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108 Commits

Author SHA1 Message Date
Github Actions
a99c916100 Publish
- @0x/contracts-erc20@3.3.39
 - @0x/contracts-test-utils@5.4.30
 - @0x/contracts-treasury@1.4.22
 - @0x/contracts-utils@4.8.20
 - @0x/contracts-zero-ex@0.36.6
 - @0x/asset-swapper@16.66.6
 - @0x/contract-addresses@6.22.0
 - @0x/contract-wrappers@13.21.3
 - @0x/protocol-utils@11.16.6
2022-08-25 21:18:21 +00:00
Github Actions
2abb00b5e2 Updated CHANGELOGS & MD docs 2022-08-25 21:18:18 +00:00
eobbad
ef723e6f36 Empty commit 2022-08-25 17:02:48 -04:00
Ido Kleinman
1fc139886e Arbitrum-rinkeby support in AS + contracts-addresses (#552)
* Arbitrum-rinkeby support in AS + contracts-addresses

* fix UniV3 router+quoter addresses to standard ones

* changelog update
2022-08-25 13:51:37 -07:00
Github Actions
2be10bc72f Publish
- @0x/contracts-erc20@3.3.38
 - @0x/contracts-test-utils@5.4.29
 - @0x/contracts-treasury@1.4.21
 - @0x/contracts-utils@4.8.19
 - @0x/contracts-zero-ex@0.36.5
 - @0x/asset-swapper@16.66.5
 - @0x/contract-addresses@6.21.0
 - @0x/contract-wrappers@13.21.2
 - @0x/protocol-utils@11.16.5
2022-08-25 20:34:36 +00:00
Github Actions
abdc02f066 Updated CHANGELOGS & MD docs 2022-08-25 20:34:30 +00:00
eobbad
b7ef5473cd update FQT address on Arbitrum 2022-08-25 15:49:17 -04:00
eobbad
e43cdda22f Arbitrum support (#560)
* Arbitrum support

* fix typo in bridge adapter

* changelog

* remove timestamp from changelog

* fix typo in brige adapter

* add new addresses

* Fix build error

* adjust DodoV2 arguments
2022-08-25 10:37:26 -04:00
Marcin Wolny
416f2ec24c CircleCI candies 🍬 (#550)
* Re-usable cache

By use of branch as a cache key, we invalidate the cache very often.
This leads to incresed builds time. By use of cache based on checksum of
yarn.lock, we may drop the build time.

It will increase the time every time checksum has changed. In our case,
it happens multiple times per month.

* Skip job run if no changes applied

* Skip tests if no changes applied

* Skip tests if no changes applied
2022-08-25 10:08:28 +02:00
Kyu
4f7fe66d74 Fix asset-swapper deprecation notice (#561) 2022-08-24 09:49:46 +09:00
Kyu
eb394383d8 chore: Deprecate asset-swapper [TKR-484] (#559)
* Add asset-swapper deprecation notice in README.md

* Remove asset-swapper references from the top-level README

* Remove asset-swapper from circleci config

* Set asset-swapper private to prevent it from being published

* Remove asset-swapper from `nonContractPackages`

* Disable asset-swapper build and test scripts
2022-08-24 09:30:52 +09:00
Github Actions
92e681f21b Publish
- @0x/contracts-erc20@3.3.37
 - @0x/contracts-test-utils@5.4.28
 - @0x/contracts-treasury@1.4.20
 - @0x/contracts-utils@4.8.18
 - @0x/contracts-zero-ex@0.36.4
 - @0x/asset-swapper@16.66.4
 - @0x/contract-addresses@6.20.1
 - @0x/contract-artifacts@3.18.1
 - @0x/contract-wrappers@13.21.1
 - @0x/protocol-utils@11.16.4
2022-08-22 05:20:31 +00:00
Github Actions
3f65dd6049 Updated CHANGELOGS & MD docs 2022-08-22 05:20:26 +00:00
Jacob Evans
4425c316a3 chore: update packages (#553)
* Update package.jsons to latest tools packages

* Skip tests relying on gasPrice > 0

* Yarn.lock

* Fix linter

* Update Balance checker, new ganache gets more ETH

* Fix new Ganache insufficient assertion string

* Temporarily set QuoteRequestor to skip

* Fix headers Axios now requests with
2022-08-22 14:55:42 +10:00
eobbad
9058839645 WooFi Gas Estimates (#551)
* change gas estimates

* changelog

* remove comments

* fix lerna run lint error
2022-08-16 14:10:53 -04:00
Ido Kleinman
46a7a2e620 Revert "chore: Remove unused addresses in addresses.json [TKR-519] (#548)"
This reverts commit 8aa313a437.
2022-08-11 13:31:47 -07:00
eobbad
b35dccd43d Offboard Cream (#546)
* offboard cream

* changelog

* remove BalancerFillData (unused)
2022-08-10 08:42:43 -04:00
Kyu
08e0c2ebb9 chore: Add checks for addresses.json [TKR-519] (#549) 2022-08-10 17:35:38 +09:00
Kyu
8aa313a437 chore: Remove unused addresses in addresses.json [TKR-519] (#548)
* Delete unused addresses in addresses.json and update index.ts

* Update contract wrappers

* Remove outdated references to `exchange` contract in `asset-swapper`

* Update CHANGELOG.json
2022-08-10 16:59:21 +09:00
Github Actions
8e9699c340 Publish
- @0x/contracts-erc20@3.3.36
 - @0x/contracts-test-utils@5.4.27
 - @0x/contracts-treasury@1.4.19
 - @0x/contracts-utils@4.8.17
 - @0x/contracts-zero-ex@0.36.3
 - @0x/asset-swapper@16.66.3
 - @0x/contract-addresses@6.19.2
 - @0x/contract-wrappers@13.20.8
 - @0x/protocol-utils@11.16.3
2022-08-10 01:12:34 +00:00
Github Actions
939b708e63 Updated CHANGELOGS & MD docs 2022-08-10 01:12:31 +00:00
Kyu
1617e3fc44 Fix Polygon and Ganache FillQuoteTransformer addresses (#547)
* Revert Ganache (1337) FQT address as it was mistakenly updated.
* Update Polygon (137) FQT address with the new one.
2022-08-10 09:43:42 +09:00
Github Actions
e0d705703d Publish
- @0x/contracts-erc20@3.3.35
 - @0x/contracts-test-utils@5.4.26
 - @0x/contracts-treasury@1.4.18
 - @0x/contracts-utils@4.8.16
 - @0x/contracts-zero-ex@0.36.2
 - @0x/asset-swapper@16.66.2
 - @0x/contract-addresses@6.19.1
 - @0x/contract-wrappers@13.20.7
 - @0x/protocol-utils@11.16.2
2022-08-09 19:27:28 +00:00
Github Actions
01a6d933ca Updated CHANGELOGS & MD docs 2022-08-09 19:27:24 +00:00
Kyu
9b9f0b91d7 Move woofi tokens to constant.ts and run prettier (#544) 2022-08-09 13:31:37 +09:00
Ido Kleinman
0d0fef841d PR # 2022-08-08 19:04:04 -05:00
Ido Kleinman
17adfbea32 changelogs 2022-08-08 19:04:04 -05:00
Noah Khamliche
80594622b2 empty commit to run workflow 2022-08-08 18:55:39 -05:00
Ido Kleinman
0dba5a5a3a lowercase addresses (#542) 2022-08-08 16:40:31 -07:00
phil-ociraptor
4dae8de1b6 feat: add Foundry support to contracts/zero-ex (#534)
Co-authored-by: Michael Zhu <mchl.zhu.96@gmail.com>
2022-08-08 11:46:50 -05:00
eobbad
0046bb26d8 Update WooFi sampler logicand addresses.json w/ new FQT's 2022-08-08 12:27:45 -04:00
Kyu
fe935f787c Use @0x/fast-abi instead of deprecated fast-abi (#540) 2022-08-08 14:34:48 +09:00
Kyu
1b527ffcd8 Clean up Mirror and UST related stuff (#539) 2022-08-08 12:29:33 +09:00
Github Actions
9f5324d9c3 Publish
- @0x/asset-swapper@16.66.1
2022-08-08 02:47:26 +00:00
Github Actions
3647392a04 Updated CHANGELOGS & MD docs 2022-08-08 02:47:21 +00:00
Kyu
1d49662c58 Upgrade fast-abi (#538) 2022-08-08 11:27:44 +09:00
Github Actions
6324b08b4d Publish
- @0x/contracts-erc20@3.3.34
 - @0x/contracts-test-utils@5.4.25
 - @0x/contracts-treasury@1.4.17
 - @0x/contracts-utils@4.8.15
 - @0x/contracts-zero-ex@0.36.1
 - @0x/asset-swapper@16.66.0
 - @0x/contract-addresses@6.19.0
 - @0x/contract-wrappers@13.20.6
 - @0x/protocol-utils@11.16.1
2022-08-06 01:52:58 +00:00
Github Actions
fe73b63aaa Updated CHANGELOGS & MD docs 2022-08-06 01:52:55 +00:00
Kyu
192d0b17d9 Empty commit to trigger CI (something is wrong with Ido's account lol) 2022-08-06 10:34:15 +09:00
Ido Kleinman
aa74d04083 new contract address for goerli verified deploy (#537)
* new contract address for goerli verified deploy

* v6.18.0

* updated addresses for goerli + mumbai to verified contracts

* contract addresses changelog update

* unbump package version
2022-08-05 18:22:06 -07:00
Kyu
d586f5727d Rename Balancer pool cache files (#536) 2022-08-05 17:53:55 +09:00
Kyu
98fc79a085 Upgrade dependencies in asset-swapper to match the versions used in 0x-api [TKR-484] (#535)
* Upgrade dependencies to match the versions used in 0x-api

* Fix/disable tslint issues from the new version
2022-08-05 14:26:18 +09:00
eobbad
c12a10b96e Add WooFI support (#513)
* Add WooFI interface for sampling

* WooFi Sampler

* Add mixin

* Update bridge adapters

* fix some bugs

* update transformer_utils

* Add BSC support

* yarn prettier

* Capitalize WOOFI in bridge adapters

* Put rebateAddress in a constant, fixed some other stylistic errors

* bug fixes

* Updated CHANGELOGS & MD docs

* Publish

 - @0x/contracts-erc20@3.3.33
 - @0x/contracts-test-utils@5.4.24
 - @0x/contracts-treasury@1.4.16
 - @0x/contracts-utils@4.8.14
 - @0x/contracts-zero-ex@0.36.0
 - @0x/asset-swapper@16.64.0
 - @0x/contract-addresses@6.17.0
 - @0x/contract-wrappers@13.20.5
 - @0x/protocol-utils@11.16.0

* Update reference.mdx (#531)

Align with `DEFAULT_QUOTE_SLIPPAGE_PERCENTAGE` value from c74e31c219/src/constants.ts (L26)

* code cleanup

* remove deusdc curve pool from this pr

* Refactor PoolsCache (part 1) [TKR-500] (#525)

* Make _refreshPoolCacheIfRequiredAsync type-safe and remove Promise.all

* Factor out PoolsCache key logic into a function

* Use Map instead of object in PoolsCache and increase the default timeout

* Clean up PoolsCache and simplify its public interface

* Refactor PoolsCache (part 2) [TKR-500]  (#526)

* Introduce NoOpPoolsCache and use it in unsupported chains for BeethovenX

* Use `NoOpPoolsCache` for `CreamPoolsCache` and `BalancerPoolsCache` on unsupported chains

* Remove `getBidAskLiquidityForMakerTakerAssetPairAsync` (#528)

* Add transfer approval for quote token for multi-hops and fix buy sampler typo

* Use 0x gas api instead of eth gas station api [TKR-502] (#532)

* Use 0x gas api instead of eth gas station api

* Add integration test for `ProtocolFeeUtils`

* Update CHANGELOG.json

* Add polygon, fantom, avalanche support

* yarn prettier

* Updated CHANGELOGS & MD docs

* Publish

 - @0x/asset-swapper@16.65.0

* Remove references to `custom-no-magic-numbers` ts lint rule [TKR-484] (#533)

* Remove references to `custom-no-magic-numbers ts` lint rule

* Run prettier

* resolve Kyu's comments

* remove fqt change

* Add WooFI interface for sampling

* WooFi Sampler

* Add mixin

* Update bridge adapters

* fix some bugs

* update transformer_utils

* Add BSC support

* yarn prettier

* Capitalize WOOFI in bridge adapters

* Put rebateAddress in a constant, fixed some other stylistic errors

* bug fixes

* code cleanup

* remove deusdc curve pool from this pr

* Add transfer approval for quote token for multi-hops and fix buy sampler typo

* Add polygon, fantom, avalanche support

* yarn prettier

* resolve Kyu's comments

* remove fqt change

* merge types.ts

* WOOFi -> WOOFI

* fix lerna run lint

* Changelog

* nit changes

Co-authored-by: Github Actions <github-actions@github.com>
Co-authored-by: Pavel <51318041+pavel-bc@users.noreply.github.com>
Co-authored-by: Kyu <kyuhyun217@gmail.com>
2022-08-03 15:54:09 -04:00
Kyu
d3d4a08f91 Remove references to custom-no-magic-numbers ts lint rule [TKR-484] (#533)
* Remove references to `custom-no-magic-numbers ts` lint rule

* Run prettier
2022-08-01 17:50:40 -07:00
Github Actions
9ce090c8cd Publish
- @0x/asset-swapper@16.65.0
2022-08-01 22:10:47 +00:00
Github Actions
980d60deb8 Updated CHANGELOGS & MD docs 2022-08-01 22:10:42 +00:00
Kyu
d6d79e51e7 Use 0x gas api instead of eth gas station api [TKR-502] (#532)
* Use 0x gas api instead of eth gas station api

* Add integration test for `ProtocolFeeUtils`

* Update CHANGELOG.json
2022-08-01 14:42:45 -07:00
Kyu
3ef5de93bb Remove getBidAskLiquidityForMakerTakerAssetPairAsync (#528) 2022-07-28 09:26:07 -07:00
Kyu
ab7dc33ca4 Refactor PoolsCache (part 2) [TKR-500] (#526)
* Introduce NoOpPoolsCache and use it in unsupported chains for BeethovenX

* Use `NoOpPoolsCache` for `CreamPoolsCache` and `BalancerPoolsCache` on unsupported chains
2022-07-28 09:12:02 -07:00
Kyu
14dcee5bb6 Refactor PoolsCache (part 1) [TKR-500] (#525)
* Make _refreshPoolCacheIfRequiredAsync type-safe and remove Promise.all

* Factor out PoolsCache key logic into a function

* Use Map instead of object in PoolsCache and increase the default timeout

* Clean up PoolsCache and simplify its public interface
2022-07-28 09:04:42 -07:00
Pavel
9856e78609 Update reference.mdx (#531)
Align with `DEFAULT_QUOTE_SLIPPAGE_PERCENTAGE` value from c74e31c219/src/constants.ts (L26)
2022-07-27 12:35:16 -07:00
Github Actions
2801b066b3 Publish
- @0x/contracts-erc20@3.3.33
 - @0x/contracts-test-utils@5.4.24
 - @0x/contracts-treasury@1.4.16
 - @0x/contracts-utils@4.8.14
 - @0x/contracts-zero-ex@0.36.0
 - @0x/asset-swapper@16.64.0
 - @0x/contract-addresses@6.17.0
 - @0x/contract-wrappers@13.20.5
 - @0x/protocol-utils@11.16.0
2022-07-27 19:32:19 +00:00
Github Actions
5bc8b13fc3 Updated CHANGELOGS & MD docs 2022-07-27 19:32:17 +00:00
Kyu
36dba8f5be Update FQT addresses on mainnet and Optimism (#530) 2022-07-27 09:56:50 -07:00
Kyu
ee2c069889 Remove Mooniswap on Ethereum Mainnet (#529)
* Remove Mooniswap from EthereumBridgeAdapter

* Remove Mooniswap sampling on mainnet

* Update CHANGELOG.json
2022-07-27 08:09:27 -07:00
Kyu
6ca14ed7b2 Fix Beethoven X Cache Issue [TKR-486] (#519)
* Replace Beethoven X subgraph url and add a test

* Simplify PoolsCacheMap type

* Make `BalancerV2PoolsCache` optional for Beethoven X

* Update CHANGELOG.json
2022-07-26 09:54:05 -07:00
Kyu
a5babb9a34 Add Synthetix Atomic Swap support [TKR-324] (#518)
* Implement SyntehtixSampler

* Implement MixinSynthetix

* Update transformer_utils.ts

* Add Synthetix mainnet support

* Add Synthetix optimism support

* Fine-tune gas schedule

* Pass read proxy dynamically to SynthetixSampler

* Pass read proxy dynamically to SynthetixMixin

* Fetch Synthetix address from sampler

* Pass Synthetix address directly to MixinSynthetix

* Update CHANGELOG.json
2022-07-25 21:17:27 -07:00
Kyu
661cc4669d Fix formatting 2022-07-22 16:25:31 -07:00
Ido Kleinman
553ba5c868 Add Goerli and Mumbai liquidity and support [TKR-493] (#523)
* deployment contract addresses on goerli

* add Goerli chainID and liquidity support for Sushi, Uni1,2,3

* UniV1 fix for Goerli

* add UniV3 to Mumbai

* remove comments

* lowercase addresses

* update contract-addresses package version

* reset package.json's states
2022-07-22 16:12:58 -07:00
Kyu
d03d2f254d Remove unused dependencies in asset-swapper [TKR-484] (#521)
* Remove unused dependencies

* Remove unused devDependencies
2022-07-19 16:44:40 -07:00
Kyu
feb91a04b0 Fix typos in GMX sampling logic (#520) 2022-07-19 16:18:37 -07:00
Kyu
4d63f33aba Update CODEOWNERS (#522) 2022-07-19 16:09:42 -07:00
Kyu
b72b8b5ffd Refactor TokenAdjacency and TokenAdjacencyBuilder [TKR-324] (#517)
* Add a new TokenAdjacencyGraph implementation

* Replace old TokenAdjacencyGraph with new implementation

* Simplify token adjacency graph in constants.ts

* Fix lint error

* Update CHANGELOG.json
2022-07-18 13:02:56 -07:00
Github Actions
f7cb7a0f51 Publish
- @0x/asset-swapper@16.63.1
2022-07-12 21:26:51 +00:00
Github Actions
9fcb28f5d8 Updated CHANGELOGS & MD docs 2022-07-12 21:26:48 +00:00
Kyu
982173471c Wrap balancer fetch top pools with try and catch [TKR-481] (#515)
* Wrap balancer fetch top pool with try and catch

* Update CHANGELOG.json
2022-07-12 13:50:07 -07:00
Github Actions
e77958425f Publish
- @0x/asset-swapper@16.63.0
2022-06-29 08:36:38 +00:00
Github Actions
6af4d71573 Updated CHANGELOGS & MD docs 2022-06-29 08:36:34 +00:00
Jacob Evans
ee985240fb chore: FillAdjustor and clean up JS router and unused functions [TKR-403] (#480)
* Remove old JS router and add a FillAdjustor

Clean up JS router and unused functions

Remove more unused functions, add adjustment of fills

Comment on why we use fill over sample

update CODEOWNERS

lint

Clean up Fill removing unused properties

Remove CollapsedFills, omit flags bigint

Create GasSchedule vs FeeSchedule, return Fill and gas on OptimizedOrder

Use Fill Adjustment in Phase2 of routing

Fix Limit orders being treated as VIP

* Fix case where dex liquidity is empty

* Use best gas adjusted pricing for fee sources

* CHANGELOG
2022-06-29 18:10:56 +10:00
eobbad
2aadbda527 Offboard Smoothy and ComethSwap (#509)
* Offboard ComethSwap

* offboard smoothy

* Changelog + yarn prettier
2022-06-22 18:36:52 +02:00
Github Actions
297c73abcc Publish
- @0x/asset-swapper@16.62.1
2022-06-15 00:40:27 +00:00
Github Actions
4c9e1b21ec Updated CHANGELOGS & MD docs 2022-06-15 00:40:24 +00:00
Kyu
41685d1545 Empty commit to trigger CI 2022-06-14 17:16:23 -07:00
Ido Kleinman
b9c25112ed Remove nUSD from intermediate liquidity to save on sampler gas (#505)
* remote nUSD from intermediate liquidity

* changelog
2022-06-14 16:07:47 -07:00
Github Actions
f0738fc122 Publish
- @0x/contracts-erc20@3.3.32
 - @0x/contracts-test-utils@5.4.23
 - @0x/contracts-treasury@1.4.15
 - @0x/contracts-utils@4.8.13
 - @0x/contracts-zero-ex@0.35.0
 - @0x/asset-swapper@16.62.0
 - @0x/contract-addresses@6.16.0
 - @0x/contract-wrappers@13.20.4
 - @0x/protocol-utils@11.15.0
2022-06-14 22:16:09 +00:00
Github Actions
42baf504b7 Updated CHANGELOGS & MD docs 2022-06-14 22:16:07 +00:00
Kyu
56038d122f Update Ethereum and Optimism FQT addresses (#504) 2022-06-14 14:45:26 -07:00
eobbad
c4446b6c0e Offboard Jetswap, CafeSwap, JulSwap, and PolyDex (#503)
* Offboard Jetswap

* Offboarded CafeSwap

* Offboarded JulSwap

* Offboarded PolyDex

* Changelog

* Update changelog

* Changelog update
2022-06-14 23:05:53 +02:00
eobbad
eaed2958c3 KnightSwap and Mdex cosmetic changes (#502)
* Lowercased KnightSwap and MDEX router address

* Changelog.JSON
2022-06-14 14:45:47 +02:00
Jorge Pérez
a045a3afb8 Chore: Do not send empty entries on Quote Report (#501)
* Chore: Do not send empty entries on Quote Report

* Changelog
2022-06-13 15:52:59 -05:00
Kyu
1cc59ab1ab feat: Add Velodrome support [TKR-432] (#494)
* Implement MixinVelodrome

* Add preliminary implementation of VelodromeSampler

* Add Velodrome in BridgeProtocol of transformer_utils.ts

* Fix MixinVelodrome

* Wire Velodrome sampler in market_operation_utils

* Fix lint error

* Remove gas schedule TODO

* Format VelodromeSampler.sol

* Fix MixinVelodrome

* Update CHANGELOG.json
2022-06-13 11:55:40 -07:00
Kyu
2c6a714b71 Fix a lint error in CHANGELOG.json 2022-06-13 10:41:58 -07:00
Kyu
d8c97d6720 Fix a lint error introduced in earlier PRs 2022-06-13 09:09:13 -07:00
eobbad
d6bc702550 Add KnightSwap on BSC (#498)
* Curve pool script to generate pools and their info. Still need to integrate into API

* Added MDEX to BSC

* Removed curve automation scripts from this PR

* Fixed typo

* Changelog

* fix formatting

* Fixed yarn lint

* Add KnightSwap

* Changelog

* update changelog

* changelog again...
2022-06-10 16:57:42 +02:00
eobbad
2838cb9420 Add MDEX support (BSC) [TKR-426] (#496)
* Curve pool script to generate pools and their info. Still need to integrate into API

* Added MDEX to BSC

* Removed curve automation scripts from this PR

* Fixed typo

* Changelog

* fix formatting

* Fixed yarn lint
2022-06-10 14:14:08 +02:00
Github Actions
b10cfc50d3 Publish
- @0x/contracts-erc20@3.3.31
 - @0x/contracts-test-utils@5.4.22
 - @0x/contracts-treasury@1.4.14
 - @0x/contracts-utils@4.8.12
 - @0x/contracts-zero-ex@0.34.0
 - @0x/asset-swapper@16.61.0
 - @0x/contract-addresses@6.15.0
 - @0x/contract-wrappers@13.20.3
 - @0x/protocol-utils@11.14.0
2022-06-03 19:20:52 +00:00
Github Actions
2e6317b01e Updated CHANGELOGS & MD docs 2022-06-03 19:20:49 +00:00
Noah Khamliche
50e99e6eac address comments 2022-06-03 15:03:00 -04:00
Noah Khamliche
8f2f4554eb fix linting 2022-06-03 15:03:00 -04:00
Noah Khamliche
67d9678a3a fix linting 2022-06-03 15:03:00 -04:00
Noah Khamliche
f70341fb48 rebase development 2022-06-03 15:03:00 -04:00
Megan
14cd24ea47 feat/add MeshSwap on Polygon [TKR-374] (#491)
* Added MeshSwap on Polygon

* Updated changelog
2022-06-03 15:03:00 -04:00
Noah Khamliche
78328056d7 Added BancorV3 to fqt, and added support in asset-swapper 2022-06-03 15:03:00 -04:00
Noah Khamliche
0045a60b0f updated contract-addresses with new ethereum fqt 2022-06-03 15:03:00 -04:00
Noah Khamliche
e4e71c76e1 add weth/eth wrap/unwrap support for bancorv3 2022-06-03 15:03:00 -04:00
Megan
ca8127545f feat/add MeshSwap on Polygon [TKR-374] (#491)
* Added MeshSwap on Polygon

* Updated changelog
2022-06-03 15:03:00 -04:00
Noah Khamliche
7b709089ce fix versioning issue on protocol-utils 2022-06-03 15:03:00 -04:00
Noah Khamliche
190f7e45f2 final changes 2022-06-03 15:03:00 -04:00
Noah Khamliche
0dcc3a6fc3 nitpicks 2022-06-03 15:03:00 -04:00
Noah Khamliche
c2e8cae293 added changelog entries 2022-06-03 15:03:00 -04:00
Noah Khamliche
83da7caab4 fixed bancor sell quotes 2022-06-03 15:03:00 -04:00
Noah Khamliche
fd69a0c273 added weth/eth support to sampler 2022-06-03 15:03:00 -04:00
Noah Khamliche
9b131199ad add weth/eth wrap/unwrap support for bancorv3 2022-06-03 15:03:00 -04:00
Noah Khamliche
f5c486050b added bancor mixin/sampler and started linking up with asset-swapper 2022-06-03 15:03:00 -04:00
Megan
1f41fe6a20 feat/add MeshSwap on Polygon [TKR-374] (#491)
* Added MeshSwap on Polygon

* Updated changelog
2022-06-02 19:11:25 +02:00
Kyu
7f4080e0a2 Delete packages/migrations (#488)
* Delete packages/migrations

* Remove 0x/migrations from asset-swapper dev dependency

* Remove 0x/migrations references
2022-06-02 10:00:50 -07:00
Kyu
db76da58d7 Add stETH wrap/unwrap support [TKR-377] (#476)
* Update MixinLido to support stETH wrapping/unwrapping

* Update LidoSampler and asset-swapper

* Re-use token address constants in LIDO_INFO_BY_CHAIN

* Update CHANGELOG.json

* Add stETH <-> wstETH to TokenAdjacencyGraph

* Change lido gas schedule code style

* Move allowance approval inside the wrap branch

* Refactor LidoSampler to reduce its bytecode size
2022-05-31 09:58:44 -07:00
mzhu25
cf8fc0ff8e Split up BridgeAdapter by chain [TKR-402] (#487)
* Split up BridgeAdapter by chain

* Fix BridgeProtocols enum

* Add isSupportedSource to bridge adapter contracts

* Add bridge adapter tests

* Fix FQT test
2022-05-25 14:18:24 -04:00
166 changed files with 13302 additions and 8813 deletions

View File

@@ -1,5 +1,10 @@
version: 2.1
parameters:
cache_version:
type: string
default: v3
jobs:
build:
resource_class: xlarge
@@ -10,7 +15,11 @@ jobs:
working_directory: ~/repo
steps:
- checkout
- run: git submodule update --init --recursive
- run: echo 'export PATH=$HOME/CIRCLE_PROJECT_REPONAME/node_modules/.bin:$PATH' >> $BASH_ENV
- restore_cache:
keys:
- repo-{{ checksum "yarn.lock" }}-<< pipeline.parameters.cache_version >>
- run:
name: install-yarn
command: npm install --force --global yarn@1.22.0
@@ -18,65 +27,104 @@ jobs:
name: yarn
command: yarn --frozen-lockfile --ignore-engines install || yarn --frozen-lockfile --ignore-engines install
- setup_remote_docker
- run: yarn build:ci || yarn build:ci || yarn build:ci || yarn build:ci || yarn build:ci || yarn build:ci
- run: yarn build:ci
- save_cache:
key: repo-{{ .Environment.CIRCLE_SHA1 }}
key: repo-{{ checksum "yarn.lock" }}-<< pipeline.parameters.cache_version >>
paths:
- ~/repo
- ~/.cache/yarn
- store_artifacts:
path: ~/repo/packages/abi-gen/test-cli/output
- store_artifacts:
path: ~/repo/packages/contract-wrappers/generated_docs
test-exchange-ganache:
resource_class: medium+
resource_class: xlarge
docker:
- image: node:16
working_directory: ~/repo
steps:
- checkout
- restore_cache:
keys:
- repo-{{ .Environment.CIRCLE_SHA1 }}
- repo-{{ checksum "yarn.lock" }}-<< pipeline.parameters.cache_version >>
- run: yarn wsrun -p @0x/contracts-exchange -m --serial -c test:circleci
test-integrations-ganache:
resource_class: medium+
resource_class: xlarge
docker:
- image: node:16
working_directory: ~/repo
steps:
- checkout
- restore_cache:
keys:
- repo-{{ .Environment.CIRCLE_SHA1 }}
- repo-{{ checksum "yarn.lock" }}-<< pipeline.parameters.cache_version >>
- run: yarn wsrun -p @0x/contracts-integrations -m --serial -c test:circleci
test-contracts-staking-ganache:
resource_class: medium+
resource_class: xlarge
docker:
- image: node:16
working_directory: ~/repo
steps:
- checkout
- restore_cache:
keys:
- repo-{{ .Environment.CIRCLE_SHA1 }}
- repo-{{ checksum "yarn.lock" }}-<< pipeline.parameters.cache_version >>
- run: yarn wsrun -p @0x/contracts-staking -m --serial -c test:circleci
test-contracts-extra-ganache:
resource_class: medium+
resource_class: xlarge
docker:
- image: node:16
working_directory: ~/repo
steps:
- checkout
- restore_cache:
keys:
- repo-{{ .Environment.CIRCLE_SHA1 }}
- repo-{{ checksum "yarn.lock" }}
- run: yarn wsrun -p @0x/contracts-exchange-forwarder -p @0x/contracts-coordinator -m --serial -c test:circleci
test-contracts-rest-ganache:
resource_class: medium+
resource_class: xlarge
docker:
- image: node:16
working_directory: ~/repo
steps:
- checkout
- run: |
git diff --name-only development >> changed.txt
if ! grep -q \.sol changed.txt; then
circleci-agent step halt
fi
- restore_cache:
keys:
- repo-{{ .Environment.CIRCLE_SHA1 }}
- run: yarn wsrun -p @0x/contracts-multisig -p @0x/contracts-utils -p @0x/contracts-exchange-libs -p @0x/contracts-erc20 -p @0x/contracts-erc721 -p @0x/contracts-erc1155 -p @0x/contracts-asset-proxy -p @0x/contracts-broker -p @0x/contracts-zero-ex -m --serial -c test:circleci
- repo-{{ checksum "yarn.lock" }}-<< pipeline.parameters.cache_version >>
- run: |
yarn wsrun \
-p @0x/contracts-multisig \
-p @0x/contracts-utils \
-p @0x/contracts-exchange-libs \
-p @0x/contracts-erc20 \
-p @0x/contracts-erc721 \
-p @0x/contracts-erc1155 \
-p @0x/contracts-asset-proxy \
-p @0x/contracts-broker \
-p @0x/contracts-zero-ex \
-m --serial -c test:circleci
test-foundry:
resource_class: xlarge
docker:
- image: ghcr.io/foundry-rs/foundry:latest
working_directory: ~/repo/contracts/zero-ex
steps:
- checkout
- run: |
git diff --name-only development >> changed.txt
if ! grep -q \.sol changed.txt; then
circleci-agent step halt
fi
- restore_cache:
keys:
- repo-{{ checksum "yarn.lock" }}-<< pipeline.parameters.cache_version >>
# - run: forge install
- run: forge test
test-publish:
resource_class: large
environment:
@@ -86,9 +134,15 @@ jobs:
- image: 0xorg/verdaccio
working_directory: ~/repo
steps:
- checkout
- run: |
git diff --name-only development >> changed.txt
if ! grep -q packages/ changed.txt; then
circleci-agent step halt
fi
- restore_cache:
keys:
- repo-{{ .Environment.CIRCLE_SHA1 }}
- repo-{{ checksum "yarn.lock" }}-<< pipeline.parameters.cache_version >>
- run:
command: yarn test:publish:circleci
no_output_timeout: 1800
@@ -99,9 +153,10 @@ jobs:
- image: node:16
working_directory: ~/repo
steps:
- checkout
- restore_cache:
keys:
- repo-{{ .Environment.CIRCLE_SHA1 }}
- repo-{{ checksum "yarn.lock" }}-<< pipeline.parameters.cache_version >>
- run:
command: yarn test:generate_docs:circleci
no_output_timeout: 1200
@@ -110,42 +165,50 @@ jobs:
- image: node:16
working_directory: ~/repo
environment:
RUST_ROUTER: "true"
RUST_ROUTER: 'true'
steps:
- checkout
- restore_cache:
keys:
- repo-{{ .Environment.CIRCLE_SHA1 }}
- repo-{{ checksum "yarn.lock" }}-<< pipeline.parameters.cache_version >>
- run: yarn wsrun -p @0x/contracts-test-utils -m --serial -c test:circleci
- run: yarn wsrun -p @0x/contract-addresses -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:
key: coverage-contract-wrappers-test-{{ .Environment.CIRCLE_SHA1 }}
key: coverage-contract-wrappers-test-{{ checksum "yarn.lock" }}
paths:
- ~/repo/packages/contract-wrappers-test/coverage/lcov.info
- save_cache:
key: coverage-order-utils-{{ .Environment.CIRCLE_SHA1 }}
key: coverage-order-utils-{{ checksum "yarn.lock" }}
paths:
- ~/repo/packages/order-utils/coverage/lcov.info
- save_cache:
key: coverage-web3-wrapper-{{ .Environment.CIRCLE_SHA1 }}
key: coverage-web3-wrapper-{{ checksum "yarn.lock" }}
paths:
- ~/repo/packages/web3-wrapper/coverage/lcov.info
static-tests:
resource_class: large
working_directory: ~/repo
docker:
- image: node:16
steps:
- checkout
- restore_cache:
keys:
- repo-{{ .Environment.CIRCLE_SHA1 }}
- run: yarn lerna run lint
- run: yarn prettier:ci
- run: yarn deps_versions:ci
- run: yarn diff_md_docs:ci
- repo-{{ checksum "yarn.lock" }}-<< pipeline.parameters.cache_version >>
- run:
command: yarn lerna run lint
working_directory: ~/repo
- run:
command: yarn prettier:ci
working_directory: ~/repo
- run:
command: yarn deps_versions:ci
working_directory: ~/repo
- run:
command: yarn diff_md_docs:ci
working_directory: ~/repo
submit-coverage:
docker:
- image: node:16
@@ -153,16 +216,16 @@ jobs:
steps:
- restore_cache:
keys:
- repo-{{ .Environment.CIRCLE_SHA1 }}
- repo-{{ checksum "yarn.lock" }}-<< pipeline.parameters.cache_version >>
- restore_cache:
keys:
- coverage-contract-wrappers-test-{{ .Environment.CIRCLE_SHA1 }}
- coverage-contract-wrappers-test-{{ checksum "yarn.lock" }}
- restore_cache:
keys:
- coverage-order-utils-{{ .Environment.CIRCLE_SHA1 }}
- coverage-order-utils-{{ checksum "yarn.lock" }}
- restore_cache:
keys:
- coverage-contracts-{{ .Environment.CIRCLE_SHA1 }}
- coverage-contracts-{{ checksum "yarn.lock" }}
- run: yarn report_coverage
workflows:
version: 2
@@ -182,6 +245,9 @@ workflows:
# - test-contracts-extra-ganache:
# requires:
# - build
- test-foundry:
requires:
- build
- test-contracts-rest-ganache:
requires:
- build

View File

@@ -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']

9
.gitignore vendored
View File

@@ -173,6 +173,15 @@ contracts/zero-ex/test/generated-wrappers/
contracts/treasury/generated-wrappers/
contracts/treasury/test/generated-wrappers/
# foundry artifacts
contracts/zero-ex/foundry-artifacts/
# foundry cache
contracts/zero-ex/foundry-cache/
# typechain wrappers
contracts/zero-ex/typechain-wrappers/
# Doc README copy
packages/*/docs/README.md

3
.gitmodules vendored Normal file
View File

@@ -0,0 +1,3 @@
[submodule "contracts/zero-ex/contracts/deps/forge-std"]
path = contracts/zero-ex/contracts/deps/forge-std
url = https://github.com/foundry-rs/forge-std

View File

@@ -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

View File

@@ -34,11 +34,9 @@ These packages are all under development. See [/contracts/README.md](/contracts/
| Package | Version | Description |
| -------------------------------------------------------- | ----------------------------------------------------------------------------------------------------------------------- | ---------------------------------------------------------------------------------------------- |
| [`@0x/asset-swapper`](/packages/asset-swapper) | [![npm](https://img.shields.io/npm/v/@0x/asset-swapper.svg)](https://www.npmjs.com/package/@0x/asset-swapper) | Package used to find and create aggregated swaps |
| [`@0x/protocol-utils`](/packages/protocol-utils) | [![npm](https://img.shields.io/npm/v/@0x/protocol-utils.svg)](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) | [![npm](https://img.shields.io/npm/v/@0x/contract-addresses.svg)](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) | [![npm](https://img.shields.io/npm/v/@0x/contract-wrappers.svg)](https://www.npmjs.com/package/@0x/contract-wrappers) | JS/TS wrappers for interacting with the 0x smart contracts |
| [`@0x/migrations`](/packages/migrations) | [![npm](https://img.shields.io/npm/v/@0x/migrations.svg)](https://www.npmjs.com/package/@0x/migrations) | Migration tool for deploying 0x smart contracts on private testnets |
| [`@0x/contract-artifacts`](/packages/contract-artifacts) | [![npm](https://img.shields.io/npm/v/@0x/contract-artifacts.svg)](https://www.npmjs.com/package/@0x/contract-artifacts) | 0x smart contract compilation artifacts | |
## Usage
@@ -83,7 +81,7 @@ yarn build
To build a specific package:
```bash
PKG=@0x/asset-swapper yarn build
PKG=@0x/protocol-utils yarn build
```
To build all contracts packages:
@@ -106,7 +104,7 @@ To watch a specific package and all it's dependent packages:
PKG=[NPM_PACKAGE_NAME] yarn watch
e.g
PKG=@0x/asset-swapper yarn watch
PKG=@0x/protocol-utils yarn watch
```
### Clean
@@ -120,7 +118,7 @@ yarn clean
Clean a specific package
```bash
PKG=@0x/asset-swapper yarn clean
PKG=@0x/protocol-utils yarn clean
```
### Rebuild
@@ -134,7 +132,7 @@ yarn rebuild
To re-build (clean & build) a specific package & it's deps:
```bash
PKG=@0x/asset-swapper yarn rebuild
PKG=@0x/protocol-utils yarn rebuild
```
### Lint
@@ -148,7 +146,7 @@ yarn lint
Lint a specific package:
```bash
PKG=@0x/asset-swapper yarn lint
PKG=@0x/protocol-utils yarn lint
```
### Run Tests
@@ -162,7 +160,7 @@ yarn test
Run a specific package's test:
```bash
PKG=@0x/asset-swapper yarn test
PKG=@0x/protocol-utils yarn test
```
Run all contracts packages tests:

View File

@@ -1,4 +1,85 @@
[
{
"timestamp": 1661462289,
"version": "3.3.39",
"changes": [
{
"note": "Dependencies updated"
}
]
},
{
"timestamp": 1661459661,
"version": "3.3.38",
"changes": [
{
"note": "Dependencies updated"
}
]
},
{
"timestamp": 1661145612,
"version": "3.3.37",
"changes": [
{
"note": "Dependencies updated"
}
]
},
{
"timestamp": 1660093941,
"version": "3.3.36",
"changes": [
{
"note": "Dependencies updated"
}
]
},
{
"timestamp": 1660073235,
"version": "3.3.35",
"changes": [
{
"note": "Dependencies updated"
}
]
},
{
"timestamp": 1659750766,
"version": "3.3.34",
"changes": [
{
"note": "Dependencies updated"
}
]
},
{
"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",

View File

@@ -5,6 +5,42 @@ Edit the package's CHANGELOG.json file only.
CHANGELOG
## v3.3.39 - _August 25, 2022_
* Dependencies updated
## v3.3.38 - _August 25, 2022_
* Dependencies updated
## v3.3.37 - _August 22, 2022_
* Dependencies updated
## v3.3.36 - _August 10, 2022_
* Dependencies updated
## v3.3.35 - _August 9, 2022_
* Dependencies updated
## v3.3.34 - _August 6, 2022_
* Dependencies updated
## 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

View File

@@ -1,6 +1,6 @@
{
"name": "@0x/contracts-erc20",
"version": "3.3.30",
"version": "3.3.39",
"engines": {
"node": ">=6.12"
},
@@ -51,18 +51,18 @@
},
"homepage": "https://github.com/0xProject/protocol/tree/main/contracts/tokens",
"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/dev-utils": "^4.2.14",
"@0x/sol-compiler": "^4.8.1",
"@0x/abi-gen": "^5.8.1",
"@0x/contracts-gen": "^2.0.47",
"@0x/contracts-test-utils": "^5.4.30",
"@0x/contracts-utils": "^4.8.20",
"@0x/dev-utils": "^5.0.0",
"@0x/sol-compiler": "^4.8.2",
"@0x/ts-doc-gen": "^0.0.28",
"@0x/tslint-config": "^4.1.4",
"@0x/types": "^3.3.6",
"@0x/typescript-typings": "^5.3.1",
"@0x/utils": "^6.5.3",
"@0x/web3-wrapper": "^7.6.5",
"@0x/utils": "^7.0.0",
"@0x/web3-wrapper": "^8.0.0",
"@types/lodash": "4.14.104",
"@types/mocha": "^5.2.7",
"@types/node": "12.12.54",
@@ -70,7 +70,7 @@
"chai-as-promised": "^7.1.0",
"chai-bignumber": "^3.0.0",
"dirty-chai": "^2.0.1",
"ethereum-types": "^3.7.0",
"ethereum-types": "^3.7.1",
"lodash": "^4.17.11",
"make-promises-safe": "^1.1.0",
"mocha": "^6.2.0",
@@ -82,7 +82,7 @@
"typescript": "4.6.3"
},
"dependencies": {
"@0x/base-contract": "^6.5.0",
"@0x/base-contract": "^7.0.0",
"ethers": "~4.0.4"
},
"publishConfig": {

View File

@@ -1,4 +1,85 @@
[
{
"timestamp": 1661462289,
"version": "5.4.30",
"changes": [
{
"note": "Dependencies updated"
}
]
},
{
"timestamp": 1661459661,
"version": "5.4.29",
"changes": [
{
"note": "Dependencies updated"
}
]
},
{
"timestamp": 1661145612,
"version": "5.4.28",
"changes": [
{
"note": "Dependencies updated"
}
]
},
{
"timestamp": 1660093941,
"version": "5.4.27",
"changes": [
{
"note": "Dependencies updated"
}
]
},
{
"timestamp": 1660073235,
"version": "5.4.26",
"changes": [
{
"note": "Dependencies updated"
}
]
},
{
"timestamp": 1659750766,
"version": "5.4.25",
"changes": [
{
"note": "Dependencies updated"
}
]
},
{
"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",

View File

@@ -5,6 +5,42 @@ Edit the package's CHANGELOG.json file only.
CHANGELOG
## v5.4.30 - _August 25, 2022_
* Dependencies updated
## v5.4.29 - _August 25, 2022_
* Dependencies updated
## v5.4.28 - _August 22, 2022_
* Dependencies updated
## v5.4.27 - _August 10, 2022_
* Dependencies updated
## v5.4.26 - _August 9, 2022_
* Dependencies updated
## v5.4.25 - _August 6, 2022_
* Dependencies updated
## 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

View File

@@ -1,6 +1,6 @@
{
"name": "@0x/contracts-test-utils",
"version": "5.4.21",
"version": "5.4.30",
"engines": {
"node": ">=6.12"
},
@@ -34,7 +34,7 @@
},
"homepage": "https://github.com/0xProject/protocol/tree/main/contracts/test-utils",
"devDependencies": {
"@0x/sol-compiler": "^4.8.1",
"@0x/sol-compiler": "^4.8.2",
"@0x/tslint-config": "^4.1.4",
"npm-run-all": "^4.1.2",
"shx": "^0.2.2",
@@ -42,20 +42,20 @@
"typescript": "4.6.3"
},
"dependencies": {
"@0x/assert": "^3.0.34",
"@0x/base-contract": "^6.5.0",
"@0x/contract-addresses": "^6.14.0",
"@0x/dev-utils": "^4.2.14",
"@0x/assert": "^3.0.35",
"@0x/base-contract": "^7.0.0",
"@0x/contract-addresses": "^6.22.0",
"@0x/dev-utils": "^5.0.0",
"@0x/json-schemas": "^6.4.4",
"@0x/order-utils": "^10.4.28",
"@0x/sol-coverage": "^4.0.45",
"@0x/sol-profiler": "^4.1.35",
"@0x/sol-trace": "^3.0.45",
"@0x/subproviders": "^6.6.5",
"@0x/sol-coverage": "^4.0.46",
"@0x/sol-profiler": "^4.1.36",
"@0x/sol-trace": "^3.0.46",
"@0x/subproviders": "^7.0.0",
"@0x/types": "^3.3.6",
"@0x/typescript-typings": "^5.3.1",
"@0x/utils": "^6.5.3",
"@0x/web3-wrapper": "^7.6.5",
"@0x/utils": "^7.0.0",
"@0x/web3-wrapper": "^8.0.0",
"@types/bn.js": "^4.11.0",
"@types/js-combinatorics": "^0.5.29",
"@types/lodash": "4.14.104",
@@ -67,7 +67,7 @@
"chai-bignumber": "^3.0.0",
"decimal.js": "^10.2.0",
"dirty-chai": "^2.0.1",
"ethereum-types": "^3.7.0",
"ethereum-types": "^3.7.1",
"ethereumjs-util": "^7.0.10",
"ethers": "~4.0.4",
"js-combinatorics": "^0.5.3",

View File

@@ -38,7 +38,7 @@ async function _getGanacheOrGethErrorAsync(ganacheError: string, gethError: stri
}
async function _getInsufficientFundsErrorMessageAsync(): Promise<string> {
return _getGanacheOrGethErrorAsync("sender doesn't have enough funds", 'insufficient funds');
return _getGanacheOrGethErrorAsync('insufficient funds for gas * price + value', 'insufficient funds');
}
async function _getTransactionFailedErrorMessageAsync(): Promise<string> {

View File

@@ -1,4 +1,85 @@
[
{
"timestamp": 1661462289,
"version": "1.4.22",
"changes": [
{
"note": "Dependencies updated"
}
]
},
{
"timestamp": 1661459661,
"version": "1.4.21",
"changes": [
{
"note": "Dependencies updated"
}
]
},
{
"timestamp": 1661145612,
"version": "1.4.20",
"changes": [
{
"note": "Dependencies updated"
}
]
},
{
"timestamp": 1660093941,
"version": "1.4.19",
"changes": [
{
"note": "Dependencies updated"
}
]
},
{
"timestamp": 1660073235,
"version": "1.4.18",
"changes": [
{
"note": "Dependencies updated"
}
]
},
{
"timestamp": 1659750766,
"version": "1.4.17",
"changes": [
{
"note": "Dependencies updated"
}
]
},
{
"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",

View File

@@ -5,6 +5,42 @@ Edit the package's CHANGELOG.json file only.
CHANGELOG
## v1.4.22 - _August 25, 2022_
* Dependencies updated
## v1.4.21 - _August 25, 2022_
* Dependencies updated
## v1.4.20 - _August 22, 2022_
* Dependencies updated
## v1.4.19 - _August 10, 2022_
* Dependencies updated
## v1.4.18 - _August 9, 2022_
* Dependencies updated
## v1.4.17 - _August 6, 2022_
* Dependencies updated
## 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

View File

@@ -1,6 +1,6 @@
{
"name": "@0x/contracts-treasury",
"version": "1.4.13",
"version": "1.4.22",
"engines": {
"node": ">=6.12"
},
@@ -46,14 +46,14 @@
},
"homepage": "https://github.com/0xProject/protocol/tree/main/contracts/treasury",
"devDependencies": {
"@0x/abi-gen": "^5.8.0",
"@0x/contract-addresses": "^6.14.0",
"@0x/abi-gen": "^5.8.1",
"@0x/contract-addresses": "^6.22.0",
"@0x/contracts-asset-proxy": "^3.7.19",
"@0x/contracts-erc20": "^3.3.30",
"@0x/contracts-gen": "^2.0.46",
"@0x/contracts-erc20": "^3.3.39",
"@0x/contracts-gen": "^2.0.47",
"@0x/contracts-staking": "^2.0.45",
"@0x/contracts-test-utils": "^5.4.21",
"@0x/sol-compiler": "^4.8.1",
"@0x/contracts-test-utils": "^5.4.30",
"@0x/sol-compiler": "^4.8.2",
"@0x/ts-doc-gen": "^0.0.28",
"@0x/tslint-config": "^4.1.4",
"@types/isomorphic-fetch": "^0.0.35",
@@ -72,14 +72,14 @@
"typescript": "4.6.3"
},
"dependencies": {
"@0x/base-contract": "^6.5.0",
"@0x/protocol-utils": "^11.13.0",
"@0x/subproviders": "^6.6.5",
"@0x/base-contract": "^7.0.0",
"@0x/protocol-utils": "^11.16.6",
"@0x/subproviders": "^7.0.0",
"@0x/types": "^3.3.6",
"@0x/typescript-typings": "^5.3.1",
"@0x/utils": "^6.5.3",
"@0x/web3-wrapper": "^7.6.5",
"ethereum-types": "^3.7.0",
"@0x/utils": "^7.0.0",
"@0x/web3-wrapper": "^8.0.0",
"ethereum-types": "^3.7.1",
"ethereumjs-util": "^7.0.10"
},
"publishConfig": {

View File

@@ -1,4 +1,85 @@
[
{
"timestamp": 1661462289,
"version": "4.8.20",
"changes": [
{
"note": "Dependencies updated"
}
]
},
{
"timestamp": 1661459661,
"version": "4.8.19",
"changes": [
{
"note": "Dependencies updated"
}
]
},
{
"timestamp": 1661145612,
"version": "4.8.18",
"changes": [
{
"note": "Dependencies updated"
}
]
},
{
"timestamp": 1660093941,
"version": "4.8.17",
"changes": [
{
"note": "Dependencies updated"
}
]
},
{
"timestamp": 1660073235,
"version": "4.8.16",
"changes": [
{
"note": "Dependencies updated"
}
]
},
{
"timestamp": 1659750766,
"version": "4.8.15",
"changes": [
{
"note": "Dependencies updated"
}
]
},
{
"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",

View File

@@ -5,6 +5,42 @@ Edit the package's CHANGELOG.json file only.
CHANGELOG
## v4.8.20 - _August 25, 2022_
* Dependencies updated
## v4.8.19 - _August 25, 2022_
* Dependencies updated
## v4.8.18 - _August 22, 2022_
* Dependencies updated
## v4.8.17 - _August 10, 2022_
* Dependencies updated
## v4.8.16 - _August 9, 2022_
* Dependencies updated
## v4.8.15 - _August 6, 2022_
* Dependencies updated
## 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

View File

@@ -1,6 +1,6 @@
{
"name": "@0x/contracts-utils",
"version": "4.8.11",
"version": "4.8.20",
"engines": {
"node": ">=6.12"
},
@@ -50,15 +50,15 @@
},
"homepage": "https://github.com/0xProject/protocol/tree/main/contracts/utils",
"devDependencies": {
"@0x/abi-gen": "^5.8.0",
"@0x/contracts-gen": "^2.0.46",
"@0x/contracts-test-utils": "^5.4.21",
"@0x/dev-utils": "^4.2.14",
"@0x/abi-gen": "^5.8.1",
"@0x/contracts-gen": "^2.0.47",
"@0x/contracts-test-utils": "^5.4.30",
"@0x/dev-utils": "^5.0.0",
"@0x/order-utils": "^10.4.28",
"@0x/sol-compiler": "^4.8.1",
"@0x/sol-compiler": "^4.8.2",
"@0x/tslint-config": "^4.1.4",
"@0x/types": "^3.3.6",
"@0x/web3-wrapper": "^7.6.5",
"@0x/web3-wrapper": "^8.0.0",
"@types/bn.js": "^4.11.0",
"@types/lodash": "4.14.104",
"@types/mocha": "^5.2.7",
@@ -79,11 +79,11 @@
"typescript": "4.6.3"
},
"dependencies": {
"@0x/base-contract": "^6.5.0",
"@0x/base-contract": "^7.0.0",
"@0x/typescript-typings": "^5.3.1",
"@0x/utils": "^6.5.3",
"@0x/utils": "^7.0.0",
"bn.js": "^4.11.8",
"ethereum-types": "^3.7.0"
"ethereum-types": "^3.7.1"
},
"publishConfig": {
"access": "public"

View File

@@ -1,4 +1,97 @@
[
{
"timestamp": 1661462289,
"version": "0.36.6",
"changes": [
{
"note": "Dependencies updated"
}
]
},
{
"timestamp": 1661459661,
"version": "0.36.5",
"changes": [
{
"note": "Dependencies updated"
}
]
},
{
"timestamp": 1661145612,
"version": "0.36.4",
"changes": [
{
"note": "Dependencies updated"
}
]
},
{
"timestamp": 1660093941,
"version": "0.36.3",
"changes": [
{
"note": "Dependencies updated"
}
]
},
{
"version": "0.36.2",
"changes": [
{
"note": "Add Foundry support",
"pr": 534
}
],
"timestamp": 1659976271
},
{
"timestamp": 1659750766,
"version": "0.36.1",
"changes": [
{
"note": "Dependencies updated"
}
]
},
{
"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": [

View File

@@ -5,6 +5,44 @@ Edit the package's CHANGELOG.json file only.
CHANGELOG
## v0.36.6 - _August 25, 2022_
* Dependencies updated
## v0.36.5 - _August 25, 2022_
* Dependencies updated
## v0.36.4 - _August 22, 2022_
* Dependencies updated
## v0.36.3 - _August 10, 2022_
* Dependencies updated
## v0.36.2 - _August 8, 2022_
* Add Foundry support (#534)
## v0.36.1 - _August 6, 2022_
* Dependencies updated
## 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)

View File

@@ -2,6 +2,10 @@
This package contains contracts for the ZeroEx extensible contract architecture.
> **_NOTE:_** This repo is undergoing a tooling change. If adding a contract, you will need to
> add it to `compiler.json`. You can generate the entire list by running the following:
> `find . -type f -name "*.sol" | grep -v foundry | grep -v "contracts/dep" | grep -v "node_modules"`
## Installation
**Install**

View File

@@ -1,6 +1,212 @@
{
"artifactsDir": "./test/generated-artifacts",
"contractsDir": "./contracts",
"contracts": [
"./contracts/src/IZeroEx.sol",
"./contracts/src/ZeroEx.sol",
"./contracts/src/ZeroExOptimized.sol",
"./contracts/src/errors/LibCommonRichErrors.sol",
"./contracts/src/errors/LibLiquidityProviderRichErrors.sol",
"./contracts/src/errors/LibMetaTransactionsRichErrors.sol",
"./contracts/src/errors/LibNFTOrdersRichErrors.sol",
"./contracts/src/errors/LibNativeOrdersRichErrors.sol",
"./contracts/src/errors/LibOwnableRichErrors.sol",
"./contracts/src/errors/LibProxyRichErrors.sol",
"./contracts/src/errors/LibSignatureRichErrors.sol",
"./contracts/src/errors/LibSimpleFunctionRegistryRichErrors.sol",
"./contracts/src/errors/LibTransformERC20RichErrors.sol",
"./contracts/src/errors/LibWalletRichErrors.sol",
"./contracts/src/external/FeeCollector.sol",
"./contracts/src/external/FeeCollectorController.sol",
"./contracts/src/external/FlashWallet.sol",
"./contracts/src/external/IFlashWallet.sol",
"./contracts/src/external/ILiquidityProviderSandbox.sol",
"./contracts/src/external/LibFeeCollector.sol",
"./contracts/src/external/LiquidityProviderSandbox.sol",
"./contracts/src/external/PermissionlessTransformerDeployer.sol",
"./contracts/src/external/TransformerDeployer.sol",
"./contracts/src/features/BatchFillNativeOrdersFeature.sol",
"./contracts/src/features/BootstrapFeature.sol",
"./contracts/src/features/ERC165Feature.sol",
"./contracts/src/features/FundRecoveryFeature.sol",
"./contracts/src/features/LiquidityProviderFeature.sol",
"./contracts/src/features/MetaTransactionsFeature.sol",
"./contracts/src/features/NativeOrdersFeature.sol",
"./contracts/src/features/OtcOrdersFeature.sol",
"./contracts/src/features/OwnableFeature.sol",
"./contracts/src/features/PancakeSwapFeature.sol",
"./contracts/src/features/SimpleFunctionRegistryFeature.sol",
"./contracts/src/features/TransformERC20Feature.sol",
"./contracts/src/features/UniswapFeature.sol",
"./contracts/src/features/UniswapV3Feature.sol",
"./contracts/src/features/interfaces/IBatchFillNativeOrdersFeature.sol",
"./contracts/src/features/interfaces/IBootstrapFeature.sol",
"./contracts/src/features/interfaces/IERC1155OrdersFeature.sol",
"./contracts/src/features/interfaces/IERC165Feature.sol",
"./contracts/src/features/interfaces/IERC721OrdersFeature.sol",
"./contracts/src/features/interfaces/IFeature.sol",
"./contracts/src/features/interfaces/IFundRecoveryFeature.sol",
"./contracts/src/features/interfaces/ILiquidityProviderFeature.sol",
"./contracts/src/features/interfaces/IMetaTransactionsFeature.sol",
"./contracts/src/features/interfaces/IMultiplexFeature.sol",
"./contracts/src/features/interfaces/INativeOrdersEvents.sol",
"./contracts/src/features/interfaces/INativeOrdersFeature.sol",
"./contracts/src/features/interfaces/IOtcOrdersFeature.sol",
"./contracts/src/features/interfaces/IOwnableFeature.sol",
"./contracts/src/features/interfaces/IPancakeSwapFeature.sol",
"./contracts/src/features/interfaces/ISimpleFunctionRegistryFeature.sol",
"./contracts/src/features/interfaces/ITokenSpenderFeature.sol",
"./contracts/src/features/interfaces/ITransformERC20Feature.sol",
"./contracts/src/features/interfaces/IUniswapFeature.sol",
"./contracts/src/features/interfaces/IUniswapV3Feature.sol",
"./contracts/src/features/libs/LibNFTOrder.sol",
"./contracts/src/features/libs/LibNativeOrder.sol",
"./contracts/src/features/libs/LibSignature.sol",
"./contracts/src/features/multiplex/MultiplexFeature.sol",
"./contracts/src/features/multiplex/MultiplexLiquidityProvider.sol",
"./contracts/src/features/multiplex/MultiplexOtc.sol",
"./contracts/src/features/multiplex/MultiplexRfq.sol",
"./contracts/src/features/multiplex/MultiplexTransformERC20.sol",
"./contracts/src/features/multiplex/MultiplexUniswapV2.sol",
"./contracts/src/features/multiplex/MultiplexUniswapV3.sol",
"./contracts/src/features/native_orders/NativeOrdersCancellation.sol",
"./contracts/src/features/native_orders/NativeOrdersInfo.sol",
"./contracts/src/features/native_orders/NativeOrdersProtocolFees.sol",
"./contracts/src/features/native_orders/NativeOrdersSettlement.sol",
"./contracts/src/features/nft_orders/ERC1155OrdersFeature.sol",
"./contracts/src/features/nft_orders/ERC721OrdersFeature.sol",
"./contracts/src/features/nft_orders/NFTOrders.sol",
"./contracts/src/fixins/FixinCommon.sol",
"./contracts/src/fixins/FixinEIP712.sol",
"./contracts/src/fixins/FixinERC1155Spender.sol",
"./contracts/src/fixins/FixinERC721Spender.sol",
"./contracts/src/fixins/FixinProtocolFees.sol",
"./contracts/src/fixins/FixinReentrancyGuard.sol",
"./contracts/src/fixins/FixinTokenSpender.sol",
"./contracts/src/liquidity-providers/CurveLiquidityProvider.sol",
"./contracts/src/liquidity-providers/MooniswapLiquidityProvider.sol",
"./contracts/src/migrations/FullMigration.sol",
"./contracts/src/migrations/InitialMigration.sol",
"./contracts/src/migrations/LibBootstrap.sol",
"./contracts/src/migrations/LibMigrate.sol",
"./contracts/src/storage/LibERC1155OrdersStorage.sol",
"./contracts/src/storage/LibERC721OrdersStorage.sol",
"./contracts/src/storage/LibMetaTransactionsStorage.sol",
"./contracts/src/storage/LibNativeOrdersStorage.sol",
"./contracts/src/storage/LibOtcOrdersStorage.sol",
"./contracts/src/storage/LibOwnableStorage.sol",
"./contracts/src/storage/LibProxyStorage.sol",
"./contracts/src/storage/LibReentrancyGuardStorage.sol",
"./contracts/src/storage/LibSimpleFunctionRegistryStorage.sol",
"./contracts/src/storage/LibStorage.sol",
"./contracts/src/storage/LibTransformERC20Storage.sol",
"./contracts/src/transformers/AffiliateFeeTransformer.sol",
"./contracts/src/transformers/FillQuoteTransformer.sol",
"./contracts/src/transformers/IERC20Transformer.sol",
"./contracts/src/transformers/LibERC20Transformer.sol",
"./contracts/src/transformers/LogMetadataTransformer.sol",
"./contracts/src/transformers/PayTakerTransformer.sol",
"./contracts/src/transformers/PositiveSlippageFeeTransformer.sol",
"./contracts/src/transformers/Transformer.sol",
"./contracts/src/transformers/WethTransformer.sol",
"./contracts/src/transformers/bridges/AbstractBridgeAdapter.sol",
"./contracts/src/transformers/bridges/AvalancheBridgeAdapter.sol",
"./contracts/src/transformers/bridges/BSCBridgeAdapter.sol",
"./contracts/src/transformers/bridges/BridgeProtocols.sol",
"./contracts/src/transformers/bridges/CeloBridgeAdapter.sol",
"./contracts/src/transformers/bridges/EthereumBridgeAdapter.sol",
"./contracts/src/transformers/bridges/FantomBridgeAdapter.sol",
"./contracts/src/transformers/bridges/IBridgeAdapter.sol",
"./contracts/src/transformers/bridges/OptimismBridgeAdapter.sol",
"./contracts/src/transformers/bridges/PolygonBridgeAdapter.sol",
"./contracts/src/transformers/bridges/mixins/MixinAaveV2.sol",
"./contracts/src/transformers/bridges/mixins/MixinBalancer.sol",
"./contracts/src/transformers/bridges/mixins/MixinBalancerV2.sol",
"./contracts/src/transformers/bridges/mixins/MixinBalancerV2Batch.sol",
"./contracts/src/transformers/bridges/mixins/MixinBancor.sol",
"./contracts/src/transformers/bridges/mixins/MixinBancorV3.sol",
"./contracts/src/transformers/bridges/mixins/MixinCompound.sol",
"./contracts/src/transformers/bridges/mixins/MixinCryptoCom.sol",
"./contracts/src/transformers/bridges/mixins/MixinCurve.sol",
"./contracts/src/transformers/bridges/mixins/MixinCurveV2.sol",
"./contracts/src/transformers/bridges/mixins/MixinDodo.sol",
"./contracts/src/transformers/bridges/mixins/MixinDodoV2.sol",
"./contracts/src/transformers/bridges/mixins/MixinGMX.sol",
"./contracts/src/transformers/bridges/mixins/MixinKyberDmm.sol",
"./contracts/src/transformers/bridges/mixins/MixinLido.sol",
"./contracts/src/transformers/bridges/mixins/MixinMStable.sol",
"./contracts/src/transformers/bridges/mixins/MixinMakerPSM.sol",
"./contracts/src/transformers/bridges/mixins/MixinMooniswap.sol",
"./contracts/src/transformers/bridges/mixins/MixinNerve.sol",
"./contracts/src/transformers/bridges/mixins/MixinPlatypus.sol",
"./contracts/src/transformers/bridges/mixins/MixinShell.sol",
"./contracts/src/transformers/bridges/mixins/MixinSynthetix.sol",
"./contracts/src/transformers/bridges/mixins/MixinUniswap.sol",
"./contracts/src/transformers/bridges/mixins/MixinUniswapV2.sol",
"./contracts/src/transformers/bridges/mixins/MixinUniswapV3.sol",
"./contracts/src/transformers/bridges/mixins/MixinVelodrome.sol",
"./contracts/src/transformers/bridges/mixins/MixinZeroExBridge.sol",
"./contracts/src/vendor/IERC1155Token.sol",
"./contracts/src/vendor/IERC721Token.sol",
"./contracts/src/vendor/IFeeRecipient.sol",
"./contracts/src/vendor/ILiquidityProvider.sol",
"./contracts/src/vendor/IMooniswapPool.sol",
"./contracts/src/vendor/IPropertyValidator.sol",
"./contracts/src/vendor/ITakerCallback.sol",
"./contracts/src/vendor/IUniswapV2Pair.sol",
"./contracts/src/vendor/IUniswapV3Pool.sol",
"./contracts/src/vendor/v3/IERC20Bridge.sol",
"./contracts/src/vendor/v3/IStaking.sol",
"./contracts/test/ITestSimpleFunctionRegistryFeature.sol",
"./contracts/test/TestBridge.sol",
"./contracts/test/TestCallTarget.sol",
"./contracts/test/TestDelegateCaller.sol",
"./contracts/test/TestFeeCollectorController.sol",
"./contracts/test/TestFeeRecipient.sol",
"./contracts/test/TestFillQuoteTransformerBridge.sol",
"./contracts/test/TestFillQuoteTransformerExchange.sol",
"./contracts/test/TestFillQuoteTransformerHost.sol",
"./contracts/test/TestFixinProtocolFees.sol",
"./contracts/test/TestFixinTokenSpender.sol",
"./contracts/test/TestFullMigration.sol",
"./contracts/test/TestInitialMigration.sol",
"./contracts/test/TestLibNativeOrder.sol",
"./contracts/test/TestLibSignature.sol",
"./contracts/test/TestMetaTransactionsNativeOrdersFeature.sol",
"./contracts/test/TestMetaTransactionsTransformERC20Feature.sol",
"./contracts/test/TestMigrator.sol",
"./contracts/test/TestMintTokenERC20Transformer.sol",
"./contracts/test/TestNFTOrderPresigner.sol",
"./contracts/test/TestNativeOrdersFeature.sol",
"./contracts/test/TestNoEthRecipient.sol",
"./contracts/test/TestOrderSignerRegistryWithContractWallet.sol",
"./contracts/test/TestPermissionlessTransformerDeployerSuicidal.sol",
"./contracts/test/TestPermissionlessTransformerDeployerTransformer.sol",
"./contracts/test/TestPropertyValidator.sol",
"./contracts/test/TestRfqOriginRegistration.sol",
"./contracts/test/TestSimpleFunctionRegistryFeatureImpl1.sol",
"./contracts/test/TestSimpleFunctionRegistryFeatureImpl2.sol",
"./contracts/test/TestStaking.sol",
"./contracts/test/TestTransformERC20.sol",
"./contracts/test/TestTransformerBase.sol",
"./contracts/test/TestTransformerDeployerTransformer.sol",
"./contracts/test/TestTransformerHost.sol",
"./contracts/test/TestUniswapV3Feature.sol",
"./contracts/test/TestWethTransformerHost.sol",
"./contracts/test/TestZeroExFeature.sol",
"./contracts/test/integration/TestCurve.sol",
"./contracts/test/integration/TestLiquidityProvider.sol",
"./contracts/test/integration/TestMooniswap.sol",
"./contracts/test/integration/TestUniswapV2Factory.sol",
"./contracts/test/integration/TestUniswapV2Pool.sol",
"./contracts/test/integration/TestUniswapV3Factory.sol",
"./contracts/test/integration/TestUniswapV3Pool.sol",
"./contracts/test/tokens/TestMintableERC1155Token.sol",
"./contracts/test/tokens/TestMintableERC20Token.sol",
"./contracts/test/tokens/TestMintableERC721Token.sol",
"./contracts/test/tokens/TestTokenSpenderERC20Token.sol",
"./contracts/test/tokens/TestWeth.sol"
],
"useDockerisedSolc": false,
"isOfflineMode": false,
"shouldSaveStandardInput": true,

View File

@@ -313,7 +313,7 @@ contract FillQuoteTransformer is
if (success) {
results.makerTokenBoughtAmount = abi.decode(resultData, (uint256));
results.takerTokenSoldAmount = takerTokenFillAmount;
}
}
}
// Fill a single limit order.

View File

@@ -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);
}

View File

@@ -0,0 +1,113 @@
// 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/MixinBalancerV2.sol";
import "./mixins/MixinCurve.sol";
import "./mixins/MixinDodoV2.sol";
import "./mixins/MixinGMX.sol";
import "./mixins/MixinUniswapV3.sol";
import "./mixins/MixinZeroExBridge.sol";
contract ArbitrumBridgeAdapter is
AbstractBridgeAdapter(42161, "Arbitrum"),
MixinBalancerV2,
MixinCurve,
MixinDodoV2,
MixinGMX,
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.BALANCERV2) {
if (dryRun) { return (0, true); }
boughtAmount = _tradeBalancerV2(
sellToken,
buyToken,
sellAmount,
order.bridgeData
);
} else if (protocolId == BridgeProtocols.CURVE) {
if (dryRun) { return (0, true); }
boughtAmount = _tradeCurve(
sellToken,
buyToken,
sellAmount,
order.bridgeData
);
} else if (protocolId == BridgeProtocols.DODOV2) {
if (dryRun) { return (0, true); }
boughtAmount = _tradeDodoV2(
sellToken,
sellAmount,
order.bridgeData
);
} else if (protocolId == BridgeProtocols.UNISWAPV3) {
if (dryRun) { return (0, true); }
boughtAmount = _tradeUniswapV3(
sellToken,
sellAmount,
order.bridgeData
);
} else if (protocolId == BridgeProtocols.GMX) {
if (dryRun) { return (0, true); }
boughtAmount = _tradeGMX(
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
);
}
}

View File

@@ -0,0 +1,151 @@
// 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/MixinWOOFi.sol";
import "./mixins/MixinZeroExBridge.sol";
contract AvalancheBridgeAdapter is
AbstractBridgeAdapter(43114, "Avalanche"),
MixinCurve,
MixinCurveV2,
MixinGMX,
MixinKyberDmm,
MixinAaveV2,
MixinNerve,
MixinPlatypus,
MixinUniswapV2,
MixinWOOFi,
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.WOOFI) {
if (dryRun) { return (0, true); }
boughtAmount = _tradeWOOFi(
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
);
}
}

View File

@@ -0,0 +1,142 @@
// 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/MixinWOOFi.sol";
import "./mixins/MixinZeroExBridge.sol";
contract BSCBridgeAdapter is
AbstractBridgeAdapter(56, "BSC"),
MixinCurve,
MixinDodo,
MixinDodoV2,
MixinKyberDmm,
MixinMooniswap,
MixinNerve,
MixinUniswapV2,
MixinWOOFi,
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.WOOFI) {
if (dryRun) { return (0, true); }
boughtAmount = _tradeWOOFi(
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
);
}
}

View File

@@ -55,4 +55,8 @@ 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;
uint128 internal constant WOOFI = 31;
}

View File

@@ -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
);
}
}

View File

@@ -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,

View 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 ^0.6.5;
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/MixinWOOFi.sol";
import "./mixins/MixinZeroExBridge.sol";
contract FantomBridgeAdapter is
AbstractBridgeAdapter(250, "Fantom"),
MixinAaveV2,
MixinBalancerV2,
MixinCurve,
MixinCurveV2,
MixinNerve,
MixinUniswapV2,
MixinWOOFi,
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.WOOFI) {
if (dryRun) { return (0, true); }
boughtAmount = _tradeWOOFi(
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
);
}
}

View File

@@ -50,6 +50,10 @@ interface IBridgeAdapter {
uint256 outputTokenAmount
);
function isSupportedSource(bytes32 source)
external
returns (bool isSupported);
function trade(
BridgeOrder calldata order,
IERC20TokenV06 sellToken,

View File

@@ -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
);
}
}

View File

@@ -0,0 +1,188 @@
// 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/MixinWOOFi.sol";
import "./mixins/MixinZeroExBridge.sol";
contract PolygonBridgeAdapter is
AbstractBridgeAdapter(137, "Polygon"),
MixinAaveV2,
MixinBalancerV2,
MixinBalancerV2Batch,
MixinCurve,
MixinCurveV2,
MixinDodo,
MixinDodoV2,
MixinKyberDmm,
MixinMStable,
MixinNerve,
MixinUniswapV2,
MixinUniswapV3,
MixinWOOFi,
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.WOOFI) {
if (dryRun) { return (0, true); }
boughtAmount = _tradeWOOFi(
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
);
}
}

View File

@@ -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;
}
}

View File

@@ -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");
}
}

View File

@@ -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

View File

@@ -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
);
}
}
}

View File

@@ -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];
}
}

View File

@@ -0,0 +1,136 @@
// 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 "@0x/contracts-erc20/contracts/src/v06/LibERC20TokenV06.sol";
import "@0x/contracts-erc20/contracts/src/v06/IERC20TokenV06.sol";
import "@0x/contracts-erc20/contracts/src/v06/IEtherTokenV06.sol";
import "../IBridgeAdapter.sol";
import "@0x/contracts-utils/contracts/src/v06/LibSafeMathV06.sol";
/// @dev WooFI pool interface.
interface IWooPP {
function quoteToken() external view returns (address);
function sellBase(
address baseToken,
uint256 baseAmount,
uint256 minQuoteAmount,
address to,
address rebateTo
) external returns (uint256 quoteAmount);
function sellQuote(
address baseToken,
uint256 quoteAmount,
uint256 minBaseAmount,
address to,
address rebateTo
) external returns (uint256 baseAmount);
/// @dev Query the amount for selling the base token amount.
/// @param baseToken the base token to sell
/// @param baseAmount the amount to sell
/// @return quoteAmount the swapped quote amount
function querySellBase(
address baseToken,
uint256 baseAmount
) external view returns (uint256 quoteAmount);
}
contract MixinWOOFi{
using LibERC20TokenV06 for IERC20TokenV06;
using LibERC20TokenV06 for IEtherTokenV06;
using LibSafeMathV06 for uint256;
address constant rebateAddress = 0xBfdcBB4C05843163F491C24f9c0019c510786304;
// /// @dev Swaps an exact amount of input tokens for as many output tokens as possible.
// /// @param _amountIn Amount of input tokens to send
// /// @param _minAmountOut The minimum amount of output tokens that must be received for the transaction not to revert.
// /// @param _tokenIn Input token
// /// @param _tokenOut Output token
// /// @param _to recipient of tokens
// /// @param pool WOOFi pool where the swap will happen
function _tradeWOOFi(
IERC20TokenV06 sellToken,
IERC20TokenV06 buyToken,
uint256 sellAmount,
bytes memory bridgeData
)
public
returns (uint256 boughtAmount)
{
(IWooPP _pool) = abi.decode(bridgeData, (IWooPP));
uint256 beforeBalance = buyToken.balanceOf(address(this));
sellToken.approveIfBelow(address(_pool), sellAmount);
_swap(
sellAmount,
address(sellToken),
address(buyToken),
_pool
);
boughtAmount = buyToken.balanceOf(address(this)).safeSub(beforeBalance);
}
function _swap(
uint _amountIn,
address _tokenIn,
address _tokenOut,
IWooPP pool
) internal {
address quoteToken = pool.quoteToken();
if (_tokenIn == quoteToken) {
pool.sellQuote(
_tokenOut,
_amountIn,
1,
address(this),
rebateAddress
);
} else if (_tokenOut == quoteToken) {
pool.sellBase(
_tokenIn,
_amountIn,
1,
address(this),
rebateAddress
);
} else {
uint256 quoteAmount = pool.sellBase(
_tokenIn,
_amountIn,
0,
address(this),
rebateAddress
);
IERC20TokenV06(pool.quoteToken()).approveIfBelow(address(pool), quoteAmount);
pool.sellQuote(
_tokenOut,
quoteAmount,
1,
address(this),
rebateAddress
);
}
}
}

View File

@@ -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.
@@ -19,27 +19,12 @@
pragma solidity ^0.6;
import "forge-std/Test.sol";
interface ISmoothy {
contract ContractTest is Test {
function setUp() public {}
function getBalance (
uint256 tid
)
external
view
returns (uint256 balance);
function _yBalances (
uint256 tid
)
external
view
returns (uint256 balance);
function getTokenStats (
uint256 tid
)
external
view
returns (uint256 softWeight, uint256 hardWeight, uint256 balance, uint256 decimals);
function testExample() public {
assertTrue(true);
}
}

View File

@@ -0,0 +1,8 @@
[default]
src = 'contracts/src'
out = 'foundry-artifacts'
test = 'contracts/test/foundry'
libs = ["contracts/deps/", "../utils/contracts/src/"]
remappings = ['@0x/contracts-utils/=../utils/', '@0x/contracts-erc20/=../erc20/', 'src/=./contracts/src']
cache_path = 'foundry-cache'
optimizer_runs = 1000000

View File

@@ -1,6 +1,6 @@
{
"name": "@0x/contracts-zero-ex",
"version": "0.33.0",
"version": "0.36.6",
"engines": {
"node": ">=6.12"
},
@@ -38,12 +38,13 @@
"docs:md": "ts-doc-gen --sourceDir='$PROJECT_FILES' --output=$MD_FILE_DIR --fileExtension=mdx --tsconfig=./typedoc-tsconfig.json",
"docs:json": "typedoc --excludePrivate --excludeExternals --excludeProtected --ignoreCompilerErrors --target ES5 --tsconfig typedoc-tsconfig.json --json $JSON_FILE_PATH $PROJECT_FILES",
"publish:private": "yarn build && gitpkg publish",
"rollback": "node ./lib/scripts/rollback.js"
"rollback": "node ./lib/scripts/rollback.js",
"typechain": "typechain --target=ethers-v5 --out-dir='typechain-wrappers' './foundry-artifacts/**/*.json'"
},
"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",
@@ -55,16 +56,17 @@
},
"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/contracts-gen": "^2.0.46",
"@0x/contracts-test-utils": "^5.4.21",
"@0x/dev-utils": "^4.2.14",
"@0x/abi-gen": "^5.8.1",
"@0x/contract-addresses": "^6.22.0",
"@0x/contracts-erc20": "^3.3.39",
"@0x/contracts-gen": "^2.0.47",
"@0x/contracts-test-utils": "^5.4.30",
"@0x/dev-utils": "^5.0.0",
"@0x/order-utils": "^10.4.28",
"@0x/sol-compiler": "^4.8.1",
"@0x/sol-compiler": "^4.8.2",
"@0x/ts-doc-gen": "^0.0.28",
"@0x/tslint-config": "^4.1.4",
"@typechain/ethers-v5": "^10.0.0",
"@types/isomorphic-fetch": "^0.0.35",
"@types/lodash": "4.14.104",
"@types/mocha": "^5.2.7",
@@ -78,18 +80,19 @@
"solhint": "^1.4.1",
"truffle": "^5.0.32",
"tslint": "5.11.0",
"typechain": "^8.0.0",
"typedoc": "~0.16.11",
"typescript": "4.6.3"
},
"dependencies": {
"@0x/base-contract": "^6.5.0",
"@0x/protocol-utils": "^11.13.0",
"@0x/subproviders": "^6.6.5",
"@0x/base-contract": "^7.0.0",
"@0x/protocol-utils": "^11.16.6",
"@0x/subproviders": "^7.0.0",
"@0x/types": "^3.3.6",
"@0x/typescript-typings": "^5.3.1",
"@0x/utils": "^6.5.3",
"@0x/web3-wrapper": "^7.6.5",
"ethereum-types": "^3.7.0",
"@0x/utils": "^7.0.0",
"@0x/web3-wrapper": "^8.0.0",
"ethereum-types": "^3.7.1",
"ethereumjs-util": "^7.0.10",
"ethers": "~4.0.4"
},

View File

@@ -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,
};

View File

@@ -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,

View File

@@ -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';

View File

@@ -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,

View File

@@ -30,7 +30,7 @@ blockchainTests.resets('MetaTransactions feature', env => {
let maker: string;
let sender: string;
let notSigner: string;
let signers: string[];
const signers: string[] = [];
let zeroEx: IZeroExContract;
let feature: MetaTransactionsFeatureContract;
let feeToken: TestMintableERC20TokenContract;
@@ -45,7 +45,8 @@ blockchainTests.resets('MetaTransactions feature', env => {
const REENTRANCY_FLAG_MTX = 0x1;
before(async () => {
[owner, maker, sender, notSigner, ...signers] = await env.getAccountAddressesAsync();
let possibleSigners: string[];
[owner, maker, sender, notSigner, ...possibleSigners] = await env.getAccountAddressesAsync();
transformERC20Feature = await TestMetaTransactionsTransformERC20FeatureContract.deployFrom0xArtifactAsync(
artifacts.TestMetaTransactionsTransformERC20Feature,
env.provider,
@@ -74,20 +75,26 @@ blockchainTests.resets('MetaTransactions feature', env => {
env.txDefaults,
{},
);
// Fund signers with fee tokens.
await Promise.all(
signers.map(async signer => {
await feeToken.mint(signer, MAX_FEE_AMOUNT).awaitTransactionSuccessAsync();
await feeToken.approve(zeroEx.address, MAX_FEE_AMOUNT).awaitTransactionSuccessAsync({ from: signer });
}),
);
// some accounts returned can be unfunded
for (const possibleSigner of possibleSigners) {
const balance = await env.web3Wrapper.getBalanceInWeiAsync(possibleSigner);
if (balance.isGreaterThan(0)) {
signers.push(possibleSigner);
await feeToken
.approve(zeroEx.address, MAX_FEE_AMOUNT)
.awaitTransactionSuccessAsync({ from: possibleSigner });
await feeToken.mint(possibleSigner, MAX_FEE_AMOUNT).awaitTransactionSuccessAsync();
}
}
});
function getRandomMetaTransaction(fields: Partial<MetaTransactionFields> = {}): MetaTransaction {
return new MetaTransaction({
signer: _.sampleSize(signers)[0],
sender,
minGasPrice: getRandomInteger('2', '1e9'),
// TODO: dekz Ganache gasPrice opcode is returning 0, cannot influence it up to test this case
minGasPrice: ZERO_AMOUNT,
maxGasPrice: getRandomInteger('1e9', '100e9'),
expirationTimeSeconds: new BigNumber(Math.floor(_.now() / 1000) + 360),
salt: new BigNumber(hexUtils.random()),
@@ -145,6 +152,7 @@ blockchainTests.resets('MetaTransactions feature', env => {
gasPrice: mtx.minGasPrice,
value: mtx.value,
};
const rawResult = await feature.executeMetaTransaction(mtx, signature).callAsync(callOpts);
expect(rawResult).to.eq(RAW_ORDER_SUCCESS_RESULT);
const receipt = await feature.executeMetaTransaction(mtx, signature).awaitTransactionSuccessAsync(callOpts);
@@ -434,7 +442,8 @@ blockchainTests.resets('MetaTransactions feature', env => {
);
});
it('fails if gas price too low', async () => {
// Ganache gasPrice opcode is returning 0, cannot influence it up to test this case
it.skip('fails if gas price too low', async () => {
const mtx = getRandomMetaTransaction();
const mtxHash = mtx.getHash();
const signature = await mtx.getSignatureWithProviderAsync(env.provider);
@@ -453,7 +462,8 @@ blockchainTests.resets('MetaTransactions feature', env => {
);
});
it('fails if gas price too high', async () => {
// Ganache gasPrice opcode is returning 0, cannot influence it up to test this case
it.skip('fails if gas price too high', async () => {
const mtx = getRandomMetaTransaction();
const mtxHash = mtx.getHash();
const signature = await mtx.getSignatureWithProviderAsync(env.provider);

View File

@@ -938,7 +938,8 @@ blockchainTests.resets('NativeOrdersFeature', env => {
);
});
it('fails if no protocol fee attached', async () => {
// TODO: dekz Ganache gasPrice opcode is returning 0, cannot influence it up to test this case
it.skip('fails if no protocol fee attached', async () => {
const order = getTestLimitOrder();
await testUtils.prepareBalancesForOrdersAsync([order]);
const tx = zeroEx

View File

@@ -10,7 +10,8 @@ import {
TestWethContract,
} from './wrappers';
blockchainTests.resets('ProtocolFees', env => {
// TODO: dekz Ganache gasPrice opcode is returning 0, cannot influence it up to test this case
blockchainTests.resets.skip('ProtocolFees', env => {
const FEE_MULTIPLIER = 70e3;
let taker: string;
let unauthorized: string;
@@ -62,7 +63,7 @@ blockchainTests.resets('ProtocolFees', env => {
it('should disallow unauthorized initialization', async () => {
const pool = hexUtils.random();
await protocolFees.collectProtocolFee(pool).awaitTransactionSuccessAsync({ value: singleFeeAmount });
await protocolFees.collectProtocolFee(pool).awaitTransactionSuccessAsync({ value: 1e9 });
await protocolFees.transferFeesForPool(pool).awaitTransactionSuccessAsync();
const feeCollector = new FeeCollectorContract(
@@ -89,6 +90,7 @@ blockchainTests.resets('ProtocolFees', env => {
feeCollector2Address = await protocolFees.getFeeCollector(pool2).callAsync();
});
// Ganache gasPrice opcode is returning 0, cannot influence it up to test this case
it('should revert if insufficient ETH transferred', async () => {
const tooLittle = singleFeeAmount.minus(1);
const tx = protocolFees.collectProtocolFee(pool1).awaitTransactionSuccessAsync({ value: tooLittle });

View File

@@ -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,

View File

@@ -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';

View File

@@ -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",

View File

@@ -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",
"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"
},
@@ -75,7 +75,6 @@
"wsrun": "^5.2.4"
},
"resolutions": {
"merkle-patricia-tree": "3.0.0",
"**/bignumber.js": "^9.0.2"
}
}

View File

@@ -1,12 +1,179 @@
[
{
"version": "16.66.4",
"changes": [
{
"note": "Offboard Cream",
"pr": 546
},
{
"note": "Change WooFi gas estimates",
"pr": 551
}
],
"timestamp": 1661145612
},
{
"timestamp": 1660093941,
"version": "16.66.3",
"changes": [
{
"note": "Dependencies updated"
}
]
},
{
"version": "16.66.2",
"changes": [
{
"note": "Upgrade dependency",
"pr": 543
}
],
"timestamp": 1660073235
},
{
"version": "16.66.1",
"changes": [
{
"note": "Upgrade dependency",
"pr": 538
}
],
"timestamp": 1659926840
},
{
"version": "16.66.0",
"changes": [
{
"note": "Add WOOFi support",
"pr": 513
}
],
"timestamp": 1659750766
},
{
"version": "16.65.0",
"changes": [
{
"note": "Use 0x gas api instead of eth gas station api",
"pr": 532
}
],
"timestamp": 1659391840
},
{
"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",

View File

@@ -5,6 +5,70 @@ Edit the package's CHANGELOG.json file only.
CHANGELOG
## v16.66.4 - _August 22, 2022_
* Offboard Cream (#546)
* Change WooFi gas estimates (#551)
## v16.66.3 - _August 10, 2022_
* Dependencies updated
## v16.66.2 - _August 9, 2022_
* Upgrade dependency (#543)
## v16.66.1 - _August 8, 2022_
* Upgrade dependency (#538)
## v16.66.0 - _August 6, 2022_
* Add WOOFi support (#513)
## v16.65.0 - _August 1, 2022_
* Use 0x gas api instead of eth gas station api (#532)
## 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)

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@@ -1,3 +1,5 @@
> :warning: **@0x/asset-swapper has been deprecated!** The `asset-swapper` code has been moved to [0x-api](https://github.com/0xProject/0x-api). Please do not open a PR with `asset-swapper` changes.
## @0x/asset-swapper
Convenience package for swapping assets represented on the Ethereum blockchain using 0x. The package helps to perform all the off-chain computations to execute a marketBuy or marketSell function execution with 0x exchange contracts, or 0x extension contracts. Given some liquidity (0x signed orders), it helps estimate the cost of buying or selling a certain asset (giving a range) and then provide varying consumable outputs to execute the buy or sell.

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@@ -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;
}
}
}
}

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@@ -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 +39,13 @@ 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 "./WooPPSampler.sol";
import "./UtilitySampler.sol";
@@ -51,6 +54,7 @@ contract ERC20BridgeSampler is
BalancerV2Sampler,
BalancerV2BatchSampler,
BancorSampler,
BancorV3Sampler,
CompoundSampler,
CurveSampler,
DODOSampler,
@@ -65,11 +69,13 @@ contract ERC20BridgeSampler is
NativeOrderSampler,
PlatypusSampler,
ShellSampler,
SmoothySampler,
SynthetixSampler,
TwoHopSampler,
UniswapSampler,
UniswapV2Sampler,
UniswapV3Sampler,
VelodromeSampler,
WooPPSampler,
UtilitySampler
{

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@@ -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;
}
}

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@@ -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];
}
}

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@@ -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")
);
}
}

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@@ -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);
}
}

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@@ -0,0 +1,121 @@
// SPDX-License-Identifier: UNLICENSED
pragma solidity ^0.6;
pragma experimental ABIEncoderV2;
import "./SamplerUtils.sol";
import "./ApproximateBuys.sol";
interface IWooPP {
/// @dev get the quote token address (immutable)
/// @return address of quote token
function quoteToken() external view returns (address);
/// @dev Query the amount for selling the base token amount.
/// @param baseToken the base token to sell
/// @param baseAmount the amount to sell
/// @return quoteAmount the swapped quote amount
function querySellBase(address baseToken, uint256 baseAmount) external view returns (uint256 quoteAmount);
/// @dev Query the amount for selling the quote token.
/// @param baseToken the base token to receive (buy)
/// @param quoteAmount the amount to sell
/// @return baseAmount the swapped base token amount
function querySellQuote(address baseToken, uint256 quoteAmount) external view returns (uint256 baseAmount);
}
contract WooPPSampler is SamplerUtils, ApproximateBuys{
function query(
uint amountIn,
address tokenIn,
address tokenOut,
address pool
) internal view returns (uint256 amountOut) {
if (amountIn == 0) {
return 0;
}
address quoteToken = IWooPP(pool).quoteToken();
if (tokenIn == quoteToken) {
amountOut = IWooPP(pool).querySellQuote(tokenOut, amountIn);
} else if (tokenOut == quoteToken) {
amountOut = IWooPP(pool).querySellBase(tokenIn, amountIn);
} else {
uint quoteAmount = IWooPP(pool).querySellBase(tokenIn, amountIn);
amountOut = IWooPP(pool).querySellQuote(tokenOut, quoteAmount);
}
}
/// @dev Sample sell quotes from WooFI.
/// @param pool Address of the pool we are sampling from
/// @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 makerTokenAmounts Maker amounts bought at each taker token
/// amount.
function sampleSellsFromWooPP(
address pool,
address takerToken,
address makerToken,
uint256[] memory takerTokenAmounts
)
public
view
returns (uint256[] memory makerTokenAmounts)
{
uint256 numSamples = takerTokenAmounts.length;
makerTokenAmounts = new uint256[](numSamples);
for (uint256 i = 0; i < numSamples; i++) {
makerTokenAmounts[i] = query(takerTokenAmounts[i], takerToken, makerToken, pool);
if (makerTokenAmounts[i] == 0) {
break;
}
}
}
/// @dev Sample buy quotes from WooFI.
/// @param pool Address of the pool we are sampling from
/// @param takerToken Address of the taker token (what to sell).
/// @param makerToken Address of the maker token (what to buy).
/// @param makerTokenAmounts Maker token sell amount for each sample (sorted in ascending order).
/// @return takerTokenAmounts Taker amounts bought at each taker token
/// amount.
function sampleBuysFromWooPP(
address pool,
address takerToken,
address makerToken,
uint256[] memory makerTokenAmounts
)
public
view
returns (uint256[] memory takerTokenAmounts)
{
uint256 numSamples = makerTokenAmounts.length;
takerTokenAmounts = _sampleApproximateBuys(
ApproximateBuyQuoteOpts({
takerTokenData: abi.encode(pool,takerToken, makerToken),
makerTokenData: abi.encode(pool, makerToken, takerToken),
getSellQuoteCallback: _sampleSellForApproximateBuyFromWoofi
}),
makerTokenAmounts
);
}
function _sampleSellForApproximateBuyFromWoofi(
bytes memory takerTokenData,
bytes memory makerTokenData,
uint256 sellAmount
) internal view returns (uint256) {
(address _pool, address _takerToken, address _makerToken) = abi.decode(takerTokenData, (address, address, address));
(bool success, bytes memory resultData) = address(this).staticcall(abi.encodeWithSelector(
this.sampleSellsFromWooPP.selector,
_pool,
_takerToken,
_makerToken,
_toSingleValueArray(sellAmount)
));
if(!success) {
return 0;
}
return abi.decode(resultData, (uint256[]))[0];
}
}

View File

@@ -0,0 +1,43 @@
// 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 IBancorV3 {
/**
* @dev returns the output amount when trading by providing the source amount
*/
function tradeOutputBySourceAmount(
address sourceToken,
address targetToken,
uint256 sourceAmount
) external view returns (uint256);
/**
* @dev returns the input amount when trading by providing the target amount
*/
function tradeInputByTargetAmount(
address sourceToken,
address targetToken,
uint256 targetAmount
) external view returns (uint256);
}

View File

@@ -1897,7 +1897,7 @@ ___
# Interface: SwapQuoteRequestOpts
slippagePercentage: The percentage buffer to add to account for slippage. Affects max ETH price estimates. Defaults to 0.2 (20%).
slippagePercentage: The percentage buffer to add to account for slippage. Affects max ETH price estimates. Defaults to 0.01 (1%).
gasPrice: gas price to determine protocolFee amount, default to ethGasStation fast amount

View File

@@ -1,6 +1,7 @@
{
"name": "@0x/asset-swapper",
"version": "16.60.1",
"version": "16.66.6",
"private": true,
"engines": {
"node": ">=6.12"
},
@@ -8,8 +9,8 @@
"main": "lib/src/index.js",
"types": "lib/src/index.d.ts",
"scripts": {
"build": "yarn pre_build && tsc -b",
"build:ts": "tsc -b",
"build": "#yarn pre_build && tsc -b",
"build:ts": "#tsc -b",
"watch": "tsc -w -p tsconfig.json",
"watch:contracts": "sol-compiler -w",
"build:ci": "yarn build",
@@ -19,11 +20,11 @@
"lint-contracts": "#solhint -c .solhint.json contracts/**/**/**/**/*.sol",
"prettier": "prettier --write '**/*.{ts,tsx,json}' --config ../../.prettierrc --ignore-path ../../.prettierignore",
"fix": "tslint --fix --format stylish --project . --exclude ./generated-wrappers/**/* --exclude ./generated-artifacts/**/* --exclude ./test/generated-wrappers/**/* --exclude ./test/generated-artifacts/**/* --exclude **/lib/**/* && yarn lint-contracts",
"test": "yarn run_mocha",
"test": "#yarn run_mocha",
"rebuild_and_test": "run-s clean build test",
"test:coverage": "nyc npm run test --all && yarn coverage:report:lcov",
"coverage:report:lcov": "nyc report --reporter=text-lcov > coverage/lcov.info",
"test:circleci": "yarn test:coverage",
"test:circleci": "#yarn test:coverage",
"run_mocha": "mocha --require source-map-support/register --require make-promises-safe 'lib/test/**/*_test.js' lib/test/global_hooks.js --timeout 30000 --bail --exit",
"clean": "shx rm -rf lib test_temp generated_docs test/generated-artifacts test/generated-wrappers generated-artifacts generated-wrappers",
"diff_docs": "git diff --exit-code ./docs",
@@ -34,12 +35,13 @@
"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|WooPPSampler).json",
"postpublish": {
"assets": []
}
@@ -58,21 +60,21 @@
"registry": "git@github.com:0xProject/gitpkg-registry.git"
},
"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/dev-utils": "^4.2.14",
"@0x/assert": "^3.0.35",
"@0x/base-contract": "^7.0.0",
"@0x/contract-addresses": "^6.22.0",
"@0x/contract-wrappers": "^13.21.3",
"@0x/contracts-erc20": "^3.3.39",
"@0x/contracts-zero-ex": "^0.36.6",
"@0x/dev-utils": "^5.0.0",
"@0x/fast-abi": "^0.0.5",
"@0x/json-schemas": "^6.4.4",
"@0x/neon-router": "^0.3.5",
"@0x/protocol-utils": "^11.13.0",
"@0x/quote-server": "^6.0.6",
"@0x/protocol-utils": "^11.16.6",
"@0x/quote-server": "^8.0.0",
"@0x/types": "^3.3.6",
"@0x/typescript-typings": "^5.3.1",
"@0x/utils": "^6.5.3",
"@0x/web3-wrapper": "^7.6.5",
"@0x/utils": "^7.0.0",
"@0x/web3-wrapper": "^8.0.0",
"@balancer-labs/sdk": "0.1.6",
"@bancor/sdk": "0.2.9",
"@ethersproject/abi": "^5.0.1",
@@ -83,32 +85,22 @@
"axios": "^0.21.1",
"axios-mock-adapter": "^1.19.0",
"balancer-labs-sor-v1": "npm:@balancer-labs/sor@0.3.2",
"cream-sor": "^0.3.3",
"decimal.js": "^10.2.0",
"ethereum-types": "^3.7.0",
"ethereumjs-util": "^7.0.10",
"fast-abi": "^0.0.4",
"ethereum-types": "^3.7.1",
"graphql": "^15.4.0",
"graphql-request": "^3.4.0",
"heartbeats": "^5.0.1",
"lodash": "^4.17.11"
"lodash": "^4.17.15",
"msw": "^0.44.2"
},
"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/sol-compiler": "^4.8.1",
"@0x/subproviders": "^6.6.5",
"@0x/abi-gen": "^5.8.1",
"@0x/contracts-gen": "^2.0.47",
"@0x/contracts-test-utils": "^5.4.30",
"@0x/sol-compiler": "^4.8.2",
"@0x/subproviders": "^7.0.0",
"@0x/ts-doc-gen": "^0.0.28",
"@0x/tslint-config": "^4.1.4",
"@0x/types": "^3.3.6",
"@types/lodash": "4.14.104",
"@types/lodash": "4.14.137",
"@types/mocha": "^5.2.7",
"@types/node": "12.12.54",
"chai": "^4.0.1",
@@ -116,12 +108,11 @@
"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",
"shx": "^0.2.2",
"tslint": "5.11.0",
"tslint": "^6.1.3",
"typedoc": "~0.16.11",
"typemoq": "^2.1.0",
"typescript": "4.6.3"

View File

@@ -19,7 +19,7 @@ import {
DEFAULT_TOKEN_ADJACENCY_GRAPH_BY_CHAIN_ID,
} from './utils/market_operation_utils/constants';
const ETH_GAS_STATION_API_URL = 'https://ethgasstation.info/api/ethgasAPI.json';
const ZERO_EX_GAS_API_URL = 'https://gas.api.0x.org/source/median';
const NULL_BYTES = '0x';
const NULL_ERC20_ASSET_DATA = '0xf47261b00000000000000000000000000000000000000000000000000000000000000000';
const NULL_ADDRESS = '0x0000000000000000000000000000000000000000';
@@ -48,7 +48,7 @@ const DEFAULT_SWAP_QUOTER_OPTS: SwapQuoterOpts = {
orderRefreshIntervalMs: 10000, // 10 seconds
...DEFAULT_ORDER_PRUNER_OPTS,
samplerGasLimit: 500e6,
ethGasStationUrl: ETH_GAS_STATION_API_URL,
zeroExGasApiUrl: ZERO_EX_GAS_API_URL,
rfqt: {
integratorsWhitelist: [],
makerAssetOfferings: {},
@@ -95,11 +95,10 @@ export { DEFAULT_FEE_SCHEDULE, DEFAULT_GAS_SCHEDULE } from './utils/market_opera
export const POSITIVE_SLIPPAGE_FEE_TRANSFORMER_GAS = new BigNumber(30000);
// tslint:disable-next-line: custom-no-magic-numbers
export const KEEP_ALIVE_TTL = 5 * 60 * ONE_SECOND_MS;
export const constants = {
ETH_GAS_STATION_API_URL,
ZERO_EX_GAS_API_URL,
PROTOCOL_FEE_MULTIPLIER,
POSITIVE_SLIPPAGE_FEE_TRANSFORMER_GAS,
NULL_BYTES,

View File

@@ -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,
@@ -150,24 +150,25 @@ export {
ERC20BridgeSource,
ExchangeProxyOverhead,
FeeSchedule,
GasSchedule,
Fill,
FillAdjustor,
FillData,
GetMarketOrdersRfqOpts,
LiquidityProviderFillData,
LiquidityProviderRegistry,
MarketDepth,
MarketDepthSide,
MooniswapFillData,
MultiHopFillData,
NativeCollapsedFill,
NativeRfqOrderFillData,
NativeLimitOrderFillData,
NativeFillData,
OptimizedMarketOrder,
SourceQuoteOperation,
TokenAdjacencyGraph,
UniswapV2FillData,
} from './utils/market_operation_utils/types';
export { TokenAdjacencyGraph, TokenAdjacencyGraphBuilder } from './utils/token_adjacency_graph';
export { IdentityFillAdjustor } from './utils/market_operation_utils/identity_fill_adjustor';
export { ProtocolFeeUtils } from './utils/protocol_fee_utils';
export {
BridgeQuoteReportEntry,
@@ -191,3 +192,5 @@ 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';

View File

@@ -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,
@@ -64,7 +61,6 @@ import {
requiresTransformERC20,
} from './quote_consumer_utils';
// tslint:disable-next-line:custom-no-magic-numbers
const MAX_UINT256 = new BigNumber(2).pow(256).minus(1);
const { NULL_ADDRESS, NULL_BYTES, ZERO_AMOUNT } = constants;
@@ -75,9 +71,7 @@ const PANCAKE_SWAP_FORKS = [
ERC20BridgeSource.BakerySwap,
ERC20BridgeSource.SushiSwap,
ERC20BridgeSource.ApeSwap,
ERC20BridgeSource.CafeSwap,
ERC20BridgeSource.CheeseSwap,
ERC20BridgeSource.JulSwap,
];
const FAKE_PROVIDER: any = {
sendAsync(): void {
@@ -222,9 +216,7 @@ export class ExchangeProxySwapQuoteConsumer implements SwapQuoteConsumerBase {
ERC20BridgeSource.BakerySwap,
ERC20BridgeSource.SushiSwap,
ERC20BridgeSource.ApeSwap,
ERC20BridgeSource.CafeSwap,
ERC20BridgeSource.CheeseSwap,
ERC20BridgeSource.JulSwap,
])
) {
const source = slippedOrders[0].source;
@@ -286,7 +278,7 @@ 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 +303,6 @@ 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) &&

View File

@@ -1,9 +1,9 @@
import { ChainId, getContractAddressesForChainOrThrow } from '@0x/contract-addresses';
import { FastABI } from '@0x/fast-abi';
import { FillQuoteTransformerOrderType, LimitOrder } from '@0x/protocol-utils';
import { BigNumber, providerUtils } from '@0x/utils';
import Axios, { AxiosInstance } from 'axios';
import { BlockParamLiteral, MethodAbi, SupportedProvider, ZeroExProvider } from 'ethereum-types';
import { FastABI } from 'fast-abi';
import { Agent as HttpAgent } from 'http';
import { Agent as HttpsAgent } from 'https';
import * as _ from 'lodash';
@@ -33,12 +33,9 @@ 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,
MarketSideLiquidity,
OptimizedMarketOrder,
OptimizerResultWithReport,
} from './utils/market_operation_utils/types';
@@ -112,7 +109,7 @@ export class SwapQuoter {
};
this._protocolFeeUtils = ProtocolFeeUtils.getInstance(
constants.PROTOCOL_FEE_UTILS_POLLING_INTERVAL_IN_MS,
options.ethGasStationUrl,
options.zeroExGasApiUrl,
);
// Allow the sampler bytecode to be overwritten using geths override functionality
const samplerBytecode = _.get(artifacts.ERC20BridgeSampler, 'compilerOutput.evm.deployedBytecode.object');
@@ -147,7 +144,7 @@ export class SwapQuoter {
this.chainId,
samplerContract,
samplerOverrides,
undefined, // pools caches for balancer and cream
undefined, // pools caches for balancer
tokenAdjacencyGraph,
liquidityProviderRegistry,
this.chainId === ChainId.Mainnet // Enable Bancor only on Mainnet
@@ -228,67 +225,6 @@ export class SwapQuoter {
return batchSwapQuotes.filter(x => x !== undefined) as MarketBuySwapQuote[];
}
/**
* Returns the bids and asks liquidity for the entire market.
* For certain sources (like AMM's) it is recommended to provide a practical maximum takerAssetAmount.
* @param makerTokenAddress The address of the maker asset
* @param takerTokenAddress The address of the taker asset
* @param takerAssetAmount The amount to sell and buy for the bids and asks.
*
* @return An object that conforms to MarketDepth that contains all of the samples and liquidity
* information for the source.
*/
public async getBidAskLiquidityForMakerTakerAssetPairAsync(
makerToken: string,
takerToken: string,
takerAssetAmount: BigNumber,
options: Partial<SwapQuoteRequestOpts> = {},
): Promise<MarketDepth> {
assert.isString('makerToken', makerToken);
assert.isString('takerToken', takerToken);
const sourceFilters = new SourceFilters([], options.excludedSources, options.includedSources);
let [sellOrders, buyOrders] = !sourceFilters.isAllowed(ERC20BridgeSource.Native)
? [[], []]
: await Promise.all([
this.orderbook.getOrdersAsync(makerToken, takerToken),
this.orderbook.getOrdersAsync(takerToken, makerToken),
]);
if (!sellOrders || sellOrders.length === 0) {
sellOrders = [createDummyOrder(makerToken, takerToken)];
}
if (!buyOrders || buyOrders.length === 0) {
buyOrders = [createDummyOrder(takerToken, makerToken)];
}
const getMarketDepthSide = (marketSideLiquidity: MarketSideLiquidity): MarketDepthSide => {
const { dexQuotes, nativeOrders } = marketSideLiquidity.quotes;
const { side } = marketSideLiquidity;
return [
...dexQuotes,
nativeOrders.map(o => {
return {
input: side === MarketOperation.Sell ? o.fillableTakerAmount : o.fillableMakerAmount,
output: side === MarketOperation.Sell ? o.fillableMakerAmount : o.fillableTakerAmount,
fillData: o,
source: ERC20BridgeSource.Native,
};
}),
];
};
const [bids, asks] = await Promise.all([
this._marketOperationUtils.getMarketBuyLiquidityAsync(buyOrders, takerAssetAmount, options),
this._marketOperationUtils.getMarketSellLiquidityAsync(sellOrders, takerAssetAmount, options),
]);
return {
bids: getMarketDepthSide(bids),
asks: getMarketDepthSide(asks),
makerTokenDecimals: asks.makerTokenDecimals,
takerTokenDecimals: asks.takerTokenDecimals,
};
}
/**
* Returns the recommended gas price for a fast transaction
*/
@@ -366,9 +302,11 @@ 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 +440,7 @@ function createSwapQuote(
operation: MarketOperation,
assetFillAmount: BigNumber,
gasPrice: BigNumber,
gasSchedule: FeeSchedule,
gasSchedule: GasSchedule,
slippage: number,
): SwapQuote {
const {
@@ -562,7 +500,7 @@ 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 +529,23 @@ 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 +571,7 @@ function calculateTwoHopQuoteInfo(
[ERC20BridgeSource.MultiHop]: {
proportion: new BigNumber(1),
intermediateToken: secondHopOrder.takerToken,
hops: [firstHopFill.source, secondHopFill.source],
hops: [firstHopOrder.source, secondHopOrder.source],
},
},
};

View File

@@ -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 { SamplerMetrics } from './utils/market_operation_utils/types';
export type Address = string;
/**
* expiryBufferMs: The number of seconds to add when calculating whether an order is expired or not. Defaults to 300s (5m).
@@ -335,7 +337,7 @@ export interface SwapQuoterOpts extends OrderPrunerOpts {
contractAddresses?: AssetSwapperContractAddresses;
samplerGasLimit?: number;
multiBridgeAddress?: string;
ethGasStationUrl?: string;
zeroExGasApiUrl?: string;
rfqt?: SwapQuoterRfqOpts;
samplerOverrides?: SamplerOverrides;
tokenAdjacencyGraph?: TokenAdjacencyGraph;

View File

@@ -104,11 +104,9 @@ function parseIndicativeQuoteResponseFromAltMM(
takerAmount,
// HACK: alt implementation does not return an expiration with indicative quotes
// return now + { IMPUTED EXPIRY SECONDS } to have it included after order checks
expiry:
// tslint:disable-next-line:custom-no-magic-numbers
new BigNumber(Date.now() / 1000)
.integerValue(BigNumber.ROUND_DOWN)
.plus(constants.ALT_MM_IMPUTED_INDICATIVE_EXPIRY_SECONDS),
expiry: new BigNumber(Date.now() / 1000)
.integerValue(BigNumber.ROUND_DOWN)
.plus(constants.ALT_MM_IMPUTED_INDICATIVE_EXPIRY_SECONDS),
};
}
@@ -243,7 +241,6 @@ export async function returnQuoteFromAltMMAsync<ResponseT>(
// empty response will get filtered out in validation
const emptyResponse = {};
// tslint:disable-next-line:custom-no-magic-numbers
if (response.status !== SUCCESS_CODE) {
const rejectedRequestInfo = {
status: response.status,

View File

@@ -40,7 +40,6 @@ interface Cache {
[key: string]: AaveReserve[];
}
// tslint:disable-next-line:custom-no-magic-numbers
const RESERVES_REFRESH_INTERVAL_MS = 30 * constants.ONE_MINUTE_MS;
/**

View File

@@ -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,
@@ -26,25 +24,23 @@ 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,
NERVE_BSC_INFOS,
NULL_ADDRESS,
PANCAKESWAP_ROUTER_BY_CHAIN_ID,
PANCAKESWAPV2_ROUTER_BY_CHAIN_ID,
PANCAKESWAP_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}`);
}

View File

@@ -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);

View File

@@ -19,7 +19,6 @@ interface Cache {
[key: string]: CToken;
}
// tslint:disable-next-line:custom-no-magic-numbers
const CTOKEN_REFRESH_INTERVAL_MS = 30 * constants.ONE_MINUTE_MS;
/**

View File

@@ -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);
}

View File

@@ -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;
}
}

View File

@@ -29,7 +29,6 @@ import {
PriceComparisonsReport,
QuoteReport,
} from './../quote_report_generator';
import { getComparisonPrices } from './comparison_price';
import {
BUY_SOURCE_FILTER_BY_CHAIN_ID,
@@ -41,19 +40,17 @@ 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 +59,6 @@ import {
OrderDomain,
} from './types';
const SHOULD_USE_RUST_ROUTER = process.env.RUST_ROUTER === 'true';
// tslint:disable:boolean-naming
export class MarketOperationUtils {
@@ -167,18 +162,20 @@ 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 +275,20 @@ 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 +383,12 @@ 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 +455,7 @@ export class MarketOperationUtils {
allowFallback: _opts.allowFallback,
gasPrice: _opts.gasPrice,
neonRouterNumSamples: _opts.neonRouterNumSamples,
fillAdjustor: _opts.fillAdjustor,
},
);
return optimizerResult;
@@ -516,60 +517,38 @@ 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 +559,14 @@ 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 +592,7 @@ export class MarketOperationUtils {
gasPrice: _opts.gasPrice,
neonRouterNumSamples: _opts.neonRouterNumSamples,
samplerMetrics: _opts.samplerMetrics,
fillAdjustor: _opts.fillAdjustor,
};
if (nativeOrders.length === 0) {
@@ -630,9 +605,15 @@ 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 +637,17 @@ 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 +708,28 @@ 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 +787,8 @@ 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 +797,27 @@ 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,
);
}
}
}
@@ -827,84 +861,10 @@ export class MarketOperationUtils {
}
private async _refreshPoolCacheIfRequiredAsync(takerToken: string, makerToken: string): Promise<void> {
void Promise.all(
Object.values(this._sampler.poolsCaches).map(async cache => {
if (!cache || cache.isFresh(takerToken, makerToken)) {
return Promise.resolve([]);
}
return cache.getFreshPoolsForPairAsync(takerToken, makerToken);
}),
);
_.values(this._sampler.poolsCaches)
.filter(cache => cache !== undefined && !cache.isFresh(takerToken, makerToken))
.forEach(cache => cache?.getFreshPoolsForPairAsync(takerToken, makerToken));
}
/*
* 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

View File

@@ -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],
},

View File

@@ -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';
@@ -7,16 +8,15 @@ import { MAX_UINT256, ZERO_AMOUNT } from './constants';
import {
AaveV2FillData,
AggregationError,
BalancerFillData,
BalancerV2BatchSwapFillData,
BalancerV2FillData,
BancorFillData,
CollapsedFill,
CompoundFillData,
CurveFillData,
DexSample,
DODOFillData,
ERC20BridgeSource,
Fill,
FillData,
FinalUniswapV3FillData,
GeistFillData,
@@ -28,7 +28,7 @@ import {
MakerPsmFillData,
MooniswapFillData,
MultiHopFillData,
NativeCollapsedFill,
NativeFillData,
NativeLimitOrderFillData,
NativeRfqOrderFillData,
OptimizedMarketBridgeOrder,
@@ -37,9 +37,12 @@ import {
OrderDomain,
PlatypusFillData,
ShellFillData,
SynthetixFillData,
UniswapV2FillData,
UniswapV3FillData,
UniswapV3PathAmount,
VelodromeFillData,
WOOFiFillData,
} 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),
@@ -93,8 +100,6 @@ export function getErc20BridgeSourceToBridgeSource(source: ERC20BridgeSource): s
return encodeBridgeSourceId(BridgeProtocol.Bancor, 'Bancor');
case ERC20BridgeSource.Curve:
return encodeBridgeSourceId(BridgeProtocol.Curve, 'Curve');
case ERC20BridgeSource.Cream:
return encodeBridgeSourceId(BridgeProtocol.Balancer, 'Cream');
case ERC20BridgeSource.CryptoCom:
return encodeBridgeSourceId(BridgeProtocol.CryptoCom, 'CryptoCom');
case ERC20BridgeSource.Dodo:
@@ -134,44 +139,32 @@ 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 +195,24 @@ 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');
case ERC20BridgeSource.WOOFi:
return encodeBridgeSourceId(BridgeProtocol.WOOFi, 'WOOFi');
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:
@@ -249,10 +255,6 @@ export function createBridgeDataForBridgeOrder(order: OptimizedMarketBridgeOrder
]);
break;
case ERC20BridgeSource.Balancer:
case ERC20BridgeSource.Cream:
const balancerFillData = (order as OptimizedMarketBridgeOrder<BalancerFillData>).fillData;
bridgeData = encoder.encode([balancerFillData.poolAddress]);
break;
case ERC20BridgeSource.BalancerV2:
{
const balancerV2FillData = (order as OptimizedMarketBridgeOrder<BalancerV2BatchSwapFillData>).fillData;
@@ -279,16 +281,11 @@ 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 +293,10 @@ 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 +351,7 @@ 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 +382,32 @@ 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;
case ERC20BridgeSource.WOOFi:
const woofiFillData = (order as OptimizedMarketBridgeOrder<WOOFiFillData>).fillData;
bridgeData = encoder.encode([woofiFillData.poolAddress]);
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,
@@ -527,23 +487,17 @@ 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,
[ERC20BridgeSource.Mooniswap]: poolEncoder,
[ERC20BridgeSource.MStable]: poolEncoder,
[ERC20BridgeSource.Balancer]: poolEncoder,
[ERC20BridgeSource.Cream]: poolEncoder,
[ERC20BridgeSource.Uniswap]: poolEncoder,
// Custom integrations
[ERC20BridgeSource.MakerPsm]: makerPsmEncoder,
@@ -568,13 +522,16 @@ 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)'),
[ERC20BridgeSource.WOOFi]: AbiEncoder.create('(address)'),
};
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];
}

View File

@@ -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[];
}

View File

@@ -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
// tslint:disable: prefer-for-of 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()]));
}

View File

@@ -1,14 +1,19 @@
import { ChainId } from '@0x/contract-addresses';
import { getPoolsWithTokens, parsePoolData } from 'balancer-labs-sor-v1';
import { Pool } from 'balancer-labs-sor-v1/dist/types';
import { gql, request } from 'graphql-request';
import { BALANCER_MAX_POOLS_FETCHED, BALANCER_SUBGRAPH_URL, BALANCER_TOP_POOLS_FETCHED } from '../constants';
import { DEFAULT_WARNING_LOGGER } from '../../../constants';
import { LogFunction } from '../../../types';
import { BALANCER_MAX_POOLS_FETCHED, BALANCER_TOP_POOLS_FETCHED } from '../constants';
import { CacheValue, PoolsCache } from './pools_cache';
import { NoOpPoolsCache } from './no_op_pools_cache';
import { AbstractPoolsCache, CacheValue, PoolsCache } from './pools_cache';
// tslint:disable:custom-no-magic-numbers
const ONE_DAY_MS = 24 * 60 * 60 * 1000;
// tslint:enable:custom-no-magic-numbers
// tslint:disable: member-ordering
const BALANCER_SUBGRAPH_URL = 'https://api.thegraph.com/subgraphs/name/balancer-labs/balancer';
interface BalancerPoolResponse {
id: string;
@@ -18,12 +23,21 @@ interface BalancerPoolResponse {
totalWeight: string;
}
export class BalancerPoolsCache extends PoolsCache {
constructor(
export class BalancerPoolsCache extends AbstractPoolsCache {
public static create(chainId: ChainId): PoolsCache {
if (chainId !== ChainId.Mainnet) {
return new NoOpPoolsCache();
}
return new BalancerPoolsCache();
}
private constructor(
private readonly _subgraphUrl: string = BALANCER_SUBGRAPH_URL,
cache: { [key: string]: CacheValue } = {},
cache: Map<string, CacheValue> = new Map(),
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 +63,14 @@ 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) {

View File

@@ -6,16 +6,18 @@ 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';
import { NoOpPoolsCache } from './no_op_pools_cache';
import { AbstractPoolsCache, CacheValue, PoolsCache } from './pools_cache';
// tslint:disable: member-ordering
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;
interface BalancerPoolResponse {
@@ -28,7 +30,16 @@ interface BalancerPoolResponse {
amp: string | null;
}
export class BalancerV2PoolsCache extends PoolsCache {
export class BalancerV2PoolsCache extends AbstractPoolsCache {
public static createBeethovenXPoolCache(chainId: ChainId): PoolsCache {
const subgraphUrl = BEETHOVEN_X_SUBGRAPH_URL_BY_CHAIN.get(chainId);
if (subgraphUrl === undefined) {
return new NoOpPoolsCache();
}
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);
@@ -49,13 +60,12 @@ export class BalancerV2PoolsCache extends PoolsCache {
};
}
constructor(
chainId: ChainId,
private readonly subgraphUrl: string = BALANCER_V2_SUBGRAPH_URL_BY_CHAIN[chainId]!,
private constructor(
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,
cache: { [key: string]: CacheValue } = {},
cache: Map<string, CacheValue> = new Map(),
) {
super(cache);
void this._loadTopPoolsAsync();
@@ -63,19 +73,6 @@ 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 +111,14 @@ 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) {

View File

@@ -20,7 +20,6 @@ import { BalancerSwapInfo, BalancerSwaps } from '../types';
import { CacheValue, EMPTY_BALANCER_SWAPS, SwapInfoCache } from './pair_swaps_cache';
import { SubgraphPoolDataService } from './sgPoolDataService';
// tslint:disable-next-line:custom-no-magic-numbers
const ONE_DAY_MS = 24 * 60 * 60 * ONE_SECOND_MS;
export interface BalancerPoolResponse {

View File

@@ -1,28 +0,0 @@
import { Pool } from 'balancer-labs-sor-v1/dist/types';
import { getPoolsWithTokens, parsePoolData } from 'cream-sor';
import { BALANCER_MAX_POOLS_FETCHED } from '../constants';
import { CacheValue, PoolsCache } from './pools_cache';
export class CreamPoolsCache extends PoolsCache {
constructor(
_cache: { [key: string]: CacheValue } = {},
private readonly maxPoolsFetched: number = BALANCER_MAX_POOLS_FETCHED,
) {
super(_cache);
}
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.slice(0, this.maxPoolsFetched);
} catch (err) {
return [];
}
}
}

View File

@@ -1,4 +1,3 @@
export { BalancerPoolsCache } from './balancer_utils';
export { BalancerV2PoolsCache } from './balancer_v2_utils';
export { CreamPoolsCache } from './cream_utils';
export { PoolsCache } from './pools_cache';
export { BalancerPoolsCache } from './balancer_pools_cache';
export { BalancerV2PoolsCache } from './balancer_v2_pools_cache';
export { AbstractPoolsCache, PoolsCache } from './pools_cache';

View File

@@ -0,0 +1,21 @@
import { Pool, PoolsCache } from './pools_cache';
// tslint:disable:prefer-function-over-method
export class NoOpPoolsCache implements PoolsCache {
public async getFreshPoolsForPairAsync(
_takerToken: string,
_makerToken: string,
_timeoutMs?: number | undefined,
): Promise<Pool[]> {
return [];
}
public getPoolAddressesForPair(_takerToken: string, _makerToken: string): string[] {
return [];
}
public isFresh(_takerToken: string, _makerToken: string): boolean {
return true;
}
}

View File

@@ -1,18 +1,15 @@
import { BalancerSwaps } from '../types';
import { ONE_HOUR_IN_SECONDS, ONE_SECOND_MS } from '../constants';
import { BalancerSwaps } from '../types';
export interface CacheValue {
expiresAt: number;
balancerSwaps: BalancerSwaps;
}
// tslint:disable:custom-no-magic-numbers
// Cache results for 30mins
const DEFAULT_CACHE_TIME_MS = (ONE_HOUR_IN_SECONDS / 2) * ONE_SECOND_MS;
const DEFAULT_TIMEOUT_MS = ONE_SECOND_MS;
export const EMPTY_BALANCER_SWAPS = { swapInfoExactIn: [], swapInfoExactOut: [] };
// tslint:enable:custom-no-magic-numbers
/**
* Caches SwapInfo for a pair of tokens.

View File

@@ -7,18 +7,30 @@ export interface CacheValue {
pools: Pool[];
}
// tslint:disable:custom-no-magic-numbers
// Cache results for 30mins
const DEFAULT_CACHE_TIME_MS = (ONE_HOUR_IN_SECONDS / 2) * ONE_SECOND_MS;
const DEFAULT_TIMEOUT_MS = 1000;
// tslint:enable:custom-no-magic-numbers
const DEFAULT_TIMEOUT_MS = 3000;
export abstract class PoolsCache {
protected static _isExpired(value: CacheValue): boolean {
export interface PoolsCache {
getFreshPoolsForPairAsync(takerToken: string, makerToken: string, timeoutMs?: number): Promise<Pool[]>;
getPoolAddressesForPair(takerToken: string, makerToken: string): string[];
isFresh(takerToken: string, makerToken: string): boolean;
}
export abstract class AbstractPoolsCache implements PoolsCache {
protected static _getKey(takerToken: string, makerToken: string): string {
return `${takerToken}-${makerToken}`;
}
protected static _isExpired(value: CacheValue | undefined): boolean {
if (value === undefined) {
return true;
}
return Date.now() >= value.expiresAt;
}
constructor(
protected readonly _cache: { [key: string]: CacheValue },
protected readonly _cache: Map<string, CacheValue>,
protected readonly _cacheTimeMs: number = DEFAULT_CACHE_TIME_MS,
) {}
@@ -31,47 +43,42 @@ export abstract class PoolsCache {
return Promise.race([this._getAndSaveFreshPoolsForPairAsync(takerToken, makerToken), timeout]);
}
public getCachedPoolAddressesForPair(
takerToken: string,
makerToken: string,
ignoreExpired: boolean = true,
): string[] | undefined {
const key = JSON.stringify([takerToken, makerToken]);
const value = this._cache[key];
if (ignoreExpired) {
return value === undefined ? [] : value.pools.map(pool => pool.id);
}
if (!value) {
return undefined;
}
if (PoolsCache._isExpired(value)) {
return undefined;
}
return (value || []).pools.map(pool => pool.id);
/**
* Returns pool addresses (can be stale) for a pair.
*
* An empty array will be returned if cache does not exist.
*/
public getPoolAddressesForPair(takerToken: string, makerToken: string): string[] {
const value = this._getValue(takerToken, makerToken);
return value === undefined ? [] : value.pools.map(pool => pool.id);
}
public isFresh(takerToken: string, makerToken: string): boolean {
const cached = this.getCachedPoolAddressesForPair(takerToken, makerToken, false);
return cached !== undefined;
const value = this._getValue(takerToken, makerToken);
return !AbstractPoolsCache._isExpired(value);
}
protected _getValue(takerToken: string, makerToken: string): CacheValue | undefined {
const key = AbstractPoolsCache._getKey(takerToken, makerToken);
return this._cache.get(key);
}
protected async _getAndSaveFreshPoolsForPairAsync(takerToken: string, makerToken: string): Promise<Pool[]> {
const key = JSON.stringify([takerToken, makerToken]);
const value = this._cache[key];
if (value === undefined || value.expiresAt >= Date.now()) {
const pools = await this._fetchPoolsForPairAsync(takerToken, makerToken);
const expiresAt = Date.now() + this._cacheTimeMs;
this._cachePoolsForPair(takerToken, makerToken, pools, expiresAt);
const key = AbstractPoolsCache._getKey(takerToken, makerToken);
const value = this._cache.get(key);
if (!AbstractPoolsCache._isExpired(value)) {
return value!.pools;
}
return this._cache[key].pools;
const pools = await this._fetchPoolsForPairAsync(takerToken, makerToken);
const expiresAt = Date.now() + this._cacheTimeMs;
this._cachePoolsForPair(takerToken, makerToken, pools, expiresAt);
return pools;
}
protected _cachePoolsForPair(takerToken: string, makerToken: string, pools: Pool[], expiresAt: number): void {
const key = JSON.stringify([takerToken, makerToken]);
this._cache[key] = {
pools,
expiresAt,
};
const key = AbstractPoolsCache._getKey(takerToken, makerToken);
this._cache.set(key, { pools, expiresAt });
}
protected abstract _fetchPoolsForPairAsync(takerToken: string, makerToken: string): Promise<Pool[]>;

View File

@@ -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)) {

View File

@@ -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`.

View File

@@ -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';
@@ -24,8 +26,9 @@ import {
AAVE_V2_SUBGRAPH_URL_BY_CHAIN_ID,
AVALANCHE_TOKENS,
BALANCER_V2_VAULT_ADDRESS_BY_CHAIN,
BANCORV3_NETWORK_BY_CHAIN_ID,
BANCORV3_NETWORK_INFO_BY_CHAIN_ID,
BANCOR_REGISTRY_BY_CHAIN_ID,
BEETHOVEN_X_SUBGRAPH_URL_BY_CHAIN,
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,
@@ -43,15 +47,19 @@ 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,
WOOFI_POOL_BY_CHAIN_ID,
WOOFI_SUPPORTED_TOKENS,
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 { BalancerV2SwapInfoCache } from './pools_cache/balancer_v2_utils_new';
import { BalancerPoolsCache, BalancerV2PoolsCache, PoolsCache } from './pools_cache';
import { BalancerV2SwapInfoCache } from './pools_cache/balancer_v2_swap_info_cache';
import { SamplerContractOperation } from './sampler_contract_operation';
import { SamplerNoOperation } from './sampler_no_operation';
import { SourceFilters } from './source_filters';
@@ -71,6 +79,7 @@ import {
DexSample,
DODOFillData,
ERC20BridgeSource,
FeeSchedule,
GeistFillData,
GeistInfo,
GenericRouterFillData,
@@ -88,10 +97,11 @@ import {
PsmInfo,
ShellFillData,
SourceQuoteOperation,
SourcesWithPoolsCache,
TokenAdjacencyGraph,
SynthetixFillData,
UniswapV2FillData,
UniswapV3FillData,
VelodromeFillData,
WOOFiFillData,
} from './types';
/**
@@ -106,9 +116,11 @@ 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]: PoolsCache;
[ERC20BridgeSource.BalancerV2]: BalancerV2SwapInfoCache | undefined;
};
[ERC20BridgeSource.Beethovenx]: PoolsCache;
}
// tslint:disable:no-inferred-empty-object-type no-unbound-method
@@ -134,7 +146,7 @@ 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,
) {
@@ -145,12 +157,8 @@ export class SamplerOperations {
this.poolsCaches = poolsCaches
? poolsCaches
: {
[ERC20BridgeSource.Beethovenx]: new BalancerV2PoolsCache(
chainId,
BEETHOVEN_X_SUBGRAPH_URL_BY_CHAIN[chainId],
),
[ERC20BridgeSource.Balancer]: new BalancerPoolsCache(),
[ERC20BridgeSource.Cream]: new CreamPoolsCache(),
[ERC20BridgeSource.Beethovenx]: BalancerV2PoolsCache.createBeethovenXPoolCache(chainId),
[ERC20BridgeSource.Balancer]: BalancerPoolsCache.create(chainId),
[ERC20BridgeSource.BalancerV2]:
BALANCER_V2_VAULT_ADDRESS_BY_CHAIN[chainId] === NULL_ADDRESS
? undefined
@@ -470,62 +478,6 @@ 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 +661,36 @@ 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 +812,7 @@ 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 +867,7 @@ 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 +1088,10 @@ 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 +1108,10 @@ 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 +1250,7 @@ export class SamplerOperations {
params: [pool[0], tokenAddressPath, takerFillAmounts],
});
}
public getPlatypusBuyQuotes(
router: string,
pool: string[],
@@ -1279,33 +1266,194 @@ 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;
},
});
}
public getWOOFiSellQuotes(
poolAddress: string,
takerToken: string,
makerToken: string,
makerFillAmounts: BigNumber[],
): SourceQuoteOperation<WOOFiFillData> {
const chainId = this.chainId;
return new SamplerContractOperation({
fillData: { poolAddress, takerToken, makerToken, chainId },
source: ERC20BridgeSource.WOOFi,
contract: this._samplerContract,
function: this._samplerContract.sampleSellsFromWooPP,
params: [poolAddress, takerToken, makerToken, makerFillAmounts],
});
}
public getWOOFiBuyQuotes(
poolAddress: string,
takerToken: string,
makerToken: string,
makerFillAmounts: BigNumber[],
): SourceQuoteOperation<WOOFiFillData> {
const chainId = this.chainId;
return new SamplerContractOperation({
fillData: { poolAddress, takerToken, makerToken, chainId },
source: ERC20BridgeSource.WOOFi,
contract: this._samplerContract,
function: this._samplerContract.sampleBuysFromWooPP,
params: [poolAddress, takerToken, makerToken, makerFillAmounts],
});
}
/**
* 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 +1514,7 @@ 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 +1541,11 @@ 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 +1554,9 @@ 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 +1592,6 @@ 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 =>
@@ -1487,20 +1624,17 @@ export class SamplerOperations {
),
];
case ERC20BridgeSource.Balancer:
return (
this.poolsCaches[ERC20BridgeSource.Balancer].getCachedPoolAddressesForPair(
takerToken,
makerToken,
) || []
).map(balancerPool =>
this.getBalancerSellQuotes(
balancerPool,
makerToken,
takerToken,
takerFillAmounts,
ERC20BridgeSource.Balancer,
),
);
return this.poolsCaches[ERC20BridgeSource.Balancer]
.getPoolAddressesForPair(takerToken, makerToken)
.map(balancerPool =>
this.getBalancerSellQuotes(
balancerPool,
makerToken,
takerToken,
takerFillAmounts,
ERC20BridgeSource.Balancer,
),
);
case ERC20BridgeSource.BalancerV2: {
const cache = this.poolsCaches[source];
if (!cache) {
@@ -1518,16 +1652,15 @@ export class SamplerOperations {
);
}
case ERC20BridgeSource.Beethovenx: {
const poolIds =
this.poolsCaches[source].getCachedPoolAddressesForPair(takerToken, makerToken) || [];
const cache = this.poolsCaches[source];
const poolAddresses = cache.getPoolAddressesForPair(takerToken, makerToken);
const vault = BEETHOVEN_X_VAULT_ADDRESS_BY_CHAIN[this.chainId];
if (vault === NULL_ADDRESS) {
return [];
}
return poolIds.map(poolId =>
return poolAddresses.map(poolAddress =>
this.getBalancerV2SellQuotes(
{ poolId, vault },
{ poolId: poolAddress, vault },
makerToken,
takerToken,
takerFillAmounts,
@@ -1535,21 +1668,6 @@ export class SamplerOperations {
),
);
}
case ERC20BridgeSource.Cream:
return (
this.poolsCaches[ERC20BridgeSource.Cream].getCachedPoolAddressesForPair(
takerToken,
makerToken,
) || []
).map(creamPool =>
this.getBalancerSellQuotes(
creamPool,
makerToken,
takerToken,
takerFillAmounts,
ERC20BridgeSource.Cream,
),
);
case ERC20BridgeSource.Dodo:
if (!isValidAddress(DODOV1_CONFIG_BY_CHAIN_ID[this.chainId].registry)) {
return [];
@@ -1603,16 +1721,10 @@ 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 +1767,8 @@ 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 +1789,48 @@ 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,
);
}
case ERC20BridgeSource.WOOFi: {
if (!(WOOFI_SUPPORTED_TOKENS.has(takerToken) && WOOFI_SUPPORTED_TOKENS.has(makerToken))) {
return [];
}
return this.getWOOFiSellQuotes(
WOOFI_POOL_BY_CHAIN_ID[this.chainId],
takerToken,
makerToken,
takerFillAmounts,
);
}
default:
throw new Error(`Unsupported sell sample source: ${source}`);
}
@@ -1685,6 +1839,24 @@ 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 +1865,7 @@ 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 +1886,11 @@ 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 +1899,9 @@ 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 +1937,6 @@ 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 =>
@@ -1808,20 +1969,17 @@ export class SamplerOperations {
),
];
case ERC20BridgeSource.Balancer:
return (
this.poolsCaches[ERC20BridgeSource.Balancer].getCachedPoolAddressesForPair(
takerToken,
makerToken,
) || []
).map(poolAddress =>
this.getBalancerBuyQuotes(
poolAddress,
makerToken,
takerToken,
makerFillAmounts,
ERC20BridgeSource.Balancer,
),
);
return this.poolsCaches[ERC20BridgeSource.Balancer]
.getPoolAddressesForPair(takerToken, makerToken)
.map(poolAddress =>
this.getBalancerBuyQuotes(
poolAddress,
makerToken,
takerToken,
makerFillAmounts,
ERC20BridgeSource.Balancer,
),
);
case ERC20BridgeSource.BalancerV2: {
const cache = this.poolsCaches[source];
if (!cache) {
@@ -1845,9 +2003,8 @@ export class SamplerOperations {
);
}
case ERC20BridgeSource.Beethovenx: {
const poolIds =
this.poolsCaches[source].getCachedPoolAddressesForPair(takerToken, makerToken) || [];
const cache = this.poolsCaches[source];
const poolIds = cache.getPoolAddressesForPair(takerToken, makerToken) || [];
const vault = BEETHOVEN_X_VAULT_ADDRESS_BY_CHAIN[this.chainId];
if (vault === NULL_ADDRESS) {
return [];
@@ -1862,21 +2019,6 @@ export class SamplerOperations {
),
);
}
case ERC20BridgeSource.Cream:
return (
this.poolsCaches[ERC20BridgeSource.Cream].getCachedPoolAddressesForPair(
takerToken,
makerToken,
) || []
).map(poolAddress =>
this.getBalancerBuyQuotes(
poolAddress,
makerToken,
takerToken,
makerFillAmounts,
ERC20BridgeSource.Cream,
),
);
case ERC20BridgeSource.Dodo:
if (!isValidAddress(DODOV1_CONFIG_BY_CHAIN_ID[this.chainId].registry)) {
return [];
@@ -1924,17 +2066,10 @@ 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 +2106,8 @@ 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 +2128,48 @@ 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,
);
}
case ERC20BridgeSource.WOOFi: {
if (!(WOOFI_SUPPORTED_TOKENS.has(takerToken) && WOOFI_SUPPORTED_TOKENS.has(makerToken))) {
return [];
}
return this.getWOOFiBuyQuotes(
WOOFI_POOL_BY_CHAIN_ID[this.chainId],
takerToken,
makerToken,
makerFillAmounts,
);
}
default:
throw new Error(`Unsupported buy sample source: ${source}`);
}

View File

@@ -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';
@@ -43,7 +45,6 @@ export enum ERC20BridgeSource {
MultiBridge = 'MultiBridge',
Balancer = 'Balancer',
BalancerV2 = 'Balancer_V2',
Cream = 'CREAM',
Bancor = 'Bancor',
MakerPsm = 'MakerPsm',
MStable = 'mStable',
@@ -55,7 +56,6 @@ export enum ERC20BridgeSource {
DodoV2 = 'DODO_V2',
CryptoCom = 'CryptoCom',
KyberDmm = 'KyberDMM',
Smoothy = 'Smoothy',
Component = 'Component',
Saddle = 'Saddle',
XSigma = 'xSigma',
@@ -66,28 +66,29 @@ export enum ERC20BridgeSource {
AaveV2 = 'Aave_V2',
Compound = 'Compound',
Synapse = 'Synapse',
BancorV3 = 'BancorV3',
Synthetix = 'Synthetix',
WOOFi = 'WOOFi',
// 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 +372,28 @@ export interface PlatypusFillData extends FillData {
pool: string[];
tokenAddressPath: string[];
}
export interface WOOFiFillData extends FillData {
poolAddress: string;
takerToken: string;
makerToken: string;
// Only needed for gas estimation
chainId: ChainId;
}
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 +413,12 @@ 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 +427,21 @@ 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 +458,12 @@ 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 +527,7 @@ 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 +562,11 @@ 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 +612,7 @@ 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;
@@ -626,15 +625,6 @@ export interface OptimizerResultWithReport extends OptimizerResult {
priceComparisonsReport?: PriceComparisonsReport;
}
export type MarketDepthSide = Array<Array<DexSample<FillData>>>;
export interface MarketDepth {
bids: MarketDepthSide;
asks: MarketDepthSide;
makerTokenDecimals: number;
takerTokenDecimals: number;
}
export interface MarketSideLiquidity {
side: MarketOperation;
inputAmount: BigNumber;
@@ -657,11 +647,6 @@ 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 +666,13 @@ 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[];
}

View File

@@ -6,28 +6,36 @@ import { SwapQuoterError } from '../types';
const MAX_ERROR_COUNT = 5;
interface GasOracleResponse {
result: {
// gas price in wei
fast: number;
};
}
export class ProtocolFeeUtils {
private static _instance: ProtocolFeeUtils;
private readonly _ethGasStationUrl!: string;
private readonly _zeroExGasApiUrl: string;
private readonly _gasPriceHeart: any;
private _gasPriceEstimation: BigNumber = constants.ZERO_AMOUNT;
private _errorCount: number = 0;
public static getInstance(
gasPricePollingIntervalInMs: number,
ethGasStationUrl: string = constants.ETH_GAS_STATION_API_URL,
zeroExGasApiUrl: string = constants.ZERO_EX_GAS_API_URL,
initialGasPrice: BigNumber = constants.ZERO_AMOUNT,
): ProtocolFeeUtils {
if (!ProtocolFeeUtils._instance) {
ProtocolFeeUtils._instance = new ProtocolFeeUtils(
gasPricePollingIntervalInMs,
ethGasStationUrl,
zeroExGasApiUrl,
initialGasPrice,
);
}
return ProtocolFeeUtils._instance;
}
/** @returns gas price (in wei) */
public async getGasPriceEstimationOrThrowAsync(shouldHardRefresh?: boolean): Promise<BigNumber> {
if (this._gasPriceEstimation.eq(constants.ZERO_AMOUNT)) {
return this._getGasPriceFromGasStationOrThrowAsync();
@@ -48,27 +56,21 @@ export class ProtocolFeeUtils {
private constructor(
gasPricePollingIntervalInMs: number,
ethGasStationUrl: string = constants.ETH_GAS_STATION_API_URL,
zeroExGasApiUrl: string = constants.ZERO_EX_GAS_API_URL,
initialGasPrice: BigNumber = constants.ZERO_AMOUNT,
) {
this._gasPriceHeart = heartbeats.createHeart(gasPricePollingIntervalInMs);
this._gasPriceEstimation = initialGasPrice;
this._ethGasStationUrl = ethGasStationUrl;
this._zeroExGasApiUrl = zeroExGasApiUrl;
this._initializeHeartBeat();
}
// tslint:disable-next-line: prefer-function-over-method
private async _getGasPriceFromGasStationOrThrowAsync(): Promise<BigNumber> {
try {
const res = await fetch(this._ethGasStationUrl);
const gasInfo = await res.json();
// Eth Gas Station result is gwei * 10
// tslint:disable-next-line:custom-no-magic-numbers
const BASE_TEN = 10;
const gasPriceGwei = new BigNumber(gasInfo.fast / BASE_TEN);
// tslint:disable-next-line:custom-no-magic-numbers
const unit = new BigNumber(BASE_TEN).pow(9);
const gasPriceWei = unit.times(gasPriceGwei);
const res = await fetch(this._zeroExGasApiUrl);
const gasInfo: GasOracleResponse = await res.json();
const gasPriceWei = new BigNumber(gasInfo.result.fast);
// Reset the error count to 0 once we have a successful response
this._errorCount = 0;
return gasPriceWei;

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