fix: [asset-swapper] excludedFeeSources. DODO Trade Allowed (#2731)
* fix: Fee sources and Ganache existence * Added excludedFeeSources * Comments and CHANGELOG * fix: DODO Trade Allowed (#2732)
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@ -157,6 +157,14 @@
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{
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{
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"note": "Fix for some edge cases with `includedSources` and `MultiHop`",
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"note": "Fix for some edge cases with `includedSources` and `MultiHop`",
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"pr": 2730
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"pr": 2730
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},
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{
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"note": "Introduced `excludedFeeSources` to disable sources when determining the price of an asset in ETH",
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"pr": 2731
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},
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{
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"note": "Support DODO Trade Allowed parameter to automatically disable the pool",
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"pr": 2732
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}
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}
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]
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]
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},
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},
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@ -34,6 +34,7 @@ interface IDODOHelper {
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interface IDODO {
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interface IDODO {
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function querySellBaseToken(uint256 amount) external view returns (uint256);
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function querySellBaseToken(uint256 amount) external view returns (uint256);
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function _TRADE_ALLOWED_() external view returns (bool);
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}
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}
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contract DODOSampler is
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contract DODOSampler is
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@ -80,6 +81,11 @@ contract DODOSampler is
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sellBase = false;
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sellBase = false;
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}
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}
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// DODO Pool has been disabled
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if (!IDODO(pool)._TRADE_ALLOWED_()) {
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return (sellBase, pool, makerTokenAmounts);
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}
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for (uint256 i = 0; i < numSamples; i++) {
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for (uint256 i = 0; i < numSamples; i++) {
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uint256 buyAmount = _sampleSellForApproximateBuyFromDODO(
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uint256 buyAmount = _sampleSellForApproximateBuyFromDODO(
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abi.encode(takerToken, pool, baseToken), // taker token data
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abi.encode(takerToken, pool, baseToken), // taker token data
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@ -132,6 +138,11 @@ contract DODOSampler is
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sellBase = false;
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sellBase = false;
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}
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}
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// DODO Pool has been disabled
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if (!IDODO(pool)._TRADE_ALLOWED_()) {
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return (sellBase, pool, takerTokenAmounts);
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}
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takerTokenAmounts = _sampleApproximateBuys(
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takerTokenAmounts = _sampleApproximateBuys(
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ApproximateBuyQuoteOpts({
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ApproximateBuyQuoteOpts({
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makerTokenData: abi.encode(makerToken, pool, baseToken),
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makerTokenData: abi.encode(makerToken, pool, baseToken),
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@ -55,6 +55,7 @@ export const DEFAULT_GET_MARKET_ORDERS_OPTS: GetMarketOrdersOpts = {
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// tslint:disable-next-line: custom-no-magic-numbers
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// tslint:disable-next-line: custom-no-magic-numbers
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runLimit: 2 ** 15,
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runLimit: 2 ** 15,
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excludedSources: [],
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excludedSources: [],
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excludedFeeSources: [],
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includedSources: [],
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includedSources: [],
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bridgeSlippage: 0.005,
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bridgeSlippage: 0.005,
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maxFallbackSlippage: 0.05,
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maxFallbackSlippage: 0.05,
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@ -137,12 +137,12 @@ export class MarketOperationUtils {
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const _opts = { ...DEFAULT_GET_MARKET_ORDERS_OPTS, ...opts };
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const _opts = { ...DEFAULT_GET_MARKET_ORDERS_OPTS, ...opts };
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const [makerToken, takerToken] = getNativeOrderTokens(nativeOrders[0]);
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const [makerToken, takerToken] = getNativeOrderTokens(nativeOrders[0]);
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const sampleAmounts = getSampleAmounts(takerAmount, _opts.numSamples, _opts.sampleDistributionBase);
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const sampleAmounts = getSampleAmounts(takerAmount, _opts.numSamples, _opts.sampleDistributionBase);
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const requestFilters = new SourceFilters().exclude(_opts.excludedSources).include(_opts.includedSources);
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const requestFilters = new SourceFilters().exclude(_opts.excludedSources).include(_opts.includedSources);
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// We don't exclude from the fee sources as we always want to be able to get a price
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// of taker to Eth or maker to Eth, especially for MultiHop
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const feeSourceFilters = this._feeSources;
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const quoteSourceFilters = this._sellSources.merge(requestFilters);
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const quoteSourceFilters = this._sellSources.merge(requestFilters);
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const feeSourceFilters = this._feeSources.exclude(_opts.excludedFeeSources);
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const {
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const {
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onChain: sampleBalancerOnChain,
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onChain: sampleBalancerOnChain,
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offChain: sampleBalancerOffChain,
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offChain: sampleBalancerOffChain,
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@ -255,10 +255,12 @@ export class MarketOperationUtils {
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const _opts = { ...DEFAULT_GET_MARKET_ORDERS_OPTS, ...opts };
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const _opts = { ...DEFAULT_GET_MARKET_ORDERS_OPTS, ...opts };
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const [makerToken, takerToken] = getNativeOrderTokens(nativeOrders[0]);
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const [makerToken, takerToken] = getNativeOrderTokens(nativeOrders[0]);
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const sampleAmounts = getSampleAmounts(makerAmount, _opts.numSamples, _opts.sampleDistributionBase);
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const sampleAmounts = getSampleAmounts(makerAmount, _opts.numSamples, _opts.sampleDistributionBase);
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const requestFilters = new SourceFilters().exclude(_opts.excludedSources).include(_opts.includedSources);
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const requestFilters = new SourceFilters().exclude(_opts.excludedSources).include(_opts.includedSources);
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const feeSourceFilters = this._feeSources.merge(requestFilters);
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const quoteSourceFilters = this._buySources.merge(requestFilters);
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const quoteSourceFilters = this._buySources.merge(requestFilters);
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const feeSourceFilters = this._feeSources.exclude(_opts.excludedFeeSources);
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const {
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const {
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onChain: sampleBalancerOnChain,
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onChain: sampleBalancerOnChain,
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offChain: sampleBalancerOffChain,
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offChain: sampleBalancerOffChain,
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@ -444,9 +446,10 @@ export class MarketOperationUtils {
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const _opts = { ...DEFAULT_GET_MARKET_ORDERS_OPTS, ...opts };
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const _opts = { ...DEFAULT_GET_MARKET_ORDERS_OPTS, ...opts };
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const requestFilters = new SourceFilters().exclude(_opts.excludedSources).include(_opts.includedSources);
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const requestFilters = new SourceFilters().exclude(_opts.excludedSources).include(_opts.includedSources);
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const feeSourceFilters = this._feeSources.merge(requestFilters);
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const quoteSourceFilters = this._buySources.merge(requestFilters);
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const quoteSourceFilters = this._buySources.merge(requestFilters);
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const feeSourceFilters = this._feeSources.exclude(_opts.excludedFeeSources);
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const ops = [
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const ops = [
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...batchNativeOrders.map(orders =>
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...batchNativeOrders.map(orders =>
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this._sampler.getOrderFillableMakerAmounts(orders, this.contractAddresses.exchange),
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this._sampler.getOrderFillableMakerAmounts(orders, this.contractAddresses.exchange),
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@ -241,6 +241,11 @@ export interface GetMarketOrdersOpts {
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* Liquidity sources to exclude. Default is none.
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* Liquidity sources to exclude. Default is none.
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*/
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*/
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excludedSources: ERC20BridgeSource[];
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excludedSources: ERC20BridgeSource[];
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/**
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* Liquidity sources to exclude when used to calculate the cost of the route.
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* Default is none.
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*/
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excludedFeeSources: ERC20BridgeSource[];
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/**
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/**
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* Liquidity sources to include. Default is none, which allows all supported
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* Liquidity sources to include. Default is none, which allows all supported
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* sources that aren't excluded by `excludedSources`.
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* sources that aren't excluded by `excludedSources`.
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