Compare commits
33 Commits
@0x/migrat
...
@0x/contra
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603bc1d51c | ||
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32a930a7fc |
@@ -1,6 +1,6 @@
|
||||
{
|
||||
"name": "@0x/contracts-integrations",
|
||||
"version": "2.7.51",
|
||||
"version": "2.7.60",
|
||||
"private": true,
|
||||
"engines": {
|
||||
"node": ">=6.12"
|
||||
@@ -93,7 +93,7 @@
|
||||
"typescript": "4.2.2"
|
||||
},
|
||||
"dependencies": {
|
||||
"@0x/asset-swapper": "^6.18.0",
|
||||
"@0x/asset-swapper": "^16.23.0",
|
||||
"@0x/base-contract": "^6.4.0",
|
||||
"@0x/contracts-asset-proxy": "^3.7.16",
|
||||
"@0x/contracts-erc1155": "^2.1.34",
|
||||
|
@@ -1,4 +1,92 @@
|
||||
[
|
||||
{
|
||||
"version": "16.23.0",
|
||||
"changes": [
|
||||
{
|
||||
"note": "ACryptoS",
|
||||
"pr": 284
|
||||
}
|
||||
],
|
||||
"timestamp": 1626473497
|
||||
},
|
||||
{
|
||||
"version": "16.22.0",
|
||||
"changes": [
|
||||
{
|
||||
"note": "IronSwap",
|
||||
"pr": 281
|
||||
}
|
||||
],
|
||||
"timestamp": 1626214787
|
||||
},
|
||||
{
|
||||
"version": "16.21.0",
|
||||
"changes": [
|
||||
{
|
||||
"note": "JetSwap",
|
||||
"pr": 280
|
||||
}
|
||||
],
|
||||
"timestamp": 1625904026
|
||||
},
|
||||
{
|
||||
"version": "16.20.0",
|
||||
"changes": [
|
||||
{
|
||||
"note": "ShibaSwap",
|
||||
"pr": 276
|
||||
}
|
||||
],
|
||||
"timestamp": 1625607277
|
||||
},
|
||||
{
|
||||
"version": "16.19.1",
|
||||
"changes": [
|
||||
{
|
||||
"note": "Fix LiquidityProvider fallback",
|
||||
"pr": 272
|
||||
}
|
||||
],
|
||||
"timestamp": 1625544188
|
||||
},
|
||||
{
|
||||
"version": "16.19.0",
|
||||
"changes": [
|
||||
{
|
||||
"note": "Add LiquidityProvider to Polygon sources",
|
||||
"pr": 270
|
||||
}
|
||||
],
|
||||
"timestamp": 1625190486
|
||||
},
|
||||
{
|
||||
"version": "6.18.3",
|
||||
"changes": [
|
||||
{
|
||||
"note": "Polygon Balance V2"
|
||||
}
|
||||
],
|
||||
"timestamp": 1624987208
|
||||
},
|
||||
{
|
||||
"timestamp": 1624562704,
|
||||
"version": "6.18.2",
|
||||
"changes": [
|
||||
{
|
||||
"note": "Dependencies updated"
|
||||
}
|
||||
]
|
||||
},
|
||||
{
|
||||
"version": "6.18.1",
|
||||
"changes": [
|
||||
{
|
||||
"note": "FirebirdOneSwap, ApeSwap. New hop tokens: DFYN, BANANA, WEXPOLY",
|
||||
"pr": 265
|
||||
}
|
||||
],
|
||||
"timestamp": 1624405040
|
||||
},
|
||||
{
|
||||
"version": "6.18.0",
|
||||
"changes": [
|
||||
|
@@ -5,6 +5,42 @@ Edit the package's CHANGELOG.json file only.
|
||||
|
||||
CHANGELOG
|
||||
|
||||
## v16.23.0 - _July 16, 2021_
|
||||
|
||||
* ACryptoS (#284)
|
||||
|
||||
## v16.22.0 - _July 13, 2021_
|
||||
|
||||
* IronSwap (#281)
|
||||
|
||||
## v16.21.0 - _July 10, 2021_
|
||||
|
||||
* JetSwap (#280)
|
||||
|
||||
## v16.20.0 - _July 6, 2021_
|
||||
|
||||
* ShibaSwap (#276)
|
||||
|
||||
## v16.19.1 - _July 6, 2021_
|
||||
|
||||
* Fix LiquidityProvider fallback (#272)
|
||||
|
||||
## v16.19.0 - _July 2, 2021_
|
||||
|
||||
* Add LiquidityProvider to Polygon sources (#270)
|
||||
|
||||
## v6.18.3 - _June 29, 2021_
|
||||
|
||||
* Polygon Balance V2
|
||||
|
||||
## v6.18.2 - _June 24, 2021_
|
||||
|
||||
* Dependencies updated
|
||||
|
||||
## v6.18.1 - _June 22, 2021_
|
||||
|
||||
* FirebirdOneSwap, ApeSwap. New hop tokens: DFYN, BANANA, WEXPOLY (#265)
|
||||
|
||||
## v6.18.0 - _June 22, 2021_
|
||||
|
||||
* Add Lido stETH deposit integration (#260)
|
||||
|
@@ -20,12 +20,20 @@
|
||||
pragma solidity ^0.6;
|
||||
pragma experimental ABIEncoderV2;
|
||||
|
||||
interface IKyberDmmFactory {
|
||||
interface IKyberDmmPool {
|
||||
|
||||
function getPoolAtIndex(address token0, address token1, uint256 index)
|
||||
function totalSupply()
|
||||
external
|
||||
view
|
||||
returns (address);
|
||||
returns (uint256);
|
||||
}
|
||||
|
||||
interface IKyberDmmFactory {
|
||||
|
||||
function getPools(address token0, address token1)
|
||||
external
|
||||
view
|
||||
returns (address[] memory _tokenPools);
|
||||
}
|
||||
|
||||
interface IKyberDmmRouter {
|
||||
@@ -140,17 +148,26 @@ contract KyberDmmSampler
|
||||
view
|
||||
returns (address[] memory pools)
|
||||
{
|
||||
pools = new address[](path.length - 1);
|
||||
IKyberDmmFactory factory = IKyberDmmFactory(IKyberDmmRouter(router).factory());
|
||||
pools = new address[](path.length - 1);
|
||||
for (uint256 i = 0; i < pools.length; i++) {
|
||||
// Currently only supporting the first pool found at the index
|
||||
// find the best pool
|
||||
address[] memory allPools;
|
||||
try
|
||||
factory.getPoolAtIndex
|
||||
factory.getPools
|
||||
{gas: KYBER_DMM_CALL_GAS}
|
||||
(path[i], path[i + 1], 0)
|
||||
returns (address pool)
|
||||
(path[i], path[i + 1])
|
||||
returns (address[] memory allPools)
|
||||
{
|
||||
pools[i] = pool;
|
||||
uint256 maxSupply = 0;
|
||||
require(allPools.length >= 1, "KyberDMMSampler/NO_POOLS_FOUND");
|
||||
for (uint256 j = 0; j < allPools.length; j++) {
|
||||
uint256 totalSupply = IKyberDmmPool(allPools[j]).totalSupply();
|
||||
if (totalSupply > maxSupply) {
|
||||
maxSupply = totalSupply;
|
||||
pools[i] = allPools[j];
|
||||
}
|
||||
}
|
||||
} catch (bytes memory) {
|
||||
return new address[](0);
|
||||
}
|
||||
|
@@ -1,6 +1,6 @@
|
||||
{
|
||||
"name": "@0x/asset-swapper",
|
||||
"version": "6.18.0",
|
||||
"version": "16.23.0",
|
||||
"engines": {
|
||||
"node": ">=6.12"
|
||||
},
|
||||
|
@@ -2,6 +2,7 @@ import { ChainId } from '@0x/contract-addresses';
|
||||
import { BigNumber, NULL_BYTES } from '@0x/utils';
|
||||
|
||||
import {
|
||||
ACRYPTOS_BSC_INFOS,
|
||||
APESWAP_ROUTER_BY_CHAIN_ID,
|
||||
BAKERYSWAP_ROUTER_BY_CHAIN_ID,
|
||||
BELT_BSC_INFOS,
|
||||
@@ -16,6 +17,10 @@ import {
|
||||
CURVE_V2_POLYGON_INFOS,
|
||||
DFYN_ROUTER_BY_CHAIN_ID,
|
||||
ELLIPSIS_BSC_INFOS,
|
||||
FIREBIRDONESWAP_BSC_INFOS,
|
||||
FIREBIRDONESWAP_POLYGON_INFOS,
|
||||
IRONSWAP_POLYGON_INFOS,
|
||||
JETSWAP_ROUTER_BY_CHAIN_ID,
|
||||
JULSWAP_ROUTER_BY_CHAIN_ID,
|
||||
KYBER_BANNED_RESERVES,
|
||||
KYBER_BRIDGED_LIQUIDITY_PREFIX,
|
||||
@@ -30,13 +35,14 @@ import {
|
||||
QUICKSWAP_ROUTER_BY_CHAIN_ID,
|
||||
SADDLE_MAINNET_INFOS,
|
||||
SHELL_POOLS_BY_CHAIN_ID,
|
||||
SHIBASWAP_ROUTER_BY_CHAIN_ID,
|
||||
SMOOTHY_BSC_INFOS,
|
||||
SMOOTHY_MAINNET_INFOS,
|
||||
SNOWSWAP_MAINNET_INFOS,
|
||||
SUSHISWAP_ROUTER_BY_CHAIN_ID,
|
||||
SWERVE_MAINNET_INFOS,
|
||||
UNISWAPV2_ROUTER_BY_CHAIN_ID,
|
||||
WAULT_ROUTER_BY_CHAIN_ID,
|
||||
WAULTSWAP_ROUTER_BY_CHAIN_ID,
|
||||
XSIGMA_MAINNET_INFOS,
|
||||
} from './constants';
|
||||
import { CurveInfo, ERC20BridgeSource } from './types';
|
||||
@@ -195,6 +201,30 @@ export function getNerveInfosForPair(chainId: ChainId, takerToken: string, maker
|
||||
);
|
||||
}
|
||||
|
||||
export function getFirebirdOneSwapInfosForPair(chainId: ChainId, takerToken: string, makerToken: string): CurveInfo[] {
|
||||
if (chainId === ChainId.BSC) {
|
||||
return Object.values(FIREBIRDONESWAP_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),
|
||||
),
|
||||
);
|
||||
} else if (chainId === ChainId.Polygon) {
|
||||
return Object.values(FIREBIRDONESWAP_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),
|
||||
),
|
||||
);
|
||||
} else {
|
||||
return [];
|
||||
}
|
||||
}
|
||||
|
||||
export function getBeltInfosForPair(chainId: ChainId, takerToken: string, makerToken: string): CurveInfo[] {
|
||||
if (chainId !== ChainId.BSC) {
|
||||
return [];
|
||||
@@ -258,6 +288,19 @@ export function getSaddleInfosForPair(chainId: ChainId, takerToken: string, make
|
||||
);
|
||||
}
|
||||
|
||||
export function getIronSwapInfosForPair(chainId: ChainId, takerToken: string, makerToken: string): CurveInfo[] {
|
||||
if (chainId !== ChainId.Polygon) {
|
||||
return [];
|
||||
}
|
||||
return Object.values(IRONSWAP_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),
|
||||
),
|
||||
);
|
||||
}
|
||||
|
||||
export function getXSigmaInfosForPair(chainId: ChainId, takerToken: string, makerToken: string): CurveInfo[] {
|
||||
if (chainId !== ChainId.Mainnet) {
|
||||
return [];
|
||||
@@ -271,6 +314,19 @@ export function getXSigmaInfosForPair(chainId: ChainId, takerToken: string, make
|
||||
);
|
||||
}
|
||||
|
||||
export function getAcryptosInfosForPair(chainId: ChainId, takerToken: string, makerToken: string): CurveInfo[] {
|
||||
if (chainId !== ChainId.BSC) {
|
||||
return [];
|
||||
}
|
||||
return Object.values(ACRYPTOS_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),
|
||||
),
|
||||
);
|
||||
}
|
||||
|
||||
export function getShellLikeInfosForPair(
|
||||
chainId: ChainId,
|
||||
takerToken: string,
|
||||
@@ -308,7 +364,10 @@ export function getCurveLikeInfosForPair(
|
||||
| ERC20BridgeSource.Ellipsis
|
||||
| ERC20BridgeSource.Smoothy
|
||||
| ERC20BridgeSource.Saddle
|
||||
| ERC20BridgeSource.XSigma,
|
||||
| ERC20BridgeSource.IronSwap
|
||||
| ERC20BridgeSource.XSigma
|
||||
| ERC20BridgeSource.FirebirdOneSwap
|
||||
| ERC20BridgeSource.ACryptos,
|
||||
): CurveDetailedInfo[] {
|
||||
let pools: CurveInfo[] = [];
|
||||
switch (source) {
|
||||
@@ -342,6 +401,15 @@ export function getCurveLikeInfosForPair(
|
||||
case ERC20BridgeSource.XSigma:
|
||||
pools = getXSigmaInfosForPair(chainId, takerToken, makerToken);
|
||||
break;
|
||||
case ERC20BridgeSource.FirebirdOneSwap:
|
||||
pools = getFirebirdOneSwapInfosForPair(chainId, takerToken, makerToken);
|
||||
break;
|
||||
case ERC20BridgeSource.IronSwap:
|
||||
pools = getIronSwapInfosForPair(chainId, takerToken, makerToken);
|
||||
break;
|
||||
case ERC20BridgeSource.ACryptos:
|
||||
pools = getAcryptosInfosForPair(chainId, takerToken, makerToken);
|
||||
break;
|
||||
default:
|
||||
throw new Error(`Unknown Curve like source ${source}`);
|
||||
}
|
||||
@@ -369,7 +437,9 @@ export function uniswapV2LikeRouterAddress(
|
||||
| ERC20BridgeSource.ComethSwap
|
||||
| ERC20BridgeSource.Dfyn
|
||||
| ERC20BridgeSource.WaultSwap
|
||||
| ERC20BridgeSource.Polydex,
|
||||
| ERC20BridgeSource.Polydex
|
||||
| ERC20BridgeSource.ShibaSwap
|
||||
| ERC20BridgeSource.JetSwap,
|
||||
): string {
|
||||
switch (source) {
|
||||
case ERC20BridgeSource.UniswapV2:
|
||||
@@ -399,9 +469,13 @@ export function uniswapV2LikeRouterAddress(
|
||||
case ERC20BridgeSource.Dfyn:
|
||||
return DFYN_ROUTER_BY_CHAIN_ID[chainId];
|
||||
case ERC20BridgeSource.WaultSwap:
|
||||
return WAULT_ROUTER_BY_CHAIN_ID[chainId];
|
||||
return WAULTSWAP_ROUTER_BY_CHAIN_ID[chainId];
|
||||
case ERC20BridgeSource.Polydex:
|
||||
return POLYDEX_ROUTER_BY_CHAIN_ID[chainId];
|
||||
case ERC20BridgeSource.ShibaSwap:
|
||||
return SHIBASWAP_ROUTER_BY_CHAIN_ID[chainId];
|
||||
case ERC20BridgeSource.JetSwap:
|
||||
return JETSWAP_ROUTER_BY_CHAIN_ID[chainId];
|
||||
default:
|
||||
throw new Error(`Unknown UniswapV2 like source ${source}`);
|
||||
}
|
||||
|
@@ -97,6 +97,7 @@ export const SELL_SOURCE_FILTER_BY_CHAIN_ID = valueByChainId<SourceFilters>(
|
||||
ERC20BridgeSource.XSigma,
|
||||
ERC20BridgeSource.UniswapV3,
|
||||
ERC20BridgeSource.CurveV2,
|
||||
ERC20BridgeSource.ShibaSwap,
|
||||
]),
|
||||
[ChainId.Ropsten]: new SourceFilters([
|
||||
ERC20BridgeSource.Kyber,
|
||||
@@ -130,6 +131,9 @@ export const SELL_SOURCE_FILTER_BY_CHAIN_ID = valueByChainId<SourceFilters>(
|
||||
ERC20BridgeSource.JulSwap,
|
||||
ERC20BridgeSource.LiquidityProvider,
|
||||
ERC20BridgeSource.WaultSwap,
|
||||
ERC20BridgeSource.FirebirdOneSwap,
|
||||
ERC20BridgeSource.JetSwap,
|
||||
ERC20BridgeSource.ACryptos,
|
||||
]),
|
||||
[ChainId.Polygon]: new SourceFilters([
|
||||
ERC20BridgeSource.SushiSwap,
|
||||
@@ -143,6 +147,14 @@ export const SELL_SOURCE_FILTER_BY_CHAIN_ID = valueByChainId<SourceFilters>(
|
||||
ERC20BridgeSource.CurveV2,
|
||||
ERC20BridgeSource.WaultSwap,
|
||||
ERC20BridgeSource.Polydex,
|
||||
ERC20BridgeSource.ApeSwap,
|
||||
ERC20BridgeSource.FirebirdOneSwap,
|
||||
ERC20BridgeSource.BalancerV2,
|
||||
ERC20BridgeSource.KyberDmm,
|
||||
ERC20BridgeSource.LiquidityProvider,
|
||||
ERC20BridgeSource.MultiHop,
|
||||
ERC20BridgeSource.JetSwap,
|
||||
ERC20BridgeSource.IronSwap,
|
||||
]),
|
||||
},
|
||||
new SourceFilters([]),
|
||||
@@ -185,6 +197,7 @@ export const BUY_SOURCE_FILTER_BY_CHAIN_ID = valueByChainId<SourceFilters>(
|
||||
ERC20BridgeSource.XSigma,
|
||||
ERC20BridgeSource.UniswapV3,
|
||||
ERC20BridgeSource.CurveV2,
|
||||
ERC20BridgeSource.ShibaSwap,
|
||||
]),
|
||||
[ChainId.Ropsten]: new SourceFilters([
|
||||
ERC20BridgeSource.Kyber,
|
||||
@@ -218,6 +231,9 @@ export const BUY_SOURCE_FILTER_BY_CHAIN_ID = valueByChainId<SourceFilters>(
|
||||
ERC20BridgeSource.JulSwap,
|
||||
ERC20BridgeSource.LiquidityProvider,
|
||||
ERC20BridgeSource.WaultSwap,
|
||||
ERC20BridgeSource.FirebirdOneSwap,
|
||||
ERC20BridgeSource.JetSwap,
|
||||
ERC20BridgeSource.ACryptos,
|
||||
]),
|
||||
[ChainId.Polygon]: new SourceFilters([
|
||||
ERC20BridgeSource.SushiSwap,
|
||||
@@ -231,6 +247,14 @@ export const BUY_SOURCE_FILTER_BY_CHAIN_ID = valueByChainId<SourceFilters>(
|
||||
ERC20BridgeSource.CurveV2,
|
||||
ERC20BridgeSource.WaultSwap,
|
||||
ERC20BridgeSource.Polydex,
|
||||
ERC20BridgeSource.ApeSwap,
|
||||
ERC20BridgeSource.FirebirdOneSwap,
|
||||
ERC20BridgeSource.BalancerV2,
|
||||
ERC20BridgeSource.KyberDmm,
|
||||
ERC20BridgeSource.LiquidityProvider,
|
||||
ERC20BridgeSource.MultiHop,
|
||||
ERC20BridgeSource.JetSwap,
|
||||
ERC20BridgeSource.IronSwap,
|
||||
]),
|
||||
},
|
||||
new SourceFilters([]),
|
||||
@@ -256,13 +280,13 @@ export const FEE_QUOTE_SOURCES_BY_CHAIN_ID = valueByChainId<ERC20BridgeSource[]>
|
||||
|
||||
// HACK(mzhu25): Limit and RFQ orders need to be treated as different sources
|
||||
// when computing the exchange proxy gas overhead.
|
||||
export const SOURCE_FLAGS: { [key in ERC20BridgeSource]: number } & {
|
||||
RfqOrder: number;
|
||||
LimitOrder: number;
|
||||
export const SOURCE_FLAGS: { [key in ERC20BridgeSource]: bigint } & {
|
||||
RfqOrder: bigint;
|
||||
LimitOrder: bigint;
|
||||
} = Object.assign(
|
||||
{},
|
||||
...['RfqOrder', 'LimitOrder', ...Object.values(ERC20BridgeSource)].map((source, index) => ({
|
||||
[source]: source === ERC20BridgeSource.Native ? 0 : 1 << index,
|
||||
[source]: source === ERC20BridgeSource.Native ? BigInt(0) : BigInt(1) << BigInt(index),
|
||||
})),
|
||||
);
|
||||
|
||||
@@ -337,6 +361,7 @@ export const MAINNET_TOKENS = {
|
||||
crETH: '0xcbc1065255cbc3ab41a6868c22d1f1c573ab89fd',
|
||||
ankrETH: '0xe95a203b1a91a908f9b9ce46459d101078c2c3cb',
|
||||
vETH: '0x898bad2774eb97cf6b94605677f43b41871410b1',
|
||||
alETH: '0x0100546f2cd4c9d97f798ffc9755e47865ff7ee6',
|
||||
HT: '0x6f259637dcD74C767781E37Bc6133cd6A68aa161',
|
||||
// Mirror Protocol
|
||||
UST: '0xa47c8bf37f92abed4a126bda807a7b7498661acd',
|
||||
@@ -347,15 +372,23 @@ export const MAINNET_TOKENS = {
|
||||
alUSD: '0xbc6da0fe9ad5f3b0d58160288917aa56653660e9',
|
||||
FRAX: '0x853d955acef822db058eb8505911ed77f175b99e',
|
||||
LUSD: '0x5f98805a4e8be255a32880fdec7f6728c6568ba0',
|
||||
FEI: '0x956f47f50a910163d8bf957cf5846d573e7f87ca',
|
||||
};
|
||||
|
||||
export const BSC_TOKENS = {
|
||||
WBNB: '0xbb4cdb9cbd36b01bd1cbaebf2de08d9173bc095c',
|
||||
BUSD: '0xe9e7cea3dedca5984780bafc599bd69add087d56',
|
||||
USDT: '0x55d398326f99059ff775485246999027b3197955',
|
||||
USDC: '0x8ac76a51cc950d9822d68b83fe1ad97b32cd580d',
|
||||
DAI: '0x1af3f329e8be154074d8769d1ffa4ee058b1dbc3',
|
||||
PAX: '0xb7f8cd00c5a06c0537e2abff0b58033d02e5e094',
|
||||
UST: '0x23396cf899ca06c4472205fc903bdb4de249d6fc',
|
||||
VAI: '0x4bd17003473389a42daf6a0a729f6fdb328bbbd7',
|
||||
WEX: '0xa9c41a46a6b3531d28d5c32f6633dd2ff05dfb90',
|
||||
WETH: '0x2170ed0880ac9a755fd29b2688956bd959f933f8',
|
||||
BTCB: '0x7130d2a12b9bcbfae4f2634d864a1ee1ce3ead9c',
|
||||
renBTC: '0xfce146bf3146100cfe5db4129cf6c82b0ef4ad8c',
|
||||
pBTC: '0xed28a457a5a76596ac48d87c0f577020f6ea1c4c',
|
||||
};
|
||||
|
||||
export const POLYGON_TOKENS = {
|
||||
@@ -370,8 +403,9 @@ export const POLYGON_TOKENS = {
|
||||
WETH: '0x7ceb23fd6bc0add59e62ac25578270cff1b9f619',
|
||||
renBTC: '0xdbf31df14b66535af65aac99c32e9ea844e14501',
|
||||
QUICK: '0x831753dd7087cac61ab5644b308642cc1c33dc13',
|
||||
TITAN: '0xaaa5b9e6c589642f98a1cda99b9d024b8407285a',
|
||||
IRON: '0xd86b5923f3ad7b585ed81b448170ae026c65ae9a',
|
||||
DFYN: '0xc168e40227e4ebd8c1cae80f7a55a4f0e6d66c97',
|
||||
BANANA: '0x5d47baba0d66083c52009271faf3f50dcc01023c',
|
||||
WEXPOLY: '0x4c4bf319237d98a30a929a96112effa8da3510eb',
|
||||
};
|
||||
|
||||
export const CURVE_POOLS = {
|
||||
@@ -451,6 +485,12 @@ export const SMOOTHY_POOLS = {
|
||||
export const SADDLE_POOLS = {
|
||||
stables: '0x3911f80530595fbd01ab1516ab61255d75aeb066',
|
||||
bitcoins: '0x4f6a43ad7cba042606decaca730d4ce0a57ac62e',
|
||||
alETH: '0xa6018520eaacc06c30ff2e1b3ee2c7c22e64196a',
|
||||
d4: '0xc69ddcd4dfef25d8a793241834d4cc4b3668ead6',
|
||||
};
|
||||
|
||||
export const IRONSWAP_POOLS = {
|
||||
is3usd: '0x837503e8a8753ae17fb8c8151b8e6f586defcb57',
|
||||
};
|
||||
|
||||
export const NERVE_POOLS = {
|
||||
@@ -469,6 +509,21 @@ export const XSIGMA_POOLS = {
|
||||
stable: '0x3333333ACdEdBbC9Ad7bda0876e60714195681c5',
|
||||
};
|
||||
|
||||
export const FIREBIRDONESWAP_BSC_POOLS = {
|
||||
oneswap: '0x01c9475dbd36e46d1961572c8de24b74616bae9e',
|
||||
};
|
||||
|
||||
export const FIREBIRDONESWAP_POLYGON_POOLS = {
|
||||
oneswap: '0x01c9475dbd36e46d1961572c8de24b74616bae9e',
|
||||
};
|
||||
|
||||
export const ACRYPTOS_POOLS = {
|
||||
acs4usd: '0xb3f0c9ea1f05e312093fdb031e789a756659b0ac',
|
||||
acs4vai: '0x191409d5a4effe25b0f4240557ba2192d18a191e',
|
||||
acs4ust: '0x99c92765efc472a9709ced86310d64c4573c4b77',
|
||||
acs3btc: '0xbe7caa236544d1b9a0e7f91e94b9f5bfd3b5ca81',
|
||||
};
|
||||
|
||||
export const DEFAULT_INTERMEDIATE_TOKENS_BY_CHAIN_ID = valueByChainId<string[]>(
|
||||
{
|
||||
[ChainId.Mainnet]: [
|
||||
@@ -479,12 +534,13 @@ export const DEFAULT_INTERMEDIATE_TOKENS_BY_CHAIN_ID = valueByChainId<string[]>(
|
||||
MAINNET_TOKENS.WBTC,
|
||||
],
|
||||
[ChainId.BSC]: [
|
||||
'0xbb4cdb9cbd36b01bd1cbaebf2de08d9173bc095c', // WBNB
|
||||
'0xe9e7cea3dedca5984780bafc599bd69add087d56', // BUSD
|
||||
'0x1af3f329e8be154074d8769d1ffa4ee058b1dbc3', // DAI
|
||||
'0x8ac76a51cc950d9822d68b83fe1ad97b32cd580d', // USDC
|
||||
'0x2170ed0880ac9a755fd29b2688956bd959f933f8', // ETH
|
||||
'0x55d398326f99059ff775485246999027b3197955', // BUSD-T
|
||||
BSC_TOKENS.WBNB,
|
||||
BSC_TOKENS.BUSD,
|
||||
BSC_TOKENS.DAI,
|
||||
BSC_TOKENS.USDC,
|
||||
BSC_TOKENS.WETH,
|
||||
BSC_TOKENS.USDT,
|
||||
BSC_TOKENS.WEX,
|
||||
],
|
||||
[ChainId.Ropsten]: [
|
||||
getContractAddressesForChainOrThrow(ChainId.Ropsten).etherToken,
|
||||
@@ -498,9 +554,6 @@ export const DEFAULT_INTERMEDIATE_TOKENS_BY_CHAIN_ID = valueByChainId<string[]>(
|
||||
POLYGON_TOKENS.DAI,
|
||||
POLYGON_TOKENS.USDT,
|
||||
POLYGON_TOKENS.WBTC,
|
||||
POLYGON_TOKENS.QUICK,
|
||||
POLYGON_TOKENS.TITAN,
|
||||
POLYGON_TOKENS.IRON,
|
||||
],
|
||||
},
|
||||
[],
|
||||
@@ -886,7 +939,7 @@ export const XSIGMA_MAINNET_INFOS: { [name: string]: CurveInfo } = {
|
||||
}),
|
||||
};
|
||||
|
||||
// Curve pools like using custom selectors
|
||||
// Curve-like sources using custom selectors
|
||||
export const SADDLE_MAINNET_INFOS: { [name: string]: CurveInfo } = {
|
||||
[SADDLE_POOLS.stables]: {
|
||||
exchangeFunctionSelector: CurveFunctionSelectors.swap,
|
||||
@@ -906,6 +959,36 @@ export const SADDLE_MAINNET_INFOS: { [name: string]: CurveInfo } = {
|
||||
metaTokens: undefined,
|
||||
gasSchedule: 150e3,
|
||||
},
|
||||
[SADDLE_POOLS.alETH]: {
|
||||
exchangeFunctionSelector: CurveFunctionSelectors.swap,
|
||||
sellQuoteFunctionSelector: CurveFunctionSelectors.calculateSwap,
|
||||
buyQuoteFunctionSelector: CurveFunctionSelectors.None,
|
||||
poolAddress: SADDLE_POOLS.alETH,
|
||||
tokens: [MAINNET_TOKENS.WETH, MAINNET_TOKENS.alETH, MAINNET_TOKENS.sETH],
|
||||
metaTokens: undefined,
|
||||
gasSchedule: 200e3,
|
||||
},
|
||||
[SADDLE_POOLS.d4]: {
|
||||
exchangeFunctionSelector: CurveFunctionSelectors.swap,
|
||||
sellQuoteFunctionSelector: CurveFunctionSelectors.calculateSwap,
|
||||
buyQuoteFunctionSelector: CurveFunctionSelectors.None,
|
||||
poolAddress: SADDLE_POOLS.d4,
|
||||
tokens: [MAINNET_TOKENS.alUSD, MAINNET_TOKENS.FEI, MAINNET_TOKENS.FRAX, MAINNET_TOKENS.LUSD],
|
||||
metaTokens: undefined,
|
||||
gasSchedule: 150e3,
|
||||
},
|
||||
};
|
||||
|
||||
export const IRONSWAP_POLYGON_INFOS: { [name: string]: CurveInfo } = {
|
||||
[IRONSWAP_POOLS.is3usd]: {
|
||||
exchangeFunctionSelector: CurveFunctionSelectors.swap,
|
||||
sellQuoteFunctionSelector: CurveFunctionSelectors.calculateSwap,
|
||||
buyQuoteFunctionSelector: CurveFunctionSelectors.None,
|
||||
poolAddress: IRONSWAP_POOLS.is3usd,
|
||||
tokens: [POLYGON_TOKENS.USDC, POLYGON_TOKENS.USDT, POLYGON_TOKENS.DAI],
|
||||
metaTokens: undefined,
|
||||
gasSchedule: 150e3,
|
||||
},
|
||||
};
|
||||
|
||||
export const SMOOTHY_MAINNET_INFOS: { [name: string]: CurveInfo } = {
|
||||
@@ -953,6 +1036,68 @@ export const NERVE_BSC_INFOS: { [name: string]: CurveInfo } = {
|
||||
},
|
||||
};
|
||||
|
||||
export const FIREBIRDONESWAP_BSC_INFOS: { [name: string]: CurveInfo } = {
|
||||
[FIREBIRDONESWAP_BSC_POOLS.oneswap]: {
|
||||
exchangeFunctionSelector: CurveFunctionSelectors.swap,
|
||||
sellQuoteFunctionSelector: CurveFunctionSelectors.calculateSwap,
|
||||
buyQuoteFunctionSelector: CurveFunctionSelectors.None,
|
||||
poolAddress: FIREBIRDONESWAP_BSC_POOLS.oneswap,
|
||||
tokens: [BSC_TOKENS.BUSD, BSC_TOKENS.USDT, BSC_TOKENS.DAI, BSC_TOKENS.USDC],
|
||||
metaTokens: undefined,
|
||||
gasSchedule: 100e3,
|
||||
},
|
||||
};
|
||||
|
||||
export const FIREBIRDONESWAP_POLYGON_INFOS: { [name: string]: CurveInfo } = {
|
||||
[FIREBIRDONESWAP_POLYGON_POOLS.oneswap]: {
|
||||
exchangeFunctionSelector: CurveFunctionSelectors.swap,
|
||||
sellQuoteFunctionSelector: CurveFunctionSelectors.calculateSwap,
|
||||
buyQuoteFunctionSelector: CurveFunctionSelectors.None,
|
||||
poolAddress: FIREBIRDONESWAP_POLYGON_POOLS.oneswap,
|
||||
tokens: [POLYGON_TOKENS.DAI, POLYGON_TOKENS.USDC, POLYGON_TOKENS.USDT],
|
||||
metaTokens: undefined,
|
||||
gasSchedule: 100e3,
|
||||
},
|
||||
};
|
||||
|
||||
const ACRYPTOS_ACS4USD_POOL_BSC_TOKENS = [BSC_TOKENS.BUSD, BSC_TOKENS.USDT, BSC_TOKENS.DAI, BSC_TOKENS.USDC];
|
||||
|
||||
const createAcryptosMetaUsdPool = (info: { tokens: string[]; pool: string; gasSchedule: number }) => ({
|
||||
exchangeFunctionSelector: CurveFunctionSelectors.exchange_underlying,
|
||||
sellQuoteFunctionSelector: CurveFunctionSelectors.get_dy_underlying,
|
||||
buyQuoteFunctionSelector: CurveFunctionSelectors.None,
|
||||
tokens: [...info.tokens, ...ACRYPTOS_ACS4USD_POOL_BSC_TOKENS],
|
||||
metaTokens: info.tokens,
|
||||
poolAddress: info.pool,
|
||||
gasSchedule: info.gasSchedule,
|
||||
});
|
||||
|
||||
export const ACRYPTOS_BSC_INFOS: { [name: string]: CurveInfo } = {
|
||||
[ACRYPTOS_POOLS.acs4usd]: createCurveExchangePool({
|
||||
tokens: ACRYPTOS_ACS4USD_POOL_BSC_TOKENS,
|
||||
pool: ACRYPTOS_POOLS.acs4usd,
|
||||
gasSchedule: 145e3,
|
||||
}),
|
||||
|
||||
[ACRYPTOS_POOLS.acs4vai]: createAcryptosMetaUsdPool({
|
||||
tokens: [BSC_TOKENS.VAI],
|
||||
pool: ACRYPTOS_POOLS.acs4vai,
|
||||
gasSchedule: 300e3,
|
||||
}),
|
||||
|
||||
[ACRYPTOS_POOLS.acs4ust]: createAcryptosMetaUsdPool({
|
||||
tokens: [BSC_TOKENS.UST],
|
||||
pool: ACRYPTOS_POOLS.acs4ust,
|
||||
gasSchedule: 300e3,
|
||||
}),
|
||||
|
||||
[ACRYPTOS_POOLS.acs3btc]: createCurveExchangePool({
|
||||
tokens: [BSC_TOKENS.BTCB, BSC_TOKENS.renBTC, BSC_TOKENS.pBTC],
|
||||
pool: ACRYPTOS_POOLS.acs3btc,
|
||||
gasSchedule: 145e3,
|
||||
}),
|
||||
};
|
||||
|
||||
/**
|
||||
* Kyber reserve prefixes
|
||||
* 0xff Fed price reserve
|
||||
@@ -1046,6 +1191,13 @@ export const LINKSWAP_ROUTER_BY_CHAIN_ID = valueByChainId<string>(
|
||||
NULL_ADDRESS,
|
||||
);
|
||||
|
||||
export const SHIBASWAP_ROUTER_BY_CHAIN_ID = valueByChainId<string>(
|
||||
{
|
||||
[ChainId.Mainnet]: '0x03f7724180aa6b939894b5ca4314783b0b36b329',
|
||||
},
|
||||
NULL_ADDRESS,
|
||||
);
|
||||
|
||||
export const MSTABLE_POOLS_BY_CHAIN_ID = valueByChainId(
|
||||
{
|
||||
[ChainId.Mainnet]: {
|
||||
@@ -1091,6 +1243,7 @@ export const OASIS_ROUTER_BY_CHAIN_ID = valueByChainId<string>(
|
||||
export const KYBER_DMM_ROUTER_BY_CHAIN_ID = valueByChainId<string>(
|
||||
{
|
||||
[ChainId.Mainnet]: '0x1c87257f5e8609940bc751a07bb085bb7f8cdbe6',
|
||||
[ChainId.Polygon]: '0x546c79662e028b661dfb4767664d0273184e4dd1',
|
||||
},
|
||||
NULL_ADDRESS,
|
||||
);
|
||||
@@ -1239,6 +1392,7 @@ export const COMPONENT_POOLS_BY_CHAIN_ID = valueByChainId(
|
||||
export const BALANCER_V2_VAULT_ADDRESS_BY_CHAIN = valueByChainId<string>(
|
||||
{
|
||||
[ChainId.Mainnet]: '0xba12222222228d8ba445958a75a0704d566bf2c8',
|
||||
[ChainId.Polygon]: '0xba12222222228d8ba445958a75a0704d566bf2c8',
|
||||
},
|
||||
NULL_ADDRESS,
|
||||
);
|
||||
@@ -1259,7 +1413,13 @@ export const LIDO_INFO_BY_CHAIN = valueByChainId<LidoInfo>(
|
||||
export const BALANCER_SUBGRAPH_URL = 'https://api.thegraph.com/subgraphs/name/balancer-labs/balancer';
|
||||
export const BALANCER_TOP_POOLS_FETCHED = 250;
|
||||
export const BALANCER_MAX_POOLS_FETCHED = 3;
|
||||
export const BALANCER_V2_SUBGRAPH_URL = 'https://api.thegraph.com/subgraphs/name/balancer-labs/balancer-v2';
|
||||
|
||||
export const BALANCER_V2_SUBGRAPH_URL_BY_CHAIN = valueByChainId<string>(
|
||||
{
|
||||
[ChainId.Polygon]: 'https://api.thegraph.com/subgraphs/name/balancer-labs/balancer-polygon-v2',
|
||||
},
|
||||
'https://api.thegraph.com/subgraphs/name/balancer-labs/balancer-v2',
|
||||
);
|
||||
|
||||
export const UNISWAPV3_CONFIG_BY_CHAIN_ID = valueByChainId(
|
||||
{
|
||||
@@ -1302,6 +1462,7 @@ export const BAKERYSWAP_ROUTER_BY_CHAIN_ID = valueByChainId<string>(
|
||||
export const APESWAP_ROUTER_BY_CHAIN_ID = valueByChainId<string>(
|
||||
{
|
||||
[ChainId.BSC]: '0xc0788a3ad43d79aa53b09c2eacc313a787d1d607',
|
||||
[ChainId.Polygon]: '0xc0788a3ad43d79aa53b09c2eacc313a787d1d607',
|
||||
},
|
||||
NULL_ADDRESS,
|
||||
);
|
||||
@@ -1351,7 +1512,7 @@ export const DFYN_ROUTER_BY_CHAIN_ID = valueByChainId<string>(
|
||||
NULL_ADDRESS,
|
||||
);
|
||||
|
||||
export const WAULT_ROUTER_BY_CHAIN_ID = valueByChainId<string>(
|
||||
export const WAULTSWAP_ROUTER_BY_CHAIN_ID = valueByChainId<string>(
|
||||
{
|
||||
[ChainId.BSC]: '0xd48745e39bbed146eec15b79cbf964884f9877c2',
|
||||
[ChainId.Polygon]: '0x3a1d87f206d12415f5b0a33e786967680aab4f6d',
|
||||
@@ -1366,6 +1527,14 @@ export const POLYDEX_ROUTER_BY_CHAIN_ID = valueByChainId<string>(
|
||||
NULL_ADDRESS,
|
||||
);
|
||||
|
||||
export const JETSWAP_ROUTER_BY_CHAIN_ID = valueByChainId<string>(
|
||||
{
|
||||
[ChainId.BSC]: '0xbe65b8f75b9f20f4c522e0067a3887fada714800',
|
||||
[ChainId.Polygon]: '0x5c6ec38fb0e2609672bdf628b1fd605a523e5923',
|
||||
},
|
||||
NULL_ADDRESS,
|
||||
);
|
||||
|
||||
const uniswapV2CloneGasSchedule = (fillData?: FillData) => {
|
||||
// TODO: Different base cost if to/from ETH.
|
||||
let gas = 90e3;
|
||||
@@ -1408,12 +1577,15 @@ export const DEFAULT_GAS_SCHEDULE: Required<FeeSchedule> = {
|
||||
[ERC20BridgeSource.Ellipsis]: fillData => (fillData as CurveFillData).pool.gasSchedule,
|
||||
[ERC20BridgeSource.Smoothy]: fillData => (fillData as CurveFillData).pool.gasSchedule,
|
||||
[ERC20BridgeSource.Saddle]: fillData => (fillData as CurveFillData).pool.gasSchedule,
|
||||
[ERC20BridgeSource.IronSwap]: fillData => (fillData as CurveFillData).pool.gasSchedule,
|
||||
[ERC20BridgeSource.XSigma]: fillData => (fillData as CurveFillData).pool.gasSchedule,
|
||||
[ERC20BridgeSource.FirebirdOneSwap]: fillData => (fillData as CurveFillData).pool.gasSchedule,
|
||||
[ERC20BridgeSource.MultiBridge]: () => 350e3,
|
||||
[ERC20BridgeSource.UniswapV2]: uniswapV2CloneGasSchedule,
|
||||
[ERC20BridgeSource.SushiSwap]: uniswapV2CloneGasSchedule,
|
||||
[ERC20BridgeSource.CryptoCom]: uniswapV2CloneGasSchedule,
|
||||
[ERC20BridgeSource.Linkswap]: uniswapV2CloneGasSchedule,
|
||||
[ERC20BridgeSource.ShibaSwap]: uniswapV2CloneGasSchedule,
|
||||
[ERC20BridgeSource.Balancer]: () => 120e3,
|
||||
[ERC20BridgeSource.BalancerV2]: () => 100e3,
|
||||
[ERC20BridgeSource.Cream]: () => 120e3,
|
||||
@@ -1480,6 +1652,7 @@ export const DEFAULT_GAS_SCHEDULE: Required<FeeSchedule> = {
|
||||
[ERC20BridgeSource.CheeseSwap]: uniswapV2CloneGasSchedule,
|
||||
[ERC20BridgeSource.JulSwap]: uniswapV2CloneGasSchedule,
|
||||
[ERC20BridgeSource.WaultSwap]: uniswapV2CloneGasSchedule,
|
||||
[ERC20BridgeSource.ACryptos]: fillData => (fillData as CurveFillData).pool.gasSchedule,
|
||||
|
||||
//
|
||||
// Polygon
|
||||
@@ -1488,6 +1661,7 @@ export const DEFAULT_GAS_SCHEDULE: Required<FeeSchedule> = {
|
||||
[ERC20BridgeSource.ComethSwap]: uniswapV2CloneGasSchedule,
|
||||
[ERC20BridgeSource.Dfyn]: uniswapV2CloneGasSchedule,
|
||||
[ERC20BridgeSource.Polydex]: uniswapV2CloneGasSchedule,
|
||||
[ERC20BridgeSource.JetSwap]: uniswapV2CloneGasSchedule,
|
||||
};
|
||||
|
||||
export const DEFAULT_FEE_SCHEDULE: Required<FeeSchedule> = { ...DEFAULT_GAS_SCHEDULE };
|
||||
|
@@ -523,7 +523,7 @@ export class MarketOperationUtils {
|
||||
const sturdyFills = fills.filter(p => p.length > 0 && !fragileSources.includes(p[0].source));
|
||||
const sturdyOptimalPath = await findOptimalPathAsync(side, sturdyFills, inputAmount, opts.runLimit, {
|
||||
...penaltyOpts,
|
||||
exchangeProxyOverhead: (sourceFlags: number) =>
|
||||
exchangeProxyOverhead: (sourceFlags: bigint) =>
|
||||
// tslint:disable-next-line: no-bitwise
|
||||
penaltyOpts.exchangeProxyOverhead(sourceFlags | optimalPath.sourceFlags),
|
||||
});
|
||||
|
@@ -168,8 +168,18 @@ export function getErc20BridgeSourceToBridgeSource(source: ERC20BridgeSource): s
|
||||
return encodeBridgeSourceId(BridgeProtocol.UniswapV2, 'WaultSwap');
|
||||
case ERC20BridgeSource.Polydex:
|
||||
return encodeBridgeSourceId(BridgeProtocol.UniswapV2, 'Polydex');
|
||||
case ERC20BridgeSource.FirebirdOneSwap:
|
||||
return encodeBridgeSourceId(BridgeProtocol.Nerve, 'FirebirdOneSwap');
|
||||
case ERC20BridgeSource.Lido:
|
||||
return encodeBridgeSourceId(BridgeProtocol.Lido, 'Lido');
|
||||
case ERC20BridgeSource.ShibaSwap:
|
||||
return encodeBridgeSourceId(BridgeProtocol.UniswapV2, 'ShibaSwap');
|
||||
case ERC20BridgeSource.JetSwap:
|
||||
return encodeBridgeSourceId(BridgeProtocol.UniswapV2, 'JetSwap');
|
||||
case ERC20BridgeSource.IronSwap:
|
||||
return encodeBridgeSourceId(BridgeProtocol.Nerve, 'IronSwap');
|
||||
case ERC20BridgeSource.ACryptos:
|
||||
return encodeBridgeSourceId(BridgeProtocol.Curve, 'ACryptoS');
|
||||
default:
|
||||
throw new Error(AggregationError.NoBridgeForSource);
|
||||
}
|
||||
@@ -201,6 +211,9 @@ export function createBridgeDataForBridgeOrder(order: OptimizedMarketBridgeOrder
|
||||
case ERC20BridgeSource.Smoothy:
|
||||
case ERC20BridgeSource.Saddle:
|
||||
case ERC20BridgeSource.XSigma:
|
||||
case ERC20BridgeSource.FirebirdOneSwap:
|
||||
case ERC20BridgeSource.IronSwap:
|
||||
case ERC20BridgeSource.ACryptos:
|
||||
const curveFillData = (order as OptimizedMarketBridgeOrder<CurveFillData>).fillData;
|
||||
bridgeData = encoder.encode([
|
||||
curveFillData.pool.poolAddress,
|
||||
@@ -239,6 +252,8 @@ export function createBridgeDataForBridgeOrder(order: OptimizedMarketBridgeOrder
|
||||
case ERC20BridgeSource.Dfyn:
|
||||
case ERC20BridgeSource.WaultSwap:
|
||||
case ERC20BridgeSource.Polydex:
|
||||
case ERC20BridgeSource.ShibaSwap:
|
||||
case ERC20BridgeSource.JetSwap:
|
||||
const uniswapV2FillData = (order as OptimizedMarketBridgeOrder<UniswapV2FillData>).fillData;
|
||||
bridgeData = encoder.encode([uniswapV2FillData.router, uniswapV2FillData.tokenAddressPath]);
|
||||
break;
|
||||
@@ -417,12 +432,16 @@ export const BRIDGE_ENCODERS: {
|
||||
[ERC20BridgeSource.Smoothy]: curveEncoder,
|
||||
[ERC20BridgeSource.Saddle]: curveEncoder,
|
||||
[ERC20BridgeSource.XSigma]: curveEncoder,
|
||||
[ERC20BridgeSource.FirebirdOneSwap]: curveEncoder,
|
||||
[ERC20BridgeSource.IronSwap]: curveEncoder,
|
||||
[ERC20BridgeSource.ACryptos]: curveEncoder,
|
||||
// UniswapV2 like, (router, address[])
|
||||
[ERC20BridgeSource.Bancor]: routerAddressPathEncoder,
|
||||
[ERC20BridgeSource.UniswapV2]: routerAddressPathEncoder,
|
||||
[ERC20BridgeSource.SushiSwap]: routerAddressPathEncoder,
|
||||
[ERC20BridgeSource.CryptoCom]: routerAddressPathEncoder,
|
||||
[ERC20BridgeSource.Linkswap]: routerAddressPathEncoder,
|
||||
[ERC20BridgeSource.ShibaSwap]: routerAddressPathEncoder,
|
||||
// BSC
|
||||
[ERC20BridgeSource.PancakeSwap]: routerAddressPathEncoder,
|
||||
[ERC20BridgeSource.PancakeSwapV2]: routerAddressPathEncoder,
|
||||
@@ -437,6 +456,7 @@ export const BRIDGE_ENCODERS: {
|
||||
[ERC20BridgeSource.ComethSwap]: routerAddressPathEncoder,
|
||||
[ERC20BridgeSource.Dfyn]: routerAddressPathEncoder,
|
||||
[ERC20BridgeSource.Polydex]: routerAddressPathEncoder,
|
||||
[ERC20BridgeSource.JetSwap]: routerAddressPathEncoder,
|
||||
// Generic pools
|
||||
[ERC20BridgeSource.Shell]: poolEncoder,
|
||||
[ERC20BridgeSource.Component]: poolEncoder,
|
||||
|
@@ -36,7 +36,7 @@ export const DEFAULT_PATH_PENALTY_OPTS: PathPenaltyOpts = {
|
||||
export class Path {
|
||||
public collapsedFills?: ReadonlyArray<CollapsedFill>;
|
||||
public orders?: OptimizedMarketOrder[];
|
||||
public sourceFlags: number = 0;
|
||||
public sourceFlags: bigint = BigInt(0);
|
||||
protected _size: PathSize = { input: ZERO_AMOUNT, output: ZERO_AMOUNT };
|
||||
protected _adjustedSize: PathSize = { input: ZERO_AMOUNT, output: ZERO_AMOUNT };
|
||||
|
||||
@@ -78,6 +78,11 @@ export class Path {
|
||||
return this;
|
||||
}
|
||||
|
||||
/**
|
||||
* Add a fallback path to the current path
|
||||
* Fallback must contain exclusive fills that are
|
||||
* not present in this path
|
||||
*/
|
||||
public addFallback(fallback: Path): this {
|
||||
// If the last fill is Native and penultimate is not, then the intention was to partial fill
|
||||
// In this case we drop it entirely as we can't handle a failure at the end and we don't
|
||||
@@ -93,9 +98,18 @@ export class Path {
|
||||
// an additional protocol fee. I.e [Uniswap,Native,Kyber] becomes [Native,Uniswap,Kyber]
|
||||
// In the previous step we dropped any hanging Native partial fills, as to not fully fill
|
||||
const nativeFills = this.fills.filter(f => f.source === ERC20BridgeSource.Native);
|
||||
this.fills = [...nativeFills.filter(f => f !== lastNativeFillIfExists), ...fallback.fills];
|
||||
const otherFills = this.fills.filter(f => f.source !== ERC20BridgeSource.Native);
|
||||
const otherSourcePathIds = otherFills.map(f => f.sourcePathId);
|
||||
this.fills = [
|
||||
// Append all of the native fills first
|
||||
...nativeFills.filter(f => f !== lastNativeFillIfExists),
|
||||
// Add the other fills that are not native in the optimal path
|
||||
...otherFills,
|
||||
// Add the fallbacks to the end that aren't already included
|
||||
...fallback.fills.filter(f => !otherSourcePathIds.includes(f.sourcePathId)),
|
||||
];
|
||||
// Recompute the source flags
|
||||
this.sourceFlags = this.fills.reduce((flags, fill) => flags | fill.flags, 0);
|
||||
this.sourceFlags = this.fills.reduce((flags, fill) => flags | fill.flags, BigInt(0));
|
||||
return this;
|
||||
}
|
||||
|
||||
|
@@ -1,3 +1,4 @@
|
||||
import { ChainId } from '@0x/contract-addresses';
|
||||
import { BigNumber } from '@0x/utils';
|
||||
// import { parsePoolData } from '@balancer-labs'; // TODO - upgrade to v2
|
||||
import { Pool } from '@balancer-labs/sor/dist/types';
|
||||
@@ -5,7 +6,11 @@ import { gql, request } from 'graphql-request';
|
||||
|
||||
import { DEFAULT_WARNING_LOGGER } from '../../../constants';
|
||||
import { LogFunction } from '../../../types';
|
||||
import { BALANCER_MAX_POOLS_FETCHED, BALANCER_TOP_POOLS_FETCHED, BALANCER_V2_SUBGRAPH_URL } from '../constants';
|
||||
import {
|
||||
BALANCER_MAX_POOLS_FETCHED,
|
||||
BALANCER_TOP_POOLS_FETCHED,
|
||||
BALANCER_V2_SUBGRAPH_URL_BY_CHAIN,
|
||||
} from '../constants';
|
||||
|
||||
import { parsePoolData } from './balancer_sor_v2';
|
||||
import { CacheValue, PoolsCache } from './pools_cache';
|
||||
@@ -45,7 +50,8 @@ export class BalancerV2PoolsCache extends PoolsCache {
|
||||
}
|
||||
|
||||
constructor(
|
||||
private readonly subgraphUrl: string = BALANCER_V2_SUBGRAPH_URL,
|
||||
chainId: ChainId,
|
||||
private readonly subgraphUrl: string = BALANCER_V2_SUBGRAPH_URL_BY_CHAIN[chainId],
|
||||
private readonly maxPoolsFetched: number = BALANCER_MAX_POOLS_FETCHED,
|
||||
private readonly _topPoolsFetched: number = BALANCER_TOP_POOLS_FETCHED,
|
||||
private readonly _warningLogger: LogFunction = DEFAULT_WARNING_LOGGER,
|
||||
|
@@ -122,7 +122,7 @@ export class SamplerOperations {
|
||||
this.poolsCaches = poolsCaches
|
||||
? poolsCaches
|
||||
: {
|
||||
[ERC20BridgeSource.BalancerV2]: new BalancerV2PoolsCache(),
|
||||
[ERC20BridgeSource.BalancerV2]: new BalancerV2PoolsCache(chainId),
|
||||
[ERC20BridgeSource.Balancer]: new BalancerPoolsCache(),
|
||||
[ERC20BridgeSource.Cream]: new CreamPoolsCache(),
|
||||
};
|
||||
@@ -1229,6 +1229,8 @@ export class SamplerOperations {
|
||||
case ERC20BridgeSource.Dfyn:
|
||||
case ERC20BridgeSource.WaultSwap:
|
||||
case ERC20BridgeSource.Polydex:
|
||||
case ERC20BridgeSource.ShibaSwap:
|
||||
case ERC20BridgeSource.JetSwap:
|
||||
const uniLikeRouter = uniswapV2LikeRouterAddress(this.chainId, source);
|
||||
if (!isValidAddress(uniLikeRouter)) {
|
||||
return [];
|
||||
@@ -1262,6 +1264,9 @@ export class SamplerOperations {
|
||||
case ERC20BridgeSource.Ellipsis:
|
||||
case ERC20BridgeSource.Saddle:
|
||||
case ERC20BridgeSource.XSigma:
|
||||
case ERC20BridgeSource.FirebirdOneSwap:
|
||||
case ERC20BridgeSource.IronSwap:
|
||||
case ERC20BridgeSource.ACryptos:
|
||||
return getCurveLikeInfosForPair(this.chainId, takerToken, makerToken, source).map(pool =>
|
||||
this.getCurveSellQuotes(
|
||||
pool,
|
||||
@@ -1498,6 +1503,8 @@ export class SamplerOperations {
|
||||
case ERC20BridgeSource.Dfyn:
|
||||
case ERC20BridgeSource.WaultSwap:
|
||||
case ERC20BridgeSource.Polydex:
|
||||
case ERC20BridgeSource.ShibaSwap:
|
||||
case ERC20BridgeSource.JetSwap:
|
||||
const uniLikeRouter = uniswapV2LikeRouterAddress(this.chainId, source);
|
||||
if (!isValidAddress(uniLikeRouter)) {
|
||||
return [];
|
||||
@@ -1531,6 +1538,9 @@ export class SamplerOperations {
|
||||
case ERC20BridgeSource.Ellipsis:
|
||||
case ERC20BridgeSource.Saddle:
|
||||
case ERC20BridgeSource.XSigma:
|
||||
case ERC20BridgeSource.FirebirdOneSwap:
|
||||
case ERC20BridgeSource.IronSwap:
|
||||
case ERC20BridgeSource.ACryptos:
|
||||
return getCurveLikeInfosForPair(this.chainId, takerToken, makerToken, source).map(pool =>
|
||||
this.getCurveBuyQuotes(
|
||||
pool,
|
||||
|
@@ -68,6 +68,7 @@ export enum ERC20BridgeSource {
|
||||
UniswapV3 = 'Uniswap_V3',
|
||||
CurveV2 = 'Curve_V2',
|
||||
Lido = 'Lido',
|
||||
ShibaSwap = 'ShibaSwap',
|
||||
// BSC only
|
||||
PancakeSwap = 'PancakeSwap',
|
||||
PancakeSwapV2 = 'PancakeSwap_V2',
|
||||
@@ -79,12 +80,16 @@ export enum ERC20BridgeSource {
|
||||
CafeSwap = 'CafeSwap',
|
||||
CheeseSwap = 'CheeseSwap',
|
||||
JulSwap = 'JulSwap',
|
||||
ACryptos = 'ACryptoS',
|
||||
// Polygon only
|
||||
QuickSwap = 'QuickSwap',
|
||||
ComethSwap = 'ComethSwap',
|
||||
Dfyn = 'Dfyn',
|
||||
WaultSwap = 'WaultSwap',
|
||||
Polydex = 'Polydex',
|
||||
FirebirdOneSwap = 'FirebirdOneSwap',
|
||||
JetSwap = 'JetSwap',
|
||||
IronSwap = 'IronSwap',
|
||||
}
|
||||
export type SourcesWithPoolsCache = ERC20BridgeSource.Balancer | ERC20BridgeSource.BalancerV2 | ERC20BridgeSource.Cream;
|
||||
|
||||
@@ -273,7 +278,7 @@ export interface Fill<TFillData extends FillData = FillData> {
|
||||
// paths that have the same `source` IDs but are distinct (e.g., Curves).
|
||||
sourcePathId: string;
|
||||
// See `SOURCE_FLAGS`.
|
||||
flags: number;
|
||||
flags: bigint;
|
||||
// Input fill amount (taker asset amount in a sell, maker asset amount in a buy).
|
||||
input: BigNumber;
|
||||
// Output fill amount (maker asset amount in a sell, taker asset amount in a buy).
|
||||
@@ -362,7 +367,7 @@ export interface GetMarketOrdersRfqOpts extends RfqRequestOpts {
|
||||
|
||||
export type FeeEstimate = (fillData: FillData) => number | BigNumber;
|
||||
export type FeeSchedule = Partial<{ [key in ERC20BridgeSource]: FeeEstimate }>;
|
||||
export type ExchangeProxyOverhead = (sourceFlags: number) => BigNumber;
|
||||
export type ExchangeProxyOverhead = (sourceFlags: bigint) => BigNumber;
|
||||
|
||||
/**
|
||||
* Options for `getMarketSellOrdersAsync()` and `getMarketBuyOrdersAsync()`.
|
||||
@@ -464,7 +469,7 @@ export interface SourceQuoteOperation<TFillData extends FillData = FillData> ext
|
||||
|
||||
export interface OptimizerResult {
|
||||
optimizedOrders: OptimizedMarketOrder[];
|
||||
sourceFlags: number;
|
||||
sourceFlags: bigint;
|
||||
liquidityDelivered: CollapsedFill[] | DexSample<MultiHopFillData>;
|
||||
marketSideLiquidity: MarketSideLiquidity;
|
||||
adjustedRate: BigNumber;
|
||||
|
@@ -29,6 +29,7 @@ import { RfqMakerBlacklist } from './rfq_maker_blacklist';
|
||||
|
||||
const MAKER_TIMEOUT_STREAK_LENGTH = 10;
|
||||
const MAKER_TIMEOUT_BLACKLIST_DURATION_MINUTES = 10;
|
||||
const FILL_RATIO_WARNING_LEVEL = 0.99;
|
||||
const rfqMakerBlacklist = new RfqMakerBlacklist(MAKER_TIMEOUT_STREAK_LENGTH, MAKER_TIMEOUT_BLACKLIST_DURATION_MINUTES);
|
||||
|
||||
interface RfqQuote<T> {
|
||||
@@ -563,6 +564,22 @@ export class QuoteRequestor {
|
||||
this._warningLogger(order, 'Expiry too soon in RFQ-T firm quote, filtering out');
|
||||
return false;
|
||||
} else {
|
||||
const takerAmount = new BigNumber(order.takerAmount);
|
||||
const fillRatio = takerAmount.div(assetFillAmount);
|
||||
if (fillRatio.lt(1) && fillRatio.gte(FILL_RATIO_WARNING_LEVEL)) {
|
||||
this._warningLogger(
|
||||
{
|
||||
makerUri: result.makerUri,
|
||||
fillRatio,
|
||||
assetFillAmount,
|
||||
takerToken,
|
||||
makerToken,
|
||||
takerAmount: order.takerAmount,
|
||||
makerAmount: order.makerAmount,
|
||||
},
|
||||
'Fill ratio in warning range',
|
||||
);
|
||||
}
|
||||
return true;
|
||||
}
|
||||
});
|
||||
|
@@ -39,7 +39,7 @@ const feeSchedule = {
|
||||
[ERC20BridgeSource.Native]: _.constant(GAS_PRICE.times(NATIVE_ORDER_FEE)),
|
||||
};
|
||||
|
||||
const exchangeProxyOverhead = (sourceFlags: number) => {
|
||||
const exchangeProxyOverhead = (sourceFlags: bigint) => {
|
||||
if ([SOURCE_FLAGS.RfqOrder].includes(sourceFlags)) {
|
||||
return new BigNumber(20e3).times(GAS_PRICE);
|
||||
} else {
|
||||
|
@@ -1280,7 +1280,7 @@ describe('MarketOperationUtils tests', () => {
|
||||
});
|
||||
const optimizer = new MarketOperationUtils(MOCK_SAMPLER, contractAddresses, ORDER_DOMAIN);
|
||||
const gasPrice = 100e9; // 100 gwei
|
||||
const exchangeProxyOverhead = (sourceFlags: number) =>
|
||||
const exchangeProxyOverhead = (sourceFlags: bigint) =>
|
||||
sourceFlags === SOURCE_FLAGS.LiquidityProvider
|
||||
? constants.ZERO_AMOUNT
|
||||
: new BigNumber(1.3e5).times(gasPrice);
|
||||
@@ -1663,7 +1663,7 @@ describe('MarketOperationUtils tests', () => {
|
||||
});
|
||||
const optimizer = new MarketOperationUtils(MOCK_SAMPLER, contractAddresses, ORDER_DOMAIN);
|
||||
const gasPrice = 100e9; // 100 gwei
|
||||
const exchangeProxyOverhead = (sourceFlags: number) =>
|
||||
const exchangeProxyOverhead = (sourceFlags: bigint) =>
|
||||
sourceFlags === SOURCE_FLAGS.LiquidityProvider
|
||||
? constants.ZERO_AMOUNT
|
||||
: new BigNumber(1.3e5).times(gasPrice);
|
||||
|
86
packages/asset-swapper/test/path_test.ts
Normal file
86
packages/asset-swapper/test/path_test.ts
Normal file
@@ -0,0 +1,86 @@
|
||||
import { expect } from '@0x/contracts-test-utils';
|
||||
import { BigNumber } from '@0x/utils';
|
||||
|
||||
import { MarketOperation } from '../src/types';
|
||||
import { Path } from '../src/utils/market_operation_utils/path';
|
||||
import { ERC20BridgeSource, Fill } from '../src/utils/market_operation_utils/types';
|
||||
|
||||
const createFill = (
|
||||
source: ERC20BridgeSource,
|
||||
input: BigNumber = new BigNumber(100),
|
||||
output: BigNumber = new BigNumber(100),
|
||||
): Fill =>
|
||||
// tslint:disable-next-line: no-object-literal-type-assertion
|
||||
({
|
||||
source,
|
||||
input,
|
||||
output,
|
||||
adjustedOutput: output,
|
||||
flags: BigInt(0),
|
||||
sourcePathId: source,
|
||||
} as Fill);
|
||||
|
||||
describe('Path', () => {
|
||||
it('Adds a fallback', () => {
|
||||
const targetInput = new BigNumber(100);
|
||||
const path = Path.create(
|
||||
MarketOperation.Sell,
|
||||
[createFill(ERC20BridgeSource.Native), createFill(ERC20BridgeSource.Native)],
|
||||
targetInput,
|
||||
);
|
||||
const fallback = Path.create(MarketOperation.Sell, [createFill(ERC20BridgeSource.Uniswap)], targetInput);
|
||||
path.addFallback(fallback);
|
||||
const sources = path.fills.map(f => f.source);
|
||||
expect(sources).to.deep.eq([ERC20BridgeSource.Native, ERC20BridgeSource.Native, ERC20BridgeSource.Uniswap]);
|
||||
});
|
||||
|
||||
it('Adds a fallback with LiquidityProvider', () => {
|
||||
const targetInput = new BigNumber(100);
|
||||
const path = Path.create(
|
||||
MarketOperation.Sell,
|
||||
[createFill(ERC20BridgeSource.Native), createFill(ERC20BridgeSource.LiquidityProvider)],
|
||||
targetInput,
|
||||
);
|
||||
const fallback = Path.create(MarketOperation.Sell, [createFill(ERC20BridgeSource.Uniswap)], targetInput);
|
||||
path.addFallback(fallback);
|
||||
const sources = path.fills.map(f => f.source);
|
||||
expect(sources).to.deep.eq([
|
||||
ERC20BridgeSource.Native,
|
||||
ERC20BridgeSource.LiquidityProvider,
|
||||
ERC20BridgeSource.Uniswap,
|
||||
]);
|
||||
});
|
||||
|
||||
it('Removes partial Native orders', () => {
|
||||
const targetInput = new BigNumber(100);
|
||||
const path = Path.create(
|
||||
MarketOperation.Sell,
|
||||
[
|
||||
createFill(ERC20BridgeSource.Uniswap),
|
||||
createFill(ERC20BridgeSource.LiquidityProvider),
|
||||
createFill(ERC20BridgeSource.Native),
|
||||
],
|
||||
targetInput,
|
||||
);
|
||||
const fallback = Path.create(MarketOperation.Sell, [createFill(ERC20BridgeSource.Kyber)], targetInput);
|
||||
path.addFallback(fallback);
|
||||
const sources = path.fills.map(f => f.source);
|
||||
expect(sources).to.deep.eq([
|
||||
ERC20BridgeSource.Uniswap,
|
||||
ERC20BridgeSource.LiquidityProvider,
|
||||
ERC20BridgeSource.Kyber,
|
||||
]);
|
||||
});
|
||||
it('Handles duplicates', () => {
|
||||
const targetInput = new BigNumber(100);
|
||||
const path = Path.create(
|
||||
MarketOperation.Sell,
|
||||
[createFill(ERC20BridgeSource.Uniswap), createFill(ERC20BridgeSource.LiquidityProvider)],
|
||||
targetInput,
|
||||
);
|
||||
const fallback = Path.create(MarketOperation.Sell, [createFill(ERC20BridgeSource.Uniswap)], targetInput);
|
||||
path.addFallback(fallback);
|
||||
const sources = path.fills.map(f => f.source);
|
||||
expect(sources).to.deep.eq([ERC20BridgeSource.Uniswap, ERC20BridgeSource.LiquidityProvider]);
|
||||
});
|
||||
});
|
@@ -1,3 +1,4 @@
|
||||
import { ChainId } from '@0x/contract-addresses';
|
||||
import * as chai from 'chai';
|
||||
import 'mocha';
|
||||
|
||||
@@ -49,7 +50,7 @@ describe('Pools Caches for Balancer-based sampling', () => {
|
||||
});
|
||||
|
||||
describe('BalancerV2PoolsCache', () => {
|
||||
const cache = new BalancerV2PoolsCache();
|
||||
const cache = new BalancerV2PoolsCache(ChainId.Mainnet);
|
||||
it('fetches pools', async () => {
|
||||
const pairs = [
|
||||
[wethAddress, wbtcAddress],
|
||||
|
Reference in New Issue
Block a user