Publish

- @0x/contracts-integrations@2.7.56
 - @0x/asset-swapper@16.19.1

contracts/integrations/package.json

@@ -1,6 +1,6 @@
 {
     "name": "@0x/contracts-integrations",
-    "version": "2.7.52",
+    "version": "2.7.56",
     "private": true,
     "engines": {
         "node": ">=6.12"
@@ -93,7 +93,7 @@
         "typescript": "4.2.2"
     },
     "dependencies": {
-        "@0x/asset-swapper": "^6.18.1",
+        "@0x/asset-swapper": "^16.19.1",
         "@0x/base-contract": "^6.4.0",
         "@0x/contracts-asset-proxy": "^3.7.16",
         "@0x/contracts-erc1155": "^2.1.34",

packages/asset-swapper/CHANGELOG.json

@@ -1,4 +1,42 @@
 [
+    {
+        "version": "16.19.1",
+        "changes": [
+            {
+                "note": "Fix LiquidityProvider fallback",
+                "pr": 272
+            }
+        ],
+        "timestamp": 1625544188
+    },
+    {
+        "version": "16.19.0",
+        "changes": [
+            {
+                "note": "Add LiquidityProvider to Polygon sources",
+                "pr": 270
+            }
+        ],
+        "timestamp": 1625190486
+    },
+    {
+        "version": "6.18.3",
+        "changes": [
+            {
+                "note": "Polygon Balance V2"
+            }
+        ],
+        "timestamp": 1624987208
+    },
+    {
+        "timestamp": 1624562704,
+        "version": "6.18.2",
+        "changes": [
+            {
+                "note": "Dependencies updated"
+            }
+        ]
+    },
     {
         "version": "6.18.1",
         "changes": [

packages/asset-swapper/CHANGELOG.md

@@ -5,6 +5,22 @@ Edit the package's CHANGELOG.json file only.
 
 CHANGELOG
 
+## v16.19.1 - _July 6, 2021_
+
+    * Fix LiquidityProvider fallback (#272)
+
+## v16.19.0 - _July 2, 2021_
+
+    * Add LiquidityProvider to Polygon sources (#270)
+
+## v6.18.3 - _June 29, 2021_
+
+    * Polygon Balance V2
+
+## v6.18.2 - _June 24, 2021_
+
+    * Dependencies updated
+
 ## v6.18.1 - _June 22, 2021_
 
     * FirebirdOneSwap, ApeSwap. New hop tokens: DFYN, BANANA, WEXPOLY (#265)

packages/asset-swapper/contracts/src/KyberDmmSampler.sol

@@ -20,12 +20,20 @@
 pragma solidity ^0.6;
 pragma experimental ABIEncoderV2;
 
-interface IKyberDmmFactory {
+interface IKyberDmmPool {
 
-    function getPoolAtIndex(address token0, address token1, uint256 index)
+    function totalSupply()
         external
         view
-        returns (address);
+        returns (uint256);
+}
+
+interface IKyberDmmFactory {
+
+    function getPools(address token0, address token1)
+        external
+        view
+        returns (address[] memory _tokenPools);
 }
 
 interface IKyberDmmRouter {
@@ -140,17 +148,26 @@ contract KyberDmmSampler
         view
         returns (address[] memory pools)
     {
-        pools = new address[](path.length - 1);
         IKyberDmmFactory factory = IKyberDmmFactory(IKyberDmmRouter(router).factory());
+        pools = new address[](path.length - 1);
         for (uint256 i = 0; i < pools.length; i++) {
-            // Currently only supporting the first pool found at the index
+            // find the best pool
+            address[] memory allPools;
             try
-                factory.getPoolAtIndex
+                factory.getPools
                     {gas: KYBER_DMM_CALL_GAS}
-                    (path[i], path[i + 1], 0)
-                returns (address pool)
+                    (path[i], path[i + 1])
+                returns (address[] memory allPools)
             {
-                pools[i] = pool;
+                uint256 maxSupply = 0;
+                require(allPools.length >= 1, "KyberDMMSampler/NO_POOLS_FOUND");
+                for (uint256 j = 0; j < allPools.length; j++) {
+                    uint256 totalSupply = IKyberDmmPool(allPools[j]).totalSupply();
+                    if (totalSupply > maxSupply) {
+                        maxSupply = totalSupply;
+                        pools[i] = allPools[j];
+                    }
+                }
             } catch (bytes memory) {
                 return new address[](0);
             }

packages/asset-swapper/package.json

@@ -1,6 +1,6 @@
 {
     "name": "@0x/asset-swapper",
-    "version": "6.18.1",
+    "version": "16.19.1",
     "engines": {
         "node": ">=6.12"
     },

packages/asset-swapper/src/utils/market_operation_utils/constants.ts

@@ -146,6 +146,10 @@ export const SELL_SOURCE_FILTER_BY_CHAIN_ID = valueByChainId<SourceFilters>(
             ERC20BridgeSource.Polydex,
             ERC20BridgeSource.ApeSwap,
             ERC20BridgeSource.FirebirdOneSwap,
+            ERC20BridgeSource.BalancerV2,
+            ERC20BridgeSource.KyberDmm,
+            ERC20BridgeSource.LiquidityProvider,
+            ERC20BridgeSource.MultiHop,
         ]),
     },
     new SourceFilters([]),
@@ -237,6 +241,10 @@ export const BUY_SOURCE_FILTER_BY_CHAIN_ID = valueByChainId<SourceFilters>(
             ERC20BridgeSource.Polydex,
             ERC20BridgeSource.ApeSwap,
             ERC20BridgeSource.FirebirdOneSwap,
+            ERC20BridgeSource.BalancerV2,
+            ERC20BridgeSource.KyberDmm,
+            ERC20BridgeSource.LiquidityProvider,
+            ERC20BridgeSource.MultiHop,
         ]),
     },
     new SourceFilters([]),
@@ -262,13 +270,13 @@ export const FEE_QUOTE_SOURCES_BY_CHAIN_ID = valueByChainId<ERC20BridgeSource[]>
 
 // HACK(mzhu25): Limit and RFQ orders need to be treated as different sources
 //               when computing the exchange proxy gas overhead.
-export const SOURCE_FLAGS: { [key in ERC20BridgeSource]: number } & {
-    RfqOrder: number;
-    LimitOrder: number;
+export const SOURCE_FLAGS: { [key in ERC20BridgeSource]: bigint } & {
+    RfqOrder: bigint;
+    LimitOrder: bigint;
 } = Object.assign(
     {},
     ...['RfqOrder', 'LimitOrder', ...Object.values(ERC20BridgeSource)].map((source, index) => ({
-        [source]: source === ERC20BridgeSource.Native ? 0 : 1 << index,
+        [source]: source === ERC20BridgeSource.Native ? BigInt(0) : BigInt(1) << BigInt(index),
     })),
 );
 
@@ -517,10 +525,6 @@ export const DEFAULT_INTERMEDIATE_TOKENS_BY_CHAIN_ID = valueByChainId<string[]>(
             POLYGON_TOKENS.DAI,
             POLYGON_TOKENS.USDT,
             POLYGON_TOKENS.WBTC,
-            POLYGON_TOKENS.QUICK,
-            POLYGON_TOKENS.DFYN,
-            POLYGON_TOKENS.BANANA,
-            POLYGON_TOKENS.WEXPOLY,
         ],
     },
     [],
@@ -1135,6 +1139,7 @@ export const OASIS_ROUTER_BY_CHAIN_ID = valueByChainId<string>(
 export const KYBER_DMM_ROUTER_BY_CHAIN_ID = valueByChainId<string>(
     {
         [ChainId.Mainnet]: '0x1c87257f5e8609940bc751a07bb085bb7f8cdbe6',
+        [ChainId.Polygon]: '0x546c79662e028b661dfb4767664d0273184e4dd1',
     },
     NULL_ADDRESS,
 );
@@ -1283,6 +1288,7 @@ export const COMPONENT_POOLS_BY_CHAIN_ID = valueByChainId(
 export const BALANCER_V2_VAULT_ADDRESS_BY_CHAIN = valueByChainId<string>(
     {
         [ChainId.Mainnet]: '0xba12222222228d8ba445958a75a0704d566bf2c8',
+        [ChainId.Polygon]: '0xba12222222228d8ba445958a75a0704d566bf2c8',
     },
     NULL_ADDRESS,
 );
@@ -1303,7 +1309,13 @@ export const LIDO_INFO_BY_CHAIN = valueByChainId<LidoInfo>(
 export const BALANCER_SUBGRAPH_URL = 'https://api.thegraph.com/subgraphs/name/balancer-labs/balancer';
 export const BALANCER_TOP_POOLS_FETCHED = 250;
 export const BALANCER_MAX_POOLS_FETCHED = 3;
-export const BALANCER_V2_SUBGRAPH_URL = 'https://api.thegraph.com/subgraphs/name/balancer-labs/balancer-v2';
+
+export const BALANCER_V2_SUBGRAPH_URL_BY_CHAIN = valueByChainId<string>(
+    {
+        [ChainId.Polygon]: 'https://api.thegraph.com/subgraphs/name/balancer-labs/balancer-polygon-v2',
+    },
+    'https://api.thegraph.com/subgraphs/name/balancer-labs/balancer-v2',
+);
 
 export const UNISWAPV3_CONFIG_BY_CHAIN_ID = valueByChainId(
     {

packages/asset-swapper/src/utils/market_operation_utils/index.ts

@@ -523,7 +523,7 @@ export class MarketOperationUtils {
             const sturdyFills = fills.filter(p => p.length > 0 && !fragileSources.includes(p[0].source));
             const sturdyOptimalPath = await findOptimalPathAsync(side, sturdyFills, inputAmount, opts.runLimit, {
                 ...penaltyOpts,
-                exchangeProxyOverhead: (sourceFlags: number) =>
+                exchangeProxyOverhead: (sourceFlags: bigint) =>
                     // tslint:disable-next-line: no-bitwise
                     penaltyOpts.exchangeProxyOverhead(sourceFlags | optimalPath.sourceFlags),
             });

packages/asset-swapper/src/utils/market_operation_utils/path.ts

@@ -36,7 +36,7 @@ export const DEFAULT_PATH_PENALTY_OPTS: PathPenaltyOpts = {
 export class Path {
     public collapsedFills?: ReadonlyArray<CollapsedFill>;
     public orders?: OptimizedMarketOrder[];
-    public sourceFlags: number = 0;
+    public sourceFlags: bigint = BigInt(0);
     protected _size: PathSize = { input: ZERO_AMOUNT, output: ZERO_AMOUNT };
     protected _adjustedSize: PathSize = { input: ZERO_AMOUNT, output: ZERO_AMOUNT };
 
@@ -78,6 +78,11 @@ export class Path {
         return this;
     }
 
+    /**
+     * Add a fallback path to the current path
+     * Fallback must contain exclusive fills that are
+     * not present in this path
+     */
     public addFallback(fallback: Path): this {
         // If the last fill is Native and penultimate is not, then the intention was to partial fill
         // In this case we drop it entirely as we can't handle a failure at the end and we don't
@@ -93,9 +98,18 @@ export class Path {
         // an additional protocol fee. I.e [Uniswap,Native,Kyber] becomes [Native,Uniswap,Kyber]
         // In the previous step we dropped any hanging Native partial fills, as to not fully fill
         const nativeFills = this.fills.filter(f => f.source === ERC20BridgeSource.Native);
-        this.fills = [...nativeFills.filter(f => f !== lastNativeFillIfExists), ...fallback.fills];
+        const otherFills = this.fills.filter(f => f.source !== ERC20BridgeSource.Native);
+        const otherSourcePathIds = otherFills.map(f => f.sourcePathId);
+        this.fills = [
+            // Append all of the native fills first
+            ...nativeFills.filter(f => f !== lastNativeFillIfExists),
+            // Add the other fills that are not native in the optimal path
+            ...otherFills,
+            // Add the fallbacks to the end that aren't already included
+            ...fallback.fills.filter(f => !otherSourcePathIds.includes(f.sourcePathId)),
+        ];
         // Recompute the source flags
-        this.sourceFlags = this.fills.reduce((flags, fill) => flags | fill.flags, 0);
+        this.sourceFlags = this.fills.reduce((flags, fill) => flags | fill.flags, BigInt(0));
         return this;
     }
 

packages/asset-swapper/src/utils/market_operation_utils/pools_cache/balancer_v2_utils.ts

@@ -1,3 +1,4 @@
+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';
@@ -5,7 +6,11 @@ import { gql, request } from 'graphql-request';
 
 import { DEFAULT_WARNING_LOGGER } from '../../../constants';
 import { LogFunction } from '../../../types';
-import { BALANCER_MAX_POOLS_FETCHED, BALANCER_TOP_POOLS_FETCHED, BALANCER_V2_SUBGRAPH_URL } from '../constants';
+import {
+    BALANCER_MAX_POOLS_FETCHED,
+    BALANCER_TOP_POOLS_FETCHED,
+    BALANCER_V2_SUBGRAPH_URL_BY_CHAIN,
+} from '../constants';
 
 import { parsePoolData } from './balancer_sor_v2';
 import { CacheValue, PoolsCache } from './pools_cache';
@@ -45,7 +50,8 @@ export class BalancerV2PoolsCache extends PoolsCache {
     }
 
     constructor(
-        private readonly subgraphUrl: string = BALANCER_V2_SUBGRAPH_URL,
+        chainId: 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,

packages/asset-swapper/src/utils/market_operation_utils/sampler_operations.ts

@@ -122,7 +122,7 @@ export class SamplerOperations {
         this.poolsCaches = poolsCaches
             ? poolsCaches
             : {
-                  [ERC20BridgeSource.BalancerV2]: new BalancerV2PoolsCache(),
+                  [ERC20BridgeSource.BalancerV2]: new BalancerV2PoolsCache(chainId),
                   [ERC20BridgeSource.Balancer]: new BalancerPoolsCache(),
                   [ERC20BridgeSource.Cream]: new CreamPoolsCache(),
               };

packages/asset-swapper/src/utils/market_operation_utils/types.ts

@@ -274,7 +274,7 @@ export interface Fill<TFillData extends FillData = FillData> {
     // paths that have the same `source` IDs but are distinct (e.g., Curves).
     sourcePathId: string;
     // See `SOURCE_FLAGS`.
-    flags: number;
+    flags: bigint;
     // Input fill amount (taker asset amount in a sell, maker asset amount in a buy).
     input: BigNumber;
     // Output fill amount (maker asset amount in a sell, taker asset amount in a buy).
@@ -363,7 +363,7 @@ export interface GetMarketOrdersRfqOpts extends RfqRequestOpts {
 
 export type FeeEstimate = (fillData: FillData) => number | BigNumber;
 export type FeeSchedule = Partial<{ [key in ERC20BridgeSource]: FeeEstimate }>;
-export type ExchangeProxyOverhead = (sourceFlags: number) => BigNumber;
+export type ExchangeProxyOverhead = (sourceFlags: bigint) => BigNumber;
 
 /**
  * Options for `getMarketSellOrdersAsync()` and `getMarketBuyOrdersAsync()`.
@@ -465,7 +465,7 @@ export interface SourceQuoteOperation<TFillData extends FillData = FillData> ext
 
 export interface OptimizerResult {
     optimizedOrders: OptimizedMarketOrder[];
-    sourceFlags: number;
+    sourceFlags: bigint;
     liquidityDelivered: CollapsedFill[] | DexSample<MultiHopFillData>;
     marketSideLiquidity: MarketSideLiquidity;
     adjustedRate: BigNumber;

packages/asset-swapper/test/comparison_price_test.ts

@@ -39,7 +39,7 @@ const feeSchedule = {
     [ERC20BridgeSource.Native]: _.constant(GAS_PRICE.times(NATIVE_ORDER_FEE)),
 };
 
-const exchangeProxyOverhead = (sourceFlags: number) => {
+const exchangeProxyOverhead = (sourceFlags: bigint) => {
     if ([SOURCE_FLAGS.RfqOrder].includes(sourceFlags)) {
         return new BigNumber(20e3).times(GAS_PRICE);
     } else {

packages/asset-swapper/test/market_operation_utils_test.ts

@@ -1280,7 +1280,7 @@ describe('MarketOperationUtils tests', () => {
                 });
                 const optimizer = new MarketOperationUtils(MOCK_SAMPLER, contractAddresses, ORDER_DOMAIN);
                 const gasPrice = 100e9; // 100 gwei
-                const exchangeProxyOverhead = (sourceFlags: number) =>
+                const exchangeProxyOverhead = (sourceFlags: bigint) =>
                     sourceFlags === SOURCE_FLAGS.LiquidityProvider
                         ? constants.ZERO_AMOUNT
                         : new BigNumber(1.3e5).times(gasPrice);
@@ -1663,7 +1663,7 @@ describe('MarketOperationUtils tests', () => {
                 });
                 const optimizer = new MarketOperationUtils(MOCK_SAMPLER, contractAddresses, ORDER_DOMAIN);
                 const gasPrice = 100e9; // 100 gwei
-                const exchangeProxyOverhead = (sourceFlags: number) =>
+                const exchangeProxyOverhead = (sourceFlags: bigint) =>
                     sourceFlags === SOURCE_FLAGS.LiquidityProvider
                         ? constants.ZERO_AMOUNT
                         : new BigNumber(1.3e5).times(gasPrice);

packages/asset-swapper/test/path_test.ts

@@ -0,0 +1,86 @@
+import { expect } from '@0x/contracts-test-utils';
+import { BigNumber } from '@0x/utils';
+
+import { MarketOperation } from '../src/types';
+import { Path } from '../src/utils/market_operation_utils/path';
+import { ERC20BridgeSource, Fill } from '../src/utils/market_operation_utils/types';
+
+const createFill = (
+    source: ERC20BridgeSource,
+    input: BigNumber = new BigNumber(100),
+    output: BigNumber = new BigNumber(100),
+): Fill =>
+    // tslint:disable-next-line: no-object-literal-type-assertion
+    ({
+        source,
+        input,
+        output,
+        adjustedOutput: output,
+        flags: BigInt(0),
+        sourcePathId: source,
+    } as Fill);
+
+describe('Path', () => {
+    it('Adds a fallback', () => {
+        const targetInput = new BigNumber(100);
+        const path = Path.create(
+            MarketOperation.Sell,
+            [createFill(ERC20BridgeSource.Native), createFill(ERC20BridgeSource.Native)],
+            targetInput,
+        );
+        const fallback = Path.create(MarketOperation.Sell, [createFill(ERC20BridgeSource.Uniswap)], targetInput);
+        path.addFallback(fallback);
+        const sources = path.fills.map(f => f.source);
+        expect(sources).to.deep.eq([ERC20BridgeSource.Native, ERC20BridgeSource.Native, ERC20BridgeSource.Uniswap]);
+    });
+
+    it('Adds a fallback with LiquidityProvider', () => {
+        const targetInput = new BigNumber(100);
+        const path = Path.create(
+            MarketOperation.Sell,
+            [createFill(ERC20BridgeSource.Native), createFill(ERC20BridgeSource.LiquidityProvider)],
+            targetInput,
+        );
+        const fallback = Path.create(MarketOperation.Sell, [createFill(ERC20BridgeSource.Uniswap)], targetInput);
+        path.addFallback(fallback);
+        const sources = path.fills.map(f => f.source);
+        expect(sources).to.deep.eq([
+            ERC20BridgeSource.Native,
+            ERC20BridgeSource.LiquidityProvider,
+            ERC20BridgeSource.Uniswap,
+        ]);
+    });
+
+    it('Removes partial Native orders', () => {
+        const targetInput = new BigNumber(100);
+        const path = Path.create(
+            MarketOperation.Sell,
+            [
+                createFill(ERC20BridgeSource.Uniswap),
+                createFill(ERC20BridgeSource.LiquidityProvider),
+                createFill(ERC20BridgeSource.Native),
+            ],
+            targetInput,
+        );
+        const fallback = Path.create(MarketOperation.Sell, [createFill(ERC20BridgeSource.Kyber)], targetInput);
+        path.addFallback(fallback);
+        const sources = path.fills.map(f => f.source);
+        expect(sources).to.deep.eq([
+            ERC20BridgeSource.Uniswap,
+            ERC20BridgeSource.LiquidityProvider,
+            ERC20BridgeSource.Kyber,
+        ]);
+    });
+    it('Handles duplicates', () => {
+        const targetInput = new BigNumber(100);
+        const path = Path.create(
+            MarketOperation.Sell,
+            [createFill(ERC20BridgeSource.Uniswap), createFill(ERC20BridgeSource.LiquidityProvider)],
+            targetInput,
+        );
+        const fallback = Path.create(MarketOperation.Sell, [createFill(ERC20BridgeSource.Uniswap)], targetInput);
+        path.addFallback(fallback);
+        const sources = path.fills.map(f => f.source);
+        expect(sources).to.deep.eq([ERC20BridgeSource.Uniswap, ERC20BridgeSource.LiquidityProvider]);
+    });
+});

packages/asset-swapper/test/pools_cache_test.ts

@@ -1,3 +1,4 @@
+import { ChainId } from '@0x/contract-addresses';
 import * as chai from 'chai';
 import 'mocha';
 
@@ -49,7 +50,7 @@ describe('Pools Caches for Balancer-based sampling', () => {
     });
 
     describe('BalancerV2PoolsCache', () => {
-        const cache = new BalancerV2PoolsCache();
+        const cache = new BalancerV2PoolsCache(ChainId.Mainnet);
         it('fetches pools', async () => {
             const pairs = [
                 [wethAddress, wbtcAddress],