Romain Butteaud
f789aebddc
fix: duplicate SOURCE_FLAGS index ( #266 )
2021-06-24 11:58:05 -07:00
Alex Kroeger
95345f18bc
use the RfqOrder source flag for comparison price EP overhead ( #177 )
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* use the RfqOrder source flag for comparison price EP overhead
* updated changelog
* changelog -> 6.4
2021-03-17 16:37:56 -07:00
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
Alex Kroeger
74b240fb88
add exchange proxy overhead penalty to comparison price ( #156 )
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* add exchange proxy overhead penalty to comparison price
* prettier
2021-02-23 17:32:15 -08:00
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
Alex Kroeger
927fe2b58b
Improved ComparisonPrice function ( #32 )
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* separated comparison price function into a new file, accounted for backup orders
* removed scratch code
* Adjusted documentation, object naming
* Refactored comparisonPrice function to use adjusted rate from optimizer, used native order fee schedule to adjust for order fees
* Small fixes to function, added unit tests
* Adjusted fee calculation for comparisonPrice function
* use available OptimalPathRate object
* fix lint error in test, separate out fee calculation
* Fixed market operation utils test, added additional checks for fee schedule
* removed unused dep, prettier
2020-11-18 17:12:35 -08:00
