Compare commits
45 Commits
@0x/migrat
...
@0x/asset-
Author | SHA1 | Date | |
---|---|---|---|
|
6044140f86 | ||
|
4da1ef0f56 | ||
|
8c668a3918 | ||
|
f1ff1cde39 | ||
|
1668a24e31 | ||
|
4b7c376d96 | ||
|
bb4a9c656c | ||
|
6ab07b6304 | ||
|
8903f1ab01 | ||
|
415535612a | ||
|
5248a135c3 | ||
|
602290925c | ||
|
01813746e8 | ||
|
7d668d8801 | ||
|
797a00a33a | ||
|
4b3d98f43c | ||
|
9ff77c1cd5 | ||
|
18a8351671 | ||
|
9a994dfcd3 | ||
|
b7adc5a889 | ||
|
10b0d7f363 | ||
|
e2c905a15f | ||
|
8589ba728c | ||
|
43512fd07a | ||
|
c090608d99 | ||
|
89817428ed | ||
|
fce3664258 | ||
|
aa522fe49b | ||
|
c03653ebd7 | ||
|
ae08f77381 | ||
|
73a07e512d | ||
|
7cff09f40a | ||
|
a6d690f10a | ||
|
d7cff52e75 | ||
|
cf1f29a37d | ||
|
9af22110b4 | ||
|
2c187c7e85 | ||
|
d46756ae2e | ||
|
d9a16ed1f9 | ||
|
57a1120997 | ||
|
0945d4cef2 | ||
|
8f6f7ad453 | ||
|
bb4fad37fa | ||
|
d06daf2957 | ||
|
34314960ef |
@@ -1,4 +1,31 @@
|
||||
[
|
||||
{
|
||||
"timestamp": 1637102971,
|
||||
"version": "3.3.23",
|
||||
"changes": [
|
||||
{
|
||||
"note": "Dependencies updated"
|
||||
}
|
||||
]
|
||||
},
|
||||
{
|
||||
"timestamp": 1635903615,
|
||||
"version": "3.3.22",
|
||||
"changes": [
|
||||
{
|
||||
"note": "Dependencies updated"
|
||||
}
|
||||
]
|
||||
},
|
||||
{
|
||||
"timestamp": 1634668033,
|
||||
"version": "3.3.21",
|
||||
"changes": [
|
||||
{
|
||||
"note": "Dependencies updated"
|
||||
}
|
||||
]
|
||||
},
|
||||
{
|
||||
"timestamp": 1631710679,
|
||||
"version": "3.3.20",
|
||||
|
@@ -5,6 +5,18 @@ Edit the package's CHANGELOG.json file only.
|
||||
|
||||
CHANGELOG
|
||||
|
||||
## v3.3.23 - _November 16, 2021_
|
||||
|
||||
* Dependencies updated
|
||||
|
||||
## v3.3.22 - _November 3, 2021_
|
||||
|
||||
* Dependencies updated
|
||||
|
||||
## v3.3.21 - _October 19, 2021_
|
||||
|
||||
* Dependencies updated
|
||||
|
||||
## v3.3.20 - _September 15, 2021_
|
||||
|
||||
* Dependencies updated
|
||||
|
@@ -1,6 +1,6 @@
|
||||
{
|
||||
"name": "@0x/contracts-erc20",
|
||||
"version": "3.3.20",
|
||||
"version": "3.3.23",
|
||||
"engines": {
|
||||
"node": ">=6.12"
|
||||
},
|
||||
@@ -53,8 +53,8 @@
|
||||
"devDependencies": {
|
||||
"@0x/abi-gen": "^5.6.2",
|
||||
"@0x/contracts-gen": "^2.0.40",
|
||||
"@0x/contracts-test-utils": "^5.4.11",
|
||||
"@0x/contracts-utils": "^4.8.1",
|
||||
"@0x/contracts-test-utils": "^5.4.14",
|
||||
"@0x/contracts-utils": "^4.8.4",
|
||||
"@0x/dev-utils": "^4.2.9",
|
||||
"@0x/sol-compiler": "^4.7.5",
|
||||
"@0x/ts-doc-gen": "^0.0.28",
|
||||
|
@@ -1,4 +1,31 @@
|
||||
[
|
||||
{
|
||||
"timestamp": 1637102971,
|
||||
"version": "5.4.14",
|
||||
"changes": [
|
||||
{
|
||||
"note": "Dependencies updated"
|
||||
}
|
||||
]
|
||||
},
|
||||
{
|
||||
"timestamp": 1635903615,
|
||||
"version": "5.4.13",
|
||||
"changes": [
|
||||
{
|
||||
"note": "Dependencies updated"
|
||||
}
|
||||
]
|
||||
},
|
||||
{
|
||||
"timestamp": 1634668033,
|
||||
"version": "5.4.12",
|
||||
"changes": [
|
||||
{
|
||||
"note": "Dependencies updated"
|
||||
}
|
||||
]
|
||||
},
|
||||
{
|
||||
"timestamp": 1631710679,
|
||||
"version": "5.4.11",
|
||||
|
@@ -5,6 +5,18 @@ Edit the package's CHANGELOG.json file only.
|
||||
|
||||
CHANGELOG
|
||||
|
||||
## v5.4.14 - _November 16, 2021_
|
||||
|
||||
* Dependencies updated
|
||||
|
||||
## v5.4.13 - _November 3, 2021_
|
||||
|
||||
* Dependencies updated
|
||||
|
||||
## v5.4.12 - _October 19, 2021_
|
||||
|
||||
* Dependencies updated
|
||||
|
||||
## v5.4.11 - _September 15, 2021_
|
||||
|
||||
* Dependencies updated
|
||||
|
@@ -1,6 +1,6 @@
|
||||
{
|
||||
"name": "@0x/contracts-test-utils",
|
||||
"version": "5.4.11",
|
||||
"version": "5.4.14",
|
||||
"engines": {
|
||||
"node": ">=6.12"
|
||||
},
|
||||
@@ -44,7 +44,7 @@
|
||||
"dependencies": {
|
||||
"@0x/assert": "^3.0.29",
|
||||
"@0x/base-contract": "^6.4.2",
|
||||
"@0x/contract-addresses": "^6.7.0",
|
||||
"@0x/contract-addresses": "^6.9.0",
|
||||
"@0x/dev-utils": "^4.2.9",
|
||||
"@0x/json-schemas": "^6.3.0",
|
||||
"@0x/order-utils": "^10.4.28",
|
||||
|
@@ -1,4 +1,49 @@
|
||||
[
|
||||
{
|
||||
"timestamp": 1637102971,
|
||||
"version": "1.4.6",
|
||||
"changes": [
|
||||
{
|
||||
"note": "Dependencies updated"
|
||||
}
|
||||
]
|
||||
},
|
||||
{
|
||||
"timestamp": 1635903615,
|
||||
"version": "1.4.5",
|
||||
"changes": [
|
||||
{
|
||||
"note": "Dependencies updated"
|
||||
}
|
||||
]
|
||||
},
|
||||
{
|
||||
"timestamp": 1634668033,
|
||||
"version": "1.4.4",
|
||||
"changes": [
|
||||
{
|
||||
"note": "Dependencies updated"
|
||||
}
|
||||
]
|
||||
},
|
||||
{
|
||||
"timestamp": 1634147078,
|
||||
"version": "1.4.3",
|
||||
"changes": [
|
||||
{
|
||||
"note": "Dependencies updated"
|
||||
}
|
||||
]
|
||||
},
|
||||
{
|
||||
"timestamp": 1633374058,
|
||||
"version": "1.4.2",
|
||||
"changes": [
|
||||
{
|
||||
"note": "Dependencies updated"
|
||||
}
|
||||
]
|
||||
},
|
||||
{
|
||||
"timestamp": 1632957537,
|
||||
"version": "1.4.1",
|
||||
|
@@ -5,6 +5,26 @@ Edit the package's CHANGELOG.json file only.
|
||||
|
||||
CHANGELOG
|
||||
|
||||
## v1.4.6 - _November 16, 2021_
|
||||
|
||||
* Dependencies updated
|
||||
|
||||
## v1.4.5 - _November 3, 2021_
|
||||
|
||||
* Dependencies updated
|
||||
|
||||
## v1.4.4 - _October 19, 2021_
|
||||
|
||||
* Dependencies updated
|
||||
|
||||
## v1.4.3 - _October 13, 2021_
|
||||
|
||||
* Dependencies updated
|
||||
|
||||
## v1.4.2 - _October 4, 2021_
|
||||
|
||||
* Dependencies updated
|
||||
|
||||
## v1.4.1 - _September 29, 2021_
|
||||
|
||||
* Dependencies updated
|
||||
|
60
contracts/treasury/contracts/external/ISablier.sol
vendored
Normal file
60
contracts/treasury/contracts/external/ISablier.sol
vendored
Normal file
@@ -0,0 +1,60 @@
|
||||
pragma solidity ^0.6.12;
|
||||
|
||||
/**
|
||||
* @title ISablier
|
||||
* @author Sablier
|
||||
*/
|
||||
interface ISablier {
|
||||
/**
|
||||
* @notice Emits when a stream is successfully created.
|
||||
*/
|
||||
event CreateStream(
|
||||
uint256 indexed streamId,
|
||||
address indexed sender,
|
||||
address indexed recipient,
|
||||
uint256 deposit,
|
||||
address tokenAddress,
|
||||
uint256 startTime,
|
||||
uint256 stopTime
|
||||
);
|
||||
|
||||
/**
|
||||
* @notice Emits when the recipient of a stream withdraws a portion or all their pro rata share of the stream.
|
||||
*/
|
||||
event WithdrawFromStream(uint256 indexed streamId, address indexed recipient, uint256 amount);
|
||||
|
||||
/**
|
||||
* @notice Emits when a stream is successfully cancelled and tokens are transferred back on a pro rata basis.
|
||||
*/
|
||||
event CancelStream(
|
||||
uint256 indexed streamId,
|
||||
address indexed sender,
|
||||
address indexed recipient,
|
||||
uint256 senderBalance,
|
||||
uint256 recipientBalance
|
||||
);
|
||||
|
||||
function balanceOf(uint256 streamId, address who) external view returns (uint256 balance);
|
||||
|
||||
function getStream(uint256 streamId)
|
||||
external
|
||||
view
|
||||
returns (
|
||||
address sender,
|
||||
address recipient,
|
||||
uint256 deposit,
|
||||
address token,
|
||||
uint256 startTime,
|
||||
uint256 stopTime,
|
||||
uint256 remainingBalance,
|
||||
uint256 ratePerSecond
|
||||
);
|
||||
|
||||
function createStream(address recipient, uint256 deposit, address tokenAddress, uint256 startTime, uint256 stopTime)
|
||||
external
|
||||
returns (uint256 streamId);
|
||||
|
||||
function withdrawFromStream(uint256 streamId, uint256 funds) external returns (bool);
|
||||
|
||||
function cancelStream(uint256 streamId) external returns (bool);
|
||||
}
|
@@ -1,6 +1,6 @@
|
||||
{
|
||||
"name": "@0x/contracts-treasury",
|
||||
"version": "1.4.1",
|
||||
"version": "1.4.6",
|
||||
"engines": {
|
||||
"node": ">=6.12"
|
||||
},
|
||||
@@ -32,9 +32,9 @@
|
||||
"publish:private": "yarn build && gitpkg publish"
|
||||
},
|
||||
"config": {
|
||||
"publicInterfaceContracts": "ZrxTreasury,DefaultPoolOperator",
|
||||
"publicInterfaceContracts": "ZrxTreasury,DefaultPoolOperator,ISablier",
|
||||
"abis:comment": "This list is auto-generated by contracts-gen. Don't edit manually.",
|
||||
"abis": "./test/generated-artifacts/@(DefaultPoolOperator|IStaking|IZrxTreasury|ZrxTreasury).json"
|
||||
"abis": "./test/generated-artifacts/@(DefaultPoolOperator|ISablier|IStaking|IZrxTreasury|ZrxTreasury).json"
|
||||
},
|
||||
"repository": {
|
||||
"type": "git",
|
||||
@@ -47,12 +47,12 @@
|
||||
"homepage": "https://github.com/0xProject/protocol/tree/main/contracts/treasury",
|
||||
"devDependencies": {
|
||||
"@0x/abi-gen": "^5.6.2",
|
||||
"@0x/contract-addresses": "^6.7.0",
|
||||
"@0x/contract-addresses": "^6.9.0",
|
||||
"@0x/contracts-asset-proxy": "^3.7.19",
|
||||
"@0x/contracts-erc20": "^3.3.20",
|
||||
"@0x/contracts-erc20": "^3.3.23",
|
||||
"@0x/contracts-gen": "^2.0.40",
|
||||
"@0x/contracts-staking": "^2.0.45",
|
||||
"@0x/contracts-test-utils": "^5.4.11",
|
||||
"@0x/contracts-test-utils": "^5.4.14",
|
||||
"@0x/sol-compiler": "^4.7.5",
|
||||
"@0x/ts-doc-gen": "^0.0.28",
|
||||
"@0x/tslint-config": "^4.1.4",
|
||||
@@ -73,7 +73,7 @@
|
||||
},
|
||||
"dependencies": {
|
||||
"@0x/base-contract": "^6.4.2",
|
||||
"@0x/protocol-utils": "^1.9.1",
|
||||
"@0x/protocol-utils": "^1.9.5",
|
||||
"@0x/subproviders": "^6.6.0",
|
||||
"@0x/types": "^3.3.4",
|
||||
"@0x/typescript-typings": "^5.2.1",
|
||||
|
@@ -6,8 +6,10 @@
|
||||
import { ContractArtifact } from 'ethereum-types';
|
||||
|
||||
import * as DefaultPoolOperator from '../generated-artifacts/DefaultPoolOperator.json';
|
||||
import * as ISablier from '../generated-artifacts/ISablier.json';
|
||||
import * as ZrxTreasury from '../generated-artifacts/ZrxTreasury.json';
|
||||
export const artifacts = {
|
||||
ZrxTreasury: ZrxTreasury as ContractArtifact,
|
||||
DefaultPoolOperator: DefaultPoolOperator as ContractArtifact,
|
||||
ISablier: ISablier as ContractArtifact,
|
||||
};
|
||||
|
@@ -3,6 +3,8 @@ import { ERC20TokenContract } from '@0x/contracts-erc20';
|
||||
import { Web3ProviderEngine } from '@0x/subproviders';
|
||||
import { BigNumber } from '@0x/utils';
|
||||
|
||||
import { ISablierContract } from './wrappers';
|
||||
|
||||
interface ProposedAction {
|
||||
target: string;
|
||||
data: string;
|
||||
@@ -17,8 +19,14 @@ interface Proposal {
|
||||
|
||||
const { zrxToken } = getContractAddressesForChainOrThrow(1);
|
||||
const zrx = new ERC20TokenContract(zrxToken, new Web3ProviderEngine());
|
||||
const maticToken = '0x7d1afa7b718fb893db30a3abc0cfc608aacfebb0';
|
||||
const matic = new ERC20TokenContract(maticToken, new Web3ProviderEngine());
|
||||
const maticToken = new ERC20TokenContract('0x7d1afa7b718fb893db30a3abc0cfc608aacfebb0', new Web3ProviderEngine());
|
||||
const sablier = new ISablierContract('0xcd18eaa163733da39c232722cbc4e8940b1d8888', new Web3ProviderEngine());
|
||||
|
||||
const ONE_YEAR_IN_SECONDS = new BigNumber('31536000');
|
||||
const PROPOSAL_2_ZRX_AMOUNT = new BigNumber('485392999999999970448000');
|
||||
const PROPOSAL_2_MATIC_AMOUNT = new BigNumber('378035999999999992944000');
|
||||
const PROPOSAL_2_STREAM_START_TIME = new BigNumber('1635188400');
|
||||
const PROPOSAL_2_RECIPIENT = '0x976378445d31d81b15576811450a7b9797206807';
|
||||
|
||||
export const proposals: Proposal[] = [
|
||||
{
|
||||
@@ -44,8 +52,8 @@ export const proposals: Proposal[] = [
|
||||
value: new BigNumber(0),
|
||||
},
|
||||
{
|
||||
target: maticToken,
|
||||
data: matic
|
||||
target: maticToken.address,
|
||||
data: maticToken
|
||||
.transfer('0xab66cc8fd10457ebc9d13b9760c835f0a4cbc487', new BigNumber('420000e18'))
|
||||
.getABIEncodedTransactionData(),
|
||||
value: new BigNumber(0),
|
||||
@@ -54,4 +62,46 @@ export const proposals: Proposal[] = [
|
||||
description:
|
||||
'# Z-2 0x/Polygon Grant Budget for 0xEVE\n\n## Summary\n\nWe propose to transfer 10% of the new Treasury allocation from the recently announced 0x/Polygon initiative to the 0x Ecosystem Value Experiment (0xEVE). The purpose is not so much to increase the budget as it is to enable access to the MATIC that was allocated to the Treasury after 0xEVE was established and to expand the original goals to include use cases on the Polygon Network. A snapshot vote was held to gauge community sentiment with 100% in favor https://snapshot.org/#/0xgov.eth/proposal/QmdcZAAcmNgM3R6CVY586G4sSoPwm6T3CS39DCQ4gPDPB4.\n\n## Background\n\nA proposal to establish the 0x Ecosystem Value Experiment (0xEVE) was passed in early June with a budget of 400K ZRX, which was then transferred to the 0xEVE multisig to fund operations. Shortly afterwards, 0xLabs and 0xPolygon allocated 3.3M ZRX and 4.2M MATIC to the 0xDAO Treasury with the shared goal of bringing 1M new users to the Polygon Network via 0x-powered applications.<br/><br/>\nSince that time, 0xEVE has established a grant program and published a framework for projects seeking support from the 0xDAO. However, because 0xEVE has no access to these new funds, it will be extremely difficult given the current market conditions (and the commensurate devaluation of our operating budget in USD terms) for us to incorporate this new goal into the grant program in any meaningful way, particularly because we are not able to spend any of the MATIC in the Treasury.\n\n## Request for Approval\n\nIn keeping with the original structure of the budget where ~10% of the Treasury was allocated to 0xEVE to fund opportunities such as grants, we propose that 10% of the new funding (ZRX and MATIC) be allocated to 0xEVE to fund activities associated with this new initiative. A separate multisig has been set up to manage and track these expenditures.<br/><br/>\nCompensation will remain as authorized in the original budget, and the new funding will be allocated 100% to grants and other operational activities specific to Polygon. In accordance with the grant program framework, this will enable 0xEVE to fast track grants under $50k using its own budget, while larger grants will require an onchain community vote and will be awarded from Treasury funds.<br/><br/>\nAdditionally, as 0x protocol deploys to additional chains, for any future allocations from similar joint initiatives, we recommend that they be structured the same way (90/10 split between the Treasury and 0xEVE) so that 0xEVE can actively participate in evaluating, distributing, and managing grants and other associated efforts designed to accelerate adoption and ecosystem value capture on those networks.<br/><br/>\nAs stipulated in Z-1, 0xEVE is a limited-duration experiment (26 weeks) and any funds not used will be returned to the Treasury when the experiment concludes.\n\n## Action Required\n\nTransfer 330,813 ZRX and 420,000 MATIC to 0xEVE gnosis safe multisig 0xAB66CC8FD10457ebC9D13B9760C835F0a4CbC487',
|
||||
},
|
||||
{
|
||||
actions: [
|
||||
{
|
||||
target: zrxToken,
|
||||
data: zrx.approve(sablier.address, PROPOSAL_2_ZRX_AMOUNT).getABIEncodedTransactionData(),
|
||||
value: new BigNumber(0),
|
||||
},
|
||||
{
|
||||
target: maticToken.address,
|
||||
data: maticToken.approve(sablier.address, PROPOSAL_2_MATIC_AMOUNT).getABIEncodedTransactionData(),
|
||||
value: new BigNumber(0),
|
||||
},
|
||||
{
|
||||
target: sablier.address,
|
||||
data: sablier
|
||||
.createStream(
|
||||
PROPOSAL_2_RECIPIENT,
|
||||
PROPOSAL_2_ZRX_AMOUNT,
|
||||
zrxToken,
|
||||
PROPOSAL_2_STREAM_START_TIME,
|
||||
PROPOSAL_2_STREAM_START_TIME.plus(ONE_YEAR_IN_SECONDS),
|
||||
)
|
||||
.getABIEncodedTransactionData(),
|
||||
value: new BigNumber(0),
|
||||
},
|
||||
{
|
||||
target: sablier.address,
|
||||
data: sablier
|
||||
.createStream(
|
||||
PROPOSAL_2_RECIPIENT,
|
||||
PROPOSAL_2_MATIC_AMOUNT,
|
||||
maticToken.address,
|
||||
PROPOSAL_2_STREAM_START_TIME,
|
||||
PROPOSAL_2_STREAM_START_TIME.plus(ONE_YEAR_IN_SECONDS),
|
||||
)
|
||||
.getABIEncodedTransactionData(),
|
||||
value: new BigNumber(0),
|
||||
},
|
||||
],
|
||||
description:
|
||||
'# Z-3 Trader.xyz Grant\n\n## Summary\n\nThis proposal seeks authorization of a $950k grant from the treasury to trader.xyz. The community has discussed the merits of the proposal in the governance forum and signaled strong support for moving forward in a snapshot poll:\n\n1. https://gov.0x.org/t/grant-proposal-trader-xyz/1005/\n2. https://snapshot.org/#/0xgov.eth/proposal/Qmcf2C3KmQ1W1XBGownLWsA8yX9hpzY6peLUGKNJnPzN9y\n\n## Grant Details\n\n### What category best describes your grant request?\n\n1. 0x orderbook\n2. 0x protocol feature development\n\n### Grant amount requested\n\n**Amount**: $950k split 50/50 between $ZRX and $MATIC (note: an upfront payment of $50k in $ZRX and $MATIC is being made from the 0xEVE grant budget)\n\n**Price reference**:\n1. [https://www.tradingview.com/symbols/ZRXUSD/technicals/](https://www.tradingview.com/symbols/ZRXUSD/technicals/) ($ZRX 30-day EMA as of 10/4/2021 = 0.97859)\n2. [https://www.tradingview.com/symbols/MATICUSD/technicals/](https://www.tradingview.com/symbols/MATICUSD/technicals/) ($MATIC 30-day EMA as of 10/4/2021 = 1.2564959)\n\n**Payment details**: $950k streamed from Sablier over 365 days (485,393 ZRX + 378,036 MATIC)\n\n**Receiving address**: 0x976378445D31D81b15576811450A7b9797206807 (Gnosis Safe)\n\n### Team background\n\nCore team is comprised of two former 0x core team members (Patryk Adas - former Matcha lead designer, and John Johnson - former Matcha lead engineer)\n\n### Project background\n\nTrader.xyz is a dapp that provides a user-focused trading experience with the goal of becoming the flagship, 0x-powered application for discovering and trading NFTs\n\n### Description of work to be funded\n\nSee detailed explanation at https://gov.0x.org/t/grant-proposal-trader-xyz/1005\n\n### Budget breakdown\n\nSee detailed explanation at https://gov.0x.org/t/grant-proposal-trader-xyz/1005\n\n### Benefit to 0x ecosystem\n\n1. Become the gold standard for exchanging NFTs with 0x protocol\n2. Enable 0xDAO to build organic development capabilities\n3. Improve protocol documentation and developer resources\n4. Add OSS API protocol features\n\n### Risk/Reward factors\n\nRisks include competition, mindshare, flywheel of liquidity, etc. We believe our product and team have the potential to mitigate these risks and bring to market several features and capabilities that will be market-leading.\n\n### Additional info\n\nOur team has a track record of delivering high quality projects, and in order for us to continue our work, we need capital and support. We prefer not to go the venture capital route and instead work directly with the 0xDAO for the best synergies and to align value with 0x. We proved out an initial brand, design, and engineering concept via OTC orders, and it is already the highest quality OTC swap on the market. We would like to work with 0xDAO directly to make sure 0x has a foothold in the NFT market as it continues to evolve and develop. We want to do what Matcha did for DEX ERC20 trading.\n\n## Action Required\n\nStream 485,393 ZRX and 378,036 MATIC to Gnosis Safe 0x976378445D31D81b15576811450A7b9797206807 over 365 days',
|
||||
},
|
||||
];
|
||||
|
@@ -4,4 +4,5 @@
|
||||
* -----------------------------------------------------------------------------
|
||||
*/
|
||||
export * from '../generated-wrappers/default_pool_operator';
|
||||
export * from '../generated-wrappers/i_sablier';
|
||||
export * from '../generated-wrappers/zrx_treasury';
|
||||
|
@@ -6,10 +6,12 @@
|
||||
import { ContractArtifact } from 'ethereum-types';
|
||||
|
||||
import * as DefaultPoolOperator from '../test/generated-artifacts/DefaultPoolOperator.json';
|
||||
import * as ISablier from '../test/generated-artifacts/ISablier.json';
|
||||
import * as IStaking from '../test/generated-artifacts/IStaking.json';
|
||||
import * as IZrxTreasury from '../test/generated-artifacts/IZrxTreasury.json';
|
||||
import * as ZrxTreasury from '../test/generated-artifacts/ZrxTreasury.json';
|
||||
export const artifacts = {
|
||||
ISablier: ISablier as ContractArtifact,
|
||||
DefaultPoolOperator: DefaultPoolOperator as ContractArtifact,
|
||||
IStaking: IStaking as ContractArtifact,
|
||||
IZrxTreasury: IZrxTreasury as ContractArtifact,
|
||||
|
@@ -7,7 +7,7 @@ import * as _ from 'lodash';
|
||||
import { proposals } from '../src/proposals';
|
||||
|
||||
import { artifacts } from './artifacts';
|
||||
import { ZrxTreasuryContract, ZrxTreasuryEvents } from './wrappers';
|
||||
import { ISablierEvents, ZrxTreasuryContract, ZrxTreasuryEvents } from './wrappers';
|
||||
|
||||
const SUBGRAPH_URL = 'https://api.thegraph.com/subgraphs/name/mzhu25/zeroex-staking';
|
||||
const STAKING_PROXY_ADDRESS = '0xa26e80e7dea86279c6d778d702cc413e6cffa777';
|
||||
@@ -15,9 +15,11 @@ const TREASURY_ADDRESS = '0x0bb1810061c2f5b2088054ee184e6c79e1591101';
|
||||
const PROPOSER = process.env.PROPOSER || constants.NULL_ADDRESS;
|
||||
const VOTER = '0xba4f44e774158408e2dc6c5cb65bc995f0a89180';
|
||||
const VOTER_OPERATED_POOLS = ['0x0000000000000000000000000000000000000000000000000000000000000017'];
|
||||
const VOTER_2 = '0x9a4eb1101c0c053505bd71d2ffa27ed902dead85';
|
||||
const VOTER_2_OPERATED_POOLS = ['0x0000000000000000000000000000000000000000000000000000000000000029'];
|
||||
blockchainTests.configure({
|
||||
fork: {
|
||||
unlockedAccounts: [PROPOSER, VOTER],
|
||||
unlockedAccounts: [PROPOSER, VOTER, VOTER_2],
|
||||
},
|
||||
});
|
||||
|
||||
@@ -219,4 +221,80 @@ blockchainTests.fork.skip('Treasury proposal mainnet fork tests', env => {
|
||||
);
|
||||
});
|
||||
});
|
||||
describe('Proposal 2', () => {
|
||||
it('works', async () => {
|
||||
const proposal = proposals[2];
|
||||
let executionEpoch: BigNumber;
|
||||
if (proposal.executionEpoch) {
|
||||
executionEpoch = proposal.executionEpoch;
|
||||
} else {
|
||||
const currentEpoch = await staking.currentEpoch().callAsync();
|
||||
executionEpoch = currentEpoch.plus(2);
|
||||
}
|
||||
const pools = await querySubgraphAsync(PROPOSER);
|
||||
const proposeTx = treasury.propose(proposal.actions, executionEpoch, proposal.description, pools);
|
||||
|
||||
const calldata = proposeTx.getABIEncodedTransactionData();
|
||||
logUtils.log('ZrxTreasury.propose calldata:');
|
||||
logUtils.log(calldata);
|
||||
|
||||
const proposalId = await proposeTx.callAsync({ from: PROPOSER });
|
||||
const receipt = await proposeTx.awaitTransactionSuccessAsync({ from: PROPOSER });
|
||||
verifyEventsFromLogs(
|
||||
receipt.logs,
|
||||
[
|
||||
{
|
||||
...proposal,
|
||||
proposalId,
|
||||
executionEpoch,
|
||||
proposer: PROPOSER,
|
||||
operatedPoolIds: pools,
|
||||
},
|
||||
],
|
||||
ZrxTreasuryEvents.ProposalCreated,
|
||||
);
|
||||
await fastForwardToNextEpochAsync();
|
||||
await fastForwardToNextEpochAsync();
|
||||
await treasury
|
||||
.castVote(proposalId, true, VOTER_OPERATED_POOLS)
|
||||
.awaitTransactionSuccessAsync({ from: VOTER });
|
||||
await treasury
|
||||
.castVote(proposalId, true, VOTER_2_OPERATED_POOLS)
|
||||
.awaitTransactionSuccessAsync({ from: VOTER_2 });
|
||||
await env.web3Wrapper.increaseTimeAsync(votingPeriod.plus(1).toNumber());
|
||||
await env.web3Wrapper.mineBlockAsync();
|
||||
const executeTx = await treasury.execute(proposalId, proposal.actions).awaitTransactionSuccessAsync();
|
||||
|
||||
verifyEventsFromLogs(
|
||||
executeTx.logs,
|
||||
[
|
||||
{
|
||||
proposalId,
|
||||
},
|
||||
],
|
||||
ZrxTreasuryEvents.ProposalExecuted,
|
||||
);
|
||||
|
||||
verifyEventsFromLogs(
|
||||
executeTx.logs,
|
||||
[
|
||||
{
|
||||
recipient: '0x976378445D31D81b15576811450A7b9797206807',
|
||||
deposit: new BigNumber('485392999999999970448000'),
|
||||
tokenAddress: '0xe41d2489571d322189246dafa5ebde1f4699f498',
|
||||
startTime: new BigNumber(1635188400),
|
||||
stopTime: new BigNumber(1666724400),
|
||||
},
|
||||
{
|
||||
recipient: '0x976378445D31D81b15576811450A7b9797206807',
|
||||
deposit: new BigNumber('378035999999999992944000'),
|
||||
tokenAddress: '0x7d1afa7b718fb893db30a3abc0cfc608aacfebb0',
|
||||
startTime: new BigNumber(1635188400),
|
||||
stopTime: new BigNumber(1666724400),
|
||||
},
|
||||
],
|
||||
ISablierEvents.CreateStream,
|
||||
);
|
||||
});
|
||||
});
|
||||
});
|
||||
|
@@ -4,6 +4,7 @@
|
||||
* -----------------------------------------------------------------------------
|
||||
*/
|
||||
export * from '../test/generated-wrappers/default_pool_operator';
|
||||
export * from '../test/generated-wrappers/i_sablier';
|
||||
export * from '../test/generated-wrappers/i_staking';
|
||||
export * from '../test/generated-wrappers/i_zrx_treasury';
|
||||
export * from '../test/generated-wrappers/zrx_treasury';
|
||||
|
@@ -4,8 +4,10 @@
|
||||
"include": ["./src/**/*", "./test/**/*", "./generated-wrappers/**/*"],
|
||||
"files": [
|
||||
"generated-artifacts/DefaultPoolOperator.json",
|
||||
"generated-artifacts/ISablier.json",
|
||||
"generated-artifacts/ZrxTreasury.json",
|
||||
"test/generated-artifacts/DefaultPoolOperator.json",
|
||||
"test/generated-artifacts/ISablier.json",
|
||||
"test/generated-artifacts/IStaking.json",
|
||||
"test/generated-artifacts/IZrxTreasury.json",
|
||||
"test/generated-artifacts/ZrxTreasury.json"
|
||||
|
@@ -1,4 +1,31 @@
|
||||
[
|
||||
{
|
||||
"timestamp": 1637102971,
|
||||
"version": "4.8.4",
|
||||
"changes": [
|
||||
{
|
||||
"note": "Dependencies updated"
|
||||
}
|
||||
]
|
||||
},
|
||||
{
|
||||
"timestamp": 1635903615,
|
||||
"version": "4.8.3",
|
||||
"changes": [
|
||||
{
|
||||
"note": "Dependencies updated"
|
||||
}
|
||||
]
|
||||
},
|
||||
{
|
||||
"timestamp": 1634668033,
|
||||
"version": "4.8.2",
|
||||
"changes": [
|
||||
{
|
||||
"note": "Dependencies updated"
|
||||
}
|
||||
]
|
||||
},
|
||||
{
|
||||
"timestamp": 1631710679,
|
||||
"version": "4.8.1",
|
||||
|
@@ -5,6 +5,18 @@ Edit the package's CHANGELOG.json file only.
|
||||
|
||||
CHANGELOG
|
||||
|
||||
## v4.8.4 - _November 16, 2021_
|
||||
|
||||
* Dependencies updated
|
||||
|
||||
## v4.8.3 - _November 3, 2021_
|
||||
|
||||
* Dependencies updated
|
||||
|
||||
## v4.8.2 - _October 19, 2021_
|
||||
|
||||
* Dependencies updated
|
||||
|
||||
## v4.8.1 - _September 15, 2021_
|
||||
|
||||
* Dependencies updated
|
||||
|
@@ -1,6 +1,6 @@
|
||||
{
|
||||
"name": "@0x/contracts-utils",
|
||||
"version": "4.8.1",
|
||||
"version": "4.8.4",
|
||||
"engines": {
|
||||
"node": ">=6.12"
|
||||
},
|
||||
@@ -52,7 +52,7 @@
|
||||
"devDependencies": {
|
||||
"@0x/abi-gen": "^5.6.2",
|
||||
"@0x/contracts-gen": "^2.0.40",
|
||||
"@0x/contracts-test-utils": "^5.4.11",
|
||||
"@0x/contracts-test-utils": "^5.4.14",
|
||||
"@0x/dev-utils": "^4.2.9",
|
||||
"@0x/order-utils": "^10.4.28",
|
||||
"@0x/sol-compiler": "^4.7.5",
|
||||
|
@@ -1,4 +1,55 @@
|
||||
[
|
||||
{
|
||||
"timestamp": 1637102971,
|
||||
"version": "0.29.5",
|
||||
"changes": [
|
||||
{
|
||||
"note": "Dependencies updated"
|
||||
}
|
||||
]
|
||||
},
|
||||
{
|
||||
"version": "0.29.4",
|
||||
"changes": [
|
||||
{
|
||||
"note": "Prevent EP ETH balance from reducing when executin mtxs",
|
||||
"pr": 365
|
||||
}
|
||||
],
|
||||
"timestamp": 1637065617
|
||||
},
|
||||
{
|
||||
"version": "0.29.3",
|
||||
"changes": [
|
||||
{
|
||||
"note": "Register transformERC20() and remove transformERC20Staging()",
|
||||
"pr": 355
|
||||
},
|
||||
{
|
||||
"note": "Add OtcOrders to FullMigration",
|
||||
"pr": 350
|
||||
}
|
||||
],
|
||||
"timestamp": 1635903615
|
||||
},
|
||||
{
|
||||
"timestamp": 1634668033,
|
||||
"version": "0.29.2",
|
||||
"changes": [
|
||||
{
|
||||
"note": "Dependencies updated"
|
||||
}
|
||||
]
|
||||
},
|
||||
{
|
||||
"timestamp": 1633374058,
|
||||
"version": "0.29.1",
|
||||
"changes": [
|
||||
{
|
||||
"note": "Dependencies updated"
|
||||
}
|
||||
]
|
||||
},
|
||||
{
|
||||
"version": "0.29.0",
|
||||
"changes": [
|
||||
|
@@ -5,6 +5,27 @@ Edit the package's CHANGELOG.json file only.
|
||||
|
||||
CHANGELOG
|
||||
|
||||
## v0.29.5 - _November 16, 2021_
|
||||
|
||||
* Dependencies updated
|
||||
|
||||
## v0.29.4 - _November 16, 2021_
|
||||
|
||||
* Prevent EP ETH balance from reducing when executin mtxs (#365)
|
||||
|
||||
## v0.29.3 - _November 3, 2021_
|
||||
|
||||
* Register transformERC20() and remove transformERC20Staging() (#355)
|
||||
* Add OtcOrders to FullMigration (#350)
|
||||
|
||||
## v0.29.2 - _October 19, 2021_
|
||||
|
||||
* Dependencies updated
|
||||
|
||||
## v0.29.1 - _October 4, 2021_
|
||||
|
||||
* Dependencies updated
|
||||
|
||||
## v0.29.0 - _September 29, 2021_
|
||||
|
||||
* Export TransformERC20FeatureContract (#282)
|
||||
|
@@ -78,7 +78,7 @@ contract MetaTransactionsFeature is
|
||||
/// @dev Name of this feature.
|
||||
string public constant override FEATURE_NAME = "MetaTransactions";
|
||||
/// @dev Version of this feature.
|
||||
uint256 public immutable override FEATURE_VERSION = _encodeVersion(1, 2, 0);
|
||||
uint256 public immutable override FEATURE_VERSION = _encodeVersion(1, 2, 1);
|
||||
/// @dev EIP712 typehash of the `MetaTransactionData` struct.
|
||||
bytes32 public immutable MTX_EIP712_TYPEHASH = keccak256(
|
||||
"MetaTransactionData("
|
||||
@@ -105,6 +105,17 @@ contract MetaTransactionsFeature is
|
||||
}
|
||||
}
|
||||
|
||||
/// @dev Ensures that the ETH balance of `this` does not go below the
|
||||
/// initial ETH balance before the call (excluding ETH attached to the call).
|
||||
modifier doesNotReduceEthBalance() {
|
||||
uint256 initialBalance = address(this).balance - msg.value;
|
||||
_;
|
||||
require(
|
||||
initialBalance <= address(this).balance,
|
||||
"MetaTransactionsFeature/ETH_LEAK"
|
||||
);
|
||||
}
|
||||
|
||||
constructor(address zeroExAddress)
|
||||
public
|
||||
FixinCommon()
|
||||
@@ -140,6 +151,7 @@ contract MetaTransactionsFeature is
|
||||
payable
|
||||
override
|
||||
nonReentrant(REENTRANCY_MTX)
|
||||
doesNotReduceEthBalance
|
||||
refundsAttachedEth
|
||||
returns (bytes memory returnResult)
|
||||
{
|
||||
@@ -164,6 +176,7 @@ contract MetaTransactionsFeature is
|
||||
payable
|
||||
override
|
||||
nonReentrant(REENTRANCY_MTX)
|
||||
doesNotReduceEthBalance
|
||||
refundsAttachedEth
|
||||
returns (bytes[] memory returnResults)
|
||||
{
|
||||
|
@@ -75,7 +75,7 @@ contract TransformERC20Feature is
|
||||
_registerFeatureFunction(this.setTransformerDeployer.selector);
|
||||
_registerFeatureFunction(this.setQuoteSigner.selector);
|
||||
_registerFeatureFunction(this.getQuoteSigner.selector);
|
||||
_registerFeatureFunction(this.transformERC20Staging.selector);
|
||||
_registerFeatureFunction(this.transformERC20.selector);
|
||||
_registerFeatureFunction(this._transformERC20.selector);
|
||||
if (this.getTransformWallet() == IFlashWallet(address(0))) {
|
||||
// Create the transform wallet if it doesn't exist.
|
||||
@@ -145,44 +145,6 @@ contract TransformERC20Feature is
|
||||
LibTransformERC20Storage.getStorage().wallet = wallet;
|
||||
}
|
||||
|
||||
/// @dev Wrapper for `transformERC20`. This selector will be temporarily
|
||||
/// registered to the Exchange Proxy so that we can migrate 0x API
|
||||
/// with no downtime. Once 0x API has been updated to point to this
|
||||
/// function, we can safely re-register `transformERC20`, point
|
||||
/// 0x API back to `transformERC20`, and deregister this function.
|
||||
/// @param inputToken The token being provided by the sender.
|
||||
/// If `0xeee...`, ETH is implied and should be provided with the call.`
|
||||
/// @param outputToken The token to be acquired by the sender.
|
||||
/// `0xeee...` implies ETH.
|
||||
/// @param inputTokenAmount The amount of `inputToken` to take from the sender.
|
||||
/// If set to `uint256(-1)`, the entire spendable balance of the taker
|
||||
/// will be solt.
|
||||
/// @param minOutputTokenAmount The minimum amount of `outputToken` the sender
|
||||
/// must receive for the entire transformation to succeed. If set to zero,
|
||||
/// the minimum output token transfer will not be asserted.
|
||||
/// @param transformations The transformations to execute on the token balance(s)
|
||||
/// in sequence.
|
||||
/// @return outputTokenAmount The amount of `outputToken` received by the sender.
|
||||
function transformERC20Staging(
|
||||
IERC20TokenV06 inputToken,
|
||||
IERC20TokenV06 outputToken,
|
||||
uint256 inputTokenAmount,
|
||||
uint256 minOutputTokenAmount,
|
||||
Transformation[] memory transformations
|
||||
)
|
||||
public
|
||||
payable
|
||||
returns (uint256 outputTokenAmount)
|
||||
{
|
||||
return transformERC20(
|
||||
inputToken,
|
||||
outputToken,
|
||||
inputTokenAmount,
|
||||
minOutputTokenAmount,
|
||||
transformations
|
||||
);
|
||||
}
|
||||
|
||||
/// @dev Executes a series of transformations to convert an ERC20 `inputToken`
|
||||
/// to an ERC20 `outputToken`.
|
||||
/// @param inputToken The token being provided by the sender.
|
||||
@@ -283,8 +245,8 @@ contract TransformERC20Feature is
|
||||
}
|
||||
// Transfer output tokens from wallet to recipient
|
||||
outputTokenAmount = _executeOutputTokenTransfer(
|
||||
args.outputToken,
|
||||
state.wallet,
|
||||
args.outputToken,
|
||||
state.wallet,
|
||||
args.recipient
|
||||
);
|
||||
}
|
||||
|
@@ -25,6 +25,7 @@ import "../features/interfaces/IOwnableFeature.sol";
|
||||
import "../features/TransformERC20Feature.sol";
|
||||
import "../features/MetaTransactionsFeature.sol";
|
||||
import "../features/NativeOrdersFeature.sol";
|
||||
import "../features/OtcOrdersFeature.sol";
|
||||
import "./InitialMigration.sol";
|
||||
|
||||
|
||||
@@ -40,6 +41,7 @@ contract FullMigration {
|
||||
TransformERC20Feature transformERC20;
|
||||
MetaTransactionsFeature metaTransactions;
|
||||
NativeOrdersFeature nativeOrders;
|
||||
OtcOrdersFeature otcOrders;
|
||||
}
|
||||
|
||||
/// @dev Parameters needed to initialize features.
|
||||
@@ -173,5 +175,16 @@ contract FullMigration {
|
||||
address(this)
|
||||
);
|
||||
}
|
||||
// OtcOrdersFeature
|
||||
{
|
||||
// Register the feature.
|
||||
ownable.migrate(
|
||||
address(features.otcOrders),
|
||||
abi.encodeWithSelector(
|
||||
OtcOrdersFeature.migrate.selector
|
||||
),
|
||||
address(this)
|
||||
);
|
||||
}
|
||||
}
|
||||
}
|
||||
|
@@ -25,7 +25,6 @@ import "./BridgeProtocols.sol";
|
||||
import "./mixins/MixinBalancer.sol";
|
||||
import "./mixins/MixinBalancerV2.sol";
|
||||
import "./mixins/MixinBancor.sol";
|
||||
import "./mixins/MixinClipper.sol";
|
||||
import "./mixins/MixinCoFiX.sol";
|
||||
import "./mixins/MixinCurve.sol";
|
||||
import "./mixins/MixinCurveV2.sol";
|
||||
@@ -51,7 +50,6 @@ contract BridgeAdapter is
|
||||
MixinBalancer,
|
||||
MixinBalancerV2,
|
||||
MixinBancor,
|
||||
MixinClipper,
|
||||
MixinCoFiX,
|
||||
MixinCurve,
|
||||
MixinCurveV2,
|
||||
@@ -77,7 +75,6 @@ contract BridgeAdapter is
|
||||
MixinBalancer()
|
||||
MixinBalancerV2()
|
||||
MixinBancor(weth)
|
||||
MixinClipper(weth)
|
||||
MixinCoFiX()
|
||||
MixinCurve(weth)
|
||||
MixinCurveV2()
|
||||
@@ -248,13 +245,6 @@ contract BridgeAdapter is
|
||||
sellAmount,
|
||||
order.bridgeData
|
||||
);
|
||||
} else if (protocolId == BridgeProtocols.CLIPPER) {
|
||||
boughtAmount = _tradeClipper(
|
||||
sellToken,
|
||||
buyToken,
|
||||
sellAmount,
|
||||
order.bridgeData
|
||||
);
|
||||
} else {
|
||||
boughtAmount = _tradeZeroExBridge(
|
||||
sellToken,
|
||||
|
@@ -49,5 +49,5 @@ library BridgeProtocols {
|
||||
uint128 internal constant KYBERDMM = 19;
|
||||
uint128 internal constant CURVEV2 = 20;
|
||||
uint128 internal constant LIDO = 21;
|
||||
uint128 internal constant CLIPPER = 22;
|
||||
uint128 internal constant CLIPPER = 22; // Not used: Clipper is now using PLP interface
|
||||
}
|
||||
|
@@ -1,148 +0,0 @@
|
||||
// SPDX-License-Identifier: Apache-2.0
|
||||
|
||||
/*
|
||||
|
||||
Copyright 2021 ZeroEx Intl.
|
||||
|
||||
Licensed under the Apache License, Version 2.0 (the "License");
|
||||
you may not use this file except in compliance with the License.
|
||||
You may obtain a copy of the License at
|
||||
|
||||
http://www.apache.org/licenses/LICENSE-2.0
|
||||
|
||||
Unless required by applicable law or agreed to in writing, software
|
||||
distributed under the License is distributed on an "AS IS" BASIS,
|
||||
WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
|
||||
See the License for the specific language governing permissions and
|
||||
limitations under the License.
|
||||
|
||||
*/
|
||||
|
||||
pragma solidity ^0.6.5;
|
||||
pragma experimental ABIEncoderV2;
|
||||
|
||||
import "@0x/contracts-erc20/contracts/src/v06/LibERC20TokenV06.sol";
|
||||
import "@0x/contracts-erc20/contracts/src/v06/IERC20TokenV06.sol";
|
||||
import "@0x/contracts-erc20/contracts/src/v06/IEtherTokenV06.sol";
|
||||
import "../IBridgeAdapter.sol";
|
||||
import "../../../vendor/ILiquidityProvider.sol";
|
||||
|
||||
contract MixinClipper {
|
||||
|
||||
using LibERC20TokenV06 for IERC20TokenV06;
|
||||
|
||||
/// @dev Mainnet address of the WETH contract.
|
||||
IEtherTokenV06 private immutable WETH;
|
||||
|
||||
constructor(IEtherTokenV06 weth)
|
||||
public
|
||||
{
|
||||
WETH = weth;
|
||||
}
|
||||
|
||||
function _tradeClipper(
|
||||
IERC20TokenV06 sellToken,
|
||||
IERC20TokenV06 buyToken,
|
||||
uint256 sellAmount,
|
||||
bytes memory bridgeData
|
||||
)
|
||||
internal
|
||||
returns (uint256 boughtAmount)
|
||||
{
|
||||
// We can only use ETH with Clipper, no WETH available
|
||||
(ILiquidityProvider clipper, bytes memory auxiliaryData) =
|
||||
abi.decode(bridgeData, (ILiquidityProvider, bytes));
|
||||
|
||||
if (sellToken == WETH) {
|
||||
boughtAmount = _executeSellEthForToken(
|
||||
clipper,
|
||||
buyToken,
|
||||
sellAmount,
|
||||
auxiliaryData
|
||||
);
|
||||
} else if (buyToken == WETH) {
|
||||
boughtAmount = _executeSellTokenForEth(
|
||||
clipper,
|
||||
sellToken,
|
||||
sellAmount,
|
||||
auxiliaryData
|
||||
);
|
||||
} else {
|
||||
boughtAmount = _executeSellTokenForToken(
|
||||
clipper,
|
||||
sellToken,
|
||||
buyToken,
|
||||
sellAmount,
|
||||
auxiliaryData
|
||||
);
|
||||
}
|
||||
|
||||
return boughtAmount;
|
||||
}
|
||||
|
||||
function _executeSellEthForToken(
|
||||
ILiquidityProvider clipper,
|
||||
IERC20TokenV06 buyToken,
|
||||
uint256 sellAmount,
|
||||
bytes memory auxiliaryData
|
||||
)
|
||||
private
|
||||
returns (uint256 boughtAmount)
|
||||
{
|
||||
// Clipper requires ETH and doesn't support WETH
|
||||
WETH.withdraw(sellAmount);
|
||||
boughtAmount = clipper.sellEthForToken{ value: sellAmount }(
|
||||
buyToken,
|
||||
address(this),
|
||||
1,
|
||||
auxiliaryData
|
||||
);
|
||||
}
|
||||
|
||||
function _executeSellTokenForEth(
|
||||
ILiquidityProvider clipper,
|
||||
IERC20TokenV06 sellToken,
|
||||
uint256 sellAmount,
|
||||
bytes memory auxiliaryData
|
||||
)
|
||||
private
|
||||
returns (uint256 boughtAmount)
|
||||
{
|
||||
// Optimization: We can transfer the tokens into clipper rather than
|
||||
// have an allowance updated
|
||||
sellToken.compatTransfer(address(clipper), sellAmount);
|
||||
|
||||
boughtAmount = clipper.sellTokenForEth(
|
||||
sellToken,
|
||||
payable(address(this)),
|
||||
1,
|
||||
auxiliaryData
|
||||
);
|
||||
|
||||
// we want WETH for possible future trades
|
||||
WETH.deposit{ value: boughtAmount }();
|
||||
}
|
||||
|
||||
function _executeSellTokenForToken(
|
||||
ILiquidityProvider clipper,
|
||||
IERC20TokenV06 sellToken,
|
||||
IERC20TokenV06 buyToken,
|
||||
uint256 sellAmount,
|
||||
bytes memory auxiliaryData
|
||||
)
|
||||
private
|
||||
returns (uint256 boughtAmount)
|
||||
{
|
||||
// Optimization: We can transfer the tokens into clipper rather than
|
||||
// have an allowance updated
|
||||
sellToken.compatTransfer(address(clipper), sellAmount);
|
||||
|
||||
boughtAmount = clipper.sellTokenForToken(
|
||||
sellToken,
|
||||
buyToken,
|
||||
address(this),
|
||||
1,
|
||||
auxiliaryData
|
||||
);
|
||||
}
|
||||
}
|
@@ -46,6 +46,10 @@ contract TestMetaTransactionsTransformERC20Feature is
|
||||
payable
|
||||
returns (uint256 outputTokenAmount)
|
||||
{
|
||||
if (msg.value == 555) {
|
||||
tx.origin.transfer(1);
|
||||
}
|
||||
|
||||
if (msg.value == 666) {
|
||||
revert('FAIL');
|
||||
}
|
||||
|
@@ -1,6 +1,6 @@
|
||||
{
|
||||
"name": "@0x/contracts-zero-ex",
|
||||
"version": "0.29.0",
|
||||
"version": "0.29.5",
|
||||
"engines": {
|
||||
"node": ">=6.12"
|
||||
},
|
||||
@@ -43,7 +43,7 @@
|
||||
"config": {
|
||||
"publicInterfaceContracts": "IZeroEx,ZeroEx,FullMigration,InitialMigration,IFlashWallet,IERC20Transformer,IOwnableFeature,ISimpleFunctionRegistryFeature,ITransformERC20Feature,FillQuoteTransformer,PayTakerTransformer,PositiveSlippageFeeTransformer,WethTransformer,OwnableFeature,SimpleFunctionRegistryFeature,TransformERC20Feature,AffiliateFeeTransformer,MetaTransactionsFeature,LogMetadataTransformer,BridgeAdapter,LiquidityProviderFeature,ILiquidityProviderFeature,NativeOrdersFeature,INativeOrdersFeature,FeeCollectorController,FeeCollector,CurveLiquidityProvider,BatchFillNativeOrdersFeature,IBatchFillNativeOrdersFeature,MultiplexFeature,IMultiplexFeature,OtcOrdersFeature,IOtcOrdersFeature",
|
||||
"abis:comment": "This list is auto-generated by contracts-gen. Don't edit manually.",
|
||||
"abis": "./test/generated-artifacts/@(AffiliateFeeTransformer|BatchFillNativeOrdersFeature|BootstrapFeature|BridgeAdapter|BridgeProtocols|CurveLiquidityProvider|FeeCollector|FeeCollectorController|FillQuoteTransformer|FixinCommon|FixinEIP712|FixinProtocolFees|FixinReentrancyGuard|FixinTokenSpender|FlashWallet|FullMigration|FundRecoveryFeature|IBatchFillNativeOrdersFeature|IBootstrapFeature|IBridgeAdapter|IERC20Bridge|IERC20Transformer|IFeature|IFlashWallet|IFundRecoveryFeature|ILiquidityProvider|ILiquidityProviderFeature|ILiquidityProviderSandbox|IMetaTransactionsFeature|IMooniswapPool|IMultiplexFeature|INativeOrdersEvents|INativeOrdersFeature|IOtcOrdersFeature|IOwnableFeature|IPancakeSwapFeature|ISimpleFunctionRegistryFeature|IStaking|ITestSimpleFunctionRegistryFeature|ITokenSpenderFeature|ITransformERC20Feature|IUniswapFeature|IUniswapV2Pair|IUniswapV3Feature|IUniswapV3Pool|IZeroEx|InitialMigration|LibBootstrap|LibCommonRichErrors|LibERC20Transformer|LibFeeCollector|LibLiquidityProviderRichErrors|LibMetaTransactionsRichErrors|LibMetaTransactionsStorage|LibMigrate|LibNativeOrder|LibNativeOrdersRichErrors|LibNativeOrdersStorage|LibOtcOrdersStorage|LibOwnableRichErrors|LibOwnableStorage|LibProxyRichErrors|LibProxyStorage|LibReentrancyGuardStorage|LibSignature|LibSignatureRichErrors|LibSimpleFunctionRegistryRichErrors|LibSimpleFunctionRegistryStorage|LibStorage|LibTransformERC20RichErrors|LibTransformERC20Storage|LibWalletRichErrors|LiquidityProviderFeature|LiquidityProviderSandbox|LogMetadataTransformer|MetaTransactionsFeature|MixinBalancer|MixinBalancerV2|MixinBancor|MixinClipper|MixinCoFiX|MixinCryptoCom|MixinCurve|MixinCurveV2|MixinDodo|MixinDodoV2|MixinKyber|MixinKyberDmm|MixinLido|MixinMStable|MixinMakerPSM|MixinMooniswap|MixinNerve|MixinOasis|MixinShell|MixinUniswap|MixinUniswapV2|MixinUniswapV3|MixinZeroExBridge|MooniswapLiquidityProvider|MultiplexFeature|MultiplexLiquidityProvider|MultiplexOtc|MultiplexRfq|MultiplexTransformERC20|MultiplexUniswapV2|MultiplexUniswapV3|NativeOrdersCancellation|NativeOrdersFeature|NativeOrdersInfo|NativeOrdersProtocolFees|NativeOrdersSettlement|OtcOrdersFeature|OwnableFeature|PancakeSwapFeature|PayTakerTransformer|PermissionlessTransformerDeployer|PositiveSlippageFeeTransformer|SimpleFunctionRegistryFeature|TestBridge|TestCallTarget|TestCurve|TestDelegateCaller|TestFeeCollectorController|TestFillQuoteTransformerBridge|TestFillQuoteTransformerExchange|TestFillQuoteTransformerHost|TestFixinProtocolFees|TestFixinTokenSpender|TestFullMigration|TestInitialMigration|TestLibNativeOrder|TestLibSignature|TestLiquidityProvider|TestMetaTransactionsNativeOrdersFeature|TestMetaTransactionsTransformERC20Feature|TestMigrator|TestMintTokenERC20Transformer|TestMintableERC20Token|TestMooniswap|TestNativeOrdersFeature|TestNoEthRecipient|TestOrderSignerRegistryWithContractWallet|TestPermissionlessTransformerDeployerSuicidal|TestPermissionlessTransformerDeployerTransformer|TestRfqOriginRegistration|TestSimpleFunctionRegistryFeatureImpl1|TestSimpleFunctionRegistryFeatureImpl2|TestStaking|TestTokenSpenderERC20Token|TestTransformERC20|TestTransformerBase|TestTransformerDeployerTransformer|TestTransformerHost|TestUniswapV2Factory|TestUniswapV2Pool|TestUniswapV3Factory|TestUniswapV3Feature|TestUniswapV3Pool|TestWeth|TestWethTransformerHost|TestZeroExFeature|TransformERC20Feature|Transformer|TransformerDeployer|UniswapFeature|UniswapV3Feature|WethTransformer|ZeroEx|ZeroExOptimized).json"
|
||||
"abis": "./test/generated-artifacts/@(AffiliateFeeTransformer|BatchFillNativeOrdersFeature|BootstrapFeature|BridgeAdapter|BridgeProtocols|CurveLiquidityProvider|FeeCollector|FeeCollectorController|FillQuoteTransformer|FixinCommon|FixinEIP712|FixinProtocolFees|FixinReentrancyGuard|FixinTokenSpender|FlashWallet|FullMigration|FundRecoveryFeature|IBatchFillNativeOrdersFeature|IBootstrapFeature|IBridgeAdapter|IERC20Bridge|IERC20Transformer|IFeature|IFlashWallet|IFundRecoveryFeature|ILiquidityProvider|ILiquidityProviderFeature|ILiquidityProviderSandbox|IMetaTransactionsFeature|IMooniswapPool|IMultiplexFeature|INativeOrdersEvents|INativeOrdersFeature|IOtcOrdersFeature|IOwnableFeature|IPancakeSwapFeature|ISimpleFunctionRegistryFeature|IStaking|ITestSimpleFunctionRegistryFeature|ITokenSpenderFeature|ITransformERC20Feature|IUniswapFeature|IUniswapV2Pair|IUniswapV3Feature|IUniswapV3Pool|IZeroEx|InitialMigration|LibBootstrap|LibCommonRichErrors|LibERC20Transformer|LibFeeCollector|LibLiquidityProviderRichErrors|LibMetaTransactionsRichErrors|LibMetaTransactionsStorage|LibMigrate|LibNativeOrder|LibNativeOrdersRichErrors|LibNativeOrdersStorage|LibOtcOrdersStorage|LibOwnableRichErrors|LibOwnableStorage|LibProxyRichErrors|LibProxyStorage|LibReentrancyGuardStorage|LibSignature|LibSignatureRichErrors|LibSimpleFunctionRegistryRichErrors|LibSimpleFunctionRegistryStorage|LibStorage|LibTransformERC20RichErrors|LibTransformERC20Storage|LibWalletRichErrors|LiquidityProviderFeature|LiquidityProviderSandbox|LogMetadataTransformer|MetaTransactionsFeature|MixinBalancer|MixinBalancerV2|MixinBancor|MixinCoFiX|MixinCryptoCom|MixinCurve|MixinCurveV2|MixinDodo|MixinDodoV2|MixinKyber|MixinKyberDmm|MixinLido|MixinMStable|MixinMakerPSM|MixinMooniswap|MixinNerve|MixinOasis|MixinShell|MixinUniswap|MixinUniswapV2|MixinUniswapV3|MixinZeroExBridge|MooniswapLiquidityProvider|MultiplexFeature|MultiplexLiquidityProvider|MultiplexOtc|MultiplexRfq|MultiplexTransformERC20|MultiplexUniswapV2|MultiplexUniswapV3|NativeOrdersCancellation|NativeOrdersFeature|NativeOrdersInfo|NativeOrdersProtocolFees|NativeOrdersSettlement|OtcOrdersFeature|OwnableFeature|PancakeSwapFeature|PayTakerTransformer|PermissionlessTransformerDeployer|PositiveSlippageFeeTransformer|SimpleFunctionRegistryFeature|TestBridge|TestCallTarget|TestCurve|TestDelegateCaller|TestFeeCollectorController|TestFillQuoteTransformerBridge|TestFillQuoteTransformerExchange|TestFillQuoteTransformerHost|TestFixinProtocolFees|TestFixinTokenSpender|TestFullMigration|TestInitialMigration|TestLibNativeOrder|TestLibSignature|TestLiquidityProvider|TestMetaTransactionsNativeOrdersFeature|TestMetaTransactionsTransformERC20Feature|TestMigrator|TestMintTokenERC20Transformer|TestMintableERC20Token|TestMooniswap|TestNativeOrdersFeature|TestNoEthRecipient|TestOrderSignerRegistryWithContractWallet|TestPermissionlessTransformerDeployerSuicidal|TestPermissionlessTransformerDeployerTransformer|TestRfqOriginRegistration|TestSimpleFunctionRegistryFeatureImpl1|TestSimpleFunctionRegistryFeatureImpl2|TestStaking|TestTokenSpenderERC20Token|TestTransformERC20|TestTransformerBase|TestTransformerDeployerTransformer|TestTransformerHost|TestUniswapV2Factory|TestUniswapV2Pool|TestUniswapV3Factory|TestUniswapV3Feature|TestUniswapV3Pool|TestWeth|TestWethTransformerHost|TestZeroExFeature|TransformERC20Feature|Transformer|TransformerDeployer|UniswapFeature|UniswapV3Feature|WethTransformer|ZeroEx|ZeroExOptimized).json"
|
||||
},
|
||||
"repository": {
|
||||
"type": "git",
|
||||
@@ -56,10 +56,10 @@
|
||||
"homepage": "https://github.com/0xProject/protocol/tree/main/contracts/zero-ex",
|
||||
"devDependencies": {
|
||||
"@0x/abi-gen": "^5.6.2",
|
||||
"@0x/contract-addresses": "^6.7.0",
|
||||
"@0x/contracts-erc20": "^3.3.20",
|
||||
"@0x/contract-addresses": "^6.9.0",
|
||||
"@0x/contracts-erc20": "^3.3.23",
|
||||
"@0x/contracts-gen": "^2.0.40",
|
||||
"@0x/contracts-test-utils": "^5.4.11",
|
||||
"@0x/contracts-test-utils": "^5.4.14",
|
||||
"@0x/dev-utils": "^4.2.9",
|
||||
"@0x/order-utils": "^10.4.28",
|
||||
"@0x/sol-compiler": "^4.7.5",
|
||||
@@ -83,7 +83,7 @@
|
||||
},
|
||||
"dependencies": {
|
||||
"@0x/base-contract": "^6.4.2",
|
||||
"@0x/protocol-utils": "^1.9.1",
|
||||
"@0x/protocol-utils": "^1.9.5",
|
||||
"@0x/subproviders": "^6.6.0",
|
||||
"@0x/types": "^3.3.4",
|
||||
"@0x/typescript-typings": "^5.2.1",
|
||||
|
@@ -12,6 +12,7 @@ import {
|
||||
IZeroExContract,
|
||||
MetaTransactionsFeatureContract,
|
||||
NativeOrdersFeatureContract,
|
||||
OtcOrdersFeatureContract,
|
||||
OwnableFeatureContract,
|
||||
SimpleFunctionRegistryFeatureContract,
|
||||
TransformERC20FeatureContract,
|
||||
@@ -113,6 +114,7 @@ export interface FullFeatures extends BootstrapFeatures {
|
||||
transformERC20: string;
|
||||
metaTransactions: string;
|
||||
nativeOrders: string;
|
||||
otcOrders: string;
|
||||
}
|
||||
|
||||
/**
|
||||
@@ -123,6 +125,7 @@ export interface FullFeatureArtifacts extends BootstrapFeatureArtifacts {
|
||||
metaTransactions: SimpleContractArtifact;
|
||||
nativeOrders: SimpleContractArtifact;
|
||||
feeCollectorController: SimpleContractArtifact;
|
||||
otcOrders: SimpleContractArtifact;
|
||||
}
|
||||
|
||||
/**
|
||||
@@ -155,6 +158,7 @@ const DEFAULT_FULL_FEATURES_ARTIFACTS = {
|
||||
metaTransactions: artifacts.MetaTransactionsFeature,
|
||||
nativeOrders: artifacts.NativeOrdersFeature,
|
||||
feeCollectorController: artifacts.FeeCollectorController,
|
||||
otcOrders: artifacts.OtcOrdersFeature,
|
||||
};
|
||||
|
||||
/**
|
||||
@@ -222,6 +226,18 @@ export async function deployFullFeaturesAsync(
|
||||
_config.protocolFeeMultiplier,
|
||||
)
|
||||
).address,
|
||||
otcOrders:
|
||||
features.otcOrders ||
|
||||
(
|
||||
await OtcOrdersFeatureContract.deployFrom0xArtifactAsync(
|
||||
_featureArtifacts.otcOrders,
|
||||
provider,
|
||||
txDefaults,
|
||||
artifacts,
|
||||
_config.zeroExAddress,
|
||||
_config.wethAddress,
|
||||
)
|
||||
).address,
|
||||
};
|
||||
}
|
||||
|
||||
|
@@ -84,7 +84,6 @@ import * as MetaTransactionsFeature from '../test/generated-artifacts/MetaTransa
|
||||
import * as MixinBalancer from '../test/generated-artifacts/MixinBalancer.json';
|
||||
import * as MixinBalancerV2 from '../test/generated-artifacts/MixinBalancerV2.json';
|
||||
import * as MixinBancor from '../test/generated-artifacts/MixinBancor.json';
|
||||
import * as MixinClipper from '../test/generated-artifacts/MixinClipper.json';
|
||||
import * as MixinCoFiX from '../test/generated-artifacts/MixinCoFiX.json';
|
||||
import * as MixinCryptoCom from '../test/generated-artifacts/MixinCryptoCom.json';
|
||||
import * as MixinCurve from '../test/generated-artifacts/MixinCurve.json';
|
||||
@@ -276,7 +275,6 @@ export const artifacts = {
|
||||
MixinBalancer: MixinBalancer as ContractArtifact,
|
||||
MixinBalancerV2: MixinBalancerV2 as ContractArtifact,
|
||||
MixinBancor: MixinBancor as ContractArtifact,
|
||||
MixinClipper: MixinClipper as ContractArtifact,
|
||||
MixinCoFiX: MixinCoFiX as ContractArtifact,
|
||||
MixinCryptoCom: MixinCryptoCom as ContractArtifact,
|
||||
MixinCurve: MixinCurve as ContractArtifact,
|
||||
|
@@ -38,6 +38,7 @@ blockchainTests.resets('MetaTransactions feature', env => {
|
||||
let nativeOrdersFeature: TestMetaTransactionsNativeOrdersFeatureContract;
|
||||
|
||||
const MAX_FEE_AMOUNT = new BigNumber('1e18');
|
||||
const TRANSFORM_ERC20_ONE_WEI_VALUE = new BigNumber(555);
|
||||
const TRANSFORM_ERC20_FAILING_VALUE = new BigNumber(666);
|
||||
const TRANSFORM_ERC20_REENTER_VALUE = new BigNumber(777);
|
||||
const TRANSFORM_ERC20_BATCH_REENTER_VALUE = new BigNumber(888);
|
||||
@@ -597,7 +598,7 @@ blockchainTests.resets('MetaTransactions feature', env => {
|
||||
);
|
||||
});
|
||||
|
||||
it('cannot reenter `executeMetaTransaction()`', async () => {
|
||||
it('cannot reduce initial ETH balance', async () => {
|
||||
const args = getRandomTransformERC20Args();
|
||||
const mtx = getRandomMetaTransaction({
|
||||
callData: transformERC20Feature
|
||||
@@ -609,58 +610,23 @@ blockchainTests.resets('MetaTransactions feature', env => {
|
||||
args.transformations,
|
||||
)
|
||||
.getABIEncodedTransactionData(),
|
||||
value: TRANSFORM_ERC20_REENTER_VALUE,
|
||||
value: TRANSFORM_ERC20_ONE_WEI_VALUE,
|
||||
});
|
||||
const mtxHash = mtx.getHash();
|
||||
const signature = await mtx.getSignatureWithProviderAsync(env.provider);
|
||||
const callOpts = {
|
||||
gasPrice: mtx.maxGasPrice,
|
||||
value: mtx.value,
|
||||
};
|
||||
const tx = feature.executeMetaTransaction(mtx, signature).awaitTransactionSuccessAsync(callOpts);
|
||||
return expect(tx).to.revertWith(
|
||||
new ZeroExRevertErrors.MetaTransactions.MetaTransactionCallFailedError(
|
||||
mtxHash,
|
||||
undefined,
|
||||
new ZeroExRevertErrors.Common.IllegalReentrancyError(
|
||||
feature.getSelector('executeMetaTransaction'),
|
||||
REENTRANCY_FLAG_MTX,
|
||||
).encode(),
|
||||
),
|
||||
// Send pre-existing ETH to the EP.
|
||||
await env.web3Wrapper.awaitTransactionSuccessAsync(
|
||||
await env.web3Wrapper.sendTransactionAsync({
|
||||
from: owner,
|
||||
to: zeroEx.address,
|
||||
value: new BigNumber(1),
|
||||
}),
|
||||
);
|
||||
});
|
||||
|
||||
it('cannot reenter `batchExecuteMetaTransactions()`', async () => {
|
||||
const args = getRandomTransformERC20Args();
|
||||
const mtx = getRandomMetaTransaction({
|
||||
callData: transformERC20Feature
|
||||
.transformERC20(
|
||||
args.inputToken,
|
||||
args.outputToken,
|
||||
args.inputTokenAmount,
|
||||
args.minOutputTokenAmount,
|
||||
args.transformations,
|
||||
)
|
||||
.getABIEncodedTransactionData(),
|
||||
value: TRANSFORM_ERC20_BATCH_REENTER_VALUE,
|
||||
});
|
||||
const mtxHash = mtx.getHash();
|
||||
const signature = await mtx.getSignatureWithProviderAsync(env.provider);
|
||||
const callOpts = {
|
||||
gasPrice: mtx.maxGasPrice,
|
||||
value: mtx.value,
|
||||
};
|
||||
const tx = feature.executeMetaTransaction(mtx, signature).awaitTransactionSuccessAsync(callOpts);
|
||||
return expect(tx).to.revertWith(
|
||||
new ZeroExRevertErrors.MetaTransactions.MetaTransactionCallFailedError(
|
||||
mtxHash,
|
||||
undefined,
|
||||
new ZeroExRevertErrors.Common.IllegalReentrancyError(
|
||||
feature.getSelector('batchExecuteMetaTransactions'),
|
||||
REENTRANCY_FLAG_MTX,
|
||||
).encode(),
|
||||
),
|
||||
);
|
||||
return expect(tx).to.revertWith('MetaTransactionsFeature/ETH_LEAK');
|
||||
});
|
||||
});
|
||||
|
||||
@@ -817,6 +783,37 @@ blockchainTests.resets('MetaTransactions feature', env => {
|
||||
),
|
||||
);
|
||||
});
|
||||
|
||||
it('cannot reduce initial ETH balance', async () => {
|
||||
const args = getRandomTransformERC20Args();
|
||||
const mtx = getRandomMetaTransaction({
|
||||
callData: transformERC20Feature
|
||||
.transformERC20(
|
||||
args.inputToken,
|
||||
args.outputToken,
|
||||
args.inputTokenAmount,
|
||||
args.minOutputTokenAmount,
|
||||
args.transformations,
|
||||
)
|
||||
.getABIEncodedTransactionData(),
|
||||
value: TRANSFORM_ERC20_ONE_WEI_VALUE,
|
||||
});
|
||||
const signature = await mtx.getSignatureWithProviderAsync(env.provider);
|
||||
const callOpts = {
|
||||
gasPrice: mtx.maxGasPrice,
|
||||
value: mtx.value,
|
||||
};
|
||||
// Send pre-existing ETH to the EP.
|
||||
await env.web3Wrapper.awaitTransactionSuccessAsync(
|
||||
await env.web3Wrapper.sendTransactionAsync({
|
||||
from: owner,
|
||||
to: zeroEx.address,
|
||||
value: new BigNumber(1),
|
||||
}),
|
||||
);
|
||||
const tx = feature.batchExecuteMetaTransactions([mtx], [signature]).awaitTransactionSuccessAsync(callOpts);
|
||||
return expect(tx).to.revertWith('MetaTransactionsFeature/ETH_LEAK');
|
||||
});
|
||||
});
|
||||
|
||||
describe('getMetaTransactionExecutedBlock()', () => {
|
||||
|
@@ -82,7 +82,6 @@ export * from '../test/generated-wrappers/meta_transactions_feature';
|
||||
export * from '../test/generated-wrappers/mixin_balancer';
|
||||
export * from '../test/generated-wrappers/mixin_balancer_v2';
|
||||
export * from '../test/generated-wrappers/mixin_bancor';
|
||||
export * from '../test/generated-wrappers/mixin_clipper';
|
||||
export * from '../test/generated-wrappers/mixin_co_fi_x';
|
||||
export * from '../test/generated-wrappers/mixin_crypto_com';
|
||||
export * from '../test/generated-wrappers/mixin_curve';
|
||||
|
@@ -115,7 +115,6 @@
|
||||
"test/generated-artifacts/MixinBalancer.json",
|
||||
"test/generated-artifacts/MixinBalancerV2.json",
|
||||
"test/generated-artifacts/MixinBancor.json",
|
||||
"test/generated-artifacts/MixinClipper.json",
|
||||
"test/generated-artifacts/MixinCoFiX.json",
|
||||
"test/generated-artifacts/MixinCryptoCom.json",
|
||||
"test/generated-artifacts/MixinCurve.json",
|
||||
|
@@ -3,10 +3,14 @@ Protocol Fees
|
||||
###############################
|
||||
|
||||
An ETH protocol fee is paid by the Taker each time a `Limit Order <./orders.html#limit-orders>`_ is `filled <./functions.html>`_.
|
||||
The fee is proportional to the gas cost of filling an order and scales linearly with gas price. The cost is currently ``70k * tx.gasprice``.
|
||||
The fee is proportional to the gas cost of filling an order and scales linearly with gas price. The cost is currently ``0 * tx.gasprice``.
|
||||
At the end of every Staking Epoch, these fees are aggregated and distributed to the makers as a liquidity reward: the reward is proportional to the maker's collected fees and staked ZRX relative to other makers.
|
||||
To learn more about protocol fees and liquidity incentives, see the `Official Spec <https://github.com/0xProject/0x-protocol-specification/blob/master/staking/staking-specification.md>`_.
|
||||
|
||||
.. note::
|
||||
|
||||
As of September 29, 2021, protocol fees have been removed for all order types in both Exchange V4 and V3 in accordance with `ZEIP-91 <https://0x.org/zrx/vote/zeip-91>`_.
|
||||
|
||||
.. note::
|
||||
|
||||
`RFQ Orders <./orders.html#rfq-orders>`_ are introduced in Exchange V4, and there is currently no protocol fee for filling this type of order.
|
||||
|
@@ -1,4 +1,127 @@
|
||||
[
|
||||
{
|
||||
"version": "16.36.0",
|
||||
"changes": [
|
||||
{
|
||||
"note": "Specify liquid routes for FEI/TRIBE FXS/FRAX and OHM/FRAX",
|
||||
"pr": 371
|
||||
}
|
||||
],
|
||||
"timestamp": 1637290768
|
||||
},
|
||||
{
|
||||
"version": "16.35.0",
|
||||
"changes": [
|
||||
{
|
||||
"note": "Add Beethoven X, MorpheusSwap and JetSwap to Fantom",
|
||||
"pr": 370
|
||||
}
|
||||
],
|
||||
"timestamp": 1637206290
|
||||
},
|
||||
{
|
||||
"version": "16.34.0",
|
||||
"changes": [
|
||||
{
|
||||
"note": "Add support Celo",
|
||||
"pr": 367
|
||||
}
|
||||
],
|
||||
"timestamp": 1637102971
|
||||
},
|
||||
{
|
||||
"version": "16.33.0",
|
||||
"changes": [
|
||||
{
|
||||
"note": "Add support for Uniswap V3 1 bps pools",
|
||||
"pr": 366
|
||||
}
|
||||
],
|
||||
"timestamp": 1637065617
|
||||
},
|
||||
{
|
||||
"version": "16.32.0",
|
||||
"changes": [
|
||||
{
|
||||
"note": "Extended Quote Report",
|
||||
"pr": 361
|
||||
}
|
||||
],
|
||||
"timestamp": 1636480845
|
||||
},
|
||||
{
|
||||
"timestamp": 1635903615,
|
||||
"version": "16.31.0",
|
||||
"changes": [
|
||||
{
|
||||
"note": "Added `Curve`, `Curve_V2` and `KyberDmm` to Avalanche",
|
||||
"pr": 363
|
||||
}
|
||||
]
|
||||
},
|
||||
{
|
||||
"timestamp": 1635903615,
|
||||
"version": "16.30.1",
|
||||
"changes": [
|
||||
{
|
||||
"note": "Dependencies updated"
|
||||
}
|
||||
]
|
||||
},
|
||||
{
|
||||
"version": "16.30.0",
|
||||
"changes": [
|
||||
{
|
||||
"note": "Fantom deployment",
|
||||
"pr": 347
|
||||
}
|
||||
],
|
||||
"timestamp": 1634668033
|
||||
},
|
||||
{
|
||||
"version": "16.29.3",
|
||||
"changes": [
|
||||
{
|
||||
"note": "Update neon-router version and address breaking changes",
|
||||
"pr": 344
|
||||
}
|
||||
],
|
||||
"timestamp": 1634553393
|
||||
},
|
||||
{
|
||||
"version": "16.29.2",
|
||||
"changes": [
|
||||
{
|
||||
"note": "Check MAX_IN_RATIO in sampleBuysFromBalancer",
|
||||
"pr": 338
|
||||
},
|
||||
{
|
||||
"note": "Go back to using transformERC20 (instead of transformERC20Staging)",
|
||||
"pr": 343
|
||||
}
|
||||
],
|
||||
"timestamp": 1634147078
|
||||
},
|
||||
{
|
||||
"version": "16.29.1",
|
||||
"changes": [
|
||||
{
|
||||
"note": "Remove `Clipper` as a custom liquidity source",
|
||||
"pr": 335
|
||||
}
|
||||
],
|
||||
"timestamp": 1633374058
|
||||
},
|
||||
{
|
||||
"version": "16.29.0",
|
||||
"changes": [
|
||||
{
|
||||
"note": "Initial integration of neon-router (behind feature flag)",
|
||||
"pr": 295
|
||||
}
|
||||
],
|
||||
"timestamp": 1633350101
|
||||
},
|
||||
{
|
||||
"version": "16.28.0",
|
||||
"changes": [
|
||||
|
@@ -5,6 +5,55 @@ Edit the package's CHANGELOG.json file only.
|
||||
|
||||
CHANGELOG
|
||||
|
||||
## v16.36.0 - _November 19, 2021_
|
||||
|
||||
* Specify liquid routes for FEI/TRIBE FXS/FRAX and OHM/FRAX (#371)
|
||||
|
||||
## v16.35.0 - _November 18, 2021_
|
||||
|
||||
* Add Beethoven X, MorpheusSwap and JetSwap to Fantom (#370)
|
||||
|
||||
## v16.34.0 - _November 16, 2021_
|
||||
|
||||
* Add support Celo (#367)
|
||||
|
||||
## v16.33.0 - _November 16, 2021_
|
||||
|
||||
* Add support for Uniswap V3 1 bps pools (#366)
|
||||
|
||||
## v16.32.0 - _November 9, 2021_
|
||||
|
||||
* Extended Quote Report (#361)
|
||||
|
||||
## v16.31.0 - _November 3, 2021_
|
||||
|
||||
* Added `Curve`, `Curve_V2` and `KyberDmm` to Avalanche (#363)
|
||||
|
||||
## v16.30.1 - _November 3, 2021_
|
||||
|
||||
* Dependencies updated
|
||||
|
||||
## v16.30.0 - _October 19, 2021_
|
||||
|
||||
* Fantom deployment (#347)
|
||||
|
||||
## v16.29.3 - _October 18, 2021_
|
||||
|
||||
* Update neon-router version and address breaking changes (#344)
|
||||
|
||||
## v16.29.2 - _October 13, 2021_
|
||||
|
||||
* Check MAX_IN_RATIO in sampleBuysFromBalancer (#338)
|
||||
* Go back to using transformERC20 (instead of transformERC20Staging) (#343)
|
||||
|
||||
## v16.29.1 - _October 4, 2021_
|
||||
|
||||
* Remove `Clipper` as a custom liquidity source (#335)
|
||||
|
||||
## v16.29.0 - _October 4, 2021_
|
||||
|
||||
* Initial integration of neon-router (behind feature flag) (#295)
|
||||
|
||||
## v16.28.0 - _September 29, 2021_
|
||||
|
||||
* Update ExchangeProxySwapQuoteConsumer for Multiplex V2 and friends (#282)
|
||||
|
@@ -154,6 +154,12 @@ contract BalancerSampler {
|
||||
)
|
||||
returns (uint256 amount)
|
||||
{
|
||||
// Handles this revert scenario:
|
||||
// https://github.com/balancer-labs/balancer-core/blob/master/contracts/BPool.sol#L443
|
||||
if (amount > _bmul(poolState.takerTokenBalance, MAX_IN_RATIO)) {
|
||||
break;
|
||||
}
|
||||
|
||||
takerTokenAmounts[i] = amount;
|
||||
// Break early if there are 0 amounts
|
||||
if (takerTokenAmounts[i] == 0) {
|
||||
|
@@ -159,8 +159,11 @@ contract KyberDmmSampler
|
||||
(path[i], path[i + 1])
|
||||
returns (address[] memory allPools)
|
||||
{
|
||||
if (allPools.length == 0) {
|
||||
return new address[](0);
|
||||
}
|
||||
|
||||
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) {
|
||||
|
@@ -174,8 +174,9 @@ contract UniswapV3Sampler
|
||||
tokenPath.length - startIndex >= 2,
|
||||
"UniswapV3Sampler/tokenPath too short"
|
||||
);
|
||||
uint24[3] memory validPoolFees = [
|
||||
uint24[4] memory validPoolFees = [
|
||||
// The launch pool fees. Could get hairier if they add more.
|
||||
uint24(0.0001e6),
|
||||
uint24(0.0005e6),
|
||||
uint24(0.003e6),
|
||||
uint24(0.01e6)
|
||||
|
@@ -1,6 +1,6 @@
|
||||
{
|
||||
"name": "@0x/asset-swapper",
|
||||
"version": "16.28.0",
|
||||
"version": "16.36.0",
|
||||
"engines": {
|
||||
"node": ">=6.12"
|
||||
},
|
||||
@@ -60,13 +60,14 @@
|
||||
"dependencies": {
|
||||
"@0x/assert": "^3.0.29",
|
||||
"@0x/base-contract": "^6.4.2",
|
||||
"@0x/contract-addresses": "^6.7.0",
|
||||
"@0x/contract-wrappers": "^13.18.0",
|
||||
"@0x/contracts-erc20": "^3.3.20",
|
||||
"@0x/contracts-zero-ex": "^0.29.0",
|
||||
"@0x/contract-addresses": "^6.9.0",
|
||||
"@0x/contract-wrappers": "^13.18.3",
|
||||
"@0x/contracts-erc20": "^3.3.23",
|
||||
"@0x/contracts-zero-ex": "^0.29.5",
|
||||
"@0x/dev-utils": "^4.2.9",
|
||||
"@0x/json-schemas": "^6.3.0",
|
||||
"@0x/protocol-utils": "^1.9.1",
|
||||
"@0x/neon-router": "^0.2.1",
|
||||
"@0x/protocol-utils": "^1.9.5",
|
||||
"@0x/quote-server": "^6.0.6",
|
||||
"@0x/types": "^3.3.4",
|
||||
"@0x/typescript-typings": "^5.2.1",
|
||||
@@ -97,10 +98,10 @@
|
||||
"@0x/contracts-exchange": "^3.2.38",
|
||||
"@0x/contracts-exchange-libs": "^4.3.37",
|
||||
"@0x/contracts-gen": "^2.0.40",
|
||||
"@0x/contracts-test-utils": "^5.4.11",
|
||||
"@0x/contracts-utils": "^4.8.1",
|
||||
"@0x/contracts-test-utils": "^5.4.14",
|
||||
"@0x/contracts-utils": "^4.8.4",
|
||||
"@0x/mesh-rpc-client": "^9.4.2",
|
||||
"@0x/migrations": "^8.1.7",
|
||||
"@0x/migrations": "^8.1.12",
|
||||
"@0x/sol-compiler": "^4.7.5",
|
||||
"@0x/subproviders": "^6.6.0",
|
||||
"@0x/ts-doc-gen": "^0.0.28",
|
||||
|
@@ -162,14 +162,20 @@ export {
|
||||
export { ProtocolFeeUtils } from './utils/protocol_fee_utils';
|
||||
export {
|
||||
BridgeQuoteReportEntry,
|
||||
jsonifyFillData,
|
||||
MultiHopQuoteReportEntry,
|
||||
NativeLimitOrderQuoteReportEntry,
|
||||
NativeRfqOrderQuoteReportEntry,
|
||||
QuoteReport,
|
||||
QuoteReportEntry,
|
||||
ExtendedQuoteReport,
|
||||
ExtendedQuoteReportSources,
|
||||
ExtendedQuoteReportEntry,
|
||||
ExtendedQuoteReportIndexedEntry,
|
||||
ExtendedQuoteReportIndexedEntryOutbound,
|
||||
PriceComparisonsReport,
|
||||
} from './utils/quote_report_generator';
|
||||
export { QuoteRequestor } from './utils/quote_requestor';
|
||||
export { QuoteRequestor, V4RFQIndicativeQuoteMM } from './utils/quote_requestor';
|
||||
export { ERC20BridgeSamplerContract, BalanceCheckerContract, FakeTakerContract } from './wrappers';
|
||||
import { ERC20BridgeSource } from './utils/market_operation_utils/types';
|
||||
export type Native = ERC20BridgeSource.Native;
|
||||
|
@@ -1,6 +1,5 @@
|
||||
import { ChainId, ContractAddresses } from '@0x/contract-addresses';
|
||||
import { IZeroExContract } from '@0x/contract-wrappers';
|
||||
import { TransformERC20FeatureContract } from '@0x/contracts-zero-ex';
|
||||
import {
|
||||
encodeAffiliateFeeTransformerData,
|
||||
encodeCurveLiquidityProviderData,
|
||||
@@ -95,7 +94,6 @@ export class ExchangeProxySwapQuoteConsumer implements SwapQuoteConsumerBase {
|
||||
};
|
||||
|
||||
private readonly _exchangeProxy: IZeroExContract;
|
||||
private readonly _transformERC20Feature: TransformERC20FeatureContract;
|
||||
|
||||
constructor(public readonly contractAddresses: ContractAddresses, options: Partial<SwapQuoteConsumerOpts> = {}) {
|
||||
const { chainId } = _.merge({}, constants.DEFAULT_SWAP_QUOTER_OPTS, options);
|
||||
@@ -103,7 +101,6 @@ export class ExchangeProxySwapQuoteConsumer implements SwapQuoteConsumerBase {
|
||||
this.chainId = chainId;
|
||||
this.contractAddresses = contractAddresses;
|
||||
this._exchangeProxy = new IZeroExContract(contractAddresses.exchangeProxy, FAKE_PROVIDER);
|
||||
this._transformERC20Feature = new TransformERC20FeatureContract(contractAddresses.exchangeProxy, FAKE_PROVIDER);
|
||||
this.transformerNonces = {
|
||||
wethTransformer: findTransformerNonce(
|
||||
contractAddresses.transformers.wethTransformer,
|
||||
@@ -363,8 +360,9 @@ export class ExchangeProxySwapQuoteConsumer implements SwapQuoteConsumerBase {
|
||||
|
||||
// Build up the transforms.
|
||||
const transforms = [];
|
||||
if (isFromETH) {
|
||||
// Create a WETH wrapper if coming from ETH.
|
||||
// Create a WETH wrapper if coming from ETH.
|
||||
// Dont add the wethTransformer to CELO. There is no wrap/unwrap logic for CELO.
|
||||
if (isFromETH && this.chainId !== ChainId.Celo) {
|
||||
transforms.push({
|
||||
deploymentNonce: this.transformerNonces.wethTransformer,
|
||||
data: encodeWethTransformerData({
|
||||
@@ -416,9 +414,9 @@ export class ExchangeProxySwapQuoteConsumer implements SwapQuoteConsumerBase {
|
||||
}),
|
||||
});
|
||||
}
|
||||
|
||||
if (isToETH) {
|
||||
// Create a WETH unwrapper if going to ETH.
|
||||
// Create a WETH unwrapper if going to ETH.
|
||||
// Dont add the wethTransformer on CELO. There is no wrap/unwrap logic for CELO.
|
||||
if (isToETH && this.chainId !== ChainId.Celo) {
|
||||
transforms.push({
|
||||
deploymentNonce: this.transformerNonces.wethTransformer,
|
||||
data: encodeWethTransformerData({
|
||||
@@ -495,10 +493,11 @@ export class ExchangeProxySwapQuoteConsumer implements SwapQuoteConsumerBase {
|
||||
amounts: [],
|
||||
}),
|
||||
});
|
||||
const calldataHexString = this._transformERC20Feature
|
||||
.transformERC20Staging(
|
||||
const TO_ETH_ADDRESS = this.chainId === ChainId.Celo ? this.contractAddresses.etherToken : ETH_TOKEN_ADDRESS;
|
||||
const calldataHexString = this._exchangeProxy
|
||||
.transformERC20(
|
||||
isFromETH ? ETH_TOKEN_ADDRESS : sellToken,
|
||||
isToETH ? ETH_TOKEN_ADDRESS : buyToken,
|
||||
isToETH ? TO_ETH_ADDRESS : buyToken,
|
||||
shouldSellEntireBalance ? MAX_UINT256 : sellAmount,
|
||||
minBuyAmount,
|
||||
transforms,
|
||||
|
@@ -363,6 +363,7 @@ export class SwapQuoter {
|
||||
const cloneOpts = _.omit(opts, 'gasPrice') as GetMarketOrdersOpts;
|
||||
const calcOpts: GetMarketOrdersOpts = {
|
||||
...cloneOpts,
|
||||
gasPrice,
|
||||
feeSchedule: _.mapValues(opts.feeSchedule, gasCost => (fillData: FillData) =>
|
||||
gasCost === undefined ? 0 : gasPrice.times(gasCost(fillData)),
|
||||
),
|
||||
@@ -504,6 +505,7 @@ function createSwapQuote(
|
||||
const {
|
||||
optimizedOrders,
|
||||
quoteReport,
|
||||
extendedQuoteReportSources,
|
||||
sourceFlags,
|
||||
takerAmountPerEth,
|
||||
makerAmountPerEth,
|
||||
@@ -531,6 +533,7 @@ function createSwapQuote(
|
||||
takerAmountPerEth,
|
||||
makerAmountPerEth,
|
||||
quoteReport,
|
||||
extendedQuoteReportSources,
|
||||
isTwoHop,
|
||||
priceComparisonsReport,
|
||||
};
|
||||
|
@@ -19,7 +19,7 @@ import {
|
||||
OptimizedMarketOrder,
|
||||
TokenAdjacencyGraph,
|
||||
} from './utils/market_operation_utils/types';
|
||||
import { PriceComparisonsReport, QuoteReport } from './utils/quote_report_generator';
|
||||
import { ExtendedQuoteReportSources, PriceComparisonsReport, QuoteReport } from './utils/quote_report_generator';
|
||||
import { MetricsProxy } from './utils/quote_requestor';
|
||||
|
||||
/**
|
||||
@@ -171,6 +171,7 @@ export interface SwapQuoteBase {
|
||||
worstCaseQuoteInfo: SwapQuoteInfo;
|
||||
sourceBreakdown: SwapQuoteOrdersBreakdown;
|
||||
quoteReport?: QuoteReport;
|
||||
extendedQuoteReportSources?: ExtendedQuoteReportSources;
|
||||
priceComparisonsReport?: PriceComparisonsReport;
|
||||
isTwoHop: boolean;
|
||||
makerTokenDecimals: number;
|
||||
@@ -256,7 +257,7 @@ export interface RfqRequestOpts {
|
||||
/**
|
||||
* gasPrice: gas price to determine protocolFee amount, default to ethGasStation fast amount
|
||||
*/
|
||||
export interface SwapQuoteRequestOpts extends GetMarketOrdersOpts {
|
||||
export interface SwapQuoteRequestOpts extends Omit<GetMarketOrdersOpts, 'gasPrice'> {
|
||||
gasPrice?: BigNumber;
|
||||
rfqt?: RfqRequestOpts;
|
||||
}
|
||||
|
@@ -11,8 +11,12 @@ import {
|
||||
COMETHSWAP_ROUTER_BY_CHAIN_ID,
|
||||
COMPONENT_POOLS_BY_CHAIN_ID,
|
||||
CRYPTO_COM_ROUTER_BY_CHAIN_ID,
|
||||
CURVE_AVALANCHE_INFOS,
|
||||
CURVE_FANTOM_INFOS,
|
||||
CURVE_MAINNET_INFOS,
|
||||
CURVE_POLYGON_INFOS,
|
||||
CURVE_V2_AVALANCHE_INFOS,
|
||||
CURVE_V2_FANTOM_INFOS,
|
||||
CURVE_V2_MAINNET_INFOS,
|
||||
CURVE_V2_POLYGON_INFOS,
|
||||
DFYN_ROUTER_BY_CHAIN_ID,
|
||||
@@ -26,6 +30,7 @@ import {
|
||||
KYBER_BRIDGED_LIQUIDITY_PREFIX,
|
||||
MAX_DODOV2_POOLS_QUERIED,
|
||||
MAX_KYBER_RESERVES_QUERIED,
|
||||
MORPHEUSSWAP_ROUTER_BY_CHAIN_ID,
|
||||
MSTABLE_POOLS_BY_CHAIN_ID,
|
||||
NERVE_BSC_INFOS,
|
||||
NULL_ADDRESS,
|
||||
@@ -40,9 +45,12 @@ import {
|
||||
SMOOTHY_BSC_INFOS,
|
||||
SMOOTHY_MAINNET_INFOS,
|
||||
SNOWSWAP_MAINNET_INFOS,
|
||||
SPIRITSWAP_ROUTER_BY_CHAIN_ID,
|
||||
SPOOKYSWAP_ROUTER_BY_CHAIN_ID,
|
||||
SUSHISWAP_ROUTER_BY_CHAIN_ID,
|
||||
SWERVE_MAINNET_INFOS,
|
||||
TRADER_JOE_ROUTER_BY_CHAIN_ID,
|
||||
UBESWAP_ROUTER_BY_CHAIN_ID,
|
||||
UNISWAPV2_ROUTER_BY_CHAIN_ID,
|
||||
WAULTSWAP_ROUTER_BY_CHAIN_ID,
|
||||
XSIGMA_MAINNET_INFOS,
|
||||
@@ -133,6 +141,24 @@ export function getCurveInfosForPair(chainId: ChainId, takerToken: string, maker
|
||||
[makerToken, takerToken].filter(v => c.metaTokens?.includes(v)).length > 0),
|
||||
),
|
||||
);
|
||||
case ChainId.Fantom:
|
||||
return Object.values(CURVE_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(CURVE_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 [];
|
||||
}
|
||||
@@ -159,6 +185,24 @@ export function getCurveV2InfosForPair(chainId: ChainId, takerToken: string, mak
|
||||
[makerToken, takerToken].filter(v => c.metaTokens?.includes(v)).length > 0),
|
||||
),
|
||||
);
|
||||
case ChainId.Fantom:
|
||||
return Object.values(CURVE_V2_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(CURVE_V2_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 [];
|
||||
}
|
||||
@@ -443,7 +487,11 @@ export function uniswapV2LikeRouterAddress(
|
||||
| ERC20BridgeSource.ShibaSwap
|
||||
| ERC20BridgeSource.JetSwap
|
||||
| ERC20BridgeSource.TraderJoe
|
||||
| ERC20BridgeSource.Pangolin,
|
||||
| ERC20BridgeSource.Pangolin
|
||||
| ERC20BridgeSource.UbeSwap
|
||||
| ERC20BridgeSource.MorpheusSwap
|
||||
| ERC20BridgeSource.SpookySwap
|
||||
| ERC20BridgeSource.SpiritSwap,
|
||||
): string {
|
||||
switch (source) {
|
||||
case ERC20BridgeSource.UniswapV2:
|
||||
@@ -484,6 +532,14 @@ export function uniswapV2LikeRouterAddress(
|
||||
return PANGOLIN_ROUTER_BY_CHAIN_ID[chainId];
|
||||
case ERC20BridgeSource.TraderJoe:
|
||||
return TRADER_JOE_ROUTER_BY_CHAIN_ID[chainId];
|
||||
case ERC20BridgeSource.UbeSwap:
|
||||
return UBESWAP_ROUTER_BY_CHAIN_ID[chainId];
|
||||
case ERC20BridgeSource.MorpheusSwap:
|
||||
return MORPHEUSSWAP_ROUTER_BY_CHAIN_ID[chainId];
|
||||
case ERC20BridgeSource.SpookySwap:
|
||||
return SPOOKYSWAP_ROUTER_BY_CHAIN_ID[chainId];
|
||||
case ERC20BridgeSource.SpiritSwap:
|
||||
return SPIRITSWAP_ROUTER_BY_CHAIN_ID[chainId];
|
||||
default:
|
||||
throw new Error(`Unknown UniswapV2 like source ${source}`);
|
||||
}
|
||||
|
@@ -57,6 +57,8 @@ function valueByChainId<T>(rest: Partial<{ [key in ChainId]: T }>, defaultValue:
|
||||
[ChainId.Polygon]: defaultValue,
|
||||
[ChainId.PolygonMumbai]: defaultValue,
|
||||
[ChainId.Avalanche]: defaultValue,
|
||||
[ChainId.Fantom]: defaultValue,
|
||||
[ChainId.Celo]: defaultValue,
|
||||
...(rest || {}),
|
||||
};
|
||||
}
|
||||
@@ -99,7 +101,6 @@ export const SELL_SOURCE_FILTER_BY_CHAIN_ID = valueByChainId<SourceFilters>(
|
||||
ERC20BridgeSource.UniswapV3,
|
||||
ERC20BridgeSource.CurveV2,
|
||||
ERC20BridgeSource.ShibaSwap,
|
||||
ERC20BridgeSource.Clipper,
|
||||
]),
|
||||
[ChainId.Ropsten]: new SourceFilters([
|
||||
ERC20BridgeSource.Kyber,
|
||||
@@ -136,6 +137,7 @@ export const SELL_SOURCE_FILTER_BY_CHAIN_ID = valueByChainId<SourceFilters>(
|
||||
ERC20BridgeSource.FirebirdOneSwap,
|
||||
ERC20BridgeSource.JetSwap,
|
||||
ERC20BridgeSource.ACryptos,
|
||||
ERC20BridgeSource.KyberDmm,
|
||||
]),
|
||||
[ChainId.Polygon]: new SourceFilters([
|
||||
ERC20BridgeSource.SushiSwap,
|
||||
@@ -163,6 +165,25 @@ export const SELL_SOURCE_FILTER_BY_CHAIN_ID = valueByChainId<SourceFilters>(
|
||||
ERC20BridgeSource.Pangolin,
|
||||
ERC20BridgeSource.TraderJoe,
|
||||
ERC20BridgeSource.SushiSwap,
|
||||
ERC20BridgeSource.Curve,
|
||||
ERC20BridgeSource.CurveV2,
|
||||
ERC20BridgeSource.KyberDmm,
|
||||
]),
|
||||
[ChainId.Fantom]: new SourceFilters([
|
||||
ERC20BridgeSource.MultiHop,
|
||||
ERC20BridgeSource.Beethovenx,
|
||||
ERC20BridgeSource.Curve,
|
||||
ERC20BridgeSource.CurveV2,
|
||||
ERC20BridgeSource.JetSwap,
|
||||
ERC20BridgeSource.MorpheusSwap,
|
||||
ERC20BridgeSource.SpiritSwap,
|
||||
ERC20BridgeSource.SpookySwap,
|
||||
ERC20BridgeSource.SushiSwap,
|
||||
]),
|
||||
[ChainId.Celo]: new SourceFilters([
|
||||
ERC20BridgeSource.UbeSwap,
|
||||
ERC20BridgeSource.SushiSwap,
|
||||
ERC20BridgeSource.MultiHop,
|
||||
]),
|
||||
},
|
||||
new SourceFilters([]),
|
||||
@@ -206,7 +227,6 @@ export const BUY_SOURCE_FILTER_BY_CHAIN_ID = valueByChainId<SourceFilters>(
|
||||
ERC20BridgeSource.UniswapV3,
|
||||
ERC20BridgeSource.CurveV2,
|
||||
ERC20BridgeSource.ShibaSwap,
|
||||
ERC20BridgeSource.Clipper,
|
||||
]),
|
||||
[ChainId.Ropsten]: new SourceFilters([
|
||||
ERC20BridgeSource.Kyber,
|
||||
@@ -243,6 +263,7 @@ export const BUY_SOURCE_FILTER_BY_CHAIN_ID = valueByChainId<SourceFilters>(
|
||||
ERC20BridgeSource.FirebirdOneSwap,
|
||||
ERC20BridgeSource.JetSwap,
|
||||
ERC20BridgeSource.ACryptos,
|
||||
ERC20BridgeSource.KyberDmm,
|
||||
]),
|
||||
[ChainId.Polygon]: new SourceFilters([
|
||||
ERC20BridgeSource.SushiSwap,
|
||||
@@ -270,6 +291,25 @@ export const BUY_SOURCE_FILTER_BY_CHAIN_ID = valueByChainId<SourceFilters>(
|
||||
ERC20BridgeSource.Pangolin,
|
||||
ERC20BridgeSource.TraderJoe,
|
||||
ERC20BridgeSource.SushiSwap,
|
||||
ERC20BridgeSource.Curve,
|
||||
ERC20BridgeSource.CurveV2,
|
||||
ERC20BridgeSource.KyberDmm,
|
||||
]),
|
||||
[ChainId.Fantom]: new SourceFilters([
|
||||
ERC20BridgeSource.MultiHop,
|
||||
ERC20BridgeSource.Beethovenx,
|
||||
ERC20BridgeSource.Curve,
|
||||
ERC20BridgeSource.CurveV2,
|
||||
ERC20BridgeSource.JetSwap,
|
||||
ERC20BridgeSource.MorpheusSwap,
|
||||
ERC20BridgeSource.SpiritSwap,
|
||||
ERC20BridgeSource.SpookySwap,
|
||||
ERC20BridgeSource.SushiSwap,
|
||||
]),
|
||||
[ChainId.Celo]: new SourceFilters([
|
||||
ERC20BridgeSource.UbeSwap,
|
||||
ERC20BridgeSource.SushiSwap,
|
||||
ERC20BridgeSource.MultiHop,
|
||||
]),
|
||||
},
|
||||
new SourceFilters([]),
|
||||
@@ -290,6 +330,8 @@ export const FEE_QUOTE_SOURCES_BY_CHAIN_ID = valueByChainId<ERC20BridgeSource[]>
|
||||
[ChainId.Ropsten]: [ERC20BridgeSource.UniswapV2, ERC20BridgeSource.SushiSwap],
|
||||
[ChainId.Polygon]: [ERC20BridgeSource.QuickSwap, ERC20BridgeSource.SushiSwap],
|
||||
[ChainId.Avalanche]: [ERC20BridgeSource.Pangolin, ERC20BridgeSource.TraderJoe, ERC20BridgeSource.SushiSwap],
|
||||
[ChainId.Fantom]: [ERC20BridgeSource.SpiritSwap, ERC20BridgeSource.SpookySwap, ERC20BridgeSource.SushiSwap],
|
||||
[ChainId.Celo]: [ERC20BridgeSource.UbeSwap, ERC20BridgeSource.SushiSwap],
|
||||
},
|
||||
[],
|
||||
);
|
||||
@@ -386,9 +428,16 @@ export const MAINNET_TOKENS = {
|
||||
// StableSwap "open pools" (crv.finance)
|
||||
STABLEx: '0xcd91538b91b4ba7797d39a2f66e63810b50a33d0',
|
||||
alUSD: '0xbc6da0fe9ad5f3b0d58160288917aa56653660e9',
|
||||
// Frax ecosystem
|
||||
FRAX: '0x853d955acef822db058eb8505911ed77f175b99e',
|
||||
FXS: '0x3432b6a60d23ca0dfca7761b7ab56459d9c964d0',
|
||||
OHM: '0x383518188c0c6d7730d91b2c03a03c837814a899',
|
||||
//
|
||||
LUSD: '0x5f98805a4e8be255a32880fdec7f6728c6568ba0',
|
||||
// Fei Ecosystem
|
||||
FEI: '0x956f47f50a910163d8bf957cf5846d573e7f87ca',
|
||||
TRIBE: '0xc7283b66eb1eb5fb86327f08e1b5816b0720212b',
|
||||
//
|
||||
DSU: '0x605d26fbd5be761089281d5cec2ce86eea667109',
|
||||
ESS: '0x24ae124c4cc33d6791f8e8b63520ed7107ac8b3e',
|
||||
cvxCRV: '0x62b9c7356a2dc64a1969e19c23e4f579f9810aa7',
|
||||
@@ -433,8 +482,29 @@ export const POLYGON_TOKENS = {
|
||||
export const AVALANCHE_TOKENS = {
|
||||
WAVAX: '0xb31f66aa3c1e785363f0875a1b74e27b85fd66c7',
|
||||
WETH: '0x49d5c2bdffac6ce2bfdb6640f4f80f226bc10bab',
|
||||
USDT: '0xc7198437980c041c805a1edcba50c1ce5db95118',
|
||||
WBTC: '0x50b7545627a5162f82a992c33b87adc75187b218',
|
||||
DAI: '0xd586e7f844cea2f87f50152665bcbc2c279d8d70',
|
||||
USDC: '0xa7d7079b0fead91f3e65f86e8915cb59c1a4c664',
|
||||
USDT: '0xc7198437980c041c805a1edcba50c1ce5db95118',
|
||||
aDAI: '0x47afa96cdc9fab46904a55a6ad4bf6660b53c38a',
|
||||
aUSDC: '0x46a51127c3ce23fb7ab1de06226147f446e4a857',
|
||||
aUSDT: '0x532e6537fea298397212f09a61e03311686f548e',
|
||||
};
|
||||
|
||||
export const CELO_TOKENS = {
|
||||
WETH: '0xe919f65739c26a42616b7b8eedc6b5524d1e3ac4',
|
||||
CELO: '0x471ece3750da237f93b8e339c536989b8978a438',
|
||||
mCUSD: '0x64defa3544c695db8c535d289d843a189aa26b98',
|
||||
};
|
||||
|
||||
export const FANTOM_TOKENS = {
|
||||
WFTM: '0x21be370d5312f44cb42ce377bc9b8a0cef1a4c83',
|
||||
WETH: '0x74b23882a30290451a17c44f4f05243b6b58c76d',
|
||||
USDC: '0x04068da6c83afcfa0e13ba15a6696662335d5b75',
|
||||
DAI: '0x8d11ec38a3eb5e956b052f67da8bdc9bef8abf3e',
|
||||
fUSDT: '0x049d68029688eabf473097a2fc38ef61633a3c7a',
|
||||
WBTC: '0x321162cd933e2be498cd2267a90534a804051b11',
|
||||
renBTC: '0xdbf31df14b66535af65aac99c32e9ea844e14501',
|
||||
};
|
||||
|
||||
export const CURVE_POOLS = {
|
||||
@@ -498,6 +568,24 @@ export const CURVE_V2_POLYGON_POOLS = {
|
||||
atricrypto3: '0x1d8b86e3d88cdb2d34688e87e72f388cb541b7c8',
|
||||
};
|
||||
|
||||
export const CURVE_AVALANCHE_POOLS = {
|
||||
aave: '0x7f90122bf0700f9e7e1f688fe926940e8839f353',
|
||||
};
|
||||
|
||||
export const CURVE_V2_AVALANCHE_POOLS = {
|
||||
atricrypto: '0x58e57ca18b7a47112b877e31929798cd3d703b0f',
|
||||
};
|
||||
|
||||
export const CURVE_FANTOM_POOLS = {
|
||||
fUSDT: '0x92d5ebf3593a92888c25c0abef126583d4b5312e',
|
||||
twoPool: '0x27e611fd27b276acbd5ffd632e5eaebec9761e40',
|
||||
ren: '0x3ef6a01a0f81d6046290f3e2a8c5b843e738e604',
|
||||
};
|
||||
|
||||
export const CURVE_V2_FANTOM_POOLS = {
|
||||
tricrypto: '0x3a1659ddcf2339be3aea159ca010979fb49155ff',
|
||||
};
|
||||
|
||||
export const SWERVE_POOLS = {
|
||||
y: '0x329239599afb305da0a2ec69c58f8a6697f9f88d',
|
||||
};
|
||||
@@ -595,7 +683,10 @@ export const DEFAULT_INTERMEDIATE_TOKENS_BY_CHAIN_ID = valueByChainId<string[]>(
|
||||
AVALANCHE_TOKENS.WETH,
|
||||
AVALANCHE_TOKENS.DAI,
|
||||
AVALANCHE_TOKENS.USDT,
|
||||
AVALANCHE_TOKENS.USDC,
|
||||
],
|
||||
[ChainId.Fantom]: [FANTOM_TOKENS.WFTM, FANTOM_TOKENS.WETH, FANTOM_TOKENS.DAI, FANTOM_TOKENS.USDC],
|
||||
[ChainId.Celo]: [CELO_TOKENS.mCUSD, CELO_TOKENS.WETH, CELO_TOKENS.CELO],
|
||||
},
|
||||
[],
|
||||
);
|
||||
@@ -612,6 +703,11 @@ export const DEFAULT_TOKEN_ADJACENCY_GRAPH_BY_CHAIN_ID = valueByChainId<TokenAdj
|
||||
builder.add(MAINNET_TOKENS.MIR, MAINNET_TOKENS.UST);
|
||||
// Convex and Curve
|
||||
builder.add(MAINNET_TOKENS.cvxCRV, MAINNET_TOKENS.CRV).add(MAINNET_TOKENS.CRV, MAINNET_TOKENS.cvxCRV);
|
||||
// FEI TRIBE liquid in UniV2
|
||||
builder.add(MAINNET_TOKENS.FEI, MAINNET_TOKENS.TRIBE).add(MAINNET_TOKENS.TRIBE, MAINNET_TOKENS.FEI);
|
||||
// FRAX ecosystem
|
||||
builder.add(MAINNET_TOKENS.FRAX, MAINNET_TOKENS.FXS).add(MAINNET_TOKENS.FXS, MAINNET_TOKENS.FRAX);
|
||||
builder.add(MAINNET_TOKENS.FRAX, MAINNET_TOKENS.OHM).add(MAINNET_TOKENS.OHM, MAINNET_TOKENS.FRAX);
|
||||
})
|
||||
// Build
|
||||
.build(),
|
||||
@@ -624,6 +720,12 @@ export const DEFAULT_TOKEN_ADJACENCY_GRAPH_BY_CHAIN_ID = valueByChainId<TokenAdj
|
||||
[ChainId.Avalanche]: new TokenAdjacencyGraphBuilder({
|
||||
default: DEFAULT_INTERMEDIATE_TOKENS_BY_CHAIN_ID[ChainId.Avalanche],
|
||||
}).build(),
|
||||
[ChainId.Fantom]: new TokenAdjacencyGraphBuilder({
|
||||
default: DEFAULT_INTERMEDIATE_TOKENS_BY_CHAIN_ID[ChainId.Fantom],
|
||||
}).build(),
|
||||
[ChainId.Celo]: new TokenAdjacencyGraphBuilder({
|
||||
default: DEFAULT_INTERMEDIATE_TOKENS_BY_CHAIN_ID[ChainId.Celo],
|
||||
}).build(),
|
||||
},
|
||||
new TokenAdjacencyGraphBuilder({ default: [] }).build(),
|
||||
);
|
||||
@@ -638,6 +740,8 @@ export const NATIVE_FEE_TOKEN_BY_CHAIN_ID = valueByChainId<string>(
|
||||
[ChainId.Kovan]: getContractAddressesForChainOrThrow(ChainId.Kovan).etherToken,
|
||||
[ChainId.Polygon]: getContractAddressesForChainOrThrow(ChainId.Polygon).etherToken,
|
||||
[ChainId.Avalanche]: getContractAddressesForChainOrThrow(ChainId.Avalanche).etherToken,
|
||||
[ChainId.Fantom]: getContractAddressesForChainOrThrow(ChainId.Fantom).etherToken,
|
||||
[ChainId.Celo]: getContractAddressesForChainOrThrow(ChainId.Celo).etherToken,
|
||||
},
|
||||
NULL_ADDRESS,
|
||||
);
|
||||
@@ -958,6 +1062,64 @@ export const CURVE_V2_POLYGON_INFOS: { [name: string]: CurveInfo } = {
|
||||
}),
|
||||
};
|
||||
|
||||
export const CURVE_AVALANCHE_INFOS: { [name: string]: CurveInfo } = {
|
||||
['aave_exchangeunderlying']: createCurveExchangeUnderlyingPool({
|
||||
tokens: [AVALANCHE_TOKENS.DAI, AVALANCHE_TOKENS.USDC, AVALANCHE_TOKENS.USDT],
|
||||
pool: CURVE_AVALANCHE_POOLS.aave,
|
||||
gasSchedule: 850e3,
|
||||
}),
|
||||
['aave_exchange']: createCurveExchangePool({
|
||||
tokens: [AVALANCHE_TOKENS.aDAI, AVALANCHE_TOKENS.aUSDC, AVALANCHE_TOKENS.aUSDT],
|
||||
pool: CURVE_AVALANCHE_POOLS.aave,
|
||||
gasSchedule: 150e3,
|
||||
}),
|
||||
};
|
||||
|
||||
export const CURVE_V2_AVALANCHE_INFOS: { [name: string]: CurveInfo } = {
|
||||
[CURVE_V2_AVALANCHE_POOLS.atricrypto]: {
|
||||
exchangeFunctionSelector: CurveFunctionSelectors.exchange_underlying_v2,
|
||||
sellQuoteFunctionSelector: CurveFunctionSelectors.get_dy_underlying_v2,
|
||||
buyQuoteFunctionSelector: CurveFunctionSelectors.None,
|
||||
tokens: [
|
||||
AVALANCHE_TOKENS.DAI,
|
||||
AVALANCHE_TOKENS.USDC,
|
||||
AVALANCHE_TOKENS.USDT,
|
||||
AVALANCHE_TOKENS.WBTC,
|
||||
AVALANCHE_TOKENS.WETH,
|
||||
],
|
||||
metaTokens: undefined,
|
||||
poolAddress: CURVE_V2_AVALANCHE_POOLS.atricrypto,
|
||||
gasSchedule: 1300e3,
|
||||
},
|
||||
};
|
||||
|
||||
// TODO: modify gasSchedule
|
||||
export const CURVE_FANTOM_INFOS: { [name: string]: CurveInfo } = {
|
||||
[CURVE_FANTOM_POOLS.ren]: createCurveExchangePool({
|
||||
tokens: [FANTOM_TOKENS.WBTC, FANTOM_TOKENS.renBTC],
|
||||
pool: CURVE_FANTOM_POOLS.ren,
|
||||
gasSchedule: 171e3,
|
||||
}),
|
||||
[CURVE_FANTOM_POOLS.twoPool]: createCurveExchangePool({
|
||||
tokens: [FANTOM_TOKENS.DAI, FANTOM_TOKENS.USDC],
|
||||
pool: CURVE_FANTOM_POOLS.twoPool,
|
||||
gasSchedule: 176e3,
|
||||
}),
|
||||
[CURVE_FANTOM_POOLS.fUSDT]: createCurveExchangeUnderlyingPool({
|
||||
tokens: [FANTOM_TOKENS.fUSDT, FANTOM_TOKENS.DAI, FANTOM_TOKENS.USDC],
|
||||
pool: CURVE_FANTOM_POOLS.fUSDT,
|
||||
gasSchedule: 587e3,
|
||||
}),
|
||||
};
|
||||
|
||||
export const CURVE_V2_FANTOM_INFOS: { [name: string]: CurveInfo } = {
|
||||
[CURVE_V2_FANTOM_POOLS.tricrypto]: createCurveExchangeV2Pool({
|
||||
tokens: [FANTOM_TOKENS.fUSDT, FANTOM_TOKENS.WBTC, FANTOM_TOKENS.WETH],
|
||||
pool: CURVE_V2_FANTOM_POOLS.tricrypto,
|
||||
gasSchedule: 300e3,
|
||||
}),
|
||||
};
|
||||
|
||||
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],
|
||||
@@ -1251,6 +1413,8 @@ export const SUSHISWAP_ROUTER_BY_CHAIN_ID = valueByChainId<string>(
|
||||
[ChainId.Ropsten]: '0x1b02da8cb0d097eb8d57a175b88c7d8b47997506',
|
||||
[ChainId.Polygon]: '0x1b02da8cb0d097eb8d57a175b88c7d8b47997506',
|
||||
[ChainId.Avalanche]: '0x1b02da8cb0d097eb8d57a175b88c7d8b47997506',
|
||||
[ChainId.Fantom]: '0x1b02da8cb0d097eb8d57a175b88c7d8b47997506',
|
||||
[ChainId.Celo]: '0x1b02da8cb0d097eb8d57a175b88c7d8b47997506',
|
||||
},
|
||||
NULL_ADDRESS,
|
||||
);
|
||||
@@ -1320,6 +1484,9 @@ export const KYBER_DMM_ROUTER_BY_CHAIN_ID = valueByChainId<string>(
|
||||
{
|
||||
[ChainId.Mainnet]: '0x1c87257f5e8609940bc751a07bb085bb7f8cdbe6',
|
||||
[ChainId.Polygon]: '0x546c79662e028b661dfb4767664d0273184e4dd1',
|
||||
[ChainId.BSC]: '0x78df70615ffc8066cc0887917f2cd72092c86409',
|
||||
[ChainId.Avalanche]: '0x8efa5a9ad6d594cf76830267077b78ce0bc5a5f8',
|
||||
[ChainId.Fantom]: '0x5d5a5a0a465129848c2549669e12cdc2f8de039a',
|
||||
},
|
||||
NULL_ADDRESS,
|
||||
);
|
||||
@@ -1469,6 +1636,13 @@ export const BALANCER_V2_VAULT_ADDRESS_BY_CHAIN = valueByChainId<string>(
|
||||
NULL_ADDRESS,
|
||||
);
|
||||
|
||||
export const BEETHOVEN_X_VAULT_ADDRESS_BY_CHAIN = valueByChainId<string>(
|
||||
{
|
||||
[ChainId.Fantom]: '0x20dd72ed959b6147912c2e529f0a0c651c33c9ce',
|
||||
},
|
||||
NULL_ADDRESS,
|
||||
);
|
||||
|
||||
export const LIDO_INFO_BY_CHAIN = valueByChainId<LidoInfo>(
|
||||
{
|
||||
[ChainId.Mainnet]: {
|
||||
@@ -1482,22 +1656,6 @@ export const LIDO_INFO_BY_CHAIN = valueByChainId<LidoInfo>(
|
||||
},
|
||||
);
|
||||
|
||||
export const CLIPPER_INFO_BY_CHAIN = valueByChainId(
|
||||
{
|
||||
[ChainId.Mainnet]: {
|
||||
poolAddress: '0xe82906b6b1b04f631d126c974af57a3a7b6a99d9',
|
||||
tokens: [
|
||||
MAINNET_TOKENS.WETH, // technically ETH but our sampler and mixin handle this
|
||||
MAINNET_TOKENS.WBTC,
|
||||
MAINNET_TOKENS.USDC,
|
||||
MAINNET_TOKENS.USDT,
|
||||
MAINNET_TOKENS.DAI,
|
||||
],
|
||||
},
|
||||
},
|
||||
{ poolAddress: NULL_ADDRESS, tokens: [] },
|
||||
);
|
||||
|
||||
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;
|
||||
@@ -1509,6 +1667,13 @@ export const BALANCER_V2_SUBGRAPH_URL_BY_CHAIN = valueByChainId<string>(
|
||||
'https://api.thegraph.com/subgraphs/name/balancer-labs/balancer-v2',
|
||||
);
|
||||
|
||||
export const BEETHOVEN_X_SUBGRAPH_URL_BY_CHAIN = valueByChainId<string>(
|
||||
{
|
||||
[ChainId.Fantom]: 'https://graph-node.beets-ftm-node.com/subgraphs/name/beethovenx-v4',
|
||||
},
|
||||
'https://graph-node.beets-ftm-node.com/subgraphs/name/beethovenx-v4',
|
||||
);
|
||||
|
||||
export const UNISWAPV3_CONFIG_BY_CHAIN_ID = valueByChainId(
|
||||
{
|
||||
[ChainId.Mainnet]: {
|
||||
@@ -1619,6 +1784,7 @@ export const JETSWAP_ROUTER_BY_CHAIN_ID = valueByChainId<string>(
|
||||
{
|
||||
[ChainId.BSC]: '0xbe65b8f75b9f20f4c522e0067a3887fada714800',
|
||||
[ChainId.Polygon]: '0x5c6ec38fb0e2609672bdf628b1fd605a523e5923',
|
||||
[ChainId.Fantom]: '0x845e76a8691423fbc4ecb8dd77556cb61c09ee25',
|
||||
},
|
||||
NULL_ADDRESS,
|
||||
);
|
||||
@@ -1637,6 +1803,51 @@ export const TRADER_JOE_ROUTER_BY_CHAIN_ID = valueByChainId<string>(
|
||||
NULL_ADDRESS,
|
||||
);
|
||||
|
||||
export const UBESWAP_ROUTER_BY_CHAIN_ID = valueByChainId<string>(
|
||||
{
|
||||
[ChainId.Celo]: '0x7d28570135a2b1930f331c507f65039d4937f66c',
|
||||
},
|
||||
NULL_ADDRESS,
|
||||
);
|
||||
|
||||
export const MORPHEUSSWAP_ROUTER_BY_CHAIN_ID = valueByChainId<string>(
|
||||
{
|
||||
[ChainId.Fantom]: '0x8ac868293d97761a1fed6d4a01e9ff17c5594aa3',
|
||||
},
|
||||
NULL_ADDRESS,
|
||||
);
|
||||
|
||||
export const SPIRITSWAP_ROUTER_BY_CHAIN_ID = valueByChainId<string>(
|
||||
{
|
||||
[ChainId.Fantom]: '0x16327e3fbdaca3bcf7e38f5af2599d2ddc33ae52',
|
||||
},
|
||||
NULL_ADDRESS,
|
||||
);
|
||||
|
||||
export const SPOOKYSWAP_ROUTER_BY_CHAIN_ID = valueByChainId<string>(
|
||||
{
|
||||
[ChainId.Fantom]: '0xf491e7b69e4244ad4002bc14e878a34207e38c29',
|
||||
},
|
||||
NULL_ADDRESS,
|
||||
);
|
||||
|
||||
export const VIP_ERC20_BRIDGE_SOURCES_BY_CHAIN_ID = valueByChainId<ERC20BridgeSource[]>(
|
||||
{
|
||||
[ChainId.Mainnet]: [ERC20BridgeSource.UniswapV2, ERC20BridgeSource.SushiSwap, ERC20BridgeSource.UniswapV3],
|
||||
[ChainId.BSC]: [
|
||||
ERC20BridgeSource.PancakeSwap,
|
||||
ERC20BridgeSource.PancakeSwapV2,
|
||||
ERC20BridgeSource.BakerySwap,
|
||||
ERC20BridgeSource.SushiSwap,
|
||||
ERC20BridgeSource.ApeSwap,
|
||||
ERC20BridgeSource.CafeSwap,
|
||||
ERC20BridgeSource.CheeseSwap,
|
||||
ERC20BridgeSource.JulSwap,
|
||||
],
|
||||
},
|
||||
[],
|
||||
);
|
||||
|
||||
const uniswapV2CloneGasSchedule = (fillData?: FillData) => {
|
||||
// TODO: Different base cost if to/from ETH.
|
||||
let gas = 90e3;
|
||||
@@ -1742,7 +1953,6 @@ export const DEFAULT_GAS_SCHEDULE: Required<FeeSchedule> = {
|
||||
return gas;
|
||||
},
|
||||
[ERC20BridgeSource.Lido]: () => 226e3,
|
||||
[ERC20BridgeSource.Clipper]: () => 170e3,
|
||||
|
||||
//
|
||||
// BSC
|
||||
@@ -1771,6 +1981,19 @@ export const DEFAULT_GAS_SCHEDULE: Required<FeeSchedule> = {
|
||||
//
|
||||
[ERC20BridgeSource.Pangolin]: uniswapV2CloneGasSchedule,
|
||||
[ERC20BridgeSource.TraderJoe]: uniswapV2CloneGasSchedule,
|
||||
|
||||
//
|
||||
// Celo
|
||||
//
|
||||
[ERC20BridgeSource.UbeSwap]: uniswapV2CloneGasSchedule,
|
||||
|
||||
//
|
||||
// Fantom
|
||||
//
|
||||
[ERC20BridgeSource.MorpheusSwap]: uniswapV2CloneGasSchedule,
|
||||
[ERC20BridgeSource.SpiritSwap]: uniswapV2CloneGasSchedule,
|
||||
[ERC20BridgeSource.SpookySwap]: uniswapV2CloneGasSchedule,
|
||||
[ERC20BridgeSource.Beethovenx]: () => 100e3,
|
||||
};
|
||||
|
||||
export const DEFAULT_FEE_SCHEDULE: Required<FeeSchedule> = { ...DEFAULT_GAS_SCHEDULE };
|
||||
@@ -1779,7 +2002,7 @@ export const POSITIVE_SLIPPAGE_FEE_TRANSFORMER_GAS = new BigNumber(20000);
|
||||
|
||||
// tslint:enable:custom-no-magic-numbers
|
||||
|
||||
export const DEFAULT_GET_MARKET_ORDERS_OPTS: GetMarketOrdersOpts = {
|
||||
export const DEFAULT_GET_MARKET_ORDERS_OPTS: Omit<GetMarketOrdersOpts, 'gasPrice'> = {
|
||||
// tslint:disable-next-line: custom-no-magic-numbers
|
||||
runLimit: 2 ** 15,
|
||||
excludedSources: [],
|
||||
|
@@ -71,7 +71,25 @@ function hasLiquidity(fills: Fill[]): boolean {
|
||||
return true;
|
||||
}
|
||||
|
||||
function nativeOrdersToFills(
|
||||
export function ethToOutputAmount({
|
||||
input,
|
||||
output,
|
||||
ethAmount,
|
||||
inputAmountPerEth,
|
||||
outputAmountPerEth,
|
||||
}: {
|
||||
input: BigNumber;
|
||||
output: BigNumber;
|
||||
inputAmountPerEth: BigNumber;
|
||||
outputAmountPerEth: BigNumber;
|
||||
ethAmount: BigNumber | number;
|
||||
}): BigNumber {
|
||||
return !outputAmountPerEth.isZero()
|
||||
? outputAmountPerEth.times(ethAmount)
|
||||
: inputAmountPerEth.times(ethAmount).times(output.dividedToIntegerBy(input));
|
||||
}
|
||||
|
||||
export function nativeOrdersToFills(
|
||||
side: MarketOperation,
|
||||
orders: NativeOrderWithFillableAmounts[],
|
||||
targetInput: BigNumber = POSITIVE_INF,
|
||||
@@ -89,9 +107,13 @@ function nativeOrdersToFills(
|
||||
const input = side === MarketOperation.Sell ? takerAmount : makerAmount;
|
||||
const output = side === MarketOperation.Sell ? makerAmount : takerAmount;
|
||||
const fee = fees[ERC20BridgeSource.Native] === undefined ? 0 : fees[ERC20BridgeSource.Native]!(o);
|
||||
const outputPenalty = !outputAmountPerEth.isZero()
|
||||
? outputAmountPerEth.times(fee)
|
||||
: inputAmountPerEth.times(fee).times(output.dividedToIntegerBy(input));
|
||||
const outputPenalty = ethToOutputAmount({
|
||||
input,
|
||||
output,
|
||||
inputAmountPerEth,
|
||||
outputAmountPerEth,
|
||||
ethAmount: fee,
|
||||
});
|
||||
// targetInput can be less than the order size
|
||||
// whilst the penalty is constant, it affects the adjusted output
|
||||
// only up until the target has been exhausted.
|
||||
@@ -132,7 +154,7 @@ function nativeOrdersToFills(
|
||||
return fills;
|
||||
}
|
||||
|
||||
function dexSamplesToFills(
|
||||
export function dexSamplesToFills(
|
||||
side: MarketOperation,
|
||||
samples: DexSample[],
|
||||
outputAmountPerEth: BigNumber,
|
||||
@@ -156,9 +178,13 @@ function dexSamplesToFills(
|
||||
let penalty = ZERO_AMOUNT;
|
||||
if (i === 0) {
|
||||
// Only the first fill in a DEX path incurs a penalty.
|
||||
penalty = !outputAmountPerEth.isZero()
|
||||
? outputAmountPerEth.times(fee)
|
||||
: inputAmountPerEth.times(fee).times(output.dividedToIntegerBy(input));
|
||||
penalty = ethToOutputAmount({
|
||||
input,
|
||||
output,
|
||||
inputAmountPerEth,
|
||||
outputAmountPerEth,
|
||||
ethAmount: fee,
|
||||
});
|
||||
}
|
||||
const adjustedOutput = side === MarketOperation.Sell ? output.minus(penalty) : output.plus(penalty);
|
||||
|
||||
|
@@ -18,12 +18,15 @@ import {
|
||||
|
||||
import {
|
||||
dexSampleToReportSource,
|
||||
ExtendedQuoteReportSources,
|
||||
generateExtendedQuoteReportSources,
|
||||
generateQuoteReport,
|
||||
multiHopSampleToReportSource,
|
||||
nativeOrderToReportEntry,
|
||||
PriceComparisonsReport,
|
||||
QuoteReport,
|
||||
} from './../quote_report_generator';
|
||||
|
||||
import { getComparisonPrices } from './comparison_price';
|
||||
import {
|
||||
BUY_SOURCE_FILTER_BY_CHAIN_ID,
|
||||
@@ -39,7 +42,7 @@ import { createFills } from './fills';
|
||||
import { getBestTwoHopQuote } from './multihop_utils';
|
||||
import { createOrdersFromTwoHopSample } from './orders';
|
||||
import { Path, PathPenaltyOpts } from './path';
|
||||
import { fillsToSortedPaths, findOptimalPathAsync } from './path_optimizer';
|
||||
import { fillsToSortedPaths, findOptimalPathJSAsync, findOptimalRustPathFromSamples } from './path_optimizer';
|
||||
import { DexOrderSampler, getSampleAmounts } from './sampler';
|
||||
import { SourceFilters } from './source_filters';
|
||||
import {
|
||||
@@ -48,7 +51,6 @@ import {
|
||||
DexSample,
|
||||
ERC20BridgeSource,
|
||||
Fill,
|
||||
FillData,
|
||||
GenerateOptimizedOrdersOpts,
|
||||
GetMarketOrdersOpts,
|
||||
MarketSideLiquidity,
|
||||
@@ -57,6 +59,8 @@ import {
|
||||
OrderDomain,
|
||||
} from './types';
|
||||
|
||||
const SHOULD_USE_RUST_ROUTER = process.env.RUST_ROUTER === 'true';
|
||||
|
||||
// tslint:disable:boolean-naming
|
||||
|
||||
export class MarketOperationUtils {
|
||||
@@ -77,6 +81,25 @@ export class MarketOperationUtils {
|
||||
return generateQuoteReport(side, quotes.nativeOrders, liquidityDelivered, comparisonPrice, quoteRequestor);
|
||||
}
|
||||
|
||||
private static _computeExtendedQuoteReportSources(
|
||||
quoteRequestor: QuoteRequestor | undefined,
|
||||
marketSideLiquidity: MarketSideLiquidity,
|
||||
amount: BigNumber,
|
||||
optimizerResult: OptimizerResult,
|
||||
comparisonPrice?: BigNumber | undefined,
|
||||
): ExtendedQuoteReportSources {
|
||||
const { side, quotes } = marketSideLiquidity;
|
||||
const { liquidityDelivered } = optimizerResult;
|
||||
return generateExtendedQuoteReportSources(
|
||||
side,
|
||||
quotes,
|
||||
liquidityDelivered,
|
||||
amount,
|
||||
comparisonPrice,
|
||||
quoteRequestor,
|
||||
);
|
||||
}
|
||||
|
||||
private static _computePriceComparisonsReport(
|
||||
quoteRequestor: QuoteRequestor | undefined,
|
||||
marketSideLiquidity: MarketSideLiquidity,
|
||||
@@ -326,12 +349,12 @@ export class MarketOperationUtils {
|
||||
public async getBatchMarketBuyOrdersAsync(
|
||||
batchNativeOrders: SignedNativeOrder[][],
|
||||
makerAmounts: BigNumber[],
|
||||
opts?: Partial<GetMarketOrdersOpts>,
|
||||
opts: Partial<GetMarketOrdersOpts> & { gasPrice: BigNumber },
|
||||
): Promise<Array<OptimizerResult | undefined>> {
|
||||
if (batchNativeOrders.length === 0) {
|
||||
throw new Error(AggregationError.EmptyOrders);
|
||||
}
|
||||
const _opts = { ...DEFAULT_GET_MARKET_ORDERS_OPTS, ...opts };
|
||||
const _opts: GetMarketOrdersOpts = { ...DEFAULT_GET_MARKET_ORDERS_OPTS, ...opts };
|
||||
|
||||
const requestFilters = new SourceFilters().exclude(_opts.excludedSources).include(_opts.includedSources);
|
||||
const quoteSourceFilters = this._buySources.merge(requestFilters);
|
||||
@@ -409,6 +432,7 @@ export class MarketOperationUtils {
|
||||
excludedSources: _opts.excludedSources,
|
||||
feeSchedule: _opts.feeSchedule,
|
||||
allowFallback: _opts.allowFallback,
|
||||
gasPrice: _opts.gasPrice,
|
||||
},
|
||||
);
|
||||
return optimizerResult;
|
||||
@@ -475,6 +499,7 @@ export class MarketOperationUtils {
|
||||
outputAmountPerEth,
|
||||
inputAmountPerEth,
|
||||
exchangeProxyOverhead: opts.exchangeProxyOverhead || (() => ZERO_AMOUNT),
|
||||
gasPrice: opts.gasPrice,
|
||||
};
|
||||
|
||||
// NOTE: For sell quotes input is the taker asset and for buy quotes input is the maker asset
|
||||
@@ -485,8 +510,22 @@ export class MarketOperationUtils {
|
||||
const _unoptimizedPath = fillsToSortedPaths(fills, side, inputAmount, penaltyOpts)[0];
|
||||
const unoptimizedPath = _unoptimizedPath ? _unoptimizedPath.collapse(orderOpts) : undefined;
|
||||
|
||||
// Find the optimal path
|
||||
const optimalPath = await findOptimalPathAsync(side, fills, inputAmount, opts.runLimit, penaltyOpts);
|
||||
// Find the optimal path using Rust router if enabled, otherwise fallback to JS Router
|
||||
let optimalPath: Path | undefined;
|
||||
if (SHOULD_USE_RUST_ROUTER) {
|
||||
optimalPath = findOptimalRustPathFromSamples(
|
||||
side,
|
||||
dexQuotes,
|
||||
[...nativeOrders, ...augmentedRfqtIndicativeQuotes],
|
||||
inputAmount,
|
||||
penaltyOpts,
|
||||
opts.feeSchedule,
|
||||
this._sampler.chainId,
|
||||
);
|
||||
} else {
|
||||
optimalPath = await findOptimalPathJSAsync(side, fills, inputAmount, opts.runLimit, penaltyOpts);
|
||||
}
|
||||
|
||||
const optimalPathRate = optimalPath ? optimalPath.adjustedRate() : ZERO_AMOUNT;
|
||||
|
||||
const { adjustedRate: bestTwoHopRate, quote: bestTwoHopQuote } = getBestTwoHopQuote(
|
||||
@@ -514,7 +553,7 @@ export class MarketOperationUtils {
|
||||
}
|
||||
|
||||
// Generate a fallback path if required
|
||||
await this._addOptionalFallbackAsync(side, inputAmount, optimalPath, fills, opts, penaltyOpts);
|
||||
await this._addOptionalFallbackAsync(side, inputAmount, optimalPath, dexQuotes, fills, opts, penaltyOpts);
|
||||
const collapsedPath = optimalPath.collapse(orderOpts);
|
||||
|
||||
return {
|
||||
@@ -536,9 +575,9 @@ export class MarketOperationUtils {
|
||||
nativeOrders: SignedNativeOrder[],
|
||||
amount: BigNumber,
|
||||
side: MarketOperation,
|
||||
opts?: Partial<GetMarketOrdersOpts>,
|
||||
opts: Partial<GetMarketOrdersOpts> & { gasPrice: BigNumber },
|
||||
): Promise<OptimizerResultWithReport> {
|
||||
const _opts = { ...DEFAULT_GET_MARKET_ORDERS_OPTS, ...opts };
|
||||
const _opts: GetMarketOrdersOpts = { ...DEFAULT_GET_MARKET_ORDERS_OPTS, ...opts };
|
||||
const optimizerOpts: GenerateOptimizedOrdersOpts = {
|
||||
bridgeSlippage: _opts.bridgeSlippage,
|
||||
maxFallbackSlippage: _opts.maxFallbackSlippage,
|
||||
@@ -546,6 +585,7 @@ export class MarketOperationUtils {
|
||||
feeSchedule: _opts.feeSchedule,
|
||||
allowFallback: _opts.allowFallback,
|
||||
exchangeProxyOverhead: _opts.exchangeProxyOverhead,
|
||||
gasPrice: _opts.gasPrice,
|
||||
};
|
||||
|
||||
if (nativeOrders.length === 0) {
|
||||
@@ -684,6 +724,16 @@ export class MarketOperationUtils {
|
||||
);
|
||||
}
|
||||
|
||||
// Always compute the Extended Quote Report
|
||||
let extendedQuoteReportSources: ExtendedQuoteReportSources | undefined;
|
||||
extendedQuoteReportSources = MarketOperationUtils._computeExtendedQuoteReportSources(
|
||||
_opts.rfqt ? _opts.rfqt.quoteRequestor : undefined,
|
||||
marketSideLiquidity,
|
||||
amount,
|
||||
optimizerResult,
|
||||
wholeOrderPrice,
|
||||
);
|
||||
|
||||
let priceComparisonsReport: PriceComparisonsReport | undefined;
|
||||
if (_opts.shouldIncludePriceComparisonsReport) {
|
||||
priceComparisonsReport = MarketOperationUtils._computePriceComparisonsReport(
|
||||
@@ -692,7 +742,7 @@ export class MarketOperationUtils {
|
||||
wholeOrderPrice,
|
||||
);
|
||||
}
|
||||
return { ...optimizerResult, quoteReport, priceComparisonsReport };
|
||||
return { ...optimizerResult, quoteReport, extendedQuoteReportSources, priceComparisonsReport };
|
||||
}
|
||||
|
||||
private async _refreshPoolCacheIfRequiredAsync(takerToken: string, makerToken: string): Promise<void> {
|
||||
@@ -711,7 +761,8 @@ export class MarketOperationUtils {
|
||||
side: MarketOperation,
|
||||
inputAmount: BigNumber,
|
||||
optimalPath: Path,
|
||||
fills: Array<Array<Fill<FillData>>>,
|
||||
dexQuotes: DexSample[][],
|
||||
fills: Fill[][],
|
||||
opts: GenerateOptimizedOrdersOpts,
|
||||
penaltyOpts: PathPenaltyOpts,
|
||||
): Promise<void> {
|
||||
@@ -725,13 +776,37 @@ export class MarketOperationUtils {
|
||||
if (opts.allowFallback && fragileFills.length !== 0) {
|
||||
// We create a fallback path that is exclusive of Native liquidity
|
||||
// This is the optimal on-chain path for the entire input amount
|
||||
const sturdyFills = fills.filter(p => p.length > 0 && !fragileSources.includes(p[0].source));
|
||||
const sturdyOptimalPath = await findOptimalPathAsync(side, sturdyFills, inputAmount, opts.runLimit, {
|
||||
const sturdyPenaltyOpts = {
|
||||
...penaltyOpts,
|
||||
exchangeProxyOverhead: (sourceFlags: bigint) =>
|
||||
// tslint:disable-next-line: no-bitwise
|
||||
penaltyOpts.exchangeProxyOverhead(sourceFlags | optimalPath.sourceFlags),
|
||||
});
|
||||
};
|
||||
|
||||
let sturdyOptimalPath: Path | undefined;
|
||||
if (SHOULD_USE_RUST_ROUTER) {
|
||||
const sturdySamples = dexQuotes.filter(
|
||||
samples => samples.length > 0 && !fragileSources.includes(samples[0].source),
|
||||
);
|
||||
sturdyOptimalPath = findOptimalRustPathFromSamples(
|
||||
side,
|
||||
sturdySamples,
|
||||
[],
|
||||
inputAmount,
|
||||
sturdyPenaltyOpts,
|
||||
opts.feeSchedule,
|
||||
this._sampler.chainId,
|
||||
);
|
||||
} else {
|
||||
const sturdyFills = fills.filter(p => p.length > 0 && !fragileSources.includes(p[0].source));
|
||||
sturdyOptimalPath = await findOptimalPathJSAsync(
|
||||
side,
|
||||
sturdyFills,
|
||||
inputAmount,
|
||||
opts.runLimit,
|
||||
sturdyPenaltyOpts,
|
||||
);
|
||||
}
|
||||
// Calculate the slippage of on-chain sources compared to the most optimal path
|
||||
// if within an acceptable threshold we enable a fallback to prevent reverts
|
||||
if (
|
||||
|
@@ -3,7 +3,7 @@ import { AbiEncoder, BigNumber } from '@0x/utils';
|
||||
|
||||
import { AssetSwapperContractAddresses, MarketOperation } from '../../types';
|
||||
|
||||
import { MAX_UINT256, NULL_BYTES, ZERO_AMOUNT } from './constants';
|
||||
import { MAX_UINT256, ZERO_AMOUNT } from './constants';
|
||||
import {
|
||||
AggregationError,
|
||||
BalancerFillData,
|
||||
@@ -180,12 +180,20 @@ export function getErc20BridgeSourceToBridgeSource(source: ERC20BridgeSource): s
|
||||
return encodeBridgeSourceId(BridgeProtocol.Nerve, 'IronSwap');
|
||||
case ERC20BridgeSource.ACryptos:
|
||||
return encodeBridgeSourceId(BridgeProtocol.Curve, 'ACryptoS');
|
||||
case ERC20BridgeSource.Clipper:
|
||||
return encodeBridgeSourceId(BridgeProtocol.Clipper, 'Clipper');
|
||||
case ERC20BridgeSource.Pangolin:
|
||||
return encodeBridgeSourceId(BridgeProtocol.UniswapV2, 'Pangolin');
|
||||
case ERC20BridgeSource.TraderJoe:
|
||||
return encodeBridgeSourceId(BridgeProtocol.UniswapV2, 'TraderJoe');
|
||||
case ERC20BridgeSource.UbeSwap:
|
||||
return encodeBridgeSourceId(BridgeProtocol.UniswapV2, 'UbeSwap');
|
||||
case ERC20BridgeSource.Beethovenx:
|
||||
return encodeBridgeSourceId(BridgeProtocol.BalancerV2, 'Beethovenx');
|
||||
case ERC20BridgeSource.SpiritSwap:
|
||||
return encodeBridgeSourceId(BridgeProtocol.UniswapV2, 'SpiritSwap');
|
||||
case ERC20BridgeSource.SpookySwap:
|
||||
return encodeBridgeSourceId(BridgeProtocol.UniswapV2, 'SpookySwap');
|
||||
case ERC20BridgeSource.MorpheusSwap:
|
||||
return encodeBridgeSourceId(BridgeProtocol.UniswapV2, 'MorpheusSwap');
|
||||
default:
|
||||
throw new Error(AggregationError.NoBridgeForSource);
|
||||
}
|
||||
@@ -234,6 +242,7 @@ export function createBridgeDataForBridgeOrder(order: OptimizedMarketBridgeOrder
|
||||
bridgeData = encoder.encode([balancerFillData.poolAddress]);
|
||||
break;
|
||||
case ERC20BridgeSource.BalancerV2:
|
||||
case ERC20BridgeSource.Beethovenx:
|
||||
const balancerV2FillData = (order as OptimizedMarketBridgeOrder<BalancerV2FillData>).fillData;
|
||||
const { vault, poolId } = balancerV2FillData;
|
||||
bridgeData = encoder.encode([vault, poolId]);
|
||||
@@ -262,6 +271,10 @@ export function createBridgeDataForBridgeOrder(order: OptimizedMarketBridgeOrder
|
||||
case ERC20BridgeSource.JetSwap:
|
||||
case ERC20BridgeSource.Pangolin:
|
||||
case ERC20BridgeSource.TraderJoe:
|
||||
case ERC20BridgeSource.UbeSwap:
|
||||
case ERC20BridgeSource.SpiritSwap:
|
||||
case ERC20BridgeSource.SpookySwap:
|
||||
case ERC20BridgeSource.MorpheusSwap:
|
||||
const uniswapV2FillData = (order as OptimizedMarketBridgeOrder<UniswapV2FillData>).fillData;
|
||||
bridgeData = encoder.encode([uniswapV2FillData.router, uniswapV2FillData.tokenAddressPath]);
|
||||
break;
|
||||
@@ -326,10 +339,6 @@ export function createBridgeDataForBridgeOrder(order: OptimizedMarketBridgeOrder
|
||||
const lidoFillData = (order as OptimizedMarketBridgeOrder<LidoFillData>).fillData;
|
||||
bridgeData = encoder.encode([lidoFillData.stEthTokenAddress]);
|
||||
break;
|
||||
case ERC20BridgeSource.Clipper:
|
||||
const clipperFillData = (order as OptimizedMarketBridgeOrder<LiquidityProviderFillData>).fillData;
|
||||
bridgeData = encoder.encode([clipperFillData.poolAddress, NULL_BYTES]);
|
||||
break;
|
||||
default:
|
||||
throw new Error(AggregationError.NoBridgeForSource);
|
||||
}
|
||||
@@ -456,6 +465,11 @@ export const BRIDGE_ENCODERS: {
|
||||
[ERC20BridgeSource.ShibaSwap]: routerAddressPathEncoder,
|
||||
[ERC20BridgeSource.Pangolin]: routerAddressPathEncoder,
|
||||
[ERC20BridgeSource.TraderJoe]: routerAddressPathEncoder,
|
||||
[ERC20BridgeSource.SpiritSwap]: routerAddressPathEncoder,
|
||||
[ERC20BridgeSource.SpookySwap]: routerAddressPathEncoder,
|
||||
[ERC20BridgeSource.MorpheusSwap]: routerAddressPathEncoder,
|
||||
// Celo
|
||||
[ERC20BridgeSource.UbeSwap]: routerAddressPathEncoder,
|
||||
// BSC
|
||||
[ERC20BridgeSource.PancakeSwap]: routerAddressPathEncoder,
|
||||
[ERC20BridgeSource.PancakeSwapV2]: routerAddressPathEncoder,
|
||||
@@ -483,16 +497,13 @@ export const BRIDGE_ENCODERS: {
|
||||
// Custom integrations
|
||||
[ERC20BridgeSource.MakerPsm]: makerPsmEncoder,
|
||||
[ERC20BridgeSource.BalancerV2]: balancerV2Encoder,
|
||||
[ERC20BridgeSource.Beethovenx]: balancerV2Encoder,
|
||||
[ERC20BridgeSource.UniswapV3]: AbiEncoder.create([
|
||||
{ name: 'router', type: 'address' },
|
||||
{ name: 'path', type: 'bytes' },
|
||||
]),
|
||||
[ERC20BridgeSource.KyberDmm]: AbiEncoder.create('(address,address[],address[])'),
|
||||
[ERC20BridgeSource.Lido]: AbiEncoder.create('(address)'),
|
||||
[ERC20BridgeSource.Clipper]: AbiEncoder.create([
|
||||
{ name: 'provider', type: 'address' },
|
||||
{ name: 'data', type: 'bytes' },
|
||||
]),
|
||||
};
|
||||
|
||||
function getFillTokenAmounts(fill: CollapsedFill, side: MarketOperation): [BigNumber, BigNumber] {
|
||||
|
@@ -3,6 +3,7 @@ import { BigNumber } from '@0x/utils';
|
||||
import { MarketOperation } from '../../types';
|
||||
|
||||
import { POSITIVE_INF, ZERO_AMOUNT } from './constants';
|
||||
import { ethToOutputAmount } from './fills';
|
||||
import { createBridgeOrder, createNativeOptimizedOrder, CreateOrderFromPathOpts, getMakerTakerTokens } from './orders';
|
||||
import { getCompleteRate, getRate } from './rate_utils';
|
||||
import {
|
||||
@@ -25,12 +26,14 @@ export interface PathPenaltyOpts {
|
||||
outputAmountPerEth: BigNumber;
|
||||
inputAmountPerEth: BigNumber;
|
||||
exchangeProxyOverhead: ExchangeProxyOverhead;
|
||||
gasPrice: BigNumber;
|
||||
}
|
||||
|
||||
export const DEFAULT_PATH_PENALTY_OPTS: PathPenaltyOpts = {
|
||||
outputAmountPerEth: ZERO_AMOUNT,
|
||||
inputAmountPerEth: ZERO_AMOUNT,
|
||||
exchangeProxyOverhead: () => ZERO_AMOUNT,
|
||||
gasPrice: ZERO_AMOUNT,
|
||||
};
|
||||
|
||||
export class Path {
|
||||
@@ -143,9 +146,13 @@ export class Path {
|
||||
const { input, output } = this._adjustedSize;
|
||||
const { exchangeProxyOverhead, outputAmountPerEth, inputAmountPerEth } = this.pathPenaltyOpts;
|
||||
const gasOverhead = exchangeProxyOverhead(this.sourceFlags);
|
||||
const pathPenalty = !outputAmountPerEth.isZero()
|
||||
? outputAmountPerEth.times(gasOverhead)
|
||||
: inputAmountPerEth.times(gasOverhead).times(output.dividedToIntegerBy(input));
|
||||
const pathPenalty = ethToOutputAmount({
|
||||
input,
|
||||
output,
|
||||
inputAmountPerEth,
|
||||
outputAmountPerEth,
|
||||
ethAmount: gasOverhead,
|
||||
});
|
||||
return {
|
||||
input,
|
||||
output: this.side === MarketOperation.Sell ? output.minus(pathPenalty) : output.plus(pathPenalty),
|
||||
|
@@ -1,20 +1,378 @@
|
||||
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 * as _ from 'lodash';
|
||||
import { performance } from 'perf_hooks';
|
||||
|
||||
import { MarketOperation } from '../../types';
|
||||
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 { ERC20BridgeSource, Fill } from './types';
|
||||
import { getRate } from './rate_utils';
|
||||
import { DexSample, ERC20BridgeSource, FeeSchedule, Fill, FillData } 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;
|
||||
|
||||
const isDexSample = (obj: DexSample | NativeOrderWithFillableAmounts): obj is DexSample => !!(obj as DexSample).source;
|
||||
|
||||
function nativeOrderToNormalizedAmounts(
|
||||
side: MarketOperation,
|
||||
nativeOrder: NativeOrderWithFillableAmounts,
|
||||
): { input: BigNumber; output: BigNumber } {
|
||||
const { fillableTakerAmount, fillableTakerFeeAmount, fillableMakerAmount } = nativeOrder;
|
||||
const makerAmount = fillableMakerAmount;
|
||||
const takerAmount = fillableTakerAmount.plus(fillableTakerFeeAmount);
|
||||
const input = side === MarketOperation.Sell ? takerAmount : makerAmount;
|
||||
const output = side === MarketOperation.Sell ? makerAmount : takerAmount;
|
||||
|
||||
return { input, output };
|
||||
}
|
||||
|
||||
function calculateOuputFee(
|
||||
side: MarketOperation,
|
||||
sampleOrNativeOrder: DexSample | NativeOrderWithFillableAmounts,
|
||||
outputAmountPerEth: BigNumber,
|
||||
inputAmountPerEth: BigNumber,
|
||||
fees: FeeSchedule,
|
||||
): BigNumber {
|
||||
if (isDexSample(sampleOrNativeOrder)) {
|
||||
const { input, output, source, fillData } = sampleOrNativeOrder;
|
||||
const fee = fees[source]?.(fillData) || 0;
|
||||
const outputFee = ethToOutputAmount({
|
||||
input,
|
||||
output,
|
||||
inputAmountPerEth,
|
||||
outputAmountPerEth,
|
||||
ethAmount: fee,
|
||||
});
|
||||
return outputFee;
|
||||
} else {
|
||||
const { input, output } = nativeOrderToNormalizedAmounts(side, sampleOrNativeOrder);
|
||||
const fee = fees[ERC20BridgeSource.Native]?.(sampleOrNativeOrder) || 0;
|
||||
const outputFee = ethToOutputAmount({
|
||||
input,
|
||||
output,
|
||||
inputAmountPerEth,
|
||||
outputAmountPerEth,
|
||||
ethAmount: fee,
|
||||
});
|
||||
return outputFee;
|
||||
}
|
||||
}
|
||||
|
||||
// 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[][],
|
||||
nativeOrders: NativeOrderWithFillableAmounts[],
|
||||
input: BigNumber,
|
||||
opts: PathPenaltyOpts,
|
||||
fees: FeeSchedule,
|
||||
): 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 samplesAndNativeOrdersWithResults: Array<DexSample[] | NativeOrderWithFillableAmounts[]> = [];
|
||||
const serializedPaths: SerializedPath[] = [];
|
||||
for (const singleSourceSamples of samples) {
|
||||
if (singleSourceSamples.length === 0) {
|
||||
continue;
|
||||
}
|
||||
|
||||
const singleSourceSamplesWithOutput = [...singleSourceSamples];
|
||||
for (let i = singleSourceSamples.length - 1; i >= 0; i--) {
|
||||
if (singleSourceSamples[i].output.isZero()) {
|
||||
// Remove trailing 0 output samples
|
||||
singleSourceSamplesWithOutput.pop();
|
||||
} else {
|
||||
break;
|
||||
}
|
||||
}
|
||||
|
||||
if (singleSourceSamplesWithOutput.length < MIN_NUM_SAMPLE_INPUTS) {
|
||||
continue;
|
||||
}
|
||||
|
||||
// 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.inputs.push(sample.input.integerValue().toNumber());
|
||||
memo.outputs.push(sample.output.integerValue().toNumber());
|
||||
memo.outputFees.push(
|
||||
calculateOuputFee(side, sample, opts.outputAmountPerEth, opts.inputAmountPerEth, fees)
|
||||
.integerValue()
|
||||
.toNumber(),
|
||||
);
|
||||
|
||||
return memo;
|
||||
},
|
||||
{
|
||||
ids: [],
|
||||
inputs: [],
|
||||
outputs: [],
|
||||
outputFees: [],
|
||||
},
|
||||
);
|
||||
|
||||
samplesAndNativeOrdersWithResults.push(singleSourceSamplesWithOutput);
|
||||
serializedPaths.push(serializedPath);
|
||||
}
|
||||
|
||||
for (const [idx, nativeOrder] of nativeOrders.entries()) {
|
||||
const { input: normalizedOrderInput, output: normalizedOrderOutput } = nativeOrderToNormalizedAmounts(
|
||||
side,
|
||||
nativeOrder,
|
||||
);
|
||||
// NOTE: skip dummy order created in swap_quoter
|
||||
// TODO: remove dummy order and this logic once we don't need the JS router
|
||||
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];
|
||||
|
||||
const serializedPath: SerializedPath = {
|
||||
ids,
|
||||
inputs,
|
||||
outputs,
|
||||
outputFees,
|
||||
};
|
||||
|
||||
samplesAndNativeOrdersWithResults.push([nativeOrder]);
|
||||
serializedPaths.push(serializedPath);
|
||||
}
|
||||
|
||||
if (serializedPaths.length === 0) {
|
||||
return undefined;
|
||||
}
|
||||
|
||||
const rustArgs: OptimizerCapture = {
|
||||
side,
|
||||
targetInput: input.toNumber(),
|
||||
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',
|
||||
);
|
||||
|
||||
assert.assert(
|
||||
rustArgs.pathsIn.length === allSourcesRustRoute.length,
|
||||
'different number of sources in the Router output than the input',
|
||||
);
|
||||
|
||||
const routesAndSamples = _.zip(allSourcesRustRoute, samplesAndNativeOrdersWithResults);
|
||||
|
||||
const adjustedFills: Fill[] = [];
|
||||
const totalRoutedAmount = BigNumber.sum(...allSourcesRustRoute);
|
||||
|
||||
const scale = input.dividedBy(totalRoutedAmount);
|
||||
for (const [routeInput, routeSamplesAndNativeOrders] of routesAndSamples) {
|
||||
if (!routeInput || !routeSamplesAndNativeOrders) {
|
||||
continue;
|
||||
}
|
||||
// TODO(kimpers): [TKR-241] amounts are sometimes clipped in the router due to precisions 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),
|
||||
input,
|
||||
);
|
||||
|
||||
const current = routeSamplesAndNativeOrders[routeSamplesAndNativeOrders.length - 1];
|
||||
if (!isDexSample(current)) {
|
||||
const nativeFill = nativeOrdersToFills(
|
||||
side,
|
||||
[current],
|
||||
rustInputAdjusted,
|
||||
opts.outputAmountPerEth,
|
||||
opts.inputAmountPerEth,
|
||||
fees,
|
||||
)[0];
|
||||
// NOTE: For Limit/RFQ orders we are done here. No need to scale output
|
||||
adjustedFills.push(nativeFill);
|
||||
continue;
|
||||
}
|
||||
|
||||
// NOTE: For DexSamples only
|
||||
let fill = createFill(current);
|
||||
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
|
||||
// gas used
|
||||
|
||||
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]);
|
||||
}
|
||||
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,
|
||||
});
|
||||
} else {
|
||||
assert.assert(Boolean(left || right), 'No valid sample to use');
|
||||
fill = createFill(left || right);
|
||||
}
|
||||
break;
|
||||
}
|
||||
}
|
||||
|
||||
const scaleOutput = (output: BigNumber) =>
|
||||
output
|
||||
.dividedBy(fill.input)
|
||||
.times(rustInputAdjusted)
|
||||
.decimalPlaces(0, side === MarketOperation.Sell ? BigNumber.ROUND_FLOOR : BigNumber.ROUND_CEIL);
|
||||
adjustedFills.push({
|
||||
...fill,
|
||||
input: rustInputAdjusted,
|
||||
output: scaleOutput(fill.output),
|
||||
adjustedOutput: scaleOutput(fill.adjustedOutput),
|
||||
index: 0,
|
||||
parent: undefined,
|
||||
});
|
||||
}
|
||||
|
||||
const pathFromRustInputs = Path.create(side, adjustedFills, input);
|
||||
|
||||
return pathFromRustInputs;
|
||||
}
|
||||
|
||||
export function findOptimalRustPathFromSamples(
|
||||
side: MarketOperation,
|
||||
samples: DexSample[][],
|
||||
nativeOrders: NativeOrderWithFillableAmounts[],
|
||||
input: BigNumber,
|
||||
opts: PathPenaltyOpts,
|
||||
fees: FeeSchedule,
|
||||
chainId: ChainId,
|
||||
): 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);
|
||||
if (!allSourcesPath) {
|
||||
return undefined;
|
||||
}
|
||||
|
||||
const vipSources = VIP_ERC20_BRIDGE_SOURCES_BY_CHAIN_ID[chainId];
|
||||
|
||||
// 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) {
|
||||
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 { 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();
|
||||
return vipSourcesPath;
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
logPerformance();
|
||||
return allSourcesPath;
|
||||
}
|
||||
|
||||
/**
|
||||
* Find the optimal mixture of fills that maximizes (for sells) or minimizes
|
||||
* (for buys) output, while meeting the input requirement.
|
||||
*/
|
||||
export async function findOptimalPathAsync(
|
||||
export async function findOptimalPathJSAsync(
|
||||
side: MarketOperation,
|
||||
fills: Fill[][],
|
||||
targetInput: BigNumber,
|
||||
|
@@ -20,7 +20,8 @@ import {
|
||||
import {
|
||||
BALANCER_V2_VAULT_ADDRESS_BY_CHAIN,
|
||||
BANCOR_REGISTRY_BY_CHAIN_ID,
|
||||
CLIPPER_INFO_BY_CHAIN,
|
||||
BEETHOVEN_X_SUBGRAPH_URL_BY_CHAIN,
|
||||
BEETHOVEN_X_VAULT_ADDRESS_BY_CHAIN,
|
||||
DODOV1_CONFIG_BY_CHAIN_ID,
|
||||
DODOV2_FACTORIES_BY_CHAIN_ID,
|
||||
KYBER_CONFIG_BY_CHAIN_ID,
|
||||
@@ -123,6 +124,10 @@ export class SamplerOperations {
|
||||
? poolsCaches
|
||||
: {
|
||||
[ERC20BridgeSource.BalancerV2]: new BalancerV2PoolsCache(chainId),
|
||||
[ERC20BridgeSource.Beethovenx]: new BalancerV2PoolsCache(
|
||||
chainId,
|
||||
BEETHOVEN_X_SUBGRAPH_URL_BY_CHAIN[chainId],
|
||||
),
|
||||
[ERC20BridgeSource.Balancer]: new BalancerPoolsCache(),
|
||||
[ERC20BridgeSource.Cream]: new CreamPoolsCache(),
|
||||
};
|
||||
@@ -1198,6 +1203,10 @@ export class SamplerOperations {
|
||||
case ERC20BridgeSource.JetSwap:
|
||||
case ERC20BridgeSource.Pangolin:
|
||||
case ERC20BridgeSource.TraderJoe:
|
||||
case ERC20BridgeSource.UbeSwap:
|
||||
case ERC20BridgeSource.SpiritSwap:
|
||||
case ERC20BridgeSource.SpookySwap:
|
||||
case ERC20BridgeSource.MorpheusSwap:
|
||||
const uniLikeRouter = uniswapV2LikeRouterAddress(this.chainId, source);
|
||||
if (!isValidAddress(uniLikeRouter)) {
|
||||
return [];
|
||||
@@ -1299,13 +1308,14 @@ export class SamplerOperations {
|
||||
),
|
||||
);
|
||||
case ERC20BridgeSource.BalancerV2:
|
||||
case ERC20BridgeSource.Beethovenx:
|
||||
const poolIds =
|
||||
this.poolsCaches[ERC20BridgeSource.BalancerV2].getCachedPoolAddressesForPair(
|
||||
takerToken,
|
||||
makerToken,
|
||||
) || [];
|
||||
this.poolsCaches[source].getCachedPoolAddressesForPair(takerToken, makerToken) || [];
|
||||
|
||||
const vault = BALANCER_V2_VAULT_ADDRESS_BY_CHAIN[this.chainId];
|
||||
const vault =
|
||||
source === ERC20BridgeSource.BalancerV2
|
||||
? BALANCER_V2_VAULT_ADDRESS_BY_CHAIN[this.chainId]
|
||||
: BEETHOVEN_X_VAULT_ADDRESS_BY_CHAIN[this.chainId];
|
||||
if (vault === NULL_ADDRESS) {
|
||||
return [];
|
||||
}
|
||||
@@ -1315,10 +1325,9 @@ export class SamplerOperations {
|
||||
makerToken,
|
||||
takerToken,
|
||||
takerFillAmounts,
|
||||
ERC20BridgeSource.BalancerV2,
|
||||
source,
|
||||
),
|
||||
);
|
||||
|
||||
case ERC20BridgeSource.Cream:
|
||||
return (
|
||||
this.poolsCaches[ERC20BridgeSource.Cream].getCachedPoolAddressesForPair(
|
||||
@@ -1416,32 +1425,6 @@ export class SamplerOperations {
|
||||
|
||||
return this.getLidoSellQuotes(lidoInfo, makerToken, takerToken, takerFillAmounts);
|
||||
}
|
||||
case ERC20BridgeSource.Clipper:
|
||||
const { poolAddress: clipperPoolAddress, tokens: clipperTokens } = CLIPPER_INFO_BY_CHAIN[
|
||||
this.chainId
|
||||
];
|
||||
if (
|
||||
clipperPoolAddress === NULL_ADDRESS ||
|
||||
!clipperTokens.includes(makerToken) ||
|
||||
!clipperTokens.includes(takerToken)
|
||||
) {
|
||||
return [];
|
||||
}
|
||||
// Clipper requires WETH to be represented as address(0)
|
||||
const adjustedMakerToken =
|
||||
makerToken === NATIVE_FEE_TOKEN_BY_CHAIN_ID[this.chainId] ? NULL_ADDRESS : makerToken;
|
||||
const adjustedTakerToken =
|
||||
takerToken === NATIVE_FEE_TOKEN_BY_CHAIN_ID[this.chainId] ? NULL_ADDRESS : takerToken;
|
||||
// Supports the PLP interface
|
||||
return this.getLiquidityProviderSellQuotes(
|
||||
clipperPoolAddress,
|
||||
adjustedMakerToken,
|
||||
adjustedTakerToken,
|
||||
takerFillAmounts,
|
||||
// tslint:disable-next-line: custom-no-magic-numbers
|
||||
0, // Not used for Clipper
|
||||
ERC20BridgeSource.Clipper,
|
||||
);
|
||||
default:
|
||||
throw new Error(`Unsupported sell sample source: ${source}`);
|
||||
}
|
||||
@@ -1493,6 +1476,10 @@ export class SamplerOperations {
|
||||
case ERC20BridgeSource.JetSwap:
|
||||
case ERC20BridgeSource.Pangolin:
|
||||
case ERC20BridgeSource.TraderJoe:
|
||||
case ERC20BridgeSource.UbeSwap:
|
||||
case ERC20BridgeSource.SpiritSwap:
|
||||
case ERC20BridgeSource.SpookySwap:
|
||||
case ERC20BridgeSource.MorpheusSwap:
|
||||
const uniLikeRouter = uniswapV2LikeRouterAddress(this.chainId, source);
|
||||
if (!isValidAddress(uniLikeRouter)) {
|
||||
return [];
|
||||
@@ -1594,13 +1581,14 @@ export class SamplerOperations {
|
||||
),
|
||||
);
|
||||
case ERC20BridgeSource.BalancerV2:
|
||||
case ERC20BridgeSource.Beethovenx:
|
||||
const poolIds =
|
||||
this.poolsCaches[ERC20BridgeSource.BalancerV2].getCachedPoolAddressesForPair(
|
||||
takerToken,
|
||||
makerToken,
|
||||
) || [];
|
||||
this.poolsCaches[source].getCachedPoolAddressesForPair(takerToken, makerToken) || [];
|
||||
|
||||
const vault = BALANCER_V2_VAULT_ADDRESS_BY_CHAIN[this.chainId];
|
||||
const vault =
|
||||
source === ERC20BridgeSource.BalancerV2
|
||||
? BALANCER_V2_VAULT_ADDRESS_BY_CHAIN[this.chainId]
|
||||
: BEETHOVEN_X_VAULT_ADDRESS_BY_CHAIN[this.chainId];
|
||||
if (vault === NULL_ADDRESS) {
|
||||
return [];
|
||||
}
|
||||
@@ -1610,7 +1598,7 @@ export class SamplerOperations {
|
||||
makerToken,
|
||||
takerToken,
|
||||
makerFillAmounts,
|
||||
ERC20BridgeSource.BalancerV2,
|
||||
source,
|
||||
),
|
||||
);
|
||||
case ERC20BridgeSource.Cream:
|
||||
@@ -1706,32 +1694,6 @@ export class SamplerOperations {
|
||||
|
||||
return this.getLidoBuyQuotes(lidoInfo, makerToken, takerToken, makerFillAmounts);
|
||||
}
|
||||
case ERC20BridgeSource.Clipper:
|
||||
const { poolAddress: clipperPoolAddress, tokens: clipperTokens } = CLIPPER_INFO_BY_CHAIN[
|
||||
this.chainId
|
||||
];
|
||||
if (
|
||||
clipperPoolAddress === NULL_ADDRESS ||
|
||||
!clipperTokens.includes(makerToken) ||
|
||||
!clipperTokens.includes(takerToken)
|
||||
) {
|
||||
return [];
|
||||
}
|
||||
// Clipper requires WETH to be represented as address(0)
|
||||
const adjustedMakerToken =
|
||||
makerToken === NATIVE_FEE_TOKEN_BY_CHAIN_ID[this.chainId] ? NULL_ADDRESS : makerToken;
|
||||
const adjustedTakerToken =
|
||||
takerToken === NATIVE_FEE_TOKEN_BY_CHAIN_ID[this.chainId] ? NULL_ADDRESS : takerToken;
|
||||
// Supports the PLP interface
|
||||
return this.getLiquidityProviderBuyQuotes(
|
||||
clipperPoolAddress,
|
||||
adjustedMakerToken,
|
||||
adjustedTakerToken,
|
||||
makerFillAmounts,
|
||||
// tslint:disable-next-line: custom-no-magic-numbers
|
||||
0, // Not used for Clipper
|
||||
ERC20BridgeSource.Clipper,
|
||||
);
|
||||
default:
|
||||
throw new Error(`Unsupported buy sample source: ${source}`);
|
||||
}
|
||||
|
@@ -3,13 +3,12 @@ import {
|
||||
FillQuoteTransformerOrderType,
|
||||
FillQuoteTransformerRfqOrderInfo,
|
||||
} from '@0x/protocol-utils';
|
||||
import { V4RFQIndicativeQuote } from '@0x/quote-server';
|
||||
import { MarketOperation } from '@0x/types';
|
||||
import { BigNumber } from '@0x/utils';
|
||||
|
||||
import { NativeOrderWithFillableAmounts, RfqFirmQuoteValidator, RfqRequestOpts } from '../../types';
|
||||
import { QuoteRequestor } from '../../utils/quote_requestor';
|
||||
import { PriceComparisonsReport, QuoteReport } from '../quote_report_generator';
|
||||
import { QuoteRequestor, V4RFQIndicativeQuoteMM } from '../../utils/quote_requestor';
|
||||
import { ExtendedQuoteReportSources, PriceComparisonsReport, QuoteReport } from '../quote_report_generator';
|
||||
|
||||
import { CollapsedPath } from './path';
|
||||
import { SourceFilters } from './source_filters';
|
||||
@@ -69,7 +68,6 @@ export enum ERC20BridgeSource {
|
||||
CurveV2 = 'Curve_V2',
|
||||
Lido = 'Lido',
|
||||
ShibaSwap = 'ShibaSwap',
|
||||
Clipper = 'Clipper',
|
||||
// BSC only
|
||||
PancakeSwap = 'PancakeSwap',
|
||||
PancakeSwapV2 = 'PancakeSwap_V2',
|
||||
@@ -94,8 +92,19 @@ export enum ERC20BridgeSource {
|
||||
// Avalanche
|
||||
Pangolin = 'Pangolin',
|
||||
TraderJoe = 'TraderJoe',
|
||||
// Celo only
|
||||
UbeSwap = 'UbeSwap',
|
||||
// Fantom
|
||||
SpiritSwap = 'SpiritSwap',
|
||||
SpookySwap = 'SpookySwap',
|
||||
Beethovenx = 'Beethovenx',
|
||||
MorpheusSwap = 'MorpheusSwap',
|
||||
}
|
||||
export type SourcesWithPoolsCache = ERC20BridgeSource.Balancer | ERC20BridgeSource.BalancerV2 | ERC20BridgeSource.Cream;
|
||||
export type SourcesWithPoolsCache =
|
||||
| ERC20BridgeSource.Balancer
|
||||
| ERC20BridgeSource.BalancerV2
|
||||
| ERC20BridgeSource.Beethovenx
|
||||
| ERC20BridgeSource.Cream;
|
||||
|
||||
// tslint:disable: enum-naming
|
||||
/**
|
||||
@@ -455,6 +464,11 @@ export interface GetMarketOrdersOpts {
|
||||
* hopping to. E.g DAI->USDC via an adjacent token WETH
|
||||
*/
|
||||
tokenAdjacencyGraph: TokenAdjacencyGraph;
|
||||
|
||||
/**
|
||||
* Gas price to use for quote
|
||||
*/
|
||||
gasPrice: BigNumber;
|
||||
}
|
||||
|
||||
/**
|
||||
@@ -484,6 +498,7 @@ export interface OptimizerResult {
|
||||
|
||||
export interface OptimizerResultWithReport extends OptimizerResult {
|
||||
quoteReport?: QuoteReport;
|
||||
extendedQuoteReportSources?: ExtendedQuoteReportSources;
|
||||
priceComparisonsReport?: PriceComparisonsReport;
|
||||
}
|
||||
|
||||
@@ -512,7 +527,7 @@ export interface MarketSideLiquidity {
|
||||
|
||||
export interface RawQuotes {
|
||||
nativeOrders: NativeOrderWithFillableAmounts[];
|
||||
rfqtIndicativeQuotes: V4RFQIndicativeQuote[];
|
||||
rfqtIndicativeQuotes: V4RFQIndicativeQuoteMM[];
|
||||
twoHopQuotes: Array<DexSample<MultiHopFillData>>;
|
||||
dexQuotes: Array<Array<DexSample<FillData>>>;
|
||||
}
|
||||
@@ -534,10 +549,11 @@ export interface GenerateOptimizedOrdersOpts {
|
||||
bridgeSlippage?: number;
|
||||
maxFallbackSlippage?: number;
|
||||
excludedSources?: ERC20BridgeSource[];
|
||||
feeSchedule?: FeeSchedule;
|
||||
feeSchedule: FeeSchedule;
|
||||
exchangeProxyOverhead?: ExchangeProxyOverhead;
|
||||
allowFallback?: boolean;
|
||||
shouldBatchBridgeOrders?: boolean;
|
||||
gasPrice: BigNumber;
|
||||
}
|
||||
|
||||
export interface ComparisonPrice {
|
||||
|
@@ -14,8 +14,9 @@ import {
|
||||
NativeFillData,
|
||||
NativeLimitOrderFillData,
|
||||
NativeRfqOrderFillData,
|
||||
RawQuotes,
|
||||
} from './market_operation_utils/types';
|
||||
import { QuoteRequestor } from './quote_requestor';
|
||||
import { QuoteRequestor, V4RFQIndicativeQuoteMM } from './quote_requestor';
|
||||
|
||||
export interface QuoteReportEntryBase {
|
||||
liquiditySource: ERC20BridgeSource;
|
||||
@@ -36,30 +37,77 @@ export interface NativeLimitOrderQuoteReportEntry extends QuoteReportEntryBase {
|
||||
liquiditySource: ERC20BridgeSource.Native;
|
||||
fillData: NativeFillData;
|
||||
fillableTakerAmount: BigNumber;
|
||||
isRfqt: false;
|
||||
isRFQ: false;
|
||||
}
|
||||
|
||||
export interface NativeRfqOrderQuoteReportEntry extends QuoteReportEntryBase {
|
||||
liquiditySource: ERC20BridgeSource.Native;
|
||||
fillData: NativeFillData;
|
||||
fillableTakerAmount: BigNumber;
|
||||
isRfqt: true;
|
||||
isRFQ: true;
|
||||
nativeOrder: RfqOrderFields;
|
||||
makerUri: string;
|
||||
comparisonPrice?: number;
|
||||
}
|
||||
|
||||
export interface IndicativeRfqOrderQuoteReportEntry extends QuoteReportEntryBase {
|
||||
liquiditySource: ERC20BridgeSource.Native;
|
||||
fillableTakerAmount: BigNumber;
|
||||
isRFQ: true;
|
||||
makerUri?: string;
|
||||
comparisonPrice?: number;
|
||||
}
|
||||
|
||||
export type QuoteReportEntry =
|
||||
| BridgeQuoteReportEntry
|
||||
| MultiHopQuoteReportEntry
|
||||
| NativeLimitOrderQuoteReportEntry
|
||||
| NativeRfqOrderQuoteReportEntry;
|
||||
|
||||
export type ExtendedQuoteReportEntry =
|
||||
| BridgeQuoteReportEntry
|
||||
| MultiHopQuoteReportEntry
|
||||
| NativeLimitOrderQuoteReportEntry
|
||||
| NativeRfqOrderQuoteReportEntry
|
||||
| IndicativeRfqOrderQuoteReportEntry;
|
||||
|
||||
export type ExtendedQuoteReportIndexedEntry = ExtendedQuoteReportEntry & {
|
||||
quoteEntryIndex: number;
|
||||
isDelivered: boolean;
|
||||
};
|
||||
|
||||
export type ExtendedQuoteReportIndexedEntryOutbound = Omit<ExtendedQuoteReportIndexedEntry, 'fillData'> & {
|
||||
fillData?: string;
|
||||
};
|
||||
|
||||
export interface QuoteReport {
|
||||
sourcesConsidered: QuoteReportEntry[];
|
||||
sourcesDelivered: QuoteReportEntry[];
|
||||
}
|
||||
|
||||
export interface ExtendedQuoteReportSources {
|
||||
sourcesConsidered: ExtendedQuoteReportIndexedEntry[];
|
||||
sourcesDelivered: ExtendedQuoteReportIndexedEntry[] | undefined;
|
||||
}
|
||||
|
||||
export interface ExtendedQuoteReport {
|
||||
quoteId?: string;
|
||||
taker?: string;
|
||||
timestamp: number;
|
||||
firmQuoteReport: boolean;
|
||||
submissionBy: 'taker' | 'metaTxn' | 'rfqm';
|
||||
buyAmount?: string;
|
||||
sellAmount?: string;
|
||||
buyTokenAddress: string;
|
||||
sellTokenAddress: string;
|
||||
integratorId?: string;
|
||||
slippageBips?: number;
|
||||
zeroExTransactionHash?: string;
|
||||
decodedUniqueId?: string;
|
||||
sourcesConsidered: ExtendedQuoteReportIndexedEntryOutbound[];
|
||||
sourcesDelivered: ExtendedQuoteReportIndexedEntryOutbound[] | undefined;
|
||||
}
|
||||
|
||||
export interface PriceComparisonsReport {
|
||||
dexSources: BridgeQuoteReportEntry[];
|
||||
multiHopSources: MultiHopQuoteReportEntry[];
|
||||
@@ -80,7 +128,7 @@ export function generateQuoteReport(
|
||||
const nativeOrderSourcesConsidered = nativeOrders.map(order =>
|
||||
nativeOrderToReportEntry(order.type, order as any, order.fillableTakerAmount, comparisonPrice, quoteRequestor),
|
||||
);
|
||||
const sourcesConsidered = [...nativeOrderSourcesConsidered.filter(order => order.isRfqt)];
|
||||
const sourcesConsidered = [...nativeOrderSourcesConsidered.filter(order => order.isRFQ)];
|
||||
|
||||
let sourcesDelivered;
|
||||
if (Array.isArray(liquidityDelivered)) {
|
||||
@@ -116,6 +164,105 @@ export function generateQuoteReport(
|
||||
};
|
||||
}
|
||||
|
||||
/**
|
||||
* Generates a report of sources considered while computing the optimized
|
||||
* swap quote, the sources ultimately included in the computed quote. This
|
||||
* extende version incudes all considered quotes, not only native liquidity.
|
||||
*/
|
||||
export function generateExtendedQuoteReportSources(
|
||||
marketOperation: MarketOperation,
|
||||
quotes: RawQuotes,
|
||||
liquidityDelivered: ReadonlyArray<CollapsedFill> | DexSample<MultiHopFillData>,
|
||||
amount: BigNumber,
|
||||
comparisonPrice?: BigNumber | undefined,
|
||||
quoteRequestor?: QuoteRequestor,
|
||||
): ExtendedQuoteReportSources {
|
||||
const sourcesConsidered: ExtendedQuoteReportEntry[] = [];
|
||||
|
||||
// NativeOrders
|
||||
sourcesConsidered.push(
|
||||
...quotes.nativeOrders.map(order =>
|
||||
nativeOrderToReportEntry(
|
||||
order.type,
|
||||
order as any,
|
||||
order.fillableTakerAmount,
|
||||
comparisonPrice,
|
||||
quoteRequestor,
|
||||
),
|
||||
),
|
||||
);
|
||||
|
||||
// IndicativeQuotes
|
||||
sourcesConsidered.push(
|
||||
...quotes.rfqtIndicativeQuotes.map(order => indicativeQuoteToReportEntry(order, comparisonPrice)),
|
||||
);
|
||||
|
||||
// MultiHop
|
||||
sourcesConsidered.push(...quotes.twoHopQuotes.map(quote => multiHopSampleToReportSource(quote, marketOperation)));
|
||||
|
||||
// Dex Quotes
|
||||
sourcesConsidered.push(
|
||||
..._.flatten(
|
||||
quotes.dexQuotes.map(dex =>
|
||||
dex
|
||||
.filter(quote => isDexSampleForTotalAmount(quote, marketOperation, amount))
|
||||
.map(quote => dexSampleToReportSource(quote, marketOperation)),
|
||||
),
|
||||
),
|
||||
);
|
||||
const sourcesConsideredIndexed = sourcesConsidered.map(
|
||||
(quote, index): ExtendedQuoteReportIndexedEntry => {
|
||||
return {
|
||||
...quote,
|
||||
quoteEntryIndex: index,
|
||||
isDelivered: false,
|
||||
};
|
||||
},
|
||||
);
|
||||
let sourcesDelivered;
|
||||
if (Array.isArray(liquidityDelivered)) {
|
||||
// create easy way to look up fillable amounts
|
||||
const nativeOrderSignaturesToFillableAmounts = _.fromPairs(
|
||||
quotes.nativeOrders.map(o => {
|
||||
return [_nativeDataToId(o), o.fillableTakerAmount];
|
||||
}),
|
||||
);
|
||||
// map sources delivered
|
||||
sourcesDelivered = liquidityDelivered.map(collapsedFill => {
|
||||
if (_isNativeOrderFromCollapsedFill(collapsedFill)) {
|
||||
return nativeOrderToReportEntry(
|
||||
collapsedFill.type,
|
||||
collapsedFill.fillData,
|
||||
nativeOrderSignaturesToFillableAmounts[_nativeDataToId(collapsedFill.fillData)],
|
||||
comparisonPrice,
|
||||
quoteRequestor,
|
||||
);
|
||||
} else {
|
||||
return dexSampleToReportSource(collapsedFill, marketOperation);
|
||||
}
|
||||
});
|
||||
} else {
|
||||
sourcesDelivered = [
|
||||
// tslint:disable-next-line: no-unnecessary-type-assertion
|
||||
multiHopSampleToReportSource(liquidityDelivered as DexSample<MultiHopFillData>, marketOperation),
|
||||
];
|
||||
}
|
||||
const sourcesDeliveredIndexed = sourcesDelivered.map(
|
||||
(quote, index): ExtendedQuoteReportIndexedEntry => {
|
||||
return {
|
||||
...quote,
|
||||
quoteEntryIndex: index,
|
||||
isDelivered: false,
|
||||
};
|
||||
},
|
||||
);
|
||||
|
||||
return {
|
||||
sourcesConsidered: sourcesConsideredIndexed,
|
||||
sourcesDelivered: sourcesDeliveredIndexed,
|
||||
};
|
||||
}
|
||||
|
||||
function _nativeDataToId(data: { signature: Signature }): string {
|
||||
const { v, r, s } = data.signature;
|
||||
return `${v}${r}${s}`;
|
||||
@@ -153,6 +300,22 @@ export function dexSampleToReportSource(ds: DexSample, marketOperation: MarketOp
|
||||
}
|
||||
}
|
||||
|
||||
/**
|
||||
* Checks if a DEX sample is the one that represents the whole amount requested by taker
|
||||
* NOTE: this is used for the QuoteReport to filter samples
|
||||
*/
|
||||
function isDexSampleForTotalAmount(ds: DexSample, marketOperation: MarketOperation, amount: BigNumber): boolean {
|
||||
// input and output map to different values
|
||||
// based on the market operation
|
||||
if (marketOperation === MarketOperation.Buy) {
|
||||
return ds.input === amount;
|
||||
} else if (marketOperation === MarketOperation.Sell) {
|
||||
return ds.output === amount;
|
||||
} else {
|
||||
throw new Error(`Unexpected marketOperation ${marketOperation}`);
|
||||
}
|
||||
}
|
||||
|
||||
/**
|
||||
* Generates a report sample for a MultiHop source
|
||||
* NOTE: this is used for the QuoteReport and quote price comparison data
|
||||
@@ -208,17 +371,17 @@ export function nativeOrderToReportEntry(
|
||||
};
|
||||
|
||||
// if we find this is an rfqt order, label it as such and associate makerUri
|
||||
const isRfqt = type === FillQuoteTransformerOrderType.Rfq;
|
||||
const isRFQ = type === FillQuoteTransformerOrderType.Rfq;
|
||||
const rfqtMakerUri =
|
||||
isRfqt && quoteRequestor ? quoteRequestor.getMakerUriForSignature(fillData.signature) : undefined;
|
||||
isRFQ && quoteRequestor ? quoteRequestor.getMakerUriForSignature(fillData.signature) : undefined;
|
||||
|
||||
if (isRfqt) {
|
||||
if (isRFQ) {
|
||||
const nativeOrder = fillData.order as RfqOrderFields;
|
||||
// tslint:disable-next-line: no-object-literal-type-assertion
|
||||
return {
|
||||
liquiditySource: ERC20BridgeSource.Native,
|
||||
...nativeOrderBase,
|
||||
isRfqt: true,
|
||||
isRFQ: true,
|
||||
makerUri: rfqtMakerUri || '',
|
||||
...(comparisonPrice ? { comparisonPrice: comparisonPrice.toNumber() } : {}),
|
||||
nativeOrder,
|
||||
@@ -229,8 +392,49 @@ export function nativeOrderToReportEntry(
|
||||
return {
|
||||
liquiditySource: ERC20BridgeSource.Native,
|
||||
...nativeOrderBase,
|
||||
isRfqt: false,
|
||||
isRFQ: false,
|
||||
fillData,
|
||||
};
|
||||
}
|
||||
}
|
||||
|
||||
/**
|
||||
* Generates a report entry for an indicative RFQ Quote
|
||||
* NOTE: this is used for the QuoteReport and quote price comparison data
|
||||
*/
|
||||
export function indicativeQuoteToReportEntry(
|
||||
order: V4RFQIndicativeQuoteMM,
|
||||
comparisonPrice?: BigNumber | undefined,
|
||||
): IndicativeRfqOrderQuoteReportEntry {
|
||||
const nativeOrderBase = {
|
||||
makerAmount: order.makerAmount,
|
||||
takerAmount: order.takerAmount,
|
||||
fillableTakerAmount: order.takerAmount,
|
||||
};
|
||||
|
||||
// tslint:disable-next-line: no-object-literal-type-assertion
|
||||
return {
|
||||
liquiditySource: ERC20BridgeSource.Native,
|
||||
...nativeOrderBase,
|
||||
isRFQ: true,
|
||||
makerUri: order.makerUri,
|
||||
fillData: {},
|
||||
...(comparisonPrice ? { comparisonPrice: comparisonPrice.toNumber() } : {}),
|
||||
};
|
||||
}
|
||||
|
||||
/**
|
||||
* For the extended quote report, we output the filldata as JSON
|
||||
*/
|
||||
export function jsonifyFillData(source: ExtendedQuoteReportIndexedEntry): ExtendedQuoteReportIndexedEntryOutbound {
|
||||
return {
|
||||
...source,
|
||||
fillData: JSON.stringify(source.fillData, (key: string, value: any) => {
|
||||
if (key === '_samplerContract') {
|
||||
return {};
|
||||
} else {
|
||||
return value;
|
||||
}
|
||||
}),
|
||||
};
|
||||
}
|
||||
|
@@ -39,6 +39,10 @@ interface RfqQuote<T> {
|
||||
makerUri: string;
|
||||
}
|
||||
|
||||
export interface V4RFQIndicativeQuoteMM extends V4RFQIndicativeQuote {
|
||||
makerUri: string;
|
||||
}
|
||||
|
||||
export interface MetricsProxy {
|
||||
/**
|
||||
* Increments a counter that is tracking valid Firm Quotes that are dropped due to low expiration.
|
||||
@@ -343,7 +347,7 @@ export class QuoteRequestor {
|
||||
marketOperation: MarketOperation,
|
||||
comparisonPrice: BigNumber | undefined,
|
||||
options: RfqmRequestOptions,
|
||||
): Promise<V4RFQIndicativeQuote[]> {
|
||||
): Promise<V4RFQIndicativeQuoteMM[]> {
|
||||
const _opts: RfqRequestOpts = {
|
||||
...constants.DEFAULT_RFQT_REQUEST_OPTS,
|
||||
...options,
|
||||
@@ -367,7 +371,7 @@ export class QuoteRequestor {
|
||||
marketOperation: MarketOperation,
|
||||
comparisonPrice: BigNumber | undefined,
|
||||
options: RfqRequestOpts,
|
||||
): Promise<V4RFQIndicativeQuote[]> {
|
||||
): Promise<V4RFQIndicativeQuoteMM[]> {
|
||||
const _opts: RfqRequestOpts = { ...constants.DEFAULT_RFQT_REQUEST_OPTS, ...options };
|
||||
// Originally a takerAddress was required for indicative quotes, but
|
||||
// now we've eliminated that requirement. @0x/quote-server, however,
|
||||
@@ -398,8 +402,8 @@ export class QuoteRequestor {
|
||||
return this._orderSignatureToMakerUri[nativeDataToId({ signature })];
|
||||
}
|
||||
|
||||
private _isValidRfqtIndicativeQuoteResponse(response: V4RFQIndicativeQuote): boolean {
|
||||
const requiredKeys: Array<keyof V4RFQIndicativeQuote> = [
|
||||
private _isValidRfqtIndicativeQuoteResponse(response: V4RFQIndicativeQuoteMM): boolean {
|
||||
const requiredKeys: Array<keyof V4RFQIndicativeQuoteMM> = [
|
||||
'makerAmount',
|
||||
'takerAmount',
|
||||
'makerToken',
|
||||
@@ -545,7 +549,10 @@ export class QuoteRequestor {
|
||||
},
|
||||
});
|
||||
rfqMakerBlacklist.logTimeoutOrLackThereof(typedMakerUrl.url, latencyMs >= timeoutMs);
|
||||
return { response: response.data, makerUri: typedMakerUrl.url };
|
||||
return {
|
||||
response: { ...response.data, makerUri: typedMakerUrl.url },
|
||||
makerUri: typedMakerUrl.url,
|
||||
};
|
||||
} else {
|
||||
if (this._altRfqCreds === undefined) {
|
||||
throw new Error(`don't have credentials for alt MM`);
|
||||
@@ -694,7 +701,6 @@ export class QuoteRequestor {
|
||||
} else {
|
||||
const secondsRemaining = msRemainingUntilExpiration.div(ONE_SECOND_MS);
|
||||
this._metrics?.measureExpirationForValidOrder(isLastLook, order.maker, secondsRemaining);
|
||||
|
||||
const takerAmount = new BigNumber(order.takerAmount);
|
||||
const fillRatio = takerAmount.div(assetFillAmount);
|
||||
if (fillRatio.lt(1) && fillRatio.gte(FILL_RATIO_WARNING_LEVEL)) {
|
||||
@@ -744,9 +750,9 @@ export class QuoteRequestor {
|
||||
comparisonPrice: BigNumber | undefined,
|
||||
options: RfqRequestOpts,
|
||||
assetOfferings: RfqMakerAssetOfferings,
|
||||
): Promise<V4RFQIndicativeQuote[]> {
|
||||
): Promise<V4RFQIndicativeQuoteMM[]> {
|
||||
// fetch quotes
|
||||
const rawQuotes = await this._getQuotesAsync<V4RFQIndicativeQuote>(
|
||||
const rawQuotes = await this._getQuotesAsync<V4RFQIndicativeQuoteMM>(
|
||||
makerToken,
|
||||
takerToken,
|
||||
assetFillAmount,
|
||||
@@ -758,7 +764,7 @@ export class QuoteRequestor {
|
||||
);
|
||||
|
||||
// validate
|
||||
const validationFunction = (o: V4RFQIndicativeQuote) => this._isValidRfqtIndicativeQuoteResponse(o);
|
||||
const validationFunction = (o: V4RFQIndicativeQuoteMM) => this._isValidRfqtIndicativeQuoteResponse(o);
|
||||
const validQuotes = rawQuotes.filter(result => {
|
||||
const order = result.response;
|
||||
if (!validationFunction(order)) {
|
||||
|
@@ -186,7 +186,7 @@ describe('ExchangeProxySwapQuoteConsumer', () => {
|
||||
);
|
||||
}
|
||||
|
||||
const transformERC20Encoder = AbiEncoder.createMethod('transformERC20Staging', [
|
||||
const transformERC20Encoder = AbiEncoder.createMethod('transformERC20', [
|
||||
{ type: 'address', name: 'inputToken' },
|
||||
{ type: 'address', name: 'outputToken' },
|
||||
{ type: 'uint256', name: 'inputTokenAmount' },
|
||||
|
@@ -79,7 +79,7 @@ async function getMarketSellOrdersAsync(
|
||||
utils: MarketOperationUtils,
|
||||
nativeOrders: SignedNativeOrder[],
|
||||
takerAmount: BigNumber,
|
||||
opts?: Partial<GetMarketOrdersOpts>,
|
||||
opts: Partial<GetMarketOrdersOpts> & { gasPrice: BigNumber },
|
||||
): Promise<OptimizerResultWithReport> {
|
||||
return utils.getOptimizerResultAsync(nativeOrders, takerAmount, MarketOperation.Sell, opts);
|
||||
}
|
||||
@@ -96,7 +96,7 @@ async function getMarketBuyOrdersAsync(
|
||||
utils: MarketOperationUtils,
|
||||
nativeOrders: SignedNativeOrder[],
|
||||
makerAmount: BigNumber,
|
||||
opts?: Partial<GetMarketOrdersOpts>,
|
||||
opts: Partial<GetMarketOrdersOpts> & { gasPrice: BigNumber },
|
||||
): Promise<OptimizerResultWithReport> {
|
||||
return utils.getOptimizerResultAsync(nativeOrders, makerAmount, MarketOperation.Buy, opts);
|
||||
}
|
||||
@@ -159,7 +159,11 @@ describe('MarketOperationUtils tests', () => {
|
||||
} else {
|
||||
requestor
|
||||
.setup(r => r.requestRfqtIndicativeQuotesAsync(...args))
|
||||
.returns(async () => results.map(r => r.order))
|
||||
.returns(async () =>
|
||||
results.map(r => {
|
||||
return { ...r.order, makerUri: 'https://foo.bar/' };
|
||||
}),
|
||||
)
|
||||
.verifiable(verifiable);
|
||||
}
|
||||
return requestor;
|
||||
@@ -459,7 +463,7 @@ describe('MarketOperationUtils tests', () => {
|
||||
FILL_AMOUNT,
|
||||
_.times(NUM_SAMPLES, i => DEFAULT_RATES[ERC20BridgeSource.Native][i]),
|
||||
);
|
||||
const DEFAULT_OPTS: Partial<GetMarketOrdersOpts> = {
|
||||
const DEFAULT_OPTS: Partial<GetMarketOrdersOpts> & { gasPrice: BigNumber } = {
|
||||
numSamples: NUM_SAMPLES,
|
||||
sampleDistributionBase: 1,
|
||||
bridgeSlippage: 0,
|
||||
@@ -468,6 +472,7 @@ describe('MarketOperationUtils tests', () => {
|
||||
allowFallback: false,
|
||||
gasSchedule: {},
|
||||
feeSchedule: {},
|
||||
gasPrice: new BigNumber(30e9),
|
||||
};
|
||||
|
||||
beforeEach(() => {
|
||||
@@ -1229,6 +1234,7 @@ describe('MarketOperationUtils tests', () => {
|
||||
excludedSources: [],
|
||||
numSamples: 4,
|
||||
bridgeSlippage: 0,
|
||||
gasPrice: new BigNumber(30e9),
|
||||
},
|
||||
);
|
||||
const result = ordersAndReport.optimizedOrders;
|
||||
@@ -1298,7 +1304,8 @@ describe('MarketOperationUtils tests', () => {
|
||||
FILL_AMOUNT,
|
||||
_.times(NUM_SAMPLES, () => DEFAULT_RATES[ERC20BridgeSource.Native][0]),
|
||||
);
|
||||
const DEFAULT_OPTS: Partial<GetMarketOrdersOpts> = {
|
||||
const GAS_PRICE = new BigNumber(100e9); // 100 gwei
|
||||
const DEFAULT_OPTS: Partial<GetMarketOrdersOpts> & { gasPrice: BigNumber } = {
|
||||
numSamples: NUM_SAMPLES,
|
||||
sampleDistributionBase: 1,
|
||||
bridgeSlippage: 0,
|
||||
@@ -1307,6 +1314,7 @@ describe('MarketOperationUtils tests', () => {
|
||||
allowFallback: false,
|
||||
gasSchedule: {},
|
||||
feeSchedule: {},
|
||||
gasPrice: GAS_PRICE,
|
||||
};
|
||||
|
||||
beforeEach(() => {
|
||||
@@ -1626,11 +1634,10 @@ describe('MarketOperationUtils tests', () => {
|
||||
getMedianSellRate: createGetMedianSellRate(ETH_TO_TAKER_RATE),
|
||||
});
|
||||
const optimizer = new MarketOperationUtils(MOCK_SAMPLER, contractAddresses, ORDER_DOMAIN);
|
||||
const gasPrice = 100e9; // 100 gwei
|
||||
const exchangeProxyOverhead = (sourceFlags: bigint) =>
|
||||
sourceFlags === SOURCE_FLAGS.LiquidityProvider
|
||||
? constants.ZERO_AMOUNT
|
||||
: new BigNumber(1.3e5).times(gasPrice);
|
||||
: new BigNumber(1.3e5).times(GAS_PRICE);
|
||||
const improvedOrdersResponse = await optimizer.getOptimizerResultAsync(
|
||||
createOrdersFromSellRates(FILL_AMOUNT, rates[ERC20BridgeSource.Native]),
|
||||
FILL_AMOUNT,
|
||||
|
@@ -155,7 +155,7 @@ describe('generateQuoteReport', async () => {
|
||||
makerAmount: rfqtOrder1.order.makerAmount,
|
||||
takerAmount: rfqtOrder1.order.takerAmount,
|
||||
fillableTakerAmount: rfqtOrder1.fillableTakerAmount,
|
||||
isRfqt: true,
|
||||
isRFQ: true,
|
||||
makerUri: 'https://rfqt1.provider.club',
|
||||
nativeOrder: rfqtOrder1.order,
|
||||
fillData: {
|
||||
@@ -167,7 +167,7 @@ describe('generateQuoteReport', async () => {
|
||||
makerAmount: rfqtOrder2.order.makerAmount,
|
||||
takerAmount: rfqtOrder2.order.takerAmount,
|
||||
fillableTakerAmount: rfqtOrder2.fillableTakerAmount,
|
||||
isRfqt: true,
|
||||
isRFQ: true,
|
||||
makerUri: 'https://rfqt2.provider.club',
|
||||
nativeOrder: rfqtOrder2.order,
|
||||
fillData: {
|
||||
@@ -179,7 +179,7 @@ describe('generateQuoteReport', async () => {
|
||||
makerAmount: orderbookOrder2.order.makerAmount,
|
||||
takerAmount: orderbookOrder2.order.takerAmount,
|
||||
fillableTakerAmount: orderbookOrder2.fillableTakerAmount,
|
||||
isRfqt: false,
|
||||
isRFQ: false,
|
||||
fillData: {
|
||||
order: orderbookOrder2.order,
|
||||
} as NativeLimitOrderFillData,
|
||||
@@ -263,7 +263,7 @@ describe('generateQuoteReport', async () => {
|
||||
makerAmount: orderbookOrder1.order.makerAmount,
|
||||
takerAmount: orderbookOrder1.order.takerAmount,
|
||||
fillableTakerAmount: orderbookOrder1.fillableTakerAmount,
|
||||
isRfqt: false,
|
||||
isRFQ: false,
|
||||
fillData: {
|
||||
order: orderbookOrder1.order,
|
||||
} as NativeLimitOrderFillData,
|
||||
|
@@ -494,15 +494,18 @@ describe('QuoteRequestor', async () => {
|
||||
expiry: makeThreeMinuteExpiry(),
|
||||
};
|
||||
|
||||
const goodMMUri1 = 'https://1337.0.0.1';
|
||||
const goodMMUri2 = 'https://37.0.0.1';
|
||||
|
||||
mockedRequests.push({
|
||||
...mockedDefaults,
|
||||
endpoint: 'https://1337.0.0.1',
|
||||
endpoint: goodMMUri1,
|
||||
responseData: successfulQuote1,
|
||||
});
|
||||
// [GOOD] Another Successful response
|
||||
mockedRequests.push({
|
||||
...mockedDefaults,
|
||||
endpoint: 'https://37.0.0.1',
|
||||
endpoint: goodMMUri2,
|
||||
responseData: successfulQuote1,
|
||||
});
|
||||
|
||||
@@ -532,6 +535,16 @@ describe('QuoteRequestor', async () => {
|
||||
responseData: { ...successfulQuote1, takerToken: otherToken1 },
|
||||
});
|
||||
|
||||
const assetOfferings: { [k: string]: [[string, string]] } = {
|
||||
'https://420.0.0.1': [[makerToken, takerToken]],
|
||||
'https://421.0.0.1': [[makerToken, takerToken]],
|
||||
'https://422.0.0.1': [[makerToken, takerToken]],
|
||||
'https://423.0.0.1': [[makerToken, takerToken]],
|
||||
'https://424.0.0.1': [[makerToken, takerToken]],
|
||||
};
|
||||
assetOfferings[goodMMUri1] = [[makerToken, takerToken]];
|
||||
assetOfferings[goodMMUri2] = [[makerToken, takerToken]];
|
||||
|
||||
return testHelpers.withMockedRfqQuotes(
|
||||
mockedRequests,
|
||||
[],
|
||||
@@ -539,15 +552,7 @@ describe('QuoteRequestor', async () => {
|
||||
async () => {
|
||||
const qr = new QuoteRequestor(
|
||||
{}, // No RFQ-T asset offerings
|
||||
{
|
||||
'https://1337.0.0.1': [[makerToken, takerToken]],
|
||||
'https://37.0.0.1': [[makerToken, takerToken]],
|
||||
'https://420.0.0.1': [[makerToken, takerToken]],
|
||||
'https://421.0.0.1': [[makerToken, takerToken]],
|
||||
'https://422.0.0.1': [[makerToken, takerToken]],
|
||||
'https://423.0.0.1': [[makerToken, takerToken]],
|
||||
'https://424.0.0.1': [[makerToken, takerToken]],
|
||||
},
|
||||
assetOfferings,
|
||||
quoteRequestorHttpClient,
|
||||
);
|
||||
const resp = await qr.requestRfqmIndicativeQuotesAsync(
|
||||
@@ -572,7 +577,12 @@ describe('QuoteRequestor', async () => {
|
||||
},
|
||||
},
|
||||
);
|
||||
expect(resp.sort()).to.eql([successfulQuote1, successfulQuote1].sort());
|
||||
expect(resp.sort()).to.eql(
|
||||
[
|
||||
{ ...successfulQuote1, makerUri: goodMMUri1 },
|
||||
{ ...successfulQuote1, makerUri: goodMMUri2 },
|
||||
].sort(),
|
||||
);
|
||||
},
|
||||
quoteRequestorHttpClient,
|
||||
);
|
||||
@@ -622,9 +632,12 @@ describe('QuoteRequestor', async () => {
|
||||
expiry: makeThreeMinuteExpiry(),
|
||||
};
|
||||
|
||||
const goodMMUri1 = 'https://1337.0.0.1';
|
||||
const goodMMUri2 = 'https://37.0.0.1';
|
||||
|
||||
mockedRequests.push({
|
||||
...mockedDefaults,
|
||||
endpoint: 'https://1337.0.0.1',
|
||||
endpoint: goodMMUri1,
|
||||
responseData: successfulQuote1,
|
||||
});
|
||||
// Test out a bad response code, ensure it doesnt cause throw
|
||||
@@ -655,28 +668,26 @@ describe('QuoteRequestor', async () => {
|
||||
// Another Successful response
|
||||
mockedRequests.push({
|
||||
...mockedDefaults,
|
||||
endpoint: 'https://37.0.0.1',
|
||||
endpoint: goodMMUri2,
|
||||
responseData: successfulQuote1,
|
||||
});
|
||||
|
||||
const assetOfferings: { [k: string]: [[string, string]] } = {
|
||||
'https://420.0.0.1': [[makerToken, takerToken]],
|
||||
'https://421.0.0.1': [[makerToken, takerToken]],
|
||||
'https://422.0.0.1': [[makerToken, takerToken]],
|
||||
'https://423.0.0.1': [[makerToken, takerToken]],
|
||||
'https://424.0.0.1': [[makerToken, takerToken]],
|
||||
};
|
||||
assetOfferings[goodMMUri1] = [[makerToken, takerToken]];
|
||||
assetOfferings[goodMMUri2] = [[makerToken, takerToken]];
|
||||
|
||||
return testHelpers.withMockedRfqQuotes(
|
||||
mockedRequests,
|
||||
[],
|
||||
RfqQuoteEndpoint.Indicative,
|
||||
async () => {
|
||||
const qr = new QuoteRequestor(
|
||||
{
|
||||
'https://1337.0.0.1': [[makerToken, takerToken]],
|
||||
'https://420.0.0.1': [[makerToken, takerToken]],
|
||||
'https://421.0.0.1': [[makerToken, takerToken]],
|
||||
'https://422.0.0.1': [[makerToken, takerToken]],
|
||||
'https://423.0.0.1': [[makerToken, takerToken]],
|
||||
'https://424.0.0.1': [[makerToken, takerToken]],
|
||||
'https://37.0.0.1': [[makerToken, takerToken]],
|
||||
},
|
||||
{},
|
||||
quoteRequestorHttpClient,
|
||||
);
|
||||
const qr = new QuoteRequestor(assetOfferings, {}, quoteRequestorHttpClient);
|
||||
const resp = await qr.requestRfqtIndicativeQuotesAsync(
|
||||
makerToken,
|
||||
takerToken,
|
||||
@@ -693,7 +704,12 @@ describe('QuoteRequestor', async () => {
|
||||
intentOnFilling: true,
|
||||
},
|
||||
);
|
||||
expect(resp.sort()).to.eql([successfulQuote1, successfulQuote1].sort());
|
||||
expect(resp.sort()).to.eql(
|
||||
[
|
||||
{ ...successfulQuote1, makerUri: goodMMUri1 },
|
||||
{ ...successfulQuote1, makerUri: goodMMUri2 },
|
||||
].sort(),
|
||||
);
|
||||
},
|
||||
quoteRequestorHttpClient,
|
||||
);
|
||||
@@ -784,7 +800,7 @@ describe('QuoteRequestor', async () => {
|
||||
makerEndpointMaxResponseTimeMs: maxTimeoutMs,
|
||||
},
|
||||
);
|
||||
expect(resp.sort()).to.eql([successfulQuote1].sort()); // notice only one result, despite two requests made
|
||||
expect(resp.sort()).to.eql([{ ...successfulQuote1, makerUri: 'https://1337.0.0.1' }].sort()); // notice only one result, despite two requests made
|
||||
},
|
||||
quoteRequestorHttpClient,
|
||||
);
|
||||
@@ -847,7 +863,7 @@ describe('QuoteRequestor', async () => {
|
||||
intentOnFilling: true,
|
||||
},
|
||||
);
|
||||
expect(resp.sort()).to.eql([successfulQuote1].sort());
|
||||
expect(resp.sort()).to.eql([{ ...successfulQuote1, makerUri: 'https://1337.0.0.1' }].sort());
|
||||
},
|
||||
quoteRequestorHttpClient,
|
||||
);
|
||||
|
@@ -1,4 +1,33 @@
|
||||
[
|
||||
{
|
||||
"version": "6.9.0",
|
||||
"changes": [
|
||||
{
|
||||
"note": "Add Celo addresses",
|
||||
"pr": 368
|
||||
}
|
||||
],
|
||||
"timestamp": 1637102971
|
||||
},
|
||||
{
|
||||
"timestamp": 1635903615,
|
||||
"version": "6.8.1",
|
||||
"changes": [
|
||||
{
|
||||
"note": "Dependencies updated"
|
||||
}
|
||||
]
|
||||
},
|
||||
{
|
||||
"version": "6.8.0",
|
||||
"changes": [
|
||||
{
|
||||
"note": "Fantom deployment",
|
||||
"pr": 347
|
||||
}
|
||||
],
|
||||
"timestamp": 1634668033
|
||||
},
|
||||
{
|
||||
"version": "6.7.0",
|
||||
"changes": [
|
||||
|
@@ -5,6 +5,18 @@ Edit the package's CHANGELOG.json file only.
|
||||
|
||||
CHANGELOG
|
||||
|
||||
## v6.9.0 - _November 16, 2021_
|
||||
|
||||
* Add Celo addresses (#368)
|
||||
|
||||
## v6.8.1 - _November 3, 2021_
|
||||
|
||||
* Dependencies updated
|
||||
|
||||
## v6.8.0 - _October 19, 2021_
|
||||
|
||||
* Fantom deployment (#347)
|
||||
|
||||
## v6.7.0 - _September 1, 2021_
|
||||
|
||||
* Avalanche deployment (#312)
|
||||
|
@@ -244,11 +244,11 @@
|
||||
"exchangeProxyLiquidityProviderSandbox": "0x0000000000000000000000000000000000000000",
|
||||
"zrxTreasury": "0x0000000000000000000000000000000000000000",
|
||||
"transformers": {
|
||||
"wethTransformer": "0xc6b0d3c45a6b5092808196cb00df5c357d55e1d5",
|
||||
"payTakerTransformer": "0x7209185959d7227fb77274e1e88151d7c4c368d3",
|
||||
"affiliateFeeTransformer": "0x3f16ca81691dab9184cb4606c361d73c4fd2510a",
|
||||
"fillQuoteTransformer": "0x99356167edba8fbdc36959e3f5d0c43d1ba9c6db",
|
||||
"positiveSlippageFeeTransformer": "0x45b3a72221e571017c0f0ec42189e11d149d0ace"
|
||||
"wethTransformer": "0x7209185959d7227fb77274e1e88151d7c4c368d3",
|
||||
"payTakerTransformer": "0x3f16ca81691dab9184cb4606c361d73c4fd2510a",
|
||||
"affiliateFeeTransformer": "0x99356167edba8fbdc36959e3f5d0c43d1ba9c6db",
|
||||
"fillQuoteTransformer": "0x45b3a72221e571017c0f0ec42189e11d149d0ace",
|
||||
"positiveSlippageFeeTransformer": "0xdd66c23e07b4d6925b6089b5fe6fc9e62941afe8"
|
||||
}
|
||||
},
|
||||
"137": {
|
||||
@@ -376,5 +376,89 @@
|
||||
"fillQuoteTransformer": "0x8a5417dd7ffde61ec61e11b45797e16686e1d6b9",
|
||||
"positiveSlippageFeeTransformer": "0x470ba89da18a6db6e8a0567b3c9214b960861857"
|
||||
}
|
||||
},
|
||||
"250": {
|
||||
"erc20Proxy": "0x0000000000000000000000000000000000000000",
|
||||
"erc721Proxy": "0x0000000000000000000000000000000000000000",
|
||||
"zrxToken": "0x0000000000000000000000000000000000000000",
|
||||
"etherToken": "0x21be370d5312f44cb42ce377bc9b8a0cef1a4c83",
|
||||
"exchangeV2": "0x0000000000000000000000000000000000000000",
|
||||
"exchange": "0x0000000000000000000000000000000000000000",
|
||||
"assetProxyOwner": "0x0000000000000000000000000000000000000000",
|
||||
"zeroExGovernor": "0x0000000000000000000000000000000000000000",
|
||||
"forwarder": "0x0000000000000000000000000000000000000000",
|
||||
"coordinatorRegistry": "0x0000000000000000000000000000000000000000",
|
||||
"coordinator": "0x0000000000000000000000000000000000000000",
|
||||
"multiAssetProxy": "0x0000000000000000000000000000000000000000",
|
||||
"staticCallProxy": "0x0000000000000000000000000000000000000000",
|
||||
"erc1155Proxy": "0x0000000000000000000000000000000000000000",
|
||||
"devUtils": "0x0000000000000000000000000000000000000000",
|
||||
"zrxVault": "0x0000000000000000000000000000000000000000",
|
||||
"staking": "0x0000000000000000000000000000000000000000",
|
||||
"stakingProxy": "0x0000000000000000000000000000000000000000",
|
||||
"erc20BridgeProxy": "0x0000000000000000000000000000000000000000",
|
||||
"erc20BridgeSampler": "0x0000000000000000000000000000000000000000",
|
||||
"chaiBridge": "0x0000000000000000000000000000000000000000",
|
||||
"dydxBridge": "0x0000000000000000000000000000000000000000",
|
||||
"godsUnchainedValidator": "0x0000000000000000000000000000000000000000",
|
||||
"broker": "0x0000000000000000000000000000000000000000",
|
||||
"chainlinkStopLimit": "0x0000000000000000000000000000000000000000",
|
||||
"maximumGasPrice": "0x0000000000000000000000000000000000000000",
|
||||
"dexForwarderBridge": "0x0000000000000000000000000000000000000000",
|
||||
"exchangeProxyGovernor": "0xf760c5b88d970d6f97e64e264dac5a3767dafd74",
|
||||
"exchangeProxy": "0xdef189deaef76e379df891899eb5a00a94cbc250",
|
||||
"exchangeProxyTransformerDeployer": "0x47f01db18a38261e4cb153bae6db7d3743acb33c",
|
||||
"exchangeProxyFlashWallet": "0xb4d961671cadfed687e040b076eee29840c142e5",
|
||||
"exchangeProxyLiquidityProviderSandbox": "0xca64d4225804f2ae069760cb5ff2f1d8bac1c2f9",
|
||||
"zrxTreasury": "0x0000000000000000000000000000000000000000",
|
||||
"transformers": {
|
||||
"wethTransformer": "0x9b6aa8f26a92108e7d1f66373d757bb955112703",
|
||||
"payTakerTransformer": "0x32df54951d33d7460e15fa59b1fcc262183ce4c2",
|
||||
"affiliateFeeTransformer": "0x67efa679a4b56c38713d478e649c88247f4f8e88",
|
||||
"fillQuoteTransformer": "0x71de60a1b160094a3f6c7e1b883ff9337d639131",
|
||||
"positiveSlippageFeeTransformer": "0xe87d69b285005cc82b53b844322652c49ed64600"
|
||||
}
|
||||
},
|
||||
"42220": {
|
||||
"erc20Proxy": "0x0000000000000000000000000000000000000000",
|
||||
"erc721Proxy": "0x0000000000000000000000000000000000000000",
|
||||
"zrxToken": "0x0000000000000000000000000000000000000000",
|
||||
"etherToken": "0x471ece3750da237f93b8e339c536989b8978a438",
|
||||
"exchangeV2": "0x0000000000000000000000000000000000000000",
|
||||
"exchange": "0x0000000000000000000000000000000000000000",
|
||||
"assetProxyOwner": "0x0000000000000000000000000000000000000000",
|
||||
"zeroExGovernor": "0x0000000000000000000000000000000000000000",
|
||||
"forwarder": "0x0000000000000000000000000000000000000000",
|
||||
"coordinatorRegistry": "0x0000000000000000000000000000000000000000",
|
||||
"coordinator": "0x0000000000000000000000000000000000000000",
|
||||
"multiAssetProxy": "0x0000000000000000000000000000000000000000",
|
||||
"staticCallProxy": "0x0000000000000000000000000000000000000000",
|
||||
"erc1155Proxy": "0x0000000000000000000000000000000000000000",
|
||||
"devUtils": "0x0000000000000000000000000000000000000000",
|
||||
"zrxVault": "0x0000000000000000000000000000000000000000",
|
||||
"staking": "0x0000000000000000000000000000000000000000",
|
||||
"stakingProxy": "0x0000000000000000000000000000000000000000",
|
||||
"erc20BridgeProxy": "0x0000000000000000000000000000000000000000",
|
||||
"erc20BridgeSampler": "0x0000000000000000000000000000000000000000",
|
||||
"chaiBridge": "0x0000000000000000000000000000000000000000",
|
||||
"dydxBridge": "0x0000000000000000000000000000000000000000",
|
||||
"godsUnchainedValidator": "0x0000000000000000000000000000000000000000",
|
||||
"broker": "0x0000000000000000000000000000000000000000",
|
||||
"chainlinkStopLimit": "0x0000000000000000000000000000000000000000",
|
||||
"maximumGasPrice": "0x0000000000000000000000000000000000000000",
|
||||
"dexForwarderBridge": "0x0000000000000000000000000000000000000000",
|
||||
"exchangeProxyGovernor": "0x92115010fd9b170d4918b102efc86b1b7bebdc7f",
|
||||
"exchangeProxy": "0xdef1c0ded9bec7f1a1670819833240f027b25eff",
|
||||
"exchangeProxyTransformerDeployer": "0x1fe80d5ad9464dba2d60b88e449305f184823f8a",
|
||||
"exchangeProxyFlashWallet": "0xdb6f1920a889355780af7570773609bd8cb1f498",
|
||||
"exchangeProxyLiquidityProviderSandbox": "0x0000000000000000000000000000000000000000",
|
||||
"zrxTreasury": "0x0000000000000000000000000000000000000000",
|
||||
"transformers": {
|
||||
"wethTransformer": "0x948e03e708b4c62c63f89157a3aa76b986c110ed",
|
||||
"payTakerTransformer": "0x90fb6c638ece8f3e4bfda1c6d6425626b53148b0",
|
||||
"affiliateFeeTransformer": "0xc93913692ed073cb0cb37d4a760afd7916e9cb01",
|
||||
"fillQuoteTransformer": "0xa825d4d3c4d2820c52da69fcccf269b4081871f2",
|
||||
"positiveSlippageFeeTransformer": "0x9ffc7a79133ed5242777e40764777a6d5aab282c"
|
||||
}
|
||||
}
|
||||
}
|
||||
|
@@ -1,6 +1,6 @@
|
||||
{
|
||||
"name": "@0x/contract-addresses",
|
||||
"version": "6.7.0",
|
||||
"version": "6.9.0",
|
||||
"engines": {
|
||||
"node": ">=6.12"
|
||||
},
|
||||
|
@@ -53,6 +53,8 @@ export enum ChainId {
|
||||
Polygon = 137,
|
||||
PolygonMumbai = 80001,
|
||||
Avalanche = 43114,
|
||||
Fantom = 250,
|
||||
Celo = 42220,
|
||||
}
|
||||
|
||||
/**
|
||||
|
@@ -1,4 +1,31 @@
|
||||
[
|
||||
{
|
||||
"timestamp": 1637102971,
|
||||
"version": "13.18.3",
|
||||
"changes": [
|
||||
{
|
||||
"note": "Dependencies updated"
|
||||
}
|
||||
]
|
||||
},
|
||||
{
|
||||
"timestamp": 1635903615,
|
||||
"version": "13.18.2",
|
||||
"changes": [
|
||||
{
|
||||
"note": "Dependencies updated"
|
||||
}
|
||||
]
|
||||
},
|
||||
{
|
||||
"timestamp": 1634668033,
|
||||
"version": "13.18.1",
|
||||
"changes": [
|
||||
{
|
||||
"note": "Dependencies updated"
|
||||
}
|
||||
]
|
||||
},
|
||||
{
|
||||
"version": "13.18.0",
|
||||
"changes": [
|
||||
|
@@ -5,6 +5,18 @@ Edit the package's CHANGELOG.json file only.
|
||||
|
||||
CHANGELOG
|
||||
|
||||
## v13.18.3 - _November 16, 2021_
|
||||
|
||||
* Dependencies updated
|
||||
|
||||
## v13.18.2 - _November 3, 2021_
|
||||
|
||||
* Dependencies updated
|
||||
|
||||
## v13.18.1 - _October 19, 2021_
|
||||
|
||||
* Dependencies updated
|
||||
|
||||
## v13.18.0 - _September 29, 2021_
|
||||
|
||||
* Update IZeroEx and ITransformERC20 wrappers (#282)
|
||||
|
@@ -1,6 +1,6 @@
|
||||
{
|
||||
"name": "@0x/contract-wrappers",
|
||||
"version": "13.18.0",
|
||||
"version": "13.18.3",
|
||||
"engines": {
|
||||
"node": ">=6.12"
|
||||
},
|
||||
@@ -57,7 +57,7 @@
|
||||
"dependencies": {
|
||||
"@0x/assert": "^3.0.29",
|
||||
"@0x/base-contract": "^6.4.2",
|
||||
"@0x/contract-addresses": "^6.7.0",
|
||||
"@0x/contract-addresses": "^6.9.0",
|
||||
"@0x/json-schemas": "^6.3.0",
|
||||
"@0x/types": "^3.3.4",
|
||||
"@0x/utils": "^6.4.4",
|
||||
|
@@ -1,4 +1,50 @@
|
||||
[
|
||||
{
|
||||
"timestamp": 1637102971,
|
||||
"version": "8.1.12",
|
||||
"changes": [
|
||||
{
|
||||
"note": "Dependencies updated"
|
||||
}
|
||||
]
|
||||
},
|
||||
{
|
||||
"timestamp": 1637065617,
|
||||
"version": "8.1.11",
|
||||
"changes": [
|
||||
{
|
||||
"note": "Dependencies updated"
|
||||
}
|
||||
]
|
||||
},
|
||||
{
|
||||
"version": "8.1.10",
|
||||
"changes": [
|
||||
{
|
||||
"note": "Add OtcOrders to fullMigrateAsync",
|
||||
"pr": 350
|
||||
}
|
||||
],
|
||||
"timestamp": 1635903615
|
||||
},
|
||||
{
|
||||
"timestamp": 1634668033,
|
||||
"version": "8.1.9",
|
||||
"changes": [
|
||||
{
|
||||
"note": "Dependencies updated"
|
||||
}
|
||||
]
|
||||
},
|
||||
{
|
||||
"timestamp": 1633374058,
|
||||
"version": "8.1.8",
|
||||
"changes": [
|
||||
{
|
||||
"note": "Dependencies updated"
|
||||
}
|
||||
]
|
||||
},
|
||||
{
|
||||
"timestamp": 1632957537,
|
||||
"version": "8.1.7",
|
||||
|
@@ -5,6 +5,26 @@ Edit the package's CHANGELOG.json file only.
|
||||
|
||||
CHANGELOG
|
||||
|
||||
## v8.1.12 - _November 16, 2021_
|
||||
|
||||
* Dependencies updated
|
||||
|
||||
## v8.1.11 - _November 16, 2021_
|
||||
|
||||
* Dependencies updated
|
||||
|
||||
## v8.1.10 - _November 3, 2021_
|
||||
|
||||
* Add OtcOrders to fullMigrateAsync (#350)
|
||||
|
||||
## v8.1.9 - _October 19, 2021_
|
||||
|
||||
* Dependencies updated
|
||||
|
||||
## v8.1.8 - _October 4, 2021_
|
||||
|
||||
* Dependencies updated
|
||||
|
||||
## v8.1.7 - _September 29, 2021_
|
||||
|
||||
* Dependencies updated
|
||||
|
@@ -1,6 +1,6 @@
|
||||
{
|
||||
"name": "@0x/migrations",
|
||||
"version": "8.1.7",
|
||||
"version": "8.1.12",
|
||||
"engines": {
|
||||
"node": ">=6.12"
|
||||
},
|
||||
@@ -68,20 +68,20 @@
|
||||
},
|
||||
"dependencies": {
|
||||
"@0x/base-contract": "^6.4.2",
|
||||
"@0x/contract-addresses": "^6.7.0",
|
||||
"@0x/contract-addresses": "^6.9.0",
|
||||
"@0x/contracts-asset-proxy": "^3.7.19",
|
||||
"@0x/contracts-coordinator": "^3.1.38",
|
||||
"@0x/contracts-dev-utils": "^1.3.36",
|
||||
"@0x/contracts-erc1155": "^2.1.37",
|
||||
"@0x/contracts-erc20": "^3.3.20",
|
||||
"@0x/contracts-erc20": "^3.3.23",
|
||||
"@0x/contracts-erc721": "^3.1.37",
|
||||
"@0x/contracts-exchange": "^3.2.38",
|
||||
"@0x/contracts-exchange-forwarder": "^4.2.38",
|
||||
"@0x/contracts-extensions": "^6.2.32",
|
||||
"@0x/contracts-multisig": "^4.1.38",
|
||||
"@0x/contracts-staking": "^2.0.45",
|
||||
"@0x/contracts-utils": "^4.8.1",
|
||||
"@0x/contracts-zero-ex": "^0.29.0",
|
||||
"@0x/contracts-utils": "^4.8.4",
|
||||
"@0x/contracts-zero-ex": "^0.29.5",
|
||||
"@0x/sol-compiler": "^4.7.5",
|
||||
"@0x/subproviders": "^6.6.0",
|
||||
"@0x/typescript-typings": "^5.2.1",
|
||||
|
@@ -1,4 +1,40 @@
|
||||
[
|
||||
{
|
||||
"timestamp": 1637102971,
|
||||
"version": "1.9.5",
|
||||
"changes": [
|
||||
{
|
||||
"note": "Dependencies updated"
|
||||
}
|
||||
]
|
||||
},
|
||||
{
|
||||
"timestamp": 1635903615,
|
||||
"version": "1.9.4",
|
||||
"changes": [
|
||||
{
|
||||
"note": "Dependencies updated"
|
||||
}
|
||||
]
|
||||
},
|
||||
{
|
||||
"timestamp": 1634668033,
|
||||
"version": "1.9.3",
|
||||
"changes": [
|
||||
{
|
||||
"note": "Dependencies updated"
|
||||
}
|
||||
]
|
||||
},
|
||||
{
|
||||
"timestamp": 1633374058,
|
||||
"version": "1.9.2",
|
||||
"changes": [
|
||||
{
|
||||
"note": "Dependencies updated"
|
||||
}
|
||||
]
|
||||
},
|
||||
{
|
||||
"timestamp": 1632957537,
|
||||
"version": "1.9.1",
|
||||
|
@@ -5,6 +5,22 @@ Edit the package's CHANGELOG.json file only.
|
||||
|
||||
CHANGELOG
|
||||
|
||||
## v1.9.5 - _November 16, 2021_
|
||||
|
||||
* Dependencies updated
|
||||
|
||||
## v1.9.4 - _November 3, 2021_
|
||||
|
||||
* Dependencies updated
|
||||
|
||||
## v1.9.3 - _October 19, 2021_
|
||||
|
||||
* Dependencies updated
|
||||
|
||||
## v1.9.2 - _October 4, 2021_
|
||||
|
||||
* Dependencies updated
|
||||
|
||||
## v1.9.1 - _September 29, 2021_
|
||||
|
||||
* Dependencies updated
|
||||
|
@@ -1,6 +1,6 @@
|
||||
{
|
||||
"name": "@0x/protocol-utils",
|
||||
"version": "1.9.1",
|
||||
"version": "1.9.5",
|
||||
"engines": {
|
||||
"node": ">=6.12"
|
||||
},
|
||||
@@ -63,8 +63,8 @@
|
||||
},
|
||||
"dependencies": {
|
||||
"@0x/assert": "^3.0.29",
|
||||
"@0x/contract-addresses": "^6.7.0",
|
||||
"@0x/contract-wrappers": "^13.18.0",
|
||||
"@0x/contract-addresses": "^6.9.0",
|
||||
"@0x/contract-wrappers": "^13.18.3",
|
||||
"@0x/json-schemas": "^6.3.0",
|
||||
"@0x/subproviders": "^6.6.0",
|
||||
"@0x/utils": "^6.4.4",
|
||||
|
@@ -131,7 +131,7 @@ export enum BridgeProtocol {
|
||||
KyberDmm,
|
||||
CurveV2,
|
||||
Lido,
|
||||
Clipper,
|
||||
Clipper, // Not used: Clipper is now using PLP interface
|
||||
}
|
||||
// tslint:enable: enum-naming
|
||||
|
||||
|
23
yarn.lock
23
yarn.lock
@@ -959,6 +959,13 @@
|
||||
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==
|
||||
dependencies:
|
||||
"@mapbox/node-pre-gyp" "^1.0.5"
|
||||
|
||||
"@0x/order-utils@^10.2.4", "@0x/order-utils@^10.4.28":
|
||||
version "10.4.28"
|
||||
resolved "https://registry.yarnpkg.com/@0x/order-utils/-/order-utils-10.4.28.tgz#c7b2f7d87a7f9834f9aa6186fbac68f32a05a81d"
|
||||
@@ -2473,6 +2480,21 @@
|
||||
semver "^7.3.4"
|
||||
tar "^6.1.0"
|
||||
|
||||
"@mapbox/node-pre-gyp@^1.0.5":
|
||||
version "1.0.5"
|
||||
resolved "https://registry.yarnpkg.com/@mapbox/node-pre-gyp/-/node-pre-gyp-1.0.5.tgz#2a0b32fcb416fb3f2250fd24cb2a81421a4f5950"
|
||||
integrity sha512-4srsKPXWlIxp5Vbqz5uLfBN+du2fJChBoYn/f2h991WLdk7jUvcSk/McVLSv/X+xQIPI8eGD5GjrnygdyHnhPA==
|
||||
dependencies:
|
||||
detect-libc "^1.0.3"
|
||||
https-proxy-agent "^5.0.0"
|
||||
make-dir "^3.1.0"
|
||||
node-fetch "^2.6.1"
|
||||
nopt "^5.0.0"
|
||||
npmlog "^4.1.2"
|
||||
rimraf "^3.0.2"
|
||||
semver "^7.3.4"
|
||||
tar "^6.1.0"
|
||||
|
||||
"@mrmlnc/readdir-enhanced@^2.2.1":
|
||||
version "2.2.1"
|
||||
resolved "https://registry.yarnpkg.com/@mrmlnc/readdir-enhanced/-/readdir-enhanced-2.2.1.tgz#524af240d1a360527b730475ecfa1344aa540dde"
|
||||
@@ -6380,6 +6402,7 @@ fake-merkle-patricia-tree@^1.0.1:
|
||||
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==
|
||||
dependencies:
|
||||
"@mapbox/node-pre-gyp" "^1.0.4"
|
||||
neon-cli "^0.8.0"
|
||||
|
Reference in New Issue
Block a user