crowetic/protocol
1
0
Fork 0
Code Issues Pull Requests Actions Packages Projects Releases Wiki Activity
16,495 Commits 83 Branches 5,211 Tags
Commit Graph

31 Commits

Author SHA1 Message Date
Jacob Evans
076f263a86
feat: Validate v4 limit orders (#148) 
re-renable tests
 2021-02-19 16:42:10 +10:00
Jacob Evans
3f4bb933d1
feat: v4 final (#136) 
* v4 FillQuoteTransformer (#104)

* Update FQT to support v4 orders

* `@0x/contracts-zero-ex`: Tweak FQT
`@0x/contracts-zero-ex`: Drop `ERC20BridgeTransfer` event and add `PartialQuoteFill` event.

* `@0x/contracts-utils`: Add `LibSafeMathV06.downcastToUint128()`

* `@0x/protocol-utils`: Update transformer utils for V4 FQT

* `@0x/contracts-zero-ex`: Fixing FQT tests...

* `@0x/contracts-zero-ex`: rename FQT bridge event

* `@0x/contracts-zero-ex`: Un-`only` tests

* `@0x/migrations`: Update `BridgeAdapter` deployment

* `@0x/contracts-integrations`: Delete `mtx_tests`

* `@0x/protocol-utils`: Address review comments

* `@0x/contracts-zero-ex`: Address review comments

* `@0x/migrations`: Update migrations

Co-authored-by: Michael Zhu <mchl.zhu.96@gmail.com>
Co-authored-by: Lawrence Forman <me@merklejerk.com>

* v4: Asset-swapper (main branch) (#113)

* refactor quote_requestor

* WIP v4/asset-swapper: Clean up SwapQuoter and remove @0x/orderbook

* Start replacing SignedOrder everywhere

* wip: new order type

* wip

* remove order-utils from most places

* hack: Play around with VerboseX types (#119)

* hack: Play around with VerboseX types

* More hacks

* Fix up the bridgeData encodings

* Rework Orderbook return type

* feat: Don't charge a protocol fee for RFQ orders WIP (#121)

* fix simple build errors

* simplify types a little

* remove SwapQuoteCalculator: unnecessary abstraction

* Fix all ./src build errors; make types consistent

* export more types for use in 0x API; modify Orderbook interface

* stop overriding APIOrder

* feat: RFQ v4 + consolidated bridge encoders (#125)

* feat: check if taker address is contract

* Rework bridge data

* Worst case adjustments

* RFQT v4

* Future/v4 validate orders (#126)

* RFQT v4

* v4 validate native orders

* use default invalid signature

* refactor rfqt validations in swap quoter

* fix types

* fix RFQT unlisted api key

* remove priceAwareRFQFlag

* adjust maker/taker amounts

* update JSON schemas

* filter zero fillable orders

Co-authored-by: xianny <xianny@gmail.com>

* fix type export

Co-authored-by: xianny <xianny@gmail.com>

* remove order-utils as much as possible

* work on tests compile

* Comment out quote reporter test

* updated tests

* restore order-utils accidental changes

* some lints

* Remove old fill_test

* ts lint disable for now

* update quote report

* Re-enable quote report tests

* make fill data required field

* fix lint

* type guards

* force fillData as required

* fix lint

* fix naming

* exports

* adjust MultiBridge by slippage

* cleanups (checkpoint 1)

* cleanup types (checkpoint #2)

* remove unused deps

* `@0x/contract-addresses`: Deploy new FQT (#129)

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

* commit bump to republish

* DRY up the rfqt mocker

* fix: Balancer load top pools (#131)

* fix: Balancer load top 250 pools

* refetch top pools on an interval

Co-authored-by: Jacob Evans <jacob@dekz.net>
Co-authored-by: Kim Persson <kimpers@users.noreply.github.com>
Co-authored-by: Lawrence Forman <lawrence@0xproject.com>
Co-authored-by: Lawrence Forman <me@merklejerk.com>

* Update post rebase

* prettier

* Remove test helpers exported in asset-swapper

* Clean up from review comments

* prettier

* lint

* recreate rfqt mocker

* change merge and INVALID_SIGNATURE

Co-authored-by: Lawrence Forman <lawrence@0xproject.com>
Co-authored-by: Michael Zhu <mchl.zhu.96@gmail.com>
Co-authored-by: Lawrence Forman <me@merklejerk.com>
Co-authored-by: Xianny <8582774+xianny@users.noreply.github.com>
Co-authored-by: Kim Persson <kimpers@users.noreply.github.com>
 2021-02-10 19:20:15 +10:00
Jacob Evans
3dab892978
feat: Kyber reserve discovery using getTradingReserves (#111) 
* feat: Kyber reserve discovery using getTradingReserves

* refactor sampler operations with

* Added Mooniswap v2.1
 2021-01-13 13:28:15 +10:00
Jacob Evans
602605ab4b
Disable Bancor Service for non-mainnet (#89) 
* Disable Bancor Service for non-mainnet

* Fix import

* Fix mocked tests
 2020-12-16 21:58:39 +10:00
Jacob Evans
d7bea98075
fix: [asset-swapper] Rework Bancor to only use paths and sample best path (#88) 
* Rework Bancor to only use paths and sample best path

* Deployed address

* Clean up and pin bancor sdk

* CHANGELOGs
 2020-12-16 17:34:47 +10:00
mzhu25
cc9f43ba3b
Reenable PLP VIP and add gasCost field to LiquidityProviderRegistry (#65) 2020-12-02 17:26:48 -08:00
Jacob Evans
048d8dee60
fix: [asset-swapper] disable off-chain sampling for Balancer and CREAM (#41) 
* fix: [asset-swapper] disable off-chain sampling for Balancer and CREAM

* Modify  Balancer off-chain test to expect only pools

* CHANGELOG
 2020-11-19 15:00:09 +10:00
mzhu25
7403c0255a
Feature/liquidity provider sandbox (#16) 
* Update liquidity provider feature to use sandbox

* add support for liquidity provider feature in the exchange proxy swap quote consumer

* Move to off-chain liquidity provider registry

* Update ILiquidityProvider interface

* Remove some unused artifacts and wrappers

* Consolidate ILiquidityProvider

* prettier

* lint

* Address PR feedback

* Add failover to sandbox

* Add test for failover behavior in LiquidityProviderSandbox

* Update changelogs

* Emit events for the new LiquidityProvider scenarios

* Fix swap quote consumer bug

* post-rebase fixes

* `@0x/contracts-zero-ex`: bump feature versions

* Add default field to TokenAdjacencyGraph

* update addresses

Co-authored-by: Lawrence Forman <me@merklejerk.com>
 2020-11-13 12:22:21 -08:00
Jacob Evans
e10a81023a
feat: [asset-swapper] more hops via token adjacency (#24) 
* feat: [asset-swapper] more hops via token adjacency

* fix lint

* CHANGELOG
 2020-11-03 07:48:37 +10:00
Alex Kroeger
c72aa653e8 Integrated CREAM into asset-swapper 2020-10-13 20:27:08 -07:00
Xianny
3da05f2812
batch requests with bancor SDK (#2699) 
* upgrade bancor SDK for batch requests

* lint

* changes after review

* deploy bancor bridge

* small fixes
 2020-09-11 11:09:10 -07:00
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
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
Jacob Evans
762e0aec2d
fix: Update to use KNP getExpectedRateAfterFee (#2629) 
* Update to use KNP getExpectedRateAfterFee

* hack: use overrides instead of forking in ganache

* fix: added some tests using overrides

* override sampler

* Overrides in bridge_sampler_mainnet_test

* use getContracts to fake out tests

* chore: supply devUtils address

* feat: specify the call override by default

* CHANGELOGs

* export SamplerOverrides

* fix package.json

* fix: after rebase
 2020-07-15 14:05:57 +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
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
Daniel Pyrathon
17b2320b0d remove unit tests that were ported to erc20-bridge-sampler package 2020-03-06 09:53:54 -08:00
Daniel Pyrathon
fa886aa849 prettify and lint 2020-03-05 16:21:15 -08:00
Daniel Pyrathon
32e1ae2b18 added unit tests to avoid regression due to variable order 2020-03-05 16:07:49 -08:00
Daniel Pyrathon
99dc4b8e07 refactor more code 2020-03-04 08:17:01 -08:00
Daniel Pyrathon
7495ac8111 performed a rename 2020-02-28 16:54:05 -08:00
Daniel Pyrathon
9d2aef5006 Added linting and prettifying 2020-02-28 12:36:47 -08:00
Daniel Pyrathon
e5df51a83a tidy up tests, add other tests 2020-02-28 12:12:58 -08:00
Daniel Pyrathon
7181be8768 added more unit tests, reinforced existing tests, added more implementation 2020-02-28 10:02:18 -08:00
Daniel Pyrathon
9608d8fb46 added more unit tests for PLP DEX sampling 2020-02-27 16:03:44 -08:00
Daniel Pyrathon
8be60e2ff5 initial unit tests for DEX sampler 2020-02-27 14:00:08 -08:00
Lawrence Forman
a36ff9e365 `@0x/asset-swapper: Address review comments. 2020-02-11 12:08:15 -07:00
Lawrence Forman
0c9c68030e @0x/asset-swapper: Use batchCall() version of the ERC20BridgeSampler contract 2020-02-11 12:07:48 -07:00