map((v, i) => new BigNumber(expBase).pow(i));
const distribution = [...Array<BigNumber>(numSamples)].map((_v, i) => new BigNumber(expBase).pow(i));
const stepSizes = distribution.map(d => d.div(BigNumber.sum(...distribution)));
const amounts = stepSizes.map((s, i) => {
const amounts = stepSizes.map((_s, i) => {
return maxFillAmount
.times(BigNumber.sum(...[0, ...stepSizes.slice(0, i + 1)]))
.integerValue(BigNumber.ROUND_UP);

172
packages/asset-swapper/src/utils/market_operation_utils/sampler_operations.ts
View File

@ -1,7 +1,8 @@
import { BigNumber, ERC20BridgeSource, SignedOrder } from '../..';
import { getCurveInfo, isCurveSource } from '../source_utils';
import { DEFAULT_CURVE_OPTS } from './constants';
import { BatchedOperation, DexSample } from './types';
import { DEFAULT_FAKE_BUY_OPTS } from './constants';
import { BatchedOperation, DexSample, FakeBuyOpts } from './types';
/**
* Composable operations that can be batched in a single transaction,
@ -48,6 +49,23 @@ export const samplerOperations = {
},
};
},
getKyberBuyQuotes(
makerToken: string,
takerToken: string,
makerFillAmounts: BigNumber[],
fakeBuyOpts: FakeBuyOpts = DEFAULT_FAKE_BUY_OPTS,
): BatchedOperation<BigNumber[]> {
return {
encodeCall: contract => {
return contract
.sampleBuysFromKyberNetwork(takerToken, makerToken, makerFillAmounts, fakeBuyOpts)
.getABIEncodedTransactionData();
},
handleCallResultsAsync: async (contract, callResults) => {
return contract.getABIDecodedReturnData<BigNumber[]>('sampleBuysFromKyberNetwork', callResults);
},
};
},
getUniswapSellQuotes(
makerToken: string,
takerToken: string,
@ -64,6 +82,22 @@ export const samplerOperations = {
},
};
},
getUniswapBuyQuotes(
makerToken: string,
takerToken: string,
makerFillAmounts: BigNumber[],
): BatchedOperation<BigNumber[]> {
return {
encodeCall: contract => {
return contract
.sampleBuysFromUniswap(takerToken, makerToken, makerFillAmounts)
.getABIEncodedTransactionData();
},
handleCallResultsAsync: async (contract, callResults) => {
return contract.getABIDecodedReturnData<BigNumber[]>('sampleBuysFromUniswap', callResults);
},
};
},
getLiquidityProviderSellQuotes(
liquidityProviderRegistryAddress: string,
makerToken: string,
@ -94,6 +128,7 @@ export const samplerOperations = {
makerToken: string,
takerToken: string,
makerFillAmounts: BigNumber[],
fakeBuyOpts: FakeBuyOpts = DEFAULT_FAKE_BUY_OPTS,
): BatchedOperation<BigNumber[]> {
return {
encodeCall: contract => {
@ -103,6 +138,7 @@ export const samplerOperations = {
takerToken,
makerToken,
makerFillAmounts,
fakeBuyOpts,
)
.getABIEncodedTransactionData();
},
@ -130,6 +166,22 @@ export const samplerOperations = {
},
};
},
getEth2DaiBuyQuotes(
makerToken: string,
takerToken: string,
makerFillAmounts: BigNumber[],
): BatchedOperation<BigNumber[]> {
return {
encodeCall: contract => {
return contract
.sampleBuysFromEth2Dai(takerToken, makerToken, makerFillAmounts)
.getABIEncodedTransactionData();
},
handleCallResultsAsync: async (contract, callResults) => {
return contract.getABIDecodedReturnData<BigNumber[]>('sampleBuysFromEth2Dai', callResults);
},
};
},
getCurveSellQuotes(
curveAddress: string,
fromTokenIdx: number,
@ -152,35 +204,25 @@ export const samplerOperations = {
},
};
},
getUniswapBuyQuotes(
makerToken: string,
takerToken: string,
getCurveBuyQuotes(
curveAddress: string,
fromTokenIdx: number,
toTokenIdx: number,
makerFillAmounts: BigNumber[],
): BatchedOperation<BigNumber[]> {
return {
encodeCall: contract => {
return contract
.sampleBuysFromUniswap(takerToken, makerToken, makerFillAmounts)
.sampleBuysFromCurve(
curveAddress,
new BigNumber(fromTokenIdx),
new BigNumber(toTokenIdx),
makerFillAmounts,
)
.getABIEncodedTransactionData();
},
handleCallResultsAsync: async (contract, callResults) => {
return contract.getABIDecodedReturnData<BigNumber[]>('sampleBuysFromUniswap', callResults);
},
};
},
getEth2DaiBuyQuotes(
makerToken: string,
takerToken: string,
makerFillAmounts: BigNumber[],
): BatchedOperation<BigNumber[]> {
return {
encodeCall: contract => {
return contract
.sampleBuysFromEth2Dai(takerToken, makerToken, makerFillAmounts)
.getABIEncodedTransactionData();
},
handleCallResultsAsync: async (contract, callResults) => {
return contract.getABIDecodedReturnData<BigNumber[]>('sampleBuysFromEth2Dai', callResults);
return contract.getABIDecodedReturnData<BigNumber[]>('sampleBuysFromCurve', callResults);
},
};
},
@ -226,10 +268,10 @@ export const samplerOperations = {
},
constant<T>(result: T): BatchedOperation<T> {
return {
encodeCall: contract => {
encodeCall: _contract => {
return '0x';
},
handleCallResultsAsync: async (contract, callResults) => {
handleCallResultsAsync: async (_contract, _callResults) => {
return result;
},
};
@ -266,10 +308,8 @@ export const samplerOperations = {
batchedOperation = samplerOperations.getUniswapSellQuotes(makerToken, takerToken, takerFillAmounts);
} else if (source === ERC20BridgeSource.Kyber) {
batchedOperation = samplerOperations.getKyberSellQuotes(makerToken, takerToken, takerFillAmounts);
} else if (Object.keys(DEFAULT_CURVE_OPTS).includes(source)) {
const { curveAddress, tokens } = DEFAULT_CURVE_OPTS[source];
const fromTokenIdx = tokens.indexOf(takerToken);
const toTokenIdx = tokens.indexOf(makerToken);
} else if (isCurveSource(source)) {
const { curveAddress, fromTokenIdx, toTokenIdx } = getCurveInfo(source, takerToken, makerToken);
if (fromTokenIdx !== -1 && toTokenIdx !== -1) {
batchedOperation = samplerOperations.getCurveSellQuotes(
curveAddress,
@ -327,41 +367,69 @@ export const samplerOperations = {
takerToken: string,
makerFillAmounts: BigNumber[],
liquidityProviderRegistryAddress?: string | undefined,
fakeBuyOpts: FakeBuyOpts = DEFAULT_FAKE_BUY_OPTS,
): BatchedOperation<DexSample[][]> {
const subOps = sources.map(source => {
if (source === ERC20BridgeSource.Eth2Dai) {
return samplerOperations.getEth2DaiBuyQuotes(makerToken, takerToken, makerFillAmounts);
} else if (source === ERC20BridgeSource.Uniswap) {
return samplerOperations.getUniswapBuyQuotes(makerToken, takerToken, makerFillAmounts);
} else if (source === ERC20BridgeSource.LiquidityProvider) {
if (liquidityProviderRegistryAddress === undefined) {
throw new Error(
'Cannot sample liquidity from a LiquidityProvider liquidity pool, if a registry is not provided.',
const subOps = sources
.map(source => {
let batchedOperation;
if (source === ERC20BridgeSource.Eth2Dai) {
batchedOperation = samplerOperations.getEth2DaiBuyQuotes(makerToken, takerToken, makerFillAmounts);
} else if (source === ERC20BridgeSource.Uniswap) {
batchedOperation = samplerOperations.getUniswapBuyQuotes(makerToken, takerToken, makerFillAmounts);
} else if (source === ERC20BridgeSource.Kyber) {
batchedOperation = samplerOperations.getKyberBuyQuotes(
makerToken,
takerToken,
makerFillAmounts,
fakeBuyOpts,
);
} else if (isCurveSource(source)) {
const { curveAddress, fromTokenIdx, toTokenIdx } = getCurveInfo(source, takerToken, makerToken);
if (fromTokenIdx !== -1 && toTokenIdx !== -1) {
batchedOperation = samplerOperations.getCurveBuyQuotes(
curveAddress,
fromTokenIdx,
toTokenIdx,
makerFillAmounts,
);
}
} else if (source === ERC20BridgeSource.LiquidityProvider) {
if (liquidityProviderRegistryAddress === undefined) {
throw new Error(
'Cannot sample liquidity from a LiquidityProvider liquidity pool, if a registry is not provided.',
);
}
batchedOperation = samplerOperations.getLiquidityProviderBuyQuotes(
liquidityProviderRegistryAddress,
makerToken,
takerToken,
makerFillAmounts,
fakeBuyOpts,
);
} else {
throw new Error(`Unsupported buy sample source: ${source}`);
}
return samplerOperations.getLiquidityProviderBuyQuotes(
liquidityProviderRegistryAddress,
makerToken,
takerToken,
makerFillAmounts,
);
} else {
throw new Error(`Unsupported buy sample source: ${source}`);
}
});
return { source, batchedOperation };
})
.filter(op => op.batchedOperation) as Array<{
batchedOperation: BatchedOperation<BigNumber[]>;
source: ERC20BridgeSource;
}>;
return {
encodeCall: contract => {
const subCalls = subOps.map(op => op.encodeCall(contract));
const subCalls = subOps.map(op => op.batchedOperation.encodeCall(contract));
return contract.batchCall(subCalls).getABIEncodedTransactionData();
},
handleCallResultsAsync: async (contract, callResults) => {
const rawSubCallResults = contract.getABIDecodedReturnData<string[]>('batchCall', callResults);
const samples = await Promise.all(
subOps.map(async (op, i) => op.handleCallResultsAsync(contract, rawSubCallResults[i])),
subOps.map(async (op, i) =>
op.batchedOperation.handleCallResultsAsync(contract, rawSubCallResults[i]),
),
);
return sources.map((source, i) => {
return subOps.map((op, i) => {
return samples[i].map((output, j) => ({
source,
source: op.source,
output,
input: makerFillAmounts[j],
}));

9
packages/asset-swapper/src/utils/market_operation_utils/types.ts
View File

@ -197,3 +197,12 @@ export interface BatchedOperation<TResult> {
encodeCall(contract: IERC20BridgeSamplerContract): string;
handleCallResultsAsync(contract: IERC20BridgeSamplerContract, callResults: string): Promise<TResult>;
}
/**
* Used in the ERC20BridgeSampler when a source does not natively
* support sampling via a specific buy amount.
*/
export interface FakeBuyOpts {
targetSlippageBps: BigNumber;
maxIterations: BigNumber;
}

5
packages/asset-swapper/src/utils/quote_simulation.ts
View File

@ -101,7 +101,6 @@ export function simulateBestCaseFill(quoteInfo: QuoteFillInfo): QuoteFillResult
...quoteInfo.opts,
};
const result = fillQuoteOrders(
quoteInfo.side,
createBestCaseFillOrderCalls(quoteInfo),
quoteInfo.fillAmount,
quoteInfo.gasPrice.times(opts.protocolFeeMultiplier),
@ -119,7 +118,6 @@ export function simulateWorstCaseFill(quoteInfo: QuoteFillInfo): QuoteFillResult
const protocolFeePerFillOrder = quoteInfo.gasPrice.times(opts.protocolFeeMultiplier);
const result = {
...fillQuoteOrders(
quoteInfo.side,
createWorstCaseFillOrderCalls(quoteInfo),
quoteInfo.fillAmount,
protocolFeePerFillOrder,
@ -136,7 +134,6 @@ export function simulateWorstCaseFill(quoteInfo: QuoteFillInfo): QuoteFillResult
}
export function fillQuoteOrders(
side: MarketOperation,
fillOrders: QuoteFillOrderCall[],
inputAmount: BigNumber,
protocolFeePerFillOrder: BigNumber,
@ -335,7 +332,7 @@ function fromIntermediateQuoteFillResult(ir: IntermediateQuoteFillResult, quoteI
}
export function getFlattenedFillsFromOrders(orders: OptimizedMarketOrder[]): CollapsedFill[] {
const fills = [];
const fills: CollapsedFill[] = [];
for (const o of orders) {
fills.push(...o.fills);
}

17
packages/asset-swapper/src/utils/source_utils.ts Normal file
View File

@ -0,0 +1,17 @@
import { DEFAULT_CURVE_OPTS } from './market_operation_utils/constants';
import { ERC20BridgeSource } from './market_operation_utils/types';
export const isCurveSource = (source: ERC20BridgeSource): boolean => {
return Object.keys(DEFAULT_CURVE_OPTS).includes(source);
};
export const getCurveInfo = (
source: ERC20BridgeSource,
takerToken: string,
makerToken: string,
): { curveAddress: string; fromTokenIdx: number; toTokenIdx: number; version: number } => {
const { curveAddress, tokens, version } = DEFAULT_CURVE_OPTS[source];
const fromTokenIdx = tokens.indexOf(takerToken);
const toTokenIdx = tokens.indexOf(makerToken);
return { curveAddress, fromTokenIdx, toTokenIdx, version };
};

2
packages/asset-swapper/test/market_operation_utils_test.ts
View File

@ -721,7 +721,7 @@ describe('MarketOperationUtils tests', () => {
sampleDistributionBase: 1,
bridgeSlippage: 0,
maxFallbackSlippage: 100,
excludedSources: Object.keys(DEFAULT_CURVE_OPTS) as ERC20BridgeSource[],
excludedSources: [...(Object.keys(DEFAULT_CURVE_OPTS) as ERC20BridgeSource[]), ERC20BridgeSource.Kyber],
allowFallback: false,
shouldBatchBridgeOrders: false,
};

38
packages/asset-swapper/test/quote_simulation_test.ts
View File

@ -232,7 +232,7 @@ describe('quote_simulation tests', async () => {
fillsCount,
count: 1,
});
const result = fillQuoteOrders(side, fillOrders, fillableInput, ONE, GAS_SCHEDULE);
const result = fillQuoteOrders(fillOrders, fillableInput, ONE, GAS_SCHEDULE);
const totalFilledInput = result.input.plus(result.inputFee);
const totalFilledOutput = result.output.plus(result.outputFee);
expect(totalFilledInput).to.bignumber.eq(fillableInput);
@ -254,7 +254,7 @@ describe('quote_simulation tests', async () => {
count: 1,
});
const inputFillAmount = fillableInput.times(2 / 3).integerValue();
const result = fillQuoteOrders(side, fillOrders, inputFillAmount, ONE, GAS_SCHEDULE);
const result = fillQuoteOrders(fillOrders, inputFillAmount, ONE, GAS_SCHEDULE);
const totalFilledInput = result.input.plus(result.inputFee);
const totalFilledOutput = result.output.plus(result.outputFee);
expect(totalFilledInput).to.bignumber.eq(inputFillAmount);
@ -280,7 +280,7 @@ describe('quote_simulation tests', async () => {
count: 1,
});
const inputFillAmount = fillableInput.times(2 / 3).integerValue();
const result = fillQuoteOrders(side, fillOrders, inputFillAmount, ONE, GAS_SCHEDULE);
const result = fillQuoteOrders(fillOrders, inputFillAmount, ONE, GAS_SCHEDULE);
const totalFilledInput = result.input.plus(result.inputFee);
const totalFilledOutput = result.output.plus(result.outputFee);
expect(totalFilledInput).to.bignumber.eq(inputFillAmount);
@ -303,7 +303,7 @@ describe('quote_simulation tests', async () => {
count: 1,
});
const inputFillAmount = fillableInput.times(3 / 2).integerValue();
const result = fillQuoteOrders(side, fillOrders, inputFillAmount, ONE, GAS_SCHEDULE);
const result = fillQuoteOrders(fillOrders, inputFillAmount, ONE, GAS_SCHEDULE);
const totalFilledInput = result.input.plus(result.inputFee);
const totalFilledOutput = result.output.plus(result.outputFee);
expect(totalFilledInput).to.bignumber.eq(fillableInput);
@ -328,7 +328,7 @@ describe('quote_simulation tests', async () => {
});
const signedInputFeeRate = side === MarketOperation.Sell ? inputFeeRate : -inputFeeRate;
const totalFillableInput = fillableInput.times(signedInputFeeRate + 1).integerValue();
const result = fillQuoteOrders(side, fillOrders, totalFillableInput, ONE, GAS_SCHEDULE);
const result = fillQuoteOrders(fillOrders, totalFillableInput, ONE, GAS_SCHEDULE);
const totalFilledInput = result.input.plus(result.inputFee);
const totalFilledOutput = result.output.plus(result.outputFee);
assertIntegerRoughlyEquals(totalFilledInput, totalFillableInput, EPS);
@ -355,7 +355,7 @@ describe('quote_simulation tests', async () => {
const signedInputFeeRate = side === MarketOperation.Sell ? inputFeeRate : -inputFeeRate;
const totalFillableInput = fillableInput.times(signedInputFeeRate + 1).integerValue();
const inputFillAmount = totalFillableInput.times(2 / 3).integerValue();
const result = fillQuoteOrders(side, fillOrders, inputFillAmount, ONE, GAS_SCHEDULE);
const result = fillQuoteOrders(fillOrders, inputFillAmount, ONE, GAS_SCHEDULE);
const totalFilledInput = result.input.plus(result.inputFee);
const totalFilledOutput = result.output.plus(result.outputFee);
assertIntegerRoughlyEquals(totalFilledInput, inputFillAmount, EPS);
@ -382,7 +382,7 @@ describe('quote_simulation tests', async () => {
const signedInputFeeRate = side === MarketOperation.Sell ? inputFeeRate : -inputFeeRate;
const totalFillableInput = fillableInput.times(signedInputFeeRate + 1).integerValue();
const inputFillAmount = totalFillableInput.times(3 / 2).integerValue();
const result = fillQuoteOrders(side, fillOrders, inputFillAmount, ONE, GAS_SCHEDULE);
const result = fillQuoteOrders(fillOrders, inputFillAmount, ONE, GAS_SCHEDULE);
const totalFilledInput = result.input.plus(result.inputFee);
const totalFilledOutput = result.output.plus(result.outputFee);
assertIntegerRoughlyEquals(totalFilledInput, totalFillableInput, EPS);
@ -408,7 +408,7 @@ describe('quote_simulation tests', async () => {
});
const signedOutputFeeRate = side === MarketOperation.Sell ? -outputFeeRate : outputFeeRate;
const totalFillableOutput = fillableOutput.times(signedOutputFeeRate + 1).integerValue();
const result = fillQuoteOrders(side, fillOrders, fillableInput, ONE, GAS_SCHEDULE);
const result = fillQuoteOrders(fillOrders, fillableInput, ONE, GAS_SCHEDULE);
const totalFilledInput = result.input.plus(result.inputFee);
const totalFilledOutput = result.output.plus(result.outputFee);
assertIntegerRoughlyEquals(totalFilledInput, fillableInput, EPS);
@ -435,7 +435,7 @@ describe('quote_simulation tests', async () => {
const signedOutputFeeRate = side === MarketOperation.Sell ? -outputFeeRate : outputFeeRate;
const totalFillableOutput = fillableOutput.times(signedOutputFeeRate + 1).integerValue();
const inputFillAmount = fillableInput.times(2 / 3).integerValue();
const result = fillQuoteOrders(side, fillOrders, inputFillAmount, ONE, GAS_SCHEDULE);
const result = fillQuoteOrders(fillOrders, inputFillAmount, ONE, GAS_SCHEDULE);
const totalFilledInput = result.input.plus(result.inputFee);
const totalFilledOutput = result.output.plus(result.outputFee);
assertIntegerRoughlyEquals(totalFilledInput, inputFillAmount, EPS);
@ -462,7 +462,7 @@ describe('quote_simulation tests', async () => {
const signedOutputFeeRate = side === MarketOperation.Sell ? -outputFeeRate : outputFeeRate;
const totalFillableOutput = fillableOutput.times(signedOutputFeeRate + 1).integerValue();
const inputFillAmount = fillableInput.times(3 / 2).integerValue();
const result = fillQuoteOrders(side, fillOrders, inputFillAmount, ONE, GAS_SCHEDULE);
const result = fillQuoteOrders(fillOrders, inputFillAmount, ONE, GAS_SCHEDULE);
const totalFilledInput = result.input.plus(result.inputFee);
const totalFilledOutput = result.output.plus(result.outputFee);
assertIntegerRoughlyEquals(totalFilledInput, fillableInput, EPS);
@ -479,7 +479,7 @@ describe('quote_simulation tests', async () => {
const fillableInput = getRandomOrderSize();
const fillableOutput = getRandomOrderSize();
const fillOrders = createQuoteFillOrders({ fillableInput, fillableOutput, side });
const result = fillQuoteOrders(side, fillOrders, fillableInput, ONE, GAS_SCHEDULE);
const result = fillQuoteOrders(fillOrders, fillableInput, ONE, GAS_SCHEDULE);
const totalFilledInput = result.input.plus(result.inputFee);
const totalFilledOutput = result.output.plus(result.outputFee);
expect(totalFilledInput).to.bignumber.eq(fillableInput);
@ -494,7 +494,7 @@ describe('quote_simulation tests', async () => {
const fillableOutput = getRandomOrderSize();
const inputFillAmount = fillableInput.times(2 / 3).integerValue();
const fillOrders = createQuoteFillOrders({ fillableInput, fillableOutput, side });
const result = fillQuoteOrders(side, fillOrders, inputFillAmount, ONE, GAS_SCHEDULE);
const result = fillQuoteOrders(fillOrders, inputFillAmount, ONE, GAS_SCHEDULE);
const totalFilledInput = result.input.plus(result.inputFee);
const totalFilledOutput = result.output.plus(result.outputFee);
expect(totalFilledInput).to.bignumber.eq(inputFillAmount);
@ -508,7 +508,7 @@ describe('quote_simulation tests', async () => {
const fillableOutput = getRandomOrderSize();
const inputFillAmount = fillableInput.times(3 / 2).integerValue();
const fillOrders = createQuoteFillOrders({ fillableInput, fillableOutput, side });
const result = fillQuoteOrders(side, fillOrders, inputFillAmount, ONE, GAS_SCHEDULE);
const result = fillQuoteOrders(fillOrders, inputFillAmount, ONE, GAS_SCHEDULE);
const totalFilledInput = result.input.plus(result.inputFee);
const totalFilledOutput = result.output.plus(result.outputFee);
expect(totalFilledInput).to.bignumber.eq(fillableInput);
@ -530,7 +530,7 @@ describe('quote_simulation tests', async () => {
});
const signedInputFeeRate = side === MarketOperation.Sell ? inputFeeRate : -inputFeeRate;
const totalFillableInput = fillableInput.times(signedInputFeeRate + 1).integerValue();
const result = fillQuoteOrders(side, fillOrders, totalFillableInput, ONE, GAS_SCHEDULE);
const result = fillQuoteOrders(fillOrders, totalFillableInput, ONE, GAS_SCHEDULE);
const totalFilledInput = result.input.plus(result.inputFee);
const totalFilledOutput = result.output.plus(result.outputFee);
assertIntegerRoughlyEquals(totalFilledInput, totalFillableInput, EPS);
@ -554,7 +554,7 @@ describe('quote_simulation tests', async () => {
const signedInputFeeRate = side === MarketOperation.Sell ? inputFeeRate : -inputFeeRate;
const totalFillableInput = fillableInput.times(signedInputFeeRate + 1).integerValue();
const inputFillAmount = totalFillableInput.times(2 / 3).integerValue();
const result = fillQuoteOrders(side, fillOrders, inputFillAmount, ONE, GAS_SCHEDULE);
const result = fillQuoteOrders(fillOrders, inputFillAmount, ONE, GAS_SCHEDULE);
const totalFilledInput = result.input.plus(result.inputFee);
const totalFilledOutput = result.output.plus(result.outputFee);
assertIntegerRoughlyEquals(totalFilledInput, inputFillAmount, EPS);
@ -578,7 +578,7 @@ describe('quote_simulation tests', async () => {
const signedInputFeeRate = side === MarketOperation.Sell ? inputFeeRate : -inputFeeRate;
const totalFillableInput = fillableInput.times(signedInputFeeRate + 1).integerValue();
const inputFillAmount = totalFillableInput.times(3 / 2).integerValue();
const result = fillQuoteOrders(side, fillOrders, inputFillAmount, ONE, GAS_SCHEDULE);
const result = fillQuoteOrders(fillOrders, inputFillAmount, ONE, GAS_SCHEDULE);
const totalFilledInput = result.input.plus(result.inputFee);
const totalFilledOutput = result.output.plus(result.outputFee);
assertIntegerRoughlyEquals(totalFilledInput, totalFillableInput, EPS);
@ -601,7 +601,7 @@ describe('quote_simulation tests', async () => {
});
const signedOutputFeeRate = side === MarketOperation.Sell ? -outputFeeRate : outputFeeRate;
const totalFillableOutput = fillableOutput.times(signedOutputFeeRate + 1).integerValue();
const result = fillQuoteOrders(side, fillOrders, fillableInput, ONE, GAS_SCHEDULE);
const result = fillQuoteOrders(fillOrders, fillableInput, ONE, GAS_SCHEDULE);
const totalFilledInput = result.input.plus(result.inputFee);
const totalFilledOutput = result.output.plus(result.outputFee);
assertIntegerRoughlyEquals(totalFilledInput, fillableInput, EPS);
@ -625,7 +625,7 @@ describe('quote_simulation tests', async () => {
const signedOutputFeeRate = side === MarketOperation.Sell ? -outputFeeRate : outputFeeRate;
const totalFillableOutput = fillableOutput.times(signedOutputFeeRate + 1).integerValue();
const inputFillAmount = fillableInput.times(2 / 3).integerValue();
const result = fillQuoteOrders(side, fillOrders, inputFillAmount, ONE, GAS_SCHEDULE);
const result = fillQuoteOrders(fillOrders, inputFillAmount, ONE, GAS_SCHEDULE);
const totalFilledInput = result.input.plus(result.inputFee);
const totalFilledOutput = result.output.plus(result.outputFee);
assertIntegerRoughlyEquals(totalFilledInput, inputFillAmount, EPS);
@ -649,7 +649,7 @@ describe('quote_simulation tests', async () => {
const signedOutputFeeRate = side === MarketOperation.Sell ? -outputFeeRate : outputFeeRate;
const totalFillableOutput = fillableOutput.times(signedOutputFeeRate + 1).integerValue();
const inputFillAmount = fillableInput.times(3 / 2).integerValue();
const result = fillQuoteOrders(side, fillOrders, inputFillAmount, ONE, GAS_SCHEDULE);
const result = fillQuoteOrders(fillOrders, inputFillAmount, ONE, GAS_SCHEDULE);
const totalFilledInput = result.input.plus(result.inputFee);
const totalFilledOutput = result.output.plus(result.outputFee);
assertIntegerRoughlyEquals(totalFilledInput, fillableInput, EPS);

4
packages/contract-addresses/addresses.json
View File

@ -20,7 +20,7 @@
"devUtils": "0x74134cf88b21383713e096a5ecf59e297dc7f547",
"erc20BridgeProxy": "0x8ed95d1746bf1e4dab58d8ed4724f1ef95b20db0",
"uniswapBridge": "0x36691c4f426eb8f42f150ebde43069a31cb080ad",
"erc20BridgeSampler": "0xb2dee8cf2a06fbf0942fda5521f890b6e9911bfe",
"erc20BridgeSampler": "0xabee9a41f928c3b3b799b239a0f524343c7260c5",
"kyberBridge": "0x1c29670f7a77f1052d30813a0a4f632c78a02610",
"eth2DaiBridge": "0x991c745401d5b5e469b8c3e2cb02c748f08754f1",
"chaiBridge": "0x77c31eba23043b9a72d13470f3a3a311344d7438",
@ -120,7 +120,7 @@
"erc20BridgeProxy": "0xfb2dd2a1366de37f7241c83d47da58fd503e2c64",
"uniswapBridge": "0x0e85f89f29998df65402391478e5924700c0079d",
"eth2DaiBridge": "0x2d47147429b474d2e4f83e658015858a1312ed5b",
"erc20BridgeSampler": "0xd3fccc4af0732e99290a57bbc2cc2afcbd08283f",
"erc20BridgeSampler": "0x1fdfcf612026c8deed586353430821bee6330dc8",
"kyberBridge": "0xaecfa25920f892b6eb496e1f6e84037f59da7f44",
"chaiBridge": "0x0000000000000000000000000000000000000000",
"dydxBridge": "0x3be8e59038d8c4e8d8776ca40ef2f024bad95ad1",

8
packages/contract-artifacts/CHANGELOG.json
View File

@ -9,6 +9,14 @@
{
"note": "Added `Forwarder.marketSellAmountWithEth`",
"pr": 2521
},
{
"note": "Added `ERC20BridgeSampler.sampleBuysFromCurve`",
"pr": 2551
},
{
"note": "Added `ERC20BridgeSampler.sampleBuysFromKyberNetwork`",
"pr": 2551
}
]
},

82
packages/contract-artifacts/artifacts/ERC20BridgeSampler.json generated
View File

File diff suppressed because one or more lines are too long

78
packages/contract-artifacts/artifacts/IERC20BridgeSampler.json generated
View File

@ -93,6 +93,20 @@
"stateMutability": "view",
"type": "function"
},
{
"constant": true,
"inputs": [
{ "internalType": "address", "name": "curveAddress", "type": "address" },
{ "internalType": "int128", "name": "fromTokenIdx", "type": "int128" },
{ "internalType": "int128", "name": "toTokenIdx", "type": "int128" },
{ "internalType": "uint256[]", "name": "makerTokenAmounts", "type": "uint256[]" }
],
"name": "sampleBuysFromCurve",
"outputs": [{ "internalType": "uint256[]", "name": "takerTokenAmounts", "type": "uint256[]" }],
"payable": false,
"stateMutability": "view",
"type": "function"
},
{
"constant": true,
"inputs": [
@ -106,13 +120,44 @@
"stateMutability": "view",
"type": "function"
},
{
"constant": true,
"inputs": [
{ "internalType": "address", "name": "takerToken", "type": "address" },
{ "internalType": "address", "name": "makerToken", "type": "address" },
{ "internalType": "uint256[]", "name": "makerTokenAmounts", "type": "uint256[]" },
{
"components": [
{ "internalType": "uint256", "name": "targetSlippageBps", "type": "uint256" },
{ "internalType": "uint256", "name": "maxIterations", "type": "uint256" }
],
"internalType": "struct IERC20BridgeSampler.FakeBuyOptions",
"name": "opts",
"type": "tuple"
}
],
"name": "sampleBuysFromKyberNetwork",
"outputs": [{ "internalType": "uint256[]", "name": "takerTokenAmounts", "type": "uint256[]" }],
"payable": false,
"stateMutability": "view",
"type": "function"
},
{
"constant": true,
"inputs": [
{ "internalType": "address", "name": "registryAddress", "type": "address" },
{ "internalType": "address", "name": "takerToken", "type": "address" },
{ "internalType": "address", "name": "makerToken", "type": "address" },
{ "internalType": "uint256[]", "name": "makerTokenAmounts", "type": "uint256[]" }
{ "internalType": "uint256[]", "name": "makerTokenAmounts", "type": "uint256[]" },
{
"components": [
{ "internalType": "uint256", "name": "targetSlippageBps", "type": "uint256" },
{ "internalType": "uint256", "name": "maxIterations", "type": "uint256" }
],
"internalType": "struct IERC20BridgeSampler.FakeBuyOptions",
"name": "opts",
"type": "tuple"
}
],
"name": "sampleBuysFromLiquidityProviderRegistry",
"outputs": [{ "internalType": "uint256[]", "name": "takerTokenAmounts", "type": "uint256[]" }],
@ -232,20 +277,41 @@
},
"return": "orderFillableTakerAssetAmounts How much taker asset can be filled by each order in `orders`."
},
"sampleBuysFromCurve(address,int128,int128,uint256[])": {
"details": "Sample buy quotes from Curve.",
"params": {
"curveAddress": "Address of the Curve contract.",
"fromTokenIdx": "Index of the taker token (what to sell).",
"makerTokenAmounts": "Maker token buy amount for each sample.",
"toTokenIdx": "Index of the maker token (what to buy)."
},
"return": "takerTokenAmounts Taker amounts sold at each maker token amount."
},
"sampleBuysFromEth2Dai(address,address,uint256[])": {
"details": "Sample buy quotes from Eth2Dai/Oasis.",
"params": {
"makerToken": "Address of the maker token (what to buy).",
"takerToken": "Address of the taker token (what to sell).",
"takerTokenAmounts": "Maker token sell amount for each sample."
"makerTokenAmounts": "Maker token buy amount for each sample.",
"takerToken": "Address of the taker token (what to sell)."
},
"return": "takerTokenAmounts Taker amounts sold at each maker token amount."
},
"sampleBuysFromLiquidityProviderRegistry(address,address,address,uint256[])": {
"sampleBuysFromKyberNetwork(address,address,uint256[],(uint256,uint256))": {
"details": "Sample buy quotes from Kyber.",
"params": {
"makerToken": "Address of the maker token (what to buy).",
"makerTokenAmounts": "Maker token buy amount for each sample.",
"opts": "`FakeBuyOptions` specifying target slippage and max iterations.",
"takerToken": "Address of the taker token (what to sell)."
},
"return": "takerTokenAmounts Taker amounts sold at each maker token amount."
},
"sampleBuysFromLiquidityProviderRegistry(address,address,address,uint256[],(uint256,uint256))": {
"details": "Sample buy quotes from an arbitrary on-chain liquidity provider.",
"params": {
"makerToken": "Address of the maker token (what to buy).",
"makerTokenAmounts": "Maker token buy amount for each sample.",
"opts": "`FakeBuyOptions` specifying target slippage and max iterations.",
"registryAddress": "Address of the liquidity provider registry contract.",
"takerToken": "Address of the taker token (what to sell)."
},
@ -255,7 +321,7 @@
"details": "Sample buy quotes from Uniswap.",
"params": {
"makerToken": "Address of the maker token (what to buy).",
"makerTokenAmounts": "Maker token sell amount for each sample.",
"makerTokenAmounts": "Maker token buy amount for each sample.",
"takerToken": "Address of the taker token (what to sell)."
},
"return": "takerTokenAmounts Taker amounts sold at each maker token amount."
@ -313,7 +379,7 @@
},
"compiler": {
"name": "solc",
"version": "soljson-v0.5.16+commit.9c3226ce.js",
"version": "0.5.17+commit.d19bba13",
"settings": {
"optimizer": {
"enabled": true,

8
packages/contract-wrappers/CHANGELOG.json
View File

@ -13,6 +13,14 @@
{
"note": "Added `Forwarder.marketSellAmountWithEth`",
"pr": 2521
},
{
"note": "Added `ERC20BridgeSampler.sampleBuysFromCurve`",
"pr": 2551
},
{
"note": "Added `ERC20BridgeSampler.sampleBuysFromKyberNetwork`",
"pr": 2551
}
]
},

204
packages/contract-wrappers/src/generated-wrappers/erc20_bridge_sampler.ts generated
View File

@ -49,6 +49,7 @@ export class ERC20BridgeSamplerContract extends BaseContract {
supportedProvider: SupportedProvider,
txDefaults: Partial<TxData>,
logDecodeDependencies: { [contractName: string]: ContractArtifact | SimpleContractArtifact },
devUtilsAddress: string,
): Promise<ERC20BridgeSamplerContract> {
assert.doesConformToSchema('txDefaults', txDefaults, schemas.txDataSchema, [
schemas.addressSchema,
@ -73,6 +74,7 @@ export class ERC20BridgeSamplerContract extends BaseContract {
provider,
txDefaults,
logDecodeDependenciesAbiOnly,
devUtilsAddress,
);
}
@ -82,6 +84,7 @@ export class ERC20BridgeSamplerContract extends BaseContract {
supportedProvider: SupportedProvider,
txDefaults: Partial<TxData>,
logDecodeDependencies: { [contractName: string]: ContractArtifact | SimpleContractArtifact },
devUtilsAddress: string,
): Promise<ERC20BridgeSamplerContract> {
assert.doesConformToSchema('txDefaults', txDefaults, schemas.txDataSchema, [
schemas.addressSchema,
@ -112,6 +115,7 @@ export class ERC20BridgeSamplerContract extends BaseContract {
provider,
txDefaults,
logDecodeDependenciesAbiOnly,
devUtilsAddress,
);
}
@ -121,6 +125,7 @@ export class ERC20BridgeSamplerContract extends BaseContract {
supportedProvider: SupportedProvider,
txDefaults: Partial<TxData>,
logDecodeDependencies: { [contractName: string]: ContractAbi },
devUtilsAddress: string,
): Promise<ERC20BridgeSamplerContract> {
assert.isHexString('bytecode', bytecode);
assert.doesConformToSchema('txDefaults', txDefaults, schemas.txDataSchema, [
@ -130,10 +135,14 @@ export class ERC20BridgeSamplerContract extends BaseContract {
]);
const provider = providerUtils.standardizeOrThrow(supportedProvider);
const constructorAbi = BaseContract._lookupConstructorAbi(abi);
[] = BaseContract._formatABIDataItemList(constructorAbi.inputs, [], BaseContract._bigNumberToString);
[devUtilsAddress] = BaseContract._formatABIDataItemList(
constructorAbi.inputs,
[devUtilsAddress],
BaseContract._bigNumberToString,
);
const iface = new ethers.utils.Interface(abi);
const deployInfo = iface.deployFunction;
const txData = deployInfo.encode(bytecode, []);
const txData = deployInfo.encode(bytecode, [devUtilsAddress]);
const web3Wrapper = new Web3Wrapper(provider);
const txDataWithDefaults = await BaseContract._applyDefaultsToContractTxDataAsync(
{
@ -152,7 +161,7 @@ export class ERC20BridgeSamplerContract extends BaseContract {
txDefaults,
logDecodeDependencies,
);
contractInstance.constructorArgs = [];
contractInstance.constructorArgs = [devUtilsAddress];
return contractInstance;
}
@ -161,6 +170,18 @@ export class ERC20BridgeSamplerContract extends BaseContract {
*/
public static ABI(): ContractAbi {
const abi = [
{
inputs: [
{
name: 'devUtilsAddress',
type: 'address',
},
],
outputs: [],
payable: false,
stateMutability: 'nonpayable',
type: 'constructor',
},
{
constant: true,
inputs: [
@ -369,6 +390,37 @@ export class ERC20BridgeSamplerContract extends BaseContract {
stateMutability: 'view',
type: 'function',
},
{
constant: true,
inputs: [
{
name: 'curveAddress',
type: 'address',
},
{
name: 'fromTokenIdx',
type: 'int128',
},
{
name: 'toTokenIdx',
type: 'int128',
},
{
name: 'makerTokenAmounts',
type: 'uint256[]',
},
],
name: 'sampleBuysFromCurve',
outputs: [
{
name: 'takerTokenAmounts',
type: 'uint256[]',
},
],
payable: false,
stateMutability: 'view',
type: 'function',
},
{
constant: true,
inputs: [
@ -396,6 +448,47 @@ export class ERC20BridgeSamplerContract extends BaseContract {
stateMutability: 'view',
type: 'function',
},
{
constant: true,
inputs: [
{
name: 'takerToken',
type: 'address',
},
{
name: 'makerToken',
type: 'address',
},
{
name: 'makerTokenAmounts',
type: 'uint256[]',
},
{
name: 'opts',
type: 'tuple',
components: [
{
name: 'targetSlippageBps',
type: 'uint256',
},
{
name: 'maxIterations',
type: 'uint256',
},
],
},
],
name: 'sampleBuysFromKyberNetwork',
outputs: [
{
name: 'takerTokenAmounts',
type: 'uint256[]',
},
],
payable: false,
stateMutability: 'view',
type: 'function',
},
{
constant: true,
inputs: [
@ -415,6 +508,20 @@ export class ERC20BridgeSamplerContract extends BaseContract {
name: 'makerTokenAmounts',
type: 'uint256[]',
},
{
name: 'opts',
type: 'tuple',
components: [
{
name: 'targetSlippageBps',
type: 'uint256',
},
{
name: 'maxIterations',
type: 'uint256',
},
],
},
],
name: 'sampleBuysFromLiquidityProviderRegistry',
outputs: [
@ -838,6 +945,48 @@ export class ERC20BridgeSamplerContract extends BaseContract {
},
};
}
/**
* Sample buy quotes from Curve.
* @param curveAddress Address of the Curve contract.
* @param fromTokenIdx Index of the taker token (what to sell).
* @param toTokenIdx Index of the maker token (what to buy).
* @param makerTokenAmounts Maker token buy amount for each sample.
* @returns takerTokenAmounts Taker amounts sold at each maker token amount.
*/
public sampleBuysFromCurve(
curveAddress: string,
fromTokenIdx: BigNumber,
toTokenIdx: BigNumber,
makerTokenAmounts: BigNumber[],
): ContractFunctionObj<BigNumber[]> {
const self = (this as any) as ERC20BridgeSamplerContract;
assert.isString('curveAddress', curveAddress);
assert.isBigNumber('fromTokenIdx', fromTokenIdx);
assert.isBigNumber('toTokenIdx', toTokenIdx);
assert.isArray('makerTokenAmounts', makerTokenAmounts);
const functionSignature = 'sampleBuysFromCurve(address,int128,int128,uint256[])';
return {
async callAsync(callData: Partial<CallData> = {}, defaultBlock?: BlockParam): Promise<BigNumber[]> {
BaseContract._assertCallParams(callData, defaultBlock);
const rawCallResult = await self._performCallAsync(
{ ...callData, data: this.getABIEncodedTransactionData() },
defaultBlock,
);
const abiEncoder = self._lookupAbiEncoder(functionSignature);
BaseContract._throwIfUnexpectedEmptyCallResult(rawCallResult, abiEncoder);
return abiEncoder.strictDecodeReturnValue<BigNumber[]>(rawCallResult);
},
getABIEncodedTransactionData(): string {
return self._strictEncodeArguments(functionSignature, [
curveAddress.toLowerCase(),
fromTokenIdx,
toTokenIdx,
makerTokenAmounts,
]);
},
};
}
/**
* Sample buy quotes from Eth2Dai/Oasis.
* @param takerToken Address of the taker token (what to sell).
@ -875,12 +1024,55 @@ export class ERC20BridgeSamplerContract extends BaseContract {
},
};
}
/**
* Sample buy quotes from Kyber.
* @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.
* @param opts `FakeBuyOptions` specifying target slippage and max iterations.
* @returns takerTokenAmounts Taker amounts sold at each maker token amount.
*/
public sampleBuysFromKyberNetwork(
takerToken: string,
makerToken: string,
makerTokenAmounts: BigNumber[],
opts: { targetSlippageBps: BigNumber; maxIterations: BigNumber },
): ContractFunctionObj<BigNumber[]> {
const self = (this as any) as ERC20BridgeSamplerContract;
assert.isString('takerToken', takerToken);
assert.isString('makerToken', makerToken);
assert.isArray('makerTokenAmounts', makerTokenAmounts);
const functionSignature = 'sampleBuysFromKyberNetwork(address,address,uint256[],(uint256,uint256))';
return {
async callAsync(callData: Partial<CallData> = {}, defaultBlock?: BlockParam): Promise<BigNumber[]> {
BaseContract._assertCallParams(callData, defaultBlock);
const rawCallResult = await self._performCallAsync(
{ ...callData, data: this.getABIEncodedTransactionData() },
defaultBlock,
);
const abiEncoder = self._lookupAbiEncoder(functionSignature);
BaseContract._throwIfUnexpectedEmptyCallResult(rawCallResult, abiEncoder);
return abiEncoder.strictDecodeReturnValue<BigNumber[]>(rawCallResult);
},
getABIEncodedTransactionData(): string {
return self._strictEncodeArguments(functionSignature, [
takerToken.toLowerCase(),
makerToken.toLowerCase(),
makerTokenAmounts,
opts,
]);
},
};
}
/**
* Sample buy quotes from an arbitrary on-chain liquidity provider.
* @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.
* @param opts `FakeBuyOptions` specifying target slippage and max iterations.
* @returns takerTokenAmounts Taker amounts sold at each maker token amount.
*/
public sampleBuysFromLiquidityProviderRegistry(
@ -888,13 +1080,16 @@ export class ERC20BridgeSamplerContract extends BaseContract {
takerToken: string,
makerToken: string,
makerTokenAmounts: BigNumber[],
opts: { targetSlippageBps: BigNumber; maxIterations: BigNumber },
): ContractFunctionObj<BigNumber[]> {
const self = (this as any) as ERC20BridgeSamplerContract;
assert.isString('registryAddress', registryAddress);
assert.isString('takerToken', takerToken);
assert.isString('makerToken', makerToken);
assert.isArray('makerTokenAmounts', makerTokenAmounts);
const functionSignature = 'sampleBuysFromLiquidityProviderRegistry(address,address,address,uint256[])';
const functionSignature =
'sampleBuysFromLiquidityProviderRegistry(address,address,address,uint256[],(uint256,uint256))';
return {
async callAsync(callData: Partial<CallData> = {}, defaultBlock?: BlockParam): Promise<BigNumber[]> {
@ -913,6 +1108,7 @@ export class ERC20BridgeSamplerContract extends BaseContract {
takerToken.toLowerCase(),
makerToken.toLowerCase(),
makerTokenAmounts,
opts,
]);
},
};

180
packages/contract-wrappers/src/generated-wrappers/i_erc20_bridge_sampler.ts generated
View File

@ -369,6 +369,37 @@ export class IERC20BridgeSamplerContract extends BaseContract {
stateMutability: 'view',
type: 'function',
},
{
constant: true,
inputs: [
{
name: 'curveAddress',
type: 'address',
},
{
name: 'fromTokenIdx',
type: 'int128',
},
{
name: 'toTokenIdx',
type: 'int128',
},
{
name: 'makerTokenAmounts',
type: 'uint256[]',
},
],
name: 'sampleBuysFromCurve',
outputs: [
{
name: 'takerTokenAmounts',
type: 'uint256[]',
},
],
payable: false,
stateMutability: 'view',
type: 'function',
},
{
constant: true,
inputs: [
@ -396,6 +427,47 @@ export class IERC20BridgeSamplerContract extends BaseContract {
stateMutability: 'view',
type: 'function',
},
{
constant: true,
inputs: [
{
name: 'takerToken',
type: 'address',
},
{
name: 'makerToken',
type: 'address',
},
{
name: 'makerTokenAmounts',
type: 'uint256[]',
},
{
name: 'opts',
type: 'tuple',
components: [
{
name: 'targetSlippageBps',
type: 'uint256',
},
{
name: 'maxIterations',
type: 'uint256',
},
],
},
],
name: 'sampleBuysFromKyberNetwork',
outputs: [
{
name: 'takerTokenAmounts',
type: 'uint256[]',
},
],
payable: false,
stateMutability: 'view',
type: 'function',
},
{
constant: true,
inputs: [
@ -415,6 +487,20 @@ export class IERC20BridgeSamplerContract extends BaseContract {
name: 'makerTokenAmounts',
type: 'uint256[]',
},
{
name: 'opts',
type: 'tuple',
components: [
{
name: 'targetSlippageBps',
type: 'uint256',
},
{
name: 'maxIterations',
type: 'uint256',
},
],
},
],
name: 'sampleBuysFromLiquidityProviderRegistry',
outputs: [
@ -835,10 +921,53 @@ export class IERC20BridgeSamplerContract extends BaseContract {
},
};
}
/**
* Sample buy quotes from Curve.
* @param curveAddress Address of the Curve contract.
* @param fromTokenIdx Index of the taker token (what to sell).
* @param toTokenIdx Index of the maker token (what to buy).
* @param makerTokenAmounts Maker token buy amount for each sample.
* @returns takerTokenAmounts Taker amounts sold at each maker token amount.
*/
public sampleBuysFromCurve(
curveAddress: string,
fromTokenIdx: BigNumber,
toTokenIdx: BigNumber,
makerTokenAmounts: BigNumber[],
): ContractFunctionObj<BigNumber[]> {
const self = (this as any) as IERC20BridgeSamplerContract;
assert.isString('curveAddress', curveAddress);
assert.isBigNumber('fromTokenIdx', fromTokenIdx);
assert.isBigNumber('toTokenIdx', toTokenIdx);
assert.isArray('makerTokenAmounts', makerTokenAmounts);
const functionSignature = 'sampleBuysFromCurve(address,int128,int128,uint256[])';
return {
async callAsync(callData: Partial<CallData> = {}, defaultBlock?: BlockParam): Promise<BigNumber[]> {
BaseContract._assertCallParams(callData, defaultBlock);
const rawCallResult = await self._performCallAsync(
{ ...callData, data: this.getABIEncodedTransactionData() },
defaultBlock,
);
const abiEncoder = self._lookupAbiEncoder(functionSignature);
BaseContract._throwIfUnexpectedEmptyCallResult(rawCallResult, abiEncoder);
return abiEncoder.strictDecodeReturnValue<BigNumber[]>(rawCallResult);
},
getABIEncodedTransactionData(): string {
return self._strictEncodeArguments(functionSignature, [
curveAddress.toLowerCase(),
fromTokenIdx,
toTokenIdx,
makerTokenAmounts,
]);
},
};
}
/**
* Sample buy quotes from Eth2Dai/Oasis.
* @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.
* @returns takerTokenAmounts Taker amounts sold at each maker token amount.
*/
public sampleBuysFromEth2Dai(
@ -872,12 +1001,55 @@ export class IERC20BridgeSamplerContract extends BaseContract {
},
};
}
/**
* Sample buy quotes from Kyber.
* @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.
* @param opts `FakeBuyOptions` specifying target slippage and max iterations.
* @returns takerTokenAmounts Taker amounts sold at each maker token amount.
*/
public sampleBuysFromKyberNetwork(
takerToken: string,
makerToken: string,
makerTokenAmounts: BigNumber[],
opts: { targetSlippageBps: BigNumber; maxIterations: BigNumber },
): ContractFunctionObj<BigNumber[]> {
const self = (this as any) as IERC20BridgeSamplerContract;
assert.isString('takerToken', takerToken);
assert.isString('makerToken', makerToken);
assert.isArray('makerTokenAmounts', makerTokenAmounts);
const functionSignature = 'sampleBuysFromKyberNetwork(address,address,uint256[],(uint256,uint256))';
return {
async callAsync(callData: Partial<CallData> = {}, defaultBlock?: BlockParam): Promise<BigNumber[]> {
BaseContract._assertCallParams(callData, defaultBlock);
const rawCallResult = await self._performCallAsync(
{ ...callData, data: this.getABIEncodedTransactionData() },
defaultBlock,
);
const abiEncoder = self._lookupAbiEncoder(functionSignature);
BaseContract._throwIfUnexpectedEmptyCallResult(rawCallResult, abiEncoder);
return abiEncoder.strictDecodeReturnValue<BigNumber[]>(rawCallResult);
},
getABIEncodedTransactionData(): string {
return self._strictEncodeArguments(functionSignature, [
takerToken.toLowerCase(),
makerToken.toLowerCase(),
makerTokenAmounts,
opts,
]);
},
};
}
/**
* Sample buy quotes from an arbitrary on-chain liquidity provider.
* @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.
* @param opts `FakeBuyOptions` specifying target slippage and max iterations.
* @returns takerTokenAmounts Taker amounts sold at each maker token amount.
*/
public sampleBuysFromLiquidityProviderRegistry(
@ -885,13 +1057,16 @@ export class IERC20BridgeSamplerContract extends BaseContract {
takerToken: string,
makerToken: string,
makerTokenAmounts: BigNumber[],
opts: { targetSlippageBps: BigNumber; maxIterations: BigNumber },
): ContractFunctionObj<BigNumber[]> {
const self = (this as any) as IERC20BridgeSamplerContract;
assert.isString('registryAddress', registryAddress);
assert.isString('takerToken', takerToken);
assert.isString('makerToken', makerToken);
assert.isArray('makerTokenAmounts', makerTokenAmounts);
const functionSignature = 'sampleBuysFromLiquidityProviderRegistry(address,address,address,uint256[])';
const functionSignature =
'sampleBuysFromLiquidityProviderRegistry(address,address,address,uint256[],(uint256,uint256))';
return {
async callAsync(callData: Partial<CallData> = {}, defaultBlock?: BlockParam): Promise<BigNumber[]> {
@ -910,6 +1085,7 @@ export class IERC20BridgeSamplerContract extends BaseContract {
takerToken.toLowerCase(),
makerToken.toLowerCase(),
makerTokenAmounts,
opts,
]);
},
};
@ -918,7 +1094,7 @@ export class IERC20BridgeSamplerContract extends BaseContract {
* Sample buy quotes from Uniswap.
* @param takerToken Address of the taker token (what to sell).
* @param makerToken Address of the maker token (what to buy).
* @param makerTokenAmounts Maker token sell amount for each sample.
* @param makerTokenAmounts Maker token buy amount for each sample.
* @returns takerTokenAmounts Taker amounts sold at each maker token amount.
*/
public sampleBuysFromUniswap(