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23 Commits

Author SHA1 Message Date
Jacob Evans
5d2cdb00c2 fix: slippage inconsistency when recalculated in exchange proxy quote consumer (#412) 
* fix: Pass slippage down rather than recalculate due to accuracy

* CHANGELOG
 2022-02-04 10:37:38 +10:00
Romain Butteaud
f98609686d feat: opt-in positive slippage fee for integrators (#101) 
* 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) 
* 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
Kim Persson
4f41214af2 feat: add takerAssetToEthRate and makerAssetToEthRate to quote response (#49) 
* ADDS expose ethToTakerAssetRate and ethToTakerAssetRate

* REFACTORS rename to more correct takerAssetToEth/makerAssetToEth naming

* ADDS asset-swapper change log entry
 2020-12-07 20:40:56 +01:00
Xianny
db81a94adb Return unoptimized quote in SwapQuote (#62) 
* return unoptimized alternatives in SwapQuote

* refactor: dedupe
 2020-12-01 12:40:48 -08:00
Jacob Evans
4f82543bdf feat: asset-swapper tweak the gas schedule + return decimals (#34) 
* feat: asset-swapper Return decimals from sampler in quote

* feat: asset-swapper tweak the gas schedule

* fix lint

* CHANGELOG
 2020-11-17 11:36:53 +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
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
Lawrence Forman
da1e9c2d97 @0x/asset-swapper: Add DFB support + refactor swap quote calculation utils 2020-04-07 12:35:18 -04:00
Lawrence Forman
05bf55dca8 @0x/asset-swapper: Add gasSchedule option to SwapQuoter. 
`@0x/asset-swapper`: Rename `fees` `SwapQuoter` option to `feeSchedule`.
 2020-03-09 22:33:33 -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
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
d91c6e5702 Round affiliate fee for non whole amounts 2019-11-26 11:33:05 +11:00
David Sun
1135d5a971 updated unit tests 2019-11-26 11:32:33 +11:00
Lawrence Forman
439c98a6e5 @0x/asset-swapper: Rebase against development and pay protocol fees. 2019-11-19 14:49:38 -05:00
fragosti
595358fa69 Remove chainId when using connect from asset-swapper 2019-11-08 17:41:26 -08:00
David Sun
e9babc5a94 prettier + lint 2019-07-29 10:52:58 -07:00
David Sun
db1e9769d0 Fixed testing bug 2019-07-29 10:52:58 -07:00
David Sun
4b038b07ed changes for testing 2019-07-29 10:52:58 -07:00
David Sun
c375199daa add affiliate fee utils tests 2019-07-29 10:52:58 -07:00
David Sun
542255332d changed market-operation type to enum from literal 2019-07-15 15:29:13 -07:00
David Sun
1a5b8041c7 renamed to asset-swapper 2019-07-11 15:15:09 -07:00