16217 Commits

Author SHA1 Message Date
mzhu25
10724e5745
Merge pull request #2691 from 0xProject/feature/liquidity_provider_swap
`@0x/contracts-zero-ex`: LiquidityProviderFeature
2020-10-05 19:01:41 -07:00
Michael Zhu
86ff5c53bb account for EP gas overhead in multihop 2020-10-05 17:33:13 -07:00
Michael Zhu
31e90e314c lint 2020-10-05 10:20:54 -07:00
Michael Zhu
33caae705e Update changelogs 2020-10-05 10:09:06 -07:00
Michael Zhu
961273a2ff Fix broken test 2020-10-05 10:09:06 -07:00
Michael Zhu
46e512a27c Fix test-doc-generation 2020-10-05 10:09:06 -07:00
Michael Zhu
290a04a0ad Appease linter 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
1c15ecacb0 add tests for LiquidityProviderFeature 2020-10-05 10:09:06 -07:00
Michael Zhu
c6d738ed0c Refactor asset-swapper 2020-10-05 10:09:06 -07:00
Michael Zhu
f089f5d87f Add migrate function to LiquidityProviderFeature 2020-10-05 09:43:19 -07:00
Michael Zhu
78e3cd39d1 @0x/contracts-zero-ex: Add LiquidityProviderFeature contracts 2020-10-05 09:43:19 -07:00
F. Eugene Aumson
a35d1b8a9d
Merge pull request #2714 from 0xProject/feat/asset-swapper/rfq-maker-blacklist-logging
asset-swapper: log RFQ maker (un)blacklistings
2020-10-02 15:52:23 -04:00
F. Eugene Aumson
32923ec7e1
Blacklist for timeout === max, not just > 2020-10-02 14:18:31 -04:00
F. Eugene Aumson
5a3bd716ad
Merge branch 'development' into feat/asset-swapper/rfq-maker-blacklist-logging 2020-10-02 13:44:31 -04:00
F. Eugene Aumson
84862f15c1
Store blacklistedUntil as local var, don't ref map
Addresses review comment https://github.com/0xProject/0x-monorepo/pull/2714#discussion_r497816501
2020-10-02 13:43:17 -04:00
Daniel Pyrathon
a360109013
Merge pull request #2716 from 0xProject/fix/buy-orders-quote-report
fix: fixed a small bug with buys and quote reporter
2020-10-01 10:39:47 -07:00
F. Eugene Aumson
68d6b3a033
Merge branch 'development' into feat/asset-swapper/rfq-maker-blacklist-logging 2020-10-01 12:09:28 -04:00
Daniel Pyrathon
733c3046bc fixed a small bug with buys and quote reporter 2020-09-30 17:02:09 -07:00
Daniel Pyrathon
39bd0c5459
Merge pull request #2713 from 0xProject/refactor_reporter
[Price-aware RFQ requests] Decouple QuoteReporter from _generateOptimizedOrdersAsync
2020-09-30 14:11:43 -07:00
Daniel Pyrathon
90ed283b20 performed linting 2020-09-29 02:08:00 -07:00
Daniel Pyrathon
61272961a8 fixed a broken import, renamed variable 2020-09-29 02:02:17 -07:00
Daniel Pyrathon
a7d502a501 create quote report regardless of RFQT 2020-09-28 12:53:40 -07:00
F. Eugene Aumson
fbe99b41f8
asset-swapper: log RFQ maker (un)blacklistings 2020-09-28 14:14:52 -04:00
Lawrence Forman
66e2d93e9c
Merge pull request #2711 from 0xProject/fix/balancer-sampling
Handle max in/out ratio reverts in Balancer sampling functions
2020-09-25 00:45:47 -04:00
Lawrence Forman
4672c72fef @0x/asset-swapper: compute max quote slippage from the first non-native order in getSwapMinBuyAmount() 2020-09-24 23:22:27 -04:00
Lawrence Forman
ac6b03cd4a fix LP and MB sources leaking into getSell/BuyOperations() when they should be disabled 2020-09-24 23:22:27 -04:00
Lawrence Forman
d7de191947 @0x/asset-swapper: Handle native orders in getSwapMinBuyAmount() 2020-09-24 23:22:27 -04:00
Lawrence Forman
de7f1fc207 @0x/asset-swapper: rename getMinBuyAmount() to getSwapMinBuyAmount()` and export for use in API. 2020-09-24 23:22:27 -04:00
Lawrence Forman
99de5a3814 @0x/asset-swapper: factor affiliate fees into new minBuyAmount calculation in EP consumer 2020-09-24 23:22:27 -04:00
Lawrence Forman
4cf566cad8 @0x/asset-swapper: Special case two-hop quotes in getMinBuyAmount() 2020-09-24 23:22:27 -04:00
Lawrence Forman
6138955f93 @0x/asset-swapper: respect max slippage in EP consumer 2020-09-24 23:22:27 -04:00
Michael Zhu
a57cf68ee4 Handle max in/out ratio reverts in Balancer sampling functions 2020-09-24 23:22:25 -04:00
Daniel Pyrathon
20edcd1ae5 lint and fix 2020-09-24 16:32:56 -07:00
Daniel Pyrathon
5333befd89 optionally return a quote report too 2020-09-24 15:37:18 -07:00
Daniel Pyrathon
235e406620 initial decoupling of Quote reporter 2020-09-24 15:27:55 -07:00
Kim Persson
5f570b772d
asset-swapper: Quote report pass back optional fill data (#2702)
* ADDS quote report: pass back optional fill data for dex samples

* ADDS return fillData for Multihop in quote report

* FIXES quote report generator tests handle passing back fillData

* FIXES typing multi hop report source will always have fillData

* ADDS asset-swapper CHANGELOG entry
2020-09-24 15:06:44 +02:00
Jacob Evans
f2507cb94a
[asset-swapper]: Added Curve Tripool (#2708) 2020-09-23 17:03:03 +10:00
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
F. Eugene Aumson
32d11d1ba5
Merge pull request #2706 from 0xProject/feat/asset-swapper/punish-latent-rfqt-makers
asset-swapper: Punish latent RFQT makers
2020-09-18 18:06:12 -04:00
F. Eugene Aumson
5c9b6eb078
Add tests of class RfqMakerBlacklist
Addresses review comment https://github.com/0xProject/0x-monorepo/pull/2706#pullrequestreview-489852363
2020-09-16 19:18:13 -04:00
F. Eugene Aumson
f53a512e70
Blacklist when threshhold reached, not surpassed 2020-09-16 19:09:17 -04:00
F. Eugene Aumson
ec08715090
Streamline isMakerBlacklisted() logic 2020-09-16 19:09:17 -04:00
F. Eugene Aumson
79e0a9ef37
Add and use constant ONE_MINUTE_MS
Addresses review comments
https://github.com/0xProject/0x-monorepo/pull/2706#discussion_r489610605
and
https://github.com/0xProject/0x-monorepo/pull/2706#discussion_r489614731
2020-09-16 19:08:27 -04:00
F. Eugene Aumson
1ce8a33937
asset-swapper: Punish latent RFQT makers 2020-09-14 19:07:48 -04:00
xianny
b3053dfb91 remove Bancor from list of on-chain sources 2020-09-11 16:05:14 -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
Steve Klebanoff
0ba79b060d
Merge pull request #2696 from 0xProject/bugfix/quote-report-generator-signature
Quote report generator: use signature instead of order hash for lookup
2020-09-09 17:32:51 -05:00
Steve Klebanoff
c4bcc26e29
Merge branch 'development' into bugfix/quote-report-generator-signature 2020-09-09 09:36:21 -05:00
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