868 Commits

Author SHA1 Message Date
David Walsh
fe4fe48021
chore: update dependencies (#698) 2023-04-07 16:33:59 -06:00
Elena
bcbfbfa16c
Decentralised governance of 0x protocol and treasury (#641)
* Install open zeppelin contracts

* Init foundry in governance

* Add wrapped ZRX token

* Add governance contracts testing to CI

* Set optimizer runs to default

* Upgrade to patched version of openzeppelin/contracts

* Test stakingakng / unwrapping ZRX

* Init npm package

* Lint fix, removing lib from gitignore

* Add openzeppelin contracts git submodule for foundry

* Add vanilla governor contract

* Fix reference paths to imported packages

* Temporarily switch to using a mocked version of ZRX

* Ignore foundry's lib in link checker

* Fix a conflict in gitignore between forge lib adn built lib

* Upload governance code coverage report to coveralls

* Flesh out test scenarios for wrapping/unwrapping

* Add basic ERC20 name and symbol tests

* Wire in basic timelock controller and governor test setup

* Test basic governor properties

* Add basic voting power delegation tests

* Add proposal execution happy path test

* Split ERC20Votes logic between wrapped token
and ZeroExVotes contracts

* Exclude BaseTest from coverage in coveralls

* Add protocol specific governor with produciton governance settings

* Add a dedicated instance for the treasury governor
This is currently using the default 1 token 1 vote mechanism but will be migrated

* Add test for updating governance settings
for voting delay, voting period and proposal threshold

* Create seperate timelock contract instance for treasury and protocol

* Test updating the timlock min delay

* Set timelock delay to 2 days for protocol and 1 sec for treasury

* Remove timelock from treasury governor

* Refactor _checkpointsLookup to return entire Checkpoint
instad of just number of votes

* Update the totalSupply checkpoints updating logic

* Quadratic voting power transfers and delegations

* Fix workflow yaml

* Initialise ZeroExVotes behind a ERC1967Proxy
Test it cannot be reinitialised

* Remove obsoleted console.logs from test

* Storage pack Checkpoint enum

* Remove keeping track of total balances for voting

* Switch to using the foundry artifact in test

* Fix rebase issue

* Add timelock control over the treasury governor

* Add test for wrapped token transfer

* Emit separate events for changing linear and quadratic voting power

* Add the ability to cancel a proposal

* Limit the governors' cancel function to security council only

* Eject security council after a proposal is cancelled

* Add ability for governance to set the security council

* Merge the governors test suites into one reusable set of tests

* Add an empty test function to base test contract
to remove it from coverage reports. Fudge but no other way to ignore it in report

* Security council can rollback protocol upgrades

* Upgrade to solidity 0.8.19

* Move IZeroExGovernor to src

* Abstract Security council interface into its own

* Emit events when assigning and ejecting the security council

* Use a cast to bytes4 instead of LibBytes

Co-authored-by: duncancmt <1207590+duncancmt@users.noreply.github.com>

* Writing total supply checkpoints and setup of
quorum percentage of quadratic total supply for treasure governor

* Add test for transferring tokens when delegating

* Rename IZeroExSecurityCouncil to ISecurityCouncil

* Add security council restrictions to governors

* Remove obsolete overflow check

* Improve test coverage

* Upgrade open-zeppelin contracts to 4.8.2

* Test delegation by signature

* Test non security council requests
to rollback protocol changes cannot be executed

* Better revert messages

* Test correct interfaces are supported

* Remove obsoleted funciton

* Further test delegation by signature scenario

* Split the delegation functionality tests

* Add test for initialisation of voting contract

* Add test for reading checkpoints

* Update code comments

* Fix compilation warnings

* Run smt checker

* Add checkpoint tests

* Rename parameter in moveEntireVotingPower to match the one in movePartialVotingPower

* Switch moveEntireVotingPower to a more generic moveVotingPower implementation
as in the open-zeppelin contracts

* Install foundry earlier in CI

* Switch movePartialVotingPower to the generic moveVotingPower implementation

* Write totalSupplyCheckpoints via the generic _writeCheckpoint

* Add threshold for quadratic voting power

* Remove autoinserted code by OZ

* Add openzeppelin/contracts-upgradable

* Add initializable base to Voting contract

* Fix terminogy error in natspec

* Fix code comment

* Remove obsoleted overrides and add a missing modifier to moveVotingPower

* Remove amount check

Co-authored-by: duncancmt <1207590+duncancmt@users.noreply.github.com>

* Fix a calculation error and clean tests

* Update thresholds for treasury governor

* Fix testShouldNotBeAbleToDelegateWithSignatureAfterExpiry

* Update from @duncancmt

without "memory-safe" the IR optimizer produces significantly worse code and it disables the stack limit evader

Co-authored-by: duncancmt <1207590+duncancmt@users.noreply.github.com>

* Add onlyProxy to initializer

* Fix quadratic voting weight base

* Rename voting parameter for clarity

* Make addresses immutable (#680)

* Make addresses immutable

* Fix linting issues

---------

Co-authored-by: elenadimitrova <elena@arenabg.com>

* Prevent griefing by a malicious ZeroExVotes upgrade (#681)

* Gas optimization

* Minimal change to prevent malicious ZeroExVotes from griefing

* Add demonstration of griefing upgrade

* Fix rebase issues with tests

* Fix prettier issues

* Add checks to test

---------

Co-authored-by: elenadimitrova <elena@arenabg.com>

* Rename SecurityCouncil contract

* Add timestamp to delegator balance updates

* Make quadraticThreshold `immutable` for gas efficiency

* Remove the logic for ejecting security council

* Switch balance timestamp to be a block number

* Test votes migration for adding a new vote weight mechanism (#674)

* Add Emacs files to .gitignore

* Make some functions unproected to demonstrate a migration

* Add example (broken) migration

* Add migration test for voting logic

* Try to simplify tests

* Fix compilation errors

* Fix underflow test with new logic

* Flesh out migration test for voting

* Replace cube root library

* Fix stack too deep in coverage

---------

Co-authored-by: elenadimitrova <elena@arenabg.com>

* Change test case to testFail

* Update contracts/governance/test/ZeroExVotesMigration.sol

Co-authored-by: duncancmt <1207590+duncancmt@users.noreply.github.com>

---------

Co-authored-by: duncancmt <1207590+duncancmt@users.noreply.github.com>
Co-authored-by: Duncan Townsend <git@duncancmt.com>
2023-03-22 15:03:05 +02:00
Elena
9f30823d70
Migrate erc20-contracts to foundry (#664)
* Strip erc20 package of legacy nonsense and add foundry basics

* Make foundry build

* Remove obsoleted test/UntransferrableDummyERC20Token.sol contract

* Remove obsoleted ERC20 lib variant contracts

* Remove obsoleted DummyMultipleReturnERC20Token and DummyNoReturnERC20Token contracts

* Move test contract to dedicated folder
and remove obsoleted TypeScript contract wrappers

* Remove src/interfaces/IEtherToken.sol only used in
v3 staking which is being obsoleted [skip ci]

* Add foundry test for token

* Migrate ZRX token tests to foundry

* Fix paths to erc20 contracts

* Remove obsoleted references

* Pin erc20-contracts package on treasury

* Ignore foundry imports in link checker

* Run only forge tests for erc20 contracts

* Remove DummyERC20Token and its dependencies

* Merge IERC20TokenV06 and IERC20TokenV08
into range pragma to cover solidity 0.6.5 to 0.8.x

* Merge IEtherTokenV06 and IEtherTokenV08
into range pragma to cover solidity 0.6.5 to 0.8.x

* Migrate weth9 tests to foundry

* Upload code coverage for erc20 package

* Update changelog

* Fix review comments

Co-authored-by: duncancmt <1207590+duncancmt@users.noreply.github.com>

---------

Co-authored-by: duncancmt <1207590+duncancmt@users.noreply.github.com>
2023-02-19 20:04:24 +02:00
Elena
091a10676c
Run linter and formatter on staged files (#620)
* Add lint-staged package

* Add husky and configure it to run lint staged

* Fix the yarn lock file
2023-01-19 09:38:56 +02:00
Elena
d2be56c30f
Code coverage fixes (#640)
* Update coveralls link to point to protocol repo coverage

* Remove obsoleted ignores in .gitignore

* Run forge coverage in CI and upload results to coveralls

* Remove unused wrapper

* Remove legacy coverage setup

* Remove lcov-result-merger

* Add base-path setting to coverallsapp in CI
2023-01-17 10:53:43 +02:00
Elena
8f21d167cc
Remove truffle (#639)
* Remove truffle config from zero-ex

* Remove truffle config erc20

* Remove obsoleted truffle ignores

* Remove truffle config under utils contracts
2023-01-12 11:26:48 +02:00
Elena
010a926d79
Upgrade prettier-plugin-solidity to stable v1 (#622)
* Upgrade prettier-plugin-solidity to stable v1

* Prettier format contracts
2022-11-23 11:53:40 +02:00
Elena
0000143b4e
Check for broken links in markdown (#621)
* Add check-md package and command

* Remove broken references to TESTING.md

* Fix broken link in contributing.md

* Fix staking docs headings

* Add checks for broken links to CI
2022-11-20 11:59:21 +02:00
Elena
ca0b074893
Add Solidity linter (#608)
* Add solhint and basic configuration

* Add solhint-plugin-prettier to run prettier via solhint

* Remove all solhint-disable rules in contracts

* Turn off compiler version errors

* Fix max-line-length linter errors

* Fix linting and prettier issues in contracts

* Add global lint command to run both ts and solidity linter
2022-11-08 16:12:42 +02:00
Github Actions
33e38fd0a1 Updated CHANGELOGS & MD docs 2022-10-24 20:57:15 +00:00
Kyu
5a2447bef3
Upgrade @0x/contracts-gen (#602) 2022-10-12 17:36:25 -07:00
Elyas
b04455c36f
chore: Configure prettier-solidity and run prettier-solidity [TKR-532] (#592)
* add prettier-solidity + config

* run prettier

* update lockfile

* run prettier again

* Prettier missed one /:

* keep bridge adapter the same

* yarn prettier
2022-10-06 11:44:57 -04:00
eobbad
422f83fc99
Chore: Remove Solhint + TSlint clean-up [TKR-585] (#593)
* contracts/ERC20

* remove tslint.json from erc20

* remove tslint.json from test-utils

* remove solhint from treasury

* remove tslint.json from treasury

* remove solhint from utils

* remove tslint.json from utils

* remove solhint from zero-ex

* remove lint-contracts
2022-09-27 14:51:47 -04:00
eobbad
b6597df84f
ignore generated wrappers and asset-swapper (#591) 2022-09-26 16:05:55 -04:00
Ido Kleinman
390e1b8510
chore: Replace TSLint with ESLint in contracts/zeroex (#587)
* replace tslint with eslint

* config file

* fix linting errors

* changelog

* prettier
2022-09-23 12:39:17 -07:00
Ido Kleinman
5645e87aca
chore: add ESLint to package contract wrappers (#584)
* replace tslint with eslint + add eslintrc config

* few more missing packages for eslint

* exclude. now eslint is running (but there are errors)

* correct excludes fixes all the linter issues

* no need for max warnings
2022-09-21 17:20:09 -07:00
eobbad
b4d6f74d7b
[protocol-utils] tslint->eslint (#582)
* initialize eslint and remove tslint

* change some packages + eslintrc

* run eslint fix

* run prettier

* changelog

* update package.json

* changelog update+prettier
2022-09-21 19:37:25 -04:00
Github Actions
3f65dd6049 Updated CHANGELOGS & MD docs 2022-08-22 05:20:26 +00:00
Jacob Evans
4425c316a3
chore: update packages (#553)
* Update package.jsons to latest tools packages

* Skip tests relying on gasPrice > 0

* Yarn.lock

* Fix linter

* Update Balance checker, new ganache gets more ETH

* Fix new Ganache insufficient assertion string

* Temporarily set QuoteRequestor to skip

* Fix headers Axios now requests with
2022-08-22 14:55:42 +10:00
eobbad
b35dccd43d
Offboard Cream (#546)
* offboard cream

* changelog

* remove BalancerFillData (unused)
2022-08-10 08:42:43 -04:00
Kyu
08e0c2ebb9
chore: Add checks for addresses.json [TKR-519] (#549) 2022-08-10 17:35:38 +09:00
phil-ociraptor
4dae8de1b6
feat: add Foundry support to contracts/zero-ex (#534)
Co-authored-by: Michael Zhu <mchl.zhu.96@gmail.com>
2022-08-08 11:46:50 -05:00
Kyu
fe935f787c
Use @0x/fast-abi instead of deprecated fast-abi (#540) 2022-08-08 14:34:48 +09:00
Kyu
1d49662c58
Upgrade fast-abi (#538) 2022-08-08 11:27:44 +09:00
Github Actions
fe73b63aaa Updated CHANGELOGS & MD docs 2022-08-06 01:52:55 +00:00
Kyu
98fc79a085
Upgrade dependencies in asset-swapper to match the versions used in 0x-api [TKR-484] (#535)
* Upgrade dependencies to match the versions used in 0x-api

* Fix/disable tslint issues from the new version
2022-08-05 14:26:18 +09:00
Github Actions
980d60deb8 Updated CHANGELOGS & MD docs 2022-08-01 22:10:42 +00:00
Kyu
d6d79e51e7
Use 0x gas api instead of eth gas station api [TKR-502] (#532)
* Use 0x gas api instead of eth gas station api

* Add integration test for `ProtocolFeeUtils`

* Update CHANGELOG.json
2022-08-01 14:42:45 -07:00
Kyu
d03d2f254d
Remove unused dependencies in asset-swapper [TKR-484] (#521)
* Remove unused dependencies

* Remove unused devDependencies
2022-07-19 16:44:40 -07:00
Kyu
7f4080e0a2
Delete packages/migrations (#488)
* Delete packages/migrations

* Remove 0x/migrations from asset-swapper dev dependency

* Remove 0x/migrations references
2022-06-02 10:00:50 -07:00
Github Actions
1cd10f0ac9 Updated CHANGELOGS & MD docs 2022-05-19 03:39:57 +00:00
Jacob Evans
68f87b2432
fix: BalancerV2 sor alias (#481)
* Install both Balancer sor and rename early version to v1

* yarn.lock

* CHANGELOG
2022-05-19 13:19:25 +10:00
Github Actions
c18149e82f Updated CHANGELOGS & MD docs 2022-05-02 21:22:33 +00:00
Lawrence Forman
470e9a4697
AS: Balancer V2 batchSwap (#462)
* Draft. PoC pseudo code showing general idea for resuing SOR path creation logic and adding multihop support.

* Add actual Balancer SDK function calls.

* Update to handle buys.

* Correct taker>maker for buy.

* Draft. PoC pseudo code showing general idea for resuing SOR path creation logic and adding multihop support.

* make it build

* rebase

* add BalancerV2Batch protocol

* add BalancerV2Batch protocol

* get balancer v2 multihop working

* fix BalancerV2Batch for sells (buys still iffy)

* fix buys, appease linter and prettier

* remove unused RPC URL from balancer sdk construction

* update changelogs

* clean up comments
add event loop yield in `BalancerV2SwapInfoCache.loadTopPools()`

* add negative result check on balancerv2batch swap output

* compiler hack

* reintroduce CompilerHack

* delete unused multibridge sampler

* remove compilerhack

* reintroduce compilerhack

* try to fix CI compile errors

* plz work

* plz work

* pretty plz work

* yay it works, also address feedback

* appease linter

* deploy new FQTs

Co-authored-by: johngrantuk <johngrantuk@googlemail.com>
Co-authored-by: Lawrence Forman <me@merklejerk.com>
2022-04-22 02:43:41 -04:00
Kim Persson
c9c30d3a76
chore: bump ts version to solve type issue with ethereumjs (#455) 2022-03-31 13:55:17 +02:00
Lawrence Forman
904214f4a8
ugprade tools deps and regenerate wrappers (#449)
Co-authored-by: Lawrence Forman <me@merklejerk.com>
2022-03-16 12:14:31 -04:00
Noah Khamliche
29fa408256 final nitpicks 2022-03-10 21:22:28 -05:00
Kim Persson
4cd767ecb8
feat: VIP routing in the router, don't create fallback orders for native [TKR-243] (#440)
* feat: calculate all routes and VIP only routes in a single router call

* fix: Try to disable using fallback orders for quotes with native orders

* fix: create VIP sources set once per routing call

* chore: use private publish version of neon-router to test

* chore(lint): comment out unused fn _addOptionalFallbackAsync

* chore: update to latest private publish of neon-router

* refactor: fix router metrics beforeTimeMs naming

* feat: don't recompute isVip for ever sample of a source

* chore: update neon-router to real published version

* fix: merge conflict resolution issue

* chore: add asset-swapper changelog entry
2022-03-09 15:39:47 +01:00
Cece Z
ae2fe55efa
[TKR-275] Add Geist on Fantom (#398)
* Add Geist on Fantom

* nvm there is not subgraph for it

* finish giest utils

* Address pr comments

* lowercase gtoken addresses

* return undefined instead of error for unsupported pairs

* another lower case

* Update fantom fillQuoteTransformer address

* more const clean up
2022-03-02 01:34:30 -05:00
Jacob Evans
6073607d3e
chore: update Node16 (#384)
* Node 16

* update yarn.lock

* Update ganache-cli and merkle-patricia-tree
2022-03-02 11:50:35 +10:00
Kim Persson
6480aaa189
fix: native order scaling & don't try to route 1 wei trades (it will fail) (#430)
* feat: scale oversized native orders to quote amount for fake samples

* chore: temporarily use private publish neon-router version

* fix: short circuit 1 base unit trades to avoid router error

* chore: use published version of `neon-router`

* chore: add changelog entry for asset-swapper
2022-02-24 10:34:17 +01:00
Github Actions
1847ab93af Updated CHANGELOGS & MD docs 2022-02-22 22:32:20 +00:00
mzhu25
c1177416f5
[Final] ERC721 and ERC1155 Orders (#429)
* add LibERC721Order.sol

* Add ERC721 interface to vendor/

* Add ERC721OrdersFeature interface

* Storage lib for ERC721 orders feature

* Implement basic functionality for ERC721 orders (buy, sell, cancel, etc)

* Add isValidERC721OrderSignature to interface

* implement onERC721Received

* Implement batchBuyERC721s

* left/right orders -> sell/buy orders

* Add missing @return comments

* Implement matching functions

* Use SafeMath where necessary

* add rich errors for ERC721OrdersFeature

* Add comments

* Add presign support for ERC721 orders

* Cancel using just the order nonce

* Add IERC721OrdersFeature to IZeroEx

* Add taker callback

* Assembly optimizations in LibERC721Order

* Add ERC721Orders TS class

* create zero-ex/contracts/test/integration/ and tokens/ directories

* TestMintableERC721Token

* tmp

* address feedback from original PR (#391)

* address feedback from original PR

* Update contracts/zero-ex/contracts/src/features/ERC721OrdersFeature.sol

Co-authored-by: Kim Persson <kimpers@users.noreply.github.com>

* address review feedback and improve order parameter naming

* Add batchCancel function

* Emit order fields in preSign

* Fix tests

Co-authored-by: Lawrence Forman <me@merklejerk.com>
Co-authored-by: Kim Persson <kimpers@users.noreply.github.com>
Co-authored-by: Michael Zhu <mchl.zhu.96@gmail.com>

* Remove revertIfIncomplete from batchMatch

* Sanity check maker address in preSign

* ERC1155OrdersFeature contracts

* Commence refactor, abstract base contract

* ERC721OrdersFeature inherits from NFTOrders

* Refactor ERC1155OrdersFeature to inherit from NFTOrders

* Fix order hashing

* Fix ERC721OrdersFeature tests

* Typos

* Remove maker address from preSigned mapping

* disable dex sampler tests

* Refactor TS tooling

* Address PR feedback

* Rearrange event fields to better align with struct fields

* Update comments

* update AbiEncoder.create params

* Add ERC1155Order to protocol-utils

* Add ERC1155OrdersFeeature tests

* Bump package versions and regenerate contract wrappers

* Add ERC165Feature

* NFT orders: address audit findings (#417)

* CVF-1: use pragma solidity ^0.6 instead of ^0.6.5

* CVF-11: fix inaccurate comment

* CVF-16: Enable taker callbacks for batchBuyERC1155s

* CVF-17: use internal call if revertIfIncomplete is true

* CVF-21: avoid duplicate SLOAD

* CVF-23: merge if statements

* CVF-24: Reorder status checks to be consistent with ERC721OrdersFeature

* CVF-25: Update unclear comment (canonical hash -> EIP-712 hash)

* CVF-31: Document keys of orderState mapping

* CVF-45: DRY up fees/properties hashing

* CVF-47, CVF-50, CVF-57: calculate properties.length once; hash propertyStructHashArray in-place using assembly

* CVF-56: More descriptive names for assembly variables

* CVF-71: Update confusing comment about rounding in _payFees

* CVF-72: Move ETH assertions outside of loop in _payFees

* CVF-74: Move property validation loop to else branch

* CVF-82: Update inaccurate comment

* CVF-86: Enable taker callbacks for batchBuyERC721s

* CVF-87: use internal call if revertIfIncomplete is true

* CVF-89: Perform token mismatch checks before stateful operations

* CVF-90, CVF-91: Defer ERC20 token mismatch check

* CVF-93: Add inline comments for _payFees parameters in matchERC721Orders

* CVF-94: Fix comment (Step 7 -> Step 5)

* CVF-98: Use binary & operator instead of mod

* CVF-99: Update unclear comment (canonical hash -> EIP-712 hash)

* CVF-65, CVF-66, CVF-67: Copy params.ethAvailable into local variable; check that ethSpent does not exceed ethAvailable; remove ethAvailable < erc20FillAmount check

* CVF-52, CVF-55, CVF-59: calculate fees.length once; hash feeStructHashArray in-place using assembly

* CVF-14, CVF-32: OrderState struct; separate storage mapping for 1155 cancellations so orders can be cancelled by nonce

* Update changelogs, IZeroEx artifact/wrapper

Co-authored-by: Lawrence Forman <lawrence@0xproject.com>
Co-authored-by: Lawrence Forman <me@merklejerk.com>
Co-authored-by: Kim Persson <kimpers@users.noreply.github.com>
2022-02-22 10:00:22 -08:00
Kim Persson
eb12eac5f3
fix: start native orders "samples" at 0 & don't skip neg adj orders (#425)
* fix: start native orders "samples" at 0 & don't skip neg adj orders

* fix: bail on routes with invalid output estimation (no valid route)

* chore: bump neon-router version

* chore: add asset-swapper changelog entry
2022-02-22 13:31:47 +01:00
Kim Persson
25dd6bc79a
fix: incorrect output scaling when input is less than desired amount (#401)
* fix: incorrect output scaling when input is less than desired amount

* chore: bump fast-abi

* chore: add changelog entry for asset-swapper
2022-02-10 10:43:44 +01:00
Kim Persson
285f98e9e9
feat: Udate neon-router and use router estimated output amount (#354)
* feat: use Rust router estimated output amount when possible

* fix: use strings for sample ids, and increase samples in the rust router

* fix: remove unnecessary interpolation of out of range values

* fix: don't recalculate sampled dist sum in a loop

* fix: use 14 samples for rust router to work around interpolation issues

* fix: unintentional logic change

* fix: remove local dev plotting param from route fn call

* feat: make neon-router number of samples configurable

* chore: bump to newly published neon-router version

* fix: handle insufficient liquidity at all requested sources

* chore: update asset-swapper changelog
2021-12-29 12:08:24 +01:00
Jorge Pérez
b7adc5a889
feat: Extended Quote Report
* Extended Quote report for indicative quote

* feat: Only save 'full' quotes on quote report

* Unify extended quote report
2021-11-09 13:05:01 -06:00
Kim Persson
a6d690f10a
chore: update to new router version and address breaking changes (#344)
* chore: update to new router version and address breaking changes

* chore: add changelog entry
2021-10-18 11:15:31 +01:00
Kim Persson
d06daf2957
feat: initial integration of new router (#295)
* feat: integrate Rust router with asset-swapper WIP

* fix: produce outputFees in the format the Rust router expects

* fix: correct output fee calc and only use the rust router for sells

* fix: make sure numbers sent to the rust router are integers

* hack: try to debug why rust router output is being overestimated WIP

* refactor: clean up router debugging code

* fix: don't use negative output fees for sells

* feat: try VIP sources in isolation and compare with routing all sources

* fix: adjust for FQT overhead when choosing between VIP, all sources WIP

* fix: pass gasPrice to path_optimizer for EP overhead calculations

* feat: buy support with the Rust Router WIP

* chore: WIP commit trying to get buys working

* refactor: use samples instead of fills for the Rust router

* feat: add vip handling hack to sample based routing

* fix: revert to 200 samplings for rust router when using pure samples

* refactor: remove old hacky Path based Rust code, add back feature toggle

* fix: scale both fill output and adjustedOutput my same factor as input

* feat: initial plumbing for supporting RFQ/Limit orders

* fix: incorrect bump of input amount by one base unit before routing

* fix: add fake samples for rfq/limit orders to fulfill the 3 sample req

* fix pass rfq orders in the correct format to the rust router

* chore: remove debugging logs and clean up code & comments

* fix: use published version of @0x/neon-router

* hack: scale routed amounts to account for precision loss of number/f64

* refactor: clean up code and address initial review comments

* fix: only remove trailing 0 output samples before passing to the router

* refactor: consolidate eth to output token calc into ethToOutputAmount fn

* fix: interpolate input between samples on output amount instead of price

* fix: return no path when we have no samples, add sanity asserts

* refactor: fix interpolation comment wording

* fix: remove double adjusted source route input amount

* chore: update changelog for asset-swapper
2021-10-04 12:09:54 +02:00
mzhu25
1849b1bb9a
Update ExchangeProxySwapQuoteConsumer for MultiplexV2 (#282)
* Update ExchangeProxySwapQuoteConsumer for MultiplexV2

* Move TransformERC20FeatureContract instance into private readonly
2021-09-29 16:02:13 -07:00