83 Commits

Author SHA1 Message Date
Daniel Pyrathon
0571244e9e
Merge pull request #2720 from 0xProject/refactor_rfq_comparison_price_integration
feat: Refactor rfq comparison price integration
2020-10-20 16:17:04 -07:00
F. Eugene Aumson
a9d0cec6d1
Ran prettier 2020-10-20 14:17:48 -04:00
F. Eugene Aumson
b5e3f0b90c
Disable tests per IS_PRICE_AWARE_RFQ_ENABLED flag 2020-10-20 13:48:46 -04:00
Romain Butteaud
3182c12b4d feat: use pool attribute instead of curve for all Curve like pools 2020-10-19 13:24:44 -07:00
Romain Butteaud
891aa8e8bf feat: SnowSwap 2020-10-19 13:24:44 -07:00
Daniel Pyrathon
0ae1c926d3 Merge branch 'development' of github.com:0xProject/0x-monorepo into refactor_rfq_comparison_price_integration
# Conflicts:
#	packages/asset-swapper/src/utils/market_operation_utils/index.ts
2020-10-16 15:16:59 -07:00
Alex Kroeger
7161bbe836 prettier 2020-10-14 11:38:05 -07:00
F. Eugene Aumson
05b25c6229
Ran prettier 2020-10-14 13:02:17 -04:00
F. Eugene Aumson
2db52c6983
Fixed linter error
ERROR: 793:24  no-unnecessary-type-assertion  This assertion is unnecessary since it does not change the type of the expression.
2020-10-14 13:02:17 -04:00
F. Eugene Aumson
6e2eb9c5bb
Merge branch 'development' into refactor_rfq_comparison_price_integration 2020-10-14 11:57:58 -04:00
Alex Kroeger
eb27e260e0 merged into development to grab dodo 2020-10-13 23:23:05 -07:00
Alex Kroeger
c72aa653e8 Integrated CREAM into asset-swapper 2020-10-13 20:27:08 -07:00
Jacob Evans
4d04b72674
feat: DODO (#2701)
* feat: DODO

* DODO Bridge

* export DODOFillData

* Use deployed DODOHelper

* Deployed Bridge. Half of buys supported

* other half of buys

* refactor

* CHANGELOGs

* Lint
2020-10-13 18:20:31 +10:00
F. Eugene Aumson
4aa5a89cd7
Merge branch 'development' into refactor_rfq_comparison_price_integration 2020-10-12 12:44:30 -04:00
Alex Kroeger
629d48c766 removed unused functions 2020-10-08 16:43:52 -07:00
Alex Kroeger
c8886febb9 removed v0-specific code in asset-swapper 2020-10-08 16:43:52 -07:00
Daniel Pyrathon
199808dc44 Merge branch 'development' of github.com:0xProject/0x-monorepo into refactor_rfq_comparison_price_integration
# Conflicts:
#	packages/asset-swapper/src/utils/market_operation_utils/index.ts
2020-10-07 14:28:35 -07:00
Jacob Evans
7698f21517
feat: [asset-swapper] Shell 🐚 (#2722)
* feat: [asset-swapper] Shell

* Deployed and Changelogs

* Glue up the deployed address

* Glue for FQT rollup
2020-10-06 15:55:51 +10:00
Daniel Pyrathon
efef5f122f added fix 2020-10-05 17:24:23 -07:00
Daniel Pyrathon
83c942ad8c Added fix for decimals 2020-10-05 17:20:43 -07:00
Michael Zhu
961273a2ff Fix broken test 2020-10-05 10:09:06 -07:00
Michael Zhu
12ff4ec438 Add tests for exchange proxy gas overhead accounting in the path optimizer 2020-10-05 10:09:06 -07:00
Michael Zhu
c6d738ed0c Refactor asset-swapper 2020-10-05 10:09:06 -07:00
Daniel Pyrathon
1588c1f362 Added initial unit tests and implementation 2020-10-02 15:04:50 -07:00
Daniel Pyrathon
9e42dce5c4 added initial implementation 2020-10-01 14:28:36 -07:00
Daniel Pyrathon
c13ffb2072 added linting and prettifying 2020-09-30 13:54:48 -07:00
Daniel Pyrathon
a24f01c90f added a few fixed and added some comments: 2020-09-29 23:07:14 -07:00
Daniel Pyrathon
708e34602b added further unit tests 2020-09-29 23:00:02 -07:00
Daniel Pyrathon
d60c8ddd5a added more unit tests 2020-09-29 22:25:24 -07:00
Daniel Pyrathon
eea63292f0 added initial RFQ tests 2020-09-29 17:02:12 -07:00
Lawrence Forman
f84b375cde
UniswapFeature (#2703)
* Minimal Uniswap accessor.

* Add comments

* Safe math

* mainnet gas benchmark

* Assembler Uniswap

* Selectors and addresses

* Fix bugs in ABI encoders

* Typo

* AsmUniswap test

* Fix wantAmount computation

* Golfing

* Bypass AllowanceTarget

* Generalized asm uniswapper

* Implement ordering

* Fix pair computation

* #6 Golfing Iron

* Remove 'to' argument (saves 377 gas)

* New contract api

* `@0x/contracts-zero-ex`: Add `UniswapFeature`

* `@0x/contract-artifacts`: Regenerate artifacts

* `@0x/contract-wrappers`: Regenerate wrappers

* `@0x/asset-swapper`: Add Uniswap VIP support.
`@0x/asset-swapper`: Add `includeSources` support.

* `@0x/contracts-zero-ex`: Fix misleading comments in `UniswapFeature`.
`@0x/asset-swapper`: Fix linter errors.

* `@0x/asset-swapper`: Fix source filter bugs.

* `@0x/contracts-zero-ex`: `UniswapFeature`: Reduce calldata size for AllowanceTarget call
`@0x/asset-swapper`: Fix failing test.

* `@0x/contracts-zero-ex`: Fix ETH buy tokens not being normalized to WETH.

* `@0x/asset-swapper`: Fix multi-hop weirdness with source filters.

* `@0x/asset-swapper`: Fix failing test.

* `@0x/asset-swapper`: Really fix that broken AS test.

* `@0x/asset-swapper`: use filter objects instead of source array for valid buy and sell sources/

* `@0x/asset-swapper`: Move some source filtering logic into the sampler operations.

* `@0x/contracts-zero-ex`: Address PR feedback

* `@0x/contracts-zero-ex`: Fix feature version bug.

* `@0x/asset-swapper`: Did I actually fix AS tests this time? Who knows.

Co-authored-by: Remco Bloemen <remco@0x.org>
Co-authored-by: Michael Zhu <mchl.zhu.96@gmail.com>
Co-authored-by: Lawrence Forman <me@merklejerk.com>
2020-09-23 16:27:48 +10:00
Jacob Evans
630108ccb6
feat: Swerve Finance and SushiSwap (#2698)
* feat: Swerve Finance

* export SwerveFillData

* test and CHANGELOG

* feat: Sushiswap (#2700)

* feat: SushiSwap

* Changelog

* fix tests

* Deployed SushiSwap bridge

* Fix test

* IGNORED_EXCESSIVE_TYPES
2020-09-09 21:35:24 +10:00
Jacob Evans
a2f0d5eedf
feat: better Kyber quotes (#2683)
* feat: Kyber rework

* Get additional reserves per token
2020-08-27 15:58:57 +10:00
mzhu25
bab34c2d21
Feature/bunny hop (#2647)
* `@0x/contracts-erc20-bridge-sampler`: Add TwoHopSampler + refactor

* `@0x/asset-swapper`: Refactor + add two-hop skeleton

* Round out two-hop support in asset-swapper

* Add BalancerSampler, use it for two-hop quotes

* Fix bugs discovered from simbot

* rebases are hard

* Add intermediate token to MultiHop source breakdown

* Fix market buy bugs

* Use hybrid on-chain/off-chain sampling for Balancer

* Another day, another rebase

* Update changelogs

* Address PR feedback, CI fixes

* Address more PR feedback
2020-08-27 08:20:09 +10:00
Jacob Evans
cc31445189
feat: asset-swapper mooniswap (#2675)
* feat: asset-swapper sampler early exit

* feat: asset-swapper mooniswap

* tests and linter

* deploy to mainnet

* CHANGELOGs

* fix excluded sources difference

* typo
2020-08-24 11:21:01 +10:00
Xianny
af78238507
Feat/bancor v2 (#2650)
* Bancor Bridge contract

* refactor Quote and FillData types

* BancorService (wrapper for the Bancor SDK)

* disable bancor while waiting for bancor SDK update

* add bancor to test
2020-08-21 15:11:35 -07:00
Jacob Evans
7e8b56eef4
feat: mStable + FQT Rollup (#2662)
* feat: mStable

* deploy and CHANGELOG

* `@0x/contracts-utils`: Add more testnet addresses.

* `@0x/contract-addresses`: Deply Mstable on testnets

* `@0x/contract-addresses`: Remove testnet deployments of mStable :-)

* move `erc20-bridge-sampler` into `asset-swapper`
remove `DevUtils` dependency from sampler contract.

* `@0x/asset-swapper`: Add ERC20BridgeSampler support for validating orders in maker fees denominated in non-maker assets.
`@0x/asset-swapper`: Add tests for `NativeOrderSampler`.

* `@0x/asset-swapper`: Return `0` sample if native order asset data is unsupported.

* `@0x/asset-swapper`: Fix failing test.

* feat: ExchangeProxy FQT fruit rollup (#2645)

* feat: Optimize Bridges in ExchangeProxy

* compile and most work

* work around to trust the delecall contract

* force allowances

* Update Kyber/Eth2Dai bridges

* Remove memory state where not required

* cleanup

* Combine Bridges into one adapter

* mixins

* refactor out ZeroExBridge

* move out interface

* comment out hacks

* update migrations

* remove simbot hacks

* AdapterAddresses and mStable

* Share constructor arg

* fix migration

* Remove whitespace

* `@0x/contracts-zero-ex`: BridgeAdapter -- revert if bridge address is 0.

* `@0x/contract-addresses`: Deploy FQT.

Co-authored-by: Lawrence Forman <me@merklejerk.com>
Co-authored-by: Lawrence Forman <lawrence@0xproject.com>

* update ganache contract addresses

* fix: asset-swapper empty batch call (#2669)

* update ganache contract addresses

* fix: asset-swapper prevent empty sampler batch call

* add sampler to migrations

* change migrations version

* Use contract-wrappers and artifacts

* remove extra data

* remove deps, set sampler to NULL_ADDRESS

* all the exports

* noop sell rate too

* update ganache contract addresses

Co-authored-by: Lawrence Forman <me@merklejerk.com>
Co-authored-by: Lawrence Forman <lawrence@0xproject.com>
2020-08-20 08:18:44 +10:00
Lawrence Forman
c03f1586e6
asset-swapper: Fix optimization of buy paths (#2655)
* `@0x/asset-swapper`: Fix optimization of buy paths

* `@0x/asset-swapper`: Fix optimization of buy paths

* `@0x/asset-swapper`: Optimize the optimizer.

* `@0x/asset-swapper`: Remove unused `Fill` fields

Co-authored-by: Lawrence Forman <me@merklejerk.com>
2020-08-07 13:03:52 +10:00
Lawrence Forman
ae2a6fb685
asset-swapper: Quicker path-finding (#2640)
* `@0x/asset-swapper`: Speed up path optimizer.

* `@0x/asset-swapper`: address my own review comment

* `@0x/asset-swapper`: Update changelog

Co-authored-by: Lawrence Forman <me@merklejerk.com>
Co-authored-by: Jacob Evans <jacob@dekz.net>
2020-07-27 15:09:49 +10:00
Steve Klebanoff
ca2aa72e0f
Merge development 2020-07-23 15:17:35 -07:00
Steve Klebanoff
6e4e313792
Merge branch 'development' into feature/new-order-reporter-merged 2020-07-22 23:50:28 -07:00
Steve Klebanoff
4f83521be8
Merge branch 'development' into feature/new-order-reporter-merged 2020-07-22 13:25:35 -07:00
Jacob Evans
aae93bb6a7
fix: asset-swapper yield to the event loop every mix path (#2637)
* fix: allow a empty overrides to signal no default

* fix: asset-swapper yield to the event loop every mix path

* fix: optimizations skip order find if Native excluded

* changelogs

* chore: update protocol fee multiplier

* fix: tests async
2020-07-21 17:06:05 +10:00
mzhu25
ff9c9241d8
BalancerBridge (#2613)
* Add BalancerBridge and Sampler functions

* Update sampler artifacts/wrappers

* Add Balancer support to AssetSwapper + related refactoring

* Make use of GraphQL instead of sampler

* "fix" build and add mainnet BalancerBridge tests

* address some comments

* add balancer cache and fix DexSampler tests

* lint

* wip: tests for balancer sampler ops

* Fix market operation utils test

* balancer unit tests

* Return a buy quote of 0 if the buy amount exceeds the Balancer pool's balance

* Dynamic fee estimation

* Update contract addresses, export BalancerBridge wrapper

* Update changelogs

* Fix bugs discovered via simbot

* Fix issues in balancer_utils

* override `BigNumber.config` in configured_bignumber.ts

* Special case Balancer subops in  too

* Address some more comments

* Address Balancer performance issue

* Performance improvements

* Address comment

* Fix tests

Co-authored-by: xianny <xianny@gmail.com>
2020-07-14 19:18:50 -07:00
Steve Klebanoff
120714ecfc
linting and remove unused function 2020-07-08 15:49:42 -07:00
Steve Klebanoff
934fbca860
make QuoteReport optional instead of forcing it for bash operaitons, fix tests so build works 2020-07-07 11:00:03 -07:00
Michael Zhu
44262bf747 MultiBridge support in AssetSwapper 2020-06-11 11:14:48 -07:00
Xianny
0fbbabe208
Add Uniswap V2 support to @0x/asset-swapper (#2599)
* add uniswapV2

* update changelogs

* remove unused import

* add tests for Uniswap V2 ETH

* rename UniswapV2 and UniswapV2Eth

* use correct token address path

* update contract addresses after deploy
2020-06-11 10:23:50 -07:00
Jacob Evans
fb0311e675
feat: ERC20BridgeSampler Unlock Kyber collisions (#2575)
* feat: ERC20BridgeSampler Unlock Kyber collisions

* Updated fallback strategy

* Address comments

* Eth2Dai hop sampler

* Update packages/asset-swapper/src/utils/market_operation_utils/index.ts

Co-authored-by: Lawrence Forman <lawrence@0xproject.com>

* Set DFB expiry to 2hr

Co-authored-by: Lawrence Forman <lawrence@0xproject.com>
2020-05-07 07:56:03 +10:00
Jacob Evans
b34edcbf87
[asset-swapper] clip native fill data (#2565)
* [asset-swapper] clip native fill data

* Test for createFillPaths

* CHANGELOG
2020-04-25 08:44:48 +10:00