Commit Graph

155 Commits

Author SHA1 Message Date
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
Daniel Pyrathon
25a3c18bfe fixed small test bug 2020-08-10 17:59:37 -07:00
Daniel Pyrathon
7cd30610f9 fixed tests 2020-08-10 16:33:42 -07:00
Lawrence Forman
c03f1586e6 asset-swapper: Fix optimization of buy paths (#2655)
* `@0x/asset-swapper`: Fix optimization of buy paths

* `@0x/asset-swapper`: Fix optimization of buy paths

* `@0x/asset-swapper`: Optimize the optimizer.

* `@0x/asset-swapper`: Remove unused `Fill` fields

Co-authored-by: Lawrence Forman <me@merklejerk.com>
2020-08-07 13:03:52 +10:00
Michael Zhu
341c5782e5 @0x/asset-swapper: Add affiliate fee support to EP swap quote consumer 2020-08-05 22:56:39 -07:00
Michael Zhu
2c73bbd689 appease CI 2020-08-04 14:58:16 -07:00
Jacob Evans
788bdba8cd fix: asset-swapper source collapse regression (#2654)
fixes source collapse regression where a split on the same source was collapsed into a single fill.
This should be kept distinct as separate fills.
2020-08-04 15:09:17 +10:00
Lawrence Forman
ae2a6fb685 asset-swapper: Quicker path-finding (#2640)
* `@0x/asset-swapper`: Speed up path optimizer.

* `@0x/asset-swapper`: address my own review comment

* `@0x/asset-swapper`: Update changelog

Co-authored-by: Lawrence Forman <me@merklejerk.com>
Co-authored-by: Jacob Evans <jacob@dekz.net>
2020-07-27 15:09:49 +10:00
Steve Klebanoff
ca2aa72e0f Merge development 2020-07-23 15:17:35 -07:00
Steve Klebanoff
6e4e313792 Merge branch 'development' into feature/new-order-reporter-merged 2020-07-22 23:50:28 -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
Jacob Evans
aae93bb6a7 fix: asset-swapper yield to the event loop every mix path (#2637)
* fix: allow a empty overrides to signal no default

* fix: asset-swapper yield to the event loop every mix path

* fix: optimizations skip order find if Native excluded

* changelogs

* chore: update protocol fee multiplier

* fix: tests async
2020-07-21 17:06:05 +10:00
Jacob Evans
762e0aec2d fix: Update to use KNP getExpectedRateAfterFee (#2629)
* Update to use KNP getExpectedRateAfterFee

* hack: use overrides instead of forking in ganache

* fix: added some tests using overrides

* override sampler

* Overrides in bridge_sampler_mainnet_test

* use getContracts to fake out tests

* chore: supply devUtils address

* feat: specify the call override by default

* CHANGELOGs

* export SamplerOverrides

* fix package.json

* fix: after rebase
2020-07-15 14:05:57 +10:00
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
259aec52a9 linting 2020-07-10 15:58:06 -07:00
Steve Klebanoff
6554bf9f08 test for buy amount and no quote requestor 2020-07-10 15:57:06 -07:00
Steve Klebanoff
d8558f5956 QuoteReportGenerator test 2020-07-10 15:45:59 -07:00
Steve Klebanoff
120714ecfc linting and remove unused function 2020-07-08 15:49:42 -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
Lawrence Forman
c6ec261c5c @0x/asset-swapper: Fix failing test. 2020-07-02 21:45:39 -04:00
Lawrence Forman
b2dc6ad2fa @0x/asset-swapper: "Fix" forwarder buys of low decimal tokens. (#2618)
Co-authored-by: Lawrence Forman <me@merklejerk.com>
2020-07-01 20:30:12 +10:00
Jacob Evans
85ca926fd0 feat: asset-swapper singleton gas price oracle (#2619) 2020-07-01 18:43:47 +10:00
Lawrence Forman
22408ecd58 @0x/asset-swapper: Fix best/worst case asset amount calculations. (#2615)
Co-authored-by: Lawrence Forman <me@merklejerk.com>
Co-authored-by: Jacob Evans <jacob@dekz.net>
2020-06-30 17:58:06 +10:00
Daniel Pyrathon
4e030ce1e8 remove legacy taker request 2020-06-19 15:07:39 -07:00
Steve Klebanoff
2507ad274b remove BigNumbers from expectedParams 2020-06-19 14:42:45 -07:00
F. Eugene Aumson
73c779c13a Merge pull request #2582 from 0xProject/feat/asset-swapper/use-quote-server
asset-swapper: Use @0x/quote-server, not local typedefs; and adapt to renamed taker request parameters
2020-06-19 13:05:10 -04:00
F. Eugene Aumson
b8cc164af1 asset-s: rm refs to quoteExpiry for RFQT tests
Addresses review comment https://github.com/0xProject/0x-monorepo/pull/2582#discussion_r441836846
2020-06-17 17:29:35 -04:00
Lawrence Forman
233642af29 @0x/asset-swapper: Remove dependency on contracts-zero-ex. 2020-06-17 01:23:08 -04:00
F. Eugene Aumson
dde0c76112 Merge branch 'development' into feat/asset-swapper/use-quote-server 2020-06-16 10:26:56 -04:00
Lawrence Forman
7b298939e2 @0x/asset-swapper: Guess deployment nonce from transformer address.
`@0x/asset-swapper`: Fix ETH not being passed as the token to `transformERC20()`.
2020-06-11 23:53:18 -04:00
Lawrence Forman
48ad39c1c7 @0x/asset-swapper: Add ExchangeProxySwapQuoteConsumer. 2020-06-11 23:52:56 -04:00
F. Eugene Aumson
ad868af96e asset-swapper: use RFQT-specific response types
@0x/quote-server was recently updated to offer RFQT- and RFQM-specific
types, in addition to abstracted types.  Since everything here is RFQT
specific, usage has been changed to use those specific types.

Addresses review comments
https://github.com/0xProject/0x-monorepo/pull/2582#discussion_r437623138
and
https://github.com/0xProject/0x-monorepo/pull/2582#discussion_r437625305
2020-06-11 15:57:49 -04:00
F. Eugene Aumson
f7cd7110ea asset-s: Remove erroneous addition of API key
It was added due to the introduction of the use of the TakerRequest type
from @0x/quote-server, as it's included in that structure.  However,
that structure is primarily used within the quote server as the output
of parameter parsing, and that parsing routine transforms the API key
HEADER from the request into the TakerRequest type.  In short, the API
key is input as a header, not a parameter.

Addresses review comment
https://github.com/0xProject/0x-monorepo/pull/2582#discussion_r437624647
2020-06-11 14:17:45 -04:00
Michael Zhu
44262bf747 MultiBridge support in AssetSwapper 2020-06-11 11:14:48 -07:00
Xianny
0fbbabe208 Add Uniswap V2 support to @0x/asset-swapper (#2599)
* add uniswapV2

* update changelogs

* remove unused import

* add tests for Uniswap V2 ETH

* rename UniswapV2 and UniswapV2Eth

* use correct token address path

* update contract addresses after deploy
2020-06-11 10:23:50 -07:00
F. Eugene Aumson
d5d07dd34e Merge branch 'development' into feat/asset-swapper/use-quote-server 2020-06-08 19:15:07 -04:00
F. Eugene Aumson
f7a414bc29 asset-s/RFQ: adapt to renamed TakerRequest fields 2020-05-26 15:24:42 -04:00
F. Eugene Aumson
e05cd1d66b asset-s/QuoteRequestor: use TakerRequest type 2020-05-26 15:24:38 -04:00
fragosti
f694072b5a Run prettier 2020-05-20 14:20:54 -07:00
fragosti
5226bb5596 Expose fills in asset-swapper quote 2020-05-20 12:50:15 -07:00
F. Eugene Aumson
b9984b6df4 asset-swapper: fix bug: bad maker response throws
Formerly, a maker sending back a non-JSON was causing an exception to be
thrown.
2020-05-15 01:20:30 -04:00
F. Eugene Aumson
9c11835fee asset-s: use @0x/quote-server, not local typedefs 2020-05-15 01:20:29 -04:00
F. Eugene Aumson
21b67625a6 Merge branch 'development' into rfqt-follow-ups 2020-05-07 01:07:41 -04:00
Jacob Evans
fb0311e675 feat: ERC20BridgeSampler Unlock Kyber collisions (#2575)
* feat: ERC20BridgeSampler Unlock Kyber collisions

* Updated fallback strategy

* Address comments

* Eth2Dai hop sampler

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

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

* Set DFB expiry to 2hr

Co-authored-by: Lawrence Forman <lawrence@0xproject.com>
2020-05-07 07:56:03 +10:00
F. Eugene Aumson
8a14b4afff asset-swapper: clarify comment
This comment recently got moved from one context to another.  In the old
context, the whole comment made sense, but in the new context it needed
paring down.
2020-05-06 13:24:20 -04:00
F. Eugene Aumson
2922ebd095 asset-s/test: stop unnecessarily priming mock
Addresses review comment 93bdaba8ee (r419774170)
2020-05-05 17:17:47 -04:00
F. Eugene Aumson
38781807cd asset-s: simplify test util usage 2020-05-05 12:53:31 -04:00
F. Eugene Aumson
c046943269 asset-s: fix bug: expiry is BigNumber, not string 2020-05-05 12:43:41 -04:00
F. Eugene Aumson
ae5421f76e asset-s: Use expiryBufferMs to filter RFQ-T quotes 2020-04-29 17:24:51 -04:00