11 Commits

Author SHA1 Message Date
Lawrence Forman
470e9a4697
AS: Balancer V2 batchSwap (#462)
* Draft. PoC pseudo code showing general idea for resuing SOR path creation logic and adding multihop support.

* Add actual Balancer SDK function calls.

* Update to handle buys.

* Correct taker>maker for buy.

* Draft. PoC pseudo code showing general idea for resuing SOR path creation logic and adding multihop support.

* make it build

* rebase

* add BalancerV2Batch protocol

* add BalancerV2Batch protocol

* get balancer v2 multihop working

* fix BalancerV2Batch for sells (buys still iffy)

* fix buys, appease linter and prettier

* remove unused RPC URL from balancer sdk construction

* update changelogs

* clean up comments
add event loop yield in `BalancerV2SwapInfoCache.loadTopPools()`

* add negative result check on balancerv2batch swap output

* compiler hack

* reintroduce CompilerHack

* delete unused multibridge sampler

* remove compilerhack

* reintroduce compilerhack

* try to fix CI compile errors

* plz work

* plz work

* pretty plz work

* yay it works, also address feedback

* appease linter

* deploy new FQTs

Co-authored-by: johngrantuk <johngrantuk@googlemail.com>
Co-authored-by: Lawrence Forman <me@merklejerk.com>
2022-04-22 02:43:41 -04:00
Megan
a883139220
feat: remove protocol fees for V4 in AssetSwapper WIP (#333)
* Set AssetSwapper protocol fee multiplier to zero

* Set market_operation_utils protocol fee multiplier to zero

* Updated CHANGELOG.json

* Removed whitespace in CHANGELOG.json

* Remove unnecessary timestamp in packages/asset-swapper/CHANGELOG.json

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

* Updated  param for quote simulation test

* Updated quote simulation test

* fix failing tests

Co-authored-by: Lawrence Forman <lawrence@0xproject.com>
Co-authored-by: Lawrence Forman <me@merklejerk.com>
2021-09-29 12:37:42 -04:00
Jacob Evans
9727f0cebe
feat: Enable partial Native order fills. Union intermediary tokens (#309)
* feat: Enable partial Native order fills

* change intermediary tokens to be a UNION.

Hint to cvxCRV and CRV

* Pin asset-swapper to use contracts-zero-ex 0.27.0 for now

* feat: Retire Eth2Dai/Oasis
2021-08-19 15:21:23 +10:00
Lawrence Forman
a2d42b07b5
UniswapV3 [TKR-4] (#197)
* 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

* `@0x/asset-swapper`: Add uniswap V3 sampler.

* `@0x/contracts-zero-ex`: Add UniswapV3 support to FQT

* `@0x/protocol-utils`: Update BridgeProtocols.
`@0x/asset-swapper`: Add sell integration for UniswapV3.

* `@0x/asset-swapper`: Remove unnecessary swap quote consumer constructor arg.
`@0x/asset-swapper`: Enable UniswapV3 on ropsten.

* `@0x/asset-swapper`: UniswapV3 fixes

* `@0x/asset-swapper`: Fix stuff based on latest deployed testnet contracts

* `@0x/asset-swapper`: Remove UniV3 from mainnet sources for now

* `@0x/asset-swapper`: Tweak univ3 gas schedule

* fix CI?

* `@0x/contracts-test-utils`: Set default ganache gas limit to 100e6

Co-authored-by: xianny <xianny@gmail.com>
Co-authored-by: Kim Persson <kimpersson88@gmail.com>
Co-authored-by: Lawrence Forman <me@merklejerk.com>
Co-authored-by: Jacob Evans <jacob@dekz.net>
2021-05-05 19:44:17 +10:00
Lawrence Forman
164a5d44d9
bsc<->development rebase (#189)
* FQT: Pack Protocol/source name into source ID (#162)

* `@0x/contracts-zero-ex`: Encode protocol ID and source name in bridge source ID
`@0x/asset-swapper`: Use new bridge source ID encoding.

* fix linter issues

* contracts cleanup (#164)

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

* `@0x/contracts-zero-ex`: Remove tokenspender/allowance target/greedy tokens stuff.'
`@0x/contract-addresses`: Add BSC addresses. Remove exchangeProxyAllowanceTarget.
`@0x/migrations`: Remove exchangeProxyAllowanceTarget.

* Update contracts/zero-ex/contracts/src/features/IPancakeSwapFeature.sol

Co-authored-by: mzhu25 <mchl.zhu.96@gmail.com>

* `@0x/contracts-zero-ex`: Add sushiswap support to PancakeSwap

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

* `@0x/contract-addresses`: Add BSC addresses

Co-authored-by: mzhu25 <mchl.zhu.96@gmail.com>

Co-authored-by: mzhu25 <mchl.zhu.96@gmail.com>

* feat: Better chain support (#163)

* feat: Better chain support

* feat: better chain support refactor deployment constants (#166)

* proliferate the chainId

* Refactor sampler to remove DeploymentConstants dependency and fixed addresses

* Rework WETH out, replacing with address(0)

* wat

* hack DeploymentConstants for now

* proliferate the chainId

* Refactor sampler to remove DeploymentConstants dependency and fixed addresses

* remove duped network addresses

* Rework the bridge source encoder

* Use the constants NATIVE_FEE_TOKEN in EP consumer

* `@0x/contract-addresses`: Fix WBNB address (#170)

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

* multichain enable cakez vip (#171)

* feat: Better chain support

* feat: better chain support refactor deployment constants (#166)

* proliferate the chainId

* Refactor sampler to remove DeploymentConstants dependency and fixed addresses

* Rework WETH out, replacing with address(0)

* wat

* hack DeploymentConstants for now

* proliferate the chainId

* Refactor sampler to remove DeploymentConstants dependency and fixed addresses

* remove duped network addresses

* `asset-swapper`: enable pancake VIP route generation

Co-authored-by: Jacob Evans <jacob@dekz.net>
Co-authored-by: Lawrence Forman <me@merklejerk.com>

* `@0x/contracts-zero-ex`: Fix `PancakeSwapFeature` sushi values (#172)

* `@0x/contracts-zero-ex`: Fix `PancakeSwapFeature` sushi values

* `@0x/contracts-zero-ex`: I am a bad protocologist

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

* feat: BSC Nerve + Dodo + Nerve + Ellipsis (#181)

* feat: BSC Nerve + DODO v1

* CHANGELOGs

* Remove extra balance fetch

* Add Belt

* Added Ellipsis

* Update FQT address

* `@0x/contracts-zero-ex`: Delete TokenSpenderFeature and get stuff compiling

* `@0x/asset-swapper`: fix compilation

* prettier

* `@0x/asset-swapper`: Truncate LiquidityProvider source ID name

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

Co-authored-by: Jacob Evans <jacob@dekz.net>

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

Co-authored-by: Jacob Evans <jacob@dekz.net>

* `@0x/contracts-zero-ex`: Fix BakerySwap on PackageSwapFeature (#190)

* address review comments

Co-authored-by: mzhu25 <mchl.zhu.96@gmail.com>
Co-authored-by: Jacob Evans <jacob@dekz.net>
Co-authored-by: Lawrence Forman <me@merklejerk.com>
2021-03-31 18:49:44 -04:00
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
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
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
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