Publish

- @0x/contracts-integrations@2.7.31
 - @0x/asset-swapper@6.5.0

contracts/integrations/package.json

@@ -1,6 +1,6 @@
 {
     "name": "@0x/contracts-integrations",
-    "version": "2.7.30",
+    "version": "2.7.31",
     "private": true,
     "engines": {
         "node": ">=6.12"
@@ -93,7 +93,7 @@
         "typescript": "4.2.2"
     },
     "dependencies": {
-        "@0x/asset-swapper": "^6.4.0",
+        "@0x/asset-swapper": "^6.5.0",
         "@0x/base-contract": "^6.2.18",
         "@0x/contracts-asset-proxy": "^3.7.9",
         "@0x/contracts-erc1155": "^2.1.27",

packages/asset-swapper/CHANGELOG.json

@@ -1,4 +1,18 @@
 [
+    {
+        "version": "6.5.0",
+        "changes": [
+            {
+                "note": "Add Kyber DMM to Ethereum mainnet",
+                "pr": 194
+            },
+            {
+                "note": "Add default LiquidityProvider registry and allow LiquidityProvider gasCost to be a function of tokens",
+                "pr": 196
+            }
+        ],
+        "timestamp": 1617913615
+    },
     {
         "version": "6.4.0",
         "changes": [

packages/asset-swapper/CHANGELOG.md

@@ -5,6 +5,11 @@ Edit the package's CHANGELOG.json file only.
 
 CHANGELOG
 
+## v6.5.0 - _April 8, 2021_
+
+    * Add Kyber DMM to Ethereum mainnet (#194)
+    * Add default LiquidityProvider registry and allow LiquidityProvider gasCost to be a function of tokens (#196)
+
 ## v6.4.0 - _April 1, 2021_
 
     * Use SOURCE_FLAGS.rfqOrder in comparisonPrice (#177)

packages/asset-swapper/package.json

@@ -1,6 +1,6 @@
 {
     "name": "@0x/asset-swapper",
-    "version": "6.4.0",
+    "version": "6.5.0",
     "engines": {
         "node": ">=6.12"
     },

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

@@ -7,6 +7,7 @@ import {
     CRYPTO_COM_ROUTER_BY_CHAIN_ID,
     ELLIPSIS_BSC_INFOS,
     KYBER_BRIDGED_LIQUIDITY_PREFIX,
+    KYBER_DMM_ROUTER_BY_CHAIN_ID,
     MAINNET_CURVE_INFOS,
     MAINNET_SNOWSWAP_INFOS,
     MAINNET_SWERVE_INFOS,
@@ -176,7 +177,8 @@ export function uniswapV2LikeRouterAddress(
         | ERC20BridgeSource.SushiSwap
         | ERC20BridgeSource.CryptoCom
         | ERC20BridgeSource.PancakeSwap
-        | ERC20BridgeSource.BakerySwap,
+        | ERC20BridgeSource.BakerySwap
+        | ERC20BridgeSource.KyberDmm,
 ): string {
     switch (source) {
         case ERC20BridgeSource.UniswapV2:
@@ -189,6 +191,8 @@ export function uniswapV2LikeRouterAddress(
             return PANCAKESWAP_ROUTER_BY_CHAIN_ID[chainId];
         case ERC20BridgeSource.BakerySwap:
             return BAKERYSWAP_ROUTER_BY_CHAIN_ID[chainId];
+        case ERC20BridgeSource.KyberDmm:
+            return KYBER_DMM_ROUTER_BY_CHAIN_ID[chainId];
         default:
             throw new Error(`Unknown UniswapV2 like source ${source}`);
     }

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

@@ -82,6 +82,7 @@ export const SELL_SOURCE_FILTER_BY_CHAIN_ID = valueByChainId<SourceFilters>(
             ERC20BridgeSource.CryptoCom,
             ERC20BridgeSource.Linkswap,
             ERC20BridgeSource.MakerPsm,
+            ERC20BridgeSource.KyberDmm,
         ]),
         [ChainId.Ropsten]: new SourceFilters([ERC20BridgeSource.Native]),
         [ChainId.Rinkeby]: new SourceFilters([ERC20BridgeSource.Native]),
@@ -132,6 +133,7 @@ export const BUY_SOURCE_FILTER_BY_CHAIN_ID = valueByChainId<SourceFilters>(
             ERC20BridgeSource.CryptoCom,
             ERC20BridgeSource.Linkswap,
             ERC20BridgeSource.MakerPsm,
+            ERC20BridgeSource.KyberDmm,
         ]),
         [ChainId.Ropsten]: new SourceFilters([ERC20BridgeSource.Native]),
         [ChainId.Rinkeby]: new SourceFilters([ERC20BridgeSource.Native]),
@@ -163,7 +165,7 @@ export const PROTOCOL_FEE_MULTIPLIER = new BigNumber(70000);
  */
 export const FEE_QUOTE_SOURCES_BY_CHAIN_ID = valueByChainId<ERC20BridgeSource[]>(
     {
-        [ChainId.Mainnet]: [ERC20BridgeSource.Uniswap, ERC20BridgeSource.UniswapV2],
+        [ChainId.Mainnet]: [ERC20BridgeSource.UniswapV2, ERC20BridgeSource.SushiSwap],
         [ChainId.BSC]: [ERC20BridgeSource.PancakeSwap, ERC20BridgeSource.Mooniswap, ERC20BridgeSource.SushiSwap],
     },
     [],
@@ -234,6 +236,9 @@ export const TOKENS = {
     sEUR: '0xd71ecff9342a5ced620049e616c5035f1db98620',
     sETH: '0x5e74c9036fb86bd7ecdcb084a0673efc32ea31cb',
     LINK: '0x514910771af9ca656af840dff83e8264ecf986ca',
+    MANA: '0x0f5d2fb29fb7d3cfee444a200298f468908cc942',
+    KNC: '0xdd974d5c2e2928dea5f71b9825b8b646686bd200',
+    AAVE: '0x7fc66500c84a76ad7e9c93437bfc5ac33e2ddae9',
     // Mirror Protocol
     UST: '0xa47c8bf37f92abed4a126bda807a7b7498661acd',
     MIR: '0x09a3ecafa817268f77be1283176b946c4ff2e608',
@@ -610,7 +615,30 @@ export const KYBER_CONFIG_BY_CHAIN_ID = valueByChainId<KyberSamplerOpts>(
     },
 );
 
-export const LIQUIDITY_PROVIDER_REGISTRY: LiquidityProviderRegistry = {};
+export const LIQUIDITY_PROVIDER_REGISTRY_BY_CHAIN_ID = valueByChainId<LiquidityProviderRegistry>(
+    {
+        [ChainId.Mainnet]: {
+            ['0x1d0d407c5af8c86f0a6494de86e56ae21e46a951']: {
+                tokens: [
+                    TOKENS.WETH,
+                    TOKENS.USDC,
+                    TOKENS.USDT,
+                    TOKENS.WBTC,
+                    TOKENS.PAX,
+                    TOKENS.LINK,
+                    TOKENS.KNC,
+                    TOKENS.MANA,
+                    TOKENS.DAI,
+                    TOKENS.BUSD,
+                    TOKENS.AAVE,
+                ],
+                gasCost: (takerToken: string, makerToken: string) =>
+                    [takerToken, makerToken].includes(TOKENS.WETH) ? 160e3 : 280e3,
+            },
+        },
+    },
+    {},
+);
 
 export const UNISWAPV1_ROUTER_BY_CHAIN_ID = valueByChainId<string>(
     {
@@ -660,6 +688,13 @@ export const OASIS_ROUTER_BY_CHAIN_ID = valueByChainId<string>(
     NULL_ADDRESS,
 );
 
+export const KYBER_DMM_ROUTER_BY_CHAIN_ID = valueByChainId<string>(
+    {
+        [ChainId.Mainnet]: '0x12807818B584a3Fa65D38B6C25B13983fE888D6E',
+    },
+    NULL_ADDRESS,
+);
+
 export const MOONISWAP_REGISTRIES_BY_CHAIN_ID = valueByChainId(
     {
         [ChainId.Mainnet]: [
@@ -933,6 +968,15 @@ export const DEFAULT_GAS_SCHEDULE: Required<FeeSchedule> = {
         }
         return gas;
     },
+    [ERC20BridgeSource.KyberDmm]: (fillData?: FillData) => {
+        // TODO: Different base cost if to/from ETH.
+        let gas = 95e3;
+        const path = (fillData as UniswapV2FillData).tokenAddressPath;
+        if (path.length > 2) {
+            gas += (path.length - 2) * 65e3; // +65k for each hop.
+        }
+        return gas;
+    },
     //
     // BSC
     //

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

@@ -5,8 +5,22 @@ export function getLiquidityProvidersForPair(
     registry: LiquidityProviderRegistry,
     takerToken: string,
     makerToken: string,
-): string[] {
+): Array<{ providerAddress: string; gasCost: number }> {
     return Object.entries(registry)
         .filter(([, plp]) => [makerToken, takerToken].every(t => plp.tokens.includes(t)))
-        .map(([providerAddress]) => providerAddress);
+        .map(([providerAddress]) => {
+            let gasCost: number;
+            if (typeof registry[providerAddress].gasCost === 'number') {
+                gasCost = registry[providerAddress].gasCost as number;
+            } else {
+                gasCost = (registry[providerAddress].gasCost as (takerToken: string, makerToken: string) => number)(
+                    takerToken,
+                    makerToken,
+                );
+            }
+            return {
+                providerAddress,
+                gasCost,
+            };
+        });
 }

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

@@ -89,6 +89,8 @@ export function getErc20BridgeSourceToBridgeSource(source: ERC20BridgeSource): s
             return encodeBridgeSourceId(BridgeProtocol.Dodo, 'Dodo');
         case ERC20BridgeSource.Kyber:
             return encodeBridgeSourceId(BridgeProtocol.Kyber, 'Kyber');
+        case ERC20BridgeSource.KyberDmm:
+            return encodeBridgeSourceId(BridgeProtocol.UniswapV2, 'KyberDmm');
         case ERC20BridgeSource.LiquidityProvider:
             // "LiquidityProvider" is too long to encode (17 characters).
             return encodeBridgeSourceId(BridgeProtocol.Unknown, 'LP');
@@ -176,6 +178,7 @@ export function createBridgeDataForBridgeOrder(order: OptimizedMarketBridgeOrder
         case ERC20BridgeSource.Linkswap:
         case ERC20BridgeSource.PancakeSwap:
         case ERC20BridgeSource.BakerySwap:
+        case ERC20BridgeSource.KyberDmm:
             const uniswapV2FillData = (order as OptimizedMarketBridgeOrder<UniswapV2FillData>).fillData;
             bridgeData = encoder.encode([uniswapV2FillData.router, uniswapV2FillData.tokenAddressPath]);
             break;
@@ -305,6 +308,7 @@ export const BRIDGE_ENCODERS: {
     [ERC20BridgeSource.SushiSwap]: routerAddressPathEncoder,
     [ERC20BridgeSource.CryptoCom]: routerAddressPathEncoder,
     [ERC20BridgeSource.Linkswap]: routerAddressPathEncoder,
+    [ERC20BridgeSource.KyberDmm]: routerAddressPathEncoder,
     // Generic pools
     [ERC20BridgeSource.Shell]: poolEncoder,
     [ERC20BridgeSource.Mooniswap]: poolEncoder,

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

@@ -24,7 +24,7 @@ import {
     DODOV2_FACTORIES_BY_CHAIN_ID,
     KYBER_CONFIG_BY_CHAIN_ID,
     LINKSWAP_ROUTER_BY_CHAIN_ID,
-    LIQUIDITY_PROVIDER_REGISTRY,
+    LIQUIDITY_PROVIDER_REGISTRY_BY_CHAIN_ID,
     MAKER_PSM_INFO_BY_CHAIN_ID,
     MAX_UINT256,
     MOONISWAP_REGISTRIES_BY_CHAIN_ID,
@@ -87,6 +87,7 @@ export const BATCH_SOURCE_FILTERS = SourceFilters.all().exclude([ERC20BridgeSour
  * for use with `DexOrderSampler.executeAsync()`.
  */
 export class SamplerOperations {
+    public readonly liquidityProviderRegistry: LiquidityProviderRegistry;
     protected _bancorService?: BancorService;
     public static constant<T>(result: T): BatchedOperation<T> {
         return {
@@ -102,9 +103,13 @@ export class SamplerOperations {
         public readonly balancerPoolsCache: BalancerPoolsCache = new BalancerPoolsCache(),
         public readonly creamPoolsCache: CreamPoolsCache = new CreamPoolsCache(),
         protected readonly tokenAdjacencyGraph: TokenAdjacencyGraph = { default: [] },
-        public readonly liquidityProviderRegistry: LiquidityProviderRegistry = LIQUIDITY_PROVIDER_REGISTRY,
+        liquidityProviderRegistry: LiquidityProviderRegistry = {},
         bancorServiceFn: () => Promise<BancorService | undefined> = async () => undefined,
     ) {
+        this.liquidityProviderRegistry = {
+            ...LIQUIDITY_PROVIDER_REGISTRY_BY_CHAIN_ID[chainId],
+            ...liquidityProviderRegistry,
+        };
         // Initialize the Bancor service, fetching paths in the background
         bancorServiceFn()
             .then(service => (this._bancorService = service))
@@ -277,12 +282,13 @@ export class SamplerOperations {
         makerToken: string,
         takerToken: string,
         takerFillAmounts: BigNumber[],
+        gasCost: number,
     ): SourceQuoteOperation<LiquidityProviderFillData> {
         return new SamplerContractOperation({
             source: ERC20BridgeSource.LiquidityProvider,
             fillData: {
                 poolAddress: providerAddress,
-                gasCost: this.liquidityProviderRegistry[providerAddress].gasCost,
+                gasCost,
             },
             contract: this._samplerContract,
             function: this._samplerContract.sampleSellsFromLiquidityProvider,
@@ -295,12 +301,13 @@ export class SamplerOperations {
         makerToken: string,
         takerToken: string,
         makerFillAmounts: BigNumber[],
+        gasCost: number,
     ): SourceQuoteOperation<LiquidityProviderFillData> {
         return new SamplerContractOperation({
             source: ERC20BridgeSource.LiquidityProvider,
             fillData: {
                 poolAddress: providerAddress,
-                gasCost: this.liquidityProviderRegistry[providerAddress].gasCost,
+                gasCost,
             },
             contract: this._samplerContract,
             function: this._samplerContract.sampleBuysFromLiquidityProvider,
@@ -1022,6 +1029,7 @@ export class SamplerOperations {
                         case ERC20BridgeSource.CryptoCom:
                         case ERC20BridgeSource.PancakeSwap:
                         case ERC20BridgeSource.BakerySwap:
+                        case ERC20BridgeSource.KyberDmm:
                             const uniLikeRouter = uniswapV2LikeRouterAddress(this.chainId, source);
                             if (!isValidAddress(uniLikeRouter)) {
                                 return [];
@@ -1060,8 +1068,14 @@ export class SamplerOperations {
                                 this.liquidityProviderRegistry,
                                 takerToken,
                                 makerToken,
-                            ).map(pool =>
+                            ).map(({ providerAddress, gasCost }) =>
-                                this.getLiquidityProviderSellQuotes(pool, makerToken, takerToken, takerFillAmounts),
+                                this.getLiquidityProviderSellQuotes(
+                                    providerAddress,
+                                    makerToken,
+                                    takerToken,
+                                    takerFillAmounts,
+                                    gasCost,
+                                ),
                             );
                         case ERC20BridgeSource.MStable:
                             return isValidAddress(MSTABLE_ROUTER_BY_CHAIN_ID[this.chainId])
@@ -1213,6 +1227,7 @@ export class SamplerOperations {
                         case ERC20BridgeSource.CryptoCom:
                         case ERC20BridgeSource.PancakeSwap:
                         case ERC20BridgeSource.BakerySwap:
+                        case ERC20BridgeSource.KyberDmm:
                             const uniLikeRouter = uniswapV2LikeRouterAddress(this.chainId, source);
                             if (!isValidAddress(uniLikeRouter)) {
                                 return [];
@@ -1251,8 +1266,14 @@ export class SamplerOperations {
                                 this.liquidityProviderRegistry,
                                 takerToken,
                                 makerToken,
-                            ).map(pool =>
+                            ).map(({ providerAddress, gasCost }) =>
-                                this.getLiquidityProviderBuyQuotes(pool, makerToken, takerToken, makerFillAmounts),
+                                this.getLiquidityProviderBuyQuotes(
+                                    providerAddress,
+                                    makerToken,
+                                    takerToken,
+                                    makerFillAmounts,
+                                    gasCost,
+                                ),
                             );
                         case ERC20BridgeSource.MStable:
                             return isValidAddress(MSTABLE_ROUTER_BY_CHAIN_ID[this.chainId])

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

@@ -59,6 +59,7 @@ export enum ERC20BridgeSource {
     DodoV2 = 'DODO_V2',
     CryptoCom = 'CryptoCom',
     Linkswap = 'Linkswap',
+    KyberDmm = 'KyberDMM',
     // Other
     PancakeSwap = 'PancakeSwap',
     BakerySwap = 'BakerySwap',
@@ -439,7 +440,7 @@ export interface TokenAdjacencyGraph {
 export interface LiquidityProviderRegistry {
     [address: string]: {
         tokens: string[];
-        gasCost: number;
+        gasCost: number | ((takerToken: string, makerToken: string) => number);
     };
 }
 

packages/asset-swapper/test/market_operation_utils_test.ts

@@ -68,6 +68,7 @@ const DEFAULT_EXCLUDED = [
     ERC20BridgeSource.PancakeSwap,
     ERC20BridgeSource.BakerySwap,
     ERC20BridgeSource.MakerPsm,
+    ERC20BridgeSource.KyberDmm,
 ];
 const BUY_SOURCES = BUY_SOURCE_FILTER_BY_CHAIN_ID[ChainId.Mainnet].sources;
 const SELL_SOURCES = SELL_SOURCE_FILTER_BY_CHAIN_ID[ChainId.Mainnet].sources;
@@ -282,32 +283,12 @@ describe('MarketOperationUtils tests', () => {
         [source: string]: Numberish[];
     }
 
-    const ZERO_RATES: RatesBySource = {
+    const ZERO_RATES: RatesBySource = Object.assign(
-        [ERC20BridgeSource.Native]: _.times(NUM_SAMPLES, () => 0),
+        {},
-        [ERC20BridgeSource.Eth2Dai]: _.times(NUM_SAMPLES, () => 0),
+        ...Object.values(ERC20BridgeSource).map(source => ({
-        [ERC20BridgeSource.Uniswap]: _.times(NUM_SAMPLES, () => 0),
+            [source]: _.times(NUM_SAMPLES, () => 0),
-        [ERC20BridgeSource.Kyber]: _.times(NUM_SAMPLES, () => 0),
+        })),
-        [ERC20BridgeSource.UniswapV2]: _.times(NUM_SAMPLES, () => 0),
+    );
-        [ERC20BridgeSource.Balancer]: _.times(NUM_SAMPLES, () => 0),
-        [ERC20BridgeSource.Bancor]: _.times(NUM_SAMPLES, () => 0),
-        [ERC20BridgeSource.Curve]: _.times(NUM_SAMPLES, () => 0),
-        [ERC20BridgeSource.LiquidityProvider]: _.times(NUM_SAMPLES, () => 0),
-        [ERC20BridgeSource.MStable]: _.times(NUM_SAMPLES, () => 0),
-        [ERC20BridgeSource.Mooniswap]: _.times(NUM_SAMPLES, () => 0),
-        [ERC20BridgeSource.Swerve]: _.times(NUM_SAMPLES, () => 0),
-        [ERC20BridgeSource.SnowSwap]: _.times(NUM_SAMPLES, () => 0),
-        [ERC20BridgeSource.SushiSwap]: _.times(NUM_SAMPLES, () => 0),
-        [ERC20BridgeSource.MultiHop]: _.times(NUM_SAMPLES, () => 0),
-        [ERC20BridgeSource.Shell]: _.times(NUM_SAMPLES, () => 0),
-        [ERC20BridgeSource.Cream]: _.times(NUM_SAMPLES, () => 0),
-        [ERC20BridgeSource.Dodo]: _.times(NUM_SAMPLES, () => 0),
-        [ERC20BridgeSource.DodoV2]: _.times(NUM_SAMPLES, () => 0),
-        [ERC20BridgeSource.CryptoCom]: _.times(NUM_SAMPLES, () => 0),
-        [ERC20BridgeSource.Linkswap]: _.times(NUM_SAMPLES, () => 0),
-        [ERC20BridgeSource.PancakeSwap]: _.times(NUM_SAMPLES, () => 0),
-        [ERC20BridgeSource.BakerySwap]: _.times(NUM_SAMPLES, () => 0),
-        [ERC20BridgeSource.MakerPsm]: _.times(NUM_SAMPLES, () => 0),
-    };
 
     const DEFAULT_RATES: RatesBySource = {
         ...ZERO_RATES,
@@ -372,6 +353,7 @@ describe('MarketOperationUtils tests', () => {
         [ERC20BridgeSource.Uniswap]: { router: randomAddress() },
         [ERC20BridgeSource.Eth2Dai]: { router: randomAddress() },
         [ERC20BridgeSource.MakerPsm]: {},
+        [ERC20BridgeSource.KyberDmm]: { tokenAddressPath: [] },
     };
 
     const DEFAULT_OPS = {