Compare commits
57 Commits
curve-auto
...
@0x/contra
Author | SHA1 | Date | |
---|---|---|---|
|
2801b066b3 | ||
|
5bc8b13fc3 | ||
|
36dba8f5be | ||
|
ee2c069889 | ||
|
6ca14ed7b2 | ||
|
a5babb9a34 | ||
|
661cc4669d | ||
|
553ba5c868 | ||
|
d03d2f254d | ||
|
feb91a04b0 | ||
|
4d63f33aba | ||
|
b72b8b5ffd | ||
|
f7cb7a0f51 | ||
|
9fcb28f5d8 | ||
|
982173471c | ||
|
e77958425f | ||
|
6af4d71573 | ||
|
ee985240fb | ||
|
2aadbda527 | ||
|
297c73abcc | ||
|
4c9e1b21ec | ||
|
41685d1545 | ||
|
b9c25112ed | ||
|
f0738fc122 | ||
|
42baf504b7 | ||
|
56038d122f | ||
|
c4446b6c0e | ||
|
eaed2958c3 | ||
|
a045a3afb8 | ||
|
1cc59ab1ab | ||
|
2c6a714b71 | ||
|
d8c97d6720 | ||
|
d6bc702550 | ||
|
2838cb9420 | ||
|
b10cfc50d3 | ||
|
2e6317b01e | ||
|
50e99e6eac | ||
|
8f2f4554eb | ||
|
67d9678a3a | ||
|
f70341fb48 | ||
|
14cd24ea47 | ||
|
78328056d7 | ||
|
0045a60b0f | ||
|
e4e71c76e1 | ||
|
ca8127545f | ||
|
7b709089ce | ||
|
190f7e45f2 | ||
|
0dcc3a6fc3 | ||
|
c2e8cae293 | ||
|
83da7caab4 | ||
|
fd69a0c273 | ||
|
9b131199ad | ||
|
f5c486050b | ||
|
1f41fe6a20 | ||
|
7f4080e0a2 | ||
|
db76da58d7 | ||
|
cf8fc0ff8e |
@@ -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
|
||||
);
|
||||
}
|
||||
}
|
@@ -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.
|
||||
@@ -20,55 +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/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,
|
||||
MixinPlatypus,
|
||||
MixinShell,
|
||||
MixinSynthetix,
|
||||
MixinUniswap,
|
||||
MixinUniswapV2,
|
||||
MixinUniswapV3,
|
||||
@@ -76,42 +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()
|
||||
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,
|
||||
@@ -119,6 +103,7 @@ contract BridgeAdapter is
|
||||
order.bridgeData
|
||||
);
|
||||
} else if (protocolId == BridgeProtocols.CURVEV2) {
|
||||
if (dryRun) { return (0, true); }
|
||||
boughtAmount = _tradeCurveV2(
|
||||
sellToken,
|
||||
buyToken,
|
||||
@@ -126,18 +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,
|
||||
@@ -145,6 +133,7 @@ contract BridgeAdapter is
|
||||
order.bridgeData
|
||||
);
|
||||
} else if (protocolId == BridgeProtocols.BALANCER) {
|
||||
if (dryRun) { return (0, true); }
|
||||
boughtAmount = _tradeBalancer(
|
||||
sellToken,
|
||||
buyToken,
|
||||
@@ -152,6 +141,7 @@ contract BridgeAdapter is
|
||||
order.bridgeData
|
||||
);
|
||||
} else if (protocolId == BridgeProtocols.BALANCERV2) {
|
||||
if (dryRun) { return (0, true); }
|
||||
boughtAmount = _tradeBalancerV2(
|
||||
sellToken,
|
||||
buyToken,
|
||||
@@ -159,25 +149,21 @@ 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,
|
||||
@@ -185,6 +171,7 @@ contract BridgeAdapter is
|
||||
order.bridgeData
|
||||
);
|
||||
} else if (protocolId == BridgeProtocols.SHELL) {
|
||||
if (dryRun) { return (0, true); }
|
||||
boughtAmount = _tradeShell(
|
||||
sellToken,
|
||||
buyToken,
|
||||
@@ -192,42 +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,
|
||||
@@ -235,6 +229,7 @@ contract BridgeAdapter is
|
||||
order.bridgeData
|
||||
);
|
||||
} else if (protocolId == BridgeProtocols.AAVEV2) {
|
||||
if (dryRun) { return (0, true); }
|
||||
boughtAmount = _tradeAaveV2(
|
||||
sellToken,
|
||||
buyToken,
|
||||
@@ -242,25 +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;
|
||||
}
|
||||
}
|
@@ -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");
|
||||
}
|
||||
}
|
||||
|
@@ -1,3 +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|MixinCompound|MixinCryptoCom|MixinCurve|MixinCurveV2|MixinDodo|MixinDodoV2|MixinGMX|MixinKyberDmm|MixinLido|MixinMStable|MixinMakerPSM|MixinMooniswap|MixinNerve|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';
|
||||
@@ -103,6 +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 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';
|
||||
@@ -118,9 +124,11 @@ import * as MixinMStable from '../test/generated-artifacts/MixinMStable.json';
|
||||
import * as MixinNerve from '../test/generated-artifacts/MixinNerve.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';
|
||||
@@ -136,11 +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';
|
||||
@@ -307,14 +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,
|
||||
MixinBancorV3: MixinBancorV3 as ContractArtifact,
|
||||
MixinCompound: MixinCompound as ContractArtifact,
|
||||
MixinCryptoCom: MixinCryptoCom as ContractArtifact,
|
||||
MixinCurve: MixinCurve as ContractArtifact,
|
||||
@@ -330,9 +348,11 @@ export const artifacts = {
|
||||
MixinNerve: MixinNerve 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';
|
||||
@@ -101,6 +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_bancor_v3';
|
||||
export * from '../test/generated-wrappers/mixin_compound';
|
||||
export * from '../test/generated-wrappers/mixin_crypto_com';
|
||||
export * from '../test/generated-wrappers/mixin_curve';
|
||||
@@ -116,9 +122,11 @@ export * from '../test/generated-wrappers/mixin_mooniswap';
|
||||
export * from '../test/generated-wrappers/mixin_nerve';
|
||||
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';
|
||||
@@ -134,11 +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",
|
||||
@@ -134,6 +145,7 @@
|
||||
"test/generated-artifacts/MixinBalancerV2.json",
|
||||
"test/generated-artifacts/MixinBalancerV2Batch.json",
|
||||
"test/generated-artifacts/MixinBancor.json",
|
||||
"test/generated-artifacts/MixinBancorV3.json",
|
||||
"test/generated-artifacts/MixinCompound.json",
|
||||
"test/generated-artifacts/MixinCryptoCom.json",
|
||||
"test/generated-artifacts/MixinCurve.json",
|
||||
@@ -149,9 +161,11 @@
|
||||
"test/generated-artifacts/MixinNerve.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",
|
||||
@@ -167,11 +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"
|
||||
},
|
||||
|
@@ -1,12 +1,116 @@
|
||||
[
|
||||
{
|
||||
"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",
|
||||
|
@@ -5,6 +5,45 @@ 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)
|
||||
|
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;
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
@@ -24,6 +24,7 @@ import "./BalancerSampler.sol";
|
||||
import "./BalancerV2Sampler.sol";
|
||||
import "./BalancerV2BatchSampler.sol";
|
||||
import "./BancorSampler.sol";
|
||||
import "./BancorV3Sampler.sol";
|
||||
import "./CompoundSampler.sol";
|
||||
import "./CurveSampler.sol";
|
||||
import "./DODOSampler.sol";
|
||||
@@ -38,11 +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";
|
||||
|
||||
|
||||
@@ -51,6 +53,7 @@ contract ERC20BridgeSampler is
|
||||
BalancerV2Sampler,
|
||||
BalancerV2BatchSampler,
|
||||
BancorSampler,
|
||||
BancorV3Sampler,
|
||||
CompoundSampler,
|
||||
CurveSampler,
|
||||
DODOSampler,
|
||||
@@ -65,11 +68,12 @@ contract ERC20BridgeSampler is
|
||||
NativeOrderSampler,
|
||||
PlatypusSampler,
|
||||
ShellSampler,
|
||||
SmoothySampler,
|
||||
SynthetixSampler,
|
||||
TwoHopSampler,
|
||||
UniswapSampler,
|
||||
UniswapV2Sampler,
|
||||
UniswapV3Sampler,
|
||||
VelodromeSampler,
|
||||
UtilitySampler
|
||||
{
|
||||
|
||||
|
@@ -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);
|
||||
}
|
||||
}
|
@@ -1,6 +1,6 @@
|
||||
{
|
||||
"name": "@0x/asset-swapper",
|
||||
"version": "16.60.1",
|
||||
"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|IMStable|IMooniswap|IMultiBridge|IPlatypus|IShell|ISmoothy|IUniswapExchangeQuotes|IUniswapV2Router01|KyberDmmSampler|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": []
|
||||
}
|
||||
@@ -60,17 +61,16 @@
|
||||
"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",
|
||||
@@ -84,9 +84,7 @@
|
||||
"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",
|
||||
@@ -95,14 +93,8 @@
|
||||
},
|
||||
"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",
|
||||
@@ -116,7 +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,
|
||||
@@ -150,7 +150,9 @@ export {
|
||||
ERC20BridgeSource,
|
||||
ExchangeProxyOverhead,
|
||||
FeeSchedule,
|
||||
GasSchedule,
|
||||
Fill,
|
||||
FillAdjustor,
|
||||
FillData,
|
||||
GetMarketOrdersRfqOpts,
|
||||
LiquidityProviderFillData,
|
||||
@@ -159,15 +161,16 @@ export {
|
||||
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,
|
||||
@@ -191,3 +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).
|
||||
|
@@ -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,
|
||||
@@ -26,9 +24,10 @@ import {
|
||||
FIREBIRDONESWAP_BSC_INFOS,
|
||||
FIREBIRDONESWAP_POLYGON_INFOS,
|
||||
IRONSWAP_POLYGON_INFOS,
|
||||
JETSWAP_ROUTER_BY_CHAIN_ID,
|
||||
JULSWAP_ROUTER_BY_CHAIN_ID,
|
||||
KNIGHTSWAP_ROUTER_BY_CHAIN_ID,
|
||||
MAX_DODOV2_POOLS_QUERIED,
|
||||
MDEX_ROUTER_BY_CHAIN_ID,
|
||||
MESHSWAP_ROUTER_BY_CHAIN_ID,
|
||||
MOBIUSMONEY_CELO_INFOS,
|
||||
MORPHEUSSWAP_ROUTER_BY_CHAIN_ID,
|
||||
MSTABLE_POOLS_BY_CHAIN_ID,
|
||||
@@ -38,13 +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,
|
||||
@@ -326,30 +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 [];
|
||||
@@ -457,7 +429,6 @@ export function getCurveLikeInfosForPair(
|
||||
| ERC20BridgeSource.Synapse
|
||||
| ERC20BridgeSource.Belt
|
||||
| ERC20BridgeSource.Ellipsis
|
||||
| ERC20BridgeSource.Smoothy
|
||||
| ERC20BridgeSource.Saddle
|
||||
| ERC20BridgeSource.IronSwap
|
||||
| ERC20BridgeSource.XSigma
|
||||
@@ -485,9 +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;
|
||||
@@ -526,16 +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
|
||||
@@ -543,7 +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:
|
||||
@@ -560,26 +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:
|
||||
@@ -596,6 +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,
|
||||
@@ -19,9 +20,11 @@ import {
|
||||
FeeSchedule,
|
||||
FillData,
|
||||
FinalUniswapV3FillData,
|
||||
GasSchedule,
|
||||
GeistFillData,
|
||||
GetMarketOrdersOpts,
|
||||
isFinalUniswapV3FillData,
|
||||
LidoFillData,
|
||||
LidoInfo,
|
||||
LiquidityProviderFillData,
|
||||
LiquidityProviderRegistry,
|
||||
@@ -29,7 +32,7 @@ import {
|
||||
MultiHopFillData,
|
||||
PlatypusInfo,
|
||||
PsmInfo,
|
||||
TokenAdjacencyGraph,
|
||||
SynthetixFillData,
|
||||
UniswapV2FillData,
|
||||
UniswapV3FillData,
|
||||
} from './types';
|
||||
@@ -57,6 +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,
|
||||
@@ -83,8 +87,8 @@ export const SELL_SOURCE_FILTER_BY_CHAIN_ID = valueByChainId<SourceFilters>(
|
||||
ERC20BridgeSource.Balancer,
|
||||
ERC20BridgeSource.BalancerV2,
|
||||
ERC20BridgeSource.Bancor,
|
||||
ERC20BridgeSource.BancorV3,
|
||||
ERC20BridgeSource.MStable,
|
||||
ERC20BridgeSource.Mooniswap,
|
||||
ERC20BridgeSource.SushiSwap,
|
||||
ERC20BridgeSource.Shell,
|
||||
ERC20BridgeSource.MultiHop,
|
||||
@@ -96,7 +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,
|
||||
@@ -104,6 +107,7 @@ 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,
|
||||
@@ -115,10 +119,17 @@ export const SELL_SOURCE_FILTER_BY_CHAIN_ID = valueByChainId<SourceFilters>(
|
||||
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,
|
||||
@@ -133,23 +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,
|
||||
@@ -157,18 +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,
|
||||
@@ -189,7 +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,
|
||||
@@ -209,6 +215,8 @@ export const SELL_SOURCE_FILTER_BY_CHAIN_ID = valueByChainId<SourceFilters>(
|
||||
ERC20BridgeSource.Curve,
|
||||
ERC20BridgeSource.CurveV2,
|
||||
ERC20BridgeSource.MultiHop,
|
||||
ERC20BridgeSource.Velodrome,
|
||||
ERC20BridgeSource.Synthetix,
|
||||
]),
|
||||
},
|
||||
new SourceFilters([]),
|
||||
@@ -227,8 +235,8 @@ export const BUY_SOURCE_FILTER_BY_CHAIN_ID = valueByChainId<SourceFilters>(
|
||||
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,
|
||||
@@ -240,7 +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,
|
||||
@@ -248,6 +255,7 @@ 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,
|
||||
@@ -259,8 +267,15 @@ export const BUY_SOURCE_FILTER_BY_CHAIN_ID = valueByChainId<SourceFilters>(
|
||||
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]),
|
||||
@@ -277,24 +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,
|
||||
@@ -302,18 +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,
|
||||
@@ -334,7 +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,
|
||||
@@ -354,6 +363,8 @@ export const BUY_SOURCE_FILTER_BY_CHAIN_ID = valueByChainId<SourceFilters>(
|
||||
ERC20BridgeSource.Curve,
|
||||
ERC20BridgeSource.CurveV2,
|
||||
ERC20BridgeSource.MultiHop,
|
||||
ERC20BridgeSource.Velodrome,
|
||||
ERC20BridgeSource.Synthetix,
|
||||
]),
|
||||
},
|
||||
new SourceFilters([]),
|
||||
@@ -372,6 +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],
|
||||
@@ -448,7 +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',
|
||||
@@ -629,10 +648,6 @@ export const FANTOM_TOKENS = {
|
||||
gMIM: '0xc664fc7b8487a3e10824cda768c1d239f2403bbe',
|
||||
};
|
||||
|
||||
export const GEIST_FANTOM_POOLS = {
|
||||
lendingPool: '0x9fad24f572045c7869117160a571b2e50b10d068',
|
||||
};
|
||||
|
||||
export const OPTIMISM_TOKENS = {
|
||||
WETH: '0x4200000000000000000000000000000000000006',
|
||||
USDC: '0x7f5c764cbc14f9669b88837ca1490cca17c31607',
|
||||
@@ -641,6 +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 = {
|
||||
@@ -745,10 +775,6 @@ export const CURVE_OPTIMISM_POOLS = {
|
||||
tri: '0x1337bedc9d22ecbe766df105c9623922a27963ec',
|
||||
};
|
||||
|
||||
export const SMOOTHY_POOLS = {
|
||||
syUSD: '0xe5859f4efc09027a9b718781dcb2c6910cac6e91',
|
||||
};
|
||||
|
||||
export const SADDLE_POOLS = {
|
||||
stablesV2: '0xaCb83E0633d6605c5001e2Ab59EF3C745547C8C7',
|
||||
bitcoinsV2: '0xdf3309771d2BF82cb2B6C56F9f5365C8bD97c4f2',
|
||||
@@ -861,6 +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,
|
||||
@@ -868,7 +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,
|
||||
@@ -913,61 +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>(
|
||||
@@ -976,6 +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,
|
||||
@@ -1587,39 +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,
|
||||
@@ -1872,6 +1888,7 @@ export const UNISWAPV1_ROUTER_BY_CHAIN_ID = valueByChainId<string>(
|
||||
{
|
||||
[ChainId.Mainnet]: '0xc0a47dfe034b400b47bdad5fecda2621de6c4d95',
|
||||
[ChainId.Ropsten]: '0x9c83dce8ca20e9aaf9d3efc003b2ea62abc08351',
|
||||
[ChainId.Goerli]: '0x6Ce570d02D73d4c384b46135E87f8C592A8c86dA',
|
||||
},
|
||||
NULL_ADDRESS,
|
||||
);
|
||||
@@ -1880,6 +1897,7 @@ export const UNISWAPV2_ROUTER_BY_CHAIN_ID = valueByChainId<string>(
|
||||
{
|
||||
[ChainId.Mainnet]: '0xf164fc0ec4e93095b804a4795bbe1e041497b92a',
|
||||
[ChainId.Ropsten]: '0xf164fc0ec4e93095b804a4795bbe1e041497b92a',
|
||||
[ChainId.Goerli]: '0xf164fc0ec4e93095b804a4795bbe1e041497b92a',
|
||||
},
|
||||
NULL_ADDRESS,
|
||||
);
|
||||
@@ -1889,6 +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',
|
||||
@@ -1964,9 +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[],
|
||||
@@ -2036,17 +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,
|
||||
);
|
||||
@@ -2126,11 +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,
|
||||
},
|
||||
@@ -2148,13 +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]: {
|
||||
@@ -2165,6 +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',
|
||||
@@ -2227,13 +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',
|
||||
@@ -2241,13 +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
|
||||
//
|
||||
@@ -2258,13 +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',
|
||||
@@ -2280,18 +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,
|
||||
);
|
||||
@@ -2373,6 +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]: [
|
||||
@@ -2389,9 +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,
|
||||
],
|
||||
@@ -2417,7 +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 };
|
||||
@@ -2436,7 +2493,6 @@ export const DEFAULT_GAS_SCHEDULE: Required<FeeSchedule> = {
|
||||
[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,
|
||||
@@ -2448,6 +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;
|
||||
@@ -2486,6 +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;
|
||||
@@ -2525,7 +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
|
||||
@@ -2545,7 +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
|
||||
//
|
||||
@@ -2553,9 +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,
|
||||
|
||||
@@ -2563,10 +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
|
||||
@@ -2589,12 +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'> = {
|
||||
@@ -2613,6 +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';
|
||||
|
||||
@@ -11,12 +12,12 @@ import {
|
||||
BalancerV2BatchSwapFillData,
|
||||
BalancerV2FillData,
|
||||
BancorFillData,
|
||||
CollapsedFill,
|
||||
CompoundFillData,
|
||||
CurveFillData,
|
||||
DexSample,
|
||||
DODOFillData,
|
||||
ERC20BridgeSource,
|
||||
Fill,
|
||||
FillData,
|
||||
FinalUniswapV3FillData,
|
||||
GeistFillData,
|
||||
@@ -28,7 +29,7 @@ import {
|
||||
MakerPsmFillData,
|
||||
MooniswapFillData,
|
||||
MultiHopFillData,
|
||||
NativeCollapsedFill,
|
||||
NativeFillData,
|
||||
NativeLimitOrderFillData,
|
||||
NativeRfqOrderFillData,
|
||||
OptimizedMarketBridgeOrder,
|
||||
@@ -37,9 +38,11 @@ import {
|
||||
OrderDomain,
|
||||
PlatypusFillData,
|
||||
ShellFillData,
|
||||
SynthetixFillData,
|
||||
UniswapV2FillData,
|
||||
UniswapV3FillData,
|
||||
UniswapV3PathAmount,
|
||||
VelodromeFillData,
|
||||
} from './types';
|
||||
|
||||
// tslint:disable completed-docs
|
||||
@@ -59,23 +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),
|
||||
@@ -134,44 +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:
|
||||
@@ -202,10 +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);
|
||||
}
|
||||
@@ -233,7 +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:
|
||||
@@ -279,16 +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:
|
||||
@@ -296,7 +297,10 @@ 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;
|
||||
@@ -351,7 +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;
|
||||
@@ -382,75 +386,28 @@ 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 function createBridgeOrder(
|
||||
fill: CollapsedFill,
|
||||
makerToken: string,
|
||||
takerToken: string,
|
||||
side: MarketOperation,
|
||||
): OptimizedMarketBridgeOrder {
|
||||
const [makerAmount, takerAmount] = getFillTokenAmounts(fill, side);
|
||||
return {
|
||||
makerToken,
|
||||
takerToken,
|
||||
makerAmount,
|
||||
takerAmount,
|
||||
fillData: createFinalBridgeOrderFillDataFromCollapsedFill(fill),
|
||||
source: fill.source,
|
||||
sourcePathId: fill.sourcePathId,
|
||||
type: FillQuoteTransformerOrderType.Bridge,
|
||||
fills: [fill],
|
||||
};
|
||||
}
|
||||
|
||||
function createFinalBridgeOrderFillDataFromCollapsedFill(fill: CollapsedFill): FillData {
|
||||
switch (fill.source) {
|
||||
case ERC20BridgeSource.UniswapV3: {
|
||||
const fd = fill.fillData as UniswapV3FillData;
|
||||
const { uniswapPath, gasUsed } = getBestUniswapV3PathAmountForInputAmount(fd, fill.input);
|
||||
const finalFillData: FinalUniswapV3FillData = {
|
||||
router: fd.router,
|
||||
tokenAddressPath: fd.tokenAddressPath,
|
||||
uniswapPath,
|
||||
gasUsed,
|
||||
};
|
||||
return finalFillData;
|
||||
}
|
||||
default:
|
||||
break;
|
||||
}
|
||||
return fill.fillData;
|
||||
}
|
||||
|
||||
function getBestUniswapV3PathAmountForInputAmount(
|
||||
fillData: UniswapV3FillData,
|
||||
inputAmount: BigNumber,
|
||||
): UniswapV3PathAmount {
|
||||
if (fillData.pathAmounts.length === 0) {
|
||||
throw new Error(`No Uniswap V3 paths`);
|
||||
}
|
||||
// Find the best path that can satisfy `inputAmount`.
|
||||
// Assumes `fillData.pathAmounts` is sorted ascending.
|
||||
for (const pathAmount of fillData.pathAmounts) {
|
||||
if (pathAmount.inputAmount.gte(inputAmount)) {
|
||||
return pathAmount;
|
||||
}
|
||||
}
|
||||
return fillData.pathAmounts[fillData.pathAmounts.length - 1];
|
||||
}
|
||||
|
||||
export function getMakerTakerTokens(opts: CreateOrderFromPathOpts): [string, string] {
|
||||
const makerToken = opts.side === MarketOperation.Sell ? opts.outputToken : opts.inputToken;
|
||||
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' },
|
||||
@@ -497,7 +454,6 @@ export const BRIDGE_ENCODERS: {
|
||||
[ERC20BridgeSource.Synapse]: curveEncoder,
|
||||
[ERC20BridgeSource.Belt]: curveEncoder,
|
||||
[ERC20BridgeSource.Ellipsis]: curveEncoder,
|
||||
[ERC20BridgeSource.Smoothy]: curveEncoder,
|
||||
[ERC20BridgeSource.Saddle]: curveEncoder,
|
||||
[ERC20BridgeSource.XSigma]: curveEncoder,
|
||||
[ERC20BridgeSource.FirebirdOneSwap]: curveEncoder,
|
||||
@@ -506,6 +462,7 @@ export const BRIDGE_ENCODERS: {
|
||||
[ERC20BridgeSource.MobiusMoney]: curveEncoder,
|
||||
// UniswapV2 like, (router, address[])
|
||||
[ERC20BridgeSource.Bancor]: routerAddressPathEncoder,
|
||||
[ERC20BridgeSource.BancorV3]: routerAddressPathEncoder,
|
||||
[ERC20BridgeSource.UniswapV2]: routerAddressPathEncoder,
|
||||
[ERC20BridgeSource.SushiSwap]: routerAddressPathEncoder,
|
||||
[ERC20BridgeSource.CryptoCom]: routerAddressPathEncoder,
|
||||
@@ -516,7 +473,10 @@ export const BRIDGE_ENCODERS: {
|
||||
[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,
|
||||
@@ -527,16 +487,11 @@ export const BRIDGE_ENCODERS: {
|
||||
[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,
|
||||
@@ -568,13 +523,15 @@ export const BRIDGE_ENCODERS: {
|
||||
{ name: 'path', type: 'bytes' },
|
||||
]),
|
||||
[ERC20BridgeSource.KyberDmm]: AbiEncoder.create('(address,address[],address[])'),
|
||||
[ERC20BridgeSource.Lido]: AbiEncoder.create('(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: CollapsedFill, side: MarketOperation): [BigNumber, BigNumber] {
|
||||
function getFillTokenAmounts(fill: Fill, side: MarketOperation): [BigNumber, BigNumber] {
|
||||
return [
|
||||
// Maker asset amount.
|
||||
side === MarketOperation.Sell ? fill.output.integerValue(BigNumber.ROUND_DOWN) : fill.input,
|
||||
@@ -584,7 +541,7 @@ function getFillTokenAmounts(fill: CollapsedFill, side: MarketOperation): [BigNu
|
||||
}
|
||||
|
||||
export function createNativeOptimizedOrder(
|
||||
fill: NativeCollapsedFill,
|
||||
fill: Fill<NativeFillData>,
|
||||
side: MarketOperation,
|
||||
): OptimizedMarketOrderBase<NativeLimitOrderFillData> | OptimizedMarketOrderBase<NativeRfqOrderFillData> {
|
||||
const fillData = fill.fillData;
|
||||
@@ -596,10 +553,76 @@ export function createNativeOptimizedOrder(
|
||||
takerToken: fillData.order.takerToken,
|
||||
makerAmount,
|
||||
takerAmount,
|
||||
fills: [fill],
|
||||
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: 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),
|
||||
fill: cleanFillForExport(fill),
|
||||
sourcePathId: fill.sourcePathId,
|
||||
};
|
||||
}
|
||||
|
||||
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;
|
||||
const { uniswapPath, gasUsed } = getBestUniswapV3PathAmountForInputAmount(fd, fill.input);
|
||||
const finalFillData: FinalUniswapV3FillData = {
|
||||
router: fd.router,
|
||||
tokenAddressPath: fd.tokenAddressPath,
|
||||
uniswapPath,
|
||||
gasUsed,
|
||||
};
|
||||
return finalFillData;
|
||||
}
|
||||
default:
|
||||
break;
|
||||
}
|
||||
return fill.fillData;
|
||||
}
|
||||
|
||||
function getBestUniswapV3PathAmountForInputAmount(
|
||||
fillData: UniswapV3FillData,
|
||||
inputAmount: BigNumber,
|
||||
): UniswapV3PathAmount {
|
||||
if (fillData.pathAmounts.length === 0) {
|
||||
throw new Error(`No Uniswap V3 paths`);
|
||||
}
|
||||
// Find the best path that can satisfy `inputAmount`.
|
||||
// Assumes `fillData.pathAmounts` is sorted ascending.
|
||||
for (const pathAmount of fillData.pathAmounts) {
|
||||
if (pathAmount.inputAmount.gte(inputAmount)) {
|
||||
return pathAmount;
|
||||
}
|
||||
}
|
||||
return fillData.pathAmounts[fillData.pathAmounts.length - 1];
|
||||
}
|
||||
|
||||
export function getMakerTakerTokens(opts: CreateOrderFromPathOpts): [string, string] {
|
||||
const makerToken = opts.side === MarketOperation.Sell ? opts.outputToken : opts.inputToken;
|
||||
const takerToken = opts.side === MarketOperation.Sell ? opts.inputToken : opts.outputToken;
|
||||
return [makerToken, takerToken];
|
||||
}
|
||||
|
@@ -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()]));
|
||||
}
|
||||
|
@@ -2,6 +2,8 @@ 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) {
|
||||
|
@@ -6,15 +6,15 @@ 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) {
|
||||
|
@@ -1,9 +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`.
|
||||
|
@@ -1,12 +1,14 @@
|
||||
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';
|
||||
@@ -25,7 +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,
|
||||
@@ -36,6 +39,7 @@ import {
|
||||
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,
|
||||
@@ -43,14 +47,16 @@ import {
|
||||
NULL_ADDRESS,
|
||||
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';
|
||||
@@ -71,6 +77,7 @@ import {
|
||||
DexSample,
|
||||
DODOFillData,
|
||||
ERC20BridgeSource,
|
||||
FeeSchedule,
|
||||
GeistFillData,
|
||||
GeistInfo,
|
||||
GenericRouterFillData,
|
||||
@@ -88,10 +95,10 @@ import {
|
||||
PsmInfo,
|
||||
ShellFillData,
|
||||
SourceQuoteOperation,
|
||||
SourcesWithPoolsCache,
|
||||
TokenAdjacencyGraph,
|
||||
SynthetixFillData,
|
||||
UniswapV2FillData,
|
||||
UniswapV3FillData,
|
||||
VelodromeFillData,
|
||||
} from './types';
|
||||
|
||||
/**
|
||||
@@ -106,9 +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
|
||||
|
||||
@@ -134,7 +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,
|
||||
) {
|
||||
@@ -145,10 +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]:
|
||||
@@ -470,62 +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.
|
||||
@@ -709,6 +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,
|
||||
@@ -830,7 +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]);
|
||||
@@ -885,7 +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),
|
||||
@@ -1106,8 +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,
|
||||
@@ -1124,8 +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,
|
||||
@@ -1264,6 +1249,7 @@ export class SamplerOperations {
|
||||
params: [pool[0], tokenAddressPath, takerFillAmounts],
|
||||
});
|
||||
}
|
||||
|
||||
public getPlatypusBuyQuotes(
|
||||
router: string,
|
||||
pool: string[],
|
||||
@@ -1279,33 +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,
|
||||
);
|
||||
@@ -1366,7 +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])
|
||||
@@ -1393,16 +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:
|
||||
@@ -1411,6 +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 [];
|
||||
@@ -1446,15 +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 =>
|
||||
@@ -1518,8 +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) {
|
||||
@@ -1603,16 +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: {
|
||||
@@ -1655,8 +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(
|
||||
@@ -1677,6 +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}`);
|
||||
}
|
||||
@@ -1685,6 +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,
|
||||
@@ -1693,7 +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[] => {
|
||||
@@ -1714,16 +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:
|
||||
@@ -1732,6 +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 [];
|
||||
@@ -1767,15 +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 =>
|
||||
@@ -1845,8 +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) {
|
||||
@@ -1924,17 +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: {
|
||||
@@ -1971,8 +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(
|
||||
@@ -1993,6 +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';
|
||||
|
||||
@@ -55,7 +57,6 @@ export enum ERC20BridgeSource {
|
||||
DodoV2 = 'DODO_V2',
|
||||
CryptoCom = 'CryptoCom',
|
||||
KyberDmm = 'KyberDMM',
|
||||
Smoothy = 'Smoothy',
|
||||
Component = 'Component',
|
||||
Saddle = 'Saddle',
|
||||
XSigma = 'xSigma',
|
||||
@@ -66,28 +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',
|
||||
@@ -104,12 +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
|
||||
/**
|
||||
@@ -130,7 +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
|
||||
@@ -167,6 +165,7 @@ export interface PsmInfo {
|
||||
export interface LidoInfo {
|
||||
stEthToken: string;
|
||||
wethToken: string;
|
||||
wstEthToken: string;
|
||||
}
|
||||
|
||||
/**
|
||||
@@ -261,6 +260,11 @@ export interface BancorFillData extends FillData {
|
||||
networkAddress: string;
|
||||
}
|
||||
|
||||
export interface BancorV3FillData extends FillData {
|
||||
path: string[];
|
||||
networkAddress: string;
|
||||
}
|
||||
|
||||
export interface MooniswapFillData extends FillData {
|
||||
poolAddress: string;
|
||||
}
|
||||
@@ -325,7 +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 {
|
||||
@@ -366,6 +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.
|
||||
*/
|
||||
@@ -385,47 +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;
|
||||
@@ -434,24 +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;
|
||||
}
|
||||
|
||||
/**
|
||||
@@ -468,8 +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;
|
||||
|
||||
/**
|
||||
@@ -533,7 +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
|
||||
@@ -568,6 +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 {
|
||||
@@ -613,7 +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;
|
||||
@@ -657,11 +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[];
|
||||
@@ -681,8 +667,13 @@ export interface GenerateOptimizedOrdersOpts {
|
||||
gasPrice: BigNumber;
|
||||
neonRouterNumSamples: number;
|
||||
samplerMetrics?: SamplerMetrics;
|
||||
fillAdjustor: FillAdjustor;
|
||||
}
|
||||
|
||||
export interface ComparisonPrice {
|
||||
wholeOrder: BigNumber | undefined;
|
||||
}
|
||||
|
||||
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';
|
||||
@@ -22,6 +23,7 @@ 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 IMooniswap from '../test/generated-artifacts/IMooniswap.json';
|
||||
@@ -29,7 +31,6 @@ 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';
|
||||
@@ -42,13 +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,
|
||||
@@ -57,6 +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,
|
||||
@@ -74,15 +77,17 @@ 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,
|
||||
IMStable: IMStable as ContractArtifact,
|
||||
@@ -90,7 +95,6 @@ export const artifacts = {
|
||||
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,
|
||||
|
@@ -18,7 +18,7 @@ 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 curveSample: DexSample = {
|
||||
@@ -36,7 +36,10 @@ const uniswapSample1: DexSample = {
|
||||
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();
|
||||
}),
|
||||
);
|
||||
});
|
||||
});
|
||||
});
|
@@ -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';
|
||||
@@ -29,7 +30,7 @@ describe('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);
|
||||
|
@@ -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,
|
||||
};
|
||||
}
|
||||
|
@@ -15,17 +15,15 @@ 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();
|
||||
@@ -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,
|
||||
@@ -348,17 +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(),
|
||||
@@ -399,7 +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,
|
||||
@@ -632,7 +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)))
|
||||
@@ -1022,7 +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);
|
||||
}
|
||||
@@ -1044,7 +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,
|
||||
@@ -1067,15 +1052,16 @@ describe('MarketOperationUtils tests', () => {
|
||||
[ERC20BridgeSource.SushiSwap]: [0.95, 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,
|
||||
@@ -1084,7 +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,
|
||||
@@ -1104,15 +1090,16 @@ describe('MarketOperationUtils tests', () => {
|
||||
[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,
|
||||
@@ -1121,7 +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,
|
||||
@@ -1139,7 +1126,7 @@ describe('MarketOperationUtils tests', () => {
|
||||
};
|
||||
replaceSamplerOps({
|
||||
getSellQuotes: createGetMultipleSellQuotesOperationFromRates(rates),
|
||||
getMedianSellRate: createGetMedianSellRate(ETH_TO_MAKER_RATE),
|
||||
getBestNativeTokenSellRate: createGetBestNativeSellRate(ETH_TO_MAKER_RATE),
|
||||
});
|
||||
const improvedOrdersResponse = await getMarketSellOrdersAsync(
|
||||
marketOperationUtils,
|
||||
@@ -1148,7 +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,
|
||||
@@ -1175,7 +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());
|
||||
@@ -1248,7 +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
|
||||
@@ -1273,7 +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);
|
||||
});
|
||||
@@ -1469,7 +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);
|
||||
}
|
||||
@@ -1491,7 +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,
|
||||
@@ -1516,15 +1503,16 @@ describe('MarketOperationUtils tests', () => {
|
||||
[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,
|
||||
@@ -1533,7 +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,
|
||||
@@ -1555,15 +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,
|
||||
@@ -1572,7 +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,
|
||||
@@ -1598,7 +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());
|
||||
@@ -1619,7 +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) =>
|
||||
@@ -1643,77 +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,
|
||||
};
|
||||
}
|
||||
|
||||
@@ -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 balancer2Fill: CollapsedFill = {
|
||||
const balancer2Fill: Fill = {
|
||||
...balancerSample2,
|
||||
subFills: [],
|
||||
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, balancer2Fill];
|
||||
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>();
|
||||
@@ -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 balancer1Fill: CollapsedFill = {
|
||||
const balancer1Fill: Fill = {
|
||||
...balancerSample1,
|
||||
subFills: [],
|
||||
sourcePathId: hexUtils.random(),
|
||||
type: FillQuoteTransformerOrderType.Bridge,
|
||||
adjustedOutput: balancerSample1.output,
|
||||
flags: BigInt(0),
|
||||
gas: 1,
|
||||
};
|
||||
const pathGenerated: CollapsedFill[] = [orderbookOrder1Fill, uniswap1Fill, balancer1Fill];
|
||||
const pathGenerated: Fill[] = [orderbookOrder1Fill, uniswap1Fill, balancer1Fill];
|
||||
|
||||
const orderReport = generateQuoteReport(marketOperation, nativeOrders, pathGenerated);
|
||||
|
||||
|
@@ -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']);
|
||||
});
|
||||
});
|
||||
});
|
@@ -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';
|
||||
@@ -20,13 +21,13 @@ 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_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';
|
||||
@@ -40,10 +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",
|
||||
@@ -23,6 +24,7 @@
|
||||
"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/IMStable.json",
|
||||
@@ -30,7 +32,6 @@
|
||||
"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",
|
||||
@@ -43,12 +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
|
||||
|
@@ -37,7 +37,7 @@
|
||||
"wethTransformer": "0xb2bc06a4efb20fc6553a69dbfa49b7be938034a7",
|
||||
"payTakerTransformer": "0x4638a7ebe75b911b995d0ec73a81e4f85f41f24e",
|
||||
"affiliateFeeTransformer": "0xda6d9fc5998f550a094585cf9171f0e8ee3ac59f",
|
||||
"fillQuoteTransformer": "0xadbe39f2988a8be1c1120f05e28cc888b150c8a6",
|
||||
"fillQuoteTransformer": "0xd75a9019a2a1782ea670e4f4a55f04b43514ed53",
|
||||
"positiveSlippageFeeTransformer": "0xa9416ce1dbde8d331210c07b5c253d94ee4cc3fd"
|
||||
}
|
||||
},
|
||||
@@ -125,6 +125,48 @@
|
||||
"positiveSlippageFeeTransformer": "0x0000000000000000000000000000000000000000"
|
||||
}
|
||||
},
|
||||
"5": {
|
||||
"erc20Proxy": "0x0000000000000000000000000000000000000000",
|
||||
"erc721Proxy": "0x0000000000000000000000000000000000000000",
|
||||
"zrxToken": "0x0000000000000000000000000000000000000000",
|
||||
"etherToken": "0xb4fbf271143f4fbf7b91a5ded31805e42b2208d6",
|
||||
"exchangeV2": "0x0000000000000000000000000000000000000000",
|
||||
"exchange": "0x0000000000000000000000000000000000000000",
|
||||
"assetProxyOwner": "0x0000000000000000000000000000000000000000",
|
||||
"zeroExGovernor": "0x0000000000000000000000000000000000000000",
|
||||
"forwarder": "0x0000000000000000000000000000000000000000",
|
||||
"coordinatorRegistry": "0x0000000000000000000000000000000000000000",
|
||||
"coordinator": "0x0000000000000000000000000000000000000000",
|
||||
"multiAssetProxy": "0x0000000000000000000000000000000000000000",
|
||||
"staticCallProxy": "0x0000000000000000000000000000000000000000",
|
||||
"erc1155Proxy": "0x0000000000000000000000000000000000000000",
|
||||
"devUtils": "0x0000000000000000000000000000000000000000",
|
||||
"zrxVault": "0x0000000000000000000000000000000000000000",
|
||||
"staking": "0x0000000000000000000000000000000000000000",
|
||||
"stakingProxy": "0x0000000000000000000000000000000000000000",
|
||||
"erc20BridgeProxy": "0x0000000000000000000000000000000000000000",
|
||||
"erc20BridgeSampler": "0x0000000000000000000000000000000000000000",
|
||||
"chaiBridge": "0x0000000000000000000000000000000000000000",
|
||||
"dydxBridge": "0x0000000000000000000000000000000000000000",
|
||||
"godsUnchainedValidator": "0x0000000000000000000000000000000000000000",
|
||||
"broker": "0x0000000000000000000000000000000000000000",
|
||||
"chainlinkStopLimit": "0x0000000000000000000000000000000000000000",
|
||||
"maximumGasPrice": "0x0000000000000000000000000000000000000000",
|
||||
"dexForwarderBridge": "0x0000000000000000000000000000000000000000",
|
||||
"exchangeProxyGovernor": "0x7cee06249e371a1ecf8107e912294432f7f70832",
|
||||
"exchangeProxy": "0xdef1c0ded9bec7f1a1670819833240f027b25eff",
|
||||
"exchangeProxyTransformerDeployer": "0x2bef57ffde3098eeed9fa4f9166a81d7377533dc",
|
||||
"exchangeProxyFlashWallet": "0xdb6f1920a889355780af7570773609bd8cb1f498",
|
||||
"exchangeProxyLiquidityProviderSandbox": "0x0000000000000000000000000000000000000000",
|
||||
"zrxTreasury": "0x0000000000000000000000000000000000000000",
|
||||
"transformers": {
|
||||
"wethTransformer": "0xad550dbef7b93a42e335062e808d66a70eca5a0a",
|
||||
"payTakerTransformer": "0xbd3fec19e4d91a79b329b6b4a6f210c66a40a97f",
|
||||
"affiliateFeeTransformer": "0x59e7371b613a6f3879694bf9db2fe3117c92a927",
|
||||
"fillQuoteTransformer": "0x3edbf102250d59230ff6d3fc648f97c094f3cb27",
|
||||
"positiveSlippageFeeTransformer": "0x48997b11bbc15c2fa2f141c9e93a0a2ab789a761"
|
||||
}
|
||||
},
|
||||
"42": {
|
||||
"erc20Proxy": "0xaa460127562482faa5df42f2c39a025cd4a1cc0a",
|
||||
"erc721Proxy": "0x7b70a148e20b348c320208df84fdd642aab49fd0",
|
||||
@@ -499,7 +541,7 @@
|
||||
"wethTransformer": "0x02ce7af6520e2862f961f5d7eda746642865179c",
|
||||
"payTakerTransformer": "0x085d10a34f14f6a631ea8ff7d016782ee3ffaa11",
|
||||
"affiliateFeeTransformer": "0x55cf1d7535250db75bf0190493f55781ee583553",
|
||||
"fillQuoteTransformer": "0x3543ef833d28b7e983c293856561f21a7f089f1d",
|
||||
"fillQuoteTransformer": "0x96499c097efc56ba5cf6b2a474392db17790ce96",
|
||||
"positiveSlippageFeeTransformer": "0xb11e14565dfbeb702dea9bc0cb47f1a8b32f4783"
|
||||
}
|
||||
}
|
||||
|
@@ -1,6 +1,6 @@
|
||||
{
|
||||
"name": "@0x/contract-addresses",
|
||||
"version": "6.14.0",
|
||||
"version": "6.17.0",
|
||||
"engines": {
|
||||
"node": ">=6.12"
|
||||
},
|
||||
|
@@ -47,6 +47,7 @@ export enum ChainId {
|
||||
Mainnet = 1,
|
||||
Ropsten = 3,
|
||||
Rinkeby = 4,
|
||||
Goerli = 5,
|
||||
Kovan = 42,
|
||||
Ganache = 1337,
|
||||
BSC = 56,
|
||||
@@ -55,6 +56,7 @@ export enum ChainId {
|
||||
Avalanche = 43114,
|
||||
Fantom = 250,
|
||||
Celo = 42220,
|
||||
// Arbitrum = 42161,
|
||||
Optimism = 10,
|
||||
}
|
||||
|
||||
|
@@ -1,4 +1,31 @@
|
||||
[
|
||||
{
|
||||
"timestamp": 1658950329,
|
||||
"version": "13.20.5",
|
||||
"changes": [
|
||||
{
|
||||
"note": "Dependencies updated"
|
||||
}
|
||||
]
|
||||
},
|
||||
{
|
||||
"timestamp": 1655244958,
|
||||
"version": "13.20.4",
|
||||
"changes": [
|
||||
{
|
||||
"note": "Dependencies updated"
|
||||
}
|
||||
]
|
||||
},
|
||||
{
|
||||
"timestamp": 1654284040,
|
||||
"version": "13.20.3",
|
||||
"changes": [
|
||||
{
|
||||
"note": "Dependencies updated"
|
||||
}
|
||||
]
|
||||
},
|
||||
{
|
||||
"timestamp": 1652919697,
|
||||
"version": "13.20.2",
|
||||
|
@@ -5,6 +5,18 @@ Edit the package's CHANGELOG.json file only.
|
||||
|
||||
CHANGELOG
|
||||
|
||||
## v13.20.5 - _July 27, 2022_
|
||||
|
||||
* Dependencies updated
|
||||
|
||||
## v13.20.4 - _June 14, 2022_
|
||||
|
||||
* Dependencies updated
|
||||
|
||||
## v13.20.3 - _June 3, 2022_
|
||||
|
||||
* Dependencies updated
|
||||
|
||||
## v13.20.2 - _May 19, 2022_
|
||||
|
||||
* Dependencies updated
|
||||
|
@@ -1,6 +1,6 @@
|
||||
{
|
||||
"name": "@0x/contract-wrappers",
|
||||
"version": "13.20.2",
|
||||
"version": "13.20.5",
|
||||
"engines": {
|
||||
"node": ">=6.12"
|
||||
},
|
||||
@@ -57,7 +57,7 @@
|
||||
"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/json-schemas": "^6.4.4",
|
||||
"@0x/types": "^3.3.6",
|
||||
"@0x/utils": "^6.5.3",
|
||||
|
2
packages/migrations/.gitignore
vendored
2
packages/migrations/.gitignore
vendored
@@ -1,2 +0,0 @@
|
||||
*.zip
|
||||
0x_ganache_snapshot
|
@@ -1,10 +0,0 @@
|
||||
# Blacklist all files
|
||||
.*
|
||||
*
|
||||
# Whitelist lib
|
||||
!lib/**/*
|
||||
# Blacklist tests and publish scripts
|
||||
/lib/test/*
|
||||
/lib/monorepo_scripts/
|
||||
# Package specific ignore
|
||||
!bin/**/*
|
File diff suppressed because it is too large
Load Diff
Some files were not shown because too many files have changed in this diff Show More
Reference in New Issue
Block a user