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Rename to Batch

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This commit is contained in:
Jacob Evans 2020-01-14 10:32:20 +10:00
parent 6c2692eec0
commit ad17174119
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GPG Key ID: 2036DA2ADDFB0842
7 changed files with 97 additions and 88 deletions
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51
contracts/erc20-bridge-sampler/contracts/src/ERC20BridgeSampler.sol
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@ -41,11 +41,20 @@ contract ERC20BridgeSampler is
uint256 constant internal UNISWAP_SAMPLE_CALL_GAS = 150e3;
uint256 constant internal ETH2DAI_SAMPLE_CALL_GAS = 250e3;
function queryMultipleOrdersAndSampleBuys(
/// @dev Query batches of native orders and sample sell quotes on multiple DEXes at once.
/// @param orders Batches of Native orders to query.
/// @param orderSignatures Batches of Signatures for each respective order in `orders`.
/// @param sources Address of each DEX. Passing in an unsupported DEX will throw.
/// @param takerTokenAmounts Batches of Taker token sell amount for each sample.
/// @return ordersAndSamples How much taker asset can be filled
/// by each order in `orders`. Maker amounts bought for each source at
/// each taker token amount. First indexed by source index, then sample
/// index.
function queryBatchOrdersAndSampleSells(
LibOrder.Order[][] memory orders,
bytes[][] memory orderSignatures,
address[] memory sources,
uint256[] memory makerTokenAmounts
uint256[][] memory takerTokenAmounts
)
public
view
@ -54,23 +63,30 @@ contract ERC20BridgeSampler is
)
{
ordersAndSamples = new OrdersAndSample[](orders.length);
uint256[] memory amounts = new uint256[](1);
for (uint256 i = 0; i != orders.length; i++) {
amounts[0] = makerTokenAmounts[i];
(
uint256[] memory orderFillableTakerAssetAmounts,
uint256[][] memory makerTokenAmountsBySource
) = queryOrdersAndSampleBuys(orders[i], orderSignatures[i], sources, amounts);
ordersAndSamples[i].orderFillableTakerAssetAmounts = orderFillableTakerAssetAmounts;
ordersAndSamples[i].makerTokenAmountsBySource = makerTokenAmountsBySource;
uint256[] memory orderFillableAssetAmounts,
uint256[][] memory tokenAmountsBySource
) = queryOrdersAndSampleSells(orders[i], orderSignatures[i], sources, takerTokenAmounts[i]);
ordersAndSamples[i].orderFillableAssetAmounts = orderFillableAssetAmounts;
ordersAndSamples[i].tokenAmountsBySource = tokenAmountsBySource;
}
}
function queryMultipleOrdersAndSampleSells(
/// @dev Query batches of native orders and sample buy quotes on multiple DEXes at once.
/// @param orders Batches of Native orders to query.
/// @param orderSignatures Batches of Signatures for each respective order in `orders`.
/// @param sources Address of each DEX. Passing in an unsupported DEX will throw.
/// @param makerTokenAmounts Batches of Maker token sell amount for each sample.
/// @return ordersAndSamples How much taker asset can be filled
/// by each order in `orders`. Taker amounts sold for each source at
/// each maker token amount. First indexed by source index, then sample
/// index.
function queryBatchOrdersAndSampleBuys(
LibOrder.Order[][] memory orders,
bytes[][] memory orderSignatures,
address[] memory sources,
uint256[] memory makerTokenAmounts
uint256[][] memory makerTokenAmounts
)
public
view
@ -79,18 +95,17 @@ contract ERC20BridgeSampler is
)
{
ordersAndSamples = new OrdersAndSample[](orders.length);
uint256[] memory amounts = new uint256[](1);
for (uint256 i = 0; i != orders.length; i++) {
amounts[0] = makerTokenAmounts[i];
(
uint256[] memory orderFillableTakerAssetAmounts,
uint256[][] memory makerTokenAmountsBySource
) = queryOrdersAndSampleSells(orders[i], orderSignatures[i], sources, amounts);
ordersAndSamples[i].orderFillableTakerAssetAmounts = orderFillableTakerAssetAmounts;
ordersAndSamples[i].makerTokenAmountsBySource = makerTokenAmountsBySource;
uint256[] memory orderFillableAssetAmounts,
uint256[][] memory tokenAmountsBySource
) = queryOrdersAndSampleBuys(orders[i], orderSignatures[i], sources, makerTokenAmounts[i]);
ordersAndSamples[i].orderFillableAssetAmounts = orderFillableAssetAmounts;
ordersAndSamples[i].tokenAmountsBySource = tokenAmountsBySource;
}
}
/// @dev Query native orders and sample sell quotes on multiple DEXes at once.
/// @param orders Native orders to query.
/// @param orderSignatures Signatures for each respective order in `orders`.

30
contracts/erc20-bridge-sampler/contracts/src/IERC20BridgeSampler.sol
View File

@ -24,15 +24,24 @@ import "@0x/contracts-exchange-libs/contracts/src/LibOrder.sol";
interface IERC20BridgeSampler {
struct OrdersAndSample {
uint256[] orderFillableTakerAssetAmounts;
uint256[][] makerTokenAmountsBySource;
uint256[] orderFillableAssetAmounts;
uint256[][] tokenAmountsBySource;
}
function queryMultipleOrdersAndSampleBuys(
/// @dev Query batches of native orders and sample sell quotes on multiple DEXes at once.
/// @param orders Batches of Native orders to query.
/// @param orderSignatures Batches of Signatures for each respective order in `orders`.
/// @param sources Address of each DEX. Passing in an unsupported DEX will throw.
/// @param takerTokenAmounts Batches of Taker token sell amount for each sample.
/// @return ordersAndSamples How much taker asset can be filled
/// by each order in `orders`. Maker amounts bought for each source at
/// each taker token amount. First indexed by source index, then sample
/// index.
function queryBatchOrdersAndSampleSells(
LibOrder.Order[][] calldata orders,
bytes[][] calldata orderSignatures,
address[] calldata sources,
uint256[] calldata makerTokenAmounts
uint256[][] calldata takerTokenAmounts
)
external
view
@ -40,11 +49,20 @@ interface IERC20BridgeSampler {
OrdersAndSample[] memory ordersAndSamples
);
function queryMultipleOrdersAndSampleSells(
/// @dev Query batches of native orders and sample buy quotes on multiple DEXes at once.
/// @param orders Batches of Native orders to query.
/// @param orderSignatures Batches of Signatures for each respective order in `orders`.
/// @param sources Address of each DEX. Passing in an unsupported DEX will throw.
/// @param makerTokenAmounts Batches of Maker token sell amount for each sample.
/// @return ordersAndSamples How much taker asset can be filled
/// by each order in `orders`. Taker amounts sold for each source at
/// each maker token amount. First indexed by source index, then sample
/// index
function queryBatchOrdersAndSampleBuys(
LibOrder.Order[][] calldata orders,
bytes[][] calldata orderSignatures,
address[] calldata sources,
uint256[] calldata makerTokenAmounts
uint256[][] calldata makerTokenAmounts
)
external
view

2
packages/asset-swapper/src/utils/market_operation_utils/index.ts
View File

@ -173,7 +173,7 @@ export class MarketOperationUtils {
const batchSampleResults = await this._dexSampler.getBatchFillableAmountsAndSampleMarketBuyAsync(
batchNativeOrders,
makerAmounts,
makerAmounts.map(makerAmount => DexOrderSampler.getSampleAmounts(makerAmount, _opts.numSamples)),
difference(BUY_SOURCES, _opts.excludedSources),
);
return batchSampleResults.map(([fillableAmounts, dexQuotes], i) =>

14
packages/asset-swapper/src/utils/market_operation_utils/sampler.ts
View File

@ -52,12 +52,12 @@ export class DexOrderSampler {
public async getBatchFillableAmountsAndSampleMarketBuyAsync(
nativeOrders: SignedOrder[][],
sampleAmounts: BigNumber[],
sampleAmounts: BigNumber[][],
sources: ERC20BridgeSource[],
): Promise<Array<[BigNumber[], DexSample[][]]>> {
const signatures = nativeOrders.map(o => o.map(i => i.signature));
const fillableAmountsAndSamples = await this._samplerContract
.queryMultipleOrdersAndSampleBuys(
.queryBatchOrdersAndSampleBuys(
nativeOrders,
signatures,
sources.map(s => SOURCE_TO_ADDRESS[s]),
@ -66,16 +66,16 @@ export class DexOrderSampler {
.callAsync();
const batchFillableAmountsAndQuotes: Array<[BigNumber[], DexSample[][]]> = [];
fillableAmountsAndSamples.forEach((sampleResult, i) => {
const { makerTokenAmountsBySource, orderFillableTakerAssetAmounts } = sampleResult;
const quotes = makerTokenAmountsBySource.map((rawDexSamples, sourceIdx) => {
const { tokenAmountsBySource, orderFillableAssetAmounts } = sampleResult;
const quotes = tokenAmountsBySource.map((rawDexSamples, sourceIdx) => {
const source = sources[sourceIdx];
return rawDexSamples.map(sample => ({
return rawDexSamples.map((sample, sampleIdx) => ({
source,
input: sampleAmounts[i],
input: sampleAmounts[i][sampleIdx],
output: sample,
}));
});
batchFillableAmountsAndQuotes.push([orderFillableTakerAssetAmounts, quotes]);
batchFillableAmountsAndQuotes.push([orderFillableAssetAmounts, quotes]);
});
return batchFillableAmountsAndQuotes;
}

2
packages/contract-addresses/addresses.json
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@ -22,7 +22,7 @@
"devUtils": "0x5f53f2aa72cb3a9371bf3c58e8fb3a313478b2f4",
"erc20BridgeProxy": "0x8ed95d1746bf1e4dab58d8ed4724f1ef95b20db0",
"uniswapBridge": "0x533344cfdf2a3e911e2cf4c6f5ed08e791f5355f",
"erc20BridgeSampler": "0xdf291ac755a47ef44e18fecc71f1c13a07d8b303",
"erc20BridgeSampler": "0xba30e1e50075c9f7b66fceadb772c538d0a12497",
"kyberBridge": "0xf342f3a80fdc9b48713d58fe97e17f5cc764ee62",
"eth2DaiBridge": "0xe97ea901d034ba2e018155264f77c417ce7717f9",
"chaiBridge": "0x77c31eba23043b9a72d13470f3a3a311344d7438",

32
packages/contract-artifacts/artifacts/IERC20BridgeSampler.json generated
View File

@ -97,22 +97,14 @@
},
{ "internalType": "bytes[][]", "name": "orderSignatures", "type": "bytes[][]" },
{ "internalType": "address[]", "name": "sources", "type": "address[]" },
{ "internalType": "uint256[]", "name": "makerTokenAmounts", "type": "uint256[]" }
{ "internalType": "uint256[][]", "name": "makerTokenAmounts", "type": "uint256[][]" }
],
"name": "queryMultipleOrdersAndSampleBuys",
"name": "queryBatchOrdersAndSampleBuys",
"outputs": [
{
"components": [
{
"internalType": "uint256[]",
"name": "orderFillableTakerAssetAmounts",
"type": "uint256[]"
},
{
"internalType": "uint256[][]",
"name": "makerTokenAmountsBySource",
"type": "uint256[][]"
}
{ "internalType": "uint256[]", "name": "orderFillableAssetAmounts", "type": "uint256[]" },
{ "internalType": "uint256[][]", "name": "tokenAmountsBySource", "type": "uint256[][]" }
],
"internalType": "struct IERC20BridgeSampler.OrdersAndSample[]",
"name": "ordersAndSamples",
@ -149,22 +141,14 @@
},
{ "internalType": "bytes[][]", "name": "orderSignatures", "type": "bytes[][]" },
{ "internalType": "address[]", "name": "sources", "type": "address[]" },
{ "internalType": "uint256[]", "name": "makerTokenAmounts", "type": "uint256[]" }
{ "internalType": "uint256[][]", "name": "takerTokenAmounts", "type": "uint256[][]" }
],
"name": "queryMultipleOrdersAndSampleSells",
"name": "queryBatchOrdersAndSampleSells",
"outputs": [
{
"components": [
{
"internalType": "uint256[]",
"name": "orderFillableTakerAssetAmounts",
"type": "uint256[]"
},
{
"internalType": "uint256[][]",
"name": "makerTokenAmountsBySource",
"type": "uint256[][]"
}
{ "internalType": "uint256[]", "name": "orderFillableAssetAmounts", "type": "uint256[]" },
{ "internalType": "uint256[][]", "name": "tokenAmountsBySource", "type": "uint256[][]" }
],
"internalType": "struct IERC20BridgeSampler.OrdersAndSample[]",
"name": "ordersAndSamples",

54
packages/contract-wrappers/src/generated-wrappers/i_erc20_bridge_sampler.ts generated
View File

@ -356,21 +356,21 @@ export class IERC20BridgeSamplerContract extends BaseContract {
},
{
name: 'makerTokenAmounts',
type: 'uint256[]',
type: 'uint256[][]',
},
],
name: 'queryMultipleOrdersAndSampleBuys',
name: 'queryBatchOrdersAndSampleBuys',
outputs: [
{
name: 'ordersAndSamples',
type: 'tuple[]',
components: [
{
name: 'orderFillableTakerAssetAmounts',
name: 'orderFillableAssetAmounts',
type: 'uint256[]',
},
{
name: 'makerTokenAmountsBySource',
name: 'tokenAmountsBySource',
type: 'uint256[][]',
},
],
@ -454,22 +454,22 @@ export class IERC20BridgeSamplerContract extends BaseContract {
type: 'address[]',
},
{
name: 'makerTokenAmounts',
type: 'uint256[]',
name: 'takerTokenAmounts',
type: 'uint256[][]',
},
],
name: 'queryMultipleOrdersAndSampleSells',
name: 'queryBatchOrdersAndSampleSells',
outputs: [
{
name: 'ordersAndSamples',
type: 'tuple[]',
components: [
{
name: 'orderFillableTakerAssetAmounts',
name: 'orderFillableAssetAmounts',
type: 'uint256[]',
},
{
name: 'makerTokenAmountsBySource',
name: 'tokenAmountsBySource',
type: 'uint256[][]',
},
],
@ -852,7 +852,7 @@ export class IERC20BridgeSamplerContract extends BaseContract {
},
};
}
public queryMultipleOrdersAndSampleBuys(
public queryBatchOrdersAndSampleBuys(
orders: Array<{
makerAddress: string;
takerAddress: string;
@ -871,25 +871,21 @@ export class IERC20BridgeSamplerContract extends BaseContract {
}>[],
orderSignatures: string[][],
sources: string[],
makerTokenAmounts: BigNumber[],
): ContractFunctionObj<
Array<{ orderFillableTakerAssetAmounts: BigNumber[]; makerTokenAmountsBySource: BigNumber[][] }>
> {
makerTokenAmounts: BigNumber[][],
): ContractFunctionObj<Array<{ orderFillableAssetAmounts: BigNumber[]; tokenAmountsBySource: BigNumber[][] }>> {
const self = (this as any) as IERC20BridgeSamplerContract;
assert.isArray('orders', orders);
assert.isArray('orderSignatures', orderSignatures);
assert.isArray('sources', sources);
assert.isArray('makerTokenAmounts', makerTokenAmounts);
const functionSignature =
'queryMultipleOrdersAndSampleBuys((address,address,address,address,uint256,uint256,uint256,uint256,uint256,uint256,bytes,bytes,bytes,bytes)[][],bytes[][],address[],uint256[])';
'queryBatchOrdersAndSampleBuys((address,address,address,address,uint256,uint256,uint256,uint256,uint256,uint256,bytes,bytes,bytes,bytes)[][],bytes[][],address[],uint256[][])';
return {
async callAsync(
callData: Partial<CallData> = {},
defaultBlock?: BlockParam,
): Promise<
Array<{ orderFillableTakerAssetAmounts: BigNumber[]; makerTokenAmountsBySource: BigNumber[][] }>
> {
): Promise<Array<{ orderFillableAssetAmounts: BigNumber[]; tokenAmountsBySource: BigNumber[][] }>> {
BaseContract._assertCallParams(callData, defaultBlock);
const rawCallResult = await self._performCallAsync(
{ ...callData, data: this.getABIEncodedTransactionData() },
@ -897,7 +893,7 @@ export class IERC20BridgeSamplerContract extends BaseContract {
);
const abiEncoder = self._lookupAbiEncoder(functionSignature);
return abiEncoder.strictDecodeReturnValue<
Array<{ orderFillableTakerAssetAmounts: BigNumber[]; makerTokenAmountsBySource: BigNumber[][] }>
Array<{ orderFillableAssetAmounts: BigNumber[]; tokenAmountsBySource: BigNumber[][] }>
>(rawCallResult);
},
getABIEncodedTransactionData(): string {
@ -910,7 +906,7 @@ export class IERC20BridgeSamplerContract extends BaseContract {
},
};
}
public queryMultipleOrdersAndSampleSells(
public queryBatchOrdersAndSampleSells(
orders: Array<{
makerAddress: string;
takerAddress: string;
@ -929,25 +925,21 @@ export class IERC20BridgeSamplerContract extends BaseContract {
}>[],
orderSignatures: string[][],
sources: string[],
makerTokenAmounts: BigNumber[],
): ContractFunctionObj<
Array<{ orderFillableTakerAssetAmounts: BigNumber[]; makerTokenAmountsBySource: BigNumber[][] }>
> {
takerTokenAmounts: BigNumber[][],
): ContractFunctionObj<Array<{ orderFillableAssetAmounts: BigNumber[]; tokenAmountsBySource: BigNumber[][] }>> {
const self = (this as any) as IERC20BridgeSamplerContract;
assert.isArray('orders', orders);
assert.isArray('orderSignatures', orderSignatures);
assert.isArray('sources', sources);
assert.isArray('makerTokenAmounts', makerTokenAmounts);
assert.isArray('takerTokenAmounts', takerTokenAmounts);
const functionSignature =
'queryMultipleOrdersAndSampleSells((address,address,address,address,uint256,uint256,uint256,uint256,uint256,uint256,bytes,bytes,bytes,bytes)[][],bytes[][],address[],uint256[])';
'queryBatchOrdersAndSampleSells((address,address,address,address,uint256,uint256,uint256,uint256,uint256,uint256,bytes,bytes,bytes,bytes)[][],bytes[][],address[],uint256[][])';
return {
async callAsync(
callData: Partial<CallData> = {},
defaultBlock?: BlockParam,
): Promise<
Array<{ orderFillableTakerAssetAmounts: BigNumber[]; makerTokenAmountsBySource: BigNumber[][] }>
> {
): Promise<Array<{ orderFillableAssetAmounts: BigNumber[]; tokenAmountsBySource: BigNumber[][] }>> {
BaseContract._assertCallParams(callData, defaultBlock);
const rawCallResult = await self._performCallAsync(
{ ...callData, data: this.getABIEncodedTransactionData() },
@ -955,7 +947,7 @@ export class IERC20BridgeSamplerContract extends BaseContract {
);
const abiEncoder = self._lookupAbiEncoder(functionSignature);
return abiEncoder.strictDecodeReturnValue<
Array<{ orderFillableTakerAssetAmounts: BigNumber[]; makerTokenAmountsBySource: BigNumber[][] }>
Array<{ orderFillableAssetAmounts: BigNumber[]; tokenAmountsBySource: BigNumber[][] }>
>(rawCallResult);
},
getABIEncodedTransactionData(): string {
@ -963,7 +955,7 @@ export class IERC20BridgeSamplerContract extends BaseContract {
orders,
orderSignatures,
sources,
makerTokenAmounts,
takerTokenAmounts,
]);
},
};