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@0x/protoc
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@0x/contra
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68f87b2432 |
@@ -110,7 +110,7 @@ jobs:
|
||||
- image: node:16
|
||||
working_directory: ~/repo
|
||||
environment:
|
||||
RUST_ROUTER: "true"
|
||||
RUST_ROUTER: 'true'
|
||||
steps:
|
||||
- restore_cache:
|
||||
keys:
|
||||
@@ -118,7 +118,6 @@ jobs:
|
||||
- run: yarn wsrun -p @0x/contracts-test-utils -m --serial -c test:circleci
|
||||
- run: yarn wsrun -p @0x/contract-artifacts -m --serial -c test:circleci
|
||||
- run: yarn wsrun -p @0x/contract-wrappers-test -m --serial -c test:circleci
|
||||
- run: yarn wsrun -p @0x/migrations -m --serial -c test:circleci
|
||||
- run: yarn wsrun -p @0x/order-utils -m --serial -c test:circleci
|
||||
- run: yarn wsrun -p @0x/asset-swapper -m --serial -c test:circleci
|
||||
- save_cache:
|
||||
|
||||
1
.github/autolabeler.yml
vendored
1
.github/autolabeler.yml
vendored
@@ -1,7 +1,6 @@
|
||||
python: ['python-packages']
|
||||
contracts: ['contracts']
|
||||
@0x/contract-addresses: ['packages/contract-addresses']
|
||||
@0x/migrations: ['packages/migrations']
|
||||
@0x/order-utils: ['packages/order-utils']
|
||||
@0x/contract-artifacts: ['packages/contract-artifacts']
|
||||
@0x/contract-wrappers: ['packages/contract-wrappers']
|
||||
|
||||
18
CODEOWNERS
18
CODEOWNERS
@@ -1,18 +1,20 @@
|
||||
# See https://help.github.com/articles/about-codeowners/
|
||||
|
||||
# for more info about CODEOWNERS file
|
||||
|
||||
# It uses the same pattern rule for gitignore file
|
||||
|
||||
# https://git-scm.com/docs/gitignore#_pattern_format
|
||||
|
||||
# Website
|
||||
packages/asset-swapper/ @BMillman19 @fragosti @dave4506
|
||||
packages/instant/ @BMillman19 @fragosti @dave4506
|
||||
packages/asset-swapper/ @dekz @dextracker @kyu-c
|
||||
|
||||
# Dev tools & setup
|
||||
.circleci/ @dorothy-zbornak
|
||||
packages/contract-addresses/ @abandeali1
|
||||
packages/contract-artifacts/ @abandeali1
|
||||
packages/order-utils/ @dorothy-zbornak
|
||||
|
||||
.circleci/ @dekz
|
||||
packages/contract-addresses/ @dekz @dextracker @kyu-c
|
||||
packages/contract-artifacts/ @dekz
|
||||
packages/protocol-utils/ @dekz
|
||||
|
||||
# Protocol/smart contracts
|
||||
contracts/ @abandeali1 @hysz @dorothy-zbornak @mzhu25
|
||||
|
||||
contracts/ @dekz @dextracker
|
||||
|
||||
@@ -38,7 +38,6 @@ These packages are all under development. See [/contracts/README.md](/contracts/
|
||||
| [`@0x/protocol-utils`](/packages/protocol-utils) | [](https://www.npmjs.com/package/@0x/protocol-utils) | A set of utilities for generating, parsing, signing and validating 0x orders |
|
||||
| [`@0x/contract-addresses`](/packages/contract-addresses) | [](https://www.npmjs.com/package/@0x/contract-addresses) | A tiny utility library for getting known deployed contract addresses for a particular network. |
|
||||
| [`@0x/contract-wrappers`](/packages/contract-wrappers) | [](https://www.npmjs.com/package/@0x/contract-wrappers) | JS/TS wrappers for interacting with the 0x smart contracts |
|
||||
| [`@0x/migrations`](/packages/migrations) | [](https://www.npmjs.com/package/@0x/migrations) | Migration tool for deploying 0x smart contracts on private testnets |
|
||||
| [`@0x/contract-artifacts`](/packages/contract-artifacts) | [](https://www.npmjs.com/package/@0x/contract-artifacts) | 0x smart contract compilation artifacts | |
|
||||
|
||||
## Usage
|
||||
|
||||
@@ -1,4 +1,31 @@
|
||||
[
|
||||
{
|
||||
"timestamp": 1658950329,
|
||||
"version": "3.3.33",
|
||||
"changes": [
|
||||
{
|
||||
"note": "Dependencies updated"
|
||||
}
|
||||
]
|
||||
},
|
||||
{
|
||||
"timestamp": 1655244958,
|
||||
"version": "3.3.32",
|
||||
"changes": [
|
||||
{
|
||||
"note": "Dependencies updated"
|
||||
}
|
||||
]
|
||||
},
|
||||
{
|
||||
"timestamp": 1654284040,
|
||||
"version": "3.3.31",
|
||||
"changes": [
|
||||
{
|
||||
"note": "Dependencies updated"
|
||||
}
|
||||
]
|
||||
},
|
||||
{
|
||||
"timestamp": 1652919697,
|
||||
"version": "3.3.30",
|
||||
|
||||
@@ -5,6 +5,18 @@ Edit the package's CHANGELOG.json file only.
|
||||
|
||||
CHANGELOG
|
||||
|
||||
## v3.3.33 - _July 27, 2022_
|
||||
|
||||
* Dependencies updated
|
||||
|
||||
## v3.3.32 - _June 14, 2022_
|
||||
|
||||
* Dependencies updated
|
||||
|
||||
## v3.3.31 - _June 3, 2022_
|
||||
|
||||
* Dependencies updated
|
||||
|
||||
## v3.3.30 - _May 19, 2022_
|
||||
|
||||
* Dependencies updated
|
||||
|
||||
@@ -1,6 +1,6 @@
|
||||
{
|
||||
"name": "@0x/contracts-erc20",
|
||||
"version": "3.3.30",
|
||||
"version": "3.3.33",
|
||||
"engines": {
|
||||
"node": ">=6.12"
|
||||
},
|
||||
@@ -53,8 +53,8 @@
|
||||
"devDependencies": {
|
||||
"@0x/abi-gen": "^5.8.0",
|
||||
"@0x/contracts-gen": "^2.0.46",
|
||||
"@0x/contracts-test-utils": "^5.4.21",
|
||||
"@0x/contracts-utils": "^4.8.11",
|
||||
"@0x/contracts-test-utils": "^5.4.24",
|
||||
"@0x/contracts-utils": "^4.8.14",
|
||||
"@0x/dev-utils": "^4.2.14",
|
||||
"@0x/sol-compiler": "^4.8.1",
|
||||
"@0x/ts-doc-gen": "^0.0.28",
|
||||
|
||||
@@ -1,4 +1,31 @@
|
||||
[
|
||||
{
|
||||
"timestamp": 1658950329,
|
||||
"version": "5.4.24",
|
||||
"changes": [
|
||||
{
|
||||
"note": "Dependencies updated"
|
||||
}
|
||||
]
|
||||
},
|
||||
{
|
||||
"timestamp": 1655244958,
|
||||
"version": "5.4.23",
|
||||
"changes": [
|
||||
{
|
||||
"note": "Dependencies updated"
|
||||
}
|
||||
]
|
||||
},
|
||||
{
|
||||
"timestamp": 1654284040,
|
||||
"version": "5.4.22",
|
||||
"changes": [
|
||||
{
|
||||
"note": "Dependencies updated"
|
||||
}
|
||||
]
|
||||
},
|
||||
{
|
||||
"timestamp": 1652919697,
|
||||
"version": "5.4.21",
|
||||
|
||||
@@ -5,6 +5,18 @@ Edit the package's CHANGELOG.json file only.
|
||||
|
||||
CHANGELOG
|
||||
|
||||
## v5.4.24 - _July 27, 2022_
|
||||
|
||||
* Dependencies updated
|
||||
|
||||
## v5.4.23 - _June 14, 2022_
|
||||
|
||||
* Dependencies updated
|
||||
|
||||
## v5.4.22 - _June 3, 2022_
|
||||
|
||||
* Dependencies updated
|
||||
|
||||
## v5.4.21 - _May 19, 2022_
|
||||
|
||||
* Dependencies updated
|
||||
|
||||
@@ -1,6 +1,6 @@
|
||||
{
|
||||
"name": "@0x/contracts-test-utils",
|
||||
"version": "5.4.21",
|
||||
"version": "5.4.24",
|
||||
"engines": {
|
||||
"node": ">=6.12"
|
||||
},
|
||||
@@ -44,7 +44,7 @@
|
||||
"dependencies": {
|
||||
"@0x/assert": "^3.0.34",
|
||||
"@0x/base-contract": "^6.5.0",
|
||||
"@0x/contract-addresses": "^6.14.0",
|
||||
"@0x/contract-addresses": "^6.17.0",
|
||||
"@0x/dev-utils": "^4.2.14",
|
||||
"@0x/json-schemas": "^6.4.4",
|
||||
"@0x/order-utils": "^10.4.28",
|
||||
|
||||
@@ -1,4 +1,31 @@
|
||||
[
|
||||
{
|
||||
"timestamp": 1658950329,
|
||||
"version": "1.4.16",
|
||||
"changes": [
|
||||
{
|
||||
"note": "Dependencies updated"
|
||||
}
|
||||
]
|
||||
},
|
||||
{
|
||||
"timestamp": 1655244958,
|
||||
"version": "1.4.15",
|
||||
"changes": [
|
||||
{
|
||||
"note": "Dependencies updated"
|
||||
}
|
||||
]
|
||||
},
|
||||
{
|
||||
"timestamp": 1654284040,
|
||||
"version": "1.4.14",
|
||||
"changes": [
|
||||
{
|
||||
"note": "Dependencies updated"
|
||||
}
|
||||
]
|
||||
},
|
||||
{
|
||||
"timestamp": 1652919697,
|
||||
"version": "1.4.13",
|
||||
|
||||
@@ -5,6 +5,18 @@ Edit the package's CHANGELOG.json file only.
|
||||
|
||||
CHANGELOG
|
||||
|
||||
## v1.4.16 - _July 27, 2022_
|
||||
|
||||
* Dependencies updated
|
||||
|
||||
## v1.4.15 - _June 14, 2022_
|
||||
|
||||
* Dependencies updated
|
||||
|
||||
## v1.4.14 - _June 3, 2022_
|
||||
|
||||
* Dependencies updated
|
||||
|
||||
## v1.4.13 - _May 19, 2022_
|
||||
|
||||
* Dependencies updated
|
||||
|
||||
@@ -1,6 +1,6 @@
|
||||
{
|
||||
"name": "@0x/contracts-treasury",
|
||||
"version": "1.4.13",
|
||||
"version": "1.4.16",
|
||||
"engines": {
|
||||
"node": ">=6.12"
|
||||
},
|
||||
@@ -47,12 +47,12 @@
|
||||
"homepage": "https://github.com/0xProject/protocol/tree/main/contracts/treasury",
|
||||
"devDependencies": {
|
||||
"@0x/abi-gen": "^5.8.0",
|
||||
"@0x/contract-addresses": "^6.14.0",
|
||||
"@0x/contract-addresses": "^6.17.0",
|
||||
"@0x/contracts-asset-proxy": "^3.7.19",
|
||||
"@0x/contracts-erc20": "^3.3.30",
|
||||
"@0x/contracts-erc20": "^3.3.33",
|
||||
"@0x/contracts-gen": "^2.0.46",
|
||||
"@0x/contracts-staking": "^2.0.45",
|
||||
"@0x/contracts-test-utils": "^5.4.21",
|
||||
"@0x/contracts-test-utils": "^5.4.24",
|
||||
"@0x/sol-compiler": "^4.8.1",
|
||||
"@0x/ts-doc-gen": "^0.0.28",
|
||||
"@0x/tslint-config": "^4.1.4",
|
||||
@@ -73,7 +73,7 @@
|
||||
},
|
||||
"dependencies": {
|
||||
"@0x/base-contract": "^6.5.0",
|
||||
"@0x/protocol-utils": "^11.13.0",
|
||||
"@0x/protocol-utils": "^11.16.0",
|
||||
"@0x/subproviders": "^6.6.5",
|
||||
"@0x/types": "^3.3.6",
|
||||
"@0x/typescript-typings": "^5.3.1",
|
||||
|
||||
@@ -1,4 +1,31 @@
|
||||
[
|
||||
{
|
||||
"timestamp": 1658950329,
|
||||
"version": "4.8.14",
|
||||
"changes": [
|
||||
{
|
||||
"note": "Dependencies updated"
|
||||
}
|
||||
]
|
||||
},
|
||||
{
|
||||
"timestamp": 1655244958,
|
||||
"version": "4.8.13",
|
||||
"changes": [
|
||||
{
|
||||
"note": "Dependencies updated"
|
||||
}
|
||||
]
|
||||
},
|
||||
{
|
||||
"timestamp": 1654284040,
|
||||
"version": "4.8.12",
|
||||
"changes": [
|
||||
{
|
||||
"note": "Dependencies updated"
|
||||
}
|
||||
]
|
||||
},
|
||||
{
|
||||
"timestamp": 1652919697,
|
||||
"version": "4.8.11",
|
||||
|
||||
@@ -5,6 +5,18 @@ Edit the package's CHANGELOG.json file only.
|
||||
|
||||
CHANGELOG
|
||||
|
||||
## v4.8.14 - _July 27, 2022_
|
||||
|
||||
* Dependencies updated
|
||||
|
||||
## v4.8.13 - _June 14, 2022_
|
||||
|
||||
* Dependencies updated
|
||||
|
||||
## v4.8.12 - _June 3, 2022_
|
||||
|
||||
* Dependencies updated
|
||||
|
||||
## v4.8.11 - _May 19, 2022_
|
||||
|
||||
* Dependencies updated
|
||||
|
||||
@@ -1,6 +1,6 @@
|
||||
{
|
||||
"name": "@0x/contracts-utils",
|
||||
"version": "4.8.11",
|
||||
"version": "4.8.14",
|
||||
"engines": {
|
||||
"node": ">=6.12"
|
||||
},
|
||||
@@ -52,7 +52,7 @@
|
||||
"devDependencies": {
|
||||
"@0x/abi-gen": "^5.8.0",
|
||||
"@0x/contracts-gen": "^2.0.46",
|
||||
"@0x/contracts-test-utils": "^5.4.21",
|
||||
"@0x/contracts-test-utils": "^5.4.24",
|
||||
"@0x/dev-utils": "^4.2.14",
|
||||
"@0x/order-utils": "^10.4.28",
|
||||
"@0x/sol-compiler": "^4.8.1",
|
||||
|
||||
@@ -1,4 +1,42 @@
|
||||
[
|
||||
{
|
||||
"version": "0.36.0",
|
||||
"changes": [
|
||||
{
|
||||
"note": "Add Synthetix support in Ethereum and Optimism bridge adapters",
|
||||
"pr": 518
|
||||
}
|
||||
],
|
||||
"timestamp": 1658950329
|
||||
},
|
||||
{
|
||||
"version": "0.35.0",
|
||||
"changes": [
|
||||
{
|
||||
"note": "Adds support for Velodrome OptimismBridgeAdapter",
|
||||
"pr": 494
|
||||
}
|
||||
],
|
||||
"timestamp": 1655244958
|
||||
},
|
||||
{
|
||||
"version": "0.34.0",
|
||||
"changes": [
|
||||
{
|
||||
"note": "Splits BridgeAdapter up by chain",
|
||||
"pr": 487
|
||||
},
|
||||
{
|
||||
"note": "Add stETH wrap/unwrap support",
|
||||
"pr": 476
|
||||
},
|
||||
{
|
||||
"note": "Adds support for BancorV3 to EthereumBridgeAdapter",
|
||||
"pr": 492
|
||||
}
|
||||
],
|
||||
"timestamp": 1654284040
|
||||
},
|
||||
{
|
||||
"version": "0.33.0",
|
||||
"changes": [
|
||||
|
||||
@@ -5,6 +5,20 @@ Edit the package's CHANGELOG.json file only.
|
||||
|
||||
CHANGELOG
|
||||
|
||||
## v0.36.0 - _July 27, 2022_
|
||||
|
||||
* Add Synthetix support in Ethereum and Optimism bridge adapters (#518)
|
||||
|
||||
## v0.35.0 - _June 14, 2022_
|
||||
|
||||
* Adds support for Velodrome OptimismBridgeAdapter (#494)
|
||||
|
||||
## v0.34.0 - _June 3, 2022_
|
||||
|
||||
* Splits BridgeAdapter up by chain (#487)
|
||||
* Add stETH wrap/unwrap support (#476)
|
||||
* Adds support for BancorV3 to EthereumBridgeAdapter (#492)
|
||||
|
||||
## v0.33.0 - _May 19, 2022_
|
||||
|
||||
* Add support for GMX and Platypus to bridge adapter (#478)
|
||||
|
||||
@@ -0,0 +1,88 @@
|
||||
// SPDX-License-Identifier: Apache-2.0
|
||||
/*
|
||||
|
||||
Copyright 2022 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 "./IBridgeAdapter.sol";
|
||||
|
||||
abstract contract AbstractBridgeAdapter is IBridgeAdapter {
|
||||
|
||||
constructor(
|
||||
uint256 expectedChainId,
|
||||
string memory expectedChainName
|
||||
)
|
||||
public
|
||||
{
|
||||
uint256 chainId;
|
||||
assembly { chainId := chainid() }
|
||||
// Allow testing on Ganache
|
||||
if (chainId != expectedChainId && chainId != 1337) {
|
||||
revert(string(abi.encodePacked(expectedChainName, "BridgeAdapter.constructor: wrong chain ID")));
|
||||
}
|
||||
}
|
||||
|
||||
function isSupportedSource(bytes32 source)
|
||||
external
|
||||
override
|
||||
returns (bool isSupported)
|
||||
{
|
||||
BridgeOrder memory placeholderOrder;
|
||||
placeholderOrder.source = source;
|
||||
IERC20TokenV06 placeholderToken = IERC20TokenV06(address(0));
|
||||
|
||||
(, isSupported) = _trade(
|
||||
placeholderOrder,
|
||||
placeholderToken,
|
||||
placeholderToken,
|
||||
0,
|
||||
true
|
||||
);
|
||||
}
|
||||
|
||||
function trade(
|
||||
BridgeOrder memory order,
|
||||
IERC20TokenV06 sellToken,
|
||||
IERC20TokenV06 buyToken,
|
||||
uint256 sellAmount
|
||||
)
|
||||
public
|
||||
override
|
||||
returns (uint256 boughtAmount)
|
||||
{
|
||||
(boughtAmount, ) = _trade(
|
||||
order,
|
||||
sellToken,
|
||||
buyToken,
|
||||
sellAmount,
|
||||
false
|
||||
);
|
||||
}
|
||||
|
||||
function _trade(
|
||||
BridgeOrder memory order,
|
||||
IERC20TokenV06 sellToken,
|
||||
IERC20TokenV06 buyToken,
|
||||
uint256 sellAmount,
|
||||
bool dryRun
|
||||
)
|
||||
internal
|
||||
virtual
|
||||
returns (uint256 boughtAmount, bool supportedSource);
|
||||
}
|
||||
@@ -0,0 +1,141 @@
|
||||
// SPDX-License-Identifier: Apache-2.0
|
||||
/*
|
||||
|
||||
Copyright 2022 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 "./AbstractBridgeAdapter.sol";
|
||||
import "./BridgeProtocols.sol";
|
||||
import "./mixins/MixinCurve.sol";
|
||||
import "./mixins/MixinCurveV2.sol";
|
||||
import "./mixins/MixinGMX.sol";
|
||||
import "./mixins/MixinKyberDmm.sol";
|
||||
import "./mixins/MixinAaveV2.sol";
|
||||
import "./mixins/MixinNerve.sol";
|
||||
import "./mixins/MixinPlatypus.sol";
|
||||
import "./mixins/MixinUniswapV2.sol";
|
||||
import "./mixins/MixinZeroExBridge.sol";
|
||||
|
||||
contract AvalancheBridgeAdapter is
|
||||
AbstractBridgeAdapter(43114, "Avalanche"),
|
||||
MixinCurve,
|
||||
MixinCurveV2,
|
||||
MixinGMX,
|
||||
MixinKyberDmm,
|
||||
MixinAaveV2,
|
||||
MixinNerve,
|
||||
MixinPlatypus,
|
||||
MixinUniswapV2,
|
||||
MixinZeroExBridge
|
||||
{
|
||||
constructor(IEtherTokenV06 weth)
|
||||
public
|
||||
MixinCurve(weth)
|
||||
{}
|
||||
|
||||
function _trade(
|
||||
BridgeOrder memory order,
|
||||
IERC20TokenV06 sellToken,
|
||||
IERC20TokenV06 buyToken,
|
||||
uint256 sellAmount,
|
||||
bool dryRun
|
||||
)
|
||||
internal
|
||||
override
|
||||
returns (uint256 boughtAmount, bool supportedSource)
|
||||
{
|
||||
uint128 protocolId = uint128(uint256(order.source) >> 128);
|
||||
if (protocolId == BridgeProtocols.CURVE) {
|
||||
if (dryRun) { return (0, true); }
|
||||
boughtAmount = _tradeCurve(
|
||||
sellToken,
|
||||
buyToken,
|
||||
sellAmount,
|
||||
order.bridgeData
|
||||
);
|
||||
} else if (protocolId == BridgeProtocols.CURVEV2) {
|
||||
if (dryRun) { return (0, true); }
|
||||
boughtAmount = _tradeCurveV2(
|
||||
sellToken,
|
||||
buyToken,
|
||||
sellAmount,
|
||||
order.bridgeData
|
||||
);
|
||||
} else if (protocolId == BridgeProtocols.UNISWAPV2) {
|
||||
if (dryRun) { return (0, true); }
|
||||
boughtAmount = _tradeUniswapV2(
|
||||
buyToken,
|
||||
sellAmount,
|
||||
order.bridgeData
|
||||
);
|
||||
} else if (protocolId == BridgeProtocols.NERVE) {
|
||||
if (dryRun) { return (0, true); }
|
||||
boughtAmount = _tradeNerve(
|
||||
sellToken,
|
||||
sellAmount,
|
||||
order.bridgeData
|
||||
);
|
||||
} else if (protocolId == BridgeProtocols.KYBERDMM) {
|
||||
if (dryRun) { return (0, true); }
|
||||
boughtAmount = _tradeKyberDmm(
|
||||
buyToken,
|
||||
sellAmount,
|
||||
order.bridgeData
|
||||
);
|
||||
} else if (protocolId == BridgeProtocols.AAVEV2) {
|
||||
if (dryRun) { return (0, true); }
|
||||
boughtAmount = _tradeAaveV2(
|
||||
sellToken,
|
||||
buyToken,
|
||||
sellAmount,
|
||||
order.bridgeData
|
||||
);
|
||||
} else if (protocolId == BridgeProtocols.GMX) {
|
||||
if (dryRun) { return (0, true); }
|
||||
boughtAmount = _tradeGMX(
|
||||
buyToken,
|
||||
sellAmount,
|
||||
order.bridgeData
|
||||
);
|
||||
} else if (protocolId == BridgeProtocols.PLATYPUS) {
|
||||
if (dryRun) { return (0, true); }
|
||||
boughtAmount = _tradePlatypus(
|
||||
buyToken,
|
||||
sellAmount,
|
||||
order.bridgeData
|
||||
);
|
||||
} else if (protocolId == BridgeProtocols.UNKNOWN) {
|
||||
if (dryRun) { return (0, true); }
|
||||
boughtAmount = _tradeZeroExBridge(
|
||||
sellToken,
|
||||
buyToken,
|
||||
sellAmount,
|
||||
order.bridgeData
|
||||
);
|
||||
}
|
||||
|
||||
emit BridgeFill(
|
||||
order.source,
|
||||
sellToken,
|
||||
buyToken,
|
||||
sellAmount,
|
||||
boughtAmount
|
||||
);
|
||||
}
|
||||
}
|
||||
@@ -0,0 +1,132 @@
|
||||
// SPDX-License-Identifier: Apache-2.0
|
||||
/*
|
||||
|
||||
Copyright 2022 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 "./AbstractBridgeAdapter.sol";
|
||||
import "./BridgeProtocols.sol";
|
||||
import "./mixins/MixinCurve.sol";
|
||||
import "./mixins/MixinDodo.sol";
|
||||
import "./mixins/MixinDodoV2.sol";
|
||||
import "./mixins/MixinKyberDmm.sol";
|
||||
import "./mixins/MixinMooniswap.sol";
|
||||
import "./mixins/MixinNerve.sol";
|
||||
import "./mixins/MixinUniswapV2.sol";
|
||||
import "./mixins/MixinZeroExBridge.sol";
|
||||
|
||||
contract BSCBridgeAdapter is
|
||||
AbstractBridgeAdapter(56, "BSC"),
|
||||
MixinCurve,
|
||||
MixinDodo,
|
||||
MixinDodoV2,
|
||||
MixinKyberDmm,
|
||||
MixinMooniswap,
|
||||
MixinNerve,
|
||||
MixinUniswapV2,
|
||||
MixinZeroExBridge
|
||||
{
|
||||
constructor(IEtherTokenV06 weth)
|
||||
public
|
||||
MixinCurve(weth)
|
||||
MixinMooniswap(weth)
|
||||
{}
|
||||
|
||||
function _trade(
|
||||
BridgeOrder memory order,
|
||||
IERC20TokenV06 sellToken,
|
||||
IERC20TokenV06 buyToken,
|
||||
uint256 sellAmount,
|
||||
bool dryRun
|
||||
)
|
||||
internal
|
||||
override
|
||||
returns (uint256 boughtAmount, bool supportedSource)
|
||||
{
|
||||
uint128 protocolId = uint128(uint256(order.source) >> 128);
|
||||
if (protocolId == BridgeProtocols.CURVE) {
|
||||
if (dryRun) { return (0, true); }
|
||||
boughtAmount = _tradeCurve(
|
||||
sellToken,
|
||||
buyToken,
|
||||
sellAmount,
|
||||
order.bridgeData
|
||||
);
|
||||
} else if (protocolId == BridgeProtocols.UNISWAPV2) {
|
||||
if (dryRun) { return (0, true); }
|
||||
boughtAmount = _tradeUniswapV2(
|
||||
buyToken,
|
||||
sellAmount,
|
||||
order.bridgeData
|
||||
);
|
||||
} else if (protocolId == BridgeProtocols.MOONISWAP) {
|
||||
if (dryRun) { return (0, true); }
|
||||
boughtAmount = _tradeMooniswap(
|
||||
sellToken,
|
||||
buyToken,
|
||||
sellAmount,
|
||||
order.bridgeData
|
||||
);
|
||||
} else if (protocolId == BridgeProtocols.DODO) {
|
||||
if (dryRun) { return (0, true); }
|
||||
boughtAmount = _tradeDodo(
|
||||
sellToken,
|
||||
sellAmount,
|
||||
order.bridgeData
|
||||
);
|
||||
} else if (protocolId == BridgeProtocols.DODOV2) {
|
||||
if (dryRun) { return (0, true); }
|
||||
boughtAmount = _tradeDodoV2(
|
||||
sellToken,
|
||||
sellAmount,
|
||||
order.bridgeData
|
||||
);
|
||||
} else if (protocolId == BridgeProtocols.NERVE) {
|
||||
if (dryRun) { return (0, true); }
|
||||
boughtAmount = _tradeNerve(
|
||||
sellToken,
|
||||
sellAmount,
|
||||
order.bridgeData
|
||||
);
|
||||
} else if (protocolId == BridgeProtocols.KYBERDMM) {
|
||||
if (dryRun) { return (0, true); }
|
||||
boughtAmount = _tradeKyberDmm(
|
||||
buyToken,
|
||||
sellAmount,
|
||||
order.bridgeData
|
||||
);
|
||||
} else if (protocolId == BridgeProtocols.UNKNOWN) {
|
||||
if (dryRun) { return (0, true); }
|
||||
boughtAmount = _tradeZeroExBridge(
|
||||
sellToken,
|
||||
buyToken,
|
||||
sellAmount,
|
||||
order.bridgeData
|
||||
);
|
||||
}
|
||||
|
||||
emit BridgeFill(
|
||||
order.source,
|
||||
sellToken,
|
||||
buyToken,
|
||||
sellAmount,
|
||||
boughtAmount
|
||||
);
|
||||
}
|
||||
}
|
||||
@@ -32,16 +32,16 @@ library BridgeProtocols {
|
||||
uint128 internal constant UNISWAPV2 = 2;
|
||||
uint128 internal constant UNISWAP = 3;
|
||||
uint128 internal constant BALANCER = 4;
|
||||
uint128 internal constant KYBER = 5;
|
||||
uint128 internal constant KYBER = 5; // Not used: deprecated.
|
||||
uint128 internal constant MOONISWAP = 6;
|
||||
uint128 internal constant MSTABLE = 7;
|
||||
uint128 internal constant OASIS = 8;
|
||||
uint128 internal constant OASIS = 8; // Not used: deprecated.
|
||||
uint128 internal constant SHELL = 9;
|
||||
uint128 internal constant DODO = 10;
|
||||
uint128 internal constant DODOV2 = 11;
|
||||
uint128 internal constant CRYPTOCOM = 12;
|
||||
uint128 internal constant BANCOR = 13;
|
||||
uint128 internal constant COFIX = 14;
|
||||
uint128 internal constant COFIX = 14; // Not used: deprecated.
|
||||
uint128 internal constant NERVE = 15;
|
||||
uint128 internal constant MAKERPSM = 16;
|
||||
uint128 internal constant BALANCERV2 = 17;
|
||||
@@ -55,4 +55,7 @@ library BridgeProtocols {
|
||||
uint128 internal constant BALANCERV2BATCH = 25;
|
||||
uint128 internal constant GMX = 26;
|
||||
uint128 internal constant PLATYPUS = 27;
|
||||
uint128 internal constant BANCORV3 = 28;
|
||||
uint128 internal constant VELODROME = 29;
|
||||
uint128 internal constant SYNTHETIX = 30;
|
||||
}
|
||||
|
||||
@@ -0,0 +1,84 @@
|
||||
|
||||
// SPDX-License-Identifier: Apache-2.0
|
||||
/*
|
||||
|
||||
Copyright 2022 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 "./AbstractBridgeAdapter.sol";
|
||||
import "./BridgeProtocols.sol";
|
||||
import "./mixins/MixinNerve.sol";
|
||||
import "./mixins/MixinUniswapV2.sol";
|
||||
import "./mixins/MixinZeroExBridge.sol";
|
||||
|
||||
contract CeloBridgeAdapter is
|
||||
AbstractBridgeAdapter(42220, "Celo"),
|
||||
MixinNerve,
|
||||
MixinUniswapV2,
|
||||
MixinZeroExBridge
|
||||
{
|
||||
constructor(address _weth)
|
||||
public
|
||||
{}
|
||||
|
||||
function _trade(
|
||||
BridgeOrder memory order,
|
||||
IERC20TokenV06 sellToken,
|
||||
IERC20TokenV06 buyToken,
|
||||
uint256 sellAmount,
|
||||
bool dryRun
|
||||
)
|
||||
internal
|
||||
override
|
||||
returns (uint256 boughtAmount, bool supportedSource)
|
||||
{
|
||||
uint128 protocolId = uint128(uint256(order.source) >> 128);
|
||||
if (protocolId == BridgeProtocols.UNISWAPV2) {
|
||||
if (dryRun) { return (0, true); }
|
||||
boughtAmount = _tradeUniswapV2(
|
||||
buyToken,
|
||||
sellAmount,
|
||||
order.bridgeData
|
||||
);
|
||||
} else if (protocolId == BridgeProtocols.NERVE) {
|
||||
if (dryRun) { return (0, true); }
|
||||
boughtAmount = _tradeNerve(
|
||||
sellToken,
|
||||
sellAmount,
|
||||
order.bridgeData
|
||||
);
|
||||
} else if (protocolId == BridgeProtocols.UNKNOWN) {
|
||||
if (dryRun) { return (0, true); }
|
||||
boughtAmount = _tradeZeroExBridge(
|
||||
sellToken,
|
||||
buyToken,
|
||||
sellAmount,
|
||||
order.bridgeData
|
||||
);
|
||||
}
|
||||
|
||||
emit BridgeFill(
|
||||
order.source,
|
||||
sellToken,
|
||||
buyToken,
|
||||
sellAmount,
|
||||
boughtAmount
|
||||
);
|
||||
}
|
||||
}
|
||||
@@ -1,7 +1,7 @@
|
||||
// SPDX-License-Identifier: Apache-2.0
|
||||
/*
|
||||
|
||||
Copyright 2021 ZeroEx Intl.
|
||||
Copyright 2022 ZeroEx Intl.
|
||||
|
||||
Licensed under the Apache License, Version 2.0 (the "License");
|
||||
you may not use this file except in compliance with the License.
|
||||
@@ -20,57 +20,53 @@
|
||||
pragma solidity ^0.6.5;
|
||||
pragma experimental ABIEncoderV2;
|
||||
|
||||
import "./IBridgeAdapter.sol";
|
||||
import "./AbstractBridgeAdapter.sol";
|
||||
import "./BridgeProtocols.sol";
|
||||
import "./mixins/MixinAaveV2.sol";
|
||||
import "./mixins/MixinBalancer.sol";
|
||||
import "./mixins/MixinBalancerV2.sol";
|
||||
import "./mixins/MixinBalancerV2Batch.sol";
|
||||
import "./mixins/MixinBancor.sol";
|
||||
import "./mixins/MixinBancorV3.sol";
|
||||
import "./mixins/MixinCompound.sol";
|
||||
import "./mixins/MixinCurve.sol";
|
||||
import "./mixins/MixinCurveV2.sol";
|
||||
import "./mixins/MixinCryptoCom.sol";
|
||||
import "./mixins/MixinDodo.sol";
|
||||
import "./mixins/MixinDodoV2.sol";
|
||||
import "./mixins/MixinGMX.sol";
|
||||
import "./mixins/MixinKyberDmm.sol";
|
||||
import "./mixins/MixinLido.sol";
|
||||
import "./mixins/MixinMakerPSM.sol";
|
||||
import "./mixins/MixinMooniswap.sol";
|
||||
import "./mixins/MixinMStable.sol";
|
||||
import "./mixins/MixinNerve.sol";
|
||||
import "./mixins/MixinOasis.sol";
|
||||
import "./mixins/MixinPlatypus.sol";
|
||||
import "./mixins/MixinShell.sol";
|
||||
import "./mixins/MixinSynthetix.sol";
|
||||
import "./mixins/MixinUniswap.sol";
|
||||
import "./mixins/MixinUniswapV2.sol";
|
||||
import "./mixins/MixinUniswapV3.sol";
|
||||
import "./mixins/MixinZeroExBridge.sol";
|
||||
|
||||
contract BridgeAdapter is
|
||||
IBridgeAdapter,
|
||||
contract EthereumBridgeAdapter is
|
||||
AbstractBridgeAdapter(1, "Ethereum"),
|
||||
MixinAaveV2,
|
||||
MixinBalancer,
|
||||
MixinBalancerV2,
|
||||
MixinBalancerV2Batch,
|
||||
MixinBancor,
|
||||
MixinBancorV3,
|
||||
MixinCompound,
|
||||
MixinCurve,
|
||||
MixinCurveV2,
|
||||
MixinCryptoCom,
|
||||
MixinDodo,
|
||||
MixinDodoV2,
|
||||
MixinGMX,
|
||||
MixinKyberDmm,
|
||||
MixinLido,
|
||||
MixinMakerPSM,
|
||||
MixinMooniswap,
|
||||
MixinMStable,
|
||||
MixinNerve,
|
||||
MixinOasis,
|
||||
MixinPlatypus,
|
||||
MixinShell,
|
||||
MixinSynthetix,
|
||||
MixinUniswap,
|
||||
MixinUniswapV2,
|
||||
MixinUniswapV3,
|
||||
@@ -78,43 +74,28 @@ contract BridgeAdapter is
|
||||
{
|
||||
constructor(IEtherTokenV06 weth)
|
||||
public
|
||||
MixinAaveV2()
|
||||
MixinBalancer()
|
||||
MixinBalancerV2()
|
||||
MixinBancor(weth)
|
||||
MixinBancorV3(weth)
|
||||
MixinCompound(weth)
|
||||
MixinCurve(weth)
|
||||
MixinCurveV2()
|
||||
MixinCryptoCom()
|
||||
MixinDodo()
|
||||
MixinDodoV2()
|
||||
MixinGMX()
|
||||
MixinLido(weth)
|
||||
MixinMakerPSM()
|
||||
MixinMooniswap(weth)
|
||||
MixinMStable()
|
||||
MixinNerve()
|
||||
MixinOasis()
|
||||
MixinPlatypus()
|
||||
MixinShell()
|
||||
MixinUniswap(weth)
|
||||
MixinUniswapV2()
|
||||
MixinUniswapV3()
|
||||
MixinZeroExBridge()
|
||||
{}
|
||||
|
||||
function trade(
|
||||
function _trade(
|
||||
BridgeOrder memory order,
|
||||
IERC20TokenV06 sellToken,
|
||||
IERC20TokenV06 buyToken,
|
||||
uint256 sellAmount
|
||||
uint256 sellAmount,
|
||||
bool dryRun
|
||||
)
|
||||
public
|
||||
internal
|
||||
override
|
||||
returns (uint256 boughtAmount)
|
||||
returns (uint256 boughtAmount, bool supportedSource)
|
||||
{
|
||||
uint128 protocolId = uint128(uint256(order.source) >> 128);
|
||||
if (protocolId == BridgeProtocols.CURVE) {
|
||||
if (dryRun) { return (0, true); }
|
||||
boughtAmount = _tradeCurve(
|
||||
sellToken,
|
||||
buyToken,
|
||||
@@ -122,6 +103,7 @@ contract BridgeAdapter is
|
||||
order.bridgeData
|
||||
);
|
||||
} else if (protocolId == BridgeProtocols.CURVEV2) {
|
||||
if (dryRun) { return (0, true); }
|
||||
boughtAmount = _tradeCurveV2(
|
||||
sellToken,
|
||||
buyToken,
|
||||
@@ -129,18 +111,21 @@ contract BridgeAdapter is
|
||||
order.bridgeData
|
||||
);
|
||||
} else if (protocolId == BridgeProtocols.UNISWAPV3) {
|
||||
if (dryRun) { return (0, true); }
|
||||
boughtAmount = _tradeUniswapV3(
|
||||
sellToken,
|
||||
sellAmount,
|
||||
order.bridgeData
|
||||
);
|
||||
} else if (protocolId == BridgeProtocols.UNISWAPV2) {
|
||||
if (dryRun) { return (0, true); }
|
||||
boughtAmount = _tradeUniswapV2(
|
||||
buyToken,
|
||||
sellAmount,
|
||||
order.bridgeData
|
||||
);
|
||||
} else if (protocolId == BridgeProtocols.UNISWAP) {
|
||||
if (dryRun) { return (0, true); }
|
||||
boughtAmount = _tradeUniswap(
|
||||
sellToken,
|
||||
buyToken,
|
||||
@@ -148,6 +133,7 @@ contract BridgeAdapter is
|
||||
order.bridgeData
|
||||
);
|
||||
} else if (protocolId == BridgeProtocols.BALANCER) {
|
||||
if (dryRun) { return (0, true); }
|
||||
boughtAmount = _tradeBalancer(
|
||||
sellToken,
|
||||
buyToken,
|
||||
@@ -155,6 +141,7 @@ contract BridgeAdapter is
|
||||
order.bridgeData
|
||||
);
|
||||
} else if (protocolId == BridgeProtocols.BALANCERV2) {
|
||||
if (dryRun) { return (0, true); }
|
||||
boughtAmount = _tradeBalancerV2(
|
||||
sellToken,
|
||||
buyToken,
|
||||
@@ -162,39 +149,29 @@ contract BridgeAdapter is
|
||||
order.bridgeData
|
||||
);
|
||||
} else if (protocolId == BridgeProtocols.BALANCERV2BATCH) {
|
||||
if (dryRun) { return (0, true); }
|
||||
boughtAmount = _tradeBalancerV2Batch(
|
||||
sellAmount,
|
||||
order.bridgeData
|
||||
);
|
||||
}else if (protocolId == BridgeProtocols.MAKERPSM) {
|
||||
} else if (protocolId == BridgeProtocols.MAKERPSM) {
|
||||
if (dryRun) { return (0, true); }
|
||||
boughtAmount = _tradeMakerPsm(
|
||||
sellToken,
|
||||
buyToken,
|
||||
sellAmount,
|
||||
order.bridgeData
|
||||
);
|
||||
} else if (protocolId == BridgeProtocols.MOONISWAP) {
|
||||
boughtAmount = _tradeMooniswap(
|
||||
sellToken,
|
||||
buyToken,
|
||||
sellAmount,
|
||||
order.bridgeData
|
||||
);
|
||||
} else if (protocolId == BridgeProtocols.MSTABLE) {
|
||||
if (dryRun) { return (0, true); }
|
||||
boughtAmount = _tradeMStable(
|
||||
sellToken,
|
||||
buyToken,
|
||||
sellAmount,
|
||||
order.bridgeData
|
||||
);
|
||||
} else if (protocolId == BridgeProtocols.OASIS) {
|
||||
boughtAmount = _tradeOasis(
|
||||
sellToken,
|
||||
buyToken,
|
||||
sellAmount,
|
||||
order.bridgeData
|
||||
);
|
||||
} else if (protocolId == BridgeProtocols.SHELL) {
|
||||
if (dryRun) { return (0, true); }
|
||||
boughtAmount = _tradeShell(
|
||||
sellToken,
|
||||
buyToken,
|
||||
@@ -202,42 +179,49 @@ contract BridgeAdapter is
|
||||
order.bridgeData
|
||||
);
|
||||
} else if (protocolId == BridgeProtocols.DODO) {
|
||||
if (dryRun) { return (0, true); }
|
||||
boughtAmount = _tradeDodo(
|
||||
sellToken,
|
||||
sellAmount,
|
||||
order.bridgeData
|
||||
);
|
||||
} else if (protocolId == BridgeProtocols.DODOV2) {
|
||||
if (dryRun) { return (0, true); }
|
||||
boughtAmount = _tradeDodoV2(
|
||||
sellToken,
|
||||
sellAmount,
|
||||
order.bridgeData
|
||||
);
|
||||
} else if (protocolId == BridgeProtocols.CRYPTOCOM) {
|
||||
if (dryRun) { return (0, true); }
|
||||
boughtAmount = _tradeCryptoCom(
|
||||
buyToken,
|
||||
sellAmount,
|
||||
order.bridgeData
|
||||
);
|
||||
} else if (protocolId == BridgeProtocols.BANCOR) {
|
||||
if (dryRun) { return (0, true); }
|
||||
boughtAmount = _tradeBancor(
|
||||
buyToken,
|
||||
sellAmount,
|
||||
order.bridgeData
|
||||
);
|
||||
} else if (protocolId == BridgeProtocols.NERVE) {
|
||||
if (dryRun) { return (0, true); }
|
||||
boughtAmount = _tradeNerve(
|
||||
sellToken,
|
||||
sellAmount,
|
||||
order.bridgeData
|
||||
);
|
||||
} else if (protocolId == BridgeProtocols.KYBERDMM) {
|
||||
if (dryRun) { return (0, true); }
|
||||
boughtAmount = _tradeKyberDmm(
|
||||
buyToken,
|
||||
sellAmount,
|
||||
order.bridgeData
|
||||
);
|
||||
} else if (protocolId == BridgeProtocols.LIDO) {
|
||||
if (dryRun) { return (0, true); }
|
||||
boughtAmount = _tradeLido(
|
||||
sellToken,
|
||||
buyToken,
|
||||
@@ -245,6 +229,7 @@ contract BridgeAdapter is
|
||||
order.bridgeData
|
||||
);
|
||||
} else if (protocolId == BridgeProtocols.AAVEV2) {
|
||||
if (dryRun) { return (0, true); }
|
||||
boughtAmount = _tradeAaveV2(
|
||||
sellToken,
|
||||
buyToken,
|
||||
@@ -252,25 +237,28 @@ contract BridgeAdapter is
|
||||
order.bridgeData
|
||||
);
|
||||
} else if (protocolId == BridgeProtocols.COMPOUND) {
|
||||
if (dryRun) { return (0, true); }
|
||||
boughtAmount = _tradeCompound(
|
||||
sellToken,
|
||||
buyToken,
|
||||
sellAmount,
|
||||
order.bridgeData
|
||||
);
|
||||
} else if (protocolId == BridgeProtocols.GMX) {
|
||||
boughtAmount = _tradeGMX(
|
||||
} else if (protocolId == BridgeProtocols.BANCORV3) {
|
||||
if (dryRun) { return (0, true); }
|
||||
boughtAmount = _tradeBancorV3(
|
||||
buyToken,
|
||||
sellAmount,
|
||||
order.bridgeData
|
||||
);
|
||||
} else if (protocolId == BridgeProtocols.PLATYPUS) {
|
||||
boughtAmount = _tradePlatypus(
|
||||
buyToken,
|
||||
} else if (protocolId == BridgeProtocols.SYNTHETIX) {
|
||||
if (dryRun) { return (0, true); }
|
||||
boughtAmount = _tradeSynthetix(
|
||||
sellAmount,
|
||||
order.bridgeData
|
||||
);
|
||||
} else {
|
||||
} else if (protocolId == BridgeProtocols.UNKNOWN) {
|
||||
if (dryRun) { return (0, true); }
|
||||
boughtAmount = _tradeZeroExBridge(
|
||||
sellToken,
|
||||
buyToken,
|
||||
@@ -0,0 +1,124 @@
|
||||
// SPDX-License-Identifier: Apache-2.0
|
||||
/*
|
||||
|
||||
Copyright 2022 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 "./AbstractBridgeAdapter.sol";
|
||||
import "./BridgeProtocols.sol";
|
||||
import "./mixins/MixinAaveV2.sol";
|
||||
import "./mixins/MixinBalancerV2.sol";
|
||||
import "./mixins/MixinCurve.sol";
|
||||
import "./mixins/MixinCurveV2.sol";
|
||||
import "./mixins/MixinNerve.sol";
|
||||
import "./mixins/MixinUniswapV2.sol";
|
||||
import "./mixins/MixinZeroExBridge.sol";
|
||||
|
||||
contract FantomBridgeAdapter is
|
||||
AbstractBridgeAdapter(250, "Fantom"),
|
||||
MixinAaveV2,
|
||||
MixinBalancerV2,
|
||||
MixinCurve,
|
||||
MixinCurveV2,
|
||||
MixinNerve,
|
||||
MixinUniswapV2,
|
||||
MixinZeroExBridge
|
||||
{
|
||||
constructor(IEtherTokenV06 weth)
|
||||
public
|
||||
MixinCurve(weth)
|
||||
{}
|
||||
|
||||
function _trade(
|
||||
BridgeOrder memory order,
|
||||
IERC20TokenV06 sellToken,
|
||||
IERC20TokenV06 buyToken,
|
||||
uint256 sellAmount,
|
||||
bool dryRun
|
||||
)
|
||||
internal
|
||||
override
|
||||
returns (uint256 boughtAmount, bool supportedSource)
|
||||
{
|
||||
uint128 protocolId = uint128(uint256(order.source) >> 128);
|
||||
if (protocolId == BridgeProtocols.CURVE) {
|
||||
if (dryRun) { return (0, true); }
|
||||
boughtAmount = _tradeCurve(
|
||||
sellToken,
|
||||
buyToken,
|
||||
sellAmount,
|
||||
order.bridgeData
|
||||
);
|
||||
} else if (protocolId == BridgeProtocols.CURVEV2) {
|
||||
if (dryRun) { return (0, true); }
|
||||
boughtAmount = _tradeCurveV2(
|
||||
sellToken,
|
||||
buyToken,
|
||||
sellAmount,
|
||||
order.bridgeData
|
||||
);
|
||||
} else if (protocolId == BridgeProtocols.UNISWAPV2) {
|
||||
if (dryRun) { return (0, true); }
|
||||
boughtAmount = _tradeUniswapV2(
|
||||
buyToken,
|
||||
sellAmount,
|
||||
order.bridgeData
|
||||
);
|
||||
} else if (protocolId == BridgeProtocols.BALANCERV2) {
|
||||
if (dryRun) { return (0, true); }
|
||||
boughtAmount = _tradeBalancerV2(
|
||||
sellToken,
|
||||
buyToken,
|
||||
sellAmount,
|
||||
order.bridgeData
|
||||
);
|
||||
} else if (protocolId == BridgeProtocols.NERVE) {
|
||||
if (dryRun) { return (0, true); }
|
||||
boughtAmount = _tradeNerve(
|
||||
sellToken,
|
||||
sellAmount,
|
||||
order.bridgeData
|
||||
);
|
||||
} else if (protocolId == BridgeProtocols.AAVEV2) {
|
||||
if (dryRun) { return (0, true); }
|
||||
boughtAmount = _tradeAaveV2(
|
||||
sellToken,
|
||||
buyToken,
|
||||
sellAmount,
|
||||
order.bridgeData
|
||||
);
|
||||
} else if (protocolId == BridgeProtocols.UNKNOWN) {
|
||||
if (dryRun) { return (0, true); }
|
||||
boughtAmount = _tradeZeroExBridge(
|
||||
sellToken,
|
||||
buyToken,
|
||||
sellAmount,
|
||||
order.bridgeData
|
||||
);
|
||||
}
|
||||
|
||||
emit BridgeFill(
|
||||
order.source,
|
||||
sellToken,
|
||||
buyToken,
|
||||
sellAmount,
|
||||
boughtAmount
|
||||
);
|
||||
}
|
||||
}
|
||||
@@ -50,6 +50,10 @@ interface IBridgeAdapter {
|
||||
uint256 outputTokenAmount
|
||||
);
|
||||
|
||||
function isSupportedSource(bytes32 source)
|
||||
external
|
||||
returns (bool isSupported);
|
||||
|
||||
function trade(
|
||||
BridgeOrder calldata order,
|
||||
IERC20TokenV06 sellToken,
|
||||
|
||||
@@ -0,0 +1,122 @@
|
||||
// SPDX-License-Identifier: Apache-2.0
|
||||
/*
|
||||
|
||||
Copyright 2022 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 "./AbstractBridgeAdapter.sol";
|
||||
import "./BridgeProtocols.sol";
|
||||
import "./mixins/MixinCurve.sol";
|
||||
import "./mixins/MixinCurveV2.sol";
|
||||
import "./mixins/MixinNerve.sol";
|
||||
import "./mixins/MixinSynthetix.sol";
|
||||
import "./mixins/MixinUniswapV3.sol";
|
||||
import "./mixins/MixinVelodrome.sol";
|
||||
import "./mixins/MixinZeroExBridge.sol";
|
||||
|
||||
contract OptimismBridgeAdapter is
|
||||
AbstractBridgeAdapter(10, "Optimism"),
|
||||
MixinCurve,
|
||||
MixinCurveV2,
|
||||
MixinNerve,
|
||||
MixinSynthetix,
|
||||
MixinUniswapV3,
|
||||
MixinVelodrome,
|
||||
MixinZeroExBridge
|
||||
{
|
||||
constructor(IEtherTokenV06 weth)
|
||||
public
|
||||
MixinCurve(weth)
|
||||
{}
|
||||
|
||||
function _trade(
|
||||
BridgeOrder memory order,
|
||||
IERC20TokenV06 sellToken,
|
||||
IERC20TokenV06 buyToken,
|
||||
uint256 sellAmount,
|
||||
bool dryRun
|
||||
)
|
||||
internal
|
||||
override
|
||||
returns (uint256 boughtAmount, bool supportedSource)
|
||||
{
|
||||
uint128 protocolId = uint128(uint256(order.source) >> 128);
|
||||
if (protocolId == BridgeProtocols.CURVE) {
|
||||
if (dryRun) { return (0, true); }
|
||||
boughtAmount = _tradeCurve(
|
||||
sellToken,
|
||||
buyToken,
|
||||
sellAmount,
|
||||
order.bridgeData
|
||||
);
|
||||
} else if (protocolId == BridgeProtocols.CURVEV2) {
|
||||
if (dryRun) { return (0, true); }
|
||||
boughtAmount = _tradeCurveV2(
|
||||
sellToken,
|
||||
buyToken,
|
||||
sellAmount,
|
||||
order.bridgeData
|
||||
);
|
||||
} else if (protocolId == BridgeProtocols.UNISWAPV3) {
|
||||
if (dryRun) { return (0, true); }
|
||||
boughtAmount = _tradeUniswapV3(
|
||||
sellToken,
|
||||
sellAmount,
|
||||
order.bridgeData
|
||||
);
|
||||
} else if (protocolId == BridgeProtocols.NERVE) {
|
||||
if (dryRun) { return (0, true); }
|
||||
boughtAmount = _tradeNerve(
|
||||
sellToken,
|
||||
sellAmount,
|
||||
order.bridgeData
|
||||
);
|
||||
} else if (protocolId == BridgeProtocols.VELODROME) {
|
||||
if (dryRun) { return (0, true); }
|
||||
boughtAmount = _tradeVelodrome(
|
||||
sellToken,
|
||||
buyToken,
|
||||
sellAmount,
|
||||
order.bridgeData
|
||||
);
|
||||
} else if (protocolId == BridgeProtocols.SYNTHETIX) {
|
||||
if (dryRun) { return (0, true); }
|
||||
boughtAmount = _tradeSynthetix(
|
||||
sellAmount,
|
||||
order.bridgeData
|
||||
);
|
||||
} else if (protocolId == BridgeProtocols.UNKNOWN) {
|
||||
if (dryRun) { return (0, true); }
|
||||
boughtAmount = _tradeZeroExBridge(
|
||||
sellToken,
|
||||
buyToken,
|
||||
sellAmount,
|
||||
order.bridgeData
|
||||
);
|
||||
}
|
||||
|
||||
emit BridgeFill(
|
||||
order.source,
|
||||
sellToken,
|
||||
buyToken,
|
||||
sellAmount,
|
||||
boughtAmount
|
||||
);
|
||||
}
|
||||
}
|
||||
@@ -0,0 +1,178 @@
|
||||
// SPDX-License-Identifier: Apache-2.0
|
||||
/*
|
||||
|
||||
Copyright 2022 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 "./AbstractBridgeAdapter.sol";
|
||||
import "./BridgeProtocols.sol";
|
||||
import "./mixins/MixinAaveV2.sol";
|
||||
import "./mixins/MixinBalancerV2.sol";
|
||||
import "./mixins/MixinBalancerV2Batch.sol";
|
||||
import "./mixins/MixinCurve.sol";
|
||||
import "./mixins/MixinCurveV2.sol";
|
||||
import "./mixins/MixinDodo.sol";
|
||||
import "./mixins/MixinDodoV2.sol";
|
||||
import "./mixins/MixinKyberDmm.sol";
|
||||
import "./mixins/MixinMStable.sol";
|
||||
import "./mixins/MixinNerve.sol";
|
||||
import "./mixins/MixinUniswapV2.sol";
|
||||
import "./mixins/MixinUniswapV3.sol";
|
||||
import "./mixins/MixinZeroExBridge.sol";
|
||||
|
||||
contract PolygonBridgeAdapter is
|
||||
AbstractBridgeAdapter(137, "Polygon"),
|
||||
MixinAaveV2,
|
||||
MixinBalancerV2,
|
||||
MixinBalancerV2Batch,
|
||||
MixinCurve,
|
||||
MixinCurveV2,
|
||||
MixinDodo,
|
||||
MixinDodoV2,
|
||||
MixinKyberDmm,
|
||||
MixinMStable,
|
||||
MixinNerve,
|
||||
MixinUniswapV2,
|
||||
MixinUniswapV3,
|
||||
MixinZeroExBridge
|
||||
{
|
||||
constructor(IEtherTokenV06 weth)
|
||||
public
|
||||
MixinCurve(weth)
|
||||
{}
|
||||
|
||||
function _trade(
|
||||
BridgeOrder memory order,
|
||||
IERC20TokenV06 sellToken,
|
||||
IERC20TokenV06 buyToken,
|
||||
uint256 sellAmount,
|
||||
bool dryRun
|
||||
)
|
||||
internal
|
||||
override
|
||||
returns (uint256 boughtAmount, bool supportedSource)
|
||||
{
|
||||
uint128 protocolId = uint128(uint256(order.source) >> 128);
|
||||
if (protocolId == BridgeProtocols.CURVE) {
|
||||
if (dryRun) { return (0, true); }
|
||||
boughtAmount = _tradeCurve(
|
||||
sellToken,
|
||||
buyToken,
|
||||
sellAmount,
|
||||
order.bridgeData
|
||||
);
|
||||
} else if (protocolId == BridgeProtocols.CURVEV2) {
|
||||
if (dryRun) { return (0, true); }
|
||||
boughtAmount = _tradeCurveV2(
|
||||
sellToken,
|
||||
buyToken,
|
||||
sellAmount,
|
||||
order.bridgeData
|
||||
);
|
||||
} else if (protocolId == BridgeProtocols.UNISWAPV3) {
|
||||
if (dryRun) { return (0, true); }
|
||||
boughtAmount = _tradeUniswapV3(
|
||||
sellToken,
|
||||
sellAmount,
|
||||
order.bridgeData
|
||||
);
|
||||
} else if (protocolId == BridgeProtocols.UNISWAPV2) {
|
||||
if (dryRun) { return (0, true); }
|
||||
boughtAmount = _tradeUniswapV2(
|
||||
buyToken,
|
||||
sellAmount,
|
||||
order.bridgeData
|
||||
);
|
||||
} else if (protocolId == BridgeProtocols.BALANCERV2) {
|
||||
if (dryRun) { return (0, true); }
|
||||
boughtAmount = _tradeBalancerV2(
|
||||
sellToken,
|
||||
buyToken,
|
||||
sellAmount,
|
||||
order.bridgeData
|
||||
);
|
||||
} else if (protocolId == BridgeProtocols.BALANCERV2BATCH) {
|
||||
if (dryRun) { return (0, true); }
|
||||
boughtAmount = _tradeBalancerV2Batch(
|
||||
sellAmount,
|
||||
order.bridgeData
|
||||
);
|
||||
} else if (protocolId == BridgeProtocols.MSTABLE) {
|
||||
if (dryRun) { return (0, true); }
|
||||
boughtAmount = _tradeMStable(
|
||||
sellToken,
|
||||
buyToken,
|
||||
sellAmount,
|
||||
order.bridgeData
|
||||
);
|
||||
} else if (protocolId == BridgeProtocols.DODO) {
|
||||
if (dryRun) { return (0, true); }
|
||||
boughtAmount = _tradeDodo(
|
||||
sellToken,
|
||||
sellAmount,
|
||||
order.bridgeData
|
||||
);
|
||||
} else if (protocolId == BridgeProtocols.DODOV2) {
|
||||
if (dryRun) { return (0, true); }
|
||||
boughtAmount = _tradeDodoV2(
|
||||
sellToken,
|
||||
sellAmount,
|
||||
order.bridgeData
|
||||
);
|
||||
} else if (protocolId == BridgeProtocols.NERVE) {
|
||||
if (dryRun) { return (0, true); }
|
||||
boughtAmount = _tradeNerve(
|
||||
sellToken,
|
||||
sellAmount,
|
||||
order.bridgeData
|
||||
);
|
||||
} else if (protocolId == BridgeProtocols.KYBERDMM) {
|
||||
if (dryRun) { return (0, true); }
|
||||
boughtAmount = _tradeKyberDmm(
|
||||
buyToken,
|
||||
sellAmount,
|
||||
order.bridgeData
|
||||
);
|
||||
} else if (protocolId == BridgeProtocols.AAVEV2) {
|
||||
if (dryRun) { return (0, true); }
|
||||
boughtAmount = _tradeAaveV2(
|
||||
sellToken,
|
||||
buyToken,
|
||||
sellAmount,
|
||||
order.bridgeData
|
||||
);
|
||||
} else if (protocolId == BridgeProtocols.UNKNOWN) {
|
||||
if (dryRun) { return (0, true); }
|
||||
boughtAmount = _tradeZeroExBridge(
|
||||
sellToken,
|
||||
buyToken,
|
||||
sellAmount,
|
||||
order.bridgeData
|
||||
);
|
||||
}
|
||||
|
||||
emit BridgeFill(
|
||||
order.source,
|
||||
sellToken,
|
||||
buyToken,
|
||||
sellAmount,
|
||||
boughtAmount
|
||||
);
|
||||
}
|
||||
}
|
||||
@@ -0,0 +1,128 @@
|
||||
// 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 ^0.6.5;
|
||||
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";
|
||||
|
||||
|
||||
/*
|
||||
BancorV3
|
||||
*/
|
||||
interface IBancorV3 {
|
||||
/**
|
||||
* @dev performs a trade by providing the source amount and returns the target amount and the associated fee
|
||||
*
|
||||
* requirements:
|
||||
*
|
||||
* - the caller must be the network contract
|
||||
*/
|
||||
function tradeBySourceAmount(
|
||||
address sourceToken,
|
||||
address targetToken,
|
||||
uint256 sourceAmount,
|
||||
uint256 minReturnAmount,
|
||||
uint256 deadline,
|
||||
address beneficiary
|
||||
) external payable returns (uint256 amount);
|
||||
}
|
||||
|
||||
contract MixinBancorV3 {
|
||||
|
||||
using LibERC20TokenV06 for IERC20TokenV06;
|
||||
|
||||
IERC20TokenV06 constant public BANCORV3_ETH_ADDRESS =
|
||||
IERC20TokenV06(0xEeeeeEeeeEeEeeEeEeEeeEEEeeeeEeeeeeeeEEeE);
|
||||
IEtherTokenV06 private immutable WETH;
|
||||
|
||||
constructor(IEtherTokenV06 weth)
|
||||
public
|
||||
{
|
||||
WETH = weth;
|
||||
}
|
||||
|
||||
function _tradeBancorV3(
|
||||
IERC20TokenV06 buyToken,
|
||||
uint256 sellAmount,
|
||||
bytes memory bridgeData
|
||||
)
|
||||
internal
|
||||
returns (uint256 amountOut)
|
||||
|
||||
{
|
||||
IBancorV3 router;
|
||||
IERC20TokenV06[] memory path;
|
||||
address[] memory _path;
|
||||
uint256 payableAmount = 0;
|
||||
|
||||
{
|
||||
(router, _path) = abi.decode(bridgeData, (IBancorV3, address[]));
|
||||
// To get around `abi.decode()` not supporting interface array types.
|
||||
assembly { path := _path }
|
||||
}
|
||||
|
||||
require(path.length >= 2, "MixinBancorV3/PATH_LENGTH_MUST_BE_AT_LEAST_TWO");
|
||||
require(
|
||||
path[path.length - 1] == buyToken,
|
||||
"MixinBancorV3/LAST_ELEMENT_OF_PATH_MUST_MATCH_OUTPUT_TOKEN"
|
||||
);
|
||||
|
||||
//swap WETH->ETH as Bancor only deals in ETH
|
||||
if(_path[0] == address(WETH)) {
|
||||
//withdraw the sell amount of WETH for ETH
|
||||
WETH.withdraw(sellAmount);
|
||||
payableAmount = sellAmount;
|
||||
// set _path[0] to the ETH address if WETH is our buy token
|
||||
_path[0] = address(BANCORV3_ETH_ADDRESS);
|
||||
} else {
|
||||
// Grant the BancorV3 router an allowance to sell the first token.
|
||||
path[0].approveIfBelow(address(router), sellAmount);
|
||||
}
|
||||
|
||||
// if we are buying WETH we need to swap to ETH and deposit into WETH after the swap
|
||||
if(_path[1] == address(WETH)){
|
||||
_path[1] = address(BANCORV3_ETH_ADDRESS);
|
||||
}
|
||||
|
||||
|
||||
uint256 amountOut = router.tradeBySourceAmount{value: payableAmount}(
|
||||
_path[0],
|
||||
_path[1],
|
||||
// Sell all tokens we hold.
|
||||
sellAmount,
|
||||
// Minimum buy amount.
|
||||
1,
|
||||
//deadline
|
||||
block.timestamp + 1,
|
||||
// address of the mixin
|
||||
address(this)
|
||||
);
|
||||
|
||||
// if we want to return WETH deposit the ETH amount we sold
|
||||
if(buyToken == WETH){
|
||||
WETH.deposit{value: amountOut}();
|
||||
}
|
||||
|
||||
return amountOut;
|
||||
}
|
||||
}
|
||||
@@ -1,92 +0,0 @@
|
||||
// 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 ^0.6.5;
|
||||
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";
|
||||
|
||||
|
||||
interface ICoFiXRouter {
|
||||
// msg.value = fee
|
||||
function swapExactTokensForETH(
|
||||
address token,
|
||||
uint amountIn,
|
||||
uint amountOutMin,
|
||||
address to,
|
||||
address rewardTo,
|
||||
uint deadline
|
||||
) external payable returns (uint _amountIn, uint _amountOut);
|
||||
|
||||
// msg.value = amountIn + fee
|
||||
function swapExactETHForTokens(
|
||||
address token,
|
||||
uint amountIn,
|
||||
uint amountOutMin,
|
||||
address to,
|
||||
address rewardTo,
|
||||
uint deadline
|
||||
) external payable returns (uint _amountIn, uint _amountOut);
|
||||
}
|
||||
|
||||
interface ICoFiXPair {
|
||||
|
||||
function swapWithExact(address outToken, address to)
|
||||
external
|
||||
payable
|
||||
returns (
|
||||
uint amountIn,
|
||||
uint amountOut,
|
||||
uint oracleFeeChange,
|
||||
uint256[4] memory tradeInfo
|
||||
);
|
||||
}
|
||||
|
||||
contract MixinCoFiX {
|
||||
|
||||
using LibERC20TokenV06 for IERC20TokenV06;
|
||||
|
||||
function _tradeCoFiX(
|
||||
IERC20TokenV06 sellToken,
|
||||
IERC20TokenV06 buyToken,
|
||||
uint256 sellAmount,
|
||||
bytes memory bridgeData
|
||||
)
|
||||
internal
|
||||
returns (uint256 boughtAmount)
|
||||
{
|
||||
(uint256 fee, ICoFiXPair pool) = abi.decode(bridgeData, (uint256, ICoFiXPair));
|
||||
// Transfer tokens into the pool
|
||||
LibERC20TokenV06.compatTransfer(
|
||||
sellToken,
|
||||
address(pool),
|
||||
sellAmount
|
||||
);
|
||||
// Call the swap exact with the tokens now in the pool
|
||||
// pay the NEST Oracle fee with ETH
|
||||
(/* In */, boughtAmount, , ) = pool.swapWithExact{value: fee}(
|
||||
address(buyToken),
|
||||
address(this)
|
||||
);
|
||||
|
||||
return boughtAmount;
|
||||
}
|
||||
}
|
||||
@@ -1,124 +0,0 @@
|
||||
// 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 ^0.6.5;
|
||||
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";
|
||||
|
||||
interface IKyberNetworkProxy {
|
||||
|
||||
/// @dev Sells `sellTokenAddress` tokens for `buyTokenAddress` tokens
|
||||
/// using a hint for the reserve.
|
||||
/// @param sellToken Token to sell.
|
||||
/// @param sellAmount Amount of tokens to sell.
|
||||
/// @param buyToken Token to buy.
|
||||
/// @param recipientAddress Address to send bought tokens to.
|
||||
/// @param maxBuyTokenAmount A limit on the amount of tokens to buy.
|
||||
/// @param minConversionRate The minimal conversion rate. If actual rate
|
||||
/// is lower, trade is canceled.
|
||||
/// @param walletId The wallet ID to send part of the fees
|
||||
/// @param hint The hint for the selective inclusion (or exclusion) of reserves
|
||||
/// @return boughtAmount Amount of tokens bought.
|
||||
function tradeWithHint(
|
||||
IERC20TokenV06 sellToken,
|
||||
uint256 sellAmount,
|
||||
IERC20TokenV06 buyToken,
|
||||
address payable recipientAddress,
|
||||
uint256 maxBuyTokenAmount,
|
||||
uint256 minConversionRate,
|
||||
address payable walletId,
|
||||
bytes calldata hint
|
||||
)
|
||||
external
|
||||
payable
|
||||
returns (uint256 boughtAmount);
|
||||
}
|
||||
|
||||
contract MixinKyber {
|
||||
|
||||
using LibERC20TokenV06 for IERC20TokenV06;
|
||||
|
||||
/// @dev Address indicating the trade is using ETH
|
||||
IERC20TokenV06 private immutable KYBER_ETH_ADDRESS =
|
||||
IERC20TokenV06(0xEeeeeEeeeEeEeeEeEeEeeEEEeeeeEeeeeeeeEEeE);
|
||||
/// @dev Mainnet address of the WETH contract.
|
||||
IEtherTokenV06 private immutable WETH;
|
||||
|
||||
constructor(IEtherTokenV06 weth)
|
||||
public
|
||||
{
|
||||
WETH = weth;
|
||||
}
|
||||
|
||||
function _tradeKyber(
|
||||
IERC20TokenV06 sellToken,
|
||||
IERC20TokenV06 buyToken,
|
||||
uint256 sellAmount,
|
||||
bytes memory bridgeData
|
||||
)
|
||||
internal
|
||||
returns (uint256 boughtAmount)
|
||||
{
|
||||
(IKyberNetworkProxy kyber, bytes memory hint) =
|
||||
abi.decode(bridgeData, (IKyberNetworkProxy, bytes));
|
||||
|
||||
uint256 payableAmount = 0;
|
||||
if (sellToken != WETH) {
|
||||
// If the input token is not WETH, grant an allowance to the exchange
|
||||
// to spend them.
|
||||
sellToken.approveIfBelow(
|
||||
address(kyber),
|
||||
sellAmount
|
||||
);
|
||||
} else {
|
||||
// If the input token is WETH, unwrap it and attach it to the call.
|
||||
payableAmount = sellAmount;
|
||||
WETH.withdraw(payableAmount);
|
||||
}
|
||||
|
||||
// Try to sell all of this contract's input token balance through
|
||||
// `KyberNetworkProxy.trade()`.
|
||||
boughtAmount = kyber.tradeWithHint{ value: payableAmount }(
|
||||
// Input token.
|
||||
sellToken == WETH ? KYBER_ETH_ADDRESS : sellToken,
|
||||
// Sell amount.
|
||||
sellAmount,
|
||||
// Output token.
|
||||
buyToken == WETH ? KYBER_ETH_ADDRESS : buyToken,
|
||||
// Transfer to this contract
|
||||
address(uint160(address(this))),
|
||||
// Buy as much as possible.
|
||||
uint256(-1),
|
||||
// Lowest minimum conversion rate
|
||||
1,
|
||||
// No affiliate address.
|
||||
address(0),
|
||||
hint
|
||||
);
|
||||
// If receving ETH, wrap it to WETH.
|
||||
if (buyToken == WETH) {
|
||||
WETH.deposit{ value: boughtAmount }();
|
||||
}
|
||||
return boughtAmount;
|
||||
}
|
||||
}
|
||||
@@ -26,7 +26,7 @@ import "@0x/contracts-erc20/contracts/src/v06/IEtherTokenV06.sol";
|
||||
|
||||
|
||||
/// @dev Minimal interface for minting StETH
|
||||
interface ILido {
|
||||
interface IStETH {
|
||||
/// @dev Adds eth to the pool
|
||||
/// @param _referral optional address for referrals
|
||||
/// @return StETH Amount of shares generated
|
||||
@@ -37,6 +37,33 @@ interface ILido {
|
||||
function getPooledEthByShares(uint256 _sharesAmount) external view returns (uint256);
|
||||
}
|
||||
|
||||
/// @dev Minimal interface for wrapping/unwrapping stETH.
|
||||
interface IWstETH {
|
||||
|
||||
/**
|
||||
* @notice Exchanges stETH to wstETH
|
||||
* @param _stETHAmount amount of stETH to wrap in exchange for wstETH
|
||||
* @dev Requirements:
|
||||
* - `_stETHAmount` must be non-zero
|
||||
* - msg.sender must approve at least `_stETHAmount` stETH to this
|
||||
* contract.
|
||||
* - msg.sender must have at least `_stETHAmount` of stETH.
|
||||
* User should first approve _stETHAmount to the WstETH contract
|
||||
* @return Amount of wstETH user receives after wrap
|
||||
*/
|
||||
function wrap(uint256 _stETHAmount) external returns (uint256);
|
||||
|
||||
/**
|
||||
* @notice Exchanges wstETH to stETH
|
||||
* @param _wstETHAmount amount of wstETH to uwrap in exchange for stETH
|
||||
* @dev Requirements:
|
||||
* - `_wstETHAmount` must be non-zero
|
||||
* - msg.sender must have at least `_wstETHAmount` wstETH.
|
||||
* @return Amount of stETH user receives after unwrap
|
||||
*/
|
||||
function unwrap(uint256 _wstETHAmount) external returns (uint256);
|
||||
}
|
||||
|
||||
|
||||
contract MixinLido {
|
||||
using LibERC20TokenV06 for IERC20TokenV06;
|
||||
@@ -59,12 +86,43 @@ contract MixinLido {
|
||||
internal
|
||||
returns (uint256 boughtAmount)
|
||||
{
|
||||
(ILido lido) = abi.decode(bridgeData, (ILido));
|
||||
if (address(sellToken) == address(WETH) && address(buyToken) == address(lido)) {
|
||||
if (address(sellToken) == address(WETH)) {
|
||||
return _tradeStETH(buyToken, sellAmount, bridgeData);
|
||||
}
|
||||
|
||||
return _tradeWstETH(sellToken, buyToken, sellAmount, bridgeData);
|
||||
}
|
||||
|
||||
function _tradeStETH(
|
||||
IERC20TokenV06 buyToken,
|
||||
uint256 sellAmount,
|
||||
bytes memory bridgeData
|
||||
) private returns (uint256 boughtAmount) {
|
||||
(IStETH stETH) = abi.decode(bridgeData, (IStETH));
|
||||
if (address(buyToken) == address(stETH)) {
|
||||
WETH.withdraw(sellAmount);
|
||||
boughtAmount = lido.getPooledEthByShares(lido.submit{ value: sellAmount}(address(0)));
|
||||
} else {
|
||||
revert("MixinLido/UNSUPPORTED_TOKEN_PAIR");
|
||||
return stETH.getPooledEthByShares(stETH.submit{ value: sellAmount}(address(0)));
|
||||
}
|
||||
|
||||
revert("MixinLido/UNSUPPORTED_TOKEN_PAIR");
|
||||
}
|
||||
|
||||
function _tradeWstETH(
|
||||
IERC20TokenV06 sellToken,
|
||||
IERC20TokenV06 buyToken,
|
||||
uint256 sellAmount,
|
||||
bytes memory bridgeData
|
||||
|
||||
) private returns(uint256 boughtAmount){
|
||||
(IEtherTokenV06 stETH, IWstETH wstETH) = abi.decode(bridgeData, (IEtherTokenV06, IWstETH));
|
||||
if (address(sellToken) == address(stETH) && address(buyToken) == address(wstETH) ) {
|
||||
sellToken.approveIfBelow(address(wstETH), sellAmount);
|
||||
return wstETH.wrap(sellAmount);
|
||||
}
|
||||
if (address(sellToken) == address(wstETH) && address(buyToken) == address(stETH) ) {
|
||||
return wstETH.unwrap(sellAmount);
|
||||
}
|
||||
|
||||
revert("MixinLido/UNSUPPORTED_TOKEN_PAIR");
|
||||
}
|
||||
}
|
||||
|
||||
@@ -1,76 +0,0 @@
|
||||
// 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 ^0.6.5;
|
||||
pragma experimental ABIEncoderV2;
|
||||
|
||||
import "@0x/contracts-erc20/contracts/src/v06/LibERC20TokenV06.sol";
|
||||
import "@0x/contracts-erc20/contracts/src/v06/IERC20TokenV06.sol";
|
||||
import "../IBridgeAdapter.sol";
|
||||
|
||||
interface IOasis {
|
||||
|
||||
/// @dev Sell `sellAmount` of `sellToken` token and receive `buyToken` token.
|
||||
/// @param sellToken The token being sold.
|
||||
/// @param sellAmount The amount of `sellToken` token being sold.
|
||||
/// @param buyToken The token being bought.
|
||||
/// @param minBoughtAmount Minimum amount of `buyToken` token to buy.
|
||||
/// @return boughtAmount Amount of `buyToken` bought.
|
||||
function sellAllAmount(
|
||||
IERC20TokenV06 sellToken,
|
||||
uint256 sellAmount,
|
||||
IERC20TokenV06 buyToken,
|
||||
uint256 minBoughtAmount
|
||||
)
|
||||
external
|
||||
returns (uint256 boughtAmount);
|
||||
}
|
||||
|
||||
contract MixinOasis {
|
||||
|
||||
using LibERC20TokenV06 for IERC20TokenV06;
|
||||
|
||||
function _tradeOasis(
|
||||
IERC20TokenV06 sellToken,
|
||||
IERC20TokenV06 buyToken,
|
||||
uint256 sellAmount,
|
||||
bytes memory bridgeData
|
||||
)
|
||||
internal
|
||||
returns (uint256 boughtAmount)
|
||||
{
|
||||
|
||||
(IOasis oasis) = abi.decode(bridgeData, (IOasis));
|
||||
|
||||
// Grant an allowance to the exchange to spend `sellToken` token.
|
||||
sellToken.approveIfBelow(
|
||||
address(oasis),
|
||||
sellAmount
|
||||
);
|
||||
// Try to sell all of this contract's `sellToken` token balance.
|
||||
boughtAmount = oasis.sellAllAmount(
|
||||
sellToken,
|
||||
sellAmount,
|
||||
buyToken,
|
||||
// min fill amount
|
||||
1
|
||||
);
|
||||
return boughtAmount;
|
||||
}
|
||||
}
|
||||
@@ -1,3 +1,22 @@
|
||||
// SPDX-License-Identifier: Apache-2.0
|
||||
/*
|
||||
|
||||
Copyright 2022 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;
|
||||
|
||||
@@ -58,7 +77,7 @@ contract MixinPlatypus {
|
||||
//keep track of the previous balance to confirm amount out
|
||||
uint256 beforeBalance = buyToken.balanceOf(address(this));
|
||||
|
||||
(uint256 amountOut, uint256 haircut) = router.swapTokensForTokens(
|
||||
router.swapTokensForTokens(
|
||||
// Convert to `buyToken` along this path.
|
||||
_path,
|
||||
// pool to swap on
|
||||
|
||||
@@ -0,0 +1,99 @@
|
||||
// SPDX-License-Identifier: Apache-2.0
|
||||
/*
|
||||
|
||||
Copyright 2022 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;
|
||||
|
||||
interface ISynthetix {
|
||||
// Ethereum Mainnet
|
||||
function exchangeAtomically(
|
||||
bytes32 sourceCurrencyKey,
|
||||
uint256 sourceAmount,
|
||||
bytes32 destinationCurrencyKey,
|
||||
bytes32 trackingCode,
|
||||
uint256 minAmount
|
||||
) external returns (uint256 amountReceived);
|
||||
|
||||
// Optimism
|
||||
function exchangeWithTracking(
|
||||
bytes32 sourceCurrencyKey,
|
||||
uint256 sourceAmount,
|
||||
bytes32 destinationCurrencyKey,
|
||||
address rewardAddress,
|
||||
bytes32 trackingCode
|
||||
) external returns (uint256 amountReceived);
|
||||
}
|
||||
|
||||
contract MixinSynthetix {
|
||||
address private constant rewardAddress =
|
||||
0x5C80239D97E1eB216b5c3D8fBa5DE5Be5d38e4C9;
|
||||
bytes32 constant trackingCode =
|
||||
0x3058000000000000000000000000000000000000000000000000000000000000;
|
||||
|
||||
function _tradeSynthetix(uint256 sellAmount, bytes memory bridgeData)
|
||||
public
|
||||
returns (uint256 boughtAmount)
|
||||
{
|
||||
(
|
||||
ISynthetix synthetix,
|
||||
bytes32 sourceCurrencyKey,
|
||||
bytes32 destinationCurrencyKey
|
||||
) = abi.decode(
|
||||
bridgeData,
|
||||
(ISynthetix, bytes32, bytes32)
|
||||
);
|
||||
|
||||
boughtAmount = exchange(
|
||||
synthetix,
|
||||
sourceCurrencyKey,
|
||||
destinationCurrencyKey,
|
||||
sellAmount
|
||||
);
|
||||
}
|
||||
|
||||
function exchange(
|
||||
ISynthetix synthetix,
|
||||
bytes32 sourceCurrencyKey,
|
||||
bytes32 destinationCurrencyKey,
|
||||
uint256 sellAmount
|
||||
) internal returns (uint256 boughtAmount) {
|
||||
uint256 chainId;
|
||||
assembly {
|
||||
chainId := chainid()
|
||||
}
|
||||
|
||||
if (chainId == 1) {
|
||||
boughtAmount = synthetix.exchangeAtomically(
|
||||
sourceCurrencyKey,
|
||||
sellAmount,
|
||||
destinationCurrencyKey,
|
||||
trackingCode,
|
||||
0
|
||||
);
|
||||
} else {
|
||||
boughtAmount = synthetix.exchangeWithTracking(
|
||||
sourceCurrencyKey,
|
||||
sellAmount,
|
||||
destinationCurrencyKey,
|
||||
rewardAddress,
|
||||
trackingCode
|
||||
);
|
||||
}
|
||||
}
|
||||
}
|
||||
@@ -0,0 +1,64 @@
|
||||
// SPDX-License-Identifier: Apache-2.0
|
||||
/*
|
||||
|
||||
Copyright 2022 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";
|
||||
|
||||
interface IVelodromeRouter {
|
||||
function swapExactTokensForTokensSimple(
|
||||
uint256 amountIn,
|
||||
uint256 amountOutMin,
|
||||
address tokenFrom,
|
||||
address tokenTo,
|
||||
bool stable,
|
||||
address to,
|
||||
uint256 deadline
|
||||
) external returns (uint256[] memory amounts);
|
||||
}
|
||||
|
||||
contract MixinVelodrome {
|
||||
using LibERC20TokenV06 for IERC20TokenV06;
|
||||
|
||||
function _tradeVelodrome(
|
||||
IERC20TokenV06 sellToken,
|
||||
IERC20TokenV06 buyToken,
|
||||
uint256 sellAmount,
|
||||
bytes memory bridgeData
|
||||
)
|
||||
internal
|
||||
returns (uint256 boughtAmount)
|
||||
{
|
||||
|
||||
(IVelodromeRouter router, bool stable) = abi.decode(bridgeData, (IVelodromeRouter, bool));
|
||||
sellToken.approveIfBelow(address(router), sellAmount);
|
||||
|
||||
boughtAmount = router.swapExactTokensForTokensSimple(
|
||||
sellAmount,
|
||||
0,
|
||||
address(sellToken),
|
||||
address(buyToken),
|
||||
stable,
|
||||
address(this),
|
||||
block.timestamp + 1
|
||||
)[1];
|
||||
}
|
||||
}
|
||||
@@ -1,6 +1,6 @@
|
||||
{
|
||||
"name": "@0x/contracts-zero-ex",
|
||||
"version": "0.33.0",
|
||||
"version": "0.36.0",
|
||||
"engines": {
|
||||
"node": ">=6.12"
|
||||
},
|
||||
@@ -41,9 +41,9 @@
|
||||
"rollback": "node ./lib/scripts/rollback.js"
|
||||
},
|
||||
"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",
|
||||
"publicInterfaceContracts": "IZeroEx,ZeroEx,FullMigration,InitialMigration,IFlashWallet,IERC20Transformer,IOwnableFeature,ISimpleFunctionRegistryFeature,ITransformERC20Feature,FillQuoteTransformer,PayTakerTransformer,PositiveSlippageFeeTransformer,WethTransformer,OwnableFeature,SimpleFunctionRegistryFeature,TransformERC20Feature,AffiliateFeeTransformer,MetaTransactionsFeature,LogMetadataTransformer,LiquidityProviderFeature,ILiquidityProviderFeature,NativeOrdersFeature,INativeOrdersFeature,FeeCollectorController,FeeCollector,CurveLiquidityProvider,BatchFillNativeOrdersFeature,IBatchFillNativeOrdersFeature,MultiplexFeature,IMultiplexFeature,OtcOrdersFeature,IOtcOrdersFeature,AvalancheBridgeAdapter,BSCBridgeAdapter,CeloBridgeAdapter,EthereumBridgeAdapter,FantomBridgeAdapter,OptimismBridgeAdapter,PolygonBridgeAdapter",
|
||||
"abis:comment": "This list is auto-generated by contracts-gen. Don't edit manually.",
|
||||
"abis": "./test/generated-artifacts/@(AffiliateFeeTransformer|BatchFillNativeOrdersFeature|BootstrapFeature|BridgeAdapter|BridgeProtocols|CurveLiquidityProvider|ERC1155OrdersFeature|ERC165Feature|ERC721OrdersFeature|FeeCollector|FeeCollectorController|FillQuoteTransformer|FixinCommon|FixinEIP712|FixinERC1155Spender|FixinERC721Spender|FixinProtocolFees|FixinReentrancyGuard|FixinTokenSpender|FlashWallet|FullMigration|FundRecoveryFeature|IBatchFillNativeOrdersFeature|IBootstrapFeature|IBridgeAdapter|IERC1155OrdersFeature|IERC1155Token|IERC165Feature|IERC20Bridge|IERC20Transformer|IERC721OrdersFeature|IERC721Token|IFeature|IFeeRecipient|IFlashWallet|IFundRecoveryFeature|ILiquidityProvider|ILiquidityProviderFeature|ILiquidityProviderSandbox|IMetaTransactionsFeature|IMooniswapPool|IMultiplexFeature|INativeOrdersEvents|INativeOrdersFeature|IOtcOrdersFeature|IOwnableFeature|IPancakeSwapFeature|IPropertyValidator|ISimpleFunctionRegistryFeature|IStaking|ITakerCallback|ITestSimpleFunctionRegistryFeature|ITokenSpenderFeature|ITransformERC20Feature|IUniswapFeature|IUniswapV2Pair|IUniswapV3Feature|IUniswapV3Pool|IZeroEx|InitialMigration|LibBootstrap|LibCommonRichErrors|LibERC1155OrdersStorage|LibERC20Transformer|LibERC721OrdersStorage|LibFeeCollector|LibLiquidityProviderRichErrors|LibMetaTransactionsRichErrors|LibMetaTransactionsStorage|LibMigrate|LibNFTOrder|LibNFTOrdersRichErrors|LibNativeOrder|LibNativeOrdersRichErrors|LibNativeOrdersStorage|LibOtcOrdersStorage|LibOwnableRichErrors|LibOwnableStorage|LibProxyRichErrors|LibProxyStorage|LibReentrancyGuardStorage|LibSignature|LibSignatureRichErrors|LibSimpleFunctionRegistryRichErrors|LibSimpleFunctionRegistryStorage|LibStorage|LibTransformERC20RichErrors|LibTransformERC20Storage|LibWalletRichErrors|LiquidityProviderFeature|LiquidityProviderSandbox|LogMetadataTransformer|MetaTransactionsFeature|MixinAaveV2|MixinBalancer|MixinBalancerV2|MixinBalancerV2Batch|MixinBancor|MixinCoFiX|MixinCompound|MixinCryptoCom|MixinCurve|MixinCurveV2|MixinDodo|MixinDodoV2|MixinGMX|MixinKyber|MixinKyberDmm|MixinLido|MixinMStable|MixinMakerPSM|MixinMooniswap|MixinNerve|MixinOasis|MixinPlatypus|MixinShell|MixinUniswap|MixinUniswapV2|MixinUniswapV3|MixinZeroExBridge|MooniswapLiquidityProvider|MultiplexFeature|MultiplexLiquidityProvider|MultiplexOtc|MultiplexRfq|MultiplexTransformERC20|MultiplexUniswapV2|MultiplexUniswapV3|NFTOrders|NativeOrdersCancellation|NativeOrdersFeature|NativeOrdersInfo|NativeOrdersProtocolFees|NativeOrdersSettlement|OtcOrdersFeature|OwnableFeature|PancakeSwapFeature|PayTakerTransformer|PermissionlessTransformerDeployer|PositiveSlippageFeeTransformer|SimpleFunctionRegistryFeature|TestBridge|TestCallTarget|TestCurve|TestDelegateCaller|TestFeeCollectorController|TestFeeRecipient|TestFillQuoteTransformerBridge|TestFillQuoteTransformerExchange|TestFillQuoteTransformerHost|TestFixinProtocolFees|TestFixinTokenSpender|TestFullMigration|TestInitialMigration|TestLibNativeOrder|TestLibSignature|TestLiquidityProvider|TestMetaTransactionsNativeOrdersFeature|TestMetaTransactionsTransformERC20Feature|TestMigrator|TestMintTokenERC20Transformer|TestMintableERC1155Token|TestMintableERC20Token|TestMintableERC721Token|TestMooniswap|TestNFTOrderPresigner|TestNativeOrdersFeature|TestNoEthRecipient|TestOrderSignerRegistryWithContractWallet|TestPermissionlessTransformerDeployerSuicidal|TestPermissionlessTransformerDeployerTransformer|TestPropertyValidator|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/@(AbstractBridgeAdapter|AffiliateFeeTransformer|AvalancheBridgeAdapter|BSCBridgeAdapter|BatchFillNativeOrdersFeature|BootstrapFeature|BridgeProtocols|CeloBridgeAdapter|CurveLiquidityProvider|ERC1155OrdersFeature|ERC165Feature|ERC721OrdersFeature|EthereumBridgeAdapter|FantomBridgeAdapter|FeeCollector|FeeCollectorController|FillQuoteTransformer|FixinCommon|FixinEIP712|FixinERC1155Spender|FixinERC721Spender|FixinProtocolFees|FixinReentrancyGuard|FixinTokenSpender|FlashWallet|FullMigration|FundRecoveryFeature|IBatchFillNativeOrdersFeature|IBootstrapFeature|IBridgeAdapter|IERC1155OrdersFeature|IERC1155Token|IERC165Feature|IERC20Bridge|IERC20Transformer|IERC721OrdersFeature|IERC721Token|IFeature|IFeeRecipient|IFlashWallet|IFundRecoveryFeature|ILiquidityProvider|ILiquidityProviderFeature|ILiquidityProviderSandbox|IMetaTransactionsFeature|IMooniswapPool|IMultiplexFeature|INativeOrdersEvents|INativeOrdersFeature|IOtcOrdersFeature|IOwnableFeature|IPancakeSwapFeature|IPropertyValidator|ISimpleFunctionRegistryFeature|IStaking|ITakerCallback|ITestSimpleFunctionRegistryFeature|ITokenSpenderFeature|ITransformERC20Feature|IUniswapFeature|IUniswapV2Pair|IUniswapV3Feature|IUniswapV3Pool|IZeroEx|InitialMigration|LibBootstrap|LibCommonRichErrors|LibERC1155OrdersStorage|LibERC20Transformer|LibERC721OrdersStorage|LibFeeCollector|LibLiquidityProviderRichErrors|LibMetaTransactionsRichErrors|LibMetaTransactionsStorage|LibMigrate|LibNFTOrder|LibNFTOrdersRichErrors|LibNativeOrder|LibNativeOrdersRichErrors|LibNativeOrdersStorage|LibOtcOrdersStorage|LibOwnableRichErrors|LibOwnableStorage|LibProxyRichErrors|LibProxyStorage|LibReentrancyGuardStorage|LibSignature|LibSignatureRichErrors|LibSimpleFunctionRegistryRichErrors|LibSimpleFunctionRegistryStorage|LibStorage|LibTransformERC20RichErrors|LibTransformERC20Storage|LibWalletRichErrors|LiquidityProviderFeature|LiquidityProviderSandbox|LogMetadataTransformer|MetaTransactionsFeature|MixinAaveV2|MixinBalancer|MixinBalancerV2|MixinBalancerV2Batch|MixinBancor|MixinBancorV3|MixinCompound|MixinCryptoCom|MixinCurve|MixinCurveV2|MixinDodo|MixinDodoV2|MixinGMX|MixinKyberDmm|MixinLido|MixinMStable|MixinMakerPSM|MixinMooniswap|MixinNerve|MixinPlatypus|MixinShell|MixinSynthetix|MixinUniswap|MixinUniswapV2|MixinUniswapV3|MixinVelodrome|MixinZeroExBridge|MooniswapLiquidityProvider|MultiplexFeature|MultiplexLiquidityProvider|MultiplexOtc|MultiplexRfq|MultiplexTransformERC20|MultiplexUniswapV2|MultiplexUniswapV3|NFTOrders|NativeOrdersCancellation|NativeOrdersFeature|NativeOrdersInfo|NativeOrdersProtocolFees|NativeOrdersSettlement|OptimismBridgeAdapter|OtcOrdersFeature|OwnableFeature|PancakeSwapFeature|PayTakerTransformer|PermissionlessTransformerDeployer|PolygonBridgeAdapter|PositiveSlippageFeeTransformer|SimpleFunctionRegistryFeature|TestBridge|TestCallTarget|TestCurve|TestDelegateCaller|TestFeeCollectorController|TestFeeRecipient|TestFillQuoteTransformerBridge|TestFillQuoteTransformerExchange|TestFillQuoteTransformerHost|TestFixinProtocolFees|TestFixinTokenSpender|TestFullMigration|TestInitialMigration|TestLibNativeOrder|TestLibSignature|TestLiquidityProvider|TestMetaTransactionsNativeOrdersFeature|TestMetaTransactionsTransformERC20Feature|TestMigrator|TestMintTokenERC20Transformer|TestMintableERC1155Token|TestMintableERC20Token|TestMintableERC721Token|TestMooniswap|TestNFTOrderPresigner|TestNativeOrdersFeature|TestNoEthRecipient|TestOrderSignerRegistryWithContractWallet|TestPermissionlessTransformerDeployerSuicidal|TestPermissionlessTransformerDeployerTransformer|TestPropertyValidator|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": "^5.8.0",
|
||||
"@0x/contract-addresses": "^6.14.0",
|
||||
"@0x/contracts-erc20": "^3.3.30",
|
||||
"@0x/contract-addresses": "^6.17.0",
|
||||
"@0x/contracts-erc20": "^3.3.33",
|
||||
"@0x/contracts-gen": "^2.0.46",
|
||||
"@0x/contracts-test-utils": "^5.4.21",
|
||||
"@0x/contracts-test-utils": "^5.4.24",
|
||||
"@0x/dev-utils": "^4.2.14",
|
||||
"@0x/order-utils": "^10.4.28",
|
||||
"@0x/sol-compiler": "^4.8.1",
|
||||
@@ -83,7 +83,7 @@
|
||||
},
|
||||
"dependencies": {
|
||||
"@0x/base-contract": "^6.5.0",
|
||||
"@0x/protocol-utils": "^11.13.0",
|
||||
"@0x/protocol-utils": "^11.16.0",
|
||||
"@0x/subproviders": "^6.6.5",
|
||||
"@0x/types": "^3.3.6",
|
||||
"@0x/typescript-typings": "^5.3.1",
|
||||
|
||||
@@ -6,9 +6,13 @@
|
||||
import { ContractArtifact } from 'ethereum-types';
|
||||
|
||||
import * as AffiliateFeeTransformer from '../generated-artifacts/AffiliateFeeTransformer.json';
|
||||
import * as AvalancheBridgeAdapter from '../generated-artifacts/AvalancheBridgeAdapter.json';
|
||||
import * as BatchFillNativeOrdersFeature from '../generated-artifacts/BatchFillNativeOrdersFeature.json';
|
||||
import * as BridgeAdapter from '../generated-artifacts/BridgeAdapter.json';
|
||||
import * as BSCBridgeAdapter from '../generated-artifacts/BSCBridgeAdapter.json';
|
||||
import * as CeloBridgeAdapter from '../generated-artifacts/CeloBridgeAdapter.json';
|
||||
import * as CurveLiquidityProvider from '../generated-artifacts/CurveLiquidityProvider.json';
|
||||
import * as EthereumBridgeAdapter from '../generated-artifacts/EthereumBridgeAdapter.json';
|
||||
import * as FantomBridgeAdapter from '../generated-artifacts/FantomBridgeAdapter.json';
|
||||
import * as FeeCollector from '../generated-artifacts/FeeCollector.json';
|
||||
import * as FeeCollectorController from '../generated-artifacts/FeeCollectorController.json';
|
||||
import * as FillQuoteTransformer from '../generated-artifacts/FillQuoteTransformer.json';
|
||||
@@ -30,9 +34,11 @@ import * as LogMetadataTransformer from '../generated-artifacts/LogMetadataTrans
|
||||
import * as MetaTransactionsFeature from '../generated-artifacts/MetaTransactionsFeature.json';
|
||||
import * as MultiplexFeature from '../generated-artifacts/MultiplexFeature.json';
|
||||
import * as NativeOrdersFeature from '../generated-artifacts/NativeOrdersFeature.json';
|
||||
import * as OptimismBridgeAdapter from '../generated-artifacts/OptimismBridgeAdapter.json';
|
||||
import * as OtcOrdersFeature from '../generated-artifacts/OtcOrdersFeature.json';
|
||||
import * as OwnableFeature from '../generated-artifacts/OwnableFeature.json';
|
||||
import * as PayTakerTransformer from '../generated-artifacts/PayTakerTransformer.json';
|
||||
import * as PolygonBridgeAdapter from '../generated-artifacts/PolygonBridgeAdapter.json';
|
||||
import * as PositiveSlippageFeeTransformer from '../generated-artifacts/PositiveSlippageFeeTransformer.json';
|
||||
import * as SimpleFunctionRegistryFeature from '../generated-artifacts/SimpleFunctionRegistryFeature.json';
|
||||
import * as TransformERC20Feature from '../generated-artifacts/TransformERC20Feature.json';
|
||||
@@ -58,7 +64,6 @@ export const artifacts = {
|
||||
AffiliateFeeTransformer: AffiliateFeeTransformer as ContractArtifact,
|
||||
MetaTransactionsFeature: MetaTransactionsFeature as ContractArtifact,
|
||||
LogMetadataTransformer: LogMetadataTransformer as ContractArtifact,
|
||||
BridgeAdapter: BridgeAdapter as ContractArtifact,
|
||||
LiquidityProviderFeature: LiquidityProviderFeature as ContractArtifact,
|
||||
ILiquidityProviderFeature: ILiquidityProviderFeature as ContractArtifact,
|
||||
NativeOrdersFeature: NativeOrdersFeature as ContractArtifact,
|
||||
@@ -72,4 +77,11 @@ export const artifacts = {
|
||||
IMultiplexFeature: IMultiplexFeature as ContractArtifact,
|
||||
OtcOrdersFeature: OtcOrdersFeature as ContractArtifact,
|
||||
IOtcOrdersFeature: IOtcOrdersFeature as ContractArtifact,
|
||||
AvalancheBridgeAdapter: AvalancheBridgeAdapter as ContractArtifact,
|
||||
BSCBridgeAdapter: BSCBridgeAdapter as ContractArtifact,
|
||||
CeloBridgeAdapter: CeloBridgeAdapter as ContractArtifact,
|
||||
EthereumBridgeAdapter: EthereumBridgeAdapter as ContractArtifact,
|
||||
FantomBridgeAdapter: FantomBridgeAdapter as ContractArtifact,
|
||||
OptimismBridgeAdapter: OptimismBridgeAdapter as ContractArtifact,
|
||||
PolygonBridgeAdapter: PolygonBridgeAdapter as ContractArtifact,
|
||||
};
|
||||
|
||||
@@ -35,7 +35,11 @@ export * from './bloom_filter_utils';
|
||||
export { GREEDY_TOKENS } from './constants';
|
||||
export {
|
||||
AffiliateFeeTransformerContract,
|
||||
BridgeAdapterContract,
|
||||
AvalancheBridgeAdapterContract,
|
||||
BSCBridgeAdapterContract,
|
||||
CeloBridgeAdapterContract,
|
||||
EthereumBridgeAdapterContract,
|
||||
FantomBridgeAdapterContract,
|
||||
FillQuoteTransformerContract,
|
||||
IOwnableFeatureContract,
|
||||
IOwnableFeatureEvents,
|
||||
@@ -45,7 +49,9 @@ export {
|
||||
IZeroExContract,
|
||||
LogMetadataTransformerContract,
|
||||
MultiplexFeatureContract,
|
||||
OptimismBridgeAdapterContract,
|
||||
PayTakerTransformerContract,
|
||||
PolygonBridgeAdapterContract,
|
||||
PositiveSlippageFeeTransformerContract,
|
||||
TransformERC20FeatureContract,
|
||||
WethTransformerContract,
|
||||
|
||||
@@ -4,9 +4,13 @@
|
||||
* -----------------------------------------------------------------------------
|
||||
*/
|
||||
export * from '../generated-wrappers/affiliate_fee_transformer';
|
||||
export * from '../generated-wrappers/avalanche_bridge_adapter';
|
||||
export * from '../generated-wrappers/b_s_c_bridge_adapter';
|
||||
export * from '../generated-wrappers/batch_fill_native_orders_feature';
|
||||
export * from '../generated-wrappers/bridge_adapter';
|
||||
export * from '../generated-wrappers/celo_bridge_adapter';
|
||||
export * from '../generated-wrappers/curve_liquidity_provider';
|
||||
export * from '../generated-wrappers/ethereum_bridge_adapter';
|
||||
export * from '../generated-wrappers/fantom_bridge_adapter';
|
||||
export * from '../generated-wrappers/fee_collector';
|
||||
export * from '../generated-wrappers/fee_collector_controller';
|
||||
export * from '../generated-wrappers/fill_quote_transformer';
|
||||
@@ -28,9 +32,11 @@ export * from '../generated-wrappers/log_metadata_transformer';
|
||||
export * from '../generated-wrappers/meta_transactions_feature';
|
||||
export * from '../generated-wrappers/multiplex_feature';
|
||||
export * from '../generated-wrappers/native_orders_feature';
|
||||
export * from '../generated-wrappers/optimism_bridge_adapter';
|
||||
export * from '../generated-wrappers/otc_orders_feature';
|
||||
export * from '../generated-wrappers/ownable_feature';
|
||||
export * from '../generated-wrappers/pay_taker_transformer';
|
||||
export * from '../generated-wrappers/polygon_bridge_adapter';
|
||||
export * from '../generated-wrappers/positive_slippage_fee_transformer';
|
||||
export * from '../generated-wrappers/simple_function_registry_feature';
|
||||
export * from '../generated-wrappers/transform_erc20_feature';
|
||||
|
||||
@@ -5,15 +5,20 @@
|
||||
*/
|
||||
import { ContractArtifact } from 'ethereum-types';
|
||||
|
||||
import * as AbstractBridgeAdapter from '../test/generated-artifacts/AbstractBridgeAdapter.json';
|
||||
import * as AffiliateFeeTransformer from '../test/generated-artifacts/AffiliateFeeTransformer.json';
|
||||
import * as AvalancheBridgeAdapter from '../test/generated-artifacts/AvalancheBridgeAdapter.json';
|
||||
import * as BatchFillNativeOrdersFeature from '../test/generated-artifacts/BatchFillNativeOrdersFeature.json';
|
||||
import * as BootstrapFeature from '../test/generated-artifacts/BootstrapFeature.json';
|
||||
import * as BridgeAdapter from '../test/generated-artifacts/BridgeAdapter.json';
|
||||
import * as BridgeProtocols from '../test/generated-artifacts/BridgeProtocols.json';
|
||||
import * as BSCBridgeAdapter from '../test/generated-artifacts/BSCBridgeAdapter.json';
|
||||
import * as CeloBridgeAdapter from '../test/generated-artifacts/CeloBridgeAdapter.json';
|
||||
import * as CurveLiquidityProvider from '../test/generated-artifacts/CurveLiquidityProvider.json';
|
||||
import * as ERC1155OrdersFeature from '../test/generated-artifacts/ERC1155OrdersFeature.json';
|
||||
import * as ERC165Feature from '../test/generated-artifacts/ERC165Feature.json';
|
||||
import * as ERC721OrdersFeature from '../test/generated-artifacts/ERC721OrdersFeature.json';
|
||||
import * as EthereumBridgeAdapter from '../test/generated-artifacts/EthereumBridgeAdapter.json';
|
||||
import * as FantomBridgeAdapter from '../test/generated-artifacts/FantomBridgeAdapter.json';
|
||||
import * as FeeCollector from '../test/generated-artifacts/FeeCollector.json';
|
||||
import * as FeeCollectorController from '../test/generated-artifacts/FeeCollectorController.json';
|
||||
import * as FillQuoteTransformer from '../test/generated-artifacts/FillQuoteTransformer.json';
|
||||
@@ -103,7 +108,7 @@ import * as MixinBalancer from '../test/generated-artifacts/MixinBalancer.json';
|
||||
import * as MixinBalancerV2 from '../test/generated-artifacts/MixinBalancerV2.json';
|
||||
import * as MixinBalancerV2Batch from '../test/generated-artifacts/MixinBalancerV2Batch.json';
|
||||
import * as MixinBancor from '../test/generated-artifacts/MixinBancor.json';
|
||||
import * as MixinCoFiX from '../test/generated-artifacts/MixinCoFiX.json';
|
||||
import * as MixinBancorV3 from '../test/generated-artifacts/MixinBancorV3.json';
|
||||
import * as MixinCompound from '../test/generated-artifacts/MixinCompound.json';
|
||||
import * as MixinCryptoCom from '../test/generated-artifacts/MixinCryptoCom.json';
|
||||
import * as MixinCurve from '../test/generated-artifacts/MixinCurve.json';
|
||||
@@ -111,19 +116,19 @@ import * as MixinCurveV2 from '../test/generated-artifacts/MixinCurveV2.json';
|
||||
import * as MixinDodo from '../test/generated-artifacts/MixinDodo.json';
|
||||
import * as MixinDodoV2 from '../test/generated-artifacts/MixinDodoV2.json';
|
||||
import * as MixinGMX from '../test/generated-artifacts/MixinGMX.json';
|
||||
import * as MixinKyber from '../test/generated-artifacts/MixinKyber.json';
|
||||
import * as MixinKyberDmm from '../test/generated-artifacts/MixinKyberDmm.json';
|
||||
import * as MixinLido from '../test/generated-artifacts/MixinLido.json';
|
||||
import * as MixinMakerPSM from '../test/generated-artifacts/MixinMakerPSM.json';
|
||||
import * as MixinMooniswap from '../test/generated-artifacts/MixinMooniswap.json';
|
||||
import * as MixinMStable from '../test/generated-artifacts/MixinMStable.json';
|
||||
import * as MixinNerve from '../test/generated-artifacts/MixinNerve.json';
|
||||
import * as MixinOasis from '../test/generated-artifacts/MixinOasis.json';
|
||||
import * as MixinPlatypus from '../test/generated-artifacts/MixinPlatypus.json';
|
||||
import * as MixinShell from '../test/generated-artifacts/MixinShell.json';
|
||||
import * as MixinSynthetix from '../test/generated-artifacts/MixinSynthetix.json';
|
||||
import * as MixinUniswap from '../test/generated-artifacts/MixinUniswap.json';
|
||||
import * as MixinUniswapV2 from '../test/generated-artifacts/MixinUniswapV2.json';
|
||||
import * as MixinUniswapV3 from '../test/generated-artifacts/MixinUniswapV3.json';
|
||||
import * as MixinVelodrome from '../test/generated-artifacts/MixinVelodrome.json';
|
||||
import * as MixinZeroExBridge from '../test/generated-artifacts/MixinZeroExBridge.json';
|
||||
import * as MooniswapLiquidityProvider from '../test/generated-artifacts/MooniswapLiquidityProvider.json';
|
||||
import * as MultiplexFeature from '../test/generated-artifacts/MultiplexFeature.json';
|
||||
@@ -139,11 +144,13 @@ import * as NativeOrdersInfo from '../test/generated-artifacts/NativeOrdersInfo.
|
||||
import * as NativeOrdersProtocolFees from '../test/generated-artifacts/NativeOrdersProtocolFees.json';
|
||||
import * as NativeOrdersSettlement from '../test/generated-artifacts/NativeOrdersSettlement.json';
|
||||
import * as NFTOrders from '../test/generated-artifacts/NFTOrders.json';
|
||||
import * as OptimismBridgeAdapter from '../test/generated-artifacts/OptimismBridgeAdapter.json';
|
||||
import * as OtcOrdersFeature from '../test/generated-artifacts/OtcOrdersFeature.json';
|
||||
import * as OwnableFeature from '../test/generated-artifacts/OwnableFeature.json';
|
||||
import * as PancakeSwapFeature from '../test/generated-artifacts/PancakeSwapFeature.json';
|
||||
import * as PayTakerTransformer from '../test/generated-artifacts/PayTakerTransformer.json';
|
||||
import * as PermissionlessTransformerDeployer from '../test/generated-artifacts/PermissionlessTransformerDeployer.json';
|
||||
import * as PolygonBridgeAdapter from '../test/generated-artifacts/PolygonBridgeAdapter.json';
|
||||
import * as PositiveSlippageFeeTransformer from '../test/generated-artifacts/PositiveSlippageFeeTransformer.json';
|
||||
import * as SimpleFunctionRegistryFeature from '../test/generated-artifacts/SimpleFunctionRegistryFeature.json';
|
||||
import * as TestBridge from '../test/generated-artifacts/TestBridge.json';
|
||||
@@ -310,15 +317,22 @@ export const artifacts = {
|
||||
PositiveSlippageFeeTransformer: PositiveSlippageFeeTransformer as ContractArtifact,
|
||||
Transformer: Transformer as ContractArtifact,
|
||||
WethTransformer: WethTransformer as ContractArtifact,
|
||||
BridgeAdapter: BridgeAdapter as ContractArtifact,
|
||||
AbstractBridgeAdapter: AbstractBridgeAdapter as ContractArtifact,
|
||||
AvalancheBridgeAdapter: AvalancheBridgeAdapter as ContractArtifact,
|
||||
BSCBridgeAdapter: BSCBridgeAdapter as ContractArtifact,
|
||||
BridgeProtocols: BridgeProtocols as ContractArtifact,
|
||||
CeloBridgeAdapter: CeloBridgeAdapter as ContractArtifact,
|
||||
EthereumBridgeAdapter: EthereumBridgeAdapter as ContractArtifact,
|
||||
FantomBridgeAdapter: FantomBridgeAdapter as ContractArtifact,
|
||||
IBridgeAdapter: IBridgeAdapter as ContractArtifact,
|
||||
OptimismBridgeAdapter: OptimismBridgeAdapter as ContractArtifact,
|
||||
PolygonBridgeAdapter: PolygonBridgeAdapter as ContractArtifact,
|
||||
MixinAaveV2: MixinAaveV2 as ContractArtifact,
|
||||
MixinBalancer: MixinBalancer as ContractArtifact,
|
||||
MixinBalancerV2: MixinBalancerV2 as ContractArtifact,
|
||||
MixinBalancerV2Batch: MixinBalancerV2Batch as ContractArtifact,
|
||||
MixinBancor: MixinBancor as ContractArtifact,
|
||||
MixinCoFiX: MixinCoFiX as ContractArtifact,
|
||||
MixinBancorV3: MixinBancorV3 as ContractArtifact,
|
||||
MixinCompound: MixinCompound as ContractArtifact,
|
||||
MixinCryptoCom: MixinCryptoCom as ContractArtifact,
|
||||
MixinCurve: MixinCurve as ContractArtifact,
|
||||
@@ -326,19 +340,19 @@ export const artifacts = {
|
||||
MixinDodo: MixinDodo as ContractArtifact,
|
||||
MixinDodoV2: MixinDodoV2 as ContractArtifact,
|
||||
MixinGMX: MixinGMX as ContractArtifact,
|
||||
MixinKyber: MixinKyber as ContractArtifact,
|
||||
MixinKyberDmm: MixinKyberDmm as ContractArtifact,
|
||||
MixinLido: MixinLido as ContractArtifact,
|
||||
MixinMStable: MixinMStable as ContractArtifact,
|
||||
MixinMakerPSM: MixinMakerPSM as ContractArtifact,
|
||||
MixinMooniswap: MixinMooniswap as ContractArtifact,
|
||||
MixinNerve: MixinNerve as ContractArtifact,
|
||||
MixinOasis: MixinOasis as ContractArtifact,
|
||||
MixinPlatypus: MixinPlatypus as ContractArtifact,
|
||||
MixinShell: MixinShell as ContractArtifact,
|
||||
MixinSynthetix: MixinSynthetix as ContractArtifact,
|
||||
MixinUniswap: MixinUniswap as ContractArtifact,
|
||||
MixinUniswapV2: MixinUniswapV2 as ContractArtifact,
|
||||
MixinUniswapV3: MixinUniswapV3 as ContractArtifact,
|
||||
MixinVelodrome: MixinVelodrome as ContractArtifact,
|
||||
MixinZeroExBridge: MixinZeroExBridge as ContractArtifact,
|
||||
IERC1155Token: IERC1155Token as ContractArtifact,
|
||||
IERC721Token: IERC721Token as ContractArtifact,
|
||||
|
||||
@@ -28,7 +28,7 @@ import { artifacts } from '../artifacts';
|
||||
import { TestFillQuoteTransformerBridgeContract } from '../generated-wrappers/test_fill_quote_transformer_bridge';
|
||||
import { getRandomLimitOrder, getRandomRfqOrder } from '../utils/orders';
|
||||
import {
|
||||
BridgeAdapterContract,
|
||||
EthereumBridgeAdapterContract,
|
||||
FillQuoteTransformerContract,
|
||||
TestFillQuoteTransformerExchangeContract,
|
||||
TestFillQuoteTransformerHostContract,
|
||||
@@ -52,7 +52,8 @@ blockchainTests.resets('FillQuoteTransformer', env => {
|
||||
let singleProtocolFee: BigNumber;
|
||||
|
||||
const GAS_PRICE = 1337;
|
||||
const TEST_BRIDGE_SOURCE = hexUtils.random(32);
|
||||
// Left half is 0, corresponding to BridgeProtocol.Unknown
|
||||
const TEST_BRIDGE_SOURCE = hexUtils.leftPad(hexUtils.random(16), 32);
|
||||
const HIGH_BIT = new BigNumber(2).pow(255);
|
||||
const REVERT_AMOUNT = new BigNumber('0xdeadbeef');
|
||||
|
||||
@@ -64,8 +65,8 @@ blockchainTests.resets('FillQuoteTransformer', env => {
|
||||
env.txDefaults,
|
||||
artifacts,
|
||||
);
|
||||
const bridgeAdapter = await BridgeAdapterContract.deployFrom0xArtifactAsync(
|
||||
artifacts.BridgeAdapter,
|
||||
const bridgeAdapter = await EthereumBridgeAdapterContract.deployFrom0xArtifactAsync(
|
||||
artifacts.EthereumBridgeAdapter,
|
||||
env.provider,
|
||||
env.txDefaults,
|
||||
artifacts,
|
||||
|
||||
@@ -3,15 +3,20 @@
|
||||
* Warning: This file is auto-generated by contracts-gen. Don't edit manually.
|
||||
* -----------------------------------------------------------------------------
|
||||
*/
|
||||
export * from '../test/generated-wrappers/abstract_bridge_adapter';
|
||||
export * from '../test/generated-wrappers/affiliate_fee_transformer';
|
||||
export * from '../test/generated-wrappers/avalanche_bridge_adapter';
|
||||
export * from '../test/generated-wrappers/b_s_c_bridge_adapter';
|
||||
export * from '../test/generated-wrappers/batch_fill_native_orders_feature';
|
||||
export * from '../test/generated-wrappers/bootstrap_feature';
|
||||
export * from '../test/generated-wrappers/bridge_adapter';
|
||||
export * from '../test/generated-wrappers/bridge_protocols';
|
||||
export * from '../test/generated-wrappers/celo_bridge_adapter';
|
||||
export * from '../test/generated-wrappers/curve_liquidity_provider';
|
||||
export * from '../test/generated-wrappers/erc1155_orders_feature';
|
||||
export * from '../test/generated-wrappers/erc165_feature';
|
||||
export * from '../test/generated-wrappers/erc721_orders_feature';
|
||||
export * from '../test/generated-wrappers/ethereum_bridge_adapter';
|
||||
export * from '../test/generated-wrappers/fantom_bridge_adapter';
|
||||
export * from '../test/generated-wrappers/fee_collector';
|
||||
export * from '../test/generated-wrappers/fee_collector_controller';
|
||||
export * from '../test/generated-wrappers/fill_quote_transformer';
|
||||
@@ -101,7 +106,7 @@ export * from '../test/generated-wrappers/mixin_balancer';
|
||||
export * from '../test/generated-wrappers/mixin_balancer_v2';
|
||||
export * from '../test/generated-wrappers/mixin_balancer_v2_batch';
|
||||
export * from '../test/generated-wrappers/mixin_bancor';
|
||||
export * from '../test/generated-wrappers/mixin_co_fi_x';
|
||||
export * from '../test/generated-wrappers/mixin_bancor_v3';
|
||||
export * from '../test/generated-wrappers/mixin_compound';
|
||||
export * from '../test/generated-wrappers/mixin_crypto_com';
|
||||
export * from '../test/generated-wrappers/mixin_curve';
|
||||
@@ -109,19 +114,19 @@ export * from '../test/generated-wrappers/mixin_curve_v2';
|
||||
export * from '../test/generated-wrappers/mixin_dodo';
|
||||
export * from '../test/generated-wrappers/mixin_dodo_v2';
|
||||
export * from '../test/generated-wrappers/mixin_g_m_x';
|
||||
export * from '../test/generated-wrappers/mixin_kyber';
|
||||
export * from '../test/generated-wrappers/mixin_kyber_dmm';
|
||||
export * from '../test/generated-wrappers/mixin_lido';
|
||||
export * from '../test/generated-wrappers/mixin_m_stable';
|
||||
export * from '../test/generated-wrappers/mixin_maker_p_s_m';
|
||||
export * from '../test/generated-wrappers/mixin_mooniswap';
|
||||
export * from '../test/generated-wrappers/mixin_nerve';
|
||||
export * from '../test/generated-wrappers/mixin_oasis';
|
||||
export * from '../test/generated-wrappers/mixin_platypus';
|
||||
export * from '../test/generated-wrappers/mixin_shell';
|
||||
export * from '../test/generated-wrappers/mixin_synthetix';
|
||||
export * from '../test/generated-wrappers/mixin_uniswap';
|
||||
export * from '../test/generated-wrappers/mixin_uniswap_v2';
|
||||
export * from '../test/generated-wrappers/mixin_uniswap_v3';
|
||||
export * from '../test/generated-wrappers/mixin_velodrome';
|
||||
export * from '../test/generated-wrappers/mixin_zero_ex_bridge';
|
||||
export * from '../test/generated-wrappers/mooniswap_liquidity_provider';
|
||||
export * from '../test/generated-wrappers/multiplex_feature';
|
||||
@@ -137,11 +142,13 @@ export * from '../test/generated-wrappers/native_orders_feature';
|
||||
export * from '../test/generated-wrappers/native_orders_info';
|
||||
export * from '../test/generated-wrappers/native_orders_protocol_fees';
|
||||
export * from '../test/generated-wrappers/native_orders_settlement';
|
||||
export * from '../test/generated-wrappers/optimism_bridge_adapter';
|
||||
export * from '../test/generated-wrappers/otc_orders_feature';
|
||||
export * from '../test/generated-wrappers/ownable_feature';
|
||||
export * from '../test/generated-wrappers/pancake_swap_feature';
|
||||
export * from '../test/generated-wrappers/pay_taker_transformer';
|
||||
export * from '../test/generated-wrappers/permissionless_transformer_deployer';
|
||||
export * from '../test/generated-wrappers/polygon_bridge_adapter';
|
||||
export * from '../test/generated-wrappers/positive_slippage_fee_transformer';
|
||||
export * from '../test/generated-wrappers/simple_function_registry_feature';
|
||||
export * from '../test/generated-wrappers/test_bridge';
|
||||
|
||||
@@ -4,9 +4,13 @@
|
||||
"include": ["./src/**/*", "./test/**/*", "./generated-wrappers/**/*", "./scripts/**/*"],
|
||||
"files": [
|
||||
"generated-artifacts/AffiliateFeeTransformer.json",
|
||||
"generated-artifacts/AvalancheBridgeAdapter.json",
|
||||
"generated-artifacts/BSCBridgeAdapter.json",
|
||||
"generated-artifacts/BatchFillNativeOrdersFeature.json",
|
||||
"generated-artifacts/BridgeAdapter.json",
|
||||
"generated-artifacts/CeloBridgeAdapter.json",
|
||||
"generated-artifacts/CurveLiquidityProvider.json",
|
||||
"generated-artifacts/EthereumBridgeAdapter.json",
|
||||
"generated-artifacts/FantomBridgeAdapter.json",
|
||||
"generated-artifacts/FeeCollector.json",
|
||||
"generated-artifacts/FeeCollectorController.json",
|
||||
"generated-artifacts/FillQuoteTransformer.json",
|
||||
@@ -28,23 +32,30 @@
|
||||
"generated-artifacts/MetaTransactionsFeature.json",
|
||||
"generated-artifacts/MultiplexFeature.json",
|
||||
"generated-artifacts/NativeOrdersFeature.json",
|
||||
"generated-artifacts/OptimismBridgeAdapter.json",
|
||||
"generated-artifacts/OtcOrdersFeature.json",
|
||||
"generated-artifacts/OwnableFeature.json",
|
||||
"generated-artifacts/PayTakerTransformer.json",
|
||||
"generated-artifacts/PolygonBridgeAdapter.json",
|
||||
"generated-artifacts/PositiveSlippageFeeTransformer.json",
|
||||
"generated-artifacts/SimpleFunctionRegistryFeature.json",
|
||||
"generated-artifacts/TransformERC20Feature.json",
|
||||
"generated-artifacts/WethTransformer.json",
|
||||
"generated-artifacts/ZeroEx.json",
|
||||
"test/generated-artifacts/AbstractBridgeAdapter.json",
|
||||
"test/generated-artifacts/AffiliateFeeTransformer.json",
|
||||
"test/generated-artifacts/AvalancheBridgeAdapter.json",
|
||||
"test/generated-artifacts/BSCBridgeAdapter.json",
|
||||
"test/generated-artifacts/BatchFillNativeOrdersFeature.json",
|
||||
"test/generated-artifacts/BootstrapFeature.json",
|
||||
"test/generated-artifacts/BridgeAdapter.json",
|
||||
"test/generated-artifacts/BridgeProtocols.json",
|
||||
"test/generated-artifacts/CeloBridgeAdapter.json",
|
||||
"test/generated-artifacts/CurveLiquidityProvider.json",
|
||||
"test/generated-artifacts/ERC1155OrdersFeature.json",
|
||||
"test/generated-artifacts/ERC165Feature.json",
|
||||
"test/generated-artifacts/ERC721OrdersFeature.json",
|
||||
"test/generated-artifacts/EthereumBridgeAdapter.json",
|
||||
"test/generated-artifacts/FantomBridgeAdapter.json",
|
||||
"test/generated-artifacts/FeeCollector.json",
|
||||
"test/generated-artifacts/FeeCollectorController.json",
|
||||
"test/generated-artifacts/FillQuoteTransformer.json",
|
||||
@@ -134,7 +145,7 @@
|
||||
"test/generated-artifacts/MixinBalancerV2.json",
|
||||
"test/generated-artifacts/MixinBalancerV2Batch.json",
|
||||
"test/generated-artifacts/MixinBancor.json",
|
||||
"test/generated-artifacts/MixinCoFiX.json",
|
||||
"test/generated-artifacts/MixinBancorV3.json",
|
||||
"test/generated-artifacts/MixinCompound.json",
|
||||
"test/generated-artifacts/MixinCryptoCom.json",
|
||||
"test/generated-artifacts/MixinCurve.json",
|
||||
@@ -142,19 +153,19 @@
|
||||
"test/generated-artifacts/MixinDodo.json",
|
||||
"test/generated-artifacts/MixinDodoV2.json",
|
||||
"test/generated-artifacts/MixinGMX.json",
|
||||
"test/generated-artifacts/MixinKyber.json",
|
||||
"test/generated-artifacts/MixinKyberDmm.json",
|
||||
"test/generated-artifacts/MixinLido.json",
|
||||
"test/generated-artifacts/MixinMStable.json",
|
||||
"test/generated-artifacts/MixinMakerPSM.json",
|
||||
"test/generated-artifacts/MixinMooniswap.json",
|
||||
"test/generated-artifacts/MixinNerve.json",
|
||||
"test/generated-artifacts/MixinOasis.json",
|
||||
"test/generated-artifacts/MixinPlatypus.json",
|
||||
"test/generated-artifacts/MixinShell.json",
|
||||
"test/generated-artifacts/MixinSynthetix.json",
|
||||
"test/generated-artifacts/MixinUniswap.json",
|
||||
"test/generated-artifacts/MixinUniswapV2.json",
|
||||
"test/generated-artifacts/MixinUniswapV3.json",
|
||||
"test/generated-artifacts/MixinVelodrome.json",
|
||||
"test/generated-artifacts/MixinZeroExBridge.json",
|
||||
"test/generated-artifacts/MooniswapLiquidityProvider.json",
|
||||
"test/generated-artifacts/MultiplexFeature.json",
|
||||
@@ -170,11 +181,13 @@
|
||||
"test/generated-artifacts/NativeOrdersInfo.json",
|
||||
"test/generated-artifacts/NativeOrdersProtocolFees.json",
|
||||
"test/generated-artifacts/NativeOrdersSettlement.json",
|
||||
"test/generated-artifacts/OptimismBridgeAdapter.json",
|
||||
"test/generated-artifacts/OtcOrdersFeature.json",
|
||||
"test/generated-artifacts/OwnableFeature.json",
|
||||
"test/generated-artifacts/PancakeSwapFeature.json",
|
||||
"test/generated-artifacts/PayTakerTransformer.json",
|
||||
"test/generated-artifacts/PermissionlessTransformerDeployer.json",
|
||||
"test/generated-artifacts/PolygonBridgeAdapter.json",
|
||||
"test/generated-artifacts/PositiveSlippageFeeTransformer.json",
|
||||
"test/generated-artifacts/SimpleFunctionRegistryFeature.json",
|
||||
"test/generated-artifacts/TestBridge.json",
|
||||
|
||||
@@ -52,10 +52,10 @@
|
||||
},
|
||||
"config": {
|
||||
"contractsPackages": "@0x/contracts-erc20 @0x/contracts-test-utils @0x/contracts-utils @0x/contracts-zero-ex @0x/contracts-treasury",
|
||||
"nonContractPackages": "@0x/migrations @0x/contract-wrappers @0x/contract-addresses @0x/contract-artifacts @0x/contract-wrappers-test @0x/asset-swapper",
|
||||
"nonContractPackages": "@0x/contract-wrappers @0x/contract-addresses @0x/contract-artifacts @0x/contract-wrappers-test @0x/asset-swapper",
|
||||
"ignoreTestsForPackages": "",
|
||||
"mnemonic": "concert load couple harbor equip island argue ramp clarify fence smart topic",
|
||||
"packagesWithDocPages": "@0x/contract-wrappers @0x/migrations",
|
||||
"packagesWithDocPages": "@0x/contract-wrappers",
|
||||
"ignoreDependencyVersions": "@types/styled-components @types/node",
|
||||
"ignoreDependencyVersionsForPackage": "contract-wrappers"
|
||||
},
|
||||
|
||||
@@ -1,4 +1,127 @@
|
||||
[
|
||||
{
|
||||
"version": "16.64.0",
|
||||
"changes": [
|
||||
{
|
||||
"note": "Refactor `TokenAdjacency` and `TokenAdjacencyBuilder`",
|
||||
"pr": 517
|
||||
},
|
||||
{
|
||||
"note": "Add Synthetix support`",
|
||||
"pr": 518
|
||||
},
|
||||
{
|
||||
"note": "Replace Beethoven X subgraph URL",
|
||||
"pr": 519
|
||||
},
|
||||
{
|
||||
"note": "Remove Mooniswap on Ethereum mainnet",
|
||||
"pr": 529
|
||||
}
|
||||
],
|
||||
"timestamp": 1658950329
|
||||
},
|
||||
{
|
||||
"version": "16.63.1",
|
||||
"changes": [
|
||||
{
|
||||
"note": "Better error handling for balancer cache",
|
||||
"pr": 515
|
||||
}
|
||||
],
|
||||
"timestamp": 1657661207
|
||||
},
|
||||
{
|
||||
"version": "16.63.0",
|
||||
"changes": [
|
||||
{
|
||||
"note": "Remove JS router",
|
||||
"pr": 480
|
||||
},
|
||||
{
|
||||
"note": "Removed Median price in favour of best gas adjusted price",
|
||||
"pr": 480
|
||||
}
|
||||
],
|
||||
"timestamp": 1656491792
|
||||
},
|
||||
{
|
||||
"version": "16.62.2",
|
||||
"changes": [
|
||||
{
|
||||
"note": "Offboard Smoothy and ComethSwap",
|
||||
"pr": 509
|
||||
}
|
||||
]
|
||||
},
|
||||
{
|
||||
"version": "16.62.1",
|
||||
"changes": [
|
||||
{
|
||||
"note": "Remove nUSD from intermediate liquidity to save on sampler gas",
|
||||
"pr": 505
|
||||
}
|
||||
],
|
||||
"timestamp": 1655253622
|
||||
},
|
||||
{
|
||||
"version": "16.62.0",
|
||||
"changes": [
|
||||
{
|
||||
"note": "Add MDEX on BSC",
|
||||
"pr": 496
|
||||
},
|
||||
{
|
||||
"note": "Add KnightSwap on BSC",
|
||||
"pr": 498
|
||||
},
|
||||
{
|
||||
"note": "Add Velodrome support on Optimism",
|
||||
"pr": 494
|
||||
},
|
||||
{
|
||||
"note": "Do not send empty entries on Quote Report",
|
||||
"pr": 501
|
||||
},
|
||||
{
|
||||
"note": "KnightSwap/Mdex cosmetic change",
|
||||
"pr": 502
|
||||
},
|
||||
{
|
||||
"note": "Offboard JetSwap, CafeSwap, JulSwap, and PolyDex",
|
||||
"pr": 503
|
||||
}
|
||||
],
|
||||
"timestamp": 1655244958
|
||||
},
|
||||
{
|
||||
"version": "16.61.0",
|
||||
"changes": [
|
||||
{
|
||||
"note": "Add stETH wrap/unwrap support",
|
||||
"pr": 476
|
||||
},
|
||||
{
|
||||
"note": "Offboard/clean up Oasis, CoFix, and legacy Kyber",
|
||||
"pr": 482
|
||||
},
|
||||
{
|
||||
"note": "Add MeshSwap on Polygon",
|
||||
"pr": 491
|
||||
}
|
||||
],
|
||||
"timestamp": 1654284040
|
||||
},
|
||||
{
|
||||
"version": "16.60.1",
|
||||
"changes": [
|
||||
{
|
||||
"note": "Alias Balancer sor to the old version",
|
||||
"pr": 481
|
||||
}
|
||||
],
|
||||
"timestamp": 1652931596
|
||||
},
|
||||
{
|
||||
"version": "16.60.0",
|
||||
"changes": [
|
||||
|
||||
@@ -5,6 +5,49 @@ Edit the package's CHANGELOG.json file only.
|
||||
|
||||
CHANGELOG
|
||||
|
||||
## v16.64.0 - _July 27, 2022_
|
||||
|
||||
* Refactor `TokenAdjacency` and `TokenAdjacencyBuilder` (#517)
|
||||
* Add Synthetix support` (#518)
|
||||
* Replace Beethoven X subgraph URL (#519)
|
||||
* Remove Mooniswap on Ethereum mainnet (#529)
|
||||
|
||||
## v16.63.1 - _July 12, 2022_
|
||||
|
||||
* Better error handling for balancer cache (#515)
|
||||
|
||||
## v16.63.0 - _June 29, 2022_
|
||||
|
||||
* Remove JS router (#480)
|
||||
* Removed Median price in favour of best gas adjusted price (#480)
|
||||
|
||||
## v16.62.2 - _Invalid date_
|
||||
|
||||
* Offboard Smoothy and ComethSwap (#509)
|
||||
|
||||
## v16.62.1 - _June 15, 2022_
|
||||
|
||||
* Remove nUSD from intermediate liquidity to save on sampler gas (#505)
|
||||
|
||||
## v16.62.0 - _June 14, 2022_
|
||||
|
||||
* Add MDEX on BSC (#496)
|
||||
* Add KnightSwap on BSC (#498)
|
||||
* Add Velodrome support on Optimism (#494)
|
||||
* Do not send empty entries on Quote Report (#501)
|
||||
* KnightSwap/Mdex cosmetic change (#502)
|
||||
* Offboard JetSwap, CafeSwap, JulSwap, and PolyDex (#503)
|
||||
|
||||
## v16.61.0 - _June 3, 2022_
|
||||
|
||||
* Add stETH wrap/unwrap support (#476)
|
||||
* Offboard/clean up Oasis, CoFix, and legacy Kyber (#482)
|
||||
* Add MeshSwap on Polygon (#491)
|
||||
|
||||
## v16.60.1 - _May 19, 2022_
|
||||
|
||||
* Alias Balancer sor to the old version (#481)
|
||||
|
||||
## v16.60.0 - _May 19, 2022_
|
||||
|
||||
* Add BiSwap on BSC (#467)
|
||||
|
||||
120
packages/asset-swapper/contracts/src/BancorV3Sampler.sol
Normal file
120
packages/asset-swapper/contracts/src/BancorV3Sampler.sol
Normal file
@@ -0,0 +1,120 @@
|
||||
// SPDX-License-Identifier: Apache-2.0
|
||||
/*
|
||||
|
||||
Copyright 2022 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/IBancorV3.sol";
|
||||
|
||||
|
||||
contract BancorV3Sampler
|
||||
{
|
||||
/// @dev Gas limit for BancorV3 calls.
|
||||
uint256 constant private BancorV3_CALL_GAS = 150e3; // 150k
|
||||
|
||||
address constant public ETH = 0xEeeeeEeeeEeEeeEeEeEeeEEEeeeeEeeeeeeeEEeE;
|
||||
|
||||
/// @dev Sample sell quotes from BancorV3.
|
||||
/// @param weth The WETH contract address
|
||||
/// @param router Router to look up tokens and amounts
|
||||
/// @param path Token route. Should be takerToken -> makerToken
|
||||
/// @param takerTokenAmounts Taker token sell amount for each sample.
|
||||
/// @return makerTokenAmounts Maker amounts bought at each taker token
|
||||
/// amount.
|
||||
function sampleSellsFromBancorV3(
|
||||
address weth,
|
||||
address router,
|
||||
address[] memory path,
|
||||
uint256[] memory takerTokenAmounts
|
||||
)
|
||||
public
|
||||
view
|
||||
returns (uint256[] memory makerTokenAmounts)
|
||||
{
|
||||
uint256 numSamples = takerTokenAmounts.length;
|
||||
makerTokenAmounts = new uint256[](numSamples);
|
||||
|
||||
if(path[0] == weth){
|
||||
path[0] = ETH;
|
||||
}
|
||||
if(path[1] == weth){
|
||||
path[1] = ETH;
|
||||
}
|
||||
|
||||
for (uint256 i = 0; i < numSamples; i++) {
|
||||
try
|
||||
IBancorV3(router).tradeOutputBySourceAmount(path[0], path[1], takerTokenAmounts[i])
|
||||
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;
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
/// @dev Sample buy quotes from BancorV3.
|
||||
/// @param weth The WETH contract address
|
||||
/// @param router Router to look up tokens and amounts
|
||||
/// @param path Token route. Should be takerToken -> makerToken.
|
||||
/// @param makerTokenAmounts Maker token buy amount for each sample.
|
||||
/// @return takerTokenAmounts Taker amounts sold at each maker token
|
||||
/// amount.
|
||||
function sampleBuysFromBancorV3(
|
||||
address weth,
|
||||
address router,
|
||||
address[] memory path,
|
||||
uint256[] memory makerTokenAmounts
|
||||
)
|
||||
public
|
||||
view
|
||||
returns (uint256[] memory takerTokenAmounts)
|
||||
{
|
||||
uint256 numSamples = makerTokenAmounts.length;
|
||||
takerTokenAmounts = new uint256[](numSamples);
|
||||
|
||||
if(path[0] == weth){
|
||||
path[0] = ETH;
|
||||
}
|
||||
if(path[1] == weth){
|
||||
path[1] = ETH;
|
||||
}
|
||||
|
||||
for (uint256 i = 0; i < numSamples; i++) {
|
||||
try
|
||||
IBancorV3(router).tradeInputByTargetAmount(path[0], path[1], 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;
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
@@ -24,12 +24,12 @@ import "./BalancerSampler.sol";
|
||||
import "./BalancerV2Sampler.sol";
|
||||
import "./BalancerV2BatchSampler.sol";
|
||||
import "./BancorSampler.sol";
|
||||
import "./BancorV3Sampler.sol";
|
||||
import "./CompoundSampler.sol";
|
||||
import "./CurveSampler.sol";
|
||||
import "./DODOSampler.sol";
|
||||
import "./DODOV2Sampler.sol";
|
||||
import "./GMXSampler.sol";
|
||||
import "./KyberSampler.sol";
|
||||
import "./KyberDmmSampler.sol";
|
||||
import "./LidoSampler.sol";
|
||||
import "./LiquidityProviderSampler.sol";
|
||||
@@ -39,11 +39,12 @@ import "./MooniswapSampler.sol";
|
||||
import "./NativeOrderSampler.sol";
|
||||
import "./PlatypusSampler.sol";
|
||||
import "./ShellSampler.sol";
|
||||
import "./SmoothySampler.sol";
|
||||
import "./SynthetixSampler.sol";
|
||||
import "./TwoHopSampler.sol";
|
||||
import "./UniswapSampler.sol";
|
||||
import "./UniswapV2Sampler.sol";
|
||||
import "./UniswapV3Sampler.sol";
|
||||
import "./VelodromeSampler.sol";
|
||||
import "./UtilitySampler.sol";
|
||||
|
||||
|
||||
@@ -52,12 +53,12 @@ contract ERC20BridgeSampler is
|
||||
BalancerV2Sampler,
|
||||
BalancerV2BatchSampler,
|
||||
BancorSampler,
|
||||
BancorV3Sampler,
|
||||
CompoundSampler,
|
||||
CurveSampler,
|
||||
DODOSampler,
|
||||
DODOV2Sampler,
|
||||
GMXSampler,
|
||||
KyberSampler,
|
||||
KyberDmmSampler,
|
||||
LidoSampler,
|
||||
LiquidityProviderSampler,
|
||||
@@ -67,11 +68,12 @@ contract ERC20BridgeSampler is
|
||||
NativeOrderSampler,
|
||||
PlatypusSampler,
|
||||
ShellSampler,
|
||||
SmoothySampler,
|
||||
SynthetixSampler,
|
||||
TwoHopSampler,
|
||||
UniswapSampler,
|
||||
UniswapV2Sampler,
|
||||
UniswapV3Sampler,
|
||||
VelodromeSampler,
|
||||
UtilitySampler
|
||||
{
|
||||
|
||||
|
||||
@@ -1,301 +0,0 @@
|
||||
// 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/IKyberNetwork.sol";
|
||||
import "./ApproximateBuys.sol";
|
||||
import "./SamplerUtils.sol";
|
||||
|
||||
|
||||
contract KyberSampler is
|
||||
SamplerUtils,
|
||||
ApproximateBuys
|
||||
{
|
||||
/// @dev Gas limit for Kyber calls.
|
||||
uint256 constant private KYBER_CALL_GAS = 500e3; // 500k
|
||||
/// @dev Kyber ETH pseudo-address.
|
||||
address constant internal KYBER_ETH_ADDRESS = 0xEeeeeEeeeEeEeeEeEeEeeEEEeeeeEeeeeeeeEEeE;
|
||||
|
||||
struct KyberSamplerOpts {
|
||||
uint256 reserveOffset;
|
||||
address hintHandler;
|
||||
address networkProxy;
|
||||
address weth;
|
||||
bytes hint;
|
||||
}
|
||||
|
||||
/// @dev Sample sell quotes from Kyber.
|
||||
/// @param opts KyberSamplerOpts The nth reserve
|
||||
/// @param takerToken Address of the taker token (what to sell).
|
||||
/// @param makerToken Address of the maker token (what to buy).
|
||||
/// @param takerTokenAmounts Taker token sell amount for each sample.
|
||||
/// @return reserveId The id of the reserve found at reserveOffset
|
||||
/// @return hint The hint for the selected reserve
|
||||
/// @return makerTokenAmounts Maker amounts bought at each taker token amount.
|
||||
function sampleSellsFromKyberNetwork(
|
||||
KyberSamplerOpts memory opts,
|
||||
address takerToken,
|
||||
address makerToken,
|
||||
uint256[] memory takerTokenAmounts
|
||||
)
|
||||
public
|
||||
view
|
||||
returns (bytes32 reserveId, bytes memory hint, uint256[] memory makerTokenAmounts)
|
||||
{
|
||||
_assertValidPair(makerToken, takerToken);
|
||||
reserveId = _getNextReserveId(opts, takerToken, makerToken);
|
||||
if (reserveId == 0x0) {
|
||||
return (reserveId, hint, makerTokenAmounts);
|
||||
}
|
||||
opts.hint = this.encodeKyberHint(opts, reserveId, takerToken, makerToken);
|
||||
hint = opts.hint;
|
||||
|
||||
uint256 numSamples = takerTokenAmounts.length;
|
||||
makerTokenAmounts = new uint256[](numSamples);
|
||||
for (uint256 i = 0; i < numSamples; i++) {
|
||||
uint256 value = this.sampleSellFromKyberNetwork(
|
||||
opts,
|
||||
takerToken,
|
||||
makerToken,
|
||||
takerTokenAmounts[i]
|
||||
);
|
||||
makerTokenAmounts[i] = value;
|
||||
// Break early if there are 0 amounts
|
||||
if (makerTokenAmounts[i] == 0) {
|
||||
break;
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
/// @dev Sample buy quotes from Kyber.
|
||||
/// @param opts KyberSamplerOpts The nth reserve
|
||||
/// @param takerToken Address of the taker token (what to sell).
|
||||
/// @param makerToken Address of the maker token (what to buy).
|
||||
/// @param makerTokenAmounts Maker token buy amount for each sample.
|
||||
/// @return reserveId The id of the reserve found at reserveOffset
|
||||
/// @return hint The hint for the selected reserve
|
||||
/// @return takerTokenAmounts Taker amounts sold at each maker token amount.
|
||||
function sampleBuysFromKyberNetwork(
|
||||
KyberSamplerOpts memory opts,
|
||||
address takerToken,
|
||||
address makerToken,
|
||||
uint256[] memory makerTokenAmounts
|
||||
)
|
||||
public
|
||||
view
|
||||
returns (bytes32 reserveId, bytes memory hint, uint256[] memory takerTokenAmounts)
|
||||
{
|
||||
_assertValidPair(makerToken, takerToken);
|
||||
|
||||
reserveId = _getNextReserveId(opts, takerToken, makerToken);
|
||||
if (reserveId == 0x0) {
|
||||
return (reserveId, hint, takerTokenAmounts);
|
||||
}
|
||||
opts.hint = this.encodeKyberHint(opts, reserveId, takerToken, makerToken);
|
||||
hint = opts.hint;
|
||||
|
||||
takerTokenAmounts = _sampleApproximateBuys(
|
||||
ApproximateBuyQuoteOpts({
|
||||
makerTokenData: abi.encode(makerToken, opts),
|
||||
takerTokenData: abi.encode(takerToken, opts),
|
||||
getSellQuoteCallback: _sampleSellForApproximateBuyFromKyber
|
||||
}),
|
||||
makerTokenAmounts
|
||||
);
|
||||
return (reserveId, hint, takerTokenAmounts);
|
||||
}
|
||||
|
||||
function encodeKyberHint(
|
||||
KyberSamplerOpts memory opts,
|
||||
bytes32 reserveId,
|
||||
address takerToken,
|
||||
address makerToken
|
||||
)
|
||||
public
|
||||
view
|
||||
returns (bytes memory hint)
|
||||
{
|
||||
// Build a hint selecting the single reserve
|
||||
IKyberHintHandler kyberHint = IKyberHintHandler(opts.hintHandler);
|
||||
|
||||
// All other reserves should be ignored with this hint
|
||||
bytes32[] memory selectedReserves = new bytes32[](1);
|
||||
selectedReserves[0] = reserveId;
|
||||
uint256[] memory emptySplits = new uint256[](0);
|
||||
|
||||
if (takerToken == opts.weth) {
|
||||
// ETH to Token
|
||||
try
|
||||
kyberHint.buildEthToTokenHint
|
||||
{gas: KYBER_CALL_GAS}
|
||||
(
|
||||
makerToken,
|
||||
IKyberHintHandler.TradeType.MaskIn,
|
||||
selectedReserves,
|
||||
emptySplits
|
||||
)
|
||||
returns (bytes memory result)
|
||||
{
|
||||
return result;
|
||||
} catch (bytes memory) {
|
||||
// Swallow failures, leaving all results as zero.
|
||||
}
|
||||
} else if (makerToken == opts.weth) {
|
||||
// Token to ETH
|
||||
try
|
||||
kyberHint.buildTokenToEthHint
|
||||
{gas: KYBER_CALL_GAS}
|
||||
(
|
||||
takerToken,
|
||||
IKyberHintHandler.TradeType.MaskIn,
|
||||
selectedReserves,
|
||||
emptySplits
|
||||
)
|
||||
returns (bytes memory result)
|
||||
{
|
||||
return result;
|
||||
} catch (bytes memory) {
|
||||
// Swallow failures, leaving all results as zero.
|
||||
}
|
||||
|
||||
} else {
|
||||
// Token to Token
|
||||
// We use the same reserve both ways
|
||||
try
|
||||
kyberHint.buildTokenToTokenHint
|
||||
{gas: KYBER_CALL_GAS}
|
||||
(
|
||||
takerToken,
|
||||
IKyberHintHandler.TradeType.MaskIn,
|
||||
selectedReserves,
|
||||
emptySplits,
|
||||
makerToken,
|
||||
IKyberHintHandler.TradeType.MaskIn,
|
||||
selectedReserves,
|
||||
emptySplits
|
||||
)
|
||||
returns (bytes memory result)
|
||||
{
|
||||
return result;
|
||||
} catch (bytes memory) {
|
||||
// Swallow failures, leaving all results as zero.
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
function _sampleSellForApproximateBuyFromKyber(
|
||||
bytes memory takerTokenData,
|
||||
bytes memory makerTokenData,
|
||||
uint256 sellAmount
|
||||
)
|
||||
private
|
||||
view
|
||||
returns (uint256)
|
||||
{
|
||||
(address makerToken, KyberSamplerOpts memory opts) =
|
||||
abi.decode(makerTokenData, (address, KyberSamplerOpts));
|
||||
(address takerToken, ) =
|
||||
abi.decode(takerTokenData, (address, KyberSamplerOpts));
|
||||
try
|
||||
this.sampleSellFromKyberNetwork
|
||||
(opts, takerToken, makerToken, sellAmount)
|
||||
returns (uint256 amount)
|
||||
{
|
||||
return amount;
|
||||
} catch (bytes memory) {
|
||||
// Swallow failures, leaving all results as zero.
|
||||
return 0;
|
||||
}
|
||||
}
|
||||
|
||||
function sampleSellFromKyberNetwork(
|
||||
KyberSamplerOpts memory opts,
|
||||
address takerToken,
|
||||
address makerToken,
|
||||
uint256 takerTokenAmount
|
||||
)
|
||||
public
|
||||
view
|
||||
returns (uint256 makerTokenAmount)
|
||||
{
|
||||
// If there is no hint do not continue
|
||||
if (opts.hint.length == 0) {
|
||||
return 0;
|
||||
}
|
||||
|
||||
try
|
||||
IKyberNetworkProxy(opts.networkProxy).getExpectedRateAfterFee
|
||||
{gas: KYBER_CALL_GAS}
|
||||
(
|
||||
takerToken == opts.weth ? KYBER_ETH_ADDRESS : takerToken,
|
||||
makerToken == opts.weth ? KYBER_ETH_ADDRESS : makerToken,
|
||||
takerTokenAmount,
|
||||
0, // fee
|
||||
opts.hint
|
||||
)
|
||||
returns (uint256 rate)
|
||||
{
|
||||
uint256 makerTokenDecimals = _getTokenDecimals(makerToken);
|
||||
uint256 takerTokenDecimals = _getTokenDecimals(takerToken);
|
||||
makerTokenAmount =
|
||||
rate *
|
||||
takerTokenAmount *
|
||||
10 ** makerTokenDecimals /
|
||||
10 ** takerTokenDecimals /
|
||||
10 ** 18;
|
||||
return makerTokenAmount;
|
||||
} catch (bytes memory) {
|
||||
// Swallow failures, leaving all results as zero.
|
||||
return 0;
|
||||
}
|
||||
}
|
||||
|
||||
function _getNextReserveId(
|
||||
KyberSamplerOpts memory opts,
|
||||
address takerToken,
|
||||
address makerToken
|
||||
)
|
||||
internal
|
||||
view
|
||||
returns (bytes32 reserveId)
|
||||
{
|
||||
// Fetch the registered reserves for this pair
|
||||
IKyberHintHandler kyberHint = IKyberHintHandler(opts.hintHandler);
|
||||
(bytes32[] memory reserveIds, ,) = kyberHint.getTradingReserves(
|
||||
takerToken == opts.weth ? KYBER_ETH_ADDRESS : takerToken,
|
||||
makerToken == opts.weth ? KYBER_ETH_ADDRESS : makerToken,
|
||||
true,
|
||||
new bytes(0) // empty hint
|
||||
);
|
||||
|
||||
if (opts.reserveOffset >= reserveIds.length) {
|
||||
return 0x0;
|
||||
}
|
||||
|
||||
reserveId = reserveIds[opts.reserveOffset];
|
||||
// Ignore Kyber Bridged Reserves (0xbb)
|
||||
if (uint256(reserveId >> 248) == 0xbb) {
|
||||
return 0x0;
|
||||
}
|
||||
|
||||
return reserveId;
|
||||
}
|
||||
}
|
||||
@@ -22,10 +22,18 @@ pragma experimental ABIEncoderV2;
|
||||
|
||||
import "./SamplerUtils.sol";
|
||||
|
||||
|
||||
interface IWstETH {
|
||||
function getWstETHByStETH(uint256 _stETHAmount) external view returns (uint256);
|
||||
function getStETHByWstETH(uint256 _wstETHAmount) external view returns (uint256);
|
||||
}
|
||||
|
||||
|
||||
contract LidoSampler is SamplerUtils {
|
||||
struct LidoInfo {
|
||||
address stEthToken;
|
||||
address wethToken;
|
||||
address wstEthToken;
|
||||
}
|
||||
|
||||
/// @dev Sample sell quotes from Lido
|
||||
@@ -42,20 +50,17 @@ contract LidoSampler is SamplerUtils {
|
||||
uint256[] memory takerTokenAmounts
|
||||
)
|
||||
public
|
||||
pure
|
||||
view
|
||||
returns (uint256[] memory)
|
||||
{
|
||||
_assertValidPair(makerToken, takerToken);
|
||||
|
||||
if (takerToken != lidoInfo.wethToken || makerToken != address(lidoInfo.stEthToken)) {
|
||||
// Return 0 values if not selling WETH for stETH
|
||||
uint256 numSamples = takerTokenAmounts.length;
|
||||
uint256[] memory makerTokenAmounts = new uint256[](numSamples);
|
||||
return makerTokenAmounts;
|
||||
if (takerToken == lidoInfo.wethToken && makerToken == address(lidoInfo.stEthToken)) {
|
||||
// Minting stETH is always 1:1 therefore we can just return the same amounts back.
|
||||
return takerTokenAmounts;
|
||||
}
|
||||
|
||||
// Minting stETH is always 1:1 therefore we can just return the same amounts back
|
||||
return takerTokenAmounts;
|
||||
return _sampleSellsForWrapped(lidoInfo, takerToken, makerToken, takerTokenAmounts);
|
||||
}
|
||||
|
||||
/// @dev Sample buy quotes from Lido.
|
||||
@@ -72,20 +77,43 @@ contract LidoSampler is SamplerUtils {
|
||||
uint256[] memory makerTokenAmounts
|
||||
)
|
||||
public
|
||||
pure
|
||||
view
|
||||
returns (uint256[] memory)
|
||||
{
|
||||
_assertValidPair(makerToken, takerToken);
|
||||
|
||||
if (takerToken != lidoInfo.wethToken || makerToken != address(lidoInfo.stEthToken)) {
|
||||
// Return 0 values if not buying stETH for WETH
|
||||
uint256 numSamples = makerTokenAmounts.length;
|
||||
uint256[] memory takerTokenAmounts = new uint256[](numSamples);
|
||||
return takerTokenAmounts;
|
||||
if (takerToken == lidoInfo.wethToken && makerToken == address(lidoInfo.stEthToken)) {
|
||||
// Minting stETH is always 1:1 therefore we can just return the same amounts back.
|
||||
return makerTokenAmounts;
|
||||
}
|
||||
|
||||
// Minting stETH is always 1:1 therefore we can just return the same amounts back
|
||||
return makerTokenAmounts;
|
||||
// Swap out `makerToken` and `takerToken` and re-use `_sampleSellsForWrapped`.
|
||||
return _sampleSellsForWrapped(lidoInfo, makerToken, takerToken, makerTokenAmounts);
|
||||
}
|
||||
|
||||
function _sampleSellsForWrapped(
|
||||
LidoInfo memory lidoInfo,
|
||||
address takerToken,
|
||||
address makerToken,
|
||||
uint256[] memory takerTokenAmounts
|
||||
) private view returns (uint256[] memory) {
|
||||
IWstETH wstETH = IWstETH(lidoInfo.wstEthToken);
|
||||
uint256 numSamples = takerTokenAmounts.length;
|
||||
uint256[] memory makerTokenAmounts = new uint256[](numSamples);
|
||||
|
||||
if (takerToken == lidoInfo.stEthToken && makerToken == lidoInfo.wstEthToken) {
|
||||
for (uint256 i = 0; i < numSamples; i++) {
|
||||
makerTokenAmounts[i] = wstETH.getWstETHByStETH(takerTokenAmounts[i]);
|
||||
}
|
||||
return makerTokenAmounts;
|
||||
}
|
||||
|
||||
if (takerToken == lidoInfo.wstEthToken && makerToken == lidoInfo.stEthToken) {
|
||||
for (uint256 i = 0; i < numSamples; i++) {
|
||||
makerTokenAmounts[i] = wstETH.getStETHByWstETH(takerTokenAmounts[i]);
|
||||
}
|
||||
return makerTokenAmounts;
|
||||
}
|
||||
|
||||
// Returns 0 values.
|
||||
return makerTokenAmounts;
|
||||
}
|
||||
}
|
||||
|
||||
@@ -1,156 +0,0 @@
|
||||
// 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];
|
||||
}
|
||||
}
|
||||
173
packages/asset-swapper/contracts/src/SynthetixSampler.sol
Normal file
173
packages/asset-swapper/contracts/src/SynthetixSampler.sol
Normal file
@@ -0,0 +1,173 @@
|
||||
// SPDX-License-Identifier: Apache-2.0
|
||||
/*
|
||||
|
||||
Copyright 2022 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;
|
||||
|
||||
interface IReadProxyAddressResolver {
|
||||
function target() external view returns (address);
|
||||
}
|
||||
|
||||
interface IAddressResolver {
|
||||
function getAddress(bytes32 name) external view returns (address);
|
||||
}
|
||||
|
||||
interface IExchanger {
|
||||
// Ethereum Mainnet
|
||||
function getAmountsForAtomicExchange(
|
||||
uint256 sourceAmount,
|
||||
bytes32 sourceCurrencyKey,
|
||||
bytes32 destinationCurrencyKey
|
||||
)
|
||||
external
|
||||
view
|
||||
returns (
|
||||
uint256 amountReceived,
|
||||
uint256 fee,
|
||||
uint256 exchangeFeeRate
|
||||
);
|
||||
|
||||
// Optimism
|
||||
function getAmountsForExchange(
|
||||
uint256 sourceAmount,
|
||||
bytes32 sourceCurrencyKey,
|
||||
bytes32 destinationCurrencyKey
|
||||
)
|
||||
external
|
||||
view
|
||||
returns (
|
||||
uint256 amountReceived,
|
||||
uint256 fee,
|
||||
uint256 exchangeFeeRate
|
||||
);
|
||||
}
|
||||
|
||||
contract SynthetixSampler {
|
||||
|
||||
/// @dev Sample sell quotes from Synthetix Atomic Swap.
|
||||
/// @param takerTokenSymbol Symbol (currency key) of the taker token (what to sell).
|
||||
/// @param makerTokenSymbol Symbol (currency key) of the maker token (what to buy).
|
||||
/// @param takerTokenAmounts Taker token sell amount for each sample (sorted in ascending order).
|
||||
/// @return synthetix Synthetix address.
|
||||
/// @return makerTokenAmounts Maker amounts bought at each taker token amount.
|
||||
function sampleSellsFromSynthetix(
|
||||
IReadProxyAddressResolver readProxy,
|
||||
bytes32 takerTokenSymbol,
|
||||
bytes32 makerTokenSymbol,
|
||||
uint256[] memory takerTokenAmounts
|
||||
) public view returns (address synthetix, uint256[] memory makerTokenAmounts) {
|
||||
synthetix = getSynthetixAddress(readProxy);
|
||||
uint256 numSamples = takerTokenAmounts.length;
|
||||
makerTokenAmounts = new uint256[](numSamples);
|
||||
if (numSamples == 0) {
|
||||
return (synthetix, makerTokenAmounts);
|
||||
}
|
||||
|
||||
makerTokenAmounts[0] = exchange(
|
||||
readProxy,
|
||||
takerTokenAmounts[0],
|
||||
takerTokenSymbol,
|
||||
makerTokenSymbol
|
||||
);
|
||||
|
||||
// Synthetix atomic swap has a fixed rate. Calculate the rest based on the first value (and save gas).
|
||||
for (uint256 i = 1; i < numSamples; i++) {
|
||||
makerTokenAmounts[i] =
|
||||
(makerTokenAmounts[0] * takerTokenAmounts[i]) /
|
||||
takerTokenAmounts[0];
|
||||
}
|
||||
}
|
||||
|
||||
/// @dev Sample buy quotes from Synthetix Atomic Swap.
|
||||
/// @param takerTokenSymbol Symbol (currency key) of the taker token (what to sell).
|
||||
/// @param makerTokenSymbol Symbol (currency key) of the maker token (what to buy).
|
||||
/// @param makerTokenAmounts Maker token buy amount for each sample (sorted in ascending order).
|
||||
/// @return synthetix Synthetix address.
|
||||
/// @return takerTokenAmounts Taker amounts sold at each maker token amount.
|
||||
function sampleBuysFromSynthetix(
|
||||
IReadProxyAddressResolver readProxy,
|
||||
bytes32 takerTokenSymbol,
|
||||
bytes32 makerTokenSymbol,
|
||||
uint256[] memory makerTokenAmounts
|
||||
) public view returns (address synthetix, uint256[] memory takerTokenAmounts) {
|
||||
synthetix = getSynthetixAddress(readProxy);
|
||||
// Since Synthetix atomic have a fixed rate, we can pick any reasonablely size takerTokenAmount (fixed to 1 ether here) and calculate the rest.
|
||||
uint256 amountReceivedForEther = exchange(
|
||||
readProxy,
|
||||
1 ether,
|
||||
takerTokenSymbol,
|
||||
makerTokenSymbol
|
||||
);
|
||||
|
||||
uint256 numSamples = makerTokenAmounts.length;
|
||||
takerTokenAmounts = new uint256[](numSamples);
|
||||
|
||||
for (uint256 i = 0; i < numSamples; i++) {
|
||||
takerTokenAmounts[i] =
|
||||
(1 ether * makerTokenAmounts[i]) /
|
||||
amountReceivedForEther;
|
||||
}
|
||||
}
|
||||
|
||||
function exchange(
|
||||
IReadProxyAddressResolver readProxy,
|
||||
uint256 sourceAmount,
|
||||
bytes32 sourceCurrencyKey,
|
||||
bytes32 destinationCurrencyKey
|
||||
) private view returns (uint256 amountReceived) {
|
||||
IExchanger exchanger = getExchanger(readProxy);
|
||||
uint256 chainId;
|
||||
assembly {
|
||||
chainId := chainid()
|
||||
}
|
||||
|
||||
if (chainId == 1) {
|
||||
(amountReceived, , ) = exchanger.getAmountsForAtomicExchange(
|
||||
sourceAmount,
|
||||
sourceCurrencyKey,
|
||||
destinationCurrencyKey
|
||||
);
|
||||
} else {
|
||||
(amountReceived, , ) = exchanger.getAmountsForExchange(
|
||||
sourceAmount,
|
||||
sourceCurrencyKey,
|
||||
destinationCurrencyKey
|
||||
);
|
||||
}
|
||||
}
|
||||
|
||||
function getSynthetixAddress(IReadProxyAddressResolver readProxy)
|
||||
private
|
||||
view
|
||||
returns (address)
|
||||
{
|
||||
return IAddressResolver(readProxy.target()).getAddress("Synthetix");
|
||||
}
|
||||
|
||||
function getExchanger(IReadProxyAddressResolver readProxy)
|
||||
private
|
||||
view
|
||||
returns (IExchanger)
|
||||
{
|
||||
return
|
||||
IExchanger(
|
||||
IAddressResolver(readProxy.target()).getAddress("Exchanger")
|
||||
);
|
||||
}
|
||||
}
|
||||
134
packages/asset-swapper/contracts/src/VelodromeSampler.sol
Normal file
134
packages/asset-swapper/contracts/src/VelodromeSampler.sol
Normal file
@@ -0,0 +1,134 @@
|
||||
// SPDX-License-Identifier: Apache-2.0
|
||||
/*
|
||||
|
||||
Copyright 2022 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 './ApproximateBuys.sol';
|
||||
import './SamplerUtils.sol';
|
||||
|
||||
struct VeloRoute {
|
||||
address from;
|
||||
address to;
|
||||
bool stable;
|
||||
}
|
||||
|
||||
interface IVelodromeRouter {
|
||||
function getAmountOut(
|
||||
uint256 amountIn,
|
||||
address tokenIn,
|
||||
address tokenOut
|
||||
) external view returns (uint256 amount, bool stable);
|
||||
|
||||
function getAmountsOut(uint256 amountIn, VeloRoute[] calldata routes)
|
||||
external
|
||||
view
|
||||
returns (uint256[] memory amounts);
|
||||
}
|
||||
|
||||
contract VelodromeSampler is SamplerUtils, ApproximateBuys {
|
||||
/// @dev Sample sell quotes from Velodrome
|
||||
/// @param router Address of Velodrome router.
|
||||
/// @param takerToken Address of the taker token (what to sell).
|
||||
/// @param makerToken Address of the maker token (what to buy).
|
||||
/// @param takerTokenAmounts Taker token sell amount for each sample (sorted in ascending order).
|
||||
/// @return stable Whether the pool is a stable pool (vs volatile).
|
||||
/// @return makerTokenAmounts Maker amounts bought at each taker token amount.
|
||||
function sampleSellsFromVelodrome(
|
||||
IVelodromeRouter router,
|
||||
address takerToken,
|
||||
address makerToken,
|
||||
uint256[] memory takerTokenAmounts
|
||||
) public view returns (bool stable, uint256[] memory makerTokenAmounts) {
|
||||
_assertValidPair(makerToken, takerToken);
|
||||
uint256 numSamples = takerTokenAmounts.length;
|
||||
makerTokenAmounts = new uint256[](numSamples);
|
||||
|
||||
// Sampling should not mix stable and volatile pools.
|
||||
// Find the most liquid pool based on max(takerTokenAmounts) and stick with it.
|
||||
stable = _isMostLiquidPoolStablePool(router, takerToken, makerToken, takerTokenAmounts);
|
||||
VeloRoute[] memory routes = new VeloRoute[](1);
|
||||
routes[0] = VeloRoute({ from: takerToken, to: makerToken, stable: stable });
|
||||
|
||||
for (uint256 i = 0; i < numSamples; i++) {
|
||||
makerTokenAmounts[i] = router.getAmountsOut(takerTokenAmounts[i], routes)[1];
|
||||
// Break early if there are 0 amounts
|
||||
if (makerTokenAmounts[i] == 0) {
|
||||
break;
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
/// @dev Sample buy quotes from Velodrome.
|
||||
/// @param router Address of Velodrome router.
|
||||
/// @param takerToken Address of the taker token (what to sell).
|
||||
/// @param makerToken Address of the maker token (what to buy).
|
||||
/// @param makerTokenAmounts Maker token buy amount for each sample.
|
||||
/// @return stable Whether the pool is a stable pool (vs volatile).
|
||||
/// @return takerTokenAmounts Taker amounts sold at each maker token amount.
|
||||
function sampleBuysFromVelodrome(
|
||||
IVelodromeRouter router,
|
||||
address takerToken,
|
||||
address makerToken,
|
||||
uint256[] memory makerTokenAmounts
|
||||
) public view returns (bool stable, uint256[] memory takerTokenAmounts) {
|
||||
_assertValidPair(makerToken, takerToken);
|
||||
|
||||
// Sampling should not mix stable and volatile pools.
|
||||
// Find the most liquid pool based on the reverse swap (maker -> taker) and stick with it.
|
||||
stable = _isMostLiquidPoolStablePool(router, makerToken, takerToken, makerTokenAmounts);
|
||||
|
||||
takerTokenAmounts = _sampleApproximateBuys(
|
||||
ApproximateBuyQuoteOpts({
|
||||
takerTokenData: abi.encode(router, VeloRoute({ from: takerToken, to: makerToken, stable: stable })),
|
||||
makerTokenData: abi.encode(router, VeloRoute({ from: makerToken, to: takerToken, stable: stable })),
|
||||
getSellQuoteCallback: _sampleSellForApproximateBuyFromVelodrome
|
||||
}),
|
||||
makerTokenAmounts
|
||||
);
|
||||
}
|
||||
|
||||
function _sampleSellForApproximateBuyFromVelodrome(
|
||||
bytes memory takerTokenData,
|
||||
bytes memory, /* makerTokenData */
|
||||
uint256 sellAmount
|
||||
) internal view returns (uint256) {
|
||||
(IVelodromeRouter router, VeloRoute memory route) = abi.decode(takerTokenData, (IVelodromeRouter, VeloRoute));
|
||||
|
||||
VeloRoute[] memory routes = new VeloRoute[](1);
|
||||
routes[0] = route;
|
||||
return router.getAmountsOut(sellAmount, routes)[1];
|
||||
}
|
||||
|
||||
/// @dev Returns whether the most liquid pool is a stable pool.
|
||||
/// @param router Address of Velodrome router.
|
||||
/// @param takerToken Address of the taker token (what to sell).
|
||||
/// @param makerToken Address of the maker token (what to buy).
|
||||
/// @param takerTokenAmounts Taker token buy amount for each sample (sorted in ascending order)
|
||||
/// @return stable Whether the pool is a stable pool (vs volatile).
|
||||
function _isMostLiquidPoolStablePool(
|
||||
IVelodromeRouter router,
|
||||
address takerToken,
|
||||
address makerToken,
|
||||
uint256[] memory takerTokenAmounts
|
||||
) internal view returns (bool stable) {
|
||||
uint256 numSamples = takerTokenAmounts.length;
|
||||
(, stable) = router.getAmountOut(takerTokenAmounts[numSamples - 1], takerToken, makerToken);
|
||||
}
|
||||
}
|
||||
@@ -1,7 +1,7 @@
|
||||
// SPDX-License-Identifier: Apache-2.0
|
||||
/*
|
||||
|
||||
Copyright 2021 ZeroEx Intl.
|
||||
Copyright 2022 ZeroEx Intl.
|
||||
|
||||
Licensed under the Apache License, Version 2.0 (the "License");
|
||||
you may not use this file except in compliance with the License.
|
||||
@@ -18,28 +18,26 @@
|
||||
*/
|
||||
|
||||
pragma solidity ^0.6;
|
||||
pragma experimental ABIEncoderV2;
|
||||
|
||||
interface IBancorV3 {
|
||||
|
||||
interface ISmoothy {
|
||||
/**
|
||||
* @dev returns the output amount when trading by providing the source amount
|
||||
*/
|
||||
function tradeOutputBySourceAmount(
|
||||
address sourceToken,
|
||||
address targetToken,
|
||||
uint256 sourceAmount
|
||||
) external view returns (uint256);
|
||||
|
||||
function getBalance (
|
||||
uint256 tid
|
||||
)
|
||||
external
|
||||
view
|
||||
returns (uint256 balance);
|
||||
/**
|
||||
* @dev returns the input amount when trading by providing the target amount
|
||||
*/
|
||||
function tradeInputByTargetAmount(
|
||||
address sourceToken,
|
||||
address targetToken,
|
||||
uint256 targetAmount
|
||||
) external view returns (uint256);
|
||||
|
||||
function _yBalances (
|
||||
uint256 tid
|
||||
)
|
||||
external
|
||||
view
|
||||
returns (uint256 balance);
|
||||
|
||||
function getTokenStats (
|
||||
uint256 tid
|
||||
)
|
||||
external
|
||||
view
|
||||
returns (uint256 softWeight, uint256 hardWeight, uint256 balance, uint256 decimals);
|
||||
}
|
||||
}
|
||||
@@ -1,96 +0,0 @@
|
||||
// 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;
|
||||
|
||||
// Keepin everything together
|
||||
interface IKyberNetwork {
|
||||
|
||||
|
||||
}
|
||||
|
||||
|
||||
interface IKyberNetworkProxy {
|
||||
|
||||
function getExpectedRateAfterFee(
|
||||
address src,
|
||||
address dest,
|
||||
uint256 srcQty,
|
||||
uint256 platformFeeBps,
|
||||
bytes calldata hint
|
||||
)
|
||||
external
|
||||
view
|
||||
returns (uint256 expectedRate);
|
||||
}
|
||||
|
||||
interface IKyberHintHandler {
|
||||
|
||||
enum TradeType {BestOfAll, MaskIn, MaskOut, Split}
|
||||
|
||||
enum ProcessWithRate {NotRequired, Required}
|
||||
|
||||
function getTradingReserves(
|
||||
address tokenSrc,
|
||||
address tokenDest,
|
||||
bool isTokenToToken,
|
||||
bytes calldata hint
|
||||
)
|
||||
external
|
||||
view
|
||||
returns (
|
||||
bytes32[] memory reserveIds,
|
||||
uint256[] memory splitValuesBps,
|
||||
ProcessWithRate processWithRate
|
||||
);
|
||||
|
||||
function buildTokenToEthHint(
|
||||
address tokenSrc,
|
||||
TradeType tokenToEthType,
|
||||
bytes32[] calldata tokenToEthReserveIds,
|
||||
uint256[] calldata tokenToEthSplits
|
||||
)
|
||||
external
|
||||
view
|
||||
returns (bytes memory hint);
|
||||
|
||||
function buildEthToTokenHint(
|
||||
address tokenDest,
|
||||
TradeType ethToTokenType,
|
||||
bytes32[] calldata ethToTokenReserveIds,
|
||||
uint256[] calldata ethToTokenSplits
|
||||
)
|
||||
external
|
||||
view
|
||||
returns (bytes memory hint);
|
||||
|
||||
function buildTokenToTokenHint(
|
||||
address tokenSrc,
|
||||
TradeType tokenToEthType,
|
||||
bytes32[] calldata tokenToEthReserveIds,
|
||||
uint256[] calldata tokenToEthSplits,
|
||||
address tokenDest,
|
||||
TradeType ethToTokenType,
|
||||
bytes32[] calldata ethToTokenReserveIds,
|
||||
uint256[] calldata ethToTokenSplits
|
||||
)
|
||||
external
|
||||
view
|
||||
returns (bytes memory hint);
|
||||
}
|
||||
@@ -1,6 +1,6 @@
|
||||
{
|
||||
"name": "@0x/asset-swapper",
|
||||
"version": "16.60.0",
|
||||
"version": "16.64.0",
|
||||
"engines": {
|
||||
"node": ">=6.12"
|
||||
},
|
||||
@@ -34,12 +34,13 @@
|
||||
"contracts:gen": "contracts-gen generate",
|
||||
"contracts:copy": "contracts-gen copy",
|
||||
"publish:private": "yarn build && gitpkg publish",
|
||||
"sampler-size": "jq .compilerOutput.evm.deployedBytecode.object -- test/generated-artifacts/ERC20BridgeSampler.json | echo $(( $(wc -c) / 2 - 1 ))"
|
||||
"sampler-size": "jq .compilerOutput.evm.deployedBytecode.object -- test/generated-artifacts/ERC20BridgeSampler.json | echo $(( $(wc -c) / 2 - 1 ))",
|
||||
"list:deps": "yarn lerna list -l"
|
||||
},
|
||||
"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|BalancerV2BatchSampler|BalancerV2Common|BalancerV2Sampler|BancorSampler|CompoundSampler|CurveSampler|DODOSampler|DODOV2Sampler|ERC20BridgeSampler|FakeTaker|GMXSampler|IBalancer|IBalancerV2Vault|IBancor|ICurve|IGMX|IKyberNetwork|IMStable|IMooniswap|IMultiBridge|IPlatypus|IShell|ISmoothy|IUniswapExchangeQuotes|IUniswapV2Router01|KyberDmmSampler|KyberSampler|LidoSampler|LiquidityProviderSampler|MStableSampler|MakerPSMSampler|MooniswapSampler|NativeOrderSampler|PlatypusSampler|SamplerUtils|ShellSampler|SmoothySampler|TestNativeOrderSampler|TwoHopSampler|UniswapSampler|UniswapV2Sampler|UniswapV3Sampler|UtilitySampler).json",
|
||||
"abis": "./test/generated-artifacts/@(ApproximateBuys|BalanceChecker|BalancerSampler|BalancerV2BatchSampler|BalancerV2Common|BalancerV2Sampler|BancorSampler|BancorV3Sampler|CompoundSampler|CurveSampler|DODOSampler|DODOV2Sampler|ERC20BridgeSampler|FakeTaker|GMXSampler|IBalancer|IBalancerV2Vault|IBancor|IBancorV3|ICurve|IGMX|IMStable|IMooniswap|IMultiBridge|IPlatypus|IShell|IUniswapExchangeQuotes|IUniswapV2Router01|KyberDmmSampler|LidoSampler|LiquidityProviderSampler|MStableSampler|MakerPSMSampler|MooniswapSampler|NativeOrderSampler|PlatypusSampler|SamplerUtils|ShellSampler|SynthetixSampler|TestNativeOrderSampler|TwoHopSampler|UniswapSampler|UniswapV2Sampler|UniswapV3Sampler|UtilitySampler|VelodromeSampler).json",
|
||||
"postpublish": {
|
||||
"assets": []
|
||||
}
|
||||
@@ -60,21 +61,19 @@
|
||||
"dependencies": {
|
||||
"@0x/assert": "^3.0.34",
|
||||
"@0x/base-contract": "^6.5.0",
|
||||
"@0x/contract-addresses": "^6.14.0",
|
||||
"@0x/contract-wrappers": "^13.20.2",
|
||||
"@0x/contracts-erc20": "^3.3.30",
|
||||
"@0x/contracts-zero-ex": "^0.33.0",
|
||||
"@0x/contract-addresses": "^6.17.0",
|
||||
"@0x/contract-wrappers": "^13.20.5",
|
||||
"@0x/contracts-erc20": "^3.3.33",
|
||||
"@0x/contracts-zero-ex": "^0.36.0",
|
||||
"@0x/dev-utils": "^4.2.14",
|
||||
"@0x/json-schemas": "^6.4.4",
|
||||
"@0x/neon-router": "^0.3.5",
|
||||
"@0x/protocol-utils": "^11.13.0",
|
||||
"@0x/protocol-utils": "^11.16.0",
|
||||
"@0x/quote-server": "^6.0.6",
|
||||
"@0x/types": "^3.3.6",
|
||||
"@0x/typescript-typings": "^5.3.1",
|
||||
"@0x/utils": "^6.5.3",
|
||||
"@0x/web3-wrapper": "^7.6.5",
|
||||
"@balancer-labs/sdk": "^0.1.6",
|
||||
"@balancer-labs/sor": "0.3.2",
|
||||
"@balancer-labs/sdk": "0.1.6",
|
||||
"@bancor/sdk": "0.2.9",
|
||||
"@ethersproject/abi": "^5.0.1",
|
||||
"@ethersproject/address": "^5.0.1",
|
||||
@@ -83,27 +82,19 @@
|
||||
"@ethersproject/strings": "^5.0.10",
|
||||
"axios": "^0.21.1",
|
||||
"axios-mock-adapter": "^1.19.0",
|
||||
"balancer-labs-sor-v1": "npm:@balancer-labs/sor@0.3.2",
|
||||
"cream-sor": "^0.3.3",
|
||||
"decimal.js": "^10.2.0",
|
||||
"ethereum-types": "^3.7.0",
|
||||
"ethereumjs-util": "^7.0.10",
|
||||
"fast-abi": "^0.0.4",
|
||||
"graphql": "^15.4.0",
|
||||
"graphql-request": "^3.4.0",
|
||||
"heartbeats": "^5.0.1",
|
||||
"lodash": "^4.17.11",
|
||||
"sorV2": "npm:@balancer-labs/sor"
|
||||
"lodash": "^4.17.11"
|
||||
},
|
||||
"devDependencies": {
|
||||
"@0x/abi-gen": "^5.8.0",
|
||||
"@0x/contracts-asset-proxy": "^3.7.19",
|
||||
"@0x/contracts-exchange": "^3.2.38",
|
||||
"@0x/contracts-exchange-libs": "^4.3.37",
|
||||
"@0x/contracts-gen": "^2.0.46",
|
||||
"@0x/contracts-test-utils": "^5.4.21",
|
||||
"@0x/contracts-utils": "^4.8.11",
|
||||
"@0x/mesh-rpc-client": "^9.4.2",
|
||||
"@0x/migrations": "^8.1.19",
|
||||
"@0x/contracts-test-utils": "^5.4.24",
|
||||
"@0x/sol-compiler": "^4.8.1",
|
||||
"@0x/subproviders": "^6.6.5",
|
||||
"@0x/ts-doc-gen": "^0.0.28",
|
||||
@@ -117,7 +108,6 @@
|
||||
"chai-bignumber": "^3.0.0",
|
||||
"dirty-chai": "^2.0.1",
|
||||
"gitpkg": "https://github.com/0xProject/gitpkg.git",
|
||||
"make-promises-safe": "^1.1.0",
|
||||
"mocha": "^6.2.0",
|
||||
"npm-run-all": "^4.1.2",
|
||||
"nyc": "^11.0.1",
|
||||
|
||||
@@ -4,7 +4,7 @@ export {
|
||||
ContractTxFunctionObj,
|
||||
SendTransactionOpts,
|
||||
} from '@0x/base-contract';
|
||||
export { ContractAddresses } from '@0x/contract-addresses';
|
||||
export { ContractAddresses, ChainId, getContractAddressesForChainOrThrow } from '@0x/contract-addresses';
|
||||
export {
|
||||
V4RFQFirmQuote,
|
||||
V4RFQIndicativeQuote,
|
||||
@@ -132,6 +132,7 @@ export {
|
||||
BUY_SOURCE_FILTER_BY_CHAIN_ID,
|
||||
SELL_SOURCE_FILTER_BY_CHAIN_ID,
|
||||
NATIVE_FEE_TOKEN_BY_CHAIN_ID,
|
||||
ZERO_AMOUNT,
|
||||
} from './utils/market_operation_utils/constants';
|
||||
export {
|
||||
Parameters,
|
||||
@@ -141,7 +142,6 @@ export {
|
||||
export {
|
||||
BalancerFillData,
|
||||
BancorFillData,
|
||||
CollapsedFill,
|
||||
CurveFillData,
|
||||
CurveFunctionSelectors,
|
||||
CurveInfo,
|
||||
@@ -150,25 +150,27 @@ export {
|
||||
ERC20BridgeSource,
|
||||
ExchangeProxyOverhead,
|
||||
FeeSchedule,
|
||||
GasSchedule,
|
||||
Fill,
|
||||
FillAdjustor,
|
||||
FillData,
|
||||
GetMarketOrdersRfqOpts,
|
||||
KyberFillData,
|
||||
LiquidityProviderFillData,
|
||||
LiquidityProviderRegistry,
|
||||
MarketDepth,
|
||||
MarketDepthSide,
|
||||
MooniswapFillData,
|
||||
MultiHopFillData,
|
||||
NativeCollapsedFill,
|
||||
NativeRfqOrderFillData,
|
||||
NativeLimitOrderFillData,
|
||||
NativeFillData,
|
||||
OptimizedMarketOrder,
|
||||
SourceQuoteOperation,
|
||||
TokenAdjacencyGraph,
|
||||
UniswapV2FillData,
|
||||
} from './utils/market_operation_utils/types';
|
||||
|
||||
export { TokenAdjacencyGraph, TokenAdjacencyGraphBuilder } from './utils/token_adjacency_graph';
|
||||
export { IdentityFillAdjustor } from './utils/market_operation_utils/identity_fill_adjustor';
|
||||
export { ProtocolFeeUtils } from './utils/protocol_fee_utils';
|
||||
export {
|
||||
BridgeQuoteReportEntry,
|
||||
@@ -192,3 +194,5 @@ export type Native = ERC20BridgeSource.Native;
|
||||
export type MultiHop = ERC20BridgeSource.MultiHop;
|
||||
|
||||
export { rfqtMocker, RfqtQuoteEndpoint } from './utils/rfqt_mocker';
|
||||
|
||||
export { adjustOutput } from './utils/market_operation_utils/fills';
|
||||
|
||||
@@ -32,16 +32,13 @@ import {
|
||||
import { assert } from '../utils/assert';
|
||||
import {
|
||||
CURVE_LIQUIDITY_PROVIDER_BY_CHAIN_ID,
|
||||
MOONISWAP_LIQUIDITY_PROVIDER_BY_CHAIN_ID,
|
||||
NATIVE_FEE_TOKEN_BY_CHAIN_ID,
|
||||
} from '../utils/market_operation_utils/constants';
|
||||
import { poolEncoder } from '../utils/market_operation_utils/orders';
|
||||
import {
|
||||
CurveFillData,
|
||||
ERC20BridgeSource,
|
||||
FinalUniswapV3FillData,
|
||||
LiquidityProviderFillData,
|
||||
MooniswapFillData,
|
||||
NativeRfqOrderFillData,
|
||||
OptimizedMarketBridgeOrder,
|
||||
OptimizedMarketOrder,
|
||||
@@ -75,9 +72,7 @@ const PANCAKE_SWAP_FORKS = [
|
||||
ERC20BridgeSource.BakerySwap,
|
||||
ERC20BridgeSource.SushiSwap,
|
||||
ERC20BridgeSource.ApeSwap,
|
||||
ERC20BridgeSource.CafeSwap,
|
||||
ERC20BridgeSource.CheeseSwap,
|
||||
ERC20BridgeSource.JulSwap,
|
||||
];
|
||||
const FAKE_PROVIDER: any = {
|
||||
sendAsync(): void {
|
||||
@@ -222,9 +217,7 @@ export class ExchangeProxySwapQuoteConsumer implements SwapQuoteConsumerBase {
|
||||
ERC20BridgeSource.BakerySwap,
|
||||
ERC20BridgeSource.SushiSwap,
|
||||
ERC20BridgeSource.ApeSwap,
|
||||
ERC20BridgeSource.CafeSwap,
|
||||
ERC20BridgeSource.CheeseSwap,
|
||||
ERC20BridgeSource.JulSwap,
|
||||
])
|
||||
) {
|
||||
const source = slippedOrders[0].source;
|
||||
@@ -286,7 +279,7 @@ export class ExchangeProxySwapQuoteConsumer implements SwapQuoteConsumerBase {
|
||||
// ETH buy/sell is supported
|
||||
![sellToken, buyToken].includes(NATIVE_FEE_TOKEN_BY_CHAIN_ID[ChainId.Mainnet])
|
||||
) {
|
||||
const fillData = slippedOrders[0].fills[0].fillData as CurveFillData;
|
||||
const fillData = slippedOrders[0].fillData as CurveFillData;
|
||||
return {
|
||||
calldataHexString: this._exchangeProxy
|
||||
.sellToLiquidityProvider(
|
||||
@@ -311,30 +304,6 @@ export class ExchangeProxySwapQuoteConsumer implements SwapQuoteConsumerBase {
|
||||
};
|
||||
}
|
||||
|
||||
if (
|
||||
this.chainId === ChainId.Mainnet &&
|
||||
isDirectSwapCompatible(quote, optsWithDefaults, [ERC20BridgeSource.Mooniswap])
|
||||
) {
|
||||
const fillData = slippedOrders[0].fills[0].fillData as MooniswapFillData;
|
||||
return {
|
||||
calldataHexString: this._exchangeProxy
|
||||
.sellToLiquidityProvider(
|
||||
isFromETH ? ETH_TOKEN_ADDRESS : sellToken,
|
||||
isToETH ? ETH_TOKEN_ADDRESS : buyToken,
|
||||
MOONISWAP_LIQUIDITY_PROVIDER_BY_CHAIN_ID[this.chainId],
|
||||
NULL_ADDRESS,
|
||||
sellAmount,
|
||||
minBuyAmount,
|
||||
poolEncoder.encode([fillData.poolAddress]),
|
||||
)
|
||||
.getABIEncodedTransactionData(),
|
||||
ethAmount: isFromETH ? sellAmount : ZERO_AMOUNT,
|
||||
toAddress: this._exchangeProxy.address,
|
||||
allowanceTarget: this.contractAddresses.exchangeProxy,
|
||||
gasOverhead: ZERO_AMOUNT,
|
||||
};
|
||||
}
|
||||
|
||||
// RFQT VIP
|
||||
if (
|
||||
[ChainId.Mainnet, ChainId.Polygon].includes(this.chainId) &&
|
||||
|
||||
@@ -33,8 +33,8 @@ import { DexOrderSampler } from './utils/market_operation_utils/sampler';
|
||||
import { SourceFilters } from './utils/market_operation_utils/source_filters';
|
||||
import {
|
||||
ERC20BridgeSource,
|
||||
FeeSchedule,
|
||||
FillData,
|
||||
GasSchedule,
|
||||
GetMarketOrdersOpts,
|
||||
MarketDepth,
|
||||
MarketDepthSide,
|
||||
@@ -366,9 +366,11 @@ export class SwapQuoter {
|
||||
const calcOpts: GetMarketOrdersOpts = {
|
||||
...cloneOpts,
|
||||
gasPrice,
|
||||
feeSchedule: _.mapValues(opts.feeSchedule, gasCost => (fillData: FillData) =>
|
||||
gasCost === undefined ? 0 : gasPrice.times(gasCost(fillData)),
|
||||
),
|
||||
feeSchedule: _.mapValues(opts.gasSchedule, gasCost => (fillData: FillData) => {
|
||||
const gas = gasCost ? gasCost(fillData) : 0;
|
||||
const fee = gasPrice.times(gas);
|
||||
return { gas, fee };
|
||||
}),
|
||||
exchangeProxyOverhead: flags => gasPrice.times(opts.exchangeProxyOverhead(flags)),
|
||||
};
|
||||
// pass the QuoteRequestor on if rfqt enabled
|
||||
@@ -502,7 +504,7 @@ function createSwapQuote(
|
||||
operation: MarketOperation,
|
||||
assetFillAmount: BigNumber,
|
||||
gasPrice: BigNumber,
|
||||
gasSchedule: FeeSchedule,
|
||||
gasSchedule: GasSchedule,
|
||||
slippage: number,
|
||||
): SwapQuote {
|
||||
const {
|
||||
@@ -562,7 +564,7 @@ function calculateQuoteInfo(
|
||||
operation: MarketOperation,
|
||||
assetFillAmount: BigNumber,
|
||||
gasPrice: BigNumber,
|
||||
gasSchedule: FeeSchedule,
|
||||
gasSchedule: GasSchedule,
|
||||
slippage: number,
|
||||
): { bestCaseQuoteInfo: SwapQuoteInfo; worstCaseQuoteInfo: SwapQuoteInfo; sourceBreakdown: SwapQuoteOrdersBreakdown } {
|
||||
const bestCaseFillResult = simulateBestCaseFill({
|
||||
@@ -591,25 +593,23 @@ function calculateQuoteInfo(
|
||||
function calculateTwoHopQuoteInfo(
|
||||
optimizedOrders: OptimizedMarketOrder[],
|
||||
operation: MarketOperation,
|
||||
gasSchedule: FeeSchedule,
|
||||
gasSchedule: GasSchedule,
|
||||
slippage: number,
|
||||
): { bestCaseQuoteInfo: SwapQuoteInfo; worstCaseQuoteInfo: SwapQuoteInfo; sourceBreakdown: SwapQuoteOrdersBreakdown } {
|
||||
const [firstHopOrder, secondHopOrder] = optimizedOrders;
|
||||
const [firstHopFill] = firstHopOrder.fills;
|
||||
const [secondHopFill] = secondHopOrder.fills;
|
||||
const gas = new BigNumber(
|
||||
gasSchedule[ERC20BridgeSource.MultiHop]!({
|
||||
firstHopSource: _.pick(firstHopFill, 'source', 'fillData'),
|
||||
secondHopSource: _.pick(secondHopFill, 'source', 'fillData'),
|
||||
firstHopSource: _.pick(firstHopOrder, 'source', 'fillData'),
|
||||
secondHopSource: _.pick(secondHopOrder, 'source', 'fillData'),
|
||||
}),
|
||||
).toNumber();
|
||||
const isSell = operation === MarketOperation.Sell;
|
||||
|
||||
return {
|
||||
bestCaseQuoteInfo: {
|
||||
makerAmount: isSell ? secondHopFill.output : secondHopFill.input,
|
||||
takerAmount: isSell ? firstHopFill.input : firstHopFill.output,
|
||||
totalTakerAmount: isSell ? firstHopFill.input : firstHopFill.output,
|
||||
makerAmount: isSell ? secondHopOrder.fill.output : secondHopOrder.fill.input,
|
||||
takerAmount: isSell ? firstHopOrder.fill.input : firstHopOrder.fill.output,
|
||||
totalTakerAmount: isSell ? firstHopOrder.fill.input : firstHopOrder.fill.output,
|
||||
feeTakerTokenAmount: constants.ZERO_AMOUNT,
|
||||
protocolFeeInWeiAmount: constants.ZERO_AMOUNT,
|
||||
gas,
|
||||
@@ -635,7 +635,7 @@ function calculateTwoHopQuoteInfo(
|
||||
[ERC20BridgeSource.MultiHop]: {
|
||||
proportion: new BigNumber(1),
|
||||
intermediateToken: secondHopOrder.takerToken,
|
||||
hops: [firstHopFill.source, secondHopFill.source],
|
||||
hops: [firstHopOrder.source, secondHopOrder.source],
|
||||
},
|
||||
},
|
||||
};
|
||||
|
||||
@@ -17,11 +17,13 @@ import {
|
||||
GetMarketOrdersOpts,
|
||||
LiquidityProviderRegistry,
|
||||
OptimizedMarketOrder,
|
||||
TokenAdjacencyGraph,
|
||||
} from './utils/market_operation_utils/types';
|
||||
export { SamplerMetrics } from './utils/market_operation_utils/types';
|
||||
import { ExtendedQuoteReportSources, PriceComparisonsReport, QuoteReport } from './utils/quote_report_generator';
|
||||
import { MetricsProxy } from './utils/quote_requestor';
|
||||
import { TokenAdjacencyGraph } from './utils/token_adjacency_graph';
|
||||
|
||||
export type Address = string;
|
||||
|
||||
/**
|
||||
* expiryBufferMs: The number of seconds to add when calculating whether an order is expired or not. Defaults to 300s (5m).
|
||||
|
||||
@@ -1,5 +1,5 @@
|
||||
import { ChainId } from '@0x/contract-addresses';
|
||||
import { BigNumber, NULL_BYTES } from '@0x/utils';
|
||||
import { BigNumber } from '@0x/utils';
|
||||
|
||||
import {
|
||||
ACRYPTOS_BSC_INFOS,
|
||||
@@ -7,9 +7,7 @@ import {
|
||||
BAKERYSWAP_ROUTER_BY_CHAIN_ID,
|
||||
BELT_BSC_INFOS,
|
||||
BISWAP_ROUTER_BY_CHAIN_ID,
|
||||
CAFESWAP_ROUTER_BY_CHAIN_ID,
|
||||
CHEESESWAP_ROUTER_BY_CHAIN_ID,
|
||||
COMETHSWAP_ROUTER_BY_CHAIN_ID,
|
||||
COMPONENT_POOLS_BY_CHAIN_ID,
|
||||
CRYPTO_COM_ROUTER_BY_CHAIN_ID,
|
||||
CURVE_AVALANCHE_INFOS,
|
||||
@@ -26,12 +24,10 @@ import {
|
||||
FIREBIRDONESWAP_BSC_INFOS,
|
||||
FIREBIRDONESWAP_POLYGON_INFOS,
|
||||
IRONSWAP_POLYGON_INFOS,
|
||||
JETSWAP_ROUTER_BY_CHAIN_ID,
|
||||
JULSWAP_ROUTER_BY_CHAIN_ID,
|
||||
KYBER_BANNED_RESERVES,
|
||||
KYBER_BRIDGED_LIQUIDITY_PREFIX,
|
||||
KNIGHTSWAP_ROUTER_BY_CHAIN_ID,
|
||||
MAX_DODOV2_POOLS_QUERIED,
|
||||
MAX_KYBER_RESERVES_QUERIED,
|
||||
MDEX_ROUTER_BY_CHAIN_ID,
|
||||
MESHSWAP_ROUTER_BY_CHAIN_ID,
|
||||
MOBIUSMONEY_CELO_INFOS,
|
||||
MORPHEUSSWAP_ROUTER_BY_CHAIN_ID,
|
||||
MSTABLE_POOLS_BY_CHAIN_ID,
|
||||
@@ -41,13 +37,10 @@ import {
|
||||
PANCAKESWAPV2_ROUTER_BY_CHAIN_ID,
|
||||
PANGOLIN_ROUTER_BY_CHAIN_ID,
|
||||
PLATYPUS_AVALANCHE_INFOS,
|
||||
POLYDEX_ROUTER_BY_CHAIN_ID,
|
||||
QUICKSWAP_ROUTER_BY_CHAIN_ID,
|
||||
SADDLE_MAINNET_INFOS,
|
||||
SHELL_POOLS_BY_CHAIN_ID,
|
||||
SHIBASWAP_ROUTER_BY_CHAIN_ID,
|
||||
SMOOTHY_BSC_INFOS,
|
||||
SMOOTHY_MAINNET_INFOS,
|
||||
SPIRITSWAP_ROUTER_BY_CHAIN_ID,
|
||||
SPOOKYSWAP_ROUTER_BY_CHAIN_ID,
|
||||
SUSHISWAP_ROUTER_BY_CHAIN_ID,
|
||||
@@ -66,32 +59,11 @@ import {
|
||||
} from './constants';
|
||||
import { CurveInfo, ERC20BridgeSource, PlatypusInfo } from './types';
|
||||
|
||||
/**
|
||||
* Filter Kyber reserves which should not be used (0xbb bridged reserves)
|
||||
* @param reserveId Kyber reserveId
|
||||
*/
|
||||
export function isAllowedKyberReserveId(reserveId: string): boolean {
|
||||
return (
|
||||
reserveId !== NULL_BYTES &&
|
||||
!reserveId.startsWith(KYBER_BRIDGED_LIQUIDITY_PREFIX) &&
|
||||
!KYBER_BANNED_RESERVES.includes(reserveId)
|
||||
);
|
||||
}
|
||||
|
||||
// tslint:disable-next-line: completed-docs ban-types
|
||||
export function isValidAddress(address: string | String): address is string {
|
||||
return (typeof address === 'string' || address instanceof String) && address.toString() !== NULL_ADDRESS;
|
||||
}
|
||||
|
||||
/**
|
||||
* Returns the offsets to be used to discover Kyber reserves
|
||||
*/
|
||||
export function getKyberOffsets(): BigNumber[] {
|
||||
return Array(MAX_KYBER_RESERVES_QUERIED)
|
||||
.fill(0)
|
||||
.map((_v, i) => new BigNumber(i));
|
||||
}
|
||||
|
||||
// tslint:disable completed-docs
|
||||
export function getDodoV2Offsets(): BigNumber[] {
|
||||
return Array(MAX_DODOV2_POOLS_QUERIED)
|
||||
@@ -350,30 +322,6 @@ 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.metaTokens === undefined) ||
|
||||
(c.tokens.includes(t) &&
|
||||
[makerToken, takerToken].filter(v => c.metaTokens?.includes(v)).length > 0),
|
||||
),
|
||||
);
|
||||
} else if (chainId === ChainId.Mainnet) {
|
||||
return Object.values(SMOOTHY_MAINNET_INFOS).filter(c =>
|
||||
[makerToken, takerToken].every(
|
||||
t =>
|
||||
(c.tokens.includes(t) && c.metaTokens === undefined) ||
|
||||
(c.tokens.includes(t) &&
|
||||
[makerToken, takerToken].filter(v => c.metaTokens?.includes(v)).length > 0),
|
||||
),
|
||||
);
|
||||
} else {
|
||||
return [];
|
||||
}
|
||||
}
|
||||
|
||||
export function getSaddleInfosForPair(chainId: ChainId, takerToken: string, makerToken: string): CurveInfo[] {
|
||||
if (chainId !== ChainId.Mainnet) {
|
||||
return [];
|
||||
@@ -481,7 +429,6 @@ export function getCurveLikeInfosForPair(
|
||||
| ERC20BridgeSource.Synapse
|
||||
| ERC20BridgeSource.Belt
|
||||
| ERC20BridgeSource.Ellipsis
|
||||
| ERC20BridgeSource.Smoothy
|
||||
| ERC20BridgeSource.Saddle
|
||||
| ERC20BridgeSource.IronSwap
|
||||
| ERC20BridgeSource.XSigma
|
||||
@@ -509,9 +456,6 @@ export function getCurveLikeInfosForPair(
|
||||
case ERC20BridgeSource.Ellipsis:
|
||||
pools = getEllipsisInfosForPair(chainId, takerToken, makerToken);
|
||||
break;
|
||||
case ERC20BridgeSource.Smoothy:
|
||||
pools = getSmoothyInfosForPair(chainId, takerToken, makerToken);
|
||||
break;
|
||||
case ERC20BridgeSource.Saddle:
|
||||
pools = getSaddleInfosForPair(chainId, takerToken, makerToken);
|
||||
break;
|
||||
@@ -550,16 +494,11 @@ export function uniswapV2LikeRouterAddress(
|
||||
| ERC20BridgeSource.PancakeSwapV2
|
||||
| ERC20BridgeSource.BakerySwap
|
||||
| ERC20BridgeSource.ApeSwap
|
||||
| ERC20BridgeSource.CafeSwap
|
||||
| ERC20BridgeSource.CheeseSwap
|
||||
| ERC20BridgeSource.JulSwap
|
||||
| ERC20BridgeSource.QuickSwap
|
||||
| ERC20BridgeSource.ComethSwap
|
||||
| ERC20BridgeSource.Dfyn
|
||||
| ERC20BridgeSource.WaultSwap
|
||||
| ERC20BridgeSource.Polydex
|
||||
| ERC20BridgeSource.ShibaSwap
|
||||
| ERC20BridgeSource.JetSwap
|
||||
| ERC20BridgeSource.TraderJoe
|
||||
| ERC20BridgeSource.Pangolin
|
||||
| ERC20BridgeSource.UbeSwap
|
||||
@@ -567,7 +506,10 @@ export function uniswapV2LikeRouterAddress(
|
||||
| ERC20BridgeSource.SpookySwap
|
||||
| ERC20BridgeSource.SpiritSwap
|
||||
| ERC20BridgeSource.BiSwap
|
||||
| ERC20BridgeSource.Yoshi,
|
||||
| ERC20BridgeSource.Yoshi
|
||||
| ERC20BridgeSource.MDex
|
||||
| ERC20BridgeSource.KnightSwap
|
||||
| ERC20BridgeSource.MeshSwap,
|
||||
): string {
|
||||
switch (source) {
|
||||
case ERC20BridgeSource.UniswapV2:
|
||||
@@ -584,26 +526,16 @@ export function uniswapV2LikeRouterAddress(
|
||||
return BAKERYSWAP_ROUTER_BY_CHAIN_ID[chainId];
|
||||
case ERC20BridgeSource.ApeSwap:
|
||||
return APESWAP_ROUTER_BY_CHAIN_ID[chainId];
|
||||
case ERC20BridgeSource.CafeSwap:
|
||||
return CAFESWAP_ROUTER_BY_CHAIN_ID[chainId];
|
||||
case ERC20BridgeSource.CheeseSwap:
|
||||
return CHEESESWAP_ROUTER_BY_CHAIN_ID[chainId];
|
||||
case ERC20BridgeSource.JulSwap:
|
||||
return JULSWAP_ROUTER_BY_CHAIN_ID[chainId];
|
||||
case ERC20BridgeSource.QuickSwap:
|
||||
return QUICKSWAP_ROUTER_BY_CHAIN_ID[chainId];
|
||||
case ERC20BridgeSource.ComethSwap:
|
||||
return COMETHSWAP_ROUTER_BY_CHAIN_ID[chainId];
|
||||
case ERC20BridgeSource.Dfyn:
|
||||
return DFYN_ROUTER_BY_CHAIN_ID[chainId];
|
||||
case ERC20BridgeSource.WaultSwap:
|
||||
return WAULTSWAP_ROUTER_BY_CHAIN_ID[chainId];
|
||||
case ERC20BridgeSource.Polydex:
|
||||
return POLYDEX_ROUTER_BY_CHAIN_ID[chainId];
|
||||
case ERC20BridgeSource.ShibaSwap:
|
||||
return SHIBASWAP_ROUTER_BY_CHAIN_ID[chainId];
|
||||
case ERC20BridgeSource.JetSwap:
|
||||
return JETSWAP_ROUTER_BY_CHAIN_ID[chainId];
|
||||
case ERC20BridgeSource.Pangolin:
|
||||
return PANGOLIN_ROUTER_BY_CHAIN_ID[chainId];
|
||||
case ERC20BridgeSource.TraderJoe:
|
||||
@@ -620,6 +552,12 @@ export function uniswapV2LikeRouterAddress(
|
||||
return BISWAP_ROUTER_BY_CHAIN_ID[chainId];
|
||||
case ERC20BridgeSource.Yoshi:
|
||||
return YOSHI_ROUTER_BY_CHAIN_ID[chainId];
|
||||
case ERC20BridgeSource.MeshSwap:
|
||||
return MESHSWAP_ROUTER_BY_CHAIN_ID[chainId];
|
||||
case ERC20BridgeSource.MDex:
|
||||
return MDEX_ROUTER_BY_CHAIN_ID[chainId];
|
||||
case ERC20BridgeSource.KnightSwap:
|
||||
return KNIGHTSWAP_ROUTER_BY_CHAIN_ID[chainId];
|
||||
default:
|
||||
throw new Error(`Unknown UniswapV2 like source ${source}`);
|
||||
}
|
||||
|
||||
@@ -48,7 +48,7 @@ export function getComparisonPrices(
|
||||
} else {
|
||||
try {
|
||||
const fillFeeInEth = new BigNumber(
|
||||
(feeSchedule[ERC20BridgeSource.Native] as FeeEstimate)({ type: FillQuoteTransformerOrderType.Rfq }),
|
||||
(feeSchedule[ERC20BridgeSource.Native] as FeeEstimate)({ type: FillQuoteTransformerOrderType.Rfq }).fee,
|
||||
);
|
||||
const exchangeProxyOverheadInEth = new BigNumber(exchangeProxyOverhead(SOURCE_FLAGS.RfqOrder));
|
||||
feeInEth = fillFeeInEth.plus(exchangeProxyOverheadInEth);
|
||||
|
||||
@@ -1,10 +1,11 @@
|
||||
import { ChainId, getContractAddressesForChainOrThrow } from '@0x/contract-addresses';
|
||||
import { FillQuoteTransformerOrderType } from '@0x/protocol-utils';
|
||||
import { BigNumber } from '@0x/utils';
|
||||
import { formatBytes32String } from '@ethersproject/strings';
|
||||
import { formatBytes32String, parseBytes32String } from '@ethersproject/strings';
|
||||
|
||||
import { TokenAdjacencyGraphBuilder } from '../token_adjacency_graph_builder';
|
||||
import { TokenAdjacencyGraph, TokenAdjacencyGraphBuilder } from '../token_adjacency_graph';
|
||||
|
||||
import { IdentityFillAdjustor } from './identity_fill_adjustor';
|
||||
import { SourceFilters } from './source_filters';
|
||||
import {
|
||||
AaveV2FillData,
|
||||
@@ -19,10 +20,11 @@ import {
|
||||
FeeSchedule,
|
||||
FillData,
|
||||
FinalUniswapV3FillData,
|
||||
GasSchedule,
|
||||
GeistFillData,
|
||||
GetMarketOrdersOpts,
|
||||
isFinalUniswapV3FillData,
|
||||
KyberSamplerOpts,
|
||||
LidoFillData,
|
||||
LidoInfo,
|
||||
LiquidityProviderFillData,
|
||||
LiquidityProviderRegistry,
|
||||
@@ -30,7 +32,7 @@ import {
|
||||
MultiHopFillData,
|
||||
PlatypusInfo,
|
||||
PsmInfo,
|
||||
TokenAdjacencyGraph,
|
||||
SynthetixFillData,
|
||||
UniswapV2FillData,
|
||||
UniswapV3FillData,
|
||||
} from './types';
|
||||
@@ -58,6 +60,7 @@ function valueByChainId<T>(rest: Partial<{ [key in ChainId]: T }>, defaultValue:
|
||||
[ChainId.Mainnet]: defaultValue,
|
||||
[ChainId.Ropsten]: defaultValue,
|
||||
[ChainId.Rinkeby]: defaultValue,
|
||||
[ChainId.Goerli]: defaultValue,
|
||||
[ChainId.Kovan]: defaultValue,
|
||||
[ChainId.Ganache]: defaultValue,
|
||||
[ChainId.BSC]: defaultValue,
|
||||
@@ -80,13 +83,12 @@ export const SELL_SOURCE_FILTER_BY_CHAIN_ID = valueByChainId<SourceFilters>(
|
||||
ERC20BridgeSource.Native,
|
||||
ERC20BridgeSource.Uniswap,
|
||||
ERC20BridgeSource.UniswapV2,
|
||||
ERC20BridgeSource.Kyber,
|
||||
ERC20BridgeSource.Curve,
|
||||
ERC20BridgeSource.Balancer,
|
||||
ERC20BridgeSource.BalancerV2,
|
||||
ERC20BridgeSource.Bancor,
|
||||
ERC20BridgeSource.BancorV3,
|
||||
ERC20BridgeSource.MStable,
|
||||
ERC20BridgeSource.Mooniswap,
|
||||
ERC20BridgeSource.SushiSwap,
|
||||
ERC20BridgeSource.Shell,
|
||||
ERC20BridgeSource.MultiHop,
|
||||
@@ -98,7 +100,6 @@ export const SELL_SOURCE_FILTER_BY_CHAIN_ID = valueByChainId<SourceFilters>(
|
||||
ERC20BridgeSource.Lido,
|
||||
ERC20BridgeSource.MakerPsm,
|
||||
ERC20BridgeSource.KyberDmm,
|
||||
ERC20BridgeSource.Smoothy,
|
||||
ERC20BridgeSource.Component,
|
||||
ERC20BridgeSource.Saddle,
|
||||
ERC20BridgeSource.XSigma,
|
||||
@@ -106,22 +107,29 @@ export const SELL_SOURCE_FILTER_BY_CHAIN_ID = valueByChainId<SourceFilters>(
|
||||
ERC20BridgeSource.CurveV2,
|
||||
ERC20BridgeSource.ShibaSwap,
|
||||
ERC20BridgeSource.Synapse,
|
||||
ERC20BridgeSource.Synthetix,
|
||||
// TODO: enable after FQT has been redeployed on Ethereum mainnet
|
||||
// ERC20BridgeSource.AaveV2,
|
||||
// ERC20BridgeSource.Compound,
|
||||
]),
|
||||
[ChainId.Ropsten]: new SourceFilters([
|
||||
ERC20BridgeSource.Kyber,
|
||||
ERC20BridgeSource.Native,
|
||||
ERC20BridgeSource.SushiSwap,
|
||||
ERC20BridgeSource.Uniswap,
|
||||
ERC20BridgeSource.UniswapV2,
|
||||
ERC20BridgeSource.UniswapV3,
|
||||
ERC20BridgeSource.Curve,
|
||||
ERC20BridgeSource.Mooniswap,
|
||||
]),
|
||||
[ChainId.Rinkeby]: new SourceFilters([ERC20BridgeSource.Native]),
|
||||
[ChainId.Kovan]: new SourceFilters([ERC20BridgeSource.Native]),
|
||||
[ChainId.Goerli]: new SourceFilters([
|
||||
ERC20BridgeSource.Native,
|
||||
ERC20BridgeSource.SushiSwap,
|
||||
ERC20BridgeSource.Uniswap,
|
||||
ERC20BridgeSource.UniswapV2,
|
||||
ERC20BridgeSource.UniswapV3,
|
||||
]),
|
||||
[ChainId.PolygonMumbai]: new SourceFilters([ERC20BridgeSource.Native, ERC20BridgeSource.UniswapV3]),
|
||||
[ChainId.Ganache]: new SourceFilters([ERC20BridgeSource.Native]),
|
||||
[ChainId.BSC]: new SourceFilters([
|
||||
ERC20BridgeSource.BakerySwap,
|
||||
@@ -136,23 +144,20 @@ export const SELL_SOURCE_FILTER_BY_CHAIN_ID = valueByChainId<SourceFilters>(
|
||||
ERC20BridgeSource.PancakeSwap,
|
||||
ERC20BridgeSource.PancakeSwapV2,
|
||||
ERC20BridgeSource.SushiSwap,
|
||||
ERC20BridgeSource.Smoothy,
|
||||
ERC20BridgeSource.ApeSwap,
|
||||
ERC20BridgeSource.CafeSwap,
|
||||
ERC20BridgeSource.CheeseSwap,
|
||||
ERC20BridgeSource.JulSwap,
|
||||
ERC20BridgeSource.LiquidityProvider,
|
||||
ERC20BridgeSource.WaultSwap,
|
||||
ERC20BridgeSource.FirebirdOneSwap,
|
||||
ERC20BridgeSource.JetSwap,
|
||||
ERC20BridgeSource.ACryptos,
|
||||
ERC20BridgeSource.KyberDmm,
|
||||
ERC20BridgeSource.BiSwap,
|
||||
ERC20BridgeSource.MDex,
|
||||
ERC20BridgeSource.KnightSwap,
|
||||
]),
|
||||
[ChainId.Polygon]: new SourceFilters([
|
||||
ERC20BridgeSource.SushiSwap,
|
||||
ERC20BridgeSource.QuickSwap,
|
||||
ERC20BridgeSource.ComethSwap,
|
||||
ERC20BridgeSource.Dfyn,
|
||||
ERC20BridgeSource.MStable,
|
||||
ERC20BridgeSource.Curve,
|
||||
@@ -160,18 +165,17 @@ export const SELL_SOURCE_FILTER_BY_CHAIN_ID = valueByChainId<SourceFilters>(
|
||||
ERC20BridgeSource.Dodo,
|
||||
ERC20BridgeSource.CurveV2,
|
||||
ERC20BridgeSource.WaultSwap,
|
||||
ERC20BridgeSource.Polydex,
|
||||
ERC20BridgeSource.ApeSwap,
|
||||
ERC20BridgeSource.FirebirdOneSwap,
|
||||
ERC20BridgeSource.BalancerV2,
|
||||
ERC20BridgeSource.KyberDmm,
|
||||
ERC20BridgeSource.LiquidityProvider,
|
||||
ERC20BridgeSource.MultiHop,
|
||||
ERC20BridgeSource.JetSwap,
|
||||
ERC20BridgeSource.IronSwap,
|
||||
ERC20BridgeSource.AaveV2,
|
||||
ERC20BridgeSource.UniswapV3,
|
||||
ERC20BridgeSource.Synapse,
|
||||
ERC20BridgeSource.MeshSwap,
|
||||
]),
|
||||
[ChainId.Avalanche]: new SourceFilters([
|
||||
ERC20BridgeSource.MultiHop,
|
||||
@@ -192,7 +196,6 @@ export const SELL_SOURCE_FILTER_BY_CHAIN_ID = valueByChainId<SourceFilters>(
|
||||
ERC20BridgeSource.Curve,
|
||||
ERC20BridgeSource.CurveV2,
|
||||
ERC20BridgeSource.Geist,
|
||||
ERC20BridgeSource.JetSwap,
|
||||
ERC20BridgeSource.MorpheusSwap,
|
||||
ERC20BridgeSource.SpiritSwap,
|
||||
ERC20BridgeSource.SpookySwap,
|
||||
@@ -212,6 +215,8 @@ export const SELL_SOURCE_FILTER_BY_CHAIN_ID = valueByChainId<SourceFilters>(
|
||||
ERC20BridgeSource.Curve,
|
||||
ERC20BridgeSource.CurveV2,
|
||||
ERC20BridgeSource.MultiHop,
|
||||
ERC20BridgeSource.Velodrome,
|
||||
ERC20BridgeSource.Synthetix,
|
||||
]),
|
||||
},
|
||||
new SourceFilters([]),
|
||||
@@ -226,13 +231,12 @@ export const BUY_SOURCE_FILTER_BY_CHAIN_ID = valueByChainId<SourceFilters>(
|
||||
ERC20BridgeSource.Native,
|
||||
ERC20BridgeSource.Uniswap,
|
||||
ERC20BridgeSource.UniswapV2,
|
||||
ERC20BridgeSource.Kyber,
|
||||
ERC20BridgeSource.Curve,
|
||||
ERC20BridgeSource.Balancer,
|
||||
ERC20BridgeSource.BalancerV2,
|
||||
// ERC20BridgeSource.Bancor, // FIXME: Bancor Buys not implemented in Sampler
|
||||
ERC20BridgeSource.BancorV3,
|
||||
ERC20BridgeSource.MStable,
|
||||
ERC20BridgeSource.Mooniswap,
|
||||
ERC20BridgeSource.Shell,
|
||||
ERC20BridgeSource.SushiSwap,
|
||||
ERC20BridgeSource.MultiHop,
|
||||
@@ -244,7 +248,6 @@ export const BUY_SOURCE_FILTER_BY_CHAIN_ID = valueByChainId<SourceFilters>(
|
||||
ERC20BridgeSource.CryptoCom,
|
||||
ERC20BridgeSource.MakerPsm,
|
||||
ERC20BridgeSource.KyberDmm,
|
||||
ERC20BridgeSource.Smoothy,
|
||||
ERC20BridgeSource.Component,
|
||||
ERC20BridgeSource.Saddle,
|
||||
ERC20BridgeSource.XSigma,
|
||||
@@ -252,20 +255,27 @@ export const BUY_SOURCE_FILTER_BY_CHAIN_ID = valueByChainId<SourceFilters>(
|
||||
ERC20BridgeSource.CurveV2,
|
||||
ERC20BridgeSource.ShibaSwap,
|
||||
ERC20BridgeSource.Synapse,
|
||||
ERC20BridgeSource.Synthetix,
|
||||
// TODO: enable after FQT has been redeployed on Ethereum mainnet
|
||||
// ERC20BridgeSource.AaveV2,
|
||||
// ERC20BridgeSource.Compound,
|
||||
]),
|
||||
[ChainId.Ropsten]: new SourceFilters([
|
||||
ERC20BridgeSource.Kyber,
|
||||
ERC20BridgeSource.Native,
|
||||
ERC20BridgeSource.SushiSwap,
|
||||
ERC20BridgeSource.Uniswap,
|
||||
ERC20BridgeSource.UniswapV2,
|
||||
ERC20BridgeSource.UniswapV3,
|
||||
ERC20BridgeSource.Curve,
|
||||
ERC20BridgeSource.Mooniswap,
|
||||
]),
|
||||
[ChainId.Goerli]: new SourceFilters([
|
||||
ERC20BridgeSource.Native,
|
||||
ERC20BridgeSource.SushiSwap,
|
||||
ERC20BridgeSource.Uniswap,
|
||||
ERC20BridgeSource.UniswapV2,
|
||||
ERC20BridgeSource.UniswapV3,
|
||||
]),
|
||||
[ChainId.PolygonMumbai]: new SourceFilters([ERC20BridgeSource.Native, ERC20BridgeSource.UniswapV3]),
|
||||
[ChainId.Rinkeby]: new SourceFilters([ERC20BridgeSource.Native]),
|
||||
[ChainId.Kovan]: new SourceFilters([ERC20BridgeSource.Native]),
|
||||
[ChainId.Ganache]: new SourceFilters([ERC20BridgeSource.Native]),
|
||||
@@ -282,24 +292,20 @@ export const BUY_SOURCE_FILTER_BY_CHAIN_ID = valueByChainId<SourceFilters>(
|
||||
ERC20BridgeSource.PancakeSwap,
|
||||
ERC20BridgeSource.PancakeSwapV2,
|
||||
ERC20BridgeSource.SushiSwap,
|
||||
ERC20BridgeSource.Smoothy,
|
||||
ERC20BridgeSource.ApeSwap,
|
||||
ERC20BridgeSource.CafeSwap,
|
||||
ERC20BridgeSource.CheeseSwap,
|
||||
ERC20BridgeSource.JulSwap,
|
||||
ERC20BridgeSource.LiquidityProvider,
|
||||
ERC20BridgeSource.WaultSwap,
|
||||
ERC20BridgeSource.FirebirdOneSwap,
|
||||
ERC20BridgeSource.JetSwap,
|
||||
ERC20BridgeSource.ACryptos,
|
||||
ERC20BridgeSource.KyberDmm,
|
||||
ERC20BridgeSource.Synapse,
|
||||
ERC20BridgeSource.BiSwap,
|
||||
ERC20BridgeSource.MDex,
|
||||
ERC20BridgeSource.KnightSwap,
|
||||
]),
|
||||
[ChainId.Polygon]: new SourceFilters([
|
||||
ERC20BridgeSource.SushiSwap,
|
||||
ERC20BridgeSource.QuickSwap,
|
||||
ERC20BridgeSource.ComethSwap,
|
||||
ERC20BridgeSource.Dfyn,
|
||||
ERC20BridgeSource.MStable,
|
||||
ERC20BridgeSource.Curve,
|
||||
@@ -307,18 +313,17 @@ export const BUY_SOURCE_FILTER_BY_CHAIN_ID = valueByChainId<SourceFilters>(
|
||||
ERC20BridgeSource.Dodo,
|
||||
ERC20BridgeSource.CurveV2,
|
||||
ERC20BridgeSource.WaultSwap,
|
||||
ERC20BridgeSource.Polydex,
|
||||
ERC20BridgeSource.ApeSwap,
|
||||
ERC20BridgeSource.FirebirdOneSwap,
|
||||
ERC20BridgeSource.BalancerV2,
|
||||
ERC20BridgeSource.KyberDmm,
|
||||
ERC20BridgeSource.LiquidityProvider,
|
||||
ERC20BridgeSource.MultiHop,
|
||||
ERC20BridgeSource.JetSwap,
|
||||
ERC20BridgeSource.IronSwap,
|
||||
ERC20BridgeSource.AaveV2,
|
||||
ERC20BridgeSource.UniswapV3,
|
||||
ERC20BridgeSource.Synapse,
|
||||
ERC20BridgeSource.MeshSwap,
|
||||
]),
|
||||
[ChainId.Avalanche]: new SourceFilters([
|
||||
ERC20BridgeSource.MultiHop,
|
||||
@@ -339,7 +344,6 @@ export const BUY_SOURCE_FILTER_BY_CHAIN_ID = valueByChainId<SourceFilters>(
|
||||
ERC20BridgeSource.Curve,
|
||||
ERC20BridgeSource.CurveV2,
|
||||
ERC20BridgeSource.Geist,
|
||||
ERC20BridgeSource.JetSwap,
|
||||
ERC20BridgeSource.MorpheusSwap,
|
||||
ERC20BridgeSource.SpiritSwap,
|
||||
ERC20BridgeSource.SpookySwap,
|
||||
@@ -359,6 +363,8 @@ export const BUY_SOURCE_FILTER_BY_CHAIN_ID = valueByChainId<SourceFilters>(
|
||||
ERC20BridgeSource.Curve,
|
||||
ERC20BridgeSource.CurveV2,
|
||||
ERC20BridgeSource.MultiHop,
|
||||
ERC20BridgeSource.Velodrome,
|
||||
ERC20BridgeSource.Synthetix,
|
||||
]),
|
||||
},
|
||||
new SourceFilters([]),
|
||||
@@ -377,6 +383,8 @@ export const FEE_QUOTE_SOURCES_BY_CHAIN_ID = valueByChainId<ERC20BridgeSource[]>
|
||||
[ChainId.Mainnet]: [ERC20BridgeSource.UniswapV2, ERC20BridgeSource.SushiSwap, ERC20BridgeSource.UniswapV3],
|
||||
[ChainId.BSC]: [ERC20BridgeSource.PancakeSwap, ERC20BridgeSource.Mooniswap, ERC20BridgeSource.SushiSwap],
|
||||
[ChainId.Ropsten]: [ERC20BridgeSource.UniswapV2, ERC20BridgeSource.SushiSwap],
|
||||
[ChainId.Goerli]: [ERC20BridgeSource.UniswapV2, ERC20BridgeSource.SushiSwap],
|
||||
[ChainId.PolygonMumbai]: [ERC20BridgeSource.UniswapV3],
|
||||
[ChainId.Polygon]: [ERC20BridgeSource.QuickSwap, ERC20BridgeSource.SushiSwap, ERC20BridgeSource.UniswapV3],
|
||||
[ChainId.Avalanche]: [ERC20BridgeSource.Pangolin, ERC20BridgeSource.TraderJoe, ERC20BridgeSource.SushiSwap],
|
||||
[ChainId.Fantom]: [ERC20BridgeSource.SpiritSwap, ERC20BridgeSource.SpookySwap, ERC20BridgeSource.SushiSwap],
|
||||
@@ -453,7 +461,13 @@ export const MAINNET_TOKENS = {
|
||||
EURS: '0xdb25f211ab05b1c97d595516f45794528a807ad8',
|
||||
sEUR: '0xd71ecff9342a5ced620049e616c5035f1db98620',
|
||||
sETH: '0x5e74c9036fb86bd7ecdcb084a0673efc32ea31cb',
|
||||
sJPY: '0xf6b1c627e95bfc3c1b4c9b825a032ff0fbf3e07d',
|
||||
sGBP: '0x97fe22e7341a0cd8db6f6c021a24dc8f4dad855f',
|
||||
sAUD: '0xf48e200eaf9906362bb1442fca31e0835773b8b4',
|
||||
sKRW: '0x269895a3df4d73b077fc823dd6da1b95f72aaf9b',
|
||||
sCHF: '0x0f83287ff768d1c1e17a42f44d644d7f22e8ee1d',
|
||||
stETH: '0xae7ab96520de3a18e5e111b5eaab095312d7fe84',
|
||||
wstETH: '0x7f39c581f595b53c5cb19bd0b3f8da6c935e2ca0',
|
||||
LINK: '0x514910771af9ca656af840dff83e8264ecf986ca',
|
||||
MANA: '0x0f5d2fb29fb7d3cfee444a200298f468908cc942',
|
||||
KNC: '0xdefa4e8a7bcba345f687a2f1456f5edd9ce97202',
|
||||
@@ -634,10 +648,6 @@ export const FANTOM_TOKENS = {
|
||||
gMIM: '0xc664fc7b8487a3e10824cda768c1d239f2403bbe',
|
||||
};
|
||||
|
||||
export const GEIST_FANTOM_POOLS = {
|
||||
lendingPool: '0x9fad24f572045c7869117160a571b2e50b10d068',
|
||||
};
|
||||
|
||||
export const OPTIMISM_TOKENS = {
|
||||
WETH: '0x4200000000000000000000000000000000000006',
|
||||
USDC: '0x7f5c764cbc14f9669b88837ca1490cca17c31607',
|
||||
@@ -646,6 +656,21 @@ export const OPTIMISM_TOKENS = {
|
||||
WBTC: '0x68f180fcce6836688e9084f035309e29bf0a2095',
|
||||
nETH: '0x809dc529f07651bd43a172e8db6f4a7a0d771036',
|
||||
sWETH: '0x121ab82b49b2bc4c7901ca46b8277962b4350204',
|
||||
// Synthetix synths:
|
||||
sAAVE: '0x00b8d5a5e1ac97cb4341c4bc4367443c8776e8d9',
|
||||
sAVAX: '0xb2b42b231c68cbb0b4bf2ffebf57782fd97d3da4',
|
||||
sBTC: '0x298b9b95708152ff6968aafd889c6586e9169f1d',
|
||||
sETH: '0xe405de8f52ba7559f9df3c368500b6e6ae6cee49',
|
||||
sEUR: '0xfbc4198702e81ae77c06d58f81b629bdf36f0a71',
|
||||
sLINK: '0xc5db22719a06418028a40a9b5e9a7c02959d0d08',
|
||||
sMATIC: '0x81ddfac111913d3d5218dea999216323b7cd6356',
|
||||
sSOL: '0x8b2f7ae8ca8ee8428b6d76de88326bb413db2766',
|
||||
sUNI: '0xf5a6115aa582fd1beea22bc93b7dc7a785f60d03',
|
||||
sUSD: '0x8c6f28f2f1a3c87f0f938b96d27520d9751ec8d9',
|
||||
};
|
||||
|
||||
export const GEIST_FANTOM_POOLS = {
|
||||
lendingPool: '0x9fad24f572045c7869117160a571b2e50b10d068',
|
||||
};
|
||||
|
||||
export const CURVE_POOLS = {
|
||||
@@ -750,10 +775,6 @@ export const CURVE_OPTIMISM_POOLS = {
|
||||
tri: '0x1337bedc9d22ecbe766df105c9623922a27963ec',
|
||||
};
|
||||
|
||||
export const SMOOTHY_POOLS = {
|
||||
syUSD: '0xe5859f4efc09027a9b718781dcb2c6910cac6e91',
|
||||
};
|
||||
|
||||
export const SADDLE_POOLS = {
|
||||
stablesV2: '0xaCb83E0633d6605c5001e2Ab59EF3C745547C8C7',
|
||||
bitcoinsV2: '0xdf3309771d2BF82cb2B6C56F9f5365C8bD97c4f2',
|
||||
@@ -866,6 +887,15 @@ export const DEFAULT_INTERMEDIATE_TOKENS_BY_CHAIN_ID = valueByChainId<string[]>(
|
||||
'0xad6d458402f60fd3bd25163575031acdce07538d', // DAI
|
||||
'0x07865c6e87b9f70255377e024ace6630c1eaa37f', // USDC
|
||||
],
|
||||
[ChainId.Goerli]: [
|
||||
getContractAddressesForChainOrThrow(ChainId.Goerli).etherToken,
|
||||
'0x11fE4B6AE13d2a6055C8D9cF65c55bac32B5d844', // DAI
|
||||
'0x07865c6E87B9F70255377e024ace6630C1Eaa37F', // USDC
|
||||
],
|
||||
[ChainId.PolygonMumbai]: [
|
||||
getContractAddressesForChainOrThrow(ChainId.PolygonMumbai).etherToken,
|
||||
'0xe6b8a5CF854791412c1f6EFC7CAf629f5Df1c747', // USDC
|
||||
],
|
||||
[ChainId.Polygon]: [
|
||||
POLYGON_TOKENS.WMATIC,
|
||||
POLYGON_TOKENS.WETH,
|
||||
@@ -873,7 +903,6 @@ export const DEFAULT_INTERMEDIATE_TOKENS_BY_CHAIN_ID = valueByChainId<string[]>(
|
||||
POLYGON_TOKENS.DAI,
|
||||
POLYGON_TOKENS.USDT,
|
||||
POLYGON_TOKENS.WBTC,
|
||||
POLYGON_TOKENS.nUSD,
|
||||
],
|
||||
[ChainId.Avalanche]: [
|
||||
AVALANCHE_TOKENS.WAVAX,
|
||||
@@ -918,61 +947,74 @@ export const DEFAULT_INTERMEDIATE_TOKENS_BY_CHAIN_ID = valueByChainId<string[]>(
|
||||
// attaching to a default intermediary token (stables or ETH etc) can have a large impact
|
||||
export const DEFAULT_TOKEN_ADJACENCY_GRAPH_BY_CHAIN_ID = valueByChainId<TokenAdjacencyGraph>(
|
||||
{
|
||||
[ChainId.Mainnet]: new TokenAdjacencyGraphBuilder({
|
||||
default: DEFAULT_INTERMEDIATE_TOKENS_BY_CHAIN_ID[ChainId.Mainnet],
|
||||
})
|
||||
[ChainId.Mainnet]: new TokenAdjacencyGraphBuilder(DEFAULT_INTERMEDIATE_TOKENS_BY_CHAIN_ID[ChainId.Mainnet])
|
||||
.tap(builder => {
|
||||
// Mirror Protocol
|
||||
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);
|
||||
builder.addBidirectional(MAINNET_TOKENS.cvxCRV, MAINNET_TOKENS.CRV);
|
||||
// Convex and FXS
|
||||
builder.add(MAINNET_TOKENS.cvxFXS, MAINNET_TOKENS.FXS).add(MAINNET_TOKENS.FXS, MAINNET_TOKENS.cvxFXS);
|
||||
builder.addBidirectional(MAINNET_TOKENS.cvxFXS, MAINNET_TOKENS.FXS);
|
||||
// FEI TRIBE liquid in UniV2
|
||||
builder.add(MAINNET_TOKENS.FEI, MAINNET_TOKENS.TRIBE).add(MAINNET_TOKENS.TRIBE, MAINNET_TOKENS.FEI);
|
||||
builder.addBidirectional(MAINNET_TOKENS.FEI, MAINNET_TOKENS.TRIBE);
|
||||
// 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);
|
||||
builder.addBidirectional(MAINNET_TOKENS.FRAX, MAINNET_TOKENS.FXS);
|
||||
builder.addBidirectional(MAINNET_TOKENS.FRAX, MAINNET_TOKENS.OHM);
|
||||
// REDACTED CARTEL
|
||||
builder
|
||||
.add(MAINNET_TOKENS.OHMV2, MAINNET_TOKENS.BTRFLY)
|
||||
.add(MAINNET_TOKENS.BTRFLY, MAINNET_TOKENS.OHMV2);
|
||||
builder.addBidirectional(MAINNET_TOKENS.OHMV2, MAINNET_TOKENS.BTRFLY);
|
||||
// Lido
|
||||
builder.addBidirectional(MAINNET_TOKENS.stETH, MAINNET_TOKENS.wstETH);
|
||||
// Synthetix Atomic Swap
|
||||
builder.addCompleteSubgraph([
|
||||
MAINNET_TOKENS.sBTC,
|
||||
MAINNET_TOKENS.sETH,
|
||||
MAINNET_TOKENS.sUSD,
|
||||
MAINNET_TOKENS.sEUR,
|
||||
MAINNET_TOKENS.sJPY,
|
||||
MAINNET_TOKENS.sGBP,
|
||||
MAINNET_TOKENS.sAUD,
|
||||
MAINNET_TOKENS.sKRW,
|
||||
MAINNET_TOKENS.sCHF,
|
||||
]);
|
||||
})
|
||||
// Build
|
||||
.build(),
|
||||
[ChainId.BSC]: new TokenAdjacencyGraphBuilder({
|
||||
default: DEFAULT_INTERMEDIATE_TOKENS_BY_CHAIN_ID[ChainId.BSC],
|
||||
}).build(),
|
||||
[ChainId.Polygon]: new TokenAdjacencyGraphBuilder({
|
||||
default: DEFAULT_INTERMEDIATE_TOKENS_BY_CHAIN_ID[ChainId.Polygon],
|
||||
})
|
||||
[ChainId.BSC]: new TokenAdjacencyGraphBuilder(DEFAULT_INTERMEDIATE_TOKENS_BY_CHAIN_ID[ChainId.BSC]).build(),
|
||||
[ChainId.Polygon]: new TokenAdjacencyGraphBuilder(DEFAULT_INTERMEDIATE_TOKENS_BY_CHAIN_ID[ChainId.Polygon])
|
||||
.tap(builder => {
|
||||
builder.add(POLYGON_TOKENS.QUICK, POLYGON_TOKENS.ANY).add(POLYGON_TOKENS.ANY, POLYGON_TOKENS.QUICK);
|
||||
builder.addBidirectional(POLYGON_TOKENS.QUICK, POLYGON_TOKENS.ANY);
|
||||
})
|
||||
.build(),
|
||||
[ChainId.Avalanche]: new TokenAdjacencyGraphBuilder({
|
||||
default: DEFAULT_INTERMEDIATE_TOKENS_BY_CHAIN_ID[ChainId.Avalanche],
|
||||
})
|
||||
[ChainId.Avalanche]: new TokenAdjacencyGraphBuilder(DEFAULT_INTERMEDIATE_TOKENS_BY_CHAIN_ID[ChainId.Avalanche])
|
||||
.tap(builder => {
|
||||
// Synapse nETH/aWETH pool
|
||||
builder
|
||||
.add(AVALANCHE_TOKENS.aWETH, AVALANCHE_TOKENS.nETH)
|
||||
.add(AVALANCHE_TOKENS.nETH, AVALANCHE_TOKENS.aWETH);
|
||||
builder.addBidirectional(AVALANCHE_TOKENS.aWETH, AVALANCHE_TOKENS.nETH);
|
||||
// Trader Joe MAG/MIM pool
|
||||
builder.add(AVALANCHE_TOKENS.MIM, AVALANCHE_TOKENS.MAG).add(AVALANCHE_TOKENS.MAG, AVALANCHE_TOKENS.MIM);
|
||||
builder.addBidirectional(AVALANCHE_TOKENS.MIM, AVALANCHE_TOKENS.MAG);
|
||||
})
|
||||
.build(),
|
||||
[ChainId.Fantom]: new TokenAdjacencyGraphBuilder(
|
||||
DEFAULT_INTERMEDIATE_TOKENS_BY_CHAIN_ID[ChainId.Fantom],
|
||||
).build(),
|
||||
[ChainId.Celo]: new TokenAdjacencyGraphBuilder(DEFAULT_INTERMEDIATE_TOKENS_BY_CHAIN_ID[ChainId.Celo]).build(),
|
||||
[ChainId.Optimism]: new TokenAdjacencyGraphBuilder(DEFAULT_INTERMEDIATE_TOKENS_BY_CHAIN_ID[ChainId.Optimism])
|
||||
.tap(builder => {
|
||||
// Synthetix Atomic Swap
|
||||
builder.addCompleteSubgraph([
|
||||
OPTIMISM_TOKENS.sAAVE,
|
||||
OPTIMISM_TOKENS.sAVAX,
|
||||
OPTIMISM_TOKENS.sBTC,
|
||||
OPTIMISM_TOKENS.sETH,
|
||||
OPTIMISM_TOKENS.sEUR,
|
||||
OPTIMISM_TOKENS.sLINK,
|
||||
OPTIMISM_TOKENS.sMATIC,
|
||||
OPTIMISM_TOKENS.sSOL,
|
||||
OPTIMISM_TOKENS.sUNI,
|
||||
OPTIMISM_TOKENS.sUSD,
|
||||
]);
|
||||
})
|
||||
.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(),
|
||||
[ChainId.Optimism]: new TokenAdjacencyGraphBuilder({
|
||||
default: DEFAULT_INTERMEDIATE_TOKENS_BY_CHAIN_ID[ChainId.Optimism],
|
||||
}).build(),
|
||||
},
|
||||
new TokenAdjacencyGraphBuilder({ default: [] }).build(),
|
||||
TokenAdjacencyGraph.getEmptyGraph(),
|
||||
);
|
||||
|
||||
export const NATIVE_FEE_TOKEN_BY_CHAIN_ID = valueByChainId<string>(
|
||||
@@ -981,6 +1023,8 @@ export const NATIVE_FEE_TOKEN_BY_CHAIN_ID = valueByChainId<string>(
|
||||
[ChainId.BSC]: getContractAddressesForChainOrThrow(ChainId.BSC).etherToken,
|
||||
[ChainId.Ganache]: getContractAddressesForChainOrThrow(ChainId.Ganache).etherToken,
|
||||
[ChainId.Ropsten]: getContractAddressesForChainOrThrow(ChainId.Ropsten).etherToken,
|
||||
[ChainId.Goerli]: getContractAddressesForChainOrThrow(ChainId.Goerli).etherToken,
|
||||
[ChainId.PolygonMumbai]: getContractAddressesForChainOrThrow(ChainId.PolygonMumbai).etherToken,
|
||||
[ChainId.Rinkeby]: getContractAddressesForChainOrThrow(ChainId.Rinkeby).etherToken,
|
||||
[ChainId.Kovan]: getContractAddressesForChainOrThrow(ChainId.Kovan).etherToken,
|
||||
[ChainId.Polygon]: getContractAddressesForChainOrThrow(ChainId.Polygon).etherToken,
|
||||
@@ -1592,39 +1636,6 @@ export const IRONSWAP_POLYGON_INFOS: { [name: string]: CurveInfo } = {
|
||||
},
|
||||
};
|
||||
|
||||
export const SMOOTHY_MAINNET_INFOS: { [name: string]: CurveInfo } = {
|
||||
[SMOOTHY_POOLS.syUSD]: {
|
||||
exchangeFunctionSelector: CurveFunctionSelectors.swap_uint256,
|
||||
sellQuoteFunctionSelector: CurveFunctionSelectors.get_swap_amount,
|
||||
buyQuoteFunctionSelector: CurveFunctionSelectors.None,
|
||||
poolAddress: SMOOTHY_POOLS.syUSD,
|
||||
tokens: [
|
||||
MAINNET_TOKENS.USDT,
|
||||
MAINNET_TOKENS.USDC,
|
||||
MAINNET_TOKENS.DAI,
|
||||
MAINNET_TOKENS.TUSD,
|
||||
MAINNET_TOKENS.sUSD,
|
||||
MAINNET_TOKENS.BUSD,
|
||||
MAINNET_TOKENS.PAX,
|
||||
MAINNET_TOKENS.GUSD,
|
||||
],
|
||||
metaTokens: undefined,
|
||||
gasSchedule: 190e3,
|
||||
},
|
||||
};
|
||||
|
||||
export const SMOOTHY_BSC_INFOS: { [name: string]: CurveInfo } = {
|
||||
[SMOOTHY_POOLS.syUSD]: {
|
||||
exchangeFunctionSelector: CurveFunctionSelectors.swap_uint256,
|
||||
sellQuoteFunctionSelector: CurveFunctionSelectors.get_swap_amount,
|
||||
buyQuoteFunctionSelector: CurveFunctionSelectors.None,
|
||||
poolAddress: SMOOTHY_POOLS.syUSD,
|
||||
tokens: [BSC_TOKENS.BUSD, BSC_TOKENS.USDT, BSC_TOKENS.USDC, BSC_TOKENS.DAI, BSC_TOKENS.PAX, BSC_TOKENS.UST],
|
||||
metaTokens: undefined,
|
||||
gasSchedule: 90e3,
|
||||
},
|
||||
};
|
||||
|
||||
export const NERVE_BSC_INFOS: { [name: string]: CurveInfo } = {
|
||||
[NERVE_POOLS.threePool]: {
|
||||
exchangeFunctionSelector: CurveFunctionSelectors.swap,
|
||||
@@ -1847,35 +1858,6 @@ export const PLATYPUS_AVALANCHE_INFOS: { [name: string]: PlatypusInfo } = {
|
||||
},
|
||||
};
|
||||
|
||||
/**
|
||||
* Kyber reserve prefixes
|
||||
* 0xff Fed price reserve
|
||||
* 0xaa Automated price reserve
|
||||
* 0xbb Bridged price reserve (i.e Uniswap/Curve)
|
||||
*/
|
||||
export const KYBER_BRIDGED_LIQUIDITY_PREFIX = '0xbb';
|
||||
export const KYBER_BANNED_RESERVES = ['0xff4f6e65426974205175616e7400000000000000000000000000000000000000'];
|
||||
export const MAX_KYBER_RESERVES_QUERIED = 5;
|
||||
export const KYBER_CONFIG_BY_CHAIN_ID = valueByChainId<KyberSamplerOpts>(
|
||||
{
|
||||
[ChainId.Mainnet]: {
|
||||
networkProxy: '0x9aab3f75489902f3a48495025729a0af77d4b11e',
|
||||
hintHandler: '0xa1C0Fa73c39CFBcC11ec9Eb1Afc665aba9996E2C',
|
||||
weth: MAINNET_TOKENS.WETH,
|
||||
},
|
||||
[ChainId.Ropsten]: {
|
||||
networkProxy: '0x818e6fecd516ecc3849daf6845e3ec868087b755',
|
||||
hintHandler: '0x63f773c026093eef988e803bdd5772dd235a8e71',
|
||||
weth: getContractAddressesForChainOrThrow(ChainId.Ropsten).etherToken,
|
||||
},
|
||||
},
|
||||
{
|
||||
networkProxy: NULL_ADDRESS,
|
||||
hintHandler: NULL_ADDRESS,
|
||||
weth: NULL_ADDRESS,
|
||||
},
|
||||
);
|
||||
|
||||
export const LIQUIDITY_PROVIDER_REGISTRY_BY_CHAIN_ID = valueByChainId<LiquidityProviderRegistry>(
|
||||
{
|
||||
[ChainId.Mainnet]: {
|
||||
@@ -1906,6 +1888,7 @@ export const UNISWAPV1_ROUTER_BY_CHAIN_ID = valueByChainId<string>(
|
||||
{
|
||||
[ChainId.Mainnet]: '0xc0a47dfe034b400b47bdad5fecda2621de6c4d95',
|
||||
[ChainId.Ropsten]: '0x9c83dce8ca20e9aaf9d3efc003b2ea62abc08351',
|
||||
[ChainId.Goerli]: '0x6Ce570d02D73d4c384b46135E87f8C592A8c86dA',
|
||||
},
|
||||
NULL_ADDRESS,
|
||||
);
|
||||
@@ -1914,6 +1897,7 @@ export const UNISWAPV2_ROUTER_BY_CHAIN_ID = valueByChainId<string>(
|
||||
{
|
||||
[ChainId.Mainnet]: '0xf164fc0ec4e93095b804a4795bbe1e041497b92a',
|
||||
[ChainId.Ropsten]: '0xf164fc0ec4e93095b804a4795bbe1e041497b92a',
|
||||
[ChainId.Goerli]: '0xf164fc0ec4e93095b804a4795bbe1e041497b92a',
|
||||
},
|
||||
NULL_ADDRESS,
|
||||
);
|
||||
@@ -1923,6 +1907,7 @@ export const SUSHISWAP_ROUTER_BY_CHAIN_ID = valueByChainId<string>(
|
||||
[ChainId.Mainnet]: '0xd9e1ce17f2641f24ae83637ab66a2cca9c378b9f',
|
||||
[ChainId.BSC]: '0x1b02da8cb0d097eb8d57a175b88c7d8b47997506',
|
||||
[ChainId.Ropsten]: '0x1b02da8cb0d097eb8d57a175b88c7d8b47997506',
|
||||
[ChainId.Goerli]: '0x1b02da8cb0d097eb8d57a175b88c7d8b47997506',
|
||||
[ChainId.Polygon]: '0x1b02da8cb0d097eb8d57a175b88c7d8b47997506',
|
||||
[ChainId.Avalanche]: '0x1b02da8cb0d097eb8d57a175b88c7d8b47997506',
|
||||
[ChainId.Fantom]: '0x1b02da8cb0d097eb8d57a175b88c7d8b47997506',
|
||||
@@ -1980,13 +1965,6 @@ export const MSTABLE_POOLS_BY_CHAIN_ID = valueByChainId(
|
||||
},
|
||||
);
|
||||
|
||||
export const OASIS_ROUTER_BY_CHAIN_ID = valueByChainId<string>(
|
||||
{
|
||||
[ChainId.Mainnet]: '0x5e3e0548935a83ad29fb2a9153d331dc6d49020f',
|
||||
},
|
||||
NULL_ADDRESS,
|
||||
);
|
||||
|
||||
export const KYBER_DMM_ROUTER_BY_CHAIN_ID = valueByChainId<string>(
|
||||
{
|
||||
[ChainId.Mainnet]: '0x1c87257f5e8609940bc751a07bb085bb7f8cdbe6',
|
||||
@@ -2005,9 +1983,22 @@ export const BISWAP_ROUTER_BY_CHAIN_ID = valueByChainId<string>(
|
||||
NULL_ADDRESS,
|
||||
);
|
||||
|
||||
export const MDEX_ROUTER_BY_CHAIN_ID = valueByChainId<string>(
|
||||
{
|
||||
[ChainId.BSC]: '0x7dae51bd3e3376b8c7c4900e9107f12be3af1ba8',
|
||||
},
|
||||
NULL_ADDRESS,
|
||||
);
|
||||
|
||||
export const KNIGHTSWAP_ROUTER_BY_CHAIN_ID = valueByChainId<string>(
|
||||
{
|
||||
[ChainId.BSC]: '0x05e61e0cdcd2170a76f9568a110cee3afdd6c46f',
|
||||
},
|
||||
NULL_ADDRESS,
|
||||
);
|
||||
|
||||
export const MOONISWAP_REGISTRIES_BY_CHAIN_ID = valueByChainId(
|
||||
{
|
||||
[ChainId.Mainnet]: ['0xbaf9a5d4b0052359326a6cdab54babaa3a3a9643'],
|
||||
[ChainId.BSC]: ['0xd41b24bba51fac0e4827b6f94c0d6ddeb183cd64'],
|
||||
},
|
||||
[] as string[],
|
||||
@@ -2077,17 +2068,23 @@ export const MAKER_PSM_INFO_BY_CHAIN_ID = valueByChainId<PsmInfo>(
|
||||
},
|
||||
);
|
||||
|
||||
export const MOONISWAP_LIQUIDITY_PROVIDER_BY_CHAIN_ID = valueByChainId<string>(
|
||||
export const BANCOR_REGISTRY_BY_CHAIN_ID = valueByChainId<string>(
|
||||
{
|
||||
[ChainId.Mainnet]: '0xa2033d6ba88756ce6a87584d69dc87bda9a4f889',
|
||||
[ChainId.Ropsten]: '0x87e0393aee0fb8c10b8653c6507c182264fe5a34',
|
||||
[ChainId.Mainnet]: '0x52Ae12ABe5D8BD778BD5397F99cA900624CfADD4',
|
||||
},
|
||||
NULL_ADDRESS,
|
||||
);
|
||||
|
||||
export const BANCOR_REGISTRY_BY_CHAIN_ID = valueByChainId<string>(
|
||||
export const BANCORV3_NETWORK_BY_CHAIN_ID = valueByChainId<string>(
|
||||
{
|
||||
[ChainId.Mainnet]: '0x52Ae12ABe5D8BD778BD5397F99cA900624CfADD4',
|
||||
[ChainId.Mainnet]: '0xeef417e1d5cc832e619ae18d2f140de2999dd4fb',
|
||||
},
|
||||
NULL_ADDRESS,
|
||||
);
|
||||
|
||||
export const BANCORV3_NETWORK_INFO_BY_CHAIN_ID = valueByChainId<string>(
|
||||
{
|
||||
[ChainId.Mainnet]: '0x8e303d296851b320e6a697bacb979d13c9d6e760',
|
||||
},
|
||||
NULL_ADDRESS,
|
||||
);
|
||||
@@ -2167,11 +2164,13 @@ export const BEETHOVEN_X_VAULT_ADDRESS_BY_CHAIN = valueByChainId<string>(
|
||||
export const LIDO_INFO_BY_CHAIN = valueByChainId<LidoInfo>(
|
||||
{
|
||||
[ChainId.Mainnet]: {
|
||||
stEthToken: '0xae7ab96520de3a18e5e111b5eaab095312d7fe84',
|
||||
stEthToken: MAINNET_TOKENS.stETH,
|
||||
wstEthToken: MAINNET_TOKENS.wstETH,
|
||||
wethToken: MAINNET_TOKENS.WETH,
|
||||
},
|
||||
},
|
||||
{
|
||||
wstEthToken: NULL_ADDRESS,
|
||||
stEthToken: NULL_ADDRESS,
|
||||
wethToken: NULL_ADDRESS,
|
||||
},
|
||||
@@ -2189,13 +2188,6 @@ export const BALANCER_V2_SUBGRAPH_URL_BY_CHAIN = valueByChainId(
|
||||
null,
|
||||
);
|
||||
|
||||
export const BEETHOVEN_X_SUBGRAPH_URL_BY_CHAIN = valueByChainId<string>(
|
||||
{
|
||||
[ChainId.Fantom]: 'https://graph-node.beets-ftm-node.com/subgraphs/name/beethovenx',
|
||||
},
|
||||
'https://graph-node.beets-ftm-node.com/subgraphs/name/beethovenx',
|
||||
);
|
||||
|
||||
export const UNISWAPV3_CONFIG_BY_CHAIN_ID = valueByChainId(
|
||||
{
|
||||
[ChainId.Mainnet]: {
|
||||
@@ -2206,6 +2198,14 @@ export const UNISWAPV3_CONFIG_BY_CHAIN_ID = valueByChainId(
|
||||
quoter: '0x61ffe014ba17989e743c5f6cb21bf9697530b21e',
|
||||
router: '0xe592427a0aece92de3edee1f18e0157c05861564',
|
||||
},
|
||||
[ChainId.Goerli]: {
|
||||
quoter: '0x61ffe014ba17989e743c5f6cb21bf9697530b21e',
|
||||
router: '0xe592427a0aece92de3edee1f18e0157c05861564',
|
||||
},
|
||||
[ChainId.PolygonMumbai]: {
|
||||
quoter: '0x61ffe014ba17989e743c5f6cb21bf9697530b21e',
|
||||
router: '0xe592427a0aece92de3edee1f18e0157c05861564',
|
||||
},
|
||||
[ChainId.Polygon]: {
|
||||
quoter: '0x61ffe014ba17989e743c5f6cb21bf9697530b21e',
|
||||
router: '0xe592427a0aece92de3edee1f18e0157c05861564',
|
||||
@@ -2268,13 +2268,6 @@ export const APESWAP_ROUTER_BY_CHAIN_ID = valueByChainId<string>(
|
||||
NULL_ADDRESS,
|
||||
);
|
||||
|
||||
export const CAFESWAP_ROUTER_BY_CHAIN_ID = valueByChainId<string>(
|
||||
{
|
||||
[ChainId.BSC]: '0x933daea3a5995fb94b14a7696a5f3ffd7b1e385a',
|
||||
},
|
||||
NULL_ADDRESS,
|
||||
);
|
||||
|
||||
export const CHEESESWAP_ROUTER_BY_CHAIN_ID = valueByChainId<string>(
|
||||
{
|
||||
[ChainId.BSC]: '0x3047799262d8d2ef41ed2a222205968bc9b0d895',
|
||||
@@ -2282,13 +2275,6 @@ export const CHEESESWAP_ROUTER_BY_CHAIN_ID = valueByChainId<string>(
|
||||
NULL_ADDRESS,
|
||||
);
|
||||
|
||||
export const JULSWAP_ROUTER_BY_CHAIN_ID = valueByChainId<string>(
|
||||
{
|
||||
[ChainId.BSC]: '0xbd67d157502a23309db761c41965600c2ec788b2',
|
||||
},
|
||||
NULL_ADDRESS,
|
||||
);
|
||||
|
||||
//
|
||||
// Polygon
|
||||
//
|
||||
@@ -2299,13 +2285,6 @@ export const QUICKSWAP_ROUTER_BY_CHAIN_ID = valueByChainId<string>(
|
||||
NULL_ADDRESS,
|
||||
);
|
||||
|
||||
export const COMETHSWAP_ROUTER_BY_CHAIN_ID = valueByChainId<string>(
|
||||
{
|
||||
[ChainId.Polygon]: '0x93bcdc45f7e62f89a8e901dc4a0e2c6c427d9f25',
|
||||
},
|
||||
NULL_ADDRESS,
|
||||
);
|
||||
|
||||
export const DFYN_ROUTER_BY_CHAIN_ID = valueByChainId<string>(
|
||||
{
|
||||
[ChainId.Polygon]: '0xa102072a4c07f06ec3b4900fdc4c7b80b6c57429',
|
||||
@@ -2321,18 +2300,9 @@ export const WAULTSWAP_ROUTER_BY_CHAIN_ID = valueByChainId<string>(
|
||||
NULL_ADDRESS,
|
||||
);
|
||||
|
||||
export const POLYDEX_ROUTER_BY_CHAIN_ID = valueByChainId<string>(
|
||||
export const MESHSWAP_ROUTER_BY_CHAIN_ID = valueByChainId<string>(
|
||||
{
|
||||
[ChainId.Polygon]: '0xe5c67ba380fb2f70a47b489e94bced486bb8fb74',
|
||||
},
|
||||
NULL_ADDRESS,
|
||||
);
|
||||
|
||||
export const JETSWAP_ROUTER_BY_CHAIN_ID = valueByChainId<string>(
|
||||
{
|
||||
[ChainId.BSC]: '0xbe65b8f75b9f20f4c522e0067a3887fada714800',
|
||||
[ChainId.Polygon]: '0x5c6ec38fb0e2609672bdf628b1fd605a523e5923',
|
||||
[ChainId.Fantom]: '0x845e76a8691423fbc4ecb8dd77556cb61c09ee25',
|
||||
[ChainId.Polygon]: '0x10f4a785f458bc144e3706575924889954946639',
|
||||
},
|
||||
NULL_ADDRESS,
|
||||
);
|
||||
@@ -2414,6 +2384,54 @@ export const YOSHI_ROUTER_BY_CHAIN_ID = valueByChainId<string>(
|
||||
NULL_ADDRESS,
|
||||
);
|
||||
|
||||
export const VELODROME_ROUTER_BY_CHAIN_ID = valueByChainId<string>(
|
||||
{
|
||||
[ChainId.Optimism]: '0xa132dab612db5cb9fc9ac426a0cc215a3423f9c9',
|
||||
},
|
||||
NULL_ADDRESS,
|
||||
);
|
||||
|
||||
export const SYNTHETIX_READ_PROXY_BY_CHAIN_ID = valueByChainId<string>(
|
||||
{
|
||||
[ChainId.Mainnet]: '0x4e3b31eb0e5cb73641ee1e65e7dcefe520ba3ef2',
|
||||
[ChainId.Optimism]: '0x1cb059b7e74fd21665968c908806143e744d5f30',
|
||||
},
|
||||
NULL_ADDRESS,
|
||||
);
|
||||
|
||||
export const SYNTHETIX_CURRENCY_KEYS_BY_CHAIN_ID = valueByChainId<Map<string, string>>(
|
||||
{
|
||||
// There is no easy way to find out what synths are supported on mainnet.
|
||||
// The below list is based on https://sips.synthetix.io/sccp/sccp-190.
|
||||
[ChainId.Mainnet]: new Map([
|
||||
[MAINNET_TOKENS.sAUD, 'sAUD'],
|
||||
[MAINNET_TOKENS.sBTC, 'sBTC'],
|
||||
[MAINNET_TOKENS.sCHF, 'sCHF'],
|
||||
[MAINNET_TOKENS.sETH, 'sETH'],
|
||||
[MAINNET_TOKENS.sEUR, 'sEUR'],
|
||||
[MAINNET_TOKENS.sGBP, 'sGBP'],
|
||||
[MAINNET_TOKENS.sJPY, 'sJPY'],
|
||||
[MAINNET_TOKENS.sKRW, 'sKRW'],
|
||||
[MAINNET_TOKENS.sUSD, 'sUSD'],
|
||||
]),
|
||||
// Supported assets can be find through SynthUtil::synthsRates.
|
||||
// Low liquidity tokens can be excluded.
|
||||
[ChainId.Optimism]: new Map([
|
||||
[OPTIMISM_TOKENS.sAAVE, 'sAAVE'],
|
||||
[OPTIMISM_TOKENS.sAVAX, 'sAVAX'],
|
||||
[OPTIMISM_TOKENS.sBTC, 'sBTC'],
|
||||
[OPTIMISM_TOKENS.sETH, 'sETH'],
|
||||
[OPTIMISM_TOKENS.sEUR, 'sEUR'],
|
||||
[OPTIMISM_TOKENS.sLINK, 'sLINK'],
|
||||
[OPTIMISM_TOKENS.sMATIC, 'sMATIC'],
|
||||
[OPTIMISM_TOKENS.sSOL, 'sSOL'],
|
||||
[OPTIMISM_TOKENS.sUNI, 'sUNI'],
|
||||
[OPTIMISM_TOKENS.sUSD, 'sUSD'],
|
||||
]),
|
||||
},
|
||||
new Map(),
|
||||
);
|
||||
|
||||
export const VIP_ERC20_BRIDGE_SOURCES_BY_CHAIN_ID = valueByChainId<ERC20BridgeSource[]>(
|
||||
{
|
||||
[ChainId.Mainnet]: [
|
||||
@@ -2430,9 +2448,7 @@ export const VIP_ERC20_BRIDGE_SOURCES_BY_CHAIN_ID = valueByChainId<ERC20BridgeSo
|
||||
ERC20BridgeSource.BakerySwap,
|
||||
ERC20BridgeSource.SushiSwap,
|
||||
ERC20BridgeSource.ApeSwap,
|
||||
ERC20BridgeSource.CafeSwap,
|
||||
ERC20BridgeSource.CheeseSwap,
|
||||
ERC20BridgeSource.JulSwap,
|
||||
ERC20BridgeSource.LiquidityProvider,
|
||||
ERC20BridgeSource.Native,
|
||||
],
|
||||
@@ -2458,7 +2474,7 @@ const uniswapV2CloneGasSchedule = (fillData?: FillData) => {
|
||||
* the ethereum transaction cost (21k)
|
||||
*/
|
||||
// tslint:disable:custom-no-magic-numbers
|
||||
export const DEFAULT_GAS_SCHEDULE: Required<FeeSchedule> = {
|
||||
export const DEFAULT_GAS_SCHEDULE: Required<GasSchedule> = {
|
||||
[ERC20BridgeSource.Native]: fillData => {
|
||||
// TODO jacob re-order imports so there is no circular rependency with SignedNativeOrder
|
||||
const nativeFillData = fillData as { type: FillQuoteTransformerOrderType };
|
||||
@@ -2471,14 +2487,12 @@ export const DEFAULT_GAS_SCHEDULE: Required<FeeSchedule> = {
|
||||
[ERC20BridgeSource.LiquidityProvider]: fillData => {
|
||||
return (fillData as LiquidityProviderFillData).gasCost || 100e3;
|
||||
},
|
||||
[ERC20BridgeSource.Kyber]: () => 450e3,
|
||||
[ERC20BridgeSource.Curve]: fillData => (fillData as CurveFillData).pool.gasSchedule,
|
||||
[ERC20BridgeSource.CurveV2]: fillData => (fillData as CurveFillData).pool.gasSchedule,
|
||||
[ERC20BridgeSource.Nerve]: fillData => (fillData as CurveFillData).pool.gasSchedule,
|
||||
[ERC20BridgeSource.Synapse]: fillData => (fillData as CurveFillData).pool.gasSchedule,
|
||||
[ERC20BridgeSource.Belt]: fillData => (fillData as CurveFillData).pool.gasSchedule,
|
||||
[ERC20BridgeSource.Ellipsis]: fillData => (fillData as CurveFillData).pool.gasSchedule,
|
||||
[ERC20BridgeSource.Smoothy]: fillData => (fillData as CurveFillData).pool.gasSchedule,
|
||||
[ERC20BridgeSource.Saddle]: fillData => (fillData as CurveFillData).pool.gasSchedule,
|
||||
[ERC20BridgeSource.IronSwap]: fillData => (fillData as CurveFillData).pool.gasSchedule,
|
||||
[ERC20BridgeSource.XSigma]: fillData => (fillData as CurveFillData).pool.gasSchedule,
|
||||
@@ -2490,6 +2504,8 @@ export const DEFAULT_GAS_SCHEDULE: Required<FeeSchedule> = {
|
||||
[ERC20BridgeSource.CryptoCom]: uniswapV2CloneGasSchedule,
|
||||
[ERC20BridgeSource.ShibaSwap]: uniswapV2CloneGasSchedule,
|
||||
[ERC20BridgeSource.BiSwap]: uniswapV2CloneGasSchedule,
|
||||
[ERC20BridgeSource.MDex]: uniswapV2CloneGasSchedule,
|
||||
[ERC20BridgeSource.KnightSwap]: uniswapV2CloneGasSchedule,
|
||||
[ERC20BridgeSource.Balancer]: () => 120e3,
|
||||
[ERC20BridgeSource.BalancerV2]: (fillData?: FillData) => {
|
||||
return 100e3 + ((fillData as BalancerV2BatchSwapFillData).swapSteps.length - 1) * 50e3;
|
||||
@@ -2528,6 +2544,7 @@ export const DEFAULT_GAS_SCHEDULE: Required<FeeSchedule> = {
|
||||
}
|
||||
return gas;
|
||||
},
|
||||
[ERC20BridgeSource.BancorV3]: () => 250e3, // revisit gas costs with wrap/unwrap
|
||||
[ERC20BridgeSource.KyberDmm]: (fillData?: FillData) => {
|
||||
let gas = 170e3;
|
||||
const path = (fillData as UniswapV2FillData).tokenAddressPath;
|
||||
@@ -2567,7 +2584,18 @@ export const DEFAULT_GAS_SCHEDULE: Required<FeeSchedule> = {
|
||||
|
||||
return gas;
|
||||
},
|
||||
[ERC20BridgeSource.Lido]: () => 226e3,
|
||||
[ERC20BridgeSource.Lido]: (fillData?: FillData) => {
|
||||
const lidoFillData = fillData as LidoFillData;
|
||||
const wethAddress = NATIVE_FEE_TOKEN_BY_CHAIN_ID[ChainId.Mainnet];
|
||||
// WETH -> stETH
|
||||
if (lidoFillData.takerToken === wethAddress) {
|
||||
return 226e3;
|
||||
} else if (lidoFillData.takerToken === lidoFillData.stEthTokenAddress) {
|
||||
return 120e3;
|
||||
} else {
|
||||
return 95e3;
|
||||
}
|
||||
},
|
||||
[ERC20BridgeSource.AaveV2]: (fillData?: FillData) => {
|
||||
const aaveFillData = fillData as AaveV2FillData;
|
||||
// NOTE: The Aave deposit method is more expensive than the withdraw
|
||||
@@ -2587,7 +2615,28 @@ export const DEFAULT_GAS_SCHEDULE: Required<FeeSchedule> = {
|
||||
return compoundFillData.takerToken === wethAddress ? 210e3 : 250e3;
|
||||
}
|
||||
},
|
||||
[ERC20BridgeSource.Synthetix]: (fillData?: FillData) => {
|
||||
const { chainId, makerTokenSymbolBytes32, takerTokenSymbolBytes32 } = fillData as SynthetixFillData;
|
||||
const makerTokenSymbol = parseBytes32String(makerTokenSymbolBytes32);
|
||||
const takerTokenSymbol = parseBytes32String(takerTokenSymbolBytes32);
|
||||
|
||||
// Gas cost widely varies by token on mainnet.
|
||||
if (chainId === ChainId.Mainnet) {
|
||||
if (takerTokenSymbol === 'sBTC' || makerTokenSymbol === 'sBTC') {
|
||||
return 800e3;
|
||||
}
|
||||
if (takerTokenSymbol === 'sETH' || makerTokenSymbol === 'sETH') {
|
||||
return 700e3;
|
||||
}
|
||||
return 580e3;
|
||||
}
|
||||
|
||||
// Optimism
|
||||
if (takerTokenSymbol === 'sUSD' || makerTokenSymbol === 'sUSD') {
|
||||
return 480e3;
|
||||
}
|
||||
return 580e3;
|
||||
},
|
||||
//
|
||||
// BSC
|
||||
//
|
||||
@@ -2595,9 +2644,7 @@ export const DEFAULT_GAS_SCHEDULE: Required<FeeSchedule> = {
|
||||
[ERC20BridgeSource.PancakeSwapV2]: uniswapV2CloneGasSchedule,
|
||||
[ERC20BridgeSource.BakerySwap]: uniswapV2CloneGasSchedule,
|
||||
[ERC20BridgeSource.ApeSwap]: uniswapV2CloneGasSchedule,
|
||||
[ERC20BridgeSource.CafeSwap]: uniswapV2CloneGasSchedule,
|
||||
[ERC20BridgeSource.CheeseSwap]: uniswapV2CloneGasSchedule,
|
||||
[ERC20BridgeSource.JulSwap]: uniswapV2CloneGasSchedule,
|
||||
[ERC20BridgeSource.WaultSwap]: uniswapV2CloneGasSchedule,
|
||||
[ERC20BridgeSource.ACryptos]: fillData => (fillData as CurveFillData).pool.gasSchedule,
|
||||
|
||||
@@ -2605,10 +2652,8 @@ export const DEFAULT_GAS_SCHEDULE: Required<FeeSchedule> = {
|
||||
// Polygon
|
||||
//
|
||||
[ERC20BridgeSource.QuickSwap]: uniswapV2CloneGasSchedule,
|
||||
[ERC20BridgeSource.ComethSwap]: uniswapV2CloneGasSchedule,
|
||||
[ERC20BridgeSource.Dfyn]: uniswapV2CloneGasSchedule,
|
||||
[ERC20BridgeSource.Polydex]: uniswapV2CloneGasSchedule,
|
||||
[ERC20BridgeSource.JetSwap]: uniswapV2CloneGasSchedule,
|
||||
[ERC20BridgeSource.MeshSwap]: uniswapV2CloneGasSchedule,
|
||||
|
||||
//
|
||||
// Avalanche
|
||||
@@ -2631,12 +2676,28 @@ export const DEFAULT_GAS_SCHEDULE: Required<FeeSchedule> = {
|
||||
[ERC20BridgeSource.SpookySwap]: uniswapV2CloneGasSchedule,
|
||||
[ERC20BridgeSource.Yoshi]: uniswapV2CloneGasSchedule,
|
||||
[ERC20BridgeSource.Beethovenx]: () => 100e3,
|
||||
|
||||
//
|
||||
// Optimism
|
||||
//
|
||||
[ERC20BridgeSource.Velodrome]: () => 160e3,
|
||||
};
|
||||
|
||||
export const DEFAULT_FEE_SCHEDULE: Required<FeeSchedule> = { ...DEFAULT_GAS_SCHEDULE };
|
||||
export const DEFAULT_FEE_SCHEDULE: Required<FeeSchedule> = Object.keys(DEFAULT_GAS_SCHEDULE).reduce((acc, key) => {
|
||||
acc[key as ERC20BridgeSource] = (fillData: FillData) => {
|
||||
return {
|
||||
gas: DEFAULT_GAS_SCHEDULE[key as ERC20BridgeSource](fillData),
|
||||
fee: ZERO_AMOUNT,
|
||||
};
|
||||
};
|
||||
return acc;
|
||||
// tslint:disable-next-line:no-object-literal-type-assertion
|
||||
}, {} as Required<FeeSchedule>);
|
||||
|
||||
export const POSITIVE_SLIPPAGE_FEE_TRANSFORMER_GAS = new BigNumber(20000);
|
||||
|
||||
export const DEFAULT_FEE_ESTIMATE = { gas: 0, fee: ZERO_AMOUNT };
|
||||
|
||||
// tslint:enable:custom-no-magic-numbers
|
||||
|
||||
export const DEFAULT_GET_MARKET_ORDERS_OPTS: Omit<GetMarketOrdersOpts, 'gasPrice'> = {
|
||||
@@ -2655,6 +2716,7 @@ export const DEFAULT_GET_MARKET_ORDERS_OPTS: Omit<GetMarketOrdersOpts, 'gasPrice
|
||||
allowFallback: true,
|
||||
shouldGenerateQuoteReport: true,
|
||||
shouldIncludePriceComparisonsReport: false,
|
||||
tokenAdjacencyGraph: { default: [] },
|
||||
tokenAdjacencyGraph: TokenAdjacencyGraph.getEmptyGraph(),
|
||||
neonRouterNumSamples: 14,
|
||||
fillAdjustor: new IdentityFillAdjustor(),
|
||||
};
|
||||
|
||||
@@ -3,74 +3,17 @@ import { BigNumber, hexUtils } from '@0x/utils';
|
||||
|
||||
import { MarketOperation, NativeOrderWithFillableAmounts } from '../../types';
|
||||
|
||||
import { POSITIVE_INF, SOURCE_FLAGS, ZERO_AMOUNT } from './constants';
|
||||
import { DEFAULT_FEE_ESTIMATE, POSITIVE_INF, SOURCE_FLAGS } from './constants';
|
||||
import { DexSample, ERC20BridgeSource, FeeSchedule, Fill } from './types';
|
||||
|
||||
// tslint:disable: prefer-for-of no-bitwise completed-docs
|
||||
|
||||
/**
|
||||
* Create `Fill` objects from orders and dex quotes.
|
||||
* Converts the ETH value to an amount in output tokens.
|
||||
*
|
||||
* By default this prefers the outputAmountPerEth, but if this value
|
||||
* is zero it will utilize the inputAmountPerEth and input.
|
||||
*/
|
||||
export function createFills(opts: {
|
||||
side: MarketOperation;
|
||||
orders?: NativeOrderWithFillableAmounts[];
|
||||
dexQuotes?: DexSample[][];
|
||||
targetInput?: BigNumber;
|
||||
outputAmountPerEth?: BigNumber;
|
||||
inputAmountPerEth?: BigNumber;
|
||||
excludedSources?: ERC20BridgeSource[];
|
||||
feeSchedule?: FeeSchedule;
|
||||
}): Fill[][] {
|
||||
const { side } = opts;
|
||||
const excludedSources = opts.excludedSources || [];
|
||||
const feeSchedule = opts.feeSchedule || {};
|
||||
const orders = opts.orders || [];
|
||||
const dexQuotes = opts.dexQuotes || [];
|
||||
const outputAmountPerEth = opts.outputAmountPerEth || ZERO_AMOUNT;
|
||||
const inputAmountPerEth = opts.inputAmountPerEth || ZERO_AMOUNT;
|
||||
// Create native fills.
|
||||
const nativeFills = nativeOrdersToFills(
|
||||
side,
|
||||
orders.filter(o => o.fillableTakerAmount.isGreaterThan(0)),
|
||||
opts.targetInput,
|
||||
outputAmountPerEth,
|
||||
inputAmountPerEth,
|
||||
feeSchedule,
|
||||
);
|
||||
// Create DEX fills.
|
||||
const dexFills = dexQuotes.map(singleSourceSamples =>
|
||||
dexSamplesToFills(side, singleSourceSamples, outputAmountPerEth, inputAmountPerEth, feeSchedule),
|
||||
);
|
||||
return [...dexFills, nativeFills]
|
||||
.map(p => clipFillsToInput(p, opts.targetInput))
|
||||
.filter(fills => hasLiquidity(fills) && !excludedSources.includes(fills[0].source));
|
||||
}
|
||||
|
||||
function clipFillsToInput(fills: Fill[], targetInput: BigNumber = POSITIVE_INF): Fill[] {
|
||||
const clipped: Fill[] = [];
|
||||
let input = ZERO_AMOUNT;
|
||||
for (const fill of fills) {
|
||||
if (input.gte(targetInput)) {
|
||||
break;
|
||||
}
|
||||
input = input.plus(fill.input);
|
||||
clipped.push(fill);
|
||||
}
|
||||
return clipped;
|
||||
}
|
||||
|
||||
function hasLiquidity(fills: Fill[]): boolean {
|
||||
if (fills.length === 0) {
|
||||
return false;
|
||||
}
|
||||
const totalInput = BigNumber.sum(...fills.map(fill => fill.input));
|
||||
const totalOutput = BigNumber.sum(...fills.map(fill => fill.output));
|
||||
if (totalInput.isZero() || totalOutput.isZero()) {
|
||||
return false;
|
||||
}
|
||||
return true;
|
||||
}
|
||||
|
||||
export function ethToOutputAmount({
|
||||
input,
|
||||
output,
|
||||
@@ -85,122 +28,106 @@ export function ethToOutputAmount({
|
||||
ethAmount: BigNumber | number;
|
||||
}): BigNumber {
|
||||
return !outputAmountPerEth.isZero()
|
||||
? outputAmountPerEth.times(ethAmount)
|
||||
? outputAmountPerEth.times(ethAmount).integerValue()
|
||||
: inputAmountPerEth.times(ethAmount).times(output.dividedToIntegerBy(input));
|
||||
}
|
||||
|
||||
export function nativeOrdersToFills(
|
||||
export function nativeOrderToFill(
|
||||
side: MarketOperation,
|
||||
orders: NativeOrderWithFillableAmounts[],
|
||||
order: NativeOrderWithFillableAmounts,
|
||||
targetInput: BigNumber = POSITIVE_INF,
|
||||
outputAmountPerEth: BigNumber,
|
||||
inputAmountPerEth: BigNumber,
|
||||
fees: FeeSchedule,
|
||||
filterNegativeAdjustedRateOrders: boolean = true,
|
||||
): Fill[] {
|
||||
): Fill | undefined {
|
||||
const sourcePathId = hexUtils.random();
|
||||
// Create a single path from all orders.
|
||||
let fills: Array<Fill & { adjustedRate: BigNumber }> = [];
|
||||
for (const o of orders) {
|
||||
const { fillableTakerAmount, fillableTakerFeeAmount, fillableMakerAmount, type } = o;
|
||||
const makerAmount = fillableMakerAmount;
|
||||
const takerAmount = fillableTakerAmount.plus(fillableTakerFeeAmount);
|
||||
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 = 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.
|
||||
// A large order and an order at the exact target should be penalized
|
||||
// the same.
|
||||
const clippedInput = BigNumber.min(targetInput, input);
|
||||
// scale the clipped output inline with the input
|
||||
const clippedOutput = clippedInput.dividedBy(input).times(output);
|
||||
const adjustedOutput =
|
||||
side === MarketOperation.Sell ? clippedOutput.minus(outputPenalty) : clippedOutput.plus(outputPenalty);
|
||||
const adjustedRate =
|
||||
side === MarketOperation.Sell ? adjustedOutput.div(clippedInput) : clippedInput.div(adjustedOutput);
|
||||
// Optionally skip orders with rates that are <= 0.
|
||||
if (filterNegativeAdjustedRateOrders && adjustedRate.lte(0)) {
|
||||
continue;
|
||||
}
|
||||
fills.push({
|
||||
sourcePathId,
|
||||
adjustedRate,
|
||||
adjustedOutput,
|
||||
input: clippedInput,
|
||||
output: clippedOutput,
|
||||
flags: SOURCE_FLAGS[type === FillQuoteTransformerOrderType.Rfq ? 'RfqOrder' : 'LimitOrder'],
|
||||
index: 0, // TBD
|
||||
parent: undefined, // TBD
|
||||
source: ERC20BridgeSource.Native,
|
||||
type,
|
||||
fillData: { ...o },
|
||||
});
|
||||
const { fillableTakerAmount, fillableTakerFeeAmount, fillableMakerAmount, type } = order;
|
||||
const makerAmount = fillableMakerAmount;
|
||||
const takerAmount = fillableTakerAmount.plus(fillableTakerFeeAmount);
|
||||
const input = side === MarketOperation.Sell ? takerAmount : makerAmount;
|
||||
const output = side === MarketOperation.Sell ? makerAmount : takerAmount;
|
||||
const { fee, gas } =
|
||||
fees[ERC20BridgeSource.Native] === undefined ? DEFAULT_FEE_ESTIMATE : fees[ERC20BridgeSource.Native]!(order);
|
||||
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.
|
||||
// A large order and an order at the exact target should be penalized
|
||||
// the same.
|
||||
const clippedInput = BigNumber.min(targetInput, input);
|
||||
// scale the clipped output inline with the input
|
||||
const clippedOutput = clippedInput.dividedBy(input).times(output);
|
||||
const adjustedOutput =
|
||||
side === MarketOperation.Sell ? clippedOutput.minus(outputPenalty) : clippedOutput.plus(outputPenalty);
|
||||
const adjustedRate =
|
||||
side === MarketOperation.Sell ? adjustedOutput.div(clippedInput) : clippedInput.div(adjustedOutput);
|
||||
// Optionally skip orders with rates that are <= 0.
|
||||
if (filterNegativeAdjustedRateOrders && adjustedRate.lte(0)) {
|
||||
return undefined;
|
||||
}
|
||||
// Sort by descending adjusted rate.
|
||||
fills = fills.sort((a, b) => b.adjustedRate.comparedTo(a.adjustedRate));
|
||||
// Re-index fills.
|
||||
for (let i = 0; i < fills.length; ++i) {
|
||||
fills[i].parent = i === 0 ? undefined : fills[i - 1];
|
||||
fills[i].index = i;
|
||||
}
|
||||
return fills;
|
||||
|
||||
return {
|
||||
sourcePathId,
|
||||
adjustedOutput,
|
||||
input: clippedInput,
|
||||
output: clippedOutput,
|
||||
flags: SOURCE_FLAGS[type === FillQuoteTransformerOrderType.Rfq ? 'RfqOrder' : 'LimitOrder'],
|
||||
source: ERC20BridgeSource.Native,
|
||||
type,
|
||||
fillData: { ...order },
|
||||
gas,
|
||||
};
|
||||
}
|
||||
|
||||
export function dexSamplesToFills(
|
||||
export function dexSampleToFill(
|
||||
side: MarketOperation,
|
||||
samples: DexSample[],
|
||||
sample: DexSample,
|
||||
outputAmountPerEth: BigNumber,
|
||||
inputAmountPerEth: BigNumber,
|
||||
fees: FeeSchedule,
|
||||
): Fill[] {
|
||||
): Fill {
|
||||
const sourcePathId = hexUtils.random();
|
||||
const fills: Fill[] = [];
|
||||
// Drop any non-zero entries. This can occur if the any fills on Kyber were UniswapReserves
|
||||
// We need not worry about Kyber fills going to UniswapReserve as the input amount
|
||||
// we fill is the same as we sampled. I.e we received [0,20,30] output from [1,2,3] input
|
||||
// and we only fill [2,3] on Kyber (as 1 returns 0 output)
|
||||
const nonzeroSamples = samples.filter(q => !q.output.isZero());
|
||||
for (let i = 0; i < nonzeroSamples.length; i++) {
|
||||
const sample = nonzeroSamples[i];
|
||||
const prevSample = i === 0 ? undefined : nonzeroSamples[i - 1];
|
||||
const { source, fillData } = sample;
|
||||
const input = sample.input.minus(prevSample ? prevSample.input : 0);
|
||||
const output = sample.output.minus(prevSample ? prevSample.output : 0);
|
||||
let penalty = ZERO_AMOUNT;
|
||||
if (i === 0) {
|
||||
const fee = fees[source] === undefined ? 0 : fees[source]!(sample.fillData) || 0;
|
||||
// Only the first fill in a DEX path incurs a penalty.
|
||||
penalty = ethToOutputAmount({
|
||||
input,
|
||||
output,
|
||||
inputAmountPerEth,
|
||||
outputAmountPerEth,
|
||||
ethAmount: fee,
|
||||
});
|
||||
}
|
||||
const adjustedOutput = side === MarketOperation.Sell ? output.minus(penalty) : output.plus(penalty);
|
||||
const { source, fillData } = sample;
|
||||
const input = sample.input;
|
||||
const output = sample.output;
|
||||
const { fee, gas } =
|
||||
fees[source] === undefined ? DEFAULT_FEE_ESTIMATE : fees[source]!(sample.fillData) || DEFAULT_FEE_ESTIMATE;
|
||||
|
||||
fills.push({
|
||||
sourcePathId,
|
||||
input,
|
||||
output,
|
||||
adjustedOutput,
|
||||
source,
|
||||
fillData,
|
||||
type: FillQuoteTransformerOrderType.Bridge,
|
||||
index: i,
|
||||
parent: i !== 0 ? fills[fills.length - 1] : undefined,
|
||||
flags: SOURCE_FLAGS[source],
|
||||
});
|
||||
}
|
||||
return fills;
|
||||
const penalty = ethToOutputAmount({
|
||||
input,
|
||||
output,
|
||||
inputAmountPerEth,
|
||||
outputAmountPerEth,
|
||||
ethAmount: fee,
|
||||
});
|
||||
|
||||
return {
|
||||
sourcePathId,
|
||||
input,
|
||||
output,
|
||||
adjustedOutput: adjustOutput(side, output, penalty),
|
||||
source,
|
||||
fillData,
|
||||
type: FillQuoteTransformerOrderType.Bridge,
|
||||
flags: SOURCE_FLAGS[source],
|
||||
gas,
|
||||
};
|
||||
}
|
||||
|
||||
/**
|
||||
* Adjusts the output depending on whether this is a buy or a sell.
|
||||
*
|
||||
* If it is a sell, than output is lowered by the adjustment.
|
||||
* If it is a buy, than output is increased by adjustment.
|
||||
*/
|
||||
export function adjustOutput(side: MarketOperation, output: BigNumber, penalty: BigNumber): BigNumber {
|
||||
return side === MarketOperation.Sell ? output.minus(penalty) : output.plus(penalty);
|
||||
}
|
||||
|
||||
@@ -0,0 +1,13 @@
|
||||
import { BigNumber } from '@0x/utils';
|
||||
|
||||
import { MarketOperation } from '../../types';
|
||||
|
||||
import { Fill, FillAdjustor } from './types';
|
||||
|
||||
// tslint:disable:prefer-function-over-method
|
||||
|
||||
export class IdentityFillAdjustor implements FillAdjustor {
|
||||
public adjustFills(side: MarketOperation, fills: Fill[], amount: BigNumber): Fill[] {
|
||||
return fills;
|
||||
}
|
||||
}
|
||||
@@ -41,19 +41,17 @@ import {
|
||||
SOURCE_FLAGS,
|
||||
ZERO_AMOUNT,
|
||||
} from './constants';
|
||||
import { createFills } from './fills';
|
||||
import { IdentityFillAdjustor } from './identity_fill_adjustor';
|
||||
import { getBestTwoHopQuote } from './multihop_utils';
|
||||
import { createOrdersFromTwoHopSample } from './orders';
|
||||
import { Path, PathPenaltyOpts } from './path';
|
||||
import { findOptimalPathJSAsync, findOptimalRustPathFromSamples } from './path_optimizer';
|
||||
import { findOptimalPathFromSamples } from './path_optimizer';
|
||||
import { DexOrderSampler, getSampleAmounts } from './sampler';
|
||||
import { SourceFilters } from './source_filters';
|
||||
import {
|
||||
AggregationError,
|
||||
CollapsedFill,
|
||||
DexSample,
|
||||
ERC20BridgeSource,
|
||||
Fill,
|
||||
GenerateOptimizedOrdersOpts,
|
||||
GetMarketOrdersOpts,
|
||||
MarketSideLiquidity,
|
||||
@@ -62,8 +60,6 @@ import {
|
||||
OrderDomain,
|
||||
} from './types';
|
||||
|
||||
const SHOULD_USE_RUST_ROUTER = process.env.RUST_ROUTER === 'true';
|
||||
|
||||
// tslint:disable:boolean-naming
|
||||
|
||||
export class MarketOperationUtils {
|
||||
@@ -167,18 +163,20 @@ export class MarketOperationUtils {
|
||||
// Get native order fillable amounts.
|
||||
this._sampler.getLimitOrderFillableTakerAmounts(nativeOrders, this.contractAddresses.exchangeProxy),
|
||||
// Get ETH -> maker token price.
|
||||
this._sampler.getMedianSellRate(
|
||||
this._sampler.getBestNativeTokenSellRate(
|
||||
feeSourceFilters.sources,
|
||||
makerToken,
|
||||
this._nativeFeeToken,
|
||||
this._nativeFeeTokenAmount,
|
||||
_opts.feeSchedule,
|
||||
),
|
||||
// Get ETH -> taker token price.
|
||||
this._sampler.getMedianSellRate(
|
||||
this._sampler.getBestNativeTokenSellRate(
|
||||
feeSourceFilters.sources,
|
||||
takerToken,
|
||||
this._nativeFeeToken,
|
||||
this._nativeFeeTokenAmount,
|
||||
_opts.feeSchedule,
|
||||
),
|
||||
// Get sell quotes for taker -> maker.
|
||||
this._sampler.getSellQuotes(quoteSourceFilters.sources, makerToken, takerToken, sampleAmounts),
|
||||
@@ -278,18 +276,20 @@ export class MarketOperationUtils {
|
||||
// Get native order fillable amounts.
|
||||
this._sampler.getLimitOrderFillableMakerAmounts(nativeOrders, this.contractAddresses.exchangeProxy),
|
||||
// Get ETH -> makerToken token price.
|
||||
this._sampler.getMedianSellRate(
|
||||
this._sampler.getBestNativeTokenSellRate(
|
||||
feeSourceFilters.sources,
|
||||
makerToken,
|
||||
this._nativeFeeToken,
|
||||
this._nativeFeeTokenAmount,
|
||||
_opts.feeSchedule,
|
||||
),
|
||||
// Get ETH -> taker token price.
|
||||
this._sampler.getMedianSellRate(
|
||||
this._sampler.getBestNativeTokenSellRate(
|
||||
feeSourceFilters.sources,
|
||||
takerToken,
|
||||
this._nativeFeeToken,
|
||||
this._nativeFeeTokenAmount,
|
||||
_opts.feeSchedule,
|
||||
),
|
||||
// Get buy quotes for taker -> maker.
|
||||
this._sampler.getBuyQuotes(quoteSourceFilters.sources, makerToken, takerToken, sampleAmounts),
|
||||
@@ -384,11 +384,12 @@ export class MarketOperationUtils {
|
||||
this._sampler.getLimitOrderFillableMakerAmounts(orders, this.contractAddresses.exchangeProxy),
|
||||
),
|
||||
...batchNativeOrders.map(orders =>
|
||||
this._sampler.getMedianSellRate(
|
||||
this._sampler.getBestNativeTokenSellRate(
|
||||
feeSourceFilters.sources,
|
||||
orders[0].order.takerToken,
|
||||
this._nativeFeeToken,
|
||||
this._nativeFeeTokenAmount,
|
||||
_opts.feeSchedule,
|
||||
),
|
||||
),
|
||||
...batchNativeOrders.map((orders, i) =>
|
||||
@@ -455,6 +456,7 @@ export class MarketOperationUtils {
|
||||
allowFallback: _opts.allowFallback,
|
||||
gasPrice: _opts.gasPrice,
|
||||
neonRouterNumSamples: _opts.neonRouterNumSamples,
|
||||
fillAdjustor: _opts.fillAdjustor,
|
||||
},
|
||||
);
|
||||
return optimizerResult;
|
||||
@@ -516,60 +518,38 @@ export class MarketOperationUtils {
|
||||
const takerAmountPerEth = side === MarketOperation.Sell ? inputAmountPerEth : outputAmountPerEth;
|
||||
const makerAmountPerEth = side === MarketOperation.Sell ? outputAmountPerEth : inputAmountPerEth;
|
||||
|
||||
let fills: Fill[][];
|
||||
// Find the optimal path using Rust router if enabled, otherwise fallback to JS Router
|
||||
let optimalPath: Path | undefined;
|
||||
if (SHOULD_USE_RUST_ROUTER) {
|
||||
fills = [[]];
|
||||
optimalPath = findOptimalRustPathFromSamples(
|
||||
side,
|
||||
dexQuotes,
|
||||
[...nativeOrders, ...augmentedRfqtIndicativeQuotes],
|
||||
inputAmount,
|
||||
penaltyOpts,
|
||||
opts.feeSchedule,
|
||||
this._sampler.chainId,
|
||||
opts.neonRouterNumSamples,
|
||||
opts.samplerMetrics,
|
||||
);
|
||||
} else {
|
||||
// Convert native orders and dex quotes into `Fill` objects.
|
||||
fills = createFills({
|
||||
side,
|
||||
orders: [...nativeOrders, ...augmentedRfqtIndicativeQuotes],
|
||||
dexQuotes,
|
||||
targetInput: inputAmount,
|
||||
outputAmountPerEth,
|
||||
inputAmountPerEth,
|
||||
excludedSources: opts.excludedSources,
|
||||
feeSchedule: opts.feeSchedule,
|
||||
});
|
||||
optimalPath = findOptimalPathFromSamples(
|
||||
side,
|
||||
dexQuotes,
|
||||
[...nativeOrders, ...augmentedRfqtIndicativeQuotes],
|
||||
inputAmount,
|
||||
penaltyOpts,
|
||||
opts.feeSchedule,
|
||||
this._sampler.chainId,
|
||||
opts.neonRouterNumSamples,
|
||||
opts.fillAdjustor,
|
||||
opts.samplerMetrics,
|
||||
);
|
||||
|
||||
optimalPath = await findOptimalPathJSAsync(
|
||||
side,
|
||||
fills,
|
||||
inputAmount,
|
||||
opts.runLimit,
|
||||
opts.samplerMetrics,
|
||||
penaltyOpts,
|
||||
);
|
||||
}
|
||||
const optimalPathAdjustedRate = optimalPath ? optimalPath.adjustedRate() : ZERO_AMOUNT;
|
||||
|
||||
const optimalPathRate = optimalPath ? optimalPath.adjustedRate() : ZERO_AMOUNT;
|
||||
|
||||
const { adjustedRate: bestTwoHopRate, quote: bestTwoHopQuote } = getBestTwoHopQuote(
|
||||
const { adjustedRate: bestTwoHopAdjustedRate, quote: bestTwoHopQuote } = getBestTwoHopQuote(
|
||||
marketSideLiquidity,
|
||||
opts.feeSchedule,
|
||||
opts.exchangeProxyOverhead,
|
||||
opts.fillAdjustor,
|
||||
);
|
||||
if (bestTwoHopQuote && bestTwoHopRate.isGreaterThan(optimalPathRate)) {
|
||||
|
||||
if (bestTwoHopQuote && bestTwoHopAdjustedRate.isGreaterThan(optimalPathAdjustedRate)) {
|
||||
const twoHopOrders = createOrdersFromTwoHopSample(bestTwoHopQuote, orderOpts);
|
||||
return {
|
||||
optimizedOrders: twoHopOrders,
|
||||
liquidityDelivered: bestTwoHopQuote,
|
||||
sourceFlags: SOURCE_FLAGS[ERC20BridgeSource.MultiHop],
|
||||
marketSideLiquidity,
|
||||
adjustedRate: bestTwoHopRate,
|
||||
adjustedRate: bestTwoHopAdjustedRate,
|
||||
takerAmountPerEth,
|
||||
makerAmountPerEth,
|
||||
};
|
||||
@@ -580,19 +560,14 @@ export class MarketOperationUtils {
|
||||
throw new Error(AggregationError.NoOptimalPath);
|
||||
}
|
||||
|
||||
// Generate a fallback path if required
|
||||
// TODO(kimpers): Will experiment with disabling this and see how it affects revert rate
|
||||
// to avoid yet another router roundtrip
|
||||
// TODO: clean this up if we don't need it
|
||||
// await this._addOptionalFallbackAsync(side, inputAmount, optimalPath, dexQuotes, fills, opts, penaltyOpts);
|
||||
const collapsedPath = optimalPath.collapse(orderOpts);
|
||||
const finalizedPath = optimalPath.finalize(orderOpts);
|
||||
|
||||
return {
|
||||
optimizedOrders: collapsedPath.orders,
|
||||
liquidityDelivered: collapsedPath.collapsedFills as CollapsedFill[],
|
||||
sourceFlags: collapsedPath.sourceFlags,
|
||||
optimizedOrders: finalizedPath.orders,
|
||||
liquidityDelivered: finalizedPath.fills,
|
||||
sourceFlags: finalizedPath.sourceFlags,
|
||||
marketSideLiquidity,
|
||||
adjustedRate: optimalPathRate,
|
||||
adjustedRate: optimalPathAdjustedRate,
|
||||
takerAmountPerEth,
|
||||
makerAmountPerEth,
|
||||
};
|
||||
@@ -618,6 +593,7 @@ export class MarketOperationUtils {
|
||||
gasPrice: _opts.gasPrice,
|
||||
neonRouterNumSamples: _opts.neonRouterNumSamples,
|
||||
samplerMetrics: _opts.samplerMetrics,
|
||||
fillAdjustor: _opts.fillAdjustor,
|
||||
};
|
||||
|
||||
if (nativeOrders.length === 0) {
|
||||
@@ -630,9 +606,15 @@ export class MarketOperationUtils {
|
||||
? this.getMarketSellLiquidityAsync.bind(this)
|
||||
: this.getMarketBuyLiquidityAsync.bind(this);
|
||||
const marketSideLiquidity: MarketSideLiquidity = await marketLiquidityFnAsync(nativeOrders, amount, _opts);
|
||||
|
||||
// Phase 1 Routing
|
||||
// We find an optimized path for ALL the DEX and open-orderbook liquidity
|
||||
let optimizerResult: OptimizerResult | undefined;
|
||||
try {
|
||||
optimizerResult = await this._generateOptimizedOrdersAsync(marketSideLiquidity, optimizerOpts);
|
||||
optimizerResult = await this._generateOptimizedOrdersAsync(marketSideLiquidity, {
|
||||
...optimizerOpts,
|
||||
fillAdjustor: new IdentityFillAdjustor(),
|
||||
});
|
||||
} catch (e) {
|
||||
// If no on-chain or off-chain Open Orderbook orders are present, a `NoOptimalPath` will be thrown.
|
||||
// If this happens at this stage, there is still a chance that an RFQ order is fillable, therefore
|
||||
@@ -656,6 +638,17 @@ export class MarketOperationUtils {
|
||||
}
|
||||
|
||||
// If RFQ liquidity is enabled, make a request to check RFQ liquidity against the first optimizer result
|
||||
|
||||
// Phase 2 Routing
|
||||
// Mix in any off-chain RFQ quotes
|
||||
// Apply any fill adjustments i
|
||||
const phaseTwoOptimizerOpts = {
|
||||
...optimizerOpts,
|
||||
// Pass in the FillAdjustor for Phase 2 adjustment, in the future we may perform this adjustment
|
||||
// in Phase 1.
|
||||
fillAdjustor: _opts.fillAdjustor,
|
||||
};
|
||||
|
||||
const { rfqt } = _opts;
|
||||
if (
|
||||
marketSideLiquidity.isRfqSupported &&
|
||||
@@ -716,8 +709,28 @@ export class MarketOperationUtils {
|
||||
});
|
||||
// Re-run optimizer with the new indicative quote
|
||||
if (indicativeQuotes.length > 0) {
|
||||
// Attach the indicative quotes to the market side liquidity
|
||||
marketSideLiquidity.quotes.rfqtIndicativeQuotes = indicativeQuotes;
|
||||
optimizerResult = await this._generateOptimizedOrdersAsync(marketSideLiquidity, optimizerOpts);
|
||||
|
||||
// Phase 2 Routing
|
||||
const phase1OptimalSources = optimizerResult
|
||||
? optimizerResult.optimizedOrders.map(o => o.source)
|
||||
: [];
|
||||
const phase2MarketSideLiquidity: MarketSideLiquidity = {
|
||||
...marketSideLiquidity,
|
||||
quotes: {
|
||||
...marketSideLiquidity.quotes,
|
||||
// Select only the quotes that were chosen in Phase 1
|
||||
dexQuotes: marketSideLiquidity.quotes.dexQuotes.filter(
|
||||
q => q.length > 0 && phase1OptimalSources.includes(q[0].source),
|
||||
),
|
||||
},
|
||||
};
|
||||
|
||||
optimizerResult = await this._generateOptimizedOrdersAsync(
|
||||
phase2MarketSideLiquidity,
|
||||
phaseTwoOptimizerOpts,
|
||||
);
|
||||
}
|
||||
} else {
|
||||
// A firm quote is being requested, and firm quotes price-aware enabled.
|
||||
@@ -775,6 +788,8 @@ export class MarketOperationUtils {
|
||||
fillableTakerFeeAmount: ZERO_AMOUNT,
|
||||
}),
|
||||
);
|
||||
|
||||
// Attach the firm RFQt quotes to the market side liquidity
|
||||
marketSideLiquidity.quotes.nativeOrders = [
|
||||
...quotesWithOrderFillableAmounts,
|
||||
...marketSideLiquidity.quotes.nativeOrders,
|
||||
@@ -783,7 +798,27 @@ export class MarketOperationUtils {
|
||||
// Re-run optimizer with the new firm quote. This is the second and last time
|
||||
// we run the optimized in a block of code. In this case, we don't catch a potential `NoOptimalPath` exception
|
||||
// and we let it bubble up if it happens.
|
||||
optimizerResult = await this._generateOptimizedOrdersAsync(marketSideLiquidity, optimizerOpts);
|
||||
|
||||
// Phase 2 Routing
|
||||
// Optimization: Filter by what is already currently in the Phase1 output as it doesn't
|
||||
// seem possible that inclusion of RFQT could impact the sources chosen from Phase 1.
|
||||
const phase1OptimalSources = optimizerResult
|
||||
? optimizerResult.optimizedOrders.map(o => o.source)
|
||||
: [];
|
||||
const phase2MarketSideLiquidity: MarketSideLiquidity = {
|
||||
...marketSideLiquidity,
|
||||
quotes: {
|
||||
...marketSideLiquidity.quotes,
|
||||
// Select only the quotes that were chosen in Phase 1
|
||||
dexQuotes: marketSideLiquidity.quotes.dexQuotes.filter(
|
||||
q => q.length > 0 && phase1OptimalSources.includes(q[0].source),
|
||||
),
|
||||
},
|
||||
};
|
||||
optimizerResult = await this._generateOptimizedOrdersAsync(
|
||||
phase2MarketSideLiquidity,
|
||||
phaseTwoOptimizerOpts,
|
||||
);
|
||||
}
|
||||
}
|
||||
}
|
||||
@@ -836,75 +871,6 @@ export class MarketOperationUtils {
|
||||
}),
|
||||
);
|
||||
}
|
||||
|
||||
/*
|
||||
* TODO(kimpers): Remove this when we know that it's safe to drop the fallbacks on native orders
|
||||
// tslint:disable-next-line: prefer-function-over-method
|
||||
private async _addOptionalFallbackAsync(
|
||||
side: MarketOperation,
|
||||
inputAmount: BigNumber,
|
||||
optimalPath: Path,
|
||||
dexQuotes: DexSample[][],
|
||||
fills: Fill[][],
|
||||
opts: GenerateOptimizedOrdersOpts,
|
||||
penaltyOpts: PathPenaltyOpts,
|
||||
): Promise<void> {
|
||||
const maxFallbackSlippage = opts.maxFallbackSlippage || 0;
|
||||
const optimalPathRate = optimalPath ? optimalPath.adjustedRate() : ZERO_AMOUNT;
|
||||
// Generate a fallback path if sources requiring a fallback (fragile) are in the optimal path.
|
||||
// Native is relatively fragile (limit order collision, expiry, or lack of available maker balance)
|
||||
// LiquidityProvider is relatively fragile (collision)
|
||||
const fragileSources = [ERC20BridgeSource.Native, ERC20BridgeSource.LiquidityProvider];
|
||||
const fragileFills = optimalPath.fills.filter(f => fragileSources.includes(f.source));
|
||||
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 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,
|
||||
opts.neonRouterNumSamples,
|
||||
undefined, // hack: set sampler metrics to undefined to avoid fallback timings
|
||||
);
|
||||
} else {
|
||||
const sturdyFills = fills.filter(p => p.length > 0 && !fragileSources.includes(p[0].source));
|
||||
sturdyOptimalPath = await findOptimalPathJSAsync(
|
||||
side,
|
||||
sturdyFills,
|
||||
inputAmount,
|
||||
opts.runLimit,
|
||||
undefined, // hack: set sampler metrics to undefined to avoid fallback timings
|
||||
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 (
|
||||
sturdyOptimalPath !== undefined &&
|
||||
(fragileFills.length === optimalPath.fills.length ||
|
||||
sturdyOptimalPath.adjustedSlippage(optimalPathRate) <= maxFallbackSlippage)
|
||||
) {
|
||||
optimalPath.addFallback(sturdyOptimalPath);
|
||||
}
|
||||
}
|
||||
}
|
||||
*/
|
||||
}
|
||||
|
||||
// tslint:disable: max-file-line-count
|
||||
|
||||
@@ -9,28 +9,11 @@ import {
|
||||
DexSample,
|
||||
ExchangeProxyOverhead,
|
||||
FeeSchedule,
|
||||
FillAdjustor,
|
||||
MarketSideLiquidity,
|
||||
MultiHopFillData,
|
||||
TokenAdjacencyGraph,
|
||||
} from './types';
|
||||
|
||||
/**
|
||||
* Given a token pair, returns the intermediate tokens to consider for two-hop routes.
|
||||
*/
|
||||
export function getIntermediateTokens(
|
||||
makerToken: string,
|
||||
takerToken: string,
|
||||
tokenAdjacencyGraph: TokenAdjacencyGraph,
|
||||
): string[] {
|
||||
const intermediateTokens = _.union(
|
||||
_.get(tokenAdjacencyGraph, takerToken, tokenAdjacencyGraph.default),
|
||||
_.get(tokenAdjacencyGraph, makerToken, tokenAdjacencyGraph.default),
|
||||
);
|
||||
return _.uniqBy(intermediateTokens, a => a.toLowerCase()).filter(
|
||||
token => token.toLowerCase() !== makerToken.toLowerCase() && token.toLowerCase() !== takerToken.toLowerCase(),
|
||||
);
|
||||
}
|
||||
|
||||
/**
|
||||
* Returns the best two-hop quote and the fee-adjusted rate of that quote.
|
||||
*/
|
||||
@@ -38,6 +21,7 @@ export function getBestTwoHopQuote(
|
||||
marketSideLiquidity: Omit<MarketSideLiquidity, 'makerTokenDecimals' | 'takerTokenDecimals'>,
|
||||
feeSchedule?: FeeSchedule,
|
||||
exchangeProxyOverhead?: ExchangeProxyOverhead,
|
||||
fillAdjustor?: FillAdjustor,
|
||||
): { quote: DexSample<MultiHopFillData> | undefined; adjustedRate: BigNumber } {
|
||||
const { side, inputAmount, outputAmountPerEth, quotes } = marketSideLiquidity;
|
||||
const { twoHopQuotes } = quotes;
|
||||
@@ -57,7 +41,15 @@ export function getBestTwoHopQuote(
|
||||
}
|
||||
const best = filteredQuotes
|
||||
.map(quote =>
|
||||
getTwoHopAdjustedRate(side, quote, inputAmount, outputAmountPerEth, feeSchedule, exchangeProxyOverhead),
|
||||
getTwoHopAdjustedRate(
|
||||
side,
|
||||
quote,
|
||||
inputAmount,
|
||||
outputAmountPerEth,
|
||||
feeSchedule,
|
||||
exchangeProxyOverhead,
|
||||
fillAdjustor,
|
||||
),
|
||||
)
|
||||
.reduce(
|
||||
(prev, curr, i) =>
|
||||
@@ -70,6 +62,7 @@ export function getBestTwoHopQuote(
|
||||
outputAmountPerEth,
|
||||
feeSchedule,
|
||||
exchangeProxyOverhead,
|
||||
fillAdjustor,
|
||||
),
|
||||
quote: filteredQuotes[0],
|
||||
},
|
||||
|
||||
@@ -1,5 +1,6 @@
|
||||
import { BridgeProtocol, encodeBridgeSourceId, FillQuoteTransformerOrderType } from '@0x/protocol-utils';
|
||||
import { AbiEncoder, BigNumber } from '@0x/utils';
|
||||
import _ = require('lodash');
|
||||
|
||||
import { AssetSwapperContractAddresses, MarketOperation } from '../../types';
|
||||
|
||||
@@ -11,25 +12,24 @@ import {
|
||||
BalancerV2BatchSwapFillData,
|
||||
BalancerV2FillData,
|
||||
BancorFillData,
|
||||
CollapsedFill,
|
||||
CompoundFillData,
|
||||
CurveFillData,
|
||||
DexSample,
|
||||
DODOFillData,
|
||||
ERC20BridgeSource,
|
||||
Fill,
|
||||
FillData,
|
||||
FinalUniswapV3FillData,
|
||||
GeistFillData,
|
||||
GenericRouterFillData,
|
||||
GMXFillData,
|
||||
KyberDmmFillData,
|
||||
KyberFillData,
|
||||
LidoFillData,
|
||||
LiquidityProviderFillData,
|
||||
MakerPsmFillData,
|
||||
MooniswapFillData,
|
||||
MultiHopFillData,
|
||||
NativeCollapsedFill,
|
||||
NativeFillData,
|
||||
NativeLimitOrderFillData,
|
||||
NativeRfqOrderFillData,
|
||||
OptimizedMarketBridgeOrder,
|
||||
@@ -38,9 +38,11 @@ import {
|
||||
OrderDomain,
|
||||
PlatypusFillData,
|
||||
ShellFillData,
|
||||
SynthetixFillData,
|
||||
UniswapV2FillData,
|
||||
UniswapV3FillData,
|
||||
UniswapV3PathAmount,
|
||||
VelodromeFillData,
|
||||
} from './types';
|
||||
|
||||
// tslint:disable completed-docs
|
||||
@@ -60,23 +62,27 @@ export function createOrdersFromTwoHopSample(
|
||||
): OptimizedMarketOrder[] {
|
||||
const [makerToken, takerToken] = getMakerTakerTokens(opts);
|
||||
const { firstHopSource, secondHopSource, intermediateToken } = sample.fillData;
|
||||
const firstHopFill: CollapsedFill = {
|
||||
const firstHopFill: Fill = {
|
||||
sourcePathId: '',
|
||||
source: firstHopSource.source,
|
||||
type: FillQuoteTransformerOrderType.Bridge,
|
||||
input: opts.side === MarketOperation.Sell ? sample.input : ZERO_AMOUNT,
|
||||
output: opts.side === MarketOperation.Sell ? ZERO_AMOUNT : sample.output,
|
||||
subFills: [],
|
||||
adjustedOutput: opts.side === MarketOperation.Sell ? ZERO_AMOUNT : sample.output,
|
||||
fillData: firstHopSource.fillData,
|
||||
flags: BigInt(0),
|
||||
gas: 1,
|
||||
};
|
||||
const secondHopFill: CollapsedFill = {
|
||||
const secondHopFill: Fill = {
|
||||
sourcePathId: '',
|
||||
source: secondHopSource.source,
|
||||
type: FillQuoteTransformerOrderType.Bridge,
|
||||
input: opts.side === MarketOperation.Sell ? MAX_UINT256 : sample.input,
|
||||
output: opts.side === MarketOperation.Sell ? sample.output : MAX_UINT256,
|
||||
subFills: [],
|
||||
adjustedOutput: opts.side === MarketOperation.Sell ? sample.output : MAX_UINT256,
|
||||
fillData: secondHopSource.fillData,
|
||||
flags: BigInt(0),
|
||||
gas: 1,
|
||||
};
|
||||
return [
|
||||
createBridgeOrder(firstHopFill, intermediateToken, takerToken, opts.side),
|
||||
@@ -92,8 +98,6 @@ export function getErc20BridgeSourceToBridgeSource(source: ERC20BridgeSource): s
|
||||
return encodeBridgeSourceId(BridgeProtocol.BalancerV2Batch, 'BalancerV2');
|
||||
case ERC20BridgeSource.Bancor:
|
||||
return encodeBridgeSourceId(BridgeProtocol.Bancor, 'Bancor');
|
||||
// case ERC20BridgeSource.CoFiX:
|
||||
// return encodeBridgeSourceId(BridgeProtocol.CoFiX, 'CoFiX');
|
||||
case ERC20BridgeSource.Curve:
|
||||
return encodeBridgeSourceId(BridgeProtocol.Curve, 'Curve');
|
||||
case ERC20BridgeSource.Cream:
|
||||
@@ -102,8 +106,6 @@ export function getErc20BridgeSourceToBridgeSource(source: ERC20BridgeSource): s
|
||||
return encodeBridgeSourceId(BridgeProtocol.CryptoCom, 'CryptoCom');
|
||||
case ERC20BridgeSource.Dodo:
|
||||
return encodeBridgeSourceId(BridgeProtocol.Dodo, 'Dodo');
|
||||
case ERC20BridgeSource.Kyber:
|
||||
return encodeBridgeSourceId(BridgeProtocol.Kyber, 'Kyber');
|
||||
case ERC20BridgeSource.LiquidityProvider:
|
||||
// "LiquidityProvider" is too long to encode (17 characters).
|
||||
return encodeBridgeSourceId(BridgeProtocol.Unknown, 'LP');
|
||||
@@ -139,44 +141,32 @@ export function getErc20BridgeSourceToBridgeSource(source: ERC20BridgeSource): s
|
||||
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');
|
||||
case ERC20BridgeSource.XSigma:
|
||||
return encodeBridgeSourceId(BridgeProtocol.Curve, 'xSigma');
|
||||
case ERC20BridgeSource.ApeSwap:
|
||||
return encodeBridgeSourceId(BridgeProtocol.UniswapV2, 'ApeSwap');
|
||||
case ERC20BridgeSource.CafeSwap:
|
||||
return encodeBridgeSourceId(BridgeProtocol.UniswapV2, 'CafeSwap');
|
||||
case ERC20BridgeSource.CheeseSwap:
|
||||
return encodeBridgeSourceId(BridgeProtocol.UniswapV2, 'CheeseSwap');
|
||||
case ERC20BridgeSource.JulSwap:
|
||||
return encodeBridgeSourceId(BridgeProtocol.UniswapV2, 'JulSwap');
|
||||
case ERC20BridgeSource.UniswapV3:
|
||||
return encodeBridgeSourceId(BridgeProtocol.UniswapV3, 'UniswapV3');
|
||||
case ERC20BridgeSource.KyberDmm:
|
||||
return encodeBridgeSourceId(BridgeProtocol.KyberDmm, 'KyberDmm');
|
||||
case ERC20BridgeSource.QuickSwap:
|
||||
return encodeBridgeSourceId(BridgeProtocol.UniswapV2, 'QuickSwap');
|
||||
case ERC20BridgeSource.ComethSwap:
|
||||
return encodeBridgeSourceId(BridgeProtocol.UniswapV2, 'ComethSwap');
|
||||
case ERC20BridgeSource.Dfyn:
|
||||
return encodeBridgeSourceId(BridgeProtocol.UniswapV2, 'Dfyn');
|
||||
case ERC20BridgeSource.CurveV2:
|
||||
return encodeBridgeSourceId(BridgeProtocol.CurveV2, 'CurveV2');
|
||||
case ERC20BridgeSource.WaultSwap:
|
||||
return encodeBridgeSourceId(BridgeProtocol.UniswapV2, 'WaultSwap');
|
||||
case ERC20BridgeSource.Polydex:
|
||||
return encodeBridgeSourceId(BridgeProtocol.UniswapV2, 'Polydex');
|
||||
case ERC20BridgeSource.FirebirdOneSwap:
|
||||
return encodeBridgeSourceId(BridgeProtocol.Nerve, 'FirebirdOneSwap');
|
||||
case ERC20BridgeSource.Lido:
|
||||
return encodeBridgeSourceId(BridgeProtocol.Lido, 'Lido');
|
||||
case ERC20BridgeSource.ShibaSwap:
|
||||
return encodeBridgeSourceId(BridgeProtocol.UniswapV2, 'ShibaSwap');
|
||||
case ERC20BridgeSource.JetSwap:
|
||||
return encodeBridgeSourceId(BridgeProtocol.UniswapV2, 'JetSwap');
|
||||
case ERC20BridgeSource.IronSwap:
|
||||
return encodeBridgeSourceId(BridgeProtocol.Nerve, 'IronSwap');
|
||||
case ERC20BridgeSource.ACryptos:
|
||||
@@ -207,10 +197,22 @@ export function getErc20BridgeSourceToBridgeSource(source: ERC20BridgeSource): s
|
||||
return encodeBridgeSourceId(BridgeProtocol.Nerve, 'MobiusMoney');
|
||||
case ERC20BridgeSource.BiSwap:
|
||||
return encodeBridgeSourceId(BridgeProtocol.UniswapV2, 'BiSwap');
|
||||
case ERC20BridgeSource.MDex:
|
||||
return encodeBridgeSourceId(BridgeProtocol.UniswapV2, 'MDex');
|
||||
case ERC20BridgeSource.KnightSwap:
|
||||
return encodeBridgeSourceId(BridgeProtocol.UniswapV2, 'KnightSwap');
|
||||
case ERC20BridgeSource.GMX:
|
||||
return encodeBridgeSourceId(BridgeProtocol.GMX, 'GMX');
|
||||
case ERC20BridgeSource.Platypus:
|
||||
return encodeBridgeSourceId(BridgeProtocol.Platypus, 'Platypus');
|
||||
case ERC20BridgeSource.MeshSwap:
|
||||
return encodeBridgeSourceId(BridgeProtocol.UniswapV2, 'MeshSwap');
|
||||
case ERC20BridgeSource.BancorV3:
|
||||
return encodeBridgeSourceId(BridgeProtocol.BancorV3, 'BancorV3');
|
||||
case ERC20BridgeSource.Velodrome:
|
||||
return encodeBridgeSourceId(BridgeProtocol.Velodrome, 'Velodrome');
|
||||
case ERC20BridgeSource.Synthetix:
|
||||
return encodeBridgeSourceId(BridgeProtocol.Synthetix, 'Synthetix');
|
||||
default:
|
||||
throw new Error(AggregationError.NoBridgeForSource);
|
||||
}
|
||||
@@ -238,7 +240,6 @@ export function createBridgeDataForBridgeOrder(order: OptimizedMarketBridgeOrder
|
||||
case ERC20BridgeSource.Synapse:
|
||||
case ERC20BridgeSource.Belt:
|
||||
case ERC20BridgeSource.Ellipsis:
|
||||
case ERC20BridgeSource.Smoothy:
|
||||
case ERC20BridgeSource.Saddle:
|
||||
case ERC20BridgeSource.XSigma:
|
||||
case ERC20BridgeSource.FirebirdOneSwap:
|
||||
@@ -284,16 +285,11 @@ export function createBridgeDataForBridgeOrder(order: OptimizedMarketBridgeOrder
|
||||
case ERC20BridgeSource.PancakeSwapV2:
|
||||
case ERC20BridgeSource.BakerySwap:
|
||||
case ERC20BridgeSource.ApeSwap:
|
||||
case ERC20BridgeSource.CafeSwap:
|
||||
case ERC20BridgeSource.CheeseSwap:
|
||||
case ERC20BridgeSource.JulSwap:
|
||||
case ERC20BridgeSource.QuickSwap:
|
||||
case ERC20BridgeSource.ComethSwap:
|
||||
case ERC20BridgeSource.Dfyn:
|
||||
case ERC20BridgeSource.WaultSwap:
|
||||
case ERC20BridgeSource.Polydex:
|
||||
case ERC20BridgeSource.ShibaSwap:
|
||||
case ERC20BridgeSource.JetSwap:
|
||||
case ERC20BridgeSource.Pangolin:
|
||||
case ERC20BridgeSource.TraderJoe:
|
||||
case ERC20BridgeSource.UbeSwap:
|
||||
@@ -301,14 +297,13 @@ export function createBridgeDataForBridgeOrder(order: OptimizedMarketBridgeOrder
|
||||
case ERC20BridgeSource.SpookySwap:
|
||||
case ERC20BridgeSource.MorpheusSwap:
|
||||
case ERC20BridgeSource.BiSwap:
|
||||
case ERC20BridgeSource.MDex:
|
||||
case ERC20BridgeSource.KnightSwap:
|
||||
case ERC20BridgeSource.Yoshi:
|
||||
case ERC20BridgeSource.MeshSwap:
|
||||
const uniswapV2FillData = (order as OptimizedMarketBridgeOrder<UniswapV2FillData>).fillData;
|
||||
bridgeData = encoder.encode([uniswapV2FillData.router, uniswapV2FillData.tokenAddressPath]);
|
||||
break;
|
||||
case ERC20BridgeSource.Kyber:
|
||||
const kyberFillData = (order as OptimizedMarketBridgeOrder<KyberFillData>).fillData;
|
||||
bridgeData = encoder.encode([kyberFillData.networkProxy, kyberFillData.hint]);
|
||||
break;
|
||||
case ERC20BridgeSource.Mooniswap:
|
||||
const mooniswapFillData = (order as OptimizedMarketBridgeOrder<MooniswapFillData>).fillData;
|
||||
bridgeData = encoder.encode([mooniswapFillData.poolAddress]);
|
||||
@@ -360,7 +355,7 @@ export function createBridgeDataForBridgeOrder(order: OptimizedMarketBridgeOrder
|
||||
break;
|
||||
case ERC20BridgeSource.Lido:
|
||||
const lidoFillData = (order as OptimizedMarketBridgeOrder<LidoFillData>).fillData;
|
||||
bridgeData = encoder.encode([lidoFillData.stEthTokenAddress]);
|
||||
bridgeData = encoder.encode([lidoFillData.stEthTokenAddress, lidoFillData.wstEthTokenAddress]);
|
||||
break;
|
||||
case ERC20BridgeSource.AaveV2:
|
||||
const aaveFillData = (order as OptimizedMarketBridgeOrder<AaveV2FillData>).fillData;
|
||||
@@ -391,34 +386,206 @@ export function createBridgeDataForBridgeOrder(order: OptimizedMarketBridgeOrder
|
||||
platypusFillData.tokenAddressPath,
|
||||
]);
|
||||
break;
|
||||
|
||||
case ERC20BridgeSource.BancorV3:
|
||||
const bancorV3FillData = (order as OptimizedMarketBridgeOrder<BancorFillData>).fillData;
|
||||
bridgeData = encoder.encode([bancorV3FillData.networkAddress, bancorV3FillData.path]);
|
||||
break;
|
||||
case ERC20BridgeSource.Velodrome:
|
||||
const velodromeFillData = (order as OptimizedMarketBridgeOrder<VelodromeFillData>).fillData;
|
||||
bridgeData = encoder.encode([velodromeFillData.router, velodromeFillData.stable]);
|
||||
break;
|
||||
case ERC20BridgeSource.Synthetix:
|
||||
const fillData = (order as OptimizedMarketBridgeOrder<SynthetixFillData>).fillData;
|
||||
bridgeData = encoder.encode([
|
||||
fillData.synthetix,
|
||||
fillData.takerTokenSymbolBytes32,
|
||||
fillData.makerTokenSymbolBytes32,
|
||||
]);
|
||||
break;
|
||||
default:
|
||||
throw new Error(AggregationError.NoBridgeForSource);
|
||||
}
|
||||
return bridgeData;
|
||||
}
|
||||
|
||||
export const poolEncoder = AbiEncoder.create([{ name: 'poolAddress', type: 'address' }]);
|
||||
const curveEncoder = AbiEncoder.create([
|
||||
{ name: 'curveAddress', type: 'address' },
|
||||
{ name: 'exchangeFunctionSelector', type: 'bytes4' },
|
||||
{ name: 'fromTokenIdx', type: 'int128' },
|
||||
{ name: 'toTokenIdx', type: 'int128' },
|
||||
]);
|
||||
const makerPsmEncoder = AbiEncoder.create([
|
||||
{ name: 'psmAddress', type: 'address' },
|
||||
{ name: 'gemTokenAddress', type: 'address' },
|
||||
]);
|
||||
const balancerV2Encoder = AbiEncoder.create([
|
||||
{ name: 'vault', type: 'address' },
|
||||
{ name: 'poolId', type: 'bytes32' },
|
||||
]);
|
||||
const routerAddressPathEncoder = AbiEncoder.create('(address,address[])');
|
||||
const tokenAddressEncoder = AbiEncoder.create([{ name: 'tokenAddress', type: 'address' }]);
|
||||
const gmxAddressPathEncoder = AbiEncoder.create('(address,address,address,address[])');
|
||||
const platypusAddressPathEncoder = AbiEncoder.create('(address,address[],address[])');
|
||||
|
||||
export const BRIDGE_ENCODERS: {
|
||||
[key in Exclude<
|
||||
ERC20BridgeSource,
|
||||
ERC20BridgeSource.Native | ERC20BridgeSource.MultiHop | ERC20BridgeSource.MultiBridge
|
||||
>]: AbiEncoder.DataType;
|
||||
} = {
|
||||
[ERC20BridgeSource.LiquidityProvider]: AbiEncoder.create([
|
||||
{ name: 'provider', type: 'address' },
|
||||
{ name: 'data', type: 'bytes' },
|
||||
]),
|
||||
[ERC20BridgeSource.Dodo]: AbiEncoder.create([
|
||||
{ name: 'helper', type: 'address' },
|
||||
{ name: 'poolAddress', type: 'address' },
|
||||
{ name: 'isSellBase', type: 'bool' },
|
||||
]),
|
||||
[ERC20BridgeSource.DodoV2]: AbiEncoder.create([
|
||||
{ name: 'poolAddress', type: 'address' },
|
||||
{ name: 'isSellBase', type: 'bool' },
|
||||
]),
|
||||
// Curve like
|
||||
[ERC20BridgeSource.Curve]: curveEncoder,
|
||||
[ERC20BridgeSource.CurveV2]: curveEncoder,
|
||||
[ERC20BridgeSource.Nerve]: curveEncoder,
|
||||
[ERC20BridgeSource.Synapse]: curveEncoder,
|
||||
[ERC20BridgeSource.Belt]: curveEncoder,
|
||||
[ERC20BridgeSource.Ellipsis]: curveEncoder,
|
||||
[ERC20BridgeSource.Saddle]: curveEncoder,
|
||||
[ERC20BridgeSource.XSigma]: curveEncoder,
|
||||
[ERC20BridgeSource.FirebirdOneSwap]: curveEncoder,
|
||||
[ERC20BridgeSource.IronSwap]: curveEncoder,
|
||||
[ERC20BridgeSource.ACryptos]: curveEncoder,
|
||||
[ERC20BridgeSource.MobiusMoney]: curveEncoder,
|
||||
// UniswapV2 like, (router, address[])
|
||||
[ERC20BridgeSource.Bancor]: routerAddressPathEncoder,
|
||||
[ERC20BridgeSource.BancorV3]: routerAddressPathEncoder,
|
||||
[ERC20BridgeSource.UniswapV2]: routerAddressPathEncoder,
|
||||
[ERC20BridgeSource.SushiSwap]: routerAddressPathEncoder,
|
||||
[ERC20BridgeSource.CryptoCom]: routerAddressPathEncoder,
|
||||
[ERC20BridgeSource.ShibaSwap]: routerAddressPathEncoder,
|
||||
[ERC20BridgeSource.Pangolin]: routerAddressPathEncoder,
|
||||
[ERC20BridgeSource.TraderJoe]: routerAddressPathEncoder,
|
||||
[ERC20BridgeSource.SpiritSwap]: routerAddressPathEncoder,
|
||||
[ERC20BridgeSource.SpookySwap]: routerAddressPathEncoder,
|
||||
[ERC20BridgeSource.MorpheusSwap]: routerAddressPathEncoder,
|
||||
[ERC20BridgeSource.BiSwap]: routerAddressPathEncoder,
|
||||
[ERC20BridgeSource.MDex]: routerAddressPathEncoder,
|
||||
[ERC20BridgeSource.KnightSwap]: routerAddressPathEncoder,
|
||||
[ERC20BridgeSource.Yoshi]: routerAddressPathEncoder,
|
||||
[ERC20BridgeSource.MeshSwap]: routerAddressPathEncoder,
|
||||
// Avalanche
|
||||
[ERC20BridgeSource.GMX]: gmxAddressPathEncoder,
|
||||
[ERC20BridgeSource.Platypus]: platypusAddressPathEncoder,
|
||||
// Celo
|
||||
[ERC20BridgeSource.UbeSwap]: routerAddressPathEncoder,
|
||||
// BSC
|
||||
[ERC20BridgeSource.PancakeSwap]: routerAddressPathEncoder,
|
||||
[ERC20BridgeSource.PancakeSwapV2]: routerAddressPathEncoder,
|
||||
[ERC20BridgeSource.BakerySwap]: routerAddressPathEncoder,
|
||||
[ERC20BridgeSource.ApeSwap]: routerAddressPathEncoder,
|
||||
[ERC20BridgeSource.CheeseSwap]: routerAddressPathEncoder,
|
||||
[ERC20BridgeSource.WaultSwap]: routerAddressPathEncoder,
|
||||
// Polygon
|
||||
[ERC20BridgeSource.QuickSwap]: routerAddressPathEncoder,
|
||||
[ERC20BridgeSource.Dfyn]: routerAddressPathEncoder,
|
||||
// Generic pools
|
||||
[ERC20BridgeSource.Shell]: poolEncoder,
|
||||
[ERC20BridgeSource.Component]: poolEncoder,
|
||||
[ERC20BridgeSource.Mooniswap]: poolEncoder,
|
||||
[ERC20BridgeSource.MStable]: poolEncoder,
|
||||
[ERC20BridgeSource.Balancer]: poolEncoder,
|
||||
[ERC20BridgeSource.Cream]: poolEncoder,
|
||||
[ERC20BridgeSource.Uniswap]: poolEncoder,
|
||||
// Custom integrations
|
||||
[ERC20BridgeSource.MakerPsm]: makerPsmEncoder,
|
||||
[ERC20BridgeSource.BalancerV2]: AbiEncoder.create([
|
||||
{ name: 'vault', type: 'address' },
|
||||
{
|
||||
name: 'swapSteps',
|
||||
type: 'tuple[]',
|
||||
components: [
|
||||
{ name: 'poolId', type: 'bytes32' },
|
||||
{ name: 'assetInIndex', type: 'uint256' },
|
||||
{ name: 'assetOutIndex', type: 'uint256' },
|
||||
{ name: 'amount', type: 'uint256' },
|
||||
{ name: 'userData', type: 'bytes' },
|
||||
],
|
||||
},
|
||||
{ name: 'assets', type: 'address[]' },
|
||||
]),
|
||||
[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,address)'),
|
||||
[ERC20BridgeSource.AaveV2]: AbiEncoder.create('(address,address)'),
|
||||
[ERC20BridgeSource.Compound]: AbiEncoder.create('(address)'),
|
||||
[ERC20BridgeSource.Geist]: AbiEncoder.create('(address,address)'),
|
||||
[ERC20BridgeSource.Velodrome]: AbiEncoder.create('(address,bool)'),
|
||||
[ERC20BridgeSource.Synthetix]: AbiEncoder.create('(address,bytes32,bytes32)'),
|
||||
};
|
||||
|
||||
function getFillTokenAmounts(fill: Fill, side: MarketOperation): [BigNumber, BigNumber] {
|
||||
return [
|
||||
// Maker asset amount.
|
||||
side === MarketOperation.Sell ? fill.output.integerValue(BigNumber.ROUND_DOWN) : fill.input,
|
||||
// Taker asset amount.
|
||||
side === MarketOperation.Sell ? fill.input : fill.output.integerValue(BigNumber.ROUND_UP),
|
||||
];
|
||||
}
|
||||
|
||||
export function createNativeOptimizedOrder(
|
||||
fill: Fill<NativeFillData>,
|
||||
side: MarketOperation,
|
||||
): OptimizedMarketOrderBase<NativeLimitOrderFillData> | OptimizedMarketOrderBase<NativeRfqOrderFillData> {
|
||||
const fillData = fill.fillData;
|
||||
const [makerAmount, takerAmount] = getFillTokenAmounts(fill, side);
|
||||
const base = {
|
||||
type: fill.type,
|
||||
source: ERC20BridgeSource.Native,
|
||||
makerToken: fillData.order.makerToken,
|
||||
takerToken: fillData.order.takerToken,
|
||||
makerAmount,
|
||||
takerAmount,
|
||||
fillData,
|
||||
fill: cleanFillForExport(fill),
|
||||
};
|
||||
return fill.type === FillQuoteTransformerOrderType.Rfq
|
||||
? { ...base, type: FillQuoteTransformerOrderType.Rfq, fillData: fillData as NativeRfqOrderFillData }
|
||||
: { ...base, type: FillQuoteTransformerOrderType.Limit, fillData: fillData as NativeLimitOrderFillData };
|
||||
}
|
||||
|
||||
export function createBridgeOrder(
|
||||
fill: CollapsedFill,
|
||||
fill: Fill,
|
||||
makerToken: string,
|
||||
takerToken: string,
|
||||
side: MarketOperation,
|
||||
): OptimizedMarketBridgeOrder {
|
||||
const [makerAmount, takerAmount] = getFillTokenAmounts(fill, side);
|
||||
return {
|
||||
type: FillQuoteTransformerOrderType.Bridge,
|
||||
source: fill.source,
|
||||
makerToken,
|
||||
takerToken,
|
||||
makerAmount,
|
||||
takerAmount,
|
||||
fillData: createFinalBridgeOrderFillDataFromCollapsedFill(fill),
|
||||
source: fill.source,
|
||||
fill: cleanFillForExport(fill),
|
||||
sourcePathId: fill.sourcePathId,
|
||||
type: FillQuoteTransformerOrderType.Bridge,
|
||||
fills: [fill],
|
||||
};
|
||||
}
|
||||
|
||||
function createFinalBridgeOrderFillDataFromCollapsedFill(fill: CollapsedFill): FillData {
|
||||
function cleanFillForExport(fill: Fill): Fill {
|
||||
return _.omit(fill, ['flags', 'fillData', 'sourcePathId', 'source', 'type']) as Fill;
|
||||
}
|
||||
|
||||
function createFinalBridgeOrderFillDataFromCollapsedFill(fill: Fill): FillData {
|
||||
switch (fill.source) {
|
||||
case ERC20BridgeSource.UniswapV3: {
|
||||
const fd = fill.fillData as UniswapV3FillData;
|
||||
@@ -459,160 +626,3 @@ export function getMakerTakerTokens(opts: CreateOrderFromPathOpts): [string, str
|
||||
const takerToken = opts.side === MarketOperation.Sell ? opts.inputToken : opts.outputToken;
|
||||
return [makerToken, takerToken];
|
||||
}
|
||||
|
||||
export const poolEncoder = AbiEncoder.create([{ name: 'poolAddress', type: 'address' }]);
|
||||
const curveEncoder = AbiEncoder.create([
|
||||
{ name: 'curveAddress', type: 'address' },
|
||||
{ name: 'exchangeFunctionSelector', type: 'bytes4' },
|
||||
{ name: 'fromTokenIdx', type: 'int128' },
|
||||
{ name: 'toTokenIdx', type: 'int128' },
|
||||
]);
|
||||
const makerPsmEncoder = AbiEncoder.create([
|
||||
{ name: 'psmAddress', type: 'address' },
|
||||
{ name: 'gemTokenAddress', type: 'address' },
|
||||
]);
|
||||
const balancerV2Encoder = AbiEncoder.create([
|
||||
{ name: 'vault', type: 'address' },
|
||||
{ name: 'poolId', type: 'bytes32' },
|
||||
]);
|
||||
const routerAddressPathEncoder = AbiEncoder.create('(address,address[])');
|
||||
const tokenAddressEncoder = AbiEncoder.create([{ name: 'tokenAddress', type: 'address' }]);
|
||||
const gmxAddressPathEncoder = AbiEncoder.create('(address,address,address,address[])');
|
||||
const platypusAddressPathEncoder = AbiEncoder.create('(address,address[],address[])');
|
||||
|
||||
export const BRIDGE_ENCODERS: {
|
||||
[key in Exclude<
|
||||
ERC20BridgeSource,
|
||||
ERC20BridgeSource.Native | ERC20BridgeSource.MultiHop | ERC20BridgeSource.MultiBridge
|
||||
>]: AbiEncoder.DataType;
|
||||
} = {
|
||||
[ERC20BridgeSource.LiquidityProvider]: AbiEncoder.create([
|
||||
{ name: 'provider', type: 'address' },
|
||||
{ name: 'data', type: 'bytes' },
|
||||
]),
|
||||
[ERC20BridgeSource.Kyber]: AbiEncoder.create([
|
||||
{ name: 'kyberNetworkProxy', type: 'address' },
|
||||
{ name: 'hint', type: 'bytes' },
|
||||
]),
|
||||
[ERC20BridgeSource.Dodo]: AbiEncoder.create([
|
||||
{ name: 'helper', type: 'address' },
|
||||
{ name: 'poolAddress', type: 'address' },
|
||||
{ name: 'isSellBase', type: 'bool' },
|
||||
]),
|
||||
[ERC20BridgeSource.DodoV2]: AbiEncoder.create([
|
||||
{ name: 'poolAddress', type: 'address' },
|
||||
{ name: 'isSellBase', type: 'bool' },
|
||||
]),
|
||||
// Curve like
|
||||
[ERC20BridgeSource.Curve]: curveEncoder,
|
||||
[ERC20BridgeSource.CurveV2]: curveEncoder,
|
||||
[ERC20BridgeSource.Nerve]: curveEncoder,
|
||||
[ERC20BridgeSource.Synapse]: curveEncoder,
|
||||
[ERC20BridgeSource.Belt]: curveEncoder,
|
||||
[ERC20BridgeSource.Ellipsis]: curveEncoder,
|
||||
[ERC20BridgeSource.Smoothy]: curveEncoder,
|
||||
[ERC20BridgeSource.Saddle]: curveEncoder,
|
||||
[ERC20BridgeSource.XSigma]: curveEncoder,
|
||||
[ERC20BridgeSource.FirebirdOneSwap]: curveEncoder,
|
||||
[ERC20BridgeSource.IronSwap]: curveEncoder,
|
||||
[ERC20BridgeSource.ACryptos]: curveEncoder,
|
||||
[ERC20BridgeSource.MobiusMoney]: curveEncoder,
|
||||
// UniswapV2 like, (router, address[])
|
||||
[ERC20BridgeSource.Bancor]: routerAddressPathEncoder,
|
||||
[ERC20BridgeSource.UniswapV2]: routerAddressPathEncoder,
|
||||
[ERC20BridgeSource.SushiSwap]: routerAddressPathEncoder,
|
||||
[ERC20BridgeSource.CryptoCom]: routerAddressPathEncoder,
|
||||
[ERC20BridgeSource.ShibaSwap]: routerAddressPathEncoder,
|
||||
[ERC20BridgeSource.Pangolin]: routerAddressPathEncoder,
|
||||
[ERC20BridgeSource.TraderJoe]: routerAddressPathEncoder,
|
||||
[ERC20BridgeSource.SpiritSwap]: routerAddressPathEncoder,
|
||||
[ERC20BridgeSource.SpookySwap]: routerAddressPathEncoder,
|
||||
[ERC20BridgeSource.MorpheusSwap]: routerAddressPathEncoder,
|
||||
[ERC20BridgeSource.BiSwap]: routerAddressPathEncoder,
|
||||
[ERC20BridgeSource.Yoshi]: routerAddressPathEncoder,
|
||||
// Avalanche
|
||||
[ERC20BridgeSource.GMX]: gmxAddressPathEncoder,
|
||||
[ERC20BridgeSource.Platypus]: platypusAddressPathEncoder,
|
||||
// Celo
|
||||
[ERC20BridgeSource.UbeSwap]: routerAddressPathEncoder,
|
||||
// BSC
|
||||
[ERC20BridgeSource.PancakeSwap]: routerAddressPathEncoder,
|
||||
[ERC20BridgeSource.PancakeSwapV2]: routerAddressPathEncoder,
|
||||
[ERC20BridgeSource.BakerySwap]: routerAddressPathEncoder,
|
||||
[ERC20BridgeSource.ApeSwap]: routerAddressPathEncoder,
|
||||
[ERC20BridgeSource.CafeSwap]: routerAddressPathEncoder,
|
||||
[ERC20BridgeSource.CheeseSwap]: routerAddressPathEncoder,
|
||||
[ERC20BridgeSource.JulSwap]: routerAddressPathEncoder,
|
||||
[ERC20BridgeSource.WaultSwap]: routerAddressPathEncoder,
|
||||
// Polygon
|
||||
[ERC20BridgeSource.QuickSwap]: routerAddressPathEncoder,
|
||||
[ERC20BridgeSource.ComethSwap]: routerAddressPathEncoder,
|
||||
[ERC20BridgeSource.Dfyn]: routerAddressPathEncoder,
|
||||
[ERC20BridgeSource.Polydex]: routerAddressPathEncoder,
|
||||
[ERC20BridgeSource.JetSwap]: routerAddressPathEncoder,
|
||||
// Generic pools
|
||||
[ERC20BridgeSource.Shell]: poolEncoder,
|
||||
[ERC20BridgeSource.Component]: poolEncoder,
|
||||
[ERC20BridgeSource.Mooniswap]: poolEncoder,
|
||||
[ERC20BridgeSource.MStable]: poolEncoder,
|
||||
[ERC20BridgeSource.Balancer]: poolEncoder,
|
||||
[ERC20BridgeSource.Cream]: poolEncoder,
|
||||
[ERC20BridgeSource.Uniswap]: poolEncoder,
|
||||
// Custom integrations
|
||||
[ERC20BridgeSource.MakerPsm]: makerPsmEncoder,
|
||||
[ERC20BridgeSource.BalancerV2]: AbiEncoder.create([
|
||||
{ name: 'vault', type: 'address' },
|
||||
{
|
||||
name: 'swapSteps',
|
||||
type: 'tuple[]',
|
||||
components: [
|
||||
{ name: 'poolId', type: 'bytes32' },
|
||||
{ name: 'assetInIndex', type: 'uint256' },
|
||||
{ name: 'assetOutIndex', type: 'uint256' },
|
||||
{ name: 'amount', type: 'uint256' },
|
||||
{ name: 'userData', type: 'bytes' },
|
||||
],
|
||||
},
|
||||
{ name: 'assets', type: 'address[]' },
|
||||
]),
|
||||
[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.AaveV2]: AbiEncoder.create('(address,address)'),
|
||||
[ERC20BridgeSource.Compound]: AbiEncoder.create('(address)'),
|
||||
[ERC20BridgeSource.Geist]: AbiEncoder.create('(address,address)'),
|
||||
};
|
||||
|
||||
function getFillTokenAmounts(fill: CollapsedFill, side: MarketOperation): [BigNumber, BigNumber] {
|
||||
return [
|
||||
// Maker asset amount.
|
||||
side === MarketOperation.Sell ? fill.output.integerValue(BigNumber.ROUND_DOWN) : fill.input,
|
||||
// Taker asset amount.
|
||||
side === MarketOperation.Sell ? fill.input : fill.output.integerValue(BigNumber.ROUND_UP),
|
||||
];
|
||||
}
|
||||
|
||||
export function createNativeOptimizedOrder(
|
||||
fill: NativeCollapsedFill,
|
||||
side: MarketOperation,
|
||||
): OptimizedMarketOrderBase<NativeLimitOrderFillData> | OptimizedMarketOrderBase<NativeRfqOrderFillData> {
|
||||
const fillData = fill.fillData;
|
||||
const [makerAmount, takerAmount] = getFillTokenAmounts(fill, side);
|
||||
const base = {
|
||||
type: fill.type,
|
||||
source: ERC20BridgeSource.Native,
|
||||
makerToken: fillData.order.makerToken,
|
||||
takerToken: fillData.order.takerToken,
|
||||
makerAmount,
|
||||
takerAmount,
|
||||
fills: [fill],
|
||||
fillData,
|
||||
};
|
||||
return fill.type === FillQuoteTransformerOrderType.Rfq
|
||||
? { ...base, type: FillQuoteTransformerOrderType.Rfq, fillData: fillData as NativeRfqOrderFillData }
|
||||
: { ...base, type: FillQuoteTransformerOrderType.Limit, fillData: fillData as NativeLimitOrderFillData };
|
||||
}
|
||||
|
||||
@@ -1,4 +1,5 @@
|
||||
import { BigNumber } from '@0x/utils';
|
||||
import _ = require('lodash');
|
||||
|
||||
import { MarketOperation } from '../../types';
|
||||
|
||||
@@ -6,14 +7,7 @@ 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 {
|
||||
CollapsedFill,
|
||||
ERC20BridgeSource,
|
||||
ExchangeProxyOverhead,
|
||||
Fill,
|
||||
NativeCollapsedFill,
|
||||
OptimizedMarketOrder,
|
||||
} from './types';
|
||||
import { ERC20BridgeSource, ExchangeProxyOverhead, Fill, NativeFillData, OptimizedMarketOrder } from './types';
|
||||
|
||||
// tslint:disable: prefer-for-of no-bitwise completed-docs
|
||||
|
||||
@@ -37,7 +31,6 @@ export const DEFAULT_PATH_PENALTY_OPTS: PathPenaltyOpts = {
|
||||
};
|
||||
|
||||
export class Path {
|
||||
public collapsedFills?: ReadonlyArray<CollapsedFill>;
|
||||
public orders?: OptimizedMarketOrder[];
|
||||
public sourceFlags: bigint = BigInt(0);
|
||||
protected _size: PathSize = { input: ZERO_AMOUNT, output: ZERO_AMOUNT };
|
||||
@@ -57,16 +50,6 @@ export class Path {
|
||||
return path;
|
||||
}
|
||||
|
||||
public static clone(base: Path): Path {
|
||||
const clonedPath = new Path(base.side, base.fills.slice(), base.targetInput, base.pathPenaltyOpts);
|
||||
clonedPath.sourceFlags = base.sourceFlags;
|
||||
clonedPath._size = { ...base._size };
|
||||
clonedPath._adjustedSize = { ...base._adjustedSize };
|
||||
clonedPath.collapsedFills = base.collapsedFills === undefined ? undefined : base.collapsedFills.slice();
|
||||
clonedPath.orders = base.orders === undefined ? undefined : base.orders.slice();
|
||||
return clonedPath;
|
||||
}
|
||||
|
||||
protected constructor(
|
||||
protected readonly side: MarketOperation,
|
||||
public fills: ReadonlyArray<Fill>,
|
||||
@@ -74,68 +57,33 @@ export class Path {
|
||||
public readonly pathPenaltyOpts: PathPenaltyOpts,
|
||||
) {}
|
||||
|
||||
public append(fill: Fill): this {
|
||||
(this.fills as Fill[]).push(fill);
|
||||
this.sourceFlags |= fill.flags;
|
||||
this._addFillSize(fill);
|
||||
return this;
|
||||
}
|
||||
|
||||
/**
|
||||
* Add a fallback path to the current path
|
||||
* Fallback must contain exclusive fills that are
|
||||
* not present in this path
|
||||
* Finalizes this path, creating fillable orders with the information required
|
||||
* for settlement
|
||||
*/
|
||||
public addFallback(fallback: Path): this {
|
||||
// We pre-pend the sources which have a higher probability of failure
|
||||
// This allows us to continue on to the remaining fills
|
||||
// If the "flakey" sources like Native were at the end, we may have a failure
|
||||
// as the last fill and then either revert, or go back to a source we previously
|
||||
// filled against
|
||||
const nativeFills = this.fills.filter(f => f.source === ERC20BridgeSource.Native);
|
||||
const otherFills = this.fills.filter(f => f.source !== ERC20BridgeSource.Native);
|
||||
|
||||
// Map to the unique source id and the index to represent a unique fill
|
||||
const fillToFillId = (fill: Fill) => `${fill.sourcePathId}${fill.index}`;
|
||||
const otherFillIds = otherFills.map(f => fillToFillId(f));
|
||||
|
||||
this.fills = [
|
||||
// Append all of the native fills first
|
||||
...nativeFills,
|
||||
// Add the other fills that are not native in the optimal path
|
||||
...otherFills,
|
||||
// Add the fills to the end that aren't already included
|
||||
...fallback.fills.filter(f => !otherFillIds.includes(fillToFillId(f))),
|
||||
];
|
||||
// Recompute the source flags
|
||||
this.sourceFlags = this.fills.reduce((flags, fill) => flags | fill.flags, BigInt(0));
|
||||
return this;
|
||||
}
|
||||
|
||||
public collapse(opts: CreateOrderFromPathOpts): CollapsedPath {
|
||||
public finalize(opts: CreateOrderFromPathOpts): FinalizedPath {
|
||||
const [makerToken, takerToken] = getMakerTakerTokens(opts);
|
||||
const collapsedFills = this.collapsedFills === undefined ? this._collapseFills() : this.collapsedFills;
|
||||
this.orders = [];
|
||||
for (let i = 0; i < collapsedFills.length; ) {
|
||||
if (collapsedFills[i].source === ERC20BridgeSource.Native) {
|
||||
this.orders.push(createNativeOptimizedOrder(collapsedFills[i] as NativeCollapsedFill, opts.side));
|
||||
++i;
|
||||
continue;
|
||||
for (const fill of this.fills) {
|
||||
// internal BigInt flag field is not supported JSON and is tricky
|
||||
// to remove upstream. Since it's not needed in a FinalizedPath we just drop it.
|
||||
const normalizedFill = _.omit(fill, 'flags') as Fill;
|
||||
if (fill.source === ERC20BridgeSource.Native) {
|
||||
this.orders.push(createNativeOptimizedOrder(normalizedFill as Fill<NativeFillData>, opts.side));
|
||||
} else {
|
||||
this.orders.push(createBridgeOrder(normalizedFill, makerToken, takerToken, opts.side));
|
||||
}
|
||||
|
||||
this.orders.push(createBridgeOrder(collapsedFills[i], makerToken, takerToken, opts.side));
|
||||
i += 1;
|
||||
}
|
||||
return this as CollapsedPath;
|
||||
}
|
||||
|
||||
public size(): PathSize {
|
||||
return this._size;
|
||||
return this as FinalizedPath;
|
||||
}
|
||||
|
||||
public adjustedSize(): PathSize {
|
||||
// Adjusted input/output has been adjusted by the cost of the DEX, but not by any
|
||||
// overhead added by the exchange proxy.
|
||||
const { input, output } = this._adjustedSize;
|
||||
const { exchangeProxyOverhead, outputAmountPerEth, inputAmountPerEth } = this.pathPenaltyOpts;
|
||||
// Calculate the additional penalty from the ways this path can be filled
|
||||
// by the exchange proxy, e.g VIPs (small) or FillQuoteTransformer (large)
|
||||
const gasOverhead = exchangeProxyOverhead(this.sourceFlags);
|
||||
const pathPenalty = ethToOutputAmount({
|
||||
input,
|
||||
@@ -155,6 +103,10 @@ export class Path {
|
||||
return getCompleteRate(this.side, input, output, this.targetInput);
|
||||
}
|
||||
|
||||
/**
|
||||
* Calculates the rate of this path, where the output has been
|
||||
* adjusted for penalties (e.g cost)
|
||||
*/
|
||||
public adjustedRate(): BigNumber {
|
||||
const { input, output } = this.adjustedSize();
|
||||
return getRate(this.side, input, output);
|
||||
@@ -171,16 +123,11 @@ export class Path {
|
||||
return best;
|
||||
}
|
||||
|
||||
public adjustedSlippage(maxRate: BigNumber): number {
|
||||
if (maxRate.eq(0)) {
|
||||
return 0;
|
||||
}
|
||||
const totalRate = this.adjustedRate();
|
||||
const rateChange = maxRate.minus(totalRate);
|
||||
return rateChange.div(maxRate).toNumber();
|
||||
}
|
||||
|
||||
public isBetterThan(other: Path): boolean {
|
||||
/**
|
||||
* Compares two paths returning if this adjusted path
|
||||
* is better than the other adjusted path
|
||||
*/
|
||||
public isAdjustedBetterThan(other: Path): boolean {
|
||||
if (!this.targetInput.isEqualTo(other.targetInput)) {
|
||||
throw new Error(`Target input mismatch: ${this.targetInput} !== ${other.targetInput}`);
|
||||
}
|
||||
@@ -192,78 +139,6 @@ export class Path {
|
||||
} else {
|
||||
return this.adjustedCompleteRate().isGreaterThan(other.adjustedCompleteRate());
|
||||
}
|
||||
// if (otherInput.isLessThan(targetInput)) {
|
||||
// return input.isGreaterThan(otherInput);
|
||||
// } else if (input.isGreaterThanOrEqualTo(targetInput)) {
|
||||
// return this.adjustedCompleteRate().isGreaterThan(other.adjustedCompleteRate());
|
||||
// }
|
||||
// return false;
|
||||
}
|
||||
|
||||
public isComplete(): boolean {
|
||||
const { input } = this._size;
|
||||
return input.gte(this.targetInput);
|
||||
}
|
||||
|
||||
public isValid(skipDuplicateCheck: boolean = false): boolean {
|
||||
for (let i = 0; i < this.fills.length; ++i) {
|
||||
// Fill must immediately follow its parent.
|
||||
if (this.fills[i].parent) {
|
||||
if (i === 0 || this.fills[i - 1] !== this.fills[i].parent) {
|
||||
return false;
|
||||
}
|
||||
}
|
||||
if (!skipDuplicateCheck) {
|
||||
// Fill must not be duplicated.
|
||||
for (let j = 0; j < i; ++j) {
|
||||
if (this.fills[i] === this.fills[j]) {
|
||||
return false;
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
return true;
|
||||
}
|
||||
|
||||
public isValidNextFill(fill: Fill): boolean {
|
||||
if (this.fills.length === 0) {
|
||||
return !fill.parent;
|
||||
}
|
||||
if (this.fills[this.fills.length - 1] === fill.parent) {
|
||||
return true;
|
||||
}
|
||||
if (fill.parent) {
|
||||
return false;
|
||||
}
|
||||
return true;
|
||||
}
|
||||
|
||||
private _collapseFills(): ReadonlyArray<CollapsedFill> {
|
||||
this.collapsedFills = [];
|
||||
for (const fill of this.fills) {
|
||||
const source = fill.source;
|
||||
if (this.collapsedFills.length !== 0 && source !== ERC20BridgeSource.Native) {
|
||||
const prevFill = this.collapsedFills[this.collapsedFills.length - 1];
|
||||
// If the last fill is from the same source, merge them.
|
||||
if (prevFill.sourcePathId === fill.sourcePathId) {
|
||||
prevFill.input = prevFill.input.plus(fill.input);
|
||||
prevFill.output = prevFill.output.plus(fill.output);
|
||||
prevFill.fillData = fill.fillData;
|
||||
prevFill.subFills.push(fill);
|
||||
continue;
|
||||
}
|
||||
}
|
||||
(this.collapsedFills as CollapsedFill[]).push({
|
||||
sourcePathId: fill.sourcePathId,
|
||||
source: fill.source,
|
||||
type: fill.type,
|
||||
fillData: fill.fillData,
|
||||
input: fill.input,
|
||||
output: fill.output,
|
||||
subFills: [fill],
|
||||
});
|
||||
}
|
||||
return this.collapsedFills;
|
||||
}
|
||||
|
||||
private _addFillSize(fill: Fill): void {
|
||||
@@ -285,7 +160,6 @@ export class Path {
|
||||
}
|
||||
}
|
||||
|
||||
export interface CollapsedPath extends Path {
|
||||
readonly collapsedFills: ReadonlyArray<CollapsedFill>;
|
||||
export interface FinalizedPath extends Path {
|
||||
readonly orders: OptimizedMarketOrder[];
|
||||
}
|
||||
|
||||
@@ -1,6 +1,7 @@
|
||||
import { assert } from '@0x/assert';
|
||||
import { ChainId } from '@0x/contract-addresses';
|
||||
import { OptimizerCapture, route, SerializedPath } from '@0x/neon-router';
|
||||
import { FillQuoteTransformerOrderType } from '@0x/protocol-utils';
|
||||
import { BigNumber, hexUtils } from '@0x/utils';
|
||||
import * as _ from 'lodash';
|
||||
import { performance } from 'perf_hooks';
|
||||
@@ -9,13 +10,12 @@ import { DEFAULT_WARNING_LOGGER } from '../../constants';
|
||||
import { MarketOperation, NativeOrderWithFillableAmounts } from '../../types';
|
||||
|
||||
import { VIP_ERC20_BRIDGE_SOURCES_BY_CHAIN_ID, ZERO_AMOUNT } from './constants';
|
||||
import { dexSamplesToFills, ethToOutputAmount, nativeOrdersToFills } from './fills';
|
||||
import { DEFAULT_PATH_PENALTY_OPTS, Path, PathPenaltyOpts } from './path';
|
||||
import { DexSample, ERC20BridgeSource, FeeSchedule, Fill, FillData, SamplerMetrics } from './types';
|
||||
import { dexSampleToFill, ethToOutputAmount, nativeOrderToFill } from './fills';
|
||||
import { Path, PathPenaltyOpts } from './path';
|
||||
import { DexSample, ERC20BridgeSource, FeeSchedule, Fill, FillAdjustor, FillData, SamplerMetrics } from './types';
|
||||
|
||||
// tslint:disable: prefer-for-of custom-no-magic-numbers completed-docs no-bitwise
|
||||
|
||||
const RUN_LIMIT_DECAY_FACTOR = 0.5;
|
||||
// NOTE: The Rust router will panic with less than 3 samples
|
||||
const MIN_NUM_SAMPLE_INPUTS = 3;
|
||||
|
||||
@@ -45,7 +45,7 @@ function calculateOuputFee(
|
||||
): BigNumber {
|
||||
if (isDexSample(sampleOrNativeOrder)) {
|
||||
const { input, output, source, fillData } = sampleOrNativeOrder;
|
||||
const fee = fees[source]?.(fillData) || 0;
|
||||
const fee = fees[source]?.(fillData).fee || ZERO_AMOUNT;
|
||||
const outputFee = ethToOutputAmount({
|
||||
input,
|
||||
output,
|
||||
@@ -56,7 +56,7 @@ function calculateOuputFee(
|
||||
return outputFee;
|
||||
} else {
|
||||
const { input, output } = nativeOrderToNormalizedAmounts(side, sampleOrNativeOrder);
|
||||
const fee = fees[ERC20BridgeSource.Native]?.(sampleOrNativeOrder) || 0;
|
||||
const fee = fees[ERC20BridgeSource.Native]?.(sampleOrNativeOrder).fee || ZERO_AMOUNT;
|
||||
const outputFee = ethToOutputAmount({
|
||||
input,
|
||||
output,
|
||||
@@ -77,6 +77,7 @@ function findRoutesAndCreateOptimalPath(
|
||||
fees: FeeSchedule,
|
||||
neonRouterNumSamples: number,
|
||||
vipSourcesSet: Set<ERC20BridgeSource>,
|
||||
fillAdjustor: FillAdjustor,
|
||||
): { allSourcesPath: Path | undefined; vipSourcesPath: Path | undefined } | undefined {
|
||||
// Currently the rust router is unable to handle 1 base unit sized quotes and will error out
|
||||
// To avoid flooding the logs with these errors we just return an insufficient liquidity error
|
||||
@@ -85,31 +86,44 @@ function findRoutesAndCreateOptimalPath(
|
||||
return undefined;
|
||||
}
|
||||
|
||||
const createFill = (sample: DexSample): Fill | undefined => {
|
||||
const fills = dexSamplesToFills(side, [sample], opts.outputAmountPerEth, opts.inputAmountPerEth, fees);
|
||||
// NOTE: If the sample has 0 output dexSamplesToFills will return [] because no fill can be created
|
||||
if (fills.length === 0) {
|
||||
return undefined;
|
||||
}
|
||||
|
||||
return fills[0];
|
||||
// Create a `Fill` from a dex sample and adjust it with any passed in
|
||||
// adjustor
|
||||
const createFillFromDexSample = (sample: DexSample): Fill => {
|
||||
const fill = dexSampleToFill(side, sample, opts.outputAmountPerEth, opts.inputAmountPerEth, fees);
|
||||
const adjustedFills = fillAdjustor.adjustFills(side, [fill], input);
|
||||
return adjustedFills[0];
|
||||
};
|
||||
|
||||
const createPathFromStrategy = (sourcesRustRoute: Float64Array, sourcesOutputAmounts: Float64Array) => {
|
||||
const createPathFromStrategy = (optimalRouteInputs: Float64Array, optimalRouteOutputs: Float64Array) => {
|
||||
/**
|
||||
* inputs are the amounts to fill at each source index
|
||||
* e.g fill 2076 at index 4
|
||||
* [ 0, 0, 0, 0, 2076, 464, 230,
|
||||
* 230, 0, 0, 0 ]
|
||||
* the sum represents the total input amount
|
||||
*
|
||||
* outputs are the amounts we expect out at each source index
|
||||
* [ 0, 0, 0, 0, 42216, 9359, 4677,
|
||||
* 4674, 0, 0, 0 ]
|
||||
* the sum represents the total expected output amount
|
||||
*/
|
||||
|
||||
const routesAndSamplesAndOutputs = _.zip(
|
||||
sourcesRustRoute,
|
||||
optimalRouteInputs,
|
||||
optimalRouteOutputs,
|
||||
samplesAndNativeOrdersWithResults,
|
||||
sourcesOutputAmounts,
|
||||
sampleSourcePathIds,
|
||||
);
|
||||
const adjustedFills: Fill[] = [];
|
||||
const totalRoutedAmount = BigNumber.sum(...sourcesRustRoute);
|
||||
const totalRoutedAmount = BigNumber.sum(...optimalRouteInputs);
|
||||
|
||||
// Due to precision errors we can end up with a totalRoutedAmount that is not exactly equal to the input
|
||||
const precisionErrorScalar = input.dividedBy(totalRoutedAmount);
|
||||
|
||||
const scale = input.dividedBy(totalRoutedAmount);
|
||||
for (const [
|
||||
routeInput,
|
||||
routeSamplesAndNativeOrders,
|
||||
outputAmount,
|
||||
routeSamplesAndNativeOrders,
|
||||
sourcePathId,
|
||||
] of routesAndSamplesAndOutputs) {
|
||||
if (!Number.isFinite(outputAmount)) {
|
||||
@@ -119,26 +133,27 @@ function findRoutesAndCreateOptimalPath(
|
||||
if (!routeInput || !routeSamplesAndNativeOrders || !outputAmount) {
|
||||
continue;
|
||||
}
|
||||
// TODO(kimpers): [TKR-241] amounts are sometimes clipped in the router due to precision loss for number/f64
|
||||
// TODO: [TKR-241] amounts are sometimes clipped in the router due to precision loss for number/f64
|
||||
// we can work around it by scaling it and rounding up. However now we end up with a total amount of a couple base units too much
|
||||
const rustInputAdjusted = BigNumber.min(
|
||||
new BigNumber(routeInput).multipliedBy(scale).integerValue(BigNumber.ROUND_CEIL),
|
||||
const routeInputCorrected = BigNumber.min(
|
||||
precisionErrorScalar.multipliedBy(routeInput).integerValue(BigNumber.ROUND_CEIL),
|
||||
input,
|
||||
);
|
||||
|
||||
const current = routeSamplesAndNativeOrders[routeSamplesAndNativeOrders.length - 1];
|
||||
// If it is a native single order we only have one Input/output
|
||||
// we want to convert this to an array of samples
|
||||
if (!isDexSample(current)) {
|
||||
const nativeFill = nativeOrdersToFills(
|
||||
const nativeFill = nativeOrderToFill(
|
||||
side,
|
||||
[current],
|
||||
rustInputAdjusted,
|
||||
current,
|
||||
routeInputCorrected,
|
||||
opts.outputAmountPerEth,
|
||||
opts.inputAmountPerEth,
|
||||
fees,
|
||||
false,
|
||||
)[0] as Fill | undefined;
|
||||
// Note: If the order has an adjusted rate of less than or equal to 0 it will be skipped
|
||||
// and nativeFill will be `undefined`
|
||||
);
|
||||
// Note: If the order has an adjusted rate of less than or equal to 0 it will be undefined
|
||||
if (nativeFill) {
|
||||
// NOTE: For Limit/RFQ orders we are done here. No need to scale output
|
||||
adjustedFills.push({ ...nativeFill, sourcePathId: sourcePathId ?? hexUtils.random() });
|
||||
@@ -147,62 +162,54 @@ function findRoutesAndCreateOptimalPath(
|
||||
}
|
||||
|
||||
// NOTE: For DexSamples only
|
||||
let fill = createFill(current);
|
||||
let fill = createFillFromDexSample(current);
|
||||
if (!fill) {
|
||||
continue;
|
||||
}
|
||||
const routeSamples = routeSamplesAndNativeOrders as Array<DexSample<FillData>>;
|
||||
// Descend to approach a closer fill for fillData which may not be consistent
|
||||
// throughout the path (UniswapV3) and for a closer guesstimate at
|
||||
// gas used
|
||||
|
||||
// From the output of the router, find the closest Sample in terms of input.
|
||||
// The Router may have chosen an amount to fill that we do not have a measured sample of
|
||||
// Choosing this accurately is required in some sources where the `FillData` may change depending
|
||||
// on the size of the trade. For example, UniswapV3 has variable gas cost
|
||||
// which increases with input.
|
||||
assert.assert(routeSamples.length >= 1, 'Found no sample to use for source');
|
||||
for (let k = routeSamples.length - 1; k >= 0; k--) {
|
||||
// If we're at the last remaining sample that's all we have left to use
|
||||
if (k === 0) {
|
||||
fill = createFill(routeSamples[0]) ?? fill;
|
||||
fill = createFillFromDexSample(routeSamples[0]) ?? fill;
|
||||
}
|
||||
if (rustInputAdjusted.isGreaterThan(routeSamples[k].input)) {
|
||||
if (routeInputCorrected.isGreaterThan(routeSamples[k].input)) {
|
||||
const left = routeSamples[k];
|
||||
const right = routeSamples[k + 1];
|
||||
if (left && right) {
|
||||
fill =
|
||||
createFill({
|
||||
createFillFromDexSample({
|
||||
...right, // default to the greater (for gas used)
|
||||
input: rustInputAdjusted,
|
||||
output: new BigNumber(outputAmount),
|
||||
input: routeInputCorrected,
|
||||
output: new BigNumber(outputAmount).integerValue(),
|
||||
}) ?? fill;
|
||||
} else {
|
||||
assert.assert(Boolean(left || right), 'No valid sample to use');
|
||||
fill = createFill(left || right) ?? fill;
|
||||
fill = createFillFromDexSample(left || right) ?? fill;
|
||||
}
|
||||
break;
|
||||
}
|
||||
}
|
||||
|
||||
// TODO(kimpers): remove once we have solved the rounding/precision loss issues in the Rust router
|
||||
const maxSampledOutput = BigNumber.max(...routeSamples.map(s => s.output));
|
||||
// TODO: remove once we have solved the rounding/precision loss issues in the Rust router
|
||||
const maxSampledOutput = BigNumber.max(...routeSamples.map(s => s.output)).integerValue();
|
||||
// Scale output by scale factor but never go above the largest sample in sell quotes (unknown liquidity) or below 1 base unit (unfillable)
|
||||
const scaleOutput = (output: BigNumber) => {
|
||||
// Don't try to scale 0 output as it will be clamped to 1
|
||||
if (output.eq(ZERO_AMOUNT)) {
|
||||
return output;
|
||||
}
|
||||
|
||||
const scaled = output
|
||||
.times(scale)
|
||||
.decimalPlaces(0, side === MarketOperation.Sell ? BigNumber.ROUND_FLOOR : BigNumber.ROUND_CEIL);
|
||||
const capped = MarketOperation.Sell ? BigNumber.min(scaled, maxSampledOutput) : scaled;
|
||||
|
||||
const capped = BigNumber.min(output.integerValue(), maxSampledOutput);
|
||||
return BigNumber.max(capped, 1);
|
||||
};
|
||||
|
||||
adjustedFills.push({
|
||||
...fill,
|
||||
input: rustInputAdjusted,
|
||||
input: routeInputCorrected,
|
||||
output: scaleOutput(fill.output),
|
||||
adjustedOutput: scaleOutput(fill.adjustedOutput),
|
||||
index: 0,
|
||||
parent: undefined,
|
||||
sourcePathId: sourcePathId ?? hexUtils.random(),
|
||||
});
|
||||
}
|
||||
@@ -224,7 +231,6 @@ function findRoutesAndCreateOptimalPath(
|
||||
continue;
|
||||
}
|
||||
|
||||
const sourcePathId = hexUtils.random();
|
||||
const singleSourceSamplesWithOutput = [...singleSourceSamples];
|
||||
for (let i = singleSourceSamples.length - 1; i >= 0; i--) {
|
||||
const currentOutput = singleSourceSamples[i].output;
|
||||
@@ -240,17 +246,23 @@ function findRoutesAndCreateOptimalPath(
|
||||
continue;
|
||||
}
|
||||
|
||||
// TODO(kimpers): Do we need to handle 0 entries, from eg Kyber?
|
||||
// TODO: Do we need to handle 0 entries, from eg Kyber?
|
||||
const serializedPath = singleSourceSamplesWithOutput.reduce<SerializedPath>(
|
||||
(memo, sample, sampleIdx) => {
|
||||
memo.ids.push(`${sample.source}-${serializedPaths.length}-${sampleIdx}`);
|
||||
memo.inputs.push(sample.input.integerValue().toNumber());
|
||||
memo.outputs.push(sample.output.integerValue().toNumber());
|
||||
memo.outputFees.push(
|
||||
calculateOuputFee(side, sample, opts.outputAmountPerEth, opts.inputAmountPerEth, fees)
|
||||
.integerValue()
|
||||
.toNumber(),
|
||||
);
|
||||
// Use the fill from createFillFromDexSample to apply
|
||||
// any user supplied adjustments
|
||||
const f = createFillFromDexSample(sample);
|
||||
memo.ids.push(`${f.source}-${serializedPaths.length}-${sampleIdx}`);
|
||||
memo.inputs.push(f.input.integerValue().toNumber());
|
||||
memo.outputs.push(f.output.integerValue().toNumber());
|
||||
// Calculate the penalty of this sample as the diff between the
|
||||
// output and the adjusted output
|
||||
const outputFee = f.output
|
||||
.minus(f.adjustedOutput)
|
||||
.absoluteValue()
|
||||
.integerValue()
|
||||
.toNumber();
|
||||
memo.outputFees.push(outputFee);
|
||||
|
||||
return memo;
|
||||
},
|
||||
@@ -265,6 +277,8 @@ function findRoutesAndCreateOptimalPath(
|
||||
|
||||
samplesAndNativeOrdersWithResults.push(singleSourceSamplesWithOutput);
|
||||
serializedPaths.push(serializedPath);
|
||||
|
||||
const sourcePathId = hexUtils.random();
|
||||
sampleSourcePathIds.push(sourcePathId);
|
||||
}
|
||||
|
||||
@@ -306,19 +320,22 @@ function findRoutesAndCreateOptimalPath(
|
||||
normalizedOrderOutput.times(scaleToInput).times(fraction),
|
||||
normalizedOrderOutput,
|
||||
);
|
||||
const id = `${ERC20BridgeSource.Native}-${serializedPaths.length}-${idx}-${i}`;
|
||||
const id = `${ERC20BridgeSource.Native}-${nativeOrder.type}-${serializedPaths.length}-${idx}-${i}`;
|
||||
inputs.push(currentInput.integerValue().toNumber());
|
||||
outputs.push(currentOutput.integerValue().toNumber());
|
||||
outputFees.push(fee);
|
||||
ids.push(id);
|
||||
}
|
||||
|
||||
// We have a VIP for the Rfq order type, Limit order currently goes through FQT
|
||||
const isVip = nativeOrder.type !== FillQuoteTransformerOrderType.Limit;
|
||||
|
||||
const serializedPath: SerializedPath = {
|
||||
ids,
|
||||
inputs,
|
||||
outputs,
|
||||
outputFees,
|
||||
isVip: true,
|
||||
isVip,
|
||||
};
|
||||
|
||||
samplesAndNativeOrdersWithResults.push([nativeOrder]);
|
||||
@@ -375,7 +392,7 @@ function findRoutesAndCreateOptimalPath(
|
||||
};
|
||||
}
|
||||
|
||||
export function findOptimalRustPathFromSamples(
|
||||
export function findOptimalPathFromSamples(
|
||||
side: MarketOperation,
|
||||
samples: DexSample[][],
|
||||
nativeOrders: NativeOrderWithFillableAmounts[],
|
||||
@@ -384,6 +401,7 @@ export function findOptimalRustPathFromSamples(
|
||||
fees: FeeSchedule,
|
||||
chainId: ChainId,
|
||||
neonRouterNumSamples: number,
|
||||
fillAdjustor: FillAdjustor,
|
||||
samplerMetrics?: SamplerMetrics,
|
||||
): Path | undefined {
|
||||
const beforeTimeMs = performance.now();
|
||||
@@ -406,6 +424,7 @@ export function findOptimalRustPathFromSamples(
|
||||
fees,
|
||||
neonRouterNumSamples,
|
||||
vipSourcesSet,
|
||||
fillAdjustor,
|
||||
);
|
||||
|
||||
if (!paths) {
|
||||
@@ -415,7 +434,7 @@ export function findOptimalRustPathFromSamples(
|
||||
|
||||
const { allSourcesPath, vipSourcesPath } = paths;
|
||||
|
||||
if (!allSourcesPath || vipSourcesPath?.isBetterThan(allSourcesPath)) {
|
||||
if (!allSourcesPath || vipSourcesPath?.isAdjustedBetterThan(allSourcesPath)) {
|
||||
sendMetrics();
|
||||
return vipSourcesPath;
|
||||
}
|
||||
@@ -423,143 +442,3 @@ export function findOptimalRustPathFromSamples(
|
||||
sendMetrics();
|
||||
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 findOptimalPathJSAsync(
|
||||
side: MarketOperation,
|
||||
fills: Fill[][],
|
||||
targetInput: BigNumber,
|
||||
runLimit: number = 2 ** 8,
|
||||
samplerMetrics?: SamplerMetrics,
|
||||
opts: PathPenaltyOpts = DEFAULT_PATH_PENALTY_OPTS,
|
||||
): Promise<Path | undefined> {
|
||||
const beforeTimeMs = performance.now();
|
||||
// Sort fill arrays by descending adjusted completed rate.
|
||||
// Remove any paths which cannot impact the optimal path
|
||||
const sortedPaths = reducePaths(fillsToSortedPaths(fills, side, targetInput, opts), side);
|
||||
if (sortedPaths.length === 0) {
|
||||
return undefined;
|
||||
}
|
||||
const rates = rateBySourcePathId(sortedPaths);
|
||||
let optimalPath = sortedPaths[0];
|
||||
for (const [i, path] of sortedPaths.slice(1).entries()) {
|
||||
optimalPath = mixPaths(side, optimalPath, path, targetInput, runLimit * RUN_LIMIT_DECAY_FACTOR ** i, rates);
|
||||
// Yield to event loop.
|
||||
await Promise.resolve();
|
||||
}
|
||||
const finalPath = optimalPath.isComplete() ? optimalPath : undefined;
|
||||
// tslint:disable-next-line: no-unused-expression
|
||||
samplerMetrics &&
|
||||
samplerMetrics.logRouterDetails({
|
||||
router: 'js',
|
||||
type: 'total',
|
||||
timingMs: performance.now() - beforeTimeMs,
|
||||
});
|
||||
return finalPath;
|
||||
}
|
||||
|
||||
// Sort fill arrays by descending adjusted completed rate.
|
||||
export function fillsToSortedPaths(
|
||||
fills: Fill[][],
|
||||
side: MarketOperation,
|
||||
targetInput: BigNumber,
|
||||
opts: PathPenaltyOpts,
|
||||
): Path[] {
|
||||
const paths = fills.map(singleSourceFills => Path.create(side, singleSourceFills, targetInput, opts));
|
||||
const sortedPaths = paths.sort((a, b) => {
|
||||
const aRate = a.adjustedCompleteRate();
|
||||
const bRate = b.adjustedCompleteRate();
|
||||
// There is a case where the adjusted completed rate isn't sufficient for the desired amount
|
||||
// resulting in a NaN div by 0 (output)
|
||||
if (bRate.isNaN()) {
|
||||
return -1;
|
||||
}
|
||||
if (aRate.isNaN()) {
|
||||
return 1;
|
||||
}
|
||||
return bRate.comparedTo(aRate);
|
||||
});
|
||||
return sortedPaths;
|
||||
}
|
||||
|
||||
// Remove paths which have no impact on the optimal path
|
||||
export function reducePaths(sortedPaths: Path[], side: MarketOperation): Path[] {
|
||||
// Any path which has a min rate that is less than the best adjusted completed rate has no chance of improving
|
||||
// the overall route.
|
||||
const bestNonNativeCompletePath = sortedPaths.filter(
|
||||
p => p.isComplete() && p.fills[0].source !== ERC20BridgeSource.Native,
|
||||
)[0];
|
||||
|
||||
// If there is no complete path then just go ahead with the sorted paths
|
||||
// I.e if the token only exists on sources which cannot sell to infinity
|
||||
// or buys where X is greater than all the tokens available in the pools
|
||||
if (!bestNonNativeCompletePath) {
|
||||
return sortedPaths;
|
||||
}
|
||||
const bestNonNativeCompletePathAdjustedRate = bestNonNativeCompletePath.adjustedCompleteRate();
|
||||
if (!bestNonNativeCompletePathAdjustedRate.isGreaterThan(0)) {
|
||||
return sortedPaths;
|
||||
}
|
||||
|
||||
const filteredPaths = sortedPaths.filter(p =>
|
||||
p.bestRate().isGreaterThanOrEqualTo(bestNonNativeCompletePathAdjustedRate),
|
||||
);
|
||||
return filteredPaths;
|
||||
}
|
||||
|
||||
function mixPaths(
|
||||
side: MarketOperation,
|
||||
pathA: Path,
|
||||
pathB: Path,
|
||||
targetInput: BigNumber,
|
||||
maxSteps: number,
|
||||
rates: { [id: string]: BigNumber },
|
||||
): Path {
|
||||
const _maxSteps = Math.max(maxSteps, 32);
|
||||
let steps = 0;
|
||||
// We assume pathA is the better of the two initially.
|
||||
let bestPath: Path = pathA;
|
||||
|
||||
const _walk = (path: Path, remainingFills: Fill[]) => {
|
||||
steps += 1;
|
||||
if (path.isBetterThan(bestPath)) {
|
||||
bestPath = path;
|
||||
}
|
||||
const remainingInput = targetInput.minus(path.size().input);
|
||||
if (remainingInput.isGreaterThan(0)) {
|
||||
for (let i = 0; i < remainingFills.length && steps < _maxSteps; ++i) {
|
||||
const fill = remainingFills[i];
|
||||
// Only walk valid paths.
|
||||
if (!path.isValidNextFill(fill)) {
|
||||
continue;
|
||||
}
|
||||
// Remove this fill from the next list of candidate fills.
|
||||
const nextRemainingFills = remainingFills.slice();
|
||||
nextRemainingFills.splice(i, 1);
|
||||
// Recurse.
|
||||
_walk(Path.clone(path).append(fill), nextRemainingFills);
|
||||
}
|
||||
}
|
||||
};
|
||||
const allFills = [...pathA.fills, ...pathB.fills];
|
||||
// Sort subpaths by rate and keep fills contiguous to improve our
|
||||
// chances of walking ideal, valid paths first.
|
||||
const sortedFills = allFills.sort((a, b) => {
|
||||
if (a.sourcePathId !== b.sourcePathId) {
|
||||
return rates[b.sourcePathId].comparedTo(rates[a.sourcePathId]);
|
||||
}
|
||||
return a.index - b.index;
|
||||
});
|
||||
_walk(Path.create(side, [], targetInput, pathA.pathPenaltyOpts), sortedFills);
|
||||
if (!bestPath.isValid()) {
|
||||
throw new Error('nooope');
|
||||
}
|
||||
return bestPath;
|
||||
}
|
||||
|
||||
function rateBySourcePathId(paths: Path[]): { [id: string]: BigNumber } {
|
||||
return _.fromPairs(paths.map(p => [p.fills[0].sourcePathId, p.adjustedRate()]));
|
||||
}
|
||||
|
||||
@@ -1,7 +1,9 @@
|
||||
import { getPoolsWithTokens, parsePoolData } from '@balancer-labs/sor';
|
||||
import { Pool } from '@balancer-labs/sor/dist/types';
|
||||
import { getPoolsWithTokens, parsePoolData } from 'balancer-labs-sor-v1';
|
||||
import { Pool } from 'balancer-labs-sor-v1/dist/types';
|
||||
import { gql, request } from 'graphql-request';
|
||||
|
||||
import { DEFAULT_WARNING_LOGGER } from '../../../constants';
|
||||
import { LogFunction } from '../../../types';
|
||||
import { BALANCER_MAX_POOLS_FETCHED, BALANCER_SUBGRAPH_URL, BALANCER_TOP_POOLS_FETCHED } from '../constants';
|
||||
|
||||
import { CacheValue, PoolsCache } from './pools_cache';
|
||||
@@ -24,6 +26,7 @@ export class BalancerPoolsCache extends PoolsCache {
|
||||
cache: { [key: string]: CacheValue } = {},
|
||||
private readonly maxPoolsFetched: number = BALANCER_MAX_POOLS_FETCHED,
|
||||
private readonly _topPoolsFetched: number = BALANCER_TOP_POOLS_FETCHED,
|
||||
private readonly _warningLogger: LogFunction = DEFAULT_WARNING_LOGGER,
|
||||
) {
|
||||
super(cache);
|
||||
void this._loadTopPoolsAsync();
|
||||
@@ -49,7 +52,14 @@ export class BalancerPoolsCache extends PoolsCache {
|
||||
[from: string]: { [to: string]: Pool[] };
|
||||
} = {};
|
||||
|
||||
const pools = await this._fetchTopPoolsAsync();
|
||||
let pools: BalancerPoolResponse[];
|
||||
try {
|
||||
pools = await this._fetchTopPoolsAsync();
|
||||
} catch (err) {
|
||||
this._warningLogger(err, 'Failed to fetch top pools for Balancer V1');
|
||||
return;
|
||||
}
|
||||
|
||||
for (const pool of pools) {
|
||||
const { tokensList } = pool;
|
||||
for (const from of tokensList) {
|
||||
|
||||
@@ -1,20 +1,20 @@
|
||||
import { ChainId } from '@0x/contract-addresses';
|
||||
import { BigNumber } from '@0x/utils';
|
||||
// import { parsePoolData } from '@balancer-labs'; // TODO - upgrade to v2
|
||||
import { Pool } from '@balancer-labs/sor/dist/types';
|
||||
import { Pool } from 'balancer-labs-sor-v1/dist/types';
|
||||
import { gql, request } from 'graphql-request';
|
||||
|
||||
import { DEFAULT_WARNING_LOGGER } from '../../../constants';
|
||||
import { LogFunction } from '../../../types';
|
||||
import {
|
||||
BALANCER_MAX_POOLS_FETCHED,
|
||||
BALANCER_TOP_POOLS_FETCHED,
|
||||
BALANCER_V2_SUBGRAPH_URL_BY_CHAIN,
|
||||
} from '../constants';
|
||||
import { BALANCER_MAX_POOLS_FETCHED, BALANCER_TOP_POOLS_FETCHED } from '../constants';
|
||||
|
||||
import { parsePoolData } from './balancer_sor_v2';
|
||||
import { CacheValue, PoolsCache } from './pools_cache';
|
||||
|
||||
const BEETHOVEN_X_SUBGRAPH_URL_BY_CHAIN = new Map<ChainId, string>([
|
||||
[ChainId.Fantom, 'https://api.thegraph.com/subgraphs/name/beethovenxfi/beethovenx'],
|
||||
]);
|
||||
|
||||
// tslint:disable-next-line:custom-no-magic-numbers
|
||||
const ONE_DAY_MS = 24 * 60 * 60 * 1000;
|
||||
|
||||
@@ -29,6 +29,15 @@ interface BalancerPoolResponse {
|
||||
}
|
||||
|
||||
export class BalancerV2PoolsCache extends PoolsCache {
|
||||
public static createBeethovenXPoolCache(chainId: ChainId): BalancerV2PoolsCache | undefined {
|
||||
const subgraphUrl = BEETHOVEN_X_SUBGRAPH_URL_BY_CHAIN.get(chainId);
|
||||
if (subgraphUrl === undefined) {
|
||||
return undefined;
|
||||
}
|
||||
|
||||
return new BalancerV2PoolsCache(subgraphUrl);
|
||||
}
|
||||
|
||||
private static _parseSubgraphPoolData(pool: any, takerToken: string, makerToken: string): Pool {
|
||||
const tToken = pool.tokens.find((t: any) => t.address === takerToken);
|
||||
const mToken = pool.tokens.find((t: any) => t.address === makerToken);
|
||||
@@ -50,8 +59,7 @@ export class BalancerV2PoolsCache extends PoolsCache {
|
||||
}
|
||||
|
||||
constructor(
|
||||
chainId: ChainId,
|
||||
private readonly subgraphUrl: string = BALANCER_V2_SUBGRAPH_URL_BY_CHAIN[chainId]!,
|
||||
private readonly subgraphUrl: string,
|
||||
private readonly maxPoolsFetched: number = BALANCER_MAX_POOLS_FETCHED,
|
||||
private readonly _topPoolsFetched: number = BALANCER_TOP_POOLS_FETCHED,
|
||||
private readonly _warningLogger: LogFunction = DEFAULT_WARNING_LOGGER,
|
||||
@@ -63,19 +71,6 @@ export class BalancerV2PoolsCache extends PoolsCache {
|
||||
setInterval(async () => void this._loadTopPoolsAsync(), ONE_DAY_MS / 2);
|
||||
}
|
||||
|
||||
// protected async _fetchPoolsForPairAsync(takerToken: string, makerToken: string): Promise<Pool[]> {
|
||||
// try {
|
||||
// const poolData = (await getPoolsWithTokens(takerToken, makerToken)).pools;
|
||||
// // Sort by maker token balance (descending)
|
||||
// const pools = parsePoolData(poolData, takerToken, makerToken).sort((a, b) =>
|
||||
// b.balanceOut.minus(a.balanceOut).toNumber(),
|
||||
// );
|
||||
// return pools.length > this.maxPoolsFetched ? pools.slice(0, this.maxPoolsFetched) : pools;
|
||||
// } catch (err) {
|
||||
// return [];
|
||||
// }
|
||||
// }
|
||||
|
||||
protected async _fetchTopPoolsAsync(): Promise<BalancerPoolResponse[]> {
|
||||
const query = gql`
|
||||
query fetchTopPools($topPoolsFetched: Int!) {
|
||||
@@ -114,7 +109,14 @@ export class BalancerV2PoolsCache extends PoolsCache {
|
||||
[from: string]: { [to: string]: Pool[] };
|
||||
} = {};
|
||||
|
||||
const pools = await this._fetchTopPoolsAsync();
|
||||
let pools: BalancerPoolResponse[];
|
||||
try {
|
||||
pools = await this._fetchTopPoolsAsync();
|
||||
} catch (err) {
|
||||
this._warningLogger(err, 'Failed to fetch top pools for Balancer V2');
|
||||
return;
|
||||
}
|
||||
|
||||
for (const pool of pools) {
|
||||
const { tokensList } = pool;
|
||||
for (const from of tokensList) {
|
||||
|
||||
@@ -1,4 +1,4 @@
|
||||
import { Pool } from '@balancer-labs/sor/dist/types';
|
||||
import { Pool } from 'balancer-labs-sor-v1/dist/types';
|
||||
import { getPoolsWithTokens, parsePoolData } from 'cream-sor';
|
||||
|
||||
import { BALANCER_MAX_POOLS_FETCHED } from '../constants';
|
||||
|
||||
@@ -1,4 +1,4 @@
|
||||
import { Pool } from '@balancer-labs/sor/dist/types';
|
||||
import { Pool } from 'balancer-labs-sor-v1/dist/types';
|
||||
|
||||
import { ONE_HOUR_IN_SECONDS, ONE_SECOND_MS } from '../constants';
|
||||
export { Pool };
|
||||
|
||||
@@ -1,9 +1,20 @@
|
||||
import { FillQuoteTransformerOrderType } from '@0x/protocol-utils';
|
||||
import { BigNumber } from '@0x/utils';
|
||||
|
||||
import { MarketOperation } from '../../types';
|
||||
|
||||
import { SOURCE_FLAGS, ZERO_AMOUNT } from './constants';
|
||||
import { DexSample, ERC20BridgeSource, ExchangeProxyOverhead, FeeSchedule, MultiHopFillData } from './types';
|
||||
import { adjustOutput } from './fills';
|
||||
import { IdentityFillAdjustor } from './identity_fill_adjustor';
|
||||
import {
|
||||
DexSample,
|
||||
ERC20BridgeSource,
|
||||
ExchangeProxyOverhead,
|
||||
FeeSchedule,
|
||||
Fill,
|
||||
FillAdjustor,
|
||||
MultiHopFillData,
|
||||
} from './types';
|
||||
|
||||
// tslint:disable:no-bitwise
|
||||
|
||||
@@ -18,20 +29,55 @@ export function getTwoHopAdjustedRate(
|
||||
outputAmountPerEth: BigNumber,
|
||||
fees: FeeSchedule = {},
|
||||
exchangeProxyOverhead: ExchangeProxyOverhead = () => ZERO_AMOUNT,
|
||||
fillAdjustor: FillAdjustor = new IdentityFillAdjustor(),
|
||||
): BigNumber {
|
||||
const { output, input, fillData } = twoHopQuote;
|
||||
if (input.isLessThan(targetInput) || output.isZero()) {
|
||||
return ZERO_AMOUNT;
|
||||
}
|
||||
const penalty = outputAmountPerEth.times(
|
||||
exchangeProxyOverhead(
|
||||
SOURCE_FLAGS.MultiHop |
|
||||
SOURCE_FLAGS[fillData.firstHopSource.source] |
|
||||
SOURCE_FLAGS[fillData.secondHopSource.source],
|
||||
).plus(fees[ERC20BridgeSource.MultiHop]!(fillData)),
|
||||
);
|
||||
const adjustedOutput = side === MarketOperation.Sell ? output.minus(penalty) : output.plus(penalty);
|
||||
return side === MarketOperation.Sell ? adjustedOutput.div(input) : input.div(adjustedOutput);
|
||||
|
||||
// Flags to indicate which sources are used
|
||||
const flags =
|
||||
SOURCE_FLAGS.MultiHop |
|
||||
SOURCE_FLAGS[fillData.firstHopSource.source] |
|
||||
SOURCE_FLAGS[fillData.secondHopSource.source];
|
||||
|
||||
// Penalty of going to those sources in terms of output
|
||||
const sourcePenalty = outputAmountPerEth.times(fees[ERC20BridgeSource.MultiHop]!(fillData).fee).integerValue();
|
||||
|
||||
// Create a Fill so it can be adjusted by the `FillAdjustor`
|
||||
const fill: Fill = {
|
||||
...twoHopQuote,
|
||||
flags,
|
||||
type: FillQuoteTransformerOrderType.Bridge,
|
||||
adjustedOutput: adjustOutput(side, twoHopQuote.output, sourcePenalty),
|
||||
sourcePathId: `${ERC20BridgeSource.MultiHop}-${fillData.firstHopSource.source}-${fillData.secondHopSource.source}`,
|
||||
// We don't have this information at this stage
|
||||
gas: 0,
|
||||
};
|
||||
// Adjust the individual Fill
|
||||
// HACK: Chose the worst of slippage between the two sources in multihop
|
||||
const adjustedOutputLeft = fillAdjustor.adjustFills(
|
||||
side,
|
||||
[{ ...fill, source: fillData.firstHopSource.source }],
|
||||
targetInput,
|
||||
)[0].adjustedOutput;
|
||||
const adjustedOutputRight = fillAdjustor.adjustFills(
|
||||
side,
|
||||
[{ ...fill, source: fillData.secondHopSource.source }],
|
||||
targetInput,
|
||||
)[0].adjustedOutput;
|
||||
// In Sells, output smaller is worse (you're getting less out)
|
||||
// In Buys, output larger is worse (it's costing you more)
|
||||
const fillAdjustedOutput =
|
||||
side === MarketOperation.Sell
|
||||
? BigNumber.min(adjustedOutputLeft, adjustedOutputRight)
|
||||
: BigNumber.max(adjustedOutputLeft, adjustedOutputRight);
|
||||
|
||||
const pathPenalty = outputAmountPerEth.times(exchangeProxyOverhead(flags)).integerValue();
|
||||
const pathAdjustedOutput = adjustOutput(side, fillAdjustedOutput, pathPenalty);
|
||||
|
||||
return getRate(side, input, pathAdjustedOutput);
|
||||
}
|
||||
|
||||
/**
|
||||
@@ -59,6 +105,8 @@ export function getCompleteRate(
|
||||
|
||||
/**
|
||||
* Computes the rate given the input/output of a path.
|
||||
*
|
||||
* If it is a sell, output/input. If it is a buy, input/output.
|
||||
*/
|
||||
export function getRate(side: MarketOperation, input: BigNumber, output: BigNumber): BigNumber {
|
||||
if (input.eq(0) || output.eq(0)) {
|
||||
|
||||
@@ -3,10 +3,11 @@ import { BigNumber, NULL_BYTES } from '@0x/utils';
|
||||
|
||||
import { SamplerOverrides } from '../../types';
|
||||
import { ERC20BridgeSamplerContract } from '../../wrappers';
|
||||
import { TokenAdjacencyGraph } from '../token_adjacency_graph';
|
||||
|
||||
import { BancorService } from './bancor_service';
|
||||
import { PoolsCacheMap, SamplerOperations } from './sampler_operations';
|
||||
import { BatchedOperation, LiquidityProviderRegistry, TokenAdjacencyGraph } from './types';
|
||||
import { BatchedOperation, LiquidityProviderRegistry } from './types';
|
||||
|
||||
/**
|
||||
* Generate sample amounts up to `maxFillAmount`.
|
||||
|
||||
@@ -1,22 +1,22 @@
|
||||
import { ChainId } from '@0x/contract-addresses';
|
||||
import { LimitOrderFields } from '@0x/protocol-utils';
|
||||
import { BigNumber, logUtils } from '@0x/utils';
|
||||
import { formatBytes32String } from '@ethersproject/strings';
|
||||
import * as _ from 'lodash';
|
||||
|
||||
import { AaveV2Sampler } from '../../noop_samplers/AaveV2Sampler';
|
||||
import { GeistSampler } from '../../noop_samplers/GeistSampler';
|
||||
import { SamplerCallResult, SignedNativeOrder } from '../../types';
|
||||
import { ERC20BridgeSamplerContract } from '../../wrappers';
|
||||
import { TokenAdjacencyGraph } from '../token_adjacency_graph';
|
||||
|
||||
import { AaveV2ReservesCache } from './aave_reserves_cache';
|
||||
import { BancorService } from './bancor_service';
|
||||
import {
|
||||
getCurveLikeInfosForPair,
|
||||
getDodoV2Offsets,
|
||||
getKyberOffsets,
|
||||
getPlatypusInfoForPair,
|
||||
getShellLikeInfosForPair,
|
||||
isAllowedKyberReserveId,
|
||||
isBadTokenForSource,
|
||||
isValidAddress,
|
||||
uniswapV2LikeRouterAddress,
|
||||
@@ -27,7 +27,8 @@ import {
|
||||
AVALANCHE_TOKENS,
|
||||
BALANCER_V2_VAULT_ADDRESS_BY_CHAIN,
|
||||
BANCOR_REGISTRY_BY_CHAIN_ID,
|
||||
BEETHOVEN_X_SUBGRAPH_URL_BY_CHAIN,
|
||||
BANCORV3_NETWORK_BY_CHAIN_ID,
|
||||
BANCORV3_NETWORK_INFO_BY_CHAIN_ID,
|
||||
BEETHOVEN_X_VAULT_ADDRESS_BY_CHAIN,
|
||||
COMPOUND_API_URL_BY_CHAIN_ID,
|
||||
DODOV1_CONFIG_BY_CHAIN_ID,
|
||||
@@ -35,26 +36,27 @@ import {
|
||||
GMX_READER_BY_CHAIN_ID,
|
||||
GMX_ROUTER_BY_CHAIN_ID,
|
||||
GMX_VAULT_BY_CHAIN_ID,
|
||||
KYBER_CONFIG_BY_CHAIN_ID,
|
||||
KYBER_DMM_ROUTER_BY_CHAIN_ID,
|
||||
LIDO_INFO_BY_CHAIN,
|
||||
LIQUIDITY_PROVIDER_REGISTRY_BY_CHAIN_ID,
|
||||
MAINNET_TOKENS,
|
||||
MAKER_PSM_INFO_BY_CHAIN_ID,
|
||||
MAX_UINT256,
|
||||
MOONISWAP_REGISTRIES_BY_CHAIN_ID,
|
||||
NATIVE_FEE_TOKEN_BY_CHAIN_ID,
|
||||
NULL_ADDRESS,
|
||||
NULL_BYTES,
|
||||
PLATYPUS_ROUTER_BY_CHAIN_ID,
|
||||
SELL_SOURCE_FILTER_BY_CHAIN_ID,
|
||||
SYNTHETIX_CURRENCY_KEYS_BY_CHAIN_ID,
|
||||
SYNTHETIX_READ_PROXY_BY_CHAIN_ID,
|
||||
UNISWAPV1_ROUTER_BY_CHAIN_ID,
|
||||
UNISWAPV3_CONFIG_BY_CHAIN_ID,
|
||||
VELODROME_ROUTER_BY_CHAIN_ID,
|
||||
ZERO_AMOUNT,
|
||||
} from './constants';
|
||||
import { getGeistInfoForPair } from './geist_utils';
|
||||
import { getLiquidityProvidersForPair } from './liquidity_provider_utils';
|
||||
import { getIntermediateTokens } from './multihop_utils';
|
||||
import { BalancerPoolsCache, BalancerV2PoolsCache, CreamPoolsCache, PoolsCache } from './pools_cache';
|
||||
import { BalancerPoolsCache, BalancerV2PoolsCache, CreamPoolsCache } from './pools_cache';
|
||||
import { BalancerV2SwapInfoCache } from './pools_cache/balancer_v2_utils_new';
|
||||
import { SamplerContractOperation } from './sampler_contract_operation';
|
||||
import { SamplerNoOperation } from './sampler_no_operation';
|
||||
@@ -75,14 +77,13 @@ import {
|
||||
DexSample,
|
||||
DODOFillData,
|
||||
ERC20BridgeSource,
|
||||
FeeSchedule,
|
||||
GeistFillData,
|
||||
GeistInfo,
|
||||
GenericRouterFillData,
|
||||
GMXFillData,
|
||||
HopInfo,
|
||||
KyberDmmFillData,
|
||||
KyberFillData,
|
||||
KyberSamplerOpts,
|
||||
LidoFillData,
|
||||
LidoInfo,
|
||||
LiquidityProviderFillData,
|
||||
@@ -94,10 +95,10 @@ import {
|
||||
PsmInfo,
|
||||
ShellFillData,
|
||||
SourceQuoteOperation,
|
||||
SourcesWithPoolsCache,
|
||||
TokenAdjacencyGraph,
|
||||
SynthetixFillData,
|
||||
UniswapV2FillData,
|
||||
UniswapV3FillData,
|
||||
VelodromeFillData,
|
||||
} from './types';
|
||||
|
||||
/**
|
||||
@@ -112,9 +113,12 @@ export const TWO_HOP_SOURCE_FILTERS = SourceFilters.all().exclude([
|
||||
*/
|
||||
export const BATCH_SOURCE_FILTERS = SourceFilters.all().exclude([ERC20BridgeSource.MultiHop, ERC20BridgeSource.Native]);
|
||||
|
||||
export type PoolsCacheMap = { [key in Exclude<SourcesWithPoolsCache, ERC20BridgeSource.BalancerV2>]: PoolsCache } & {
|
||||
export interface PoolsCacheMap {
|
||||
[ERC20BridgeSource.Balancer]: BalancerPoolsCache;
|
||||
[ERC20BridgeSource.BalancerV2]: BalancerV2SwapInfoCache | undefined;
|
||||
};
|
||||
[ERC20BridgeSource.Beethovenx]: BalancerV2PoolsCache | undefined;
|
||||
[ERC20BridgeSource.Cream]: CreamPoolsCache;
|
||||
}
|
||||
|
||||
// tslint:disable:no-inferred-empty-object-type no-unbound-method
|
||||
|
||||
@@ -140,7 +144,7 @@ export class SamplerOperations {
|
||||
public readonly chainId: ChainId,
|
||||
protected readonly _samplerContract: ERC20BridgeSamplerContract,
|
||||
poolsCaches?: PoolsCacheMap,
|
||||
protected readonly tokenAdjacencyGraph: TokenAdjacencyGraph = { default: [] },
|
||||
protected readonly tokenAdjacencyGraph: TokenAdjacencyGraph = TokenAdjacencyGraph.getEmptyGraph(),
|
||||
liquidityProviderRegistry: LiquidityProviderRegistry = {},
|
||||
bancorServiceFn: () => Promise<BancorService | undefined> = async () => undefined,
|
||||
) {
|
||||
@@ -151,10 +155,7 @@ export class SamplerOperations {
|
||||
this.poolsCaches = poolsCaches
|
||||
? poolsCaches
|
||||
: {
|
||||
[ERC20BridgeSource.Beethovenx]: new BalancerV2PoolsCache(
|
||||
chainId,
|
||||
BEETHOVEN_X_SUBGRAPH_URL_BY_CHAIN[chainId],
|
||||
),
|
||||
[ERC20BridgeSource.Beethovenx]: BalancerV2PoolsCache.createBeethovenXPoolCache(chainId),
|
||||
[ERC20BridgeSource.Balancer]: new BalancerPoolsCache(),
|
||||
[ERC20BridgeSource.Cream]: new CreamPoolsCache(),
|
||||
[ERC20BridgeSource.BalancerV2]:
|
||||
@@ -266,54 +267,6 @@ export class SamplerOperations {
|
||||
});
|
||||
}
|
||||
|
||||
public getKyberSellQuotes(
|
||||
kyberOpts: KyberSamplerOpts,
|
||||
reserveOffset: BigNumber,
|
||||
makerToken: string,
|
||||
takerToken: string,
|
||||
takerFillAmounts: BigNumber[],
|
||||
): SourceQuoteOperation {
|
||||
return new SamplerContractOperation({
|
||||
source: ERC20BridgeSource.Kyber,
|
||||
contract: this._samplerContract,
|
||||
function: this._samplerContract.sampleSellsFromKyberNetwork,
|
||||
params: [{ ...kyberOpts, reserveOffset, hint: NULL_BYTES }, takerToken, makerToken, takerFillAmounts],
|
||||
callback: (callResults: string, fillData: KyberFillData): BigNumber[] => {
|
||||
const [reserveId, hint, samples] = this._samplerContract.getABIDecodedReturnData<
|
||||
[string, string, BigNumber[]]
|
||||
>('sampleSellsFromKyberNetwork', callResults);
|
||||
fillData.hint = hint;
|
||||
fillData.reserveId = reserveId;
|
||||
fillData.networkProxy = kyberOpts.networkProxy;
|
||||
return isAllowedKyberReserveId(reserveId) ? samples : [];
|
||||
},
|
||||
});
|
||||
}
|
||||
|
||||
public getKyberBuyQuotes(
|
||||
kyberOpts: KyberSamplerOpts,
|
||||
reserveOffset: BigNumber,
|
||||
makerToken: string,
|
||||
takerToken: string,
|
||||
makerFillAmounts: BigNumber[],
|
||||
): SourceQuoteOperation {
|
||||
return new SamplerContractOperation({
|
||||
source: ERC20BridgeSource.Kyber,
|
||||
contract: this._samplerContract,
|
||||
function: this._samplerContract.sampleBuysFromKyberNetwork,
|
||||
params: [{ ...kyberOpts, reserveOffset, hint: NULL_BYTES }, takerToken, makerToken, makerFillAmounts],
|
||||
callback: (callResults: string, fillData: KyberFillData): BigNumber[] => {
|
||||
const [reserveId, hint, samples] = this._samplerContract.getABIDecodedReturnData<
|
||||
[string, string, BigNumber[]]
|
||||
>('sampleBuysFromKyberNetwork', callResults);
|
||||
fillData.hint = hint;
|
||||
fillData.reserveId = reserveId;
|
||||
fillData.networkProxy = kyberOpts.networkProxy;
|
||||
return isAllowedKyberReserveId(reserveId) ? samples : [];
|
||||
},
|
||||
});
|
||||
}
|
||||
|
||||
public getKyberDmmSellQuotes(
|
||||
router: string,
|
||||
tokenAddressPath: string[],
|
||||
@@ -524,62 +477,6 @@ 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 getBalancerV2MultihopSellQuotes(
|
||||
vault: string,
|
||||
quoteSwaps: BalancerSwapInfo, // Should always be sell swap steps.
|
||||
@@ -763,6 +660,36 @@ export class SamplerOperations {
|
||||
});
|
||||
}
|
||||
|
||||
public getBancorV3SellQuotes(
|
||||
networkAddress: string,
|
||||
networkInfoAddress: string,
|
||||
path: string[],
|
||||
takerFillAmounts: BigNumber[],
|
||||
): SourceQuoteOperation<BancorFillData> {
|
||||
return new SamplerContractOperation({
|
||||
source: ERC20BridgeSource.BancorV3,
|
||||
fillData: { networkAddress, path },
|
||||
contract: this._samplerContract,
|
||||
function: this._samplerContract.sampleSellsFromBancorV3,
|
||||
params: [MAINNET_TOKENS.WETH, networkInfoAddress, path, takerFillAmounts],
|
||||
});
|
||||
}
|
||||
|
||||
public getBancorV3BuyQuotes(
|
||||
networkAddress: string,
|
||||
networkInfoAddress: string,
|
||||
path: string[],
|
||||
makerFillAmounts: BigNumber[],
|
||||
): SourceQuoteOperation<BancorFillData> {
|
||||
return new SamplerContractOperation({
|
||||
source: ERC20BridgeSource.BancorV3,
|
||||
fillData: { networkAddress, path },
|
||||
contract: this._samplerContract,
|
||||
function: this._samplerContract.sampleBuysFromBancorV3,
|
||||
params: [MAINNET_TOKENS.WETH, networkInfoAddress, path, makerFillAmounts],
|
||||
});
|
||||
}
|
||||
|
||||
public getMooniswapSellQuotes(
|
||||
registry: string,
|
||||
makerToken: string,
|
||||
@@ -884,7 +811,7 @@ export class SamplerOperations {
|
||||
if (_sources.length === 0) {
|
||||
return SamplerOperations.constant([]);
|
||||
}
|
||||
const intermediateTokens = getIntermediateTokens(makerToken, takerToken, this.tokenAdjacencyGraph);
|
||||
const intermediateTokens = this.tokenAdjacencyGraph.getIntermediateTokens(makerToken, takerToken);
|
||||
const subOps = intermediateTokens.map(intermediateToken => {
|
||||
const firstHopOps = this._getSellQuoteOperations(_sources, intermediateToken, takerToken, [ZERO_AMOUNT]);
|
||||
const secondHopOps = this._getSellQuoteOperations(_sources, makerToken, intermediateToken, [ZERO_AMOUNT]);
|
||||
@@ -939,7 +866,7 @@ export class SamplerOperations {
|
||||
if (_sources.length === 0) {
|
||||
return SamplerOperations.constant([]);
|
||||
}
|
||||
const intermediateTokens = getIntermediateTokens(makerToken, takerToken, this.tokenAdjacencyGraph);
|
||||
const intermediateTokens = this.tokenAdjacencyGraph.getIntermediateTokens(makerToken, takerToken);
|
||||
const subOps = intermediateTokens.map(intermediateToken => {
|
||||
const firstHopOps = this._getBuyQuoteOperations(_sources, intermediateToken, takerToken, [
|
||||
new BigNumber(0),
|
||||
@@ -1160,8 +1087,10 @@ export class SamplerOperations {
|
||||
return new SamplerContractOperation({
|
||||
source: ERC20BridgeSource.Lido,
|
||||
fillData: {
|
||||
makerToken,
|
||||
takerToken,
|
||||
stEthTokenAddress: lidoInfo.stEthToken,
|
||||
wstEthTokenAddress: lidoInfo.wstEthToken,
|
||||
},
|
||||
contract: this._samplerContract,
|
||||
function: this._samplerContract.sampleSellsFromLido,
|
||||
@@ -1178,8 +1107,10 @@ export class SamplerOperations {
|
||||
return new SamplerContractOperation({
|
||||
source: ERC20BridgeSource.Lido,
|
||||
fillData: {
|
||||
makerToken,
|
||||
takerToken,
|
||||
stEthTokenAddress: lidoInfo.stEthToken,
|
||||
wstEthTokenAddress: lidoInfo.wstEthToken,
|
||||
},
|
||||
contract: this._samplerContract,
|
||||
function: this._samplerContract.sampleBuysFromLido,
|
||||
@@ -1318,6 +1249,7 @@ export class SamplerOperations {
|
||||
params: [pool[0], tokenAddressPath, takerFillAmounts],
|
||||
});
|
||||
}
|
||||
|
||||
public getPlatypusBuyQuotes(
|
||||
router: string,
|
||||
pool: string[],
|
||||
@@ -1333,33 +1265,163 @@ export class SamplerOperations {
|
||||
});
|
||||
}
|
||||
|
||||
public getMedianSellRate(
|
||||
public getVelodromeSellQuotes(
|
||||
router: string,
|
||||
takerToken: string,
|
||||
makerToken: string,
|
||||
takerFillAmounts: BigNumber[],
|
||||
): SourceQuoteOperation<VelodromeFillData> {
|
||||
return new SamplerContractOperation({
|
||||
source: ERC20BridgeSource.Velodrome,
|
||||
contract: this._samplerContract,
|
||||
function: this._samplerContract.sampleSellsFromVelodrome,
|
||||
params: [router, takerToken, makerToken, takerFillAmounts],
|
||||
callback: (callResults: string, fillData: VelodromeFillData): BigNumber[] => {
|
||||
const [isStable, samples] = this._samplerContract.getABIDecodedReturnData<[boolean, BigNumber[]]>(
|
||||
'sampleSellsFromVelodrome',
|
||||
callResults,
|
||||
);
|
||||
fillData.router = router;
|
||||
fillData.stable = isStable;
|
||||
return samples;
|
||||
},
|
||||
});
|
||||
}
|
||||
|
||||
public getVelodromeBuyQuotes(
|
||||
router: string,
|
||||
takerToken: string,
|
||||
makerToken: string,
|
||||
makerFillAmounts: BigNumber[],
|
||||
): SourceQuoteOperation<VelodromeFillData> {
|
||||
return new SamplerContractOperation({
|
||||
source: ERC20BridgeSource.Velodrome,
|
||||
contract: this._samplerContract,
|
||||
function: this._samplerContract.sampleBuysFromVelodrome,
|
||||
params: [router, takerToken, makerToken, makerFillAmounts],
|
||||
callback: (callResults: string, fillData: VelodromeFillData): BigNumber[] => {
|
||||
const [isStable, samples] = this._samplerContract.getABIDecodedReturnData<[boolean, BigNumber[]]>(
|
||||
'sampleBuysFromVelodrome',
|
||||
callResults,
|
||||
);
|
||||
fillData.router = router;
|
||||
fillData.stable = isStable;
|
||||
return samples;
|
||||
},
|
||||
});
|
||||
}
|
||||
|
||||
public getSynthetixSellQuotes(
|
||||
readProxy: string,
|
||||
takerTokenSymbol: string,
|
||||
makerTokenSymbol: string,
|
||||
takerFillAmounts: BigNumber[],
|
||||
): SourceQuoteOperation<SynthetixFillData> {
|
||||
const takerTokenSymbolBytes32 = formatBytes32String(takerTokenSymbol);
|
||||
const makerTokenSymbolBytes32 = formatBytes32String(makerTokenSymbol);
|
||||
return new SamplerContractOperation({
|
||||
source: ERC20BridgeSource.Synthetix,
|
||||
contract: this._samplerContract,
|
||||
function: this._samplerContract.sampleSellsFromSynthetix,
|
||||
params: [readProxy, takerTokenSymbolBytes32, makerTokenSymbolBytes32, takerFillAmounts],
|
||||
callback: (callResults: string, fillData: SynthetixFillData): BigNumber[] => {
|
||||
const [synthetix, samples] = this._samplerContract.getABIDecodedReturnData<[string, BigNumber[]]>(
|
||||
'sampleSellsFromSynthetix',
|
||||
callResults,
|
||||
);
|
||||
fillData.synthetix = synthetix;
|
||||
fillData.takerTokenSymbolBytes32 = takerTokenSymbolBytes32;
|
||||
fillData.makerTokenSymbolBytes32 = makerTokenSymbolBytes32;
|
||||
fillData.chainId = this.chainId;
|
||||
return samples;
|
||||
},
|
||||
});
|
||||
}
|
||||
|
||||
public getSynthetixBuyQuotes(
|
||||
readProxy: string,
|
||||
takerTokenSymbol: string,
|
||||
makerTokenSymbol: string,
|
||||
makerFillAmounts: BigNumber[],
|
||||
): SourceQuoteOperation<SynthetixFillData> {
|
||||
const takerTokenSymbolBytes32 = formatBytes32String(takerTokenSymbol);
|
||||
const makerTokenSymbolBytes32 = formatBytes32String(makerTokenSymbol);
|
||||
return new SamplerContractOperation({
|
||||
source: ERC20BridgeSource.Synthetix,
|
||||
contract: this._samplerContract,
|
||||
function: this._samplerContract.sampleBuysFromSynthetix,
|
||||
params: [readProxy, takerTokenSymbolBytes32, makerTokenSymbolBytes32, makerFillAmounts],
|
||||
callback: (callResults: string, fillData: SynthetixFillData): BigNumber[] => {
|
||||
const [synthetix, samples] = this._samplerContract.getABIDecodedReturnData<[string, BigNumber[]]>(
|
||||
'sampleBuysFromSynthetix',
|
||||
callResults,
|
||||
);
|
||||
fillData.synthetix = synthetix;
|
||||
fillData.takerTokenSymbolBytes32 = takerTokenSymbolBytes32;
|
||||
fillData.makerTokenSymbolBytes32 = makerTokenSymbolBytes32;
|
||||
fillData.chainId = this.chainId;
|
||||
return samples;
|
||||
},
|
||||
});
|
||||
}
|
||||
|
||||
/**
|
||||
* Returns the best price for the native token
|
||||
* Best is calculated according to the fee schedule, so the price of the
|
||||
* best source, fee adjusted, will be returned.
|
||||
*/
|
||||
public getBestNativeTokenSellRate(
|
||||
sources: ERC20BridgeSource[],
|
||||
makerToken: string,
|
||||
takerToken: string,
|
||||
takerFillAmount: BigNumber,
|
||||
nativeToken: string,
|
||||
nativeFillAmount: BigNumber,
|
||||
feeSchedule: FeeSchedule,
|
||||
): BatchedOperation<BigNumber> {
|
||||
if (makerToken.toLowerCase() === takerToken.toLowerCase()) {
|
||||
if (makerToken.toLowerCase() === nativeToken.toLowerCase()) {
|
||||
return SamplerOperations.constant(new BigNumber(1));
|
||||
}
|
||||
const subOps = this._getSellQuoteOperations(sources, makerToken, takerToken, [takerFillAmount], {
|
||||
default: [],
|
||||
});
|
||||
const subOps = this._getSellQuoteOperations(
|
||||
sources,
|
||||
makerToken,
|
||||
nativeToken,
|
||||
[nativeFillAmount],
|
||||
TokenAdjacencyGraph.getEmptyGraph(),
|
||||
);
|
||||
return this._createBatch(
|
||||
subOps,
|
||||
(samples: BigNumber[][]) => {
|
||||
if (samples.length === 0) {
|
||||
return ZERO_AMOUNT;
|
||||
}
|
||||
const flatSortedSamples = samples
|
||||
.reduce((acc, v) => acc.concat(...v))
|
||||
.filter(v => !v.isZero())
|
||||
.sort((a, b) => a.comparedTo(b));
|
||||
if (flatSortedSamples.length === 0) {
|
||||
return ZERO_AMOUNT;
|
||||
}
|
||||
const medianSample = flatSortedSamples[Math.floor(flatSortedSamples.length / 2)];
|
||||
return medianSample.div(takerFillAmount);
|
||||
|
||||
const adjustedPrices = subOps.map((s, i) => {
|
||||
// If the source gave us nothing, skip it and return a default
|
||||
if (samples[i].length === 0 || samples[i][0].isZero()) {
|
||||
return { adjustedPrice: ZERO_AMOUNT, source: s.source, price: ZERO_AMOUNT };
|
||||
}
|
||||
const v = samples[i][0];
|
||||
const price = v.dividedBy(nativeFillAmount);
|
||||
// Create an adjusted price to avoid selecting the following:
|
||||
// * a source that is too expensive to arbitrage given the gas environment
|
||||
// * when a number of sources are poorly priced or liquidity is low
|
||||
|
||||
// Fee is already gas * gasPrice
|
||||
const fee = feeSchedule[subOps[i].source]
|
||||
? feeSchedule[subOps[i].source]!(subOps[i].fillData).fee
|
||||
: ZERO_AMOUNT;
|
||||
const adjustedNativeAmount = nativeFillAmount.plus(fee);
|
||||
const adjustedPrice = v.div(adjustedNativeAmount);
|
||||
return {
|
||||
adjustedPrice,
|
||||
source: subOps[i].source,
|
||||
price,
|
||||
};
|
||||
});
|
||||
|
||||
const sortedPrices = adjustedPrices.sort((a, b) => a.adjustedPrice.comparedTo(b.adjustedPrice));
|
||||
const selectedPrice = sortedPrices[sortedPrices.length - 1].price;
|
||||
|
||||
return selectedPrice;
|
||||
},
|
||||
() => ZERO_AMOUNT,
|
||||
);
|
||||
@@ -1420,7 +1482,7 @@ export class SamplerOperations {
|
||||
): SourceQuoteOperation[] {
|
||||
// Find the adjacent tokens in the provided token adjacency graph,
|
||||
// e.g if this is DAI->USDC we may check for DAI->WETH->USDC
|
||||
const intermediateTokens = getIntermediateTokens(makerToken, takerToken, tokenAdjacencyGraph);
|
||||
const intermediateTokens = tokenAdjacencyGraph.getIntermediateTokens(makerToken, takerToken);
|
||||
// Drop out MultiHop and Native as we do not query those here.
|
||||
const _sources = SELL_SOURCE_FILTER_BY_CHAIN_ID[this.chainId]
|
||||
.exclude([ERC20BridgeSource.MultiHop, ERC20BridgeSource.Native])
|
||||
@@ -1447,16 +1509,11 @@ export class SamplerOperations {
|
||||
case ERC20BridgeSource.PancakeSwapV2:
|
||||
case ERC20BridgeSource.BakerySwap:
|
||||
case ERC20BridgeSource.ApeSwap:
|
||||
case ERC20BridgeSource.CafeSwap:
|
||||
case ERC20BridgeSource.CheeseSwap:
|
||||
case ERC20BridgeSource.JulSwap:
|
||||
case ERC20BridgeSource.QuickSwap:
|
||||
case ERC20BridgeSource.ComethSwap:
|
||||
case ERC20BridgeSource.Dfyn:
|
||||
case ERC20BridgeSource.WaultSwap:
|
||||
case ERC20BridgeSource.Polydex:
|
||||
case ERC20BridgeSource.ShibaSwap:
|
||||
case ERC20BridgeSource.JetSwap:
|
||||
case ERC20BridgeSource.Pangolin:
|
||||
case ERC20BridgeSource.TraderJoe:
|
||||
case ERC20BridgeSource.UbeSwap:
|
||||
@@ -1465,6 +1522,9 @@ export class SamplerOperations {
|
||||
case ERC20BridgeSource.Yoshi:
|
||||
case ERC20BridgeSource.MorpheusSwap:
|
||||
case ERC20BridgeSource.BiSwap:
|
||||
case ERC20BridgeSource.MDex:
|
||||
case ERC20BridgeSource.KnightSwap:
|
||||
case ERC20BridgeSource.MeshSwap:
|
||||
const uniLikeRouter = uniswapV2LikeRouterAddress(this.chainId, source);
|
||||
if (!isValidAddress(uniLikeRouter)) {
|
||||
return [];
|
||||
@@ -1479,16 +1539,6 @@ export class SamplerOperations {
|
||||
return [];
|
||||
}
|
||||
return this.getKyberDmmSellQuotes(kyberDmmRouter, [takerToken, makerToken], takerFillAmounts);
|
||||
case ERC20BridgeSource.Kyber:
|
||||
return getKyberOffsets().map(offset =>
|
||||
this.getKyberSellQuotes(
|
||||
KYBER_CONFIG_BY_CHAIN_ID[this.chainId],
|
||||
offset,
|
||||
makerToken,
|
||||
takerToken,
|
||||
takerFillAmounts,
|
||||
),
|
||||
);
|
||||
case ERC20BridgeSource.Curve:
|
||||
case ERC20BridgeSource.CurveV2:
|
||||
case ERC20BridgeSource.Nerve:
|
||||
@@ -1510,15 +1560,6 @@ 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 =>
|
||||
@@ -1582,8 +1623,11 @@ export class SamplerOperations {
|
||||
);
|
||||
}
|
||||
case ERC20BridgeSource.Beethovenx: {
|
||||
const poolIds =
|
||||
this.poolsCaches[source].getCachedPoolAddressesForPair(takerToken, makerToken) || [];
|
||||
const cache = this.poolsCaches[source];
|
||||
if (cache === undefined) {
|
||||
return [];
|
||||
}
|
||||
const poolIds = cache.getCachedPoolAddressesForPair(takerToken, makerToken) || [];
|
||||
|
||||
const vault = BEETHOVEN_X_VAULT_ADDRESS_BY_CHAIN[this.chainId];
|
||||
if (vault === NULL_ADDRESS) {
|
||||
@@ -1667,16 +1711,10 @@ export class SamplerOperations {
|
||||
].map(path => this.getUniswapV3SellQuotes(router, quoter, path, takerFillAmounts));
|
||||
}
|
||||
case ERC20BridgeSource.Lido: {
|
||||
const lidoInfo = LIDO_INFO_BY_CHAIN[this.chainId];
|
||||
if (
|
||||
lidoInfo.stEthToken === NULL_ADDRESS ||
|
||||
lidoInfo.wethToken === NULL_ADDRESS ||
|
||||
takerToken.toLowerCase() !== lidoInfo.wethToken.toLowerCase() ||
|
||||
makerToken.toLowerCase() !== lidoInfo.stEthToken.toLowerCase()
|
||||
) {
|
||||
if (!this._isLidoSupported(takerToken, makerToken)) {
|
||||
return [];
|
||||
}
|
||||
|
||||
const lidoInfo = LIDO_INFO_BY_CHAIN[this.chainId];
|
||||
return this.getLidoSellQuotes(lidoInfo, makerToken, takerToken, takerFillAmounts);
|
||||
}
|
||||
case ERC20BridgeSource.AaveV2: {
|
||||
@@ -1719,8 +1757,8 @@ export class SamplerOperations {
|
||||
);
|
||||
}
|
||||
case ERC20BridgeSource.GMX: {
|
||||
// low liquidity mim pool dont quote
|
||||
if (takerToken === AVALANCHE_TOKENS.MIM || makerToken === 'AVALANCHE_TOKENS.MIM') {
|
||||
// MIM has no liquidity.
|
||||
if (takerToken === AVALANCHE_TOKENS.MIM || makerToken === AVALANCHE_TOKENS.MIM) {
|
||||
return [];
|
||||
}
|
||||
return this.getGMXSellQuotes(
|
||||
@@ -1741,6 +1779,37 @@ export class SamplerOperations {
|
||||
),
|
||||
);
|
||||
}
|
||||
case ERC20BridgeSource.BancorV3: {
|
||||
return this.getBancorV3SellQuotes(
|
||||
BANCORV3_NETWORK_BY_CHAIN_ID[this.chainId],
|
||||
BANCORV3_NETWORK_INFO_BY_CHAIN_ID[this.chainId],
|
||||
[takerToken, makerToken],
|
||||
takerFillAmounts,
|
||||
);
|
||||
}
|
||||
case ERC20BridgeSource.Velodrome: {
|
||||
return this.getVelodromeSellQuotes(
|
||||
VELODROME_ROUTER_BY_CHAIN_ID[this.chainId],
|
||||
takerToken,
|
||||
makerToken,
|
||||
takerFillAmounts,
|
||||
);
|
||||
}
|
||||
case ERC20BridgeSource.Synthetix: {
|
||||
const readProxy = SYNTHETIX_READ_PROXY_BY_CHAIN_ID[this.chainId];
|
||||
const currencyKeyMap = SYNTHETIX_CURRENCY_KEYS_BY_CHAIN_ID[this.chainId];
|
||||
const takerTokenSymbol = currencyKeyMap.get(takerToken.toLowerCase());
|
||||
const makerTokenSymbol = currencyKeyMap.get(makerToken.toLowerCase());
|
||||
if (takerTokenSymbol === undefined || makerTokenSymbol === undefined) {
|
||||
return [];
|
||||
}
|
||||
return this.getSynthetixSellQuotes(
|
||||
readProxy,
|
||||
takerTokenSymbol,
|
||||
makerTokenSymbol,
|
||||
takerFillAmounts,
|
||||
);
|
||||
}
|
||||
default:
|
||||
throw new Error(`Unsupported sell sample source: ${source}`);
|
||||
}
|
||||
@@ -1749,6 +1818,24 @@ export class SamplerOperations {
|
||||
return allOps;
|
||||
}
|
||||
|
||||
private _isLidoSupported(takerTokenAddress: string, makerTokenAddress: string): boolean {
|
||||
const lidoInfo = LIDO_INFO_BY_CHAIN[this.chainId];
|
||||
if (lidoInfo.wethToken === NULL_ADDRESS) {
|
||||
return false;
|
||||
}
|
||||
const takerToken = takerTokenAddress.toLowerCase();
|
||||
const makerToken = makerTokenAddress.toLowerCase();
|
||||
const wethToken = lidoInfo.wethToken.toLowerCase();
|
||||
const stEthToken = lidoInfo.stEthToken.toLowerCase();
|
||||
const wstEthToken = lidoInfo.wstEthToken.toLowerCase();
|
||||
|
||||
if (takerToken === wethToken && makerToken === stEthToken) {
|
||||
return true;
|
||||
}
|
||||
|
||||
return _.difference([stEthToken, wstEthToken], [takerToken, makerToken]).length === 0;
|
||||
}
|
||||
|
||||
private _getBuyQuoteOperations(
|
||||
sources: ERC20BridgeSource[],
|
||||
makerToken: string,
|
||||
@@ -1757,7 +1844,7 @@ export class SamplerOperations {
|
||||
): SourceQuoteOperation[] {
|
||||
// Find the adjacent tokens in the provided token adjacency graph,
|
||||
// e.g if this is DAI->USDC we may check for DAI->WETH->USDC
|
||||
const intermediateTokens = getIntermediateTokens(makerToken, takerToken, this.tokenAdjacencyGraph);
|
||||
const intermediateTokens = this.tokenAdjacencyGraph.getIntermediateTokens(makerToken, takerToken);
|
||||
const _sources = BATCH_SOURCE_FILTERS.getAllowed(sources);
|
||||
return _.flatten(
|
||||
_sources.map((source): SourceQuoteOperation | SourceQuoteOperation[] => {
|
||||
@@ -1778,16 +1865,11 @@ export class SamplerOperations {
|
||||
case ERC20BridgeSource.PancakeSwapV2:
|
||||
case ERC20BridgeSource.BakerySwap:
|
||||
case ERC20BridgeSource.ApeSwap:
|
||||
case ERC20BridgeSource.CafeSwap:
|
||||
case ERC20BridgeSource.CheeseSwap:
|
||||
case ERC20BridgeSource.JulSwap:
|
||||
case ERC20BridgeSource.QuickSwap:
|
||||
case ERC20BridgeSource.ComethSwap:
|
||||
case ERC20BridgeSource.Dfyn:
|
||||
case ERC20BridgeSource.WaultSwap:
|
||||
case ERC20BridgeSource.Polydex:
|
||||
case ERC20BridgeSource.ShibaSwap:
|
||||
case ERC20BridgeSource.JetSwap:
|
||||
case ERC20BridgeSource.Pangolin:
|
||||
case ERC20BridgeSource.TraderJoe:
|
||||
case ERC20BridgeSource.UbeSwap:
|
||||
@@ -1796,6 +1878,9 @@ export class SamplerOperations {
|
||||
case ERC20BridgeSource.Yoshi:
|
||||
case ERC20BridgeSource.MorpheusSwap:
|
||||
case ERC20BridgeSource.BiSwap:
|
||||
case ERC20BridgeSource.MDex:
|
||||
case ERC20BridgeSource.KnightSwap:
|
||||
case ERC20BridgeSource.MeshSwap:
|
||||
const uniLikeRouter = uniswapV2LikeRouterAddress(this.chainId, source);
|
||||
if (!isValidAddress(uniLikeRouter)) {
|
||||
return [];
|
||||
@@ -1810,16 +1895,6 @@ export class SamplerOperations {
|
||||
return [];
|
||||
}
|
||||
return this.getKyberDmmBuyQuotes(kyberDmmRouter, [takerToken, makerToken], makerFillAmounts);
|
||||
case ERC20BridgeSource.Kyber:
|
||||
return getKyberOffsets().map(offset =>
|
||||
this.getKyberBuyQuotes(
|
||||
KYBER_CONFIG_BY_CHAIN_ID[this.chainId],
|
||||
offset,
|
||||
makerToken,
|
||||
takerToken,
|
||||
makerFillAmounts,
|
||||
),
|
||||
);
|
||||
case ERC20BridgeSource.Curve:
|
||||
case ERC20BridgeSource.CurveV2:
|
||||
case ERC20BridgeSource.Nerve:
|
||||
@@ -1841,15 +1916,6 @@ 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 =>
|
||||
@@ -1919,8 +1985,11 @@ export class SamplerOperations {
|
||||
);
|
||||
}
|
||||
case ERC20BridgeSource.Beethovenx: {
|
||||
const poolIds =
|
||||
this.poolsCaches[source].getCachedPoolAddressesForPair(takerToken, makerToken) || [];
|
||||
const cache = this.poolsCaches[source];
|
||||
if (cache === undefined) {
|
||||
return [];
|
||||
}
|
||||
const poolIds = cache.getCachedPoolAddressesForPair(takerToken, makerToken) || [];
|
||||
|
||||
const vault = BEETHOVEN_X_VAULT_ADDRESS_BY_CHAIN[this.chainId];
|
||||
if (vault === NULL_ADDRESS) {
|
||||
@@ -1998,17 +2067,10 @@ export class SamplerOperations {
|
||||
].map(path => this.getUniswapV3BuyQuotes(router, quoter, path, makerFillAmounts));
|
||||
}
|
||||
case ERC20BridgeSource.Lido: {
|
||||
const lidoInfo = LIDO_INFO_BY_CHAIN[this.chainId];
|
||||
|
||||
if (
|
||||
lidoInfo.stEthToken === NULL_ADDRESS ||
|
||||
lidoInfo.wethToken === NULL_ADDRESS ||
|
||||
takerToken.toLowerCase() !== lidoInfo.wethToken.toLowerCase() ||
|
||||
makerToken.toLowerCase() !== lidoInfo.stEthToken.toLowerCase()
|
||||
) {
|
||||
if (!this._isLidoSupported(takerToken, makerToken)) {
|
||||
return [];
|
||||
}
|
||||
|
||||
const lidoInfo = LIDO_INFO_BY_CHAIN[this.chainId];
|
||||
return this.getLidoBuyQuotes(lidoInfo, makerToken, takerToken, makerFillAmounts);
|
||||
}
|
||||
case ERC20BridgeSource.AaveV2: {
|
||||
@@ -2045,8 +2107,8 @@ export class SamplerOperations {
|
||||
return this.getCompoundBuyQuotes(cToken.tokenAddress, makerToken, takerToken, makerFillAmounts);
|
||||
}
|
||||
case ERC20BridgeSource.GMX: {
|
||||
// bad mim pool dont quote
|
||||
if (takerToken === 'AVALANCHE_TOKENS.MIM' || makerToken === 'AVALANCHE_TOKENS.MIM') {
|
||||
// MIM has no liquidity.
|
||||
if (takerToken === AVALANCHE_TOKENS.MIM || makerToken === AVALANCHE_TOKENS.MIM) {
|
||||
return [];
|
||||
}
|
||||
return this.getGMXBuyQuotes(
|
||||
@@ -2067,6 +2129,37 @@ export class SamplerOperations {
|
||||
),
|
||||
);
|
||||
}
|
||||
case ERC20BridgeSource.BancorV3: {
|
||||
return this.getBancorV3BuyQuotes(
|
||||
BANCORV3_NETWORK_BY_CHAIN_ID[this.chainId],
|
||||
BANCORV3_NETWORK_INFO_BY_CHAIN_ID[this.chainId],
|
||||
[takerToken, makerToken],
|
||||
makerFillAmounts,
|
||||
);
|
||||
}
|
||||
case ERC20BridgeSource.Velodrome: {
|
||||
return this.getVelodromeBuyQuotes(
|
||||
VELODROME_ROUTER_BY_CHAIN_ID[this.chainId],
|
||||
takerToken,
|
||||
makerToken,
|
||||
makerFillAmounts,
|
||||
);
|
||||
}
|
||||
case ERC20BridgeSource.Synthetix: {
|
||||
const readProxy = SYNTHETIX_READ_PROXY_BY_CHAIN_ID[this.chainId];
|
||||
const currencyKeyMap = SYNTHETIX_CURRENCY_KEYS_BY_CHAIN_ID[this.chainId];
|
||||
const takerTokenSymbol = currencyKeyMap.get(takerToken.toLowerCase());
|
||||
const makerTokenSymbol = currencyKeyMap.get(makerToken.toLowerCase());
|
||||
if (takerTokenSymbol === undefined || makerTokenSymbol === undefined) {
|
||||
return [];
|
||||
}
|
||||
return this.getSynthetixBuyQuotes(
|
||||
readProxy,
|
||||
takerTokenSymbol,
|
||||
makerTokenSymbol,
|
||||
makerFillAmounts,
|
||||
);
|
||||
}
|
||||
default:
|
||||
throw new Error(`Unsupported buy sample source: ${source}`);
|
||||
}
|
||||
|
||||
@@ -1,3 +1,4 @@
|
||||
import { ChainId } from '@0x/contract-addresses';
|
||||
import {
|
||||
FillQuoteTransformerLimitOrderInfo,
|
||||
FillQuoteTransformerOrderType,
|
||||
@@ -10,6 +11,7 @@ import { NativeOrderWithFillableAmounts, RfqFirmQuoteValidator, RfqRequestOpts }
|
||||
import { QuoteRequestor, V4RFQIndicativeQuoteMM } from '../../utils/quote_requestor';
|
||||
import { IRfqClient } from '../irfq_client';
|
||||
import { ExtendedQuoteReportSources, PriceComparisonsReport, QuoteReport } from '../quote_report_generator';
|
||||
import { TokenAdjacencyGraph } from '../token_adjacency_graph';
|
||||
|
||||
import { SourceFilters } from './source_filters';
|
||||
|
||||
@@ -38,7 +40,6 @@ export enum ERC20BridgeSource {
|
||||
Native = 'Native',
|
||||
Uniswap = 'Uniswap',
|
||||
UniswapV2 = 'Uniswap_V2',
|
||||
Kyber = 'Kyber',
|
||||
Curve = 'Curve',
|
||||
LiquidityProvider = 'LiquidityProvider',
|
||||
MultiBridge = 'MultiBridge',
|
||||
@@ -56,7 +57,6 @@ export enum ERC20BridgeSource {
|
||||
DodoV2 = 'DODO_V2',
|
||||
CryptoCom = 'CryptoCom',
|
||||
KyberDmm = 'KyberDMM',
|
||||
Smoothy = 'Smoothy',
|
||||
Component = 'Component',
|
||||
Saddle = 'Saddle',
|
||||
XSigma = 'xSigma',
|
||||
@@ -67,28 +67,28 @@ export enum ERC20BridgeSource {
|
||||
AaveV2 = 'Aave_V2',
|
||||
Compound = 'Compound',
|
||||
Synapse = 'Synapse',
|
||||
BancorV3 = 'BancorV3',
|
||||
Synthetix = 'Synthetix',
|
||||
// BSC only
|
||||
PancakeSwap = 'PancakeSwap',
|
||||
PancakeSwapV2 = 'PancakeSwap_V2',
|
||||
BiSwap = 'BiSwap',
|
||||
MDex = 'MDex',
|
||||
KnightSwap = 'KnightSwap',
|
||||
BakerySwap = 'BakerySwap',
|
||||
Nerve = 'Nerve',
|
||||
Belt = 'Belt',
|
||||
Ellipsis = 'Ellipsis',
|
||||
ApeSwap = 'ApeSwap',
|
||||
CafeSwap = 'CafeSwap',
|
||||
CheeseSwap = 'CheeseSwap',
|
||||
JulSwap = 'JulSwap',
|
||||
ACryptos = 'ACryptoS',
|
||||
// Polygon only
|
||||
QuickSwap = 'QuickSwap',
|
||||
ComethSwap = 'ComethSwap',
|
||||
Dfyn = 'Dfyn',
|
||||
WaultSwap = 'WaultSwap',
|
||||
Polydex = 'Polydex',
|
||||
FirebirdOneSwap = 'FirebirdOneSwap',
|
||||
JetSwap = 'JetSwap',
|
||||
IronSwap = 'IronSwap',
|
||||
MeshSwap = 'MeshSwap',
|
||||
// Avalanche
|
||||
Pangolin = 'Pangolin',
|
||||
TraderJoe = 'TraderJoe',
|
||||
@@ -105,12 +105,9 @@ export enum ERC20BridgeSource {
|
||||
MorpheusSwap = 'MorpheusSwap',
|
||||
Yoshi = 'Yoshi',
|
||||
Geist = 'Geist',
|
||||
// Optimism
|
||||
Velodrome = 'Velodrome',
|
||||
}
|
||||
export type SourcesWithPoolsCache =
|
||||
| ERC20BridgeSource.Balancer
|
||||
| ERC20BridgeSource.BalancerV2
|
||||
| ERC20BridgeSource.Beethovenx
|
||||
| ERC20BridgeSource.Cream;
|
||||
|
||||
// tslint:disable: enum-naming
|
||||
/**
|
||||
@@ -131,7 +128,7 @@ export enum CurveFunctionSelectors {
|
||||
exchange_underlying_v2 = '0x65b2489b',
|
||||
get_dy_v2 = '0x556d6e9f',
|
||||
get_dy_underlying_v2 = '0x85f11d1e',
|
||||
// Smoothy
|
||||
// Smoothy(deprecated)
|
||||
swap_uint256 = '0x5673b02d', // swap(uint256,uint256,uint256,uint256)
|
||||
get_swap_amount = '0x45cf2ef6', // getSwapAmount(uint256,uint256,uint256)
|
||||
// Nerve BSC, Saddle Mainnet, Synapse
|
||||
@@ -168,6 +165,7 @@ export interface PsmInfo {
|
||||
export interface LidoInfo {
|
||||
stEthToken: string;
|
||||
wethToken: string;
|
||||
wstEthToken: string;
|
||||
}
|
||||
|
||||
/**
|
||||
@@ -262,10 +260,9 @@ export interface BancorFillData extends FillData {
|
||||
networkAddress: string;
|
||||
}
|
||||
|
||||
export interface KyberFillData extends FillData {
|
||||
hint: string;
|
||||
reserveId: string;
|
||||
networkProxy: string;
|
||||
export interface BancorV3FillData extends FillData {
|
||||
path: string[];
|
||||
networkAddress: string;
|
||||
}
|
||||
|
||||
export interface MooniswapFillData extends FillData {
|
||||
@@ -332,7 +329,9 @@ export interface FinalUniswapV3FillData extends Omit<UniswapV3FillData, 'pathAmo
|
||||
|
||||
export interface LidoFillData extends FillData {
|
||||
stEthTokenAddress: string;
|
||||
wstEthTokenAddress: string;
|
||||
takerToken: string;
|
||||
makerToken: string;
|
||||
}
|
||||
|
||||
export interface AaveV2FillData extends FillData {
|
||||
@@ -373,6 +372,20 @@ export interface PlatypusFillData extends FillData {
|
||||
pool: string[];
|
||||
tokenAddressPath: string[];
|
||||
}
|
||||
|
||||
export interface VelodromeFillData extends FillData {
|
||||
router: string;
|
||||
stable: boolean;
|
||||
}
|
||||
|
||||
export interface SynthetixFillData extends FillData {
|
||||
synthetix: string;
|
||||
takerTokenSymbolBytes32: string;
|
||||
makerTokenSymbolBytes32: string;
|
||||
// Only needed for gas estimation.
|
||||
chainId: ChainId;
|
||||
}
|
||||
|
||||
/**
|
||||
* Represents a node on a fill path.
|
||||
*/
|
||||
@@ -392,47 +405,12 @@ export interface Fill<TFillData extends FillData = FillData> {
|
||||
input: BigNumber;
|
||||
// Output fill amount (maker asset amount in a sell, taker asset amount in a buy).
|
||||
output: BigNumber;
|
||||
// The output fill amount, ajdusted by fees.
|
||||
// The output fill amount, adjusted by fees.
|
||||
adjustedOutput: BigNumber;
|
||||
// Fill that must precede this one. This enforces certain fills to be contiguous.
|
||||
parent?: Fill;
|
||||
// The index of the fill in the original path.
|
||||
index: number;
|
||||
// The expected gas cost of this fill
|
||||
gas: number;
|
||||
}
|
||||
|
||||
/**
|
||||
* Represents continguous fills on a path that have been merged together.
|
||||
*/
|
||||
export interface CollapsedFill<TFillData extends FillData = FillData> {
|
||||
source: ERC20BridgeSource;
|
||||
type: FillQuoteTransformerOrderType; // should correspond with TFillData
|
||||
fillData: TFillData;
|
||||
// Unique ID of the original source path this fill belongs to.
|
||||
// This is generated when the path is generated and is useful to distinguish
|
||||
// paths that have the same `source` IDs but are distinct (e.g., Curves).
|
||||
sourcePathId: string;
|
||||
/**
|
||||
* Total input amount (sum of `subFill`s)
|
||||
*/
|
||||
input: BigNumber;
|
||||
/**
|
||||
* Total output amount (sum of `subFill`s)
|
||||
*/
|
||||
output: BigNumber;
|
||||
/**
|
||||
* Quantities of all the fills that were collapsed.
|
||||
*/
|
||||
subFills: Array<{
|
||||
input: BigNumber;
|
||||
output: BigNumber;
|
||||
}>;
|
||||
}
|
||||
|
||||
/**
|
||||
* A `CollapsedFill` wrapping a native order.
|
||||
*/
|
||||
export interface NativeCollapsedFill extends CollapsedFill<NativeFillData> {}
|
||||
|
||||
export interface OptimizedMarketOrderBase<TFillData extends FillData = FillData> {
|
||||
source: ERC20BridgeSource;
|
||||
fillData: TFillData;
|
||||
@@ -441,24 +419,21 @@ export interface OptimizedMarketOrderBase<TFillData extends FillData = FillData>
|
||||
takerToken: string;
|
||||
makerAmount: BigNumber; // The amount we wish to buy from this order, e.g inclusive of any previous partial fill
|
||||
takerAmount: BigNumber; // The amount we wish to fill this for, e.g inclusive of any previous partial fill
|
||||
fills: CollapsedFill[];
|
||||
fill: Omit<Fill, 'flags' | 'fillData' | 'sourcePathId' | 'source' | 'type'>; // Remove duplicates which have been brought into the OrderBase interface
|
||||
}
|
||||
|
||||
export interface OptimizedMarketBridgeOrder<TFillData extends FillData = FillData>
|
||||
extends OptimizedMarketOrderBase<TFillData> {
|
||||
type: FillQuoteTransformerOrderType.Bridge;
|
||||
fillData: TFillData;
|
||||
sourcePathId: string;
|
||||
}
|
||||
|
||||
export interface OptimizedLimitOrder extends OptimizedMarketOrderBase<NativeLimitOrderFillData> {
|
||||
type: FillQuoteTransformerOrderType.Limit;
|
||||
fillData: NativeLimitOrderFillData;
|
||||
}
|
||||
|
||||
export interface OptimizedRfqOrder extends OptimizedMarketOrderBase<NativeRfqOrderFillData> {
|
||||
type: FillQuoteTransformerOrderType.Rfq;
|
||||
fillData: NativeRfqOrderFillData;
|
||||
}
|
||||
|
||||
/**
|
||||
@@ -475,8 +450,12 @@ export interface GetMarketOrdersRfqOpts extends RfqRequestOpts {
|
||||
firmQuoteValidator?: RfqFirmQuoteValidator;
|
||||
}
|
||||
|
||||
export type FeeEstimate = (fillData: FillData) => number | BigNumber;
|
||||
export type FeeEstimate = (fillData: FillData) => { gas: number; fee: BigNumber };
|
||||
export type FeeSchedule = Partial<{ [key in ERC20BridgeSource]: FeeEstimate }>;
|
||||
|
||||
export type GasEstimate = (fillData: FillData) => number;
|
||||
export type GasSchedule = Partial<{ [key in ERC20BridgeSource]: GasEstimate }>;
|
||||
|
||||
export type ExchangeProxyOverhead = (sourceFlags: bigint) => BigNumber;
|
||||
|
||||
/**
|
||||
@@ -540,7 +519,7 @@ export interface GetMarketOrdersOpts {
|
||||
/**
|
||||
* Estimated gas consumed by each liquidity source.
|
||||
*/
|
||||
gasSchedule: FeeSchedule;
|
||||
gasSchedule: GasSchedule;
|
||||
exchangeProxyOverhead: ExchangeProxyOverhead;
|
||||
/**
|
||||
* Whether to pad the quote with a redundant fallback quote using different
|
||||
@@ -575,6 +554,11 @@ export interface GetMarketOrdersOpts {
|
||||
* Sampler metrics for recording data on the sampler service and operations
|
||||
*/
|
||||
samplerMetrics?: SamplerMetrics;
|
||||
|
||||
/**
|
||||
* Adjusts fills individual fills based on caller supplied criteria
|
||||
*/
|
||||
fillAdjustor: FillAdjustor;
|
||||
}
|
||||
|
||||
export interface SamplerMetrics {
|
||||
@@ -620,7 +604,7 @@ export interface SourceQuoteOperation<TFillData extends FillData = FillData> ext
|
||||
export interface OptimizerResult {
|
||||
optimizedOrders: OptimizedMarketOrder[];
|
||||
sourceFlags: bigint;
|
||||
liquidityDelivered: CollapsedFill[] | DexSample<MultiHopFillData>;
|
||||
liquidityDelivered: Readonly<Fill[] | DexSample<MultiHopFillData>>;
|
||||
marketSideLiquidity: MarketSideLiquidity;
|
||||
adjustedRate: BigNumber;
|
||||
takerAmountPerEth: BigNumber;
|
||||
@@ -664,11 +648,6 @@ export interface RawQuotes {
|
||||
dexQuotes: Array<Array<DexSample<FillData>>>;
|
||||
}
|
||||
|
||||
export interface TokenAdjacencyGraph {
|
||||
[token: string]: string[];
|
||||
default: string[];
|
||||
}
|
||||
|
||||
export interface LiquidityProviderRegistry {
|
||||
[address: string]: {
|
||||
tokens: string[];
|
||||
@@ -688,14 +667,13 @@ export interface GenerateOptimizedOrdersOpts {
|
||||
gasPrice: BigNumber;
|
||||
neonRouterNumSamples: number;
|
||||
samplerMetrics?: SamplerMetrics;
|
||||
fillAdjustor: FillAdjustor;
|
||||
}
|
||||
|
||||
export interface ComparisonPrice {
|
||||
wholeOrder: BigNumber | undefined;
|
||||
}
|
||||
|
||||
export interface KyberSamplerOpts {
|
||||
networkProxy: string;
|
||||
hintHandler: string;
|
||||
weth: string;
|
||||
export interface FillAdjustor {
|
||||
adjustFills: (side: MarketOperation, fills: Fill[], amount: BigNumber) => Fill[];
|
||||
}
|
||||
|
||||
@@ -5,12 +5,11 @@ import _ = require('lodash');
|
||||
import { MarketOperation, NativeOrderWithFillableAmounts } from '../types';
|
||||
|
||||
import {
|
||||
CollapsedFill,
|
||||
DexSample,
|
||||
ERC20BridgeSource,
|
||||
Fill,
|
||||
FillData,
|
||||
MultiHopFillData,
|
||||
NativeCollapsedFill,
|
||||
NativeFillData,
|
||||
NativeLimitOrderFillData,
|
||||
NativeRfqOrderFillData,
|
||||
@@ -123,7 +122,7 @@ export interface PriceComparisonsReport {
|
||||
export function generateQuoteReport(
|
||||
marketOperation: MarketOperation,
|
||||
nativeOrders: NativeOrderWithFillableAmounts[],
|
||||
liquidityDelivered: ReadonlyArray<CollapsedFill> | DexSample<MultiHopFillData>,
|
||||
liquidityDelivered: ReadonlyArray<Fill> | DexSample<MultiHopFillData>,
|
||||
comparisonPrice?: BigNumber | undefined,
|
||||
quoteRequestor?: QuoteRequestor,
|
||||
): QuoteReport {
|
||||
@@ -174,7 +173,7 @@ export function generateQuoteReport(
|
||||
export function generateExtendedQuoteReportSources(
|
||||
marketOperation: MarketOperation,
|
||||
quotes: RawQuotes,
|
||||
liquidityDelivered: ReadonlyArray<CollapsedFill> | DexSample<MultiHopFillData>,
|
||||
liquidityDelivered: ReadonlyArray<Fill> | DexSample<MultiHopFillData>,
|
||||
amount: BigNumber,
|
||||
comparisonPrice?: BigNumber | undefined,
|
||||
quoteRequestor?: QuoteRequestor,
|
||||
@@ -207,7 +206,7 @@ export function generateExtendedQuoteReportSources(
|
||||
..._.flatten(
|
||||
quotes.dexQuotes.map(dex =>
|
||||
dex
|
||||
.filter(quote => isDexSampleForTotalAmount(quote, amount))
|
||||
.filter(quote => isDexSampleFilter(quote, amount))
|
||||
.map(quote => dexSampleToReportSource(quote, marketOperation)),
|
||||
),
|
||||
),
|
||||
@@ -306,8 +305,9 @@ 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, amount: BigNumber): boolean {
|
||||
return ds.input.eq(amount);
|
||||
function isDexSampleFilter(ds: DexSample, amount: BigNumber): boolean {
|
||||
// The entry is for the total amont, not a sampler entry && there was liquidity in the source
|
||||
return ds.input.eq(amount) && ds.output.isGreaterThan(0);
|
||||
}
|
||||
|
||||
/**
|
||||
@@ -342,7 +342,7 @@ export function multiHopSampleToReportSource(
|
||||
}
|
||||
}
|
||||
|
||||
function _isNativeOrderFromCollapsedFill(cf: CollapsedFill): cf is NativeCollapsedFill {
|
||||
function _isNativeOrderFromCollapsedFill(cf: Fill): cf is Fill<NativeFillData> {
|
||||
const { type } = cf;
|
||||
return type === FillQuoteTransformerOrderType.Limit || type === FillQuoteTransformerOrderType.Rfq;
|
||||
}
|
||||
|
||||
@@ -4,7 +4,7 @@ import { BigNumber } from '@0x/utils';
|
||||
import { constants } from '../constants';
|
||||
import { MarketOperation } from '../types';
|
||||
|
||||
import { FeeSchedule, NativeLimitOrderFillData, OptimizedMarketOrder } from './market_operation_utils/types';
|
||||
import { GasSchedule, NativeLimitOrderFillData, OptimizedMarketOrder } from './market_operation_utils/types';
|
||||
import { getNativeAdjustedTakerFeeAmount } from './utils';
|
||||
|
||||
const { PROTOCOL_FEE_MULTIPLIER, ZERO_AMOUNT } = constants;
|
||||
@@ -72,7 +72,7 @@ export interface QuoteFillInfo {
|
||||
}
|
||||
|
||||
export interface QuoteFillInfoOpts {
|
||||
gasSchedule: FeeSchedule;
|
||||
gasSchedule: GasSchedule;
|
||||
protocolFeeMultiplier: BigNumber;
|
||||
slippage: number;
|
||||
}
|
||||
@@ -140,7 +140,7 @@ export function fillQuoteOrders(
|
||||
fillOrders: QuoteFillOrderCall[],
|
||||
inputAmount: BigNumber,
|
||||
protocolFeePerFillOrder: BigNumber,
|
||||
gasSchedule: FeeSchedule,
|
||||
gasSchedule: GasSchedule,
|
||||
): IntermediateQuoteFillResult {
|
||||
const result: IntermediateQuoteFillResult = {
|
||||
...EMPTY_QUOTE_INTERMEDIATE_FILL_RESULT,
|
||||
@@ -151,39 +151,27 @@ export function fillQuoteOrders(
|
||||
if (remainingInput.lte(0)) {
|
||||
break;
|
||||
}
|
||||
for (const fill of fo.order.fills) {
|
||||
if (remainingInput.lte(0)) {
|
||||
break;
|
||||
}
|
||||
const { source, fillData } = fill;
|
||||
const gas = gasSchedule[source] === undefined ? 0 : gasSchedule[source]!(fillData);
|
||||
result.gas += new BigNumber(gas).toNumber();
|
||||
result.inputBySource[source] = result.inputBySource[source] || ZERO_AMOUNT;
|
||||
const { source, fillData } = fo.order;
|
||||
const gas = gasSchedule[source] === undefined ? 0 : gasSchedule[source]!(fillData);
|
||||
result.gas += new BigNumber(gas).toNumber();
|
||||
result.inputBySource[source] = result.inputBySource[source] || ZERO_AMOUNT;
|
||||
|
||||
// Actual rates are rarely linear, so fill subfills individually to
|
||||
// get a better approximation of fill size.
|
||||
for (const subFill of fill.subFills) {
|
||||
if (remainingInput.lte(0)) {
|
||||
break;
|
||||
}
|
||||
const filledInput = solveForInputFillAmount(
|
||||
remainingInput,
|
||||
subFill.input,
|
||||
fo.totalOrderInput,
|
||||
fo.totalOrderInputFee,
|
||||
);
|
||||
const filledOutput = subFill.output.times(filledInput.div(subFill.input));
|
||||
const filledInputFee = filledInput.div(fo.totalOrderInput).times(fo.totalOrderInputFee);
|
||||
const filledOutputFee = filledOutput.div(fo.totalOrderOutput).times(fo.totalOrderOutputFee);
|
||||
const filledInput = solveForInputFillAmount(
|
||||
remainingInput,
|
||||
fo.order.fill.input,
|
||||
fo.totalOrderInput,
|
||||
fo.totalOrderInputFee,
|
||||
);
|
||||
const filledOutput = fo.order.fill.output.times(filledInput.div(fo.order.fill.input));
|
||||
const filledInputFee = filledInput.div(fo.totalOrderInput).times(fo.totalOrderInputFee);
|
||||
const filledOutputFee = filledOutput.div(fo.totalOrderOutput).times(fo.totalOrderOutputFee);
|
||||
|
||||
result.inputBySource[source] = result.inputBySource[source].plus(filledInput);
|
||||
result.input = result.input.plus(filledInput);
|
||||
result.output = result.output.plus(filledOutput);
|
||||
result.inputFee = result.inputFee.plus(filledInputFee);
|
||||
result.outputFee = result.outputFee.plus(filledOutputFee);
|
||||
remainingInput = remainingInput.minus(filledInput.plus(filledInputFee));
|
||||
}
|
||||
}
|
||||
result.inputBySource[source] = result.inputBySource[source].plus(filledInput);
|
||||
result.input = result.input.plus(filledInput);
|
||||
result.output = result.output.plus(filledOutput);
|
||||
result.inputFee = result.inputFee.plus(filledInputFee);
|
||||
result.outputFee = result.outputFee.plus(filledOutputFee);
|
||||
remainingInput = remainingInput.minus(filledInput.plus(filledInputFee));
|
||||
// NOTE: V4 Limit orders have Protocol fees
|
||||
const protocolFee = hasProtocolFee(fo.order) ? protocolFeePerFillOrder : ZERO_AMOUNT;
|
||||
result.protocolFee = result.protocolFee.plus(protocolFee);
|
||||
@@ -314,7 +302,7 @@ function fromIntermediateQuoteFillResult(ir: IntermediateQuoteFillResult, quoteI
|
||||
};
|
||||
}
|
||||
|
||||
function getTotalGasUsedByFills(fills: OptimizedMarketOrder[], gasSchedule: FeeSchedule): number {
|
||||
function getTotalGasUsedByFills(fills: OptimizedMarketOrder[], gasSchedule: GasSchedule): number {
|
||||
let gasUsed = 0;
|
||||
for (const f of fills) {
|
||||
const fee = gasSchedule[f.source] === undefined ? 0 : gasSchedule[f.source]!(f.fillData);
|
||||
|
||||
84
packages/asset-swapper/src/utils/token_adjacency_graph.ts
Normal file
84
packages/asset-swapper/src/utils/token_adjacency_graph.ts
Normal file
@@ -0,0 +1,84 @@
|
||||
import * as _ from 'lodash';
|
||||
|
||||
import { Address } from '../types';
|
||||
|
||||
export class TokenAdjacencyGraph {
|
||||
private readonly _graph: Map<Address, Address[]>;
|
||||
private readonly _defaultTokens: readonly Address[];
|
||||
|
||||
public static getEmptyGraph(): TokenAdjacencyGraph {
|
||||
return new TokenAdjacencyGraphBuilder().build();
|
||||
}
|
||||
|
||||
/** Prefer using {@link TokenAdjacencyGraphBuilder}. */
|
||||
constructor(graph: Map<Address, Address[]>, defaultTokens: readonly Address[]) {
|
||||
this._graph = graph;
|
||||
this._defaultTokens = defaultTokens;
|
||||
}
|
||||
|
||||
public getAdjacentTokens(fromToken: Address): readonly Address[] {
|
||||
return this._graph.get(fromToken.toLowerCase()) || this._defaultTokens;
|
||||
}
|
||||
|
||||
/** Given a token pair, returns the intermediate tokens to consider for two-hop routes. */
|
||||
public getIntermediateTokens(takerToken: Address, makerToken: Address): Address[] {
|
||||
// NOTE: it seems it should be a union of `to` tokens of `takerToken` and `from` tokens of `makerToken`,
|
||||
// leaving it as same as the initial implementation for now.
|
||||
return _.union(this.getAdjacentTokens(takerToken), this.getAdjacentTokens(makerToken)).filter(
|
||||
token => token !== takerToken.toLowerCase() && token !== makerToken.toLowerCase(),
|
||||
);
|
||||
}
|
||||
}
|
||||
|
||||
// tslint:disable-next-line: max-classes-per-file
|
||||
export class TokenAdjacencyGraphBuilder {
|
||||
private readonly _graph: Map<Address, Address[]>;
|
||||
private readonly _defaultTokens: readonly Address[];
|
||||
|
||||
constructor(defaultTokens: readonly string[] = []) {
|
||||
this._graph = new Map();
|
||||
this._defaultTokens = defaultTokens.map(addr => addr.toLowerCase());
|
||||
}
|
||||
|
||||
public add(fromToken: Address, toToken: Address): TokenAdjacencyGraphBuilder {
|
||||
const fromLower = fromToken.toLowerCase();
|
||||
const toLower = toToken.toLowerCase();
|
||||
|
||||
if (fromLower === toLower) {
|
||||
throw new Error(`from token (${fromToken}) must be different from to token (${toToken})`);
|
||||
}
|
||||
|
||||
if (!this._graph.has(fromLower)) {
|
||||
this._graph.set(fromLower, [...this._defaultTokens]);
|
||||
}
|
||||
|
||||
const toTokens = this._graph.get(fromLower)!;
|
||||
if (!toTokens.includes(toLower)) {
|
||||
toTokens.push(toLower);
|
||||
}
|
||||
|
||||
return this;
|
||||
}
|
||||
|
||||
public addBidirectional(tokenA: Address, tokenB: Address): TokenAdjacencyGraphBuilder {
|
||||
return this.add(tokenA, tokenB).add(tokenB, tokenA);
|
||||
}
|
||||
|
||||
public addCompleteSubgraph(tokens: Address[]): TokenAdjacencyGraphBuilder {
|
||||
for (let i = 0; i < tokens.length; i++) {
|
||||
for (let j = i + 1; j < tokens.length; j++) {
|
||||
this.addBidirectional(tokens[i], tokens[j]);
|
||||
}
|
||||
}
|
||||
return this;
|
||||
}
|
||||
|
||||
public tap(cb: (graph: TokenAdjacencyGraphBuilder) => void): TokenAdjacencyGraphBuilder {
|
||||
cb(this);
|
||||
return this;
|
||||
}
|
||||
|
||||
public build(): TokenAdjacencyGraph {
|
||||
return new TokenAdjacencyGraph(this._graph, this._defaultTokens);
|
||||
}
|
||||
}
|
||||
@@ -1,25 +0,0 @@
|
||||
import _ = require('lodash');
|
||||
|
||||
import { TokenAdjacencyGraph } from './market_operation_utils/types';
|
||||
|
||||
export class TokenAdjacencyGraphBuilder {
|
||||
constructor(private readonly tokenAdjacency: TokenAdjacencyGraph) {}
|
||||
|
||||
public add(from: string, to: string | string[]): TokenAdjacencyGraphBuilder {
|
||||
if (!this.tokenAdjacency[from]) {
|
||||
this.tokenAdjacency[from] = [...this.tokenAdjacency.default];
|
||||
}
|
||||
this.tokenAdjacency[from] = [...(Array.isArray(to) ? to : [to]), ...this.tokenAdjacency[from]];
|
||||
this.tokenAdjacency[from] = _.uniqBy(this.tokenAdjacency[from], a => a.toLowerCase());
|
||||
return this;
|
||||
}
|
||||
|
||||
public tap(cb: (builder: TokenAdjacencyGraphBuilder) => void): TokenAdjacencyGraphBuilder {
|
||||
cb(this);
|
||||
return this;
|
||||
}
|
||||
|
||||
public build(): TokenAdjacencyGraph {
|
||||
return this.tokenAdjacency;
|
||||
}
|
||||
}
|
||||
@@ -12,6 +12,7 @@ import * as BalancerV2BatchSampler from '../test/generated-artifacts/BalancerV2B
|
||||
import * as BalancerV2Common from '../test/generated-artifacts/BalancerV2Common.json';
|
||||
import * as BalancerV2Sampler from '../test/generated-artifacts/BalancerV2Sampler.json';
|
||||
import * as BancorSampler from '../test/generated-artifacts/BancorSampler.json';
|
||||
import * as BancorV3Sampler from '../test/generated-artifacts/BancorV3Sampler.json';
|
||||
import * as CompoundSampler from '../test/generated-artifacts/CompoundSampler.json';
|
||||
import * as CurveSampler from '../test/generated-artifacts/CurveSampler.json';
|
||||
import * as DODOSampler from '../test/generated-artifacts/DODOSampler.json';
|
||||
@@ -22,19 +23,17 @@ import * as GMXSampler from '../test/generated-artifacts/GMXSampler.json';
|
||||
import * as IBalancer from '../test/generated-artifacts/IBalancer.json';
|
||||
import * as IBalancerV2Vault from '../test/generated-artifacts/IBalancerV2Vault.json';
|
||||
import * as IBancor from '../test/generated-artifacts/IBancor.json';
|
||||
import * as IBancorV3 from '../test/generated-artifacts/IBancorV3.json';
|
||||
import * as ICurve from '../test/generated-artifacts/ICurve.json';
|
||||
import * as IGMX from '../test/generated-artifacts/IGMX.json';
|
||||
import * as IKyberNetwork from '../test/generated-artifacts/IKyberNetwork.json';
|
||||
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 IPlatypus from '../test/generated-artifacts/IPlatypus.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 KyberDmmSampler from '../test/generated-artifacts/KyberDmmSampler.json';
|
||||
import * as KyberSampler from '../test/generated-artifacts/KyberSampler.json';
|
||||
import * as LidoSampler from '../test/generated-artifacts/LidoSampler.json';
|
||||
import * as LiquidityProviderSampler from '../test/generated-artifacts/LiquidityProviderSampler.json';
|
||||
import * as MakerPSMSampler from '../test/generated-artifacts/MakerPSMSampler.json';
|
||||
@@ -44,13 +43,14 @@ import * as NativeOrderSampler from '../test/generated-artifacts/NativeOrderSamp
|
||||
import * as PlatypusSampler from '../test/generated-artifacts/PlatypusSampler.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 SynthetixSampler from '../test/generated-artifacts/SynthetixSampler.json';
|
||||
import * as TestNativeOrderSampler from '../test/generated-artifacts/TestNativeOrderSampler.json';
|
||||
import * as TwoHopSampler from '../test/generated-artifacts/TwoHopSampler.json';
|
||||
import * as UniswapSampler from '../test/generated-artifacts/UniswapSampler.json';
|
||||
import * as UniswapV2Sampler from '../test/generated-artifacts/UniswapV2Sampler.json';
|
||||
import * as UniswapV3Sampler from '../test/generated-artifacts/UniswapV3Sampler.json';
|
||||
import * as UtilitySampler from '../test/generated-artifacts/UtilitySampler.json';
|
||||
import * as VelodromeSampler from '../test/generated-artifacts/VelodromeSampler.json';
|
||||
export const artifacts = {
|
||||
ApproximateBuys: ApproximateBuys as ContractArtifact,
|
||||
BalanceChecker: BalanceChecker as ContractArtifact,
|
||||
@@ -59,6 +59,7 @@ export const artifacts = {
|
||||
BalancerV2Common: BalancerV2Common as ContractArtifact,
|
||||
BalancerV2Sampler: BalancerV2Sampler as ContractArtifact,
|
||||
BancorSampler: BancorSampler as ContractArtifact,
|
||||
BancorV3Sampler: BancorV3Sampler as ContractArtifact,
|
||||
CompoundSampler: CompoundSampler as ContractArtifact,
|
||||
CurveSampler: CurveSampler as ContractArtifact,
|
||||
DODOSampler: DODOSampler as ContractArtifact,
|
||||
@@ -67,7 +68,6 @@ export const artifacts = {
|
||||
FakeTaker: FakeTaker as ContractArtifact,
|
||||
GMXSampler: GMXSampler as ContractArtifact,
|
||||
KyberDmmSampler: KyberDmmSampler as ContractArtifact,
|
||||
KyberSampler: KyberSampler as ContractArtifact,
|
||||
LidoSampler: LidoSampler as ContractArtifact,
|
||||
LiquidityProviderSampler: LiquidityProviderSampler as ContractArtifact,
|
||||
MStableSampler: MStableSampler as ContractArtifact,
|
||||
@@ -77,24 +77,24 @@ export const artifacts = {
|
||||
PlatypusSampler: PlatypusSampler as ContractArtifact,
|
||||
SamplerUtils: SamplerUtils as ContractArtifact,
|
||||
ShellSampler: ShellSampler as ContractArtifact,
|
||||
SmoothySampler: SmoothySampler as ContractArtifact,
|
||||
SynthetixSampler: SynthetixSampler as ContractArtifact,
|
||||
TwoHopSampler: TwoHopSampler as ContractArtifact,
|
||||
UniswapSampler: UniswapSampler as ContractArtifact,
|
||||
UniswapV2Sampler: UniswapV2Sampler as ContractArtifact,
|
||||
UniswapV3Sampler: UniswapV3Sampler as ContractArtifact,
|
||||
UtilitySampler: UtilitySampler as ContractArtifact,
|
||||
VelodromeSampler: VelodromeSampler as ContractArtifact,
|
||||
IBalancer: IBalancer as ContractArtifact,
|
||||
IBalancerV2Vault: IBalancerV2Vault as ContractArtifact,
|
||||
IBancor: IBancor as ContractArtifact,
|
||||
IBancorV3: IBancorV3 as ContractArtifact,
|
||||
ICurve: ICurve as ContractArtifact,
|
||||
IGMX: IGMX as ContractArtifact,
|
||||
IKyberNetwork: IKyberNetwork as ContractArtifact,
|
||||
IMStable: IMStable as ContractArtifact,
|
||||
IMooniswap: IMooniswap as ContractArtifact,
|
||||
IMultiBridge: IMultiBridge as ContractArtifact,
|
||||
IPlatypus: IPlatypus as ContractArtifact,
|
||||
IShell: IShell as ContractArtifact,
|
||||
ISmoothy: ISmoothy as ContractArtifact,
|
||||
IUniswapExchangeQuotes: IUniswapExchangeQuotes as ContractArtifact,
|
||||
IUniswapV2Router01: IUniswapV2Router01 as ContractArtifact,
|
||||
TestNativeOrderSampler: TestNativeOrderSampler as ContractArtifact,
|
||||
|
||||
@@ -18,11 +18,11 @@ const expect = chai.expect;
|
||||
const DAI_TOKEN = '0x6b175474e89094c44da98b954eedeac495271d0f';
|
||||
const ETH_TOKEN = '0xeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeee';
|
||||
const GAS_PRICE = new BigNumber(50e9); // 50 gwei
|
||||
const NATIVE_ORDER_FEE = new BigNumber(220e3); // 220K gas
|
||||
const NATIVE_ORDER_GAS = 220e3; // 220K gas
|
||||
|
||||
// DEX samples to fill in MarketSideLiquidity
|
||||
const kyberSample1: DexSample = {
|
||||
source: ERC20BridgeSource.Kyber,
|
||||
const curveSample: DexSample = {
|
||||
source: ERC20BridgeSource.Curve,
|
||||
input: new BigNumber(10000),
|
||||
output: new BigNumber(10001),
|
||||
fillData: {},
|
||||
@@ -33,10 +33,13 @@ const uniswapSample1: DexSample = {
|
||||
output: new BigNumber(10004),
|
||||
fillData: {},
|
||||
};
|
||||
const dexQuotes: DexSample[] = [kyberSample1, uniswapSample1];
|
||||
const dexQuotes: DexSample[] = [curveSample, uniswapSample1];
|
||||
|
||||
const feeSchedule = {
|
||||
[ERC20BridgeSource.Native]: _.constant(GAS_PRICE.times(NATIVE_ORDER_FEE)),
|
||||
[ERC20BridgeSource.Native]: _.constant({
|
||||
gas: NATIVE_ORDER_GAS,
|
||||
fee: GAS_PRICE.times(NATIVE_ORDER_GAS),
|
||||
}),
|
||||
};
|
||||
|
||||
const exchangeProxyOverhead = (sourceFlags: bigint) => {
|
||||
|
||||
298
packages/asset-swapper/test/contracts/bridge_adapter_test.ts
Normal file
298
packages/asset-swapper/test/contracts/bridge_adapter_test.ts
Normal file
@@ -0,0 +1,298 @@
|
||||
import { ChainId } from '@0x/contract-addresses';
|
||||
import { blockchainTests, constants, describe, expect } from '@0x/contracts-test-utils';
|
||||
import {
|
||||
artifacts as zeroExArtifacts,
|
||||
AvalancheBridgeAdapterContract,
|
||||
BSCBridgeAdapterContract,
|
||||
CeloBridgeAdapterContract,
|
||||
EthereumBridgeAdapterContract,
|
||||
FantomBridgeAdapterContract,
|
||||
OptimismBridgeAdapterContract,
|
||||
PolygonBridgeAdapterContract,
|
||||
} from '@0x/contracts-zero-ex';
|
||||
|
||||
import { BUY_SOURCE_FILTER_BY_CHAIN_ID, ERC20BridgeSource, SELL_SOURCE_FILTER_BY_CHAIN_ID } from '../../src';
|
||||
import { getErc20BridgeSourceToBridgeSource } from '../../src/utils/market_operation_utils/orders';
|
||||
|
||||
blockchainTests('Bridge adapter source compatibility tests', env => {
|
||||
describe('Avalanche', () => {
|
||||
let adapter: AvalancheBridgeAdapterContract;
|
||||
before(async () => {
|
||||
adapter = await AvalancheBridgeAdapterContract.deployFrom0xArtifactAsync(
|
||||
zeroExArtifacts.AvalancheBridgeAdapter,
|
||||
env.provider,
|
||||
env.txDefaults,
|
||||
zeroExArtifacts,
|
||||
constants.NULL_ADDRESS,
|
||||
);
|
||||
});
|
||||
it('sell sources', async () => {
|
||||
const sellSources = SELL_SOURCE_FILTER_BY_CHAIN_ID[ChainId.Avalanche].exclude([
|
||||
ERC20BridgeSource.Native,
|
||||
ERC20BridgeSource.MultiHop,
|
||||
]).sources;
|
||||
return Promise.all(
|
||||
sellSources.map(async source => {
|
||||
const isSupported = await adapter
|
||||
.isSupportedSource(getErc20BridgeSourceToBridgeSource(source))
|
||||
.callAsync();
|
||||
expect(isSupported, `${source} is not supported`).to.be.true();
|
||||
}),
|
||||
);
|
||||
});
|
||||
it('buy sources', async () => {
|
||||
const buySources = BUY_SOURCE_FILTER_BY_CHAIN_ID[ChainId.Avalanche].exclude([
|
||||
ERC20BridgeSource.Native,
|
||||
ERC20BridgeSource.MultiHop,
|
||||
]).sources;
|
||||
return Promise.all(
|
||||
buySources.map(async source => {
|
||||
const isSupported = await adapter
|
||||
.isSupportedSource(getErc20BridgeSourceToBridgeSource(source))
|
||||
.callAsync();
|
||||
expect(isSupported, `${source} is not supported`).to.be.true();
|
||||
}),
|
||||
);
|
||||
});
|
||||
});
|
||||
describe('BSC', () => {
|
||||
let adapter: BSCBridgeAdapterContract;
|
||||
before(async () => {
|
||||
adapter = await BSCBridgeAdapterContract.deployFrom0xArtifactAsync(
|
||||
zeroExArtifacts.BSCBridgeAdapter,
|
||||
env.provider,
|
||||
env.txDefaults,
|
||||
zeroExArtifacts,
|
||||
constants.NULL_ADDRESS,
|
||||
);
|
||||
});
|
||||
it('sell sources', async () => {
|
||||
const sellSources = SELL_SOURCE_FILTER_BY_CHAIN_ID[ChainId.BSC].exclude([
|
||||
ERC20BridgeSource.Native,
|
||||
ERC20BridgeSource.MultiHop,
|
||||
]).sources;
|
||||
return Promise.all(
|
||||
sellSources.map(async source => {
|
||||
const isSupported = await adapter
|
||||
.isSupportedSource(getErc20BridgeSourceToBridgeSource(source))
|
||||
.callAsync();
|
||||
expect(isSupported, `${source} is not supported`).to.be.true();
|
||||
}),
|
||||
);
|
||||
});
|
||||
it('buy sources', async () => {
|
||||
const buySources = BUY_SOURCE_FILTER_BY_CHAIN_ID[ChainId.BSC].exclude([
|
||||
ERC20BridgeSource.Native,
|
||||
ERC20BridgeSource.MultiHop,
|
||||
]).sources;
|
||||
return Promise.all(
|
||||
buySources.map(async source => {
|
||||
const isSupported = await adapter
|
||||
.isSupportedSource(getErc20BridgeSourceToBridgeSource(source))
|
||||
.callAsync();
|
||||
expect(isSupported, `${source} is not supported`).to.be.true();
|
||||
}),
|
||||
);
|
||||
});
|
||||
});
|
||||
describe('Celo', () => {
|
||||
let adapter: CeloBridgeAdapterContract;
|
||||
before(async () => {
|
||||
adapter = await CeloBridgeAdapterContract.deployFrom0xArtifactAsync(
|
||||
zeroExArtifacts.CeloBridgeAdapter,
|
||||
env.provider,
|
||||
env.txDefaults,
|
||||
zeroExArtifacts,
|
||||
constants.NULL_ADDRESS,
|
||||
);
|
||||
});
|
||||
it('sell sources', async () => {
|
||||
const sellSources = SELL_SOURCE_FILTER_BY_CHAIN_ID[ChainId.Celo].exclude([
|
||||
ERC20BridgeSource.Native,
|
||||
ERC20BridgeSource.MultiHop,
|
||||
]).sources;
|
||||
return Promise.all(
|
||||
sellSources.map(async source => {
|
||||
const isSupported = await adapter
|
||||
.isSupportedSource(getErc20BridgeSourceToBridgeSource(source))
|
||||
.callAsync();
|
||||
expect(isSupported, `${source} is not supported`).to.be.true();
|
||||
}),
|
||||
);
|
||||
});
|
||||
it('buy sources', async () => {
|
||||
const buySources = BUY_SOURCE_FILTER_BY_CHAIN_ID[ChainId.Celo].exclude([
|
||||
ERC20BridgeSource.Native,
|
||||
ERC20BridgeSource.MultiHop,
|
||||
]).sources;
|
||||
return Promise.all(
|
||||
buySources.map(async source => {
|
||||
const isSupported = await adapter
|
||||
.isSupportedSource(getErc20BridgeSourceToBridgeSource(source))
|
||||
.callAsync();
|
||||
expect(isSupported, `${source} is not supported`).to.be.true();
|
||||
}),
|
||||
);
|
||||
});
|
||||
});
|
||||
describe('Ethereum', () => {
|
||||
let adapter: EthereumBridgeAdapterContract;
|
||||
before(async () => {
|
||||
adapter = await EthereumBridgeAdapterContract.deployFrom0xArtifactAsync(
|
||||
zeroExArtifacts.EthereumBridgeAdapter,
|
||||
env.provider,
|
||||
env.txDefaults,
|
||||
zeroExArtifacts,
|
||||
constants.NULL_ADDRESS,
|
||||
);
|
||||
});
|
||||
it('sell sources', async () => {
|
||||
const sellSources = SELL_SOURCE_FILTER_BY_CHAIN_ID[ChainId.Mainnet].exclude([
|
||||
ERC20BridgeSource.Native,
|
||||
ERC20BridgeSource.MultiHop,
|
||||
]).sources;
|
||||
return Promise.all(
|
||||
sellSources.map(async source => {
|
||||
const isSupported = await adapter
|
||||
.isSupportedSource(getErc20BridgeSourceToBridgeSource(source))
|
||||
.callAsync();
|
||||
expect(isSupported, `${source} is not supported`).to.be.true();
|
||||
}),
|
||||
);
|
||||
});
|
||||
it('buy sources', async () => {
|
||||
const buySources = BUY_SOURCE_FILTER_BY_CHAIN_ID[ChainId.Mainnet].exclude([
|
||||
ERC20BridgeSource.Native,
|
||||
ERC20BridgeSource.MultiHop,
|
||||
]).sources;
|
||||
return Promise.all(
|
||||
buySources.map(async source => {
|
||||
const isSupported = await adapter
|
||||
.isSupportedSource(getErc20BridgeSourceToBridgeSource(source))
|
||||
.callAsync();
|
||||
expect(isSupported, `${source} is not supported`).to.be.true();
|
||||
}),
|
||||
);
|
||||
});
|
||||
});
|
||||
describe('Fantom', () => {
|
||||
let adapter: FantomBridgeAdapterContract;
|
||||
before(async () => {
|
||||
adapter = await FantomBridgeAdapterContract.deployFrom0xArtifactAsync(
|
||||
zeroExArtifacts.FantomBridgeAdapter,
|
||||
env.provider,
|
||||
env.txDefaults,
|
||||
zeroExArtifacts,
|
||||
constants.NULL_ADDRESS,
|
||||
);
|
||||
});
|
||||
it('sell sources', async () => {
|
||||
const sellSources = SELL_SOURCE_FILTER_BY_CHAIN_ID[ChainId.Fantom].exclude([
|
||||
ERC20BridgeSource.Native,
|
||||
ERC20BridgeSource.MultiHop,
|
||||
]).sources;
|
||||
return Promise.all(
|
||||
sellSources.map(async source => {
|
||||
const isSupported = await adapter
|
||||
.isSupportedSource(getErc20BridgeSourceToBridgeSource(source))
|
||||
.callAsync();
|
||||
expect(isSupported, `${source} is not supported`).to.be.true();
|
||||
}),
|
||||
);
|
||||
});
|
||||
it('buy sources', async () => {
|
||||
const buySources = BUY_SOURCE_FILTER_BY_CHAIN_ID[ChainId.Fantom].exclude([
|
||||
ERC20BridgeSource.Native,
|
||||
ERC20BridgeSource.MultiHop,
|
||||
]).sources;
|
||||
return Promise.all(
|
||||
buySources.map(async source => {
|
||||
const isSupported = await adapter
|
||||
.isSupportedSource(getErc20BridgeSourceToBridgeSource(source))
|
||||
.callAsync();
|
||||
expect(isSupported, `${source} is not supported`).to.be.true();
|
||||
}),
|
||||
);
|
||||
});
|
||||
});
|
||||
describe('Optimism', () => {
|
||||
let adapter: OptimismBridgeAdapterContract;
|
||||
before(async () => {
|
||||
adapter = await OptimismBridgeAdapterContract.deployFrom0xArtifactAsync(
|
||||
zeroExArtifacts.OptimismBridgeAdapter,
|
||||
env.provider,
|
||||
env.txDefaults,
|
||||
zeroExArtifacts,
|
||||
constants.NULL_ADDRESS,
|
||||
);
|
||||
});
|
||||
it('sell sources', async () => {
|
||||
const sellSources = SELL_SOURCE_FILTER_BY_CHAIN_ID[ChainId.Optimism].exclude([
|
||||
ERC20BridgeSource.Native,
|
||||
ERC20BridgeSource.MultiHop,
|
||||
]).sources;
|
||||
return Promise.all(
|
||||
sellSources.map(async source => {
|
||||
const isSupported = await adapter
|
||||
.isSupportedSource(getErc20BridgeSourceToBridgeSource(source))
|
||||
.callAsync();
|
||||
expect(isSupported, `${source} is not supported`).to.be.true();
|
||||
}),
|
||||
);
|
||||
});
|
||||
it('buy sources', async () => {
|
||||
const buySources = BUY_SOURCE_FILTER_BY_CHAIN_ID[ChainId.Optimism].exclude([
|
||||
ERC20BridgeSource.Native,
|
||||
ERC20BridgeSource.MultiHop,
|
||||
]).sources;
|
||||
return Promise.all(
|
||||
buySources.map(async source => {
|
||||
const isSupported = await adapter
|
||||
.isSupportedSource(getErc20BridgeSourceToBridgeSource(source))
|
||||
.callAsync();
|
||||
expect(isSupported, `${source} is not supported`).to.be.true();
|
||||
}),
|
||||
);
|
||||
});
|
||||
});
|
||||
describe('Polygon', () => {
|
||||
let adapter: PolygonBridgeAdapterContract;
|
||||
before(async () => {
|
||||
adapter = await PolygonBridgeAdapterContract.deployFrom0xArtifactAsync(
|
||||
zeroExArtifacts.PolygonBridgeAdapter,
|
||||
env.provider,
|
||||
env.txDefaults,
|
||||
zeroExArtifacts,
|
||||
constants.NULL_ADDRESS,
|
||||
);
|
||||
});
|
||||
it('sell sources', async () => {
|
||||
const sellSources = SELL_SOURCE_FILTER_BY_CHAIN_ID[ChainId.Polygon].exclude([
|
||||
ERC20BridgeSource.Native,
|
||||
ERC20BridgeSource.MultiHop,
|
||||
]).sources;
|
||||
return Promise.all(
|
||||
sellSources.map(async source => {
|
||||
const isSupported = await adapter
|
||||
.isSupportedSource(getErc20BridgeSourceToBridgeSource(source))
|
||||
.callAsync();
|
||||
expect(isSupported, `${source} is not supported`).to.be.true();
|
||||
}),
|
||||
);
|
||||
});
|
||||
it('buy sources', async () => {
|
||||
const buySources = BUY_SOURCE_FILTER_BY_CHAIN_ID[ChainId.Polygon].exclude([
|
||||
ERC20BridgeSource.Native,
|
||||
ERC20BridgeSource.MultiHop,
|
||||
]).sources;
|
||||
return Promise.all(
|
||||
buySources.map(async source => {
|
||||
const isSupported = await adapter
|
||||
.isSupportedSource(getErc20BridgeSourceToBridgeSource(source))
|
||||
.callAsync();
|
||||
expect(isSupported, `${source} is not supported`).to.be.true();
|
||||
}),
|
||||
);
|
||||
});
|
||||
});
|
||||
});
|
||||
@@ -1,9 +1,7 @@
|
||||
import { ChainId } from '@0x/contract-addresses';
|
||||
import { blockchainTests, describe, expect, toBaseUnitAmount, Web3ProviderEngine } from '@0x/contracts-test-utils';
|
||||
import { RPCSubprovider } from '@0x/subproviders';
|
||||
import { BigNumber, NULL_BYTES, providerUtils } from '@0x/utils';
|
||||
import { BigNumber, providerUtils } from '@0x/utils';
|
||||
|
||||
import { KYBER_CONFIG_BY_CHAIN_ID, MAINNET_TOKENS } from '../../src/utils/market_operation_utils/constants';
|
||||
import { artifacts } from '../artifacts';
|
||||
import { ERC20BridgeSamplerContract } from '../wrappers';
|
||||
|
||||
@@ -79,60 +77,4 @@ blockchainTests.skip('Mainnet Sampler Tests', env => {
|
||||
});
|
||||
});
|
||||
});
|
||||
describe('Kyber', () => {
|
||||
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],
|
||||
reserveOffset: RESERVE_OFFSET,
|
||||
hint: NULL_BYTES,
|
||||
};
|
||||
describe('sampleSellsFromKyberNetwork()', () => {
|
||||
it('samples sells from Kyber DAI->WETH', async () => {
|
||||
const [, samples] = await testContract
|
||||
.sampleSellsFromKyberNetwork(KYBER_OPTS, DAI, WETH, [toBaseUnitAmount(1)])
|
||||
.callAsync({ overrides });
|
||||
expect(samples.length).to.be.bignumber.greaterThan(0);
|
||||
expect(samples[0]).to.be.bignumber.greaterThan(0);
|
||||
});
|
||||
it('samples sells from Kyber WETH->DAI', async () => {
|
||||
const [, samples] = await testContract
|
||||
.sampleSellsFromKyberNetwork(KYBER_OPTS, WETH, DAI, [toBaseUnitAmount(1)])
|
||||
.callAsync({ overrides });
|
||||
expect(samples.length).to.be.bignumber.greaterThan(0);
|
||||
expect(samples[0]).to.be.bignumber.greaterThan(0);
|
||||
});
|
||||
it('samples sells from Kyber DAI->USDC', async () => {
|
||||
const [, samples] = await testContract
|
||||
.sampleSellsFromKyberNetwork(KYBER_OPTS, DAI, USDC, [toBaseUnitAmount(1)])
|
||||
.callAsync({ overrides });
|
||||
expect(samples.length).to.be.bignumber.greaterThan(0);
|
||||
expect(samples[0]).to.be.bignumber.greaterThan(0);
|
||||
});
|
||||
});
|
||||
|
||||
describe('sampleBuysFromKyber()', () => {
|
||||
it('samples buys from Kyber WETH->DAI', async () => {
|
||||
// From ETH to DAI
|
||||
// I want to buy 1 DAI
|
||||
const [, samples] = await testContract
|
||||
.sampleBuysFromKyberNetwork(KYBER_OPTS, WETH, DAI, [toBaseUnitAmount(1)])
|
||||
.callAsync({ overrides });
|
||||
expect(samples.length).to.be.bignumber.greaterThan(0);
|
||||
expect(samples[0]).to.be.bignumber.greaterThan(0);
|
||||
});
|
||||
|
||||
it('samples buys from Kyber DAI->WETH', async () => {
|
||||
// From USDC to DAI
|
||||
// I want to buy 1 WETH
|
||||
const [, samples] = await testContract
|
||||
.sampleBuysFromKyberNetwork(KYBER_OPTS, DAI, WETH, [toBaseUnitAmount(1)])
|
||||
.callAsync({ overrides });
|
||||
expect(samples.length).to.be.bignumber.greaterThan(0);
|
||||
expect(samples[0]).to.be.bignumber.greaterThan(0);
|
||||
});
|
||||
});
|
||||
});
|
||||
});
|
||||
|
||||
@@ -13,7 +13,8 @@ import * as _ from 'lodash';
|
||||
|
||||
import { SignedOrder } from '../src/types';
|
||||
import { DexOrderSampler, getSampleAmounts } from '../src/utils/market_operation_utils/sampler';
|
||||
import { ERC20BridgeSource, TokenAdjacencyGraph } from '../src/utils/market_operation_utils/types';
|
||||
import { ERC20BridgeSource } from '../src/utils/market_operation_utils/types';
|
||||
import { TokenAdjacencyGraphBuilder } from '../src/utils/token_adjacency_graph';
|
||||
|
||||
import { MockSamplerContract } from './utils/mock_sampler_contract';
|
||||
import { generatePseudoRandomSalt } from './utils/utils';
|
||||
@@ -21,7 +22,7 @@ import { generatePseudoRandomSalt } from './utils/utils';
|
||||
const CHAIN_ID = 1;
|
||||
const EMPTY_BYTES32 = '0x0000000000000000000000000000000000000000000000000000000000000000';
|
||||
// tslint:disable: custom-no-magic-numbers
|
||||
describe.skip('DexSampler tests', () => {
|
||||
describe('DexSampler tests', () => {
|
||||
const MAKER_TOKEN = randomAddress();
|
||||
const TAKER_TOKEN = randomAddress();
|
||||
const chainId = ChainId.Mainnet;
|
||||
@@ -29,7 +30,7 @@ describe.skip('DexSampler tests', () => {
|
||||
const wethAddress = getContractAddressesForChainOrThrow(CHAIN_ID).etherToken;
|
||||
const exchangeProxyAddress = getContractAddressesForChainOrThrow(CHAIN_ID).exchangeProxy;
|
||||
|
||||
const tokenAdjacencyGraph: TokenAdjacencyGraph = { default: [wethAddress] };
|
||||
const tokenAdjacencyGraph = new TokenAdjacencyGraphBuilder([wethAddress]).build();
|
||||
|
||||
describe('getSampleAmounts()', () => {
|
||||
const FILL_AMOUNT = getRandomInteger(1, 1e18);
|
||||
@@ -142,40 +143,6 @@ describe.skip('DexSampler tests', () => {
|
||||
expect(fillableAmounts).to.deep.eq(expectedFillableAmounts);
|
||||
});
|
||||
|
||||
it('getKyberSellQuotes()', async () => {
|
||||
const expectedTakerToken = randomAddress();
|
||||
const expectedMakerToken = randomAddress();
|
||||
const expectedTakerFillAmounts = getSampleAmounts(new BigNumber(100e18), 10);
|
||||
const expectedMakerFillAmounts = getSampleAmounts(new BigNumber(100e18), 10);
|
||||
const sampler = new MockSamplerContract({
|
||||
sampleSellsFromKyberNetwork: (_reserveOffset, takerToken, makerToken, fillAmounts) => {
|
||||
expect(takerToken).to.eq(expectedTakerToken);
|
||||
expect(makerToken).to.eq(expectedMakerToken);
|
||||
expect(fillAmounts).to.deep.eq(expectedTakerFillAmounts);
|
||||
return ['0x', '0x', expectedMakerFillAmounts];
|
||||
},
|
||||
});
|
||||
const dexOrderSampler = new DexOrderSampler(
|
||||
chainId,
|
||||
sampler,
|
||||
undefined,
|
||||
undefined,
|
||||
undefined,
|
||||
undefined,
|
||||
async () => undefined,
|
||||
);
|
||||
const [fillableAmounts] = await dexOrderSampler.executeAsync(
|
||||
dexOrderSampler.getKyberSellQuotes(
|
||||
{ hintHandler: randomAddress(), networkProxy: randomAddress(), weth: randomAddress() },
|
||||
new BigNumber(0),
|
||||
expectedMakerToken,
|
||||
expectedTakerToken,
|
||||
expectedTakerFillAmounts,
|
||||
),
|
||||
);
|
||||
expect(fillableAmounts).to.deep.eq(expectedMakerFillAmounts);
|
||||
});
|
||||
|
||||
it('getLiquidityProviderSellQuotes()', async () => {
|
||||
const expectedMakerToken = randomAddress();
|
||||
const expectedTakerToken = randomAddress();
|
||||
@@ -370,7 +337,6 @@ describe.skip('DexSampler tests', () => {
|
||||
const expectedMakerToken = randomAddress();
|
||||
const sources = [ERC20BridgeSource.Uniswap, ERC20BridgeSource.UniswapV2];
|
||||
const ratesBySource: RatesBySource = {
|
||||
[ERC20BridgeSource.Kyber]: getRandomFloat(0, 100),
|
||||
[ERC20BridgeSource.Uniswap]: getRandomFloat(0, 100),
|
||||
[ERC20BridgeSource.UniswapV2]: getRandomFloat(0, 100),
|
||||
};
|
||||
|
||||
@@ -23,6 +23,8 @@ import { ExchangeProxySwapQuoteConsumer } from '../src/quote_consumers/exchange_
|
||||
import { AffiliateFeeType, MarketBuySwapQuote, MarketOperation, MarketSellSwapQuote } from '../src/types';
|
||||
import {
|
||||
ERC20BridgeSource,
|
||||
Fill,
|
||||
NativeFillData,
|
||||
OptimizedLimitOrder,
|
||||
OptimizedMarketOrder,
|
||||
} from '../src/utils/market_operation_utils/types';
|
||||
@@ -100,7 +102,8 @@ describe('ExchangeProxySwapQuoteConsumer', () => {
|
||||
takerToken: order.takerToken,
|
||||
makerAmount: order.makerAmount,
|
||||
takerAmount: order.takerAmount,
|
||||
fills: [],
|
||||
// tslint:disable-next-line:no-object-literal-type-assertion
|
||||
fill: {} as Fill<NativeFillData>,
|
||||
...optimizerFields,
|
||||
};
|
||||
}
|
||||
|
||||
@@ -11,21 +11,19 @@ import {
|
||||
import { FillQuoteTransformerOrderType, LimitOrder, RfqOrder, SignatureType } from '@0x/protocol-utils';
|
||||
import { BigNumber, hexUtils, NULL_BYTES } from '@0x/utils';
|
||||
import { Web3Wrapper } from '@0x/web3-wrapper';
|
||||
import { Pool } from '@balancer-labs/sor/dist/types';
|
||||
import { Pool } from 'balancer-labs-sor-v1/dist/types';
|
||||
import * as _ from 'lodash';
|
||||
import * as TypeMoq from 'typemoq';
|
||||
|
||||
import { MarketOperation, QuoteRequestor, RfqRequestOpts, SignedNativeOrder } from '../src';
|
||||
import { Integrator, NativeOrderWithFillableAmounts } from '../src/types';
|
||||
import { MarketOperation, QuoteRequestor, RfqRequestOpts, SignedNativeOrder, TokenAdjacencyGraph } from '../src';
|
||||
import { Integrator } from '../src/types';
|
||||
import { MarketOperationUtils } from '../src/utils/market_operation_utils/';
|
||||
import {
|
||||
BUY_SOURCE_FILTER_BY_CHAIN_ID,
|
||||
POSITIVE_INF,
|
||||
SELL_SOURCE_FILTER_BY_CHAIN_ID,
|
||||
SOURCE_FLAGS,
|
||||
ZERO_AMOUNT,
|
||||
} from '../src/utils/market_operation_utils/constants';
|
||||
import { createFills } from '../src/utils/market_operation_utils/fills';
|
||||
import { PoolsCache } from '../src/utils/market_operation_utils/pools_cache';
|
||||
import { DexOrderSampler } from '../src/utils/market_operation_utils/sampler';
|
||||
import { BATCH_SOURCE_FILTERS } from '../src/utils/market_operation_utils/sampler_operations';
|
||||
@@ -39,10 +37,8 @@ import {
|
||||
GetMarketOrdersOpts,
|
||||
LiquidityProviderFillData,
|
||||
MarketSideLiquidity,
|
||||
NativeFillData,
|
||||
OptimizedMarketBridgeOrder,
|
||||
OptimizerResultWithReport,
|
||||
TokenAdjacencyGraph,
|
||||
} from '../src/utils/market_operation_utils/types';
|
||||
|
||||
const MAKER_TOKEN = randomAddress();
|
||||
@@ -50,9 +46,9 @@ const TAKER_TOKEN = randomAddress();
|
||||
|
||||
const DEFAULT_INCLUDED = [
|
||||
ERC20BridgeSource.SushiSwap,
|
||||
ERC20BridgeSource.Kyber,
|
||||
ERC20BridgeSource.Native,
|
||||
ERC20BridgeSource.Uniswap,
|
||||
ERC20BridgeSource.Curve,
|
||||
];
|
||||
|
||||
const DEFAULT_EXCLUDED = SELL_SOURCE_FILTER_BY_CHAIN_ID[ChainId.Mainnet].sources.filter(
|
||||
@@ -60,7 +56,7 @@ const DEFAULT_EXCLUDED = SELL_SOURCE_FILTER_BY_CHAIN_ID[ChainId.Mainnet].sources
|
||||
);
|
||||
const BUY_SOURCES = BUY_SOURCE_FILTER_BY_CHAIN_ID[ChainId.Mainnet].sources;
|
||||
const SELL_SOURCES = SELL_SOURCE_FILTER_BY_CHAIN_ID[ChainId.Mainnet].sources;
|
||||
const TOKEN_ADJACENCY_GRAPH: TokenAdjacencyGraph = { default: [] };
|
||||
const TOKEN_ADJACENCY_GRAPH = TokenAdjacencyGraph.getEmptyGraph();
|
||||
|
||||
const SIGNATURE = { v: 1, r: NULL_BYTES, s: NULL_BYTES, signatureType: SignatureType.EthSign };
|
||||
const FOO_INTEGRATOR: Integrator = {
|
||||
@@ -272,7 +268,7 @@ describe('MarketOperationUtils tests', () => {
|
||||
};
|
||||
}
|
||||
|
||||
type GetMedianRateOperation = (
|
||||
type GetBestNativeTokenSellRateOperation = (
|
||||
sources: ERC20BridgeSource[],
|
||||
makerToken: string,
|
||||
takerToken: string,
|
||||
@@ -281,7 +277,7 @@ describe('MarketOperationUtils tests', () => {
|
||||
liquidityProviderAddress?: string,
|
||||
) => BigNumber;
|
||||
|
||||
function createGetMedianSellRate(rate: Numberish): GetMedianRateOperation {
|
||||
function createGetBestNativeSellRate(rate: Numberish): GetBestNativeTokenSellRateOperation {
|
||||
return (
|
||||
_sources: ERC20BridgeSource[],
|
||||
_makerToken: string,
|
||||
@@ -321,7 +317,7 @@ describe('MarketOperationUtils tests', () => {
|
||||
[ERC20BridgeSource.Native]: createDecreasingRates(NUM_SAMPLES),
|
||||
[ERC20BridgeSource.SushiSwap]: createDecreasingRates(NUM_SAMPLES),
|
||||
[ERC20BridgeSource.Uniswap]: createDecreasingRates(NUM_SAMPLES),
|
||||
[ERC20BridgeSource.Kyber]: createDecreasingRates(NUM_SAMPLES),
|
||||
[ERC20BridgeSource.Curve]: createDecreasingRates(NUM_SAMPLES),
|
||||
};
|
||||
|
||||
interface FillDataBySource {
|
||||
@@ -337,7 +333,6 @@ describe('MarketOperationUtils tests', () => {
|
||||
deadline: Math.floor(Date.now() / 1000) + 300,
|
||||
},
|
||||
[ERC20BridgeSource.Bancor]: { path: [], networkAddress: randomAddress() },
|
||||
[ERC20BridgeSource.Kyber]: { hint: '0x', reserveId: '0x', networkAddress: randomAddress() },
|
||||
[ERC20BridgeSource.Curve]: {
|
||||
pool: {
|
||||
poolAddress: randomAddress(),
|
||||
@@ -349,17 +344,6 @@ 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(),
|
||||
@@ -400,7 +384,7 @@ describe('MarketOperationUtils tests', () => {
|
||||
},
|
||||
getSellQuotes: createGetMultipleSellQuotesOperationFromRates(DEFAULT_RATES),
|
||||
getBuyQuotes: createGetMultipleBuyQuotesOperationFromRates(DEFAULT_RATES),
|
||||
getMedianSellRate: createGetMedianSellRate(1),
|
||||
getBestNativeTokenSellRate: createGetBestNativeSellRate(1),
|
||||
getTwoHopSellQuotes: (..._params: any[]) => [],
|
||||
getTwoHopBuyQuotes: (..._params: any[]) => [],
|
||||
isAddressContract: (..._params: any[]) => false,
|
||||
@@ -633,7 +617,7 @@ describe('MarketOperationUtils tests', () => {
|
||||
|
||||
// to get a comparisonPrice, you need a feeschedule for a native order
|
||||
const feeSchedule = {
|
||||
[ERC20BridgeSource.Native]: _.constant(new BigNumber(1)),
|
||||
[ERC20BridgeSource.Native]: _.constant({ gas: 1, fee: new BigNumber(1) }),
|
||||
};
|
||||
mockedQuoteRequestor
|
||||
.setup(mqr => mqr.getMakerUriForSignature(TypeMoq.It.isValue(SIGNATURE)))
|
||||
@@ -1023,7 +1007,7 @@ describe('MarketOperationUtils tests', () => {
|
||||
const improvedOrders = improvedOrdersResponse.optimizedOrders;
|
||||
expect(improvedOrders).to.not.be.length(0);
|
||||
for (const order of improvedOrders) {
|
||||
const expectedMakerAmount = order.fills[0].output;
|
||||
const expectedMakerAmount = order.fill.output;
|
||||
const slippage = new BigNumber(1).minus(order.makerAmount.div(expectedMakerAmount.plus(1)));
|
||||
assertRoughlyEquals(slippage, bridgeSlippage, 1);
|
||||
}
|
||||
@@ -1034,7 +1018,7 @@ describe('MarketOperationUtils tests', () => {
|
||||
rates[ERC20BridgeSource.Native] = [0.4, 0.3, 0.2, 0.1];
|
||||
rates[ERC20BridgeSource.Uniswap] = [0.5, 0.05, 0.05, 0.05];
|
||||
rates[ERC20BridgeSource.SushiSwap] = [0.6, 0.05, 0.05, 0.05];
|
||||
rates[ERC20BridgeSource.Kyber] = [0, 0, 0, 0]; // unused
|
||||
rates[ERC20BridgeSource.Curve] = [0, 0, 0, 0]; // unused
|
||||
replaceSamplerOps({
|
||||
getSellQuotes: createGetMultipleSellQuotesOperationFromRates(rates),
|
||||
});
|
||||
@@ -1045,7 +1029,7 @@ describe('MarketOperationUtils tests', () => {
|
||||
{ ...DEFAULT_OPTS, numSamples: 4 },
|
||||
);
|
||||
const improvedOrders = improvedOrdersResponse.optimizedOrders;
|
||||
const orderSources = improvedOrders.map(o => o.fills[0].source);
|
||||
const orderSources = improvedOrders.map(o => o.source);
|
||||
const expectedSources = [
|
||||
ERC20BridgeSource.SushiSwap,
|
||||
ERC20BridgeSource.Uniswap,
|
||||
@@ -1066,18 +1050,18 @@ describe('MarketOperationUtils tests', () => {
|
||||
[ERC20BridgeSource.Native]: [1, 0.99, 0.98, 0.97], // Effectively [0.94, 0.93, 0.92, 0.91]
|
||||
[ERC20BridgeSource.Uniswap]: [0.96, 0.1, 0.1, 0.1],
|
||||
[ERC20BridgeSource.SushiSwap]: [0.95, 0.1, 0.1, 0.1],
|
||||
[ERC20BridgeSource.Kyber]: [0.1, 0.1, 0.1, 0.1],
|
||||
};
|
||||
const feeSchedule = {
|
||||
[ERC20BridgeSource.Native]: _.constant(
|
||||
FILL_AMOUNT.div(4)
|
||||
[ERC20BridgeSource.Native]: _.constant({
|
||||
gas: 1,
|
||||
fee: FILL_AMOUNT.div(4)
|
||||
.times(nativeFeeRate)
|
||||
.dividedToIntegerBy(ETH_TO_MAKER_RATE),
|
||||
),
|
||||
}),
|
||||
};
|
||||
replaceSamplerOps({
|
||||
getSellQuotes: createGetMultipleSellQuotesOperationFromRates(rates),
|
||||
getMedianSellRate: createGetMedianSellRate(ETH_TO_MAKER_RATE),
|
||||
getBestNativeTokenSellRate: createGetBestNativeSellRate(ETH_TO_MAKER_RATE),
|
||||
});
|
||||
const improvedOrdersResponse = await getMarketSellOrdersAsync(
|
||||
marketOperationUtils,
|
||||
@@ -1086,7 +1070,7 @@ describe('MarketOperationUtils tests', () => {
|
||||
{ ...DEFAULT_OPTS, numSamples: 4, feeSchedule },
|
||||
);
|
||||
const improvedOrders = improvedOrdersResponse.optimizedOrders;
|
||||
const orderSources = improvedOrders.map(o => o.fills[0].source);
|
||||
const orderSources = improvedOrders.map(o => o.source);
|
||||
const expectedSources = [
|
||||
ERC20BridgeSource.Native,
|
||||
ERC20BridgeSource.Uniswap,
|
||||
@@ -1097,26 +1081,25 @@ describe('MarketOperationUtils tests', () => {
|
||||
});
|
||||
|
||||
it('factors in fees for dexes', async () => {
|
||||
// Kyber will have the best rates but will have fees,
|
||||
// dropping its effective rates.
|
||||
const uniswapFeeRate = 0.2;
|
||||
const rates: RatesBySource = {
|
||||
[ERC20BridgeSource.Native]: [0.95, 0.1, 0.1, 0.1],
|
||||
[ERC20BridgeSource.Kyber]: [0.1, 0.1, 0.1, 0.1],
|
||||
[ERC20BridgeSource.Curve]: [0.1, 0.1, 0.1, 0.1],
|
||||
[ERC20BridgeSource.SushiSwap]: [0.92, 0.1, 0.1, 0.1],
|
||||
// Effectively [0.8, ~0.5, ~0, ~0]
|
||||
[ERC20BridgeSource.Uniswap]: [1, 0.7, 0.2, 0.2],
|
||||
};
|
||||
const feeSchedule = {
|
||||
[ERC20BridgeSource.Uniswap]: _.constant(
|
||||
FILL_AMOUNT.div(4)
|
||||
[ERC20BridgeSource.Uniswap]: _.constant({
|
||||
gas: 1,
|
||||
fee: FILL_AMOUNT.div(4)
|
||||
.times(uniswapFeeRate)
|
||||
.dividedToIntegerBy(ETH_TO_MAKER_RATE),
|
||||
),
|
||||
}),
|
||||
};
|
||||
replaceSamplerOps({
|
||||
getSellQuotes: createGetMultipleSellQuotesOperationFromRates(rates),
|
||||
getMedianSellRate: createGetMedianSellRate(ETH_TO_MAKER_RATE),
|
||||
getBestNativeTokenSellRate: createGetBestNativeSellRate(ETH_TO_MAKER_RATE),
|
||||
});
|
||||
const improvedOrdersResponse = await getMarketSellOrdersAsync(
|
||||
marketOperationUtils,
|
||||
@@ -1125,7 +1108,7 @@ describe('MarketOperationUtils tests', () => {
|
||||
{ ...DEFAULT_OPTS, numSamples: 4, feeSchedule },
|
||||
);
|
||||
const improvedOrders = improvedOrdersResponse.optimizedOrders;
|
||||
const orderSources = improvedOrders.map(o => o.fills[0].source);
|
||||
const orderSources = improvedOrders.map(o => o.source);
|
||||
const expectedSources = [
|
||||
ERC20BridgeSource.Native,
|
||||
ERC20BridgeSource.SushiSwap,
|
||||
@@ -1136,14 +1119,14 @@ describe('MarketOperationUtils tests', () => {
|
||||
|
||||
it('can mix one concave source', async () => {
|
||||
const rates: RatesBySource = {
|
||||
[ERC20BridgeSource.Kyber]: [0, 0, 0, 0], // Won't use
|
||||
[ERC20BridgeSource.Curve]: [0, 0, 0, 0], // Won't use
|
||||
[ERC20BridgeSource.SushiSwap]: [0.5, 0.85, 0.75, 0.75], // Concave
|
||||
[ERC20BridgeSource.Uniswap]: [0.96, 0.2, 0.1, 0.1],
|
||||
[ERC20BridgeSource.Native]: [0.95, 0.2, 0.2, 0.1],
|
||||
};
|
||||
replaceSamplerOps({
|
||||
getSellQuotes: createGetMultipleSellQuotesOperationFromRates(rates),
|
||||
getMedianSellRate: createGetMedianSellRate(ETH_TO_MAKER_RATE),
|
||||
getBestNativeTokenSellRate: createGetBestNativeSellRate(ETH_TO_MAKER_RATE),
|
||||
});
|
||||
const improvedOrdersResponse = await getMarketSellOrdersAsync(
|
||||
marketOperationUtils,
|
||||
@@ -1152,7 +1135,7 @@ describe('MarketOperationUtils tests', () => {
|
||||
{ ...DEFAULT_OPTS, numSamples: 4 },
|
||||
);
|
||||
const improvedOrders = improvedOrdersResponse.optimizedOrders;
|
||||
const orderSources = improvedOrders.map(o => o.fills[0].source);
|
||||
const orderSources = improvedOrders.map(o => o.source);
|
||||
const expectedSources = [
|
||||
ERC20BridgeSource.SushiSwap,
|
||||
ERC20BridgeSource.Uniswap,
|
||||
@@ -1168,7 +1151,7 @@ describe('MarketOperationUtils tests', () => {
|
||||
rates[ERC20BridgeSource.Native] = [1, 1, 0.01, 0.01];
|
||||
rates[ERC20BridgeSource.Uniswap] = [1, 1, 0.01, 0.01];
|
||||
rates[ERC20BridgeSource.SushiSwap] = [0.49, 0.49, 0.49, 0.49];
|
||||
rates[ERC20BridgeSource.Kyber] = [0.35, 0.2, 0.01, 0.01];
|
||||
rates[ERC20BridgeSource.Curve] = [0.35, 0.2, 0.01, 0.01];
|
||||
replaceSamplerOps({
|
||||
getSellQuotes: createGetMultipleSellQuotesOperationFromRates(rates),
|
||||
});
|
||||
@@ -1179,7 +1162,7 @@ describe('MarketOperationUtils tests', () => {
|
||||
{ ...DEFAULT_OPTS, numSamples: 4, allowFallback: true, maxFallbackSlippage: 0.25 },
|
||||
);
|
||||
const improvedOrders = improvedOrdersResponse.optimizedOrders;
|
||||
const orderSources = improvedOrders.map(o => o.fills[0].source);
|
||||
const orderSources = improvedOrders.map(o => o.source);
|
||||
const firstSources = [ERC20BridgeSource.Native, ERC20BridgeSource.Native, ERC20BridgeSource.Uniswap];
|
||||
const secondSources: ERC20BridgeSource[] = [];
|
||||
expect(orderSources.slice(0, firstSources.length).sort()).to.deep.eq(firstSources.sort());
|
||||
@@ -1252,7 +1235,7 @@ describe('MarketOperationUtils tests', () => {
|
||||
};
|
||||
replaceSamplerOps({
|
||||
getSellQuotes: createGetMultipleSellQuotesOperationFromRates(rates),
|
||||
getMedianSellRate: createGetMedianSellRate(ETH_TO_MAKER_RATE),
|
||||
getBestNativeTokenSellRate: createGetBestNativeSellRate(ETH_TO_MAKER_RATE),
|
||||
});
|
||||
const optimizer = new MarketOperationUtils(MOCK_SAMPLER, contractAddresses, ORDER_DOMAIN);
|
||||
const gasPrice = 100e9; // 100 gwei
|
||||
@@ -1277,7 +1260,7 @@ describe('MarketOperationUtils tests', () => {
|
||||
},
|
||||
);
|
||||
const improvedOrders = improvedOrdersResponse.optimizedOrders;
|
||||
const orderSources = improvedOrders.map(o => o.fills[0].source);
|
||||
const orderSources = improvedOrders.map(o => o.source);
|
||||
const expectedSources = [ERC20BridgeSource.LiquidityProvider];
|
||||
expect(orderSources).to.deep.eq(expectedSources);
|
||||
});
|
||||
@@ -1473,7 +1456,7 @@ describe('MarketOperationUtils tests', () => {
|
||||
const improvedOrders = improvedOrdersResponse.optimizedOrders;
|
||||
expect(improvedOrders).to.not.be.length(0);
|
||||
for (const order of improvedOrders) {
|
||||
const expectedTakerAmount = order.fills[0].output;
|
||||
const expectedTakerAmount = order.fill.output;
|
||||
const slippage = order.takerAmount.div(expectedTakerAmount.plus(1)).minus(1);
|
||||
assertRoughlyEquals(slippage, bridgeSlippage, 1);
|
||||
}
|
||||
@@ -1495,7 +1478,7 @@ describe('MarketOperationUtils tests', () => {
|
||||
{ ...DEFAULT_OPTS, numSamples: 4 },
|
||||
);
|
||||
const improvedOrders = improvedOrdersResponse.optimizedOrders;
|
||||
const orderSources = improvedOrders.map(o => o.fills[0].source);
|
||||
const orderSources = improvedOrders.map(o => o.source);
|
||||
const expectedSources = [
|
||||
ERC20BridgeSource.SushiSwap,
|
||||
ERC20BridgeSource.Uniswap,
|
||||
@@ -1517,18 +1500,19 @@ describe('MarketOperationUtils tests', () => {
|
||||
[ERC20BridgeSource.Native]: [1, 0.99, 0.98, 0.97], // Effectively [0.94, ~0.93, ~0.92, ~0.91]
|
||||
[ERC20BridgeSource.Uniswap]: [0.96, 0.1, 0.1, 0.1],
|
||||
[ERC20BridgeSource.SushiSwap]: [0.95, 0.1, 0.1, 0.1],
|
||||
[ERC20BridgeSource.Kyber]: [0.1, 0.1, 0.1, 0.1],
|
||||
[ERC20BridgeSource.Curve]: [0.1, 0.1, 0.1, 0.1],
|
||||
};
|
||||
const feeSchedule = {
|
||||
[ERC20BridgeSource.Native]: _.constant(
|
||||
FILL_AMOUNT.div(4)
|
||||
[ERC20BridgeSource.Native]: _.constant({
|
||||
gas: 1,
|
||||
fee: FILL_AMOUNT.div(4)
|
||||
.times(nativeFeeRate)
|
||||
.dividedToIntegerBy(ETH_TO_TAKER_RATE),
|
||||
),
|
||||
}),
|
||||
};
|
||||
replaceSamplerOps({
|
||||
getBuyQuotes: createGetMultipleBuyQuotesOperationFromRates(rates),
|
||||
getMedianSellRate: createGetMedianSellRate(ETH_TO_TAKER_RATE),
|
||||
getBestNativeTokenSellRate: createGetBestNativeSellRate(ETH_TO_TAKER_RATE),
|
||||
});
|
||||
const improvedOrdersResponse = await getMarketBuyOrdersAsync(
|
||||
marketOperationUtils,
|
||||
@@ -1537,7 +1521,7 @@ describe('MarketOperationUtils tests', () => {
|
||||
{ ...DEFAULT_OPTS, numSamples: 4, feeSchedule },
|
||||
);
|
||||
const improvedOrders = improvedOrdersResponse.optimizedOrders;
|
||||
const orderSources = improvedOrders.map(o => o.fills[0].source);
|
||||
const orderSources = improvedOrders.map(o => o.source);
|
||||
const expectedSources = [
|
||||
ERC20BridgeSource.Uniswap,
|
||||
ERC20BridgeSource.SushiSwap,
|
||||
@@ -1559,15 +1543,16 @@ describe('MarketOperationUtils tests', () => {
|
||||
[ERC20BridgeSource.SushiSwap]: [0.92, 0.1, 0.1, 0.1],
|
||||
};
|
||||
const feeSchedule = {
|
||||
[ERC20BridgeSource.Uniswap]: _.constant(
|
||||
FILL_AMOUNT.div(4)
|
||||
[ERC20BridgeSource.Uniswap]: _.constant({
|
||||
gas: 1,
|
||||
fee: FILL_AMOUNT.div(4)
|
||||
.times(uniswapFeeRate)
|
||||
.dividedToIntegerBy(ETH_TO_TAKER_RATE),
|
||||
),
|
||||
}),
|
||||
};
|
||||
replaceSamplerOps({
|
||||
getBuyQuotes: createGetMultipleBuyQuotesOperationFromRates(rates),
|
||||
getMedianSellRate: createGetMedianSellRate(ETH_TO_TAKER_RATE),
|
||||
getBestNativeTokenSellRate: createGetBestNativeSellRate(ETH_TO_TAKER_RATE),
|
||||
});
|
||||
const improvedOrdersResponse = await getMarketBuyOrdersAsync(
|
||||
marketOperationUtils,
|
||||
@@ -1576,7 +1561,7 @@ describe('MarketOperationUtils tests', () => {
|
||||
{ ...DEFAULT_OPTS, numSamples: 4, feeSchedule },
|
||||
);
|
||||
const improvedOrders = improvedOrdersResponse.optimizedOrders;
|
||||
const orderSources = improvedOrders.map(o => o.fills[0].source);
|
||||
const orderSources = improvedOrders.map(o => o.source);
|
||||
const expectedSources = [
|
||||
ERC20BridgeSource.Native,
|
||||
ERC20BridgeSource.SushiSwap,
|
||||
@@ -1602,7 +1587,7 @@ describe('MarketOperationUtils tests', () => {
|
||||
{ ...DEFAULT_OPTS, numSamples: 4, allowFallback: true, maxFallbackSlippage: 0.25 },
|
||||
);
|
||||
const improvedOrders = improvedOrdersResponse.optimizedOrders;
|
||||
const orderSources = improvedOrders.map(o => o.fills[0].source);
|
||||
const orderSources = improvedOrders.map(o => o.source);
|
||||
const firstSources = [ERC20BridgeSource.Native, ERC20BridgeSource.Native, ERC20BridgeSource.Uniswap];
|
||||
const secondSources: ERC20BridgeSource[] = [];
|
||||
expect(orderSources.slice(0, firstSources.length).sort()).to.deep.eq(firstSources.sort());
|
||||
@@ -1623,7 +1608,7 @@ describe('MarketOperationUtils tests', () => {
|
||||
};
|
||||
replaceSamplerOps({
|
||||
getBuyQuotes: createGetMultipleBuyQuotesOperationFromRates(rates),
|
||||
getMedianSellRate: createGetMedianSellRate(ETH_TO_TAKER_RATE),
|
||||
getBestNativeTokenSellRate: createGetBestNativeSellRate(ETH_TO_TAKER_RATE),
|
||||
});
|
||||
const optimizer = new MarketOperationUtils(MOCK_SAMPLER, contractAddresses, ORDER_DOMAIN);
|
||||
const exchangeProxyOverhead = (sourceFlags: bigint) =>
|
||||
@@ -1647,77 +1632,11 @@ describe('MarketOperationUtils tests', () => {
|
||||
},
|
||||
);
|
||||
const improvedOrders = improvedOrdersResponse.optimizedOrders;
|
||||
const orderSources = improvedOrders.map(o => o.fills[0].source);
|
||||
const orderSources = improvedOrders.map(o => o.source);
|
||||
const expectedSources = [ERC20BridgeSource.LiquidityProvider];
|
||||
expect(orderSources).to.deep.eq(expectedSources);
|
||||
});
|
||||
});
|
||||
});
|
||||
|
||||
describe('createFills', () => {
|
||||
const takerAmount = new BigNumber(5000000);
|
||||
const outputAmountPerEth = new BigNumber(0.5);
|
||||
// tslint:disable-next-line:no-object-literal-type-assertion
|
||||
const smallOrder: NativeOrderWithFillableAmounts = {
|
||||
order: {
|
||||
...new LimitOrder({
|
||||
chainId: 1,
|
||||
maker: 'SMALL_ORDER',
|
||||
takerAmount,
|
||||
makerAmount: takerAmount.times(2),
|
||||
}),
|
||||
},
|
||||
fillableMakerAmount: takerAmount.times(2),
|
||||
fillableTakerAmount: takerAmount,
|
||||
fillableTakerFeeAmount: new BigNumber(0),
|
||||
type: FillQuoteTransformerOrderType.Limit,
|
||||
signature: SIGNATURE,
|
||||
};
|
||||
const largeOrder: NativeOrderWithFillableAmounts = {
|
||||
order: {
|
||||
...new LimitOrder({
|
||||
chainId: 1,
|
||||
maker: 'LARGE_ORDER',
|
||||
takerAmount: smallOrder.order.takerAmount.times(2),
|
||||
makerAmount: smallOrder.order.makerAmount.times(2),
|
||||
}),
|
||||
},
|
||||
fillableTakerAmount: smallOrder.fillableTakerAmount.times(2),
|
||||
fillableMakerAmount: smallOrder.fillableMakerAmount.times(2),
|
||||
fillableTakerFeeAmount: new BigNumber(0),
|
||||
type: FillQuoteTransformerOrderType.Limit,
|
||||
signature: SIGNATURE,
|
||||
};
|
||||
const orders = [smallOrder, largeOrder];
|
||||
const feeSchedule = {
|
||||
[ERC20BridgeSource.Native]: _.constant(2e5),
|
||||
};
|
||||
|
||||
it('penalizes native fill based on target amount when target is smaller', () => {
|
||||
const path = createFills({
|
||||
side: MarketOperation.Sell,
|
||||
orders,
|
||||
dexQuotes: [],
|
||||
targetInput: takerAmount.minus(1),
|
||||
outputAmountPerEth,
|
||||
feeSchedule,
|
||||
});
|
||||
expect((path[0][0].fillData as NativeFillData).order.maker).to.eq(smallOrder.order.maker);
|
||||
expect(path[0][0].input).to.be.bignumber.eq(takerAmount.minus(1));
|
||||
});
|
||||
|
||||
it('penalizes native fill based on available amount when target is larger', () => {
|
||||
const path = createFills({
|
||||
side: MarketOperation.Sell,
|
||||
orders,
|
||||
dexQuotes: [],
|
||||
targetInput: POSITIVE_INF,
|
||||
outputAmountPerEth,
|
||||
feeSchedule,
|
||||
});
|
||||
expect((path[0][0].fillData as NativeFillData).order.maker).to.eq(largeOrder.order.maker);
|
||||
expect((path[0][1].fillData as NativeFillData).order.maker).to.eq(smallOrder.order.maker);
|
||||
});
|
||||
});
|
||||
});
|
||||
// tslint:disable-next-line: max-file-line-count
|
||||
|
||||
@@ -1,90 +0,0 @@
|
||||
import { expect } from '@0x/contracts-test-utils';
|
||||
import { BigNumber } from '@0x/utils';
|
||||
|
||||
import { MarketOperation } from '../src/types';
|
||||
import { Path } from '../src/utils/market_operation_utils/path';
|
||||
import { ERC20BridgeSource, Fill } from '../src/utils/market_operation_utils/types';
|
||||
|
||||
const createFill = (
|
||||
source: ERC20BridgeSource,
|
||||
index: number = 0,
|
||||
input: BigNumber = new BigNumber(100),
|
||||
output: BigNumber = new BigNumber(100),
|
||||
): Fill =>
|
||||
// tslint:disable-next-line: no-object-literal-type-assertion
|
||||
({
|
||||
source,
|
||||
input,
|
||||
output,
|
||||
adjustedOutput: output,
|
||||
flags: BigInt(0),
|
||||
sourcePathId: source,
|
||||
index,
|
||||
} as Fill);
|
||||
|
||||
describe('Path', () => {
|
||||
it('Adds a fallback', () => {
|
||||
const targetInput = new BigNumber(100);
|
||||
const path = Path.create(
|
||||
MarketOperation.Sell,
|
||||
[createFill(ERC20BridgeSource.Native), createFill(ERC20BridgeSource.Native)],
|
||||
targetInput,
|
||||
);
|
||||
const fallback = Path.create(MarketOperation.Sell, [createFill(ERC20BridgeSource.Uniswap)], targetInput);
|
||||
path.addFallback(fallback);
|
||||
const sources = path.fills.map(f => f.source);
|
||||
expect(sources).to.deep.eq([ERC20BridgeSource.Native, ERC20BridgeSource.Native, ERC20BridgeSource.Uniswap]);
|
||||
});
|
||||
|
||||
it('Adds a fallback with LiquidityProvider', () => {
|
||||
const targetInput = new BigNumber(100);
|
||||
const path = Path.create(
|
||||
MarketOperation.Sell,
|
||||
[createFill(ERC20BridgeSource.Native), createFill(ERC20BridgeSource.LiquidityProvider)],
|
||||
targetInput,
|
||||
);
|
||||
const fallback = Path.create(MarketOperation.Sell, [createFill(ERC20BridgeSource.Uniswap)], targetInput);
|
||||
path.addFallback(fallback);
|
||||
const sources = path.fills.map(f => f.source);
|
||||
expect(sources).to.deep.eq([
|
||||
ERC20BridgeSource.Native,
|
||||
ERC20BridgeSource.LiquidityProvider,
|
||||
ERC20BridgeSource.Uniswap,
|
||||
]);
|
||||
});
|
||||
|
||||
it('Handles duplicates', () => {
|
||||
const targetInput = new BigNumber(100);
|
||||
const path = Path.create(
|
||||
MarketOperation.Sell,
|
||||
[createFill(ERC20BridgeSource.Uniswap), createFill(ERC20BridgeSource.LiquidityProvider)],
|
||||
targetInput,
|
||||
);
|
||||
const fallback = Path.create(MarketOperation.Sell, [createFill(ERC20BridgeSource.Uniswap)], targetInput);
|
||||
path.addFallback(fallback);
|
||||
const sources = path.fills.map(f => f.source);
|
||||
expect(sources).to.deep.eq([ERC20BridgeSource.Uniswap, ERC20BridgeSource.LiquidityProvider]);
|
||||
});
|
||||
it('Moves Native orders to the front and appends with unused fills', () => {
|
||||
const targetInput = new BigNumber(100);
|
||||
const path = Path.create(
|
||||
MarketOperation.Sell,
|
||||
[
|
||||
createFill(ERC20BridgeSource.Uniswap, 0, new BigNumber(50)),
|
||||
createFill(ERC20BridgeSource.Native, 0, new BigNumber(50)),
|
||||
],
|
||||
targetInput,
|
||||
);
|
||||
const fallback = Path.create(
|
||||
MarketOperation.Sell,
|
||||
[
|
||||
createFill(ERC20BridgeSource.Uniswap, 0, new BigNumber(50)),
|
||||
createFill(ERC20BridgeSource.Uniswap, 1, new BigNumber(50)),
|
||||
],
|
||||
targetInput,
|
||||
);
|
||||
path.addFallback(fallback);
|
||||
const sources = path.fills.map(f => f.source);
|
||||
expect(sources).to.deep.eq([ERC20BridgeSource.Native, ERC20BridgeSource.Uniswap, ERC20BridgeSource.Uniswap]);
|
||||
});
|
||||
});
|
||||
@@ -17,8 +17,6 @@ const expect = chai.expect;
|
||||
const usdcAddress = '0xa0b86991c6218b36c1d19d4a2e9eb0ce3606eb48';
|
||||
const daiAddress = '0x6b175474e89094c44da98b954eedeac495271d0f';
|
||||
const wethAddress = '0xc02aaa39b223fe8d0a0e5c4f27ead9083c756cc2';
|
||||
const wbtcAddress = '0x2260fac5e5542a773aa44fbcfedf7c193bc2c599';
|
||||
const balAddress = '0xba100000625a3754423978a60c9317c58a424e3d';
|
||||
const creamAddress = '0x2ba592f78db6436527729929aaf6c908497cb200';
|
||||
|
||||
const timeoutMs = 5000;
|
||||
@@ -43,22 +41,26 @@ describe('Pools Caches for Balancer-based sampling', () => {
|
||||
[daiAddress, wethAddress],
|
||||
];
|
||||
await Promise.all(
|
||||
// tslint:disable-next-line:promise-function-async
|
||||
pairs.map(([takerToken, makerToken]) => fetchAndAssertPoolsAsync(cache, takerToken, makerToken)),
|
||||
pairs.map(async ([takerToken, makerToken]) => fetchAndAssertPoolsAsync(cache, takerToken, makerToken)),
|
||||
);
|
||||
});
|
||||
});
|
||||
|
||||
describe('BalancerV2PoolsCache', () => {
|
||||
const cache = new BalancerV2PoolsCache(ChainId.Mainnet);
|
||||
it('fetches pools', async () => {
|
||||
it('fetches pools (Beethoven X - Fantom)', async () => {
|
||||
const cache = BalancerV2PoolsCache.createBeethovenXPoolCache(ChainId.Fantom);
|
||||
const wftmAddress = '0x21be370d5312f44cb42ce377bc9b8a0cef1a4c83';
|
||||
const beetsAddress = '0xf24bcf4d1e507740041c9cfd2dddb29585adce1e';
|
||||
const fantomWethAddress = '0x74b23882a30290451a17c44f4f05243b6b58c76d';
|
||||
|
||||
const pairs = [
|
||||
[wethAddress, wbtcAddress],
|
||||
[wethAddress, balAddress],
|
||||
[wftmAddress, beetsAddress],
|
||||
[wftmAddress, fantomWethAddress],
|
||||
];
|
||||
|
||||
expect(cache).not.null();
|
||||
await Promise.all(
|
||||
// tslint:disable-next-line:promise-function-async
|
||||
pairs.map(([takerToken, makerToken]) => fetchAndAssertPoolsAsync(cache, takerToken, makerToken)),
|
||||
pairs.map(async ([takerToken, makerToken]) => fetchAndAssertPoolsAsync(cache!, takerToken, makerToken)),
|
||||
);
|
||||
});
|
||||
});
|
||||
@@ -71,8 +73,7 @@ describe('Pools Caches for Balancer-based sampling', () => {
|
||||
[creamAddress, wethAddress],
|
||||
];
|
||||
await Promise.all(
|
||||
// tslint:disable-next-line:promise-function-async
|
||||
pairs.map(([takerToken, makerToken]) => fetchAndAssertPoolsAsync(cache, takerToken, makerToken)),
|
||||
pairs.map(async ([takerToken, makerToken]) => fetchAndAssertPoolsAsync(cache, takerToken, makerToken)),
|
||||
);
|
||||
});
|
||||
});
|
||||
|
||||
@@ -9,11 +9,10 @@ import * as TypeMoq from 'typemoq';
|
||||
|
||||
import { MarketOperation, NativeOrderWithFillableAmounts } from '../src/types';
|
||||
import {
|
||||
CollapsedFill,
|
||||
DexSample,
|
||||
ERC20BridgeSource,
|
||||
Fill,
|
||||
MultiHopFillData,
|
||||
NativeCollapsedFill,
|
||||
NativeFillData,
|
||||
NativeLimitOrderFillData,
|
||||
NativeRfqOrderFillData,
|
||||
@@ -34,7 +33,7 @@ import { getRandomAmount, getRandomSignature } from './utils/utils';
|
||||
chaiSetup.configure();
|
||||
const expect = chai.expect;
|
||||
|
||||
function collapsedFillFromNativeOrder(order: NativeOrderWithFillableAmounts): NativeCollapsedFill {
|
||||
function fillFromNativeOrder(order: NativeOrderWithFillableAmounts): Fill<NativeFillData> {
|
||||
const fillData = {
|
||||
order: order.order,
|
||||
signature: order.signature,
|
||||
@@ -50,7 +49,9 @@ function collapsedFillFromNativeOrder(order: NativeOrderWithFillableAmounts): Na
|
||||
order.type === FillQuoteTransformerOrderType.Limit
|
||||
? (fillData as NativeLimitOrderFillData)
|
||||
: (fillData as NativeRfqOrderFillData),
|
||||
subFills: [],
|
||||
adjustedOutput: order.order.makerAmount,
|
||||
flags: BigInt(0),
|
||||
gas: 1,
|
||||
};
|
||||
}
|
||||
|
||||
@@ -58,8 +59,8 @@ describe('generateQuoteReport', async () => {
|
||||
it('should generate report properly for sell', () => {
|
||||
const marketOperation: MarketOperation = MarketOperation.Sell;
|
||||
|
||||
const kyberSample2: DexSample = {
|
||||
source: ERC20BridgeSource.Kyber,
|
||||
const balancerSample2: DexSample = {
|
||||
source: ERC20BridgeSource.BalancerV2,
|
||||
input: new BigNumber(10003),
|
||||
output: new BigNumber(10004),
|
||||
fillData: {},
|
||||
@@ -111,21 +112,25 @@ describe('generateQuoteReport', async () => {
|
||||
];
|
||||
|
||||
// generate path
|
||||
const uniswap2Fill: CollapsedFill = {
|
||||
const uniswap2Fill: Fill = {
|
||||
...uniswapSample2,
|
||||
subFills: [],
|
||||
sourcePathId: hexUtils.random(),
|
||||
type: FillQuoteTransformerOrderType.Bridge,
|
||||
adjustedOutput: uniswapSample2.output,
|
||||
flags: BigInt(0),
|
||||
gas: 1,
|
||||
};
|
||||
const kyber2Fill: CollapsedFill = {
|
||||
...kyberSample2,
|
||||
subFills: [],
|
||||
const balancer2Fill: Fill = {
|
||||
...balancerSample2,
|
||||
sourcePathId: hexUtils.random(),
|
||||
type: FillQuoteTransformerOrderType.Bridge,
|
||||
adjustedOutput: balancerSample2.output,
|
||||
flags: BigInt(0),
|
||||
gas: 1,
|
||||
};
|
||||
const orderbookOrder2Fill: CollapsedFill = collapsedFillFromNativeOrder(orderbookOrder2);
|
||||
const rfqtOrder2Fill: CollapsedFill = collapsedFillFromNativeOrder(rfqtOrder2);
|
||||
const pathGenerated: CollapsedFill[] = [rfqtOrder2Fill, orderbookOrder2Fill, uniswap2Fill, kyber2Fill];
|
||||
const orderbookOrder2Fill: Fill = fillFromNativeOrder(orderbookOrder2);
|
||||
const rfqtOrder2Fill: Fill = fillFromNativeOrder(rfqtOrder2);
|
||||
const pathGenerated: Fill[] = [rfqtOrder2Fill, orderbookOrder2Fill, uniswap2Fill, balancer2Fill];
|
||||
|
||||
// quote generator mock
|
||||
const quoteRequestor = TypeMoq.Mock.ofType<QuoteRequestor>();
|
||||
@@ -190,10 +195,10 @@ describe('generateQuoteReport', async () => {
|
||||
takerAmount: uniswapSample2.input,
|
||||
fillData: {},
|
||||
};
|
||||
const kyber2Source: BridgeQuoteReportEntry = {
|
||||
liquiditySource: ERC20BridgeSource.Kyber,
|
||||
makerAmount: kyberSample2.output,
|
||||
takerAmount: kyberSample2.input,
|
||||
const balancer2Source: BridgeQuoteReportEntry = {
|
||||
liquiditySource: ERC20BridgeSource.BalancerV2,
|
||||
makerAmount: balancerSample2.output,
|
||||
takerAmount: balancerSample2.input,
|
||||
fillData: {},
|
||||
};
|
||||
|
||||
@@ -202,7 +207,7 @@ describe('generateQuoteReport', async () => {
|
||||
rfqtOrder2Source,
|
||||
orderbookOrder2Source,
|
||||
uniswap2Source,
|
||||
kyber2Source,
|
||||
balancer2Source,
|
||||
];
|
||||
expectEqualQuoteReportEntries(orderReport.sourcesConsidered, expectedSourcesConsidered, `sourcesConsidered`);
|
||||
expectEqualQuoteReportEntries(orderReport.sourcesDelivered, expectedSourcesDelivered, `sourcesDelivered`);
|
||||
@@ -210,8 +215,8 @@ describe('generateQuoteReport', async () => {
|
||||
});
|
||||
it('should handle properly for buy without quoteRequestor', () => {
|
||||
const marketOperation: MarketOperation = MarketOperation.Buy;
|
||||
const kyberSample1: DexSample = {
|
||||
source: ERC20BridgeSource.Kyber,
|
||||
const balancerSample1: DexSample = {
|
||||
source: ERC20BridgeSource.BalancerV2,
|
||||
input: new BigNumber(10000),
|
||||
output: new BigNumber(10001),
|
||||
fillData: {},
|
||||
@@ -241,20 +246,24 @@ describe('generateQuoteReport', async () => {
|
||||
const nativeOrders = [orderbookOrder1, orderbookOrder2];
|
||||
|
||||
// generate path
|
||||
const orderbookOrder1Fill: CollapsedFill = collapsedFillFromNativeOrder(orderbookOrder1);
|
||||
const uniswap1Fill: CollapsedFill = {
|
||||
const orderbookOrder1Fill: Fill = fillFromNativeOrder(orderbookOrder1);
|
||||
const uniswap1Fill: Fill = {
|
||||
...uniswapSample1,
|
||||
subFills: [],
|
||||
sourcePathId: hexUtils.random(),
|
||||
type: FillQuoteTransformerOrderType.Bridge,
|
||||
adjustedOutput: uniswapSample1.output,
|
||||
flags: BigInt(0),
|
||||
gas: 1,
|
||||
};
|
||||
const kyber1Fill: CollapsedFill = {
|
||||
...kyberSample1,
|
||||
subFills: [],
|
||||
const balancer1Fill: Fill = {
|
||||
...balancerSample1,
|
||||
sourcePathId: hexUtils.random(),
|
||||
type: FillQuoteTransformerOrderType.Bridge,
|
||||
adjustedOutput: balancerSample1.output,
|
||||
flags: BigInt(0),
|
||||
gas: 1,
|
||||
};
|
||||
const pathGenerated: CollapsedFill[] = [orderbookOrder1Fill, uniswap1Fill, kyber1Fill];
|
||||
const pathGenerated: Fill[] = [orderbookOrder1Fill, uniswap1Fill, balancer1Fill];
|
||||
|
||||
const orderReport = generateQuoteReport(marketOperation, nativeOrders, pathGenerated);
|
||||
|
||||
@@ -274,16 +283,16 @@ describe('generateQuoteReport', async () => {
|
||||
takerAmount: uniswapSample1.output,
|
||||
fillData: {},
|
||||
};
|
||||
const kyber1Source: BridgeQuoteReportEntry = {
|
||||
liquiditySource: ERC20BridgeSource.Kyber,
|
||||
makerAmount: kyberSample1.input,
|
||||
takerAmount: kyberSample1.output,
|
||||
const balancer1Source: BridgeQuoteReportEntry = {
|
||||
liquiditySource: ERC20BridgeSource.BalancerV2,
|
||||
makerAmount: balancerSample1.input,
|
||||
takerAmount: balancerSample1.output,
|
||||
fillData: {},
|
||||
};
|
||||
|
||||
// No order is considered here because only Native RFQ orders are considered.
|
||||
const expectedSourcesConsidered: QuoteReportEntry[] = [];
|
||||
const expectedSourcesDelivered: QuoteReportEntry[] = [orderbookOrder1Source, uniswap1Source, kyber1Source];
|
||||
const expectedSourcesDelivered: QuoteReportEntry[] = [orderbookOrder1Source, uniswap1Source, balancer1Source];
|
||||
expectEqualQuoteReportEntries(orderReport.sourcesConsidered, expectedSourcesConsidered, `sourcesConsidered`);
|
||||
expectEqualQuoteReportEntries(orderReport.sourcesDelivered, expectedSourcesDelivered, `sourcesDelivered`);
|
||||
});
|
||||
|
||||
@@ -5,8 +5,8 @@ import * as _ from 'lodash';
|
||||
|
||||
import { MarketOperation } from '../src/types';
|
||||
import {
|
||||
CollapsedFill,
|
||||
ERC20BridgeSource,
|
||||
Fill,
|
||||
NativeLimitOrderFillData,
|
||||
OptimizedMarketOrder,
|
||||
OptimizedMarketOrderBase,
|
||||
@@ -45,18 +45,16 @@ describe('quote_simulation tests', async () => {
|
||||
inputFeeRate: number;
|
||||
outputFeeRate: number;
|
||||
count: number;
|
||||
fillsCount: number;
|
||||
side: MarketOperation;
|
||||
type?: FillQuoteTransformerOrderType;
|
||||
}> = {},
|
||||
): QuoteFillOrderCall[] {
|
||||
const { fillableInput, fillableOutput, inputFeeRate, outputFeeRate, count, fillsCount, side, type } = {
|
||||
const { fillableInput, fillableOutput, inputFeeRate, outputFeeRate, count, side, type } = {
|
||||
fillableInput: getRandomOrderSize(),
|
||||
fillableOutput: getRandomOrderSize(),
|
||||
inputFeeRate: 0,
|
||||
outputFeeRate: 0,
|
||||
count: 3,
|
||||
fillsCount: 3,
|
||||
side: MarketOperation.Sell,
|
||||
...opts,
|
||||
};
|
||||
@@ -83,7 +81,6 @@ describe('quote_simulation tests', async () => {
|
||||
return {
|
||||
order: createQuoteFillOrderOrder(totalInputs[i], totalOutputs[i], {
|
||||
side,
|
||||
fillsCount,
|
||||
filledInput: filledInputs[i],
|
||||
takerInputFee: inputFees[i].abs(),
|
||||
takerOutputFee: outputFees[i].abs(),
|
||||
@@ -102,19 +99,17 @@ describe('quote_simulation tests', async () => {
|
||||
output: BigNumber,
|
||||
opts: Partial<{
|
||||
filledInput: BigNumber;
|
||||
fillsCount: number;
|
||||
side: MarketOperation;
|
||||
takerInputFee: BigNumber;
|
||||
takerOutputFee: BigNumber;
|
||||
type: FillQuoteTransformerOrderType;
|
||||
}> = {},
|
||||
): OptimizedMarketOrderBase<NativeLimitOrderFillData> {
|
||||
const { filledInput, fillsCount, side, takerInputFee, takerOutputFee, type } = _.merge(
|
||||
const { filledInput, side, takerInputFee, takerOutputFee, type } = _.merge(
|
||||
{},
|
||||
{
|
||||
side: MarketOperation.Sell,
|
||||
filledInput: ZERO,
|
||||
fillsCount: 3,
|
||||
takerInputFee: ZERO,
|
||||
takerOutputFee: ZERO,
|
||||
type: FillQuoteTransformerOrderType.Limit,
|
||||
@@ -160,46 +155,23 @@ describe('quote_simulation tests', async () => {
|
||||
maxTakerTokenFillAmount: fillableTakerAmount,
|
||||
},
|
||||
type,
|
||||
fills: createOrderCollapsedFills(fillableInput, fillableOutput, fillsCount),
|
||||
fill: createOrderFill(fillableInput, fillableOutput),
|
||||
};
|
||||
return order;
|
||||
}
|
||||
const nativeSourcePathId = hexUtils.random();
|
||||
function createOrderCollapsedFills(input: BigNumber, output: BigNumber, count: number): CollapsedFill[] {
|
||||
const inputs = subdivideAmount(input, count);
|
||||
const outputs = subdivideAmount(output, count);
|
||||
return _.times(count, i => {
|
||||
const subFillInputs = subdivideAmount(inputs[i], count);
|
||||
const subFillOutputs = subdivideAmount(outputs[i], count);
|
||||
return {
|
||||
type: FillQuoteTransformerOrderType.Bridge,
|
||||
sourcePathId: nativeSourcePathId,
|
||||
source: ERC20BridgeSource.Uniswap,
|
||||
fillData: {},
|
||||
input: inputs[i],
|
||||
output: outputs[i],
|
||||
subFills: _.times(count, j => ({
|
||||
input: subFillInputs[j],
|
||||
output: subFillOutputs[j],
|
||||
})),
|
||||
};
|
||||
});
|
||||
}
|
||||
|
||||
function countCollapsedFills(fillOrders: QuoteFillOrderCall[] | OptimizedMarketOrder[]): number {
|
||||
let count = 0;
|
||||
if ((fillOrders as any)[0].fills) {
|
||||
const orders = (fillOrders as any) as OptimizedMarketOrder[];
|
||||
for (const o of orders) {
|
||||
count += o.fills.length;
|
||||
}
|
||||
} else {
|
||||
const orders = (fillOrders as any) as QuoteFillOrderCall[];
|
||||
for (const fo of orders) {
|
||||
count += fo.order.fills.length;
|
||||
}
|
||||
}
|
||||
return count;
|
||||
function createOrderFill(input: BigNumber, output: BigNumber): Fill {
|
||||
return {
|
||||
type: FillQuoteTransformerOrderType.Bridge,
|
||||
sourcePathId: nativeSourcePathId,
|
||||
source: ERC20BridgeSource.Uniswap,
|
||||
fillData: {},
|
||||
input,
|
||||
output,
|
||||
flags: BigInt(0),
|
||||
adjustedOutput: output,
|
||||
gas: 1,
|
||||
};
|
||||
}
|
||||
|
||||
function randomSide(): MarketOperation {
|
||||
@@ -237,14 +209,12 @@ describe('quote_simulation tests', async () => {
|
||||
describe('single order', () => {
|
||||
it('can exactly fill one order', () => {
|
||||
const side = randomSide();
|
||||
const fillsCount = _.random(1, 3);
|
||||
const fillableInput = getRandomOrderSize();
|
||||
const fillableOutput = getRandomOrderSize();
|
||||
const fillOrders = createQuoteFillOrders({
|
||||
fillableInput,
|
||||
fillableOutput,
|
||||
side,
|
||||
fillsCount,
|
||||
count: 1,
|
||||
});
|
||||
const result = fillQuoteOrders(fillOrders, fillableInput, ONE, GAS_SCHEDULE);
|
||||
@@ -253,19 +223,16 @@ describe('quote_simulation tests', async () => {
|
||||
expect(totalFilledInput).to.bignumber.eq(fillableInput);
|
||||
assertRoughlyEquals(totalFilledOutput, fillableOutput);
|
||||
expect(result.protocolFee).to.bignumber.eq(1);
|
||||
expect(result.gas).to.eq(fillsCount);
|
||||
});
|
||||
|
||||
it('can partially fill one simple order', () => {
|
||||
const side = randomSide();
|
||||
const fillsCount = 1;
|
||||
const fillableInput = getRandomOrderSize();
|
||||
const fillableOutput = getRandomOrderSize();
|
||||
const fillOrders = createQuoteFillOrders({
|
||||
fillableInput,
|
||||
fillableOutput,
|
||||
side,
|
||||
fillsCount,
|
||||
count: 1,
|
||||
});
|
||||
const inputFillAmount = fillableInput.times(2 / 3).integerValue();
|
||||
@@ -279,19 +246,16 @@ describe('quote_simulation tests', async () => {
|
||||
.integerValue();
|
||||
assertRoughlyEquals(totalFilledOutput, expectedOutputFilledAmount);
|
||||
expect(result.protocolFee).to.bignumber.eq(1);
|
||||
expect(result.gas).to.eq(1);
|
||||
});
|
||||
|
||||
it('can partially fill one batched order', () => {
|
||||
const side = randomSide();
|
||||
const fillsCount = 3;
|
||||
const fillableInput = getRandomOrderSize();
|
||||
const fillableOutput = getRandomOrderSize();
|
||||
const fillOrders = createQuoteFillOrders({
|
||||
fillableInput,
|
||||
fillableOutput,
|
||||
side,
|
||||
fillsCount,
|
||||
count: 1,
|
||||
});
|
||||
const inputFillAmount = fillableInput.times(2 / 3).integerValue();
|
||||
@@ -301,20 +265,16 @@ describe('quote_simulation tests', async () => {
|
||||
expect(totalFilledInput).to.bignumber.eq(inputFillAmount);
|
||||
expect(totalFilledOutput).to.bignumber.lt(fillableOutput);
|
||||
expect(result.protocolFee).to.bignumber.eq(1);
|
||||
expect(result.gas).to.gte(1);
|
||||
expect(result.gas).to.lte(fillsCount);
|
||||
});
|
||||
|
||||
it('does not over fill one order', () => {
|
||||
const side = randomSide();
|
||||
const fillsCount = _.random(1, 3);
|
||||
const fillableInput = getRandomOrderSize();
|
||||
const fillableOutput = getRandomOrderSize();
|
||||
const fillOrders = createQuoteFillOrders({
|
||||
fillableInput,
|
||||
fillableOutput,
|
||||
side,
|
||||
fillsCount,
|
||||
count: 1,
|
||||
});
|
||||
const inputFillAmount = fillableInput.times(3 / 2).integerValue();
|
||||
@@ -324,12 +284,10 @@ describe('quote_simulation tests', async () => {
|
||||
expect(totalFilledInput).to.bignumber.eq(fillableInput);
|
||||
assertRoughlyEquals(totalFilledOutput, fillableOutput);
|
||||
expect(result.protocolFee).to.bignumber.eq(1);
|
||||
expect(result.gas).to.eq(fillsCount);
|
||||
});
|
||||
|
||||
it('can exactly fill one order with input fees', () => {
|
||||
const side = randomSide();
|
||||
const fillsCount = _.random(1, 3);
|
||||
const fillableInput = getRandomOrderSize();
|
||||
const fillableOutput = getRandomOrderSize();
|
||||
const inputFeeRate = getRandomFeeRate();
|
||||
@@ -338,7 +296,6 @@ describe('quote_simulation tests', async () => {
|
||||
fillableOutput,
|
||||
inputFeeRate,
|
||||
side,
|
||||
fillsCount,
|
||||
count: 1,
|
||||
});
|
||||
const signedInputFeeRate = side === MarketOperation.Sell ? inputFeeRate : -inputFeeRate;
|
||||
@@ -350,12 +307,10 @@ describe('quote_simulation tests', async () => {
|
||||
assertRoughlyEquals(totalFilledOutput, fillableOutput);
|
||||
assertEqualRates(result.inputFee.div(result.input), signedInputFeeRate);
|
||||
expect(result.protocolFee).to.bignumber.eq(1);
|
||||
expect(result.gas).to.eq(fillsCount);
|
||||
});
|
||||
|
||||
it('can partially fill one order with input fees', () => {
|
||||
const side = randomSide();
|
||||
const fillsCount = _.random(1, 3);
|
||||
const fillableInput = getRandomOrderSize();
|
||||
const fillableOutput = getRandomOrderSize();
|
||||
const inputFeeRate = getRandomFeeRate();
|
||||
@@ -364,7 +319,6 @@ describe('quote_simulation tests', async () => {
|
||||
fillableOutput,
|
||||
inputFeeRate,
|
||||
side,
|
||||
fillsCount,
|
||||
count: 1,
|
||||
});
|
||||
const signedInputFeeRate = side === MarketOperation.Sell ? inputFeeRate : -inputFeeRate;
|
||||
@@ -377,12 +331,10 @@ describe('quote_simulation tests', async () => {
|
||||
expect(totalFilledOutput).to.bignumber.lt(fillableOutput);
|
||||
assertEqualRates(result.inputFee.div(result.input), signedInputFeeRate);
|
||||
expect(result.protocolFee).to.bignumber.eq(1);
|
||||
expect(result.gas).to.lte(fillsCount);
|
||||
});
|
||||
|
||||
it('does not over fill one order with input fees', () => {
|
||||
const side = randomSide();
|
||||
const fillsCount = _.random(1, 3);
|
||||
const fillableInput = getRandomOrderSize();
|
||||
const fillableOutput = getRandomOrderSize();
|
||||
const inputFeeRate = getRandomFeeRate();
|
||||
@@ -391,7 +343,6 @@ describe('quote_simulation tests', async () => {
|
||||
fillableOutput,
|
||||
inputFeeRate,
|
||||
side,
|
||||
fillsCount,
|
||||
count: 1,
|
||||
});
|
||||
const signedInputFeeRate = side === MarketOperation.Sell ? inputFeeRate : -inputFeeRate;
|
||||
@@ -404,12 +355,10 @@ describe('quote_simulation tests', async () => {
|
||||
assertRoughlyEquals(totalFilledOutput, fillableOutput);
|
||||
assertEqualRates(result.inputFee.div(result.input), signedInputFeeRate);
|
||||
expect(result.protocolFee).to.bignumber.eq(1);
|
||||
expect(result.gas).to.eq(fillsCount);
|
||||
});
|
||||
|
||||
it('can exactly fill one order with output fees', () => {
|
||||
const side = randomSide();
|
||||
const fillsCount = _.random(1, 3);
|
||||
const fillableInput = getRandomOrderSize();
|
||||
const fillableOutput = getRandomOrderSize();
|
||||
const outputFeeRate = getRandomFeeRate();
|
||||
@@ -418,7 +367,6 @@ describe('quote_simulation tests', async () => {
|
||||
fillableOutput,
|
||||
outputFeeRate,
|
||||
side,
|
||||
fillsCount,
|
||||
count: 1,
|
||||
});
|
||||
const signedOutputFeeRate = side === MarketOperation.Sell ? -outputFeeRate : outputFeeRate;
|
||||
@@ -430,12 +378,10 @@ describe('quote_simulation tests', async () => {
|
||||
assertRoughlyEquals(totalFilledOutput, totalFillableOutput);
|
||||
assertEqualRates(result.outputFee.div(result.output), signedOutputFeeRate);
|
||||
expect(result.protocolFee).to.bignumber.eq(1);
|
||||
expect(result.gas).to.eq(fillsCount);
|
||||
});
|
||||
|
||||
it('can partial fill one order with output fees', () => {
|
||||
const side = randomSide();
|
||||
const fillsCount = _.random(1, 3);
|
||||
const fillableInput = getRandomOrderSize();
|
||||
const fillableOutput = getRandomOrderSize();
|
||||
const outputFeeRate = getRandomFeeRate();
|
||||
@@ -444,7 +390,6 @@ describe('quote_simulation tests', async () => {
|
||||
fillableOutput,
|
||||
outputFeeRate,
|
||||
side,
|
||||
fillsCount,
|
||||
count: 1,
|
||||
});
|
||||
const signedOutputFeeRate = side === MarketOperation.Sell ? -outputFeeRate : outputFeeRate;
|
||||
@@ -457,12 +402,10 @@ describe('quote_simulation tests', async () => {
|
||||
expect(totalFilledOutput).to.bignumber.lt(totalFillableOutput);
|
||||
assertEqualRates(result.outputFee.div(result.output), signedOutputFeeRate);
|
||||
expect(result.protocolFee).to.bignumber.eq(1);
|
||||
expect(result.gas).to.lte(fillsCount);
|
||||
});
|
||||
|
||||
it('does not over fill one order with output fees', () => {
|
||||
const side = randomSide();
|
||||
const fillsCount = _.random(1, 3);
|
||||
const fillableInput = getRandomOrderSize();
|
||||
const fillableOutput = getRandomOrderSize();
|
||||
const outputFeeRate = getRandomFeeRate();
|
||||
@@ -471,7 +414,6 @@ describe('quote_simulation tests', async () => {
|
||||
fillableOutput,
|
||||
outputFeeRate,
|
||||
side,
|
||||
fillsCount,
|
||||
count: 1,
|
||||
});
|
||||
const signedOutputFeeRate = side === MarketOperation.Sell ? -outputFeeRate : outputFeeRate;
|
||||
@@ -484,19 +426,16 @@ describe('quote_simulation tests', async () => {
|
||||
assertRoughlyEquals(totalFilledOutput, totalFillableOutput);
|
||||
assertEqualRates(result.outputFee.div(result.output), signedOutputFeeRate);
|
||||
expect(result.protocolFee).to.bignumber.eq(1);
|
||||
expect(result.gas).to.eq(fillsCount);
|
||||
});
|
||||
|
||||
it('does not charge a protocol fee for rfq orders', () => {
|
||||
const side = randomSide();
|
||||
const fillsCount = _.random(1, 3);
|
||||
const fillableInput = getRandomOrderSize();
|
||||
const fillableOutput = getRandomOrderSize();
|
||||
const fillOrders = createQuoteFillOrders({
|
||||
fillableInput,
|
||||
fillableOutput,
|
||||
side,
|
||||
fillsCount,
|
||||
count: 1,
|
||||
type: FillQuoteTransformerOrderType.Rfq,
|
||||
});
|
||||
@@ -506,7 +445,6 @@ describe('quote_simulation tests', async () => {
|
||||
expect(totalFilledInput).to.bignumber.eq(fillableInput);
|
||||
assertRoughlyEquals(totalFilledOutput, fillableOutput);
|
||||
expect(result.protocolFee).to.bignumber.eq(0);
|
||||
expect(result.gas).to.eq(fillsCount);
|
||||
});
|
||||
});
|
||||
|
||||
@@ -522,7 +460,6 @@ describe('quote_simulation tests', async () => {
|
||||
expect(totalFilledInput).to.bignumber.eq(fillableInput);
|
||||
expect(totalFilledOutput).to.bignumber.eq(fillableOutput);
|
||||
expect(result.protocolFee).to.bignumber.eq(fillOrders.length);
|
||||
expect(result.gas).to.eq(countCollapsedFills(fillOrders));
|
||||
});
|
||||
|
||||
it('can partial fill orders', () => {
|
||||
@@ -551,7 +488,6 @@ describe('quote_simulation tests', async () => {
|
||||
expect(totalFilledInput).to.bignumber.eq(fillableInput);
|
||||
expect(totalFilledOutput).to.bignumber.eq(fillableOutput);
|
||||
expect(result.protocolFee).to.bignumber.eq(fillOrders.length);
|
||||
expect(result.gas).to.eq(countCollapsedFills(fillOrders));
|
||||
});
|
||||
|
||||
it('can exactly fill orders with input fees', () => {
|
||||
@@ -574,7 +510,6 @@ describe('quote_simulation tests', async () => {
|
||||
assertRoughlyEquals(totalFilledOutput, fillableOutput);
|
||||
assertEqualRates(result.inputFee.div(result.input), signedInputFeeRate);
|
||||
expect(result.protocolFee).to.bignumber.eq(fillOrders.length);
|
||||
expect(result.gas).to.eq(countCollapsedFills(fillOrders));
|
||||
});
|
||||
|
||||
it('can partial fill orders with input fees', () => {
|
||||
@@ -598,7 +533,6 @@ describe('quote_simulation tests', async () => {
|
||||
expect(totalFilledOutput).to.bignumber.lt(fillableOutput);
|
||||
assertEqualRates(result.inputFee.div(result.input), signedInputFeeRate);
|
||||
expect(result.protocolFee).to.bignumber.lte(fillOrders.length);
|
||||
expect(result.gas).to.lte(countCollapsedFills(fillOrders));
|
||||
});
|
||||
|
||||
it('does not over fill orders with input fees', () => {
|
||||
@@ -622,7 +556,6 @@ describe('quote_simulation tests', async () => {
|
||||
assertRoughlyEquals(totalFilledOutput, fillableOutput);
|
||||
assertEqualRates(result.inputFee.div(result.input), signedInputFeeRate);
|
||||
expect(result.protocolFee).to.bignumber.eq(fillOrders.length);
|
||||
expect(result.gas).to.eq(countCollapsedFills(fillOrders));
|
||||
});
|
||||
|
||||
it('can exactly fill orders with output fees', () => {
|
||||
@@ -645,7 +578,6 @@ describe('quote_simulation tests', async () => {
|
||||
assertRoughlyEquals(totalFilledOutput, totalFillableOutput);
|
||||
assertEqualRates(result.outputFee.div(result.output), signedOutputFeeRate);
|
||||
expect(result.protocolFee).to.bignumber.eq(fillOrders.length);
|
||||
expect(result.gas).to.eq(countCollapsedFills(fillOrders));
|
||||
});
|
||||
|
||||
it('can partial fill orders with output fees', () => {
|
||||
@@ -669,7 +601,6 @@ describe('quote_simulation tests', async () => {
|
||||
expect(totalFilledOutput).to.bignumber.lt(totalFillableOutput);
|
||||
assertEqualRates(result.outputFee.div(result.output), signedOutputFeeRate);
|
||||
expect(result.protocolFee).to.bignumber.lte(fillOrders.length);
|
||||
expect(result.gas).to.lte(countCollapsedFills(fillOrders));
|
||||
});
|
||||
|
||||
it('does not over fill orders with output fees', () => {
|
||||
@@ -693,7 +624,6 @@ describe('quote_simulation tests', async () => {
|
||||
assertRoughlyEquals(totalFilledOutput, totalFillableOutput);
|
||||
assertEqualRates(result.outputFee.div(result.output), signedOutputFeeRate);
|
||||
expect(result.protocolFee).to.bignumber.eq(fillOrders.length);
|
||||
expect(result.gas).to.eq(countCollapsedFills(fillOrders));
|
||||
});
|
||||
});
|
||||
});
|
||||
@@ -771,7 +701,6 @@ describe('quote_simulation tests', async () => {
|
||||
gasPrice: ONE,
|
||||
opts: { gasSchedule: GAS_SCHEDULE, protocolFeeMultiplier: ONE },
|
||||
});
|
||||
expect(result.gas).to.eq(countCollapsedFills(orders));
|
||||
expect(result.protocolFeeAmount).to.bignumber.eq(orders.length);
|
||||
expect(result.takerFeeTakerAssetAmount).to.bignumber.eq(0);
|
||||
expect(result.takerFeeMakerAssetAmount).to.bignumber.eq(0);
|
||||
@@ -895,7 +824,6 @@ describe('quote_simulation tests', async () => {
|
||||
gasPrice: ONE,
|
||||
opts: { gasSchedule: GAS_SCHEDULE, protocolFeeMultiplier: ONE },
|
||||
});
|
||||
expect(result.gas).to.eq(countCollapsedFills(orders));
|
||||
expect(result.protocolFeeAmount).to.bignumber.eq(orders.length);
|
||||
|
||||
assertRoughlyEquals(result.makerAssetAmount, fillableInput);
|
||||
|
||||
108
packages/asset-swapper/test/token_adjacency_graph_test.ts
Normal file
108
packages/asset-swapper/test/token_adjacency_graph_test.ts
Normal file
@@ -0,0 +1,108 @@
|
||||
import * as chai from 'chai';
|
||||
import 'mocha';
|
||||
|
||||
import { TokenAdjacencyGraphBuilder } from '../src/utils/token_adjacency_graph';
|
||||
|
||||
import { chaiSetup } from './utils/chai_setup';
|
||||
|
||||
chaiSetup.configure();
|
||||
const expect = chai.expect;
|
||||
|
||||
describe('TokenAdjacencyGraphBuilder and TokenAdjacencyGraph', () => {
|
||||
describe('constructor', () => {
|
||||
it('sanitizes passed default tokens to lower case', async () => {
|
||||
const graph = new TokenAdjacencyGraphBuilder(['DEFAULT_1', 'DEFAULT_2']).build();
|
||||
|
||||
expect(graph.getAdjacentTokens('random_token')).to.deep.eq(['default_1', 'default_2']);
|
||||
});
|
||||
});
|
||||
|
||||
describe('add', () => {
|
||||
it('adds a new token path to the graph', async () => {
|
||||
const graph = new TokenAdjacencyGraphBuilder(['default_1', 'default_2']).add('token_a', 'token_b').build();
|
||||
|
||||
expect(graph.getAdjacentTokens('token_a')).to.deep.eq(['default_1', 'default_2', 'token_b']);
|
||||
});
|
||||
|
||||
it('adds lower-cased token path to the graph', async () => {
|
||||
const graph = new TokenAdjacencyGraphBuilder(['default_1', 'default_2']).add('TOKEN_A', 'TOKEN_B').build();
|
||||
|
||||
expect(graph.getAdjacentTokens('token_a')).to.deep.eq(['default_1', 'default_2', 'token_b']);
|
||||
});
|
||||
|
||||
it('ignores an existing to token', async () => {
|
||||
const graph = new TokenAdjacencyGraphBuilder()
|
||||
.add('token_a', 'token_b')
|
||||
.add('token_a', 'token_b')
|
||||
.build();
|
||||
|
||||
expect(graph.getAdjacentTokens('token_a')).to.deep.eq(['token_b']);
|
||||
});
|
||||
});
|
||||
|
||||
describe('addBidirectional', () => {
|
||||
it('adds a bidirectional path to the graph', async () => {
|
||||
const graph = new TokenAdjacencyGraphBuilder(['default_1']).addBidirectional('token_a', 'token_b').build();
|
||||
|
||||
expect(graph.getAdjacentTokens('token_a')).to.deep.eq(['default_1', 'token_b']);
|
||||
expect(graph.getAdjacentTokens('token_b')).to.deep.eq(['default_1', 'token_a']);
|
||||
});
|
||||
});
|
||||
|
||||
describe('addCompleteSubgraph', () => {
|
||||
it('adds a complete subgraph to the graph', async () => {
|
||||
const graph = new TokenAdjacencyGraphBuilder(['default_1'])
|
||||
.addCompleteSubgraph(['token_a', 'token_b', 'token_c', 'token_d'])
|
||||
.build();
|
||||
|
||||
expect(graph.getAdjacentTokens('token_a')).to.deep.eq(['default_1', 'token_b', 'token_c', 'token_d']);
|
||||
expect(graph.getAdjacentTokens('token_b')).to.deep.eq(['default_1', 'token_a', 'token_c', 'token_d']);
|
||||
expect(graph.getAdjacentTokens('token_c')).to.deep.eq(['default_1', 'token_a', 'token_b', 'token_d']);
|
||||
expect(graph.getAdjacentTokens('token_d')).to.deep.eq(['default_1', 'token_a', 'token_b', 'token_c']);
|
||||
});
|
||||
});
|
||||
|
||||
describe('tap', () => {
|
||||
it('applies callback correctly', async () => {
|
||||
const graph = new TokenAdjacencyGraphBuilder(['default_1'])
|
||||
.tap(g => {
|
||||
g.add('token_a', 'token_b');
|
||||
g.add('token_c', 'token_d');
|
||||
})
|
||||
.build();
|
||||
|
||||
expect(graph.getAdjacentTokens('token_a')).to.deep.eq(['default_1', 'token_b']);
|
||||
expect(graph.getAdjacentTokens('token_c')).to.deep.eq(['default_1', 'token_d']);
|
||||
});
|
||||
});
|
||||
|
||||
describe('getIntermediateTokens', () => {
|
||||
it('returns intermediate tokens without a duplicate ', async () => {
|
||||
const graph = new TokenAdjacencyGraphBuilder(['default_1'])
|
||||
.add('token_a', 'token_b')
|
||||
.add('token_c', 'token_b')
|
||||
.build();
|
||||
|
||||
expect(graph.getIntermediateTokens('token_a', 'token_c')).to.deep.eq(['default_1', 'token_b']);
|
||||
});
|
||||
|
||||
it('returns intermediate tokens after lower-casing taker and maker tokens', async () => {
|
||||
const graph = new TokenAdjacencyGraphBuilder(['default_1'])
|
||||
.add('token_a', 'token_b')
|
||||
.add('token_c', 'token_d')
|
||||
.build();
|
||||
|
||||
expect(graph.getIntermediateTokens('TOKEN_a', 'token_C')).to.deep.eq(['default_1', 'token_b', 'token_d']);
|
||||
});
|
||||
|
||||
it('returns intermediate tokens excluding taker token or maker token ', async () => {
|
||||
const graph = new TokenAdjacencyGraphBuilder(['default_1'])
|
||||
.addBidirectional('token_a', 'token_b')
|
||||
.addBidirectional('token_b', 'token_c')
|
||||
.addBidirectional('token_c', 'token_a')
|
||||
.build();
|
||||
|
||||
expect(graph.getIntermediateTokens('token_a', 'token_c')).to.deep.eq(['default_1', 'token_b']);
|
||||
});
|
||||
});
|
||||
});
|
||||
@@ -1,10 +1,9 @@
|
||||
import { ContractTxFunctionObj } from '@0x/base-contract';
|
||||
import { constants } from '@0x/contracts-test-utils';
|
||||
import { LimitOrderFields, Signature } from '@0x/protocol-utils';
|
||||
import { BigNumber, hexUtils, NULL_BYTES } from '@0x/utils';
|
||||
import { BigNumber, hexUtils } from '@0x/utils';
|
||||
|
||||
import { SamplerCallResult } from '../../src/types';
|
||||
import { KyberSamplerOpts } from '../../src/utils/market_operation_utils/types';
|
||||
import { ERC20BridgeSamplerContract } from '../../src/wrappers';
|
||||
|
||||
export type GetOrderFillableAssetAmountResult = BigNumber[];
|
||||
@@ -39,18 +38,6 @@ export type SampleBuysEth2DaiHandler = (
|
||||
makerToken: string,
|
||||
makerTokenAmounts: BigNumber[],
|
||||
) => SampleResults;
|
||||
export type SampleSellsKyberHandler = (
|
||||
opts: KyberSamplerOpts,
|
||||
takerToken: string,
|
||||
makerToken: string,
|
||||
takerTokenAmounts: BigNumber[],
|
||||
) => [string, string, SampleResults];
|
||||
export type SampleBuysKyberHandler = (
|
||||
reserveId: string,
|
||||
takerToken: string,
|
||||
makerToken: string,
|
||||
makerTokenAmounts: BigNumber[],
|
||||
) => [string, SampleResults];
|
||||
export type SampleUniswapV2Handler = (router: string, path: string[], assetAmounts: BigNumber[]) => SampleResults;
|
||||
export type SampleBuysMultihopHandler = (path: string[], takerTokenAmounts: BigNumber[]) => SampleResults;
|
||||
export type SampleSellsLPHandler = (
|
||||
@@ -70,7 +57,6 @@ const DUMMY_PROVIDER = {
|
||||
interface Handlers {
|
||||
getLimitOrderFillableMakerAssetAmounts: GetOrderFillableAssetAmountHandler;
|
||||
getLimitOrderFillableTakerAssetAmounts: GetOrderFillableAssetAmountHandler;
|
||||
sampleSellsFromKyberNetwork: SampleSellsKyberHandler;
|
||||
sampleSellsFromLiquidityProvider: SampleSellsLPHandler;
|
||||
sampleSellsFromUniswap: SampleSellsUniswapHandler;
|
||||
sampleSellsFromUniswapV2: SampleUniswapV2Handler;
|
||||
@@ -123,22 +109,6 @@ export class MockSamplerContract extends ERC20BridgeSamplerContract {
|
||||
);
|
||||
}
|
||||
|
||||
public sampleSellsFromKyberNetwork(
|
||||
opts: KyberSamplerOpts,
|
||||
takerToken: string,
|
||||
makerToken: string,
|
||||
takerAssetAmounts: BigNumber[],
|
||||
): ContractTxFunctionObj<[string, string, BigNumber[]]> {
|
||||
return this._wrapCall(
|
||||
super.sampleSellsFromKyberNetwork,
|
||||
this._handlers.sampleSellsFromKyberNetwork,
|
||||
{ ...opts, reserveOffset: new BigNumber(1), hint: NULL_BYTES },
|
||||
takerToken,
|
||||
makerToken,
|
||||
takerAssetAmounts,
|
||||
);
|
||||
}
|
||||
|
||||
public sampleSellsFromUniswap(
|
||||
router: string,
|
||||
takerToken: string,
|
||||
|
||||
@@ -10,6 +10,7 @@ export * from '../test/generated-wrappers/balancer_v2_batch_sampler';
|
||||
export * from '../test/generated-wrappers/balancer_v2_common';
|
||||
export * from '../test/generated-wrappers/balancer_v2_sampler';
|
||||
export * from '../test/generated-wrappers/bancor_sampler';
|
||||
export * from '../test/generated-wrappers/bancor_v3_sampler';
|
||||
export * from '../test/generated-wrappers/compound_sampler';
|
||||
export * from '../test/generated-wrappers/curve_sampler';
|
||||
export * from '../test/generated-wrappers/d_o_d_o_sampler';
|
||||
@@ -20,19 +21,17 @@ export * from '../test/generated-wrappers/g_m_x_sampler';
|
||||
export * from '../test/generated-wrappers/i_balancer';
|
||||
export * from '../test/generated-wrappers/i_balancer_v2_vault';
|
||||
export * from '../test/generated-wrappers/i_bancor';
|
||||
export * from '../test/generated-wrappers/i_bancor_v3';
|
||||
export * from '../test/generated-wrappers/i_curve';
|
||||
export * from '../test/generated-wrappers/i_kyber_network';
|
||||
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_platypus';
|
||||
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/igmx';
|
||||
export * from '../test/generated-wrappers/kyber_dmm_sampler';
|
||||
export * from '../test/generated-wrappers/kyber_sampler';
|
||||
export * from '../test/generated-wrappers/lido_sampler';
|
||||
export * from '../test/generated-wrappers/liquidity_provider_sampler';
|
||||
export * from '../test/generated-wrappers/m_stable_sampler';
|
||||
@@ -42,10 +41,11 @@ export * from '../test/generated-wrappers/native_order_sampler';
|
||||
export * from '../test/generated-wrappers/platypus_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/synthetix_sampler';
|
||||
export * from '../test/generated-wrappers/test_native_order_sampler';
|
||||
export * from '../test/generated-wrappers/two_hop_sampler';
|
||||
export * from '../test/generated-wrappers/uniswap_sampler';
|
||||
export * from '../test/generated-wrappers/uniswap_v2_sampler';
|
||||
export * from '../test/generated-wrappers/uniswap_v3_sampler';
|
||||
export * from '../test/generated-wrappers/utility_sampler';
|
||||
export * from '../test/generated-wrappers/velodrome_sampler';
|
||||
|
||||
@@ -13,6 +13,7 @@
|
||||
"test/generated-artifacts/BalancerV2Common.json",
|
||||
"test/generated-artifacts/BalancerV2Sampler.json",
|
||||
"test/generated-artifacts/BancorSampler.json",
|
||||
"test/generated-artifacts/BancorV3Sampler.json",
|
||||
"test/generated-artifacts/CompoundSampler.json",
|
||||
"test/generated-artifacts/CurveSampler.json",
|
||||
"test/generated-artifacts/DODOSampler.json",
|
||||
@@ -23,19 +24,17 @@
|
||||
"test/generated-artifacts/IBalancer.json",
|
||||
"test/generated-artifacts/IBalancerV2Vault.json",
|
||||
"test/generated-artifacts/IBancor.json",
|
||||
"test/generated-artifacts/IBancorV3.json",
|
||||
"test/generated-artifacts/ICurve.json",
|
||||
"test/generated-artifacts/IGMX.json",
|
||||
"test/generated-artifacts/IKyberNetwork.json",
|
||||
"test/generated-artifacts/IMStable.json",
|
||||
"test/generated-artifacts/IMooniswap.json",
|
||||
"test/generated-artifacts/IMultiBridge.json",
|
||||
"test/generated-artifacts/IPlatypus.json",
|
||||
"test/generated-artifacts/IShell.json",
|
||||
"test/generated-artifacts/ISmoothy.json",
|
||||
"test/generated-artifacts/IUniswapExchangeQuotes.json",
|
||||
"test/generated-artifacts/IUniswapV2Router01.json",
|
||||
"test/generated-artifacts/KyberDmmSampler.json",
|
||||
"test/generated-artifacts/KyberSampler.json",
|
||||
"test/generated-artifacts/LidoSampler.json",
|
||||
"test/generated-artifacts/LiquidityProviderSampler.json",
|
||||
"test/generated-artifacts/MStableSampler.json",
|
||||
@@ -45,12 +44,13 @@
|
||||
"test/generated-artifacts/PlatypusSampler.json",
|
||||
"test/generated-artifacts/SamplerUtils.json",
|
||||
"test/generated-artifacts/ShellSampler.json",
|
||||
"test/generated-artifacts/SmoothySampler.json",
|
||||
"test/generated-artifacts/SynthetixSampler.json",
|
||||
"test/generated-artifacts/TestNativeOrderSampler.json",
|
||||
"test/generated-artifacts/TwoHopSampler.json",
|
||||
"test/generated-artifacts/UniswapSampler.json",
|
||||
"test/generated-artifacts/UniswapV2Sampler.json",
|
||||
"test/generated-artifacts/UniswapV3Sampler.json",
|
||||
"test/generated-artifacts/UtilitySampler.json"
|
||||
"test/generated-artifacts/UtilitySampler.json",
|
||||
"test/generated-artifacts/VelodromeSampler.json"
|
||||
]
|
||||
}
|
||||
|
||||
@@ -1,4 +1,35 @@
|
||||
[
|
||||
{
|
||||
"version": "6.17.0",
|
||||
"changes": [
|
||||
{
|
||||
"note": "Goerli and Mumbai"
|
||||
},
|
||||
{
|
||||
"note": "Redeploy FQT on Mainnet and Optimism",
|
||||
"pr": 530
|
||||
}
|
||||
],
|
||||
"timestamp": 1658950329
|
||||
},
|
||||
{
|
||||
"version": "6.16.0",
|
||||
"changes": [
|
||||
{
|
||||
"note": "Redeploy FQT on Mainnet and Optimism"
|
||||
}
|
||||
],
|
||||
"timestamp": 1655244958
|
||||
},
|
||||
{
|
||||
"version": "6.15.0",
|
||||
"changes": [
|
||||
{
|
||||
"note": "Redeploy FQT on Mainnet"
|
||||
}
|
||||
],
|
||||
"timestamp": 1654284040
|
||||
},
|
||||
{
|
||||
"version": "6.14.0",
|
||||
"changes": [
|
||||
|
||||
@@ -5,6 +5,19 @@ Edit the package's CHANGELOG.json file only.
|
||||
|
||||
CHANGELOG
|
||||
|
||||
## v6.17.0 - _July 27, 2022_
|
||||
|
||||
* Goerli and Mumbai
|
||||
* Redeploy FQT on Mainnet and Optimism (#530)
|
||||
|
||||
## v6.16.0 - _June 14, 2022_
|
||||
|
||||
* Redeploy FQT on Mainnet and Optimism
|
||||
|
||||
## v6.15.0 - _June 3, 2022_
|
||||
|
||||
* Redeploy FQT on Mainnet
|
||||
|
||||
## v6.14.0 - _May 19, 2022_
|
||||
|
||||
* Redeploy FQT on Avalanche and BSC
|
||||
|
||||
Some files were not shown because too many files have changed in this diff Show More
Reference in New Issue
Block a user