mzhu25
10724e5745
Merge pull request #2691 from 0xProject/feature/liquidity_provider_swap
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`@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
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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
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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
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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
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[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
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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 )
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* 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 )
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* 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
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asset-swapper: Punish latent RFQT makers
2020-09-18 18:06:12 -04:00
F. Eugene Aumson
5c9b6eb078
Add tests of class RfqMakerBlacklist
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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
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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 )
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* 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
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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 )
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* 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