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119 Commits

Author SHA1 Message Date
Github Actions
f0738fc122 Publish
- @0x/contracts-erc20@3.3.32
 - @0x/contracts-test-utils@5.4.23
 - @0x/contracts-treasury@1.4.15
 - @0x/contracts-utils@4.8.13
 - @0x/contracts-zero-ex@0.35.0
 - @0x/asset-swapper@16.62.0
 - @0x/contract-addresses@6.16.0
 - @0x/contract-wrappers@13.20.4
 - @0x/protocol-utils@11.15.0
2022-06-14 22:16:09 +00:00
Github Actions
42baf504b7 Updated CHANGELOGS & MD docs 2022-06-14 22:16:07 +00:00
Kyu
56038d122f Update Ethereum and Optimism FQT addresses (#504) 2022-06-14 14:45:26 -07:00
eobbad
c4446b6c0e Offboard Jetswap, CafeSwap, JulSwap, and PolyDex (#503)
* Offboard Jetswap

* Offboarded CafeSwap

* Offboarded JulSwap

* Offboarded PolyDex

* Changelog

* Update changelog

* Changelog update
2022-06-14 23:05:53 +02:00
eobbad
eaed2958c3 KnightSwap and Mdex cosmetic changes (#502)
* Lowercased KnightSwap and MDEX router address

* Changelog.JSON
2022-06-14 14:45:47 +02:00
Jorge Pérez
a045a3afb8 Chore: Do not send empty entries on Quote Report (#501)
* Chore: Do not send empty entries on Quote Report

* Changelog
2022-06-13 15:52:59 -05:00
Kyu
1cc59ab1ab feat: Add Velodrome support [TKR-432] (#494)
* Implement MixinVelodrome

* Add preliminary implementation of VelodromeSampler

* Add Velodrome in BridgeProtocol of transformer_utils.ts

* Fix MixinVelodrome

* Wire Velodrome sampler in market_operation_utils

* Fix lint error

* Remove gas schedule TODO

* Format VelodromeSampler.sol

* Fix MixinVelodrome

* Update CHANGELOG.json
2022-06-13 11:55:40 -07:00
Kyu
2c6a714b71 Fix a lint error in CHANGELOG.json 2022-06-13 10:41:58 -07:00
Kyu
d8c97d6720 Fix a lint error introduced in earlier PRs 2022-06-13 09:09:13 -07:00
eobbad
d6bc702550 Add KnightSwap on BSC (#498)
* Curve pool script to generate pools and their info. Still need to integrate into API

* Added MDEX to BSC

* Removed curve automation scripts from this PR

* Fixed typo

* Changelog

* fix formatting

* Fixed yarn lint

* Add KnightSwap

* Changelog

* update changelog

* changelog again...
2022-06-10 16:57:42 +02:00
eobbad
2838cb9420 Add MDEX support (BSC) [TKR-426] (#496)
* Curve pool script to generate pools and their info. Still need to integrate into API

* Added MDEX to BSC

* Removed curve automation scripts from this PR

* Fixed typo

* Changelog

* fix formatting

* Fixed yarn lint
2022-06-10 14:14:08 +02:00
Github Actions
b10cfc50d3 Publish
- @0x/contracts-erc20@3.3.31
 - @0x/contracts-test-utils@5.4.22
 - @0x/contracts-treasury@1.4.14
 - @0x/contracts-utils@4.8.12
 - @0x/contracts-zero-ex@0.34.0
 - @0x/asset-swapper@16.61.0
 - @0x/contract-addresses@6.15.0
 - @0x/contract-wrappers@13.20.3
 - @0x/protocol-utils@11.14.0
2022-06-03 19:20:52 +00:00
Github Actions
2e6317b01e Updated CHANGELOGS & MD docs 2022-06-03 19:20:49 +00:00
Noah Khamliche
50e99e6eac address comments 2022-06-03 15:03:00 -04:00
Noah Khamliche
8f2f4554eb fix linting 2022-06-03 15:03:00 -04:00
Noah Khamliche
67d9678a3a fix linting 2022-06-03 15:03:00 -04:00
Noah Khamliche
f70341fb48 rebase development 2022-06-03 15:03:00 -04:00
Megan
14cd24ea47 feat/add MeshSwap on Polygon [TKR-374] (#491)
* Added MeshSwap on Polygon

* Updated changelog
2022-06-03 15:03:00 -04:00
Noah Khamliche
78328056d7 Added BancorV3 to fqt, and added support in asset-swapper 2022-06-03 15:03:00 -04:00
Noah Khamliche
0045a60b0f updated contract-addresses with new ethereum fqt 2022-06-03 15:03:00 -04:00
Noah Khamliche
e4e71c76e1 add weth/eth wrap/unwrap support for bancorv3 2022-06-03 15:03:00 -04:00
Megan
ca8127545f feat/add MeshSwap on Polygon [TKR-374] (#491)
* Added MeshSwap on Polygon

* Updated changelog
2022-06-03 15:03:00 -04:00
Noah Khamliche
7b709089ce fix versioning issue on protocol-utils 2022-06-03 15:03:00 -04:00
Noah Khamliche
190f7e45f2 final changes 2022-06-03 15:03:00 -04:00
Noah Khamliche
0dcc3a6fc3 nitpicks 2022-06-03 15:03:00 -04:00
Noah Khamliche
c2e8cae293 added changelog entries 2022-06-03 15:03:00 -04:00
Noah Khamliche
83da7caab4 fixed bancor sell quotes 2022-06-03 15:03:00 -04:00
Noah Khamliche
fd69a0c273 added weth/eth support to sampler 2022-06-03 15:03:00 -04:00
Noah Khamliche
9b131199ad add weth/eth wrap/unwrap support for bancorv3 2022-06-03 15:03:00 -04:00
Noah Khamliche
f5c486050b added bancor mixin/sampler and started linking up with asset-swapper 2022-06-03 15:03:00 -04:00
Megan
1f41fe6a20 feat/add MeshSwap on Polygon [TKR-374] (#491)
* Added MeshSwap on Polygon

* Updated changelog
2022-06-02 19:11:25 +02:00
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
Kyu
db76da58d7 Add stETH wrap/unwrap support [TKR-377] (#476)
* Update MixinLido to support stETH wrapping/unwrapping

* Update LidoSampler and asset-swapper

* Re-use token address constants in LIDO_INFO_BY_CHAIN

* Update CHANGELOG.json

* Add stETH <-> wstETH to TokenAdjacencyGraph

* Change lido gas schedule code style

* Move allowance approval inside the wrap branch

* Refactor LidoSampler to reduce its bytecode size
2022-05-31 09:58:44 -07:00
mzhu25
cf8fc0ff8e Split up BridgeAdapter by chain [TKR-402] (#487)
* Split up BridgeAdapter by chain

* Fix BridgeProtocols enum

* Add isSupportedSource to bridge adapter contracts

* Add bridge adapter tests

* Fix FQT test
2022-05-25 14:18:24 -04:00
Kyu
2d16f83e37 Offboard/clean up Oasis, CoFix, and legacy Kyber [TKR-405] (#482)
* Remove Oasis

* Remove CoFix code

* Remove MixinKyber

* Remove Kyber from asset-swapper

* Delete unused imports, interface, and etc.

* Fix the test failure issue when it's run with neon-router

* Update CHANGELOG.json
2022-05-19 17:39:02 -07:00
Github Actions
4057bdab91 Publish
- @0x/asset-swapper@16.60.1
2022-05-19 03:40:00 +00:00
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
69bafc3bcd Publish
- @0x/contracts-erc20@3.3.30
 - @0x/contracts-test-utils@5.4.21
 - @0x/contracts-treasury@1.4.13
 - @0x/contracts-utils@4.8.11
 - @0x/contracts-zero-ex@0.33.0
 - @0x/asset-swapper@16.60.0
 - @0x/contract-addresses@6.14.0
 - @0x/contract-wrappers@13.20.2
 - @0x/migrations@8.1.19
 - @0x/protocol-utils@11.13.0
2022-05-19 00:21:50 +00:00
Github Actions
2c44b06b7b Updated CHANGELOGS & MD docs 2022-05-19 00:21:47 +00:00
Kyu
0233f00b4e Increase KyberDMM base gas [TKR-317] (#479)
* Increase KyberDMM base gas

* Update CHANGELOG.json
2022-05-18 17:00:11 -07:00
Kyu
fedb53187d Add Yoshi Exchange support (Fantom) [TKR-270] (#473)
* Resolve conflicts

* Update CHANGELOG.json
2022-05-18 16:58:41 -07:00
Noah Khamliche
6774d2f588 prettier and lint everything 2022-05-18 19:53:50 -04:00
Noah Khamliche
cf740b74f5 removed extraneous comments in sampler 2022-05-18 19:53:50 -04:00
Noah Khamliche
177c00463a comments and nits 2022-05-18 19:53:50 -04:00
Noah Khamliche
49b0e32129 added address ref from AVALANCHE_TOKENS for mim instead of raw address 2022-05-18 19:53:50 -04:00
Noah Khamliche
938fc94756 final deployments and updates for bridge adapter and fqt on avax/bsc 2022-05-18 19:53:50 -04:00
Noah Khamliche
1561d91c2b added changelog entries 2022-05-18 19:53:50 -04:00
Noah Khamliche
9a28e51f51 rebased dev and merged 2022-05-18 19:53:50 -04:00
Ido Kleinman
f55eaa867b Add BiSwap (as UniV2 clone) on BSC (#471)
* Add BiSwap (as UniV2 clone) on BSC

* changelog PR number

* add BSW

* remove BiSwap from transformer_utils

* Do not initialize BalancerV2SwapInfoCache on unsupported chains [TKR-365] (#472)

* Do not initialize BalancerV2SwapInfoCache on unsupported chains
* Update CHANGELOG.json

* Updated CHANGELOGS & MD docs

* Publish

 - @0x/asset-swapper@16.57.3

* chore: Decomission SnowSwap [TKR-356] (#468)

* Decomission SnowSwap

* SnowSwap doesn't have much liquidity anymore (the largest pool has ~$50k)

* Update CHANGELOG.json

* Update CHANGELOG.json

* chore: Offboard Swerve Finance and LinkSwap [TKR-356] (#469)

* Offboard swerve

* Update CHANGELOG.json

* Offboard LinkSwap

* Remove unused import

* Fix CHANGELOG.json

* chore: Offboard Eth2Dai [TKR-356] (#470)

* Offboard Eth2Dai

* Update CHANGELOG.json

* feat: add IRfqClient (#467)

* add message to changelog for #467 (#474)

* Update saddle mainnet pools (#450)

* Add saddle v2 pools

* remove outdated pools

* add two saddle meta pools

* forgot changelog

* remove saddle metapools

* changelog update

* Fix a lint issue (#475)

* Updated CHANGELOGS & MD docs

* Publish

 - @0x/asset-swapper@16.59.0

* Add BiSwap (as UniV2 clone) on BSC

* rebase new changes for balv2, up changelog, quotes working

* remove Biswap from transformer_utils once again

Co-authored-by: Kyu <kyuhyun217@gmail.com>
Co-authored-by: Github Actions <github-actions@github.com>
Co-authored-by: phil-ociraptor <phil@0x.org>
Co-authored-by: Cece Z <me@cecez.xyz>
Co-authored-by: Noah Khamliche <noah@0xproject.com>
2022-05-16 17:11:23 -07:00
Github Actions
6b2856424a Publish
- @0x/asset-swapper@16.59.0
2022-05-13 00:07:18 +00:00
Github Actions
da757c4700 Updated CHANGELOGS & MD docs 2022-05-13 00:07:16 +00:00
Kyu
75e6654884 Fix a lint issue (#475) 2022-05-12 16:49:10 -07:00
Cece Z
87308e7693 Update saddle mainnet pools (#450)
* Add saddle v2 pools

* remove outdated pools

* add two saddle meta pools

* forgot changelog

* remove saddle metapools

* changelog update
2022-05-12 18:59:55 -04:00
phil-ociraptor
d5eef93a76 add message to changelog for #467 (#474) 2022-05-11 22:17:17 -05:00
phil-ociraptor
a7f23a982e feat: add IRfqClient (#467) 2022-05-11 12:35:05 -05:00
Kyu
9eadc5fc28 chore: Offboard Eth2Dai [TKR-356] (#470)
* Offboard Eth2Dai

* Update CHANGELOG.json
2022-05-10 13:54:28 -07:00
Kyu
92ad1a612e chore: Offboard Swerve Finance and LinkSwap [TKR-356] (#469)
* Offboard swerve

* Update CHANGELOG.json

* Offboard LinkSwap

* Remove unused import

* Fix CHANGELOG.json
2022-05-10 13:13:18 -07:00
Kyu
09413c0e12 chore: Decomission SnowSwap [TKR-356] (#468)
* Decomission SnowSwap

* SnowSwap doesn't have much liquidity anymore (the largest pool has ~$50k)

* Update CHANGELOG.json

* Update CHANGELOG.json
2022-05-10 09:55:43 -07:00
Github Actions
23788b41d5 Publish
- @0x/asset-swapper@16.57.3
2022-05-10 01:41:10 +00:00
Github Actions
ccf999a495 Updated CHANGELOGS & MD docs 2022-05-10 01:41:06 +00:00
Kyu
aa1016ee5f Do not initialize BalancerV2SwapInfoCache on unsupported chains [TKR-365] (#472)
* Do not initialize BalancerV2SwapInfoCache on unsupported chains
* Update CHANGELOG.json
2022-05-09 18:21:04 -07:00
Github Actions
423ef57344 Publish
- @0x/asset-swapper@16.57.2
2022-05-02 21:22:37 +00:00
Github Actions
c18149e82f Updated CHANGELOGS & MD docs 2022-05-02 21:22:33 +00:00
Jorge Pérez
d14aebf724 Fix the filter for considered sources on indicative sells for Quote Report (#466) 2022-05-02 15:45:15 -05:00
Kyu
ba719a9631 Add cvxfxs-fxs curve pool on Ethereum mainnet (#465)
* Add cvxfxs-fxs curve pool on Ethereum mainnet

* Update CHANGELOG.json

* Fix an existing formatting issue

* Adjust gasSchedule and merge the change under 16.57.1
2022-04-27 17:07:36 -07:00
eobbad
d36034d958 chore/ANY-QUICK on polygon MAG-MIM on avax (#464)
* Added ANY/QUICK pair on Polygon

* Updated changelog.json

* Update CHANGELOG.json
2022-04-26 10:55:03 -04:00
Github Actions
7750c57620 Publish
- @0x/contracts-erc20@3.3.29
 - @0x/contracts-test-utils@5.4.20
 - @0x/contracts-treasury@1.4.12
 - @0x/contracts-utils@4.8.10
 - @0x/contracts-zero-ex@0.32.0
 - @0x/asset-swapper@16.57.0
 - @0x/contract-addresses@6.13.0
 - @0x/contract-wrappers@13.20.1
 - @0x/migrations@8.1.18
 - @0x/protocol-utils@11.12.0
2022-04-22 07:05:10 +00:00
Github Actions
4d027e11d1 Updated CHANGELOGS & MD docs 2022-04-22 07:05:06 +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
Github Actions
7c51412e2f Publish
- @0x/asset-swapper@16.56.0
2022-04-21 21:16:27 +00:00
Github Actions
b3d1f3cd10 Updated CHANGELOGS & MD docs 2022-04-21 21:16:23 +00:00
mzhu25
389bb77439 Add estimatedGas to ExtendedQuoteReport (#463) 2022-04-21 13:52:13 -07:00
Github Actions
4327885a00 Publish
- @0x/asset-swapper@16.55.0
2022-04-07 16:07:52 +00:00
Github Actions
0aef0afbbb Updated CHANGELOGS & MD docs 2022-04-07 16:07:49 +00:00
Lawrence Forman
fa4c3a4f5f fix quote consumer RFQ VIP code path not checking if transfromERC20 is required (#461)
Co-authored-by: Lawrence Forman <me@merklejerk.com>
2022-04-07 11:58:07 -04:00
Github Actions
1d7c527c5c Publish
- @0x/asset-swapper@16.54.0
2022-04-06 03:26:22 +00:00
Github Actions
cbe3135e4b Updated CHANGELOGS & MD docs 2022-04-06 03:26:18 +00:00
Lawrence Forman
955ad49711 add real VIP support for eligible RFQT swaps (#458)
Co-authored-by: Lawrence Forman <me@merklejerk.com>
2022-04-05 23:00:12 -04:00
Github Actions
8d6f6e76e0 Publish
- @0x/contracts-erc20@3.3.28
 - @0x/contracts-test-utils@5.4.19
 - @0x/contracts-treasury@1.4.11
 - @0x/contracts-utils@4.8.9
 - @0x/contracts-zero-ex@0.31.2
 - @0x/asset-swapper@16.53.0
 - @0x/contract-addresses@6.12.1
 - @0x/contract-artifacts@3.18.0
 - @0x/contract-wrappers@13.20.0
 - @0x/migrations@8.1.17
 - @0x/protocol-utils@1.11.2
2022-03-31 15:09:24 +00:00
Github Actions
9337115650 Updated CHANGELOGS & MD docs 2022-03-31 15:09:21 +00:00
Kim Persson
fa45a44fe4 fix: use Node 16 for publish GH action (#457) 2022-03-31 16:47:02 +02:00
Kim Persson
c9c7ac8559 feat: add block number to quote report data [TKR-314] (#448)
* feat: add blockNumber to MarketSideLiquidity response

* fix: return block number back in swap quote response

* chore: add asset-swapper changelog entry
2022-03-31 15:42:34 +02:00
Kim Persson
c881723578 feat: use neon-router in CI tests (#453)
* fix: initially skip all tests that don't work with the Rust router

* fix: enable rust router for CircleCI tests

* fix: handle invalid output sampels & enable numSamples tests

* chore: add comments about disabled tests

* chore: add asset-swapper changelog entry
2022-03-31 14:32:59 +02:00
Kim Persson
c9c30d3a76 chore: bump ts version to solve type issue with ethereumjs (#455) 2022-03-31 13:55:17 +02:00
Noah Khamliche
73dfdb5b69 fixed gas estimation and removed hint from intermediate tokens 2022-03-21 14:51:23 -04:00
Noah Khamliche
e638268f94 updated routing 2022-03-21 14:51:23 -04:00
Noah Khamliche
0bfd765481 updating changelog 2022-03-21 14:51:23 -04:00
Noah Khamliche
1f12893735 fixing routing 2022-03-21 14:51:23 -04:00
Noah Khamliche
dd3d9337c4 Added Stargate curve pool 2022-03-21 14:51:23 -04:00
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
64c090c4b4 removed local bignumber resolution 2022-03-10 21:22:28 -05:00
Noah Khamliche
e24474f152 lint and prettier 2022-03-10 21:22:28 -05:00
Noah Khamliche
29fa408256 final nitpicks 2022-03-10 21:22:28 -05:00
Noah Khamliche
1b94cc68af fixed gas schedule 2022-03-10 21:22:28 -05:00
Noah Khamliche
f5b4bb3035 removed low liquidity pools, and fixed some routing 2022-03-10 21:22:28 -05:00
Noah Khamliche
afd880f28c poolAddress -> NULL_ADDRESS for consitent types 2022-03-10 21:22:28 -05:00
Noah Khamliche
cd14cdd168 fixed lint 2022-03-10 21:22:28 -05:00
Noah Khamliche
c8ff53a75f fixed mobius common argument abstraction 2022-03-10 21:22:28 -05:00
Noah Khamliche
6d08add20b minimized reused code for mobius pairs 2022-03-10 21:22:28 -05:00
Noah Khamliche
29f9c725e3 bump changelog to version after feat/BTRFLYCurve 2022-03-10 21:22:28 -05:00
Noah Khamliche
a83453f07f prettier and lint 2022-03-10 21:22:28 -05:00
Noah Khamliche
ae365ce92c finished off mobius money pairs 2022-03-10 21:22:28 -05:00
Noah Khamliche
77a592e891 added mobius config for celo and some inital test pools 2022-03-10 21:22:28 -05:00
Github Actions
9a1df67d6b Publish
- @0x/asset-swapper@16.51.0
2022-03-10 04:58:07 +00:00
Github Actions
4b91411faf Updated CHANGELOGS & MD docs 2022-03-10 04:58:04 +00:00
Jacob Evans
622a542d57 feat: Curve YFI-ETH (#444)
* feat: Curve YFI-ETH

* CHANGELOG
2022-03-10 14:36:59 +10:00
Github Actions
cba53a9a50 Publish
- @0x/asset-swapper@16.50.3
2022-03-09 14:59:25 +00:00
Github Actions
e186f27f63 Updated CHANGELOGS & MD docs 2022-03-09 14:59:22 +00:00
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
Shawn
f6e85aedf1 Fix/routing glue optimization (#439)
* fix: only create fills if using js router, remove `unoptimizedPath`

* minor optimizations

* remove the cap of route output in buys

* change PR number

* fix: Update Ropsten UniswapV3 Router address (#441)

* fix: Update Ropsten UniswapV3 Router address

* Update CHANGELOG

* Updated CHANGELOGS & MD docs

* Publish

 - @0x/asset-swapper@16.50.2

* change PR number

Co-authored-by: Kim Persson <kimpersson88@gmail.com>
Co-authored-by: Jacob Evans <jacob@dekz.net>
Co-authored-by: Github Actions <github-actions@github.com>
2022-03-08 16:26:22 -08:00
Github Actions
b3ee294ba5 Publish
- @0x/asset-swapper@16.50.2
2022-03-07 01:37:11 +00:00
Github Actions
1c242def93 Updated CHANGELOGS & MD docs 2022-03-07 01:37:07 +00:00
Jacob Evans
f0fe6f2f69 fix: Update Ropsten UniswapV3 Router address (#441)
* fix: Update Ropsten UniswapV3 Router address

* Update CHANGELOG
2022-03-07 11:18:25 +10:00
Github Actions
f86d555e49 Publish
- @0x/asset-swapper@16.50.1
2022-03-03 13:04:04 +00:00
Github Actions
b0f2c40463 Updated CHANGELOGS & MD docs 2022-03-03 13:04:00 +00:00
Kim Persson
87be6fbb8a fix: lower UniswapV3Sampler quote gas allowance to 700k (#438)
* fix: lower UniswapV3Sampler quote gas allowance to 700k

* chore: add asset-swapper changelog entry
2022-03-03 13:45:20 +01:00
Noah Khamliche
9141a9d2c8 feat: BTRFLY/WETH factory pool (#437)
* added curve support for BTRFLY/WETH factory pool

* prettier and lint

* remove timestamp

* fixed gas schedule for btrflyweth pool

* chore: update Node16 (#384)


* Node 16

* update yarn.lock

* Update ganache-cli and merkle-patricia-tree

* [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

* feat: Improve Uniswap V3 gas schedule redux (#424)

* Revert "fix: Revert Improve Uniswap V3 gas schedule (#397) (#419)"

This reverts commit df0e0866e4.

* fix: UniswapV3Sampler return token amounts as the last value in return tuple

* fix: bump Uniswap V3 quote max gas because QuoterV2 is more expensive

* fix: don't try to rout 0 sellAmount/buyAmount quotes

* fix: Linting issue

* fix: use median gas usage instead of mean in UniV3 gas schedule

* chore: add asset-swapper changelog entry

* fix: remove contract-addresses changelog empty row failing linting

* Updated CHANGELOGS & MD docs

* Publish

 - @0x/contracts-erc20@3.3.27
 - @0x/contracts-test-utils@5.4.18
 - @0x/contracts-treasury@1.4.10
 - @0x/contracts-utils@4.8.8
 - @0x/contracts-zero-ex@0.31.1
 - @0x/asset-swapper@16.50.0
 - @0x/contract-addresses@6.12.0
 - @0x/contract-wrappers@13.19.1
 - @0x/migrations@8.1.16
 - @0x/protocol-utils@1.11.1

* Add v4 NFT Audits (#435)

* prettier and lint

Co-authored-by: Jacob Evans <jacob@dekz.net>
Co-authored-by: Cece Z <cece@0xproject.com>
Co-authored-by: Kim Persson <kimpers@users.noreply.github.com>
Co-authored-by: Github Actions <github-actions@github.com>
Co-authored-by: Jessica Lin <jlin2700@gmail.com>
2022-03-02 21:18:40 -05:00
Jessica Lin
7f75de347e Add v4 NFT Audits (#435) 2022-03-02 10:46:00 -08:00
172 changed files with 6861 additions and 8159 deletions

View File

@@ -19,7 +19,6 @@ jobs:
command: yarn --frozen-lockfile --ignore-engines install || yarn --frozen-lockfile --ignore-engines install
- setup_remote_docker
- run: yarn build:ci || yarn build:ci || yarn build:ci || yarn build:ci || yarn build:ci || yarn build:ci
- run: yarn build:ts || yarn build:ts || yarn build:ts || yarn build:ts || yarn build:ts || yarn build:ts
- save_cache:
key: repo-{{ .Environment.CIRCLE_SHA1 }}
paths:
@@ -110,6 +109,8 @@ jobs:
docker:
- image: node:16
working_directory: ~/repo
environment:
RUST_ROUTER: 'true'
steps:
- restore_cache:
keys:
@@ -117,7 +118,6 @@ jobs:
- run: yarn wsrun -p @0x/contracts-test-utils -m --serial -c test:circleci
- run: yarn wsrun -p @0x/contract-artifacts -m --serial -c test:circleci
- run: yarn wsrun -p @0x/contract-wrappers-test -m --serial -c test:circleci
- run: yarn wsrun -p @0x/migrations -m --serial -c test:circleci
- run: yarn wsrun -p @0x/order-utils -m --serial -c test:circleci
- run: yarn wsrun -p @0x/asset-swapper -m --serial -c test:circleci
- save_cache:

View File

@@ -1,7 +1,6 @@
python: ['python-packages']
contracts: ['contracts']
@0x/contract-addresses: ['packages/contract-addresses']
@0x/migrations: ['packages/migrations']
@0x/order-utils: ['packages/order-utils']
@0x/contract-artifacts: ['packages/contract-artifacts']
@0x/contract-wrappers: ['packages/contract-wrappers']

View File

@@ -28,7 +28,7 @@ jobs:
fetch-depth: 0
- uses: actions/setup-node@v1
with:
node-version: 10
node-version: 16
- uses: actions/setup-python@v2
- name: 'configure git'
run: |

View File

@@ -38,7 +38,6 @@ These packages are all under development. See [/contracts/README.md](/contracts/
| [`@0x/protocol-utils`](/packages/protocol-utils) | [![npm](https://img.shields.io/npm/v/@0x/protocol-utils.svg)](https://www.npmjs.com/package/@0x/protocol-utils) | A set of utilities for generating, parsing, signing and validating 0x orders |
| [`@0x/contract-addresses`](/packages/contract-addresses) | [![npm](https://img.shields.io/npm/v/@0x/contract-addresses.svg)](https://www.npmjs.com/package/@0x/contract-addresses) | A tiny utility library for getting known deployed contract addresses for a particular network. |
| [`@0x/contract-wrappers`](/packages/contract-wrappers) | [![npm](https://img.shields.io/npm/v/@0x/contract-wrappers.svg)](https://www.npmjs.com/package/@0x/contract-wrappers) | JS/TS wrappers for interacting with the 0x smart contracts |
| [`@0x/migrations`](/packages/migrations) | [![npm](https://img.shields.io/npm/v/@0x/migrations.svg)](https://www.npmjs.com/package/@0x/migrations) | Migration tool for deploying 0x smart contracts on private testnets |
| [`@0x/contract-artifacts`](/packages/contract-artifacts) | [![npm](https://img.shields.io/npm/v/@0x/contract-artifacts.svg)](https://www.npmjs.com/package/@0x/contract-artifacts) | 0x smart contract compilation artifacts | |
## Usage

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@@ -1,4 +1,49 @@
[
{
"timestamp": 1655244958,
"version": "3.3.32",
"changes": [
{
"note": "Dependencies updated"
}
]
},
{
"timestamp": 1654284040,
"version": "3.3.31",
"changes": [
{
"note": "Dependencies updated"
}
]
},
{
"timestamp": 1652919697,
"version": "3.3.30",
"changes": [
{
"note": "Dependencies updated"
}
]
},
{
"timestamp": 1650611093,
"version": "3.3.29",
"changes": [
{
"note": "Dependencies updated"
}
]
},
{
"timestamp": 1648739346,
"version": "3.3.28",
"changes": [
{
"note": "Dependencies updated"
}
]
},
{
"timestamp": 1646225739,
"version": "3.3.27",

View File

@@ -5,6 +5,26 @@ Edit the package's CHANGELOG.json file only.
CHANGELOG
## v3.3.32 - _June 14, 2022_
* Dependencies updated
## v3.3.31 - _June 3, 2022_
* Dependencies updated
## v3.3.30 - _May 19, 2022_
* Dependencies updated
## v3.3.29 - _April 22, 2022_
* Dependencies updated
## v3.3.28 - _March 31, 2022_
* Dependencies updated
## v3.3.27 - _March 2, 2022_
* Dependencies updated

View File

@@ -1,6 +1,6 @@
{
"name": "@0x/contracts-erc20",
"version": "3.3.27",
"version": "3.3.32",
"engines": {
"node": ">=6.12"
},
@@ -51,18 +51,18 @@
},
"homepage": "https://github.com/0xProject/protocol/tree/main/contracts/tokens",
"devDependencies": {
"@0x/abi-gen": "^5.7.2",
"@0x/contracts-gen": "^2.0.43",
"@0x/contracts-test-utils": "^5.4.18",
"@0x/contracts-utils": "^4.8.8",
"@0x/dev-utils": "^4.2.11",
"@0x/sol-compiler": "^4.7.8",
"@0x/abi-gen": "^5.8.0",
"@0x/contracts-gen": "^2.0.46",
"@0x/contracts-test-utils": "^5.4.23",
"@0x/contracts-utils": "^4.8.13",
"@0x/dev-utils": "^4.2.14",
"@0x/sol-compiler": "^4.8.1",
"@0x/ts-doc-gen": "^0.0.28",
"@0x/tslint-config": "^4.1.4",
"@0x/types": "^3.3.4",
"@0x/typescript-typings": "^5.2.1",
"@0x/utils": "^6.5.0",
"@0x/web3-wrapper": "^7.6.2",
"@0x/types": "^3.3.6",
"@0x/typescript-typings": "^5.3.1",
"@0x/utils": "^6.5.3",
"@0x/web3-wrapper": "^7.6.5",
"@types/lodash": "4.14.104",
"@types/mocha": "^5.2.7",
"@types/node": "12.12.54",
@@ -70,7 +70,7 @@
"chai-as-promised": "^7.1.0",
"chai-bignumber": "^3.0.0",
"dirty-chai": "^2.0.1",
"ethereum-types": "^3.6.0",
"ethereum-types": "^3.7.0",
"lodash": "^4.17.11",
"make-promises-safe": "^1.1.0",
"mocha": "^6.2.0",
@@ -79,10 +79,10 @@
"solhint": "^1.4.1",
"tslint": "5.11.0",
"typedoc": "~0.16.11",
"typescript": "4.2.2"
"typescript": "4.6.3"
},
"dependencies": {
"@0x/base-contract": "^6.4.5",
"@0x/base-contract": "^6.5.0",
"ethers": "~4.0.4"
},
"publishConfig": {

View File

@@ -1,4 +1,49 @@
[
{
"timestamp": 1655244958,
"version": "5.4.23",
"changes": [
{
"note": "Dependencies updated"
}
]
},
{
"timestamp": 1654284040,
"version": "5.4.22",
"changes": [
{
"note": "Dependencies updated"
}
]
},
{
"timestamp": 1652919697,
"version": "5.4.21",
"changes": [
{
"note": "Dependencies updated"
}
]
},
{
"timestamp": 1650611093,
"version": "5.4.20",
"changes": [
{
"note": "Dependencies updated"
}
]
},
{
"timestamp": 1648739346,
"version": "5.4.19",
"changes": [
{
"note": "Dependencies updated"
}
]
},
{
"timestamp": 1646225739,
"version": "5.4.18",

View File

@@ -5,6 +5,26 @@ Edit the package's CHANGELOG.json file only.
CHANGELOG
## v5.4.23 - _June 14, 2022_
* Dependencies updated
## v5.4.22 - _June 3, 2022_
* Dependencies updated
## v5.4.21 - _May 19, 2022_
* Dependencies updated
## v5.4.20 - _April 22, 2022_
* Dependencies updated
## v5.4.19 - _March 31, 2022_
* Dependencies updated
## v5.4.18 - _March 2, 2022_
* Dependencies updated

View File

@@ -1,6 +1,6 @@
{
"name": "@0x/contracts-test-utils",
"version": "5.4.18",
"version": "5.4.23",
"engines": {
"node": ">=6.12"
},
@@ -34,28 +34,28 @@
},
"homepage": "https://github.com/0xProject/protocol/tree/main/contracts/test-utils",
"devDependencies": {
"@0x/sol-compiler": "^4.7.8",
"@0x/sol-compiler": "^4.8.1",
"@0x/tslint-config": "^4.1.4",
"npm-run-all": "^4.1.2",
"shx": "^0.2.2",
"tslint": "5.11.0",
"typescript": "4.2.2"
"typescript": "4.6.3"
},
"dependencies": {
"@0x/assert": "^3.0.31",
"@0x/base-contract": "^6.4.5",
"@0x/contract-addresses": "^6.12.0",
"@0x/dev-utils": "^4.2.11",
"@0x/json-schemas": "^6.4.1",
"@0x/assert": "^3.0.34",
"@0x/base-contract": "^6.5.0",
"@0x/contract-addresses": "^6.16.0",
"@0x/dev-utils": "^4.2.14",
"@0x/json-schemas": "^6.4.4",
"@0x/order-utils": "^10.4.28",
"@0x/sol-coverage": "^4.0.42",
"@0x/sol-profiler": "^4.1.32",
"@0x/sol-trace": "^3.0.42",
"@0x/subproviders": "^6.6.2",
"@0x/types": "^3.3.4",
"@0x/typescript-typings": "^5.2.1",
"@0x/utils": "^6.5.0",
"@0x/web3-wrapper": "^7.6.2",
"@0x/sol-coverage": "^4.0.45",
"@0x/sol-profiler": "^4.1.35",
"@0x/sol-trace": "^3.0.45",
"@0x/subproviders": "^6.6.5",
"@0x/types": "^3.3.6",
"@0x/typescript-typings": "^5.3.1",
"@0x/utils": "^6.5.3",
"@0x/web3-wrapper": "^7.6.5",
"@types/bn.js": "^4.11.0",
"@types/js-combinatorics": "^0.5.29",
"@types/lodash": "4.14.104",
@@ -67,7 +67,7 @@
"chai-bignumber": "^3.0.0",
"decimal.js": "^10.2.0",
"dirty-chai": "^2.0.1",
"ethereum-types": "^3.6.0",
"ethereum-types": "^3.7.0",
"ethereumjs-util": "^7.0.10",
"ethers": "~4.0.4",
"js-combinatorics": "^0.5.3",

View File

@@ -1,4 +1,49 @@
[
{
"timestamp": 1655244958,
"version": "1.4.15",
"changes": [
{
"note": "Dependencies updated"
}
]
},
{
"timestamp": 1654284040,
"version": "1.4.14",
"changes": [
{
"note": "Dependencies updated"
}
]
},
{
"timestamp": 1652919697,
"version": "1.4.13",
"changes": [
{
"note": "Dependencies updated"
}
]
},
{
"timestamp": 1650611093,
"version": "1.4.12",
"changes": [
{
"note": "Dependencies updated"
}
]
},
{
"timestamp": 1648739346,
"version": "1.4.11",
"changes": [
{
"note": "Dependencies updated"
}
]
},
{
"timestamp": 1646225739,
"version": "1.4.10",

View File

@@ -5,6 +5,26 @@ Edit the package's CHANGELOG.json file only.
CHANGELOG
## v1.4.15 - _June 14, 2022_
* Dependencies updated
## v1.4.14 - _June 3, 2022_
* Dependencies updated
## v1.4.13 - _May 19, 2022_
* Dependencies updated
## v1.4.12 - _April 22, 2022_
* Dependencies updated
## v1.4.11 - _March 31, 2022_
* Dependencies updated
## v1.4.10 - _March 2, 2022_
* Dependencies updated

View File

@@ -1,6 +1,6 @@
{
"name": "@0x/contracts-treasury",
"version": "1.4.10",
"version": "1.4.15",
"engines": {
"node": ">=6.12"
},
@@ -46,14 +46,14 @@
},
"homepage": "https://github.com/0xProject/protocol/tree/main/contracts/treasury",
"devDependencies": {
"@0x/abi-gen": "^5.7.2",
"@0x/contract-addresses": "^6.12.0",
"@0x/abi-gen": "^5.8.0",
"@0x/contract-addresses": "^6.16.0",
"@0x/contracts-asset-proxy": "^3.7.19",
"@0x/contracts-erc20": "^3.3.27",
"@0x/contracts-gen": "^2.0.43",
"@0x/contracts-erc20": "^3.3.32",
"@0x/contracts-gen": "^2.0.46",
"@0x/contracts-staking": "^2.0.45",
"@0x/contracts-test-utils": "^5.4.18",
"@0x/sol-compiler": "^4.7.8",
"@0x/contracts-test-utils": "^5.4.23",
"@0x/sol-compiler": "^4.8.1",
"@0x/ts-doc-gen": "^0.0.28",
"@0x/tslint-config": "^4.1.4",
"@types/isomorphic-fetch": "^0.0.35",
@@ -69,17 +69,17 @@
"solhint": "^1.4.1",
"tslint": "5.11.0",
"typedoc": "~0.16.11",
"typescript": "4.2.2"
"typescript": "4.6.3"
},
"dependencies": {
"@0x/base-contract": "^6.4.5",
"@0x/protocol-utils": "^1.11.1",
"@0x/subproviders": "^6.6.2",
"@0x/types": "^3.3.4",
"@0x/typescript-typings": "^5.2.1",
"@0x/utils": "^6.5.0",
"@0x/web3-wrapper": "^7.6.2",
"ethereum-types": "^3.6.0",
"@0x/base-contract": "^6.5.0",
"@0x/protocol-utils": "^11.15.0",
"@0x/subproviders": "^6.6.5",
"@0x/types": "^3.3.6",
"@0x/typescript-typings": "^5.3.1",
"@0x/utils": "^6.5.3",
"@0x/web3-wrapper": "^7.6.5",
"ethereum-types": "^3.7.0",
"ethereumjs-util": "^7.0.10"
},
"publishConfig": {

View File

@@ -1,4 +1,49 @@
[
{
"timestamp": 1655244958,
"version": "4.8.13",
"changes": [
{
"note": "Dependencies updated"
}
]
},
{
"timestamp": 1654284040,
"version": "4.8.12",
"changes": [
{
"note": "Dependencies updated"
}
]
},
{
"timestamp": 1652919697,
"version": "4.8.11",
"changes": [
{
"note": "Dependencies updated"
}
]
},
{
"timestamp": 1650611093,
"version": "4.8.10",
"changes": [
{
"note": "Dependencies updated"
}
]
},
{
"timestamp": 1648739346,
"version": "4.8.9",
"changes": [
{
"note": "Dependencies updated"
}
]
},
{
"timestamp": 1646225739,
"version": "4.8.8",

View File

@@ -5,6 +5,26 @@ Edit the package's CHANGELOG.json file only.
CHANGELOG
## v4.8.13 - _June 14, 2022_
* Dependencies updated
## v4.8.12 - _June 3, 2022_
* Dependencies updated
## v4.8.11 - _May 19, 2022_
* Dependencies updated
## v4.8.10 - _April 22, 2022_
* Dependencies updated
## v4.8.9 - _March 31, 2022_
* Dependencies updated
## v4.8.8 - _March 2, 2022_
* Dependencies updated

View File

@@ -1,6 +1,6 @@
{
"name": "@0x/contracts-utils",
"version": "4.8.8",
"version": "4.8.13",
"engines": {
"node": ">=6.12"
},
@@ -50,15 +50,15 @@
},
"homepage": "https://github.com/0xProject/protocol/tree/main/contracts/utils",
"devDependencies": {
"@0x/abi-gen": "^5.7.2",
"@0x/contracts-gen": "^2.0.43",
"@0x/contracts-test-utils": "^5.4.18",
"@0x/dev-utils": "^4.2.11",
"@0x/abi-gen": "^5.8.0",
"@0x/contracts-gen": "^2.0.46",
"@0x/contracts-test-utils": "^5.4.23",
"@0x/dev-utils": "^4.2.14",
"@0x/order-utils": "^10.4.28",
"@0x/sol-compiler": "^4.7.8",
"@0x/sol-compiler": "^4.8.1",
"@0x/tslint-config": "^4.1.4",
"@0x/types": "^3.3.4",
"@0x/web3-wrapper": "^7.6.2",
"@0x/types": "^3.3.6",
"@0x/web3-wrapper": "^7.6.5",
"@types/bn.js": "^4.11.0",
"@types/lodash": "4.14.104",
"@types/mocha": "^5.2.7",
@@ -76,14 +76,14 @@
"solhint": "^1.4.1",
"truffle": "^5.0.32",
"tslint": "5.11.0",
"typescript": "4.2.2"
"typescript": "4.6.3"
},
"dependencies": {
"@0x/base-contract": "^6.4.5",
"@0x/typescript-typings": "^5.2.1",
"@0x/utils": "^6.5.0",
"@0x/base-contract": "^6.5.0",
"@0x/typescript-typings": "^5.3.1",
"@0x/utils": "^6.5.3",
"bn.js": "^4.11.8",
"ethereum-types": "^3.6.0"
"ethereum-types": "^3.7.0"
},
"publishConfig": {
"access": "public"

View File

@@ -1,4 +1,61 @@
[
{
"version": "0.35.0",
"changes": [
{
"note": "Adds support for Velodrome OptimismBridgeAdapter",
"pr": 494
}
],
"timestamp": 1655244958
},
{
"version": "0.34.0",
"changes": [
{
"note": "Splits BridgeAdapter up by chain",
"pr": 487
},
{
"note": "Add stETH wrap/unwrap support",
"pr": 476
},
{
"note": "Adds support for BancorV3 to EthereumBridgeAdapter",
"pr": 492
}
],
"timestamp": 1654284040
},
{
"version": "0.33.0",
"changes": [
{
"note": "Add support for GMX and Platypus to bridge adapter",
"pr": 478
}
],
"timestamp": 1652919697
},
{
"version": "0.32.0",
"changes": [
{
"note": "Add support for `BalancerV2Batch` fills in FQT",
"pr": 462
}
],
"timestamp": 1650611093
},
{
"timestamp": 1648739346,
"version": "0.31.2",
"changes": [
{
"note": "Dependencies updated"
}
]
},
{
"timestamp": 1646225739,
"version": "0.31.1",

View File

@@ -5,6 +5,28 @@ Edit the package's CHANGELOG.json file only.
CHANGELOG
## v0.35.0 - _June 14, 2022_
* Adds support for Velodrome OptimismBridgeAdapter (#494)
## v0.34.0 - _June 3, 2022_
* Splits BridgeAdapter up by chain (#487)
* Add stETH wrap/unwrap support (#476)
* Adds support for BancorV3 to EthereumBridgeAdapter (#492)
## v0.33.0 - _May 19, 2022_
* Add support for GMX and Platypus to bridge adapter (#478)
## v0.32.0 - _April 22, 2022_
* Add support for `BalancerV2Batch` fills in FQT (#462)
## v0.31.2 - _March 31, 2022_
* Dependencies updated
## v0.31.1 - _March 2, 2022_
* Dependencies updated

View File

@@ -0,0 +1,88 @@
// SPDX-License-Identifier: Apache-2.0
/*
Copyright 2022 ZeroEx Intl.
Licensed under the Apache License, Version 2.0 (the "License");
you may not use this file except in compliance with the License.
You may obtain a copy of the License at
http://www.apache.org/licenses/LICENSE-2.0
Unless required by applicable law or agreed to in writing, software
distributed under the License is distributed on an "AS IS" BASIS,
WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
See the License for the specific language governing permissions and
limitations under the License.
*/
pragma solidity ^0.6;
pragma experimental ABIEncoderV2;
import "./IBridgeAdapter.sol";
abstract contract AbstractBridgeAdapter is IBridgeAdapter {
constructor(
uint256 expectedChainId,
string memory expectedChainName
)
public
{
uint256 chainId;
assembly { chainId := chainid() }
// Allow testing on Ganache
if (chainId != expectedChainId && chainId != 1337) {
revert(string(abi.encodePacked(expectedChainName, "BridgeAdapter.constructor: wrong chain ID")));
}
}
function isSupportedSource(bytes32 source)
external
override
returns (bool isSupported)
{
BridgeOrder memory placeholderOrder;
placeholderOrder.source = source;
IERC20TokenV06 placeholderToken = IERC20TokenV06(address(0));
(, isSupported) = _trade(
placeholderOrder,
placeholderToken,
placeholderToken,
0,
true
);
}
function trade(
BridgeOrder memory order,
IERC20TokenV06 sellToken,
IERC20TokenV06 buyToken,
uint256 sellAmount
)
public
override
returns (uint256 boughtAmount)
{
(boughtAmount, ) = _trade(
order,
sellToken,
buyToken,
sellAmount,
false
);
}
function _trade(
BridgeOrder memory order,
IERC20TokenV06 sellToken,
IERC20TokenV06 buyToken,
uint256 sellAmount,
bool dryRun
)
internal
virtual
returns (uint256 boughtAmount, bool supportedSource);
}

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@@ -0,0 +1,141 @@
// SPDX-License-Identifier: Apache-2.0
/*
Copyright 2022 ZeroEx Intl.
Licensed under the Apache License, Version 2.0 (the "License");
you may not use this file except in compliance with the License.
You may obtain a copy of the License at
http://www.apache.org/licenses/LICENSE-2.0
Unless required by applicable law or agreed to in writing, software
distributed under the License is distributed on an "AS IS" BASIS,
WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
See the License for the specific language governing permissions and
limitations under the License.
*/
pragma solidity ^0.6.5;
pragma experimental ABIEncoderV2;
import "./AbstractBridgeAdapter.sol";
import "./BridgeProtocols.sol";
import "./mixins/MixinCurve.sol";
import "./mixins/MixinCurveV2.sol";
import "./mixins/MixinGMX.sol";
import "./mixins/MixinKyberDmm.sol";
import "./mixins/MixinAaveV2.sol";
import "./mixins/MixinNerve.sol";
import "./mixins/MixinPlatypus.sol";
import "./mixins/MixinUniswapV2.sol";
import "./mixins/MixinZeroExBridge.sol";
contract AvalancheBridgeAdapter is
AbstractBridgeAdapter(43114, "Avalanche"),
MixinCurve,
MixinCurveV2,
MixinGMX,
MixinKyberDmm,
MixinAaveV2,
MixinNerve,
MixinPlatypus,
MixinUniswapV2,
MixinZeroExBridge
{
constructor(IEtherTokenV06 weth)
public
MixinCurve(weth)
{}
function _trade(
BridgeOrder memory order,
IERC20TokenV06 sellToken,
IERC20TokenV06 buyToken,
uint256 sellAmount,
bool dryRun
)
internal
override
returns (uint256 boughtAmount, bool supportedSource)
{
uint128 protocolId = uint128(uint256(order.source) >> 128);
if (protocolId == BridgeProtocols.CURVE) {
if (dryRun) { return (0, true); }
boughtAmount = _tradeCurve(
sellToken,
buyToken,
sellAmount,
order.bridgeData
);
} else if (protocolId == BridgeProtocols.CURVEV2) {
if (dryRun) { return (0, true); }
boughtAmount = _tradeCurveV2(
sellToken,
buyToken,
sellAmount,
order.bridgeData
);
} else if (protocolId == BridgeProtocols.UNISWAPV2) {
if (dryRun) { return (0, true); }
boughtAmount = _tradeUniswapV2(
buyToken,
sellAmount,
order.bridgeData
);
} else if (protocolId == BridgeProtocols.NERVE) {
if (dryRun) { return (0, true); }
boughtAmount = _tradeNerve(
sellToken,
sellAmount,
order.bridgeData
);
} else if (protocolId == BridgeProtocols.KYBERDMM) {
if (dryRun) { return (0, true); }
boughtAmount = _tradeKyberDmm(
buyToken,
sellAmount,
order.bridgeData
);
} else if (protocolId == BridgeProtocols.AAVEV2) {
if (dryRun) { return (0, true); }
boughtAmount = _tradeAaveV2(
sellToken,
buyToken,
sellAmount,
order.bridgeData
);
} else if (protocolId == BridgeProtocols.GMX) {
if (dryRun) { return (0, true); }
boughtAmount = _tradeGMX(
buyToken,
sellAmount,
order.bridgeData
);
} else if (protocolId == BridgeProtocols.PLATYPUS) {
if (dryRun) { return (0, true); }
boughtAmount = _tradePlatypus(
buyToken,
sellAmount,
order.bridgeData
);
} else if (protocolId == BridgeProtocols.UNKNOWN) {
if (dryRun) { return (0, true); }
boughtAmount = _tradeZeroExBridge(
sellToken,
buyToken,
sellAmount,
order.bridgeData
);
}
emit BridgeFill(
order.source,
sellToken,
buyToken,
sellAmount,
boughtAmount
);
}
}

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@@ -0,0 +1,132 @@
// SPDX-License-Identifier: Apache-2.0
/*
Copyright 2022 ZeroEx Intl.
Licensed under the Apache License, Version 2.0 (the "License");
you may not use this file except in compliance with the License.
You may obtain a copy of the License at
http://www.apache.org/licenses/LICENSE-2.0
Unless required by applicable law or agreed to in writing, software
distributed under the License is distributed on an "AS IS" BASIS,
WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
See the License for the specific language governing permissions and
limitations under the License.
*/
pragma solidity ^0.6.5;
pragma experimental ABIEncoderV2;
import "./AbstractBridgeAdapter.sol";
import "./BridgeProtocols.sol";
import "./mixins/MixinCurve.sol";
import "./mixins/MixinDodo.sol";
import "./mixins/MixinDodoV2.sol";
import "./mixins/MixinKyberDmm.sol";
import "./mixins/MixinMooniswap.sol";
import "./mixins/MixinNerve.sol";
import "./mixins/MixinUniswapV2.sol";
import "./mixins/MixinZeroExBridge.sol";
contract BSCBridgeAdapter is
AbstractBridgeAdapter(56, "BSC"),
MixinCurve,
MixinDodo,
MixinDodoV2,
MixinKyberDmm,
MixinMooniswap,
MixinNerve,
MixinUniswapV2,
MixinZeroExBridge
{
constructor(IEtherTokenV06 weth)
public
MixinCurve(weth)
MixinMooniswap(weth)
{}
function _trade(
BridgeOrder memory order,
IERC20TokenV06 sellToken,
IERC20TokenV06 buyToken,
uint256 sellAmount,
bool dryRun
)
internal
override
returns (uint256 boughtAmount, bool supportedSource)
{
uint128 protocolId = uint128(uint256(order.source) >> 128);
if (protocolId == BridgeProtocols.CURVE) {
if (dryRun) { return (0, true); }
boughtAmount = _tradeCurve(
sellToken,
buyToken,
sellAmount,
order.bridgeData
);
} else if (protocolId == BridgeProtocols.UNISWAPV2) {
if (dryRun) { return (0, true); }
boughtAmount = _tradeUniswapV2(
buyToken,
sellAmount,
order.bridgeData
);
} else if (protocolId == BridgeProtocols.MOONISWAP) {
if (dryRun) { return (0, true); }
boughtAmount = _tradeMooniswap(
sellToken,
buyToken,
sellAmount,
order.bridgeData
);
} else if (protocolId == BridgeProtocols.DODO) {
if (dryRun) { return (0, true); }
boughtAmount = _tradeDodo(
sellToken,
sellAmount,
order.bridgeData
);
} else if (protocolId == BridgeProtocols.DODOV2) {
if (dryRun) { return (0, true); }
boughtAmount = _tradeDodoV2(
sellToken,
sellAmount,
order.bridgeData
);
} else if (protocolId == BridgeProtocols.NERVE) {
if (dryRun) { return (0, true); }
boughtAmount = _tradeNerve(
sellToken,
sellAmount,
order.bridgeData
);
} else if (protocolId == BridgeProtocols.KYBERDMM) {
if (dryRun) { return (0, true); }
boughtAmount = _tradeKyberDmm(
buyToken,
sellAmount,
order.bridgeData
);
} else if (protocolId == BridgeProtocols.UNKNOWN) {
if (dryRun) { return (0, true); }
boughtAmount = _tradeZeroExBridge(
sellToken,
buyToken,
sellAmount,
order.bridgeData
);
}
emit BridgeFill(
order.source,
sellToken,
buyToken,
sellAmount,
boughtAmount
);
}
}

View File

@@ -27,29 +27,34 @@ library BridgeProtocols {
// A incrementally increasing, append-only list of protocol IDs.
// We don't use an enum so solidity doesn't throw when we pass in a
// new protocol ID that hasn't been rolled up yet.
uint128 internal constant UNKNOWN = 0;
uint128 internal constant CURVE = 1;
uint128 internal constant UNISWAPV2 = 2;
uint128 internal constant UNISWAP = 3;
uint128 internal constant BALANCER = 4;
uint128 internal constant KYBER = 5;
uint128 internal constant MOONISWAP = 6;
uint128 internal constant MSTABLE = 7;
uint128 internal constant OASIS = 8;
uint128 internal constant SHELL = 9;
uint128 internal constant DODO = 10;
uint128 internal constant DODOV2 = 11;
uint128 internal constant CRYPTOCOM = 12;
uint128 internal constant BANCOR = 13;
uint128 internal constant COFIX = 14;
uint128 internal constant NERVE = 15;
uint128 internal constant MAKERPSM = 16;
uint128 internal constant BALANCERV2 = 17;
uint128 internal constant UNISWAPV3 = 18;
uint128 internal constant KYBERDMM = 19;
uint128 internal constant CURVEV2 = 20;
uint128 internal constant LIDO = 21;
uint128 internal constant CLIPPER = 22; // Not used: Clipper is now using PLP interface
uint128 internal constant AAVEV2 = 23;
uint128 internal constant COMPOUND = 24;
uint128 internal constant UNKNOWN = 0;
uint128 internal constant CURVE = 1;
uint128 internal constant UNISWAPV2 = 2;
uint128 internal constant UNISWAP = 3;
uint128 internal constant BALANCER = 4;
uint128 internal constant KYBER = 5; // Not used: deprecated.
uint128 internal constant MOONISWAP = 6;
uint128 internal constant MSTABLE = 7;
uint128 internal constant OASIS = 8; // Not used: deprecated.
uint128 internal constant SHELL = 9;
uint128 internal constant DODO = 10;
uint128 internal constant DODOV2 = 11;
uint128 internal constant CRYPTOCOM = 12;
uint128 internal constant BANCOR = 13;
uint128 internal constant COFIX = 14; // Not used: deprecated.
uint128 internal constant NERVE = 15;
uint128 internal constant MAKERPSM = 16;
uint128 internal constant BALANCERV2 = 17;
uint128 internal constant UNISWAPV3 = 18;
uint128 internal constant KYBERDMM = 19;
uint128 internal constant CURVEV2 = 20;
uint128 internal constant LIDO = 21;
uint128 internal constant CLIPPER = 22; // Not used: Clipper is now using PLP interface
uint128 internal constant AAVEV2 = 23;
uint128 internal constant COMPOUND = 24;
uint128 internal constant BALANCERV2BATCH = 25;
uint128 internal constant GMX = 26;
uint128 internal constant PLATYPUS = 27;
uint128 internal constant BANCORV3 = 28;
uint128 internal constant VELODROME = 29;
}

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@@ -0,0 +1,84 @@
// SPDX-License-Identifier: Apache-2.0
/*
Copyright 2022 ZeroEx Intl.
Licensed under the Apache License, Version 2.0 (the "License");
you may not use this file except in compliance with the License.
You may obtain a copy of the License at
http://www.apache.org/licenses/LICENSE-2.0
Unless required by applicable law or agreed to in writing, software
distributed under the License is distributed on an "AS IS" BASIS,
WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
See the License for the specific language governing permissions and
limitations under the License.
*/
pragma solidity ^0.6.5;
pragma experimental ABIEncoderV2;
import "./AbstractBridgeAdapter.sol";
import "./BridgeProtocols.sol";
import "./mixins/MixinNerve.sol";
import "./mixins/MixinUniswapV2.sol";
import "./mixins/MixinZeroExBridge.sol";
contract CeloBridgeAdapter is
AbstractBridgeAdapter(42220, "Celo"),
MixinNerve,
MixinUniswapV2,
MixinZeroExBridge
{
constructor(address _weth)
public
{}
function _trade(
BridgeOrder memory order,
IERC20TokenV06 sellToken,
IERC20TokenV06 buyToken,
uint256 sellAmount,
bool dryRun
)
internal
override
returns (uint256 boughtAmount, bool supportedSource)
{
uint128 protocolId = uint128(uint256(order.source) >> 128);
if (protocolId == BridgeProtocols.UNISWAPV2) {
if (dryRun) { return (0, true); }
boughtAmount = _tradeUniswapV2(
buyToken,
sellAmount,
order.bridgeData
);
} else if (protocolId == BridgeProtocols.NERVE) {
if (dryRun) { return (0, true); }
boughtAmount = _tradeNerve(
sellToken,
sellAmount,
order.bridgeData
);
} else if (protocolId == BridgeProtocols.UNKNOWN) {
if (dryRun) { return (0, true); }
boughtAmount = _tradeZeroExBridge(
sellToken,
buyToken,
sellAmount,
order.bridgeData
);
}
emit BridgeFill(
order.source,
sellToken,
buyToken,
sellAmount,
boughtAmount
);
}
}

View File

@@ -1,7 +1,7 @@
// SPDX-License-Identifier: Apache-2.0
/*
Copyright 2021 ZeroEx Intl.
Copyright 2022 ZeroEx Intl.
Licensed under the Apache License, Version 2.0 (the "License");
you may not use this file except in compliance with the License.
@@ -20,54 +20,52 @@
pragma solidity ^0.6.5;
pragma experimental ABIEncoderV2;
import "./IBridgeAdapter.sol";
import "./AbstractBridgeAdapter.sol";
import "./BridgeProtocols.sol";
import "./mixins/MixinAaveV2.sol";
import "./mixins/MixinBalancer.sol";
import "./mixins/MixinBalancerV2.sol";
import "./mixins/MixinBalancerV2Batch.sol";
import "./mixins/MixinBancor.sol";
import "./mixins/MixinCoFiX.sol";
import "./mixins/MixinBancorV3.sol";
import "./mixins/MixinCompound.sol";
import "./mixins/MixinCurve.sol";
import "./mixins/MixinCurveV2.sol";
import "./mixins/MixinCryptoCom.sol";
import "./mixins/MixinDodo.sol";
import "./mixins/MixinDodoV2.sol";
import "./mixins/MixinKyber.sol";
import "./mixins/MixinKyberDmm.sol";
import "./mixins/MixinLido.sol";
import "./mixins/MixinMakerPSM.sol";
import "./mixins/MixinMooniswap.sol";
import "./mixins/MixinMStable.sol";
import "./mixins/MixinNerve.sol";
import "./mixins/MixinOasis.sol";
import "./mixins/MixinShell.sol";
import "./mixins/MixinUniswap.sol";
import "./mixins/MixinUniswapV2.sol";
import "./mixins/MixinUniswapV3.sol";
import "./mixins/MixinZeroExBridge.sol";
contract BridgeAdapter is
IBridgeAdapter,
contract EthereumBridgeAdapter is
AbstractBridgeAdapter(1, "Ethereum"),
MixinAaveV2,
MixinBalancer,
MixinBalancerV2,
MixinBalancerV2Batch,
MixinBancor,
MixinCoFiX,
MixinBancorV3,
MixinCompound,
MixinCurve,
MixinCurveV2,
MixinCryptoCom,
MixinDodo,
MixinDodoV2,
MixinKyber,
MixinKyberDmm,
MixinLido,
MixinMakerPSM,
MixinMooniswap,
MixinMStable,
MixinNerve,
MixinOasis,
MixinShell,
MixinUniswap,
MixinUniswapV2,
@@ -76,43 +74,29 @@ contract BridgeAdapter is
{
constructor(IEtherTokenV06 weth)
public
MixinAaveV2()
MixinBalancer()
MixinBalancerV2()
MixinBancor(weth)
MixinCoFiX()
MixinBancorV3(weth)
MixinCompound(weth)
MixinCurve(weth)
MixinCurveV2()
MixinCryptoCom()
MixinDodo()
MixinDodoV2()
MixinKyber(weth)
MixinLido(weth)
MixinMakerPSM()
MixinMooniswap(weth)
MixinMStable()
MixinNerve()
MixinOasis()
MixinShell()
MixinUniswap(weth)
MixinUniswapV2()
MixinUniswapV3()
MixinZeroExBridge()
{}
function trade(
function _trade(
BridgeOrder memory order,
IERC20TokenV06 sellToken,
IERC20TokenV06 buyToken,
uint256 sellAmount
uint256 sellAmount,
bool dryRun
)
public
internal
override
returns (uint256 boughtAmount)
returns (uint256 boughtAmount, bool supportedSource)
{
uint128 protocolId = uint128(uint256(order.source) >> 128);
if (protocolId == BridgeProtocols.CURVE) {
if (dryRun) { return (0, true); }
boughtAmount = _tradeCurve(
sellToken,
buyToken,
@@ -120,6 +104,7 @@ contract BridgeAdapter is
order.bridgeData
);
} else if (protocolId == BridgeProtocols.CURVEV2) {
if (dryRun) { return (0, true); }
boughtAmount = _tradeCurveV2(
sellToken,
buyToken,
@@ -127,18 +112,21 @@ contract BridgeAdapter is
order.bridgeData
);
} else if (protocolId == BridgeProtocols.UNISWAPV3) {
if (dryRun) { return (0, true); }
boughtAmount = _tradeUniswapV3(
sellToken,
sellAmount,
order.bridgeData
);
} else if (protocolId == BridgeProtocols.UNISWAPV2) {
if (dryRun) { return (0, true); }
boughtAmount = _tradeUniswapV2(
buyToken,
sellAmount,
order.bridgeData
);
} else if (protocolId == BridgeProtocols.UNISWAP) {
if (dryRun) { return (0, true); }
boughtAmount = _tradeUniswap(
sellToken,
buyToken,
@@ -146,6 +134,7 @@ contract BridgeAdapter is
order.bridgeData
);
} else if (protocolId == BridgeProtocols.BALANCER) {
if (dryRun) { return (0, true); }
boughtAmount = _tradeBalancer(
sellToken,
buyToken,
@@ -153,20 +142,21 @@ contract BridgeAdapter is
order.bridgeData
);
} else if (protocolId == BridgeProtocols.BALANCERV2) {
if (dryRun) { return (0, true); }
boughtAmount = _tradeBalancerV2(
sellToken,
buyToken,
sellAmount,
order.bridgeData
);
} else if (protocolId == BridgeProtocols.KYBER) {
boughtAmount = _tradeKyber(
sellToken,
buyToken,
} else if (protocolId == BridgeProtocols.BALANCERV2BATCH) {
if (dryRun) { return (0, true); }
boughtAmount = _tradeBalancerV2Batch(
sellAmount,
order.bridgeData
);
} else if (protocolId == BridgeProtocols.MAKERPSM) {
if (dryRun) { return (0, true); }
boughtAmount = _tradeMakerPsm(
sellToken,
buyToken,
@@ -174,6 +164,7 @@ contract BridgeAdapter is
order.bridgeData
);
} else if (protocolId == BridgeProtocols.MOONISWAP) {
if (dryRun) { return (0, true); }
boughtAmount = _tradeMooniswap(
sellToken,
buyToken,
@@ -181,20 +172,15 @@ contract BridgeAdapter is
order.bridgeData
);
} else if (protocolId == BridgeProtocols.MSTABLE) {
if (dryRun) { return (0, true); }
boughtAmount = _tradeMStable(
sellToken,
buyToken,
sellAmount,
order.bridgeData
);
} else if (protocolId == BridgeProtocols.OASIS) {
boughtAmount = _tradeOasis(
sellToken,
buyToken,
sellAmount,
order.bridgeData
);
} else if (protocolId == BridgeProtocols.SHELL) {
if (dryRun) { return (0, true); }
boughtAmount = _tradeShell(
sellToken,
buyToken,
@@ -202,49 +188,49 @@ contract BridgeAdapter is
order.bridgeData
);
} else if (protocolId == BridgeProtocols.DODO) {
if (dryRun) { return (0, true); }
boughtAmount = _tradeDodo(
sellToken,
sellAmount,
order.bridgeData
);
} else if (protocolId == BridgeProtocols.DODOV2) {
if (dryRun) { return (0, true); }
boughtAmount = _tradeDodoV2(
sellToken,
sellAmount,
order.bridgeData
);
} else if (protocolId == BridgeProtocols.CRYPTOCOM) {
if (dryRun) { return (0, true); }
boughtAmount = _tradeCryptoCom(
buyToken,
sellAmount,
order.bridgeData
);
} else if (protocolId == BridgeProtocols.BANCOR) {
if (dryRun) { return (0, true); }
boughtAmount = _tradeBancor(
buyToken,
sellAmount,
order.bridgeData
);
} else if (protocolId == BridgeProtocols.COFIX) {
boughtAmount = _tradeCoFiX(
sellToken,
buyToken,
sellAmount,
order.bridgeData
);
} else if (protocolId == BridgeProtocols.NERVE) {
if (dryRun) { return (0, true); }
boughtAmount = _tradeNerve(
sellToken,
sellAmount,
order.bridgeData
);
} else if (protocolId == BridgeProtocols.KYBERDMM) {
if (dryRun) { return (0, true); }
boughtAmount = _tradeKyberDmm(
buyToken,
sellAmount,
order.bridgeData
);
} else if (protocolId == BridgeProtocols.LIDO) {
if (dryRun) { return (0, true); }
boughtAmount = _tradeLido(
sellToken,
buyToken,
@@ -252,6 +238,7 @@ contract BridgeAdapter is
order.bridgeData
);
} else if (protocolId == BridgeProtocols.AAVEV2) {
if (dryRun) { return (0, true); }
boughtAmount = _tradeAaveV2(
sellToken,
buyToken,
@@ -259,13 +246,22 @@ contract BridgeAdapter is
order.bridgeData
);
} else if (protocolId == BridgeProtocols.COMPOUND) {
if (dryRun) { return (0, true); }
boughtAmount = _tradeCompound(
sellToken,
buyToken,
sellAmount,
order.bridgeData
);
} else {
} else if (protocolId == BridgeProtocols.BANCORV3) {
if (dryRun) { return (0, true); }
boughtAmount = _tradeBancorV3(
buyToken,
sellAmount,
order.bridgeData
);
} else if (protocolId == BridgeProtocols.UNKNOWN) {
if (dryRun) { return (0, true); }
boughtAmount = _tradeZeroExBridge(
sellToken,
buyToken,

View File

@@ -0,0 +1,124 @@
// SPDX-License-Identifier: Apache-2.0
/*
Copyright 2022 ZeroEx Intl.
Licensed under the Apache License, Version 2.0 (the "License");
you may not use this file except in compliance with the License.
You may obtain a copy of the License at
http://www.apache.org/licenses/LICENSE-2.0
Unless required by applicable law or agreed to in writing, software
distributed under the License is distributed on an "AS IS" BASIS,
WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
See the License for the specific language governing permissions and
limitations under the License.
*/
pragma solidity ^0.6.5;
pragma experimental ABIEncoderV2;
import "./AbstractBridgeAdapter.sol";
import "./BridgeProtocols.sol";
import "./mixins/MixinAaveV2.sol";
import "./mixins/MixinBalancerV2.sol";
import "./mixins/MixinCurve.sol";
import "./mixins/MixinCurveV2.sol";
import "./mixins/MixinNerve.sol";
import "./mixins/MixinUniswapV2.sol";
import "./mixins/MixinZeroExBridge.sol";
contract FantomBridgeAdapter is
AbstractBridgeAdapter(250, "Fantom"),
MixinAaveV2,
MixinBalancerV2,
MixinCurve,
MixinCurveV2,
MixinNerve,
MixinUniswapV2,
MixinZeroExBridge
{
constructor(IEtherTokenV06 weth)
public
MixinCurve(weth)
{}
function _trade(
BridgeOrder memory order,
IERC20TokenV06 sellToken,
IERC20TokenV06 buyToken,
uint256 sellAmount,
bool dryRun
)
internal
override
returns (uint256 boughtAmount, bool supportedSource)
{
uint128 protocolId = uint128(uint256(order.source) >> 128);
if (protocolId == BridgeProtocols.CURVE) {
if (dryRun) { return (0, true); }
boughtAmount = _tradeCurve(
sellToken,
buyToken,
sellAmount,
order.bridgeData
);
} else if (protocolId == BridgeProtocols.CURVEV2) {
if (dryRun) { return (0, true); }
boughtAmount = _tradeCurveV2(
sellToken,
buyToken,
sellAmount,
order.bridgeData
);
} else if (protocolId == BridgeProtocols.UNISWAPV2) {
if (dryRun) { return (0, true); }
boughtAmount = _tradeUniswapV2(
buyToken,
sellAmount,
order.bridgeData
);
} else if (protocolId == BridgeProtocols.BALANCERV2) {
if (dryRun) { return (0, true); }
boughtAmount = _tradeBalancerV2(
sellToken,
buyToken,
sellAmount,
order.bridgeData
);
} else if (protocolId == BridgeProtocols.NERVE) {
if (dryRun) { return (0, true); }
boughtAmount = _tradeNerve(
sellToken,
sellAmount,
order.bridgeData
);
} else if (protocolId == BridgeProtocols.AAVEV2) {
if (dryRun) { return (0, true); }
boughtAmount = _tradeAaveV2(
sellToken,
buyToken,
sellAmount,
order.bridgeData
);
} else if (protocolId == BridgeProtocols.UNKNOWN) {
if (dryRun) { return (0, true); }
boughtAmount = _tradeZeroExBridge(
sellToken,
buyToken,
sellAmount,
order.bridgeData
);
}
emit BridgeFill(
order.source,
sellToken,
buyToken,
sellAmount,
boughtAmount
);
}
}

View File

@@ -50,6 +50,10 @@ interface IBridgeAdapter {
uint256 outputTokenAmount
);
function isSupportedSource(bytes32 source)
external
returns (bool isSupported);
function trade(
BridgeOrder calldata order,
IERC20TokenV06 sellToken,

View File

@@ -0,0 +1,114 @@
// SPDX-License-Identifier: Apache-2.0
/*
Copyright 2022 ZeroEx Intl.
Licensed under the Apache License, Version 2.0 (the "License");
you may not use this file except in compliance with the License.
You may obtain a copy of the License at
http://www.apache.org/licenses/LICENSE-2.0
Unless required by applicable law or agreed to in writing, software
distributed under the License is distributed on an "AS IS" BASIS,
WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
See the License for the specific language governing permissions and
limitations under the License.
*/
pragma solidity ^0.6.5;
pragma experimental ABIEncoderV2;
import "./AbstractBridgeAdapter.sol";
import "./BridgeProtocols.sol";
import "./mixins/MixinCurve.sol";
import "./mixins/MixinCurveV2.sol";
import "./mixins/MixinNerve.sol";
import "./mixins/MixinUniswapV3.sol";
import "./mixins/MixinVelodrome.sol";
import "./mixins/MixinZeroExBridge.sol";
contract OptimismBridgeAdapter is
AbstractBridgeAdapter(10, "Optimism"),
MixinCurve,
MixinCurveV2,
MixinNerve,
MixinUniswapV3,
MixinVelodrome,
MixinZeroExBridge
{
constructor(IEtherTokenV06 weth)
public
MixinCurve(weth)
{}
function _trade(
BridgeOrder memory order,
IERC20TokenV06 sellToken,
IERC20TokenV06 buyToken,
uint256 sellAmount,
bool dryRun
)
internal
override
returns (uint256 boughtAmount, bool supportedSource)
{
uint128 protocolId = uint128(uint256(order.source) >> 128);
if (protocolId == BridgeProtocols.CURVE) {
if (dryRun) { return (0, true); }
boughtAmount = _tradeCurve(
sellToken,
buyToken,
sellAmount,
order.bridgeData
);
} else if (protocolId == BridgeProtocols.CURVEV2) {
if (dryRun) { return (0, true); }
boughtAmount = _tradeCurveV2(
sellToken,
buyToken,
sellAmount,
order.bridgeData
);
} else if (protocolId == BridgeProtocols.UNISWAPV3) {
if (dryRun) { return (0, true); }
boughtAmount = _tradeUniswapV3(
sellToken,
sellAmount,
order.bridgeData
);
} else if (protocolId == BridgeProtocols.NERVE) {
if (dryRun) { return (0, true); }
boughtAmount = _tradeNerve(
sellToken,
sellAmount,
order.bridgeData
);
} else if (protocolId == BridgeProtocols.VELODROME) {
if (dryRun) { return (0, true); }
boughtAmount = _tradeVelodrome(
sellToken,
buyToken,
sellAmount,
order.bridgeData
);
} else if (protocolId == BridgeProtocols.UNKNOWN) {
if (dryRun) { return (0, true); }
boughtAmount = _tradeZeroExBridge(
sellToken,
buyToken,
sellAmount,
order.bridgeData
);
}
emit BridgeFill(
order.source,
sellToken,
buyToken,
sellAmount,
boughtAmount
);
}
}

View File

@@ -0,0 +1,178 @@
// SPDX-License-Identifier: Apache-2.0
/*
Copyright 2022 ZeroEx Intl.
Licensed under the Apache License, Version 2.0 (the "License");
you may not use this file except in compliance with the License.
You may obtain a copy of the License at
http://www.apache.org/licenses/LICENSE-2.0
Unless required by applicable law or agreed to in writing, software
distributed under the License is distributed on an "AS IS" BASIS,
WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
See the License for the specific language governing permissions and
limitations under the License.
*/
pragma solidity ^0.6.5;
pragma experimental ABIEncoderV2;
import "./AbstractBridgeAdapter.sol";
import "./BridgeProtocols.sol";
import "./mixins/MixinAaveV2.sol";
import "./mixins/MixinBalancerV2.sol";
import "./mixins/MixinBalancerV2Batch.sol";
import "./mixins/MixinCurve.sol";
import "./mixins/MixinCurveV2.sol";
import "./mixins/MixinDodo.sol";
import "./mixins/MixinDodoV2.sol";
import "./mixins/MixinKyberDmm.sol";
import "./mixins/MixinMStable.sol";
import "./mixins/MixinNerve.sol";
import "./mixins/MixinUniswapV2.sol";
import "./mixins/MixinUniswapV3.sol";
import "./mixins/MixinZeroExBridge.sol";
contract PolygonBridgeAdapter is
AbstractBridgeAdapter(137, "Polygon"),
MixinAaveV2,
MixinBalancerV2,
MixinBalancerV2Batch,
MixinCurve,
MixinCurveV2,
MixinDodo,
MixinDodoV2,
MixinKyberDmm,
MixinMStable,
MixinNerve,
MixinUniswapV2,
MixinUniswapV3,
MixinZeroExBridge
{
constructor(IEtherTokenV06 weth)
public
MixinCurve(weth)
{}
function _trade(
BridgeOrder memory order,
IERC20TokenV06 sellToken,
IERC20TokenV06 buyToken,
uint256 sellAmount,
bool dryRun
)
internal
override
returns (uint256 boughtAmount, bool supportedSource)
{
uint128 protocolId = uint128(uint256(order.source) >> 128);
if (protocolId == BridgeProtocols.CURVE) {
if (dryRun) { return (0, true); }
boughtAmount = _tradeCurve(
sellToken,
buyToken,
sellAmount,
order.bridgeData
);
} else if (protocolId == BridgeProtocols.CURVEV2) {
if (dryRun) { return (0, true); }
boughtAmount = _tradeCurveV2(
sellToken,
buyToken,
sellAmount,
order.bridgeData
);
} else if (protocolId == BridgeProtocols.UNISWAPV3) {
if (dryRun) { return (0, true); }
boughtAmount = _tradeUniswapV3(
sellToken,
sellAmount,
order.bridgeData
);
} else if (protocolId == BridgeProtocols.UNISWAPV2) {
if (dryRun) { return (0, true); }
boughtAmount = _tradeUniswapV2(
buyToken,
sellAmount,
order.bridgeData
);
} else if (protocolId == BridgeProtocols.BALANCERV2) {
if (dryRun) { return (0, true); }
boughtAmount = _tradeBalancerV2(
sellToken,
buyToken,
sellAmount,
order.bridgeData
);
} else if (protocolId == BridgeProtocols.BALANCERV2BATCH) {
if (dryRun) { return (0, true); }
boughtAmount = _tradeBalancerV2Batch(
sellAmount,
order.bridgeData
);
} else if (protocolId == BridgeProtocols.MSTABLE) {
if (dryRun) { return (0, true); }
boughtAmount = _tradeMStable(
sellToken,
buyToken,
sellAmount,
order.bridgeData
);
} else if (protocolId == BridgeProtocols.DODO) {
if (dryRun) { return (0, true); }
boughtAmount = _tradeDodo(
sellToken,
sellAmount,
order.bridgeData
);
} else if (protocolId == BridgeProtocols.DODOV2) {
if (dryRun) { return (0, true); }
boughtAmount = _tradeDodoV2(
sellToken,
sellAmount,
order.bridgeData
);
} else if (protocolId == BridgeProtocols.NERVE) {
if (dryRun) { return (0, true); }
boughtAmount = _tradeNerve(
sellToken,
sellAmount,
order.bridgeData
);
} else if (protocolId == BridgeProtocols.KYBERDMM) {
if (dryRun) { return (0, true); }
boughtAmount = _tradeKyberDmm(
buyToken,
sellAmount,
order.bridgeData
);
} else if (protocolId == BridgeProtocols.AAVEV2) {
if (dryRun) { return (0, true); }
boughtAmount = _tradeAaveV2(
sellToken,
buyToken,
sellAmount,
order.bridgeData
);
} else if (protocolId == BridgeProtocols.UNKNOWN) {
if (dryRun) { return (0, true); }
boughtAmount = _tradeZeroExBridge(
sellToken,
buyToken,
sellAmount,
order.bridgeData
);
}
emit BridgeFill(
order.source,
sellToken,
buyToken,
sellAmount,
boughtAmount
);
}
}

View File

@@ -0,0 +1,107 @@
// SPDX-License-Identifier: Apache-2.0
/*
Copyright 2020 ZeroEx Intl.
Licensed under the Apache License, Version 2.0 (the "License");
you may not use this file except in compliance with the License.
You may obtain a copy of the License at
http://www.apache.org/licenses/LICENSE-2.0
Unless required by applicable law or agreed to in writing, software
distributed under the License is distributed on an "AS IS" BASIS,
WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
See the License for the specific language governing permissions and
limitations under the License.
*/
pragma solidity ^0.6.5;
pragma experimental ABIEncoderV2;
import "@0x/contracts-erc20/contracts/src/v06/LibERC20TokenV06.sol";
import "@0x/contracts-erc20/contracts/src/v06/IERC20TokenV06.sol";
interface IBalancerV2BatchSwapVault {
enum SwapKind { GIVEN_IN, GIVEN_OUT }
struct BatchSwapStep {
bytes32 poolId;
uint256 assetInIndex;
uint256 assetOutIndex;
uint256 amount;
bytes userData;
}
struct FundManagement {
address sender;
bool fromInternalBalance;
address payable recipient;
bool toInternalBalance;
}
function batchSwap(
SwapKind kind,
BatchSwapStep[] calldata swaps,
IERC20TokenV06[] calldata assets,
FundManagement calldata funds,
int256[] calldata limits,
uint256 deadline
) external returns (int256[] memory amounts);
}
contract MixinBalancerV2Batch {
using LibERC20TokenV06 for IERC20TokenV06;
struct BalancerV2BatchBridgeData {
IBalancerV2BatchSwapVault vault;
IBalancerV2BatchSwapVault.BatchSwapStep[] swapSteps;
IERC20TokenV06[] assets;
}
function _tradeBalancerV2Batch(
uint256 sellAmount,
bytes memory bridgeData
)
internal
returns (uint256 boughtAmount)
{
// Decode the bridge data.
(
IBalancerV2BatchSwapVault vault,
IBalancerV2BatchSwapVault.BatchSwapStep[] memory swapSteps,
address[] memory assets_
) = abi.decode(bridgeData, (IBalancerV2BatchSwapVault, IBalancerV2BatchSwapVault.BatchSwapStep[], address[]));
IERC20TokenV06[] memory assets;
assembly { assets := assets_ }
// Grant an allowance to the exchange to spend `fromTokenAddress` token.
assets[0].approveIfBelow(address(vault), sellAmount);
swapSteps[0].amount = sellAmount;
int256[] memory limits = new int256[](assets.length);
for (uint256 i = 0; i < limits.length; ++i) {
limits[i] = type(int256).max;
}
int256[] memory amounts = vault.batchSwap(
IBalancerV2BatchSwapVault.SwapKind.GIVEN_IN,
swapSteps,
assets,
IBalancerV2BatchSwapVault.FundManagement({
sender: address(this),
fromInternalBalance: false,
recipient: payable(address(this)),
toInternalBalance: false
}),
limits,
block.timestamp + 1
);
require(amounts[amounts.length - 1] <= 0, 'Unexpected BalancerV2Batch output');
return uint256(amounts[amounts.length - 1] * -1);
}
}

View File

@@ -0,0 +1,128 @@
// SPDX-License-Identifier: Apache-2.0
/*
Copyright 2020 ZeroEx Intl.
Licensed under the Apache License, Version 2.0 (the "License");
you may not use this file except in compliance with the License.
You may obtain a copy of the License at
http://www.apache.org/licenses/LICENSE-2.0
Unless required by applicable law or agreed to in writing, software
distributed under the License is distributed on an "AS IS" BASIS,
WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
See the License for the specific language governing permissions and
limitations under the License.
*/
pragma solidity ^0.6.5;
pragma experimental ABIEncoderV2;
import "@0x/contracts-erc20/contracts/src/v06/LibERC20TokenV06.sol";
import "@0x/contracts-erc20/contracts/src/v06/IERC20TokenV06.sol";
import "@0x/contracts-erc20/contracts/src/v06/IEtherTokenV06.sol";
/*
BancorV3
*/
interface IBancorV3 {
/**
* @dev performs a trade by providing the source amount and returns the target amount and the associated fee
*
* requirements:
*
* - the caller must be the network contract
*/
function tradeBySourceAmount(
address sourceToken,
address targetToken,
uint256 sourceAmount,
uint256 minReturnAmount,
uint256 deadline,
address beneficiary
) external payable returns (uint256 amount);
}
contract MixinBancorV3 {
using LibERC20TokenV06 for IERC20TokenV06;
IERC20TokenV06 constant public BANCORV3_ETH_ADDRESS =
IERC20TokenV06(0xEeeeeEeeeEeEeeEeEeEeeEEEeeeeEeeeeeeeEEeE);
IEtherTokenV06 private immutable WETH;
constructor(IEtherTokenV06 weth)
public
{
WETH = weth;
}
function _tradeBancorV3(
IERC20TokenV06 buyToken,
uint256 sellAmount,
bytes memory bridgeData
)
internal
returns (uint256 amountOut)
{
IBancorV3 router;
IERC20TokenV06[] memory path;
address[] memory _path;
uint256 payableAmount = 0;
{
(router, _path) = abi.decode(bridgeData, (IBancorV3, address[]));
// To get around `abi.decode()` not supporting interface array types.
assembly { path := _path }
}
require(path.length >= 2, "MixinBancorV3/PATH_LENGTH_MUST_BE_AT_LEAST_TWO");
require(
path[path.length - 1] == buyToken,
"MixinBancorV3/LAST_ELEMENT_OF_PATH_MUST_MATCH_OUTPUT_TOKEN"
);
//swap WETH->ETH as Bancor only deals in ETH
if(_path[0] == address(WETH)) {
//withdraw the sell amount of WETH for ETH
WETH.withdraw(sellAmount);
payableAmount = sellAmount;
// set _path[0] to the ETH address if WETH is our buy token
_path[0] = address(BANCORV3_ETH_ADDRESS);
} else {
// Grant the BancorV3 router an allowance to sell the first token.
path[0].approveIfBelow(address(router), sellAmount);
}
// if we are buying WETH we need to swap to ETH and deposit into WETH after the swap
if(_path[1] == address(WETH)){
_path[1] = address(BANCORV3_ETH_ADDRESS);
}
uint256 amountOut = router.tradeBySourceAmount{value: payableAmount}(
_path[0],
_path[1],
// Sell all tokens we hold.
sellAmount,
// Minimum buy amount.
1,
//deadline
block.timestamp + 1,
// address of the mixin
address(this)
);
// if we want to return WETH deposit the ETH amount we sold
if(buyToken == WETH){
WETH.deposit{value: amountOut}();
}
return amountOut;
}
}

View File

@@ -1,92 +0,0 @@
// SPDX-License-Identifier: Apache-2.0
/*
Copyright 2020 ZeroEx Intl.
Licensed under the Apache License, Version 2.0 (the "License");
you may not use this file except in compliance with the License.
You may obtain a copy of the License at
http://www.apache.org/licenses/LICENSE-2.0
Unless required by applicable law or agreed to in writing, software
distributed under the License is distributed on an "AS IS" BASIS,
WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
See the License for the specific language governing permissions and
limitations under the License.
*/
pragma solidity ^0.6.5;
pragma experimental ABIEncoderV2;
import "@0x/contracts-erc20/contracts/src/v06/LibERC20TokenV06.sol";
import "@0x/contracts-erc20/contracts/src/v06/IERC20TokenV06.sol";
import "@0x/contracts-erc20/contracts/src/v06/IEtherTokenV06.sol";
interface ICoFiXRouter {
// msg.value = fee
function swapExactTokensForETH(
address token,
uint amountIn,
uint amountOutMin,
address to,
address rewardTo,
uint deadline
) external payable returns (uint _amountIn, uint _amountOut);
// msg.value = amountIn + fee
function swapExactETHForTokens(
address token,
uint amountIn,
uint amountOutMin,
address to,
address rewardTo,
uint deadline
) external payable returns (uint _amountIn, uint _amountOut);
}
interface ICoFiXPair {
function swapWithExact(address outToken, address to)
external
payable
returns (
uint amountIn,
uint amountOut,
uint oracleFeeChange,
uint256[4] memory tradeInfo
);
}
contract MixinCoFiX {
using LibERC20TokenV06 for IERC20TokenV06;
function _tradeCoFiX(
IERC20TokenV06 sellToken,
IERC20TokenV06 buyToken,
uint256 sellAmount,
bytes memory bridgeData
)
internal
returns (uint256 boughtAmount)
{
(uint256 fee, ICoFiXPair pool) = abi.decode(bridgeData, (uint256, ICoFiXPair));
// Transfer tokens into the pool
LibERC20TokenV06.compatTransfer(
sellToken,
address(pool),
sellAmount
);
// Call the swap exact with the tokens now in the pool
// pay the NEST Oracle fee with ETH
(/* In */, boughtAmount, , ) = pool.swapWithExact{value: fee}(
address(buyToken),
address(this)
);
return boughtAmount;
}
}

View File

@@ -0,0 +1,98 @@
// SPDX-License-Identifier: Apache-2.0
/*
Copyright 2020 ZeroEx Intl.
Licensed under the Apache License, Version 2.0 (the "License");
you may not use this file except in compliance with the License.
You may obtain a copy of the License at
http://www.apache.org/licenses/LICENSE-2.0
Unless required by applicable law or agreed to in writing, software
distributed under the License is distributed on an "AS IS" BASIS,
WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
See the License for the specific language governing permissions and
limitations under the License.
*/
pragma solidity ^0.6.5;
pragma experimental ABIEncoderV2;
import "@0x/contracts-erc20/contracts/src/v06/LibERC20TokenV06.sol";
import "@0x/contracts-erc20/contracts/src/v06/IERC20TokenV06.sol";
import "@0x/contracts-utils/contracts/src/v06/LibSafeMathV06.sol";
import "../IBridgeAdapter.sol";
/*
UniswapV2
*/
interface IGmxRouter {
// /// @dev Swaps an exact amount of input tokens for as many output tokens as possible, along the route determined by the path.
// /// The first element of path is the input token, the last is the output token, and any intermediate elements represent
// /// intermediate pairs to trade through (if, for example, a direct pair does not exist).
// /// @param _path An array of token addresses. path.length must be >= 2. Pools for each consecutive pair of addresses must exist and have liquidity.
// /// @param _amountIn The amount of input tokens to send.
// /// @param _minOut The minimum amount of output tokens that must be received for the transaction not to revert.
// /// @param _reciever Recipient of the output tokens.
function swap(
address[] calldata _path, uint256 _amountIn, uint256 _minOut, address _receiver
) external;
}
contract MixinGMX {
using LibERC20TokenV06 for IERC20TokenV06;
using LibSafeMathV06 for uint256;
function _tradeGMX(
IERC20TokenV06 buyToken,
uint256 sellAmount,
bytes memory bridgeData
)
public
returns (uint256 boughtAmount)
{
address _router;
address reader;
address vault;
address[] memory _path;
IGmxRouter router;
IERC20TokenV06[] memory path;
{
//decode the bridge data
(_router, reader, vault, _path) = abi.decode(bridgeData, (address, address, address, address[]));
// To get around `abi.decode()` not supporting interface array types.
assembly { path := _path }
}
require(path.length >= 2, "MixinGMX/PATH_LENGTH_MUST_BE_AT_LEAST_TWO");
require(
path[path.length - 1] == buyToken,
"MixinGMX/LAST_ELEMENT_OF_PATH_MUST_MATCH_OUTPUT_TOKEN"
);
//connect to the GMX router
router = IGmxRouter(_router);
// Grant the GMX router an allowance to sell the first token.
path[0].approveIfBelow(address(router), sellAmount);
//track the balance to know how much we bought
uint256 beforeBalance = buyToken.balanceOf(address(this));
router.swap(
// Convert to `buyToken` along this path.
_path,
// Sell all tokens we hold.
sellAmount,
// Minimum buy amount.
0,
// Recipient is `this`.
address(this)
);
//calculate the difference in balance from preswap->postswap to find how many tokens out
boughtAmount = buyToken.balanceOf(address(this)).safeSub(beforeBalance);
return boughtAmount;
}
}

View File

@@ -1,124 +0,0 @@
// SPDX-License-Identifier: Apache-2.0
/*
Copyright 2020 ZeroEx Intl.
Licensed under the Apache License, Version 2.0 (the "License");
you may not use this file except in compliance with the License.
You may obtain a copy of the License at
http://www.apache.org/licenses/LICENSE-2.0
Unless required by applicable law or agreed to in writing, software
distributed under the License is distributed on an "AS IS" BASIS,
WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
See the License for the specific language governing permissions and
limitations under the License.
*/
pragma solidity ^0.6.5;
pragma experimental ABIEncoderV2;
import "@0x/contracts-erc20/contracts/src/v06/LibERC20TokenV06.sol";
import "@0x/contracts-erc20/contracts/src/v06/IERC20TokenV06.sol";
import "@0x/contracts-erc20/contracts/src/v06/IEtherTokenV06.sol";
import "../IBridgeAdapter.sol";
interface IKyberNetworkProxy {
/// @dev Sells `sellTokenAddress` tokens for `buyTokenAddress` tokens
/// using a hint for the reserve.
/// @param sellToken Token to sell.
/// @param sellAmount Amount of tokens to sell.
/// @param buyToken Token to buy.
/// @param recipientAddress Address to send bought tokens to.
/// @param maxBuyTokenAmount A limit on the amount of tokens to buy.
/// @param minConversionRate The minimal conversion rate. If actual rate
/// is lower, trade is canceled.
/// @param walletId The wallet ID to send part of the fees
/// @param hint The hint for the selective inclusion (or exclusion) of reserves
/// @return boughtAmount Amount of tokens bought.
function tradeWithHint(
IERC20TokenV06 sellToken,
uint256 sellAmount,
IERC20TokenV06 buyToken,
address payable recipientAddress,
uint256 maxBuyTokenAmount,
uint256 minConversionRate,
address payable walletId,
bytes calldata hint
)
external
payable
returns (uint256 boughtAmount);
}
contract MixinKyber {
using LibERC20TokenV06 for IERC20TokenV06;
/// @dev Address indicating the trade is using ETH
IERC20TokenV06 private immutable KYBER_ETH_ADDRESS =
IERC20TokenV06(0xEeeeeEeeeEeEeeEeEeEeeEEEeeeeEeeeeeeeEEeE);
/// @dev Mainnet address of the WETH contract.
IEtherTokenV06 private immutable WETH;
constructor(IEtherTokenV06 weth)
public
{
WETH = weth;
}
function _tradeKyber(
IERC20TokenV06 sellToken,
IERC20TokenV06 buyToken,
uint256 sellAmount,
bytes memory bridgeData
)
internal
returns (uint256 boughtAmount)
{
(IKyberNetworkProxy kyber, bytes memory hint) =
abi.decode(bridgeData, (IKyberNetworkProxy, bytes));
uint256 payableAmount = 0;
if (sellToken != WETH) {
// If the input token is not WETH, grant an allowance to the exchange
// to spend them.
sellToken.approveIfBelow(
address(kyber),
sellAmount
);
} else {
// If the input token is WETH, unwrap it and attach it to the call.
payableAmount = sellAmount;
WETH.withdraw(payableAmount);
}
// Try to sell all of this contract's input token balance through
// `KyberNetworkProxy.trade()`.
boughtAmount = kyber.tradeWithHint{ value: payableAmount }(
// Input token.
sellToken == WETH ? KYBER_ETH_ADDRESS : sellToken,
// Sell amount.
sellAmount,
// Output token.
buyToken == WETH ? KYBER_ETH_ADDRESS : buyToken,
// Transfer to this contract
address(uint160(address(this))),
// Buy as much as possible.
uint256(-1),
// Lowest minimum conversion rate
1,
// No affiliate address.
address(0),
hint
);
// If receving ETH, wrap it to WETH.
if (buyToken == WETH) {
WETH.deposit{ value: boughtAmount }();
}
return boughtAmount;
}
}

View File

@@ -26,7 +26,7 @@ import "@0x/contracts-erc20/contracts/src/v06/IEtherTokenV06.sol";
/// @dev Minimal interface for minting StETH
interface ILido {
interface IStETH {
/// @dev Adds eth to the pool
/// @param _referral optional address for referrals
/// @return StETH Amount of shares generated
@@ -37,6 +37,33 @@ interface ILido {
function getPooledEthByShares(uint256 _sharesAmount) external view returns (uint256);
}
/// @dev Minimal interface for wrapping/unwrapping stETH.
interface IWstETH {
/**
* @notice Exchanges stETH to wstETH
* @param _stETHAmount amount of stETH to wrap in exchange for wstETH
* @dev Requirements:
* - `_stETHAmount` must be non-zero
* - msg.sender must approve at least `_stETHAmount` stETH to this
* contract.
* - msg.sender must have at least `_stETHAmount` of stETH.
* User should first approve _stETHAmount to the WstETH contract
* @return Amount of wstETH user receives after wrap
*/
function wrap(uint256 _stETHAmount) external returns (uint256);
/**
* @notice Exchanges wstETH to stETH
* @param _wstETHAmount amount of wstETH to uwrap in exchange for stETH
* @dev Requirements:
* - `_wstETHAmount` must be non-zero
* - msg.sender must have at least `_wstETHAmount` wstETH.
* @return Amount of stETH user receives after unwrap
*/
function unwrap(uint256 _wstETHAmount) external returns (uint256);
}
contract MixinLido {
using LibERC20TokenV06 for IERC20TokenV06;
@@ -59,12 +86,43 @@ contract MixinLido {
internal
returns (uint256 boughtAmount)
{
(ILido lido) = abi.decode(bridgeData, (ILido));
if (address(sellToken) == address(WETH) && address(buyToken) == address(lido)) {
if (address(sellToken) == address(WETH)) {
return _tradeStETH(buyToken, sellAmount, bridgeData);
}
return _tradeWstETH(sellToken, buyToken, sellAmount, bridgeData);
}
function _tradeStETH(
IERC20TokenV06 buyToken,
uint256 sellAmount,
bytes memory bridgeData
) private returns (uint256 boughtAmount) {
(IStETH stETH) = abi.decode(bridgeData, (IStETH));
if (address(buyToken) == address(stETH)) {
WETH.withdraw(sellAmount);
boughtAmount = lido.getPooledEthByShares(lido.submit{ value: sellAmount}(address(0)));
} else {
revert("MixinLido/UNSUPPORTED_TOKEN_PAIR");
return stETH.getPooledEthByShares(stETH.submit{ value: sellAmount}(address(0)));
}
revert("MixinLido/UNSUPPORTED_TOKEN_PAIR");
}
function _tradeWstETH(
IERC20TokenV06 sellToken,
IERC20TokenV06 buyToken,
uint256 sellAmount,
bytes memory bridgeData
) private returns(uint256 boughtAmount){
(IEtherTokenV06 stETH, IWstETH wstETH) = abi.decode(bridgeData, (IEtherTokenV06, IWstETH));
if (address(sellToken) == address(stETH) && address(buyToken) == address(wstETH) ) {
sellToken.approveIfBelow(address(wstETH), sellAmount);
return wstETH.wrap(sellAmount);
}
if (address(sellToken) == address(wstETH) && address(buyToken) == address(stETH) ) {
return wstETH.unwrap(sellAmount);
}
revert("MixinLido/UNSUPPORTED_TOKEN_PAIR");
}
}

View File

@@ -1,76 +0,0 @@
// SPDX-License-Identifier: Apache-2.0
/*
Copyright 2020 ZeroEx Intl.
Licensed under the Apache License, Version 2.0 (the "License");
you may not use this file except in compliance with the License.
You may obtain a copy of the License at
http://www.apache.org/licenses/LICENSE-2.0
Unless required by applicable law or agreed to in writing, software
distributed under the License is distributed on an "AS IS" BASIS,
WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
See the License for the specific language governing permissions and
limitations under the License.
*/
pragma solidity ^0.6.5;
pragma experimental ABIEncoderV2;
import "@0x/contracts-erc20/contracts/src/v06/LibERC20TokenV06.sol";
import "@0x/contracts-erc20/contracts/src/v06/IERC20TokenV06.sol";
import "../IBridgeAdapter.sol";
interface IOasis {
/// @dev Sell `sellAmount` of `sellToken` token and receive `buyToken` token.
/// @param sellToken The token being sold.
/// @param sellAmount The amount of `sellToken` token being sold.
/// @param buyToken The token being bought.
/// @param minBoughtAmount Minimum amount of `buyToken` token to buy.
/// @return boughtAmount Amount of `buyToken` bought.
function sellAllAmount(
IERC20TokenV06 sellToken,
uint256 sellAmount,
IERC20TokenV06 buyToken,
uint256 minBoughtAmount
)
external
returns (uint256 boughtAmount);
}
contract MixinOasis {
using LibERC20TokenV06 for IERC20TokenV06;
function _tradeOasis(
IERC20TokenV06 sellToken,
IERC20TokenV06 buyToken,
uint256 sellAmount,
bytes memory bridgeData
)
internal
returns (uint256 boughtAmount)
{
(IOasis oasis) = abi.decode(bridgeData, (IOasis));
// Grant an allowance to the exchange to spend `sellToken` token.
sellToken.approveIfBelow(
address(oasis),
sellAmount
);
// Try to sell all of this contract's `sellToken` token balance.
boughtAmount = oasis.sellAllAmount(
sellToken,
sellAmount,
buyToken,
// min fill amount
1
);
return boughtAmount;
}
}

View File

@@ -0,0 +1,98 @@
// SPDX-License-Identifier: Apache-2.0
/*
Copyright 2022 ZeroEx Intl.
Licensed under the Apache License, Version 2.0 (the "License");
you may not use this file except in compliance with the License.
You may obtain a copy of the License at
http://www.apache.org/licenses/LICENSE-2.0
Unless required by applicable law or agreed to in writing, software
distributed under the License is distributed on an "AS IS" BASIS,
WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
See the License for the specific language governing permissions and
limitations under the License.
*/
pragma solidity ^0.6.5;
pragma experimental ABIEncoderV2;
import "@0x/contracts-erc20/contracts/src/v06/LibERC20TokenV06.sol";
import "@0x/contracts-erc20/contracts/src/v06/IERC20TokenV06.sol";
import "@0x/contracts-utils/contracts/src/v06/LibSafeMathV06.sol";
interface IPlatypusRouter {
function swapTokensForTokens(
address[] calldata tokenPath,
address[] calldata poolPath,
uint256 fromAmount,
uint256 minimumToAmount,
address to,
uint256 deadline
) external returns (uint256 amountOut, uint256 haircut);
}
contract MixinPlatypus {
using LibERC20TokenV06 for IERC20TokenV06;
using LibSafeMathV06 for uint256;
function _tradePlatypus(
IERC20TokenV06 buyToken,
uint256 sellAmount,
bytes memory bridgeData
)
public
returns (uint256 boughtAmount)
{
IPlatypusRouter router;
address _router;
address[] memory _pool;
IERC20TokenV06[] memory path;
address[] memory _path;
{
(_router, _pool, _path) = abi.decode(bridgeData, (address, address[], address[]));
// To get around `abi.decode()` not supporting interface array types.
assembly { path := _path }
}
//connect to the ptp router
router = IPlatypusRouter(_router);
require(path.length >= 2, "MixinPlatypus/PATH_LENGTH_MUST_BE_AT_LEAST_TWO");
require(
path[path.length - 1] == buyToken,
"MixinPlatypus/LAST_ELEMENT_OF_PATH_MUST_MATCH_OUTPUT_TOKEN"
);
// Grant the Platypus router an allowance to sell the first token.
path[0].approveIfBelow(address(router), sellAmount);
//keep track of the previous balance to confirm amount out
uint256 beforeBalance = buyToken.balanceOf(address(this));
router.swapTokensForTokens(
// Convert to `buyToken` along this path.
_path,
// pool to swap on
_pool,
// Sell all tokens we hold.
sellAmount,
// Minimum buy amount.
0,
// Recipient is `this`.
address(this),
block.timestamp + 1
);
//calculate the buy amount from the tokens we recieved
boughtAmount = buyToken.balanceOf(address(this)).safeSub(beforeBalance);
return boughtAmount;
}
}

View File

@@ -0,0 +1,64 @@
// SPDX-License-Identifier: Apache-2.0
/*
Copyright 2022 ZeroEx Intl.
Licensed under the Apache License, Version 2.0 (the "License");
you may not use this file except in compliance with the License.
You may obtain a copy of the License at
http://www.apache.org/licenses/LICENSE-2.0
Unless required by applicable law or agreed to in writing, software
distributed under the License is distributed on an "AS IS" BASIS,
WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
See the License for the specific language governing permissions and
limitations under the License.
*/
pragma solidity ^0.6.5;
pragma experimental ABIEncoderV2;
import "@0x/contracts-erc20/contracts/src/v06/LibERC20TokenV06.sol";
import "@0x/contracts-erc20/contracts/src/v06/IERC20TokenV06.sol";
interface IVelodromeRouter {
function swapExactTokensForTokensSimple(
uint256 amountIn,
uint256 amountOutMin,
address tokenFrom,
address tokenTo,
bool stable,
address to,
uint256 deadline
) external returns (uint256[] memory amounts);
}
contract MixinVelodrome {
using LibERC20TokenV06 for IERC20TokenV06;
function _tradeVelodrome(
IERC20TokenV06 sellToken,
IERC20TokenV06 buyToken,
uint256 sellAmount,
bytes memory bridgeData
)
internal
returns (uint256 boughtAmount)
{
(IVelodromeRouter router, bool stable) = abi.decode(bridgeData, (IVelodromeRouter, bool));
sellToken.approveIfBelow(address(router), sellAmount);
boughtAmount = router.swapExactTokensForTokensSimple(
sellAmount,
0,
address(sellToken),
address(buyToken),
stable,
address(this),
block.timestamp + 1
)[1];
}
}

View File

@@ -1,6 +1,6 @@
{
"name": "@0x/contracts-zero-ex",
"version": "0.31.1",
"version": "0.35.0",
"engines": {
"node": ">=6.12"
},
@@ -41,9 +41,9 @@
"rollback": "node ./lib/scripts/rollback.js"
},
"config": {
"publicInterfaceContracts": "IZeroEx,ZeroEx,FullMigration,InitialMigration,IFlashWallet,IERC20Transformer,IOwnableFeature,ISimpleFunctionRegistryFeature,ITransformERC20Feature,FillQuoteTransformer,PayTakerTransformer,PositiveSlippageFeeTransformer,WethTransformer,OwnableFeature,SimpleFunctionRegistryFeature,TransformERC20Feature,AffiliateFeeTransformer,MetaTransactionsFeature,LogMetadataTransformer,BridgeAdapter,LiquidityProviderFeature,ILiquidityProviderFeature,NativeOrdersFeature,INativeOrdersFeature,FeeCollectorController,FeeCollector,CurveLiquidityProvider,BatchFillNativeOrdersFeature,IBatchFillNativeOrdersFeature,MultiplexFeature,IMultiplexFeature,OtcOrdersFeature,IOtcOrdersFeature",
"publicInterfaceContracts": "IZeroEx,ZeroEx,FullMigration,InitialMigration,IFlashWallet,IERC20Transformer,IOwnableFeature,ISimpleFunctionRegistryFeature,ITransformERC20Feature,FillQuoteTransformer,PayTakerTransformer,PositiveSlippageFeeTransformer,WethTransformer,OwnableFeature,SimpleFunctionRegistryFeature,TransformERC20Feature,AffiliateFeeTransformer,MetaTransactionsFeature,LogMetadataTransformer,LiquidityProviderFeature,ILiquidityProviderFeature,NativeOrdersFeature,INativeOrdersFeature,FeeCollectorController,FeeCollector,CurveLiquidityProvider,BatchFillNativeOrdersFeature,IBatchFillNativeOrdersFeature,MultiplexFeature,IMultiplexFeature,OtcOrdersFeature,IOtcOrdersFeature,AvalancheBridgeAdapter,BSCBridgeAdapter,CeloBridgeAdapter,EthereumBridgeAdapter,FantomBridgeAdapter,OptimismBridgeAdapter,PolygonBridgeAdapter",
"abis:comment": "This list is auto-generated by contracts-gen. Don't edit manually.",
"abis": "./test/generated-artifacts/@(AffiliateFeeTransformer|BatchFillNativeOrdersFeature|BootstrapFeature|BridgeAdapter|BridgeProtocols|CurveLiquidityProvider|ERC1155OrdersFeature|ERC165Feature|ERC721OrdersFeature|FeeCollector|FeeCollectorController|FillQuoteTransformer|FixinCommon|FixinEIP712|FixinERC1155Spender|FixinERC721Spender|FixinProtocolFees|FixinReentrancyGuard|FixinTokenSpender|FlashWallet|FullMigration|FundRecoveryFeature|IBatchFillNativeOrdersFeature|IBootstrapFeature|IBridgeAdapter|IERC1155OrdersFeature|IERC1155Token|IERC165Feature|IERC20Bridge|IERC20Transformer|IERC721OrdersFeature|IERC721Token|IFeature|IFeeRecipient|IFlashWallet|IFundRecoveryFeature|ILiquidityProvider|ILiquidityProviderFeature|ILiquidityProviderSandbox|IMetaTransactionsFeature|IMooniswapPool|IMultiplexFeature|INativeOrdersEvents|INativeOrdersFeature|IOtcOrdersFeature|IOwnableFeature|IPancakeSwapFeature|IPropertyValidator|ISimpleFunctionRegistryFeature|IStaking|ITakerCallback|ITestSimpleFunctionRegistryFeature|ITokenSpenderFeature|ITransformERC20Feature|IUniswapFeature|IUniswapV2Pair|IUniswapV3Feature|IUniswapV3Pool|IZeroEx|InitialMigration|LibBootstrap|LibCommonRichErrors|LibERC1155OrdersStorage|LibERC20Transformer|LibERC721OrdersStorage|LibFeeCollector|LibLiquidityProviderRichErrors|LibMetaTransactionsRichErrors|LibMetaTransactionsStorage|LibMigrate|LibNFTOrder|LibNFTOrdersRichErrors|LibNativeOrder|LibNativeOrdersRichErrors|LibNativeOrdersStorage|LibOtcOrdersStorage|LibOwnableRichErrors|LibOwnableStorage|LibProxyRichErrors|LibProxyStorage|LibReentrancyGuardStorage|LibSignature|LibSignatureRichErrors|LibSimpleFunctionRegistryRichErrors|LibSimpleFunctionRegistryStorage|LibStorage|LibTransformERC20RichErrors|LibTransformERC20Storage|LibWalletRichErrors|LiquidityProviderFeature|LiquidityProviderSandbox|LogMetadataTransformer|MetaTransactionsFeature|MixinAaveV2|MixinBalancer|MixinBalancerV2|MixinBancor|MixinCoFiX|MixinCompound|MixinCryptoCom|MixinCurve|MixinCurveV2|MixinDodo|MixinDodoV2|MixinKyber|MixinKyberDmm|MixinLido|MixinMStable|MixinMakerPSM|MixinMooniswap|MixinNerve|MixinOasis|MixinShell|MixinUniswap|MixinUniswapV2|MixinUniswapV3|MixinZeroExBridge|MooniswapLiquidityProvider|MultiplexFeature|MultiplexLiquidityProvider|MultiplexOtc|MultiplexRfq|MultiplexTransformERC20|MultiplexUniswapV2|MultiplexUniswapV3|NFTOrders|NativeOrdersCancellation|NativeOrdersFeature|NativeOrdersInfo|NativeOrdersProtocolFees|NativeOrdersSettlement|OtcOrdersFeature|OwnableFeature|PancakeSwapFeature|PayTakerTransformer|PermissionlessTransformerDeployer|PositiveSlippageFeeTransformer|SimpleFunctionRegistryFeature|TestBridge|TestCallTarget|TestCurve|TestDelegateCaller|TestFeeCollectorController|TestFeeRecipient|TestFillQuoteTransformerBridge|TestFillQuoteTransformerExchange|TestFillQuoteTransformerHost|TestFixinProtocolFees|TestFixinTokenSpender|TestFullMigration|TestInitialMigration|TestLibNativeOrder|TestLibSignature|TestLiquidityProvider|TestMetaTransactionsNativeOrdersFeature|TestMetaTransactionsTransformERC20Feature|TestMigrator|TestMintTokenERC20Transformer|TestMintableERC1155Token|TestMintableERC20Token|TestMintableERC721Token|TestMooniswap|TestNFTOrderPresigner|TestNativeOrdersFeature|TestNoEthRecipient|TestOrderSignerRegistryWithContractWallet|TestPermissionlessTransformerDeployerSuicidal|TestPermissionlessTransformerDeployerTransformer|TestPropertyValidator|TestRfqOriginRegistration|TestSimpleFunctionRegistryFeatureImpl1|TestSimpleFunctionRegistryFeatureImpl2|TestStaking|TestTokenSpenderERC20Token|TestTransformERC20|TestTransformerBase|TestTransformerDeployerTransformer|TestTransformerHost|TestUniswapV2Factory|TestUniswapV2Pool|TestUniswapV3Factory|TestUniswapV3Feature|TestUniswapV3Pool|TestWeth|TestWethTransformerHost|TestZeroExFeature|TransformERC20Feature|Transformer|TransformerDeployer|UniswapFeature|UniswapV3Feature|WethTransformer|ZeroEx|ZeroExOptimized).json"
"abis": "./test/generated-artifacts/@(AbstractBridgeAdapter|AffiliateFeeTransformer|AvalancheBridgeAdapter|BSCBridgeAdapter|BatchFillNativeOrdersFeature|BootstrapFeature|BridgeProtocols|CeloBridgeAdapter|CurveLiquidityProvider|ERC1155OrdersFeature|ERC165Feature|ERC721OrdersFeature|EthereumBridgeAdapter|FantomBridgeAdapter|FeeCollector|FeeCollectorController|FillQuoteTransformer|FixinCommon|FixinEIP712|FixinERC1155Spender|FixinERC721Spender|FixinProtocolFees|FixinReentrancyGuard|FixinTokenSpender|FlashWallet|FullMigration|FundRecoveryFeature|IBatchFillNativeOrdersFeature|IBootstrapFeature|IBridgeAdapter|IERC1155OrdersFeature|IERC1155Token|IERC165Feature|IERC20Bridge|IERC20Transformer|IERC721OrdersFeature|IERC721Token|IFeature|IFeeRecipient|IFlashWallet|IFundRecoveryFeature|ILiquidityProvider|ILiquidityProviderFeature|ILiquidityProviderSandbox|IMetaTransactionsFeature|IMooniswapPool|IMultiplexFeature|INativeOrdersEvents|INativeOrdersFeature|IOtcOrdersFeature|IOwnableFeature|IPancakeSwapFeature|IPropertyValidator|ISimpleFunctionRegistryFeature|IStaking|ITakerCallback|ITestSimpleFunctionRegistryFeature|ITokenSpenderFeature|ITransformERC20Feature|IUniswapFeature|IUniswapV2Pair|IUniswapV3Feature|IUniswapV3Pool|IZeroEx|InitialMigration|LibBootstrap|LibCommonRichErrors|LibERC1155OrdersStorage|LibERC20Transformer|LibERC721OrdersStorage|LibFeeCollector|LibLiquidityProviderRichErrors|LibMetaTransactionsRichErrors|LibMetaTransactionsStorage|LibMigrate|LibNFTOrder|LibNFTOrdersRichErrors|LibNativeOrder|LibNativeOrdersRichErrors|LibNativeOrdersStorage|LibOtcOrdersStorage|LibOwnableRichErrors|LibOwnableStorage|LibProxyRichErrors|LibProxyStorage|LibReentrancyGuardStorage|LibSignature|LibSignatureRichErrors|LibSimpleFunctionRegistryRichErrors|LibSimpleFunctionRegistryStorage|LibStorage|LibTransformERC20RichErrors|LibTransformERC20Storage|LibWalletRichErrors|LiquidityProviderFeature|LiquidityProviderSandbox|LogMetadataTransformer|MetaTransactionsFeature|MixinAaveV2|MixinBalancer|MixinBalancerV2|MixinBalancerV2Batch|MixinBancor|MixinBancorV3|MixinCompound|MixinCryptoCom|MixinCurve|MixinCurveV2|MixinDodo|MixinDodoV2|MixinGMX|MixinKyberDmm|MixinLido|MixinMStable|MixinMakerPSM|MixinMooniswap|MixinNerve|MixinPlatypus|MixinShell|MixinUniswap|MixinUniswapV2|MixinUniswapV3|MixinVelodrome|MixinZeroExBridge|MooniswapLiquidityProvider|MultiplexFeature|MultiplexLiquidityProvider|MultiplexOtc|MultiplexRfq|MultiplexTransformERC20|MultiplexUniswapV2|MultiplexUniswapV3|NFTOrders|NativeOrdersCancellation|NativeOrdersFeature|NativeOrdersInfo|NativeOrdersProtocolFees|NativeOrdersSettlement|OptimismBridgeAdapter|OtcOrdersFeature|OwnableFeature|PancakeSwapFeature|PayTakerTransformer|PermissionlessTransformerDeployer|PolygonBridgeAdapter|PositiveSlippageFeeTransformer|SimpleFunctionRegistryFeature|TestBridge|TestCallTarget|TestCurve|TestDelegateCaller|TestFeeCollectorController|TestFeeRecipient|TestFillQuoteTransformerBridge|TestFillQuoteTransformerExchange|TestFillQuoteTransformerHost|TestFixinProtocolFees|TestFixinTokenSpender|TestFullMigration|TestInitialMigration|TestLibNativeOrder|TestLibSignature|TestLiquidityProvider|TestMetaTransactionsNativeOrdersFeature|TestMetaTransactionsTransformERC20Feature|TestMigrator|TestMintTokenERC20Transformer|TestMintableERC1155Token|TestMintableERC20Token|TestMintableERC721Token|TestMooniswap|TestNFTOrderPresigner|TestNativeOrdersFeature|TestNoEthRecipient|TestOrderSignerRegistryWithContractWallet|TestPermissionlessTransformerDeployerSuicidal|TestPermissionlessTransformerDeployerTransformer|TestPropertyValidator|TestRfqOriginRegistration|TestSimpleFunctionRegistryFeatureImpl1|TestSimpleFunctionRegistryFeatureImpl2|TestStaking|TestTokenSpenderERC20Token|TestTransformERC20|TestTransformerBase|TestTransformerDeployerTransformer|TestTransformerHost|TestUniswapV2Factory|TestUniswapV2Pool|TestUniswapV3Factory|TestUniswapV3Feature|TestUniswapV3Pool|TestWeth|TestWethTransformerHost|TestZeroExFeature|TransformERC20Feature|Transformer|TransformerDeployer|UniswapFeature|UniswapV3Feature|WethTransformer|ZeroEx|ZeroExOptimized).json"
},
"repository": {
"type": "git",
@@ -55,14 +55,14 @@
},
"homepage": "https://github.com/0xProject/protocol/tree/main/contracts/zero-ex",
"devDependencies": {
"@0x/abi-gen": "^5.7.2",
"@0x/contract-addresses": "^6.12.0",
"@0x/contracts-erc20": "^3.3.27",
"@0x/contracts-gen": "^2.0.43",
"@0x/contracts-test-utils": "^5.4.18",
"@0x/dev-utils": "^4.2.11",
"@0x/abi-gen": "^5.8.0",
"@0x/contract-addresses": "^6.16.0",
"@0x/contracts-erc20": "^3.3.32",
"@0x/contracts-gen": "^2.0.46",
"@0x/contracts-test-utils": "^5.4.23",
"@0x/dev-utils": "^4.2.14",
"@0x/order-utils": "^10.4.28",
"@0x/sol-compiler": "^4.7.8",
"@0x/sol-compiler": "^4.8.1",
"@0x/ts-doc-gen": "^0.0.28",
"@0x/tslint-config": "^4.1.4",
"@types/isomorphic-fetch": "^0.0.35",
@@ -79,17 +79,17 @@
"truffle": "^5.0.32",
"tslint": "5.11.0",
"typedoc": "~0.16.11",
"typescript": "4.2.2"
"typescript": "4.6.3"
},
"dependencies": {
"@0x/base-contract": "^6.4.5",
"@0x/protocol-utils": "^1.11.1",
"@0x/subproviders": "^6.6.2",
"@0x/types": "^3.3.4",
"@0x/typescript-typings": "^5.2.1",
"@0x/utils": "^6.5.0",
"@0x/web3-wrapper": "^7.6.2",
"ethereum-types": "^3.6.0",
"@0x/base-contract": "^6.5.0",
"@0x/protocol-utils": "^11.15.0",
"@0x/subproviders": "^6.6.5",
"@0x/types": "^3.3.6",
"@0x/typescript-typings": "^5.3.1",
"@0x/utils": "^6.5.3",
"@0x/web3-wrapper": "^7.6.5",
"ethereum-types": "^3.7.0",
"ethereumjs-util": "^7.0.10",
"ethers": "~4.0.4"
},

View File

@@ -6,9 +6,13 @@
import { ContractArtifact } from 'ethereum-types';
import * as AffiliateFeeTransformer from '../generated-artifacts/AffiliateFeeTransformer.json';
import * as AvalancheBridgeAdapter from '../generated-artifacts/AvalancheBridgeAdapter.json';
import * as BatchFillNativeOrdersFeature from '../generated-artifacts/BatchFillNativeOrdersFeature.json';
import * as BridgeAdapter from '../generated-artifacts/BridgeAdapter.json';
import * as BSCBridgeAdapter from '../generated-artifacts/BSCBridgeAdapter.json';
import * as CeloBridgeAdapter from '../generated-artifacts/CeloBridgeAdapter.json';
import * as CurveLiquidityProvider from '../generated-artifacts/CurveLiquidityProvider.json';
import * as EthereumBridgeAdapter from '../generated-artifacts/EthereumBridgeAdapter.json';
import * as FantomBridgeAdapter from '../generated-artifacts/FantomBridgeAdapter.json';
import * as FeeCollector from '../generated-artifacts/FeeCollector.json';
import * as FeeCollectorController from '../generated-artifacts/FeeCollectorController.json';
import * as FillQuoteTransformer from '../generated-artifacts/FillQuoteTransformer.json';
@@ -30,9 +34,11 @@ import * as LogMetadataTransformer from '../generated-artifacts/LogMetadataTrans
import * as MetaTransactionsFeature from '../generated-artifacts/MetaTransactionsFeature.json';
import * as MultiplexFeature from '../generated-artifacts/MultiplexFeature.json';
import * as NativeOrdersFeature from '../generated-artifacts/NativeOrdersFeature.json';
import * as OptimismBridgeAdapter from '../generated-artifacts/OptimismBridgeAdapter.json';
import * as OtcOrdersFeature from '../generated-artifacts/OtcOrdersFeature.json';
import * as OwnableFeature from '../generated-artifacts/OwnableFeature.json';
import * as PayTakerTransformer from '../generated-artifacts/PayTakerTransformer.json';
import * as PolygonBridgeAdapter from '../generated-artifacts/PolygonBridgeAdapter.json';
import * as PositiveSlippageFeeTransformer from '../generated-artifacts/PositiveSlippageFeeTransformer.json';
import * as SimpleFunctionRegistryFeature from '../generated-artifacts/SimpleFunctionRegistryFeature.json';
import * as TransformERC20Feature from '../generated-artifacts/TransformERC20Feature.json';
@@ -58,7 +64,6 @@ export const artifacts = {
AffiliateFeeTransformer: AffiliateFeeTransformer as ContractArtifact,
MetaTransactionsFeature: MetaTransactionsFeature as ContractArtifact,
LogMetadataTransformer: LogMetadataTransformer as ContractArtifact,
BridgeAdapter: BridgeAdapter as ContractArtifact,
LiquidityProviderFeature: LiquidityProviderFeature as ContractArtifact,
ILiquidityProviderFeature: ILiquidityProviderFeature as ContractArtifact,
NativeOrdersFeature: NativeOrdersFeature as ContractArtifact,
@@ -72,4 +77,11 @@ export const artifacts = {
IMultiplexFeature: IMultiplexFeature as ContractArtifact,
OtcOrdersFeature: OtcOrdersFeature as ContractArtifact,
IOtcOrdersFeature: IOtcOrdersFeature as ContractArtifact,
AvalancheBridgeAdapter: AvalancheBridgeAdapter as ContractArtifact,
BSCBridgeAdapter: BSCBridgeAdapter as ContractArtifact,
CeloBridgeAdapter: CeloBridgeAdapter as ContractArtifact,
EthereumBridgeAdapter: EthereumBridgeAdapter as ContractArtifact,
FantomBridgeAdapter: FantomBridgeAdapter as ContractArtifact,
OptimismBridgeAdapter: OptimismBridgeAdapter as ContractArtifact,
PolygonBridgeAdapter: PolygonBridgeAdapter as ContractArtifact,
};

View File

@@ -35,7 +35,11 @@ export * from './bloom_filter_utils';
export { GREEDY_TOKENS } from './constants';
export {
AffiliateFeeTransformerContract,
BridgeAdapterContract,
AvalancheBridgeAdapterContract,
BSCBridgeAdapterContract,
CeloBridgeAdapterContract,
EthereumBridgeAdapterContract,
FantomBridgeAdapterContract,
FillQuoteTransformerContract,
IOwnableFeatureContract,
IOwnableFeatureEvents,
@@ -45,7 +49,9 @@ export {
IZeroExContract,
LogMetadataTransformerContract,
MultiplexFeatureContract,
OptimismBridgeAdapterContract,
PayTakerTransformerContract,
PolygonBridgeAdapterContract,
PositiveSlippageFeeTransformerContract,
TransformERC20FeatureContract,
WethTransformerContract,

View File

@@ -4,9 +4,13 @@
* -----------------------------------------------------------------------------
*/
export * from '../generated-wrappers/affiliate_fee_transformer';
export * from '../generated-wrappers/avalanche_bridge_adapter';
export * from '../generated-wrappers/b_s_c_bridge_adapter';
export * from '../generated-wrappers/batch_fill_native_orders_feature';
export * from '../generated-wrappers/bridge_adapter';
export * from '../generated-wrappers/celo_bridge_adapter';
export * from '../generated-wrappers/curve_liquidity_provider';
export * from '../generated-wrappers/ethereum_bridge_adapter';
export * from '../generated-wrappers/fantom_bridge_adapter';
export * from '../generated-wrappers/fee_collector';
export * from '../generated-wrappers/fee_collector_controller';
export * from '../generated-wrappers/fill_quote_transformer';
@@ -28,9 +32,11 @@ export * from '../generated-wrappers/log_metadata_transformer';
export * from '../generated-wrappers/meta_transactions_feature';
export * from '../generated-wrappers/multiplex_feature';
export * from '../generated-wrappers/native_orders_feature';
export * from '../generated-wrappers/optimism_bridge_adapter';
export * from '../generated-wrappers/otc_orders_feature';
export * from '../generated-wrappers/ownable_feature';
export * from '../generated-wrappers/pay_taker_transformer';
export * from '../generated-wrappers/polygon_bridge_adapter';
export * from '../generated-wrappers/positive_slippage_fee_transformer';
export * from '../generated-wrappers/simple_function_registry_feature';
export * from '../generated-wrappers/transform_erc20_feature';

View File

@@ -5,15 +5,20 @@
*/
import { ContractArtifact } from 'ethereum-types';
import * as AbstractBridgeAdapter from '../test/generated-artifacts/AbstractBridgeAdapter.json';
import * as AffiliateFeeTransformer from '../test/generated-artifacts/AffiliateFeeTransformer.json';
import * as AvalancheBridgeAdapter from '../test/generated-artifacts/AvalancheBridgeAdapter.json';
import * as BatchFillNativeOrdersFeature from '../test/generated-artifacts/BatchFillNativeOrdersFeature.json';
import * as BootstrapFeature from '../test/generated-artifacts/BootstrapFeature.json';
import * as BridgeAdapter from '../test/generated-artifacts/BridgeAdapter.json';
import * as BridgeProtocols from '../test/generated-artifacts/BridgeProtocols.json';
import * as BSCBridgeAdapter from '../test/generated-artifacts/BSCBridgeAdapter.json';
import * as CeloBridgeAdapter from '../test/generated-artifacts/CeloBridgeAdapter.json';
import * as CurveLiquidityProvider from '../test/generated-artifacts/CurveLiquidityProvider.json';
import * as ERC1155OrdersFeature from '../test/generated-artifacts/ERC1155OrdersFeature.json';
import * as ERC165Feature from '../test/generated-artifacts/ERC165Feature.json';
import * as ERC721OrdersFeature from '../test/generated-artifacts/ERC721OrdersFeature.json';
import * as EthereumBridgeAdapter from '../test/generated-artifacts/EthereumBridgeAdapter.json';
import * as FantomBridgeAdapter from '../test/generated-artifacts/FantomBridgeAdapter.json';
import * as FeeCollector from '../test/generated-artifacts/FeeCollector.json';
import * as FeeCollectorController from '../test/generated-artifacts/FeeCollectorController.json';
import * as FillQuoteTransformer from '../test/generated-artifacts/FillQuoteTransformer.json';
@@ -101,26 +106,28 @@ import * as MetaTransactionsFeature from '../test/generated-artifacts/MetaTransa
import * as MixinAaveV2 from '../test/generated-artifacts/MixinAaveV2.json';
import * as MixinBalancer from '../test/generated-artifacts/MixinBalancer.json';
import * as MixinBalancerV2 from '../test/generated-artifacts/MixinBalancerV2.json';
import * as MixinBalancerV2Batch from '../test/generated-artifacts/MixinBalancerV2Batch.json';
import * as MixinBancor from '../test/generated-artifacts/MixinBancor.json';
import * as MixinCoFiX from '../test/generated-artifacts/MixinCoFiX.json';
import * as MixinBancorV3 from '../test/generated-artifacts/MixinBancorV3.json';
import * as MixinCompound from '../test/generated-artifacts/MixinCompound.json';
import * as MixinCryptoCom from '../test/generated-artifacts/MixinCryptoCom.json';
import * as MixinCurve from '../test/generated-artifacts/MixinCurve.json';
import * as MixinCurveV2 from '../test/generated-artifacts/MixinCurveV2.json';
import * as MixinDodo from '../test/generated-artifacts/MixinDodo.json';
import * as MixinDodoV2 from '../test/generated-artifacts/MixinDodoV2.json';
import * as MixinKyber from '../test/generated-artifacts/MixinKyber.json';
import * as MixinGMX from '../test/generated-artifacts/MixinGMX.json';
import * as MixinKyberDmm from '../test/generated-artifacts/MixinKyberDmm.json';
import * as MixinLido from '../test/generated-artifacts/MixinLido.json';
import * as MixinMakerPSM from '../test/generated-artifacts/MixinMakerPSM.json';
import * as MixinMooniswap from '../test/generated-artifacts/MixinMooniswap.json';
import * as MixinMStable from '../test/generated-artifacts/MixinMStable.json';
import * as MixinNerve from '../test/generated-artifacts/MixinNerve.json';
import * as MixinOasis from '../test/generated-artifacts/MixinOasis.json';
import * as MixinPlatypus from '../test/generated-artifacts/MixinPlatypus.json';
import * as MixinShell from '../test/generated-artifacts/MixinShell.json';
import * as MixinUniswap from '../test/generated-artifacts/MixinUniswap.json';
import * as MixinUniswapV2 from '../test/generated-artifacts/MixinUniswapV2.json';
import * as MixinUniswapV3 from '../test/generated-artifacts/MixinUniswapV3.json';
import * as MixinVelodrome from '../test/generated-artifacts/MixinVelodrome.json';
import * as MixinZeroExBridge from '../test/generated-artifacts/MixinZeroExBridge.json';
import * as MooniswapLiquidityProvider from '../test/generated-artifacts/MooniswapLiquidityProvider.json';
import * as MultiplexFeature from '../test/generated-artifacts/MultiplexFeature.json';
@@ -136,11 +143,13 @@ import * as NativeOrdersInfo from '../test/generated-artifacts/NativeOrdersInfo.
import * as NativeOrdersProtocolFees from '../test/generated-artifacts/NativeOrdersProtocolFees.json';
import * as NativeOrdersSettlement from '../test/generated-artifacts/NativeOrdersSettlement.json';
import * as NFTOrders from '../test/generated-artifacts/NFTOrders.json';
import * as OptimismBridgeAdapter from '../test/generated-artifacts/OptimismBridgeAdapter.json';
import * as OtcOrdersFeature from '../test/generated-artifacts/OtcOrdersFeature.json';
import * as OwnableFeature from '../test/generated-artifacts/OwnableFeature.json';
import * as PancakeSwapFeature from '../test/generated-artifacts/PancakeSwapFeature.json';
import * as PayTakerTransformer from '../test/generated-artifacts/PayTakerTransformer.json';
import * as PermissionlessTransformerDeployer from '../test/generated-artifacts/PermissionlessTransformerDeployer.json';
import * as PolygonBridgeAdapter from '../test/generated-artifacts/PolygonBridgeAdapter.json';
import * as PositiveSlippageFeeTransformer from '../test/generated-artifacts/PositiveSlippageFeeTransformer.json';
import * as SimpleFunctionRegistryFeature from '../test/generated-artifacts/SimpleFunctionRegistryFeature.json';
import * as TestBridge from '../test/generated-artifacts/TestBridge.json';
@@ -307,32 +316,41 @@ export const artifacts = {
PositiveSlippageFeeTransformer: PositiveSlippageFeeTransformer as ContractArtifact,
Transformer: Transformer as ContractArtifact,
WethTransformer: WethTransformer as ContractArtifact,
BridgeAdapter: BridgeAdapter as ContractArtifact,
AbstractBridgeAdapter: AbstractBridgeAdapter as ContractArtifact,
AvalancheBridgeAdapter: AvalancheBridgeAdapter as ContractArtifact,
BSCBridgeAdapter: BSCBridgeAdapter as ContractArtifact,
BridgeProtocols: BridgeProtocols as ContractArtifact,
CeloBridgeAdapter: CeloBridgeAdapter as ContractArtifact,
EthereumBridgeAdapter: EthereumBridgeAdapter as ContractArtifact,
FantomBridgeAdapter: FantomBridgeAdapter as ContractArtifact,
IBridgeAdapter: IBridgeAdapter as ContractArtifact,
OptimismBridgeAdapter: OptimismBridgeAdapter as ContractArtifact,
PolygonBridgeAdapter: PolygonBridgeAdapter as ContractArtifact,
MixinAaveV2: MixinAaveV2 as ContractArtifact,
MixinBalancer: MixinBalancer as ContractArtifact,
MixinBalancerV2: MixinBalancerV2 as ContractArtifact,
MixinBalancerV2Batch: MixinBalancerV2Batch as ContractArtifact,
MixinBancor: MixinBancor as ContractArtifact,
MixinCoFiX: MixinCoFiX as ContractArtifact,
MixinBancorV3: MixinBancorV3 as ContractArtifact,
MixinCompound: MixinCompound as ContractArtifact,
MixinCryptoCom: MixinCryptoCom as ContractArtifact,
MixinCurve: MixinCurve as ContractArtifact,
MixinCurveV2: MixinCurveV2 as ContractArtifact,
MixinDodo: MixinDodo as ContractArtifact,
MixinDodoV2: MixinDodoV2 as ContractArtifact,
MixinKyber: MixinKyber as ContractArtifact,
MixinGMX: MixinGMX as ContractArtifact,
MixinKyberDmm: MixinKyberDmm as ContractArtifact,
MixinLido: MixinLido as ContractArtifact,
MixinMStable: MixinMStable as ContractArtifact,
MixinMakerPSM: MixinMakerPSM as ContractArtifact,
MixinMooniswap: MixinMooniswap as ContractArtifact,
MixinNerve: MixinNerve as ContractArtifact,
MixinOasis: MixinOasis as ContractArtifact,
MixinPlatypus: MixinPlatypus as ContractArtifact,
MixinShell: MixinShell as ContractArtifact,
MixinUniswap: MixinUniswap as ContractArtifact,
MixinUniswapV2: MixinUniswapV2 as ContractArtifact,
MixinUniswapV3: MixinUniswapV3 as ContractArtifact,
MixinVelodrome: MixinVelodrome as ContractArtifact,
MixinZeroExBridge: MixinZeroExBridge as ContractArtifact,
IERC1155Token: IERC1155Token as ContractArtifact,
IERC721Token: IERC721Token as ContractArtifact,

View File

@@ -28,7 +28,7 @@ import { artifacts } from '../artifacts';
import { TestFillQuoteTransformerBridgeContract } from '../generated-wrappers/test_fill_quote_transformer_bridge';
import { getRandomLimitOrder, getRandomRfqOrder } from '../utils/orders';
import {
BridgeAdapterContract,
EthereumBridgeAdapterContract,
FillQuoteTransformerContract,
TestFillQuoteTransformerExchangeContract,
TestFillQuoteTransformerHostContract,
@@ -52,7 +52,8 @@ blockchainTests.resets('FillQuoteTransformer', env => {
let singleProtocolFee: BigNumber;
const GAS_PRICE = 1337;
const TEST_BRIDGE_SOURCE = hexUtils.random(32);
// Left half is 0, corresponding to BridgeProtocol.Unknown
const TEST_BRIDGE_SOURCE = hexUtils.leftPad(hexUtils.random(16), 32);
const HIGH_BIT = new BigNumber(2).pow(255);
const REVERT_AMOUNT = new BigNumber('0xdeadbeef');
@@ -64,8 +65,8 @@ blockchainTests.resets('FillQuoteTransformer', env => {
env.txDefaults,
artifacts,
);
const bridgeAdapter = await BridgeAdapterContract.deployFrom0xArtifactAsync(
artifacts.BridgeAdapter,
const bridgeAdapter = await EthereumBridgeAdapterContract.deployFrom0xArtifactAsync(
artifacts.EthereumBridgeAdapter,
env.provider,
env.txDefaults,
artifacts,

View File

@@ -3,15 +3,20 @@
* Warning: This file is auto-generated by contracts-gen. Don't edit manually.
* -----------------------------------------------------------------------------
*/
export * from '../test/generated-wrappers/abstract_bridge_adapter';
export * from '../test/generated-wrappers/affiliate_fee_transformer';
export * from '../test/generated-wrappers/avalanche_bridge_adapter';
export * from '../test/generated-wrappers/b_s_c_bridge_adapter';
export * from '../test/generated-wrappers/batch_fill_native_orders_feature';
export * from '../test/generated-wrappers/bootstrap_feature';
export * from '../test/generated-wrappers/bridge_adapter';
export * from '../test/generated-wrappers/bridge_protocols';
export * from '../test/generated-wrappers/celo_bridge_adapter';
export * from '../test/generated-wrappers/curve_liquidity_provider';
export * from '../test/generated-wrappers/erc1155_orders_feature';
export * from '../test/generated-wrappers/erc165_feature';
export * from '../test/generated-wrappers/erc721_orders_feature';
export * from '../test/generated-wrappers/ethereum_bridge_adapter';
export * from '../test/generated-wrappers/fantom_bridge_adapter';
export * from '../test/generated-wrappers/fee_collector';
export * from '../test/generated-wrappers/fee_collector_controller';
export * from '../test/generated-wrappers/fill_quote_transformer';
@@ -99,26 +104,28 @@ export * from '../test/generated-wrappers/meta_transactions_feature';
export * from '../test/generated-wrappers/mixin_aave_v2';
export * from '../test/generated-wrappers/mixin_balancer';
export * from '../test/generated-wrappers/mixin_balancer_v2';
export * from '../test/generated-wrappers/mixin_balancer_v2_batch';
export * from '../test/generated-wrappers/mixin_bancor';
export * from '../test/generated-wrappers/mixin_co_fi_x';
export * from '../test/generated-wrappers/mixin_bancor_v3';
export * from '../test/generated-wrappers/mixin_compound';
export * from '../test/generated-wrappers/mixin_crypto_com';
export * from '../test/generated-wrappers/mixin_curve';
export * from '../test/generated-wrappers/mixin_curve_v2';
export * from '../test/generated-wrappers/mixin_dodo';
export * from '../test/generated-wrappers/mixin_dodo_v2';
export * from '../test/generated-wrappers/mixin_kyber';
export * from '../test/generated-wrappers/mixin_g_m_x';
export * from '../test/generated-wrappers/mixin_kyber_dmm';
export * from '../test/generated-wrappers/mixin_lido';
export * from '../test/generated-wrappers/mixin_m_stable';
export * from '../test/generated-wrappers/mixin_maker_p_s_m';
export * from '../test/generated-wrappers/mixin_mooniswap';
export * from '../test/generated-wrappers/mixin_nerve';
export * from '../test/generated-wrappers/mixin_oasis';
export * from '../test/generated-wrappers/mixin_platypus';
export * from '../test/generated-wrappers/mixin_shell';
export * from '../test/generated-wrappers/mixin_uniswap';
export * from '../test/generated-wrappers/mixin_uniswap_v2';
export * from '../test/generated-wrappers/mixin_uniswap_v3';
export * from '../test/generated-wrappers/mixin_velodrome';
export * from '../test/generated-wrappers/mixin_zero_ex_bridge';
export * from '../test/generated-wrappers/mooniswap_liquidity_provider';
export * from '../test/generated-wrappers/multiplex_feature';
@@ -134,11 +141,13 @@ export * from '../test/generated-wrappers/native_orders_feature';
export * from '../test/generated-wrappers/native_orders_info';
export * from '../test/generated-wrappers/native_orders_protocol_fees';
export * from '../test/generated-wrappers/native_orders_settlement';
export * from '../test/generated-wrappers/optimism_bridge_adapter';
export * from '../test/generated-wrappers/otc_orders_feature';
export * from '../test/generated-wrappers/ownable_feature';
export * from '../test/generated-wrappers/pancake_swap_feature';
export * from '../test/generated-wrappers/pay_taker_transformer';
export * from '../test/generated-wrappers/permissionless_transformer_deployer';
export * from '../test/generated-wrappers/polygon_bridge_adapter';
export * from '../test/generated-wrappers/positive_slippage_fee_transformer';
export * from '../test/generated-wrappers/simple_function_registry_feature';
export * from '../test/generated-wrappers/test_bridge';

View File

@@ -4,9 +4,13 @@
"include": ["./src/**/*", "./test/**/*", "./generated-wrappers/**/*", "./scripts/**/*"],
"files": [
"generated-artifacts/AffiliateFeeTransformer.json",
"generated-artifacts/AvalancheBridgeAdapter.json",
"generated-artifacts/BSCBridgeAdapter.json",
"generated-artifacts/BatchFillNativeOrdersFeature.json",
"generated-artifacts/BridgeAdapter.json",
"generated-artifacts/CeloBridgeAdapter.json",
"generated-artifacts/CurveLiquidityProvider.json",
"generated-artifacts/EthereumBridgeAdapter.json",
"generated-artifacts/FantomBridgeAdapter.json",
"generated-artifacts/FeeCollector.json",
"generated-artifacts/FeeCollectorController.json",
"generated-artifacts/FillQuoteTransformer.json",
@@ -28,23 +32,30 @@
"generated-artifacts/MetaTransactionsFeature.json",
"generated-artifacts/MultiplexFeature.json",
"generated-artifacts/NativeOrdersFeature.json",
"generated-artifacts/OptimismBridgeAdapter.json",
"generated-artifacts/OtcOrdersFeature.json",
"generated-artifacts/OwnableFeature.json",
"generated-artifacts/PayTakerTransformer.json",
"generated-artifacts/PolygonBridgeAdapter.json",
"generated-artifacts/PositiveSlippageFeeTransformer.json",
"generated-artifacts/SimpleFunctionRegistryFeature.json",
"generated-artifacts/TransformERC20Feature.json",
"generated-artifacts/WethTransformer.json",
"generated-artifacts/ZeroEx.json",
"test/generated-artifacts/AbstractBridgeAdapter.json",
"test/generated-artifacts/AffiliateFeeTransformer.json",
"test/generated-artifacts/AvalancheBridgeAdapter.json",
"test/generated-artifacts/BSCBridgeAdapter.json",
"test/generated-artifacts/BatchFillNativeOrdersFeature.json",
"test/generated-artifacts/BootstrapFeature.json",
"test/generated-artifacts/BridgeAdapter.json",
"test/generated-artifacts/BridgeProtocols.json",
"test/generated-artifacts/CeloBridgeAdapter.json",
"test/generated-artifacts/CurveLiquidityProvider.json",
"test/generated-artifacts/ERC1155OrdersFeature.json",
"test/generated-artifacts/ERC165Feature.json",
"test/generated-artifacts/ERC721OrdersFeature.json",
"test/generated-artifacts/EthereumBridgeAdapter.json",
"test/generated-artifacts/FantomBridgeAdapter.json",
"test/generated-artifacts/FeeCollector.json",
"test/generated-artifacts/FeeCollectorController.json",
"test/generated-artifacts/FillQuoteTransformer.json",
@@ -132,26 +143,28 @@
"test/generated-artifacts/MixinAaveV2.json",
"test/generated-artifacts/MixinBalancer.json",
"test/generated-artifacts/MixinBalancerV2.json",
"test/generated-artifacts/MixinBalancerV2Batch.json",
"test/generated-artifacts/MixinBancor.json",
"test/generated-artifacts/MixinCoFiX.json",
"test/generated-artifacts/MixinBancorV3.json",
"test/generated-artifacts/MixinCompound.json",
"test/generated-artifacts/MixinCryptoCom.json",
"test/generated-artifacts/MixinCurve.json",
"test/generated-artifacts/MixinCurveV2.json",
"test/generated-artifacts/MixinDodo.json",
"test/generated-artifacts/MixinDodoV2.json",
"test/generated-artifacts/MixinKyber.json",
"test/generated-artifacts/MixinGMX.json",
"test/generated-artifacts/MixinKyberDmm.json",
"test/generated-artifacts/MixinLido.json",
"test/generated-artifacts/MixinMStable.json",
"test/generated-artifacts/MixinMakerPSM.json",
"test/generated-artifacts/MixinMooniswap.json",
"test/generated-artifacts/MixinNerve.json",
"test/generated-artifacts/MixinOasis.json",
"test/generated-artifacts/MixinPlatypus.json",
"test/generated-artifacts/MixinShell.json",
"test/generated-artifacts/MixinUniswap.json",
"test/generated-artifacts/MixinUniswapV2.json",
"test/generated-artifacts/MixinUniswapV3.json",
"test/generated-artifacts/MixinVelodrome.json",
"test/generated-artifacts/MixinZeroExBridge.json",
"test/generated-artifacts/MooniswapLiquidityProvider.json",
"test/generated-artifacts/MultiplexFeature.json",
@@ -167,11 +180,13 @@
"test/generated-artifacts/NativeOrdersInfo.json",
"test/generated-artifacts/NativeOrdersProtocolFees.json",
"test/generated-artifacts/NativeOrdersSettlement.json",
"test/generated-artifacts/OptimismBridgeAdapter.json",
"test/generated-artifacts/OtcOrdersFeature.json",
"test/generated-artifacts/OwnableFeature.json",
"test/generated-artifacts/PancakeSwapFeature.json",
"test/generated-artifacts/PayTakerTransformer.json",
"test/generated-artifacts/PermissionlessTransformerDeployer.json",
"test/generated-artifacts/PolygonBridgeAdapter.json",
"test/generated-artifacts/PositiveSlippageFeeTransformer.json",
"test/generated-artifacts/SimpleFunctionRegistryFeature.json",
"test/generated-artifacts/TestBridge.json",

View File

@@ -4,23 +4,28 @@ Audits
Below are links to our third-party audit reports.
+------------------+---------------------------------------------------------------------------------------------------------------+
| **Release** | **Reports** |
+------------------+---------------------------------------------------------------------------------------------------------------+
| Exchange V4 | * `Consensys Diligence (December 2020) <https://consensys.net/diligence/audits/2020/12/0x-exchange-v4/>`__ |
+------------------+---------------------------------------------------------------------------------------------------------------+
| Exchange V3 | * `Trail of Bits <http://zeips.0x.org.s3-website.us-east-2.amazonaws.com/audits/56/trail-of-bits/audit.pdf>`_ |
| | * `Consensys Diligence (Exchange) <https://diligence.consensys.net/audits/2019/09/0x-v3-exchange/>`__ |
| | * `Consensys Diligence (Staking) <https://diligence.consensys.net/audits/2019/10/0x-v3-staking/>`__ |
+------------------+---------------------------------------------------------------------------------------------------------------+
| Exchange V2.1 | * `First <https://docs.google.com/document/d/1jYv6V21MfCSwCS5fxD6ZyaLWGzkpRSUO0lZpST94XsA/edit>`_ |
| | * `Consensys Diligence <https://github.com/ConsenSys/0x_audit_report_2018-07-23>`_ |
+------------------+---------------------------------------------------------------------------------------------------------------+
| MultiAssetProxy | * `Consensys Diligence <https://github.com/ConsenSys/0x-audit-report-2018-12>`__ |
+------------------+---------------------------------------------------------------------------------------------------------------+
| ERC1155Proxy | * `Consensys Diligence <https://github.com/ConsenSys/0x-audit-report-2019-05>`__ |
+------------------+---------------------------------------------------------------------------------------------------------------+
| StaticCallProxy | * No third-party audit. |
+------------------+---------------------------------------------------------------------------------------------------------------+
| ERC20BridgeProxy | * No third-party audit. |
+------------------+---------------------------------------------------------------------------------------------------------------+
+----------------------+---------------------------------------------------------------------------------------------------------------------------+
| **Release** | **Reports** |
+----------------------+---------------------------------------------------------------------------------------------------------------------------+
| ERC721OrdersFeature | * `ABDK Consulting <https://s3.us-east-2.amazonaws.com/zeips.0x.org/audits/abdk-consulting/ABDK_0x_Solidity_v_1_0.pdf>`__ |
| | |
| | |
| ERC1155OrdersFeature | |
+----------------------+---------------------------------------------------------------------------------------------------------------------------+
| Exchange V4 | * `Consensys Diligence (December 2020) <https://consensys.net/diligence/audits/2020/12/0x-exchange-v4/>`__ |
+----------------------+---------------------------------------------------------------------------------------------------------------------------+
| Exchange V3 | * `Trail of Bits <http://zeips.0x.org.s3-website.us-east-2.amazonaws.com/audits/56/trail-of-bits/audit.pdf>`__ |
| | * `Consensys Diligence (Exchange) <https://diligence.consensys.net/audits/2019/09/0x-v3-exchange/>`__ |
| | * `Consensys Diligence (Staking) <https://diligence.consensys.net/audits/2019/10/0x-v3-staking/>`__ |
+----------------------+---------------------------------------------------------------------------------------------------------------------------+
| Exchange V2.1 | * `First <https://docs.google.com/document/d/1jYv6V21MfCSwCS5fxD6ZyaLWGzkpRSUO0lZpST94XsA/edit>`_ |
| | * `Consensys Diligence <https://github.com/ConsenSys/0x_audit_report_2018-07-23>`_ |
+----------------------+---------------------------------------------------------------------------------------------------------------------------+
| MultiAssetProxy | * `Consensys Diligence <https://github.com/ConsenSys/0x-audit-report-2018-12>`__ |
+----------------------+---------------------------------------------------------------------------------------------------------------------------+
| ERC1155Proxy | * `Consensys Diligence <https://github.com/ConsenSys/0x-audit-report-2019-05>`__ |
+----------------------+---------------------------------------------------------------------------------------------------------------------------+
| StaticCallProxy | * No third-party audit. |
+----------------------+---------------------------------------------------------------------------------------------------------------------------+
| ERC20BridgeProxy | * No third-party audit. |
+----------------------+---------------------------------------------------------------------------------------------------------------------------+

View File

@@ -52,16 +52,16 @@
},
"config": {
"contractsPackages": "@0x/contracts-erc20 @0x/contracts-test-utils @0x/contracts-utils @0x/contracts-zero-ex @0x/contracts-treasury",
"nonContractPackages": "@0x/migrations @0x/contract-wrappers @0x/contract-addresses @0x/contract-artifacts @0x/contract-wrappers-test @0x/asset-swapper",
"nonContractPackages": "@0x/contract-wrappers @0x/contract-addresses @0x/contract-artifacts @0x/contract-wrappers-test @0x/asset-swapper",
"ignoreTestsForPackages": "",
"mnemonic": "concert load couple harbor equip island argue ramp clarify fence smart topic",
"packagesWithDocPages": "@0x/contract-wrappers @0x/migrations",
"packagesWithDocPages": "@0x/contract-wrappers",
"ignoreDependencyVersions": "@types/styled-components @types/node",
"ignoreDependencyVersionsForPackage": "contract-wrappers"
},
"devDependencies": {
"@0x/monorepo-scripts": "^3.2.1",
"@0x-lerna-fork/lerna": "3.16.10",
"@0x/monorepo-scripts": "^3.2.4",
"@0xproject/npm-cli-login": "^0.0.11",
"async-child-process": "^1.1.1",
"coveralls": "^3.0.0",
@@ -71,10 +71,11 @@
"npm-run-all": "^4.1.2",
"prettier": "1.19.1",
"source-map-support": "^0.5.6",
"typescript": "4.2.2",
"typescript": "4.6.3",
"wsrun": "^5.2.4"
},
"resolutions": {
"merkle-patricia-tree": "3.0.0"
"merkle-patricia-tree": "3.0.0",
"**/bignumber.js": "^9.0.2"
}
}

View File

@@ -1,4 +1,263 @@
[
{
"version": "16.62.0",
"changes": [
{
"note": "Add MDEX on BSC",
"pr": 496
},
{
"note": "Add KnightSwap on BSC",
"pr": 498
},
{
"note": "Add Velodrome support on Optimism",
"pr": 494
},
{
"note": "Do not send empty entries on Quote Report",
"pr": 501
},
{
"note": "KnightSwap/Mdex cosmetic change",
"pr": 502
},
{
"note": "Offboard JetSwap, CafeSwap, JulSwap, and PolyDex",
"pr": 503
}
],
"timestamp": 1655244958
},
{
"version": "16.61.0",
"changes": [
{
"note": "Add stETH wrap/unwrap support",
"pr": 476
},
{
"note": "Offboard/clean up Oasis, CoFix, and legacy Kyber",
"pr": 482
},
{
"note": "Add MeshSwap on Polygon",
"pr": 491
}
],
"timestamp": 1654284040
},
{
"version": "16.60.1",
"changes": [
{
"note": "Alias Balancer sor to the old version",
"pr": 481
}
],
"timestamp": 1652931596
},
{
"version": "16.60.0",
"changes": [
{
"note": "Add BiSwap on BSC",
"pr": 467
},
{
"note": "Add GMX and Platypus on Avalanche and Enable KyberDMM on bsc",
"pr": 478
},
{
"note": "Add Yoshi Exchange support in Fantom",
"pr": 473
},
{
"note": "Fix KyberDMM gas underestimation",
"pr": 479
}
],
"timestamp": 1652919697
},
{
"version": "16.59.0",
"changes": [
{
"note": "Remove SnowSwap on mainnet",
"pr": 468
},
{
"note": "Offboard Swerve Finance and LinkSwap",
"pr": 469
},
{
"note": "Offboard Eth2Dai",
"pr": 470
},
{
"note": "Add an optional IRfqClient for SwapQuoter#getSwapQuoteAsync",
"pr": 467
}
],
"timestamp": 1652400434
},
{
"version": "16.58.0",
"changes": [
{
"note": "Update Saddle pools on Mainnet",
"pr": 450
}
]
},
{
"version": "16.57.3",
"changes": [
{
"note": "Fix a runtime error related to BalancerV2SwapInfoCache",
"pr": 472
}
],
"timestamp": 1652146864
},
{
"version": "16.57.2",
"changes": [
{
"note": "Fix missing AMM quotes on indicative Quote Reports",
"pr": 466
}
],
"timestamp": 1651526551
},
{
"version": "16.57.1",
"changes": [
{
"note": "Added QUICK/ANY pair on Polygon",
"pr": 464
},
{
"note": "Added cvxFXS/FXS curve pool on mainnet",
"pr": 465
}
]
},
{
"version": "16.57.0",
"changes": [
{
"note": "Add BalancerV2 batch swap support",
"pr": 462
}
],
"timestamp": 1650611093
},
{
"version": "16.56.0",
"changes": [
{
"note": "Add estimatedGas to ExtendedQuoteReport",
"pr": 463
}
],
"timestamp": 1650575781
},
{
"version": "16.55.0",
"changes": [
{
"note": "Fix fillRfqOrder VIP being used for swaps that need transformERC20",
"pr": 461
}
],
"timestamp": 1649347667
},
{
"version": "16.54.0",
"changes": [
{
"note": "Add true VIP support for eligible RFQt swaps",
"pr": 458
}
],
"timestamp": 1649215576
},
{
"version": "16.53.0",
"changes": [
{
"note": "Adds support for STG/USDC pool on Curve Mainnet",
"pr": 451
},
{
"note": "Use neon-router in asset-swapper tests",
"pr": 453
},
{
"note": "Add sampler blocknumber to quote report data",
"pr": 448
}
],
"timestamp": 1648739346
},
{
"version": "16.52.0",
"changes": [
{
"note": "Adds support for mobius money on celo",
"pr": 423
}
]
},
{
"version": "16.51.0",
"changes": [
{
"note": "Added `Curve` `YFI-ETH` pool",
"pr": 444
}
],
"timestamp": 1646888282
},
{
"version": "16.50.3",
"changes": [
{
"note": "Routing glue optimization",
"pr": 439
},
{
"note": "Move VIP source routing into neon-router & disable fallback orders for native/plp",
"pr": 440
}
],
"timestamp": 1646837959
},
{
"version": "16.50.2",
"changes": [
{
"note": "Update `Uniswap_V3` address on `Ropsten`",
"pr": 441
}
],
"timestamp": 1646617024
},
{
"version": "16.50.1",
"changes": [
{
"note": "Add BTRFLY/WETH Curve pool on mainnet",
"pr": 437
},
{
"note": "Lower Uniswap V3 Sampler gas allowance",
"pr": 438
}
],
"timestamp": 1646312638
},
{
"version": "16.50.0",
"changes": [

View File

@@ -5,6 +5,100 @@ Edit the package's CHANGELOG.json file only.
CHANGELOG
## v16.62.0 - _June 14, 2022_
* Add MDEX on BSC (#496)
* Add KnightSwap on BSC (#498)
* Add Velodrome support on Optimism (#494)
* Do not send empty entries on Quote Report (#501)
* KnightSwap/Mdex cosmetic change (#502)
* Offboard JetSwap, CafeSwap, JulSwap, and PolyDex (#503)
## v16.61.0 - _June 3, 2022_
* Add stETH wrap/unwrap support (#476)
* Offboard/clean up Oasis, CoFix, and legacy Kyber (#482)
* Add MeshSwap on Polygon (#491)
## v16.60.1 - _May 19, 2022_
* Alias Balancer sor to the old version (#481)
## v16.60.0 - _May 19, 2022_
* Add BiSwap on BSC (#467)
* Add GMX and Platypus on Avalanche and Enable KyberDMM on bsc (#478)
* Add Yoshi Exchange support in Fantom (#473)
* Fix KyberDMM gas underestimation (#479)
## v16.59.0 - _May 13, 2022_
* Remove SnowSwap on mainnet (#468)
* Offboard Swerve Finance and LinkSwap (#469)
* Offboard Eth2Dai (#470)
* Add an optional IRfqClient for SwapQuoter#getSwapQuoteAsync (#467)
## v16.58.0 - _Invalid date_
* Update Saddle pools on Mainnet (#450)
## v16.57.3 - _May 10, 2022_
* Fix a runtime error related to BalancerV2SwapInfoCache (#472)
## v16.57.2 - _May 2, 2022_
* Fix missing AMM quotes on indicative Quote Reports (#466)
## v16.57.1 - _Invalid date_
* Added QUICK/ANY pair on Polygon (#464)
* Added cvxFXS/FXS curve pool on mainnet (#465)
## v16.57.0 - _April 22, 2022_
* Add BalancerV2 batch swap support (#462)
## v16.56.0 - _April 21, 2022_
* Add estimatedGas to ExtendedQuoteReport (#463)
## v16.55.0 - _April 7, 2022_
* Fix fillRfqOrder VIP being used for swaps that need transformERC20 (#461)
## v16.54.0 - _April 6, 2022_
* Add true VIP support for eligible RFQt swaps (#458)
## v16.53.0 - _March 31, 2022_
* Adds support for STG/USDC pool on Curve Mainnet (#451)
* Use neon-router in asset-swapper tests (#453)
* Add sampler blocknumber to quote report data (#448)
## v16.52.0 - _Invalid date_
* Adds support for mobius money on celo (#423)
## v16.51.0 - _March 10, 2022_
* Added `Curve` `YFI-ETH` pool (#444)
## v16.50.3 - _March 9, 2022_
* Routing glue optimization (#439)
* Move VIP source routing into neon-router & disable fallback orders for native/plp (#440)
## v16.50.2 - _March 7, 2022_
* Update `Uniswap_V3` address on `Ropsten` (#441)
## v16.50.1 - _March 3, 2022_
* Add BTRFLY/WETH Curve pool on mainnet (#437)
* Lower Uniswap V3 Sampler gas allowance (#438)
## v16.50.0 - _March 2, 2022_
* Adding support for Geist on `Fantom` (#398)

View File

@@ -6,7 +6,7 @@
"shouldSaveStandardInput": true,
"compilerSettings": {
"evmVersion": "istanbul",
"optimizer": { "enabled": true, "runs": 200, "details": { "yul": true, "deduplicate": true } },
"optimizer": { "enabled": true, "runs": 200, "details": { "yul": false, "deduplicate": true } },
"outputSelection": {
"*": {
"*": [

View File

@@ -0,0 +1,105 @@
// SPDX-License-Identifier: Apache-2.0
/*
Copyright 2021 ZeroEx Intl.
Licensed under the Apache License, Version 2.0 (the "License");
you may not use this file except in compliance with the License.
You may obtain a copy of the License at
http://www.apache.org/licenses/LICENSE-2.0
Unless required by applicable law or agreed to in writing, software
distributed under the License is distributed on an "AS IS" BASIS,
WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
See the License for the specific language governing permissions and
limitations under the License.
*/
pragma solidity ^0.6;
pragma experimental ABIEncoderV2;
import "./interfaces/IBalancerV2Vault.sol";
import "./BalancerV2Common.sol";
contract BalancerV2BatchSampler is BalancerV2Common {
// Replaces amount for first step with each takerTokenAmount and calls queryBatchSwap using supplied steps
/// @dev Sample sell quotes from Balancer V2 supporting multihops.
/// @param swapSteps Array of swap steps (can be >= 1).
/// @param swapAssets Array of token address for swaps.
/// @param takerTokenAmounts Taker token sell amount for each sample.
function sampleMultihopSellsFromBalancerV2(
IBalancerV2Vault vault,
IBalancerV2Vault.BatchSwapStep[] memory swapSteps,
address[] memory swapAssets,
uint256[] memory takerTokenAmounts
)
public
returns (uint256[] memory makerTokenAmounts)
{
uint256 numSamples = takerTokenAmounts.length;
makerTokenAmounts = new uint256[](numSamples);
IBalancerV2Vault.FundManagement memory swapFunds =
_createSwapFunds();
for (uint256 i = 0; i < numSamples; i++) {
swapSteps[0].amount = takerTokenAmounts[i];
try
// For sells we specify the takerToken which is what the vault will receive from the trade
vault.queryBatchSwap(IBalancerV2Vault.SwapKind.GIVEN_IN, swapSteps, swapAssets, swapFunds)
// amounts represent pool balance deltas from the swap (incoming balance, outgoing balance)
returns (int256[] memory amounts) {
// Outgoing balance is negative so we need to flip the sign
// Note - queryBatchSwap will return a delta for each token in the assets array and last asset should be tokenOut
int256 amountOutFromPool = amounts[amounts.length - 1] * -1;
if (amountOutFromPool <= 0) {
break;
}
makerTokenAmounts[i] = uint256(amountOutFromPool);
} catch {
// Swallow failures, leaving all results as zero.
break;
}
}
}
// Replaces amount for first step with each makerTokenAmount and calls queryBatchSwap using supplied steps
/// @dev Sample buy quotes from Balancer V2 supporting multihops.
/// @param swapSteps Array of swap steps (can be >= 1).
/// @param swapAssets Array of token address for swaps.
/// @param makerTokenAmounts Maker token buy amount for each sample.
function sampleMultihopBuysFromBalancerV2(
IBalancerV2Vault vault,
IBalancerV2Vault.BatchSwapStep[] memory swapSteps,
address[] memory swapAssets,
uint256[] memory makerTokenAmounts
)
public
returns (uint256[] memory takerTokenAmounts)
{
uint256 numSamples = makerTokenAmounts.length;
takerTokenAmounts = new uint256[](numSamples);
IBalancerV2Vault.FundManagement memory swapFunds =
_createSwapFunds();
for (uint256 i = 0; i < numSamples; i++) {
swapSteps[0].amount = makerTokenAmounts[i];
try
// Uses GIVEN_OUT type for Buy
vault.queryBatchSwap(IBalancerV2Vault.SwapKind.GIVEN_OUT, swapSteps, swapAssets, swapFunds)
// amounts represent pool balance deltas from the swap (incoming balance, outgoing balance)
returns (int256[] memory amounts) {
int256 amountIntoPool = amounts[0];
if (amountIntoPool <= 0) {
break;
}
takerTokenAmounts[i] = uint256(amountIntoPool);
} catch {
// Swallow failures, leaving all results as zero.
break;
}
}
}
}

View File

@@ -0,0 +1,41 @@
// SPDX-License-Identifier: Apache-2.0
/*
Copyright 2021 ZeroEx Intl.
Licensed under the Apache License, Version 2.0 (the "License");
you may not use this file except in compliance with the License.
You may obtain a copy of the License at
http://www.apache.org/licenses/LICENSE-2.0
Unless required by applicable law or agreed to in writing, software
distributed under the License is distributed on an "AS IS" BASIS,
WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
See the License for the specific language governing permissions and
limitations under the License.
*/
pragma solidity ^0.6;
pragma experimental ABIEncoderV2;
import "./interfaces/IBalancerV2Vault.sol";
contract BalancerV2Common {
function _createSwapFunds()
internal
view
returns (IBalancerV2Vault.FundManagement memory)
{
return
IBalancerV2Vault.FundManagement({
sender: address(this),
fromInternalBalance: false,
recipient: payable(address(this)),
toInternalBalance: false
});
}
}

View File

@@ -21,44 +21,11 @@ pragma solidity ^0.6;
pragma experimental ABIEncoderV2;
import "./SamplerUtils.sol";
import "./interfaces/IBalancerV2Vault.sol";
import "./BalancerV2Common.sol";
/// @dev Minimal Balancer V2 Vault interface
/// for documentation refer to https://github.com/balancer-labs/balancer-core-v2/blob/master/contracts/vault/interfaces/IVault.sol
interface IBalancerV2Vault {
enum SwapKind { GIVEN_IN, GIVEN_OUT }
struct BatchSwapStep {
bytes32 poolId;
uint256 assetInIndex;
uint256 assetOutIndex;
uint256 amount;
bytes userData;
}
struct FundManagement {
address sender;
bool fromInternalBalance;
address payable recipient;
bool toInternalBalance;
}
function queryBatchSwap(
SwapKind kind,
BatchSwapStep[] calldata swaps,
IAsset[] calldata assets,
FundManagement calldata funds
) external returns (int256[] memory assetDeltas);
}
interface IAsset {
// solhint-disable-previous-line no-empty-blocks
}
contract BalancerV2Sampler is SamplerUtils {
struct BalancerV2PoolInfo {
bytes32 poolId;
address vault;
}
contract BalancerV2Sampler is SamplerUtils, BalancerV2Common {
/// @dev Sample sell quotes from Balancer V2.
/// @param poolInfo Struct with pool related data
@@ -68,7 +35,7 @@ contract BalancerV2Sampler is SamplerUtils {
/// @return makerTokenAmounts Maker amounts bought at each taker token
/// amount.
function sampleSellsFromBalancerV2(
BalancerV2PoolInfo memory poolInfo,
IBalancerV2Vault.BalancerV2PoolInfo memory poolInfo,
address takerToken,
address makerToken,
uint256[] memory takerTokenAmounts
@@ -78,9 +45,9 @@ contract BalancerV2Sampler is SamplerUtils {
{
_assertValidPair(makerToken, takerToken);
IBalancerV2Vault vault = IBalancerV2Vault(poolInfo.vault);
IAsset[] memory swapAssets = new IAsset[](2);
swapAssets[0] = IAsset(takerToken);
swapAssets[1] = IAsset(makerToken);
address[] memory swapAssets = new address[](2);
swapAssets[0] = takerToken;
swapAssets[1] = makerToken;
uint256 numSamples = takerTokenAmounts.length;
makerTokenAmounts = new uint256[](numSamples);
@@ -97,7 +64,7 @@ contract BalancerV2Sampler is SamplerUtils {
// amounts represent pool balance deltas from the swap (incoming balance, outgoing balance)
returns (int256[] memory amounts) {
// Outgoing balance is negative so we need to flip the sign
int256 amountOutFromPool = amounts[1] * -1;
int256 amountOutFromPool = amounts[amounts.length - 1] * -1;
if (amountOutFromPool <= 0) {
break;
}
@@ -117,7 +84,7 @@ contract BalancerV2Sampler is SamplerUtils {
/// @return takerTokenAmounts Taker amounts sold at each maker token
/// amount.
function sampleBuysFromBalancerV2(
BalancerV2PoolInfo memory poolInfo,
IBalancerV2Vault.BalancerV2PoolInfo memory poolInfo,
address takerToken,
address makerToken,
uint256[] memory makerTokenAmounts
@@ -127,9 +94,9 @@ contract BalancerV2Sampler is SamplerUtils {
{
_assertValidPair(makerToken, takerToken);
IBalancerV2Vault vault = IBalancerV2Vault(poolInfo.vault);
IAsset[] memory swapAssets = new IAsset[](2);
swapAssets[0] = IAsset(takerToken);
swapAssets[1] = IAsset(makerToken);
address[] memory swapAssets = new address[](2);
swapAssets[0] = takerToken;
swapAssets[1] = makerToken;
uint256 numSamples = makerTokenAmounts.length;
takerTokenAmounts = new uint256[](numSamples);
@@ -157,7 +124,7 @@ contract BalancerV2Sampler is SamplerUtils {
}
function _createSwapSteps(
BalancerV2PoolInfo memory poolInfo,
IBalancerV2Vault.BalancerV2PoolInfo memory poolInfo,
uint256 amount
) private pure returns (IBalancerV2Vault.BatchSwapStep[] memory) {
IBalancerV2Vault.BatchSwapStep[] memory swapSteps =
@@ -172,18 +139,4 @@ contract BalancerV2Sampler is SamplerUtils {
return swapSteps;
}
function _createSwapFunds()
private
view
returns (IBalancerV2Vault.FundManagement memory)
{
return
IBalancerV2Vault.FundManagement({
sender: address(this),
fromInternalBalance: false,
recipient: payable(address(this)),
toInternalBalance: false
});
}
}

View File

@@ -22,9 +22,8 @@ pragma experimental ABIEncoderV2;
import "./interfaces/IBancor.sol";
contract CompilerHack {}
contract BancorSampler is CompilerHack {
contract BancorSampler {
/// @dev Base gas limit for Bancor calls.
uint256 constant private BANCOR_CALL_GAS = 300e3; // 300k

View File

@@ -0,0 +1,120 @@
// SPDX-License-Identifier: Apache-2.0
/*
Copyright 2022 ZeroEx Intl.
Licensed under the Apache License, Version 2.0 (the "License");
you may not use this file except in compliance with the License.
You may obtain a copy of the License at
http://www.apache.org/licenses/LICENSE-2.0
Unless required by applicable law or agreed to in writing, software
distributed under the License is distributed on an "AS IS" BASIS,
WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
See the License for the specific language governing permissions and
limitations under the License.
*/
pragma solidity ^0.6;
pragma experimental ABIEncoderV2;
import "./interfaces/IBancorV3.sol";
contract BancorV3Sampler
{
/// @dev Gas limit for BancorV3 calls.
uint256 constant private BancorV3_CALL_GAS = 150e3; // 150k
address constant public ETH = 0xEeeeeEeeeEeEeeEeEeEeeEEEeeeeEeeeeeeeEEeE;
/// @dev Sample sell quotes from BancorV3.
/// @param weth The WETH contract address
/// @param router Router to look up tokens and amounts
/// @param path Token route. Should be takerToken -> makerToken
/// @param takerTokenAmounts Taker token sell amount for each sample.
/// @return makerTokenAmounts Maker amounts bought at each taker token
/// amount.
function sampleSellsFromBancorV3(
address weth,
address router,
address[] memory path,
uint256[] memory takerTokenAmounts
)
public
view
returns (uint256[] memory makerTokenAmounts)
{
uint256 numSamples = takerTokenAmounts.length;
makerTokenAmounts = new uint256[](numSamples);
if(path[0] == weth){
path[0] = ETH;
}
if(path[1] == weth){
path[1] = ETH;
}
for (uint256 i = 0; i < numSamples; i++) {
try
IBancorV3(router).tradeOutputBySourceAmount(path[0], path[1], takerTokenAmounts[i])
returns (uint256 amount)
{
makerTokenAmounts[i] = amount;
// Break early if there are 0 amounts
if (makerTokenAmounts[i] == 0) {
break;
}
} catch (bytes memory) {
// Swallow failures, leaving all results as zero.
break;
}
}
}
/// @dev Sample buy quotes from BancorV3.
/// @param weth The WETH contract address
/// @param router Router to look up tokens and amounts
/// @param path Token route. Should be takerToken -> makerToken.
/// @param makerTokenAmounts Maker token buy amount for each sample.
/// @return takerTokenAmounts Taker amounts sold at each maker token
/// amount.
function sampleBuysFromBancorV3(
address weth,
address router,
address[] memory path,
uint256[] memory makerTokenAmounts
)
public
view
returns (uint256[] memory takerTokenAmounts)
{
uint256 numSamples = makerTokenAmounts.length;
takerTokenAmounts = new uint256[](numSamples);
if(path[0] == weth){
path[0] = ETH;
}
if(path[1] == weth){
path[1] = ETH;
}
for (uint256 i = 0; i < numSamples; i++) {
try
IBancorV3(router).tradeInputByTargetAmount(path[0], path[1], makerTokenAmounts[i])
returns (uint256 amount)
{
takerTokenAmounts[i] = amount;
// Break early if there are 0 amounts
if (takerTokenAmounts[i] == 0) {
break;
}
} catch (bytes memory) {
// Swallow failures, leaving all results as zero.
break;
}
}
}
}

View File

@@ -22,52 +22,58 @@ pragma experimental ABIEncoderV2;
import "./BalancerSampler.sol";
import "./BalancerV2Sampler.sol";
import "./BalancerV2BatchSampler.sol";
import "./BancorSampler.sol";
import "./BancorV3Sampler.sol";
import "./CompoundSampler.sol";
import "./CurveSampler.sol";
import "./DODOSampler.sol";
import "./DODOV2Sampler.sol";
import "./KyberSampler.sol";
import "./GMXSampler.sol";
import "./KyberDmmSampler.sol";
import "./LidoSampler.sol";
import "./LiquidityProviderSampler.sol";
import "./MakerPSMSampler.sol";
import "./MultiBridgeSampler.sol";
import "./MStableSampler.sol";
import "./MooniswapSampler.sol";
import "./NativeOrderSampler.sol";
import "./PlatypusSampler.sol";
import "./ShellSampler.sol";
import "./SmoothySampler.sol";
import "./TwoHopSampler.sol";
import "./UniswapSampler.sol";
import "./UniswapV2Sampler.sol";
import "./UniswapV3Sampler.sol";
import "./VelodromeSampler.sol";
import "./UtilitySampler.sol";
contract ERC20BridgeSampler is
BalancerSampler,
BalancerV2Sampler,
BalancerV2BatchSampler,
BancorSampler,
BancorV3Sampler,
CompoundSampler,
CurveSampler,
DODOSampler,
DODOV2Sampler,
KyberSampler,
GMXSampler,
KyberDmmSampler,
LidoSampler,
LiquidityProviderSampler,
MakerPSMSampler,
MStableSampler,
MooniswapSampler,
MultiBridgeSampler,
NativeOrderSampler,
PlatypusSampler,
ShellSampler,
SmoothySampler,
TwoHopSampler,
UniswapSampler,
UniswapV2Sampler,
UniswapV3Sampler,
VelodromeSampler,
UtilitySampler
{
@@ -92,4 +98,6 @@ contract ERC20BridgeSampler is
(callResults[i].success, callResults[i].data) = address(this).call(callDatas[i]);
}
}
receive() external payable {}
}

View File

@@ -0,0 +1,96 @@
pragma solidity ^0.6;
pragma experimental ABIEncoderV2;
import "./interfaces/IGMX.sol";
import "./ApproximateBuys.sol";
import "./SamplerUtils.sol";
contract GMXSampler is
SamplerUtils,
ApproximateBuys
{
struct GMXInfo {
address reader;
address vault;
address[] path;
}
function sampleSellsFromGMX(
address reader,
address vault,
address[] memory path,
uint256[] memory takerTokenAmounts
)
public
view
returns (uint256[] memory makerTokenAmounts)
{
uint256 numSamples = takerTokenAmounts.length;
makerTokenAmounts = new uint256[](numSamples);
for (uint256 i = 0; i < numSamples; i++) {
try
IGMX(reader).getAmountOut(IVault(vault), path[0], path[1], takerTokenAmounts[i])
returns (uint256 amountAfterFees, uint256 feeAmount)
{
makerTokenAmounts[i] = amountAfterFees;
// Break early if there are 0 amounts
if (makerTokenAmounts[i] == 0) {
break;
}
} catch (bytes memory) {
// Swallow failures, leaving all results as zero.
break;
}
}
}
function sampleBuysFromGMX(
address reader,
address vault,
address[] memory path,
uint256[] memory makerTokenAmounts
)
public
view
returns (uint256[] memory takerTokenAmounts)
{
address[] memory invertBuyPath = new address[](2);
invertBuyPath[0] = path[1];
invertBuyPath[1] = path[0];
return _sampleApproximateBuys(
ApproximateBuyQuoteOpts({
makerTokenData: abi.encode(reader, vault, invertBuyPath),
takerTokenData: abi.encode(reader, vault, path),
getSellQuoteCallback: _sampleSellForApproximateBuyFromGMX
}),
makerTokenAmounts
);
}
function _sampleSellForApproximateBuyFromGMX(
bytes memory takerTokenData,
bytes memory makerTokenData,
uint256 sellAmount
)
private
view
returns (uint256 buyAmount)
{
(address _reader, address _vault, address[] memory _path ) = abi.decode(takerTokenData, (address, address, address[]));
(bool success, bytes memory resultData) = address(this).staticcall(abi.encodeWithSelector(
this.sampleSellsFromGMX.selector,
_reader,
_vault,
_path,
_toSingleValueArray(sellAmount)
));
if(!success) {
return 0;
}
// solhint-disable-next-line indent
return abi.decode(resultData, (uint256[]))[0];
}
}

View File

@@ -1,301 +0,0 @@
// SPDX-License-Identifier: Apache-2.0
/*
Copyright 2020 ZeroEx Intl.
Licensed under the Apache License, Version 2.0 (the "License");
you may not use this file except in compliance with the License.
You may obtain a copy of the License at
http://www.apache.org/licenses/LICENSE-2.0
Unless required by applicable law or agreed to in writing, software
distributed under the License is distributed on an "AS IS" BASIS,
WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
See the License for the specific language governing permissions and
limitations under the License.
*/
pragma solidity ^0.6;
pragma experimental ABIEncoderV2;
import "./interfaces/IKyberNetwork.sol";
import "./ApproximateBuys.sol";
import "./SamplerUtils.sol";
contract KyberSampler is
SamplerUtils,
ApproximateBuys
{
/// @dev Gas limit for Kyber calls.
uint256 constant private KYBER_CALL_GAS = 500e3; // 500k
/// @dev Kyber ETH pseudo-address.
address constant internal KYBER_ETH_ADDRESS = 0xEeeeeEeeeEeEeeEeEeEeeEEEeeeeEeeeeeeeEEeE;
struct KyberSamplerOpts {
uint256 reserveOffset;
address hintHandler;
address networkProxy;
address weth;
bytes hint;
}
/// @dev Sample sell quotes from Kyber.
/// @param opts KyberSamplerOpts The nth reserve
/// @param takerToken Address of the taker token (what to sell).
/// @param makerToken Address of the maker token (what to buy).
/// @param takerTokenAmounts Taker token sell amount for each sample.
/// @return reserveId The id of the reserve found at reserveOffset
/// @return hint The hint for the selected reserve
/// @return makerTokenAmounts Maker amounts bought at each taker token amount.
function sampleSellsFromKyberNetwork(
KyberSamplerOpts memory opts,
address takerToken,
address makerToken,
uint256[] memory takerTokenAmounts
)
public
view
returns (bytes32 reserveId, bytes memory hint, uint256[] memory makerTokenAmounts)
{
_assertValidPair(makerToken, takerToken);
reserveId = _getNextReserveId(opts, takerToken, makerToken);
if (reserveId == 0x0) {
return (reserveId, hint, makerTokenAmounts);
}
opts.hint = this.encodeKyberHint(opts, reserveId, takerToken, makerToken);
hint = opts.hint;
uint256 numSamples = takerTokenAmounts.length;
makerTokenAmounts = new uint256[](numSamples);
for (uint256 i = 0; i < numSamples; i++) {
uint256 value = this.sampleSellFromKyberNetwork(
opts,
takerToken,
makerToken,
takerTokenAmounts[i]
);
makerTokenAmounts[i] = value;
// Break early if there are 0 amounts
if (makerTokenAmounts[i] == 0) {
break;
}
}
}
/// @dev Sample buy quotes from Kyber.
/// @param opts KyberSamplerOpts The nth reserve
/// @param takerToken Address of the taker token (what to sell).
/// @param makerToken Address of the maker token (what to buy).
/// @param makerTokenAmounts Maker token buy amount for each sample.
/// @return reserveId The id of the reserve found at reserveOffset
/// @return hint The hint for the selected reserve
/// @return takerTokenAmounts Taker amounts sold at each maker token amount.
function sampleBuysFromKyberNetwork(
KyberSamplerOpts memory opts,
address takerToken,
address makerToken,
uint256[] memory makerTokenAmounts
)
public
view
returns (bytes32 reserveId, bytes memory hint, uint256[] memory takerTokenAmounts)
{
_assertValidPair(makerToken, takerToken);
reserveId = _getNextReserveId(opts, takerToken, makerToken);
if (reserveId == 0x0) {
return (reserveId, hint, takerTokenAmounts);
}
opts.hint = this.encodeKyberHint(opts, reserveId, takerToken, makerToken);
hint = opts.hint;
takerTokenAmounts = _sampleApproximateBuys(
ApproximateBuyQuoteOpts({
makerTokenData: abi.encode(makerToken, opts),
takerTokenData: abi.encode(takerToken, opts),
getSellQuoteCallback: _sampleSellForApproximateBuyFromKyber
}),
makerTokenAmounts
);
return (reserveId, hint, takerTokenAmounts);
}
function encodeKyberHint(
KyberSamplerOpts memory opts,
bytes32 reserveId,
address takerToken,
address makerToken
)
public
view
returns (bytes memory hint)
{
// Build a hint selecting the single reserve
IKyberHintHandler kyberHint = IKyberHintHandler(opts.hintHandler);
// All other reserves should be ignored with this hint
bytes32[] memory selectedReserves = new bytes32[](1);
selectedReserves[0] = reserveId;
uint256[] memory emptySplits = new uint256[](0);
if (takerToken == opts.weth) {
// ETH to Token
try
kyberHint.buildEthToTokenHint
{gas: KYBER_CALL_GAS}
(
makerToken,
IKyberHintHandler.TradeType.MaskIn,
selectedReserves,
emptySplits
)
returns (bytes memory result)
{
return result;
} catch (bytes memory) {
// Swallow failures, leaving all results as zero.
}
} else if (makerToken == opts.weth) {
// Token to ETH
try
kyberHint.buildTokenToEthHint
{gas: KYBER_CALL_GAS}
(
takerToken,
IKyberHintHandler.TradeType.MaskIn,
selectedReserves,
emptySplits
)
returns (bytes memory result)
{
return result;
} catch (bytes memory) {
// Swallow failures, leaving all results as zero.
}
} else {
// Token to Token
// We use the same reserve both ways
try
kyberHint.buildTokenToTokenHint
{gas: KYBER_CALL_GAS}
(
takerToken,
IKyberHintHandler.TradeType.MaskIn,
selectedReserves,
emptySplits,
makerToken,
IKyberHintHandler.TradeType.MaskIn,
selectedReserves,
emptySplits
)
returns (bytes memory result)
{
return result;
} catch (bytes memory) {
// Swallow failures, leaving all results as zero.
}
}
}
function _sampleSellForApproximateBuyFromKyber(
bytes memory takerTokenData,
bytes memory makerTokenData,
uint256 sellAmount
)
private
view
returns (uint256)
{
(address makerToken, KyberSamplerOpts memory opts) =
abi.decode(makerTokenData, (address, KyberSamplerOpts));
(address takerToken, ) =
abi.decode(takerTokenData, (address, KyberSamplerOpts));
try
this.sampleSellFromKyberNetwork
(opts, takerToken, makerToken, sellAmount)
returns (uint256 amount)
{
return amount;
} catch (bytes memory) {
// Swallow failures, leaving all results as zero.
return 0;
}
}
function sampleSellFromKyberNetwork(
KyberSamplerOpts memory opts,
address takerToken,
address makerToken,
uint256 takerTokenAmount
)
public
view
returns (uint256 makerTokenAmount)
{
// If there is no hint do not continue
if (opts.hint.length == 0) {
return 0;
}
try
IKyberNetworkProxy(opts.networkProxy).getExpectedRateAfterFee
{gas: KYBER_CALL_GAS}
(
takerToken == opts.weth ? KYBER_ETH_ADDRESS : takerToken,
makerToken == opts.weth ? KYBER_ETH_ADDRESS : makerToken,
takerTokenAmount,
0, // fee
opts.hint
)
returns (uint256 rate)
{
uint256 makerTokenDecimals = _getTokenDecimals(makerToken);
uint256 takerTokenDecimals = _getTokenDecimals(takerToken);
makerTokenAmount =
rate *
takerTokenAmount *
10 ** makerTokenDecimals /
10 ** takerTokenDecimals /
10 ** 18;
return makerTokenAmount;
} catch (bytes memory) {
// Swallow failures, leaving all results as zero.
return 0;
}
}
function _getNextReserveId(
KyberSamplerOpts memory opts,
address takerToken,
address makerToken
)
internal
view
returns (bytes32 reserveId)
{
// Fetch the registered reserves for this pair
IKyberHintHandler kyberHint = IKyberHintHandler(opts.hintHandler);
(bytes32[] memory reserveIds, ,) = kyberHint.getTradingReserves(
takerToken == opts.weth ? KYBER_ETH_ADDRESS : takerToken,
makerToken == opts.weth ? KYBER_ETH_ADDRESS : makerToken,
true,
new bytes(0) // empty hint
);
if (opts.reserveOffset >= reserveIds.length) {
return 0x0;
}
reserveId = reserveIds[opts.reserveOffset];
// Ignore Kyber Bridged Reserves (0xbb)
if (uint256(reserveId >> 248) == 0xbb) {
return 0x0;
}
return reserveId;
}
}

View File

@@ -22,10 +22,18 @@ pragma experimental ABIEncoderV2;
import "./SamplerUtils.sol";
interface IWstETH {
function getWstETHByStETH(uint256 _stETHAmount) external view returns (uint256);
function getStETHByWstETH(uint256 _wstETHAmount) external view returns (uint256);
}
contract LidoSampler is SamplerUtils {
struct LidoInfo {
address stEthToken;
address wethToken;
address wstEthToken;
}
/// @dev Sample sell quotes from Lido
@@ -42,20 +50,17 @@ contract LidoSampler is SamplerUtils {
uint256[] memory takerTokenAmounts
)
public
pure
view
returns (uint256[] memory)
{
_assertValidPair(makerToken, takerToken);
if (takerToken != lidoInfo.wethToken || makerToken != address(lidoInfo.stEthToken)) {
// Return 0 values if not selling WETH for stETH
uint256 numSamples = takerTokenAmounts.length;
uint256[] memory makerTokenAmounts = new uint256[](numSamples);
return makerTokenAmounts;
if (takerToken == lidoInfo.wethToken && makerToken == address(lidoInfo.stEthToken)) {
// Minting stETH is always 1:1 therefore we can just return the same amounts back.
return takerTokenAmounts;
}
// Minting stETH is always 1:1 therefore we can just return the same amounts back
return takerTokenAmounts;
return _sampleSellsForWrapped(lidoInfo, takerToken, makerToken, takerTokenAmounts);
}
/// @dev Sample buy quotes from Lido.
@@ -72,20 +77,43 @@ contract LidoSampler is SamplerUtils {
uint256[] memory makerTokenAmounts
)
public
pure
view
returns (uint256[] memory)
{
_assertValidPair(makerToken, takerToken);
if (takerToken != lidoInfo.wethToken || makerToken != address(lidoInfo.stEthToken)) {
// Return 0 values if not buying stETH for WETH
uint256 numSamples = makerTokenAmounts.length;
uint256[] memory takerTokenAmounts = new uint256[](numSamples);
return takerTokenAmounts;
if (takerToken == lidoInfo.wethToken && makerToken == address(lidoInfo.stEthToken)) {
// Minting stETH is always 1:1 therefore we can just return the same amounts back.
return makerTokenAmounts;
}
// Minting stETH is always 1:1 therefore we can just return the same amounts back
return makerTokenAmounts;
// Swap out `makerToken` and `takerToken` and re-use `_sampleSellsForWrapped`.
return _sampleSellsForWrapped(lidoInfo, makerToken, takerToken, makerTokenAmounts);
}
function _sampleSellsForWrapped(
LidoInfo memory lidoInfo,
address takerToken,
address makerToken,
uint256[] memory takerTokenAmounts
) private view returns (uint256[] memory) {
IWstETH wstETH = IWstETH(lidoInfo.wstEthToken);
uint256 numSamples = takerTokenAmounts.length;
uint256[] memory makerTokenAmounts = new uint256[](numSamples);
if (takerToken == lidoInfo.stEthToken && makerToken == lidoInfo.wstEthToken) {
for (uint256 i = 0; i < numSamples; i++) {
makerTokenAmounts[i] = wstETH.getWstETHByStETH(takerTokenAmounts[i]);
}
return makerTokenAmounts;
}
if (takerToken == lidoInfo.wstEthToken && makerToken == lidoInfo.stEthToken) {
for (uint256 i = 0; i < numSamples; i++) {
makerTokenAmounts[i] = wstETH.getStETHByWstETH(takerTokenAmounts[i]);
}
return makerTokenAmounts;
}
// Returns 0 values.
return makerTokenAmounts;
}
}

View File

@@ -1,82 +0,0 @@
// SPDX-License-Identifier: Apache-2.0
/*
Copyright 2020 ZeroEx Intl.
Licensed under the Apache License, Version 2.0 (the "License");
you may not use this file except in compliance with the License.
You may obtain a copy of the License at
http://www.apache.org/licenses/LICENSE-2.0
Unless required by applicable law or agreed to in writing, software
distributed under the License is distributed on an "AS IS" BASIS,
WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
See the License for the specific language governing permissions and
limitations under the License.
*/
pragma solidity ^0.6;
pragma experimental ABIEncoderV2;
import "./interfaces/IMultiBridge.sol";
contract MultiBridgeSampler {
/// @dev Default gas limit for multibridge calls.
uint256 constant private DEFAULT_CALL_GAS = 400e3; // 400k
/// @dev Sample sell quotes from MultiBridge.
/// @param multibridge Address of the MultiBridge contract.
/// @param takerToken Address of the taker token (what to sell).
/// @param intermediateToken The address of the intermediate token to
/// use in an indirect route.
/// @param makerToken Address of the maker token (what to buy).
/// @param takerTokenAmounts Taker token sell amount for each sample.
/// @return makerTokenAmounts Maker amounts bought at each taker token
/// amount.
function sampleSellsFromMultiBridge(
address multibridge,
address takerToken,
address intermediateToken,
address makerToken,
uint256[] memory takerTokenAmounts
)
public
view
returns (uint256[] memory makerTokenAmounts)
{
// Initialize array of maker token amounts.
uint256 numSamples = takerTokenAmounts.length;
makerTokenAmounts = new uint256[](numSamples);
// If no address provided, return all zeros.
if (multibridge == address(0)) {
return makerTokenAmounts;
}
for (uint256 i = 0; i < numSamples; i++) {
(bool didSucceed, bytes memory resultData) =
multibridge.staticcall.gas(DEFAULT_CALL_GAS)(
abi.encodeWithSelector(
IMultiBridge(0).getSellQuote.selector,
takerToken,
intermediateToken,
makerToken,
takerTokenAmounts[i]
));
uint256 buyAmount = 0;
if (didSucceed) {
buyAmount = abi.decode(resultData, (uint256));
}
// Exit early if the amount is too high for the source to serve
if (buyAmount == 0) {
break;
}
makerTokenAmounts[i] = buyAmount;
}
}
}

View File

@@ -0,0 +1,89 @@
pragma solidity ^0.6;
pragma experimental ABIEncoderV2;
import "./interfaces/IPlatypus.sol";
import "./ApproximateBuys.sol";
import "./SamplerUtils.sol";
contract PlatypusSampler is
SamplerUtils,
ApproximateBuys
{
function sampleSellsFromPlatypus(
address pool,
address[] memory path,
uint256[] memory takerTokenAmounts
)
public
view
returns (uint256[] memory makerTokenAmounts)
{
uint256 numSamples = takerTokenAmounts.length;
makerTokenAmounts = new uint256[](numSamples);
for (uint256 i = 0; i < numSamples; i++) {
try
IPlatypus(pool).quotePotentialSwap(path[0], path[1], takerTokenAmounts[i])
returns (uint256 amountAfterFees, uint256 feeAmount)
{
makerTokenAmounts[i] = amountAfterFees;
// Break early if there are 0 amounts
if (makerTokenAmounts[i] == 0) {
break;
}
} catch (bytes memory result) {
// Swallow failures, leaving all results as zero.
break;
}
}
}
function sampleBuysFromPlatypus(
address pool,
address[] memory path,
uint256[] memory makerTokenAmounts
)
public
view
returns (uint256[] memory takerTokenAmounts)
{
address[] memory invertBuyPath = new address[](2);
invertBuyPath[0] = path[1];
invertBuyPath[1] = path[0];
return _sampleApproximateBuys(
ApproximateBuyQuoteOpts({
makerTokenData: abi.encode(pool, invertBuyPath),
takerTokenData: abi.encode(pool, path),
getSellQuoteCallback: _sampleSellForApproximateBuyFromPlatypus
}),
makerTokenAmounts
);
}
function _sampleSellForApproximateBuyFromPlatypus(
bytes memory makerTokenData,
bytes memory takerTokenData,
uint256 sellAmount
)
private
view
returns (uint256 buyAmount)
{
(address _pool, address[] memory _path ) = abi.decode(makerTokenData, (address, address[]));
(bool success, bytes memory resultData) = address(this).staticcall(abi.encodeWithSelector(
this.sampleSellsFromPlatypus.selector,
_pool,
_path,
_toSingleValueArray(sellAmount)
));
if(!success) {
return 0;
}
// solhint-disable-next-line indent
return abi.decode(resultData, (uint256[]))[0];
}
}

View File

@@ -77,7 +77,7 @@ interface IUniswapV3Pool {
contract UniswapV3Sampler
{
/// @dev Gas limit for UniswapV3 calls. This is 100% a guess.
uint256 constant private QUOTE_GAS = 900e3;
uint256 constant private QUOTE_GAS = 700e3;
/// @dev Sample sell quotes from UniswapV3.
/// @param quoter UniswapV3 Quoter contract.

View File

@@ -0,0 +1,134 @@
// SPDX-License-Identifier: Apache-2.0
/*
Copyright 2022 ZeroEx Intl.
Licensed under the Apache License, Version 2.0 (the "License");
you may not use this file except in compliance with the License.
You may obtain a copy of the License at
http://www.apache.org/licenses/LICENSE-2.0
Unless required by applicable law or agreed to in writing, software
distributed under the License is distributed on an "AS IS" BASIS,
WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
See the License for the specific language governing permissions and
limitations under the License.
*/
pragma solidity ^0.6;
pragma experimental ABIEncoderV2;
import './ApproximateBuys.sol';
import './SamplerUtils.sol';
struct VeloRoute {
address from;
address to;
bool stable;
}
interface IVelodromeRouter {
function getAmountOut(
uint256 amountIn,
address tokenIn,
address tokenOut
) external view returns (uint256 amount, bool stable);
function getAmountsOut(uint256 amountIn, VeloRoute[] calldata routes)
external
view
returns (uint256[] memory amounts);
}
contract VelodromeSampler is SamplerUtils, ApproximateBuys {
/// @dev Sample sell quotes from Velodrome
/// @param router Address of Velodrome router.
/// @param takerToken Address of the taker token (what to sell).
/// @param makerToken Address of the maker token (what to buy).
/// @param takerTokenAmounts Taker token sell amount for each sample (sorted in ascending order).
/// @return stable Whether the pool is a stable pool (vs volatile).
/// @return makerTokenAmounts Maker amounts bought at each taker token amount.
function sampleSellsFromVelodrome(
IVelodromeRouter router,
address takerToken,
address makerToken,
uint256[] memory takerTokenAmounts
) public view returns (bool stable, uint256[] memory makerTokenAmounts) {
_assertValidPair(makerToken, takerToken);
uint256 numSamples = takerTokenAmounts.length;
makerTokenAmounts = new uint256[](numSamples);
// Sampling should not mix stable and volatile pools.
// Find the most liquid pool based on max(takerTokenAmounts) and stick with it.
stable = _isMostLiquidPoolStablePool(router, takerToken, makerToken, takerTokenAmounts);
VeloRoute[] memory routes = new VeloRoute[](1);
routes[0] = VeloRoute({ from: takerToken, to: makerToken, stable: stable });
for (uint256 i = 0; i < numSamples; i++) {
makerTokenAmounts[i] = router.getAmountsOut(takerTokenAmounts[i], routes)[1];
// Break early if there are 0 amounts
if (makerTokenAmounts[i] == 0) {
break;
}
}
}
/// @dev Sample buy quotes from Velodrome.
/// @param router Address of Velodrome router.
/// @param takerToken Address of the taker token (what to sell).
/// @param makerToken Address of the maker token (what to buy).
/// @param makerTokenAmounts Maker token buy amount for each sample.
/// @return stable Whether the pool is a stable pool (vs volatile).
/// @return takerTokenAmounts Taker amounts sold at each maker token amount.
function sampleBuysFromVelodrome(
IVelodromeRouter router,
address takerToken,
address makerToken,
uint256[] memory makerTokenAmounts
) public view returns (bool stable, uint256[] memory takerTokenAmounts) {
_assertValidPair(makerToken, takerToken);
// Sampling should not mix stable and volatile pools.
// Find the most liquid pool based on the reverse swap (maker -> taker) and stick with it.
stable = _isMostLiquidPoolStablePool(router, makerToken, takerToken, makerTokenAmounts);
takerTokenAmounts = _sampleApproximateBuys(
ApproximateBuyQuoteOpts({
takerTokenData: abi.encode(router, VeloRoute({ from: takerToken, to: makerToken, stable: stable })),
makerTokenData: abi.encode(router, VeloRoute({ from: makerToken, to: takerToken, stable: stable })),
getSellQuoteCallback: _sampleSellForApproximateBuyFromVelodrome
}),
makerTokenAmounts
);
}
function _sampleSellForApproximateBuyFromVelodrome(
bytes memory takerTokenData,
bytes memory, /* makerTokenData */
uint256 sellAmount
) internal view returns (uint256) {
(IVelodromeRouter router, VeloRoute memory route) = abi.decode(takerTokenData, (IVelodromeRouter, VeloRoute));
VeloRoute[] memory routes = new VeloRoute[](1);
routes[0] = route;
return router.getAmountsOut(sellAmount, routes)[1];
}
/// @dev Returns whether the most liquid pool is a stable pool.
/// @param router Address of Velodrome router.
/// @param takerToken Address of the taker token (what to sell).
/// @param makerToken Address of the maker token (what to buy).
/// @param takerTokenAmounts Taker token buy amount for each sample (sorted in ascending order)
/// @return stable Whether the pool is a stable pool (vs volatile).
function _isMostLiquidPoolStablePool(
IVelodromeRouter router,
address takerToken,
address makerToken,
uint256[] memory takerTokenAmounts
) internal view returns (bool stable) {
uint256 numSamples = takerTokenAmounts.length;
(, stable) = router.getAmountOut(takerTokenAmounts[numSamples - 1], takerToken, makerToken);
}
}

View File

@@ -0,0 +1,54 @@
// SPDX-License-Identifier: Apache-2.0
/*
Copyright 2020 ZeroEx Intl.
Licensed under the Apache License, Version 2.0 (the "License");
you may not use this file except in compliance with the License.
You may obtain a copy of the License at
http://www.apache.org/licenses/LICENSE-2.0
Unless required by applicable law or agreed to in writing, software
distributed under the License is distributed on an "AS IS" BASIS,
WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
See the License for the specific language governing permissions and
limitations under the License.
*/
pragma solidity ^0.6;
pragma experimental ABIEncoderV2;
/// @dev Minimal Balancer V2 Vault interface
/// for documentation refer to https://github.com/balancer-labs/balancer-core-v2/blob/master/contracts/vault/interfaces/IVault.sol
interface IBalancerV2Vault {
enum SwapKind { GIVEN_IN, GIVEN_OUT }
struct BatchSwapStep {
bytes32 poolId;
uint256 assetInIndex;
uint256 assetOutIndex;
uint256 amount;
bytes userData;
}
struct FundManagement {
address sender;
bool fromInternalBalance;
address payable recipient;
bool toInternalBalance;
}
struct BalancerV2PoolInfo {
bytes32 poolId;
address vault;
}
function queryBatchSwap(
SwapKind kind,
BatchSwapStep[] calldata swaps,
address[] calldata assets,
FundManagement calldata funds
) external returns (int256[] memory assetDeltas);
}

View File

@@ -0,0 +1,43 @@
// SPDX-License-Identifier: Apache-2.0
/*
Copyright 2022 ZeroEx Intl.
Licensed under the Apache License, Version 2.0 (the "License");
you may not use this file except in compliance with the License.
You may obtain a copy of the License at
http://www.apache.org/licenses/LICENSE-2.0
Unless required by applicable law or agreed to in writing, software
distributed under the License is distributed on an "AS IS" BASIS,
WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
See the License for the specific language governing permissions and
limitations under the License.
*/
pragma solidity ^0.6;
pragma experimental ABIEncoderV2;
interface IBancorV3 {
/**
* @dev returns the output amount when trading by providing the source amount
*/
function tradeOutputBySourceAmount(
address sourceToken,
address targetToken,
uint256 sourceAmount
) external view returns (uint256);
/**
* @dev returns the input amount when trading by providing the target amount
*/
function tradeInputByTargetAmount(
address sourceToken,
address targetToken,
uint256 targetAmount
) external view returns (uint256);
}

View File

@@ -0,0 +1,23 @@
pragma solidity ^0.6;
pragma experimental ABIEncoderV2;
interface IGMX {
function getMaxAmountIn(IVault _vault, address _tokenIn, address _tokenOut)
external
view
returns (uint256);
function getAmountOut(IVault _vault, address _tokenIn, address _tokenOut, uint256 _amountIn)
external
view
returns (uint256, uint256);
}
interface IVault {
function getFeeBasisPoints(address _token, uint256 _usdgDelta, uint256 _feeBasisPoints, uint256 _taxBasisPoints, bool _increment) external view returns (uint256);
function stableSwapFeeBasisPoints() external view returns (uint256);
function stableTokens(address _token) external view returns (bool);
function tokenDecimals(address _token) external view returns (uint256);
function getMaxPrice(address _token) external view returns (uint256);
function getMinPrice(address _token) external view returns (uint256);
}

View File

@@ -1,96 +0,0 @@
// SPDX-License-Identifier: Apache-2.0
/*
Copyright 2020 ZeroEx Intl.
Licensed under the Apache License, Version 2.0 (the "License");
you may not use this file except in compliance with the License.
You may obtain a copy of the License at
http://www.apache.org/licenses/LICENSE-2.0
Unless required by applicable law or agreed to in writing, software
distributed under the License is distributed on an "AS IS" BASIS,
WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
See the License for the specific language governing permissions and
limitations under the License.
*/
pragma solidity ^0.6;
// Keepin everything together
interface IKyberNetwork {
}
interface IKyberNetworkProxy {
function getExpectedRateAfterFee(
address src,
address dest,
uint256 srcQty,
uint256 platformFeeBps,
bytes calldata hint
)
external
view
returns (uint256 expectedRate);
}
interface IKyberHintHandler {
enum TradeType {BestOfAll, MaskIn, MaskOut, Split}
enum ProcessWithRate {NotRequired, Required}
function getTradingReserves(
address tokenSrc,
address tokenDest,
bool isTokenToToken,
bytes calldata hint
)
external
view
returns (
bytes32[] memory reserveIds,
uint256[] memory splitValuesBps,
ProcessWithRate processWithRate
);
function buildTokenToEthHint(
address tokenSrc,
TradeType tokenToEthType,
bytes32[] calldata tokenToEthReserveIds,
uint256[] calldata tokenToEthSplits
)
external
view
returns (bytes memory hint);
function buildEthToTokenHint(
address tokenDest,
TradeType ethToTokenType,
bytes32[] calldata ethToTokenReserveIds,
uint256[] calldata ethToTokenSplits
)
external
view
returns (bytes memory hint);
function buildTokenToTokenHint(
address tokenSrc,
TradeType tokenToEthType,
bytes32[] calldata tokenToEthReserveIds,
uint256[] calldata tokenToEthSplits,
address tokenDest,
TradeType ethToTokenType,
bytes32[] calldata ethToTokenReserveIds,
uint256[] calldata ethToTokenSplits
)
external
view
returns (bytes memory hint);
}

View File

@@ -0,0 +1,11 @@
pragma solidity ^0.6;
interface IPlatypus {
function quotePotentialSwap(
address fromToken,
address toToken,
uint256 fromAmount
) external view returns (uint256 potentialOutcome, uint256 haircut);
function assetOf(address token) external view returns (address);
}

View File

@@ -1,39 +0,0 @@
// SPDX-License-Identifier: Apache-2.0
pragma solidity ^0.6;
pragma experimental ABIEncoderV2;
contract DummyLiquidityProvider
{
/// @dev Quotes the amount of `makerToken` that would be obtained by
/// selling `sellAmount` of `takerToken`.
/// @param sellAmount Amount of `takerToken` to sell.
/// @return makerTokenAmount Amount of `makerToken` that would be obtained.
function getSellQuote(
address, /* takerToken */
address, /* makerToken */
uint256 sellAmount
)
external
view
returns (uint256 makerTokenAmount)
{
makerTokenAmount = sellAmount - 1;
}
/// @dev Quotes the amount of `takerToken` that would need to be sold in
/// order to obtain `buyAmount` of `makerToken`.
/// @param buyAmount Amount of `makerToken` to buy.
/// @return takerTokenAmount Amount of `takerToken` that would need to be sold.
function getBuyQuote(
address, /* takerToken */
address, /* makerToken */
uint256 buyAmount
)
external
view
returns (uint256 takerTokenAmount)
{
takerTokenAmount = buyAmount + 1;
}
}

View File

@@ -1,455 +0,0 @@
// SPDX-License-Identifier: Apache-2.0
/*
Copyright 2020 ZeroEx Intl.
Licensed under the Apache License, Version 2.0 (the "License");
you may not use this file except in compliance with the License.
You may obtain a copy of the License at
http://www.apache.org/licenses/LICENSE-2.0
Unless required by applicable law or agreed to in writing, software
distributed under the License is distributed on an "AS IS" BASIS,
WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
See the License for the specific language governing permissions and
limitations under the License.
*/
pragma solidity ^0.6;
pragma experimental ABIEncoderV2;
import "../src/ERC20BridgeSampler.sol";
import "../src/interfaces/IKyberNetwork.sol";
import "../src/interfaces/IUniswapV2Router01.sol";
library LibDeterministicQuotes {
address private constant WETH_ADDRESS = 0xC02aaA39b223FE8D0A0e5C4F27eAD9083C756Cc2;
uint256 private constant RATE_DENOMINATOR = 1 ether;
uint256 private constant MIN_RATE = RATE_DENOMINATOR / 100;
uint256 private constant MAX_RATE = 100 * RATE_DENOMINATOR;
uint8 private constant MIN_DECIMALS = 4;
uint8 private constant MAX_DECIMALS = 20;
function getDeterministicSellQuote(
bytes32 salt,
address sellToken,
address buyToken,
uint256 sellAmount
)
internal
pure
returns (uint256 buyAmount)
{
uint256 sellBase = uint256(10) ** getDeterministicTokenDecimals(sellToken);
uint256 buyBase = uint256(10) ** getDeterministicTokenDecimals(buyToken);
uint256 rate = getDeterministicRate(salt, sellToken, buyToken);
return sellAmount * rate * buyBase / sellBase / RATE_DENOMINATOR;
}
function getDeterministicBuyQuote(
bytes32 salt,
address sellToken,
address buyToken,
uint256 buyAmount
)
internal
pure
returns (uint256 sellAmount)
{
uint256 sellBase = uint256(10) ** getDeterministicTokenDecimals(sellToken);
uint256 buyBase = uint256(10) ** getDeterministicTokenDecimals(buyToken);
uint256 rate = getDeterministicRate(salt, sellToken, buyToken);
return buyAmount * RATE_DENOMINATOR * sellBase / rate / buyBase;
}
function getDeterministicTokenDecimals(address token)
internal
pure
returns (uint8 decimals)
{
if (token == WETH_ADDRESS) {
return 18;
}
bytes32 seed = keccak256(abi.encodePacked(token));
return uint8(uint256(seed) % (MAX_DECIMALS - MIN_DECIMALS)) + MIN_DECIMALS;
}
function getDeterministicRate(bytes32 salt, address sellToken, address buyToken)
internal
pure
returns (uint256 rate)
{
bytes32 seed = keccak256(abi.encodePacked(salt, sellToken, buyToken));
return uint256(seed) % (MAX_RATE - MIN_RATE) + MIN_RATE;
}
}
contract TestDeploymentConstants {
// solhint-disable separate-by-one-line-in-contract
// Mainnet addresses ///////////////////////////////////////////////////////
/// @dev Mainnet address of the WETH contract.
address constant private WETH_ADDRESS = 0xC02aaA39b223FE8D0A0e5C4F27eAD9083C756Cc2;
/// @dev Overridable way to get the WETH address.
/// @return wethAddress The WETH address.
function _getWethAddress()
internal
view
returns (address wethAddress)
{
return WETH_ADDRESS;
}
}
contract FailTrigger {
// Give this address a balance to force operations to fail.
address payable constant public FAILURE_ADDRESS = 0xe9dB8717BC5DFB20aaf538b4a5a02B7791FF430C;
// Funds `FAILURE_ADDRESS`.
function enableFailTrigger() external payable {
FAILURE_ADDRESS.transfer(msg.value);
}
function _revertIfShouldFail() internal view {
if (FAILURE_ADDRESS.balance != 0) {
revert("FAIL_TRIGGERED");
}
}
}
contract TestERC20BridgeSamplerUniswapExchange is
IUniswapExchangeQuotes,
TestDeploymentConstants,
FailTrigger
{
bytes32 constant private BASE_SALT = 0x1d6a6a0506b0b4a554b907a4c29d9f4674e461989d9c1921feb17b26716385ab;
address public tokenAddress;
bytes32 public salt;
constructor(address _tokenAddress) public {
tokenAddress = _tokenAddress;
salt = keccak256(abi.encodePacked(BASE_SALT, _tokenAddress));
}
// Deterministic `IUniswapExchangeQuotes.getEthToTokenInputPrice()`.
function getEthToTokenInputPrice(
uint256 ethSold
)
override
external
view
returns (uint256 tokensBought)
{
_revertIfShouldFail();
return LibDeterministicQuotes.getDeterministicSellQuote(
salt,
tokenAddress,
_getWethAddress(),
ethSold
);
}
// Deterministic `IUniswapExchangeQuotes.getEthToTokenOutputPrice()`.
function getEthToTokenOutputPrice(
uint256 tokensBought
)
override
external
view
returns (uint256 ethSold)
{
_revertIfShouldFail();
return LibDeterministicQuotes.getDeterministicBuyQuote(
salt,
_getWethAddress(),
tokenAddress,
tokensBought
);
}
// Deterministic `IUniswapExchangeQuotes.getTokenToEthInputPrice()`.
function getTokenToEthInputPrice(
uint256 tokensSold
)
override
external
view
returns (uint256 ethBought)
{
_revertIfShouldFail();
return LibDeterministicQuotes.getDeterministicSellQuote(
salt,
tokenAddress,
_getWethAddress(),
tokensSold
);
}
// Deterministic `IUniswapExchangeQuotes.getTokenToEthOutputPrice()`.
function getTokenToEthOutputPrice(
uint256 ethBought
)
override
external
view
returns (uint256 tokensSold)
{
_revertIfShouldFail();
return LibDeterministicQuotes.getDeterministicBuyQuote(
salt,
_getWethAddress(),
tokenAddress,
ethBought
);
}
}
contract TestERC20BridgeSamplerUniswapV2Router01 is
IUniswapV2Router01,
TestDeploymentConstants,
FailTrigger
{
bytes32 constant private SALT = 0xadc7fcb33c735913b8635927e66896b356a53a912ab2ceff929e60a04b53b3c1;
// Deterministic `IUniswapV2Router01.getAmountsOut()`.
function getAmountsOut(uint256 amountIn, address[] calldata path)
override
external
view
returns (uint256[] memory amounts)
{
require(path.length >= 2, "PATH_TOO_SHORT");
_revertIfShouldFail();
amounts = new uint256[](path.length);
amounts[0] = amountIn;
for (uint256 i = 0; i < path.length - 1; ++i) {
amounts[i + 1] = LibDeterministicQuotes.getDeterministicSellQuote(
SALT,
path[i],
path[i + 1],
amounts[i]
);
}
}
// Deterministic `IUniswapV2Router01.getAmountsInt()`.
function getAmountsIn(uint256 amountOut, address[] calldata path)
override
external
view
returns (uint256[] memory amounts)
{
require(path.length >= 2, "PATH_TOO_SHORT");
_revertIfShouldFail();
amounts = new uint256[](path.length);
amounts[path.length - 1] = amountOut;
for (uint256 i = path.length - 1; i > 0; --i) {
amounts[i - 1] = LibDeterministicQuotes.getDeterministicBuyQuote(
SALT,
path[i - 1],
path[i],
amounts[i]
);
}
}
}
// solhint-disable space-after-comma
contract TestERC20BridgeSamplerKyberNetwork is
TestDeploymentConstants,
FailTrigger
{
bytes32 constant private SALT = 0x0ff3ca9d46195c39f9a12afb74207b4970349fb3cfb1e459bbf170298d326bc7;
address constant public ETH_ADDRESS = 0xEeeeeEeeeEeEeeEeEeEeeEEEeeeeEeeeeeeeEEeE;
enum TradeType {BestOfAll, MaskIn, MaskOut, Split}
enum ProcessWithRate {NotRequired, Required}
// IKyberHintHandler
function buildTokenToEthHint(
address tokenSrc,
TradeType /* tokenToEthType */,
bytes32[] calldata /* tokenToEthReserveIds */,
uint256[] calldata /* tokenToEthSplits */
) external view returns (bytes memory hint)
{
return abi.encode(tokenSrc);
}
function buildEthToTokenHint(
address tokenDest,
TradeType /* ethToTokenType */,
bytes32[] calldata /* ethToTokenReserveIds */,
uint256[] calldata /* ethToTokenSplits */
) external view returns (bytes memory hint)
{
return abi.encode(tokenDest);
}
// IKyberHintHandler
function buildTokenToTokenHint(
address tokenSrc,
TradeType /* tokenToEthType */,
bytes32[] calldata /* tokenToEthReserveIds */,
uint256[] calldata /* tokenToEthSplits */,
address /* tokenDest */,
TradeType /* EthToTokenType */,
bytes32[] calldata /* EthToTokenReserveIds */,
uint256[] calldata /* EthToTokenSplits */
) external view returns (bytes memory hint)
{
return abi.encode(tokenSrc);
}
// IKyberHintHandler
function getTradingReserves(
address tokenSrc,
address tokenDest,
bool isTokenToToken,
bytes calldata hint
)
external
view
returns (
bytes32[] memory reserveIds,
uint256[] memory splitValuesBps,
ProcessWithRate processWithRate
)
{
reserveIds = new bytes32[](1);
reserveIds[0] = bytes32(uint256(1));
splitValuesBps = new uint256[](0);
processWithRate = ProcessWithRate.NotRequired;
}
// Deterministic `IKyberNetworkProxy.getExpectedRateAfterFee()`.
function getExpectedRateAfterFee(
address fromToken,
address toToken,
uint256 /* srcQty */,
uint256 /* fee */,
bytes calldata /* hint */
)
external
view
returns
(uint256 expectedRate)
{
_revertIfShouldFail();
fromToken = fromToken == ETH_ADDRESS ? _getWethAddress() : fromToken;
toToken = toToken == ETH_ADDRESS ? _getWethAddress() : toToken;
expectedRate = LibDeterministicQuotes.getDeterministicRate(
SALT,
fromToken,
toToken
);
}
// Deterministic `IKyberNetworkProxy.getExpectedRate()`.
function getExpectedRate(
address fromToken,
address toToken,
uint256
)
external
view
returns (uint256 expectedRate, uint256)
{
_revertIfShouldFail();
fromToken = fromToken == ETH_ADDRESS ? _getWethAddress() : fromToken;
toToken = toToken == ETH_ADDRESS ? _getWethAddress() : toToken;
expectedRate = LibDeterministicQuotes.getDeterministicRate(
SALT,
fromToken,
toToken
);
}
}
contract TestERC20BridgeSamplerUniswapExchangeFactory is
IUniswapExchangeFactory
{
mapping (address => IUniswapExchangeQuotes) private _exchangesByToken;
// Creates Uniswap exchange contracts for tokens.
function createTokenExchanges(address[] calldata tokenAddresses)
external
{
for (uint256 i = 0; i < tokenAddresses.length; i++) {
address tokenAddress = tokenAddresses[i];
_exchangesByToken[tokenAddress] =
new TestERC20BridgeSamplerUniswapExchange(tokenAddress);
}
}
// `IUniswapExchangeFactory.getExchange()`.
function getExchange(address tokenAddress)
override
external
view
returns (address)
{
return address(_exchangesByToken[tokenAddress]);
}
}
contract TestERC20BridgeSampler is
ERC20BridgeSampler,
FailTrigger
{
TestERC20BridgeSamplerUniswapExchangeFactory public uniswap;
TestERC20BridgeSamplerUniswapV2Router01 public uniswapV2Router;
TestERC20BridgeSamplerKyberNetwork public kyber;
uint8 private constant MAX_ORDER_STATUS = uint8(IExchange.OrderStatus.CANCELLED) + 1;
constructor() public ERC20BridgeSampler() {
uniswap = new TestERC20BridgeSamplerUniswapExchangeFactory();
uniswapV2Router = new TestERC20BridgeSamplerUniswapV2Router01();
kyber = new TestERC20BridgeSamplerKyberNetwork();
}
// Creates Uniswap exchange contracts for tokens.
function createTokenExchanges(address[] calldata tokenAddresses)
external
{
uniswap.createTokenExchanges(tokenAddresses);
}
// Overridden to return deterministic states.
function getLimitOrderFillableTakerAmount(
IExchange.LimitOrder memory order,
IExchange.Signature memory,
IExchange
)
override
public
view
returns (uint256 fillableTakerAmount)
{
return uint256(keccak256(abi.encode(order.salt))) % order.takerAmount;
}
// Overriden to return deterministic decimals.
function _getTokenDecimals(address tokenAddress)
override
internal
view
returns (uint8 decimals)
{
return LibDeterministicQuotes.getDeterministicTokenDecimals(tokenAddress);
}
}

View File

@@ -1,6 +1,6 @@
{
"name": "@0x/asset-swapper",
"version": "16.50.0",
"version": "16.62.0",
"engines": {
"node": ">=6.12"
},
@@ -34,12 +34,13 @@
"contracts:gen": "contracts-gen generate",
"contracts:copy": "contracts-gen copy",
"publish:private": "yarn build && gitpkg publish",
"sampler-size": "jq .compilerOutput.evm.deployedBytecode.object -- test/generated-artifacts/ERC20BridgeSampler.json | echo $(( $(wc -c) / 2 - 1 ))"
"sampler-size": "jq .compilerOutput.evm.deployedBytecode.object -- test/generated-artifacts/ERC20BridgeSampler.json | echo $(( $(wc -c) / 2 - 1 ))",
"list:deps": "yarn lerna list -l"
},
"config": {
"publicInterfaceContracts": "ERC20BridgeSampler,BalanceChecker,FakeTaker",
"abis:comment": "This list is auto-generated by contracts-gen. Don't edit manually.",
"abis": "./test/generated-artifacts/@(ApproximateBuys|BalanceChecker|BalancerSampler|BalancerV2Sampler|BancorSampler|CompoundSampler|CurveSampler|DODOSampler|DODOV2Sampler|DummyLiquidityProvider|ERC20BridgeSampler|FakeTaker|IBalancer|IBancor|ICurve|IKyberNetwork|IMStable|IMooniswap|IMultiBridge|IShell|ISmoothy|IUniswapExchangeQuotes|IUniswapV2Router01|KyberDmmSampler|KyberSampler|LidoSampler|LiquidityProviderSampler|MStableSampler|MakerPSMSampler|MooniswapSampler|MultiBridgeSampler|NativeOrderSampler|SamplerUtils|ShellSampler|SmoothySampler|TestERC20BridgeSampler|TestNativeOrderSampler|TwoHopSampler|UniswapSampler|UniswapV2Sampler|UniswapV3Sampler|UtilitySampler).json",
"abis": "./test/generated-artifacts/@(ApproximateBuys|BalanceChecker|BalancerSampler|BalancerV2BatchSampler|BalancerV2Common|BalancerV2Sampler|BancorSampler|BancorV3Sampler|CompoundSampler|CurveSampler|DODOSampler|DODOV2Sampler|ERC20BridgeSampler|FakeTaker|GMXSampler|IBalancer|IBalancerV2Vault|IBancor|IBancorV3|ICurve|IGMX|IMStable|IMooniswap|IMultiBridge|IPlatypus|IShell|ISmoothy|IUniswapExchangeQuotes|IUniswapV2Router01|KyberDmmSampler|LidoSampler|LiquidityProviderSampler|MStableSampler|MakerPSMSampler|MooniswapSampler|NativeOrderSampler|PlatypusSampler|SamplerUtils|ShellSampler|SmoothySampler|TestNativeOrderSampler|TwoHopSampler|UniswapSampler|UniswapV2Sampler|UniswapV3Sampler|UtilitySampler|VelodromeSampler).json",
"postpublish": {
"assets": []
}
@@ -58,22 +59,22 @@
"registry": "git@github.com:0xProject/gitpkg-registry.git"
},
"dependencies": {
"@0x/assert": "^3.0.31",
"@0x/base-contract": "^6.4.5",
"@0x/contract-addresses": "^6.12.0",
"@0x/contract-wrappers": "^13.19.1",
"@0x/contracts-erc20": "^3.3.27",
"@0x/contracts-zero-ex": "^0.31.1",
"@0x/dev-utils": "^4.2.11",
"@0x/json-schemas": "^6.4.1",
"@0x/neon-router": "^0.3.3",
"@0x/protocol-utils": "^1.11.1",
"@0x/assert": "^3.0.34",
"@0x/base-contract": "^6.5.0",
"@0x/contract-addresses": "^6.16.0",
"@0x/contract-wrappers": "^13.20.4",
"@0x/contracts-erc20": "^3.3.32",
"@0x/contracts-zero-ex": "^0.35.0",
"@0x/dev-utils": "^4.2.14",
"@0x/json-schemas": "^6.4.4",
"@0x/neon-router": "^0.3.5",
"@0x/protocol-utils": "^11.15.0",
"@0x/quote-server": "^6.0.6",
"@0x/types": "^3.3.4",
"@0x/typescript-typings": "^5.2.1",
"@0x/utils": "^6.5.0",
"@0x/web3-wrapper": "^7.6.2",
"@balancer-labs/sor": "0.3.2",
"@0x/types": "^3.3.6",
"@0x/typescript-typings": "^5.3.1",
"@0x/utils": "^6.5.3",
"@0x/web3-wrapper": "^7.6.5",
"@balancer-labs/sdk": "0.1.6",
"@bancor/sdk": "0.2.9",
"@ethersproject/abi": "^5.0.1",
"@ethersproject/address": "^5.0.1",
@@ -82,9 +83,10 @@
"@ethersproject/strings": "^5.0.10",
"axios": "^0.21.1",
"axios-mock-adapter": "^1.19.0",
"balancer-labs-sor-v1": "npm:@balancer-labs/sor@0.3.2",
"cream-sor": "^0.3.3",
"decimal.js": "^10.2.0",
"ethereum-types": "^3.6.0",
"ethereum-types": "^3.7.0",
"ethereumjs-util": "^7.0.10",
"fast-abi": "^0.0.4",
"graphql": "^15.4.0",
@@ -93,20 +95,19 @@
"lodash": "^4.17.11"
},
"devDependencies": {
"@0x/abi-gen": "^5.7.2",
"@0x/abi-gen": "^5.8.0",
"@0x/contracts-asset-proxy": "^3.7.19",
"@0x/contracts-exchange": "^3.2.38",
"@0x/contracts-exchange-libs": "^4.3.37",
"@0x/contracts-gen": "^2.0.43",
"@0x/contracts-test-utils": "^5.4.18",
"@0x/contracts-utils": "^4.8.8",
"@0x/contracts-gen": "^2.0.46",
"@0x/contracts-test-utils": "^5.4.23",
"@0x/contracts-utils": "^4.8.13",
"@0x/mesh-rpc-client": "^9.4.2",
"@0x/migrations": "^8.1.16",
"@0x/sol-compiler": "^4.7.8",
"@0x/subproviders": "^6.6.2",
"@0x/sol-compiler": "^4.8.1",
"@0x/subproviders": "^6.6.5",
"@0x/ts-doc-gen": "^0.0.28",
"@0x/tslint-config": "^4.1.4",
"@0x/types": "^3.3.4",
"@0x/types": "^3.3.6",
"@types/lodash": "4.14.104",
"@types/mocha": "^5.2.7",
"@types/node": "12.12.54",
@@ -123,7 +124,7 @@
"tslint": "5.11.0",
"typedoc": "~0.16.11",
"typemoq": "^2.1.0",
"typescript": "4.2.2"
"typescript": "4.6.3"
},
"publishConfig": {
"access": "public"

View File

@@ -116,6 +116,15 @@ export {
SamplerMetrics,
} from './types';
export { affiliateFeeUtils } from './utils/affiliate_fee_utils';
export {
IRfqClient,
RfqClientV1Price,
RfqClientV1PriceRequest,
RfqClientV1PriceResponse,
RfqClientV1Quote,
RfqClientV1QuoteRequest,
RfqClientV1QuoteResponse,
} from './utils/irfq_client';
export {
DEFAULT_TOKEN_ADJACENCY_GRAPH_BY_CHAIN_ID,
DEFAULT_GAS_SCHEDULE,
@@ -144,7 +153,6 @@ export {
Fill,
FillData,
GetMarketOrdersRfqOpts,
KyberFillData,
LiquidityProviderFillData,
LiquidityProviderRegistry,
MarketDepth,

View File

@@ -42,6 +42,7 @@ import {
FinalUniswapV3FillData,
LiquidityProviderFillData,
MooniswapFillData,
NativeRfqOrderFillData,
OptimizedMarketBridgeOrder,
OptimizedMarketOrder,
UniswapV2FillData,
@@ -60,6 +61,7 @@ import {
isDirectSwapCompatible,
isMultiplexBatchFillCompatible,
isMultiplexMultiHopFillCompatible,
requiresTransformERC20,
} from './quote_consumer_utils';
// tslint:disable-next-line:custom-no-magic-numbers
@@ -73,9 +75,7 @@ const PANCAKE_SWAP_FORKS = [
ERC20BridgeSource.BakerySwap,
ERC20BridgeSource.SushiSwap,
ERC20BridgeSource.ApeSwap,
ERC20BridgeSource.CafeSwap,
ERC20BridgeSource.CheeseSwap,
ERC20BridgeSource.JulSwap,
];
const FAKE_PROVIDER: any = {
sendAsync(): void {
@@ -220,9 +220,7 @@ export class ExchangeProxySwapQuoteConsumer implements SwapQuoteConsumerBase {
ERC20BridgeSource.BakerySwap,
ERC20BridgeSource.SushiSwap,
ERC20BridgeSource.ApeSwap,
ERC20BridgeSource.CafeSwap,
ERC20BridgeSource.CheeseSwap,
ERC20BridgeSource.JulSwap,
])
) {
const source = slippedOrders[0].source;
@@ -278,7 +276,7 @@ export class ExchangeProxySwapQuoteConsumer implements SwapQuoteConsumerBase {
if (
this.chainId === ChainId.Mainnet &&
isDirectSwapCompatible(quote, optsWithDefaults, [ERC20BridgeSource.Curve, ERC20BridgeSource.Swerve]) &&
isDirectSwapCompatible(quote, optsWithDefaults, [ERC20BridgeSource.Curve]) &&
// Curve VIP cannot currently support WETH buy/sell as the functionality needs to WITHDRAW or DEPOSIT
// into WETH prior/post the trade.
// ETH buy/sell is supported
@@ -333,6 +331,49 @@ export class ExchangeProxySwapQuoteConsumer implements SwapQuoteConsumerBase {
};
}
// RFQT VIP
if (
[ChainId.Mainnet, ChainId.Polygon].includes(this.chainId) &&
!isToETH &&
!isFromETH &&
quote.orders.every(o => o.type === FillQuoteTransformerOrderType.Rfq) &&
!requiresTransformERC20(optsWithDefaults)
) {
const rfqOrdersData = quote.orders.map(o => o.fillData as NativeRfqOrderFillData);
const fillAmountPerOrder = (() => {
// Don't think order taker amounts are clipped to actual sell amount
// (the last one might be too large) so figure them out manually.
let remaining = sellAmount;
const fillAmounts = [];
for (const o of quote.orders) {
const fillAmount = BigNumber.min(o.takerAmount, remaining);
fillAmounts.push(fillAmount);
remaining = remaining.minus(fillAmount);
}
return fillAmounts;
})();
const callData =
quote.orders.length === 1
? this._exchangeProxy
.fillRfqOrder(rfqOrdersData[0].order, rfqOrdersData[0].signature, fillAmountPerOrder[0])
.getABIEncodedTransactionData()
: this._exchangeProxy
.batchFillRfqOrders(
rfqOrdersData.map(d => d.order),
rfqOrdersData.map(d => d.signature),
fillAmountPerOrder,
true,
)
.getABIEncodedTransactionData();
return {
calldataHexString: callData,
ethAmount: ZERO_AMOUNT,
toAddress: this._exchangeProxy.address,
allowanceTarget: this._exchangeProxy.address,
gasOverhead: ZERO_AMOUNT,
};
}
if (this.chainId === ChainId.Mainnet && isMultiplexBatchFillCompatible(quote, optsWithDefaults)) {
return {
calldataHexString: this._encodeMultiplexBatchFillCalldata(

View File

@@ -25,6 +25,7 @@ import {
SwapQuoterRfqOpts,
} from './types';
import { assert } from './utils/assert';
import { IRfqClient } from './utils/irfq_client';
import { MarketOperationUtils } from './utils/market_operation_utils';
import { BancorService } from './utils/market_operation_utils/bancor_service';
import { SAMPLER_ADDRESS, SOURCE_FLAGS, ZERO_AMOUNT } from './utils/market_operation_utils/constants';
@@ -327,6 +328,7 @@ export class SwapQuoter {
assetFillAmount: BigNumber,
marketOperation: MarketOperation,
options: Partial<SwapQuoteRequestOpts>,
rfqClient?: IRfqClient | undefined,
): Promise<SwapQuote> {
assert.isETHAddressHex('makerToken', makerToken);
assert.isETHAddressHex('takerToken', takerToken);
@@ -381,6 +383,7 @@ export class SwapQuoter {
this.expiryBufferMs,
rfqtOptions?.metricsProxy,
);
calcOpts.rfqt.rfqClient = rfqClient;
}
const result: OptimizerResultWithReport = await this._marketOperationUtils.getOptimizerResultAsync(
@@ -519,7 +522,7 @@ function createSwapQuote(
: calculateQuoteInfo(optimizedOrders, operation, assetFillAmount, gasPrice, gasSchedule, slippage);
// Put together the swap quote
const { makerTokenDecimals, takerTokenDecimals } = optimizerResult.marketSideLiquidity;
const { makerTokenDecimals, takerTokenDecimals, blockNumber } = optimizerResult.marketSideLiquidity;
const swapQuote = {
makerToken,
takerToken,
@@ -536,6 +539,7 @@ function createSwapQuote(
extendedQuoteReportSources,
isTwoHop,
priceComparisonsReport,
blockNumber,
};
if (operation === MarketOperation.Buy) {

View File

@@ -179,6 +179,7 @@ export interface SwapQuoteBase {
takerTokenDecimals: number;
takerAmountPerEth: BigNumber;
makerAmountPerEth: BigNumber;
blockNumber: number;
}
/**

View File

@@ -17,7 +17,10 @@ import {
const SUCCESS_CODE = 201;
function getAltMarketInfo(
/**
* Returns the AltOffering if it exists for a given pair
*/
export function getAltMarketInfo(
offerings: AltOffering[],
buyTokenAddress: string,
sellTokenAddress: string,

View File

@@ -0,0 +1,59 @@
import { RfqOrder, Signature } from '@0x/protocol-utils';
import { BigNumber } from '@0x/utils';
import { AltRfqMakerAssetOfferings } from '../types';
export interface RfqClientV1PriceRequest {
altRfqAssetOfferings: AltRfqMakerAssetOfferings | undefined;
assetFillAmount: BigNumber;
chainId: number;
comparisonPrice: BigNumber | undefined;
integratorId: string;
intentOnFilling: boolean;
makerToken: string;
marketOperation: 'Sell' | 'Buy';
takerAddress: string;
takerToken: string;
txOrigin: string;
}
export interface RfqClientV1QuoteRequest extends RfqClientV1PriceRequest {}
export interface RfqClientV1Price {
expiry: BigNumber;
kind: 'rfq' | 'otc';
makerAmount: BigNumber;
makerToken: string;
makerUri: string;
takerAmount: BigNumber;
takerToken: string;
}
export interface RfqClientV1PriceResponse {
prices: RfqClientV1Price[];
}
export interface RfqClientV1Quote {
makerUri: string;
order: RfqOrder;
signature: Signature;
}
export interface RfqClientV1QuoteResponse {
quotes: RfqClientV1Quote[];
}
/**
* IRfqClient is an interface that defines how to connect with an Rfq system.
*/
export interface IRfqClient {
/**
* Fetches a list of "indicative quotes" or prices from a remote Rfq server
*/
getV1PricesAsync(request: RfqClientV1PriceRequest): Promise<RfqClientV1PriceResponse>;
/**
* Fetches a list of "firm quotes" or signed quotes from a remote Rfq server.
*/
getV1QuotesAsync(request: RfqClientV1QuoteRequest): Promise<RfqClientV1QuoteResponse>;
}

View File

@@ -1,12 +1,12 @@
import { ChainId } from '@0x/contract-addresses';
import { BigNumber, NULL_BYTES } from '@0x/utils';
import { BigNumber } from '@0x/utils';
import {
ACRYPTOS_BSC_INFOS,
APESWAP_ROUTER_BY_CHAIN_ID,
BAKERYSWAP_ROUTER_BY_CHAIN_ID,
BELT_BSC_INFOS,
CAFESWAP_ROUTER_BY_CHAIN_ID,
BISWAP_ROUTER_BY_CHAIN_ID,
CHEESESWAP_ROUTER_BY_CHAIN_ID,
COMETHSWAP_ROUTER_BY_CHAIN_ID,
COMPONENT_POOLS_BY_CHAIN_ID,
@@ -25,12 +25,11 @@ import {
FIREBIRDONESWAP_BSC_INFOS,
FIREBIRDONESWAP_POLYGON_INFOS,
IRONSWAP_POLYGON_INFOS,
JETSWAP_ROUTER_BY_CHAIN_ID,
JULSWAP_ROUTER_BY_CHAIN_ID,
KYBER_BANNED_RESERVES,
KYBER_BRIDGED_LIQUIDITY_PREFIX,
KNIGHTSWAP_ROUTER_BY_CHAIN_ID,
MAX_DODOV2_POOLS_QUERIED,
MAX_KYBER_RESERVES_QUERIED,
MDEX_ROUTER_BY_CHAIN_ID,
MESHSWAP_ROUTER_BY_CHAIN_ID,
MOBIUSMONEY_CELO_INFOS,
MORPHEUSSWAP_ROUTER_BY_CHAIN_ID,
MSTABLE_POOLS_BY_CHAIN_ID,
NERVE_BSC_INFOS,
@@ -38,18 +37,16 @@ import {
PANCAKESWAP_ROUTER_BY_CHAIN_ID,
PANCAKESWAPV2_ROUTER_BY_CHAIN_ID,
PANGOLIN_ROUTER_BY_CHAIN_ID,
POLYDEX_ROUTER_BY_CHAIN_ID,
PLATYPUS_AVALANCHE_INFOS,
QUICKSWAP_ROUTER_BY_CHAIN_ID,
SADDLE_MAINNET_INFOS,
SHELL_POOLS_BY_CHAIN_ID,
SHIBASWAP_ROUTER_BY_CHAIN_ID,
SMOOTHY_BSC_INFOS,
SMOOTHY_MAINNET_INFOS,
SNOWSWAP_MAINNET_INFOS,
SPIRITSWAP_ROUTER_BY_CHAIN_ID,
SPOOKYSWAP_ROUTER_BY_CHAIN_ID,
SUSHISWAP_ROUTER_BY_CHAIN_ID,
SWERVE_MAINNET_INFOS,
SYNAPSE_AVALANCHE_INFOS,
SYNAPSE_BSC_INFOS,
SYNAPSE_FANTOM_INFOS,
@@ -61,35 +58,15 @@ import {
UNISWAPV2_ROUTER_BY_CHAIN_ID,
WAULTSWAP_ROUTER_BY_CHAIN_ID,
XSIGMA_MAINNET_INFOS,
YOSHI_ROUTER_BY_CHAIN_ID,
} from './constants';
import { CurveInfo, ERC20BridgeSource } from './types';
/**
* Filter Kyber reserves which should not be used (0xbb bridged reserves)
* @param reserveId Kyber reserveId
*/
export function isAllowedKyberReserveId(reserveId: string): boolean {
return (
reserveId !== NULL_BYTES &&
!reserveId.startsWith(KYBER_BRIDGED_LIQUIDITY_PREFIX) &&
!KYBER_BANNED_RESERVES.includes(reserveId)
);
}
import { CurveInfo, ERC20BridgeSource, PlatypusInfo } from './types';
// tslint:disable-next-line: completed-docs ban-types
export function isValidAddress(address: string | String): address is string {
return (typeof address === 'string' || address instanceof String) && address.toString() !== NULL_ADDRESS;
}
/**
* Returns the offsets to be used to discover Kyber reserves
*/
export function getKyberOffsets(): BigNumber[] {
return Array(MAX_KYBER_RESERVES_QUERIED)
.fill(0)
.map((_v, i) => new BigNumber(i));
}
// tslint:disable completed-docs
export function getDodoV2Offsets(): BigNumber[] {
return Array(MAX_DODOV2_POOLS_QUERIED)
@@ -224,32 +201,6 @@ export function getCurveV2InfosForPair(chainId: ChainId, takerToken: string, mak
}
}
export function getSwerveInfosForPair(chainId: ChainId, takerToken: string, makerToken: string): CurveInfo[] {
if (chainId !== ChainId.Mainnet) {
return [];
}
return Object.values(SWERVE_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),
),
);
}
export function getSnowSwapInfosForPair(chainId: ChainId, takerToken: string, makerToken: string): CurveInfo[] {
if (chainId !== ChainId.Mainnet) {
return [];
}
return Object.values(SNOWSWAP_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),
),
);
}
export function getNerveInfosForPair(chainId: ChainId, takerToken: string, makerToken: string): CurveInfo[] {
if (chainId !== ChainId.BSC) {
return [];
@@ -449,6 +400,27 @@ export function getAcryptosInfosForPair(chainId: ChainId, takerToken: string, ma
),
);
}
export function getMobiusMoneyInfoForPair(chainId: ChainId, takerToken: string, makerToken: string): CurveInfo[] {
if (chainId !== ChainId.Celo) {
return [];
}
return Object.values(MOBIUSMONEY_CELO_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),
),
);
}
export function getPlatypusInfoForPair(chainId: ChainId, takerToken: string, makerToken: string): PlatypusInfo[] {
if (chainId !== ChainId.Avalanche) {
return [];
}
return Object.values(PLATYPUS_AVALANCHE_INFOS).filter(c =>
[makerToken, takerToken].every(t => c.tokens.includes(t)),
);
}
export function getShellLikeInfosForPair(
chainId: ChainId,
@@ -480,8 +452,6 @@ export function getCurveLikeInfosForPair(
source:
| ERC20BridgeSource.Curve
| ERC20BridgeSource.CurveV2
| ERC20BridgeSource.Swerve
| ERC20BridgeSource.SnowSwap
| ERC20BridgeSource.Nerve
| ERC20BridgeSource.Synapse
| ERC20BridgeSource.Belt
@@ -491,7 +461,8 @@ export function getCurveLikeInfosForPair(
| ERC20BridgeSource.IronSwap
| ERC20BridgeSource.XSigma
| ERC20BridgeSource.FirebirdOneSwap
| ERC20BridgeSource.ACryptos,
| ERC20BridgeSource.ACryptos
| ERC20BridgeSource.MobiusMoney,
): CurveDetailedInfo[] {
let pools: CurveInfo[] = [];
switch (source) {
@@ -501,12 +472,6 @@ export function getCurveLikeInfosForPair(
case ERC20BridgeSource.CurveV2:
pools = getCurveV2InfosForPair(chainId, takerToken, makerToken);
break;
case ERC20BridgeSource.Swerve:
pools = getSwerveInfosForPair(chainId, takerToken, makerToken);
break;
case ERC20BridgeSource.SnowSwap:
pools = getSnowSwapInfosForPair(chainId, takerToken, makerToken);
break;
case ERC20BridgeSource.Nerve:
pools = getNerveInfosForPair(chainId, takerToken, makerToken);
break;
@@ -537,6 +502,9 @@ export function getCurveLikeInfosForPair(
case ERC20BridgeSource.ACryptos:
pools = getAcryptosInfosForPair(chainId, takerToken, makerToken);
break;
case ERC20BridgeSource.MobiusMoney:
pools = getMobiusMoneyInfoForPair(chainId, takerToken, makerToken);
break;
default:
throw new Error(`Unknown Curve like source ${source}`);
}
@@ -557,22 +525,23 @@ export function uniswapV2LikeRouterAddress(
| ERC20BridgeSource.PancakeSwapV2
| ERC20BridgeSource.BakerySwap
| ERC20BridgeSource.ApeSwap
| ERC20BridgeSource.CafeSwap
| ERC20BridgeSource.CheeseSwap
| ERC20BridgeSource.JulSwap
| ERC20BridgeSource.QuickSwap
| ERC20BridgeSource.ComethSwap
| ERC20BridgeSource.Dfyn
| ERC20BridgeSource.WaultSwap
| ERC20BridgeSource.Polydex
| ERC20BridgeSource.ShibaSwap
| ERC20BridgeSource.JetSwap
| ERC20BridgeSource.TraderJoe
| ERC20BridgeSource.Pangolin
| ERC20BridgeSource.UbeSwap
| ERC20BridgeSource.MorpheusSwap
| ERC20BridgeSource.SpookySwap
| ERC20BridgeSource.SpiritSwap,
| ERC20BridgeSource.SpiritSwap
| ERC20BridgeSource.BiSwap
| ERC20BridgeSource.Yoshi
| ERC20BridgeSource.MDex
| ERC20BridgeSource.KnightSwap
| ERC20BridgeSource.MeshSwap,
): string {
switch (source) {
case ERC20BridgeSource.UniswapV2:
@@ -589,12 +558,8 @@ export function uniswapV2LikeRouterAddress(
return BAKERYSWAP_ROUTER_BY_CHAIN_ID[chainId];
case ERC20BridgeSource.ApeSwap:
return APESWAP_ROUTER_BY_CHAIN_ID[chainId];
case ERC20BridgeSource.CafeSwap:
return CAFESWAP_ROUTER_BY_CHAIN_ID[chainId];
case ERC20BridgeSource.CheeseSwap:
return CHEESESWAP_ROUTER_BY_CHAIN_ID[chainId];
case ERC20BridgeSource.JulSwap:
return JULSWAP_ROUTER_BY_CHAIN_ID[chainId];
case ERC20BridgeSource.QuickSwap:
return QUICKSWAP_ROUTER_BY_CHAIN_ID[chainId];
case ERC20BridgeSource.ComethSwap:
@@ -603,12 +568,8 @@ export function uniswapV2LikeRouterAddress(
return DFYN_ROUTER_BY_CHAIN_ID[chainId];
case ERC20BridgeSource.WaultSwap:
return WAULTSWAP_ROUTER_BY_CHAIN_ID[chainId];
case ERC20BridgeSource.Polydex:
return POLYDEX_ROUTER_BY_CHAIN_ID[chainId];
case ERC20BridgeSource.ShibaSwap:
return SHIBASWAP_ROUTER_BY_CHAIN_ID[chainId];
case ERC20BridgeSource.JetSwap:
return JETSWAP_ROUTER_BY_CHAIN_ID[chainId];
case ERC20BridgeSource.Pangolin:
return PANGOLIN_ROUTER_BY_CHAIN_ID[chainId];
case ERC20BridgeSource.TraderJoe:
@@ -621,6 +582,16 @@ export function uniswapV2LikeRouterAddress(
return SPOOKYSWAP_ROUTER_BY_CHAIN_ID[chainId];
case ERC20BridgeSource.SpiritSwap:
return SPIRITSWAP_ROUTER_BY_CHAIN_ID[chainId];
case ERC20BridgeSource.BiSwap:
return BISWAP_ROUTER_BY_CHAIN_ID[chainId];
case ERC20BridgeSource.Yoshi:
return YOSHI_ROUTER_BY_CHAIN_ID[chainId];
case ERC20BridgeSource.MeshSwap:
return MESHSWAP_ROUTER_BY_CHAIN_ID[chainId];
case ERC20BridgeSource.MDex:
return MDEX_ROUTER_BY_CHAIN_ID[chainId];
case ERC20BridgeSource.KnightSwap:
return KNIGHTSWAP_ROUTER_BY_CHAIN_ID[chainId];
default:
throw new Error(`Unknown UniswapV2 like source ${source}`);
}

View File

@@ -175,9 +175,9 @@ export function dexSamplesToFills(
const { source, fillData } = sample;
const input = sample.input.minus(prevSample ? prevSample.input : 0);
const output = sample.output.minus(prevSample ? prevSample.output : 0);
const fee = fees[source] === undefined ? 0 : fees[source]!(sample.fillData) || 0;
let penalty = ZERO_AMOUNT;
if (i === 0) {
const fee = fees[source] === undefined ? 0 : fees[source]!(sample.fillData) || 0;
// Only the first fill in a DEX path incurs a penalty.
penalty = ethToOutputAmount({
input,

View File

@@ -4,12 +4,15 @@ import * as _ from 'lodash';
import { DEFAULT_INFO_LOGGER, INVALID_SIGNATURE } from '../../constants';
import {
AltRfqMakerAssetOfferings,
AssetSwapperContractAddresses,
MarketOperation,
NativeOrderWithFillableAmounts,
SignedNativeOrder,
} from '../../types';
import { QuoteRequestor } from '../quote_requestor';
import { getAltMarketInfo } from '../alt_mm_implementation_utils';
import { QuoteRequestor, V4RFQIndicativeQuoteMM } from '../quote_requestor';
import { toSignedNativeOrder } from '../rfq_client_mappers';
import {
getNativeAdjustedFillableAmountsFromMakerAmount,
getNativeAdjustedFillableAmountsFromTakerAmount,
@@ -42,7 +45,7 @@ import { createFills } from './fills';
import { getBestTwoHopQuote } from './multihop_utils';
import { createOrdersFromTwoHopSample } from './orders';
import { Path, PathPenaltyOpts } from './path';
import { fillsToSortedPaths, findOptimalPathJSAsync, findOptimalRustPathFromSamples } from './path_optimizer';
import { findOptimalPathJSAsync, findOptimalRustPathFromSamples } from './path_optimizer';
import { DexOrderSampler, getSampleAmounts } from './sampler';
import { SourceFilters } from './source_filters';
import {
@@ -241,6 +244,7 @@ export class MarketOperationUtils {
dexQuotes,
},
isRfqSupported,
blockNumber: blockNumber.toNumber(),
};
}
@@ -269,6 +273,7 @@ export class MarketOperationUtils {
// Call the sampler contract.
const samplerPromise = this._sampler.executeAsync(
this._sampler.getBlockNumber(),
this._sampler.getTokenDecimals([makerToken, takerToken]),
// Get native order fillable amounts.
this._sampler.getLimitOrderFillableMakerAmounts(nativeOrders, this.contractAddresses.exchangeProxy),
@@ -302,6 +307,7 @@ export class MarketOperationUtils {
const [
[
blockNumber,
tokenDecimals,
orderFillableMakerAmounts,
ethToMakerAssetRate,
@@ -342,6 +348,7 @@ export class MarketOperationUtils {
dexQuotes,
},
isRfqSupported,
blockNumber: blockNumber.toNumber(),
};
}
@@ -372,6 +379,7 @@ export class MarketOperationUtils {
const feeSourceFilters = this._feeSources.exclude(_opts.excludedFeeSources);
const ops = [
this._sampler.getBlockNumber(),
...batchNativeOrders.map(orders =>
this._sampler.getLimitOrderFillableMakerAmounts(orders, this.contractAddresses.exchangeProxy),
),
@@ -396,13 +404,15 @@ export class MarketOperationUtils {
),
];
const executeResults = await this._sampler.executeBatchAsync(ops);
const [blockNumberRaw, ...executeResults] = await this._sampler.executeBatchAsync(ops);
const batchOrderFillableMakerAmounts = executeResults.splice(0, batchNativeOrders.length) as BigNumber[][];
const batchEthToTakerAssetRate = executeResults.splice(0, batchNativeOrders.length) as BigNumber[];
const batchDexQuotes = executeResults.splice(0, batchNativeOrders.length) as DexSample[][][];
const batchTokenDecimals = executeResults.splice(0, batchNativeOrders.length) as number[][];
const inputAmountPerEth = ZERO_AMOUNT;
const blockNumber: number = (blockNumberRaw as BigNumber).toNumber();
return Promise.all(
batchNativeOrders.map(async (nativeOrders, i) => {
if (nativeOrders.length === 0) {
@@ -435,6 +445,7 @@ export class MarketOperationUtils {
twoHopQuotes: [],
},
isRfqSupported: false,
blockNumber,
},
{
bridgeSlippage: _opts.bridgeSlippage,
@@ -493,18 +504,6 @@ export class MarketOperationUtils {
} as NativeOrderWithFillableAmounts),
);
// Convert native orders and dex quotes into `Fill` objects.
const fills = createFills({
side,
orders: [...nativeOrders, ...augmentedRfqtIndicativeQuotes],
dexQuotes,
targetInput: inputAmount,
outputAmountPerEth,
inputAmountPerEth,
excludedSources: opts.excludedSources,
feeSchedule: opts.feeSchedule,
});
// Find the optimal path.
const penaltyOpts: PathPenaltyOpts = {
outputAmountPerEth,
@@ -517,13 +516,11 @@ export class MarketOperationUtils {
const takerAmountPerEth = side === MarketOperation.Sell ? inputAmountPerEth : outputAmountPerEth;
const makerAmountPerEth = side === MarketOperation.Sell ? outputAmountPerEth : inputAmountPerEth;
// Find the unoptimized best rate to calculate savings from optimizer
const _unoptimizedPath = fillsToSortedPaths(fills, side, inputAmount, penaltyOpts)[0];
const unoptimizedPath = _unoptimizedPath ? _unoptimizedPath.collapse(orderOpts) : undefined;
let fills: Fill[][];
// Find the optimal path using Rust router if enabled, otherwise fallback to JS Router
let optimalPath: Path | undefined;
if (SHOULD_USE_RUST_ROUTER) {
fills = [[]];
optimalPath = findOptimalRustPathFromSamples(
side,
dexQuotes,
@@ -536,6 +533,18 @@ export class MarketOperationUtils {
opts.samplerMetrics,
);
} else {
// Convert native orders and dex quotes into `Fill` objects.
fills = createFills({
side,
orders: [...nativeOrders, ...augmentedRfqtIndicativeQuotes],
dexQuotes,
targetInput: inputAmount,
outputAmountPerEth,
inputAmountPerEth,
excludedSources: opts.excludedSources,
feeSchedule: opts.feeSchedule,
});
optimalPath = await findOptimalPathJSAsync(
side,
fills,
@@ -561,7 +570,6 @@ export class MarketOperationUtils {
sourceFlags: SOURCE_FLAGS[ERC20BridgeSource.MultiHop],
marketSideLiquidity,
adjustedRate: bestTwoHopRate,
unoptimizedPath,
takerAmountPerEth,
makerAmountPerEth,
};
@@ -573,7 +581,10 @@ export class MarketOperationUtils {
}
// Generate a fallback path if required
await this._addOptionalFallbackAsync(side, inputAmount, optimalPath, dexQuotes, fills, opts, penaltyOpts);
// TODO(kimpers): Will experiment with disabling this and see how it affects revert rate
// to avoid yet another router roundtrip
// TODO: clean this up if we don't need it
// await this._addOptionalFallbackAsync(side, inputAmount, optimalPath, dexQuotes, fills, opts, penaltyOpts);
const collapsedPath = optimalPath.collapse(orderOpts);
return {
@@ -582,7 +593,6 @@ export class MarketOperationUtils {
sourceFlags: collapsedPath.sourceFlags,
marketSideLiquidity,
adjustedRate: optimalPathRate,
unoptimizedPath,
takerAmountPerEth,
makerAmountPerEth,
};
@@ -656,17 +666,49 @@ export class MarketOperationUtils {
// Timing of RFQT lifecycle
const timeStart = new Date().getTime();
const { makerToken, takerToken } = nativeOrders[0].order;
// Filter Alt Rfq Maker Asset Offerings to the current pair
const filteredOfferings: AltRfqMakerAssetOfferings = {};
if (rfqt.altRfqAssetOfferings) {
const endpoints = Object.keys(rfqt.altRfqAssetOfferings);
for (const endpoint of endpoints) {
// Get the current pair if being offered
const offering = getAltMarketInfo(rfqt.altRfqAssetOfferings[endpoint], makerToken, takerToken);
if (offering) {
filteredOfferings[endpoint] = [offering];
}
}
}
if (rfqt.isIndicative) {
// An indicative quote is being requested, and indicative quotes price-aware enabled
// Make the RFQT request and then re-run the sampler if new orders come back.
const indicativeQuotes = await rfqt.quoteRequestor.requestRfqtIndicativeQuotesAsync(
makerToken,
takerToken,
amount,
side,
wholeOrderPrice,
rfqt,
);
const indicativeQuotes =
rfqt.rfqClient !== undefined
? ((
await rfqt.rfqClient.getV1PricesAsync({
altRfqAssetOfferings: filteredOfferings,
assetFillAmount: amount,
chainId: this._sampler.chainId,
comparisonPrice: wholeOrderPrice,
integratorId: rfqt.integrator.integratorId,
intentOnFilling: rfqt.intentOnFilling,
makerToken,
marketOperation: side,
takerAddress: rfqt.takerAddress,
takerToken,
txOrigin: rfqt.txOrigin,
})
).prices as V4RFQIndicativeQuoteMM[])
: await rfqt.quoteRequestor.requestRfqtIndicativeQuotesAsync(
makerToken,
takerToken,
amount,
side,
wholeOrderPrice,
rfqt,
);
const deltaTime = new Date().getTime() - timeStart;
DEFAULT_INFO_LOGGER({
rfqQuoteType: 'indicative',
@@ -680,14 +722,31 @@ export class MarketOperationUtils {
} else {
// A firm quote is being requested, and firm quotes price-aware enabled.
// Ensure that `intentOnFilling` is enabled and make the request.
const firmQuotes = await rfqt.quoteRequestor.requestRfqtFirmQuotesAsync(
makerToken,
takerToken,
amount,
side,
wholeOrderPrice,
rfqt,
);
const firmQuotes =
rfqt.rfqClient !== undefined
? (
await rfqt.rfqClient.getV1QuotesAsync({
altRfqAssetOfferings: filteredOfferings,
assetFillAmount: amount,
chainId: this._sampler.chainId,
comparisonPrice: wholeOrderPrice,
integratorId: rfqt.integrator.integratorId,
intentOnFilling: rfqt.intentOnFilling,
makerToken,
marketOperation: side,
takerAddress: rfqt.takerAddress,
takerToken,
txOrigin: rfqt.txOrigin,
})
).quotes.map(toSignedNativeOrder)
: await rfqt.quoteRequestor.requestRfqtFirmQuotesAsync(
makerToken,
takerToken,
amount,
side,
wholeOrderPrice,
rfqt,
);
const deltaTime = new Date().getTime() - timeStart;
DEFAULT_INFO_LOGGER({
rfqQuoteType: 'firm',
@@ -770,7 +829,7 @@ export class MarketOperationUtils {
private async _refreshPoolCacheIfRequiredAsync(takerToken: string, makerToken: string): Promise<void> {
void Promise.all(
Object.values(this._sampler.poolsCaches).map(async cache => {
if (cache.isFresh(takerToken, makerToken)) {
if (!cache || cache.isFresh(takerToken, makerToken)) {
return Promise.resolve([]);
}
return cache.getFreshPoolsForPairAsync(takerToken, makerToken);
@@ -778,6 +837,8 @@ export class MarketOperationUtils {
);
}
/*
* TODO(kimpers): Remove this when we know that it's safe to drop the fallbacks on native orders
// tslint:disable-next-line: prefer-function-over-method
private async _addOptionalFallbackAsync(
side: MarketOperation,
@@ -843,6 +904,7 @@ export class MarketOperationUtils {
}
}
}
*/
}
// tslint:disable: max-file-line-count

View File

@@ -8,6 +8,7 @@ import {
AaveV2FillData,
AggregationError,
BalancerFillData,
BalancerV2BatchSwapFillData,
BalancerV2FillData,
BancorFillData,
CollapsedFill,
@@ -20,8 +21,8 @@ import {
FinalUniswapV3FillData,
GeistFillData,
GenericRouterFillData,
GMXFillData,
KyberDmmFillData,
KyberFillData,
LidoFillData,
LiquidityProviderFillData,
MakerPsmFillData,
@@ -34,10 +35,12 @@ import {
OptimizedMarketOrder,
OptimizedMarketOrderBase,
OrderDomain,
PlatypusFillData,
ShellFillData,
UniswapV2FillData,
UniswapV3FillData,
UniswapV3PathAmount,
VelodromeFillData,
} from './types';
// tslint:disable completed-docs
@@ -86,11 +89,9 @@ export function getErc20BridgeSourceToBridgeSource(source: ERC20BridgeSource): s
case ERC20BridgeSource.Balancer:
return encodeBridgeSourceId(BridgeProtocol.Balancer, 'Balancer');
case ERC20BridgeSource.BalancerV2:
return encodeBridgeSourceId(BridgeProtocol.BalancerV2, 'BalancerV2');
return encodeBridgeSourceId(BridgeProtocol.BalancerV2Batch, 'BalancerV2');
case ERC20BridgeSource.Bancor:
return encodeBridgeSourceId(BridgeProtocol.Bancor, 'Bancor');
// case ERC20BridgeSource.CoFiX:
// return encodeBridgeSourceId(BridgeProtocol.CoFiX, 'CoFiX');
case ERC20BridgeSource.Curve:
return encodeBridgeSourceId(BridgeProtocol.Curve, 'Curve');
case ERC20BridgeSource.Cream:
@@ -99,8 +100,6 @@ export function getErc20BridgeSourceToBridgeSource(source: ERC20BridgeSource): s
return encodeBridgeSourceId(BridgeProtocol.CryptoCom, 'CryptoCom');
case ERC20BridgeSource.Dodo:
return encodeBridgeSourceId(BridgeProtocol.Dodo, 'Dodo');
case ERC20BridgeSource.Kyber:
return encodeBridgeSourceId(BridgeProtocol.Kyber, 'Kyber');
case ERC20BridgeSource.LiquidityProvider:
// "LiquidityProvider" is too long to encode (17 characters).
return encodeBridgeSourceId(BridgeProtocol.Unknown, 'LP');
@@ -110,24 +109,16 @@ export function getErc20BridgeSourceToBridgeSource(source: ERC20BridgeSource): s
return encodeBridgeSourceId(BridgeProtocol.Mooniswap, 'Mooniswap');
case ERC20BridgeSource.MStable:
return encodeBridgeSourceId(BridgeProtocol.MStable, 'MStable');
case ERC20BridgeSource.Eth2Dai:
return encodeBridgeSourceId(BridgeProtocol.Oasis, 'Eth2Dai');
case ERC20BridgeSource.Shell:
return encodeBridgeSourceId(BridgeProtocol.Shell, 'Shell');
case ERC20BridgeSource.SnowSwap:
return encodeBridgeSourceId(BridgeProtocol.Curve, 'SnowSwap');
case ERC20BridgeSource.SushiSwap:
return encodeBridgeSourceId(BridgeProtocol.UniswapV2, 'SushiSwap');
case ERC20BridgeSource.Swerve:
return encodeBridgeSourceId(BridgeProtocol.Curve, 'Swerve');
case ERC20BridgeSource.Uniswap:
return encodeBridgeSourceId(BridgeProtocol.Uniswap, 'Uniswap');
case ERC20BridgeSource.UniswapV2:
return encodeBridgeSourceId(BridgeProtocol.UniswapV2, 'UniswapV2');
case ERC20BridgeSource.DodoV2:
return encodeBridgeSourceId(BridgeProtocol.DodoV2, 'DodoV2');
case ERC20BridgeSource.Linkswap:
return encodeBridgeSourceId(BridgeProtocol.UniswapV2, 'Linkswap');
case ERC20BridgeSource.PancakeSwap:
return encodeBridgeSourceId(BridgeProtocol.UniswapV2, 'PancakeSwap');
case ERC20BridgeSource.PancakeSwapV2:
@@ -152,12 +143,8 @@ export function getErc20BridgeSourceToBridgeSource(source: ERC20BridgeSource): s
return encodeBridgeSourceId(BridgeProtocol.Curve, 'xSigma');
case ERC20BridgeSource.ApeSwap:
return encodeBridgeSourceId(BridgeProtocol.UniswapV2, 'ApeSwap');
case ERC20BridgeSource.CafeSwap:
return encodeBridgeSourceId(BridgeProtocol.UniswapV2, 'CafeSwap');
case ERC20BridgeSource.CheeseSwap:
return encodeBridgeSourceId(BridgeProtocol.UniswapV2, 'CheeseSwap');
case ERC20BridgeSource.JulSwap:
return encodeBridgeSourceId(BridgeProtocol.UniswapV2, 'JulSwap');
case ERC20BridgeSource.UniswapV3:
return encodeBridgeSourceId(BridgeProtocol.UniswapV3, 'UniswapV3');
case ERC20BridgeSource.KyberDmm:
@@ -172,16 +159,12 @@ export function getErc20BridgeSourceToBridgeSource(source: ERC20BridgeSource): s
return encodeBridgeSourceId(BridgeProtocol.CurveV2, 'CurveV2');
case ERC20BridgeSource.WaultSwap:
return encodeBridgeSourceId(BridgeProtocol.UniswapV2, 'WaultSwap');
case ERC20BridgeSource.Polydex:
return encodeBridgeSourceId(BridgeProtocol.UniswapV2, 'Polydex');
case ERC20BridgeSource.FirebirdOneSwap:
return encodeBridgeSourceId(BridgeProtocol.Nerve, 'FirebirdOneSwap');
case ERC20BridgeSource.Lido:
return encodeBridgeSourceId(BridgeProtocol.Lido, 'Lido');
case ERC20BridgeSource.ShibaSwap:
return encodeBridgeSourceId(BridgeProtocol.UniswapV2, 'ShibaSwap');
case ERC20BridgeSource.JetSwap:
return encodeBridgeSourceId(BridgeProtocol.UniswapV2, 'JetSwap');
case ERC20BridgeSource.IronSwap:
return encodeBridgeSourceId(BridgeProtocol.Nerve, 'IronSwap');
case ERC20BridgeSource.ACryptos:
@@ -200,12 +183,32 @@ export function getErc20BridgeSourceToBridgeSource(source: ERC20BridgeSource): s
return encodeBridgeSourceId(BridgeProtocol.UniswapV2, 'SpookySwap');
case ERC20BridgeSource.MorpheusSwap:
return encodeBridgeSourceId(BridgeProtocol.UniswapV2, 'MorpheusSwap');
case ERC20BridgeSource.Yoshi:
return encodeBridgeSourceId(BridgeProtocol.UniswapV2, 'Yoshi');
case ERC20BridgeSource.AaveV2:
return encodeBridgeSourceId(BridgeProtocol.AaveV2, 'AaveV2');
case ERC20BridgeSource.Compound:
return encodeBridgeSourceId(BridgeProtocol.Compound, 'Compound');
case ERC20BridgeSource.Geist:
return encodeBridgeSourceId(BridgeProtocol.AaveV2, 'Geist');
case ERC20BridgeSource.MobiusMoney:
return encodeBridgeSourceId(BridgeProtocol.Nerve, 'MobiusMoney');
case ERC20BridgeSource.BiSwap:
return encodeBridgeSourceId(BridgeProtocol.UniswapV2, 'BiSwap');
case ERC20BridgeSource.MDex:
return encodeBridgeSourceId(BridgeProtocol.UniswapV2, 'MDex');
case ERC20BridgeSource.KnightSwap:
return encodeBridgeSourceId(BridgeProtocol.UniswapV2, 'KnightSwap');
case ERC20BridgeSource.GMX:
return encodeBridgeSourceId(BridgeProtocol.GMX, 'GMX');
case ERC20BridgeSource.Platypus:
return encodeBridgeSourceId(BridgeProtocol.Platypus, 'Platypus');
case ERC20BridgeSource.MeshSwap:
return encodeBridgeSourceId(BridgeProtocol.UniswapV2, 'MeshSwap');
case ERC20BridgeSource.BancorV3:
return encodeBridgeSourceId(BridgeProtocol.BancorV3, 'BancorV3');
case ERC20BridgeSource.Velodrome:
return encodeBridgeSourceId(BridgeProtocol.Velodrome, 'Velodrome');
default:
throw new Error(AggregationError.NoBridgeForSource);
}
@@ -229,8 +232,6 @@ export function createBridgeDataForBridgeOrder(order: OptimizedMarketBridgeOrder
switch (order.source) {
case ERC20BridgeSource.Curve:
case ERC20BridgeSource.CurveV2:
case ERC20BridgeSource.Swerve:
case ERC20BridgeSource.SnowSwap:
case ERC20BridgeSource.Nerve:
case ERC20BridgeSource.Synapse:
case ERC20BridgeSource.Belt:
@@ -241,6 +242,7 @@ export function createBridgeDataForBridgeOrder(order: OptimizedMarketBridgeOrder
case ERC20BridgeSource.FirebirdOneSwap:
case ERC20BridgeSource.IronSwap:
case ERC20BridgeSource.ACryptos:
case ERC20BridgeSource.MobiusMoney:
const curveFillData = (order as OptimizedMarketBridgeOrder<CurveFillData>).fillData;
bridgeData = encoder.encode([
curveFillData.pool.poolAddress,
@@ -255,9 +257,18 @@ export function createBridgeDataForBridgeOrder(order: OptimizedMarketBridgeOrder
bridgeData = encoder.encode([balancerFillData.poolAddress]);
break;
case ERC20BridgeSource.BalancerV2:
{
const balancerV2FillData = (order as OptimizedMarketBridgeOrder<BalancerV2BatchSwapFillData>).fillData;
bridgeData = encoder.encode([
balancerV2FillData.vault,
balancerV2FillData.swapSteps,
balancerV2FillData.assets,
]);
}
break;
case ERC20BridgeSource.Beethovenx:
const balancerV2FillData = (order as OptimizedMarketBridgeOrder<BalancerV2FillData>).fillData;
const { vault, poolId } = balancerV2FillData;
const beethovenFillData = (order as OptimizedMarketBridgeOrder<BalancerV2FillData>).fillData;
const { vault, poolId } = beethovenFillData;
bridgeData = encoder.encode([vault, poolId]);
break;
case ERC20BridgeSource.Bancor:
@@ -267,34 +278,30 @@ export function createBridgeDataForBridgeOrder(order: OptimizedMarketBridgeOrder
case ERC20BridgeSource.UniswapV2:
case ERC20BridgeSource.SushiSwap:
case ERC20BridgeSource.CryptoCom:
case ERC20BridgeSource.Linkswap:
case ERC20BridgeSource.PancakeSwap:
case ERC20BridgeSource.PancakeSwapV2:
case ERC20BridgeSource.BakerySwap:
case ERC20BridgeSource.ApeSwap:
case ERC20BridgeSource.CafeSwap:
case ERC20BridgeSource.CheeseSwap:
case ERC20BridgeSource.JulSwap:
case ERC20BridgeSource.QuickSwap:
case ERC20BridgeSource.ComethSwap:
case ERC20BridgeSource.Dfyn:
case ERC20BridgeSource.WaultSwap:
case ERC20BridgeSource.Polydex:
case ERC20BridgeSource.ShibaSwap:
case ERC20BridgeSource.JetSwap:
case ERC20BridgeSource.Pangolin:
case ERC20BridgeSource.TraderJoe:
case ERC20BridgeSource.UbeSwap:
case ERC20BridgeSource.SpiritSwap:
case ERC20BridgeSource.SpookySwap:
case ERC20BridgeSource.MorpheusSwap:
case ERC20BridgeSource.BiSwap:
case ERC20BridgeSource.MDex:
case ERC20BridgeSource.KnightSwap:
case ERC20BridgeSource.Yoshi:
case ERC20BridgeSource.MeshSwap:
const uniswapV2FillData = (order as OptimizedMarketBridgeOrder<UniswapV2FillData>).fillData;
bridgeData = encoder.encode([uniswapV2FillData.router, uniswapV2FillData.tokenAddressPath]);
break;
case ERC20BridgeSource.Kyber:
const kyberFillData = (order as OptimizedMarketBridgeOrder<KyberFillData>).fillData;
bridgeData = encoder.encode([kyberFillData.networkProxy, kyberFillData.hint]);
break;
case ERC20BridgeSource.Mooniswap:
const mooniswapFillData = (order as OptimizedMarketBridgeOrder<MooniswapFillData>).fillData;
bridgeData = encoder.encode([mooniswapFillData.poolAddress]);
@@ -324,10 +331,6 @@ export function createBridgeDataForBridgeOrder(order: OptimizedMarketBridgeOrder
const uniFillData = (order as OptimizedMarketBridgeOrder<GenericRouterFillData>).fillData;
bridgeData = encoder.encode([uniFillData.router]);
break;
case ERC20BridgeSource.Eth2Dai:
const oasisFillData = (order as OptimizedMarketBridgeOrder<GenericRouterFillData>).fillData;
bridgeData = encoder.encode([oasisFillData.router]);
break;
case ERC20BridgeSource.MStable:
const mStableFillData = (order as OptimizedMarketBridgeOrder<GenericRouterFillData>).fillData;
bridgeData = encoder.encode([mStableFillData.router]);
@@ -350,7 +353,7 @@ export function createBridgeDataForBridgeOrder(order: OptimizedMarketBridgeOrder
break;
case ERC20BridgeSource.Lido:
const lidoFillData = (order as OptimizedMarketBridgeOrder<LidoFillData>).fillData;
bridgeData = encoder.encode([lidoFillData.stEthTokenAddress]);
bridgeData = encoder.encode([lidoFillData.stEthTokenAddress, lidoFillData.wstEthTokenAddress]);
break;
case ERC20BridgeSource.AaveV2:
const aaveFillData = (order as OptimizedMarketBridgeOrder<AaveV2FillData>).fillData;
@@ -364,7 +367,31 @@ export function createBridgeDataForBridgeOrder(order: OptimizedMarketBridgeOrder
const geistFillData = (order as OptimizedMarketBridgeOrder<GeistFillData>).fillData;
bridgeData = encoder.encode([geistFillData.lendingPool, geistFillData.gToken]);
break;
case ERC20BridgeSource.GMX:
const gmxFillData = (order as OptimizedMarketBridgeOrder<GMXFillData>).fillData;
bridgeData = encoder.encode([
gmxFillData.router,
gmxFillData.reader,
gmxFillData.vault,
gmxFillData.tokenAddressPath,
]);
break;
case ERC20BridgeSource.Platypus:
const platypusFillData = (order as OptimizedMarketBridgeOrder<PlatypusFillData>).fillData;
bridgeData = encoder.encode([
platypusFillData.router,
platypusFillData.pool,
platypusFillData.tokenAddressPath,
]);
break;
case ERC20BridgeSource.BancorV3:
const bancorV3FillData = (order as OptimizedMarketBridgeOrder<BancorFillData>).fillData;
bridgeData = encoder.encode([bancorV3FillData.networkAddress, bancorV3FillData.path]);
break;
case ERC20BridgeSource.Velodrome:
const velodromeFillData = (order as OptimizedMarketBridgeOrder<VelodromeFillData>).fillData;
bridgeData = encoder.encode([velodromeFillData.router, velodromeFillData.stable]);
break;
default:
throw new Error(AggregationError.NoBridgeForSource);
}
@@ -450,6 +477,8 @@ const balancerV2Encoder = AbiEncoder.create([
]);
const routerAddressPathEncoder = AbiEncoder.create('(address,address[])');
const tokenAddressEncoder = AbiEncoder.create([{ name: 'tokenAddress', type: 'address' }]);
const gmxAddressPathEncoder = AbiEncoder.create('(address,address,address,address[])');
const platypusAddressPathEncoder = AbiEncoder.create('(address,address[],address[])');
export const BRIDGE_ENCODERS: {
[key in Exclude<
@@ -461,10 +490,6 @@ export const BRIDGE_ENCODERS: {
{ name: 'provider', type: 'address' },
{ name: 'data', type: 'bytes' },
]),
[ERC20BridgeSource.Kyber]: AbiEncoder.create([
{ name: 'kyberNetworkProxy', type: 'address' },
{ name: 'hint', type: 'bytes' },
]),
[ERC20BridgeSource.Dodo]: AbiEncoder.create([
{ name: 'helper', type: 'address' },
{ name: 'poolAddress', type: 'address' },
@@ -477,8 +502,6 @@ export const BRIDGE_ENCODERS: {
// Curve like
[ERC20BridgeSource.Curve]: curveEncoder,
[ERC20BridgeSource.CurveV2]: curveEncoder,
[ERC20BridgeSource.Swerve]: curveEncoder,
[ERC20BridgeSource.SnowSwap]: curveEncoder,
[ERC20BridgeSource.Nerve]: curveEncoder,
[ERC20BridgeSource.Synapse]: curveEncoder,
[ERC20BridgeSource.Belt]: curveEncoder,
@@ -489,18 +512,27 @@ export const BRIDGE_ENCODERS: {
[ERC20BridgeSource.FirebirdOneSwap]: curveEncoder,
[ERC20BridgeSource.IronSwap]: curveEncoder,
[ERC20BridgeSource.ACryptos]: curveEncoder,
[ERC20BridgeSource.MobiusMoney]: curveEncoder,
// UniswapV2 like, (router, address[])
[ERC20BridgeSource.Bancor]: routerAddressPathEncoder,
[ERC20BridgeSource.BancorV3]: routerAddressPathEncoder,
[ERC20BridgeSource.UniswapV2]: routerAddressPathEncoder,
[ERC20BridgeSource.SushiSwap]: routerAddressPathEncoder,
[ERC20BridgeSource.CryptoCom]: routerAddressPathEncoder,
[ERC20BridgeSource.Linkswap]: routerAddressPathEncoder,
[ERC20BridgeSource.ShibaSwap]: routerAddressPathEncoder,
[ERC20BridgeSource.Pangolin]: routerAddressPathEncoder,
[ERC20BridgeSource.TraderJoe]: routerAddressPathEncoder,
[ERC20BridgeSource.SpiritSwap]: routerAddressPathEncoder,
[ERC20BridgeSource.SpookySwap]: routerAddressPathEncoder,
[ERC20BridgeSource.MorpheusSwap]: routerAddressPathEncoder,
[ERC20BridgeSource.BiSwap]: routerAddressPathEncoder,
[ERC20BridgeSource.MDex]: routerAddressPathEncoder,
[ERC20BridgeSource.KnightSwap]: routerAddressPathEncoder,
[ERC20BridgeSource.Yoshi]: routerAddressPathEncoder,
[ERC20BridgeSource.MeshSwap]: routerAddressPathEncoder,
// Avalanche
[ERC20BridgeSource.GMX]: gmxAddressPathEncoder,
[ERC20BridgeSource.Platypus]: platypusAddressPathEncoder,
// Celo
[ERC20BridgeSource.UbeSwap]: routerAddressPathEncoder,
// BSC
@@ -508,38 +540,48 @@ export const BRIDGE_ENCODERS: {
[ERC20BridgeSource.PancakeSwapV2]: routerAddressPathEncoder,
[ERC20BridgeSource.BakerySwap]: routerAddressPathEncoder,
[ERC20BridgeSource.ApeSwap]: routerAddressPathEncoder,
[ERC20BridgeSource.CafeSwap]: routerAddressPathEncoder,
[ERC20BridgeSource.CheeseSwap]: routerAddressPathEncoder,
[ERC20BridgeSource.JulSwap]: routerAddressPathEncoder,
[ERC20BridgeSource.WaultSwap]: routerAddressPathEncoder,
// Polygon
[ERC20BridgeSource.QuickSwap]: routerAddressPathEncoder,
[ERC20BridgeSource.ComethSwap]: routerAddressPathEncoder,
[ERC20BridgeSource.Dfyn]: routerAddressPathEncoder,
[ERC20BridgeSource.Polydex]: routerAddressPathEncoder,
[ERC20BridgeSource.JetSwap]: routerAddressPathEncoder,
// Generic pools
[ERC20BridgeSource.Shell]: poolEncoder,
[ERC20BridgeSource.Component]: poolEncoder,
[ERC20BridgeSource.Mooniswap]: poolEncoder,
[ERC20BridgeSource.Eth2Dai]: poolEncoder,
[ERC20BridgeSource.MStable]: poolEncoder,
[ERC20BridgeSource.Balancer]: poolEncoder,
[ERC20BridgeSource.Cream]: poolEncoder,
[ERC20BridgeSource.Uniswap]: poolEncoder,
// Custom integrations
[ERC20BridgeSource.MakerPsm]: makerPsmEncoder,
[ERC20BridgeSource.BalancerV2]: balancerV2Encoder,
[ERC20BridgeSource.BalancerV2]: AbiEncoder.create([
{ name: 'vault', type: 'address' },
{
name: 'swapSteps',
type: 'tuple[]',
components: [
{ name: 'poolId', type: 'bytes32' },
{ name: 'assetInIndex', type: 'uint256' },
{ name: 'assetOutIndex', type: 'uint256' },
{ name: 'amount', type: 'uint256' },
{ name: 'userData', type: 'bytes' },
],
},
{ name: 'assets', type: 'address[]' },
]),
[ERC20BridgeSource.Beethovenx]: balancerV2Encoder,
[ERC20BridgeSource.UniswapV3]: AbiEncoder.create([
{ name: 'router', type: 'address' },
{ name: 'path', type: 'bytes' },
]),
[ERC20BridgeSource.KyberDmm]: AbiEncoder.create('(address,address[],address[])'),
[ERC20BridgeSource.Lido]: AbiEncoder.create('(address)'),
[ERC20BridgeSource.Lido]: AbiEncoder.create('(address,address)'),
[ERC20BridgeSource.AaveV2]: AbiEncoder.create('(address,address)'),
[ERC20BridgeSource.Compound]: AbiEncoder.create('(address)'),
[ERC20BridgeSource.Geist]: AbiEncoder.create('(address,address)'),
[ERC20BridgeSource.Velodrome]: AbiEncoder.create('(address,bool)'),
};
function getFillTokenAmounts(fill: CollapsedFill, side: MarketOperation): [BigNumber, BigNumber] {

View File

@@ -122,17 +122,8 @@ export class Path {
++i;
continue;
}
// If there are contiguous bridge orders, we can batch them together.
// TODO jacob pretty sure this is from DFB and we can remove
const contiguousBridgeFills = [collapsedFills[i]];
for (let j = i + 1; j < collapsedFills.length; ++j) {
if (collapsedFills[j].source === ERC20BridgeSource.Native) {
break;
}
contiguousBridgeFills.push(collapsedFills[j]);
}
this.orders.push(createBridgeOrder(contiguousBridgeFills[0], makerToken, takerToken, opts.side));
this.orders.push(createBridgeOrder(collapsedFills[i], makerToken, takerToken, opts.side));
i += 1;
}
return this as CollapsedPath;

View File

@@ -76,7 +76,8 @@ function findRoutesAndCreateOptimalPath(
opts: PathPenaltyOpts,
fees: FeeSchedule,
neonRouterNumSamples: number,
): Path | undefined {
vipSourcesSet: Set<ERC20BridgeSource>,
): { allSourcesPath: Path | undefined; vipSourcesPath: Path | undefined } | undefined {
// Currently the rust router is unable to handle 1 base unit sized quotes and will error out
// To avoid flooding the logs with these errors we just return an insufficient liquidity error
// which is how the JS router handles these quotes today
@@ -94,6 +95,127 @@ function findRoutesAndCreateOptimalPath(
return fills[0];
};
const createPathFromStrategy = (sourcesRustRoute: Float64Array, sourcesOutputAmounts: Float64Array) => {
const routesAndSamplesAndOutputs = _.zip(
sourcesRustRoute,
samplesAndNativeOrdersWithResults,
sourcesOutputAmounts,
sampleSourcePathIds,
);
const adjustedFills: Fill[] = [];
const totalRoutedAmount = BigNumber.sum(...sourcesRustRoute);
const scale = input.dividedBy(totalRoutedAmount);
for (const [
routeInput,
routeSamplesAndNativeOrders,
outputAmount,
sourcePathId,
] of routesAndSamplesAndOutputs) {
if (!Number.isFinite(outputAmount)) {
DEFAULT_WARNING_LOGGER(rustArgs, `neon-router: invalid route outputAmount ${outputAmount}`);
return undefined;
}
if (!routeInput || !routeSamplesAndNativeOrders || !outputAmount) {
continue;
}
// 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),
input,
);
const current = routeSamplesAndNativeOrders[routeSamplesAndNativeOrders.length - 1];
if (!isDexSample(current)) {
const nativeFill = nativeOrdersToFills(
side,
[current],
rustInputAdjusted,
opts.outputAmountPerEth,
opts.inputAmountPerEth,
fees,
false,
)[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
// gas used
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;
}
if (rustInputAdjusted.isGreaterThan(routeSamples[k].input)) {
const left = routeSamples[k];
const right = routeSamples[k + 1];
if (left && right) {
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;
}
break;
}
}
// TODO(kimpers): remove once we have solved the rounding/precision loss issues in the Rust router
const maxSampledOutput = BigNumber.max(...routeSamples.map(s => s.output));
// Scale output by scale factor but never go above the largest sample in sell quotes (unknown liquidity) or below 1 base unit (unfillable)
const scaleOutput = (output: BigNumber) => {
// Don't try to scale 0 output as it will be clamped to 1
if (output.eq(ZERO_AMOUNT)) {
return output;
}
const scaled = output
.times(scale)
.decimalPlaces(0, side === MarketOperation.Sell ? BigNumber.ROUND_FLOOR : BigNumber.ROUND_CEIL);
const capped = MarketOperation.Sell ? BigNumber.min(scaled, maxSampledOutput) : scaled;
return BigNumber.max(capped, 1);
};
adjustedFills.push({
...fill,
input: rustInputAdjusted,
output: scaleOutput(fill.output),
adjustedOutput: scaleOutput(fill.adjustedOutput),
index: 0,
parent: undefined,
sourcePathId: sourcePathId ?? hexUtils.random(),
});
}
if (adjustedFills.length === 0) {
return undefined;
}
const pathFromRustInputs = Path.create(side, adjustedFills, input, opts);
return pathFromRustInputs;
};
const samplesAndNativeOrdersWithResults: Array<DexSample[] | NativeOrderWithFillableAmounts[]> = [];
const serializedPaths: SerializedPath[] = [];
const sampleSourcePathIds: string[] = [];
@@ -105,8 +227,9 @@ function findRoutesAndCreateOptimalPath(
const sourcePathId = hexUtils.random();
const singleSourceSamplesWithOutput = [...singleSourceSamples];
for (let i = singleSourceSamples.length - 1; i >= 0; i--) {
if (singleSourceSamples[i].output.isZero()) {
// Remove trailing 0 output samples
const currentOutput = singleSourceSamples[i].output;
if (currentOutput.isZero() || !currentOutput.isFinite()) {
// Remove trailing 0/invalid output samples
singleSourceSamplesWithOutput.pop();
} else {
break;
@@ -136,6 +259,7 @@ function findRoutesAndCreateOptimalPath(
inputs: [],
outputs: [],
outputFees: [],
isVip: vipSourcesSet.has(singleSourceSamplesWithOutput[0]?.source),
},
);
@@ -194,6 +318,7 @@ function findRoutesAndCreateOptimalPath(
inputs,
outputs,
outputFees,
isVip: true,
};
samplesAndNativeOrdersWithResults.push([nativeOrder]);
@@ -212,129 +337,42 @@ function findRoutesAndCreateOptimalPath(
};
const allSourcesRustRoute = new Float64Array(rustArgs.pathsIn.length);
const strategySourcesOutputAmounts = new Float64Array(rustArgs.pathsIn.length);
route(rustArgs, allSourcesRustRoute, strategySourcesOutputAmounts, neonRouterNumSamples);
const allSourcesOutputAmounts = new Float64Array(rustArgs.pathsIn.length);
const vipSourcesRustRoute = new Float64Array(rustArgs.pathsIn.length);
const vipSourcesOutputAmounts = new Float64Array(rustArgs.pathsIn.length);
route(
rustArgs,
allSourcesRustRoute,
allSourcesOutputAmounts,
vipSourcesRustRoute,
vipSourcesOutputAmounts,
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,
rustArgs.pathsIn.length === allSourcesOutputAmounts.length,
'different number of sources in the Router output amounts results than the input',
);
assert.assert(
rustArgs.pathsIn.length === vipSourcesRustRoute.length,
'different number of sources in the Router output than the input',
);
assert.assert(
rustArgs.pathsIn.length === vipSourcesOutputAmounts.length,
'different number of sources in the Router output amounts results than the input',
);
const routesAndSamplesAndOutputs = _.zip(
allSourcesRustRoute,
samplesAndNativeOrdersWithResults,
strategySourcesOutputAmounts,
sampleSourcePathIds,
);
const adjustedFills: Fill[] = [];
const totalRoutedAmount = BigNumber.sum(...allSourcesRustRoute);
const allSourcesPath = createPathFromStrategy(allSourcesRustRoute, allSourcesOutputAmounts);
const vipSourcesPath = createPathFromStrategy(vipSourcesRustRoute, vipSourcesOutputAmounts);
const scale = input.dividedBy(totalRoutedAmount);
for (const [routeInput, routeSamplesAndNativeOrders, outputAmount, sourcePathId] of routesAndSamplesAndOutputs) {
if (!Number.isFinite(outputAmount)) {
DEFAULT_WARNING_LOGGER(rustArgs, `neon-router: invalid route outputAmount ${outputAmount}`);
return undefined;
}
if (!routeInput || !routeSamplesAndNativeOrders || !outputAmount) {
continue;
}
// 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),
input,
);
const current = routeSamplesAndNativeOrders[routeSamplesAndNativeOrders.length - 1];
if (!isDexSample(current)) {
const nativeFill = nativeOrdersToFills(
side,
[current],
rustInputAdjusted,
opts.outputAmountPerEth,
opts.inputAmountPerEth,
fees,
false,
)[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
// gas used
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;
}
if (rustInputAdjusted.isGreaterThan(routeSamples[k].input)) {
const left = routeSamples[k];
const right = routeSamples[k + 1];
if (left && right) {
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;
}
break;
}
}
// TODO(kimpers): remove once we have solved the rounding/precision loss issues in the Rust router
const maxSampledOutput = BigNumber.max(...routeSamples.map(s => s.output));
// Scale output by scale factor but never go above the largest sample (unknown liquidity) or below 1 base unit (unfillable)
const scaleOutput = (output: BigNumber) => {
// Don't try to scale 0 output as it will be clamped to 1
if (output.eq(ZERO_AMOUNT)) {
return output;
}
const scaled = output
.times(scale)
.decimalPlaces(0, side === MarketOperation.Sell ? BigNumber.ROUND_FLOOR : BigNumber.ROUND_CEIL);
return BigNumber.max(BigNumber.min(scaled, maxSampledOutput), 1);
};
adjustedFills.push({
...fill,
input: rustInputAdjusted,
output: scaleOutput(fill.output),
adjustedOutput: scaleOutput(fill.adjustedOutput),
index: 0,
parent: undefined,
sourcePathId: sourcePathId ?? hexUtils.random(),
});
}
if (adjustedFills.length === 0) {
return undefined;
}
const pathFromRustInputs = Path.create(side, adjustedFills, input, opts);
return pathFromRustInputs;
return {
allSourcesPath,
vipSourcesPath,
};
}
export function findOptimalRustPathFromSamples(
@@ -348,9 +386,18 @@ export function findOptimalRustPathFromSamples(
neonRouterNumSamples: number,
samplerMetrics?: SamplerMetrics,
): Path | undefined {
const beforeAllTimeMs = performance.now();
let beforeTimeMs = performance.now();
const allSourcesPath = findRoutesAndCreateOptimalPath(
const beforeTimeMs = performance.now();
const sendMetrics = () => {
// tslint:disable-next-line: no-unused-expression
samplerMetrics &&
samplerMetrics.logRouterDetails({
router: 'neon-router',
type: 'total',
timingMs: performance.now() - beforeTimeMs,
});
};
const vipSourcesSet = new Set(VIP_ERC20_BRIDGE_SOURCES_BY_CHAIN_ID[chainId]);
const paths = findRoutesAndCreateOptimalPath(
side,
samples,
nativeOrders,
@@ -358,58 +405,22 @@ export function findOptimalRustPathFromSamples(
opts,
fees,
neonRouterNumSamples,
vipSourcesSet,
);
// tslint:disable-next-line: no-unused-expression
samplerMetrics &&
samplerMetrics.logRouterDetails({
router: 'neon-router',
type: 'all',
timingMs: performance.now() - beforeTimeMs,
});
if (!allSourcesPath) {
if (!paths) {
sendMetrics();
return undefined;
}
const vipSources = VIP_ERC20_BRIDGE_SOURCES_BY_CHAIN_ID[chainId];
const { allSourcesPath, vipSourcesPath } = paths;
// 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,
neonRouterNumSamples,
);
// tslint:disable-next-line: no-unused-expression
samplerMetrics &&
samplerMetrics.logRouterDetails({
router: 'neon-router',
type: 'vip',
timingMs: performance.now() - beforeTimeMs,
});
if (vipSourcesPath?.isBetterThan(allSourcesPath)) {
return vipSourcesPath;
}
}
if (!allSourcesPath || vipSourcesPath?.isBetterThan(allSourcesPath)) {
sendMetrics();
return vipSourcesPath;
}
// tslint:disable-next-line: no-unused-expression
samplerMetrics &&
samplerMetrics.logRouterDetails({
router: 'neon-router',
type: 'total',
timingMs: performance.now() - beforeAllTimeMs,
});
sendMetrics();
return allSourcesPath;
}

View File

@@ -1,5 +1,5 @@
import { getPoolsWithTokens, parsePoolData } from '@balancer-labs/sor';
import { Pool } from '@balancer-labs/sor/dist/types';
import { getPoolsWithTokens, parsePoolData } from 'balancer-labs-sor-v1';
import { Pool } from 'balancer-labs-sor-v1/dist/types';
import { gql, request } from 'graphql-request';
import { BALANCER_MAX_POOLS_FETCHED, BALANCER_SUBGRAPH_URL, BALANCER_TOP_POOLS_FETCHED } from '../constants';

View File

@@ -1,7 +1,7 @@
import { ChainId } from '@0x/contract-addresses';
import { BigNumber } from '@0x/utils';
// import { parsePoolData } from '@balancer-labs'; // TODO - upgrade to v2
import { Pool } from '@balancer-labs/sor/dist/types';
import { Pool } from 'balancer-labs-sor-v1/dist/types';
import { gql, request } from 'graphql-request';
import { DEFAULT_WARNING_LOGGER } from '../../../constants';
@@ -51,7 +51,7 @@ export class BalancerV2PoolsCache extends PoolsCache {
constructor(
chainId: ChainId,
private readonly subgraphUrl: string = BALANCER_V2_SUBGRAPH_URL_BY_CHAIN[chainId],
private readonly subgraphUrl: string = BALANCER_V2_SUBGRAPH_URL_BY_CHAIN[chainId]!,
private readonly maxPoolsFetched: number = BALANCER_MAX_POOLS_FETCHED,
private readonly _topPoolsFetched: number = BALANCER_TOP_POOLS_FETCHED,
private readonly _warningLogger: LogFunction = DEFAULT_WARNING_LOGGER,

View File

@@ -0,0 +1,190 @@
import { ChainId } from '@0x/contract-addresses';
import { BigNumber } from '@0x/utils';
import {
BalancerSDK,
BalancerSdkConfig,
formatSequence,
getTokenAddressesForSwap,
NewPath,
parseToPoolsDict,
PoolDictionary,
RouteProposer,
SwapTypes,
} from '@balancer-labs/sdk';
import { DEFAULT_WARNING_LOGGER } from '../../../constants';
import { LogFunction } from '../../../types';
import { BALANCER_V2_SUBGRAPH_URL_BY_CHAIN, ONE_SECOND_MS } from '../constants';
import { BalancerSwapInfo, BalancerSwaps } from '../types';
import { CacheValue, EMPTY_BALANCER_SWAPS, SwapInfoCache } from './pair_swaps_cache';
import { SubgraphPoolDataService } from './sgPoolDataService';
// tslint:disable-next-line:custom-no-magic-numbers
const ONE_DAY_MS = 24 * 60 * 60 * ONE_SECOND_MS;
export interface BalancerPoolResponse {
poolType: string;
id: string;
tokens: Array<{ address: string }>;
tokensList: string[];
}
export class BalancerV2SwapInfoCache extends SwapInfoCache {
private static readonly _MAX_POOLS_PER_PATH = 4;
private static readonly _MAX_CANDIDATE_PATHS_PER_PAIR = 2;
private readonly _routeProposer: RouteProposer;
private readonly _poolDataService: SubgraphPoolDataService;
constructor(
chainId: ChainId,
subgraphUrl: string | null = BALANCER_V2_SUBGRAPH_URL_BY_CHAIN[chainId],
private readonly _warningLogger: LogFunction = DEFAULT_WARNING_LOGGER,
cache: { [key: string]: CacheValue } = {},
) {
super(cache);
const config: BalancerSdkConfig = {
network: chainId as number, // wtf TS
rpcUrl: '', // Not actually used by SDK for this.
};
const balancerSdk = new BalancerSDK(config);
// The RouteProposer finds paths between a token pair using direct/multihop/linearPool routes
this._routeProposer = balancerSdk.sor.routeProposer;
// Uses Subgraph to retrieve up to date pool data required for routeProposer
this._poolDataService = new SubgraphPoolDataService({
chainId,
subgraphUrl,
});
void this._loadTopPoolsAsync();
// Reload the top pools every 12 hours
setInterval(async () => void this._loadTopPoolsAsync(), ONE_DAY_MS / 2);
}
protected async _loadTopPoolsAsync(): Promise<void> {
const fromToSwapInfo: {
[from: string]: { [to: string]: BalancerSwaps };
} = {};
// Retrieve pool data from Subgraph
const pools = await this._poolDataService.getPools();
// timestamp is used for Element pools
const timestamp = Math.floor(Date.now() / ONE_SECOND_MS);
const poolsDict = parseToPoolsDict(pools, timestamp);
for (const pool of pools) {
const { tokensList } = pool;
// tslint:disable-next-line: await-promise
await null; // This loop can be CPU heavy so yield to event loop.
for (const from of tokensList) {
for (const to of tokensList.filter(t => t.toLowerCase() !== from.toLowerCase())) {
fromToSwapInfo[from] = fromToSwapInfo[from] || {};
// If a record for pair already exists skip as all paths alreay found
if (fromToSwapInfo[from][to]) {
continue;
} else {
try {
const expiresAt = Date.now() + this._cacheTimeMs;
// Retrieve swap steps and assets for a token pair
// This only needs to be called once per pair as all paths will be created from single call
const pairSwapInfo = this._getPoolPairSwapInfo(poolsDict, from, to);
fromToSwapInfo[from][to] = pairSwapInfo;
this._cacheSwapInfoForPair(from, to, fromToSwapInfo[from][to], expiresAt);
} catch (err) {
this._warningLogger(err, `Failed to load Balancer V2 top pools`);
// soldier on
}
}
}
}
}
}
/**
* Will retrieve fresh pair and path data from Subgraph and return and array of swap info for pair..
* @param takerToken Address of takerToken.
* @param makerToken Address of makerToken.
* @returns Swap data for pair consisting of assets and swap steps for ExactIn and ExactOut swap types.
*/
protected async _fetchSwapInfoForPairAsync(takerToken: string, makerToken: string): Promise<BalancerSwaps> {
try {
// retrieve up to date pools from SG
const pools = await this._poolDataService.getPools();
// timestamp is used for Element pools
const timestamp = Math.floor(Date.now() / ONE_SECOND_MS);
const poolDictionary = parseToPoolsDict(pools, timestamp);
return this._getPoolPairSwapInfo(poolDictionary, takerToken, makerToken);
} catch (e) {
return EMPTY_BALANCER_SWAPS;
}
}
/**
* Uses pool data from provided dictionary to find top swap paths for token pair.
* @param pools Dictionary of pool data.
* @param takerToken Address of taker token.
* @param makerToken Address of maker token.
* @returns Swap data for pair consisting of assets and swap steps for ExactIn and ExactOut swap types.
*/
private _getPoolPairSwapInfo(pools: PoolDictionary, takerToken: string, makerToken: string): BalancerSwaps {
/*
Uses Balancer SDK to construct available paths for pair.
Paths can be direct, i.e. both tokens are in same pool or multihop.
Will also create paths for the new Balancer Linear pools.
These are returned in order of available liquidity which is useful for filtering.
*/
const paths = this._routeProposer.getCandidatePathsFromDict(
takerToken,
makerToken,
SwapTypes.SwapExactIn,
pools,
BalancerV2SwapInfoCache._MAX_POOLS_PER_PATH,
);
if (paths.length === 0) {
return EMPTY_BALANCER_SWAPS;
}
// Convert paths data to swap information suitable for queryBatchSwap. Only use top 2 liquid paths
return formatSwaps(paths.slice(0, BalancerV2SwapInfoCache._MAX_CANDIDATE_PATHS_PER_PAIR));
}
}
/**
* Given an array of Balancer paths, returns swap information that can be passed to queryBatchSwap.
* @param paths Array of Balancer paths.
* @returns Formatted swap data consisting of assets and swap steps for ExactIn and ExactOut swap types.
*/
function formatSwaps(paths: NewPath[]): BalancerSwaps {
const formattedSwapsExactIn: BalancerSwapInfo[] = [];
const formattedSwapsExactOut: BalancerSwapInfo[] = [];
let assets: string[];
paths.forEach(path => {
// Add a swap amount for each swap so we can use formatSequence. (This will be overwritten with actual amount during query)
path.swaps.forEach(s => (s.swapAmount = '0'));
const tokenAddresses = getTokenAddressesForSwap(path.swaps);
// Formats for both ExactIn and ExactOut swap types
const swapsExactIn = formatSequence(SwapTypes.SwapExactIn, path.swaps, tokenAddresses);
const swapsExactOut = formatSequence(SwapTypes.SwapExactOut, path.swaps, tokenAddresses);
assets = tokenAddresses;
formattedSwapsExactIn.push({
assets,
swapSteps: swapsExactIn.map(s => ({
...s,
amount: new BigNumber(s.amount),
})),
});
formattedSwapsExactOut.push({
assets,
swapSteps: swapsExactOut.map(s => ({
...s,
amount: new BigNumber(s.amount),
})),
});
});
const formattedSwaps: BalancerSwaps = {
swapInfoExactIn: formattedSwapsExactIn,
swapInfoExactOut: formattedSwapsExactOut,
};
return formattedSwaps;
}

View File

@@ -1,4 +1,4 @@
import { Pool } from '@balancer-labs/sor/dist/types';
import { Pool } from 'balancer-labs-sor-v1/dist/types';
import { getPoolsWithTokens, parsePoolData } from 'cream-sor';
import { BALANCER_MAX_POOLS_FETCHED } from '../constants';

View File

@@ -0,0 +1,91 @@
import { BalancerSwaps } from '../types';
import { ONE_HOUR_IN_SECONDS, ONE_SECOND_MS } from '../constants';
export interface CacheValue {
expiresAt: number;
balancerSwaps: BalancerSwaps;
}
// tslint:disable:custom-no-magic-numbers
// Cache results for 30mins
const DEFAULT_CACHE_TIME_MS = (ONE_HOUR_IN_SECONDS / 2) * ONE_SECOND_MS;
const DEFAULT_TIMEOUT_MS = ONE_SECOND_MS;
export const EMPTY_BALANCER_SWAPS = { swapInfoExactIn: [], swapInfoExactOut: [] };
// tslint:enable:custom-no-magic-numbers
/**
* Caches SwapInfo for a pair of tokens.
* SwapInfo includes swap steps and asset information for those swap steps.
*/
export abstract class SwapInfoCache {
protected static _isExpired(value: CacheValue): boolean {
return Date.now() >= value.expiresAt;
}
constructor(
protected readonly _cache: { [key: string]: CacheValue },
protected readonly _cacheTimeMs: number = DEFAULT_CACHE_TIME_MS,
) {}
public async getFreshPoolsForPairAsync(
takerToken: string,
makerToken: string,
timeoutMs: number = DEFAULT_TIMEOUT_MS,
): Promise<BalancerSwaps> {
const timeout = new Promise<BalancerSwaps>(resolve => setTimeout(resolve, timeoutMs, []));
return Promise.race([this._getAndSaveFreshSwapInfoForPairAsync(takerToken, makerToken), timeout]);
}
public getCachedSwapInfoForPair(
takerToken: string,
makerToken: string,
ignoreExpired: boolean = true,
): BalancerSwaps | undefined {
const key = JSON.stringify([takerToken, makerToken]);
const value = this._cache[key];
if (ignoreExpired) {
return value === undefined ? EMPTY_BALANCER_SWAPS : value.balancerSwaps;
}
if (!value) {
return undefined;
}
if (SwapInfoCache._isExpired(value)) {
return undefined;
}
return value.balancerSwaps;
}
public isFresh(takerToken: string, makerToken: string): boolean {
const cached = this.getCachedSwapInfoForPair(takerToken, makerToken, false);
return cached !== undefined;
}
protected async _getAndSaveFreshSwapInfoForPairAsync(
takerToken: string,
makerToken: string,
): Promise<BalancerSwaps> {
const key = JSON.stringify([takerToken, makerToken]);
const value = this._cache[key];
if (value === undefined || value.expiresAt >= Date.now()) {
const swapInfo = await this._fetchSwapInfoForPairAsync(takerToken, makerToken);
const expiresAt = Date.now() + this._cacheTimeMs;
this._cacheSwapInfoForPair(takerToken, makerToken, swapInfo, expiresAt);
}
return this._cache[key].balancerSwaps;
}
protected _cacheSwapInfoForPair(
takerToken: string,
makerToken: string,
swapInfo: BalancerSwaps,
expiresAt: number,
): void {
const key = JSON.stringify([takerToken, makerToken]);
this._cache[key] = {
expiresAt,
balancerSwaps: swapInfo,
};
}
protected abstract _fetchSwapInfoForPairAsync(takerToken: string, makerToken: string): Promise<BalancerSwaps>;
}

View File

@@ -1,4 +1,4 @@
import { Pool } from '@balancer-labs/sor/dist/types';
import { Pool } from 'balancer-labs-sor-v1/dist/types';
import { ONE_HOUR_IN_SECONDS, ONE_SECOND_MS } from '../constants';
export { Pool };

View File

@@ -0,0 +1,114 @@
import { ChainId } from '@0x/contract-addresses';
import { logUtils } from '@0x/utils';
import { PoolDataService, SubgraphPoolBase } from '@balancer-labs/sdk';
import { gql, request } from 'graphql-request';
const queryWithLinear = gql`
query fetchTopPoolsWithLinear($maxPoolsFetched: Int!) {
pools: pools(
first: $maxPoolsFetched
where: { swapEnabled: true }
orderBy: totalLiquidity
orderDirection: desc
) {
id
address
poolType
swapFee
totalShares
tokens {
address
balance
decimals
weight
priceRate
}
tokensList
totalWeight
amp
expiryTime
unitSeconds
principalToken
baseToken
swapEnabled
wrappedIndex
mainIndex
lowerTarget
upperTarget
}
}
`;
const queryWithOutLinear = gql`
query fetchTopPoolsWithoutLinear($maxPoolsFetched: Int!) {
pools: pools(
first: $maxPoolsFetched
where: { swapEnabled: true }
orderBy: totalLiquidity
orderDirection: desc
) {
id
address
poolType
swapFee
totalShares
tokens {
address
balance
decimals
weight
priceRate
}
tokensList
totalWeight
amp
expiryTime
unitSeconds
principalToken
baseToken
swapEnabled
}
}
`;
const QUERY_BY_CHAIN_ID: { [chainId: number]: string } = {
[ChainId.Mainnet]: queryWithLinear,
[ChainId.Polygon]: queryWithOutLinear,
};
const DEFAULT_MAX_POOLS_FETCHED = 96;
/**
* Simple service to query required info from Subgraph for Balancer Pools.
* Because Balancer Subgraphs have slightly different schema depending on network the queries are adjusted as needed.
*/
export class SubgraphPoolDataService implements PoolDataService {
private readonly _gqlQuery: string | undefined;
constructor(
private readonly _config: {
chainId: number;
subgraphUrl: string | null;
maxPoolsFetched?: number;
},
) {
this._config.maxPoolsFetched = this._config.maxPoolsFetched || DEFAULT_MAX_POOLS_FETCHED;
this._gqlQuery = QUERY_BY_CHAIN_ID[this._config.chainId];
}
// tslint:disable-next-line: async-suffix
public async getPools(): Promise<SubgraphPoolBase[]> {
if (!this._gqlQuery || !this._config.subgraphUrl) {
return [];
}
try {
const { pools } = await request<{ pools: SubgraphPoolBase[] }>(this._config.subgraphUrl, this._gqlQuery, {
maxPoolsFetched: this._config.maxPoolsFetched,
});
return pools;
} catch (err) {
logUtils.warn(`Failed to fetch BalancerV2 subgraph pools: ${err.message}`);
return [];
}
}
}

View File

@@ -5,9 +5,8 @@ import { SamplerOverrides } from '../../types';
import { ERC20BridgeSamplerContract } from '../../wrappers';
import { BancorService } from './bancor_service';
import { PoolsCache } from './pools_cache';
import { SamplerOperations } from './sampler_operations';
import { BatchedOperation, ERC20BridgeSource, LiquidityProviderRegistry, TokenAdjacencyGraph } from './types';
import { PoolsCacheMap, SamplerOperations } from './sampler_operations';
import { BatchedOperation, LiquidityProviderRegistry, TokenAdjacencyGraph } from './types';
/**
* Generate sample amounts up to `maxFillAmount`.
@@ -37,7 +36,7 @@ export class DexOrderSampler extends SamplerOperations {
public readonly chainId: ChainId,
_samplerContract: ERC20BridgeSamplerContract,
private readonly _samplerOverrides?: SamplerOverrides,
poolsCaches?: { [key in ERC20BridgeSource]: PoolsCache },
poolsCaches?: PoolsCacheMap,
tokenAdjacencyGraph?: TokenAdjacencyGraph,
liquidityProviderRegistry?: LiquidityProviderRegistry,
bancorServiceFn: () => Promise<BancorService | undefined> = async () => undefined,

View File

@@ -13,9 +13,8 @@ import { BancorService } from './bancor_service';
import {
getCurveLikeInfosForPair,
getDodoV2Offsets,
getKyberOffsets,
getPlatypusInfoForPair,
getShellLikeInfosForPair,
isAllowedKyberReserveId,
isBadTokenForSource,
isValidAddress,
uniswapV2LikeRouterAddress,
@@ -23,17 +22,21 @@ import {
import { CompoundCTokenCache } from './compound_ctoken_cache';
import {
AAVE_V2_SUBGRAPH_URL_BY_CHAIN_ID,
AVALANCHE_TOKENS,
BALANCER_V2_VAULT_ADDRESS_BY_CHAIN,
BANCOR_REGISTRY_BY_CHAIN_ID,
BANCORV3_NETWORK_BY_CHAIN_ID,
BANCORV3_NETWORK_INFO_BY_CHAIN_ID,
BEETHOVEN_X_SUBGRAPH_URL_BY_CHAIN,
BEETHOVEN_X_VAULT_ADDRESS_BY_CHAIN,
COMPOUND_API_URL_BY_CHAIN_ID,
DODOV1_CONFIG_BY_CHAIN_ID,
DODOV2_FACTORIES_BY_CHAIN_ID,
KYBER_CONFIG_BY_CHAIN_ID,
GMX_READER_BY_CHAIN_ID,
GMX_ROUTER_BY_CHAIN_ID,
GMX_VAULT_BY_CHAIN_ID,
KYBER_DMM_ROUTER_BY_CHAIN_ID,
LIDO_INFO_BY_CHAIN,
LINKSWAP_ROUTER_BY_CHAIN_ID,
LIQUIDITY_PROVIDER_REGISTRY_BY_CHAIN_ID,
MAINNET_TOKENS,
MAKER_PSM_INFO_BY_CHAIN_ID,
@@ -41,16 +44,18 @@ import {
MOONISWAP_REGISTRIES_BY_CHAIN_ID,
NATIVE_FEE_TOKEN_BY_CHAIN_ID,
NULL_ADDRESS,
NULL_BYTES,
PLATYPUS_ROUTER_BY_CHAIN_ID,
SELL_SOURCE_FILTER_BY_CHAIN_ID,
UNISWAPV1_ROUTER_BY_CHAIN_ID,
UNISWAPV3_CONFIG_BY_CHAIN_ID,
VELODROME_ROUTER_BY_CHAIN_ID,
ZERO_AMOUNT,
} from './constants';
import { getGeistInfoForPair } from './geist_utils';
import { getLiquidityProvidersForPair } from './liquidity_provider_utils';
import { getIntermediateTokens } from './multihop_utils';
import { BalancerPoolsCache, BalancerV2PoolsCache, CreamPoolsCache, PoolsCache } from './pools_cache';
import { BalancerV2SwapInfoCache } from './pools_cache/balancer_v2_utils_new';
import { SamplerContractOperation } from './sampler_contract_operation';
import { SamplerNoOperation } from './sampler_no_operation';
import { SourceFilters } from './source_filters';
@@ -58,6 +63,8 @@ import {
AaveV2FillData,
AaveV2Info,
BalancerFillData,
BalancerSwapInfo,
BalancerV2BatchSwapFillData,
BalancerV2FillData,
BalancerV2PoolInfo,
BancorFillData,
@@ -71,10 +78,9 @@ import {
GeistFillData,
GeistInfo,
GenericRouterFillData,
GMXFillData,
HopInfo,
KyberDmmFillData,
KyberFillData,
KyberSamplerOpts,
LidoFillData,
LidoInfo,
LiquidityProviderFillData,
@@ -82,6 +88,7 @@ import {
MakerPsmFillData,
MooniswapFillData,
MultiHopFillData,
PlatypusFillData,
PsmInfo,
ShellFillData,
SourceQuoteOperation,
@@ -89,6 +96,7 @@ import {
TokenAdjacencyGraph,
UniswapV2FillData,
UniswapV3FillData,
VelodromeFillData,
} from './types';
/**
@@ -103,6 +111,10 @@ export const TWO_HOP_SOURCE_FILTERS = SourceFilters.all().exclude([
*/
export const BATCH_SOURCE_FILTERS = SourceFilters.all().exclude([ERC20BridgeSource.MultiHop, ERC20BridgeSource.Native]);
export type PoolsCacheMap = { [key in Exclude<SourcesWithPoolsCache, ERC20BridgeSource.BalancerV2>]: PoolsCache } & {
[ERC20BridgeSource.BalancerV2]: BalancerV2SwapInfoCache | undefined;
};
// tslint:disable:no-inferred-empty-object-type no-unbound-method
/**
@@ -111,7 +123,7 @@ export const BATCH_SOURCE_FILTERS = SourceFilters.all().exclude([ERC20BridgeSour
*/
export class SamplerOperations {
public readonly liquidityProviderRegistry: LiquidityProviderRegistry;
public readonly poolsCaches: { [key in SourcesWithPoolsCache]: PoolsCache };
public readonly poolsCaches: PoolsCacheMap;
public readonly aaveReservesCache: AaveV2ReservesCache | undefined;
public readonly compoundCTokenCache: CompoundCTokenCache | undefined;
protected _bancorService?: BancorService;
@@ -126,7 +138,7 @@ export class SamplerOperations {
constructor(
public readonly chainId: ChainId,
protected readonly _samplerContract: ERC20BridgeSamplerContract,
poolsCaches?: { [key in SourcesWithPoolsCache]: PoolsCache },
poolsCaches?: PoolsCacheMap,
protected readonly tokenAdjacencyGraph: TokenAdjacencyGraph = { default: [] },
liquidityProviderRegistry: LiquidityProviderRegistry = {},
bancorServiceFn: () => Promise<BancorService | undefined> = async () => undefined,
@@ -138,13 +150,16 @@ export class SamplerOperations {
this.poolsCaches = poolsCaches
? poolsCaches
: {
[ERC20BridgeSource.BalancerV2]: new BalancerV2PoolsCache(chainId),
[ERC20BridgeSource.Beethovenx]: new BalancerV2PoolsCache(
chainId,
BEETHOVEN_X_SUBGRAPH_URL_BY_CHAIN[chainId],
),
[ERC20BridgeSource.Balancer]: new BalancerPoolsCache(),
[ERC20BridgeSource.Cream]: new CreamPoolsCache(),
[ERC20BridgeSource.BalancerV2]:
BALANCER_V2_VAULT_ADDRESS_BY_CHAIN[chainId] === NULL_ADDRESS
? undefined
: new BalancerV2SwapInfoCache(chainId),
};
const aaveSubgraphUrl = AAVE_V2_SUBGRAPH_URL_BY_CHAIN_ID[chainId];
@@ -250,54 +265,6 @@ export class SamplerOperations {
});
}
public getKyberSellQuotes(
kyberOpts: KyberSamplerOpts,
reserveOffset: BigNumber,
makerToken: string,
takerToken: string,
takerFillAmounts: BigNumber[],
): SourceQuoteOperation {
return new SamplerContractOperation({
source: ERC20BridgeSource.Kyber,
contract: this._samplerContract,
function: this._samplerContract.sampleSellsFromKyberNetwork,
params: [{ ...kyberOpts, reserveOffset, hint: NULL_BYTES }, takerToken, makerToken, takerFillAmounts],
callback: (callResults: string, fillData: KyberFillData): BigNumber[] => {
const [reserveId, hint, samples] = this._samplerContract.getABIDecodedReturnData<
[string, string, BigNumber[]]
>('sampleSellsFromKyberNetwork', callResults);
fillData.hint = hint;
fillData.reserveId = reserveId;
fillData.networkProxy = kyberOpts.networkProxy;
return isAllowedKyberReserveId(reserveId) ? samples : [];
},
});
}
public getKyberBuyQuotes(
kyberOpts: KyberSamplerOpts,
reserveOffset: BigNumber,
makerToken: string,
takerToken: string,
makerFillAmounts: BigNumber[],
): SourceQuoteOperation {
return new SamplerContractOperation({
source: ERC20BridgeSource.Kyber,
contract: this._samplerContract,
function: this._samplerContract.sampleBuysFromKyberNetwork,
params: [{ ...kyberOpts, reserveOffset, hint: NULL_BYTES }, takerToken, makerToken, makerFillAmounts],
callback: (callResults: string, fillData: KyberFillData): BigNumber[] => {
const [reserveId, hint, samples] = this._samplerContract.getABIDecodedReturnData<
[string, string, BigNumber[]]
>('sampleBuysFromKyberNetwork', callResults);
fillData.hint = hint;
fillData.reserveId = reserveId;
fillData.networkProxy = kyberOpts.networkProxy;
return isAllowedKyberReserveId(reserveId) ? samples : [];
},
});
}
public getKyberDmmSellQuotes(
router: string,
tokenAddressPath: string[],
@@ -564,6 +531,49 @@ export class SamplerOperations {
});
}
public getBalancerV2MultihopSellQuotes(
vault: string,
quoteSwaps: BalancerSwapInfo, // Should always be sell swap steps.
fillSwaps: BalancerSwapInfo, // Should always be sell swap steps.
takerFillAmounts: BigNumber[],
source: ERC20BridgeSource,
): SourceQuoteOperation<BalancerV2BatchSwapFillData> {
const quoteSwapSteps = quoteSwaps.swapSteps.map(s => ({
...s,
assetInIndex: new BigNumber(s.assetInIndex),
assetOutIndex: new BigNumber(s.assetOutIndex),
}));
return new SamplerContractOperation({
source,
fillData: { vault, swapSteps: fillSwaps.swapSteps, assets: fillSwaps.assets },
contract: this._samplerContract,
function: this._samplerContract.sampleMultihopSellsFromBalancerV2,
params: [vault, quoteSwapSteps, quoteSwaps.assets, takerFillAmounts],
});
}
public getBalancerV2MultihopBuyQuotes(
vault: string,
quoteSwaps: BalancerSwapInfo, // Should always be buy swap steps.
fillSwaps: BalancerSwapInfo, // Should always be a sell quote.
makerFillAmounts: BigNumber[],
source: ERC20BridgeSource,
): SourceQuoteOperation<BalancerV2BatchSwapFillData> {
const quoteSwapSteps = quoteSwaps.swapSteps.map(s => ({
...s,
assetInIndex: new BigNumber(s.assetInIndex),
assetOutIndex: new BigNumber(s.assetOutIndex),
}));
return new SamplerContractOperation({
source,
// NOTE: fillData is set up for sells but quote function is set up for buys.
fillData: { vault, swapSteps: fillSwaps.swapSteps, assets: fillSwaps.assets },
contract: this._samplerContract,
function: this._samplerContract.sampleMultihopBuysFromBalancerV2,
params: [vault, quoteSwapSteps, quoteSwaps.assets, makerFillAmounts],
});
}
public getBalancerV2SellQuotes(
poolInfo: BalancerV2PoolInfo,
makerToken: string,
@@ -704,6 +714,36 @@ export class SamplerOperations {
});
}
public getBancorV3SellQuotes(
networkAddress: string,
networkInfoAddress: string,
path: string[],
takerFillAmounts: BigNumber[],
): SourceQuoteOperation<BancorFillData> {
return new SamplerContractOperation({
source: ERC20BridgeSource.BancorV3,
fillData: { networkAddress, path },
contract: this._samplerContract,
function: this._samplerContract.sampleSellsFromBancorV3,
params: [MAINNET_TOKENS.WETH, networkInfoAddress, path, takerFillAmounts],
});
}
public getBancorV3BuyQuotes(
networkAddress: string,
networkInfoAddress: string,
path: string[],
makerFillAmounts: BigNumber[],
): SourceQuoteOperation<BancorFillData> {
return new SamplerContractOperation({
source: ERC20BridgeSource.BancorV3,
fillData: { networkAddress, path },
contract: this._samplerContract,
function: this._samplerContract.sampleBuysFromBancorV3,
params: [MAINNET_TOKENS.WETH, networkInfoAddress, path, makerFillAmounts],
});
}
public getMooniswapSellQuotes(
registry: string,
makerToken: string,
@@ -1101,8 +1141,10 @@ export class SamplerOperations {
return new SamplerContractOperation({
source: ERC20BridgeSource.Lido,
fillData: {
makerToken,
takerToken,
stEthTokenAddress: lidoInfo.stEthToken,
wstEthTokenAddress: lidoInfo.wstEthToken,
},
contract: this._samplerContract,
function: this._samplerContract.sampleSellsFromLido,
@@ -1119,8 +1161,10 @@ export class SamplerOperations {
return new SamplerContractOperation({
source: ERC20BridgeSource.Lido,
fillData: {
makerToken,
takerToken,
stEthTokenAddress: lidoInfo.stEthToken,
wstEthTokenAddress: lidoInfo.wstEthToken,
},
contract: this._samplerContract,
function: this._samplerContract.sampleBuysFromLido,
@@ -1214,6 +1258,113 @@ export class SamplerOperations {
});
}
public getGMXSellQuotes(
router: string,
reader: string,
vault: string,
tokenAddressPath: string[],
takerFillAmounts: BigNumber[],
): SourceQuoteOperation<GMXFillData> {
return new SamplerContractOperation({
source: ERC20BridgeSource.GMX,
fillData: { router, reader, vault, tokenAddressPath },
contract: this._samplerContract,
function: this._samplerContract.sampleSellsFromGMX,
params: [reader, vault, tokenAddressPath, takerFillAmounts],
});
}
public getGMXBuyQuotes(
router: string,
reader: string,
vault: string,
tokenAddressPath: string[],
makerFillAmounts: BigNumber[],
): SourceQuoteOperation<GMXFillData> {
return new SamplerContractOperation({
source: ERC20BridgeSource.GMX,
fillData: { router, reader, vault, tokenAddressPath },
contract: this._samplerContract,
function: this._samplerContract.sampleBuysFromGMX,
params: [reader, vault, tokenAddressPath, makerFillAmounts],
});
}
public getPlatypusSellQuotes(
router: string,
pool: string[],
tokenAddressPath: string[],
takerFillAmounts: BigNumber[],
): SourceQuoteOperation<PlatypusFillData> {
return new SamplerContractOperation({
source: ERC20BridgeSource.Platypus,
fillData: { router, pool, tokenAddressPath },
contract: this._samplerContract,
function: this._samplerContract.sampleSellsFromPlatypus,
params: [pool[0], tokenAddressPath, takerFillAmounts],
});
}
public getPlatypusBuyQuotes(
router: string,
pool: string[],
tokenAddressPath: string[],
makerFillAmounts: BigNumber[],
): SourceQuoteOperation<PlatypusFillData> {
return new SamplerContractOperation({
source: ERC20BridgeSource.Platypus,
fillData: { router, pool, tokenAddressPath },
contract: this._samplerContract,
function: this._samplerContract.sampleBuysFromPlatypus,
params: [pool[0], tokenAddressPath, makerFillAmounts],
});
}
public getVelodromeSellQuotes(
router: string,
takerToken: string,
makerToken: string,
takerFillAmounts: BigNumber[],
): SourceQuoteOperation<VelodromeFillData> {
return new SamplerContractOperation({
source: ERC20BridgeSource.Velodrome,
contract: this._samplerContract,
function: this._samplerContract.sampleSellsFromVelodrome,
params: [router, takerToken, makerToken, takerFillAmounts],
callback: (callResults: string, fillData: VelodromeFillData): BigNumber[] => {
const [isStable, samples] = this._samplerContract.getABIDecodedReturnData<[boolean, BigNumber[]]>(
'sampleSellsFromVelodrome',
callResults,
);
fillData.router = router;
fillData.stable = isStable;
return samples;
},
});
}
public getVelodromeBuyQuotes(
router: string,
takerToken: string,
makerToken: string,
makerFillAmounts: BigNumber[],
): SourceQuoteOperation<VelodromeFillData> {
return new SamplerContractOperation({
source: ERC20BridgeSource.Velodrome,
contract: this._samplerContract,
function: this._samplerContract.sampleBuysFromVelodrome,
params: [router, takerToken, makerToken, makerFillAmounts],
callback: (callResults: string, fillData: VelodromeFillData): BigNumber[] => {
const [isStable, samples] = this._samplerContract.getABIDecodedReturnData<[boolean, BigNumber[]]>(
'sampleBuysFromVelodrome',
callResults,
);
fillData.router = router;
fillData.stable = isStable;
return samples;
},
});
}
public getMedianSellRate(
sources: ERC20BridgeSource[],
makerToken: string,
@@ -1299,7 +1450,7 @@ export class SamplerOperations {
takerFillAmounts: BigNumber[],
tokenAdjacencyGraph: TokenAdjacencyGraph = this.tokenAdjacencyGraph,
): SourceQuoteOperation[] {
// Find the adjacent tokens in the provided tooken adjacency graph,
// Find the adjacent tokens in the provided token adjacency graph,
// e.g if this is DAI->USDC we may check for DAI->WETH->USDC
const intermediateTokens = getIntermediateTokens(makerToken, takerToken, tokenAdjacencyGraph);
// Drop out MultiHop and Native as we do not query those here.
@@ -1312,8 +1463,6 @@ export class SamplerOperations {
return [];
}
switch (source) {
case ERC20BridgeSource.Eth2Dai:
return [];
case ERC20BridgeSource.Uniswap:
return isValidAddress(UNISWAPV1_ROUTER_BY_CHAIN_ID[this.chainId])
? this.getUniswapSellQuotes(
@@ -1330,22 +1479,23 @@ export class SamplerOperations {
case ERC20BridgeSource.PancakeSwapV2:
case ERC20BridgeSource.BakerySwap:
case ERC20BridgeSource.ApeSwap:
case ERC20BridgeSource.CafeSwap:
case ERC20BridgeSource.CheeseSwap:
case ERC20BridgeSource.JulSwap:
case ERC20BridgeSource.QuickSwap:
case ERC20BridgeSource.ComethSwap:
case ERC20BridgeSource.Dfyn:
case ERC20BridgeSource.WaultSwap:
case ERC20BridgeSource.Polydex:
case ERC20BridgeSource.ShibaSwap:
case ERC20BridgeSource.JetSwap:
case ERC20BridgeSource.Pangolin:
case ERC20BridgeSource.TraderJoe:
case ERC20BridgeSource.UbeSwap:
case ERC20BridgeSource.SpiritSwap:
case ERC20BridgeSource.SpookySwap:
case ERC20BridgeSource.Yoshi:
case ERC20BridgeSource.MorpheusSwap:
case ERC20BridgeSource.BiSwap:
case ERC20BridgeSource.MDex:
case ERC20BridgeSource.KnightSwap:
case ERC20BridgeSource.MeshSwap:
const uniLikeRouter = uniswapV2LikeRouterAddress(this.chainId, source);
if (!isValidAddress(uniLikeRouter)) {
return [];
@@ -1360,20 +1510,8 @@ export class SamplerOperations {
return [];
}
return this.getKyberDmmSellQuotes(kyberDmmRouter, [takerToken, makerToken], takerFillAmounts);
case ERC20BridgeSource.Kyber:
return getKyberOffsets().map(offset =>
this.getKyberSellQuotes(
KYBER_CONFIG_BY_CHAIN_ID[this.chainId],
offset,
makerToken,
takerToken,
takerFillAmounts,
),
);
case ERC20BridgeSource.Curve:
case ERC20BridgeSource.CurveV2:
case ERC20BridgeSource.Swerve:
case ERC20BridgeSource.SnowSwap:
case ERC20BridgeSource.Nerve:
case ERC20BridgeSource.Synapse:
case ERC20BridgeSource.Belt:
@@ -1383,6 +1521,7 @@ export class SamplerOperations {
case ERC20BridgeSource.FirebirdOneSwap:
case ERC20BridgeSource.IronSwap:
case ERC20BridgeSource.ACryptos:
case ERC20BridgeSource.MobiusMoney:
return getCurveLikeInfosForPair(this.chainId, takerToken, makerToken, source).map(pool =>
this.getCurveSellQuotes(
pool,
@@ -1447,15 +1586,27 @@ export class SamplerOperations {
ERC20BridgeSource.Balancer,
),
);
case ERC20BridgeSource.BalancerV2:
case ERC20BridgeSource.Beethovenx:
case ERC20BridgeSource.BalancerV2: {
const cache = this.poolsCaches[source];
if (!cache) {
return [];
}
const swaps = cache.getCachedSwapInfoForPair(takerToken, makerToken);
const vault = BALANCER_V2_VAULT_ADDRESS_BY_CHAIN[this.chainId];
if (!swaps || vault === NULL_ADDRESS) {
return [];
}
// Changed to retrieve queryBatchSwap for swap steps > 1 of length
return swaps.swapInfoExactIn.map(swapInfo =>
this.getBalancerV2MultihopSellQuotes(vault, swapInfo, swapInfo, takerFillAmounts, source),
);
}
case ERC20BridgeSource.Beethovenx: {
const poolIds =
this.poolsCaches[source].getCachedPoolAddressesForPair(takerToken, makerToken) || [];
const vault =
source === ERC20BridgeSource.BalancerV2
? BALANCER_V2_VAULT_ADDRESS_BY_CHAIN[this.chainId]
: BEETHOVEN_X_VAULT_ADDRESS_BY_CHAIN[this.chainId];
const vault = BEETHOVEN_X_VAULT_ADDRESS_BY_CHAIN[this.chainId];
if (vault === NULL_ADDRESS) {
return [];
}
@@ -1468,6 +1619,7 @@ export class SamplerOperations {
source,
),
);
}
case ERC20BridgeSource.Cream:
return (
this.poolsCaches[ERC20BridgeSource.Cream].getCachedPoolAddressesForPair(
@@ -1519,23 +1671,6 @@ export class SamplerOperations {
takerToken,
takerFillAmounts,
);
case ERC20BridgeSource.Linkswap:
if (!isValidAddress(LINKSWAP_ROUTER_BY_CHAIN_ID[this.chainId])) {
return [];
}
return [
[takerToken, makerToken],
...getIntermediateTokens(makerToken, takerToken, {
default: [MAINNET_TOKENS.LINK, MAINNET_TOKENS.WETH],
}).map(t => [takerToken, t, makerToken]),
].map(path =>
this.getUniswapV2SellQuotes(
LINKSWAP_ROUTER_BY_CHAIN_ID[this.chainId],
path,
takerFillAmounts,
ERC20BridgeSource.Linkswap,
),
);
case ERC20BridgeSource.MakerPsm:
const psmInfo = MAKER_PSM_INFO_BY_CHAIN_ID[this.chainId];
if (!isValidAddress(psmInfo.psmAddress)) {
@@ -1553,16 +1688,10 @@ export class SamplerOperations {
].map(path => this.getUniswapV3SellQuotes(router, quoter, path, takerFillAmounts));
}
case ERC20BridgeSource.Lido: {
const lidoInfo = LIDO_INFO_BY_CHAIN[this.chainId];
if (
lidoInfo.stEthToken === NULL_ADDRESS ||
lidoInfo.wethToken === NULL_ADDRESS ||
takerToken.toLowerCase() !== lidoInfo.wethToken.toLowerCase() ||
makerToken.toLowerCase() !== lidoInfo.stEthToken.toLowerCase()
) {
if (!this._isLidoSupported(takerToken, makerToken)) {
return [];
}
const lidoInfo = LIDO_INFO_BY_CHAIN[this.chainId];
return this.getLidoSellQuotes(lidoInfo, makerToken, takerToken, takerFillAmounts);
}
case ERC20BridgeSource.AaveV2: {
@@ -1604,6 +1733,45 @@ export class SamplerOperations {
takerFillAmounts,
);
}
case ERC20BridgeSource.GMX: {
// low liquidity mim pool dont quote
if (takerToken === AVALANCHE_TOKENS.MIM || makerToken === 'AVALANCHE_TOKENS.MIM') {
return [];
}
return this.getGMXSellQuotes(
GMX_ROUTER_BY_CHAIN_ID[this.chainId],
GMX_READER_BY_CHAIN_ID[this.chainId],
GMX_VAULT_BY_CHAIN_ID[this.chainId],
[takerToken, makerToken],
takerFillAmounts,
);
}
case ERC20BridgeSource.Platypus: {
return getPlatypusInfoForPair(this.chainId, takerToken, makerToken).map(pool =>
this.getPlatypusSellQuotes(
PLATYPUS_ROUTER_BY_CHAIN_ID[this.chainId],
[pool.poolAddress],
[takerToken, makerToken],
takerFillAmounts,
),
);
}
case ERC20BridgeSource.BancorV3: {
return this.getBancorV3SellQuotes(
BANCORV3_NETWORK_BY_CHAIN_ID[this.chainId],
BANCORV3_NETWORK_INFO_BY_CHAIN_ID[this.chainId],
[takerToken, makerToken],
takerFillAmounts,
);
}
case ERC20BridgeSource.Velodrome: {
return this.getVelodromeSellQuotes(
VELODROME_ROUTER_BY_CHAIN_ID[this.chainId],
takerToken,
makerToken,
takerFillAmounts,
);
}
default:
throw new Error(`Unsupported sell sample source: ${source}`);
}
@@ -1612,6 +1780,24 @@ export class SamplerOperations {
return allOps;
}
private _isLidoSupported(takerTokenAddress: string, makerTokenAddress: string): boolean {
const lidoInfo = LIDO_INFO_BY_CHAIN[this.chainId];
if (lidoInfo.wethToken === NULL_ADDRESS) {
return false;
}
const takerToken = takerTokenAddress.toLowerCase();
const makerToken = makerTokenAddress.toLowerCase();
const wethToken = lidoInfo.wethToken.toLowerCase();
const stEthToken = lidoInfo.stEthToken.toLowerCase();
const wstEthToken = lidoInfo.wstEthToken.toLowerCase();
if (takerToken === wethToken && makerToken === stEthToken) {
return true;
}
return _.difference([stEthToken, wstEthToken], [takerToken, makerToken]).length === 0;
}
private _getBuyQuoteOperations(
sources: ERC20BridgeSource[],
makerToken: string,
@@ -1625,8 +1811,6 @@ export class SamplerOperations {
return _.flatten(
_sources.map((source): SourceQuoteOperation | SourceQuoteOperation[] => {
switch (source) {
case ERC20BridgeSource.Eth2Dai:
return [];
case ERC20BridgeSource.Uniswap:
return isValidAddress(UNISWAPV1_ROUTER_BY_CHAIN_ID[this.chainId])
? this.getUniswapBuyQuotes(
@@ -1643,22 +1827,23 @@ export class SamplerOperations {
case ERC20BridgeSource.PancakeSwapV2:
case ERC20BridgeSource.BakerySwap:
case ERC20BridgeSource.ApeSwap:
case ERC20BridgeSource.CafeSwap:
case ERC20BridgeSource.CheeseSwap:
case ERC20BridgeSource.JulSwap:
case ERC20BridgeSource.QuickSwap:
case ERC20BridgeSource.ComethSwap:
case ERC20BridgeSource.Dfyn:
case ERC20BridgeSource.WaultSwap:
case ERC20BridgeSource.Polydex:
case ERC20BridgeSource.ShibaSwap:
case ERC20BridgeSource.JetSwap:
case ERC20BridgeSource.Pangolin:
case ERC20BridgeSource.TraderJoe:
case ERC20BridgeSource.UbeSwap:
case ERC20BridgeSource.SpiritSwap:
case ERC20BridgeSource.SpookySwap:
case ERC20BridgeSource.Yoshi:
case ERC20BridgeSource.MorpheusSwap:
case ERC20BridgeSource.BiSwap:
case ERC20BridgeSource.MDex:
case ERC20BridgeSource.KnightSwap:
case ERC20BridgeSource.MeshSwap:
const uniLikeRouter = uniswapV2LikeRouterAddress(this.chainId, source);
if (!isValidAddress(uniLikeRouter)) {
return [];
@@ -1673,20 +1858,8 @@ export class SamplerOperations {
return [];
}
return this.getKyberDmmBuyQuotes(kyberDmmRouter, [takerToken, makerToken], makerFillAmounts);
case ERC20BridgeSource.Kyber:
return getKyberOffsets().map(offset =>
this.getKyberBuyQuotes(
KYBER_CONFIG_BY_CHAIN_ID[this.chainId],
offset,
makerToken,
takerToken,
makerFillAmounts,
),
);
case ERC20BridgeSource.Curve:
case ERC20BridgeSource.CurveV2:
case ERC20BridgeSource.Swerve:
case ERC20BridgeSource.SnowSwap:
case ERC20BridgeSource.Nerve:
case ERC20BridgeSource.Synapse:
case ERC20BridgeSource.Belt:
@@ -1696,6 +1869,7 @@ export class SamplerOperations {
case ERC20BridgeSource.FirebirdOneSwap:
case ERC20BridgeSource.IronSwap:
case ERC20BridgeSource.ACryptos:
case ERC20BridgeSource.MobiusMoney:
return getCurveLikeInfosForPair(this.chainId, takerToken, makerToken, source).map(pool =>
this.getCurveBuyQuotes(
pool,
@@ -1760,15 +1934,33 @@ export class SamplerOperations {
ERC20BridgeSource.Balancer,
),
);
case ERC20BridgeSource.BalancerV2:
case ERC20BridgeSource.Beethovenx:
case ERC20BridgeSource.BalancerV2: {
const cache = this.poolsCaches[source];
if (!cache) {
return [];
}
const swaps = cache.getCachedSwapInfoForPair(takerToken, makerToken);
const vault = BALANCER_V2_VAULT_ADDRESS_BY_CHAIN[this.chainId];
if (!swaps || vault === NULL_ADDRESS) {
return [];
}
// Changed to retrieve queryBatchSwap for swap steps > 1 of length
return swaps.swapInfoExactOut.map((quoteSwapInfo, i) =>
this.getBalancerV2MultihopBuyQuotes(
vault,
quoteSwapInfo,
swaps.swapInfoExactIn[i],
makerFillAmounts,
source,
),
);
}
case ERC20BridgeSource.Beethovenx: {
const poolIds =
this.poolsCaches[source].getCachedPoolAddressesForPair(takerToken, makerToken) || [];
const vault =
source === ERC20BridgeSource.BalancerV2
? BALANCER_V2_VAULT_ADDRESS_BY_CHAIN[this.chainId]
: BEETHOVEN_X_VAULT_ADDRESS_BY_CHAIN[this.chainId];
const vault = BEETHOVEN_X_VAULT_ADDRESS_BY_CHAIN[this.chainId];
if (vault === NULL_ADDRESS) {
return [];
}
@@ -1781,6 +1973,7 @@ export class SamplerOperations {
source,
),
);
}
case ERC20BridgeSource.Cream:
return (
this.poolsCaches[ERC20BridgeSource.Cream].getCachedPoolAddressesForPair(
@@ -1826,24 +2019,6 @@ export class SamplerOperations {
// Unimplemented
// return this.getBancorBuyQuotes(makerToken, takerToken, makerFillAmounts);
return [];
case ERC20BridgeSource.Linkswap:
if (!isValidAddress(LINKSWAP_ROUTER_BY_CHAIN_ID[this.chainId])) {
return [];
}
return [
[takerToken, makerToken],
// LINK is the base asset in many of the pools on Linkswap
...getIntermediateTokens(makerToken, takerToken, {
default: [MAINNET_TOKENS.LINK, MAINNET_TOKENS.WETH],
}).map(t => [takerToken, t, makerToken]),
].map(path =>
this.getUniswapV2BuyQuotes(
LINKSWAP_ROUTER_BY_CHAIN_ID[this.chainId],
path,
makerFillAmounts,
ERC20BridgeSource.Linkswap,
),
);
case ERC20BridgeSource.MakerPsm:
const psmInfo = MAKER_PSM_INFO_BY_CHAIN_ID[this.chainId];
if (!isValidAddress(psmInfo.psmAddress)) {
@@ -1861,17 +2036,10 @@ export class SamplerOperations {
].map(path => this.getUniswapV3BuyQuotes(router, quoter, path, makerFillAmounts));
}
case ERC20BridgeSource.Lido: {
const lidoInfo = LIDO_INFO_BY_CHAIN[this.chainId];
if (
lidoInfo.stEthToken === NULL_ADDRESS ||
lidoInfo.wethToken === NULL_ADDRESS ||
takerToken.toLowerCase() !== lidoInfo.wethToken.toLowerCase() ||
makerToken.toLowerCase() !== lidoInfo.stEthToken.toLowerCase()
) {
if (!this._isLidoSupported(takerToken, makerToken)) {
return [];
}
const lidoInfo = LIDO_INFO_BY_CHAIN[this.chainId];
return this.getLidoBuyQuotes(lidoInfo, makerToken, takerToken, makerFillAmounts);
}
case ERC20BridgeSource.AaveV2: {
@@ -1907,6 +2075,45 @@ export class SamplerOperations {
}
return this.getCompoundBuyQuotes(cToken.tokenAddress, makerToken, takerToken, makerFillAmounts);
}
case ERC20BridgeSource.GMX: {
// bad mim pool dont quote
if (takerToken === 'AVALANCHE_TOKENS.MIM' || makerToken === 'AVALANCHE_TOKENS.MIM') {
return [];
}
return this.getGMXBuyQuotes(
GMX_ROUTER_BY_CHAIN_ID[this.chainId],
GMX_READER_BY_CHAIN_ID[this.chainId],
GMX_VAULT_BY_CHAIN_ID[this.chainId],
[takerToken, makerToken],
makerFillAmounts,
);
}
case ERC20BridgeSource.Platypus: {
return getPlatypusInfoForPair(this.chainId, takerToken, makerToken).map(pool =>
this.getPlatypusBuyQuotes(
PLATYPUS_ROUTER_BY_CHAIN_ID[this.chainId],
[pool.poolAddress],
[takerToken, makerToken],
makerFillAmounts,
),
);
}
case ERC20BridgeSource.BancorV3: {
return this.getBancorV3BuyQuotes(
BANCORV3_NETWORK_BY_CHAIN_ID[this.chainId],
BANCORV3_NETWORK_INFO_BY_CHAIN_ID[this.chainId],
[takerToken, makerToken],
makerFillAmounts,
);
}
case ERC20BridgeSource.Velodrome: {
return this.getVelodromeBuyQuotes(
VELODROME_ROUTER_BY_CHAIN_ID[this.chainId],
takerToken,
makerToken,
makerFillAmounts,
);
}
default:
throw new Error(`Unsupported buy sample source: ${source}`);
}

View File

@@ -8,9 +8,9 @@ import { BigNumber } from '@0x/utils';
import { NativeOrderWithFillableAmounts, RfqFirmQuoteValidator, RfqRequestOpts } from '../../types';
import { QuoteRequestor, V4RFQIndicativeQuoteMM } from '../../utils/quote_requestor';
import { IRfqClient } from '../irfq_client';
import { ExtendedQuoteReportSources, PriceComparisonsReport, QuoteReport } from '../quote_report_generator';
import { CollapsedPath } from './path';
import { SourceFilters } from './source_filters';
/**
@@ -38,8 +38,6 @@ export enum ERC20BridgeSource {
Native = 'Native',
Uniswap = 'Uniswap',
UniswapV2 = 'Uniswap_V2',
Eth2Dai = 'Eth2Dai',
Kyber = 'Kyber',
Curve = 'Curve',
LiquidityProvider = 'LiquidityProvider',
MultiBridge = 'MultiBridge',
@@ -52,13 +50,10 @@ export enum ERC20BridgeSource {
Mooniswap = 'Mooniswap',
MultiHop = 'MultiHop',
Shell = 'Shell',
Swerve = 'Swerve',
SnowSwap = 'SnowSwap',
SushiSwap = 'SushiSwap',
Dodo = 'DODO',
DodoV2 = 'DODO_V2',
CryptoCom = 'CryptoCom',
Linkswap = 'Linkswap',
KyberDmm = 'KyberDMM',
Smoothy = 'Smoothy',
Component = 'Component',
@@ -71,38 +66,46 @@ export enum ERC20BridgeSource {
AaveV2 = 'Aave_V2',
Compound = 'Compound',
Synapse = 'Synapse',
BancorV3 = 'BancorV3',
// BSC only
PancakeSwap = 'PancakeSwap',
PancakeSwapV2 = 'PancakeSwap_V2',
BiSwap = 'BiSwap',
MDex = 'MDex',
KnightSwap = 'KnightSwap',
BakerySwap = 'BakerySwap',
Nerve = 'Nerve',
Belt = 'Belt',
Ellipsis = 'Ellipsis',
ApeSwap = 'ApeSwap',
CafeSwap = 'CafeSwap',
CheeseSwap = 'CheeseSwap',
JulSwap = 'JulSwap',
ACryptos = 'ACryptoS',
// Polygon only
QuickSwap = 'QuickSwap',
ComethSwap = 'ComethSwap',
Dfyn = 'Dfyn',
WaultSwap = 'WaultSwap',
Polydex = 'Polydex',
FirebirdOneSwap = 'FirebirdOneSwap',
JetSwap = 'JetSwap',
IronSwap = 'IronSwap',
MeshSwap = 'MeshSwap',
// Avalanche
Pangolin = 'Pangolin',
TraderJoe = 'TraderJoe',
Platypus = 'Platypus',
// tslint:disable: enum-naming
GMX = 'GMX',
// Celo only
UbeSwap = 'UbeSwap',
MobiusMoney = 'MobiusMoney',
// Fantom
SpiritSwap = 'SpiritSwap',
SpookySwap = 'SpookySwap',
Beethovenx = 'Beethovenx',
MorpheusSwap = 'MorpheusSwap',
Yoshi = 'Yoshi',
Geist = 'Geist',
// Optimism
Velodrome = 'Velodrome',
}
export type SourcesWithPoolsCache =
| ERC20BridgeSource.Balancer
@@ -166,6 +169,7 @@ export interface PsmInfo {
export interface LidoInfo {
stEthToken: string;
wethToken: string;
wstEthToken: string;
}
/**
@@ -209,6 +213,23 @@ export interface CurveFillData extends FillData {
pool: CurveInfo;
}
export interface BalancerBatchSwapStep {
poolId: string;
assetInIndex: number;
assetOutIndex: number;
amount: BigNumber;
userData: string;
}
export interface BalancerSwaps {
swapInfoExactIn: BalancerSwapInfo[];
swapInfoExactOut: BalancerSwapInfo[];
}
export interface BalancerSwapInfo {
assets: string[];
swapSteps: BalancerBatchSwapStep[];
}
export interface BalancerFillData extends FillData {
poolAddress: string;
}
@@ -218,6 +239,12 @@ export interface BalancerV2FillData extends FillData {
poolId: string;
}
export interface BalancerV2BatchSwapFillData extends FillData {
vault: string;
swapSteps: BalancerBatchSwapStep[];
assets: string[];
}
export interface UniswapV2FillData extends FillData {
tokenAddressPath: string[];
router: string;
@@ -237,10 +264,9 @@ export interface BancorFillData extends FillData {
networkAddress: string;
}
export interface KyberFillData extends FillData {
hint: string;
reserveId: string;
networkProxy: string;
export interface BancorV3FillData extends FillData {
path: string[];
networkAddress: string;
}
export interface MooniswapFillData extends FillData {
@@ -307,7 +333,9 @@ export interface FinalUniswapV3FillData extends Omit<UniswapV3FillData, 'pathAmo
export interface LidoFillData extends FillData {
stEthTokenAddress: string;
wstEthTokenAddress: string;
takerToken: string;
makerToken: string;
}
export interface AaveV2FillData extends FillData {
@@ -330,6 +358,30 @@ export interface GeistFillData extends FillData {
takerToken: string;
}
export interface PlatypusInfo {
poolAddress: string;
tokens: string[];
gasSchedule: number;
}
export interface GMXFillData extends FillData {
router: string;
reader: string;
vault: string;
tokenAddressPath: string[];
}
export interface PlatypusFillData extends FillData {
router: string;
pool: string[];
tokenAddressPath: string[];
}
export interface VelodromeFillData extends FillData {
router: string;
stable: boolean;
}
/**
* Represents a node on a fill path.
*/
@@ -349,7 +401,7 @@ export interface Fill<TFillData extends FillData = FillData> {
input: BigNumber;
// Output fill amount (maker asset amount in a sell, taker asset amount in a buy).
output: BigNumber;
// The output fill amount, ajdusted by fees.
// The output fill amount, adjusted by fees.
adjustedOutput: BigNumber;
// Fill that must precede this one. This enforces certain fills to be contiguous.
parent?: Fill;
@@ -427,6 +479,7 @@ export type OptimizedMarketOrder =
| OptimizedMarketOrderBase<NativeRfqOrderFillData>;
export interface GetMarketOrdersRfqOpts extends RfqRequestOpts {
rfqClient?: IRfqClient;
quoteRequestor?: QuoteRequestor;
firmQuoteValidator?: RfqFirmQuoteValidator;
}
@@ -579,7 +632,6 @@ export interface OptimizerResult {
liquidityDelivered: CollapsedFill[] | DexSample<MultiHopFillData>;
marketSideLiquidity: MarketSideLiquidity;
adjustedRate: BigNumber;
unoptimizedPath?: CollapsedPath;
takerAmountPerEth: BigNumber;
makerAmountPerEth: BigNumber;
}
@@ -611,6 +663,7 @@ export interface MarketSideLiquidity {
takerTokenDecimals: number;
quotes: RawQuotes;
isRfqSupported: boolean;
blockNumber: number;
}
export interface RawQuotes {
@@ -649,9 +702,3 @@ export interface GenerateOptimizedOrdersOpts {
export interface ComparisonPrice {
wholeOrder: BigNumber | undefined;
}
export interface KyberSamplerOpts {
networkProxy: string;
hintHandler: string;
weth: string;
}

View File

@@ -106,6 +106,8 @@ export interface ExtendedQuoteReport {
decodedUniqueId?: string;
sourcesConsidered: ExtendedQuoteReportIndexedEntryOutbound[];
sourcesDelivered: ExtendedQuoteReportIndexedEntryOutbound[] | undefined;
blockNumber: number | undefined;
estimatedGas: string;
}
export interface PriceComparisonsReport {
@@ -205,7 +207,7 @@ export function generateExtendedQuoteReportSources(
..._.flatten(
quotes.dexQuotes.map(dex =>
dex
.filter(quote => isDexSampleForTotalAmount(quote, marketOperation, amount))
.filter(quote => isDexSampleFilter(quote, amount))
.map(quote => dexSampleToReportSource(quote, marketOperation)),
),
),
@@ -304,16 +306,9 @@ export function dexSampleToReportSource(ds: DexSample, marketOperation: MarketOp
* Checks if a DEX sample is the one that represents the whole amount requested by taker
* NOTE: this is used for the QuoteReport to filter samples
*/
function isDexSampleForTotalAmount(ds: DexSample, marketOperation: MarketOperation, amount: BigNumber): boolean {
// input and output map to different values
// based on the market operation
if (marketOperation === MarketOperation.Buy) {
return ds.input === amount;
} else if (marketOperation === MarketOperation.Sell) {
return ds.output === amount;
} else {
throw new Error(`Unexpected marketOperation ${marketOperation}`);
}
function isDexSampleFilter(ds: DexSample, amount: BigNumber): boolean {
// The entry is for the total amont, not a sampler entry && there was liquidity in the source
return ds.input.eq(amount) && ds.output.isGreaterThan(0);
}
/**

View File

@@ -0,0 +1,16 @@
import { FillQuoteTransformerOrderType } from '@0x/protocol-utils';
import { SignedNativeOrder } from '../types';
import { RfqClientV1Quote } from './irfq_client';
/**
* Converts a RfqClientRfqOrderFirmQuote to a SignedNativeOrder
*/
export const toSignedNativeOrder = (quote: RfqClientV1Quote): SignedNativeOrder => {
return {
type: FillQuoteTransformerOrderType.Rfq,
order: quote.order,
signature: quote.signature,
};
};

View File

@@ -8,66 +8,74 @@ import { ContractArtifact } from 'ethereum-types';
import * as ApproximateBuys from '../test/generated-artifacts/ApproximateBuys.json';
import * as BalanceChecker from '../test/generated-artifacts/BalanceChecker.json';
import * as BalancerSampler from '../test/generated-artifacts/BalancerSampler.json';
import * as BalancerV2BatchSampler from '../test/generated-artifacts/BalancerV2BatchSampler.json';
import * as BalancerV2Common from '../test/generated-artifacts/BalancerV2Common.json';
import * as BalancerV2Sampler from '../test/generated-artifacts/BalancerV2Sampler.json';
import * as BancorSampler from '../test/generated-artifacts/BancorSampler.json';
import * as BancorV3Sampler from '../test/generated-artifacts/BancorV3Sampler.json';
import * as CompoundSampler from '../test/generated-artifacts/CompoundSampler.json';
import * as CurveSampler from '../test/generated-artifacts/CurveSampler.json';
import * as DODOSampler from '../test/generated-artifacts/DODOSampler.json';
import * as DODOV2Sampler from '../test/generated-artifacts/DODOV2Sampler.json';
import * as DummyLiquidityProvider from '../test/generated-artifacts/DummyLiquidityProvider.json';
import * as ERC20BridgeSampler from '../test/generated-artifacts/ERC20BridgeSampler.json';
import * as FakeTaker from '../test/generated-artifacts/FakeTaker.json';
import * as GMXSampler from '../test/generated-artifacts/GMXSampler.json';
import * as IBalancer from '../test/generated-artifacts/IBalancer.json';
import * as IBalancerV2Vault from '../test/generated-artifacts/IBalancerV2Vault.json';
import * as IBancor from '../test/generated-artifacts/IBancor.json';
import * as IBancorV3 from '../test/generated-artifacts/IBancorV3.json';
import * as ICurve from '../test/generated-artifacts/ICurve.json';
import * as IKyberNetwork from '../test/generated-artifacts/IKyberNetwork.json';
import * as IGMX from '../test/generated-artifacts/IGMX.json';
import * as IMooniswap from '../test/generated-artifacts/IMooniswap.json';
import * as IMStable from '../test/generated-artifacts/IMStable.json';
import * as IMultiBridge from '../test/generated-artifacts/IMultiBridge.json';
import * as IPlatypus from '../test/generated-artifacts/IPlatypus.json';
import * as IShell from '../test/generated-artifacts/IShell.json';
import * as ISmoothy from '../test/generated-artifacts/ISmoothy.json';
import * as IUniswapExchangeQuotes from '../test/generated-artifacts/IUniswapExchangeQuotes.json';
import * as IUniswapV2Router01 from '../test/generated-artifacts/IUniswapV2Router01.json';
import * as KyberDmmSampler from '../test/generated-artifacts/KyberDmmSampler.json';
import * as KyberSampler from '../test/generated-artifacts/KyberSampler.json';
import * as LidoSampler from '../test/generated-artifacts/LidoSampler.json';
import * as LiquidityProviderSampler from '../test/generated-artifacts/LiquidityProviderSampler.json';
import * as MakerPSMSampler from '../test/generated-artifacts/MakerPSMSampler.json';
import * as MooniswapSampler from '../test/generated-artifacts/MooniswapSampler.json';
import * as MStableSampler from '../test/generated-artifacts/MStableSampler.json';
import * as MultiBridgeSampler from '../test/generated-artifacts/MultiBridgeSampler.json';
import * as NativeOrderSampler from '../test/generated-artifacts/NativeOrderSampler.json';
import * as PlatypusSampler from '../test/generated-artifacts/PlatypusSampler.json';
import * as SamplerUtils from '../test/generated-artifacts/SamplerUtils.json';
import * as ShellSampler from '../test/generated-artifacts/ShellSampler.json';
import * as SmoothySampler from '../test/generated-artifacts/SmoothySampler.json';
import * as TestERC20BridgeSampler from '../test/generated-artifacts/TestERC20BridgeSampler.json';
import * as TestNativeOrderSampler from '../test/generated-artifacts/TestNativeOrderSampler.json';
import * as TwoHopSampler from '../test/generated-artifacts/TwoHopSampler.json';
import * as UniswapSampler from '../test/generated-artifacts/UniswapSampler.json';
import * as UniswapV2Sampler from '../test/generated-artifacts/UniswapV2Sampler.json';
import * as UniswapV3Sampler from '../test/generated-artifacts/UniswapV3Sampler.json';
import * as UtilitySampler from '../test/generated-artifacts/UtilitySampler.json';
import * as VelodromeSampler from '../test/generated-artifacts/VelodromeSampler.json';
export const artifacts = {
ApproximateBuys: ApproximateBuys as ContractArtifact,
BalanceChecker: BalanceChecker as ContractArtifact,
BalancerSampler: BalancerSampler as ContractArtifact,
BalancerV2BatchSampler: BalancerV2BatchSampler as ContractArtifact,
BalancerV2Common: BalancerV2Common as ContractArtifact,
BalancerV2Sampler: BalancerV2Sampler as ContractArtifact,
BancorSampler: BancorSampler as ContractArtifact,
BancorV3Sampler: BancorV3Sampler as ContractArtifact,
CompoundSampler: CompoundSampler as ContractArtifact,
CurveSampler: CurveSampler as ContractArtifact,
DODOSampler: DODOSampler as ContractArtifact,
DODOV2Sampler: DODOV2Sampler as ContractArtifact,
ERC20BridgeSampler: ERC20BridgeSampler as ContractArtifact,
FakeTaker: FakeTaker as ContractArtifact,
GMXSampler: GMXSampler as ContractArtifact,
KyberDmmSampler: KyberDmmSampler as ContractArtifact,
KyberSampler: KyberSampler as ContractArtifact,
LidoSampler: LidoSampler as ContractArtifact,
LiquidityProviderSampler: LiquidityProviderSampler as ContractArtifact,
MStableSampler: MStableSampler as ContractArtifact,
MakerPSMSampler: MakerPSMSampler as ContractArtifact,
MooniswapSampler: MooniswapSampler as ContractArtifact,
MultiBridgeSampler: MultiBridgeSampler as ContractArtifact,
NativeOrderSampler: NativeOrderSampler as ContractArtifact,
PlatypusSampler: PlatypusSampler as ContractArtifact,
SamplerUtils: SamplerUtils as ContractArtifact,
ShellSampler: ShellSampler as ContractArtifact,
SmoothySampler: SmoothySampler as ContractArtifact,
@@ -76,18 +84,20 @@ export const artifacts = {
UniswapV2Sampler: UniswapV2Sampler as ContractArtifact,
UniswapV3Sampler: UniswapV3Sampler as ContractArtifact,
UtilitySampler: UtilitySampler as ContractArtifact,
VelodromeSampler: VelodromeSampler as ContractArtifact,
IBalancer: IBalancer as ContractArtifact,
IBalancerV2Vault: IBalancerV2Vault as ContractArtifact,
IBancor: IBancor as ContractArtifact,
IBancorV3: IBancorV3 as ContractArtifact,
ICurve: ICurve as ContractArtifact,
IKyberNetwork: IKyberNetwork as ContractArtifact,
IGMX: IGMX as ContractArtifact,
IMStable: IMStable as ContractArtifact,
IMooniswap: IMooniswap as ContractArtifact,
IMultiBridge: IMultiBridge as ContractArtifact,
IPlatypus: IPlatypus as ContractArtifact,
IShell: IShell as ContractArtifact,
ISmoothy: ISmoothy as ContractArtifact,
IUniswapExchangeQuotes: IUniswapExchangeQuotes as ContractArtifact,
IUniswapV2Router01: IUniswapV2Router01 as ContractArtifact,
DummyLiquidityProvider: DummyLiquidityProvider as ContractArtifact,
TestERC20BridgeSampler: TestERC20BridgeSampler as ContractArtifact,
TestNativeOrderSampler: TestNativeOrderSampler as ContractArtifact,
};

View File

@@ -21,8 +21,8 @@ const GAS_PRICE = new BigNumber(50e9); // 50 gwei
const NATIVE_ORDER_FEE = new BigNumber(220e3); // 220K gas
// DEX samples to fill in MarketSideLiquidity
const kyberSample1: DexSample = {
source: ERC20BridgeSource.Kyber,
const curveSample: DexSample = {
source: ERC20BridgeSource.Curve,
input: new BigNumber(10000),
output: new BigNumber(10001),
fillData: {},
@@ -33,7 +33,7 @@ const uniswapSample1: DexSample = {
output: new BigNumber(10004),
fillData: {},
};
const dexQuotes: DexSample[] = [kyberSample1, uniswapSample1];
const dexQuotes: DexSample[] = [curveSample, uniswapSample1];
const feeSchedule = {
[ERC20BridgeSource.Native]: _.constant(GAS_PRICE.times(NATIVE_ORDER_FEE)),
@@ -66,6 +66,7 @@ const buyMarketSideLiquidity: MarketSideLiquidity = {
},
quoteSourceFilters: new SourceFilters(),
isRfqSupported: false,
blockNumber: 1337420,
};
const sellMarketSideLiquidity: MarketSideLiquidity = {
@@ -87,6 +88,7 @@ const sellMarketSideLiquidity: MarketSideLiquidity = {
},
quoteSourceFilters: new SourceFilters(),
isRfqSupported: false,
blockNumber: 1337420,
};
describe('getComparisonPrices', async () => {

View File

@@ -0,0 +1,298 @@
import { ChainId } from '@0x/contract-addresses';
import { blockchainTests, constants, describe, expect } from '@0x/contracts-test-utils';
import {
artifacts as zeroExArtifacts,
AvalancheBridgeAdapterContract,
BSCBridgeAdapterContract,
CeloBridgeAdapterContract,
EthereumBridgeAdapterContract,
FantomBridgeAdapterContract,
OptimismBridgeAdapterContract,
PolygonBridgeAdapterContract,
} from '@0x/contracts-zero-ex';
import { BUY_SOURCE_FILTER_BY_CHAIN_ID, ERC20BridgeSource, SELL_SOURCE_FILTER_BY_CHAIN_ID } from '../../src';
import { getErc20BridgeSourceToBridgeSource } from '../../src/utils/market_operation_utils/orders';
blockchainTests('Bridge adapter source compatibility tests', env => {
describe('Avalanche', () => {
let adapter: AvalancheBridgeAdapterContract;
before(async () => {
adapter = await AvalancheBridgeAdapterContract.deployFrom0xArtifactAsync(
zeroExArtifacts.AvalancheBridgeAdapter,
env.provider,
env.txDefaults,
zeroExArtifacts,
constants.NULL_ADDRESS,
);
});
it('sell sources', async () => {
const sellSources = SELL_SOURCE_FILTER_BY_CHAIN_ID[ChainId.Avalanche].exclude([
ERC20BridgeSource.Native,
ERC20BridgeSource.MultiHop,
]).sources;
return Promise.all(
sellSources.map(async source => {
const isSupported = await adapter
.isSupportedSource(getErc20BridgeSourceToBridgeSource(source))
.callAsync();
expect(isSupported, `${source} is not supported`).to.be.true();
}),
);
});
it('buy sources', async () => {
const buySources = BUY_SOURCE_FILTER_BY_CHAIN_ID[ChainId.Avalanche].exclude([
ERC20BridgeSource.Native,
ERC20BridgeSource.MultiHop,
]).sources;
return Promise.all(
buySources.map(async source => {
const isSupported = await adapter
.isSupportedSource(getErc20BridgeSourceToBridgeSource(source))
.callAsync();
expect(isSupported, `${source} is not supported`).to.be.true();
}),
);
});
});
describe('BSC', () => {
let adapter: BSCBridgeAdapterContract;
before(async () => {
adapter = await BSCBridgeAdapterContract.deployFrom0xArtifactAsync(
zeroExArtifacts.BSCBridgeAdapter,
env.provider,
env.txDefaults,
zeroExArtifacts,
constants.NULL_ADDRESS,
);
});
it('sell sources', async () => {
const sellSources = SELL_SOURCE_FILTER_BY_CHAIN_ID[ChainId.BSC].exclude([
ERC20BridgeSource.Native,
ERC20BridgeSource.MultiHop,
]).sources;
return Promise.all(
sellSources.map(async source => {
const isSupported = await adapter
.isSupportedSource(getErc20BridgeSourceToBridgeSource(source))
.callAsync();
expect(isSupported, `${source} is not supported`).to.be.true();
}),
);
});
it('buy sources', async () => {
const buySources = BUY_SOURCE_FILTER_BY_CHAIN_ID[ChainId.BSC].exclude([
ERC20BridgeSource.Native,
ERC20BridgeSource.MultiHop,
]).sources;
return Promise.all(
buySources.map(async source => {
const isSupported = await adapter
.isSupportedSource(getErc20BridgeSourceToBridgeSource(source))
.callAsync();
expect(isSupported, `${source} is not supported`).to.be.true();
}),
);
});
});
describe('Celo', () => {
let adapter: CeloBridgeAdapterContract;
before(async () => {
adapter = await CeloBridgeAdapterContract.deployFrom0xArtifactAsync(
zeroExArtifacts.CeloBridgeAdapter,
env.provider,
env.txDefaults,
zeroExArtifacts,
constants.NULL_ADDRESS,
);
});
it('sell sources', async () => {
const sellSources = SELL_SOURCE_FILTER_BY_CHAIN_ID[ChainId.Celo].exclude([
ERC20BridgeSource.Native,
ERC20BridgeSource.MultiHop,
]).sources;
return Promise.all(
sellSources.map(async source => {
const isSupported = await adapter
.isSupportedSource(getErc20BridgeSourceToBridgeSource(source))
.callAsync();
expect(isSupported, `${source} is not supported`).to.be.true();
}),
);
});
it('buy sources', async () => {
const buySources = BUY_SOURCE_FILTER_BY_CHAIN_ID[ChainId.Celo].exclude([
ERC20BridgeSource.Native,
ERC20BridgeSource.MultiHop,
]).sources;
return Promise.all(
buySources.map(async source => {
const isSupported = await adapter
.isSupportedSource(getErc20BridgeSourceToBridgeSource(source))
.callAsync();
expect(isSupported, `${source} is not supported`).to.be.true();
}),
);
});
});
describe('Ethereum', () => {
let adapter: EthereumBridgeAdapterContract;
before(async () => {
adapter = await EthereumBridgeAdapterContract.deployFrom0xArtifactAsync(
zeroExArtifacts.EthereumBridgeAdapter,
env.provider,
env.txDefaults,
zeroExArtifacts,
constants.NULL_ADDRESS,
);
});
it('sell sources', async () => {
const sellSources = SELL_SOURCE_FILTER_BY_CHAIN_ID[ChainId.Mainnet].exclude([
ERC20BridgeSource.Native,
ERC20BridgeSource.MultiHop,
]).sources;
return Promise.all(
sellSources.map(async source => {
const isSupported = await adapter
.isSupportedSource(getErc20BridgeSourceToBridgeSource(source))
.callAsync();
expect(isSupported, `${source} is not supported`).to.be.true();
}),
);
});
it('buy sources', async () => {
const buySources = BUY_SOURCE_FILTER_BY_CHAIN_ID[ChainId.Mainnet].exclude([
ERC20BridgeSource.Native,
ERC20BridgeSource.MultiHop,
]).sources;
return Promise.all(
buySources.map(async source => {
const isSupported = await adapter
.isSupportedSource(getErc20BridgeSourceToBridgeSource(source))
.callAsync();
expect(isSupported, `${source} is not supported`).to.be.true();
}),
);
});
});
describe('Fantom', () => {
let adapter: FantomBridgeAdapterContract;
before(async () => {
adapter = await FantomBridgeAdapterContract.deployFrom0xArtifactAsync(
zeroExArtifacts.FantomBridgeAdapter,
env.provider,
env.txDefaults,
zeroExArtifacts,
constants.NULL_ADDRESS,
);
});
it('sell sources', async () => {
const sellSources = SELL_SOURCE_FILTER_BY_CHAIN_ID[ChainId.Fantom].exclude([
ERC20BridgeSource.Native,
ERC20BridgeSource.MultiHop,
]).sources;
return Promise.all(
sellSources.map(async source => {
const isSupported = await adapter
.isSupportedSource(getErc20BridgeSourceToBridgeSource(source))
.callAsync();
expect(isSupported, `${source} is not supported`).to.be.true();
}),
);
});
it('buy sources', async () => {
const buySources = BUY_SOURCE_FILTER_BY_CHAIN_ID[ChainId.Fantom].exclude([
ERC20BridgeSource.Native,
ERC20BridgeSource.MultiHop,
]).sources;
return Promise.all(
buySources.map(async source => {
const isSupported = await adapter
.isSupportedSource(getErc20BridgeSourceToBridgeSource(source))
.callAsync();
expect(isSupported, `${source} is not supported`).to.be.true();
}),
);
});
});
describe('Optimism', () => {
let adapter: OptimismBridgeAdapterContract;
before(async () => {
adapter = await OptimismBridgeAdapterContract.deployFrom0xArtifactAsync(
zeroExArtifacts.OptimismBridgeAdapter,
env.provider,
env.txDefaults,
zeroExArtifacts,
constants.NULL_ADDRESS,
);
});
it('sell sources', async () => {
const sellSources = SELL_SOURCE_FILTER_BY_CHAIN_ID[ChainId.Optimism].exclude([
ERC20BridgeSource.Native,
ERC20BridgeSource.MultiHop,
]).sources;
return Promise.all(
sellSources.map(async source => {
const isSupported = await adapter
.isSupportedSource(getErc20BridgeSourceToBridgeSource(source))
.callAsync();
expect(isSupported, `${source} is not supported`).to.be.true();
}),
);
});
it('buy sources', async () => {
const buySources = BUY_SOURCE_FILTER_BY_CHAIN_ID[ChainId.Optimism].exclude([
ERC20BridgeSource.Native,
ERC20BridgeSource.MultiHop,
]).sources;
return Promise.all(
buySources.map(async source => {
const isSupported = await adapter
.isSupportedSource(getErc20BridgeSourceToBridgeSource(source))
.callAsync();
expect(isSupported, `${source} is not supported`).to.be.true();
}),
);
});
});
describe('Polygon', () => {
let adapter: PolygonBridgeAdapterContract;
before(async () => {
adapter = await PolygonBridgeAdapterContract.deployFrom0xArtifactAsync(
zeroExArtifacts.PolygonBridgeAdapter,
env.provider,
env.txDefaults,
zeroExArtifacts,
constants.NULL_ADDRESS,
);
});
it('sell sources', async () => {
const sellSources = SELL_SOURCE_FILTER_BY_CHAIN_ID[ChainId.Polygon].exclude([
ERC20BridgeSource.Native,
ERC20BridgeSource.MultiHop,
]).sources;
return Promise.all(
sellSources.map(async source => {
const isSupported = await adapter
.isSupportedSource(getErc20BridgeSourceToBridgeSource(source))
.callAsync();
expect(isSupported, `${source} is not supported`).to.be.true();
}),
);
});
it('buy sources', async () => {
const buySources = BUY_SOURCE_FILTER_BY_CHAIN_ID[ChainId.Polygon].exclude([
ERC20BridgeSource.Native,
ERC20BridgeSource.MultiHop,
]).sources;
return Promise.all(
buySources.map(async source => {
const isSupported = await adapter
.isSupportedSource(getErc20BridgeSourceToBridgeSource(source))
.callAsync();
expect(isSupported, `${source} is not supported`).to.be.true();
}),
);
});
});
});

View File

@@ -1,9 +1,7 @@
import { ChainId } from '@0x/contract-addresses';
import { blockchainTests, describe, expect, toBaseUnitAmount, Web3ProviderEngine } from '@0x/contracts-test-utils';
import { RPCSubprovider } from '@0x/subproviders';
import { BigNumber, NULL_BYTES, providerUtils } from '@0x/utils';
import { BigNumber, providerUtils } from '@0x/utils';
import { KYBER_CONFIG_BY_CHAIN_ID, MAINNET_TOKENS } from '../../src/utils/market_operation_utils/constants';
import { artifacts } from '../artifacts';
import { ERC20BridgeSamplerContract } from '../wrappers';
@@ -79,60 +77,4 @@ blockchainTests.skip('Mainnet Sampler Tests', env => {
});
});
});
describe('Kyber', () => {
const WETH = MAINNET_TOKENS.WETH;
const DAI = MAINNET_TOKENS.DAI;
const USDC = MAINNET_TOKENS.USDC;
const RESERVE_OFFSET = new BigNumber(0);
const KYBER_OPTS = {
...KYBER_CONFIG_BY_CHAIN_ID[ChainId.Mainnet],
reserveOffset: RESERVE_OFFSET,
hint: NULL_BYTES,
};
describe('sampleSellsFromKyberNetwork()', () => {
it('samples sells from Kyber DAI->WETH', async () => {
const [, samples] = await testContract
.sampleSellsFromKyberNetwork(KYBER_OPTS, DAI, WETH, [toBaseUnitAmount(1)])
.callAsync({ overrides });
expect(samples.length).to.be.bignumber.greaterThan(0);
expect(samples[0]).to.be.bignumber.greaterThan(0);
});
it('samples sells from Kyber WETH->DAI', async () => {
const [, samples] = await testContract
.sampleSellsFromKyberNetwork(KYBER_OPTS, WETH, DAI, [toBaseUnitAmount(1)])
.callAsync({ overrides });
expect(samples.length).to.be.bignumber.greaterThan(0);
expect(samples[0]).to.be.bignumber.greaterThan(0);
});
it('samples sells from Kyber DAI->USDC', async () => {
const [, samples] = await testContract
.sampleSellsFromKyberNetwork(KYBER_OPTS, DAI, USDC, [toBaseUnitAmount(1)])
.callAsync({ overrides });
expect(samples.length).to.be.bignumber.greaterThan(0);
expect(samples[0]).to.be.bignumber.greaterThan(0);
});
});
describe('sampleBuysFromKyber()', () => {
it('samples buys from Kyber WETH->DAI', async () => {
// From ETH to DAI
// I want to buy 1 DAI
const [, samples] = await testContract
.sampleBuysFromKyberNetwork(KYBER_OPTS, WETH, DAI, [toBaseUnitAmount(1)])
.callAsync({ overrides });
expect(samples.length).to.be.bignumber.greaterThan(0);
expect(samples[0]).to.be.bignumber.greaterThan(0);
});
it('samples buys from Kyber DAI->WETH', async () => {
// From USDC to DAI
// I want to buy 1 WETH
const [, samples] = await testContract
.sampleBuysFromKyberNetwork(KYBER_OPTS, DAI, WETH, [toBaseUnitAmount(1)])
.callAsync({ overrides });
expect(samples.length).to.be.bignumber.greaterThan(0);
expect(samples[0]).to.be.bignumber.greaterThan(0);
});
});
});
});

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