Reenable PLP VIP and add gasCost field to LiquidityProviderRegistry (#65)

packages/asset-swapper/CHANGELOG.json

@@ -17,6 +17,10 @@
             {
                 "note": "Add `unoptimizedPath` to OptimizerResult",
                 "pr": 62
+            },
+            {
+                "note": "Enable PLP VIP feature and add gasCost field to LiquidityProviderRegistry",
+                "pr": 65
             }
         ]
     },

packages/asset-swapper/src/quote_consumers/exchange_proxy_swap_quote_consumer.ts

@@ -34,7 +34,7 @@ import { getSwapMinBuyAmount } from './utils';
 
 // tslint:disable-next-line:custom-no-magic-numbers
 const MAX_UINT256 = new BigNumber(2).pow(256).minus(1);
-const { NULL_ADDRESS, ZERO_AMOUNT } = constants;
+const { NULL_ADDRESS, NULL_BYTES, ZERO_AMOUNT } = constants;
 
 export class ExchangeProxySwapQuoteConsumer implements SwapQuoteConsumerBase {
     public readonly provider: ZeroExProvider;
@@ -131,6 +131,26 @@ export class ExchangeProxySwapQuoteConsumer implements SwapQuoteConsumerBase {
             };
         }
 
+        if (isDirectSwapCompatible(quote, optsWithDefaults, [ERC20BridgeSource.LiquidityProvider])) {
+            const target = quote.orders[0].makerAddress;
+            return {
+                calldataHexString: this._exchangeProxy
+                    .sellToLiquidityProvider(
+                        isFromETH ? ETH_TOKEN_ADDRESS : sellToken,
+                        isToETH ? ETH_TOKEN_ADDRESS : buyToken,
+                        target,
+                        NULL_ADDRESS,
+                        sellAmount,
+                        minBuyAmount,
+                        NULL_BYTES,
+                    )
+                    .getABIEncodedTransactionData(),
+                ethAmount: isFromETH ? sellAmount : ZERO_AMOUNT,
+                toAddress: this._exchangeProxy.address,
+                allowanceTarget: this.contractAddresses.exchangeProxyAllowanceTarget,
+            };
+        }
+
         // Build up the transforms.
         const transforms = [];
         if (isFromETH) {

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

@@ -13,6 +13,7 @@ import {
     FeeSchedule,
     FillData,
     GetMarketOrdersOpts,
+    LiquidityProviderFillData,
     LiquidityProviderRegistry,
     MultiHopFillData,
     SnowSwapFillData,
@@ -445,7 +446,9 @@ export const BRIDGE_ADDRESSES_BY_CHAIN: { [chainId in ChainId]: BridgeContractAd
 export const DEFAULT_GAS_SCHEDULE: Required<FeeSchedule> = {
     [ERC20BridgeSource.Native]: () => 150e3,
     [ERC20BridgeSource.Uniswap]: () => 90e3,
-    [ERC20BridgeSource.LiquidityProvider]: () => 140e3,
+    [ERC20BridgeSource.LiquidityProvider]: fillData => {
+        return (fillData as LiquidityProviderFillData).gasCost;
+    },
     [ERC20BridgeSource.Eth2Dai]: () => 400e3,
     [ERC20BridgeSource.Kyber]: () => 450e3,
     [ERC20BridgeSource.Curve]: fillData => {

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

@@ -7,6 +7,6 @@ export function getLiquidityProvidersForPair(
     makerToken: string,
 ): string[] {
     return Object.entries(registry)
-        .filter(([, tokens]) => [makerToken, takerToken].every(t => tokens.includes(t)))
+        .filter(([, plp]) => [makerToken, takerToken].every(t => plp.tokens.includes(t)))
         .map(([providerAddress]) => providerAddress);
 }

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

@@ -235,7 +235,10 @@ export class SamplerOperations {
     ): SourceQuoteOperation<LiquidityProviderFillData> {
         return new SamplerContractOperation({
             source: ERC20BridgeSource.LiquidityProvider,
-            fillData: { poolAddress: providerAddress },
+            fillData: {
+                poolAddress: providerAddress,
+                gasCost: this.liquidityProviderRegistry[providerAddress].gasCost,
+            },
             contract: this._samplerContract,
             function: this._samplerContract.sampleSellsFromLiquidityProvider,
             params: [providerAddress, takerToken, makerToken, takerFillAmounts],
@@ -250,7 +253,10 @@ export class SamplerOperations {
     ): SourceQuoteOperation<LiquidityProviderFillData> {
         return new SamplerContractOperation({
             source: ERC20BridgeSource.LiquidityProvider,
-            fillData: { poolAddress: providerAddress },
+            fillData: {
+                poolAddress: providerAddress,
+                gasCost: this.liquidityProviderRegistry[providerAddress].gasCost,
+            },
             contract: this._samplerContract,
             function: this._samplerContract.sampleBuysFromLiquidityProvider,
             params: [providerAddress, takerToken, makerToken, makerFillAmounts],

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

@@ -132,6 +132,7 @@ export interface ShellFillData extends FillData {
 
 export interface LiquidityProviderFillData extends FillData {
     poolAddress: string;
+    gasCost: number;
 }
 
 export interface BancorFillData extends FillData {
@@ -383,7 +384,10 @@ export interface TokenAdjacencyGraph {
 }
 
 export interface LiquidityProviderRegistry {
-    [address: string]: [string, string];
+    [address: string]: {
+        tokens: string[];
+        gasCost: number;
+    };
 }
 
 export interface GenerateOptimizedOrdersOpts {

packages/asset-swapper/test/dex_sampler_test.ts

@@ -156,6 +156,7 @@ describe('DexSampler tests', () => {
             const expectedMakerToken = randomAddress();
             const expectedTakerToken = randomAddress();
             const poolAddress = randomAddress();
+            const gasCost = 123;
             const sampler = new MockSamplerContract({
                 sampleSellsFromLiquidityProvider: (providerAddress, takerToken, makerToken, _fillAmounts) => {
                     expect(providerAddress).to.eq(poolAddress);
@@ -172,7 +173,7 @@ describe('DexSampler tests', () => {
                 undefined,
                 undefined,
                 undefined,
-                { [poolAddress]: [expectedMakerToken, expectedTakerToken] },
+                { [poolAddress]: { tokens: [expectedMakerToken, expectedTakerToken], gasCost } },
             );
             const [result] = await dexOrderSampler.executeAsync(
                 dexOrderSampler.getSellQuotes(
@@ -188,7 +189,7 @@ describe('DexSampler tests', () => {
                         source: 'LiquidityProvider',
                         output: toBaseUnitAmount(1001),
                         input: toBaseUnitAmount(1000),
-                        fillData: { poolAddress },
+                        fillData: { poolAddress, gasCost },
                     },
                 ],
             ]);
@@ -198,6 +199,7 @@ describe('DexSampler tests', () => {
             const expectedMakerToken = randomAddress();
             const expectedTakerToken = randomAddress();
             const poolAddress = randomAddress();
+            const gasCost = 321;
             const sampler = new MockSamplerContract({
                 sampleBuysFromLiquidityProvider: (providerAddress, takerToken, makerToken, _fillAmounts) => {
                     expect(providerAddress).to.eq(poolAddress);
@@ -214,7 +216,7 @@ describe('DexSampler tests', () => {
                 undefined,
                 undefined,
                 undefined,
-                { [poolAddress]: [expectedMakerToken, expectedTakerToken] },
+                { [poolAddress]: { tokens: [expectedMakerToken, expectedTakerToken], gasCost } },
             );
             const [result] = await dexOrderSampler.executeAsync(
                 dexOrderSampler.getBuyQuotes(
@@ -230,7 +232,7 @@ describe('DexSampler tests', () => {
                         source: 'LiquidityProvider',
                         output: toBaseUnitAmount(999),
                         input: toBaseUnitAmount(1000),
-                        fillData: { poolAddress },
+                        fillData: { poolAddress, gasCost },
                     },
                 ],
             ]);

packages/asset-swapper/test/market_operation_utils_test.ts

@@ -1274,7 +1274,10 @@ describe('MarketOperationUtils tests', () => {
                     .poolAddress;
                 const rates: RatesBySource = {};
                 rates[ERC20BridgeSource.LiquidityProvider] = [1, 1, 1, 1];
-                MOCK_SAMPLER.liquidityProviderRegistry[liquidityProviderAddress] = [MAKER_TOKEN, TAKER_TOKEN];
+                MOCK_SAMPLER.liquidityProviderRegistry[liquidityProviderAddress] = {
+                    tokens: [MAKER_TOKEN, TAKER_TOKEN],
+                    gasCost: 0,
+                };
                 replaceSamplerOps({
                     getOrderFillableTakerAmounts: () => [constants.ZERO_AMOUNT],
                     getSellQuotes: createGetMultipleSellQuotesOperationFromRates(rates),
@@ -1317,7 +1320,10 @@ describe('MarketOperationUtils tests', () => {
                     [ERC20BridgeSource.Uniswap]: [1, 1, 1, 1],
                     [ERC20BridgeSource.LiquidityProvider]: [0.9999, 0.9999, 0.9999, 0.9999],
                 };
-                MOCK_SAMPLER.liquidityProviderRegistry[randomAddress()] = [MAKER_TOKEN, TAKER_TOKEN];
+                MOCK_SAMPLER.liquidityProviderRegistry[randomAddress()] = {
+                    tokens: [MAKER_TOKEN, TAKER_TOKEN],
+                    gasCost: 0,
+                };
                 replaceSamplerOps({
                     getSellQuotes: createGetMultipleSellQuotesOperationFromRates(rates),
                     getMedianSellRate: createGetMedianSellRate(ETH_TO_MAKER_RATE),
@@ -1736,7 +1742,10 @@ describe('MarketOperationUtils tests', () => {
                     [ERC20BridgeSource.Uniswap]: [1, 1, 1, 1],
                     [ERC20BridgeSource.LiquidityProvider]: [0.9999, 0.9999, 0.9999, 0.9999],
                 };
-                MOCK_SAMPLER.liquidityProviderRegistry[randomAddress()] = [MAKER_TOKEN, TAKER_TOKEN];
+                MOCK_SAMPLER.liquidityProviderRegistry[randomAddress()] = {
+                    tokens: [MAKER_TOKEN, TAKER_TOKEN],
+                    gasCost: 0,
+                };
                 replaceSamplerOps({
                     getBuyQuotes: createGetMultipleBuyQuotesOperationFromRates(rates),
                     getMedianSellRate: createGetMedianSellRate(ETH_TO_TAKER_RATE),