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341c5782e576555ec3029f20c830a4fc719f50c4
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46 Commits

Author SHA1 Message Date
Michael Zhu
341c5782e5 @0x/asset-swapper: Add affiliate fee support to EP swap quote consumer 2020-08-05 22:56:39 -07:00
Steve Klebanoff
3e99c95791 Linting 2020-07-22 13:26:31 -07:00
Steve Klebanoff
4f83521be8 Merge branch 'development' into feature/new-order-reporter-merged 2020-07-22 13:25:35 -07:00
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
67b195c942 take out old todo comment 2020-07-08 15:13:53 -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
Steve Klebanoff
f64a42ebb5 return quote report 2020-07-06 22:18:22 -07:00
Steve Klebanoff
8ec44b63b1 WIP: add quoteReport response 2020-07-06 21:06:43 -07:00
fragosti
10de266e0f Remove unused variable SignedOrderWithFillableAmounts 2020-05-20 13:13:01 -07:00
fragosti
71811ed04f Remove unused variable 2020-05-20 12:53:58 -07:00
fragosti
5226bb5596 Expose fills in asset-swapper quote 2020-05-20 12:50:15 -07:00
Lawrence Forman
b2047b90b3 @0x/asset-proxy: Fix failing test. 2020-04-07 12:35:18 -04:00
Lawrence Forman
d19bb3de8d @0x/asset-swapper: Run prettier 2020-04-07 12:35:18 -04:00
Lawrence Forman
da1e9c2d97 @0x/asset-swapper: Add DFB support + refactor swap quote calculation utils 2020-04-07 12:35:18 -04:00
Lawrence Forman
5ed919df79 @0x/asset-swapper: Fix fee schedule not being scaled by gas price. 2020-03-13 00:10:04 -04:00
Lawrence Forman
0e7a473116 @0x/asset-swapper: Clean up source breakdown code a bit. 
`@0x/asset-swapper`: Allow Kyber conflicts in fallback path.
 2020-03-10 00:05:14 -04:00
Lawrence Forman
05bf55dca8 @0x/asset-swapper: Add gasSchedule option to SwapQuoter. 
`@0x/asset-swapper`: Rename `fees` `SwapQuoter` option to `feeSchedule`.
 2020-03-09 22:33:33 -04:00
Lawrence Forman
8179a964ea @0x/asset-swapper: Reintroduce runLimit option. 
`@0x/asset-swapper`: Make native fills one single path.
`@0x/asset-swapper`: Redo the optimizer algo again to be more thorough.
`@0x/asset-swapper`: Make `getMedianSellRate()` return `1` if maker token == taker token.
 2020-03-09 21:44:30 -04:00
Lawrence Forman
6ccadcb928 @0x/asset-swapper: Refactor market op utils. 
`@0x/asset-swapper`: add fallback orders.
`@0x/asset-swapper`: Remove `noConflicts` and `dustThreshold` options.
`@0x/asset-swapper`: Add `allowFallback` option.
 2020-03-09 21:44:29 -04:00
David Sun
4728cdfa7c added changelog 2020-03-01 13:36:56 -05:00
David Sun
97fb843f01 prettier 2020-02-28 14:03:54 -05:00
David Sun
8afb044877 address feedback 2020-02-28 13:15:50 -05:00
David Sun
7f869868c9 prettier + lint 2020-02-28 13:13:46 -05:00
David Sun
31275228ac patch asset-swapper to support ERC721 2020-02-28 13:13:18 -05:00
Lawrence Forman
0f1c15a6ca Asset-Swapper: Incorporate fees into fill path optimization (#2481) 
* `@0x/asset-swapper`: Incorporate fees into fill optimization.

* `@0x/asset-swapper`: Address review comments.

* `@0x/asset-swapper`: Rebase and update tests for curve.

* `@0x/asset-swapper`: Bring back a form of native order pruning.
`@0x/asset-swapper`: Bring back dust thresholds.
`@0x/asset-swapper`: Avoid calling `getMedianSellRate()` if output token is ETH.

* Update devdoc for `fees` option

Co-authored-by: Lawrence Forman <me@merklejerk.com>
 2020-02-25 14:47:33 +11:00
David Sun
befc22d718 [FIX] asset-swapper liquidity breakdown (#2472) 
* changed divided

* added changelog

* prettier

Co-authored-by: Jacob Evans <dekz@dekz.net>
 2020-02-06 15:09:39 +10:00
David Sun
74d3b9334c Add liquidity source breakdown to asset-swapper (#2465) 
* add liquidity source breakdown to asset-swapper

* remove debug line

* use OptimizedMarketOrder metadata

* updated change-log

* prettier + lint

* bug fixes

* fixes

* Prettier

* Fix types

Co-authored-by: Jacob Evans <dekz@dekz.net>
 2020-02-04 19:03:28 +10:00
Lawrence Forman
6ca52aed0d @0x/asset-swapper: Fix understimated protocol fee in worst case quote. (#2452) 2020-01-22 18:22:56 -05:00
Lawrence Forman
80cec20d38 Update packages/asset-swapper/src/utils/swap_quote_calculator.ts 
Co-Authored-By: Jacob Evans <jacob@dekz.net>
 2020-01-21 16:53:02 -05:00
Lawrence Forman
26cb22020d Update packages/asset-swapper/src/utils/swap_quote_calculator.ts 
Co-Authored-By: Jacob Evans <jacob@dekz.net>
 2020-01-21 16:52:54 -05:00
Lawrence Forman
09d05d09c9 @0x/asset-swapper: Provide more accurate best quote price. 2020-01-21 15:48:35 +10:00
Jacob Evans
6c2692eec0 Enable batch fetching from orderbook. Refactor 2020-01-20 13:30:54 +10:00
Jacob Evans
08640e8575 Update asset-swapper WIP 2020-01-20 13:30:54 +10:00
Lawrence Forman
0571a96cea Fix asset-swapper bugs and misc improvements. (#2406) 
* `@0x/contracts-erc20-bridge-sampler`: Add gas limits to external quote calls.
`@0x/contract-addresses`: Point `erc20BridgeSampler` to new version.

* `@0x/asset-swapper`: Ignore zero sample results from the sampler contract.
`@0x/asset-swapper`: Allow skipping Uniswap when dealing with low precision amounts with `minUniswapDecimals` option.
`@0x/asset-swapper`: Increase default `runLimit` from `1024` to `4096`.
`@0x/asset-swapper`: Increase default `numSamples` from `8` to `10`
`@0x/asset-swapper`: Fix ordering of optimized orders.
`@0x/asset-swapper`: Fix best and worst quotes being reversed sometimes.
`@0x/asset-swapper`: Fix rounding of quoted asset amounts.

* `@0x/contracts-utils`: Add kovan addresses to `DeploymentConstants`.
`@0x/contract-addresses`: Add kovan `ERC20BridgeSampler` address.

* `@0x/asset-swapper`: Change default `minUniswapDecimals` option from 8 to 7.

* `@0x/contracts-erc20-bridge-sampler`: Fix changelog.

* `@0x/asset-swapper`: Revert uniswap decimals fix.

* `@0x/asset-swapper`: Undo bridge slippage when computing best case quote.

* `@0x/asset-swapper`: Take asset data from input orders instead of output orders in quote result calculation.

* `@0x/asset-swapper`: Move `SAMPLER_CONTRACT_GAS_LIMIT` constant to `market_operation_utils/constants`.

* Compare equivalent asset data

* Fix redundant zero check

* Update CHANGELOG

* Set fee amount in fillable amounts test

Co-authored-by: Jacob Evans <dekz@dekz.net>
 2020-01-03 23:21:39 -05:00
Lawrence Forman
994908549d Asset-swapper aggregator utils (#2353) 
* `@0x/asset-swapper`: Add ERC20Bridge aggregator library.

* `@0x/asset-swapper`: Finish off `aggregate.ts`.

* `@0x/types`: Add `OrderWithoutDomain` type.

* `@0x/asset-swapper`: Add testing infra for sampler/aggregator.

* `@0x/types`: Add `SignedOrderWithoutDomain` type.

* `@0x/asset-swapper`: Update aggregator to take and return orders with signatures.

* `@0x/asset-swapper`: Fix broken aggregator tests.

* `@0x/asset-swapper`: Pass the sampler contract into aggregator entry points.

* `@0x/contract-artifacts`: Add `IERC20BridgeSampler` artifact.

* `@0x/contract-wrappers`: Add `IERC20BridgeSampler` wrapper.

* `@0x/asset-swapper`: Address review comments.

* fixed testing

* refactored aggregate.ts and embeded into asset-swapper

* added adjusted rates for taker and maker fees

* remove PrunedSignedOrders

* updated contract-addresses and addressed some other todos

* streamlined logic

* patched in lawrences changes

* renamed aggregator utils and removed market_utils.ts

* added ack heartbeats

* fixed bug

* patches

* added dummy order things

* Dummy with valid sig

* Tweak gas price calculation to wei

* added test coverage and fixed bugs

* fixed migrations

* Fix CHANGELOGs and types export

* Deploy latest ERC20BridgeSampler on Mainnet

* `@0x/types` Revert CHANGELOG.

* `@0x/asset-swapper`: Address review comments.
`@0x/contract-addresses`: Make kyber lowercase.

* made protocol fee multiplier async

* `@0x/asset-swapper: Fix build errors and do some code cleanup.

* use assetDataUtils where possible
 2019-12-16 12:35:58 -08:00
Jacob Evans
d91c6e5702 Round affiliate fee for non whole amounts 2019-11-26 11:33:05 +11:00
David Sun
c198d0079e prettier + minor changes 2019-11-26 11:32:33 +11:00
David Sun
e299fa27a0 update to swapper 2019-11-26 11:32:32 +11:00
Lawrence Forman
439c98a6e5 @0x/asset-swapper: Rebase against development and pay protocol fees. 2019-11-19 14:49:38 -05:00
David Sun
e9babc5a94 prettier + lint 2019-07-29 10:52:58 -07:00
David Sun
65b2fa13ac added coverage for swap quote calculator 2019-07-29 10:52:58 -07:00
David Sun
88ff38eca6 fixed build issues 2019-07-17 13:38:30 -07:00
David Sun
bf0d90d079 added options, features for asset-swapper 2019-07-17 11:56:27 -07:00
David Sun
542255332d changed market-operation type to enum from literal 2019-07-15 15:29:13 -07:00
David Sun
1a5b8041c7 renamed to asset-swapper 2019-07-11 15:15:09 -07:00