Compare commits
14 Commits
@0x/protoc
...
protocol@9
Author | SHA1 | Date | |
---|---|---|---|
|
9ce73931f7 | ||
|
97020df178 | ||
|
dfb7b3de8f | ||
|
9e152912fe | ||
|
b2c2f1e1aa | ||
|
629c7d8e92 | ||
|
62f24d4356 | ||
|
ae281c33ca | ||
|
5d034dd106 | ||
|
c1f8df0eca | ||
|
76dda9eeda | ||
|
a9b84a92ac | ||
|
0f7e881899 | ||
|
6045f777ab |
@@ -1,6 +1,6 @@
|
||||
{
|
||||
"name": "@0x/contracts-integrations",
|
||||
"version": "2.7.30",
|
||||
"version": "2.7.34",
|
||||
"private": true,
|
||||
"engines": {
|
||||
"node": ">=6.12"
|
||||
@@ -65,9 +65,9 @@
|
||||
"@0x/contracts-utils": "^4.7.6",
|
||||
"@0x/coordinator-server": "^1.0.5",
|
||||
"@0x/dev-utils": "^4.2.1",
|
||||
"@0x/migrations": "^8.0.0",
|
||||
"@0x/migrations": "^8.0.1",
|
||||
"@0x/order-utils": "^10.4.19",
|
||||
"@0x/protocol-utils": "^1.4.0",
|
||||
"@0x/protocol-utils": "^1.4.1",
|
||||
"@0x/sol-compiler": "^4.6.1",
|
||||
"@0x/tslint-config": "^4.1.3",
|
||||
"@0x/web3-wrapper": "^7.4.1",
|
||||
@@ -93,7 +93,7 @@
|
||||
"typescript": "4.2.2"
|
||||
},
|
||||
"dependencies": {
|
||||
"@0x/asset-swapper": "^6.4.0",
|
||||
"@0x/asset-swapper": "^6.5.3",
|
||||
"@0x/base-contract": "^6.2.18",
|
||||
"@0x/contracts-asset-proxy": "^3.7.9",
|
||||
"@0x/contracts-erc1155": "^2.1.27",
|
||||
@@ -103,7 +103,7 @@
|
||||
"@0x/contracts-multisig": "^4.1.28",
|
||||
"@0x/contracts-staking": "^2.0.35",
|
||||
"@0x/contracts-test-utils": "^5.3.24",
|
||||
"@0x/contracts-zero-ex": "^0.21.0",
|
||||
"@0x/contracts-zero-ex": "^0.21.1",
|
||||
"@0x/subproviders": "^6.4.1",
|
||||
"@0x/types": "^3.3.1",
|
||||
"@0x/typescript-typings": "^5.1.6",
|
||||
|
@@ -1,4 +1,13 @@
|
||||
[
|
||||
{
|
||||
"timestamp": 1618259868,
|
||||
"version": "1.1.2",
|
||||
"changes": [
|
||||
{
|
||||
"note": "Dependencies updated"
|
||||
}
|
||||
]
|
||||
},
|
||||
{
|
||||
"timestamp": 1617311315,
|
||||
"version": "1.1.1",
|
||||
|
@@ -5,6 +5,10 @@ Edit the package's CHANGELOG.json file only.
|
||||
|
||||
CHANGELOG
|
||||
|
||||
## v1.1.2 - _April 12, 2021_
|
||||
|
||||
* Dependencies updated
|
||||
|
||||
## v1.1.1 - _April 1, 2021_
|
||||
|
||||
* Dependencies updated
|
||||
|
@@ -1,6 +1,6 @@
|
||||
{
|
||||
"name": "@0x/contracts-treasury",
|
||||
"version": "1.1.1",
|
||||
"version": "1.1.2",
|
||||
"engines": {
|
||||
"node": ">=6.12"
|
||||
},
|
||||
@@ -73,7 +73,7 @@
|
||||
},
|
||||
"dependencies": {
|
||||
"@0x/base-contract": "^6.2.18",
|
||||
"@0x/protocol-utils": "^1.4.0",
|
||||
"@0x/protocol-utils": "^1.4.1",
|
||||
"@0x/subproviders": "^6.4.1",
|
||||
"@0x/types": "^3.3.1",
|
||||
"@0x/typescript-typings": "^5.1.6",
|
||||
|
@@ -1,4 +1,13 @@
|
||||
[
|
||||
{
|
||||
"timestamp": 1618259868,
|
||||
"version": "0.21.1",
|
||||
"changes": [
|
||||
{
|
||||
"note": "Dependencies updated"
|
||||
}
|
||||
]
|
||||
},
|
||||
{
|
||||
"version": "0.21.0",
|
||||
"changes": [
|
||||
|
@@ -5,6 +5,10 @@ Edit the package's CHANGELOG.json file only.
|
||||
|
||||
CHANGELOG
|
||||
|
||||
## v0.21.1 - _April 12, 2021_
|
||||
|
||||
* Dependencies updated
|
||||
|
||||
## v0.21.0 - _April 1, 2021_
|
||||
|
||||
* Encoding protocol ID and source name in bridge source ID (#162)
|
||||
|
@@ -1,6 +1,6 @@
|
||||
{
|
||||
"name": "@0x/contracts-zero-ex",
|
||||
"version": "0.21.0",
|
||||
"version": "0.21.1",
|
||||
"engines": {
|
||||
"node": ">=6.12"
|
||||
},
|
||||
@@ -83,7 +83,7 @@
|
||||
},
|
||||
"dependencies": {
|
||||
"@0x/base-contract": "^6.2.18",
|
||||
"@0x/protocol-utils": "^1.4.0",
|
||||
"@0x/protocol-utils": "^1.4.1",
|
||||
"@0x/subproviders": "^6.4.1",
|
||||
"@0x/types": "^3.3.1",
|
||||
"@0x/typescript-typings": "^5.1.6",
|
||||
|
@@ -1,7 +1,53 @@
|
||||
[
|
||||
{
|
||||
"version": "6.5.3",
|
||||
"changes": [
|
||||
{
|
||||
"note": "Apply slippage to bridge orders in consumer",
|
||||
"pr": 198
|
||||
}
|
||||
],
|
||||
"timestamp": 1618433771
|
||||
},
|
||||
{
|
||||
"timestamp": 1618314654,
|
||||
"version": "6.5.2",
|
||||
"changes": [
|
||||
{
|
||||
"note": "Dependencies updated"
|
||||
}
|
||||
]
|
||||
},
|
||||
{
|
||||
"timestamp": 1618259868,
|
||||
"version": "6.5.1",
|
||||
"changes": [
|
||||
{
|
||||
"note": "Dependencies updated"
|
||||
}
|
||||
]
|
||||
},
|
||||
{
|
||||
"version": "6.5.0",
|
||||
"changes": [
|
||||
{
|
||||
"note": "Add Kyber DMM to Ethereum mainnet",
|
||||
"pr": 194
|
||||
},
|
||||
{
|
||||
"note": "Add default LiquidityProvider registry and allow LiquidityProvider gasCost to be a function of tokens",
|
||||
"pr": 196
|
||||
}
|
||||
],
|
||||
"timestamp": 1617913615
|
||||
},
|
||||
{
|
||||
"version": "6.4.0",
|
||||
"changes": [
|
||||
{
|
||||
"note": "Added Component, Smoothy, Saddle, Curve open pools, tweeks gas schedule, adding SushiSwap as a fee quote source",
|
||||
"pr": 182
|
||||
},
|
||||
{
|
||||
"note": "Use SOURCE_FLAGS.rfqOrder in comparisonPrice",
|
||||
"pr": 177
|
||||
|
@@ -5,8 +5,26 @@ Edit the package's CHANGELOG.json file only.
|
||||
|
||||
CHANGELOG
|
||||
|
||||
## v6.5.3 - _April 14, 2021_
|
||||
|
||||
* Apply slippage to bridge orders in consumer (#198)
|
||||
|
||||
## v6.5.2 - _April 13, 2021_
|
||||
|
||||
* Dependencies updated
|
||||
|
||||
## v6.5.1 - _April 12, 2021_
|
||||
|
||||
* Dependencies updated
|
||||
|
||||
## v6.5.0 - _April 8, 2021_
|
||||
|
||||
* Add Kyber DMM to Ethereum mainnet (#194)
|
||||
* Add default LiquidityProvider registry and allow LiquidityProvider gasCost to be a function of tokens (#196)
|
||||
|
||||
## v6.4.0 - _April 1, 2021_
|
||||
|
||||
* Added Component, Smoothy, Saddle, Curve open pools, tweeks gas schedule, adding SushiSwap as a fee quote source (#182)
|
||||
* Use SOURCE_FLAGS.rfqOrder in comparisonPrice (#177)
|
||||
* Add a cancel token to ensure timeouts are respected (#176)
|
||||
* Rename {Rfqt=>Rfq} for many types in Asset Swapper (#179)
|
||||
|
@@ -34,6 +34,7 @@ import "./MStableSampler.sol";
|
||||
import "./MooniswapSampler.sol";
|
||||
import "./NativeOrderSampler.sol";
|
||||
import "./ShellSampler.sol";
|
||||
import "./SmoothySampler.sol";
|
||||
import "./TwoHopSampler.sol";
|
||||
import "./UniswapSampler.sol";
|
||||
import "./UniswapV2Sampler.sol";
|
||||
@@ -55,6 +56,7 @@ contract ERC20BridgeSampler is
|
||||
MultiBridgeSampler,
|
||||
NativeOrderSampler,
|
||||
ShellSampler,
|
||||
SmoothySampler,
|
||||
TwoHopSampler,
|
||||
UniswapSampler,
|
||||
UniswapV2Sampler,
|
||||
|
@@ -20,10 +20,20 @@
|
||||
pragma solidity ^0.6;
|
||||
pragma experimental ABIEncoderV2;
|
||||
|
||||
import "./ApproximateBuys.sol";
|
||||
import "./interfaces/IShell.sol";
|
||||
import "./SamplerUtils.sol";
|
||||
|
||||
contract ShellSampler
|
||||
|
||||
contract ShellSampler is
|
||||
SamplerUtils,
|
||||
ApproximateBuys
|
||||
{
|
||||
|
||||
struct ShellInfo {
|
||||
address poolAddress;
|
||||
}
|
||||
|
||||
/// @dev Default gas limit for Shell calls.
|
||||
uint256 constant private DEFAULT_CALL_GAS = 300e3; // 300k
|
||||
|
||||
@@ -56,10 +66,6 @@ contract ShellSampler
|
||||
returns (uint256 amount)
|
||||
{
|
||||
makerTokenAmounts[i] = amount;
|
||||
// Break early if there are 0 amounts
|
||||
if (makerTokenAmounts[i] == 0) {
|
||||
break;
|
||||
}
|
||||
} catch (bytes memory) {
|
||||
// Swallow failures, leaving all results as zero.
|
||||
break;
|
||||
@@ -84,26 +90,37 @@ contract ShellSampler
|
||||
view
|
||||
returns (uint256[] memory takerTokenAmounts)
|
||||
{
|
||||
// Initialize array of maker token amounts.
|
||||
uint256 numSamples = makerTokenAmounts.length;
|
||||
takerTokenAmounts = new uint256[](numSamples);
|
||||
return _sampleApproximateBuys(
|
||||
ApproximateBuyQuoteOpts({
|
||||
makerTokenData: abi.encode(makerToken, pool),
|
||||
takerTokenData: abi.encode(takerToken, pool),
|
||||
getSellQuoteCallback: _sampleSellForApproximateBuyFromShell
|
||||
}),
|
||||
makerTokenAmounts
|
||||
);
|
||||
}
|
||||
|
||||
for (uint256 i = 0; i < numSamples; i++) {
|
||||
try
|
||||
IShell(pool).viewTargetSwap
|
||||
{gas: DEFAULT_CALL_GAS}
|
||||
(takerToken, makerToken, makerTokenAmounts[i])
|
||||
returns (uint256 amount)
|
||||
{
|
||||
takerTokenAmounts[i] = amount;
|
||||
// Break early if there are 0 amounts
|
||||
if (takerTokenAmounts[i] == 0) {
|
||||
break;
|
||||
}
|
||||
} catch (bytes memory) {
|
||||
// Swallow failures, leaving all results as zero.
|
||||
break;
|
||||
}
|
||||
function _sampleSellForApproximateBuyFromShell(
|
||||
bytes memory takerTokenData,
|
||||
bytes memory makerTokenData,
|
||||
uint256 sellAmount
|
||||
)
|
||||
private
|
||||
view
|
||||
returns (uint256 buyAmount)
|
||||
{
|
||||
(address takerToken, address pool) = abi.decode(takerTokenData, (address, address));
|
||||
(address makerToken) = abi.decode(makerTokenData, (address));
|
||||
|
||||
try
|
||||
this.sampleSellsFromShell
|
||||
(pool, takerToken, makerToken, _toSingleValueArray(sellAmount))
|
||||
returns (uint256[] memory amounts)
|
||||
{
|
||||
return amounts[0];
|
||||
} catch (bytes memory) {
|
||||
// Swallow failures, leaving all results as zero.
|
||||
return 0;
|
||||
}
|
||||
}
|
||||
}
|
||||
|
156
packages/asset-swapper/contracts/src/SmoothySampler.sol
Normal file
156
packages/asset-swapper/contracts/src/SmoothySampler.sol
Normal file
@@ -0,0 +1,156 @@
|
||||
// SPDX-License-Identifier: Apache-2.0
|
||||
/*
|
||||
|
||||
Copyright 2020 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;
|
||||
pragma experimental ABIEncoderV2;
|
||||
|
||||
// import "./interfaces/ISmoothy.sol";
|
||||
import "./ApproximateBuys.sol";
|
||||
import "./SamplerUtils.sol";
|
||||
import "./interfaces/ISmoothy.sol";
|
||||
|
||||
contract SmoothySampler is
|
||||
SamplerUtils,
|
||||
ApproximateBuys
|
||||
{
|
||||
/// @dev Information for sampling from smoothy sources.
|
||||
struct SmoothyInfo {
|
||||
address poolAddress;
|
||||
bytes4 sellQuoteFunctionSelector;
|
||||
bytes4 buyQuoteFunctionSelector;
|
||||
}
|
||||
|
||||
/// @dev Base gas limit for Smoothy calls.
|
||||
uint256 constant private SMOOTHY_CALL_GAS = 600e3;
|
||||
|
||||
/// @dev Sample sell quotes from Smoothy.
|
||||
/// @param smoothyInfo Smoothy information specific to this token pair.
|
||||
/// @param fromTokenIdx Index of the taker token (what to sell).
|
||||
/// @param toTokenIdx Index of the maker token (what to buy).
|
||||
/// @param takerTokenAmounts Taker token sell amount for each sample.
|
||||
/// @return makerTokenAmounts Maker amounts bought at each taker token
|
||||
/// amount.
|
||||
function sampleSellsFromSmoothy(
|
||||
SmoothyInfo memory smoothyInfo,
|
||||
int128 fromTokenIdx,
|
||||
int128 toTokenIdx,
|
||||
uint256[] memory takerTokenAmounts
|
||||
)
|
||||
public
|
||||
view
|
||||
returns (uint256[] memory makerTokenAmounts)
|
||||
{
|
||||
// Basically a Curve fork
|
||||
|
||||
// Smoothy only keep a percentage of its tokens available in reserve
|
||||
uint256 poolReserveMakerAmount = ISmoothy(smoothyInfo.poolAddress).getBalance(uint256(toTokenIdx)) -
|
||||
ISmoothy(smoothyInfo.poolAddress)._yBalances(uint256(toTokenIdx));
|
||||
(, , , uint256 decimals) = ISmoothy(smoothyInfo.poolAddress).getTokenStats(uint256(toTokenIdx));
|
||||
poolReserveMakerAmount = poolReserveMakerAmount/(10**(18-decimals));
|
||||
|
||||
uint256 numSamples = takerTokenAmounts.length;
|
||||
makerTokenAmounts = new uint256[](numSamples);
|
||||
for (uint256 i = 0; i < numSamples; i++) {
|
||||
(bool didSucceed, bytes memory resultData) =
|
||||
smoothyInfo.poolAddress.staticcall.gas(SMOOTHY_CALL_GAS)(
|
||||
abi.encodeWithSelector(
|
||||
smoothyInfo.sellQuoteFunctionSelector,
|
||||
fromTokenIdx,
|
||||
toTokenIdx,
|
||||
takerTokenAmounts[i]
|
||||
));
|
||||
uint256 buyAmount = 0;
|
||||
if (didSucceed) {
|
||||
buyAmount = abi.decode(resultData, (uint256));
|
||||
}
|
||||
|
||||
// Make sure the quoted buyAmount is available in the pool reserve
|
||||
if (buyAmount >= poolReserveMakerAmount) {
|
||||
// Assign pool reserve amount for all higher samples to break early
|
||||
for (uint256 j = i; j < numSamples; j++) {
|
||||
makerTokenAmounts[j] = poolReserveMakerAmount;
|
||||
}
|
||||
break;
|
||||
} else {
|
||||
makerTokenAmounts[i] = buyAmount;
|
||||
}
|
||||
|
||||
// Break early if there are 0 amounts
|
||||
if (makerTokenAmounts[i] == 0) {
|
||||
break;
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
/// @dev Sample buy quotes from Smoothy.
|
||||
/// @param smoothyInfo Smoothy information specific to this token pair.
|
||||
/// @param fromTokenIdx Index of the taker token (what to sell).
|
||||
/// @param toTokenIdx Index of the maker token (what to buy).
|
||||
/// @param makerTokenAmounts Maker token buy amount for each sample.
|
||||
/// @return takerTokenAmounts Taker amounts sold at each maker token
|
||||
/// amount.
|
||||
function sampleBuysFromSmoothy(
|
||||
SmoothyInfo memory smoothyInfo,
|
||||
int128 fromTokenIdx,
|
||||
int128 toTokenIdx,
|
||||
uint256[] memory makerTokenAmounts
|
||||
)
|
||||
public
|
||||
view
|
||||
returns (uint256[] memory takerTokenAmounts)
|
||||
{
|
||||
// Buys not supported so approximate it.
|
||||
return _sampleApproximateBuys(
|
||||
ApproximateBuyQuoteOpts({
|
||||
makerTokenData: abi.encode(toTokenIdx, smoothyInfo),
|
||||
takerTokenData: abi.encode(fromTokenIdx, smoothyInfo),
|
||||
getSellQuoteCallback: _sampleSellForApproximateBuyFromSmoothy
|
||||
}),
|
||||
makerTokenAmounts
|
||||
);
|
||||
}
|
||||
|
||||
function _sampleSellForApproximateBuyFromSmoothy(
|
||||
bytes memory takerTokenData,
|
||||
bytes memory makerTokenData,
|
||||
uint256 sellAmount
|
||||
)
|
||||
private
|
||||
view
|
||||
returns (uint256 buyAmount)
|
||||
{
|
||||
(int128 takerTokenIdx, SmoothyInfo memory smoothyInfo) =
|
||||
abi.decode(takerTokenData, (int128, SmoothyInfo));
|
||||
(int128 makerTokenIdx) =
|
||||
abi.decode(makerTokenData, (int128));
|
||||
(bool success, bytes memory resultData) =
|
||||
address(this).staticcall(abi.encodeWithSelector(
|
||||
this.sampleSellsFromSmoothy.selector,
|
||||
smoothyInfo,
|
||||
takerTokenIdx,
|
||||
makerTokenIdx,
|
||||
_toSingleValueArray(sellAmount)
|
||||
));
|
||||
if (!success) {
|
||||
return 0;
|
||||
}
|
||||
// solhint-disable-next-line indent
|
||||
return abi.decode(resultData, (uint256[]))[0];
|
||||
}
|
||||
}
|
45
packages/asset-swapper/contracts/src/interfaces/ISmoothy.sol
Normal file
45
packages/asset-swapper/contracts/src/interfaces/ISmoothy.sol
Normal file
@@ -0,0 +1,45 @@
|
||||
// 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;
|
||||
|
||||
|
||||
interface ISmoothy {
|
||||
|
||||
function getBalance (
|
||||
uint256 tid
|
||||
)
|
||||
external
|
||||
view
|
||||
returns (uint256 balance);
|
||||
|
||||
function _yBalances (
|
||||
uint256 tid
|
||||
)
|
||||
external
|
||||
view
|
||||
returns (uint256 balance);
|
||||
|
||||
function getTokenStats (
|
||||
uint256 tid
|
||||
)
|
||||
external
|
||||
view
|
||||
returns (uint256 softWeight, uint256 hardWeight, uint256 balance, uint256 decimals);
|
||||
}
|
@@ -1,6 +1,6 @@
|
||||
{
|
||||
"name": "@0x/asset-swapper",
|
||||
"version": "6.4.0",
|
||||
"version": "6.5.3",
|
||||
"engines": {
|
||||
"node": ">=6.12"
|
||||
},
|
||||
@@ -38,7 +38,7 @@
|
||||
"config": {
|
||||
"publicInterfaceContracts": "ERC20BridgeSampler,BalanceChecker,FakeTaker",
|
||||
"abis:comment": "This list is auto-generated by contracts-gen. Don't edit manually.",
|
||||
"abis": "./test/generated-artifacts/@(ApproximateBuys|BalanceChecker|BalancerSampler|BancorSampler|CurveSampler|DODOSampler|DODOV2Sampler|DummyLiquidityProvider|ERC20BridgeSampler|Eth2DaiSampler|FakeTaker|IBalancer|IBancor|ICurve|IEth2Dai|IKyberNetwork|IMStable|IMooniswap|IMultiBridge|IShell|IUniswapExchangeQuotes|IUniswapV2Router01|KyberSampler|LiquidityProviderSampler|MStableSampler|MakerPSMSampler|MooniswapSampler|MultiBridgeSampler|NativeOrderSampler|SamplerUtils|ShellSampler|TestERC20BridgeSampler|TestNativeOrderSampler|TwoHopSampler|UniswapSampler|UniswapV2Sampler|UtilitySampler).json",
|
||||
"abis": "./test/generated-artifacts/@(ApproximateBuys|BalanceChecker|BalancerSampler|BancorSampler|CurveSampler|DODOSampler|DODOV2Sampler|DummyLiquidityProvider|ERC20BridgeSampler|Eth2DaiSampler|FakeTaker|IBalancer|IBancor|ICurve|IEth2Dai|IKyberNetwork|IMStable|IMooniswap|IMultiBridge|IShell|ISmoothy|IUniswapExchangeQuotes|IUniswapV2Router01|KyberSampler|LiquidityProviderSampler|MStableSampler|MakerPSMSampler|MooniswapSampler|MultiBridgeSampler|NativeOrderSampler|SamplerUtils|ShellSampler|SmoothySampler|TestERC20BridgeSampler|TestNativeOrderSampler|TwoHopSampler|UniswapSampler|UniswapV2Sampler|UtilitySampler).json",
|
||||
"postpublish": {
|
||||
"assets": []
|
||||
}
|
||||
@@ -62,10 +62,10 @@
|
||||
"@0x/contract-addresses": "^6.0.0",
|
||||
"@0x/contract-wrappers": "^13.15.0",
|
||||
"@0x/contracts-erc20": "^3.3.6",
|
||||
"@0x/contracts-zero-ex": "^0.21.0",
|
||||
"@0x/contracts-zero-ex": "^0.21.1",
|
||||
"@0x/dev-utils": "^4.2.1",
|
||||
"@0x/json-schemas": "^5.4.1",
|
||||
"@0x/protocol-utils": "^1.4.0",
|
||||
"@0x/protocol-utils": "^1.4.1",
|
||||
"@0x/quote-server": "^5.0.0",
|
||||
"@0x/types": "^3.3.1",
|
||||
"@0x/typescript-typings": "^5.1.6",
|
||||
@@ -96,7 +96,7 @@
|
||||
"@0x/contracts-test-utils": "^5.3.24",
|
||||
"@0x/contracts-utils": "^4.7.6",
|
||||
"@0x/mesh-rpc-client": "^9.4.2",
|
||||
"@0x/migrations": "^8.0.0",
|
||||
"@0x/migrations": "^8.0.1",
|
||||
"@0x/sol-compiler": "^4.6.1",
|
||||
"@0x/subproviders": "^6.4.1",
|
||||
"@0x/ts-doc-gen": "^0.0.28",
|
||||
|
@@ -23,6 +23,7 @@ import {
|
||||
CalldataInfo,
|
||||
ExchangeProxyContractOpts,
|
||||
MarketBuySwapQuote,
|
||||
MarketOperation,
|
||||
MarketSellSwapQuote,
|
||||
SwapQuote,
|
||||
SwapQuoteConsumerBase,
|
||||
@@ -43,6 +44,7 @@ import {
|
||||
LiquidityProviderFillData,
|
||||
MooniswapFillData,
|
||||
OptimizedMarketBridgeOrder,
|
||||
OptimizedMarketOrder,
|
||||
UniswapV2FillData,
|
||||
} from '../utils/market_operation_utils/types';
|
||||
|
||||
@@ -136,7 +138,10 @@ export class ExchangeProxySwapQuoteConsumer implements SwapQuoteConsumerBase {
|
||||
const buyToken = quote.makerToken;
|
||||
|
||||
// Take the bounds from the worst case
|
||||
const sellAmount = quote.worstCaseQuoteInfo.totalTakerAmount;
|
||||
const sellAmount = BigNumber.max(
|
||||
quote.bestCaseQuoteInfo.totalTakerAmount,
|
||||
quote.worstCaseQuoteInfo.totalTakerAmount,
|
||||
);
|
||||
let minBuyAmount = quote.worstCaseQuoteInfo.makerAmount;
|
||||
let ethAmount = quote.worstCaseQuoteInfo.protocolFeeInWeiAmount;
|
||||
|
||||
@@ -144,13 +149,15 @@ export class ExchangeProxySwapQuoteConsumer implements SwapQuoteConsumerBase {
|
||||
ethAmount = ethAmount.plus(sellAmount);
|
||||
}
|
||||
|
||||
const slippedOrders = slipNonNativeOrders(quote);
|
||||
|
||||
// VIP routes.
|
||||
if (
|
||||
this.chainId === ChainId.Mainnet &&
|
||||
isDirectSwapCompatible(quote, optsWithDefaults, [ERC20BridgeSource.UniswapV2, ERC20BridgeSource.SushiSwap])
|
||||
) {
|
||||
const source = quote.orders[0].source;
|
||||
const fillData = (quote.orders[0] as OptimizedMarketBridgeOrder<UniswapV2FillData>).fillData;
|
||||
const source = slippedOrders[0].source;
|
||||
const fillData = (slippedOrders[0] as OptimizedMarketBridgeOrder<UniswapV2FillData>).fillData;
|
||||
return {
|
||||
calldataHexString: this._exchangeProxy
|
||||
.sellToUniswap(
|
||||
@@ -183,8 +190,8 @@ export class ExchangeProxySwapQuoteConsumer implements SwapQuoteConsumerBase {
|
||||
ERC20BridgeSource.SushiSwap,
|
||||
])
|
||||
) {
|
||||
const source = quote.orders[0].source;
|
||||
const fillData = (quote.orders[0] as OptimizedMarketBridgeOrder<UniswapV2FillData>).fillData;
|
||||
const source = slippedOrders[0].source;
|
||||
const fillData = (slippedOrders[0] as OptimizedMarketBridgeOrder<UniswapV2FillData>).fillData;
|
||||
return {
|
||||
calldataHexString: this._exchangeProxy
|
||||
.sellToPancakeSwap(
|
||||
@@ -213,7 +220,7 @@ export class ExchangeProxySwapQuoteConsumer implements SwapQuoteConsumerBase {
|
||||
this.chainId === ChainId.Mainnet &&
|
||||
isDirectSwapCompatible(quote, optsWithDefaults, [ERC20BridgeSource.LiquidityProvider])
|
||||
) {
|
||||
const fillData = (quote.orders[0] as OptimizedMarketBridgeOrder<LiquidityProviderFillData>).fillData;
|
||||
const fillData = (slippedOrders[0] as OptimizedMarketBridgeOrder<LiquidityProviderFillData>).fillData;
|
||||
const target = fillData.poolAddress;
|
||||
return {
|
||||
calldataHexString: this._exchangeProxy
|
||||
@@ -238,7 +245,7 @@ export class ExchangeProxySwapQuoteConsumer implements SwapQuoteConsumerBase {
|
||||
this.chainId === ChainId.Mainnet &&
|
||||
isDirectSwapCompatible(quote, optsWithDefaults, [ERC20BridgeSource.Curve, ERC20BridgeSource.Swerve])
|
||||
) {
|
||||
const fillData = quote.orders[0].fills[0].fillData as CurveFillData;
|
||||
const fillData = slippedOrders[0].fills[0].fillData as CurveFillData;
|
||||
return {
|
||||
calldataHexString: this._exchangeProxy
|
||||
.sellToLiquidityProvider(
|
||||
@@ -267,7 +274,7 @@ export class ExchangeProxySwapQuoteConsumer implements SwapQuoteConsumerBase {
|
||||
this.chainId === ChainId.Mainnet &&
|
||||
isDirectSwapCompatible(quote, optsWithDefaults, [ERC20BridgeSource.Mooniswap])
|
||||
) {
|
||||
const fillData = quote.orders[0].fills[0].fillData as MooniswapFillData;
|
||||
const fillData = slippedOrders[0].fills[0].fillData as MooniswapFillData;
|
||||
return {
|
||||
calldataHexString: this._exchangeProxy
|
||||
.sellToLiquidityProvider(
|
||||
@@ -289,7 +296,7 @@ export class ExchangeProxySwapQuoteConsumer implements SwapQuoteConsumerBase {
|
||||
|
||||
if (this.chainId === ChainId.Mainnet && isMultiplexBatchFillCompatible(quote, optsWithDefaults)) {
|
||||
return {
|
||||
calldataHexString: this._encodeMultiplexBatchFillCalldata(quote),
|
||||
calldataHexString: this._encodeMultiplexBatchFillCalldata({ ...quote, orders: slippedOrders }),
|
||||
ethAmount,
|
||||
toAddress: this._exchangeProxy.address,
|
||||
allowanceTarget: this._exchangeProxy.address,
|
||||
@@ -298,7 +305,10 @@ export class ExchangeProxySwapQuoteConsumer implements SwapQuoteConsumerBase {
|
||||
}
|
||||
if (this.chainId === ChainId.Mainnet && isMultiplexMultiHopFillCompatible(quote, optsWithDefaults)) {
|
||||
return {
|
||||
calldataHexString: this._encodeMultiplexMultiHopFillCalldata(quote, optsWithDefaults),
|
||||
calldataHexString: this._encodeMultiplexMultiHopFillCalldata(
|
||||
{ ...quote, orders: slippedOrders },
|
||||
optsWithDefaults,
|
||||
),
|
||||
ethAmount,
|
||||
toAddress: this._exchangeProxy.address,
|
||||
allowanceTarget: this._exchangeProxy.address,
|
||||
@@ -321,10 +331,10 @@ export class ExchangeProxySwapQuoteConsumer implements SwapQuoteConsumerBase {
|
||||
|
||||
// If it's two hop we have an intermediate token this is needed to encode the individual FQT
|
||||
// and we also want to ensure no dust amount is left in the flash wallet
|
||||
const intermediateToken = quote.isTwoHop ? quote.orders[0].makerToken : NULL_ADDRESS;
|
||||
const intermediateToken = quote.isTwoHop ? slippedOrders[0].makerToken : NULL_ADDRESS;
|
||||
// This transformer will fill the quote.
|
||||
if (quote.isTwoHop) {
|
||||
const [firstHopOrder, secondHopOrder] = quote.orders;
|
||||
const [firstHopOrder, secondHopOrder] = slippedOrders;
|
||||
transforms.push({
|
||||
deploymentNonce: this.transformerNonces.fillQuoteTransformer,
|
||||
data: encodeFillQuoteTransformerData({
|
||||
@@ -349,14 +359,13 @@ export class ExchangeProxySwapQuoteConsumer implements SwapQuoteConsumerBase {
|
||||
});
|
||||
} else {
|
||||
const fillAmount = isBuyQuote(quote) ? quote.makerTokenFillAmount : quote.takerTokenFillAmount;
|
||||
|
||||
transforms.push({
|
||||
deploymentNonce: this.transformerNonces.fillQuoteTransformer,
|
||||
data: encodeFillQuoteTransformerData({
|
||||
side: isBuyQuote(quote) ? FillQuoteTransformerSide.Buy : FillQuoteTransformerSide.Sell,
|
||||
sellToken,
|
||||
buyToken,
|
||||
...getFQTTransformerDataFromOptimizedOrders(quote.orders),
|
||||
...getFQTTransformerDataFromOptimizedOrders(slippedOrders),
|
||||
refundReceiver: refundReceiver || NULL_ADDRESS,
|
||||
fillAmount: !isBuyQuote(quote) && shouldSellEntireBalance ? MAX_UINT256 : fillAmount,
|
||||
}),
|
||||
@@ -598,3 +607,38 @@ export class ExchangeProxySwapQuoteConsumer implements SwapQuoteConsumerBase {
|
||||
.getABIEncodedTransactionData();
|
||||
}
|
||||
}
|
||||
|
||||
function slipNonNativeOrders(quote: MarketSellSwapQuote | MarketBuySwapQuote): OptimizedMarketOrder[] {
|
||||
const slippage = getMaxQuoteSlippageRate(quote);
|
||||
if (!slippage) {
|
||||
return quote.orders;
|
||||
}
|
||||
return quote.orders.map(o => {
|
||||
if (o.source === ERC20BridgeSource.Native) {
|
||||
return o;
|
||||
}
|
||||
return {
|
||||
...o,
|
||||
...(quote.type === MarketOperation.Sell
|
||||
? { makerAmount: o.makerAmount.times(1 - slippage).integerValue(BigNumber.ROUND_DOWN) }
|
||||
: { takerAmount: o.takerAmount.times(1 + slippage).integerValue(BigNumber.ROUND_UP) }),
|
||||
};
|
||||
});
|
||||
}
|
||||
|
||||
function getMaxQuoteSlippageRate(quote: MarketBuySwapQuote | MarketSellSwapQuote): number {
|
||||
if (quote.type === MarketOperation.Buy) {
|
||||
// (worstCaseTaker - bestCaseTaker) / bestCaseTaker
|
||||
// where worstCaseTaker >= bestCaseTaker
|
||||
return quote.worstCaseQuoteInfo.takerAmount
|
||||
.minus(quote.bestCaseQuoteInfo.takerAmount)
|
||||
.div(quote.bestCaseQuoteInfo.takerAmount)
|
||||
.toNumber();
|
||||
}
|
||||
// (bestCaseMaker - worstCaseMaker) / bestCaseMaker
|
||||
// where bestCaseMaker >= worstCaseMaker
|
||||
return quote.bestCaseQuoteInfo.makerAmount
|
||||
.minus(quote.worstCaseQuoteInfo.makerAmount)
|
||||
.div(quote.bestCaseQuoteInfo.makerAmount)
|
||||
.toNumber();
|
||||
}
|
||||
|
@@ -591,9 +591,10 @@ function calculateTwoHopQuoteInfo(
|
||||
: secondHopOrder.makerAmount,
|
||||
takerAmount: MarketOperation.Sell
|
||||
? firstHopOrder.takerAmount
|
||||
: // tslint:disable-next-line: binary-expression-operand-order
|
||||
firstHopOrder.takerAmount.times(1 + slippage).integerValue(),
|
||||
totalTakerAmount: firstHopOrder.takerAmount,
|
||||
: firstHopOrder.takerAmount.times(1 + slippage).integerValue(),
|
||||
totalTakerAmount: MarketOperation.Sell
|
||||
? firstHopOrder.takerAmount
|
||||
: firstHopOrder.takerAmount.times(1 + slippage).integerValue(),
|
||||
feeTakerTokenAmount: constants.ZERO_AMOUNT,
|
||||
protocolFeeInWeiAmount: constants.ZERO_AMOUNT,
|
||||
gas,
|
||||
|
@@ -3,11 +3,11 @@ import { SDK } from '@bancor/sdk';
|
||||
import { Ethereum } from '@bancor/sdk/dist/blockchains/ethereum';
|
||||
import { BlockchainType } from '@bancor/sdk/dist/types';
|
||||
|
||||
import { TOKENS } from './constants';
|
||||
import { MAINNET_TOKENS } from './constants';
|
||||
|
||||
const findToken = (tokenAddress: string, graph: object): string =>
|
||||
// If we're looking for WETH it is stored by Bancor as the 0xeee address
|
||||
tokenAddress.toLowerCase() === TOKENS.WETH.toLowerCase()
|
||||
tokenAddress.toLowerCase() === MAINNET_TOKENS.WETH.toLowerCase()
|
||||
? '0xEeeeeEeeeEeEeeEeEeEeeEEEeeeeEeeeeeeeEEeE'
|
||||
: Object.keys(graph).filter(k => k.toLowerCase() === tokenAddress.toLowerCase())[0];
|
||||
|
||||
|
@@ -4,19 +4,24 @@ import { BigNumber, NULL_BYTES } from '@0x/utils';
|
||||
import {
|
||||
BAKERYSWAP_ROUTER_BY_CHAIN_ID,
|
||||
BELT_BSC_INFOS,
|
||||
COMPONENT_POOLS_BY_CHAIN_ID,
|
||||
CRYPTO_COM_ROUTER_BY_CHAIN_ID,
|
||||
CURVE_MAINNET_INFOS,
|
||||
ELLIPSIS_BSC_INFOS,
|
||||
KYBER_BRIDGED_LIQUIDITY_PREFIX,
|
||||
MAINNET_CURVE_INFOS,
|
||||
MAINNET_SNOWSWAP_INFOS,
|
||||
MAINNET_SWERVE_INFOS,
|
||||
KYBER_DMM_ROUTER_BY_CHAIN_ID,
|
||||
MAX_DODOV2_POOLS_QUERIED,
|
||||
MAX_KYBER_RESERVES_QUERIED,
|
||||
NERVE_BSC_INFOS,
|
||||
NULL_ADDRESS,
|
||||
PANCAKESWAP_ROUTER_BY_CHAIN_ID,
|
||||
SADDLE_MAINNET_INFOS,
|
||||
SHELL_POOLS_BY_CHAIN_ID,
|
||||
SMOOTHY_BSC_INFOS,
|
||||
SMOOTHY_MAINNET_INFOS,
|
||||
SNOWSWAP_MAINNET_INFOS,
|
||||
SUSHISWAP_ROUTER_BY_CHAIN_ID,
|
||||
SWERVE_MAINNET_INFOS,
|
||||
UNISWAPV2_ROUTER_BY_CHAIN_ID,
|
||||
} from './constants';
|
||||
import { CurveInfo, ERC20BridgeSource } from './types';
|
||||
@@ -60,12 +65,22 @@ export function getShellsForPair(chainId: ChainId, takerToken: string, makerToke
|
||||
.map(i => i.poolAddress);
|
||||
}
|
||||
|
||||
// tslint:disable completed-docs
|
||||
export function getComponentForPair(chainId: ChainId, takerToken: string, makerToken: string): string[] {
|
||||
if (chainId !== ChainId.Mainnet) {
|
||||
return [];
|
||||
}
|
||||
return Object.values(COMPONENT_POOLS_BY_CHAIN_ID[chainId])
|
||||
.filter(c => [makerToken, takerToken].every(t => c.tokens.includes(t)))
|
||||
.map(i => i.poolAddress);
|
||||
}
|
||||
|
||||
// tslint:disable completed-docs
|
||||
export function getCurveInfosForPair(chainId: ChainId, takerToken: string, makerToken: string): CurveInfo[] {
|
||||
if (chainId !== ChainId.Mainnet) {
|
||||
return [];
|
||||
}
|
||||
return Object.values(MAINNET_CURVE_INFOS).filter(c =>
|
||||
return Object.values(CURVE_MAINNET_INFOS).filter(c =>
|
||||
[makerToken, takerToken].every(
|
||||
t =>
|
||||
(c.tokens.includes(t) && c.metaToken === undefined) ||
|
||||
@@ -78,7 +93,7 @@ export function getSwerveInfosForPair(chainId: ChainId, takerToken: string, make
|
||||
if (chainId !== ChainId.Mainnet) {
|
||||
return [];
|
||||
}
|
||||
return Object.values(MAINNET_SWERVE_INFOS).filter(c =>
|
||||
return Object.values(SWERVE_MAINNET_INFOS).filter(c =>
|
||||
[makerToken, takerToken].every(
|
||||
t =>
|
||||
(c.tokens.includes(t) && c.metaToken === undefined) ||
|
||||
@@ -91,7 +106,7 @@ export function getSnowSwapInfosForPair(chainId: ChainId, takerToken: string, ma
|
||||
if (chainId !== ChainId.Mainnet) {
|
||||
return [];
|
||||
}
|
||||
return Object.values(MAINNET_SNOWSWAP_INFOS).filter(c =>
|
||||
return Object.values(SNOWSWAP_MAINNET_INFOS).filter(c =>
|
||||
[makerToken, takerToken].every(
|
||||
t =>
|
||||
(c.tokens.includes(t) && c.metaToken === undefined) ||
|
||||
@@ -139,6 +154,61 @@ export function getEllipsisInfosForPair(chainId: ChainId, takerToken: string, ma
|
||||
);
|
||||
}
|
||||
|
||||
export function getSmoothyInfosForPair(chainId: ChainId, takerToken: string, makerToken: string): CurveInfo[] {
|
||||
if (chainId === ChainId.BSC) {
|
||||
return Object.values(SMOOTHY_BSC_INFOS).filter(c =>
|
||||
[makerToken, takerToken].every(
|
||||
t =>
|
||||
(c.tokens.includes(t) && c.metaToken === undefined) ||
|
||||
(c.tokens.includes(t) &&
|
||||
c.metaToken !== undefined &&
|
||||
[makerToken, takerToken].includes(c.metaToken)),
|
||||
),
|
||||
);
|
||||
} else if (chainId === ChainId.Mainnet) {
|
||||
return Object.values(SMOOTHY_MAINNET_INFOS).filter(c =>
|
||||
[makerToken, takerToken].every(
|
||||
t =>
|
||||
(c.tokens.includes(t) && c.metaToken === undefined) ||
|
||||
(c.tokens.includes(t) &&
|
||||
c.metaToken !== undefined &&
|
||||
[makerToken, takerToken].includes(c.metaToken)),
|
||||
),
|
||||
);
|
||||
} else {
|
||||
return [];
|
||||
}
|
||||
}
|
||||
|
||||
export function getSaddleInfosForPair(chainId: ChainId, takerToken: string, makerToken: string): CurveInfo[] {
|
||||
if (chainId !== ChainId.Mainnet) {
|
||||
return [];
|
||||
}
|
||||
return Object.values(SADDLE_MAINNET_INFOS).filter(c =>
|
||||
[makerToken, takerToken].every(
|
||||
t =>
|
||||
(c.tokens.includes(t) && c.metaToken === undefined) ||
|
||||
(c.tokens.includes(t) && c.metaToken !== undefined && [makerToken, takerToken].includes(c.metaToken)),
|
||||
),
|
||||
);
|
||||
}
|
||||
|
||||
export function getShellLikeInfosForPair(
|
||||
chainId: ChainId,
|
||||
takerToken: string,
|
||||
makerToken: string,
|
||||
source: ERC20BridgeSource.Shell | ERC20BridgeSource.Component,
|
||||
): string[] {
|
||||
switch (source) {
|
||||
case ERC20BridgeSource.Shell:
|
||||
return getShellsForPair(chainId, takerToken, makerToken);
|
||||
case ERC20BridgeSource.Component:
|
||||
return getComponentForPair(chainId, takerToken, makerToken);
|
||||
default:
|
||||
throw new Error(`Unknown Shell like source ${source}`);
|
||||
}
|
||||
}
|
||||
|
||||
export function getCurveLikeInfosForPair(
|
||||
chainId: ChainId,
|
||||
takerToken: string,
|
||||
@@ -149,7 +219,9 @@ export function getCurveLikeInfosForPair(
|
||||
| ERC20BridgeSource.SnowSwap
|
||||
| ERC20BridgeSource.Nerve
|
||||
| ERC20BridgeSource.Belt
|
||||
| ERC20BridgeSource.Ellipsis,
|
||||
| ERC20BridgeSource.Ellipsis
|
||||
| ERC20BridgeSource.Smoothy
|
||||
| ERC20BridgeSource.Saddle,
|
||||
): CurveInfo[] {
|
||||
switch (source) {
|
||||
case ERC20BridgeSource.Curve:
|
||||
@@ -164,6 +236,10 @@ export function getCurveLikeInfosForPair(
|
||||
return getBeltInfosForPair(chainId, takerToken, makerToken);
|
||||
case ERC20BridgeSource.Ellipsis:
|
||||
return getEllipsisInfosForPair(chainId, takerToken, makerToken);
|
||||
case ERC20BridgeSource.Smoothy:
|
||||
return getSmoothyInfosForPair(chainId, takerToken, makerToken);
|
||||
case ERC20BridgeSource.Saddle:
|
||||
return getSaddleInfosForPair(chainId, takerToken, makerToken);
|
||||
default:
|
||||
throw new Error(`Unknown Curve like source ${source}`);
|
||||
}
|
||||
@@ -176,7 +252,8 @@ export function uniswapV2LikeRouterAddress(
|
||||
| ERC20BridgeSource.SushiSwap
|
||||
| ERC20BridgeSource.CryptoCom
|
||||
| ERC20BridgeSource.PancakeSwap
|
||||
| ERC20BridgeSource.BakerySwap,
|
||||
| ERC20BridgeSource.BakerySwap
|
||||
| ERC20BridgeSource.KyberDmm,
|
||||
): string {
|
||||
switch (source) {
|
||||
case ERC20BridgeSource.UniswapV2:
|
||||
@@ -189,6 +266,8 @@ export function uniswapV2LikeRouterAddress(
|
||||
return PANCAKESWAP_ROUTER_BY_CHAIN_ID[chainId];
|
||||
case ERC20BridgeSource.BakerySwap:
|
||||
return BAKERYSWAP_ROUTER_BY_CHAIN_ID[chainId];
|
||||
case ERC20BridgeSource.KyberDmm:
|
||||
return KYBER_DMM_ROUTER_BY_CHAIN_ID[chainId];
|
||||
default:
|
||||
throw new Error(`Unknown UniswapV2 like source ${source}`);
|
||||
}
|
||||
|
File diff suppressed because it is too large
Load Diff
@@ -5,8 +5,22 @@ export function getLiquidityProvidersForPair(
|
||||
registry: LiquidityProviderRegistry,
|
||||
takerToken: string,
|
||||
makerToken: string,
|
||||
): string[] {
|
||||
): Array<{ providerAddress: string; gasCost: number }> {
|
||||
return Object.entries(registry)
|
||||
.filter(([, plp]) => [makerToken, takerToken].every(t => plp.tokens.includes(t)))
|
||||
.map(([providerAddress]) => providerAddress);
|
||||
.map(([providerAddress]) => {
|
||||
let gasCost: number;
|
||||
if (typeof registry[providerAddress].gasCost === 'number') {
|
||||
gasCost = registry[providerAddress].gasCost as number;
|
||||
} else {
|
||||
gasCost = (registry[providerAddress].gasCost as (takerToken: string, makerToken: string) => number)(
|
||||
takerToken,
|
||||
makerToken,
|
||||
);
|
||||
}
|
||||
return {
|
||||
providerAddress,
|
||||
gasCost,
|
||||
};
|
||||
});
|
||||
}
|
||||
|
@@ -89,6 +89,8 @@ export function getErc20BridgeSourceToBridgeSource(source: ERC20BridgeSource): s
|
||||
return encodeBridgeSourceId(BridgeProtocol.Dodo, 'Dodo');
|
||||
case ERC20BridgeSource.Kyber:
|
||||
return encodeBridgeSourceId(BridgeProtocol.Kyber, 'Kyber');
|
||||
case ERC20BridgeSource.KyberDmm:
|
||||
return encodeBridgeSourceId(BridgeProtocol.UniswapV2, 'KyberDmm');
|
||||
case ERC20BridgeSource.LiquidityProvider:
|
||||
// "LiquidityProvider" is too long to encode (17 characters).
|
||||
return encodeBridgeSourceId(BridgeProtocol.Unknown, 'LP');
|
||||
@@ -126,6 +128,12 @@ export function getErc20BridgeSourceToBridgeSource(source: ERC20BridgeSource): s
|
||||
return encodeBridgeSourceId(BridgeProtocol.Curve, 'Belt');
|
||||
case ERC20BridgeSource.Ellipsis:
|
||||
return encodeBridgeSourceId(BridgeProtocol.Curve, 'Ellipsis');
|
||||
case ERC20BridgeSource.Component:
|
||||
return encodeBridgeSourceId(BridgeProtocol.Shell, 'Component');
|
||||
case ERC20BridgeSource.Smoothy:
|
||||
return encodeBridgeSourceId(BridgeProtocol.Curve, 'Smoothy');
|
||||
case ERC20BridgeSource.Saddle:
|
||||
return encodeBridgeSourceId(BridgeProtocol.Nerve, 'Saddle');
|
||||
default:
|
||||
throw new Error(AggregationError.NoBridgeForSource);
|
||||
}
|
||||
@@ -153,6 +161,8 @@ export function createBridgeDataForBridgeOrder(order: OptimizedMarketBridgeOrder
|
||||
case ERC20BridgeSource.Nerve:
|
||||
case ERC20BridgeSource.Belt:
|
||||
case ERC20BridgeSource.Ellipsis:
|
||||
case ERC20BridgeSource.Smoothy:
|
||||
case ERC20BridgeSource.Saddle:
|
||||
const curveFillData = (order as OptimizedMarketBridgeOrder<CurveFillData>).fillData;
|
||||
bridgeData = encoder.encode([
|
||||
curveFillData.pool.poolAddress,
|
||||
@@ -176,6 +186,7 @@ export function createBridgeDataForBridgeOrder(order: OptimizedMarketBridgeOrder
|
||||
case ERC20BridgeSource.Linkswap:
|
||||
case ERC20BridgeSource.PancakeSwap:
|
||||
case ERC20BridgeSource.BakerySwap:
|
||||
case ERC20BridgeSource.KyberDmm:
|
||||
const uniswapV2FillData = (order as OptimizedMarketBridgeOrder<UniswapV2FillData>).fillData;
|
||||
bridgeData = encoder.encode([uniswapV2FillData.router, uniswapV2FillData.tokenAddressPath]);
|
||||
break;
|
||||
@@ -200,6 +211,7 @@ export function createBridgeDataForBridgeOrder(order: OptimizedMarketBridgeOrder
|
||||
bridgeData = encoder.encode([dodoV2FillData.poolAddress, dodoV2FillData.isSellBase]);
|
||||
break;
|
||||
case ERC20BridgeSource.Shell:
|
||||
case ERC20BridgeSource.Component:
|
||||
const shellFillData = (order as OptimizedMarketBridgeOrder<ShellFillData>).fillData;
|
||||
bridgeData = encoder.encode([shellFillData.poolAddress]);
|
||||
break;
|
||||
@@ -299,14 +311,18 @@ export const BRIDGE_ENCODERS: {
|
||||
[ERC20BridgeSource.Nerve]: curveEncoder,
|
||||
[ERC20BridgeSource.Belt]: curveEncoder,
|
||||
[ERC20BridgeSource.Ellipsis]: curveEncoder,
|
||||
[ERC20BridgeSource.Smoothy]: curveEncoder,
|
||||
[ERC20BridgeSource.Saddle]: curveEncoder,
|
||||
// UniswapV2 like, (router, address[])
|
||||
[ERC20BridgeSource.Bancor]: routerAddressPathEncoder,
|
||||
[ERC20BridgeSource.UniswapV2]: routerAddressPathEncoder,
|
||||
[ERC20BridgeSource.SushiSwap]: routerAddressPathEncoder,
|
||||
[ERC20BridgeSource.CryptoCom]: routerAddressPathEncoder,
|
||||
[ERC20BridgeSource.Linkswap]: routerAddressPathEncoder,
|
||||
[ERC20BridgeSource.KyberDmm]: routerAddressPathEncoder,
|
||||
// Generic pools
|
||||
[ERC20BridgeSource.Shell]: poolEncoder,
|
||||
[ERC20BridgeSource.Component]: poolEncoder,
|
||||
[ERC20BridgeSource.Mooniswap]: poolEncoder,
|
||||
[ERC20BridgeSource.Eth2Dai]: poolEncoder,
|
||||
[ERC20BridgeSource.MStable]: poolEncoder,
|
||||
|
@@ -12,7 +12,7 @@ import {
|
||||
getCurveLikeInfosForPair,
|
||||
getDodoV2Offsets,
|
||||
getKyberOffsets,
|
||||
getShellsForPair,
|
||||
getShellLikeInfosForPair,
|
||||
isAllowedKyberReserveId,
|
||||
isBadTokenForSource,
|
||||
isValidAddress,
|
||||
@@ -24,7 +24,8 @@ import {
|
||||
DODOV2_FACTORIES_BY_CHAIN_ID,
|
||||
KYBER_CONFIG_BY_CHAIN_ID,
|
||||
LINKSWAP_ROUTER_BY_CHAIN_ID,
|
||||
LIQUIDITY_PROVIDER_REGISTRY,
|
||||
LIQUIDITY_PROVIDER_REGISTRY_BY_CHAIN_ID,
|
||||
MAINNET_TOKENS,
|
||||
MAKER_PSM_INFO_BY_CHAIN_ID,
|
||||
MAX_UINT256,
|
||||
MOONISWAP_REGISTRIES_BY_CHAIN_ID,
|
||||
@@ -34,7 +35,6 @@ import {
|
||||
NULL_BYTES,
|
||||
OASIS_ROUTER_BY_CHAIN_ID,
|
||||
SELL_SOURCE_FILTER_BY_CHAIN_ID,
|
||||
TOKENS,
|
||||
UNISWAPV1_ROUTER_BY_CHAIN_ID,
|
||||
ZERO_AMOUNT,
|
||||
} from './constants';
|
||||
@@ -87,6 +87,7 @@ export const BATCH_SOURCE_FILTERS = SourceFilters.all().exclude([ERC20BridgeSour
|
||||
* for use with `DexOrderSampler.executeAsync()`.
|
||||
*/
|
||||
export class SamplerOperations {
|
||||
public readonly liquidityProviderRegistry: LiquidityProviderRegistry;
|
||||
protected _bancorService?: BancorService;
|
||||
public static constant<T>(result: T): BatchedOperation<T> {
|
||||
return {
|
||||
@@ -102,9 +103,13 @@ export class SamplerOperations {
|
||||
public readonly balancerPoolsCache: BalancerPoolsCache = new BalancerPoolsCache(),
|
||||
public readonly creamPoolsCache: CreamPoolsCache = new CreamPoolsCache(),
|
||||
protected readonly tokenAdjacencyGraph: TokenAdjacencyGraph = { default: [] },
|
||||
public readonly liquidityProviderRegistry: LiquidityProviderRegistry = LIQUIDITY_PROVIDER_REGISTRY,
|
||||
liquidityProviderRegistry: LiquidityProviderRegistry = {},
|
||||
bancorServiceFn: () => Promise<BancorService | undefined> = async () => undefined,
|
||||
) {
|
||||
this.liquidityProviderRegistry = {
|
||||
...LIQUIDITY_PROVIDER_REGISTRY_BY_CHAIN_ID[chainId],
|
||||
...liquidityProviderRegistry,
|
||||
};
|
||||
// Initialize the Bancor service, fetching paths in the background
|
||||
bancorServiceFn()
|
||||
.then(service => (this._bancorService = service))
|
||||
@@ -277,12 +282,13 @@ export class SamplerOperations {
|
||||
makerToken: string,
|
||||
takerToken: string,
|
||||
takerFillAmounts: BigNumber[],
|
||||
gasCost: number,
|
||||
): SourceQuoteOperation<LiquidityProviderFillData> {
|
||||
return new SamplerContractOperation({
|
||||
source: ERC20BridgeSource.LiquidityProvider,
|
||||
fillData: {
|
||||
poolAddress: providerAddress,
|
||||
gasCost: this.liquidityProviderRegistry[providerAddress].gasCost,
|
||||
gasCost,
|
||||
},
|
||||
contract: this._samplerContract,
|
||||
function: this._samplerContract.sampleSellsFromLiquidityProvider,
|
||||
@@ -295,12 +301,13 @@ export class SamplerOperations {
|
||||
makerToken: string,
|
||||
takerToken: string,
|
||||
makerFillAmounts: BigNumber[],
|
||||
gasCost: number,
|
||||
): SourceQuoteOperation<LiquidityProviderFillData> {
|
||||
return new SamplerContractOperation({
|
||||
source: ERC20BridgeSource.LiquidityProvider,
|
||||
fillData: {
|
||||
poolAddress: providerAddress,
|
||||
gasCost: this.liquidityProviderRegistry[providerAddress].gasCost,
|
||||
gasCost,
|
||||
},
|
||||
contract: this._samplerContract,
|
||||
function: this._samplerContract.sampleBuysFromLiquidityProvider,
|
||||
@@ -396,6 +403,62 @@ export class SamplerOperations {
|
||||
});
|
||||
}
|
||||
|
||||
public getSmoothySellQuotes(
|
||||
pool: CurveInfo,
|
||||
fromTokenIdx: number,
|
||||
toTokenIdx: number,
|
||||
takerFillAmounts: BigNumber[],
|
||||
): SourceQuoteOperation<CurveFillData> {
|
||||
return new SamplerContractOperation({
|
||||
source: ERC20BridgeSource.Smoothy,
|
||||
fillData: {
|
||||
pool,
|
||||
fromTokenIdx,
|
||||
toTokenIdx,
|
||||
},
|
||||
contract: this._samplerContract,
|
||||
function: this._samplerContract.sampleSellsFromSmoothy,
|
||||
params: [
|
||||
{
|
||||
poolAddress: pool.poolAddress,
|
||||
sellQuoteFunctionSelector: pool.sellQuoteFunctionSelector,
|
||||
buyQuoteFunctionSelector: pool.buyQuoteFunctionSelector,
|
||||
},
|
||||
new BigNumber(fromTokenIdx),
|
||||
new BigNumber(toTokenIdx),
|
||||
takerFillAmounts,
|
||||
],
|
||||
});
|
||||
}
|
||||
|
||||
public getSmoothyBuyQuotes(
|
||||
pool: CurveInfo,
|
||||
fromTokenIdx: number,
|
||||
toTokenIdx: number,
|
||||
makerFillAmounts: BigNumber[],
|
||||
): SourceQuoteOperation<CurveFillData> {
|
||||
return new SamplerContractOperation({
|
||||
source: ERC20BridgeSource.Smoothy,
|
||||
fillData: {
|
||||
pool,
|
||||
fromTokenIdx,
|
||||
toTokenIdx,
|
||||
},
|
||||
contract: this._samplerContract,
|
||||
function: this._samplerContract.sampleBuysFromSmoothy,
|
||||
params: [
|
||||
{
|
||||
poolAddress: pool.poolAddress,
|
||||
sellQuoteFunctionSelector: pool.sellQuoteFunctionSelector,
|
||||
buyQuoteFunctionSelector: pool.buyQuoteFunctionSelector,
|
||||
},
|
||||
new BigNumber(fromTokenIdx),
|
||||
new BigNumber(toTokenIdx),
|
||||
makerFillAmounts,
|
||||
],
|
||||
});
|
||||
}
|
||||
|
||||
public getBalancerSellQuotes(
|
||||
poolAddress: string,
|
||||
makerToken: string,
|
||||
@@ -743,9 +806,10 @@ export class SamplerOperations {
|
||||
makerToken: string,
|
||||
takerToken: string,
|
||||
takerFillAmounts: BigNumber[],
|
||||
source: ERC20BridgeSource = ERC20BridgeSource.Shell,
|
||||
): SourceQuoteOperation<ShellFillData> {
|
||||
return new SamplerContractOperation({
|
||||
source: ERC20BridgeSource.Shell,
|
||||
source,
|
||||
fillData: { poolAddress },
|
||||
contract: this._samplerContract,
|
||||
function: this._samplerContract.sampleSellsFromShell,
|
||||
@@ -758,9 +822,10 @@ export class SamplerOperations {
|
||||
makerToken: string,
|
||||
takerToken: string,
|
||||
makerFillAmounts: BigNumber[],
|
||||
source: ERC20BridgeSource = ERC20BridgeSource.Shell,
|
||||
): SourceQuoteOperation {
|
||||
return new SamplerContractOperation({
|
||||
source: ERC20BridgeSource.Shell,
|
||||
source,
|
||||
fillData: { poolAddress },
|
||||
contract: this._samplerContract,
|
||||
function: this._samplerContract.sampleBuysFromShell,
|
||||
@@ -1022,6 +1087,7 @@ export class SamplerOperations {
|
||||
case ERC20BridgeSource.CryptoCom:
|
||||
case ERC20BridgeSource.PancakeSwap:
|
||||
case ERC20BridgeSource.BakerySwap:
|
||||
case ERC20BridgeSource.KyberDmm:
|
||||
const uniLikeRouter = uniswapV2LikeRouterAddress(this.chainId, source);
|
||||
if (!isValidAddress(uniLikeRouter)) {
|
||||
return [];
|
||||
@@ -1046,6 +1112,7 @@ export class SamplerOperations {
|
||||
case ERC20BridgeSource.Nerve:
|
||||
case ERC20BridgeSource.Belt:
|
||||
case ERC20BridgeSource.Ellipsis:
|
||||
case ERC20BridgeSource.Saddle:
|
||||
return getCurveLikeInfosForPair(this.chainId, takerToken, makerToken, source).map(pool =>
|
||||
this.getCurveSellQuotes(
|
||||
pool,
|
||||
@@ -1055,13 +1122,33 @@ export class SamplerOperations {
|
||||
source,
|
||||
),
|
||||
);
|
||||
case ERC20BridgeSource.Smoothy:
|
||||
return getCurveLikeInfosForPair(this.chainId, takerToken, makerToken, source).map(pool =>
|
||||
this.getSmoothySellQuotes(
|
||||
pool,
|
||||
pool.tokens.indexOf(takerToken),
|
||||
pool.tokens.indexOf(makerToken),
|
||||
takerFillAmounts,
|
||||
),
|
||||
);
|
||||
case ERC20BridgeSource.Shell:
|
||||
case ERC20BridgeSource.Component:
|
||||
return getShellLikeInfosForPair(this.chainId, takerToken, makerToken, source).map(pool =>
|
||||
this.getShellSellQuotes(pool, makerToken, takerToken, takerFillAmounts, source),
|
||||
);
|
||||
case ERC20BridgeSource.LiquidityProvider:
|
||||
return getLiquidityProvidersForPair(
|
||||
this.liquidityProviderRegistry,
|
||||
takerToken,
|
||||
makerToken,
|
||||
).map(pool =>
|
||||
this.getLiquidityProviderSellQuotes(pool, makerToken, takerToken, takerFillAmounts),
|
||||
).map(({ providerAddress, gasCost }) =>
|
||||
this.getLiquidityProviderSellQuotes(
|
||||
providerAddress,
|
||||
makerToken,
|
||||
takerToken,
|
||||
takerFillAmounts,
|
||||
gasCost,
|
||||
),
|
||||
);
|
||||
case ERC20BridgeSource.MStable:
|
||||
return isValidAddress(MSTABLE_ROUTER_BY_CHAIN_ID[this.chainId])
|
||||
@@ -1104,10 +1191,6 @@ export class SamplerOperations {
|
||||
ERC20BridgeSource.Cream,
|
||||
),
|
||||
);
|
||||
case ERC20BridgeSource.Shell:
|
||||
return getShellsForPair(this.chainId, takerToken, makerToken).map(pool =>
|
||||
this.getShellSellQuotes(pool, makerToken, takerToken, takerFillAmounts),
|
||||
);
|
||||
case ERC20BridgeSource.Dodo:
|
||||
if (!isValidAddress(DODO_CONFIG_BY_CHAIN_ID[this.chainId].registry)) {
|
||||
return [];
|
||||
@@ -1151,7 +1234,7 @@ export class SamplerOperations {
|
||||
return [
|
||||
[takerToken, makerToken],
|
||||
...getIntermediateTokens(makerToken, takerToken, {
|
||||
default: [TOKENS.LINK, TOKENS.WETH],
|
||||
default: [MAINNET_TOKENS.LINK, MAINNET_TOKENS.WETH],
|
||||
}).map(t => [takerToken, t, makerToken]),
|
||||
].map(path =>
|
||||
this.getUniswapV2SellQuotes(
|
||||
@@ -1213,6 +1296,7 @@ export class SamplerOperations {
|
||||
case ERC20BridgeSource.CryptoCom:
|
||||
case ERC20BridgeSource.PancakeSwap:
|
||||
case ERC20BridgeSource.BakerySwap:
|
||||
case ERC20BridgeSource.KyberDmm:
|
||||
const uniLikeRouter = uniswapV2LikeRouterAddress(this.chainId, source);
|
||||
if (!isValidAddress(uniLikeRouter)) {
|
||||
return [];
|
||||
@@ -1237,6 +1321,7 @@ export class SamplerOperations {
|
||||
case ERC20BridgeSource.Nerve:
|
||||
case ERC20BridgeSource.Belt:
|
||||
case ERC20BridgeSource.Ellipsis:
|
||||
case ERC20BridgeSource.Saddle:
|
||||
return getCurveLikeInfosForPair(this.chainId, takerToken, makerToken, source).map(pool =>
|
||||
this.getCurveBuyQuotes(
|
||||
pool,
|
||||
@@ -1246,13 +1331,33 @@ export class SamplerOperations {
|
||||
source,
|
||||
),
|
||||
);
|
||||
case ERC20BridgeSource.Smoothy:
|
||||
return getCurveLikeInfosForPair(this.chainId, takerToken, makerToken, source).map(pool =>
|
||||
this.getSmoothyBuyQuotes(
|
||||
pool,
|
||||
pool.tokens.indexOf(takerToken),
|
||||
pool.tokens.indexOf(makerToken),
|
||||
makerFillAmounts,
|
||||
),
|
||||
);
|
||||
case ERC20BridgeSource.Shell:
|
||||
case ERC20BridgeSource.Component:
|
||||
return getShellLikeInfosForPair(this.chainId, takerToken, makerToken, source).map(pool =>
|
||||
this.getShellBuyQuotes(pool, makerToken, takerToken, makerFillAmounts, source),
|
||||
);
|
||||
case ERC20BridgeSource.LiquidityProvider:
|
||||
return getLiquidityProvidersForPair(
|
||||
this.liquidityProviderRegistry,
|
||||
takerToken,
|
||||
makerToken,
|
||||
).map(pool =>
|
||||
this.getLiquidityProviderBuyQuotes(pool, makerToken, takerToken, makerFillAmounts),
|
||||
).map(({ providerAddress, gasCost }) =>
|
||||
this.getLiquidityProviderBuyQuotes(
|
||||
providerAddress,
|
||||
makerToken,
|
||||
takerToken,
|
||||
makerFillAmounts,
|
||||
gasCost,
|
||||
),
|
||||
);
|
||||
case ERC20BridgeSource.MStable:
|
||||
return isValidAddress(MSTABLE_ROUTER_BY_CHAIN_ID[this.chainId])
|
||||
@@ -1295,10 +1400,6 @@ export class SamplerOperations {
|
||||
ERC20BridgeSource.Cream,
|
||||
),
|
||||
);
|
||||
case ERC20BridgeSource.Shell:
|
||||
return getShellsForPair(this.chainId, takerToken, makerToken).map(pool =>
|
||||
this.getShellBuyQuotes(pool, makerToken, takerToken, makerFillAmounts),
|
||||
);
|
||||
case ERC20BridgeSource.Dodo:
|
||||
if (!isValidAddress(DODO_CONFIG_BY_CHAIN_ID[this.chainId].registry)) {
|
||||
return [];
|
||||
@@ -1337,7 +1438,7 @@ export class SamplerOperations {
|
||||
[takerToken, makerToken],
|
||||
// LINK is the base asset in many of the pools on Linkswap
|
||||
...getIntermediateTokens(makerToken, takerToken, {
|
||||
default: [TOKENS.LINK, TOKENS.WETH],
|
||||
default: [MAINNET_TOKENS.LINK, MAINNET_TOKENS.WETH],
|
||||
}).map(t => [takerToken, t, makerToken]),
|
||||
].map(path =>
|
||||
this.getUniswapV2BuyQuotes(
|
||||
|
@@ -59,7 +59,11 @@ export enum ERC20BridgeSource {
|
||||
DodoV2 = 'DODO_V2',
|
||||
CryptoCom = 'CryptoCom',
|
||||
Linkswap = 'Linkswap',
|
||||
// Other
|
||||
KyberDmm = 'KyberDMM',
|
||||
Smoothy = 'Smoothy',
|
||||
Component = 'Component',
|
||||
Saddle = 'Saddle',
|
||||
// BSC only
|
||||
PancakeSwap = 'PancakeSwap',
|
||||
BakerySwap = 'BakerySwap',
|
||||
Nerve = 'Nerve',
|
||||
@@ -79,9 +83,12 @@ export enum CurveFunctionSelectors {
|
||||
get_dx_underlying = '0x0e71d1b9',
|
||||
get_dy = '0x5e0d443f',
|
||||
get_dx = '0x67df02ca',
|
||||
// Nerve BSC
|
||||
swap = '0x91695586',
|
||||
calculateSwap = '0xa95b089f',
|
||||
// Smoothy
|
||||
swap_uint256 = '0x5673b02d', // swap(uint256,uint256,uint256,uint256)
|
||||
get_swap_amount = '0x45cf2ef6', // getSwapAmount(uint256,uint256,uint256)
|
||||
// Nerve BSC, Saddle Mainnet
|
||||
swap = '0x91695586', // swap(uint8,uint8,uint256,uint256,uint256)
|
||||
calculateSwap = '0xa95b089f', // calculateSwap(uint8,uint8,uint256)
|
||||
}
|
||||
// tslint:enable: enum-naming
|
||||
|
||||
@@ -95,6 +102,7 @@ export interface CurveInfo {
|
||||
poolAddress: string;
|
||||
tokens: string[];
|
||||
metaToken: string | undefined;
|
||||
gasSchedule: number;
|
||||
}
|
||||
|
||||
/**
|
||||
@@ -439,7 +447,7 @@ export interface TokenAdjacencyGraph {
|
||||
export interface LiquidityProviderRegistry {
|
||||
[address: string]: {
|
||||
tokens: string[];
|
||||
gasCost: number;
|
||||
gasCost: number | ((takerToken: string, makerToken: string) => number);
|
||||
};
|
||||
}
|
||||
|
||||
|
@@ -129,11 +129,10 @@ export function simulateWorstCaseFill(quoteInfo: QuoteFillInfo): QuoteFillResult
|
||||
};
|
||||
// Adjust the output by 1-slippage for the worst case if it is a sell
|
||||
// Adjust the output by 1+slippage for the worst case if it is a buy
|
||||
const outputMultiplier =
|
||||
result.output =
|
||||
quoteInfo.side === MarketOperation.Sell
|
||||
? new BigNumber(1).minus(opts.slippage)
|
||||
: new BigNumber(1).plus(opts.slippage);
|
||||
result.output = result.output.times(outputMultiplier).integerValue();
|
||||
? result.output.times(1 - opts.slippage).integerValue(BigNumber.ROUND_DOWN)
|
||||
: result.output.times(1 + opts.slippage).integerValue(BigNumber.ROUND_UP);
|
||||
return fromIntermediateQuoteFillResult(result, quoteInfo);
|
||||
}
|
||||
|
||||
|
@@ -25,6 +25,7 @@ import * as IMooniswap from '../test/generated-artifacts/IMooniswap.json';
|
||||
import * as IMStable from '../test/generated-artifacts/IMStable.json';
|
||||
import * as IMultiBridge from '../test/generated-artifacts/IMultiBridge.json';
|
||||
import * as IShell from '../test/generated-artifacts/IShell.json';
|
||||
import * as ISmoothy from '../test/generated-artifacts/ISmoothy.json';
|
||||
import * as IUniswapExchangeQuotes from '../test/generated-artifacts/IUniswapExchangeQuotes.json';
|
||||
import * as IUniswapV2Router01 from '../test/generated-artifacts/IUniswapV2Router01.json';
|
||||
import * as KyberSampler from '../test/generated-artifacts/KyberSampler.json';
|
||||
@@ -36,6 +37,7 @@ import * as MultiBridgeSampler from '../test/generated-artifacts/MultiBridgeSamp
|
||||
import * as NativeOrderSampler from '../test/generated-artifacts/NativeOrderSampler.json';
|
||||
import * as SamplerUtils from '../test/generated-artifacts/SamplerUtils.json';
|
||||
import * as ShellSampler from '../test/generated-artifacts/ShellSampler.json';
|
||||
import * as SmoothySampler from '../test/generated-artifacts/SmoothySampler.json';
|
||||
import * as TestERC20BridgeSampler from '../test/generated-artifacts/TestERC20BridgeSampler.json';
|
||||
import * as TestNativeOrderSampler from '../test/generated-artifacts/TestNativeOrderSampler.json';
|
||||
import * as TwoHopSampler from '../test/generated-artifacts/TwoHopSampler.json';
|
||||
@@ -62,6 +64,7 @@ export const artifacts = {
|
||||
NativeOrderSampler: NativeOrderSampler as ContractArtifact,
|
||||
SamplerUtils: SamplerUtils as ContractArtifact,
|
||||
ShellSampler: ShellSampler as ContractArtifact,
|
||||
SmoothySampler: SmoothySampler as ContractArtifact,
|
||||
TwoHopSampler: TwoHopSampler as ContractArtifact,
|
||||
UniswapSampler: UniswapSampler as ContractArtifact,
|
||||
UniswapV2Sampler: UniswapV2Sampler as ContractArtifact,
|
||||
@@ -75,6 +78,7 @@ export const artifacts = {
|
||||
IMooniswap: IMooniswap as ContractArtifact,
|
||||
IMultiBridge: IMultiBridge as ContractArtifact,
|
||||
IShell: IShell as ContractArtifact,
|
||||
ISmoothy: ISmoothy as ContractArtifact,
|
||||
IUniswapExchangeQuotes: IUniswapExchangeQuotes as ContractArtifact,
|
||||
IUniswapV2Router01: IUniswapV2Router01 as ContractArtifact,
|
||||
DummyLiquidityProvider: DummyLiquidityProvider as ContractArtifact,
|
||||
|
@@ -3,7 +3,7 @@ import { blockchainTests, describe, expect, toBaseUnitAmount, Web3ProviderEngine
|
||||
import { RPCSubprovider } from '@0x/subproviders';
|
||||
import { BigNumber, NULL_BYTES, providerUtils } from '@0x/utils';
|
||||
|
||||
import { KYBER_CONFIG_BY_CHAIN_ID, TOKENS } from '../../src/utils/market_operation_utils/constants';
|
||||
import { KYBER_CONFIG_BY_CHAIN_ID, MAINNET_TOKENS } from '../../src/utils/market_operation_utils/constants';
|
||||
import { artifacts } from '../artifacts';
|
||||
import { ERC20BridgeSamplerContract } from '../wrappers';
|
||||
|
||||
@@ -80,9 +80,9 @@ blockchainTests.skip('Mainnet Sampler Tests', env => {
|
||||
});
|
||||
});
|
||||
describe('Kyber', () => {
|
||||
const WETH = TOKENS.WETH;
|
||||
const DAI = TOKENS.DAI;
|
||||
const USDC = TOKENS.USDC;
|
||||
const WETH = MAINNET_TOKENS.WETH;
|
||||
const DAI = MAINNET_TOKENS.DAI;
|
||||
const USDC = MAINNET_TOKENS.USDC;
|
||||
const RESERVE_OFFSET = new BigNumber(0);
|
||||
const KYBER_OPTS = {
|
||||
...KYBER_CONFIG_BY_CHAIN_ID[ChainId.Mainnet],
|
||||
|
@@ -68,6 +68,10 @@ const DEFAULT_EXCLUDED = [
|
||||
ERC20BridgeSource.PancakeSwap,
|
||||
ERC20BridgeSource.BakerySwap,
|
||||
ERC20BridgeSource.MakerPsm,
|
||||
ERC20BridgeSource.KyberDmm,
|
||||
ERC20BridgeSource.Smoothy,
|
||||
ERC20BridgeSource.Component,
|
||||
ERC20BridgeSource.Saddle,
|
||||
];
|
||||
const BUY_SOURCES = BUY_SOURCE_FILTER_BY_CHAIN_ID[ChainId.Mainnet].sources;
|
||||
const SELL_SOURCES = SELL_SOURCE_FILTER_BY_CHAIN_ID[ChainId.Mainnet].sources;
|
||||
@@ -282,32 +286,12 @@ describe('MarketOperationUtils tests', () => {
|
||||
[source: string]: Numberish[];
|
||||
}
|
||||
|
||||
const ZERO_RATES: RatesBySource = {
|
||||
[ERC20BridgeSource.Native]: _.times(NUM_SAMPLES, () => 0),
|
||||
[ERC20BridgeSource.Eth2Dai]: _.times(NUM_SAMPLES, () => 0),
|
||||
[ERC20BridgeSource.Uniswap]: _.times(NUM_SAMPLES, () => 0),
|
||||
[ERC20BridgeSource.Kyber]: _.times(NUM_SAMPLES, () => 0),
|
||||
[ERC20BridgeSource.UniswapV2]: _.times(NUM_SAMPLES, () => 0),
|
||||
[ERC20BridgeSource.Balancer]: _.times(NUM_SAMPLES, () => 0),
|
||||
[ERC20BridgeSource.Bancor]: _.times(NUM_SAMPLES, () => 0),
|
||||
[ERC20BridgeSource.Curve]: _.times(NUM_SAMPLES, () => 0),
|
||||
[ERC20BridgeSource.LiquidityProvider]: _.times(NUM_SAMPLES, () => 0),
|
||||
[ERC20BridgeSource.MStable]: _.times(NUM_SAMPLES, () => 0),
|
||||
[ERC20BridgeSource.Mooniswap]: _.times(NUM_SAMPLES, () => 0),
|
||||
[ERC20BridgeSource.Swerve]: _.times(NUM_SAMPLES, () => 0),
|
||||
[ERC20BridgeSource.SnowSwap]: _.times(NUM_SAMPLES, () => 0),
|
||||
[ERC20BridgeSource.SushiSwap]: _.times(NUM_SAMPLES, () => 0),
|
||||
[ERC20BridgeSource.MultiHop]: _.times(NUM_SAMPLES, () => 0),
|
||||
[ERC20BridgeSource.Shell]: _.times(NUM_SAMPLES, () => 0),
|
||||
[ERC20BridgeSource.Cream]: _.times(NUM_SAMPLES, () => 0),
|
||||
[ERC20BridgeSource.Dodo]: _.times(NUM_SAMPLES, () => 0),
|
||||
[ERC20BridgeSource.DodoV2]: _.times(NUM_SAMPLES, () => 0),
|
||||
[ERC20BridgeSource.CryptoCom]: _.times(NUM_SAMPLES, () => 0),
|
||||
[ERC20BridgeSource.Linkswap]: _.times(NUM_SAMPLES, () => 0),
|
||||
[ERC20BridgeSource.PancakeSwap]: _.times(NUM_SAMPLES, () => 0),
|
||||
[ERC20BridgeSource.BakerySwap]: _.times(NUM_SAMPLES, () => 0),
|
||||
[ERC20BridgeSource.MakerPsm]: _.times(NUM_SAMPLES, () => 0),
|
||||
};
|
||||
const ZERO_RATES: RatesBySource = Object.assign(
|
||||
{},
|
||||
...Object.values(ERC20BridgeSource).map(source => ({
|
||||
[source]: _.times(NUM_SAMPLES, () => 0),
|
||||
})),
|
||||
);
|
||||
|
||||
const DEFAULT_RATES: RatesBySource = {
|
||||
...ZERO_RATES,
|
||||
@@ -358,12 +342,35 @@ describe('MarketOperationUtils tests', () => {
|
||||
fromTokenIdx: 0,
|
||||
toTokenIdx: 1,
|
||||
},
|
||||
[ERC20BridgeSource.Smoothy]: {
|
||||
pool: {
|
||||
poolAddress: randomAddress(),
|
||||
tokens: [TAKER_TOKEN, MAKER_TOKEN],
|
||||
exchangeFunctionSelector: hexUtils.random(4),
|
||||
sellQuoteFunctionSelector: hexUtils.random(4),
|
||||
buyQuoteFunctionSelector: hexUtils.random(4),
|
||||
},
|
||||
fromTokenIdx: 0,
|
||||
toTokenIdx: 1,
|
||||
},
|
||||
[ERC20BridgeSource.Saddle]: {
|
||||
pool: {
|
||||
poolAddress: randomAddress(),
|
||||
tokens: [TAKER_TOKEN, MAKER_TOKEN],
|
||||
exchangeFunctionSelector: hexUtils.random(4),
|
||||
sellQuoteFunctionSelector: hexUtils.random(4),
|
||||
buyQuoteFunctionSelector: hexUtils.random(4),
|
||||
},
|
||||
fromTokenIdx: 0,
|
||||
toTokenIdx: 1,
|
||||
},
|
||||
[ERC20BridgeSource.LiquidityProvider]: { poolAddress: randomAddress() },
|
||||
[ERC20BridgeSource.SushiSwap]: { tokenAddressPath: [] },
|
||||
[ERC20BridgeSource.Mooniswap]: { poolAddress: randomAddress() },
|
||||
[ERC20BridgeSource.Native]: { order: new LimitOrder() },
|
||||
[ERC20BridgeSource.MultiHop]: {},
|
||||
[ERC20BridgeSource.Shell]: { poolAddress: randomAddress() },
|
||||
[ERC20BridgeSource.Component]: { poolAddress: randomAddress() },
|
||||
[ERC20BridgeSource.Cream]: { poolAddress: randomAddress() },
|
||||
[ERC20BridgeSource.Dodo]: {},
|
||||
[ERC20BridgeSource.DodoV2]: {},
|
||||
@@ -372,6 +379,7 @@ describe('MarketOperationUtils tests', () => {
|
||||
[ERC20BridgeSource.Uniswap]: { router: randomAddress() },
|
||||
[ERC20BridgeSource.Eth2Dai]: { router: randomAddress() },
|
||||
[ERC20BridgeSource.MakerPsm]: {},
|
||||
[ERC20BridgeSource.KyberDmm]: { tokenAddressPath: [] },
|
||||
};
|
||||
|
||||
const DEFAULT_OPS = {
|
||||
@@ -907,6 +915,7 @@ describe('MarketOperationUtils tests', () => {
|
||||
intentOnFilling: true,
|
||||
quoteRequestor: {
|
||||
requestRfqtIndicativeQuotesAsync: requestor.object.requestRfqtIndicativeQuotesAsync,
|
||||
getMakerUriForSignature: requestor.object.getMakerUriForSignature,
|
||||
} as any,
|
||||
},
|
||||
},
|
||||
|
@@ -23,6 +23,7 @@ export * from '../test/generated-wrappers/i_m_stable';
|
||||
export * from '../test/generated-wrappers/i_mooniswap';
|
||||
export * from '../test/generated-wrappers/i_multi_bridge';
|
||||
export * from '../test/generated-wrappers/i_shell';
|
||||
export * from '../test/generated-wrappers/i_smoothy';
|
||||
export * from '../test/generated-wrappers/i_uniswap_exchange_quotes';
|
||||
export * from '../test/generated-wrappers/i_uniswap_v2_router01';
|
||||
export * from '../test/generated-wrappers/kyber_sampler';
|
||||
@@ -34,6 +35,7 @@ export * from '../test/generated-wrappers/multi_bridge_sampler';
|
||||
export * from '../test/generated-wrappers/native_order_sampler';
|
||||
export * from '../test/generated-wrappers/sampler_utils';
|
||||
export * from '../test/generated-wrappers/shell_sampler';
|
||||
export * from '../test/generated-wrappers/smoothy_sampler';
|
||||
export * from '../test/generated-wrappers/test_erc20_bridge_sampler';
|
||||
export * from '../test/generated-wrappers/test_native_order_sampler';
|
||||
export * from '../test/generated-wrappers/two_hop_sampler';
|
||||
|
@@ -26,6 +26,7 @@
|
||||
"test/generated-artifacts/IMooniswap.json",
|
||||
"test/generated-artifacts/IMultiBridge.json",
|
||||
"test/generated-artifacts/IShell.json",
|
||||
"test/generated-artifacts/ISmoothy.json",
|
||||
"test/generated-artifacts/IUniswapExchangeQuotes.json",
|
||||
"test/generated-artifacts/IUniswapV2Router01.json",
|
||||
"test/generated-artifacts/KyberSampler.json",
|
||||
@@ -37,6 +38,7 @@
|
||||
"test/generated-artifacts/NativeOrderSampler.json",
|
||||
"test/generated-artifacts/SamplerUtils.json",
|
||||
"test/generated-artifacts/ShellSampler.json",
|
||||
"test/generated-artifacts/SmoothySampler.json",
|
||||
"test/generated-artifacts/TestERC20BridgeSampler.json",
|
||||
"test/generated-artifacts/TestNativeOrderSampler.json",
|
||||
"test/generated-artifacts/TwoHopSampler.json",
|
||||
|
@@ -1,7 +1,8 @@
|
||||
{
|
||||
"extends": ["@0x/tslint-config"],
|
||||
"rules": {
|
||||
"max-file-line-count": false
|
||||
"max-file-line-count": false,
|
||||
"binary-expression-operand-order": false
|
||||
},
|
||||
"linterOptions": {
|
||||
"exclude": ["src/artifacts.ts", "test/artifacts.ts"]
|
||||
|
@@ -1,6 +1,6 @@
|
||||
{
|
||||
"name": "@0x/contract-wrappers-test",
|
||||
"version": "12.2.39",
|
||||
"version": "12.2.40",
|
||||
"engines": {
|
||||
"node": ">=6.12"
|
||||
},
|
||||
@@ -34,7 +34,7 @@
|
||||
"@0x/contract-wrappers": "^13.15.0",
|
||||
"@0x/contracts-test-utils": "^5.3.24",
|
||||
"@0x/dev-utils": "^4.2.1",
|
||||
"@0x/migrations": "^8.0.0",
|
||||
"@0x/migrations": "^8.0.1",
|
||||
"@0x/order-utils": "^10.4.19",
|
||||
"@0x/subproviders": "^6.4.1",
|
||||
"@0x/ts-doc-gen": "^0.0.28",
|
||||
|
@@ -1,4 +1,13 @@
|
||||
[
|
||||
{
|
||||
"timestamp": 1618259868,
|
||||
"version": "8.0.1",
|
||||
"changes": [
|
||||
{
|
||||
"note": "Dependencies updated"
|
||||
}
|
||||
]
|
||||
},
|
||||
{
|
||||
"version": "8.0.0",
|
||||
"changes": [
|
||||
|
@@ -5,6 +5,10 @@ Edit the package's CHANGELOG.json file only.
|
||||
|
||||
CHANGELOG
|
||||
|
||||
## v8.0.1 - _April 12, 2021_
|
||||
|
||||
* Dependencies updated
|
||||
|
||||
## v8.0.0 - _April 1, 2021_
|
||||
|
||||
* Remove exchangeProxyAllowanceTarget
|
||||
|
@@ -1,6 +1,6 @@
|
||||
{
|
||||
"name": "@0x/migrations",
|
||||
"version": "8.0.0",
|
||||
"version": "8.0.1",
|
||||
"engines": {
|
||||
"node": ">=6.12"
|
||||
},
|
||||
@@ -81,7 +81,7 @@
|
||||
"@0x/contracts-multisig": "^4.1.28",
|
||||
"@0x/contracts-staking": "^2.0.35",
|
||||
"@0x/contracts-utils": "^4.7.6",
|
||||
"@0x/contracts-zero-ex": "^0.21.0",
|
||||
"@0x/contracts-zero-ex": "^0.21.1",
|
||||
"@0x/sol-compiler": "^4.6.1",
|
||||
"@0x/subproviders": "^6.4.1",
|
||||
"@0x/typescript-typings": "^5.1.6",
|
||||
|
@@ -1,7 +1,20 @@
|
||||
[
|
||||
{
|
||||
"timestamp": 1618259868,
|
||||
"version": "1.4.1",
|
||||
"changes": [
|
||||
{
|
||||
"note": "Dependencies updated"
|
||||
}
|
||||
]
|
||||
},
|
||||
{
|
||||
"version": "1.4.0",
|
||||
"changes": [
|
||||
{
|
||||
"note": "Added Smoothy, Component, Saddle",
|
||||
"pr": 182
|
||||
},
|
||||
{
|
||||
"note": "Added Nerve",
|
||||
"pr": 181
|
||||
|
@@ -5,8 +5,13 @@ Edit the package's CHANGELOG.json file only.
|
||||
|
||||
CHANGELOG
|
||||
|
||||
## v1.4.1 - _April 12, 2021_
|
||||
|
||||
* Dependencies updated
|
||||
|
||||
## v1.4.0 - _April 1, 2021_
|
||||
|
||||
* Added Smoothy, Component, Saddle (#182)
|
||||
* Added Nerve (#181)
|
||||
|
||||
## v1.3.1 - _March 17, 2021_
|
||||
|
@@ -1,6 +1,6 @@
|
||||
{
|
||||
"name": "@0x/protocol-utils",
|
||||
"version": "1.4.0",
|
||||
"version": "1.4.1",
|
||||
"engines": {
|
||||
"node": ">=6.12"
|
||||
},
|
||||
|
@@ -126,6 +126,9 @@ export enum BridgeProtocol {
|
||||
CoFiX,
|
||||
Nerve,
|
||||
MakerPsm,
|
||||
Smoothy,
|
||||
Component,
|
||||
Saddle,
|
||||
}
|
||||
// tslint:enable: enum-naming
|
||||
|
||||
|
Reference in New Issue
Block a user