56 Commits

Author SHA1 Message Date
Jacob Evans
99f5be8378
chore: [asset swapper] sampler Solidity 0.6 + Bridge addresses in AS (#4)
* Refactor excess interfaces

* Compiles on 0.6

* Refactored into try/catch

* Rebase and Refactored to v06

* Handle invalid registry in LP

* Update packages/asset-swapper/contracts/src/LiquidityProviderSampler.sol

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

* chore: [asset-swapper] Move Bridge Addresses and Gas schedule

* curve->pool

* lint

* Refactor to fix module load order

* Move FEE Schedule

* rollup: Swerve/Sushi/SnowSwap/DODO (#7)

* rollup: Swerve/Sushi

* DODO Rollup + Snowswap Swerve

* hardcode addresses temporarily

* rebase

* rename to SUSHISWAP_ROUTER

* CHANGELOGs

* CHANGELOGs

Co-authored-by: Lawrence Forman <lawrence@0xproject.com>
2020-10-27 15:16:09 +10:00
Daniel Pyrathon
0571244e9e
Merge pull request #2720 from 0xProject/refactor_rfq_comparison_price_integration
feat: Refactor rfq comparison price integration
2020-10-20 16:17:04 -07:00
Romain Butteaud
891aa8e8bf feat: SnowSwap 2020-10-19 13:24:44 -07:00
F. Eugene Aumson
2b1a1ba0db
Fix failing test-doc-generation 2020-10-14 13:21:14 -04:00
Jacob Evans
4d04b72674
feat: DODO (#2701)
* feat: DODO

* DODO Bridge

* export DODOFillData

* Use deployed DODOHelper

* Deployed Bridge. Half of buys supported

* other half of buys

* refactor

* CHANGELOGs

* Lint
2020-10-13 18:20:31 +10:00
Michael Zhu
46e512a27c Fix test-doc-generation 2020-10-05 10:09:06 -07:00
Michael Zhu
c6d738ed0c Refactor asset-swapper 2020-10-05 10:09:06 -07:00
Lawrence Forman
de7f1fc207 @0x/asset-swapper: rename getMinBuyAmount() to getSwapMinBuyAmount()` and export for use in API. 2020-09-24 23:22:27 -04:00
Jacob Evans
630108ccb6
feat: Swerve Finance and SushiSwap (#2698)
* feat: Swerve Finance

* export SwerveFillData

* test and CHANGELOG

* feat: Sushiswap (#2700)

* feat: SushiSwap

* Changelog

* fix tests

* Deployed SushiSwap bridge

* Fix test

* IGNORED_EXCESSIVE_TYPES
2020-09-09 21:35:24 +10:00
Lawrence Forman
3bb60fee19 @0x/asset-swapper: Export MooniswapFillData. 2020-09-02 21:22:24 -04:00
Lawrence Forman
9cda9f69cd @0x/contracts-zero-ex: Add reentrancy guard to mtx functions
`@0x/contracts-zero-ex`: Add refund mechanism to mtxs
`@0x/contracts-zero-ex`: Pass sender to transfomers.
`@0x/contracts-zero-ex`: Refund protocol fees to `refundReceiver` in FQT.
`@0x/utils`: Add EP flavor of `IllegalReentrancyError`
`@0x/order-utils`: Add `refundReceiver` to FQT transform data.
`@0x/asset-swapper`: Add `refundReceiver` support to EP swap quote consumer.
2020-09-01 09:40:58 -04:00
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
Xianny
af78238507
Feat/bancor v2 (#2650)
* Bancor Bridge contract

* refactor Quote and FillData types

* BancorService (wrapper for the Bancor SDK)

* disable bancor while waiting for bancor SDK update

* add bancor to test
2020-08-21 15:11:35 -07:00
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
Daniel Pyrathon
d28476e9f7 export axios 2020-08-10 16:57:08 -07:00
Michael Zhu
341c5782e5 @0x/asset-swapper: Add affiliate fee support to EP swap quote consumer 2020-08-05 22:56:39 -07:00
Jacob Evans
5afe2616a4
feat: asset-swapper market depth (#2641)
* feat: asset-swapper market depth

* split promises into 2

* fix lint and docs

* chore: refactor

* rebase off development

* CHANGELOG
2020-07-27 15:07:52 +10:00
Steve Klebanoff
ca2aa72e0f
Merge development 2020-07-23 15:17:35 -07:00
Steve Klebanoff
391d501ce6
Export rfqt opts 2020-07-22 23:56:07 -07:00
Steve Klebanoff
4f83521be8
Merge branch 'development' into feature/new-order-reporter-merged 2020-07-22 13:25:35 -07:00
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
b1c3c60def
additional imports 2020-07-13 16:45:40 -07:00
Steve Klebanoff
3e823cc9e3
export new types 2020-07-10 16:07:14 -07:00
F. Eugene Aumson
dde0c76112
Merge branch 'development' into feat/asset-swapper/use-quote-server 2020-06-16 10:26:56 -04:00
Lawrence Forman
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
f7a414bc29
asset-s/RFQ: adapt to renamed TakerRequest fields 2020-05-26 15:24:42 -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
c77b620453
asset-swapper: Improve RFQ-T logging for 0x API
* Change QuoteRequestor logger parameters to conform to pino logging
library, duplicating (one of) their LogFunction prototype interfaces for
our purposes here.  With this, every log emission now includes BOTH a
human-readable message AND a JSON object.  Also, this pattern has been
applied to both the error logger and the info logger.

* Do better handling of Axios errors when logging them.  Before we were
(a) logging errors in a separate log entry than the message that
explains it, and (b) dumping the whole error object to the log entry,
which was resulting in an object so massive that pino/Kibana was
splitting it into 3 separate entries.  Now, we (a) follow the pattern
described in the previous bullet, which puts the error object and the
human readable message into the same log entry, and (b) we check to see
if an error object is Axios-specific, and if so then we use the
AxiosError.toJSON() method to strip out the irrelevant properties.

* Log a uniform maker response metric, with maker endpoint URL, status
code, and latency, for both successful cases and erroneous ones.
(Before, we were only doing this for successful cases.)
2020-05-11 13:38:37 -04:00
F. Eugene Aumson
93bdaba8ee
asset-s: skip RFQT makers not supporting reqd pair
Skip querying an RFQ-T maker for a quote when the requested asset pair
isn't supported by that maker.
2020-04-29 17:23:10 -04:00
F. Eugene Aumson
d6d4d29257
asset-swapper: RFQ-T indicative quotes
These changes have been exercised via mocha tests in the 0x-api repo.

Not sure why I had to add GetMarketOrdersRfqtOpts to the package
exports.  `yarn test:generate_docs:circleci` said:

$ node ./packages/monorepo-scripts/lib/doc_generate.js --package @0x/asset-swapper
GENERATE_DOCS: Generating Typedoc JSON for @0x/asset-swapper...
GENERATE_DOCS: Generating Typedoc Markdown for @0x/asset-swapper...
GENERATE_DOCS: Modifying Markdown To Exclude Unexported Items...
Error: @0x/asset-swapper package needs to export:
GetMarketOrdersRfqtOpts
From it's index.ts. If any are from external dependencies, then add them to the EXTERNAL_TYPE_MAP.
    at DocGenerateUtils._lookForMissingReferenceExportsThrowIfExists (/root/repo/packages/monorepo-scripts/lib/utils/doc_generate_utils.js:288:19)
    at DocGenerateUtils.<anonymous> (/root/repo/packages/monorepo-scripts/lib/utils/doc_generate_utils.js:255:34)
    at step (/root/repo/packages/monorepo-scripts/lib/utils/doc_generate_utils.js:32:23)
    at Object.next (/root/repo/packages/monorepo-scripts/lib/utils/doc_generate_utils.js:13:53)
    at fulfilled (/root/repo/packages/monorepo-scripts/lib/utils/doc_generate_utils.js:4:58)
    at <anonymous>
    at process._tickCallback (internal/process/next_tick.js:189:7)
2020-04-17 02:34:36 -04:00
F. Eugene Aumson
957e3eb93c
asset-swapper: Restructure RFQ-T request options
There's one subtlety here: apiKey has been moved to be within the rfqt
namespace, after talking to Fabio and discovering that he only needs to
re-use the API key in 0x API, not in asset-swapper.
2020-04-17 01:18:07 -04:00
F. Eugene Aumson
513ddb4cca
Merge branch 'development' into rfq-t 2020-04-15 11:12:30 -04:00
Steve Klebanoff
84adbcb683
asset-swapper: Mockable axios for QuoteRequestor (#2549)
* Mockable axios for QuoteRequestor

* Move RFQT Mocker to src

* move MockedRfqtFirmQuoteResponse into types file

* fix import
2020-04-10 23:09:56 -04:00
F. Eugene Aumson
8cdc05f582
Promote max maker response time to a global option 2020-04-09 17:21:36 -04:00
Lawrence Forman
481136166c @0x/asset-swapper: Remove unused Order export from index.ts. 2020-04-07 12:35:18 -04:00
F. Eugene Aumson
403fb3826d
asset-swapper: support firm RFQ-T quote requests 2020-04-07 01:41:47 -04:00
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
Xianny
919fc66b9d
Stop hardcoding contract addresses (#2461)
* stop hardcoding contract addresses

* update changelog

* export ContractAddresses for docs
2020-02-04 17:49:45 +10:00
Lawrence Forman
09d05d09c9
@0x/asset-swapper: Provide more accurate best quote price. 2020-01-21 15:48:35 +10:00
Lawrence Forman
71731d223b
Update contract wrappers (esp Forwarder + asset-swapper) (#2432)
* `@0x/contract-artifacts`: Update artifacts.

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

* `@0x/migrations`: Update Forwarder migration.

* `@0x/asset-swapper`: Update forwarder fees for new forwarder contract.

* `@0x/dev-utils`: Make `"istanbul"` the default `hardfork` when creating a ganache provider.

* `@0x/asset-swapper`: Remove debug code.

* `@0x/asset-swapper`: Remove `getSmartContractParamsOrThrowAsync()` because why does it even exist?
`@0x/asset-swapper`: Fix broken tests.
`@0x/asset-swapper`: Correctly handle affiliate fees in `getCalldataOrThrow()`.

* `@0x/contract-wrappers`: Export `ExchangeOwnershipTransferredEventArgs`.
`@0x/0x.js`: Export `ExchangeOwnershipTransferredEventArgs`.
`@0x/asset-swapper`: Unexport `MethodAbi`, `ConstructorStateMutability`, and `StateMutability`.

* Update changelogs

* Update packages/migrations/CHANGELOG.json

Co-Authored-By: Jacob Evans <jacob@dekz.net>

* Update packages/asset-swapper/CHANGELOG.json

Co-Authored-By: Jacob Evans <jacob@dekz.net>

Co-authored-by: Lawrence Forman <me@merklejerk.com>
Co-authored-by: Jacob Evans <dekz@dekz.net>
2020-01-09 15:35:22 -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
56310b7bd4
Revert to abi-gen-wrappers. Clean package.json 2019-11-26 13:58:21 +11:00
David Sun
e299fa27a0
update to swapper 2019-11-26 11:32:32 +11:00
David Sun
46e0bc940a
refactored and added fees 2019-11-26 11:32:32 +11:00
David Sun
9a552012f2
fixed bugs preventing build 2019-11-26 11:32:31 +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
e333ab18c7 removed smart quote consumer in favor of utils 2019-09-25 18:30:21 -04:00