Commit Graph

596 Commits

Author SHA1 Message Date
Steve Klebanoff
ee456ea6e7 remove unused import 2020-09-04 11:01:24 -05:00
Steve Klebanoff
e7541ac2af update tests to use signatures instead of order hashes 2020-09-04 10:52:49 -05:00
Steve Klebanoff
d34d46b7fd change look up from order hash to order signature 2020-09-04 09:54:47 -05:00
Lawrence Forman
e1a48e80e1 @0x/asset-swapper: Fix mooniswap sell sampling bug 2020-09-03 14:45:03 -04:00
Lawrence Forman
dc66f1b886 @0x/asset-swapper: Fix Mooniswap buy sampling bug. 2020-09-03 11:01:41 -04:00
Lawrence Forman
3753b1a7d0 @0x/asset-swapper: Increase default error tolerance on quote simulation tests.
Run prettier.
2020-09-03 09:45:54 -04:00
Lawrence Forman
ab28e42c22 @0x/asset-swapper: Fix mooniswap encoding 2020-09-03 01:07:00 -04:00
Lawrence Forman
3bb60fee19 @0x/asset-swapper: Export MooniswapFillData. 2020-09-02 21:22:24 -04:00
Lawrence Forman
4049143630 @0x/asset-swapper: Return Mooniswap pool in sampler and encode it in bridge data 2020-09-02 17:42:03 -04:00
Lawrence Forman
a6cf8ae0b6 @0x/asset-swapper: Add rfqtTakerAddress to FillQuoteTransformerData 2020-09-02 15:58:41 -04:00
Lawrence Forman
4b9867f167 update changelogs 2020-09-01 18:02:17 -04:00
Lawrence Forman
228246089e Merge branch 'feat/exchange-proxy/vip-uniswap' into fix/ep/meta-transactions 2020-09-01 11:59:44 -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
Lawrence Forman
d93e72f56a @0x/asset-swapper: Fix rebase conflicts 2020-09-01 09:41:00 -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
F. Eugene Aumson
a8f3a47240 asset-swapper: Update comments 2020-08-31 16:36:00 -04:00
F. Eugene Aumson
db0f3a8780 Merge branch 'development' into feat/asset-swapper/rfqt-indicative-without-takerAddress 2020-08-31 12:11:00 -04:00
Jacob Evans
514db24ceb chore: Optional quote report generation (#2687) 2020-08-29 09:41:01 +10:00
F. Eugene Aumson
e738743c89 asset-swapper: ensure takerAddress for indiciative
Ensure the presence of a taker address query parameter in the request to
market maker endpoints for indicative RFQ-T quotes.

Addresses review comment https://github.com/0xProject/0x-monorepo/pull/2684#pullrequestreview-477242367
2020-08-28 16:30:01 -04:00
F. Eugene Aumson
f471e1a8a3 Merge branch 'development' into feat/asset-swapper/rfqt-indicative-without-takerAddress 2020-08-27 13:49:46 -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
Jacob Evans
2f9b894d71 fix: bunny-hop small amounts (#2685)
* fix: bunny-hop small amounts

* fix lint and Dockerfile

* HACK: temporarily disable python
2020-08-27 10:49:14 +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
F. Eugene Aumson
a68421b0f8 update CHANGELOG 2020-08-26 16:31:27 -04:00
F. Eugene Aumson
e9b0ac8820 asset-swapper: Stop req'ing takerAddr for RFQT ind
Stop requiring takerAddress for indicative RFQ-T quotes.
2020-08-25 17:42:02 -04:00
Daniel Pyrathon
47d91bb4e0 adds more logging keys 2020-08-24 15:54:09 -07:00
Jacob Evans
cc31445189 feat: asset-swapper mooniswap (#2675)
* feat: asset-swapper sampler early exit

* feat: asset-swapper mooniswap

* tests and linter

* deploy to mainnet

* CHANGELOGs

* fix excluded sources difference

* typo
2020-08-24 11:21:01 +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
Lawrence Forman
b30f87f50c @0x/asset-swapper: Use IZeroExContract in EP swap quote consumer. 2020-08-20 16:56:40 -04:00
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
Lawrence Forman
14d6330b40 @0x/asset-swaper: Use transformer utils from @0x/order-utils. 2020-08-19 13:52:32 -04:00
Daniel Pyrathon
39e157499d removed toJSON check 2020-08-14 16:29:52 -07:00
Daniel Pyrathon
d22c0641fb are you included or not 2020-08-14 15:45:06 -07:00
Daniel Pyrathon
82806b6fcb avoid returning objects with circular buffers 2020-08-14 14:54:53 -07:00
Daniel Pyrathon
fe293d91ee added smaller log 2020-08-14 13:41:49 -07:00
Daniel Pyrathon
f30dfcc572 adds a long TTL to quote requestor client 2020-08-12 07:38:57 -07:00
Daniel Pyrathon
3df39d8cfe added httpAgent and httpsAgent timeouts 2020-08-11 19:12:53 -07:00
Daniel Pyrathon
3a2c6ae9d6 updates balancer pinns to 0.3.2 2020-08-10 20:12:40 -07:00
Daniel Pyrathon
2ed71b36b6 Revert "added balancer packages"
This reverts commit ae9c301795.
2020-08-10 20:08:15 -07:00
Daniel Pyrathon
ae9c301795 added balancer packages 2020-08-10 19:26:29 -07:00
Daniel Pyrathon
68206ffb6e update balancer to 0.3.2 2020-08-10 18:10:50 -07:00
Daniel Pyrathon
25a3c18bfe fixed small test bug 2020-08-10 17:59:37 -07:00
Daniel Pyrathon
d28476e9f7 export axios 2020-08-10 16:57:08 -07:00
Daniel Pyrathon
7cd30610f9 fixed tests 2020-08-10 16:33:42 -07:00
Daniel Pyrathon
ceb90989d0 Merge branch 'development' of github.com:0xProject/0x-monorepo into feature/keepAlive
# Conflicts:
#	packages/asset-swapper/src/utils/quote_requestor.ts
2020-08-10 16:13:53 -07:00
Daniel Pyrathon
bb39d63d37 fixed class instantiation issue 2020-08-10 15:12:16 -07:00
Daniel Pyrathon
213709d020 added keepAlive 2020-08-10 14:47:15 -07:00
Jacob Evans
d0e9081852 feat: asset-swapper use ethToInputRate when ethToOutputRate is unavailable (#2660) 2020-08-10 20:41:17 +10:00
Jacob Evans
71cde281b9 fix: asset-swapper depth buy scale (#2659) 2020-08-09 16:38:59 +10:00
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