Compare commits
36 Commits
@0x/asset-
...
@0x/asset-
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813d703d12 |
@@ -1,4 +1,13 @@
|
||||
[
|
||||
{
|
||||
"timestamp": 1640364306,
|
||||
"version": "3.3.25",
|
||||
"changes": [
|
||||
{
|
||||
"note": "Dependencies updated"
|
||||
}
|
||||
]
|
||||
},
|
||||
{
|
||||
"timestamp": 1638390144,
|
||||
"version": "3.3.24",
|
||||
|
@@ -5,6 +5,10 @@ Edit the package's CHANGELOG.json file only.
|
||||
|
||||
CHANGELOG
|
||||
|
||||
## v3.3.25 - _December 24, 2021_
|
||||
|
||||
* Dependencies updated
|
||||
|
||||
## v3.3.24 - _December 1, 2021_
|
||||
|
||||
* Dependencies updated
|
||||
|
@@ -1,6 +1,6 @@
|
||||
{
|
||||
"name": "@0x/contracts-erc20",
|
||||
"version": "3.3.24",
|
||||
"version": "3.3.25",
|
||||
"engines": {
|
||||
"node": ">=6.12"
|
||||
},
|
||||
@@ -53,8 +53,8 @@
|
||||
"devDependencies": {
|
||||
"@0x/abi-gen": "^5.6.2",
|
||||
"@0x/contracts-gen": "^2.0.40",
|
||||
"@0x/contracts-test-utils": "^5.4.15",
|
||||
"@0x/contracts-utils": "^4.8.5",
|
||||
"@0x/contracts-test-utils": "^5.4.16",
|
||||
"@0x/contracts-utils": "^4.8.6",
|
||||
"@0x/dev-utils": "^4.2.9",
|
||||
"@0x/sol-compiler": "^4.7.5",
|
||||
"@0x/ts-doc-gen": "^0.0.28",
|
||||
|
@@ -1,4 +1,13 @@
|
||||
[
|
||||
{
|
||||
"timestamp": 1640364306,
|
||||
"version": "5.4.16",
|
||||
"changes": [
|
||||
{
|
||||
"note": "Dependencies updated"
|
||||
}
|
||||
]
|
||||
},
|
||||
{
|
||||
"timestamp": 1638390144,
|
||||
"version": "5.4.15",
|
||||
|
@@ -5,6 +5,10 @@ Edit the package's CHANGELOG.json file only.
|
||||
|
||||
CHANGELOG
|
||||
|
||||
## v5.4.16 - _December 24, 2021_
|
||||
|
||||
* Dependencies updated
|
||||
|
||||
## v5.4.15 - _December 1, 2021_
|
||||
|
||||
* Dependencies updated
|
||||
|
@@ -1,6 +1,6 @@
|
||||
{
|
||||
"name": "@0x/contracts-test-utils",
|
||||
"version": "5.4.15",
|
||||
"version": "5.4.16",
|
||||
"engines": {
|
||||
"node": ">=6.12"
|
||||
},
|
||||
@@ -44,7 +44,7 @@
|
||||
"dependencies": {
|
||||
"@0x/assert": "^3.0.29",
|
||||
"@0x/base-contract": "^6.4.2",
|
||||
"@0x/contract-addresses": "^6.10.0",
|
||||
"@0x/contract-addresses": "^6.11.0",
|
||||
"@0x/dev-utils": "^4.2.9",
|
||||
"@0x/json-schemas": "^6.3.0",
|
||||
"@0x/order-utils": "^10.4.28",
|
||||
|
@@ -1,4 +1,13 @@
|
||||
[
|
||||
{
|
||||
"timestamp": 1640364306,
|
||||
"version": "1.4.8",
|
||||
"changes": [
|
||||
{
|
||||
"note": "Dependencies updated"
|
||||
}
|
||||
]
|
||||
},
|
||||
{
|
||||
"timestamp": 1638390144,
|
||||
"version": "1.4.7",
|
||||
|
@@ -5,6 +5,10 @@ Edit the package's CHANGELOG.json file only.
|
||||
|
||||
CHANGELOG
|
||||
|
||||
## v1.4.8 - _December 24, 2021_
|
||||
|
||||
* Dependencies updated
|
||||
|
||||
## v1.4.7 - _December 1, 2021_
|
||||
|
||||
* Dependencies updated
|
||||
|
@@ -1,6 +1,6 @@
|
||||
{
|
||||
"name": "@0x/contracts-treasury",
|
||||
"version": "1.4.7",
|
||||
"version": "1.4.8",
|
||||
"engines": {
|
||||
"node": ">=6.12"
|
||||
},
|
||||
@@ -47,12 +47,12 @@
|
||||
"homepage": "https://github.com/0xProject/protocol/tree/main/contracts/treasury",
|
||||
"devDependencies": {
|
||||
"@0x/abi-gen": "^5.6.2",
|
||||
"@0x/contract-addresses": "^6.10.0",
|
||||
"@0x/contract-addresses": "^6.11.0",
|
||||
"@0x/contracts-asset-proxy": "^3.7.19",
|
||||
"@0x/contracts-erc20": "^3.3.24",
|
||||
"@0x/contracts-erc20": "^3.3.25",
|
||||
"@0x/contracts-gen": "^2.0.40",
|
||||
"@0x/contracts-staking": "^2.0.45",
|
||||
"@0x/contracts-test-utils": "^5.4.15",
|
||||
"@0x/contracts-test-utils": "^5.4.16",
|
||||
"@0x/sol-compiler": "^4.7.5",
|
||||
"@0x/ts-doc-gen": "^0.0.28",
|
||||
"@0x/tslint-config": "^4.1.4",
|
||||
@@ -73,7 +73,7 @@
|
||||
},
|
||||
"dependencies": {
|
||||
"@0x/base-contract": "^6.4.2",
|
||||
"@0x/protocol-utils": "^1.10.0",
|
||||
"@0x/protocol-utils": "^1.10.1",
|
||||
"@0x/subproviders": "^6.6.0",
|
||||
"@0x/types": "^3.3.4",
|
||||
"@0x/typescript-typings": "^5.2.1",
|
||||
|
@@ -1,4 +1,13 @@
|
||||
[
|
||||
{
|
||||
"timestamp": 1640364306,
|
||||
"version": "4.8.6",
|
||||
"changes": [
|
||||
{
|
||||
"note": "Dependencies updated"
|
||||
}
|
||||
]
|
||||
},
|
||||
{
|
||||
"timestamp": 1638390144,
|
||||
"version": "4.8.5",
|
||||
|
@@ -5,6 +5,10 @@ Edit the package's CHANGELOG.json file only.
|
||||
|
||||
CHANGELOG
|
||||
|
||||
## v4.8.6 - _December 24, 2021_
|
||||
|
||||
* Dependencies updated
|
||||
|
||||
## v4.8.5 - _December 1, 2021_
|
||||
|
||||
* Dependencies updated
|
||||
|
@@ -1,6 +1,6 @@
|
||||
{
|
||||
"name": "@0x/contracts-utils",
|
||||
"version": "4.8.5",
|
||||
"version": "4.8.6",
|
||||
"engines": {
|
||||
"node": ">=6.12"
|
||||
},
|
||||
@@ -52,7 +52,7 @@
|
||||
"devDependencies": {
|
||||
"@0x/abi-gen": "^5.6.2",
|
||||
"@0x/contracts-gen": "^2.0.40",
|
||||
"@0x/contracts-test-utils": "^5.4.15",
|
||||
"@0x/contracts-test-utils": "^5.4.16",
|
||||
"@0x/dev-utils": "^4.2.9",
|
||||
"@0x/order-utils": "^10.4.28",
|
||||
"@0x/sol-compiler": "^4.7.5",
|
||||
|
@@ -1,4 +1,13 @@
|
||||
[
|
||||
{
|
||||
"timestamp": 1640364306,
|
||||
"version": "0.30.1",
|
||||
"changes": [
|
||||
{
|
||||
"note": "Dependencies updated"
|
||||
}
|
||||
]
|
||||
},
|
||||
{
|
||||
"version": "0.30.0",
|
||||
"changes": [
|
||||
|
@@ -5,6 +5,10 @@ Edit the package's CHANGELOG.json file only.
|
||||
|
||||
CHANGELOG
|
||||
|
||||
## v0.30.1 - _December 24, 2021_
|
||||
|
||||
* Dependencies updated
|
||||
|
||||
## v0.30.0 - _December 1, 2021_
|
||||
|
||||
* Add `AaveV2` and `Compound` deposit/withdrawal liquidity source (#321)
|
||||
|
@@ -1,6 +1,6 @@
|
||||
{
|
||||
"name": "@0x/contracts-zero-ex",
|
||||
"version": "0.30.0",
|
||||
"version": "0.30.1",
|
||||
"engines": {
|
||||
"node": ">=6.12"
|
||||
},
|
||||
@@ -56,10 +56,10 @@
|
||||
"homepage": "https://github.com/0xProject/protocol/tree/main/contracts/zero-ex",
|
||||
"devDependencies": {
|
||||
"@0x/abi-gen": "^5.6.2",
|
||||
"@0x/contract-addresses": "^6.10.0",
|
||||
"@0x/contracts-erc20": "^3.3.24",
|
||||
"@0x/contract-addresses": "^6.11.0",
|
||||
"@0x/contracts-erc20": "^3.3.25",
|
||||
"@0x/contracts-gen": "^2.0.40",
|
||||
"@0x/contracts-test-utils": "^5.4.15",
|
||||
"@0x/contracts-test-utils": "^5.4.16",
|
||||
"@0x/dev-utils": "^4.2.9",
|
||||
"@0x/order-utils": "^10.4.28",
|
||||
"@0x/sol-compiler": "^4.7.5",
|
||||
@@ -83,7 +83,7 @@
|
||||
},
|
||||
"dependencies": {
|
||||
"@0x/base-contract": "^6.4.2",
|
||||
"@0x/protocol-utils": "^1.10.0",
|
||||
"@0x/protocol-utils": "^1.10.1",
|
||||
"@0x/subproviders": "^6.6.0",
|
||||
"@0x/types": "^3.3.4",
|
||||
"@0x/typescript-typings": "^5.2.1",
|
||||
|
@@ -1,4 +1,118 @@
|
||||
[
|
||||
{
|
||||
"version": "16.49.1",
|
||||
"changes": [
|
||||
{
|
||||
"note": "Fix WorstCaseQuoteInfo encoding bug",
|
||||
"pr": 402
|
||||
}
|
||||
],
|
||||
"timestamp": 1643613597
|
||||
},
|
||||
{
|
||||
"version": "16.49.0",
|
||||
"changes": [
|
||||
{
|
||||
"note": "Add more curve pools",
|
||||
"pr": 409
|
||||
}
|
||||
],
|
||||
"timestamp": 1643407900
|
||||
},
|
||||
{
|
||||
"version": "16.48.0",
|
||||
"changes": [
|
||||
{
|
||||
"note": "Use `MIM` as an intermediate asset on `Fantom`",
|
||||
"pr": 405
|
||||
}
|
||||
],
|
||||
"timestamp": 1643148019
|
||||
},
|
||||
{
|
||||
"version": "16.47.0",
|
||||
"changes": [
|
||||
{
|
||||
"note": "Adding support for Synapse on all networks",
|
||||
"pr": 400
|
||||
}
|
||||
],
|
||||
"timestamp": 1643136662
|
||||
},
|
||||
{
|
||||
"version": "16.46.0",
|
||||
"changes": [
|
||||
{
|
||||
"note": "Enable `Curve` ETH/CVX pool",
|
||||
"pr": 394
|
||||
}
|
||||
],
|
||||
"timestamp": 1641863395
|
||||
},
|
||||
{
|
||||
"version": "16.45.2",
|
||||
"changes": [
|
||||
{
|
||||
"note": "Handle 0 output samples and negative adjusted rate native orders in routing",
|
||||
"pr": 387
|
||||
}
|
||||
],
|
||||
"timestamp": 1641827361
|
||||
},
|
||||
{
|
||||
"version": "16.45.1",
|
||||
"changes": [
|
||||
{
|
||||
"note": "Update `Celo` intermediate tokens",
|
||||
"pr": 390
|
||||
}
|
||||
],
|
||||
"timestamp": 1641359319
|
||||
},
|
||||
{
|
||||
"version": "16.45.0",
|
||||
"changes": [
|
||||
{
|
||||
"note": "Capture router timings",
|
||||
"pr": 388
|
||||
}
|
||||
],
|
||||
"timestamp": 1641308410
|
||||
},
|
||||
{
|
||||
"version": "16.44.0",
|
||||
"changes": [
|
||||
{
|
||||
"note": "Update neon-router and use router estimated output amount",
|
||||
"pr": 354
|
||||
}
|
||||
],
|
||||
"timestamp": 1640778328
|
||||
},
|
||||
{
|
||||
"version": "16.43.0",
|
||||
"changes": [
|
||||
{
|
||||
"note": "`UniswapV3` support for `Optimism`",
|
||||
"pr": 385
|
||||
}
|
||||
],
|
||||
"timestamp": 1640364306
|
||||
},
|
||||
{
|
||||
"version": "16.42.0",
|
||||
"changes": [
|
||||
{
|
||||
"note": "`UniswapV3` support for `Polygon`",
|
||||
"pr": 382
|
||||
},
|
||||
{
|
||||
"note": "Update `Beethoven` Graphql url",
|
||||
"pr": 383
|
||||
}
|
||||
],
|
||||
"timestamp": 1640124159
|
||||
},
|
||||
{
|
||||
"version": "16.41.0",
|
||||
"changes": [
|
||||
|
@@ -5,6 +5,51 @@ Edit the package's CHANGELOG.json file only.
|
||||
|
||||
CHANGELOG
|
||||
|
||||
## v16.49.1 - _January 31, 2022_
|
||||
|
||||
* Fix WorstCaseQuoteInfo encoding bug (#402)
|
||||
|
||||
## v16.49.0 - _January 28, 2022_
|
||||
|
||||
* Add more curve pools (#409)
|
||||
|
||||
## v16.48.0 - _January 25, 2022_
|
||||
|
||||
* Use `MIM` as an intermediate asset on `Fantom` (#405)
|
||||
|
||||
## v16.47.0 - _January 25, 2022_
|
||||
|
||||
* Adding support for Synapse on all networks (#400)
|
||||
|
||||
## v16.46.0 - _January 11, 2022_
|
||||
|
||||
* Enable `Curve` ETH/CVX pool (#394)
|
||||
|
||||
## v16.45.2 - _January 10, 2022_
|
||||
|
||||
* Handle 0 output samples and negative adjusted rate native orders in routing (#387)
|
||||
|
||||
## v16.45.1 - _January 5, 2022_
|
||||
|
||||
* Update `Celo` intermediate tokens (#390)
|
||||
|
||||
## v16.45.0 - _January 4, 2022_
|
||||
|
||||
* Capture router timings (#388)
|
||||
|
||||
## v16.44.0 - _December 29, 2021_
|
||||
|
||||
* Update neon-router and use router estimated output amount (#354)
|
||||
|
||||
## v16.43.0 - _December 24, 2021_
|
||||
|
||||
* `UniswapV3` support for `Optimism` (#385)
|
||||
|
||||
## v16.42.0 - _December 21, 2021_
|
||||
|
||||
* `UniswapV3` support for `Polygon` (#382)
|
||||
* Update `Beethoven` Graphql url (#383)
|
||||
|
||||
## v16.41.0 - _December 6, 2021_
|
||||
|
||||
* Update mcusd contract address, and made celo native asset (#376)
|
||||
|
@@ -51,7 +51,7 @@ interface IUniswapV3Pool {
|
||||
contract UniswapV3Sampler
|
||||
{
|
||||
/// @dev Gas limit for UniswapV3 calls. This is 100% a guess.
|
||||
uint256 constant private QUOTE_GAS = 300e3;
|
||||
uint256 constant private QUOTE_GAS = 600e3;
|
||||
|
||||
/// @dev Sample sell quotes from UniswapV3.
|
||||
/// @param quoter UniswapV3 Quoter contract.
|
||||
|
@@ -1,6 +1,6 @@
|
||||
{
|
||||
"name": "@0x/asset-swapper",
|
||||
"version": "16.41.0",
|
||||
"version": "16.49.1",
|
||||
"engines": {
|
||||
"node": ">=6.12"
|
||||
},
|
||||
@@ -60,14 +60,14 @@
|
||||
"dependencies": {
|
||||
"@0x/assert": "^3.0.29",
|
||||
"@0x/base-contract": "^6.4.2",
|
||||
"@0x/contract-addresses": "^6.10.0",
|
||||
"@0x/contract-wrappers": "^13.18.4",
|
||||
"@0x/contracts-erc20": "^3.3.24",
|
||||
"@0x/contracts-zero-ex": "^0.30.0",
|
||||
"@0x/contract-addresses": "^6.11.0",
|
||||
"@0x/contract-wrappers": "^13.18.5",
|
||||
"@0x/contracts-erc20": "^3.3.25",
|
||||
"@0x/contracts-zero-ex": "^0.30.1",
|
||||
"@0x/dev-utils": "^4.2.9",
|
||||
"@0x/json-schemas": "^6.3.0",
|
||||
"@0x/neon-router": "^0.2.1",
|
||||
"@0x/protocol-utils": "^1.10.0",
|
||||
"@0x/neon-router": "^0.3.1",
|
||||
"@0x/protocol-utils": "^1.10.1",
|
||||
"@0x/quote-server": "^6.0.6",
|
||||
"@0x/types": "^3.3.4",
|
||||
"@0x/typescript-typings": "^5.2.1",
|
||||
@@ -98,10 +98,10 @@
|
||||
"@0x/contracts-exchange": "^3.2.38",
|
||||
"@0x/contracts-exchange-libs": "^4.3.37",
|
||||
"@0x/contracts-gen": "^2.0.40",
|
||||
"@0x/contracts-test-utils": "^5.4.15",
|
||||
"@0x/contracts-utils": "^4.8.5",
|
||||
"@0x/contracts-test-utils": "^5.4.16",
|
||||
"@0x/contracts-utils": "^4.8.6",
|
||||
"@0x/mesh-rpc-client": "^9.4.2",
|
||||
"@0x/migrations": "^8.1.13",
|
||||
"@0x/migrations": "^8.1.14",
|
||||
"@0x/sol-compiler": "^4.7.5",
|
||||
"@0x/subproviders": "^6.6.0",
|
||||
"@0x/ts-doc-gen": "^0.0.28",
|
||||
|
@@ -599,24 +599,25 @@ function calculateTwoHopQuoteInfo(
|
||||
secondHopSource: _.pick(secondHopFill, 'source', 'fillData'),
|
||||
}),
|
||||
).toNumber();
|
||||
const isSell = operation === MarketOperation.Sell;
|
||||
return {
|
||||
bestCaseQuoteInfo: {
|
||||
makerAmount: operation === MarketOperation.Sell ? secondHopFill.output : secondHopFill.input,
|
||||
takerAmount: operation === MarketOperation.Sell ? firstHopFill.input : firstHopFill.output,
|
||||
totalTakerAmount: operation === MarketOperation.Sell ? firstHopFill.input : firstHopFill.output,
|
||||
makerAmount: isSell ? secondHopFill.output : secondHopFill.input,
|
||||
takerAmount: isSell ? firstHopFill.input : firstHopFill.output,
|
||||
totalTakerAmount: isSell ? firstHopFill.input : firstHopFill.output,
|
||||
feeTakerTokenAmount: constants.ZERO_AMOUNT,
|
||||
protocolFeeInWeiAmount: constants.ZERO_AMOUNT,
|
||||
gas,
|
||||
},
|
||||
// TODO jacob consolidate this with quote simulation worstCase
|
||||
worstCaseQuoteInfo: {
|
||||
makerAmount: MarketOperation.Sell
|
||||
makerAmount: isSell
|
||||
? secondHopOrder.makerAmount.times(1 - slippage).integerValue()
|
||||
: secondHopOrder.makerAmount,
|
||||
takerAmount: MarketOperation.Sell
|
||||
takerAmount: isSell
|
||||
? firstHopOrder.takerAmount
|
||||
: firstHopOrder.takerAmount.times(1 + slippage).integerValue(),
|
||||
totalTakerAmount: MarketOperation.Sell
|
||||
totalTakerAmount: isSell
|
||||
? firstHopOrder.takerAmount
|
||||
: firstHopOrder.takerAmount.times(1 + slippage).integerValue(),
|
||||
feeTakerTokenAmount: constants.ZERO_AMOUNT,
|
||||
|
@@ -223,7 +223,17 @@ export async function returnQuoteFromAltMMAsync<ResponseT>(
|
||||
cancelToken,
|
||||
})
|
||||
.catch(err => {
|
||||
warningLogger(err, `Alt RFQ MM request failed`);
|
||||
if (err.response) {
|
||||
// request was made and market maker responded
|
||||
warningLogger(
|
||||
{ data: err.response.data, status: err.response.status, headers: err.response.headers },
|
||||
`Alt RFQ MM request failed`,
|
||||
);
|
||||
} else if (err.request) {
|
||||
warningLogger({}, 'Alt RFQ MM no response received');
|
||||
} else {
|
||||
warningLogger({ err: err.message }, 'Failed to construct Alt RFQ MM request');
|
||||
}
|
||||
throw new Error(`Alt RFQ MM request failed`);
|
||||
});
|
||||
|
||||
|
@@ -14,6 +14,7 @@ import {
|
||||
CURVE_AVALANCHE_INFOS,
|
||||
CURVE_FANTOM_INFOS,
|
||||
CURVE_MAINNET_INFOS,
|
||||
CURVE_OPTIMISM_INFOS,
|
||||
CURVE_POLYGON_INFOS,
|
||||
CURVE_V2_AVALANCHE_INFOS,
|
||||
CURVE_V2_FANTOM_INFOS,
|
||||
@@ -49,6 +50,12 @@ import {
|
||||
SPOOKYSWAP_ROUTER_BY_CHAIN_ID,
|
||||
SUSHISWAP_ROUTER_BY_CHAIN_ID,
|
||||
SWERVE_MAINNET_INFOS,
|
||||
SYNAPSE_AVALANCHE_INFOS,
|
||||
SYNAPSE_BSC_INFOS,
|
||||
SYNAPSE_FANTOM_INFOS,
|
||||
SYNAPSE_MAINNET_INFOS,
|
||||
SYNAPSE_OPTIMISM_INFOS,
|
||||
SYNAPSE_POLYGON_INFOS,
|
||||
TRADER_JOE_ROUTER_BY_CHAIN_ID,
|
||||
UBESWAP_ROUTER_BY_CHAIN_ID,
|
||||
UNISWAPV2_ROUTER_BY_CHAIN_ID,
|
||||
@@ -159,6 +166,15 @@ export function getCurveInfosForPair(chainId: ChainId, takerToken: string, maker
|
||||
[makerToken, takerToken].filter(v => c.metaTokens?.includes(v)).length > 0),
|
||||
),
|
||||
);
|
||||
case ChainId.Optimism:
|
||||
return Object.values(CURVE_OPTIMISM_INFOS).filter(c =>
|
||||
[makerToken, takerToken].every(
|
||||
t =>
|
||||
(c.tokens.includes(t) && c.metaTokens === undefined) ||
|
||||
(c.tokens.includes(t) &&
|
||||
[makerToken, takerToken].filter(v => c.metaTokens?.includes(v)).length > 0),
|
||||
),
|
||||
);
|
||||
default:
|
||||
return [];
|
||||
}
|
||||
@@ -247,6 +263,67 @@ export function getNerveInfosForPair(chainId: ChainId, takerToken: string, maker
|
||||
);
|
||||
}
|
||||
|
||||
export function getSynapseInfosForPair(chainId: ChainId, takerToken: string, makerToken: string): CurveInfo[] {
|
||||
switch (chainId) {
|
||||
case ChainId.Mainnet:
|
||||
return Object.values(SYNAPSE_MAINNET_INFOS).filter(c =>
|
||||
[makerToken, takerToken].every(
|
||||
t =>
|
||||
(c.tokens.includes(t) && c.metaTokens === undefined) ||
|
||||
(c.tokens.includes(t) &&
|
||||
[makerToken, takerToken].filter(v => c.metaTokens?.includes(v)).length > 0),
|
||||
),
|
||||
);
|
||||
case ChainId.Optimism:
|
||||
return Object.values(SYNAPSE_OPTIMISM_INFOS).filter(c =>
|
||||
[makerToken, takerToken].every(
|
||||
t =>
|
||||
(c.tokens.includes(t) && c.metaTokens === undefined) ||
|
||||
(c.tokens.includes(t) &&
|
||||
[makerToken, takerToken].filter(v => c.metaTokens?.includes(v)).length > 0),
|
||||
),
|
||||
);
|
||||
case ChainId.BSC:
|
||||
return Object.values(SYNAPSE_BSC_INFOS).filter(c =>
|
||||
[makerToken, takerToken].every(
|
||||
t =>
|
||||
(c.tokens.includes(t) && c.metaTokens === undefined) ||
|
||||
(c.tokens.includes(t) &&
|
||||
[makerToken, takerToken].filter(v => c.metaTokens?.includes(v)).length > 0),
|
||||
),
|
||||
);
|
||||
case ChainId.Polygon:
|
||||
return Object.values(SYNAPSE_POLYGON_INFOS).filter(c =>
|
||||
[makerToken, takerToken].every(
|
||||
t =>
|
||||
(c.tokens.includes(t) && c.metaTokens === undefined) ||
|
||||
(c.tokens.includes(t) &&
|
||||
[makerToken, takerToken].filter(v => c.metaTokens?.includes(v)).length > 0),
|
||||
),
|
||||
);
|
||||
case ChainId.Fantom:
|
||||
return Object.values(SYNAPSE_FANTOM_INFOS).filter(c =>
|
||||
[makerToken, takerToken].every(
|
||||
t =>
|
||||
(c.tokens.includes(t) && c.metaTokens === undefined) ||
|
||||
(c.tokens.includes(t) &&
|
||||
[makerToken, takerToken].filter(v => c.metaTokens?.includes(v)).length > 0),
|
||||
),
|
||||
);
|
||||
case ChainId.Avalanche:
|
||||
return Object.values(SYNAPSE_AVALANCHE_INFOS).filter(c =>
|
||||
[makerToken, takerToken].every(
|
||||
t =>
|
||||
(c.tokens.includes(t) && c.metaTokens === undefined) ||
|
||||
(c.tokens.includes(t) &&
|
||||
[makerToken, takerToken].filter(v => c.metaTokens?.includes(v)).length > 0),
|
||||
),
|
||||
);
|
||||
default:
|
||||
return [];
|
||||
}
|
||||
}
|
||||
|
||||
export function getFirebirdOneSwapInfosForPair(chainId: ChainId, takerToken: string, makerToken: string): CurveInfo[] {
|
||||
if (chainId === ChainId.BSC) {
|
||||
return Object.values(FIREBIRDONESWAP_BSC_INFOS).filter(c =>
|
||||
@@ -406,6 +483,7 @@ export function getCurveLikeInfosForPair(
|
||||
| ERC20BridgeSource.Swerve
|
||||
| ERC20BridgeSource.SnowSwap
|
||||
| ERC20BridgeSource.Nerve
|
||||
| ERC20BridgeSource.Synapse
|
||||
| ERC20BridgeSource.Belt
|
||||
| ERC20BridgeSource.Ellipsis
|
||||
| ERC20BridgeSource.Smoothy
|
||||
@@ -432,6 +510,9 @@ export function getCurveLikeInfosForPair(
|
||||
case ERC20BridgeSource.Nerve:
|
||||
pools = getNerveInfosForPair(chainId, takerToken, makerToken);
|
||||
break;
|
||||
case ERC20BridgeSource.Synapse:
|
||||
pools = getSynapseInfosForPair(chainId, takerToken, makerToken);
|
||||
break;
|
||||
case ERC20BridgeSource.Belt:
|
||||
pools = getBeltInfosForPair(chainId, takerToken, makerToken);
|
||||
break;
|
||||
|
@@ -61,6 +61,7 @@ function valueByChainId<T>(rest: Partial<{ [key in ChainId]: T }>, defaultValue:
|
||||
[ChainId.Avalanche]: defaultValue,
|
||||
[ChainId.Fantom]: defaultValue,
|
||||
[ChainId.Celo]: defaultValue,
|
||||
[ChainId.Optimism]: defaultValue,
|
||||
...(rest || {}),
|
||||
};
|
||||
}
|
||||
@@ -103,6 +104,7 @@ export const SELL_SOURCE_FILTER_BY_CHAIN_ID = valueByChainId<SourceFilters>(
|
||||
ERC20BridgeSource.UniswapV3,
|
||||
ERC20BridgeSource.CurveV2,
|
||||
ERC20BridgeSource.ShibaSwap,
|
||||
ERC20BridgeSource.Synapse,
|
||||
// TODO: enable after FQT has been redeployed on Ethereum mainnet
|
||||
// ERC20BridgeSource.AaveV2,
|
||||
// ERC20BridgeSource.Compound,
|
||||
@@ -129,6 +131,7 @@ export const SELL_SOURCE_FILTER_BY_CHAIN_ID = valueByChainId<SourceFilters>(
|
||||
ERC20BridgeSource.Mooniswap,
|
||||
ERC20BridgeSource.MultiHop,
|
||||
ERC20BridgeSource.Nerve,
|
||||
ERC20BridgeSource.Synapse,
|
||||
ERC20BridgeSource.PancakeSwap,
|
||||
ERC20BridgeSource.PancakeSwapV2,
|
||||
ERC20BridgeSource.SushiSwap,
|
||||
@@ -165,6 +168,8 @@ export const SELL_SOURCE_FILTER_BY_CHAIN_ID = valueByChainId<SourceFilters>(
|
||||
ERC20BridgeSource.JetSwap,
|
||||
ERC20BridgeSource.IronSwap,
|
||||
ERC20BridgeSource.AaveV2,
|
||||
ERC20BridgeSource.UniswapV3,
|
||||
ERC20BridgeSource.Synapse,
|
||||
]),
|
||||
[ChainId.Avalanche]: new SourceFilters([
|
||||
ERC20BridgeSource.MultiHop,
|
||||
@@ -175,6 +180,7 @@ export const SELL_SOURCE_FILTER_BY_CHAIN_ID = valueByChainId<SourceFilters>(
|
||||
ERC20BridgeSource.CurveV2,
|
||||
ERC20BridgeSource.KyberDmm,
|
||||
ERC20BridgeSource.AaveV2,
|
||||
ERC20BridgeSource.Synapse,
|
||||
]),
|
||||
[ChainId.Fantom]: new SourceFilters([
|
||||
ERC20BridgeSource.MultiHop,
|
||||
@@ -186,12 +192,20 @@ export const SELL_SOURCE_FILTER_BY_CHAIN_ID = valueByChainId<SourceFilters>(
|
||||
ERC20BridgeSource.SpiritSwap,
|
||||
ERC20BridgeSource.SpookySwap,
|
||||
ERC20BridgeSource.SushiSwap,
|
||||
ERC20BridgeSource.Synapse,
|
||||
]),
|
||||
[ChainId.Celo]: new SourceFilters([
|
||||
ERC20BridgeSource.UbeSwap,
|
||||
ERC20BridgeSource.SushiSwap,
|
||||
ERC20BridgeSource.MultiHop,
|
||||
]),
|
||||
[ChainId.Optimism]: new SourceFilters([
|
||||
ERC20BridgeSource.UniswapV3,
|
||||
ERC20BridgeSource.Synapse,
|
||||
ERC20BridgeSource.Curve,
|
||||
ERC20BridgeSource.CurveV2,
|
||||
ERC20BridgeSource.MultiHop,
|
||||
]),
|
||||
},
|
||||
new SourceFilters([]),
|
||||
);
|
||||
@@ -234,6 +248,7 @@ export const BUY_SOURCE_FILTER_BY_CHAIN_ID = valueByChainId<SourceFilters>(
|
||||
ERC20BridgeSource.UniswapV3,
|
||||
ERC20BridgeSource.CurveV2,
|
||||
ERC20BridgeSource.ShibaSwap,
|
||||
ERC20BridgeSource.Synapse,
|
||||
// TODO: enable after FQT has been redeployed on Ethereum mainnet
|
||||
// ERC20BridgeSource.AaveV2,
|
||||
// ERC20BridgeSource.Compound,
|
||||
@@ -274,6 +289,7 @@ export const BUY_SOURCE_FILTER_BY_CHAIN_ID = valueByChainId<SourceFilters>(
|
||||
ERC20BridgeSource.JetSwap,
|
||||
ERC20BridgeSource.ACryptos,
|
||||
ERC20BridgeSource.KyberDmm,
|
||||
ERC20BridgeSource.Synapse,
|
||||
]),
|
||||
[ChainId.Polygon]: new SourceFilters([
|
||||
ERC20BridgeSource.SushiSwap,
|
||||
@@ -296,6 +312,8 @@ export const BUY_SOURCE_FILTER_BY_CHAIN_ID = valueByChainId<SourceFilters>(
|
||||
ERC20BridgeSource.JetSwap,
|
||||
ERC20BridgeSource.IronSwap,
|
||||
ERC20BridgeSource.AaveV2,
|
||||
ERC20BridgeSource.UniswapV3,
|
||||
ERC20BridgeSource.Synapse,
|
||||
]),
|
||||
[ChainId.Avalanche]: new SourceFilters([
|
||||
ERC20BridgeSource.MultiHop,
|
||||
@@ -306,6 +324,7 @@ export const BUY_SOURCE_FILTER_BY_CHAIN_ID = valueByChainId<SourceFilters>(
|
||||
ERC20BridgeSource.CurveV2,
|
||||
ERC20BridgeSource.KyberDmm,
|
||||
ERC20BridgeSource.AaveV2,
|
||||
ERC20BridgeSource.Synapse,
|
||||
]),
|
||||
[ChainId.Fantom]: new SourceFilters([
|
||||
ERC20BridgeSource.MultiHop,
|
||||
@@ -317,12 +336,20 @@ export const BUY_SOURCE_FILTER_BY_CHAIN_ID = valueByChainId<SourceFilters>(
|
||||
ERC20BridgeSource.SpiritSwap,
|
||||
ERC20BridgeSource.SpookySwap,
|
||||
ERC20BridgeSource.SushiSwap,
|
||||
ERC20BridgeSource.Synapse,
|
||||
]),
|
||||
[ChainId.Celo]: new SourceFilters([
|
||||
ERC20BridgeSource.UbeSwap,
|
||||
ERC20BridgeSource.SushiSwap,
|
||||
ERC20BridgeSource.MultiHop,
|
||||
]),
|
||||
[ChainId.Optimism]: new SourceFilters([
|
||||
ERC20BridgeSource.UniswapV3,
|
||||
ERC20BridgeSource.Synapse,
|
||||
ERC20BridgeSource.Curve,
|
||||
ERC20BridgeSource.CurveV2,
|
||||
ERC20BridgeSource.MultiHop,
|
||||
]),
|
||||
},
|
||||
new SourceFilters([]),
|
||||
);
|
||||
@@ -340,10 +367,11 @@ export const FEE_QUOTE_SOURCES_BY_CHAIN_ID = valueByChainId<ERC20BridgeSource[]>
|
||||
[ChainId.Mainnet]: [ERC20BridgeSource.UniswapV2, ERC20BridgeSource.SushiSwap, ERC20BridgeSource.UniswapV3],
|
||||
[ChainId.BSC]: [ERC20BridgeSource.PancakeSwap, ERC20BridgeSource.Mooniswap, ERC20BridgeSource.SushiSwap],
|
||||
[ChainId.Ropsten]: [ERC20BridgeSource.UniswapV2, ERC20BridgeSource.SushiSwap],
|
||||
[ChainId.Polygon]: [ERC20BridgeSource.QuickSwap, ERC20BridgeSource.SushiSwap],
|
||||
[ChainId.Polygon]: [ERC20BridgeSource.QuickSwap, ERC20BridgeSource.SushiSwap, ERC20BridgeSource.UniswapV3],
|
||||
[ChainId.Avalanche]: [ERC20BridgeSource.Pangolin, ERC20BridgeSource.TraderJoe, ERC20BridgeSource.SushiSwap],
|
||||
[ChainId.Fantom]: [ERC20BridgeSource.SpiritSwap, ERC20BridgeSource.SpookySwap, ERC20BridgeSource.SushiSwap],
|
||||
[ChainId.Celo]: [ERC20BridgeSource.UbeSwap, ERC20BridgeSource.SushiSwap],
|
||||
[ChainId.Optimism]: [ERC20BridgeSource.UniswapV3],
|
||||
},
|
||||
[],
|
||||
);
|
||||
@@ -456,6 +484,15 @@ export const MAINNET_TOKENS = {
|
||||
CRV: '0xd533a949740bb3306d119cc777fa900ba034cd52',
|
||||
MIM: '0x99d8a9c45b2eca8864373a26d1459e3dff1e17f3',
|
||||
EURT: '0xc581b735a1688071a1746c968e0798d642ede491',
|
||||
// Synapse ecosystem
|
||||
nUSD: '0x1b84765de8b7566e4ceaf4d0fd3c5af52d3dde4f',
|
||||
CVX: '0x4e3fbd56cd56c3e72c1403e103b45db9da5b9d2b',
|
||||
UST_WORMHOLE: '0xa693b19d2931d498c5b318df961919bb4aee87a5',
|
||||
RAI: '0x03ab458634910aad20ef5f1c8ee96f1d6ac54919',
|
||||
DOLA: '0x865377367054516e17014ccded1e7d814edc9ce4',
|
||||
OUSD: '0x2a8e1e676ec238d8a992307b495b45b3feaa5e86',
|
||||
agEUR: '0x1a7e4e63778b4f12a199c062f3efdd288afcbce8',
|
||||
ibEUR: '0x96e61422b6a9ba0e068b6c5add4ffabc6a4aae27',
|
||||
};
|
||||
|
||||
export const BSC_TOKENS = {
|
||||
@@ -472,6 +509,7 @@ export const BSC_TOKENS = {
|
||||
BTCB: '0x7130d2a12b9bcbfae4f2634d864a1ee1ce3ead9c',
|
||||
renBTC: '0xfce146bf3146100cfe5db4129cf6c82b0ef4ad8c',
|
||||
pBTC: '0xed28a457a5a76596ac48d87c0f577020f6ea1c4c',
|
||||
nUSD: '0x23b891e5c62e0955ae2bd185990103928ab817b3',
|
||||
};
|
||||
|
||||
export const POLYGON_TOKENS = {
|
||||
@@ -489,6 +527,7 @@ export const POLYGON_TOKENS = {
|
||||
DFYN: '0xc168e40227e4ebd8c1cae80f7a55a4f0e6d66c97',
|
||||
BANANA: '0x5d47baba0d66083c52009271faf3f50dcc01023c',
|
||||
WEXPOLY: '0x4c4bf319237d98a30a929a96112effa8da3510eb',
|
||||
nUSD: '0xb6c473756050de474286bed418b77aeac39b02af',
|
||||
};
|
||||
|
||||
export const AVALANCHE_TOKENS = {
|
||||
@@ -496,17 +535,38 @@ export const AVALANCHE_TOKENS = {
|
||||
WETH: '0x49d5c2bdffac6ce2bfdb6640f4f80f226bc10bab',
|
||||
WBTC: '0x50b7545627a5162f82a992c33b87adc75187b218',
|
||||
DAI: '0xd586e7f844cea2f87f50152665bcbc2c279d8d70',
|
||||
// bridged USDC
|
||||
USDC: '0xa7d7079b0fead91f3e65f86e8915cb59c1a4c664',
|
||||
// native USDC on Avalanche
|
||||
nUSDC: '0xb97ef9ef8734c71904d8002f8b6bc66dd9c48a6e',
|
||||
USDT: '0xc7198437980c041c805a1edcba50c1ce5db95118',
|
||||
aDAI: '0x47afa96cdc9fab46904a55a6ad4bf6660b53c38a',
|
||||
aUSDC: '0x46a51127c3ce23fb7ab1de06226147f446e4a857',
|
||||
aUSDT: '0x532e6537fea298397212f09a61e03311686f548e',
|
||||
nETH: '0x19e1ae0ee35c0404f835521146206595d37981ae',
|
||||
nUSD: '0xcfc37a6ab183dd4aed08c204d1c2773c0b1bdf46',
|
||||
aWETH: '0x53f7c5869a859f0aec3d334ee8b4cf01e3492f21',
|
||||
MIM: '0x130966628846bfd36ff31a822705796e8cb8c18d',
|
||||
};
|
||||
|
||||
export const CELO_TOKENS = {
|
||||
WETH: '0xe919f65739c26a42616b7b8eedc6b5524d1e3ac4',
|
||||
WCELO: '0x471ece3750da237f93b8e339c536989b8978a438',
|
||||
// Some of these tokens are Optics bridge? tokens which
|
||||
// had an issue and migrated from v1 to v2
|
||||
WETHv1: '0xe919f65739c26a42616b7b8eedc6b5524d1e3ac4',
|
||||
WETH: '0x122013fd7df1c6f636a5bb8f03108e876548b455',
|
||||
WBTC: '0xbaab46e28388d2779e6e31fd00cf0e5ad95e327b',
|
||||
cUSD: '0x765de816845861e75a25fca122bb6898b8b1282a',
|
||||
// ??
|
||||
WBTCv1: '0xd629eb00deced2a080b7ec630ef6ac117e614f1b',
|
||||
cETH: '0x2def4285787d58a2f811af24755a8150622f4361',
|
||||
UBE: '0x00be915b9dcf56a3cbe739d9b9c202ca692409ec',
|
||||
// Moolah
|
||||
mCELO: '0x7d00cd74ff385c955ea3d79e47bf06bd7386387d',
|
||||
mCUSD: '0x918146359264c492bd6934071c6bd31c854edbc3',
|
||||
mCEUR: '0xe273ad7ee11dcfaa87383ad5977ee1504ac07568',
|
||||
amCUSD: '0x64defa3544c695db8c535d289d843a189aa26b98',
|
||||
MOO: '0x17700282592d6917f6a73d0bf8accf4d578c131e',
|
||||
};
|
||||
|
||||
export const FANTOM_TOKENS = {
|
||||
@@ -517,6 +577,23 @@ export const FANTOM_TOKENS = {
|
||||
fUSDT: '0x049d68029688eabf473097a2fc38ef61633a3c7a',
|
||||
WBTC: '0x321162cd933e2be498cd2267a90534a804051b11',
|
||||
renBTC: '0xdbf31df14b66535af65aac99c32e9ea844e14501',
|
||||
MIM: '0x82f0b8b456c1a451378467398982d4834b6829c1',
|
||||
nUSD: '0xed2a7edd7413021d440b09d654f3b87712abab66',
|
||||
nETH: '0x67c10c397dd0ba417329543c1a40eb48aaa7cd00',
|
||||
gfUSDT: '0x940f41f0ec9ba1a34cf001cc03347ac092f5f6b5',
|
||||
gUSDC: '0xe578c856933d8e1082740bf7661e379aa2a30b26',
|
||||
gDAI: '0x07e6332dd090d287d3489245038daf987955dcfb',
|
||||
FRAX: '0xdc301622e621166bd8e82f2ca0a26c13ad0be355',
|
||||
};
|
||||
|
||||
export const OPTIMISM_TOKENS = {
|
||||
WETH: '0x4200000000000000000000000000000000000006',
|
||||
USDC: '0x7f5c764cbc14f9669b88837ca1490cca17c31607',
|
||||
USDT: '0x94b008aa00579c1307b0ef2c499ad98a8ce58e58',
|
||||
DAI: '0xda10009cbd5d07dd0cecc66161fc93d7c9000da1',
|
||||
WBTC: '0x68f180fcce6836688e9084f035309e29bf0a2095',
|
||||
nETH: '0x809dc529f07651bd43a172e8db6f4a7a0d771036',
|
||||
sWETH: '0x121ab82b49b2bc4c7901ca46b8277962b4350204',
|
||||
};
|
||||
|
||||
export const CURVE_POOLS = {
|
||||
@@ -564,6 +641,16 @@ export const CURVE_POOLS = {
|
||||
mim: '0x5a6a4d54456819380173272a5e8e9b9904bdf41b',
|
||||
eurt: '0xfd5db7463a3ab53fd211b4af195c5bccc1a03890',
|
||||
ethcrv: '0x8301ae4fc9c624d1d396cbdaa1ed877821d7c511',
|
||||
ethcvx: '0xb576491f1e6e5e62f1d8f26062ee822b40b0e0d4',
|
||||
mimust: '0x55a8a39bc9694714e2874c1ce77aa1e599461e18',
|
||||
usttri_wormhole: '0xceaf7747579696a2f0bb206a14210e3c9e6fb269',
|
||||
fei_tri: '0x06cb22615ba53e60d67bf6c341a0fd5e718e1655',
|
||||
rai_tri: '0x618788357d0ebd8a37e763adab3bc575d54c2c7d',
|
||||
DOLA_tri: '0xaa5a67c256e27a5d80712c51971408db3370927d',
|
||||
OUSD_tri: '0x87650d7bbfc3a9f10587d7778206671719d9910d',
|
||||
d3pool: '0xbaaa1f5dba42c3389bdbc2c9d2de134f5cd0dc89',
|
||||
triEURpool: '0xb9446c4ef5ebe66268da6700d26f96273de3d571',
|
||||
ibEURsEUR: '0x19b080fe1ffa0553469d20ca36219f17fcf03859',
|
||||
};
|
||||
|
||||
export const CURVE_V2_POOLS = {
|
||||
@@ -577,12 +664,13 @@ export const CURVE_POLYGON_POOLS = {
|
||||
};
|
||||
|
||||
export const CURVE_V2_POLYGON_POOLS = {
|
||||
atricrypto: '0x3fcd5de6a9fc8a99995c406c77dda3ed7e406f81',
|
||||
atricrypto3: '0x1d8b86e3d88cdb2d34688e87e72f388cb541b7c8',
|
||||
};
|
||||
|
||||
export const CURVE_AVALANCHE_POOLS = {
|
||||
aave: '0x7f90122bf0700f9e7e1f688fe926940e8839f353',
|
||||
mim: '0xaea2e71b631fa93683bcf256a8689dfa0e094fcd',
|
||||
USDC: '0x3a43a5851a3e3e0e25a3c1089670269786be1577',
|
||||
};
|
||||
|
||||
export const CURVE_V2_AVALANCHE_POOLS = {
|
||||
@@ -593,12 +681,19 @@ export const CURVE_FANTOM_POOLS = {
|
||||
fUSDT: '0x92d5ebf3593a92888c25c0abef126583d4b5312e',
|
||||
twoPool: '0x27e611fd27b276acbd5ffd632e5eaebec9761e40',
|
||||
ren: '0x3ef6a01a0f81d6046290f3e2a8c5b843e738e604',
|
||||
tri_v2: '0x2dd7c9371965472e5a5fd28fbe165007c61439e1',
|
||||
geist: '0x0fa949783947bf6c1b171db13aeacbb488845b3f',
|
||||
FRAX_twoPool: '0x7a656b342e14f745e2b164890e88017e27ae7320',
|
||||
};
|
||||
|
||||
export const CURVE_V2_FANTOM_POOLS = {
|
||||
tricrypto: '0x3a1659ddcf2339be3aea159ca010979fb49155ff',
|
||||
};
|
||||
|
||||
export const CURVE_OPTIMISM_POOLS = {
|
||||
tri: '0x1337bedc9d22ecbe766df105c9623922a27963ec',
|
||||
};
|
||||
|
||||
export const SWERVE_POOLS = {
|
||||
y: '0x329239599afb305da0a2ec69c58f8a6697f9f88d',
|
||||
};
|
||||
@@ -633,6 +728,37 @@ export const NERVE_POOLS = {
|
||||
threePool: '0x1b3771a66ee31180906972580ade9b81afc5fcdc',
|
||||
};
|
||||
|
||||
export const SYNAPSE_MAINNET_POOLS = {
|
||||
nUSDLP: '0x1116898dda4015ed8ddefb84b6e8bc24528af2d8',
|
||||
};
|
||||
|
||||
export const SYNAPSE_OPTIMISM_POOLS = {
|
||||
nETHLP: '0xe27bff97ce92c3e1ff7aa9f86781fdd6d48f5ee9',
|
||||
};
|
||||
|
||||
export const SYNAPSE_BSC_POOLS = {
|
||||
nUSDLP: '0x28ec0b36f0819ecb5005cab836f4ed5a2eca4d13',
|
||||
};
|
||||
|
||||
export const SYNAPSE_POLYGON_POOLS = {
|
||||
nUSDLP: '0x85fcd7dd0a1e1a9fcd5fd886ed522de8221c3ee5',
|
||||
};
|
||||
|
||||
export const SYNAPSE_FANTOM_POOLS = {
|
||||
nUSDLP: '0x2913e812cf0dcca30fb28e6cac3d2dcff4497688',
|
||||
nETHLP: '0x8d9ba570d6cb60c7e3e0f31343efe75ab8e65fb1',
|
||||
};
|
||||
|
||||
export const SYNAPSE_AVALANCHE_POOLS = {
|
||||
nUSDLP: '0xed2a7edd7413021d440b09d654f3b87712abab66',
|
||||
nETHLP: '0x77a7e60555bc18b4be44c181b2575eee46212d44',
|
||||
};
|
||||
|
||||
export const SYNAPSE_ARBITRUM_POOLS = {
|
||||
nUSDLP: '0x0db3fe3b770c95a0b99d1ed6f2627933466c0dd8',
|
||||
nETHLP: '0xd70a52248e546a3b260849386410c7170c7bd1e9',
|
||||
};
|
||||
|
||||
export const BELT_POOLS = {
|
||||
vPool: '0xf16d312d119c13dd27fd0dc814b0bcdcaaa62dfd',
|
||||
};
|
||||
@@ -690,6 +816,7 @@ export const DEFAULT_INTERMEDIATE_TOKENS_BY_CHAIN_ID = valueByChainId<string[]>(
|
||||
POLYGON_TOKENS.DAI,
|
||||
POLYGON_TOKENS.USDT,
|
||||
POLYGON_TOKENS.WBTC,
|
||||
POLYGON_TOKENS.nUSD,
|
||||
],
|
||||
[ChainId.Avalanche]: [
|
||||
AVALANCHE_TOKENS.WAVAX,
|
||||
@@ -697,9 +824,28 @@ export const DEFAULT_INTERMEDIATE_TOKENS_BY_CHAIN_ID = valueByChainId<string[]>(
|
||||
AVALANCHE_TOKENS.DAI,
|
||||
AVALANCHE_TOKENS.USDT,
|
||||
AVALANCHE_TOKENS.USDC,
|
||||
AVALANCHE_TOKENS.nUSD,
|
||||
AVALANCHE_TOKENS.nETH,
|
||||
AVALANCHE_TOKENS.aWETH,
|
||||
],
|
||||
[ChainId.Fantom]: [
|
||||
FANTOM_TOKENS.WFTM,
|
||||
FANTOM_TOKENS.WETH,
|
||||
FANTOM_TOKENS.DAI,
|
||||
FANTOM_TOKENS.USDC,
|
||||
FANTOM_TOKENS.nUSD,
|
||||
FANTOM_TOKENS.nETH,
|
||||
FANTOM_TOKENS.MIM,
|
||||
],
|
||||
[ChainId.Celo]: [CELO_TOKENS.WCELO, CELO_TOKENS.mCUSD, CELO_TOKENS.WETH, CELO_TOKENS.amCUSD, CELO_TOKENS.WBTC],
|
||||
[ChainId.Optimism]: [
|
||||
OPTIMISM_TOKENS.WETH,
|
||||
OPTIMISM_TOKENS.DAI,
|
||||
OPTIMISM_TOKENS.USDC,
|
||||
OPTIMISM_TOKENS.USDT,
|
||||
OPTIMISM_TOKENS.nETH,
|
||||
OPTIMISM_TOKENS.sWETH,
|
||||
],
|
||||
[ChainId.Fantom]: [FANTOM_TOKENS.WFTM, FANTOM_TOKENS.WETH, FANTOM_TOKENS.DAI, FANTOM_TOKENS.USDC],
|
||||
[ChainId.Celo]: [CELO_TOKENS.mCUSD, CELO_TOKENS.WETH, CELO_TOKENS.WCELO],
|
||||
},
|
||||
[],
|
||||
);
|
||||
@@ -732,13 +878,23 @@ export const DEFAULT_TOKEN_ADJACENCY_GRAPH_BY_CHAIN_ID = valueByChainId<TokenAdj
|
||||
}).build(),
|
||||
[ChainId.Avalanche]: new TokenAdjacencyGraphBuilder({
|
||||
default: DEFAULT_INTERMEDIATE_TOKENS_BY_CHAIN_ID[ChainId.Avalanche],
|
||||
}).build(),
|
||||
})
|
||||
.tap(builder => {
|
||||
// Synape nETH/aWETH pool
|
||||
builder
|
||||
.add(AVALANCHE_TOKENS.aWETH, AVALANCHE_TOKENS.nETH)
|
||||
.add(AVALANCHE_TOKENS.nETH, AVALANCHE_TOKENS.aWETH);
|
||||
})
|
||||
.build(),
|
||||
[ChainId.Fantom]: new TokenAdjacencyGraphBuilder({
|
||||
default: DEFAULT_INTERMEDIATE_TOKENS_BY_CHAIN_ID[ChainId.Fantom],
|
||||
}).build(),
|
||||
[ChainId.Celo]: new TokenAdjacencyGraphBuilder({
|
||||
default: DEFAULT_INTERMEDIATE_TOKENS_BY_CHAIN_ID[ChainId.Celo],
|
||||
}).build(),
|
||||
[ChainId.Optimism]: new TokenAdjacencyGraphBuilder({
|
||||
default: DEFAULT_INTERMEDIATE_TOKENS_BY_CHAIN_ID[ChainId.Optimism],
|
||||
}).build(),
|
||||
},
|
||||
new TokenAdjacencyGraphBuilder({ default: [] }).build(),
|
||||
);
|
||||
@@ -755,6 +911,7 @@ export const NATIVE_FEE_TOKEN_BY_CHAIN_ID = valueByChainId<string>(
|
||||
[ChainId.Avalanche]: getContractAddressesForChainOrThrow(ChainId.Avalanche).etherToken,
|
||||
[ChainId.Fantom]: getContractAddressesForChainOrThrow(ChainId.Fantom).etherToken,
|
||||
[ChainId.Celo]: getContractAddressesForChainOrThrow(ChainId.Celo).etherToken,
|
||||
[ChainId.Optimism]: getContractAddressesForChainOrThrow(ChainId.Optimism).etherToken,
|
||||
},
|
||||
NULL_ADDRESS,
|
||||
);
|
||||
@@ -769,6 +926,7 @@ const CURVE_TRI_POOL_MAINNET_TOKENS = [MAINNET_TOKENS.DAI, MAINNET_TOKENS.USDC,
|
||||
const CURVE_TRI_BTC_POOL_TOKEN = [MAINNET_TOKENS.RenBTC, MAINNET_TOKENS.WBTC, MAINNET_TOKENS.sBTC];
|
||||
const CURVE_POLYGON_ATRICRYPTO_UNDERLYING_TOKENS = [POLYGON_TOKENS.DAI, POLYGON_TOKENS.USDC, POLYGON_TOKENS.USDT];
|
||||
const CURVE_POLYGON_ATRICRYPTO_TOKENS = [POLYGON_TOKENS.amDAI, POLYGON_TOKENS.amUSDC, POLYGON_TOKENS.amUSDT];
|
||||
const CURVE_FANTOM_TWO_POOL_TOKENS = [FANTOM_TOKENS.DAI, FANTOM_TOKENS.USDC];
|
||||
|
||||
const createCurveExchangePool = (info: { tokens: string[]; pool: string; gasSchedule: number }) => ({
|
||||
exchangeFunctionSelector: CurveFunctionSelectors.exchange,
|
||||
@@ -810,6 +968,16 @@ const createCurveMetaTriBtcPool = (info: { tokens: string[]; pool: string; gasSc
|
||||
gasSchedule: info.gasSchedule,
|
||||
});
|
||||
|
||||
const createCurveMetaTwoPoolFantom = (info: { tokens: string[]; pool: string; gasSchedule: number }) => ({
|
||||
exchangeFunctionSelector: CurveFunctionSelectors.exchange_underlying,
|
||||
sellQuoteFunctionSelector: CurveFunctionSelectors.get_dy_underlying,
|
||||
buyQuoteFunctionSelector: CurveFunctionSelectors.None,
|
||||
tokens: [...info.tokens, ...CURVE_FANTOM_TWO_POOL_TOKENS],
|
||||
metaTokens: info.tokens,
|
||||
poolAddress: info.pool,
|
||||
gasSchedule: info.gasSchedule,
|
||||
});
|
||||
|
||||
const createCurveExchangeV2Pool = (info: { tokens: string[]; pool: string; gasSchedule: number }) => ({
|
||||
exchangeFunctionSelector: CurveFunctionSelectors.exchange_v2,
|
||||
sellQuoteFunctionSelector: CurveFunctionSelectors.get_dy_v2,
|
||||
@@ -1040,6 +1208,62 @@ export const CURVE_MAINNET_INFOS: { [name: string]: CurveInfo } = {
|
||||
sellQuoteFunctionSelector: CurveFunctionSelectors.get_dy_uint256,
|
||||
exchangeFunctionSelector: CurveFunctionSelectors.exchange_underlying_uint256,
|
||||
},
|
||||
[CURVE_POOLS.ethcvx]: {
|
||||
...createCurveExchangePool({
|
||||
// This pool uses ETH
|
||||
tokens: [MAINNET_TOKENS.WETH, MAINNET_TOKENS.CVX],
|
||||
pool: CURVE_POOLS.ethcvx,
|
||||
gasSchedule: 350e3,
|
||||
}),
|
||||
// This pool has a custom get_dy and exchange selector with uint256
|
||||
sellQuoteFunctionSelector: CurveFunctionSelectors.get_dy_uint256,
|
||||
exchangeFunctionSelector: CurveFunctionSelectors.exchange_underlying_uint256,
|
||||
},
|
||||
[CURVE_POOLS.mimust]: createCurveExchangePool({
|
||||
tokens: [MAINNET_TOKENS.MIM, MAINNET_TOKENS.UST],
|
||||
pool: CURVE_POOLS.mimust,
|
||||
gasSchedule: 105e3,
|
||||
}),
|
||||
[CURVE_POOLS.usttri_wormhole]: createCurveMetaTriPool({
|
||||
tokens: [MAINNET_TOKENS.UST_WORMHOLE],
|
||||
pool: CURVE_POOLS.usttri_wormhole,
|
||||
gasSchedule: 340e3,
|
||||
}),
|
||||
[CURVE_POOLS.fei_tri]: createCurveMetaTriPool({
|
||||
tokens: [MAINNET_TOKENS.FEI],
|
||||
pool: CURVE_POOLS.fei_tri,
|
||||
gasSchedule: 340e3,
|
||||
}),
|
||||
[CURVE_POOLS.rai_tri]: createCurveMetaTriPool({
|
||||
tokens: [MAINNET_TOKENS.RAI],
|
||||
pool: CURVE_POOLS.rai_tri,
|
||||
gasSchedule: 340e3,
|
||||
}),
|
||||
[CURVE_POOLS.DOLA_tri]: createCurveMetaTriPool({
|
||||
tokens: [MAINNET_TOKENS.DOLA],
|
||||
pool: CURVE_POOLS.DOLA_tri,
|
||||
gasSchedule: 340e3,
|
||||
}),
|
||||
[CURVE_POOLS.OUSD_tri]: createCurveMetaTriPool({
|
||||
tokens: [MAINNET_TOKENS.OUSD],
|
||||
pool: CURVE_POOLS.OUSD_tri,
|
||||
gasSchedule: 340e3,
|
||||
}),
|
||||
[CURVE_POOLS.d3pool]: createCurveExchangePool({
|
||||
tokens: [MAINNET_TOKENS.FRAX, MAINNET_TOKENS.FEI, MAINNET_TOKENS.alUSD],
|
||||
pool: CURVE_POOLS.d3pool,
|
||||
gasSchedule: 176e3,
|
||||
}),
|
||||
[CURVE_POOLS.triEURpool]: createCurveExchangePool({
|
||||
tokens: [MAINNET_TOKENS.agEUR, MAINNET_TOKENS.EURT, MAINNET_TOKENS.EURS],
|
||||
pool: CURVE_POOLS.triEURpool,
|
||||
gasSchedule: 176e3,
|
||||
}),
|
||||
[CURVE_POOLS.ibEURsEUR]: createCurveExchangePool({
|
||||
tokens: [MAINNET_TOKENS.ibEUR, MAINNET_TOKENS.sEUR],
|
||||
pool: CURVE_POOLS.ibEURsEUR,
|
||||
gasSchedule: 176e3,
|
||||
}),
|
||||
};
|
||||
|
||||
export const CURVE_V2_MAINNET_INFOS: { [name: string]: CurveInfo } = {
|
||||
@@ -1074,11 +1298,6 @@ export const CURVE_POLYGON_INFOS: { [name: string]: CurveInfo } = {
|
||||
};
|
||||
|
||||
export const CURVE_V2_POLYGON_INFOS: { [name: string]: CurveInfo } = {
|
||||
[CURVE_V2_POLYGON_POOLS.atricrypto]: createCurveV2MetaTriPool({
|
||||
tokens: [POLYGON_TOKENS.WBTC, POLYGON_TOKENS.WETH],
|
||||
pool: CURVE_V2_POLYGON_POOLS.atricrypto,
|
||||
gasSchedule: 300e3,
|
||||
}),
|
||||
[CURVE_V2_POLYGON_POOLS.atricrypto3]: createCurveV2MetaTriPool({
|
||||
tokens: [POLYGON_TOKENS.WBTC, POLYGON_TOKENS.WETH],
|
||||
pool: CURVE_V2_POLYGON_POOLS.atricrypto3,
|
||||
@@ -1097,6 +1316,16 @@ export const CURVE_AVALANCHE_INFOS: { [name: string]: CurveInfo } = {
|
||||
pool: CURVE_AVALANCHE_POOLS.aave,
|
||||
gasSchedule: 150e3,
|
||||
}),
|
||||
[CURVE_AVALANCHE_POOLS.mim]: createCurveExchangePool({
|
||||
tokens: [AVALANCHE_TOKENS.MIM, AVALANCHE_TOKENS.USDT, AVALANCHE_TOKENS.USDC],
|
||||
pool: CURVE_AVALANCHE_POOLS.mim,
|
||||
gasSchedule: 150e3,
|
||||
}),
|
||||
[CURVE_AVALANCHE_POOLS.USDC]: createCurveExchangePool({
|
||||
tokens: [AVALANCHE_TOKENS.USDC, AVALANCHE_TOKENS.nUSDC],
|
||||
pool: CURVE_AVALANCHE_POOLS.USDC,
|
||||
gasSchedule: 150e3,
|
||||
}),
|
||||
};
|
||||
|
||||
export const CURVE_V2_AVALANCHE_INFOS: { [name: string]: CurveInfo } = {
|
||||
@@ -1134,6 +1363,26 @@ export const CURVE_FANTOM_INFOS: { [name: string]: CurveInfo } = {
|
||||
pool: CURVE_FANTOM_POOLS.fUSDT,
|
||||
gasSchedule: 587e3,
|
||||
}),
|
||||
[CURVE_FANTOM_POOLS.tri_v2]: createCurveExchangePool({
|
||||
tokens: [FANTOM_TOKENS.MIM, FANTOM_TOKENS.fUSDT, FANTOM_TOKENS.USDC],
|
||||
pool: CURVE_FANTOM_POOLS.tri_v2,
|
||||
gasSchedule: 176e3,
|
||||
}),
|
||||
['geist_exchangeunderlying']: createCurveExchangeUnderlyingPool({
|
||||
tokens: [FANTOM_TOKENS.DAI, FANTOM_TOKENS.USDC, FANTOM_TOKENS.fUSDT],
|
||||
pool: CURVE_FANTOM_POOLS.geist,
|
||||
gasSchedule: 850e3,
|
||||
}),
|
||||
['geist_exchange']: createCurveExchangePool({
|
||||
tokens: [FANTOM_TOKENS.gDAI, FANTOM_TOKENS.gUSDC, FANTOM_TOKENS.gfUSDT],
|
||||
pool: CURVE_FANTOM_POOLS.geist,
|
||||
gasSchedule: 150e3,
|
||||
}),
|
||||
[CURVE_FANTOM_POOLS.FRAX_twoPool]: createCurveMetaTwoPoolFantom({
|
||||
tokens: [FANTOM_TOKENS.FRAX],
|
||||
pool: CURVE_FANTOM_POOLS.FRAX_twoPool,
|
||||
gasSchedule: 411e3,
|
||||
}),
|
||||
};
|
||||
|
||||
export const CURVE_V2_FANTOM_INFOS: { [name: string]: CurveInfo } = {
|
||||
@@ -1144,6 +1393,14 @@ export const CURVE_V2_FANTOM_INFOS: { [name: string]: CurveInfo } = {
|
||||
}),
|
||||
};
|
||||
|
||||
export const CURVE_OPTIMISM_INFOS: { [name: string]: CurveInfo } = {
|
||||
[CURVE_OPTIMISM_POOLS.tri]: createCurveExchangePool({
|
||||
tokens: [OPTIMISM_TOKENS.DAI, OPTIMISM_TOKENS.USDC, OPTIMISM_TOKENS.USDT],
|
||||
pool: CURVE_OPTIMISM_POOLS.tri,
|
||||
gasSchedule: 150e3,
|
||||
}),
|
||||
};
|
||||
|
||||
export const SWERVE_MAINNET_INFOS: { [name: string]: CurveInfo } = {
|
||||
[SWERVE_POOLS.y]: createCurveExchangePool({
|
||||
tokens: [MAINNET_TOKENS.DAI, MAINNET_TOKENS.USDC, MAINNET_TOKENS.USDT, MAINNET_TOKENS.TUSD],
|
||||
@@ -1297,6 +1554,87 @@ export const NERVE_BSC_INFOS: { [name: string]: CurveInfo } = {
|
||||
},
|
||||
};
|
||||
|
||||
export const SYNAPSE_BSC_INFOS: { [name: string]: CurveInfo } = {
|
||||
[SYNAPSE_BSC_POOLS.nUSDLP]: {
|
||||
exchangeFunctionSelector: CurveFunctionSelectors.swap,
|
||||
sellQuoteFunctionSelector: CurveFunctionSelectors.calculateSwap,
|
||||
buyQuoteFunctionSelector: CurveFunctionSelectors.None,
|
||||
poolAddress: SYNAPSE_BSC_POOLS.nUSDLP,
|
||||
tokens: [BSC_TOKENS.nUSD, BSC_TOKENS.BUSD, BSC_TOKENS.USDC, BSC_TOKENS.USDT],
|
||||
metaTokens: undefined,
|
||||
gasSchedule: 140e3,
|
||||
},
|
||||
};
|
||||
|
||||
export const SYNAPSE_FANTOM_INFOS: { [name: string]: CurveInfo } = {
|
||||
[SYNAPSE_FANTOM_POOLS.nUSDLP]: {
|
||||
exchangeFunctionSelector: CurveFunctionSelectors.swap,
|
||||
sellQuoteFunctionSelector: CurveFunctionSelectors.calculateSwap,
|
||||
buyQuoteFunctionSelector: CurveFunctionSelectors.None,
|
||||
poolAddress: SYNAPSE_FANTOM_POOLS.nUSDLP,
|
||||
tokens: [FANTOM_TOKENS.nUSD, FANTOM_TOKENS.MIM, FANTOM_TOKENS.USDC, FANTOM_TOKENS.fUSDT],
|
||||
metaTokens: undefined,
|
||||
gasSchedule: 140e3,
|
||||
},
|
||||
};
|
||||
|
||||
export const SYNAPSE_MAINNET_INFOS: { [name: string]: CurveInfo } = {
|
||||
[SYNAPSE_MAINNET_POOLS.nUSDLP]: {
|
||||
exchangeFunctionSelector: CurveFunctionSelectors.swap,
|
||||
sellQuoteFunctionSelector: CurveFunctionSelectors.calculateSwap,
|
||||
buyQuoteFunctionSelector: CurveFunctionSelectors.None,
|
||||
poolAddress: SYNAPSE_MAINNET_POOLS.nUSDLP,
|
||||
tokens: [MAINNET_TOKENS.DAI, MAINNET_TOKENS.USDC, MAINNET_TOKENS.USDT],
|
||||
metaTokens: undefined,
|
||||
gasSchedule: 140e3,
|
||||
},
|
||||
};
|
||||
|
||||
export const SYNAPSE_OPTIMISM_INFOS: { [name: string]: CurveInfo } = {
|
||||
[SYNAPSE_OPTIMISM_POOLS.nETHLP]: {
|
||||
exchangeFunctionSelector: CurveFunctionSelectors.swap,
|
||||
sellQuoteFunctionSelector: CurveFunctionSelectors.calculateSwap,
|
||||
buyQuoteFunctionSelector: CurveFunctionSelectors.None,
|
||||
poolAddress: SYNAPSE_OPTIMISM_POOLS.nETHLP,
|
||||
tokens: [OPTIMISM_TOKENS.nETH, OPTIMISM_TOKENS.sWETH],
|
||||
metaTokens: undefined,
|
||||
gasSchedule: 140e3,
|
||||
},
|
||||
};
|
||||
|
||||
export const SYNAPSE_POLYGON_INFOS: { [name: string]: CurveInfo } = {
|
||||
[SYNAPSE_POLYGON_POOLS.nUSDLP]: {
|
||||
exchangeFunctionSelector: CurveFunctionSelectors.swap,
|
||||
sellQuoteFunctionSelector: CurveFunctionSelectors.calculateSwap,
|
||||
buyQuoteFunctionSelector: CurveFunctionSelectors.None,
|
||||
poolAddress: SYNAPSE_POLYGON_POOLS.nUSDLP,
|
||||
tokens: [POLYGON_TOKENS.nUSD, POLYGON_TOKENS.DAI, POLYGON_TOKENS.USDC, POLYGON_TOKENS.USDT],
|
||||
metaTokens: undefined,
|
||||
gasSchedule: 140e3,
|
||||
},
|
||||
};
|
||||
|
||||
export const SYNAPSE_AVALANCHE_INFOS: { [name: string]: CurveInfo } = {
|
||||
[SYNAPSE_AVALANCHE_POOLS.nUSDLP]: {
|
||||
exchangeFunctionSelector: CurveFunctionSelectors.swap,
|
||||
sellQuoteFunctionSelector: CurveFunctionSelectors.calculateSwap,
|
||||
buyQuoteFunctionSelector: CurveFunctionSelectors.None,
|
||||
poolAddress: SYNAPSE_AVALANCHE_POOLS.nUSDLP,
|
||||
tokens: [AVALANCHE_TOKENS.nUSD, AVALANCHE_TOKENS.DAI, AVALANCHE_TOKENS.USDC, AVALANCHE_TOKENS.USDT],
|
||||
metaTokens: undefined,
|
||||
gasSchedule: 140e3,
|
||||
},
|
||||
[SYNAPSE_AVALANCHE_POOLS.nETHLP]: {
|
||||
exchangeFunctionSelector: CurveFunctionSelectors.swap,
|
||||
sellQuoteFunctionSelector: CurveFunctionSelectors.calculateSwap,
|
||||
buyQuoteFunctionSelector: CurveFunctionSelectors.None,
|
||||
poolAddress: SYNAPSE_AVALANCHE_POOLS.nETHLP,
|
||||
tokens: [AVALANCHE_TOKENS.nETH, AVALANCHE_TOKENS.aWETH],
|
||||
metaTokens: undefined,
|
||||
gasSchedule: 140e3,
|
||||
},
|
||||
};
|
||||
|
||||
export const FIREBIRDONESWAP_BSC_INFOS: { [name: string]: CurveInfo } = {
|
||||
[FIREBIRDONESWAP_BSC_POOLS.oneswap]: {
|
||||
exchangeFunctionSelector: CurveFunctionSelectors.swap,
|
||||
@@ -1693,9 +2031,9 @@ export const BALANCER_V2_SUBGRAPH_URL_BY_CHAIN = valueByChainId<string>(
|
||||
|
||||
export const BEETHOVEN_X_SUBGRAPH_URL_BY_CHAIN = valueByChainId<string>(
|
||||
{
|
||||
[ChainId.Fantom]: 'https://graph-node.beets-ftm-node.com/subgraphs/name/beethovenx-v4',
|
||||
[ChainId.Fantom]: 'https://graph-node.beets-ftm-node.com/subgraphs/name/beethovenx',
|
||||
},
|
||||
'https://graph-node.beets-ftm-node.com/subgraphs/name/beethovenx-v4',
|
||||
'https://graph-node.beets-ftm-node.com/subgraphs/name/beethovenx',
|
||||
);
|
||||
|
||||
export const UNISWAPV3_CONFIG_BY_CHAIN_ID = valueByChainId(
|
||||
@@ -1708,6 +2046,14 @@ export const UNISWAPV3_CONFIG_BY_CHAIN_ID = valueByChainId(
|
||||
quoter: '0x2f9e608fd881861b8916257b76613cb22ee0652c',
|
||||
router: '0x03782388516e94fcd4c18666303601a12aa729ea',
|
||||
},
|
||||
[ChainId.Polygon]: {
|
||||
quoter: '0xb27308f9f90d607463bb33ea1bebb41c27ce5ab6',
|
||||
router: '0xe592427a0aece92de3edee1f18e0157c05861564',
|
||||
},
|
||||
[ChainId.Optimism]: {
|
||||
quoter: '0xb27308f9f90d607463bb33ea1bebb41c27ce5ab6',
|
||||
router: '0xe592427a0aece92de3edee1f18e0157c05861564',
|
||||
},
|
||||
},
|
||||
{ quoter: NULL_ADDRESS, router: NULL_ADDRESS },
|
||||
);
|
||||
@@ -1928,6 +2274,7 @@ export const DEFAULT_GAS_SCHEDULE: Required<FeeSchedule> = {
|
||||
[ERC20BridgeSource.Swerve]: fillData => (fillData as CurveFillData).pool.gasSchedule,
|
||||
[ERC20BridgeSource.SnowSwap]: fillData => (fillData as CurveFillData).pool.gasSchedule,
|
||||
[ERC20BridgeSource.Nerve]: fillData => (fillData as CurveFillData).pool.gasSchedule,
|
||||
[ERC20BridgeSource.Synapse]: fillData => (fillData as CurveFillData).pool.gasSchedule,
|
||||
[ERC20BridgeSource.Belt]: fillData => (fillData as CurveFillData).pool.gasSchedule,
|
||||
[ERC20BridgeSource.Ellipsis]: fillData => (fillData as CurveFillData).pool.gasSchedule,
|
||||
[ERC20BridgeSource.Smoothy]: fillData => (fillData as CurveFillData).pool.gasSchedule,
|
||||
@@ -2076,4 +2423,5 @@ export const DEFAULT_GET_MARKET_ORDERS_OPTS: Omit<GetMarketOrdersOpts, 'gasPrice
|
||||
shouldGenerateQuoteReport: true,
|
||||
shouldIncludePriceComparisonsReport: false,
|
||||
tokenAdjacencyGraph: { default: [] },
|
||||
neonRouterNumSamples: 14,
|
||||
};
|
||||
|
@@ -443,6 +443,7 @@ export class MarketOperationUtils {
|
||||
feeSchedule: _opts.feeSchedule,
|
||||
allowFallback: _opts.allowFallback,
|
||||
gasPrice: _opts.gasPrice,
|
||||
neonRouterNumSamples: _opts.neonRouterNumSamples,
|
||||
},
|
||||
);
|
||||
return optimizerResult;
|
||||
@@ -531,9 +532,18 @@ export class MarketOperationUtils {
|
||||
penaltyOpts,
|
||||
opts.feeSchedule,
|
||||
this._sampler.chainId,
|
||||
opts.neonRouterNumSamples,
|
||||
opts.samplerMetrics,
|
||||
);
|
||||
} else {
|
||||
optimalPath = await findOptimalPathJSAsync(side, fills, inputAmount, opts.runLimit, penaltyOpts);
|
||||
optimalPath = await findOptimalPathJSAsync(
|
||||
side,
|
||||
fills,
|
||||
inputAmount,
|
||||
opts.runLimit,
|
||||
opts.samplerMetrics,
|
||||
penaltyOpts,
|
||||
);
|
||||
}
|
||||
|
||||
const optimalPathRate = optimalPath ? optimalPath.adjustedRate() : ZERO_AMOUNT;
|
||||
@@ -596,6 +606,8 @@ export class MarketOperationUtils {
|
||||
allowFallback: _opts.allowFallback,
|
||||
exchangeProxyOverhead: _opts.exchangeProxyOverhead,
|
||||
gasPrice: _opts.gasPrice,
|
||||
neonRouterNumSamples: _opts.neonRouterNumSamples,
|
||||
samplerMetrics: _opts.samplerMetrics,
|
||||
};
|
||||
|
||||
if (nativeOrders.length === 0) {
|
||||
@@ -806,6 +818,8 @@ export class MarketOperationUtils {
|
||||
sturdyPenaltyOpts,
|
||||
opts.feeSchedule,
|
||||
this._sampler.chainId,
|
||||
opts.neonRouterNumSamples,
|
||||
undefined, // hack: set sampler metrics to undefined to avoid fallback timings
|
||||
);
|
||||
} else {
|
||||
const sturdyFills = fills.filter(p => p.length > 0 && !fragileSources.includes(p[0].source));
|
||||
@@ -814,6 +828,7 @@ export class MarketOperationUtils {
|
||||
sturdyFills,
|
||||
inputAmount,
|
||||
opts.runLimit,
|
||||
undefined, // hack: set sampler metrics to undefined to avoid fallback timings
|
||||
sturdyPenaltyOpts,
|
||||
);
|
||||
}
|
||||
|
@@ -134,6 +134,8 @@ export function getErc20BridgeSourceToBridgeSource(source: ERC20BridgeSource): s
|
||||
return encodeBridgeSourceId(BridgeProtocol.UniswapV2, 'BakerySwap');
|
||||
case ERC20BridgeSource.Nerve:
|
||||
return encodeBridgeSourceId(BridgeProtocol.Nerve, 'Nerve');
|
||||
case ERC20BridgeSource.Synapse:
|
||||
return encodeBridgeSourceId(BridgeProtocol.Nerve, 'Synapse');
|
||||
case ERC20BridgeSource.Belt:
|
||||
return encodeBridgeSourceId(BridgeProtocol.Curve, 'Belt');
|
||||
case ERC20BridgeSource.Ellipsis:
|
||||
@@ -226,6 +228,7 @@ export function createBridgeDataForBridgeOrder(order: OptimizedMarketBridgeOrder
|
||||
case ERC20BridgeSource.Swerve:
|
||||
case ERC20BridgeSource.SnowSwap:
|
||||
case ERC20BridgeSource.Nerve:
|
||||
case ERC20BridgeSource.Synapse:
|
||||
case ERC20BridgeSource.Belt:
|
||||
case ERC20BridgeSource.Ellipsis:
|
||||
case ERC20BridgeSource.Smoothy:
|
||||
@@ -463,6 +466,7 @@ export const BRIDGE_ENCODERS: {
|
||||
[ERC20BridgeSource.Swerve]: curveEncoder,
|
||||
[ERC20BridgeSource.SnowSwap]: curveEncoder,
|
||||
[ERC20BridgeSource.Nerve]: curveEncoder,
|
||||
[ERC20BridgeSource.Synapse]: curveEncoder,
|
||||
[ERC20BridgeSource.Belt]: curveEncoder,
|
||||
[ERC20BridgeSource.Ellipsis]: curveEncoder,
|
||||
[ERC20BridgeSource.Smoothy]: curveEncoder,
|
||||
|
@@ -1,23 +1,21 @@
|
||||
import { assert } from '@0x/assert';
|
||||
import { ChainId } from '@0x/contract-addresses';
|
||||
import { OptimizerCapture, route, SerializedPath } from '@0x/neon-router';
|
||||
import { BigNumber } from '@0x/utils';
|
||||
import { BigNumber, hexUtils } from '@0x/utils';
|
||||
import * as _ from 'lodash';
|
||||
import { performance } from 'perf_hooks';
|
||||
|
||||
import { DEFAULT_INFO_LOGGER } from '../../constants';
|
||||
import { MarketOperation, NativeOrderWithFillableAmounts } from '../../types';
|
||||
import { VIP_ERC20_BRIDGE_SOURCES_BY_CHAIN_ID } from '../market_operation_utils/constants';
|
||||
|
||||
import { dexSamplesToFills, ethToOutputAmount, nativeOrdersToFills } from './fills';
|
||||
import { DEFAULT_PATH_PENALTY_OPTS, Path, PathPenaltyOpts } from './path';
|
||||
import { getRate } from './rate_utils';
|
||||
import { DexSample, ERC20BridgeSource, FeeSchedule, Fill, FillData } from './types';
|
||||
import { DexSample, ERC20BridgeSource, FeeSchedule, Fill, FillData, SamplerMetrics } from './types';
|
||||
|
||||
// tslint:disable: prefer-for-of custom-no-magic-numbers completed-docs no-bitwise
|
||||
|
||||
const RUN_LIMIT_DECAY_FACTOR = 0.5;
|
||||
const RUST_ROUTER_NUM_SAMPLES = 200;
|
||||
const FILL_QUOTE_TRANSFORMER_GAS_OVERHEAD = new BigNumber(150e3);
|
||||
// NOTE: The Rust router will panic with less than 3 samples
|
||||
const MIN_NUM_SAMPLE_INPUTS = 3;
|
||||
@@ -69,21 +67,6 @@ function calculateOuputFee(
|
||||
}
|
||||
}
|
||||
|
||||
// Use linear interpolation to approximate the output
|
||||
// at a certain input somewhere between the two samples
|
||||
// See https://en.wikipedia.org/wiki/Linear_interpolation
|
||||
const interpolateOutputFromSamples = (
|
||||
left: { input: BigNumber; output: BigNumber },
|
||||
right: { input: BigNumber; output: BigNumber },
|
||||
targetInput: BigNumber,
|
||||
): BigNumber =>
|
||||
left.output.plus(
|
||||
right.output
|
||||
.minus(left.output)
|
||||
.dividedBy(right.input.minus(left.input))
|
||||
.times(targetInput.minus(left.input)),
|
||||
);
|
||||
|
||||
function findRoutesAndCreateOptimalPath(
|
||||
side: MarketOperation,
|
||||
samples: DexSample[][],
|
||||
@@ -91,29 +74,27 @@ function findRoutesAndCreateOptimalPath(
|
||||
input: BigNumber,
|
||||
opts: PathPenaltyOpts,
|
||||
fees: FeeSchedule,
|
||||
neonRouterNumSamples: number,
|
||||
): Path | undefined {
|
||||
const createFill = (sample: DexSample) =>
|
||||
dexSamplesToFills(side, [sample], opts.outputAmountPerEth, opts.inputAmountPerEth, fees)[0];
|
||||
// Track sample id's to integers (required by rust router)
|
||||
const sampleIdLookup: { [key: string]: number } = {};
|
||||
let sampleIdCounter = 0;
|
||||
const sampleToId = (source: ERC20BridgeSource, index: number): number => {
|
||||
const key = `${source}-${index}`;
|
||||
if (sampleIdLookup[key]) {
|
||||
return sampleIdLookup[key];
|
||||
} else {
|
||||
sampleIdLookup[key] = ++sampleIdCounter;
|
||||
return sampleIdLookup[key];
|
||||
const createFill = (sample: DexSample): Fill | undefined => {
|
||||
const fills = dexSamplesToFills(side, [sample], opts.outputAmountPerEth, opts.inputAmountPerEth, fees);
|
||||
// NOTE: If the sample has 0 output dexSamplesToFills will return [] because no fill can be created
|
||||
if (fills.length === 0) {
|
||||
return undefined;
|
||||
}
|
||||
|
||||
return fills[0];
|
||||
};
|
||||
|
||||
const samplesAndNativeOrdersWithResults: Array<DexSample[] | NativeOrderWithFillableAmounts[]> = [];
|
||||
const serializedPaths: SerializedPath[] = [];
|
||||
const sampleSourcePathIds: string[] = [];
|
||||
for (const singleSourceSamples of samples) {
|
||||
if (singleSourceSamples.length === 0) {
|
||||
continue;
|
||||
}
|
||||
|
||||
const sourcePathId = hexUtils.random();
|
||||
const singleSourceSamplesWithOutput = [...singleSourceSamples];
|
||||
for (let i = singleSourceSamples.length - 1; i >= 0; i--) {
|
||||
if (singleSourceSamples[i].output.isZero()) {
|
||||
@@ -131,7 +112,7 @@ function findRoutesAndCreateOptimalPath(
|
||||
// TODO(kimpers): Do we need to handle 0 entries, from eg Kyber?
|
||||
const serializedPath = singleSourceSamplesWithOutput.reduce<SerializedPath>(
|
||||
(memo, sample, sampleIdx) => {
|
||||
memo.ids.push(sampleToId(sample.source, sampleIdx));
|
||||
memo.ids.push(`${sample.source}-${serializedPaths.length}-${sampleIdx}`);
|
||||
memo.inputs.push(sample.input.integerValue().toNumber());
|
||||
memo.outputs.push(sample.output.integerValue().toNumber());
|
||||
memo.outputFees.push(
|
||||
@@ -152,8 +133,10 @@ function findRoutesAndCreateOptimalPath(
|
||||
|
||||
samplesAndNativeOrdersWithResults.push(singleSourceSamplesWithOutput);
|
||||
serializedPaths.push(serializedPath);
|
||||
sampleSourcePathIds.push(sourcePathId);
|
||||
}
|
||||
|
||||
const nativeOrdersourcePathId = hexUtils.random();
|
||||
for (const [idx, nativeOrder] of nativeOrders.entries()) {
|
||||
const { input: normalizedOrderInput, output: normalizedOrderOutput } = nativeOrderToNormalizedAmounts(
|
||||
side,
|
||||
@@ -164,32 +147,25 @@ function findRoutesAndCreateOptimalPath(
|
||||
if (normalizedOrderInput.isLessThanOrEqualTo(0) || normalizedOrderOutput.isLessThanOrEqualTo(0)) {
|
||||
continue;
|
||||
}
|
||||
|
||||
// HACK: the router requires at minimum 3 samples as a basis for interpolation
|
||||
const inputs = [
|
||||
0,
|
||||
normalizedOrderInput
|
||||
.dividedBy(2)
|
||||
.integerValue()
|
||||
.toNumber(),
|
||||
normalizedOrderInput.integerValue().toNumber(),
|
||||
];
|
||||
const outputs = [
|
||||
0,
|
||||
normalizedOrderOutput
|
||||
.dividedBy(2)
|
||||
.integerValue()
|
||||
.toNumber(),
|
||||
normalizedOrderOutput.integerValue().toNumber(),
|
||||
];
|
||||
// NOTE: same fee no matter if full or partial fill
|
||||
const fee = calculateOuputFee(side, nativeOrder, opts.outputAmountPerEth, opts.inputAmountPerEth, fees)
|
||||
.integerValue()
|
||||
.toNumber();
|
||||
const outputFees = [fee, fee, fee];
|
||||
// NOTE: ids can be the same for all fake samples
|
||||
const id = sampleToId(ERC20BridgeSource.Native, idx);
|
||||
const ids = [id, id, id];
|
||||
|
||||
// HACK: due to an issue with the Rust router interpolation we need to create exactly 13 samples from the native order
|
||||
const ids = [];
|
||||
const inputs = [];
|
||||
const outputs = [];
|
||||
const outputFees = [];
|
||||
for (let i = 1; i <= 13; i++) {
|
||||
const fraction = i / 13;
|
||||
const currentInput = BigNumber.min(normalizedOrderInput.times(fraction), normalizedOrderInput);
|
||||
const currentOutput = BigNumber.min(normalizedOrderOutput.times(fraction), normalizedOrderOutput);
|
||||
const id = `${ERC20BridgeSource.Native}-${serializedPaths.length}-${idx}-${i}`;
|
||||
inputs.push(currentInput.integerValue().toNumber());
|
||||
outputs.push(currentOutput.integerValue().toNumber());
|
||||
outputFees.push(fee);
|
||||
ids.push(id);
|
||||
}
|
||||
|
||||
const serializedPath: SerializedPath = {
|
||||
ids,
|
||||
@@ -200,6 +176,7 @@ function findRoutesAndCreateOptimalPath(
|
||||
|
||||
samplesAndNativeOrdersWithResults.push([nativeOrder]);
|
||||
serializedPaths.push(serializedPath);
|
||||
sampleSourcePathIds.push(nativeOrdersourcePathId);
|
||||
}
|
||||
|
||||
if (serializedPaths.length === 0) {
|
||||
@@ -212,30 +189,33 @@ function findRoutesAndCreateOptimalPath(
|
||||
pathsIn: serializedPaths,
|
||||
};
|
||||
|
||||
const before = performance.now();
|
||||
const allSourcesRustRoute = new Float64Array(rustArgs.pathsIn.length);
|
||||
route(rustArgs, allSourcesRustRoute, RUST_ROUTER_NUM_SAMPLES);
|
||||
DEFAULT_INFO_LOGGER(
|
||||
{ router: 'neon-router', performanceMs: performance.now() - before, type: 'real' },
|
||||
'Rust router real routing performance',
|
||||
);
|
||||
|
||||
const strategySourcesOutputAmounts = new Float64Array(rustArgs.pathsIn.length);
|
||||
route(rustArgs, allSourcesRustRoute, strategySourcesOutputAmounts, neonRouterNumSamples);
|
||||
assert.assert(
|
||||
rustArgs.pathsIn.length === allSourcesRustRoute.length,
|
||||
'different number of sources in the Router output than the input',
|
||||
);
|
||||
assert.assert(
|
||||
rustArgs.pathsIn.length === strategySourcesOutputAmounts.length,
|
||||
'different number of sources in the Router output amounts results than the input',
|
||||
);
|
||||
|
||||
const routesAndSamples = _.zip(allSourcesRustRoute, samplesAndNativeOrdersWithResults);
|
||||
|
||||
const routesAndSamplesAndOutputs = _.zip(
|
||||
allSourcesRustRoute,
|
||||
samplesAndNativeOrdersWithResults,
|
||||
strategySourcesOutputAmounts,
|
||||
sampleSourcePathIds,
|
||||
);
|
||||
const adjustedFills: Fill[] = [];
|
||||
const totalRoutedAmount = BigNumber.sum(...allSourcesRustRoute);
|
||||
|
||||
const scale = input.dividedBy(totalRoutedAmount);
|
||||
for (const [routeInput, routeSamplesAndNativeOrders] of routesAndSamples) {
|
||||
if (!routeInput || !routeSamplesAndNativeOrders) {
|
||||
for (const [routeInput, routeSamplesAndNativeOrders, outputAmount, sourcePathId] of routesAndSamplesAndOutputs) {
|
||||
if (!routeInput || !routeSamplesAndNativeOrders || !outputAmount || !Number.isFinite(outputAmount)) {
|
||||
continue;
|
||||
}
|
||||
// TODO(kimpers): [TKR-241] amounts are sometimes clipped in the router due to precisions loss for number/f64
|
||||
// TODO(kimpers): [TKR-241] amounts are sometimes clipped in the router due to precision loss for number/f64
|
||||
// we can work around it by scaling it and rounding up. However now we end up with a total amount of a couple base units too much
|
||||
const rustInputAdjusted = BigNumber.min(
|
||||
new BigNumber(routeInput).multipliedBy(scale).integerValue(BigNumber.ROUND_CEIL),
|
||||
@@ -251,14 +231,21 @@ function findRoutesAndCreateOptimalPath(
|
||||
opts.outputAmountPerEth,
|
||||
opts.inputAmountPerEth,
|
||||
fees,
|
||||
)[0];
|
||||
// NOTE: For Limit/RFQ orders we are done here. No need to scale output
|
||||
adjustedFills.push(nativeFill);
|
||||
)[0] as Fill | undefined;
|
||||
// Note: If the order has an adjusted rate of less than or equal to 0 it will be skipped
|
||||
// and nativeFill will be `undefined`
|
||||
if (nativeFill) {
|
||||
// NOTE: For Limit/RFQ orders we are done here. No need to scale output
|
||||
adjustedFills.push({ ...nativeFill, sourcePathId: sourcePathId ?? hexUtils.random() });
|
||||
}
|
||||
continue;
|
||||
}
|
||||
|
||||
// NOTE: For DexSamples only
|
||||
let fill = createFill(current);
|
||||
if (!fill) {
|
||||
continue;
|
||||
}
|
||||
const routeSamples = routeSamplesAndNativeOrders as Array<DexSample<FillData>>;
|
||||
// Descend to approach a closer fill for fillData which may not be consistent
|
||||
// throughout the path (UniswapV3) and for a closer guesstimate at
|
||||
@@ -267,49 +254,47 @@ function findRoutesAndCreateOptimalPath(
|
||||
assert.assert(routeSamples.length >= 1, 'Found no sample to use for source');
|
||||
for (let k = routeSamples.length - 1; k >= 0; k--) {
|
||||
if (k === 0) {
|
||||
fill = createFill(routeSamples[0]);
|
||||
fill = createFill(routeSamples[0]) ?? fill;
|
||||
}
|
||||
if (rustInputAdjusted.isGreaterThan(routeSamples[k].input)) {
|
||||
// Between here and the previous fill
|
||||
// HACK: Use the midpoint between the two
|
||||
const left = routeSamples[k];
|
||||
const right = routeSamples[k + 1];
|
||||
if (left && right) {
|
||||
// Approximate how much output we get for the input with the surrounding samples
|
||||
const interpolatedOutput = interpolateOutputFromSamples(
|
||||
left,
|
||||
right,
|
||||
rustInputAdjusted,
|
||||
).decimalPlaces(0, side === MarketOperation.Sell ? BigNumber.ROUND_FLOOR : BigNumber.ROUND_CEIL);
|
||||
|
||||
fill = createFill({
|
||||
...right, // default to the greater (for gas used)
|
||||
input: rustInputAdjusted,
|
||||
output: interpolatedOutput,
|
||||
});
|
||||
fill =
|
||||
createFill({
|
||||
...right, // default to the greater (for gas used)
|
||||
input: rustInputAdjusted,
|
||||
output: new BigNumber(outputAmount),
|
||||
}) ?? fill;
|
||||
} else {
|
||||
assert.assert(Boolean(left || right), 'No valid sample to use');
|
||||
fill = createFill(left || right);
|
||||
fill = createFill(left || right) ?? fill;
|
||||
}
|
||||
break;
|
||||
}
|
||||
}
|
||||
|
||||
const scaleOutput = (output: BigNumber) =>
|
||||
// TODO(kimpers): remove once we have solved the rounding/precision loss issues in the Rust router
|
||||
const scaleOutput = (fillInput: BigNumber, output: BigNumber) =>
|
||||
output
|
||||
.dividedBy(fill.input)
|
||||
.dividedBy(fillInput)
|
||||
.times(rustInputAdjusted)
|
||||
.decimalPlaces(0, side === MarketOperation.Sell ? BigNumber.ROUND_FLOOR : BigNumber.ROUND_CEIL);
|
||||
adjustedFills.push({
|
||||
...fill,
|
||||
input: rustInputAdjusted,
|
||||
output: scaleOutput(fill.output),
|
||||
adjustedOutput: scaleOutput(fill.adjustedOutput),
|
||||
output: scaleOutput(fill.input, fill.output),
|
||||
adjustedOutput: scaleOutput(fill.input, fill.adjustedOutput),
|
||||
index: 0,
|
||||
parent: undefined,
|
||||
sourcePathId: sourcePathId ?? hexUtils.random(),
|
||||
});
|
||||
}
|
||||
|
||||
if (adjustedFills.length === 0) {
|
||||
return undefined;
|
||||
}
|
||||
|
||||
const pathFromRustInputs = Path.create(side, adjustedFills, input);
|
||||
|
||||
return pathFromRustInputs;
|
||||
@@ -323,15 +308,27 @@ export function findOptimalRustPathFromSamples(
|
||||
opts: PathPenaltyOpts,
|
||||
fees: FeeSchedule,
|
||||
chainId: ChainId,
|
||||
neonRouterNumSamples: number,
|
||||
samplerMetrics?: SamplerMetrics,
|
||||
): Path | undefined {
|
||||
const before = performance.now();
|
||||
const logPerformance = () =>
|
||||
DEFAULT_INFO_LOGGER(
|
||||
{ router: 'neon-router', performanceMs: performance.now() - before, type: 'total' },
|
||||
'Rust router total routing performance',
|
||||
);
|
||||
|
||||
const allSourcesPath = findRoutesAndCreateOptimalPath(side, samples, nativeOrders, input, opts, fees);
|
||||
const beforeAllTimeMs = performance.now();
|
||||
let beforeTimeMs = performance.now();
|
||||
const allSourcesPath = findRoutesAndCreateOptimalPath(
|
||||
side,
|
||||
samples,
|
||||
nativeOrders,
|
||||
input,
|
||||
opts,
|
||||
fees,
|
||||
neonRouterNumSamples,
|
||||
);
|
||||
// tslint:disable-next-line: no-unused-expression
|
||||
samplerMetrics &&
|
||||
samplerMetrics.logRouterDetails({
|
||||
router: 'neon-router',
|
||||
type: 'all',
|
||||
timingMs: performance.now() - beforeTimeMs,
|
||||
});
|
||||
if (!allSourcesPath) {
|
||||
return undefined;
|
||||
}
|
||||
@@ -341,11 +338,27 @@ export function findOptimalRustPathFromSamples(
|
||||
// HACK(kimpers): The Rust router currently doesn't account for VIP sources correctly
|
||||
// we need to try to route them in isolation and compare with the results all sources
|
||||
if (vipSources.length > 0) {
|
||||
beforeTimeMs = performance.now();
|
||||
const vipSourcesSet = new Set(vipSources);
|
||||
const vipSourcesSamples = samples.filter(s => s[0] && vipSourcesSet.has(s[0].source));
|
||||
|
||||
if (vipSourcesSamples.length > 0) {
|
||||
const vipSourcesPath = findRoutesAndCreateOptimalPath(side, vipSourcesSamples, [], input, opts, fees);
|
||||
const vipSourcesPath = findRoutesAndCreateOptimalPath(
|
||||
side,
|
||||
vipSourcesSamples,
|
||||
[],
|
||||
input,
|
||||
opts,
|
||||
fees,
|
||||
neonRouterNumSamples,
|
||||
);
|
||||
// tslint:disable-next-line: no-unused-expression
|
||||
samplerMetrics &&
|
||||
samplerMetrics.logRouterDetails({
|
||||
router: 'neon-router',
|
||||
type: 'vip',
|
||||
timingMs: performance.now() - beforeTimeMs,
|
||||
});
|
||||
|
||||
const { input: allSourcesInput, output: allSourcesOutput } = allSourcesPath.adjustedSize();
|
||||
// NOTE: For sell quotes input is the taker asset and for buy quotes input is the maker asset
|
||||
@@ -358,13 +371,18 @@ export function findOptimalRustPathFromSamples(
|
||||
const allSourcesAdjustedRateWithFqtOverhead = getRate(side, allSourcesInput, outputWithFqtOverhead);
|
||||
|
||||
if (vipSourcesPath?.adjustedRate().isGreaterThan(allSourcesAdjustedRateWithFqtOverhead)) {
|
||||
logPerformance();
|
||||
return vipSourcesPath;
|
||||
}
|
||||
}
|
||||
}
|
||||
// tslint:disable-next-line: no-unused-expression
|
||||
samplerMetrics &&
|
||||
samplerMetrics.logRouterDetails({
|
||||
router: 'neon-router',
|
||||
type: 'total',
|
||||
timingMs: performance.now() - beforeAllTimeMs,
|
||||
});
|
||||
|
||||
logPerformance();
|
||||
return allSourcesPath;
|
||||
}
|
||||
|
||||
@@ -377,8 +395,10 @@ export async function findOptimalPathJSAsync(
|
||||
fills: Fill[][],
|
||||
targetInput: BigNumber,
|
||||
runLimit: number = 2 ** 8,
|
||||
samplerMetrics?: SamplerMetrics,
|
||||
opts: PathPenaltyOpts = DEFAULT_PATH_PENALTY_OPTS,
|
||||
): Promise<Path | undefined> {
|
||||
const beforeTimeMs = performance.now();
|
||||
// Sort fill arrays by descending adjusted completed rate.
|
||||
// Remove any paths which cannot impact the optimal path
|
||||
const sortedPaths = reducePaths(fillsToSortedPaths(fills, side, targetInput, opts), side);
|
||||
@@ -392,7 +412,15 @@ export async function findOptimalPathJSAsync(
|
||||
// Yield to event loop.
|
||||
await Promise.resolve();
|
||||
}
|
||||
return optimalPath.isComplete() ? optimalPath : undefined;
|
||||
const finalPath = optimalPath.isComplete() ? optimalPath : undefined;
|
||||
// tslint:disable-next-line: no-unused-expression
|
||||
samplerMetrics &&
|
||||
samplerMetrics.logRouterDetails({
|
||||
router: 'js',
|
||||
type: 'total',
|
||||
timingMs: performance.now() - beforeTimeMs,
|
||||
});
|
||||
return finalPath;
|
||||
}
|
||||
|
||||
// Sort fill arrays by descending adjusted completed rate.
|
||||
|
@@ -14,7 +14,8 @@ import { BatchedOperation, ERC20BridgeSource, LiquidityProviderRegistry, TokenAd
|
||||
*/
|
||||
export function getSampleAmounts(maxFillAmount: BigNumber, numSamples: number, expBase: number = 1): BigNumber[] {
|
||||
const distribution = [...Array<BigNumber>(numSamples)].map((_v, i) => new BigNumber(expBase).pow(i));
|
||||
const stepSizes = distribution.map(d => d.div(BigNumber.sum(...distribution)));
|
||||
const distributionSum = BigNumber.sum(...distribution);
|
||||
const stepSizes = distribution.map(d => d.div(distributionSum));
|
||||
const amounts = stepSizes.map((_s, i) => {
|
||||
if (i === numSamples - 1) {
|
||||
return maxFillAmount;
|
||||
|
@@ -1342,6 +1342,7 @@ export class SamplerOperations {
|
||||
case ERC20BridgeSource.Swerve:
|
||||
case ERC20BridgeSource.SnowSwap:
|
||||
case ERC20BridgeSource.Nerve:
|
||||
case ERC20BridgeSource.Synapse:
|
||||
case ERC20BridgeSource.Belt:
|
||||
case ERC20BridgeSource.Ellipsis:
|
||||
case ERC20BridgeSource.Saddle:
|
||||
@@ -1647,6 +1648,7 @@ export class SamplerOperations {
|
||||
case ERC20BridgeSource.Swerve:
|
||||
case ERC20BridgeSource.SnowSwap:
|
||||
case ERC20BridgeSource.Nerve:
|
||||
case ERC20BridgeSource.Synapse:
|
||||
case ERC20BridgeSource.Belt:
|
||||
case ERC20BridgeSource.Ellipsis:
|
||||
case ERC20BridgeSource.Saddle:
|
||||
|
@@ -70,6 +70,7 @@ export enum ERC20BridgeSource {
|
||||
ShibaSwap = 'ShibaSwap',
|
||||
AaveV2 = 'Aave_V2',
|
||||
Compound = 'Compound',
|
||||
Synapse = 'Synapse',
|
||||
// BSC only
|
||||
PancakeSwap = 'PancakeSwap',
|
||||
PancakeSwapV2 = 'PancakeSwap_V2',
|
||||
@@ -115,7 +116,7 @@ export type SourcesWithPoolsCache =
|
||||
export enum CurveFunctionSelectors {
|
||||
None = '0x00000000',
|
||||
exchange = '0x3df02124',
|
||||
exchange_underlying = '0xa6417ed6',
|
||||
exchange_underlying = '0xa6417ed6', // exchange_underlying(int128 i, int128 j, uint256 dx, uint256 min_dy)
|
||||
get_dy_underlying = '0x07211ef7',
|
||||
get_dx_underlying = '0x0e71d1b9',
|
||||
get_dy = '0x5e0d443f', // get_dy(int128,int128,uint256)
|
||||
@@ -130,7 +131,7 @@ export enum CurveFunctionSelectors {
|
||||
// Smoothy
|
||||
swap_uint256 = '0x5673b02d', // swap(uint256,uint256,uint256,uint256)
|
||||
get_swap_amount = '0x45cf2ef6', // getSwapAmount(uint256,uint256,uint256)
|
||||
// Nerve BSC, Saddle Mainnet
|
||||
// Nerve BSC, Saddle Mainnet, Synapse
|
||||
swap = '0x91695586', // swap(uint8,uint8,uint256,uint256,uint256)
|
||||
calculateSwap = '0xa95b089f', // calculateSwap(uint8,uint8,uint256)
|
||||
}
|
||||
@@ -455,6 +456,10 @@ export interface GetMarketOrdersOpts {
|
||||
* Default: 1.25.
|
||||
*/
|
||||
sampleDistributionBase: number;
|
||||
/**
|
||||
* Number of samples to use when creating fill curves with neon-router
|
||||
*/
|
||||
neonRouterNumSamples: number;
|
||||
/**
|
||||
* Fees for each liquidity source, expressed in gas.
|
||||
*/
|
||||
@@ -514,6 +519,15 @@ export interface SamplerMetrics {
|
||||
* @param blockNumber block number of the sampler call
|
||||
*/
|
||||
logBlockNumber(blockNumber: BigNumber): void;
|
||||
|
||||
/**
|
||||
* Logs the routing timings
|
||||
*
|
||||
* @param data.router The router type (neon-router or js)
|
||||
* @param data.type The type of timing being recorded (e.g total timing, all sources timing or vip timing)
|
||||
* @param data.timingMs The timing in milliseconds
|
||||
*/
|
||||
logRouterDetails(data: { router: 'neon-router' | 'js'; type: 'all' | 'vip' | 'total'; timingMs: number }): void;
|
||||
}
|
||||
|
||||
/**
|
||||
@@ -599,6 +613,8 @@ export interface GenerateOptimizedOrdersOpts {
|
||||
allowFallback?: boolean;
|
||||
shouldBatchBridgeOrders?: boolean;
|
||||
gasPrice: BigNumber;
|
||||
neonRouterNumSamples: number;
|
||||
samplerMetrics?: SamplerMetrics;
|
||||
}
|
||||
|
||||
export interface ComparisonPrice {
|
||||
|
@@ -1,4 +1,14 @@
|
||||
[
|
||||
{
|
||||
"version": "6.11.0",
|
||||
"changes": [
|
||||
{
|
||||
"note": "Add Optimism addresses",
|
||||
"pr": 385
|
||||
}
|
||||
],
|
||||
"timestamp": 1640364306
|
||||
},
|
||||
{
|
||||
"version": "6.10.0",
|
||||
"changes": [
|
||||
|
@@ -5,6 +5,10 @@ Edit the package's CHANGELOG.json file only.
|
||||
|
||||
CHANGELOG
|
||||
|
||||
## v6.11.0 - _December 24, 2021_
|
||||
|
||||
* Add Optimism addresses (#385)
|
||||
|
||||
## v6.10.0 - _December 1, 2021_
|
||||
|
||||
* Add Aave supported FQT addresses for Polygon, Avalanche (#321)
|
||||
|
@@ -460,5 +460,47 @@
|
||||
"fillQuoteTransformer": "0xa825d4d3c4d2820c52da69fcccf269b4081871f2",
|
||||
"positiveSlippageFeeTransformer": "0x9ffc7a79133ed5242777e40764777a6d5aab282c"
|
||||
}
|
||||
},
|
||||
"10": {
|
||||
"erc20Proxy": "0x0000000000000000000000000000000000000000",
|
||||
"erc721Proxy": "0x0000000000000000000000000000000000000000",
|
||||
"zrxToken": "0x0000000000000000000000000000000000000000",
|
||||
"etherToken": "0x4200000000000000000000000000000000000006",
|
||||
"exchangeV2": "0x0000000000000000000000000000000000000000",
|
||||
"exchange": "0x0000000000000000000000000000000000000000",
|
||||
"assetProxyOwner": "0x0000000000000000000000000000000000000000",
|
||||
"zeroExGovernor": "0x0000000000000000000000000000000000000000",
|
||||
"forwarder": "0x0000000000000000000000000000000000000000",
|
||||
"coordinatorRegistry": "0x0000000000000000000000000000000000000000",
|
||||
"coordinator": "0x0000000000000000000000000000000000000000",
|
||||
"multiAssetProxy": "0x0000000000000000000000000000000000000000",
|
||||
"staticCallProxy": "0x0000000000000000000000000000000000000000",
|
||||
"erc1155Proxy": "0x0000000000000000000000000000000000000000",
|
||||
"devUtils": "0x0000000000000000000000000000000000000000",
|
||||
"zrxVault": "0x0000000000000000000000000000000000000000",
|
||||
"staking": "0x0000000000000000000000000000000000000000",
|
||||
"stakingProxy": "0x0000000000000000000000000000000000000000",
|
||||
"erc20BridgeProxy": "0x0000000000000000000000000000000000000000",
|
||||
"erc20BridgeSampler": "0x0000000000000000000000000000000000000000",
|
||||
"chaiBridge": "0x0000000000000000000000000000000000000000",
|
||||
"dydxBridge": "0x0000000000000000000000000000000000000000",
|
||||
"godsUnchainedValidator": "0x0000000000000000000000000000000000000000",
|
||||
"broker": "0x0000000000000000000000000000000000000000",
|
||||
"chainlinkStopLimit": "0x0000000000000000000000000000000000000000",
|
||||
"maximumGasPrice": "0x0000000000000000000000000000000000000000",
|
||||
"dexForwarderBridge": "0x0000000000000000000000000000000000000000",
|
||||
"exchangeProxyGovernor": "0x6d506b2847df0c6f04d2628da1adaf4d8fb2e81b",
|
||||
"exchangeProxy": "0xdef1abe32c034e558cdd535791643c58a13acc10",
|
||||
"exchangeProxyTransformerDeployer": "0x3a539ed6bd42de8fbaf3899fb490c792e153d647",
|
||||
"exchangeProxyFlashWallet": "0xa3128d9b7cca7d5af29780a56abeec12b05a6740",
|
||||
"exchangeProxyLiquidityProviderSandbox": "0x0000000000000000000000000000000000000000",
|
||||
"zrxTreasury": "0x0000000000000000000000000000000000000000",
|
||||
"transformers": {
|
||||
"wethTransformer": "0x02ce7af6520e2862f961f5d7eda746642865179c",
|
||||
"payTakerTransformer": "0x085d10a34f14f6a631ea8ff7d016782ee3ffaa11",
|
||||
"affiliateFeeTransformer": "0x55cf1d7535250db75bf0190493f55781ee583553",
|
||||
"fillQuoteTransformer": "0x3543ef833d28b7e983c293856561f21a7f089f1d",
|
||||
"positiveSlippageFeeTransformer": "0xb11e14565dfbeb702dea9bc0cb47f1a8b32f4783"
|
||||
}
|
||||
}
|
||||
}
|
||||
|
@@ -1,6 +1,6 @@
|
||||
{
|
||||
"name": "@0x/contract-addresses",
|
||||
"version": "6.10.0",
|
||||
"version": "6.11.0",
|
||||
"engines": {
|
||||
"node": ">=6.12"
|
||||
},
|
||||
|
@@ -55,6 +55,7 @@ export enum ChainId {
|
||||
Avalanche = 43114,
|
||||
Fantom = 250,
|
||||
Celo = 42220,
|
||||
Optimism = 10,
|
||||
}
|
||||
|
||||
/**
|
||||
|
@@ -1,4 +1,13 @@
|
||||
[
|
||||
{
|
||||
"timestamp": 1640364306,
|
||||
"version": "13.18.5",
|
||||
"changes": [
|
||||
{
|
||||
"note": "Dependencies updated"
|
||||
}
|
||||
]
|
||||
},
|
||||
{
|
||||
"timestamp": 1638390144,
|
||||
"version": "13.18.4",
|
||||
|
@@ -5,6 +5,10 @@ Edit the package's CHANGELOG.json file only.
|
||||
|
||||
CHANGELOG
|
||||
|
||||
## v13.18.5 - _December 24, 2021_
|
||||
|
||||
* Dependencies updated
|
||||
|
||||
## v13.18.4 - _December 1, 2021_
|
||||
|
||||
* Dependencies updated
|
||||
|
@@ -1,6 +1,6 @@
|
||||
{
|
||||
"name": "@0x/contract-wrappers",
|
||||
"version": "13.18.4",
|
||||
"version": "13.18.5",
|
||||
"engines": {
|
||||
"node": ">=6.12"
|
||||
},
|
||||
@@ -57,7 +57,7 @@
|
||||
"dependencies": {
|
||||
"@0x/assert": "^3.0.29",
|
||||
"@0x/base-contract": "^6.4.2",
|
||||
"@0x/contract-addresses": "^6.10.0",
|
||||
"@0x/contract-addresses": "^6.11.0",
|
||||
"@0x/json-schemas": "^6.3.0",
|
||||
"@0x/types": "^3.3.4",
|
||||
"@0x/utils": "^6.4.4",
|
||||
|
@@ -1,4 +1,13 @@
|
||||
[
|
||||
{
|
||||
"timestamp": 1640364306,
|
||||
"version": "8.1.14",
|
||||
"changes": [
|
||||
{
|
||||
"note": "Dependencies updated"
|
||||
}
|
||||
]
|
||||
},
|
||||
{
|
||||
"timestamp": 1638390144,
|
||||
"version": "8.1.13",
|
||||
|
@@ -5,6 +5,10 @@ Edit the package's CHANGELOG.json file only.
|
||||
|
||||
CHANGELOG
|
||||
|
||||
## v8.1.14 - _December 24, 2021_
|
||||
|
||||
* Dependencies updated
|
||||
|
||||
## v8.1.13 - _December 1, 2021_
|
||||
|
||||
* Dependencies updated
|
||||
|
@@ -1,6 +1,6 @@
|
||||
{
|
||||
"name": "@0x/migrations",
|
||||
"version": "8.1.13",
|
||||
"version": "8.1.14",
|
||||
"engines": {
|
||||
"node": ">=6.12"
|
||||
},
|
||||
@@ -68,20 +68,20 @@
|
||||
},
|
||||
"dependencies": {
|
||||
"@0x/base-contract": "^6.4.2",
|
||||
"@0x/contract-addresses": "^6.10.0",
|
||||
"@0x/contract-addresses": "^6.11.0",
|
||||
"@0x/contracts-asset-proxy": "^3.7.19",
|
||||
"@0x/contracts-coordinator": "^3.1.38",
|
||||
"@0x/contracts-dev-utils": "^1.3.36",
|
||||
"@0x/contracts-erc1155": "^2.1.37",
|
||||
"@0x/contracts-erc20": "^3.3.24",
|
||||
"@0x/contracts-erc20": "^3.3.25",
|
||||
"@0x/contracts-erc721": "^3.1.37",
|
||||
"@0x/contracts-exchange": "^3.2.38",
|
||||
"@0x/contracts-exchange-forwarder": "^4.2.38",
|
||||
"@0x/contracts-extensions": "^6.2.32",
|
||||
"@0x/contracts-multisig": "^4.1.38",
|
||||
"@0x/contracts-staking": "^2.0.45",
|
||||
"@0x/contracts-utils": "^4.8.5",
|
||||
"@0x/contracts-zero-ex": "^0.30.0",
|
||||
"@0x/contracts-utils": "^4.8.6",
|
||||
"@0x/contracts-zero-ex": "^0.30.1",
|
||||
"@0x/sol-compiler": "^4.7.5",
|
||||
"@0x/subproviders": "^6.6.0",
|
||||
"@0x/typescript-typings": "^5.2.1",
|
||||
|
@@ -1,4 +1,13 @@
|
||||
[
|
||||
{
|
||||
"timestamp": 1640364306,
|
||||
"version": "1.10.1",
|
||||
"changes": [
|
||||
{
|
||||
"note": "Dependencies updated"
|
||||
}
|
||||
]
|
||||
},
|
||||
{
|
||||
"version": "1.10.0",
|
||||
"changes": [
|
||||
|
@@ -5,6 +5,10 @@ Edit the package's CHANGELOG.json file only.
|
||||
|
||||
CHANGELOG
|
||||
|
||||
## v1.10.1 - _December 24, 2021_
|
||||
|
||||
* Dependencies updated
|
||||
|
||||
## v1.10.0 - _December 1, 2021_
|
||||
|
||||
* Add `AaveV2` and `Compound` deposit/withdrawal liquidity source (#321)
|
||||
|
@@ -1,6 +1,6 @@
|
||||
{
|
||||
"name": "@0x/protocol-utils",
|
||||
"version": "1.10.0",
|
||||
"version": "1.10.1",
|
||||
"engines": {
|
||||
"node": ">=6.12"
|
||||
},
|
||||
@@ -63,8 +63,8 @@
|
||||
},
|
||||
"dependencies": {
|
||||
"@0x/assert": "^3.0.29",
|
||||
"@0x/contract-addresses": "^6.10.0",
|
||||
"@0x/contract-wrappers": "^13.18.4",
|
||||
"@0x/contract-addresses": "^6.11.0",
|
||||
"@0x/contract-wrappers": "^13.18.5",
|
||||
"@0x/json-schemas": "^6.3.0",
|
||||
"@0x/subproviders": "^6.6.0",
|
||||
"@0x/utils": "^6.4.4",
|
||||
|
@@ -959,10 +959,10 @@
|
||||
typedoc "~0.16.11"
|
||||
yargs "^10.0.3"
|
||||
|
||||
"@0x/neon-router@^0.2.1":
|
||||
version "0.2.1"
|
||||
resolved "https://registry.yarnpkg.com/@0x/neon-router/-/neon-router-0.2.1.tgz#23bb3cedc0eafd55a8ba6b6ea8a59ee4c538064b"
|
||||
integrity sha512-feCCKuox4staZl8lxLY4nf5U256NcDHrgvSFra5cU/TUhoblLHb8F7eWAC9ygpukZUCVFLy13mExkFQHXlEOYw==
|
||||
"@0x/neon-router@^0.3.1":
|
||||
version "0.3.1"
|
||||
resolved "https://registry.yarnpkg.com/@0x/neon-router/-/neon-router-0.3.1.tgz#4ec13e750d1435357c4928d7f2521a2b4376f27e"
|
||||
integrity sha512-M4ypTov9KyxsGJpYwobrld3Y2JOlR7U0XjR6BEQE2gQ1k3nie/1wNEI2J4ZjKw++RLDxdv/RCqhgA5VnINzjxA==
|
||||
dependencies:
|
||||
"@mapbox/node-pre-gyp" "^1.0.5"
|
||||
|
||||
|
Reference in New Issue
Block a user