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feat: Balancer V2 integration (#206)

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* add balancer v2

* fetch balancer v2 pools from subgraph

* feat: initial stab at a Balancer V2 Sampler WIP

* feat: add sampling for buys and fix build issues WIP [untested]

* fix: BalancerV2Sampler implementation issues, works on Kovan

* chore: BalancerV2 sampling boilerplate

* fix: update Balancer V2 mainnet address

* fix: consolidate differences between the 2 working branches

* fix: use mainnet Balancer V2 subgraph

* fix: stack too deep by minimizing and inline Balancer V2 vault interface

* fix: address review comments and clean up

* fix: sampler vault interface and pools cache assuming a pool has swaps

* address more review comments

* fix: TS type issues and add a comment about deadline argument

* fix: pools_cache_tests incorrect token addresses, prettier incompat

* fix: make ERC20BridgeSampler support BalancerV2 non view sampler fns

* fix: use a struct for passing encoded bridge data for Balancer V2

* chore: add changelog entries

* fix: improve gas accuracy of gas schedule for Balancer V2 & Maker Psm

* fix: don't exclude sources with stale caches & wait for cache refresh

* rebase

* `@0x/asset-swapper`: Fix stack too deep errors in sampler

Co-authored-by: Kim Persson <kimpersson88@gmail.com>
Co-authored-by: Lawrence Forman <me@merklejerk.com>
This commit is contained in:
Xianny
2021-05-05 02:01:28 -07:00
committed by GitHub
parent a2643674ca
commit f9a794af93
37 changed files with 933 additions and 748 deletions
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4
contracts/zero-ex/CHANGELOG.json
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@@ -5,6 +5,10 @@
{
"note": "Added ETH support to `MixinCurve`",
"pr": 220
},
{
"note": "Add Balancer V2 integration",
"pr": 206
}
]
},

10
contracts/zero-ex/contracts/src/transformers/bridges/BridgeAdapter.sol
View File

@@ -23,6 +23,7 @@ pragma experimental ABIEncoderV2;
import "./IBridgeAdapter.sol";
import "./BridgeProtocols.sol";
import "./mixins/MixinBalancer.sol";
import "./mixins/MixinBalancerV2.sol";
import "./mixins/MixinBancor.sol";
import "./mixins/MixinCoFiX.sol";
import "./mixins/MixinCurve.sol";
@@ -43,6 +44,7 @@ import "./mixins/MixinZeroExBridge.sol";
contract BridgeAdapter is
IBridgeAdapter,
MixinBalancer,
MixinBalancerV2,
MixinBancor,
MixinCoFiX,
MixinCurve,
@@ -63,6 +65,7 @@ contract BridgeAdapter is
constructor(IEtherTokenV06 weth)
public
MixinBalancer()
MixinBalancerV2()
MixinBancor(weth)
MixinCoFiX()
MixinCurve(weth)
@@ -119,6 +122,13 @@ contract BridgeAdapter is
sellAmount,
order.bridgeData
);
} else if (protocolId == BridgeProtocols.BALANCERV2) {
boughtAmount = _tradeBalancerV2(
sellToken,
buyToken,
sellAmount,
order.bridgeData
);
} else if (protocolId == BridgeProtocols.KYBER) {
boughtAmount = _tradeKyber(
sellToken,

1
contracts/zero-ex/contracts/src/transformers/bridges/BridgeProtocols.sol
View File

@@ -44,4 +44,5 @@ library BridgeProtocols {
uint128 internal constant COFIX = 14;
uint128 internal constant NERVE = 15;
uint128 internal constant MAKERPSM = 16;
uint128 internal constant BALANCERV2 = 17;
}

117
contracts/zero-ex/contracts/src/transformers/bridges/mixins/MixinBalancerV2.sol Normal file
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@@ -0,0 +1,117 @@
// SPDX-License-Identifier: Apache-2.0
/*
Copyright 2020 ZeroEx Intl.
Licensed under the Apache License, Version 2.0 (the "License");
you may not use this file except in compliance with the License.
You may obtain a copy of the License at
http://www.apache.org/licenses/LICENSE-2.0
Unless required by applicable law or agreed to in writing, software
distributed under the License is distributed on an "AS IS" BASIS,
WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
See the License for the specific language governing permissions and
limitations under the License.
*/
pragma solidity ^0.6.5;
pragma experimental ABIEncoderV2;
import "@0x/contracts-erc20/contracts/src/v06/LibERC20TokenV06.sol";
import "@0x/contracts-erc20/contracts/src/v06/IERC20TokenV06.sol";
interface IBalancerV2Vault {
enum SwapKind { GIVEN_IN, GIVEN_OUT }
/**
* @dev Performs a swap with a single Pool.
*
* If the swap is given in (the number of tokens to send to the Pool is known), returns the amount of tokens
* taken from the Pool, which must be greater than or equal to `limit`.
*
* If the swap is given out (the number of tokens to take from the Pool is known), returns the amount of
* tokens sent to the Pool, which must be less than or equal to `limit`.
*
* Internal Balance usage and the recipient are determined by the `funds` struct.
*
* Emits a `Swap` event.
* For full documentation see https://github.com/balancer-labs/balancer-core-v2/blob/master/contracts/vault/interfaces/IVault.sol
*/
function swap(
SingleSwap calldata request,
FundManagement calldata funds,
uint256 limit,
uint256 deadline
) external payable returns (uint256);
struct SingleSwap {
bytes32 poolId;
SwapKind kind;
IERC20TokenV06 assetIn;
IERC20TokenV06 assetOut;
uint256 amount;
bytes userData;
}
struct FundManagement {
address sender;
bool fromInternalBalance;
address payable recipient;
bool toInternalBalance;
}
}
contract MixinBalancerV2 {
using LibERC20TokenV06 for IERC20TokenV06;
struct BalancerV2BridgeData {
IBalancerV2Vault vault;
bytes32 poolId;
}
function _tradeBalancerV2(
IERC20TokenV06 sellToken,
IERC20TokenV06 buyToken,
uint256 sellAmount,
bytes memory bridgeData
)
internal
returns (uint256 boughtAmount)
{
// Decode the bridge data.
BalancerV2BridgeData memory data = abi.decode(bridgeData, (BalancerV2BridgeData));
// Grant an allowance to the exchange to spend `fromTokenAddress` token.
sellToken.approveIfBelow(address(data.vault), sellAmount);
// Sell the entire sellAmount
IBalancerV2Vault.SingleSwap memory request = IBalancerV2Vault.SingleSwap({
poolId: data.poolId,
kind: IBalancerV2Vault.SwapKind.GIVEN_IN,
assetIn: sellToken,
assetOut: buyToken,
amount: sellAmount, // amount in
userData: ""
});
IBalancerV2Vault.FundManagement memory funds = IBalancerV2Vault.FundManagement({
sender: address(this),
fromInternalBalance: false,
recipient: payable(address(this)),
toInternalBalance: false
});
boughtAmount = data.vault.swap(
request,
funds,
1, // min amount out
block.timestamp // expires after this block
);
return boughtAmount;
}
}

2
contracts/zero-ex/package.json
View File

@@ -43,7 +43,7 @@
"config": {
"publicInterfaceContracts": "IZeroEx,ZeroEx,FullMigration,InitialMigration,IFlashWallet,IERC20Transformer,IOwnableFeature,ISimpleFunctionRegistryFeature,ITransformERC20Feature,FillQuoteTransformer,PayTakerTransformer,PositiveSlippageFeeTransformer,WethTransformer,OwnableFeature,SimpleFunctionRegistryFeature,TransformERC20Feature,AffiliateFeeTransformer,MetaTransactionsFeature,LogMetadataTransformer,BridgeAdapter,LiquidityProviderFeature,ILiquidityProviderFeature,NativeOrdersFeature,INativeOrdersFeature,FeeCollectorController,FeeCollector,CurveLiquidityProvider,BatchFillNativeOrdersFeature,IBatchFillNativeOrdersFeature,MultiplexFeature,IMultiplexFeature",
"abis:comment": "This list is auto-generated by contracts-gen. Don't edit manually.",
"abis": "./test/generated-artifacts/@(AffiliateFeeTransformer|BatchFillNativeOrdersFeature|BootstrapFeature|BridgeAdapter|BridgeProtocols|CurveLiquidityProvider|FeeCollector|FeeCollectorController|FillQuoteTransformer|FixinCommon|FixinEIP712|FixinProtocolFees|FixinReentrancyGuard|FixinTokenSpender|FlashWallet|FullMigration|IBatchFillNativeOrdersFeature|IBootstrapFeature|IBridgeAdapter|IERC20Bridge|IERC20Transformer|IFeature|IFlashWallet|ILiquidityProvider|ILiquidityProviderFeature|ILiquidityProviderSandbox|IMetaTransactionsFeature|IMooniswapPool|IMultiplexFeature|INativeOrdersEvents|INativeOrdersFeature|IOwnableFeature|IPancakeSwapFeature|ISimpleFunctionRegistryFeature|IStaking|ITestSimpleFunctionRegistryFeature|ITokenSpenderFeature|ITransformERC20Feature|IUniswapFeature|IUniswapV2Pair|IZeroEx|InitialMigration|LibBootstrap|LibCommonRichErrors|LibERC20Transformer|LibFeeCollector|LibLiquidityProviderRichErrors|LibMetaTransactionsRichErrors|LibMetaTransactionsStorage|LibMigrate|LibNativeOrder|LibNativeOrdersRichErrors|LibNativeOrdersStorage|LibOwnableRichErrors|LibOwnableStorage|LibProxyRichErrors|LibProxyStorage|LibReentrancyGuardStorage|LibSignature|LibSignatureRichErrors|LibSimpleFunctionRegistryRichErrors|LibSimpleFunctionRegistryStorage|LibStorage|LibTransformERC20RichErrors|LibTransformERC20Storage|LibWalletRichErrors|LiquidityProviderFeature|LiquidityProviderSandbox|LogMetadataTransformer|MetaTransactionsFeature|MixinBalancer|MixinBancor|MixinCoFiX|MixinCryptoCom|MixinCurve|MixinDodo|MixinDodoV2|MixinKyber|MixinMStable|MixinMakerPSM|MixinMooniswap|MixinNerve|MixinOasis|MixinShell|MixinUniswap|MixinUniswapV2|MixinZeroExBridge|MooniswapLiquidityProvider|MultiplexFeature|NativeOrdersCancellation|NativeOrdersFeature|NativeOrdersInfo|NativeOrdersProtocolFees|NativeOrdersSettlement|OwnableFeature|PancakeSwapFeature|PayTakerTransformer|PermissionlessTransformerDeployer|PositiveSlippageFeeTransformer|SimpleFunctionRegistryFeature|TestBridge|TestCallTarget|TestCurve|TestDelegateCaller|TestFeeCollectorController|TestFillQuoteTransformerBridge|TestFillQuoteTransformerExchange|TestFillQuoteTransformerHost|TestFixinProtocolFees|TestFixinTokenSpender|TestFullMigration|TestInitialMigration|TestLibNativeOrder|TestLibSignature|TestLiquidityProvider|TestMetaTransactionsNativeOrdersFeature|TestMetaTransactionsTransformERC20Feature|TestMigrator|TestMintTokenERC20Transformer|TestMintableERC20Token|TestMooniswap|TestNativeOrdersFeature|TestOrderSignerRegistryWithContractWallet|TestPermissionlessTransformerDeployerSuicidal|TestPermissionlessTransformerDeployerTransformer|TestRfqOriginRegistration|TestSimpleFunctionRegistryFeatureImpl1|TestSimpleFunctionRegistryFeatureImpl2|TestStaking|TestTokenSpenderERC20Token|TestTransformERC20|TestTransformerBase|TestTransformerDeployerTransformer|TestTransformerHost|TestWeth|TestWethTransformerHost|TestZeroExFeature|TransformERC20Feature|Transformer|TransformerDeployer|UniswapFeature|WethTransformer|ZeroEx|ZeroExOptimized).json"
"abis": "./test/generated-artifacts/@(AffiliateFeeTransformer|BatchFillNativeOrdersFeature|BootstrapFeature|BridgeAdapter|BridgeProtocols|CurveLiquidityProvider|FeeCollector|FeeCollectorController|FillQuoteTransformer|FixinCommon|FixinEIP712|FixinProtocolFees|FixinReentrancyGuard|FixinTokenSpender|FlashWallet|FullMigration|IBatchFillNativeOrdersFeature|IBootstrapFeature|IBridgeAdapter|IERC20Bridge|IERC20Transformer|IFeature|IFlashWallet|ILiquidityProvider|ILiquidityProviderFeature|ILiquidityProviderSandbox|IMetaTransactionsFeature|IMooniswapPool|IMultiplexFeature|INativeOrdersEvents|INativeOrdersFeature|IOwnableFeature|IPancakeSwapFeature|ISimpleFunctionRegistryFeature|IStaking|ITestSimpleFunctionRegistryFeature|ITokenSpenderFeature|ITransformERC20Feature|IUniswapFeature|IUniswapV2Pair|IZeroEx|InitialMigration|LibBootstrap|LibCommonRichErrors|LibERC20Transformer|LibFeeCollector|LibLiquidityProviderRichErrors|LibMetaTransactionsRichErrors|LibMetaTransactionsStorage|LibMigrate|LibNativeOrder|LibNativeOrdersRichErrors|LibNativeOrdersStorage|LibOwnableRichErrors|LibOwnableStorage|LibProxyRichErrors|LibProxyStorage|LibReentrancyGuardStorage|LibSignature|LibSignatureRichErrors|LibSimpleFunctionRegistryRichErrors|LibSimpleFunctionRegistryStorage|LibStorage|LibTransformERC20RichErrors|LibTransformERC20Storage|LibWalletRichErrors|LiquidityProviderFeature|LiquidityProviderSandbox|LogMetadataTransformer|MetaTransactionsFeature|MixinBalancer|MixinBalancerV2|MixinBancor|MixinCoFiX|MixinCryptoCom|MixinCurve|MixinDodo|MixinDodoV2|MixinKyber|MixinMStable|MixinMakerPSM|MixinMooniswap|MixinNerve|MixinOasis|MixinShell|MixinUniswap|MixinUniswapV2|MixinZeroExBridge|MooniswapLiquidityProvider|MultiplexFeature|NativeOrdersCancellation|NativeOrdersFeature|NativeOrdersInfo|NativeOrdersProtocolFees|NativeOrdersSettlement|OwnableFeature|PancakeSwapFeature|PayTakerTransformer|PermissionlessTransformerDeployer|PositiveSlippageFeeTransformer|SimpleFunctionRegistryFeature|TestBridge|TestCallTarget|TestCurve|TestDelegateCaller|TestFeeCollectorController|TestFillQuoteTransformerBridge|TestFillQuoteTransformerExchange|TestFillQuoteTransformerHost|TestFixinProtocolFees|TestFixinTokenSpender|TestFullMigration|TestInitialMigration|TestLibNativeOrder|TestLibSignature|TestLiquidityProvider|TestMetaTransactionsNativeOrdersFeature|TestMetaTransactionsTransformERC20Feature|TestMigrator|TestMintTokenERC20Transformer|TestMintableERC20Token|TestMooniswap|TestNativeOrdersFeature|TestOrderSignerRegistryWithContractWallet|TestPermissionlessTransformerDeployerSuicidal|TestPermissionlessTransformerDeployerTransformer|TestRfqOriginRegistration|TestSimpleFunctionRegistryFeatureImpl1|TestSimpleFunctionRegistryFeatureImpl2|TestStaking|TestTokenSpenderERC20Token|TestTransformERC20|TestTransformerBase|TestTransformerDeployerTransformer|TestTransformerHost|TestWeth|TestWethTransformerHost|TestZeroExFeature|TransformERC20Feature|Transformer|TransformerDeployer|UniswapFeature|WethTransformer|ZeroEx|ZeroExOptimized).json"
},
"repository": {
"type": "git",

2
contracts/zero-ex/test/artifacts.ts
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@@ -76,6 +76,7 @@ import * as LiquidityProviderSandbox from '../test/generated-artifacts/Liquidity
import * as LogMetadataTransformer from '../test/generated-artifacts/LogMetadataTransformer.json';
import * as MetaTransactionsFeature from '../test/generated-artifacts/MetaTransactionsFeature.json';
import * as MixinBalancer from '../test/generated-artifacts/MixinBalancer.json';
import * as MixinBalancerV2 from '../test/generated-artifacts/MixinBalancerV2.json';
import * as MixinBancor from '../test/generated-artifacts/MixinBancor.json';
import * as MixinCoFiX from '../test/generated-artifacts/MixinCoFiX.json';
import * as MixinCryptoCom from '../test/generated-artifacts/MixinCryptoCom.json';
@@ -235,6 +236,7 @@ export const artifacts = {
BridgeProtocols: BridgeProtocols as ContractArtifact,
IBridgeAdapter: IBridgeAdapter as ContractArtifact,
MixinBalancer: MixinBalancer as ContractArtifact,
MixinBalancerV2: MixinBalancerV2 as ContractArtifact,
MixinBancor: MixinBancor as ContractArtifact,
MixinCoFiX: MixinCoFiX as ContractArtifact,
MixinCryptoCom: MixinCryptoCom as ContractArtifact,

1
contracts/zero-ex/test/wrappers.ts
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@@ -74,6 +74,7 @@ export * from '../test/generated-wrappers/liquidity_provider_sandbox';
export * from '../test/generated-wrappers/log_metadata_transformer';
export * from '../test/generated-wrappers/meta_transactions_feature';
export * from '../test/generated-wrappers/mixin_balancer';
export * from '../test/generated-wrappers/mixin_balancer_v2';
export * from '../test/generated-wrappers/mixin_bancor';
export * from '../test/generated-wrappers/mixin_co_fi_x';
export * from '../test/generated-wrappers/mixin_crypto_com';

1
contracts/zero-ex/tsconfig.json
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@@ -105,6 +105,7 @@
"test/generated-artifacts/LogMetadataTransformer.json",
"test/generated-artifacts/MetaTransactionsFeature.json",
"test/generated-artifacts/MixinBalancer.json",
"test/generated-artifacts/MixinBalancerV2.json",
"test/generated-artifacts/MixinBancor.json",
"test/generated-artifacts/MixinCoFiX.json",
"test/generated-artifacts/MixinCryptoCom.json",