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14 Commits

Author SHA1 Message Date
Jacob Evans
ee985240fb
chore: FillAdjustor and clean up JS router and unused functions [TKR-403] (#480) 
* Remove old JS router and add a FillAdjustor

Clean up JS router and unused functions

Remove more unused functions, add adjustment of fills

Comment on why we use fill over sample

update CODEOWNERS

lint

Clean up Fill removing unused properties

Remove CollapsedFills, omit flags bigint

Create GasSchedule vs FeeSchedule, return Fill and gas on OptimizedOrder

Use Fill Adjustment in Phase2 of routing

Fix Limit orders being treated as VIP

* Fix case where dex liquidity is empty

* Use best gas adjusted pricing for fee sources

* CHANGELOG
 2022-06-29 18:10:56 +10:00
Megan
a883139220
feat: remove protocol fees for V4 in AssetSwapper WIP (#333) 
* Set AssetSwapper protocol fee multiplier to zero

* Set market_operation_utils protocol fee multiplier to zero

* Updated CHANGELOG.json

* Removed whitespace in CHANGELOG.json

* Remove unnecessary timestamp in packages/asset-swapper/CHANGELOG.json

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

* Updated  param for quote simulation test

* Updated quote simulation test

* fix failing tests

Co-authored-by: Lawrence Forman <lawrence@0xproject.com>
Co-authored-by: Lawrence Forman <me@merklejerk.com>
 2021-09-29 12:37:42 -04:00
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
Lawrence Forman
ac6b03cd4a fix LP and MB sources leaking into getSell/BuyOperations() when they should be disabled 2020-09-24 23:22:27 -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
Jacob Evans
788bdba8cd
fix: asset-swapper source collapse regression (#2654) 
fixes source collapse regression where a split on the same source was collapsed into a single fill.
This should be kept distinct as separate fills.
 2020-08-04 15:09:17 +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
Lawrence Forman
22408ecd58
@0x/asset-swapper: Fix best/worst case asset amount calculations. (#2615) 
Co-authored-by: Lawrence Forman <me@merklejerk.com>
Co-authored-by: Jacob Evans <jacob@dekz.net>
 2020-06-30 17:58:06 +10:00
Lawrence Forman
712958d8c8 @0x/asset-swapper: Fix sporadically failing quote simulation tests. 2020-04-24 01:07:16 -04:00
Jacob Evans
a458e81f8d
ERC20BridgeSampler: Additional Buy support (#2551) 
* ERC20BridgeSampler: Sample Curve Buy

* Fake Buy Kyber/PLP

* Deploy mainnet

* Add Kyber rates for buy tests

* CHANGELOGs

* Provide maxIterations and targetSlippage as options

* Cleanup ERC20BridgeSampler for re-use

* Redeploy Mainnet Kovan

* Feedback fixes

* Handle OOG/revert 0s

* Redeploy Mainnet refactor
 2020-04-21 13:26:12 +10:00
Lawrence Forman
b2047b90b3 @0x/asset-proxy: Fix failing test. 2020-04-07 12:35:18 -04:00
Lawrence Forman
fafaa3e69b @0x/asset-swapper: Lint and remove @0x/contracts-asset-proxy dep. 2020-04-07 12:35:18 -04:00
Lawrence Forman
d19bb3de8d @0x/asset-swapper: Run prettier 2020-04-07 12:35:18 -04:00
Lawrence Forman
4df81a0b9e @0x/asset-swapper: add quote fill simulation tests 2020-04-07 12:35:18 -04:00