Compare commits

...

8 Commits

Author SHA1 Message Date
Github Actions
cd93f3b07e Publish
- @0x/contracts-integrations@2.7.58
 - @0x/asset-swapper@16.21.0
2021-07-10 08:00:34 +00:00
Github Actions
8397b12de6 Updated CHANGELOGS & MD docs 2021-07-10 08:00:29 +00:00
Romain Butteaud
3f85acec3a feat: JetSwap (#280)
* feat: JetSwap

* feat: JetSwap, changelog
2021-07-10 00:18:29 -07:00
phil-ociraptor
d6a9e3d600 fix: uncaught type error while logging (#277) 2021-07-07 14:28:42 -05:00
phil-ociraptor
361569ac2f chore: emit a log when a quote is returned that is between 99-100% of quote (#275) 2021-07-06 17:19:41 -05:00
Github Actions
719664c145 Publish
- @0x/contracts-integrations@2.7.57
 - @0x/asset-swapper@16.20.0
2021-07-06 21:34:44 +00:00
Github Actions
f800d6c24c Updated CHANGELOGS & MD docs 2021-07-06 21:34:39 +00:00
Romain Butteaud
a9a81bcafb feat: ShibaSwap (#276) 2021-07-06 13:53:39 -07:00
10 changed files with 94 additions and 4 deletions

View File

@@ -1,6 +1,6 @@
{
"name": "@0x/contracts-integrations",
"version": "2.7.56",
"version": "2.7.58",
"private": true,
"engines": {
"node": ">=6.12"
@@ -93,7 +93,7 @@
"typescript": "4.2.2"
},
"dependencies": {
"@0x/asset-swapper": "^16.19.1",
"@0x/asset-swapper": "^16.21.0",
"@0x/base-contract": "^6.4.0",
"@0x/contracts-asset-proxy": "^3.7.16",
"@0x/contracts-erc1155": "^2.1.34",

View File

@@ -1,4 +1,24 @@
[
{
"version": "16.21.0",
"changes": [
{
"note": "JetSwap",
"pr": 280
}
],
"timestamp": 1625904026
},
{
"version": "16.20.0",
"changes": [
{
"note": "ShibaSwap",
"pr": 276
}
],
"timestamp": 1625607277
},
{
"version": "16.19.1",
"changes": [

View File

@@ -5,6 +5,14 @@ Edit the package's CHANGELOG.json file only.
CHANGELOG
## v16.21.0 - _July 10, 2021_
* JetSwap (#280)
## v16.20.0 - _July 6, 2021_
* ShibaSwap (#276)
## v16.19.1 - _July 6, 2021_
* Fix LiquidityProvider fallback (#272)

View File

@@ -1,6 +1,6 @@
{
"name": "@0x/asset-swapper",
"version": "16.19.1",
"version": "16.21.0",
"engines": {
"node": ">=6.12"
},

View File

@@ -18,6 +18,7 @@ import {
ELLIPSIS_BSC_INFOS,
FIREBIRDONESWAP_BSC_INFOS,
FIREBIRDONESWAP_POLYGON_INFOS,
JETSWAP_ROUTER_BY_CHAIN_ID,
JULSWAP_ROUTER_BY_CHAIN_ID,
KYBER_BANNED_RESERVES,
KYBER_BRIDGED_LIQUIDITY_PREFIX,
@@ -32,6 +33,7 @@ import {
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,
@@ -399,7 +401,9 @@ export function uniswapV2LikeRouterAddress(
| ERC20BridgeSource.ComethSwap
| ERC20BridgeSource.Dfyn
| ERC20BridgeSource.WaultSwap
| ERC20BridgeSource.Polydex,
| ERC20BridgeSource.Polydex
| ERC20BridgeSource.ShibaSwap
| ERC20BridgeSource.JetSwap,
): string {
switch (source) {
case ERC20BridgeSource.UniswapV2:
@@ -432,6 +436,10 @@ export function uniswapV2LikeRouterAddress(
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];
default:
throw new Error(`Unknown UniswapV2 like source ${source}`);
}

View File

@@ -97,6 +97,7 @@ export const SELL_SOURCE_FILTER_BY_CHAIN_ID = valueByChainId<SourceFilters>(
ERC20BridgeSource.XSigma,
ERC20BridgeSource.UniswapV3,
ERC20BridgeSource.CurveV2,
ERC20BridgeSource.ShibaSwap,
]),
[ChainId.Ropsten]: new SourceFilters([
ERC20BridgeSource.Kyber,
@@ -131,6 +132,7 @@ export const SELL_SOURCE_FILTER_BY_CHAIN_ID = valueByChainId<SourceFilters>(
ERC20BridgeSource.LiquidityProvider,
ERC20BridgeSource.WaultSwap,
ERC20BridgeSource.FirebirdOneSwap,
ERC20BridgeSource.JetSwap,
]),
[ChainId.Polygon]: new SourceFilters([
ERC20BridgeSource.SushiSwap,
@@ -150,6 +152,7 @@ export const SELL_SOURCE_FILTER_BY_CHAIN_ID = valueByChainId<SourceFilters>(
ERC20BridgeSource.KyberDmm,
ERC20BridgeSource.LiquidityProvider,
ERC20BridgeSource.MultiHop,
ERC20BridgeSource.JetSwap,
]),
},
new SourceFilters([]),
@@ -192,6 +195,7 @@ export const BUY_SOURCE_FILTER_BY_CHAIN_ID = valueByChainId<SourceFilters>(
ERC20BridgeSource.XSigma,
ERC20BridgeSource.UniswapV3,
ERC20BridgeSource.CurveV2,
ERC20BridgeSource.ShibaSwap,
]),
[ChainId.Ropsten]: new SourceFilters([
ERC20BridgeSource.Kyber,
@@ -226,6 +230,7 @@ export const BUY_SOURCE_FILTER_BY_CHAIN_ID = valueByChainId<SourceFilters>(
ERC20BridgeSource.LiquidityProvider,
ERC20BridgeSource.WaultSwap,
ERC20BridgeSource.FirebirdOneSwap,
ERC20BridgeSource.JetSwap,
]),
[ChainId.Polygon]: new SourceFilters([
ERC20BridgeSource.SushiSwap,
@@ -245,6 +250,7 @@ export const BUY_SOURCE_FILTER_BY_CHAIN_ID = valueByChainId<SourceFilters>(
ERC20BridgeSource.KyberDmm,
ERC20BridgeSource.LiquidityProvider,
ERC20BridgeSource.MultiHop,
ERC20BridgeSource.JetSwap,
]),
},
new SourceFilters([]),
@@ -1094,6 +1100,13 @@ export const LINKSWAP_ROUTER_BY_CHAIN_ID = valueByChainId<string>(
NULL_ADDRESS,
);
export const SHIBASWAP_ROUTER_BY_CHAIN_ID = valueByChainId<string>(
{
[ChainId.Mainnet]: '0x03f7724180aa6b939894b5ca4314783b0b36b329',
},
NULL_ADDRESS,
);
export const MSTABLE_POOLS_BY_CHAIN_ID = valueByChainId(
{
[ChainId.Mainnet]: {
@@ -1423,6 +1436,14 @@ export const POLYDEX_ROUTER_BY_CHAIN_ID = valueByChainId<string>(
NULL_ADDRESS,
);
export const JETSWAP_ROUTER_BY_CHAIN_ID = valueByChainId<string>(
{
[ChainId.BSC]: '0xbe65b8f75b9f20f4c522e0067a3887fada714800',
[ChainId.Polygon]: '0x5c6ec38fb0e2609672bdf628b1fd605a523e5923',
},
NULL_ADDRESS,
);
const uniswapV2CloneGasSchedule = (fillData?: FillData) => {
// TODO: Different base cost if to/from ETH.
let gas = 90e3;
@@ -1472,6 +1493,7 @@ export const DEFAULT_GAS_SCHEDULE: Required<FeeSchedule> = {
[ERC20BridgeSource.SushiSwap]: uniswapV2CloneGasSchedule,
[ERC20BridgeSource.CryptoCom]: uniswapV2CloneGasSchedule,
[ERC20BridgeSource.Linkswap]: uniswapV2CloneGasSchedule,
[ERC20BridgeSource.ShibaSwap]: uniswapV2CloneGasSchedule,
[ERC20BridgeSource.Balancer]: () => 120e3,
[ERC20BridgeSource.BalancerV2]: () => 100e3,
[ERC20BridgeSource.Cream]: () => 120e3,
@@ -1546,6 +1568,7 @@ export const DEFAULT_GAS_SCHEDULE: Required<FeeSchedule> = {
[ERC20BridgeSource.ComethSwap]: uniswapV2CloneGasSchedule,
[ERC20BridgeSource.Dfyn]: uniswapV2CloneGasSchedule,
[ERC20BridgeSource.Polydex]: uniswapV2CloneGasSchedule,
[ERC20BridgeSource.JetSwap]: uniswapV2CloneGasSchedule,
};
export const DEFAULT_FEE_SCHEDULE: Required<FeeSchedule> = { ...DEFAULT_GAS_SCHEDULE };

View File

@@ -172,6 +172,10 @@ export function getErc20BridgeSourceToBridgeSource(source: ERC20BridgeSource): s
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');
default:
throw new Error(AggregationError.NoBridgeForSource);
}
@@ -242,6 +246,8 @@ export function createBridgeDataForBridgeOrder(order: OptimizedMarketBridgeOrder
case ERC20BridgeSource.Dfyn:
case ERC20BridgeSource.WaultSwap:
case ERC20BridgeSource.Polydex:
case ERC20BridgeSource.ShibaSwap:
case ERC20BridgeSource.JetSwap:
const uniswapV2FillData = (order as OptimizedMarketBridgeOrder<UniswapV2FillData>).fillData;
bridgeData = encoder.encode([uniswapV2FillData.router, uniswapV2FillData.tokenAddressPath]);
break;
@@ -427,6 +433,7 @@ export const BRIDGE_ENCODERS: {
[ERC20BridgeSource.SushiSwap]: routerAddressPathEncoder,
[ERC20BridgeSource.CryptoCom]: routerAddressPathEncoder,
[ERC20BridgeSource.Linkswap]: routerAddressPathEncoder,
[ERC20BridgeSource.ShibaSwap]: routerAddressPathEncoder,
// BSC
[ERC20BridgeSource.PancakeSwap]: routerAddressPathEncoder,
[ERC20BridgeSource.PancakeSwapV2]: routerAddressPathEncoder,
@@ -441,6 +448,7 @@ export const BRIDGE_ENCODERS: {
[ERC20BridgeSource.ComethSwap]: routerAddressPathEncoder,
[ERC20BridgeSource.Dfyn]: routerAddressPathEncoder,
[ERC20BridgeSource.Polydex]: routerAddressPathEncoder,
[ERC20BridgeSource.JetSwap]: routerAddressPathEncoder,
// Generic pools
[ERC20BridgeSource.Shell]: poolEncoder,
[ERC20BridgeSource.Component]: poolEncoder,

View File

@@ -1229,6 +1229,8 @@ export class SamplerOperations {
case ERC20BridgeSource.Dfyn:
case ERC20BridgeSource.WaultSwap:
case ERC20BridgeSource.Polydex:
case ERC20BridgeSource.ShibaSwap:
case ERC20BridgeSource.JetSwap:
const uniLikeRouter = uniswapV2LikeRouterAddress(this.chainId, source);
if (!isValidAddress(uniLikeRouter)) {
return [];
@@ -1499,6 +1501,8 @@ export class SamplerOperations {
case ERC20BridgeSource.Dfyn:
case ERC20BridgeSource.WaultSwap:
case ERC20BridgeSource.Polydex:
case ERC20BridgeSource.ShibaSwap:
case ERC20BridgeSource.JetSwap:
const uniLikeRouter = uniswapV2LikeRouterAddress(this.chainId, source);
if (!isValidAddress(uniLikeRouter)) {
return [];

View File

@@ -68,6 +68,7 @@ export enum ERC20BridgeSource {
UniswapV3 = 'Uniswap_V3',
CurveV2 = 'Curve_V2',
Lido = 'Lido',
ShibaSwap = 'ShibaSwap',
// BSC only
PancakeSwap = 'PancakeSwap',
PancakeSwapV2 = 'PancakeSwap_V2',
@@ -86,6 +87,7 @@ export enum ERC20BridgeSource {
WaultSwap = 'WaultSwap',
Polydex = 'Polydex',
FirebirdOneSwap = 'FirebirdOneSwap',
JetSwap = 'JetSwap',
}
export type SourcesWithPoolsCache = ERC20BridgeSource.Balancer | ERC20BridgeSource.BalancerV2 | ERC20BridgeSource.Cream;

View File

@@ -29,6 +29,7 @@ import { RfqMakerBlacklist } from './rfq_maker_blacklist';
const MAKER_TIMEOUT_STREAK_LENGTH = 10;
const MAKER_TIMEOUT_BLACKLIST_DURATION_MINUTES = 10;
const FILL_RATIO_WARNING_LEVEL = 0.99;
const rfqMakerBlacklist = new RfqMakerBlacklist(MAKER_TIMEOUT_STREAK_LENGTH, MAKER_TIMEOUT_BLACKLIST_DURATION_MINUTES);
interface RfqQuote<T> {
@@ -563,6 +564,22 @@ export class QuoteRequestor {
this._warningLogger(order, 'Expiry too soon in RFQ-T firm quote, filtering out');
return false;
} else {
const takerAmount = new BigNumber(order.takerAmount);
const fillRatio = takerAmount.div(assetFillAmount);
if (fillRatio.lt(1) && fillRatio.gte(FILL_RATIO_WARNING_LEVEL)) {
this._warningLogger(
{
makerUri: result.makerUri,
fillRatio,
assetFillAmount,
takerToken,
makerToken,
takerAmount: order.takerAmount,
makerAmount: order.makerAmount,
},
'Fill ratio in warning range',
);
}
return true;
}
});