Lawrence Forman
901d400d62
Address spot check feedback ( #251 )
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* UniswapV3 VIP (#237 )
* `@0x/contracts-zero-ex`: Add UniswapV3Feature
* `@0x/contracts-zero-ex`: Add UniswapV3 VIP
`@0x/contract-artifacts`: Regenerate.
`@0x/contract-wrappers`: Regenerate.
`@0x/asset-swapper`: Add UniswapV3 VIP support.
* address review comments and appease linter
* `@0x/contracts-zero-ex`: Add UniswapV3Feature tests
* Multiplex UniswapV3 (#241 )
* Add UniswapV3 support to Multiplex batchFill
* Add AssetSwapper support for Multiplex UniswapV3
* fix repo scripts that use PKG= env var (#242 )
Co-authored-by: Lawrence Forman <me@merklejerk.com>
* `@0x/asset-swapper`: Adjust uniswap gas overhead
Co-authored-by: Lawrence Forman <me@merklejerk.com>
Co-authored-by: mzhu25 <mchl.zhu.96@gmail.com>
* OTC orders feature (#244 )
* Add OTC orders feature contracts
* Address PR feedback
* Remove partial fills for takerSigned variant
* Add function to query the min valid nonce
* Add ETH support
* Tightly pack expiry, nonceBucket, and nonce
* Address PR feedback
* OTC orders unit tests
* Bump prettier version
* Skip unnecessary math if takerTokenFillAmount == order.takerAmount
* appease CI
* Update contract-artifacts and contract-wrappers and CHANGELOGs
* `@0x/contracts-zero-ex`: Address spot check feedback
* `regen wrappers
* prettier
* `@0x/asset-swapper`: prettier and tweak gas schedule slightly for uni3
Co-authored-by: Lawrence Forman <me@merklejerk.com>
Co-authored-by: mzhu25 <mchl.zhu.96@gmail.com>
2021-06-02 14:21:14 +10:00
Lawrence Forman
a2d42b07b5
UniswapV3 [TKR-4] ( #197 )
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* 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
Romain Butteaud
f98609686d
feat: opt-in positive slippage fee for integrators ( #101 )
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* feat: Positive Slippage Fee
* fix: rename ethToTakerAssetRate to takerAssetPriceForOneEth
* fix: rename takerAssetPriceForOneEth to takerAssetsPerEth
* fix: export AffiliateFeeType
* rebased off development
* Add a gasOverhead for non-deterministic operations
* CHANGELOGs
* rename outputTokens to outputAmount
* Confirm transformer addresses on Mainnet and Ropsten
* fix import
Co-authored-by: Jacob Evans <jacob@dekz.net>
2021-02-24 12:51:58 +10:00
Jacob Evans
3f4bb933d1
feat: v4 final ( #136 )
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* 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
27e36b112e
feat: [asset-swapper] support selling entire balance ( #37 )
2020-12-01 12:54:06 +10:00
mzhu25
8c87a77faa
Remove PLP VIP path from EP swap quote consumer ( #36 )
2020-11-13 17:49:30 -08:00
mzhu25
7403c0255a
Feature/liquidity provider sandbox ( #16 )
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* 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
Lawrence Forman
d7de191947
@0x/asset-swapper: Handle native orders in getSwapMinBuyAmount()
2020-09-24 23:22:27 -04:00
Lawrence Forman
2636384ead
Merge remote-tracking branch 'origin/feat/exchange-proxy/post-cd-audit' into fix/ep/meta-transactions
2020-09-01 09:48:17 -04:00
mzhu25
bab34c2d21
Feature/bunny hop ( #2647 )
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* `@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
Lawrence Forman
14d6330b40
@0x/asset-swaper: Use transformer utils from @0x/order-utils.
2020-08-19 13:52:32 -04:00
Michael Zhu
341c5782e5
@0x/asset-swapper: Add affiliate fee support to EP swap quote consumer
2020-08-05 22:56:39 -07:00
Lawrence Forman
c6ec261c5c
@0x/asset-swapper: Fix failing test.
2020-07-02 21:45:39 -04:00
Lawrence Forman
233642af29
@0x/asset-swapper: Remove dependency on contracts-zero-ex.
2020-06-17 01:23:08 -04:00
Lawrence Forman
7b298939e2
@0x/asset-swapper: Guess deployment nonce from transformer address.
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`@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
