* 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>
* feat: calculate all routes and VIP only routes in a single router call
* fix: Try to disable using fallback orders for quotes with native orders
* fix: create VIP sources set once per routing call
* chore: use private publish version of neon-router to test
* chore(lint): comment out unused fn _addOptionalFallbackAsync
* chore: update to latest private publish of neon-router
* refactor: fix router metrics beforeTimeMs naming
* feat: don't recompute isVip for ever sample of a source
* chore: update neon-router to real published version
* fix: merge conflict resolution issue
* chore: add asset-swapper changelog entry
* Add Geist on Fantom
* nvm there is not subgraph for it
* finish giest utils
* Address pr comments
* lowercase gtoken addresses
* return undefined instead of error for unsupported pairs
* another lower case
* Update fantom fillQuoteTransformer address
* more const clean up
* feat: scale oversized native orders to quote amount for fake samples
* chore: temporarily use private publish neon-router version
* fix: short circuit 1 base unit trades to avoid router error
* chore: use published version of `neon-router`
* chore: add changelog entry for asset-swapper
* feat: use Rust router estimated output amount when possible
* fix: use strings for sample ids, and increase samples in the rust router
* fix: remove unnecessary interpolation of out of range values
* fix: don't recalculate sampled dist sum in a loop
* fix: use 14 samples for rust router to work around interpolation issues
* fix: unintentional logic change
* fix: remove local dev plotting param from route fn call
* feat: make neon-router number of samples configurable
* chore: bump to newly published neon-router version
* fix: handle insufficient liquidity at all requested sources
* chore: update asset-swapper changelog
* feat: integrate Rust router with asset-swapper WIP
* fix: produce outputFees in the format the Rust router expects
* fix: correct output fee calc and only use the rust router for sells
* fix: make sure numbers sent to the rust router are integers
* hack: try to debug why rust router output is being overestimated WIP
* refactor: clean up router debugging code
* fix: don't use negative output fees for sells
* feat: try VIP sources in isolation and compare with routing all sources
* fix: adjust for FQT overhead when choosing between VIP, all sources WIP
* fix: pass gasPrice to path_optimizer for EP overhead calculations
* feat: buy support with the Rust Router WIP
* chore: WIP commit trying to get buys working
* refactor: use samples instead of fills for the Rust router
* feat: add vip handling hack to sample based routing
* fix: revert to 200 samplings for rust router when using pure samples
* refactor: remove old hacky Path based Rust code, add back feature toggle
* fix: scale both fill output and adjustedOutput my same factor as input
* feat: initial plumbing for supporting RFQ/Limit orders
* fix: incorrect bump of input amount by one base unit before routing
* fix: add fake samples for rfq/limit orders to fulfill the 3 sample req
* fix pass rfq orders in the correct format to the rust router
* chore: remove debugging logs and clean up code & comments
* fix: use published version of @0x/neon-router
* hack: scale routed amounts to account for precision loss of number/f64
* refactor: clean up code and address initial review comments
* fix: only remove trailing 0 output samples before passing to the router
* refactor: consolidate eth to output token calc into ethToOutputAmount fn
* fix: interpolate input between samples on output amount instead of price
* fix: return no path when we have no samples, add sanity asserts
* refactor: fix interpolation comment wording
* fix: remove double adjusted source route input amount
* chore: update changelog for asset-swapper
* 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
Prune exchange-libs
deploy migrations at specific address
remove exchange-libs, moving LibMath into Utils
Remove staking order-utils multisig and remaining asset-proxy
* 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>
* 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
Co-authored-by: Kim Persson <kimpersson88@gmail.com>
Co-authored-by: Lawrence Forman <me@merklejerk.com>
* Cull paths which cannot improve price
* fixes and rename
* optimizations
* disable ABI optimization for sampler
* fix lint
* use fastabi
* Update to fastabi 0.0.2
* update packages
* Fix NaN case
* update to published packages
* rebased
* Update generated wrappers
* ADDS basic boilerplate for PSM bridge WIP
* ADDS integrate the MakerPSM mixin and fix incorrect naming
* fix: take into account PSM fee when buying USDC from PSM
* feat: intial stab at a PSM sampler WIP
* feat: integrate MakerPsm into AS WIP
* refactor: get VAT contract address from PSM instead of passing it in
* fix: hardcode PSM Gemtoken to USDC
* fix: remove passing in authGem, get from PSM contract instead
* fix: use constant modified to avoid using storage variables
* fix: incorrect num decimals after multiplication in sampler
* fix: PSM buy sampling
* fix: use fillData to estimate gas schedule
* Rebased on latest development
* Guard and use latest Curve LiquidityProvider
* `@0x/contract-addresses`: Redeploy FQT on mainnet and ropsten
Co-authored-by: Jacob Evans <jacob@dekz.net>
Co-authored-by: Lawrence Forman <lawrence@0xproject.com>
