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Author SHA1 Message Date
Github Actions
e084807a8f Publish
- @0x/asset-swapper@16.49.4
2022-02-10 15:34:41 +00:00
Github Actions
1c7d512829 Updated CHANGELOGS & MD docs 2022-02-10 15:34:38 +00:00
Kim Persson
df0e0866e4 fix: Revert Improve Uniswap V3 gas schedule (#397) (#419)
* Revert "feat: Improve Uniswap V3 gas schedule (#397)"

This reverts commit 84e4819e6e.

* chore: Add changelog entry
2022-02-10 16:15:54 +01:00
Github Actions
9e6efc3676 Publish
- @0x/asset-swapper@16.49.3
2022-02-10 12:12:08 +00:00
Github Actions
3aef29dace Updated CHANGELOGS & MD docs 2022-02-10 12:12:05 +00:00
Kim Persson
9a16e00577 fix: router RFQ underutilization (#413)
* fix: pass EP overhead to Path & use path comparison all & vip routes

* chore: add changelog entry for asset-swapper
2022-02-10 12:55:30 +01:00
Kim Persson
84e4819e6e feat: Improve Uniswap V3 gas schedule (#397)
* feat: UniswapV3Sampler use QuoterV2 for sells WIP

* feat: UniswapV3Sampler for QuoterV2 buys WIP

* refactor: separate logic to remove stack too deep issue

* feat: Use initializedTicksCrossed from Uniswap QuoterV2 for gas est.

* fix: use Quoter gasUsed instead of estimating gas from pools + ticks

* refactor: clean up UniswapV3Sampler & remove old Quoter interface

* refactor: unify code for buys and sells while handling stack too deep

* fix: use mean gas price from all sample estimating UniV3 gas schedule

* fix: fallback to legacy Uniswap V3 gas estimate if we can't get gasUsed

* refactor: use named function instead of fat arrow

* chore: add asset-swapper changelog entry
2022-02-10 11:16:24 +01:00
Kim Persson
25dd6bc79a fix: incorrect output scaling when input is less than desired amount (#401)
* fix: incorrect output scaling when input is less than desired amount

* chore: bump fast-abi

* chore: add changelog entry for asset-swapper
2022-02-10 10:43:44 +01:00
Jacob Evans
5d2cdb00c2 fix: slippage inconsistency when recalculated in exchange proxy quote consumer (#412)
* fix: Pass slippage down rather than recalculate due to accuracy

* CHANGELOG
2022-02-04 10:37:38 +10:00
Github Actions
0f701f42d3 Publish
- @0x/asset-swapper@16.49.2
2022-01-31 18:24:47 +00:00
Github Actions
3e3e82d3f7 Updated CHANGELOGS & MD docs 2022-01-31 18:24:44 +00:00
Lawrence Forman
c57bf86273 Fix ABI encoding error with two hop buys due to applying slippage to uint(-1) values (#410)
Co-authored-by: Lawrence Forman <me@merklejerk.com>
2022-01-31 12:51:17 -05:00
Github Actions
f470d282ee Publish
- @0x/asset-swapper@16.49.1
2022-01-31 07:20:03 +00:00
Github Actions
b8a2526da5 Updated CHANGELOGS & MD docs 2022-01-31 07:19:59 +00:00
Jacob Evans
97575bbde9 fix: worstCaseQuoteInfo calculating buys incorrectly [TKR-296] (#402)
* fix: WorstCaseQuoteInfo buy encoding

* CHANGELOG
2022-01-31 17:01:17 +10:00
Github Actions
e5ed8b2c81 Publish
- @0x/asset-swapper@16.49.0
2022-01-28 22:11:46 +00:00
Github Actions
61fbae3ae2 Updated CHANGELOGS & MD docs 2022-01-28 22:11:42 +00:00
Shawn
5c2255c841 feat: add curve pools (#409)
* feat: Additional Curve pools

* more pools

* fix the format

* changlog

* lowercase address

Co-authored-by: Jacob Evans <jacob@dekz.net>
2022-01-28 12:08:28 -08:00
Github Actions
e036dee6c5 Publish
- @0x/asset-swapper@16.48.0
2022-01-25 22:00:25 +00:00
Github Actions
8583aab241 Updated CHANGELOGS & MD docs 2022-01-25 22:00:21 +00:00
Jacob Evans
5d05b62821 chore: Use MIM on Fantom as an intermediary asset (#405) 2022-01-26 07:42:29 +10:00
Github Actions
0063e8178f Publish
- @0x/asset-swapper@16.47.0
2022-01-25 18:51:07 +00:00
Github Actions
ec6e5dd517 Updated CHANGELOGS & MD docs 2022-01-25 18:51:04 +00:00
Noah Khamliche
9d08fefa1c Feat/synapse (#400)
* added synapse support
2022-01-25 13:21:07 -05:00
Github Actions
2fdca24d4e Publish
- @0x/asset-swapper@16.46.0
2022-01-11 01:10:02 +00:00
Github Actions
42ec0b144e Updated CHANGELOGS & MD docs 2022-01-11 01:09:58 +00:00
Jacob Evans
3f6ce78b46 chore: Enable Curve ETH/CVX (#394)
* chore: Enable Curve ETH/CVX

* pr number
2022-01-11 09:32:07 +10:00
Github Actions
c1300c1068 Publish
- @0x/asset-swapper@16.45.2
2022-01-10 15:09:26 +00:00
Github Actions
9a641cfab6 Updated CHANGELOGS & MD docs 2022-01-10 15:09:23 +00:00
Kim Persson
60345d4465 fix: don't create fills for 0 output samples and negative adjusted rate orders (#387)
* fix: don't try to create fills for 0 output samples

* fix: negative adjusted output native orders causing undefined fills

* fix: make sure to use the same sourcePathId for fills from same source

* fix: should be same sourcePathId within the same DexSample[]

* fix: split native orders into 13 samples to align with interpolation

* chore: add changelog entry for asset-swapper
2022-01-10 14:55:03 +01:00
Github Actions
11dfea47a6 Publish
- @0x/asset-swapper@16.45.1
2022-01-05 05:08:43 +00:00
Github Actions
55e9dd39a2 Updated CHANGELOGS & MD docs 2022-01-05 05:08:41 +00:00
Jacob Evans
1993929bed chore: Celo Update certain tokens since Optics v2 (#390)
* chore: Celo Update certain tokens since Optics v2

* Changelog
2022-01-05 14:44:29 +10:00
Oskar Paolini
e1d81de517 fixes axios object dumping in logs (#345) 2022-01-05 09:46:01 +10:00
Github Actions
a6b3a21635 Publish
- @0x/asset-swapper@16.45.0
2022-01-04 15:00:16 +00:00
Github Actions
fd59cdc2db Updated CHANGELOGS & MD docs 2022-01-04 15:00:13 +00:00
Jacob Evans
98e11b5189 feat: Capture Routing timing metrics (#388) 2022-01-04 15:42:14 +01:00
Github Actions
3bebc7cd62 Publish
- @0x/asset-swapper@16.44.0
2021-12-29 11:45:33 +00:00
Github Actions
56dab6ae8c Updated CHANGELOGS & MD docs 2021-12-29 11:45:30 +00:00
Kim Persson
285f98e9e9 feat: Udate neon-router and use router estimated output amount (#354)
* feat: use Rust router estimated output amount when possible

* fix: use strings for sample ids, and increase samples in the rust router

* fix: remove unnecessary interpolation of out of range values

* fix: don't recalculate sampled dist sum in a loop

* fix: use 14 samples for rust router to work around interpolation issues

* fix: unintentional logic change

* fix: remove local dev plotting param from route fn call

* feat: make neon-router number of samples configurable

* chore: bump to newly published neon-router version

* fix: handle insufficient liquidity at all requested sources

* chore: update asset-swapper changelog
2021-12-29 12:08:24 +01:00
18 changed files with 847 additions and 374 deletions

View File

@@ -1,4 +1,136 @@
[
{
"version": "16.49.4",
"changes": [
{
"note": "Reverts 'Improve Uniswap V3 gas schedule' due to issue with buys",
"pr": 419
}
],
"timestamp": 1644507275
},
{
"version": "16.49.3",
"changes": [
{
"note": "Fix `slippage` inconsistency when recalculated in exchange proxy quote consumer",
"pr": 412
},
{
"note": "Fix incorrect output scaling when input is less than desired amount, update fast-abi",
"pr": 401
},
{
"note": "Improve Uniswap V3 gas schedule",
"pr": 397
},
{
"note": "Fix add Native as VIP and use Path to compare all sources vs vip only",
"pr": 413
}
],
"timestamp": 1644495123
},
{
"version": "16.49.2",
"changes": [
{
"note": "Fix ABI encoding error with two hop buys due to applying slippage to uint(-1) values",
"pr": 410
}
],
"timestamp": 1643653482
},
{
"version": "16.49.1",
"changes": [
{
"note": "Fix WorstCaseQuoteInfo encoding bug",
"pr": 402
}
],
"timestamp": 1643613597
},
{
"version": "16.49.0",
"changes": [
{
"note": "Add more curve pools",
"pr": 409
}
],
"timestamp": 1643407900
},
{
"version": "16.48.0",
"changes": [
{
"note": "Use `MIM` as an intermediate asset on `Fantom`",
"pr": 405
}
],
"timestamp": 1643148019
},
{
"version": "16.47.0",
"changes": [
{
"note": "Adding support for Synapse on all networks",
"pr": 400
}
],
"timestamp": 1643136662
},
{
"version": "16.46.0",
"changes": [
{
"note": "Enable `Curve` ETH/CVX pool",
"pr": 394
}
],
"timestamp": 1641863395
},
{
"version": "16.45.2",
"changes": [
{
"note": "Handle 0 output samples and negative adjusted rate native orders in routing",
"pr": 387
}
],
"timestamp": 1641827361
},
{
"version": "16.45.1",
"changes": [
{
"note": "Update `Celo` intermediate tokens",
"pr": 390
}
],
"timestamp": 1641359319
},
{
"version": "16.45.0",
"changes": [
{
"note": "Capture router timings",
"pr": 388
}
],
"timestamp": 1641308410
},
{
"version": "16.44.0",
"changes": [
{
"note": "Update neon-router and use router estimated output amount",
"pr": 354
}
],
"timestamp": 1640778328
},
{
"version": "16.43.0",
"changes": [

View File

@@ -5,6 +5,57 @@ Edit the package's CHANGELOG.json file only.
CHANGELOG
## v16.49.4 - _February 10, 2022_
* Reverts 'Improve Uniswap V3 gas schedule' due to issue with buys (#419)
## v16.49.3 - _February 10, 2022_
* Fix `slippage` inconsistency when recalculated in exchange proxy quote consumer (#412)
* Fix incorrect output scaling when input is less than desired amount, update fast-abi (#401)
* Improve Uniswap V3 gas schedule (#397)
* Fix add Native as VIP and use Path to compare all sources vs vip only (#413)
## v16.49.2 - _January 31, 2022_
* Fix ABI encoding error with two hop buys due to applying slippage to uint(-1) values (#410)
## v16.49.1 - _January 31, 2022_
* Fix WorstCaseQuoteInfo encoding bug (#402)
## v16.49.0 - _January 28, 2022_
* Add more curve pools (#409)
## v16.48.0 - _January 25, 2022_
* Use `MIM` as an intermediate asset on `Fantom` (#405)
## v16.47.0 - _January 25, 2022_
* Adding support for Synapse on all networks (#400)
## v16.46.0 - _January 11, 2022_
* Enable `Curve` ETH/CVX pool (#394)
## v16.45.2 - _January 10, 2022_
* Handle 0 output samples and negative adjusted rate native orders in routing (#387)
## v16.45.1 - _January 5, 2022_
* Update `Celo` intermediate tokens (#390)
## v16.45.0 - _January 4, 2022_
* Capture router timings (#388)
## v16.44.0 - _December 29, 2021_
* Update neon-router and use router estimated output amount (#354)
## v16.43.0 - _December 24, 2021_
* `UniswapV3` support for `Optimism` (#385)

View File

@@ -1,6 +1,6 @@
{
"name": "@0x/asset-swapper",
"version": "16.43.0",
"version": "16.49.4",
"engines": {
"node": ">=6.12"
},
@@ -66,7 +66,7 @@
"@0x/contracts-zero-ex": "^0.30.1",
"@0x/dev-utils": "^4.2.9",
"@0x/json-schemas": "^6.3.0",
"@0x/neon-router": "^0.2.1",
"@0x/neon-router": "^0.3.1",
"@0x/protocol-utils": "^1.10.1",
"@0x/quote-server": "^6.0.6",
"@0x/types": "^3.3.4",
@@ -86,7 +86,7 @@
"decimal.js": "^10.2.0",
"ethereum-types": "^3.6.0",
"ethereumjs-util": "^7.0.10",
"fast-abi": "^0.0.2",
"fast-abi": "^0.0.4",
"graphql": "^15.4.0",
"graphql-request": "^3.4.0",
"heartbeats": "^5.0.1",

View File

@@ -691,7 +691,7 @@ export class ExchangeProxySwapQuoteConsumer implements SwapQuoteConsumerBase {
function slipNonNativeOrders(quote: MarketSellSwapQuote | MarketBuySwapQuote): OptimizedMarketOrder[] {
const slippage = getMaxQuoteSlippageRate(quote);
if (!slippage) {
if (slippage === 0) {
return quote.orders;
}
return quote.orders.map(o => {
@@ -701,25 +701,20 @@ function slipNonNativeOrders(quote: MarketSellSwapQuote | MarketBuySwapQuote): O
return {
...o,
...(quote.type === MarketOperation.Sell
? { makerAmount: o.makerAmount.times(1 - slippage).integerValue(BigNumber.ROUND_DOWN) }
: { takerAmount: o.takerAmount.times(1 + slippage).integerValue(BigNumber.ROUND_UP) }),
? {
makerAmount: o.makerAmount.eq(MAX_UINT256)
? MAX_UINT256
: o.makerAmount.times(1 - slippage).integerValue(BigNumber.ROUND_DOWN),
}
: {
takerAmount: o.takerAmount.eq(MAX_UINT256)
? MAX_UINT256
: o.takerAmount.times(1 + slippage).integerValue(BigNumber.ROUND_UP),
}),
};
});
}
function getMaxQuoteSlippageRate(quote: MarketBuySwapQuote | MarketSellSwapQuote): number {
if (quote.type === MarketOperation.Buy) {
// (worstCaseTaker - bestCaseTaker) / bestCaseTaker
// where worstCaseTaker >= bestCaseTaker
return quote.worstCaseQuoteInfo.takerAmount
.minus(quote.bestCaseQuoteInfo.takerAmount)
.div(quote.bestCaseQuoteInfo.takerAmount)
.toNumber();
}
// (bestCaseMaker - worstCaseMaker) / bestCaseMaker
// where bestCaseMaker >= worstCaseMaker
return quote.bestCaseQuoteInfo.makerAmount
.minus(quote.worstCaseQuoteInfo.makerAmount)
.div(quote.bestCaseQuoteInfo.makerAmount)
.toNumber();
return quote.worstCaseQuoteInfo.slippage;
}

View File

@@ -578,8 +578,8 @@ function calculateQuoteInfo(
});
return {
bestCaseQuoteInfo: fillResultsToQuoteInfo(bestCaseFillResult),
worstCaseQuoteInfo: fillResultsToQuoteInfo(worstCaseFillResult),
bestCaseQuoteInfo: fillResultsToQuoteInfo(bestCaseFillResult, 0),
worstCaseQuoteInfo: fillResultsToQuoteInfo(worstCaseFillResult, slippage),
sourceBreakdown: getSwapQuoteOrdersBreakdown(bestCaseFillResult.fillAmountBySource),
};
}
@@ -599,29 +599,33 @@ function calculateTwoHopQuoteInfo(
secondHopSource: _.pick(secondHopFill, 'source', 'fillData'),
}),
).toNumber();
const isSell = operation === MarketOperation.Sell;
return {
bestCaseQuoteInfo: {
makerAmount: operation === MarketOperation.Sell ? secondHopFill.output : secondHopFill.input,
takerAmount: operation === MarketOperation.Sell ? firstHopFill.input : firstHopFill.output,
totalTakerAmount: operation === MarketOperation.Sell ? firstHopFill.input : firstHopFill.output,
makerAmount: isSell ? secondHopFill.output : secondHopFill.input,
takerAmount: isSell ? firstHopFill.input : firstHopFill.output,
totalTakerAmount: isSell ? firstHopFill.input : firstHopFill.output,
feeTakerTokenAmount: constants.ZERO_AMOUNT,
protocolFeeInWeiAmount: constants.ZERO_AMOUNT,
gas,
slippage: 0,
},
// TODO jacob consolidate this with quote simulation worstCase
worstCaseQuoteInfo: {
makerAmount: MarketOperation.Sell
makerAmount: isSell
? secondHopOrder.makerAmount.times(1 - slippage).integerValue()
: secondHopOrder.makerAmount,
takerAmount: MarketOperation.Sell
takerAmount: isSell
? firstHopOrder.takerAmount
: firstHopOrder.takerAmount.times(1 + slippage).integerValue(),
totalTakerAmount: MarketOperation.Sell
: firstHopOrder.takerAmount.times(1 + slippage).integerValue(BigNumber.ROUND_UP),
totalTakerAmount: isSell
? firstHopOrder.takerAmount
: firstHopOrder.takerAmount.times(1 + slippage).integerValue(),
: firstHopOrder.takerAmount.times(1 + slippage).integerValue(BigNumber.ROUND_UP),
feeTakerTokenAmount: constants.ZERO_AMOUNT,
protocolFeeInWeiAmount: constants.ZERO_AMOUNT,
gas,
slippage,
},
sourceBreakdown: {
[ERC20BridgeSource.MultiHop]: {
@@ -647,7 +651,7 @@ function getSwapQuoteOrdersBreakdown(fillAmountBySource: { [source: string]: Big
return breakdown;
}
function fillResultsToQuoteInfo(fr: QuoteFillResult): SwapQuoteInfo {
function fillResultsToQuoteInfo(fr: QuoteFillResult, slippage: number): SwapQuoteInfo {
return {
makerAmount: fr.totalMakerAssetAmount,
takerAmount: fr.takerAssetAmount,
@@ -655,6 +659,7 @@ function fillResultsToQuoteInfo(fr: QuoteFillResult): SwapQuoteInfo {
feeTakerTokenAmount: fr.takerFeeTakerAssetAmount,
protocolFeeInWeiAmount: fr.protocolFeeAmount,
gas: fr.gas,
slippage,
};
}

View File

@@ -208,6 +208,7 @@ export type SwapQuote = MarketBuySwapQuote | MarketSellSwapQuote;
* makerTokenAmount: The amount of makerAsset that will be acquired through the swap.
* protocolFeeInWeiAmount: The amount of ETH to pay (in WEI) as protocol fee to perform the swap for desired asset.
* gas: Amount of estimated gas needed to fill the quote.
* slippage: Amount of slippage to allow for.
*/
export interface SwapQuoteInfo {
feeTakerTokenAmount: BigNumber;
@@ -216,6 +217,7 @@ export interface SwapQuoteInfo {
makerAmount: BigNumber;
protocolFeeInWeiAmount: BigNumber;
gas: number;
slippage: number;
}
/**

View File

@@ -223,7 +223,17 @@ export async function returnQuoteFromAltMMAsync<ResponseT>(
cancelToken,
})
.catch(err => {
warningLogger(err, `Alt RFQ MM request failed`);
if (err.response) {
// request was made and market maker responded
warningLogger(
{ data: err.response.data, status: err.response.status, headers: err.response.headers },
`Alt RFQ MM request failed`,
);
} else if (err.request) {
warningLogger({}, 'Alt RFQ MM no response received');
} else {
warningLogger({ err: err.message }, 'Failed to construct Alt RFQ MM request');
}
throw new Error(`Alt RFQ MM request failed`);
});

View File

@@ -14,6 +14,7 @@ import {
CURVE_AVALANCHE_INFOS,
CURVE_FANTOM_INFOS,
CURVE_MAINNET_INFOS,
CURVE_OPTIMISM_INFOS,
CURVE_POLYGON_INFOS,
CURVE_V2_AVALANCHE_INFOS,
CURVE_V2_FANTOM_INFOS,
@@ -49,6 +50,12 @@ import {
SPOOKYSWAP_ROUTER_BY_CHAIN_ID,
SUSHISWAP_ROUTER_BY_CHAIN_ID,
SWERVE_MAINNET_INFOS,
SYNAPSE_AVALANCHE_INFOS,
SYNAPSE_BSC_INFOS,
SYNAPSE_FANTOM_INFOS,
SYNAPSE_MAINNET_INFOS,
SYNAPSE_OPTIMISM_INFOS,
SYNAPSE_POLYGON_INFOS,
TRADER_JOE_ROUTER_BY_CHAIN_ID,
UBESWAP_ROUTER_BY_CHAIN_ID,
UNISWAPV2_ROUTER_BY_CHAIN_ID,
@@ -159,6 +166,15 @@ export function getCurveInfosForPair(chainId: ChainId, takerToken: string, maker
[makerToken, takerToken].filter(v => c.metaTokens?.includes(v)).length > 0),
),
);
case ChainId.Optimism:
return Object.values(CURVE_OPTIMISM_INFOS).filter(c =>
[makerToken, takerToken].every(
t =>
(c.tokens.includes(t) && c.metaTokens === undefined) ||
(c.tokens.includes(t) &&
[makerToken, takerToken].filter(v => c.metaTokens?.includes(v)).length > 0),
),
);
default:
return [];
}
@@ -247,6 +263,67 @@ export function getNerveInfosForPair(chainId: ChainId, takerToken: string, maker
);
}
export function getSynapseInfosForPair(chainId: ChainId, takerToken: string, makerToken: string): CurveInfo[] {
switch (chainId) {
case ChainId.Mainnet:
return Object.values(SYNAPSE_MAINNET_INFOS).filter(c =>
[makerToken, takerToken].every(
t =>
(c.tokens.includes(t) && c.metaTokens === undefined) ||
(c.tokens.includes(t) &&
[makerToken, takerToken].filter(v => c.metaTokens?.includes(v)).length > 0),
),
);
case ChainId.Optimism:
return Object.values(SYNAPSE_OPTIMISM_INFOS).filter(c =>
[makerToken, takerToken].every(
t =>
(c.tokens.includes(t) && c.metaTokens === undefined) ||
(c.tokens.includes(t) &&
[makerToken, takerToken].filter(v => c.metaTokens?.includes(v)).length > 0),
),
);
case ChainId.BSC:
return Object.values(SYNAPSE_BSC_INFOS).filter(c =>
[makerToken, takerToken].every(
t =>
(c.tokens.includes(t) && c.metaTokens === undefined) ||
(c.tokens.includes(t) &&
[makerToken, takerToken].filter(v => c.metaTokens?.includes(v)).length > 0),
),
);
case ChainId.Polygon:
return Object.values(SYNAPSE_POLYGON_INFOS).filter(c =>
[makerToken, takerToken].every(
t =>
(c.tokens.includes(t) && c.metaTokens === undefined) ||
(c.tokens.includes(t) &&
[makerToken, takerToken].filter(v => c.metaTokens?.includes(v)).length > 0),
),
);
case ChainId.Fantom:
return Object.values(SYNAPSE_FANTOM_INFOS).filter(c =>
[makerToken, takerToken].every(
t =>
(c.tokens.includes(t) && c.metaTokens === undefined) ||
(c.tokens.includes(t) &&
[makerToken, takerToken].filter(v => c.metaTokens?.includes(v)).length > 0),
),
);
case ChainId.Avalanche:
return Object.values(SYNAPSE_AVALANCHE_INFOS).filter(c =>
[makerToken, takerToken].every(
t =>
(c.tokens.includes(t) && c.metaTokens === undefined) ||
(c.tokens.includes(t) &&
[makerToken, takerToken].filter(v => c.metaTokens?.includes(v)).length > 0),
),
);
default:
return [];
}
}
export function getFirebirdOneSwapInfosForPair(chainId: ChainId, takerToken: string, makerToken: string): CurveInfo[] {
if (chainId === ChainId.BSC) {
return Object.values(FIREBIRDONESWAP_BSC_INFOS).filter(c =>
@@ -406,6 +483,7 @@ export function getCurveLikeInfosForPair(
| ERC20BridgeSource.Swerve
| ERC20BridgeSource.SnowSwap
| ERC20BridgeSource.Nerve
| ERC20BridgeSource.Synapse
| ERC20BridgeSource.Belt
| ERC20BridgeSource.Ellipsis
| ERC20BridgeSource.Smoothy
@@ -432,6 +510,9 @@ export function getCurveLikeInfosForPair(
case ERC20BridgeSource.Nerve:
pools = getNerveInfosForPair(chainId, takerToken, makerToken);
break;
case ERC20BridgeSource.Synapse:
pools = getSynapseInfosForPair(chainId, takerToken, makerToken);
break;
case ERC20BridgeSource.Belt:
pools = getBeltInfosForPair(chainId, takerToken, makerToken);
break;

View File

@@ -104,6 +104,7 @@ export const SELL_SOURCE_FILTER_BY_CHAIN_ID = valueByChainId<SourceFilters>(
ERC20BridgeSource.UniswapV3,
ERC20BridgeSource.CurveV2,
ERC20BridgeSource.ShibaSwap,
ERC20BridgeSource.Synapse,
// TODO: enable after FQT has been redeployed on Ethereum mainnet
// ERC20BridgeSource.AaveV2,
// ERC20BridgeSource.Compound,
@@ -130,6 +131,7 @@ export const SELL_SOURCE_FILTER_BY_CHAIN_ID = valueByChainId<SourceFilters>(
ERC20BridgeSource.Mooniswap,
ERC20BridgeSource.MultiHop,
ERC20BridgeSource.Nerve,
ERC20BridgeSource.Synapse,
ERC20BridgeSource.PancakeSwap,
ERC20BridgeSource.PancakeSwapV2,
ERC20BridgeSource.SushiSwap,
@@ -167,6 +169,7 @@ export const SELL_SOURCE_FILTER_BY_CHAIN_ID = valueByChainId<SourceFilters>(
ERC20BridgeSource.IronSwap,
ERC20BridgeSource.AaveV2,
ERC20BridgeSource.UniswapV3,
ERC20BridgeSource.Synapse,
]),
[ChainId.Avalanche]: new SourceFilters([
ERC20BridgeSource.MultiHop,
@@ -177,6 +180,7 @@ export const SELL_SOURCE_FILTER_BY_CHAIN_ID = valueByChainId<SourceFilters>(
ERC20BridgeSource.CurveV2,
ERC20BridgeSource.KyberDmm,
ERC20BridgeSource.AaveV2,
ERC20BridgeSource.Synapse,
]),
[ChainId.Fantom]: new SourceFilters([
ERC20BridgeSource.MultiHop,
@@ -188,13 +192,20 @@ export const SELL_SOURCE_FILTER_BY_CHAIN_ID = valueByChainId<SourceFilters>(
ERC20BridgeSource.SpiritSwap,
ERC20BridgeSource.SpookySwap,
ERC20BridgeSource.SushiSwap,
ERC20BridgeSource.Synapse,
]),
[ChainId.Celo]: new SourceFilters([
ERC20BridgeSource.UbeSwap,
ERC20BridgeSource.SushiSwap,
ERC20BridgeSource.MultiHop,
]),
[ChainId.Optimism]: new SourceFilters([ERC20BridgeSource.UniswapV3]),
[ChainId.Optimism]: new SourceFilters([
ERC20BridgeSource.UniswapV3,
ERC20BridgeSource.Synapse,
ERC20BridgeSource.Curve,
ERC20BridgeSource.CurveV2,
ERC20BridgeSource.MultiHop,
]),
},
new SourceFilters([]),
);
@@ -237,6 +248,7 @@ export const BUY_SOURCE_FILTER_BY_CHAIN_ID = valueByChainId<SourceFilters>(
ERC20BridgeSource.UniswapV3,
ERC20BridgeSource.CurveV2,
ERC20BridgeSource.ShibaSwap,
ERC20BridgeSource.Synapse,
// TODO: enable after FQT has been redeployed on Ethereum mainnet
// ERC20BridgeSource.AaveV2,
// ERC20BridgeSource.Compound,
@@ -277,6 +289,7 @@ export const BUY_SOURCE_FILTER_BY_CHAIN_ID = valueByChainId<SourceFilters>(
ERC20BridgeSource.JetSwap,
ERC20BridgeSource.ACryptos,
ERC20BridgeSource.KyberDmm,
ERC20BridgeSource.Synapse,
]),
[ChainId.Polygon]: new SourceFilters([
ERC20BridgeSource.SushiSwap,
@@ -300,6 +313,7 @@ export const BUY_SOURCE_FILTER_BY_CHAIN_ID = valueByChainId<SourceFilters>(
ERC20BridgeSource.IronSwap,
ERC20BridgeSource.AaveV2,
ERC20BridgeSource.UniswapV3,
ERC20BridgeSource.Synapse,
]),
[ChainId.Avalanche]: new SourceFilters([
ERC20BridgeSource.MultiHop,
@@ -310,6 +324,7 @@ export const BUY_SOURCE_FILTER_BY_CHAIN_ID = valueByChainId<SourceFilters>(
ERC20BridgeSource.CurveV2,
ERC20BridgeSource.KyberDmm,
ERC20BridgeSource.AaveV2,
ERC20BridgeSource.Synapse,
]),
[ChainId.Fantom]: new SourceFilters([
ERC20BridgeSource.MultiHop,
@@ -321,13 +336,20 @@ export const BUY_SOURCE_FILTER_BY_CHAIN_ID = valueByChainId<SourceFilters>(
ERC20BridgeSource.SpiritSwap,
ERC20BridgeSource.SpookySwap,
ERC20BridgeSource.SushiSwap,
ERC20BridgeSource.Synapse,
]),
[ChainId.Celo]: new SourceFilters([
ERC20BridgeSource.UbeSwap,
ERC20BridgeSource.SushiSwap,
ERC20BridgeSource.MultiHop,
]),
[ChainId.Optimism]: new SourceFilters([ERC20BridgeSource.UniswapV3]),
[ChainId.Optimism]: new SourceFilters([
ERC20BridgeSource.UniswapV3,
ERC20BridgeSource.Synapse,
ERC20BridgeSource.Curve,
ERC20BridgeSource.CurveV2,
ERC20BridgeSource.MultiHop,
]),
},
new SourceFilters([]),
);
@@ -462,6 +484,15 @@ export const MAINNET_TOKENS = {
CRV: '0xd533a949740bb3306d119cc777fa900ba034cd52',
MIM: '0x99d8a9c45b2eca8864373a26d1459e3dff1e17f3',
EURT: '0xc581b735a1688071a1746c968e0798d642ede491',
// Synapse ecosystem
nUSD: '0x1b84765de8b7566e4ceaf4d0fd3c5af52d3dde4f',
CVX: '0x4e3fbd56cd56c3e72c1403e103b45db9da5b9d2b',
UST_WORMHOLE: '0xa693b19d2931d498c5b318df961919bb4aee87a5',
RAI: '0x03ab458634910aad20ef5f1c8ee96f1d6ac54919',
DOLA: '0x865377367054516e17014ccded1e7d814edc9ce4',
OUSD: '0x2a8e1e676ec238d8a992307b495b45b3feaa5e86',
agEUR: '0x1a7e4e63778b4f12a199c062f3efdd288afcbce8',
ibEUR: '0x96e61422b6a9ba0e068b6c5add4ffabc6a4aae27',
};
export const BSC_TOKENS = {
@@ -478,6 +509,7 @@ export const BSC_TOKENS = {
BTCB: '0x7130d2a12b9bcbfae4f2634d864a1ee1ce3ead9c',
renBTC: '0xfce146bf3146100cfe5db4129cf6c82b0ef4ad8c',
pBTC: '0xed28a457a5a76596ac48d87c0f577020f6ea1c4c',
nUSD: '0x23b891e5c62e0955ae2bd185990103928ab817b3',
};
export const POLYGON_TOKENS = {
@@ -495,6 +527,7 @@ export const POLYGON_TOKENS = {
DFYN: '0xc168e40227e4ebd8c1cae80f7a55a4f0e6d66c97',
BANANA: '0x5d47baba0d66083c52009271faf3f50dcc01023c',
WEXPOLY: '0x4c4bf319237d98a30a929a96112effa8da3510eb',
nUSD: '0xb6c473756050de474286bed418b77aeac39b02af',
};
export const AVALANCHE_TOKENS = {
@@ -502,17 +535,38 @@ export const AVALANCHE_TOKENS = {
WETH: '0x49d5c2bdffac6ce2bfdb6640f4f80f226bc10bab',
WBTC: '0x50b7545627a5162f82a992c33b87adc75187b218',
DAI: '0xd586e7f844cea2f87f50152665bcbc2c279d8d70',
// bridged USDC
USDC: '0xa7d7079b0fead91f3e65f86e8915cb59c1a4c664',
// native USDC on Avalanche
nUSDC: '0xb97ef9ef8734c71904d8002f8b6bc66dd9c48a6e',
USDT: '0xc7198437980c041c805a1edcba50c1ce5db95118',
aDAI: '0x47afa96cdc9fab46904a55a6ad4bf6660b53c38a',
aUSDC: '0x46a51127c3ce23fb7ab1de06226147f446e4a857',
aUSDT: '0x532e6537fea298397212f09a61e03311686f548e',
nETH: '0x19e1ae0ee35c0404f835521146206595d37981ae',
nUSD: '0xcfc37a6ab183dd4aed08c204d1c2773c0b1bdf46',
aWETH: '0x53f7c5869a859f0aec3d334ee8b4cf01e3492f21',
MIM: '0x130966628846bfd36ff31a822705796e8cb8c18d',
};
export const CELO_TOKENS = {
WETH: '0xe919f65739c26a42616b7b8eedc6b5524d1e3ac4',
WCELO: '0x471ece3750da237f93b8e339c536989b8978a438',
// Some of these tokens are Optics bridge? tokens which
// had an issue and migrated from v1 to v2
WETHv1: '0xe919f65739c26a42616b7b8eedc6b5524d1e3ac4',
WETH: '0x122013fd7df1c6f636a5bb8f03108e876548b455',
WBTC: '0xbaab46e28388d2779e6e31fd00cf0e5ad95e327b',
cUSD: '0x765de816845861e75a25fca122bb6898b8b1282a',
// ??
WBTCv1: '0xd629eb00deced2a080b7ec630ef6ac117e614f1b',
cETH: '0x2def4285787d58a2f811af24755a8150622f4361',
UBE: '0x00be915b9dcf56a3cbe739d9b9c202ca692409ec',
// Moolah
mCELO: '0x7d00cd74ff385c955ea3d79e47bf06bd7386387d',
mCUSD: '0x918146359264c492bd6934071c6bd31c854edbc3',
mCEUR: '0xe273ad7ee11dcfaa87383ad5977ee1504ac07568',
amCUSD: '0x64defa3544c695db8c535d289d843a189aa26b98',
MOO: '0x17700282592d6917f6a73d0bf8accf4d578c131e',
};
export const FANTOM_TOKENS = {
@@ -523,6 +577,13 @@ export const FANTOM_TOKENS = {
fUSDT: '0x049d68029688eabf473097a2fc38ef61633a3c7a',
WBTC: '0x321162cd933e2be498cd2267a90534a804051b11',
renBTC: '0xdbf31df14b66535af65aac99c32e9ea844e14501',
MIM: '0x82f0b8b456c1a451378467398982d4834b6829c1',
nUSD: '0xed2a7edd7413021d440b09d654f3b87712abab66',
nETH: '0x67c10c397dd0ba417329543c1a40eb48aaa7cd00',
gfUSDT: '0x940f41f0ec9ba1a34cf001cc03347ac092f5f6b5',
gUSDC: '0xe578c856933d8e1082740bf7661e379aa2a30b26',
gDAI: '0x07e6332dd090d287d3489245038daf987955dcfb',
FRAX: '0xdc301622e621166bd8e82f2ca0a26c13ad0be355',
};
export const OPTIMISM_TOKENS = {
@@ -531,6 +592,8 @@ export const OPTIMISM_TOKENS = {
USDT: '0x94b008aa00579c1307b0ef2c499ad98a8ce58e58',
DAI: '0xda10009cbd5d07dd0cecc66161fc93d7c9000da1',
WBTC: '0x68f180fcce6836688e9084f035309e29bf0a2095',
nETH: '0x809dc529f07651bd43a172e8db6f4a7a0d771036',
sWETH: '0x121ab82b49b2bc4c7901ca46b8277962b4350204',
};
export const CURVE_POOLS = {
@@ -578,6 +641,16 @@ export const CURVE_POOLS = {
mim: '0x5a6a4d54456819380173272a5e8e9b9904bdf41b',
eurt: '0xfd5db7463a3ab53fd211b4af195c5bccc1a03890',
ethcrv: '0x8301ae4fc9c624d1d396cbdaa1ed877821d7c511',
ethcvx: '0xb576491f1e6e5e62f1d8f26062ee822b40b0e0d4',
mimust: '0x55a8a39bc9694714e2874c1ce77aa1e599461e18',
usttri_wormhole: '0xceaf7747579696a2f0bb206a14210e3c9e6fb269',
fei_tri: '0x06cb22615ba53e60d67bf6c341a0fd5e718e1655',
rai_tri: '0x618788357d0ebd8a37e763adab3bc575d54c2c7d',
DOLA_tri: '0xaa5a67c256e27a5d80712c51971408db3370927d',
OUSD_tri: '0x87650d7bbfc3a9f10587d7778206671719d9910d',
d3pool: '0xbaaa1f5dba42c3389bdbc2c9d2de134f5cd0dc89',
triEURpool: '0xb9446c4ef5ebe66268da6700d26f96273de3d571',
ibEURsEUR: '0x19b080fe1ffa0553469d20ca36219f17fcf03859',
};
export const CURVE_V2_POOLS = {
@@ -591,12 +664,13 @@ export const CURVE_POLYGON_POOLS = {
};
export const CURVE_V2_POLYGON_POOLS = {
atricrypto: '0x3fcd5de6a9fc8a99995c406c77dda3ed7e406f81',
atricrypto3: '0x1d8b86e3d88cdb2d34688e87e72f388cb541b7c8',
};
export const CURVE_AVALANCHE_POOLS = {
aave: '0x7f90122bf0700f9e7e1f688fe926940e8839f353',
mim: '0xaea2e71b631fa93683bcf256a8689dfa0e094fcd',
USDC: '0x3a43a5851a3e3e0e25a3c1089670269786be1577',
};
export const CURVE_V2_AVALANCHE_POOLS = {
@@ -607,12 +681,19 @@ export const CURVE_FANTOM_POOLS = {
fUSDT: '0x92d5ebf3593a92888c25c0abef126583d4b5312e',
twoPool: '0x27e611fd27b276acbd5ffd632e5eaebec9761e40',
ren: '0x3ef6a01a0f81d6046290f3e2a8c5b843e738e604',
tri_v2: '0x2dd7c9371965472e5a5fd28fbe165007c61439e1',
geist: '0x0fa949783947bf6c1b171db13aeacbb488845b3f',
FRAX_twoPool: '0x7a656b342e14f745e2b164890e88017e27ae7320',
};
export const CURVE_V2_FANTOM_POOLS = {
tricrypto: '0x3a1659ddcf2339be3aea159ca010979fb49155ff',
};
export const CURVE_OPTIMISM_POOLS = {
tri: '0x1337bedc9d22ecbe766df105c9623922a27963ec',
};
export const SWERVE_POOLS = {
y: '0x329239599afb305da0a2ec69c58f8a6697f9f88d',
};
@@ -647,6 +728,37 @@ export const NERVE_POOLS = {
threePool: '0x1b3771a66ee31180906972580ade9b81afc5fcdc',
};
export const SYNAPSE_MAINNET_POOLS = {
nUSDLP: '0x1116898dda4015ed8ddefb84b6e8bc24528af2d8',
};
export const SYNAPSE_OPTIMISM_POOLS = {
nETHLP: '0xe27bff97ce92c3e1ff7aa9f86781fdd6d48f5ee9',
};
export const SYNAPSE_BSC_POOLS = {
nUSDLP: '0x28ec0b36f0819ecb5005cab836f4ed5a2eca4d13',
};
export const SYNAPSE_POLYGON_POOLS = {
nUSDLP: '0x85fcd7dd0a1e1a9fcd5fd886ed522de8221c3ee5',
};
export const SYNAPSE_FANTOM_POOLS = {
nUSDLP: '0x2913e812cf0dcca30fb28e6cac3d2dcff4497688',
nETHLP: '0x8d9ba570d6cb60c7e3e0f31343efe75ab8e65fb1',
};
export const SYNAPSE_AVALANCHE_POOLS = {
nUSDLP: '0xed2a7edd7413021d440b09d654f3b87712abab66',
nETHLP: '0x77a7e60555bc18b4be44c181b2575eee46212d44',
};
export const SYNAPSE_ARBITRUM_POOLS = {
nUSDLP: '0x0db3fe3b770c95a0b99d1ed6f2627933466c0dd8',
nETHLP: '0xd70a52248e546a3b260849386410c7170c7bd1e9',
};
export const BELT_POOLS = {
vPool: '0xf16d312d119c13dd27fd0dc814b0bcdcaaa62dfd',
};
@@ -704,6 +816,7 @@ export const DEFAULT_INTERMEDIATE_TOKENS_BY_CHAIN_ID = valueByChainId<string[]>(
POLYGON_TOKENS.DAI,
POLYGON_TOKENS.USDT,
POLYGON_TOKENS.WBTC,
POLYGON_TOKENS.nUSD,
],
[ChainId.Avalanche]: [
AVALANCHE_TOKENS.WAVAX,
@@ -711,10 +824,28 @@ export const DEFAULT_INTERMEDIATE_TOKENS_BY_CHAIN_ID = valueByChainId<string[]>(
AVALANCHE_TOKENS.DAI,
AVALANCHE_TOKENS.USDT,
AVALANCHE_TOKENS.USDC,
AVALANCHE_TOKENS.nUSD,
AVALANCHE_TOKENS.nETH,
AVALANCHE_TOKENS.aWETH,
],
[ChainId.Fantom]: [
FANTOM_TOKENS.WFTM,
FANTOM_TOKENS.WETH,
FANTOM_TOKENS.DAI,
FANTOM_TOKENS.USDC,
FANTOM_TOKENS.nUSD,
FANTOM_TOKENS.nETH,
FANTOM_TOKENS.MIM,
],
[ChainId.Celo]: [CELO_TOKENS.WCELO, CELO_TOKENS.mCUSD, CELO_TOKENS.WETH, CELO_TOKENS.amCUSD, CELO_TOKENS.WBTC],
[ChainId.Optimism]: [
OPTIMISM_TOKENS.WETH,
OPTIMISM_TOKENS.DAI,
OPTIMISM_TOKENS.USDC,
OPTIMISM_TOKENS.USDT,
OPTIMISM_TOKENS.nETH,
OPTIMISM_TOKENS.sWETH,
],
[ChainId.Fantom]: [FANTOM_TOKENS.WFTM, FANTOM_TOKENS.WETH, FANTOM_TOKENS.DAI, FANTOM_TOKENS.USDC],
[ChainId.Celo]: [CELO_TOKENS.mCUSD, CELO_TOKENS.WETH, CELO_TOKENS.WCELO],
[ChainId.Optimism]: [OPTIMISM_TOKENS.WETH, OPTIMISM_TOKENS.DAI, OPTIMISM_TOKENS.USDC],
},
[],
);
@@ -747,7 +878,14 @@ export const DEFAULT_TOKEN_ADJACENCY_GRAPH_BY_CHAIN_ID = valueByChainId<TokenAdj
}).build(),
[ChainId.Avalanche]: new TokenAdjacencyGraphBuilder({
default: DEFAULT_INTERMEDIATE_TOKENS_BY_CHAIN_ID[ChainId.Avalanche],
}).build(),
})
.tap(builder => {
// Synape nETH/aWETH pool
builder
.add(AVALANCHE_TOKENS.aWETH, AVALANCHE_TOKENS.nETH)
.add(AVALANCHE_TOKENS.nETH, AVALANCHE_TOKENS.aWETH);
})
.build(),
[ChainId.Fantom]: new TokenAdjacencyGraphBuilder({
default: DEFAULT_INTERMEDIATE_TOKENS_BY_CHAIN_ID[ChainId.Fantom],
}).build(),
@@ -788,6 +926,7 @@ const CURVE_TRI_POOL_MAINNET_TOKENS = [MAINNET_TOKENS.DAI, MAINNET_TOKENS.USDC,
const CURVE_TRI_BTC_POOL_TOKEN = [MAINNET_TOKENS.RenBTC, MAINNET_TOKENS.WBTC, MAINNET_TOKENS.sBTC];
const CURVE_POLYGON_ATRICRYPTO_UNDERLYING_TOKENS = [POLYGON_TOKENS.DAI, POLYGON_TOKENS.USDC, POLYGON_TOKENS.USDT];
const CURVE_POLYGON_ATRICRYPTO_TOKENS = [POLYGON_TOKENS.amDAI, POLYGON_TOKENS.amUSDC, POLYGON_TOKENS.amUSDT];
const CURVE_FANTOM_TWO_POOL_TOKENS = [FANTOM_TOKENS.DAI, FANTOM_TOKENS.USDC];
const createCurveExchangePool = (info: { tokens: string[]; pool: string; gasSchedule: number }) => ({
exchangeFunctionSelector: CurveFunctionSelectors.exchange,
@@ -829,6 +968,16 @@ const createCurveMetaTriBtcPool = (info: { tokens: string[]; pool: string; gasSc
gasSchedule: info.gasSchedule,
});
const createCurveMetaTwoPoolFantom = (info: { tokens: string[]; pool: string; gasSchedule: number }) => ({
exchangeFunctionSelector: CurveFunctionSelectors.exchange_underlying,
sellQuoteFunctionSelector: CurveFunctionSelectors.get_dy_underlying,
buyQuoteFunctionSelector: CurveFunctionSelectors.None,
tokens: [...info.tokens, ...CURVE_FANTOM_TWO_POOL_TOKENS],
metaTokens: info.tokens,
poolAddress: info.pool,
gasSchedule: info.gasSchedule,
});
const createCurveExchangeV2Pool = (info: { tokens: string[]; pool: string; gasSchedule: number }) => ({
exchangeFunctionSelector: CurveFunctionSelectors.exchange_v2,
sellQuoteFunctionSelector: CurveFunctionSelectors.get_dy_v2,
@@ -1059,6 +1208,62 @@ export const CURVE_MAINNET_INFOS: { [name: string]: CurveInfo } = {
sellQuoteFunctionSelector: CurveFunctionSelectors.get_dy_uint256,
exchangeFunctionSelector: CurveFunctionSelectors.exchange_underlying_uint256,
},
[CURVE_POOLS.ethcvx]: {
...createCurveExchangePool({
// This pool uses ETH
tokens: [MAINNET_TOKENS.WETH, MAINNET_TOKENS.CVX],
pool: CURVE_POOLS.ethcvx,
gasSchedule: 350e3,
}),
// This pool has a custom get_dy and exchange selector with uint256
sellQuoteFunctionSelector: CurveFunctionSelectors.get_dy_uint256,
exchangeFunctionSelector: CurveFunctionSelectors.exchange_underlying_uint256,
},
[CURVE_POOLS.mimust]: createCurveExchangePool({
tokens: [MAINNET_TOKENS.MIM, MAINNET_TOKENS.UST],
pool: CURVE_POOLS.mimust,
gasSchedule: 105e3,
}),
[CURVE_POOLS.usttri_wormhole]: createCurveMetaTriPool({
tokens: [MAINNET_TOKENS.UST_WORMHOLE],
pool: CURVE_POOLS.usttri_wormhole,
gasSchedule: 340e3,
}),
[CURVE_POOLS.fei_tri]: createCurveMetaTriPool({
tokens: [MAINNET_TOKENS.FEI],
pool: CURVE_POOLS.fei_tri,
gasSchedule: 340e3,
}),
[CURVE_POOLS.rai_tri]: createCurveMetaTriPool({
tokens: [MAINNET_TOKENS.RAI],
pool: CURVE_POOLS.rai_tri,
gasSchedule: 340e3,
}),
[CURVE_POOLS.DOLA_tri]: createCurveMetaTriPool({
tokens: [MAINNET_TOKENS.DOLA],
pool: CURVE_POOLS.DOLA_tri,
gasSchedule: 340e3,
}),
[CURVE_POOLS.OUSD_tri]: createCurveMetaTriPool({
tokens: [MAINNET_TOKENS.OUSD],
pool: CURVE_POOLS.OUSD_tri,
gasSchedule: 340e3,
}),
[CURVE_POOLS.d3pool]: createCurveExchangePool({
tokens: [MAINNET_TOKENS.FRAX, MAINNET_TOKENS.FEI, MAINNET_TOKENS.alUSD],
pool: CURVE_POOLS.d3pool,
gasSchedule: 176e3,
}),
[CURVE_POOLS.triEURpool]: createCurveExchangePool({
tokens: [MAINNET_TOKENS.agEUR, MAINNET_TOKENS.EURT, MAINNET_TOKENS.EURS],
pool: CURVE_POOLS.triEURpool,
gasSchedule: 176e3,
}),
[CURVE_POOLS.ibEURsEUR]: createCurveExchangePool({
tokens: [MAINNET_TOKENS.ibEUR, MAINNET_TOKENS.sEUR],
pool: CURVE_POOLS.ibEURsEUR,
gasSchedule: 176e3,
}),
};
export const CURVE_V2_MAINNET_INFOS: { [name: string]: CurveInfo } = {
@@ -1093,11 +1298,6 @@ export const CURVE_POLYGON_INFOS: { [name: string]: CurveInfo } = {
};
export const CURVE_V2_POLYGON_INFOS: { [name: string]: CurveInfo } = {
[CURVE_V2_POLYGON_POOLS.atricrypto]: createCurveV2MetaTriPool({
tokens: [POLYGON_TOKENS.WBTC, POLYGON_TOKENS.WETH],
pool: CURVE_V2_POLYGON_POOLS.atricrypto,
gasSchedule: 300e3,
}),
[CURVE_V2_POLYGON_POOLS.atricrypto3]: createCurveV2MetaTriPool({
tokens: [POLYGON_TOKENS.WBTC, POLYGON_TOKENS.WETH],
pool: CURVE_V2_POLYGON_POOLS.atricrypto3,
@@ -1116,6 +1316,16 @@ export const CURVE_AVALANCHE_INFOS: { [name: string]: CurveInfo } = {
pool: CURVE_AVALANCHE_POOLS.aave,
gasSchedule: 150e3,
}),
[CURVE_AVALANCHE_POOLS.mim]: createCurveExchangePool({
tokens: [AVALANCHE_TOKENS.MIM, AVALANCHE_TOKENS.USDT, AVALANCHE_TOKENS.USDC],
pool: CURVE_AVALANCHE_POOLS.mim,
gasSchedule: 150e3,
}),
[CURVE_AVALANCHE_POOLS.USDC]: createCurveExchangePool({
tokens: [AVALANCHE_TOKENS.USDC, AVALANCHE_TOKENS.nUSDC],
pool: CURVE_AVALANCHE_POOLS.USDC,
gasSchedule: 150e3,
}),
};
export const CURVE_V2_AVALANCHE_INFOS: { [name: string]: CurveInfo } = {
@@ -1153,6 +1363,26 @@ export const CURVE_FANTOM_INFOS: { [name: string]: CurveInfo } = {
pool: CURVE_FANTOM_POOLS.fUSDT,
gasSchedule: 587e3,
}),
[CURVE_FANTOM_POOLS.tri_v2]: createCurveExchangePool({
tokens: [FANTOM_TOKENS.MIM, FANTOM_TOKENS.fUSDT, FANTOM_TOKENS.USDC],
pool: CURVE_FANTOM_POOLS.tri_v2,
gasSchedule: 176e3,
}),
['geist_exchangeunderlying']: createCurveExchangeUnderlyingPool({
tokens: [FANTOM_TOKENS.DAI, FANTOM_TOKENS.USDC, FANTOM_TOKENS.fUSDT],
pool: CURVE_FANTOM_POOLS.geist,
gasSchedule: 850e3,
}),
['geist_exchange']: createCurveExchangePool({
tokens: [FANTOM_TOKENS.gDAI, FANTOM_TOKENS.gUSDC, FANTOM_TOKENS.gfUSDT],
pool: CURVE_FANTOM_POOLS.geist,
gasSchedule: 150e3,
}),
[CURVE_FANTOM_POOLS.FRAX_twoPool]: createCurveMetaTwoPoolFantom({
tokens: [FANTOM_TOKENS.FRAX],
pool: CURVE_FANTOM_POOLS.FRAX_twoPool,
gasSchedule: 411e3,
}),
};
export const CURVE_V2_FANTOM_INFOS: { [name: string]: CurveInfo } = {
@@ -1163,6 +1393,14 @@ export const CURVE_V2_FANTOM_INFOS: { [name: string]: CurveInfo } = {
}),
};
export const CURVE_OPTIMISM_INFOS: { [name: string]: CurveInfo } = {
[CURVE_OPTIMISM_POOLS.tri]: createCurveExchangePool({
tokens: [OPTIMISM_TOKENS.DAI, OPTIMISM_TOKENS.USDC, OPTIMISM_TOKENS.USDT],
pool: CURVE_OPTIMISM_POOLS.tri,
gasSchedule: 150e3,
}),
};
export const SWERVE_MAINNET_INFOS: { [name: string]: CurveInfo } = {
[SWERVE_POOLS.y]: createCurveExchangePool({
tokens: [MAINNET_TOKENS.DAI, MAINNET_TOKENS.USDC, MAINNET_TOKENS.USDT, MAINNET_TOKENS.TUSD],
@@ -1316,6 +1554,87 @@ export const NERVE_BSC_INFOS: { [name: string]: CurveInfo } = {
},
};
export const SYNAPSE_BSC_INFOS: { [name: string]: CurveInfo } = {
[SYNAPSE_BSC_POOLS.nUSDLP]: {
exchangeFunctionSelector: CurveFunctionSelectors.swap,
sellQuoteFunctionSelector: CurveFunctionSelectors.calculateSwap,
buyQuoteFunctionSelector: CurveFunctionSelectors.None,
poolAddress: SYNAPSE_BSC_POOLS.nUSDLP,
tokens: [BSC_TOKENS.nUSD, BSC_TOKENS.BUSD, BSC_TOKENS.USDC, BSC_TOKENS.USDT],
metaTokens: undefined,
gasSchedule: 140e3,
},
};
export const SYNAPSE_FANTOM_INFOS: { [name: string]: CurveInfo } = {
[SYNAPSE_FANTOM_POOLS.nUSDLP]: {
exchangeFunctionSelector: CurveFunctionSelectors.swap,
sellQuoteFunctionSelector: CurveFunctionSelectors.calculateSwap,
buyQuoteFunctionSelector: CurveFunctionSelectors.None,
poolAddress: SYNAPSE_FANTOM_POOLS.nUSDLP,
tokens: [FANTOM_TOKENS.nUSD, FANTOM_TOKENS.MIM, FANTOM_TOKENS.USDC, FANTOM_TOKENS.fUSDT],
metaTokens: undefined,
gasSchedule: 140e3,
},
};
export const SYNAPSE_MAINNET_INFOS: { [name: string]: CurveInfo } = {
[SYNAPSE_MAINNET_POOLS.nUSDLP]: {
exchangeFunctionSelector: CurveFunctionSelectors.swap,
sellQuoteFunctionSelector: CurveFunctionSelectors.calculateSwap,
buyQuoteFunctionSelector: CurveFunctionSelectors.None,
poolAddress: SYNAPSE_MAINNET_POOLS.nUSDLP,
tokens: [MAINNET_TOKENS.DAI, MAINNET_TOKENS.USDC, MAINNET_TOKENS.USDT],
metaTokens: undefined,
gasSchedule: 140e3,
},
};
export const SYNAPSE_OPTIMISM_INFOS: { [name: string]: CurveInfo } = {
[SYNAPSE_OPTIMISM_POOLS.nETHLP]: {
exchangeFunctionSelector: CurveFunctionSelectors.swap,
sellQuoteFunctionSelector: CurveFunctionSelectors.calculateSwap,
buyQuoteFunctionSelector: CurveFunctionSelectors.None,
poolAddress: SYNAPSE_OPTIMISM_POOLS.nETHLP,
tokens: [OPTIMISM_TOKENS.nETH, OPTIMISM_TOKENS.sWETH],
metaTokens: undefined,
gasSchedule: 140e3,
},
};
export const SYNAPSE_POLYGON_INFOS: { [name: string]: CurveInfo } = {
[SYNAPSE_POLYGON_POOLS.nUSDLP]: {
exchangeFunctionSelector: CurveFunctionSelectors.swap,
sellQuoteFunctionSelector: CurveFunctionSelectors.calculateSwap,
buyQuoteFunctionSelector: CurveFunctionSelectors.None,
poolAddress: SYNAPSE_POLYGON_POOLS.nUSDLP,
tokens: [POLYGON_TOKENS.nUSD, POLYGON_TOKENS.DAI, POLYGON_TOKENS.USDC, POLYGON_TOKENS.USDT],
metaTokens: undefined,
gasSchedule: 140e3,
},
};
export const SYNAPSE_AVALANCHE_INFOS: { [name: string]: CurveInfo } = {
[SYNAPSE_AVALANCHE_POOLS.nUSDLP]: {
exchangeFunctionSelector: CurveFunctionSelectors.swap,
sellQuoteFunctionSelector: CurveFunctionSelectors.calculateSwap,
buyQuoteFunctionSelector: CurveFunctionSelectors.None,
poolAddress: SYNAPSE_AVALANCHE_POOLS.nUSDLP,
tokens: [AVALANCHE_TOKENS.nUSD, AVALANCHE_TOKENS.DAI, AVALANCHE_TOKENS.USDC, AVALANCHE_TOKENS.USDT],
metaTokens: undefined,
gasSchedule: 140e3,
},
[SYNAPSE_AVALANCHE_POOLS.nETHLP]: {
exchangeFunctionSelector: CurveFunctionSelectors.swap,
sellQuoteFunctionSelector: CurveFunctionSelectors.calculateSwap,
buyQuoteFunctionSelector: CurveFunctionSelectors.None,
poolAddress: SYNAPSE_AVALANCHE_POOLS.nETHLP,
tokens: [AVALANCHE_TOKENS.nETH, AVALANCHE_TOKENS.aWETH],
metaTokens: undefined,
gasSchedule: 140e3,
},
};
export const FIREBIRDONESWAP_BSC_INFOS: { [name: string]: CurveInfo } = {
[FIREBIRDONESWAP_BSC_POOLS.oneswap]: {
exchangeFunctionSelector: CurveFunctionSelectors.swap,
@@ -1902,7 +2221,14 @@ export const SPOOKYSWAP_ROUTER_BY_CHAIN_ID = valueByChainId<string>(
export const VIP_ERC20_BRIDGE_SOURCES_BY_CHAIN_ID = valueByChainId<ERC20BridgeSource[]>(
{
[ChainId.Mainnet]: [ERC20BridgeSource.UniswapV2, ERC20BridgeSource.SushiSwap, ERC20BridgeSource.UniswapV3],
[ChainId.Mainnet]: [
ERC20BridgeSource.UniswapV2,
ERC20BridgeSource.SushiSwap,
ERC20BridgeSource.UniswapV3,
ERC20BridgeSource.Curve,
ERC20BridgeSource.LiquidityProvider,
ERC20BridgeSource.Native,
],
[ChainId.BSC]: [
ERC20BridgeSource.PancakeSwap,
ERC20BridgeSource.PancakeSwapV2,
@@ -1912,6 +2238,8 @@ export const VIP_ERC20_BRIDGE_SOURCES_BY_CHAIN_ID = valueByChainId<ERC20BridgeSo
ERC20BridgeSource.CafeSwap,
ERC20BridgeSource.CheeseSwap,
ERC20BridgeSource.JulSwap,
ERC20BridgeSource.LiquidityProvider,
ERC20BridgeSource.Native,
],
},
[],
@@ -1955,6 +2283,7 @@ export const DEFAULT_GAS_SCHEDULE: Required<FeeSchedule> = {
[ERC20BridgeSource.Swerve]: fillData => (fillData as CurveFillData).pool.gasSchedule,
[ERC20BridgeSource.SnowSwap]: fillData => (fillData as CurveFillData).pool.gasSchedule,
[ERC20BridgeSource.Nerve]: fillData => (fillData as CurveFillData).pool.gasSchedule,
[ERC20BridgeSource.Synapse]: fillData => (fillData as CurveFillData).pool.gasSchedule,
[ERC20BridgeSource.Belt]: fillData => (fillData as CurveFillData).pool.gasSchedule,
[ERC20BridgeSource.Ellipsis]: fillData => (fillData as CurveFillData).pool.gasSchedule,
[ERC20BridgeSource.Smoothy]: fillData => (fillData as CurveFillData).pool.gasSchedule,
@@ -2103,4 +2432,5 @@ export const DEFAULT_GET_MARKET_ORDERS_OPTS: Omit<GetMarketOrdersOpts, 'gasPrice
shouldGenerateQuoteReport: true,
shouldIncludePriceComparisonsReport: false,
tokenAdjacencyGraph: { default: [] },
neonRouterNumSamples: 14,
};

View File

@@ -443,6 +443,7 @@ export class MarketOperationUtils {
feeSchedule: _opts.feeSchedule,
allowFallback: _opts.allowFallback,
gasPrice: _opts.gasPrice,
neonRouterNumSamples: _opts.neonRouterNumSamples,
},
);
return optimizerResult;
@@ -531,9 +532,18 @@ export class MarketOperationUtils {
penaltyOpts,
opts.feeSchedule,
this._sampler.chainId,
opts.neonRouterNumSamples,
opts.samplerMetrics,
);
} else {
optimalPath = await findOptimalPathJSAsync(side, fills, inputAmount, opts.runLimit, penaltyOpts);
optimalPath = await findOptimalPathJSAsync(
side,
fills,
inputAmount,
opts.runLimit,
opts.samplerMetrics,
penaltyOpts,
);
}
const optimalPathRate = optimalPath ? optimalPath.adjustedRate() : ZERO_AMOUNT;
@@ -596,6 +606,8 @@ export class MarketOperationUtils {
allowFallback: _opts.allowFallback,
exchangeProxyOverhead: _opts.exchangeProxyOverhead,
gasPrice: _opts.gasPrice,
neonRouterNumSamples: _opts.neonRouterNumSamples,
samplerMetrics: _opts.samplerMetrics,
};
if (nativeOrders.length === 0) {
@@ -806,6 +818,8 @@ export class MarketOperationUtils {
sturdyPenaltyOpts,
opts.feeSchedule,
this._sampler.chainId,
opts.neonRouterNumSamples,
undefined, // hack: set sampler metrics to undefined to avoid fallback timings
);
} else {
const sturdyFills = fills.filter(p => p.length > 0 && !fragileSources.includes(p[0].source));
@@ -814,6 +828,7 @@ export class MarketOperationUtils {
sturdyFills,
inputAmount,
opts.runLimit,
undefined, // hack: set sampler metrics to undefined to avoid fallback timings
sturdyPenaltyOpts,
);
}

View File

@@ -134,6 +134,8 @@ export function getErc20BridgeSourceToBridgeSource(source: ERC20BridgeSource): s
return encodeBridgeSourceId(BridgeProtocol.UniswapV2, 'BakerySwap');
case ERC20BridgeSource.Nerve:
return encodeBridgeSourceId(BridgeProtocol.Nerve, 'Nerve');
case ERC20BridgeSource.Synapse:
return encodeBridgeSourceId(BridgeProtocol.Nerve, 'Synapse');
case ERC20BridgeSource.Belt:
return encodeBridgeSourceId(BridgeProtocol.Curve, 'Belt');
case ERC20BridgeSource.Ellipsis:
@@ -226,6 +228,7 @@ export function createBridgeDataForBridgeOrder(order: OptimizedMarketBridgeOrder
case ERC20BridgeSource.Swerve:
case ERC20BridgeSource.SnowSwap:
case ERC20BridgeSource.Nerve:
case ERC20BridgeSource.Synapse:
case ERC20BridgeSource.Belt:
case ERC20BridgeSource.Ellipsis:
case ERC20BridgeSource.Smoothy:
@@ -463,6 +466,7 @@ export const BRIDGE_ENCODERS: {
[ERC20BridgeSource.Swerve]: curveEncoder,
[ERC20BridgeSource.SnowSwap]: curveEncoder,
[ERC20BridgeSource.Nerve]: curveEncoder,
[ERC20BridgeSource.Synapse]: curveEncoder,
[ERC20BridgeSource.Belt]: curveEncoder,
[ERC20BridgeSource.Ellipsis]: curveEncoder,
[ERC20BridgeSource.Smoothy]: curveEncoder,

View File

@@ -1,24 +1,20 @@
import { assert } from '@0x/assert';
import { ChainId } from '@0x/contract-addresses';
import { OptimizerCapture, route, SerializedPath } from '@0x/neon-router';
import { BigNumber } from '@0x/utils';
import { BigNumber, hexUtils } from '@0x/utils';
import * as _ from 'lodash';
import { performance } from 'perf_hooks';
import { DEFAULT_INFO_LOGGER } from '../../constants';
import { MarketOperation, NativeOrderWithFillableAmounts } from '../../types';
import { VIP_ERC20_BRIDGE_SOURCES_BY_CHAIN_ID } from '../market_operation_utils/constants';
import { dexSamplesToFills, ethToOutputAmount, nativeOrdersToFills } from './fills';
import { DEFAULT_PATH_PENALTY_OPTS, Path, PathPenaltyOpts } from './path';
import { getRate } from './rate_utils';
import { DexSample, ERC20BridgeSource, FeeSchedule, Fill, FillData } from './types';
import { DexSample, ERC20BridgeSource, FeeSchedule, Fill, FillData, SamplerMetrics } from './types';
// tslint:disable: prefer-for-of custom-no-magic-numbers completed-docs no-bitwise
const RUN_LIMIT_DECAY_FACTOR = 0.5;
const RUST_ROUTER_NUM_SAMPLES = 200;
const FILL_QUOTE_TRANSFORMER_GAS_OVERHEAD = new BigNumber(150e3);
// NOTE: The Rust router will panic with less than 3 samples
const MIN_NUM_SAMPLE_INPUTS = 3;
@@ -69,21 +65,6 @@ function calculateOuputFee(
}
}
// Use linear interpolation to approximate the output
// at a certain input somewhere between the two samples
// See https://en.wikipedia.org/wiki/Linear_interpolation
const interpolateOutputFromSamples = (
left: { input: BigNumber; output: BigNumber },
right: { input: BigNumber; output: BigNumber },
targetInput: BigNumber,
): BigNumber =>
left.output.plus(
right.output
.minus(left.output)
.dividedBy(right.input.minus(left.input))
.times(targetInput.minus(left.input)),
);
function findRoutesAndCreateOptimalPath(
side: MarketOperation,
samples: DexSample[][],
@@ -91,29 +72,27 @@ function findRoutesAndCreateOptimalPath(
input: BigNumber,
opts: PathPenaltyOpts,
fees: FeeSchedule,
neonRouterNumSamples: number,
): Path | undefined {
const createFill = (sample: DexSample) =>
dexSamplesToFills(side, [sample], opts.outputAmountPerEth, opts.inputAmountPerEth, fees)[0];
// Track sample id's to integers (required by rust router)
const sampleIdLookup: { [key: string]: number } = {};
let sampleIdCounter = 0;
const sampleToId = (source: ERC20BridgeSource, index: number): number => {
const key = `${source}-${index}`;
if (sampleIdLookup[key]) {
return sampleIdLookup[key];
} else {
sampleIdLookup[key] = ++sampleIdCounter;
return sampleIdLookup[key];
const createFill = (sample: DexSample): Fill | undefined => {
const fills = dexSamplesToFills(side, [sample], opts.outputAmountPerEth, opts.inputAmountPerEth, fees);
// NOTE: If the sample has 0 output dexSamplesToFills will return [] because no fill can be created
if (fills.length === 0) {
return undefined;
}
return fills[0];
};
const samplesAndNativeOrdersWithResults: Array<DexSample[] | NativeOrderWithFillableAmounts[]> = [];
const serializedPaths: SerializedPath[] = [];
const sampleSourcePathIds: string[] = [];
for (const singleSourceSamples of samples) {
if (singleSourceSamples.length === 0) {
continue;
}
const sourcePathId = hexUtils.random();
const singleSourceSamplesWithOutput = [...singleSourceSamples];
for (let i = singleSourceSamples.length - 1; i >= 0; i--) {
if (singleSourceSamples[i].output.isZero()) {
@@ -131,7 +110,7 @@ function findRoutesAndCreateOptimalPath(
// TODO(kimpers): Do we need to handle 0 entries, from eg Kyber?
const serializedPath = singleSourceSamplesWithOutput.reduce<SerializedPath>(
(memo, sample, sampleIdx) => {
memo.ids.push(sampleToId(sample.source, sampleIdx));
memo.ids.push(`${sample.source}-${serializedPaths.length}-${sampleIdx}`);
memo.inputs.push(sample.input.integerValue().toNumber());
memo.outputs.push(sample.output.integerValue().toNumber());
memo.outputFees.push(
@@ -152,8 +131,10 @@ function findRoutesAndCreateOptimalPath(
samplesAndNativeOrdersWithResults.push(singleSourceSamplesWithOutput);
serializedPaths.push(serializedPath);
sampleSourcePathIds.push(sourcePathId);
}
const nativeOrdersourcePathId = hexUtils.random();
for (const [idx, nativeOrder] of nativeOrders.entries()) {
const { input: normalizedOrderInput, output: normalizedOrderOutput } = nativeOrderToNormalizedAmounts(
side,
@@ -164,32 +145,25 @@ function findRoutesAndCreateOptimalPath(
if (normalizedOrderInput.isLessThanOrEqualTo(0) || normalizedOrderOutput.isLessThanOrEqualTo(0)) {
continue;
}
// HACK: the router requires at minimum 3 samples as a basis for interpolation
const inputs = [
0,
normalizedOrderInput
.dividedBy(2)
.integerValue()
.toNumber(),
normalizedOrderInput.integerValue().toNumber(),
];
const outputs = [
0,
normalizedOrderOutput
.dividedBy(2)
.integerValue()
.toNumber(),
normalizedOrderOutput.integerValue().toNumber(),
];
// NOTE: same fee no matter if full or partial fill
const fee = calculateOuputFee(side, nativeOrder, opts.outputAmountPerEth, opts.inputAmountPerEth, fees)
.integerValue()
.toNumber();
const outputFees = [fee, fee, fee];
// NOTE: ids can be the same for all fake samples
const id = sampleToId(ERC20BridgeSource.Native, idx);
const ids = [id, id, id];
// HACK: due to an issue with the Rust router interpolation we need to create exactly 13 samples from the native order
const ids = [];
const inputs = [];
const outputs = [];
const outputFees = [];
for (let i = 1; i <= 13; i++) {
const fraction = i / 13;
const currentInput = BigNumber.min(normalizedOrderInput.times(fraction), normalizedOrderInput);
const currentOutput = BigNumber.min(normalizedOrderOutput.times(fraction), normalizedOrderOutput);
const id = `${ERC20BridgeSource.Native}-${serializedPaths.length}-${idx}-${i}`;
inputs.push(currentInput.integerValue().toNumber());
outputs.push(currentOutput.integerValue().toNumber());
outputFees.push(fee);
ids.push(id);
}
const serializedPath: SerializedPath = {
ids,
@@ -200,6 +174,7 @@ function findRoutesAndCreateOptimalPath(
samplesAndNativeOrdersWithResults.push([nativeOrder]);
serializedPaths.push(serializedPath);
sampleSourcePathIds.push(nativeOrdersourcePathId);
}
if (serializedPaths.length === 0) {
@@ -212,30 +187,33 @@ function findRoutesAndCreateOptimalPath(
pathsIn: serializedPaths,
};
const before = performance.now();
const allSourcesRustRoute = new Float64Array(rustArgs.pathsIn.length);
route(rustArgs, allSourcesRustRoute, RUST_ROUTER_NUM_SAMPLES);
DEFAULT_INFO_LOGGER(
{ router: 'neon-router', performanceMs: performance.now() - before, type: 'real' },
'Rust router real routing performance',
);
const strategySourcesOutputAmounts = new Float64Array(rustArgs.pathsIn.length);
route(rustArgs, allSourcesRustRoute, strategySourcesOutputAmounts, neonRouterNumSamples);
assert.assert(
rustArgs.pathsIn.length === allSourcesRustRoute.length,
'different number of sources in the Router output than the input',
);
assert.assert(
rustArgs.pathsIn.length === strategySourcesOutputAmounts.length,
'different number of sources in the Router output amounts results than the input',
);
const routesAndSamples = _.zip(allSourcesRustRoute, samplesAndNativeOrdersWithResults);
const routesAndSamplesAndOutputs = _.zip(
allSourcesRustRoute,
samplesAndNativeOrdersWithResults,
strategySourcesOutputAmounts,
sampleSourcePathIds,
);
const adjustedFills: Fill[] = [];
const totalRoutedAmount = BigNumber.sum(...allSourcesRustRoute);
const scale = input.dividedBy(totalRoutedAmount);
for (const [routeInput, routeSamplesAndNativeOrders] of routesAndSamples) {
if (!routeInput || !routeSamplesAndNativeOrders) {
for (const [routeInput, routeSamplesAndNativeOrders, outputAmount, sourcePathId] of routesAndSamplesAndOutputs) {
if (!routeInput || !routeSamplesAndNativeOrders || !outputAmount || !Number.isFinite(outputAmount)) {
continue;
}
// TODO(kimpers): [TKR-241] amounts are sometimes clipped in the router due to precisions loss for number/f64
// TODO(kimpers): [TKR-241] amounts are sometimes clipped in the router due to precision loss for number/f64
// we can work around it by scaling it and rounding up. However now we end up with a total amount of a couple base units too much
const rustInputAdjusted = BigNumber.min(
new BigNumber(routeInput).multipliedBy(scale).integerValue(BigNumber.ROUND_CEIL),
@@ -251,14 +229,21 @@ function findRoutesAndCreateOptimalPath(
opts.outputAmountPerEth,
opts.inputAmountPerEth,
fees,
)[0];
// NOTE: For Limit/RFQ orders we are done here. No need to scale output
adjustedFills.push(nativeFill);
)[0] as Fill | undefined;
// Note: If the order has an adjusted rate of less than or equal to 0 it will be skipped
// and nativeFill will be `undefined`
if (nativeFill) {
// NOTE: For Limit/RFQ orders we are done here. No need to scale output
adjustedFills.push({ ...nativeFill, sourcePathId: sourcePathId ?? hexUtils.random() });
}
continue;
}
// NOTE: For DexSamples only
let fill = createFill(current);
if (!fill) {
continue;
}
const routeSamples = routeSamplesAndNativeOrders as Array<DexSample<FillData>>;
// Descend to approach a closer fill for fillData which may not be consistent
// throughout the path (UniswapV3) and for a closer guesstimate at
@@ -267,39 +252,30 @@ function findRoutesAndCreateOptimalPath(
assert.assert(routeSamples.length >= 1, 'Found no sample to use for source');
for (let k = routeSamples.length - 1; k >= 0; k--) {
if (k === 0) {
fill = createFill(routeSamples[0]);
fill = createFill(routeSamples[0]) ?? fill;
}
if (rustInputAdjusted.isGreaterThan(routeSamples[k].input)) {
// Between here and the previous fill
// HACK: Use the midpoint between the two
const left = routeSamples[k];
const right = routeSamples[k + 1];
if (left && right) {
// Approximate how much output we get for the input with the surrounding samples
const interpolatedOutput = interpolateOutputFromSamples(
left,
right,
rustInputAdjusted,
).decimalPlaces(0, side === MarketOperation.Sell ? BigNumber.ROUND_FLOOR : BigNumber.ROUND_CEIL);
fill = createFill({
...right, // default to the greater (for gas used)
input: rustInputAdjusted,
output: interpolatedOutput,
});
fill =
createFill({
...right, // default to the greater (for gas used)
input: rustInputAdjusted,
output: new BigNumber(outputAmount),
}) ?? fill;
} else {
assert.assert(Boolean(left || right), 'No valid sample to use');
fill = createFill(left || right);
fill = createFill(left || right) ?? fill;
}
break;
}
}
const scaleOutput = (output: BigNumber) =>
output
.dividedBy(fill.input)
.times(rustInputAdjusted)
.decimalPlaces(0, side === MarketOperation.Sell ? BigNumber.ROUND_FLOOR : BigNumber.ROUND_CEIL);
// 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));
const scaleOutput = (output: BigNumber) => BigNumber.min(output.times(scale), maxSampledOutput);
adjustedFills.push({
...fill,
input: rustInputAdjusted,
@@ -307,10 +283,15 @@ function findRoutesAndCreateOptimalPath(
adjustedOutput: scaleOutput(fill.adjustedOutput),
index: 0,
parent: undefined,
sourcePathId: sourcePathId ?? hexUtils.random(),
});
}
const pathFromRustInputs = Path.create(side, adjustedFills, input);
if (adjustedFills.length === 0) {
return undefined;
}
const pathFromRustInputs = Path.create(side, adjustedFills, input, opts);
return pathFromRustInputs;
}
@@ -323,15 +304,27 @@ export function findOptimalRustPathFromSamples(
opts: PathPenaltyOpts,
fees: FeeSchedule,
chainId: ChainId,
neonRouterNumSamples: number,
samplerMetrics?: SamplerMetrics,
): Path | undefined {
const before = performance.now();
const logPerformance = () =>
DEFAULT_INFO_LOGGER(
{ router: 'neon-router', performanceMs: performance.now() - before, type: 'total' },
'Rust router total routing performance',
);
const allSourcesPath = findRoutesAndCreateOptimalPath(side, samples, nativeOrders, input, opts, fees);
const beforeAllTimeMs = performance.now();
let beforeTimeMs = performance.now();
const allSourcesPath = findRoutesAndCreateOptimalPath(
side,
samples,
nativeOrders,
input,
opts,
fees,
neonRouterNumSamples,
);
// tslint:disable-next-line: no-unused-expression
samplerMetrics &&
samplerMetrics.logRouterDetails({
router: 'neon-router',
type: 'all',
timingMs: performance.now() - beforeTimeMs,
});
if (!allSourcesPath) {
return undefined;
}
@@ -341,30 +334,41 @@ export function findOptimalRustPathFromSamples(
// HACK(kimpers): The Rust router currently doesn't account for VIP sources correctly
// we need to try to route them in isolation and compare with the results all sources
if (vipSources.length > 0) {
beforeTimeMs = performance.now();
const vipSourcesSet = new Set(vipSources);
const vipSourcesSamples = samples.filter(s => s[0] && vipSourcesSet.has(s[0].source));
if (vipSourcesSamples.length > 0) {
const vipSourcesPath = findRoutesAndCreateOptimalPath(side, vipSourcesSamples, [], input, opts, fees);
const vipSourcesPath = findRoutesAndCreateOptimalPath(
side,
vipSourcesSamples,
[],
input,
opts,
fees,
neonRouterNumSamples,
);
// tslint:disable-next-line: no-unused-expression
samplerMetrics &&
samplerMetrics.logRouterDetails({
router: 'neon-router',
type: 'vip',
timingMs: performance.now() - beforeTimeMs,
});
const { input: allSourcesInput, output: allSourcesOutput } = allSourcesPath.adjustedSize();
// NOTE: For sell quotes input is the taker asset and for buy quotes input is the maker asset
const gasCostInWei = FILL_QUOTE_TRANSFORMER_GAS_OVERHEAD.times(opts.gasPrice);
const fqtOverheadInOutputToken = gasCostInWei.times(opts.outputAmountPerEth);
const outputWithFqtOverhead =
side === MarketOperation.Sell
? allSourcesOutput.minus(fqtOverheadInOutputToken)
: allSourcesOutput.plus(fqtOverheadInOutputToken);
const allSourcesAdjustedRateWithFqtOverhead = getRate(side, allSourcesInput, outputWithFqtOverhead);
if (vipSourcesPath?.adjustedRate().isGreaterThan(allSourcesAdjustedRateWithFqtOverhead)) {
logPerformance();
if (vipSourcesPath?.isBetterThan(allSourcesPath)) {
return vipSourcesPath;
}
}
}
// tslint:disable-next-line: no-unused-expression
samplerMetrics &&
samplerMetrics.logRouterDetails({
router: 'neon-router',
type: 'total',
timingMs: performance.now() - beforeAllTimeMs,
});
logPerformance();
return allSourcesPath;
}
@@ -377,8 +381,10 @@ export async function findOptimalPathJSAsync(
fills: Fill[][],
targetInput: BigNumber,
runLimit: number = 2 ** 8,
samplerMetrics?: SamplerMetrics,
opts: PathPenaltyOpts = DEFAULT_PATH_PENALTY_OPTS,
): Promise<Path | undefined> {
const beforeTimeMs = performance.now();
// Sort fill arrays by descending adjusted completed rate.
// Remove any paths which cannot impact the optimal path
const sortedPaths = reducePaths(fillsToSortedPaths(fills, side, targetInput, opts), side);
@@ -392,7 +398,15 @@ export async function findOptimalPathJSAsync(
// Yield to event loop.
await Promise.resolve();
}
return optimalPath.isComplete() ? optimalPath : undefined;
const finalPath = optimalPath.isComplete() ? optimalPath : undefined;
// tslint:disable-next-line: no-unused-expression
samplerMetrics &&
samplerMetrics.logRouterDetails({
router: 'js',
type: 'total',
timingMs: performance.now() - beforeTimeMs,
});
return finalPath;
}
// Sort fill arrays by descending adjusted completed rate.

View File

@@ -14,7 +14,8 @@ import { BatchedOperation, ERC20BridgeSource, LiquidityProviderRegistry, TokenAd
*/
export function getSampleAmounts(maxFillAmount: BigNumber, numSamples: number, expBase: number = 1): BigNumber[] {
const distribution = [...Array<BigNumber>(numSamples)].map((_v, i) => new BigNumber(expBase).pow(i));
const stepSizes = distribution.map(d => d.div(BigNumber.sum(...distribution)));
const distributionSum = BigNumber.sum(...distribution);
const stepSizes = distribution.map(d => d.div(distributionSum));
const amounts = stepSizes.map((_s, i) => {
if (i === numSamples - 1) {
return maxFillAmount;

View File

@@ -1342,6 +1342,7 @@ export class SamplerOperations {
case ERC20BridgeSource.Swerve:
case ERC20BridgeSource.SnowSwap:
case ERC20BridgeSource.Nerve:
case ERC20BridgeSource.Synapse:
case ERC20BridgeSource.Belt:
case ERC20BridgeSource.Ellipsis:
case ERC20BridgeSource.Saddle:
@@ -1647,6 +1648,7 @@ export class SamplerOperations {
case ERC20BridgeSource.Swerve:
case ERC20BridgeSource.SnowSwap:
case ERC20BridgeSource.Nerve:
case ERC20BridgeSource.Synapse:
case ERC20BridgeSource.Belt:
case ERC20BridgeSource.Ellipsis:
case ERC20BridgeSource.Saddle:

View File

@@ -70,6 +70,7 @@ export enum ERC20BridgeSource {
ShibaSwap = 'ShibaSwap',
AaveV2 = 'Aave_V2',
Compound = 'Compound',
Synapse = 'Synapse',
// BSC only
PancakeSwap = 'PancakeSwap',
PancakeSwapV2 = 'PancakeSwap_V2',
@@ -115,7 +116,7 @@ export type SourcesWithPoolsCache =
export enum CurveFunctionSelectors {
None = '0x00000000',
exchange = '0x3df02124',
exchange_underlying = '0xa6417ed6',
exchange_underlying = '0xa6417ed6', // exchange_underlying(int128 i, int128 j, uint256 dx, uint256 min_dy)
get_dy_underlying = '0x07211ef7',
get_dx_underlying = '0x0e71d1b9',
get_dy = '0x5e0d443f', // get_dy(int128,int128,uint256)
@@ -130,7 +131,7 @@ export enum CurveFunctionSelectors {
// Smoothy
swap_uint256 = '0x5673b02d', // swap(uint256,uint256,uint256,uint256)
get_swap_amount = '0x45cf2ef6', // getSwapAmount(uint256,uint256,uint256)
// Nerve BSC, Saddle Mainnet
// Nerve BSC, Saddle Mainnet, Synapse
swap = '0x91695586', // swap(uint8,uint8,uint256,uint256,uint256)
calculateSwap = '0xa95b089f', // calculateSwap(uint8,uint8,uint256)
}
@@ -455,6 +456,10 @@ export interface GetMarketOrdersOpts {
* Default: 1.25.
*/
sampleDistributionBase: number;
/**
* Number of samples to use when creating fill curves with neon-router
*/
neonRouterNumSamples: number;
/**
* Fees for each liquidity source, expressed in gas.
*/
@@ -514,6 +519,15 @@ export interface SamplerMetrics {
* @param blockNumber block number of the sampler call
*/
logBlockNumber(blockNumber: BigNumber): void;
/**
* Logs the routing timings
*
* @param data.router The router type (neon-router or js)
* @param data.type The type of timing being recorded (e.g total timing, all sources timing or vip timing)
* @param data.timingMs The timing in milliseconds
*/
logRouterDetails(data: { router: 'neon-router' | 'js'; type: 'all' | 'vip' | 'total'; timingMs: number }): void;
}
/**
@@ -599,6 +613,8 @@ export interface GenerateOptimizedOrdersOpts {
allowFallback?: boolean;
shouldBatchBridgeOrders?: boolean;
gasPrice: BigNumber;
neonRouterNumSamples: number;
samplerMetrics?: SamplerMetrics;
}
export interface ComparisonPrice {

View File

@@ -125,6 +125,7 @@ describe('ExchangeProxySwapQuoteConsumer', () => {
gas: Math.floor(Math.random() * 8e6),
protocolFeeInWeiAmount: getRandomAmount(),
feeTakerTokenAmount: getRandomAmount(),
slippage: 0,
},
worstCaseQuoteInfo: {
makerAmount: makerTokenFillAmount,
@@ -133,6 +134,7 @@ describe('ExchangeProxySwapQuoteConsumer', () => {
gas: Math.floor(Math.random() * 8e6),
protocolFeeInWeiAmount: getRandomAmount(),
feeTakerTokenAmount: getRandomAmount(),
slippage: 0,
},
makerAmountPerEth: getRandomInteger(1, 1e9),
takerAmountPerEth: getRandomInteger(1, 1e9),

View File

@@ -24,6 +24,7 @@ export async function getFullyFillableSwapQuoteWithNoFeesAsync(
totalTakerAmount: takerAmount,
protocolFeeInWeiAmount: protocolFeePerOrder.times(orders.length),
gas: 200e3,
slippage: 0,
};
const breakdown = {

226
yarn.lock
View File

@@ -959,10 +959,10 @@
typedoc "~0.16.11"
yargs "^10.0.3"
"@0x/neon-router@^0.2.1":
version "0.2.1"
resolved "https://registry.yarnpkg.com/@0x/neon-router/-/neon-router-0.2.1.tgz#23bb3cedc0eafd55a8ba6b6ea8a59ee4c538064b"
integrity sha512-feCCKuox4staZl8lxLY4nf5U256NcDHrgvSFra5cU/TUhoblLHb8F7eWAC9ygpukZUCVFLy13mExkFQHXlEOYw==
"@0x/neon-router@^0.3.1":
version "0.3.1"
resolved "https://registry.yarnpkg.com/@0x/neon-router/-/neon-router-0.3.1.tgz#4ec13e750d1435357c4928d7f2521a2b4376f27e"
integrity sha512-M4ypTov9KyxsGJpYwobrld3Y2JOlR7U0XjR6BEQE2gQ1k3nie/1wNEI2J4ZjKw++RLDxdv/RCqhgA5VnINzjxA==
dependencies:
"@mapbox/node-pre-gyp" "^1.0.5"
@@ -2993,12 +2993,6 @@ ansi-escapes@^3.2.0:
version "3.2.0"
resolved "https://registry.yarnpkg.com/ansi-escapes/-/ansi-escapes-3.2.0.tgz#8780b98ff9dbf5638152d1f1fe5c1d7b4442976b"
ansi-escapes@^4.2.1:
version "4.3.2"
resolved "https://registry.yarnpkg.com/ansi-escapes/-/ansi-escapes-4.3.2.tgz#6b2291d1db7d98b6521d5f1efa42d0f3a9feb65e"
dependencies:
type-fest "^0.21.3"
ansi-regex@^2.0.0:
version "2.1.1"
resolved "https://registry.yarnpkg.com/ansi-regex/-/ansi-regex-2.1.1.tgz#c3b33ab5ee360d86e0e628f0468ae7ef27d654df"
@@ -3109,14 +3103,6 @@ arr-union@^3.1.0:
version "3.1.0"
resolved "https://registry.yarnpkg.com/arr-union/-/arr-union-3.1.0.tgz#e39b09aea9def866a8f206e288af63919bae39c4"
array-back@^3.0.1:
version "3.1.0"
resolved "https://registry.yarnpkg.com/array-back/-/array-back-3.1.0.tgz#b8859d7a508871c9a7b2cf42f99428f65e96bfb0"
array-back@^4.0.1:
version "4.0.1"
resolved "https://registry.yarnpkg.com/array-back/-/array-back-4.0.1.tgz#9b80312935a52062e1a233a9c7abeb5481b30e90"
array-differ@^2.0.3:
version "2.1.0"
resolved "https://registry.yarnpkg.com/array-differ/-/array-differ-2.1.0.tgz#4b9c1c3f14b906757082925769e8ab904f4801b1"
@@ -4261,6 +4247,11 @@ caniuse-lite@^1.0.30000844:
version "1.0.30001151"
resolved "https://registry.yarnpkg.com/caniuse-lite/-/caniuse-lite-1.0.30001151.tgz#1ddfde5e6fff02aad7940b4edb7d3ac76b0cb00b"
cargo-cp-artifact@^0.1.6:
version "0.1.6"
resolved "https://registry.yarnpkg.com/cargo-cp-artifact/-/cargo-cp-artifact-0.1.6.tgz#df1bc9dad036ae0f4230639a869182e1d5850f89"
integrity sha512-CQw0doK/aaF7j041666XzuilHxqMxaKkn+I5vmBsd8SAwS0cO5CqVEVp0xJwOKstyqWZ6WK4Ww3O6p26x/Goyg==
caseless@~0.12.0:
version "0.12.0"
resolved "https://registry.yarnpkg.com/caseless/-/caseless-0.12.0.tgz#1b681c21ff84033c826543090689420d187151dc"
@@ -4311,13 +4302,6 @@ chalk@^4.0.0:
ansi-styles "^4.1.0"
supports-color "^7.1.0"
chalk@^4.1.0:
version "4.1.1"
resolved "https://registry.yarnpkg.com/chalk/-/chalk-4.1.1.tgz#c80b3fab28bf6371e6863325eee67e618b77e6ad"
dependencies:
ansi-styles "^4.1.0"
supports-color "^7.1.0"
change-case@^3.0.2:
version "3.1.0"
resolved "https://registry.yarnpkg.com/change-case/-/change-case-3.1.0.tgz#0e611b7edc9952df2e8513b27b42de72647dd17e"
@@ -4435,12 +4419,6 @@ cli-cursor@^2.1.0:
dependencies:
restore-cursor "^2.0.0"
cli-cursor@^3.1.0:
version "3.1.0"
resolved "https://registry.yarnpkg.com/cli-cursor/-/cli-cursor-3.1.0.tgz#264305a7ae490d1d03bf0c9ba7c925d1753af307"
dependencies:
restore-cursor "^3.1.0"
cli-format@^3.0.9:
version "3.0.9"
resolved "https://registry.yarnpkg.com/cli-format/-/cli-format-3.0.9.tgz#ea2cf6df891a8deaaa0dae7d9b8bd21dd8661bb2"
@@ -4455,10 +4433,6 @@ cli-width@^2.0.0:
version "2.2.1"
resolved "https://registry.yarnpkg.com/cli-width/-/cli-width-2.2.1.tgz#b0433d0b4e9c847ef18868a4ef16fd5fc8271c48"
cli-width@^3.0.0:
version "3.0.0"
resolved "https://registry.yarnpkg.com/cli-width/-/cli-width-3.0.0.tgz#a2f48437a2caa9a22436e794bf071ec9e61cedf6"
cliui@^3.2.0:
version "3.2.0"
resolved "https://registry.yarnpkg.com/cliui/-/cliui-3.2.0.tgz#120601537a916d29940f934da3b48d585a39213d"
@@ -4591,30 +4565,6 @@ command-exists@^1.2.8:
version "1.2.9"
resolved "https://registry.yarnpkg.com/command-exists/-/command-exists-1.2.9.tgz#c50725af3808c8ab0260fd60b01fbfa25b954f69"
command-line-args@^5.1.1:
version "5.1.1"
resolved "https://registry.yarnpkg.com/command-line-args/-/command-line-args-5.1.1.tgz#88e793e5bb3ceb30754a86863f0401ac92fd369a"
dependencies:
array-back "^3.0.1"
find-replace "^3.0.0"
lodash.camelcase "^4.3.0"
typical "^4.0.0"
command-line-commands@^3.0.1:
version "3.0.2"
resolved "https://registry.yarnpkg.com/command-line-commands/-/command-line-commands-3.0.2.tgz#53872a1181db837f21906b1228e260a4eeb42ee4"
dependencies:
array-back "^4.0.1"
command-line-usage@^6.1.0:
version "6.1.1"
resolved "https://registry.yarnpkg.com/command-line-usage/-/command-line-usage-6.1.1.tgz#c908e28686108917758a49f45efb4f02f76bc03f"
dependencies:
array-back "^4.0.1"
chalk "^2.4.2"
table-layout "^1.0.1"
typical "^5.2.0"
commander@2.18.0:
version "2.18.0"
resolved "https://registry.yarnpkg.com/commander/-/commander-2.18.0.tgz#2bf063ddee7c7891176981a2cc798e5754bc6970"
@@ -5152,7 +5102,7 @@ deep-equal@~1.1.1:
object-keys "^1.1.1"
regexp.prototype.flags "^1.2.0"
deep-extend@^0.6.0, deep-extend@~0.6.0:
deep-extend@^0.6.0:
version "0.6.0"
resolved "https://registry.yarnpkg.com/deep-extend/-/deep-extend-0.6.0.tgz#c4fa7c95404a17a9c3e8ca7e1537312b736330ac"
@@ -6399,13 +6349,13 @@ fake-merkle-patricia-tree@^1.0.1:
dependencies:
checkpoint-store "^1.1.0"
fast-abi@^0.0.2:
version "0.0.2"
resolved "https://registry.yarnpkg.com/fast-abi/-/fast-abi-0.0.2.tgz#da5f796fd7c7b0c966d916ee21daae3eca61c07c"
integrity sha512-k/2s63SkFf6jU2LyF6oQC5/N+L90q6VD1wkp2NXo+DSHoTeOJD2Q6Egpcs+bTPODik0CHxjb7lORgsG+QCRq/Q==
fast-abi@^0.0.4:
version "0.0.4"
resolved "https://registry.yarnpkg.com/fast-abi/-/fast-abi-0.0.4.tgz#c6a547d0fe75862a9eea6fe5aa7ab135e6ab62a0"
integrity sha512-BM/x54z6i5L+VnHk1c1xt4sSlx4SCIZNQJ3tNBrM88ytOSd/JY/2pRVkx/RxY3sdF6X5exgB6YVemCqVLzQzUA==
dependencies:
"@mapbox/node-pre-gyp" "^1.0.4"
neon-cli "^0.8.0"
cargo-cp-artifact "^0.1.6"
uuid "^8.3.2"
fast-deep-equal@^3.1.1, fast-deep-equal@^3.1.3:
@@ -6457,12 +6407,6 @@ figures@^2.0.0:
dependencies:
escape-string-regexp "^1.0.5"
figures@^3.0.0:
version "3.2.0"
resolved "https://registry.yarnpkg.com/figures/-/figures-3.2.0.tgz#625c18bd293c604dc4a8ddb2febf0c88341746af"
dependencies:
escape-string-regexp "^1.0.5"
file-entry-cache@^5.0.1:
version "5.0.1"
resolved "https://registry.yarnpkg.com/file-entry-cache/-/file-entry-cache-5.0.1.tgz#ca0f6efa6dd3d561333fb14515065c2fafdf439c"
@@ -6534,12 +6478,6 @@ find-cache-dir@^0.1.1:
mkdirp "^0.5.1"
pkg-dir "^1.0.0"
find-replace@^3.0.0:
version "3.0.0"
resolved "https://registry.yarnpkg.com/find-replace/-/find-replace-3.0.0.tgz#3e7e23d3b05167a76f770c9fbd5258b0def68c38"
dependencies:
array-back "^3.0.1"
find-up@3.0.0, find-up@^3.0.0:
version "3.0.0"
resolved "https://registry.yarnpkg.com/find-up/-/find-up-3.0.0.tgz#49169f1d7993430646da61ecc5ae355c21c97b73"
@@ -6903,12 +6841,6 @@ ghauth@^2.0.0:
read "~1.0.5"
xtend "~4.0.0"
git-config@0.0.7:
version "0.0.7"
resolved "https://registry.yarnpkg.com/git-config/-/git-config-0.0.7.tgz#a9c8a3ef07a776c3d72261356d8b727b62202b28"
dependencies:
iniparser "~1.0.5"
git-raw-commits@2.0.0:
version "2.0.0"
resolved "https://registry.yarnpkg.com/git-raw-commits/-/git-raw-commits-2.0.0.tgz#d92addf74440c14bcc5c83ecce3fb7f8a79118b5"
@@ -7506,10 +7438,6 @@ ini@^1.3.2, ini@^1.3.4, ini@~1.3.0:
version "1.3.5"
resolved "https://registry.yarnpkg.com/ini/-/ini-1.3.5.tgz#eee25f56db1c9ec6085e0c22778083f596abf927"
iniparser@~1.0.5:
version "1.0.5"
resolved "https://registry.yarnpkg.com/iniparser/-/iniparser-1.0.5.tgz#836d6befe6dfbfcee0bccf1cf9f2acc7027f783d"
init-package-json@^1.10.3:
version "1.10.3"
resolved "https://registry.yarnpkg.com/init-package-json/-/init-package-json-1.10.3.tgz#45ffe2f610a8ca134f2bd1db5637b235070f6cbe"
@@ -7541,24 +7469,6 @@ inquirer@^6.2.0, inquirer@^6.2.2:
strip-ansi "^5.1.0"
through "^2.3.6"
inquirer@^7.3.3:
version "7.3.3"
resolved "https://registry.yarnpkg.com/inquirer/-/inquirer-7.3.3.tgz#04d176b2af04afc157a83fd7c100e98ee0aad003"
dependencies:
ansi-escapes "^4.2.1"
chalk "^4.1.0"
cli-cursor "^3.1.0"
cli-width "^3.0.0"
external-editor "^3.0.3"
figures "^3.0.0"
lodash "^4.17.19"
mute-stream "0.0.8"
run-async "^2.4.0"
rxjs "^6.6.0"
string-width "^4.1.0"
strip-ansi "^6.0.0"
through "^2.3.6"
interpret@^1.0.0:
version "1.4.0"
resolved "https://registry.yarnpkg.com/interpret/-/interpret-1.4.0.tgz#665ab8bc4da27a774a40584e812e3e0fa45b1a1e"
@@ -8528,10 +8438,6 @@ lodash._reinterpolate@^3.0.0:
version "3.0.0"
resolved "https://registry.yarnpkg.com/lodash._reinterpolate/-/lodash._reinterpolate-3.0.0.tgz#0ccf2d89166af03b3663c796538b75ac6e114d9d"
lodash.camelcase@^4.3.0:
version "4.3.0"
resolved "https://registry.yarnpkg.com/lodash.camelcase/-/lodash.camelcase-4.3.0.tgz#b28aa6288a2b9fc651035c7711f65ab6190331a6"
lodash.clonedeep@^4.5.0:
version "4.5.0"
resolved "https://registry.yarnpkg.com/lodash.clonedeep/-/lodash.clonedeep-4.5.0.tgz#e23f3f9c4f8fbdde872529c1071857a086e5ccef"
@@ -8589,10 +8495,6 @@ lodash@4.17.20, lodash@^4.17.11, lodash@^4.17.12, lodash@^4.17.14, lodash@^4.17.
version "4.17.20"
resolved "https://registry.yarnpkg.com/lodash/-/lodash-4.17.20.tgz#b44a9b6297bcb698f1c51a3545a2b3b368d59c52"
lodash@^4.17.19:
version "4.17.21"
resolved "https://registry.yarnpkg.com/lodash/-/lodash-4.17.21.tgz#679591c564c3bffaae8454cf0b3df370c3d6911c"
log-driver@^1.2.7:
version "1.2.7"
resolved "https://registry.yarnpkg.com/log-driver/-/log-driver-1.2.7.tgz#63b95021f0702fedfa2c9bb0a24e7797d71871d8"
@@ -8746,10 +8648,6 @@ make-promises-safe@^1.1.0:
version "1.1.0"
resolved "https://registry.yarnpkg.com/make-promises-safe/-/make-promises-safe-1.1.0.tgz#b4d28c61ef8ad5502f38dbb3a0ee89627f76ad61"
make-promises-safe@^5.1.0:
version "5.1.0"
resolved "https://registry.yarnpkg.com/make-promises-safe/-/make-promises-safe-5.1.0.tgz#dd9d311f555bcaa144f12e225b3d37785f0aa8f2"
map-age-cleaner@^0.1.1:
version "0.1.3"
resolved "https://registry.yarnpkg.com/map-age-cleaner/-/map-age-cleaner-0.1.3.tgz#7d583a7306434c055fe474b0f45078e6e1b4b92a"
@@ -8985,7 +8883,7 @@ mimic-fn@^1.0.0:
version "1.2.0"
resolved "https://registry.yarnpkg.com/mimic-fn/-/mimic-fn-1.2.0.tgz#820c86a39334640e99516928bd03fca88057d022"
mimic-fn@^2.0.0, mimic-fn@^2.1.0:
mimic-fn@^2.0.0:
version "2.1.0"
resolved "https://registry.yarnpkg.com/mimic-fn/-/mimic-fn-2.1.0.tgz#7ed2c2ccccaf84d3ffcb7a69b57711fc2083401b"
@@ -9255,7 +9153,7 @@ mute-stream@0.0.7:
version "0.0.7"
resolved "https://registry.yarnpkg.com/mute-stream/-/mute-stream-0.0.7.tgz#3075ce93bc21b8fab43e1bc4da7e8115ed1e7bab"
mute-stream@0.0.8, mute-stream@~0.0.4:
mute-stream@~0.0.4:
version "0.0.8"
resolved "https://registry.yarnpkg.com/mute-stream/-/mute-stream-0.0.8.tgz#1630c42b2251ff81e2a283de96a5497ea92e5e0d"
@@ -9315,25 +9213,6 @@ neo-async@^2.6.0:
version "2.6.2"
resolved "https://registry.yarnpkg.com/neo-async/-/neo-async-2.6.2.tgz#b4aafb93e3aeb2d8174ca53cf163ab7d7308305f"
neon-cli@^0.8.0:
version "0.8.0"
resolved "https://registry.yarnpkg.com/neon-cli/-/neon-cli-0.8.0.tgz#bca2e1cbc9706c65bf736a7057e6b3bf28f55857"
dependencies:
chalk "^4.1.0"
command-line-args "^5.1.1"
command-line-commands "^3.0.1"
command-line-usage "^6.1.0"
git-config "0.0.7"
handlebars "^4.7.6"
inquirer "^7.3.3"
make-promises-safe "^5.1.0"
rimraf "^3.0.2"
semver "^7.3.2"
toml "^3.0.0"
ts-typed-json "^0.3.2"
validate-npm-package-license "^3.0.4"
validate-npm-package-name "^3.0.0"
next-tick@~1.0.0:
version "1.0.0"
resolved "https://registry.yarnpkg.com/next-tick/-/next-tick-1.0.0.tgz#ca86d1fe8828169b0120208e3dc8424b9db8342c"
@@ -9751,12 +9630,6 @@ onetime@^2.0.0:
dependencies:
mimic-fn "^1.0.0"
onetime@^5.1.0:
version "5.1.2"
resolved "https://registry.yarnpkg.com/onetime/-/onetime-5.1.2.tgz#d0e96ebb56b07476df1dd9c4806e5237985ca45e"
dependencies:
mimic-fn "^2.1.0"
optionator@^0.8.1, optionator@^0.8.2:
version "0.8.3"
resolved "https://registry.yarnpkg.com/optionator/-/optionator-0.8.3.tgz#84fa1d036fe9d3c7e21d99884b601167ec8fb495"
@@ -10779,10 +10652,6 @@ redent@^3.0.0:
indent-string "^4.0.0"
strip-indent "^3.0.0"
reduce-flatten@^2.0.0:
version "2.0.0"
resolved "https://registry.yarnpkg.com/reduce-flatten/-/reduce-flatten-2.0.0.tgz#734fd84e65f375d7ca4465c69798c25c9d10ae27"
regenerate@^1.2.1:
version "1.4.1"
resolved "https://registry.yarnpkg.com/regenerate/-/regenerate-1.4.1.tgz#cad92ad8e6b591773485fbe05a485caf4f457e6f"
@@ -10985,13 +10854,6 @@ restore-cursor@^2.0.0:
onetime "^2.0.0"
signal-exit "^3.0.2"
restore-cursor@^3.1.0:
version "3.1.0"
resolved "https://registry.yarnpkg.com/restore-cursor/-/restore-cursor-3.1.0.tgz#39f67c54b3a7a58cea5236d95cf0034239631f7e"
dependencies:
onetime "^5.1.0"
signal-exit "^3.0.2"
resumer@~0.0.0:
version "0.0.0"
resolved "https://registry.yarnpkg.com/resumer/-/resumer-0.0.0.tgz#f1e8f461e4064ba39e82af3cdc2a8c893d076759"
@@ -11045,7 +10907,7 @@ rlp@^2.0.0, rlp@^2.2.1, rlp@^2.2.2, rlp@^2.2.3, rlp@^2.2.4:
dependencies:
bn.js "^4.11.1"
run-async@^2.2.0, run-async@^2.4.0:
run-async@^2.2.0:
version "2.4.1"
resolved "https://registry.yarnpkg.com/run-async/-/run-async-2.4.1.tgz#8440eccf99ea3e70bd409d49aab88e10c189a455"
@@ -11065,12 +10927,6 @@ rxjs@^6.4.0, rxjs@^6.5.3:
dependencies:
tslib "^1.9.0"
rxjs@^6.6.0:
version "6.6.7"
resolved "https://registry.yarnpkg.com/rxjs/-/rxjs-6.6.7.tgz#90ac018acabf491bf65044235d5863c4dab804c9"
dependencies:
tslib "^1.9.0"
safe-buffer@5.1.2, safe-buffer@~5.1.0, safe-buffer@~5.1.1:
version "5.1.2"
resolved "https://registry.yarnpkg.com/safe-buffer/-/safe-buffer-5.1.2.tgz#991ec69d296e0313747d59bdfd2b745c35f8828d"
@@ -11691,14 +11547,6 @@ string-width@^3.0.0, string-width@^3.1.0:
is-fullwidth-code-point "^2.0.0"
strip-ansi "^5.1.0"
string-width@^4.1.0:
version "4.2.2"
resolved "https://registry.yarnpkg.com/string-width/-/string-width-4.2.2.tgz#dafd4f9559a7585cfba529c6a0a4f73488ebd4c5"
dependencies:
emoji-regex "^8.0.0"
is-fullwidth-code-point "^3.0.0"
strip-ansi "^6.0.0"
string-width@^4.2.0:
version "4.2.0"
resolved "https://registry.yarnpkg.com/string-width/-/string-width-4.2.0.tgz#952182c46cc7b2c313d1596e623992bd163b72b5"
@@ -11911,15 +11759,6 @@ swarm-js@^0.1.40:
tar "^4.0.2"
xhr-request "^1.0.1"
table-layout@^1.0.1:
version "1.0.2"
resolved "https://registry.yarnpkg.com/table-layout/-/table-layout-1.0.2.tgz#c4038a1853b0136d63365a734b6931cf4fad4a04"
dependencies:
array-back "^4.0.1"
deep-extend "~0.6.0"
typical "^5.2.0"
wordwrapjs "^4.0.0"
table@^5.2.3:
version "5.4.6"
resolved "https://registry.yarnpkg.com/table/-/table-5.4.6.tgz#1292d19500ce3f86053b05f0e8e7e4a3bb21079e"
@@ -12200,10 +12039,6 @@ toidentifier@1.0.0:
version "1.0.0"
resolved "https://registry.yarnpkg.com/toidentifier/-/toidentifier-1.0.0.tgz#7e1be3470f1e77948bc43d94a3c8f4d7752ba553"
toml@^3.0.0:
version "3.0.0"
resolved "https://registry.yarnpkg.com/toml/-/toml-3.0.0.tgz#342160f1af1904ec9d204d03a5d61222d762c5ee"
toposort@^2.0.2:
version "2.0.2"
resolved "https://registry.yarnpkg.com/toposort/-/toposort-2.0.2.tgz#ae21768175d1559d48bef35420b2f4962f09c330"
@@ -12249,10 +12084,6 @@ truffle@^5.0.32:
mocha "8.1.2"
original-require "1.0.1"
ts-typed-json@^0.3.2:
version "0.3.2"
resolved "https://registry.yarnpkg.com/ts-typed-json/-/ts-typed-json-0.3.2.tgz#f4f20f45950bae0a383857f7b0a94187eca1b56a"
tslib@1.9.0:
version "1.9.0"
resolved "https://registry.yarnpkg.com/tslib/-/tslib-1.9.0.tgz#e37a86fda8cbbaf23a057f473c9f4dc64e5fc2e8"
@@ -12342,10 +12173,6 @@ type-fest@^0.13.1:
version "0.13.1"
resolved "https://registry.yarnpkg.com/type-fest/-/type-fest-0.13.1.tgz#0172cb5bce80b0bd542ea348db50c7e21834d934"
type-fest@^0.21.3:
version "0.21.3"
resolved "https://registry.yarnpkg.com/type-fest/-/type-fest-0.21.3.tgz#d260a24b0198436e133fa26a524a6d65fa3b2e37"
type-fest@^0.3.0:
version "0.3.1"
resolved "https://registry.yarnpkg.com/type-fest/-/type-fest-0.3.1.tgz#63d00d204e059474fe5e1b7c011112bbd1dc29e1"
@@ -12449,14 +12276,6 @@ typewiselite@~1.0.0:
version "1.0.0"
resolved "https://registry.yarnpkg.com/typewiselite/-/typewiselite-1.0.0.tgz#c8882fa1bb1092c06005a97f34ef5c8508e3664e"
typical@^4.0.0:
version "4.0.0"
resolved "https://registry.yarnpkg.com/typical/-/typical-4.0.0.tgz#cbeaff3b9d7ae1e2bbfaf5a4e6f11eccfde94fc4"
typical@^5.2.0:
version "5.2.0"
resolved "https://registry.yarnpkg.com/typical/-/typical-5.2.0.tgz#4daaac4f2b5315460804f0acf6cb69c52bb93066"
u2f-api@0.2.7:
version "0.2.7"
resolved "https://registry.yarnpkg.com/u2f-api/-/u2f-api-0.2.7.tgz#17bf196b242f6bf72353d9858e6a7566cc192720"
@@ -12688,7 +12507,7 @@ valid-url@^1.0.9:
version "1.0.9"
resolved "https://registry.yarnpkg.com/valid-url/-/valid-url-1.0.9.tgz#1c14479b40f1397a75782f115e4086447433a200"
validate-npm-package-license@^3.0.1, validate-npm-package-license@^3.0.3, validate-npm-package-license@^3.0.4:
validate-npm-package-license@^3.0.1, validate-npm-package-license@^3.0.3:
version "3.0.4"
resolved "https://registry.yarnpkg.com/validate-npm-package-license/-/validate-npm-package-license-3.0.4.tgz#fc91f6b9c7ba15c857f4cb2c5defeec39d4f410a"
dependencies:
@@ -13467,13 +13286,6 @@ wordwrap@^1.0.0:
version "1.0.0"
resolved "https://registry.yarnpkg.com/wordwrap/-/wordwrap-1.0.0.tgz#27584810891456a4171c8d0226441ade90cbcaeb"
wordwrapjs@^4.0.0:
version "4.0.1"
resolved "https://registry.yarnpkg.com/wordwrapjs/-/wordwrapjs-4.0.1.tgz#d9790bccfb110a0fc7836b5ebce0937b37a8b98f"
dependencies:
reduce-flatten "^2.0.0"
typical "^5.2.0"
workerpool@6.0.0:
version "6.0.0"
resolved "https://registry.yarnpkg.com/workerpool/-/workerpool-6.0.0.tgz#85aad67fa1a2c8ef9386a1b43539900f61d03d58"