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38 Commits

Author SHA1 Message Date
Jacob Evans
5f079cf2d7 Use nightly foundry docker image 2022-11-25 10:28:49 +10:00
elenadimitrova
6290fa80bc To drop 2022-11-24 12:06:37 +02:00
elenadimitrova
4d8576e936 Fix rpc endpoints config in foundry 2022-11-24 11:06:58 +02:00
elenadimitrova
0356bbc405 Try using forge with working-directory flag in CI 2022-11-23 15:10:06 +02:00
elenadimitrova
70d6dd21c0 Use forge native commands to
install deps and test and add the --root option
2022-11-23 12:48:13 +02:00
elenadimitrova
38718c8abf Remove obsoleted import 2022-11-23 12:06:28 +02:00
elenadimitrova
9790abe262 Fix prettier issues 2022-11-23 12:06:28 +02:00
dextracker
f05b6a7434 remove foundryup 2022-11-23 11:56:51 +02:00
dextracker
c88a9dcb04 I HATE THIS 2022-11-23 11:56:51 +02:00
dextracker
c13935671b try to get foundry to have the right directory structure by updating it 2022-11-23 11:56:51 +02:00
dextracker
4ddc2486b2 use deal() instead of vm.deal() 2022-11-23 11:56:51 +02:00
dextracker
cb27550fa8 fix tip() deprecation and use deal() 2022-11-23 11:56:51 +02:00
dextracker
8f2a2a6ed0 update foundry before tests 2022-11-23 11:56:51 +02:00
dextracker
0da226872d get to the right directory 2022-11-23 11:56:51 +02:00
dextracker
4e796f2dcd remove yarn from CI step 2022-11-23 11:56:51 +02:00
dextracker
ab8b7adb2d change CI steps 2022-11-23 11:56:51 +02:00
dextracker
f0e5f33f87 one more try 🤞 2022-11-23 11:56:51 +02:00
dextracker
8c6427061c move /samplers to the tests subdirectory, modify remappings to reflext change 2022-11-23 11:56:51 +02:00
dextracker
ecf6905b46 change naming in prettierignore 2022-11-23 11:56:51 +02:00
dextracker
92f7954e7a ignore foundry artifacts in prettier 2022-11-23 11:56:51 +02:00
dextracker
bc50cae677 setup rpc's 2022-11-23 11:56:51 +02:00
dextracker
30dccb9626 remove verbosity from CI command as its now defined in foundry.toml 2022-11-23 11:56:51 +02:00
dextracker
37baf27603 refactor rpc's out of foundry.toml and into .env for CI compatibility 2022-11-23 11:56:51 +02:00
dextracker
85473ea08b remove old traces 2022-11-23 11:56:51 +02:00
dextracker
60f78c8494 add extra 'v' for debugging verbosity in circleci config 2022-11-23 11:56:51 +02:00
dextracker
02fe9eddbd add extra 'v' for debugging verbosity 2022-11-23 11:56:51 +02:00
dextracker
28ff706d6d prettier and lint 2022-11-23 11:56:51 +02:00
dextracker
ba16545f87 resolve file imports, add samplers, arbitrumBridgeAdatper, and new FQT version 2022-11-23 11:56:51 +02:00
Noah Khamliche
c56676d44f added working otc fill through transformERC20 in FQT 2022-11-23 11:56:51 +02:00
Noah Khamliche
a9384dfb2c clean up tests 2022-11-23 11:56:51 +02:00
Noah Khamliche
c1f071cffc remove unused reference 2022-11-23 11:56:50 +02:00
Noah Khamliche
bf3e9991d1 working bridge Fills through weth transformer 2022-11-23 11:56:50 +02:00
dextracker
cea47f5719 remove commit with bad prettier changes 2022-11-23 11:56:50 +02:00
Jacob Evans
d9f86fbe4a feat: Foundry, added some more deployments (#558)
* Added some more deployments

* Rename WETH9 to WETH9V06

* Set to 0.6.x

* fix typo
2022-11-23 11:56:50 +02:00
Noah Khamliche
25205007ff revert wrong CI commands 2022-11-23 11:56:50 +02:00
Noah Khamliche
bccf61470e add verbosity for failing tests in CI 2022-11-23 11:56:50 +02:00
Noah Khamliche
65b32a35f2 added foundry tests into CircleCI flow 2022-11-23 11:56:50 +02:00
Noah Khamliche
98c2fdae98 added initial foundry transformERC20 tests 2022-11-23 11:56:50 +02:00
68 changed files with 6767 additions and 28 deletions

View File

@@ -159,7 +159,8 @@ jobs:
test-foundry:
resource_class: xlarge
docker:
- image: ghcr.io/foundry-rs/foundry:latest
# Using nightly as foundry:latest is ~2 months old
- image: ghcr.io/foundry-rs/foundry:nightly
steps:
- checkout
- run: |
@@ -173,11 +174,12 @@ jobs:
- cache-{{ checksum "yarn.lock" }}-<< pipeline.parameters.cache_version >>
- restore_cache:
keys:
- lib-{{ .Environment.CIRCLE_SHA1 }}-<< pipeline.parameters.cache_version >>
- run: git submodule update --init --recursive
- repo-{{ .Environment.CIRCLE_SHA1 }}
- run:
command: forge test
working_directory: ~/project/contracts/zero-ex
command: git submodule update --init --recursive
- run:
command: forge test
working_directory: ~/project/contracts/zero-ex
test-publish:
resource_class: large
environment:

View File

@@ -79,6 +79,9 @@ lib
/contracts/erc20/build/
/contracts/erc721/build/
/contracts/erc1155/build/
/contracts/zero-ex/foundry-artifacts
/contracts/zero-ex/foundry-cache
/contracts/zero-ex/contracts/deps
/contracts/extensions/build/
/contracts/exchange-forwarder/build/
/packages/asset-swapper/

View File

@@ -0,0 +1,755 @@
// Copyright (C) 2015, 2016, 2017 Dapphub
// This program is free software: you can redistribute it and/or modify
// it under the terms of the GNU General Public License as published by
// the Free Software Foundation, either version 3 of the License, or
// (at your option) any later version.
// This program is distributed in the hope that it will be useful,
// but WITHOUT ANY WARRANTY; without even the implied warranty of
// MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
// GNU General Public License for more details.
// You should have received a copy of the GNU General Public License
// along with this program. If not, see <http://www.gnu.org/licenses/>.
// solhint-disable
pragma solidity ^0.6.0;
contract WETH9V06 {
string public name = "Wrapped Ether";
string public symbol = "WETH";
uint8 public decimals = 18;
event Approval(address indexed _owner, address indexed _spender, uint _value);
event Transfer(address indexed _from, address indexed _to, uint _value);
event Deposit(address indexed _owner, uint _value);
event Withdrawal(address indexed _owner, uint _value);
mapping(address => uint) public balanceOf;
mapping(address => mapping(address => uint)) public allowance;
receive() external payable {
deposit();
}
function deposit() public payable {
balanceOf[msg.sender] += msg.value;
emit Deposit(msg.sender, msg.value);
}
function withdraw(uint wad) public {
require(balanceOf[msg.sender] >= wad);
balanceOf[msg.sender] -= wad;
msg.sender.transfer(wad);
emit Withdrawal(msg.sender, wad);
}
function totalSupply() public view returns (uint) {
return address(this).balance;
}
function approve(address guy, uint wad) public returns (bool) {
allowance[msg.sender][guy] = wad;
emit Approval(msg.sender, guy, wad);
return true;
}
function transfer(address dst, uint wad) public returns (bool) {
return transferFrom(msg.sender, dst, wad);
}
function transferFrom(address src, address dst, uint wad) public returns (bool) {
require(balanceOf[src] >= wad);
if (src != msg.sender && allowance[src][msg.sender] != uint(-1)) {
require(allowance[src][msg.sender] >= wad);
allowance[src][msg.sender] -= wad;
}
balanceOf[src] -= wad;
balanceOf[dst] += wad;
emit Transfer(src, dst, wad);
return true;
}
}
/*
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Nothing in this License shall be construed as excluding or limiting
any implied license or other defenses to infringement that may
otherwise be available to you under applicable patent law.
12. No Surrender of Others' Freedom.
If conditions are imposed on you (whether by court order, agreement or
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License would be to refrain entirely from conveying the Program.
13. Use with the GNU Affero General Public License.
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under version 3 of the GNU Affero General Public License into a single
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14. Revised Versions of this License.
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EVEN IF SUCH HOLDER OR OTHER PARTY HAS BEEN ADVISED OF THE POSSIBILITY OF
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above cannot be given local legal effect according to their terms,
reviewing courts shall apply local law that most closely approximates
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Program, unless a warranty or assumption of liability accompanies a
copy of the Program in return for a fee.
END OF TERMS AND CONDITIONS
How to Apply These Terms to Your New Programs
If you develop a new program, and you want it to be of the greatest
possible use to the public, the best way to achieve this is to make it
free software which everyone can redistribute and change under these terms.
To do so, attach the following notices to the program. It is safest
to attach them to the start of each source file to most effectively
state the exclusion of warranty; and each file should have at least
the "copyright" line and a pointer to where the full notice is found.
<one line to give the program's name and a brief idea of what it does.>
Copyright (C) <year> <name of author>
This program is free software: you can redistribute it and/or modify
it under the terms of the GNU General Public License as published by
the Free Software Foundation, either version 3 of the License, or
(at your option) any later version.
This program is distributed in the hope that it will be useful,
but WITHOUT ANY WARRANTY; without even the implied warranty of
MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
GNU General Public License for more details.
You should have received a copy of the GNU General Public License
along with this program. If not, see <http://www.gnu.org/licenses/>.
Also add information on how to contact you by electronic and paper mail.
If the program does terminal interaction, make it output a short
notice like this when it starts in an interactive mode:
<program> Copyright (C) <year> <name of author>
This program comes with ABSOLUTELY NO WARRANTY; for details type `show w'.
This is free software, and you are welcome to redistribute it
under certain conditions; type `show c' for details.
The hypothetical commands `show w' and `show c' should show the appropriate
parts of the General Public License. Of course, your program's commands
might be different; for a GUI interface, you would use an "about box".
You should also get your employer (if you work as a programmer) or school,
if any, to sign a "copyright disclaimer" for the program, if necessary.
For more information on this, and how to apply and follow the GNU GPL, see
<http://www.gnu.org/licenses/>.
The GNU General Public License does not permit incorporating your program
into proprietary programs. If your program is a subroutine library, you
may consider it more useful to permit linking proprietary applications with
the library. If this is what you want to do, use the GNU Lesser General
Public License instead of this License. But first, please read
<http://www.gnu.org/philosophy/why-not-lgpl.html>.
*/

View File

@@ -37,7 +37,7 @@
},
"config": {
"publicInterfaceContracts": "DummyERC20Token,ERC20Token,WETH9,ZRXToken,DummyNoReturnERC20Token,DummyMultipleReturnERC20Token",
"abis": "./test/generated-artifacts/@(DummyERC20Token|DummyMultipleReturnERC20Token|DummyNoReturnERC20Token|ERC20Token|IERC20Token|IERC20TokenV06|IEtherToken|IEtherTokenV06|LibERC20Token|LibERC20TokenV06|MintableERC20Token|TestLibERC20Token|TestLibERC20TokenTarget|UnlimitedAllowanceERC20Token|UntransferrableDummyERC20Token|WETH9|ZRXToken).json",
"abis": "./test/generated-artifacts/@(DummyERC20Token|DummyMultipleReturnERC20Token|DummyNoReturnERC20Token|ERC20Token|IERC20Token|IERC20TokenV06|IEtherToken|IEtherTokenV06|LibERC20Token|LibERC20TokenV06|MintableERC20Token|TestLibERC20Token|TestLibERC20TokenTarget|UnlimitedAllowanceERC20Token|UntransferrableDummyERC20Token|WETH9|WETH9V06|ZRXToken).json",
"abis:comment": "This list is auto-generated by contracts-gen. Don't edit manually."
},
"repository": {

View File

@@ -21,6 +21,7 @@ import * as TestLibERC20TokenTarget from '../test/generated-artifacts/TestLibERC
import * as UnlimitedAllowanceERC20Token from '../test/generated-artifacts/UnlimitedAllowanceERC20Token.json';
import * as UntransferrableDummyERC20Token from '../test/generated-artifacts/UntransferrableDummyERC20Token.json';
import * as WETH9 from '../test/generated-artifacts/WETH9.json';
import * as WETH9V06 from '../test/generated-artifacts/WETH9V06.json';
import * as ZRXToken from '../test/generated-artifacts/ZRXToken.json';
export const artifacts = {
ERC20Token: ERC20Token as ContractArtifact,
@@ -34,6 +35,7 @@ export const artifacts = {
IERC20TokenV06: IERC20TokenV06 as ContractArtifact,
IEtherTokenV06: IEtherTokenV06 as ContractArtifact,
LibERC20TokenV06: LibERC20TokenV06 as ContractArtifact,
WETH9V06: WETH9V06 as ContractArtifact,
DummyERC20Token: DummyERC20Token as ContractArtifact,
DummyMultipleReturnERC20Token: DummyMultipleReturnERC20Token as ContractArtifact,
DummyNoReturnERC20Token: DummyNoReturnERC20Token as ContractArtifact,

View File

@@ -19,4 +19,5 @@ export * from '../test/generated-wrappers/test_lib_erc20_token_target';
export * from '../test/generated-wrappers/unlimited_allowance_erc20_token';
export * from '../test/generated-wrappers/untransferrable_dummy_erc20_token';
export * from '../test/generated-wrappers/weth9';
export * from '../test/generated-wrappers/weth9v06';
export * from '../test/generated-wrappers/zrx_token';

View File

@@ -25,6 +25,7 @@
"test/generated-artifacts/UnlimitedAllowanceERC20Token.json",
"test/generated-artifacts/UntransferrableDummyERC20Token.json",
"test/generated-artifacts/WETH9.json",
"test/generated-artifacts/WETH9V06.json",
"test/generated-artifacts/ZRXToken.json"
],
"exclude": ["./deploy/solc/solc_bin"]

View File

@@ -67,3 +67,22 @@ yarn lint
```bash
yarn test
```
### Run Foundry Tests
you will need to create a .env that the root of `/contracts/zero-ex` containing rpc's for all 7 chains the tests will be run on
```sh
FORGE_ARBITRUM_RPC=https://arb-mainnet........
FORGE_AVALANCHE_RPC=https://avalanche-........
FORGE_BSC_RPC=https://winter-frosty-fi........
FORGE_FANTOM_RPC=https://muddy-rough-m........
FORGE_MAINNET_RPC=https://eth-mainnet.........
FORGE_OPTIMISM_RPC=https://opt-mainnet........
FORGE_POLYGON_RPC=https://polygon-main........
```
```bash
yarn foundry:SU
foundryup
yarn forge
```

View File

@@ -1,20 +1,15 @@
// 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;

View File

@@ -1,20 +1,15 @@
// 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;

View File

@@ -0,0 +1,229 @@
pragma solidity ^0.6;
pragma experimental ABIEncoderV2;
import "./utils/ForkUtils.sol";
import "./utils/TestUtils.sol";
import "src/IZeroEx.sol";
import "@0x/contracts-erc20/contracts/src/v06/IEtherTokenV06.sol";
import "src/features/TransformERC20Feature.sol";
import "src/external/TransformerDeployer.sol";
import "src/transformers/WethTransformer.sol";
import "src/transformers/FillQuoteTransformer.sol";
import "src/transformers/bridges/BridgeProtocols.sol";
import "src/features/OtcOrdersFeature.sol";
import "samplers/UniswapV2Sampler.sol";
contract ETHToERC20TransformTest is Test, ForkUtils, TestUtils {
//use forge-std json library for strings
using stdJson for string;
//utility mapping to get chainId by name
mapping(string => string) public chainsByChainId;
//utility mapping to get indexingChainId by Chain
mapping(string => string) public indexChainsByChain;
string json;
/*//////////////////////////////////////////////////////////////
Rpc Setup
//////////////////////////////////////////////////////////////*/
function setUp() public {
//get out addresses.json file that defines contract addresses for each chain we are currently deployed on
createForks();
for (uint256 i = 0; i < chains.length; i++) {
chainsByChainId[chains[i]] = chainIds[i];
indexChainsByChain[chains[i]] = indexChainIds[i];
}
}
/*//////////////////////////////////////////////////////////////
Dispatch
//////////////////////////////////////////////////////////////*/
function testSwapEthForERC20OnUniswap() public {
log_string("SwapEthForERC20OnUniswap");
/* */
for (uint256 i = 0; i < chains.length; i++) {
//skip fantom/avax failing test
if (i == 3 || i == 4) {
continue;
}
vm.selectFork(forkIds[chains[i]]);
log_named_string(" Selecting Fork On", chains[i]);
labelAddresses(
chains[i],
indexChainsByChain[chains[i]],
getTokens(i),
getContractAddresses(i),
getLiquiditySourceAddresses(i)
);
swapOnUniswap(getTokens(i), getContractAddresses(i), getLiquiditySourceAddresses(i));
}
}
/*//////////////////////////////////////////////////////////////
Settlement
//////////////////////////////////////////////////////////////*/
function swapOnUniswap(
TokenAddresses memory tokens,
Addresses memory addresses,
LiquiditySources memory sources
) public onlyForked {
if (sources.UniswapV2Router != address(0)) {
// Create our list of transformations, let's do WethTransformer and FillQuoteTransformer
ITransformERC20Feature.Transformation[]
memory transformations = new ITransformERC20Feature.Transformation[](2);
/*//////////////////////////////////////////////////////////////
WethTransformer
//////////////////////////////////////////////////////////////*/
// Use our cheeky search helper to find the nonce rather than hardcode it
transformations[0].deploymentNonce = _findTransformerNonce(
address(addresses.wethTransformer),
address(addresses.exchangeProxyTransformerDeployer)
);
emit log_named_uint(" WethTransformer nonce", transformations[0].deploymentNonce);
createNewFQT(
tokens.WrappedNativeToken,
addresses.exchangeProxy,
addresses.exchangeProxyTransformerDeployer
);
// Set the first transformation to transform ETH into WETH
transformations[0].data = abi.encode(LibERC20Transformer.ETH_TOKEN_ADDRESS, 1e18);
/*//////////////////////////////////////////////////////////////
FillQuoteTransformer
//////////////////////////////////////////////////////////////*/
transformations[1].deploymentNonce = _findTransformerNonce(
address(fillQuoteTransformer),
address(addresses.exchangeProxyTransformerDeployer)
);
emit log_named_uint(" FillQuoteTransformer nonce", transformations[1].deploymentNonce);
// Set up the FillQuoteTransformer data
FillQuoteTransformer.TransformData memory fqtData;
fqtData.side = FillQuoteTransformer.Side.Sell;
fqtData.sellToken = IERC20TokenV06(address(tokens.WrappedNativeToken));
fqtData.buyToken = IERC20TokenV06(address(tokens.USDT));
// the FQT has a sequence, e.g first RFQ then Limit then Bridge
// since solidity doesn't support arrays of different types, this is one simple solution
// We use a Bridge order type here as we will fill on UniswapV2
fqtData.fillSequence = new FillQuoteTransformer.OrderType[](1);
fqtData.fillSequence[0] = FillQuoteTransformer.OrderType.Bridge;
// The amount to fill
fqtData.fillAmount = 1e18;
/*//////////////////////////////////////////////////////////////
Sampling
//////////////////////////////////////////////////////////////*/
uint256 amountOut = sampleLiquiditySource(
fqtData.fillAmount,
address(fqtData.sellToken),
address(fqtData.buyToken),
sources.UniswapV2Router
);
/*//////////////////////////////////////////////////////////////
BridgeAdapter
//////////////////////////////////////////////////////////////*/
// Now let's set up a UniswapV2 fill
fqtData.bridgeOrders = new IBridgeAdapter.BridgeOrder[](1);
IBridgeAdapter.BridgeOrder memory order;
// The ID is shifted so we can concat <PROTOCOL><NAME>
// e.g <UniswapV2Protocol><UniswapV2>
// or <UniswapV2Protocol><SushiSwap> for forks
order.source = bytes32(uint256(BridgeProtocols.UNISWAPV2) << 128);
// How much we want to fill on this order, which can be different to the total
// e.g 50/50 split this would be half
order.takerTokenAmount = 1e18;
// Set this low as the price of ETH/USDT can change
order.makerTokenAmount = amountOut;
// The data needed specifically for the source to fill,
// e.g for UniswapV2 it is the router contract and a path. See MixinUniswapV2
address[] memory uniPath = new address[](2);
uniPath[0] = address(tokens.WrappedNativeToken);
uniPath[1] = address(tokens.USDT);
order.bridgeData = abi.encode(address(sources.UniswapV2Router), uniPath);
fqtData.bridgeOrders[0] = order;
// Now encode the FQT data into the transformation
transformations[1].data = abi.encode(fqtData);
vm.deal(address(this), 1e18);
uint256 balanceETHBefore = address(this).balance;
uint256 balanceERC20Before = IERC20TokenV06(tokens.USDT).balanceOf(address(this));
IZeroEx(payable(addresses.exchangeProxy)).transformERC20{value: 1e18}(
// input token
IERC20TokenV06(LibERC20Transformer.ETH_TOKEN_ADDRESS),
// output token
IERC20TokenV06(address(tokens.USDT)),
// input token amount
1e18,
// min output token amount
order.makerTokenAmount,
// list of transform
transformations
);
log_named_uint(" NativeAsset balance before", balanceETHBefore);
log_named_uint(" ERC-20 balance before", balanceERC20Before);
log_named_uint(" NativeAsset balance after", balanceETHBefore - address(this).balance);
log_named_uint(
" ERC-20 balance after",
IERC20TokenV06(tokens.USDT).balanceOf(address(this)) - balanceERC20Before
);
assert(IERC20TokenV06(tokens.USDT).balanceOf(address(this)) > 0);
} else {
log_string(" Liquidity Source Not available on this chain");
}
}
/*//////////////////////////////////////////////////////////////
Sampler Dispatch
//////////////////////////////////////////////////////////////*/
// get a real quote from uniswap
function sampleLiquiditySource(
uint256 amount,
address takerToken,
address makerToken,
address router
) public returns (uint256 makerTokenAmounts) {
UniswapV2Sampler sampler = new UniswapV2Sampler();
vm.label(address(sampler), "UniswapV2Sampler");
address[] memory path = new address[](2);
path[0] = address(takerToken);
path[1] = address(makerToken);
uint256[] memory amounts = new uint256[](1);
amounts[0] = amount;
uint256 out = sampler.sampleSellsFromUniswapV2(router, path, amounts)[0];
log_string(" Sampling Uniswap for tokens");
log_named_address(" ", takerToken);
log_string(" -> ");
log_named_address(" ", makerToken);
return out;
}
/*//////////////////////////////////////////////////////////////
HELPERS
//////////////////////////////////////////////////////////////*/
function createNewFQT(
IEtherTokenV06 wrappedNativeToken,
address payable exchangeProxy,
address transformerDeployer
) public {
vm.startPrank(transformerDeployer);
// deploy a new instance of the bridge adapter from the transformerDeployer
bridgeAdapter = createBridgeAdapter(IEtherTokenV06(wrappedNativeToken));
// deploy a new instance of the fill quote transformer from the transformerDeployer
fillQuoteTransformer = new FillQuoteTransformer(IBridgeAdapter(bridgeAdapter), IZeroEx(exchangeProxy));
vm.label(address(fillQuoteTransformer), "zeroEx/FillQuoteTransformer");
vm.stopPrank();
}
}

View File

@@ -0,0 +1,86 @@
// 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 "./utils/ForkUtils.sol";
import "./utils/TestUtils.sol";
import "./utils/DeployZeroEx.sol";
import "forge-std/Test.sol";
import "src/IZeroEx.sol";
import "@0x/contracts-erc20/contracts/src/v06/IEtherTokenV06.sol";
import "src/features/TransformERC20Feature.sol";
import "src/external/TransformerDeployer.sol";
import "src/transformers/WethTransformer.sol";
import "src/transformers/FillQuoteTransformer.sol";
import "src/transformers/bridges/BridgeProtocols.sol";
import "src/transformers/bridges/EthereumBridgeAdapter.sol";
import "src/IZeroEx.sol";
contract BasicSwapTest is Test, ForkUtils, TestUtils {
DeployZeroEx.ZeroExDeployed zeroExDeployed;
function setUp() public {
zeroExDeployed = new DeployZeroEx().deployZeroEx();
vm.deal(address(this), 1e19);
}
function testTransformERC20() public {
emit log_string("-----Preparing ETH->WETH transformation through TransformERC20()-----");
emit log_string(" --Building Up Transformations--");
ITransformERC20Feature.Transformation[] memory transformations = new ITransformERC20Feature.Transformation[](1);
emit log_named_address(" Finding TransformerDeployer nonce @", address(zeroExDeployed.transformerDeployer));
emit log_named_uint(
" Deployer nonce",
_findTransformerNonce(
address(zeroExDeployed.transformers.wethTransformer),
address(zeroExDeployed.transformerDeployer)
)
);
transformations[0].deploymentNonce = _findTransformerNonce(
address(zeroExDeployed.transformers.wethTransformer),
address(zeroExDeployed.transformerDeployer)
);
transformations[0].data = abi.encode(LibERC20Transformer.ETH_TOKEN_ADDRESS, 1e18);
emit log_string(" ---Calling TransformERC20()---");
uint256 balanceETHBefore = address(this).balance;
uint256 balanceWETHBefore = zeroExDeployed.weth.balanceOf(address(this));
zeroExDeployed.zeroEx.transformERC20{value: 1e18}(
// input token
IERC20TokenV06(LibERC20Transformer.ETH_TOKEN_ADDRESS),
// output token
IERC20TokenV06(address(zeroExDeployed.weth)),
// input token amount
1e18,
// min output token amount
1e18,
// list of transform
transformations
);
assert(zeroExDeployed.weth.balanceOf(address(this)) == 1e18);
emit log_string(" Successful Transformation Complete");
emit log_named_uint(" ETH BALANCE BEFORE:", balanceETHBefore);
emit log_named_uint(" ETH BALANCE AFTER:", address(this).balance);
emit log_named_uint(" WETH BALANCE BEFORE:", balanceWETHBefore);
emit log_named_uint(" WETH BALANCE AFTER:", zeroExDeployed.weth.balanceOf(address(this)));
}
}

View File

@@ -0,0 +1,212 @@
pragma solidity ^0.6;
pragma experimental ABIEncoderV2;
import "./utils/ForkUtils.sol";
import "./utils/TestUtils.sol";
import "src/IZeroEx.sol";
import "@0x/contracts-erc20/contracts/src/v06/IEtherTokenV06.sol";
import "src/features/TransformERC20Feature.sol";
import "src/external/TransformerDeployer.sol";
import "src/transformers/WethTransformer.sol";
import "src/transformers/FillQuoteTransformer.sol";
import "src/transformers/bridges/BridgeProtocols.sol";
import "src/features/OtcOrdersFeature.sol";
import "samplers/UniswapV2Sampler.sol";
contract NativeTokenToERC20WithOtcTest is Test, ForkUtils, TestUtils {
//use forge-std json library for strings
using stdJson for string;
//utility mapping to get chainId by name
mapping(string => string) public chainsByChainId;
//utility mapping to get indexingChainId by Chain
mapping(string => string) public indexChainsByChain;
string json;
/*//////////////////////////////////////////////////////////////
Rpc Setup
//////////////////////////////////////////////////////////////*/
function setUp() public {
//get out addresses.json file that defines contract addresses for each chain we are currently deployed on
createForks();
for (uint256 i = 0; i < chains.length; i++) {
chainsByChainId[chains[i]] = chainIds[i];
indexChainsByChain[chains[i]] = indexChainIds[i];
}
}
/*//////////////////////////////////////////////////////////////
Dispatch
//////////////////////////////////////////////////////////////*/
function testSwapEthForUSDTThroughFqtOtcs() public {
log_string("SwapEthForUSDTThroughFqtOtc");
/* */
for (uint256 i = 0; i < 1; i++) {
//skip fantom/avax failing test
if (i == 3 || i == 4) {
continue;
}
vm.selectFork(forkIds[chains[i]]);
log_named_string(" Selecting Fork On", chains[i]);
vm.deal(address(this), 1e18);
labelAddresses(
chains[i],
indexChainsByChain[chains[i]],
getTokens(i),
getContractAddresses(i),
getLiquiditySourceAddresses(i)
);
swapWithOtcOrder(getTokens(i), getContractAddresses(i), getLiquiditySourceAddresses(i));
}
}
/*//////////////////////////////////////////////////////////////
Settlement
//////////////////////////////////////////////////////////////*/
function swapWithOtcOrder(
TokenAddresses memory tokens,
Addresses memory addresses,
LiquiditySources memory sources
) public onlyForked {
IZERO_EX = IZeroEx(addresses.exchangeProxy);
address USDC = address(tokens.USDC);
// Create our list of transformations, let's do WethTransformer and FillQuoteTransformer
ITransformERC20Feature.Transformation[] memory transformations = new ITransformERC20Feature.Transformation[](2);
/*//////////////////////////////////////////////////////////////
WethTransformer
//////////////////////////////////////////////////////////////*/
// Use our cheeky search helper to find the nonce rather than hardcode it
transformations[0].deploymentNonce = _findTransformerNonce(
address(addresses.wethTransformer),
address(addresses.exchangeProxyTransformerDeployer)
);
emit log_named_uint(" WethTransformer nonce", transformations[0].deploymentNonce);
createNewFQT(tokens.WrappedNativeToken, addresses.exchangeProxy, addresses.exchangeProxyTransformerDeployer);
// Set the first transformation to transform ETH into WETH
transformations[0].data = abi.encode(LibERC20Transformer.ETH_TOKEN_ADDRESS, 1e18);
/*//////////////////////////////////////////////////////////////
FillQuoteTransformer
//////////////////////////////////////////////////////////////*/
transformations[1].deploymentNonce = _findTransformerNonce(
address(fillQuoteTransformer),
address(addresses.exchangeProxyTransformerDeployer)
);
log_named_uint(" FillQuoteTransformer nonce", transformations[1].deploymentNonce);
// Set up the FillQuoteTransformer data
FillQuoteTransformer.TransformData memory fqtData;
fqtData.side = FillQuoteTransformer.Side.Sell;
fqtData.sellToken = IERC20TokenV06(address(tokens.WrappedNativeToken));
fqtData.buyToken = tokens.USDC;
// the FQT has a sequence, e.g first RFQ then Limit then Bridge
// since solidity doesn't support arrays of different types, this is one simple solution
// We use a Bridge order type here as we will fill on UniswapV2
fqtData.fillSequence = new FillQuoteTransformer.OrderType[](1);
fqtData.fillSequence[0] = FillQuoteTransformer.OrderType.Otc;
// The amount to fill
fqtData.fillAmount = 1e18;
/*//////////////////////////////////////////////////////////////
Sampling
//////////////////////////////////////////////////////////////*/
/*//////////////////////////////////////////////////////////////
BridgeAdapter
//////////////////////////////////////////////////////////////*/
// Now let's set up an OTC fill
fqtData.otcOrders = new FillQuoteTransformer.OtcOrderInfo[](1);
LibNativeOrder.OtcOrder memory order;
FillQuoteTransformer.OtcOrderInfo memory orderInfo;
order.makerToken = fqtData.buyToken;
order.takerToken = fqtData.sellToken;
order.makerAmount = 1e18;
order.takerAmount = 1e18;
uint privateKey;
(order.maker, privateKey) = getSigner();
deal(address(order.makerToken), order.maker, 1e20);
vm.prank(order.maker);
IERC20TokenV06(tokens.USDC).approve(address(addresses.exchangeProxy), 1e20);
// vm.startPrank(whale);
// tokens.USDC.approve(address(this), uint(-1));
// //tokens.USDC.transferFrom(address(whale), address(order.maker), balance);
// balance = tokens.USDC.balanceOf(order.maker);
// vm.stopPrank();
//vm.deal(address(order.makerToken), address(order.maker), 1e20);
vm.prank(order.maker);
// tokens.USDC.approve(
// address(IZERO_EX),
// uint256(-1)
// );
order.taker = address(0);
order.txOrigin = address(tx.origin);
order.expiryAndNonce = encodeExpiryAndNonce(order.maker);
orderInfo.order = order;
(uint8 v, bytes32 r, bytes32 s) = vm.sign(privateKey, IZERO_EX.getOtcOrderHash(order));
// How much we want to fill on this order, which can be different to the total
// e.g 50/50 split this would be half
order.takerAmount = 1e18;
// Set this low as the price of ETH/USDC can change
order.makerAmount = 1e18;
orderInfo.signature.signatureType = LibSignature.SignatureType.EIP712;
orderInfo.signature.v = v;
orderInfo.signature.r = r;
orderInfo.signature.s = s;
orderInfo.maxTakerTokenFillAmount = 1e18;
fqtData.otcOrders[0] = orderInfo;
transformations[1].data = abi.encode(fqtData);
log_string(" Successful fill, makerTokens bought");
IZERO_EX.transformERC20{value: 1e18}(
// input token
IERC20TokenV06(LibERC20Transformer.ETH_TOKEN_ADDRESS),
// output token
tokens.USDC,
// input token amount
order.takerAmount,
// min output token amount
order.makerAmount,
// list of transform
transformations
);
assert(tokens.USDC.balanceOf(address(this)) > 0);
}
function encodeExpiryAndNonce(address maker) public returns (uint256) {
uint256 expiry = (block.timestamp + 120) << 192;
uint256 bucket = 0 << 128;
uint256 nonce = vm.getNonce(maker);
return expiry | bucket | nonce;
}
/*//////////////////////////////////////////////////////////////
HELPERS
//////////////////////////////////////////////////////////////*/
function createNewFQT(
IEtherTokenV06 wrappedNativeToken,
address payable exchangeProxy,
address transformerDeployer
) public {
vm.startPrank(transformerDeployer);
// deploy a new instance of the bridge adapter from the transformerDeployer
bridgeAdapter = createBridgeAdapter(IEtherTokenV06(wrappedNativeToken));
// deploy a new instance of the fill quote transformer from the transformerDeployer
fillQuoteTransformer = new FillQuoteTransformer(IBridgeAdapter(bridgeAdapter), IZeroEx(exchangeProxy));
vm.label(address(fillQuoteTransformer), "zeroEx/FillQuoteTransformer");
vm.stopPrank();
}
}

View File

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pragma solidity ^0.6;
pragma experimental ABIEncoderV2;
import "./utils/ForkUtils.sol";
import "./utils/TestUtils.sol";
import "src/IZeroEx.sol";
import "@0x/contracts-erc20/contracts/src/v06/IEtherTokenV06.sol";
import "src/features/TransformERC20Feature.sol";
import "src/external/TransformerDeployer.sol";
import "src/transformers/WethTransformer.sol";
import "src/transformers/FillQuoteTransformer.sol";
import "src/transformers/bridges/BridgeProtocols.sol";
import "src/transformers/bridges/EthereumBridgeAdapter.sol";
import "src/transformers/bridges/PolygonBridgeAdapter.sol";
import "src/transformers/bridges/ArbitrumBridgeAdapter.sol";
import "src/transformers/bridges/OptimismBridgeAdapter.sol";
import "src/transformers/bridges/AvalancheBridgeAdapter.sol";
import "src/transformers/bridges/FantomBridgeAdapter.sol";
import "src/transformers/bridges/CeloBridgeAdapter.sol";
import "src/features/OtcOrdersFeature.sol";
contract transformERC20Tests is Test, ForkUtils, TestUtils {
//use forge-std json library for strings
using stdJson for string;
//utility mapping to get chainId by name
mapping(string => string) public chainsByChainId;
//utility mapping to get indexingChainId by Chain
mapping(string => string) public indexChainsByChain;
string json;
function setUp() public {
//get out addresses.json file that defines contract addresses for each chain we are currently deployed on
string memory root = vm.projectRoot();
string memory path = string(abi.encodePacked(root, "/", "contracts/test/foundry/addresses/addresses.json"));
json = vm.readFile(path);
createForks();
for (uint256 i = 0; i < chains.length; i++) {
chainsByChainId[chains[i]] = chainIds[i];
indexChainsByChain[chains[i]] = indexChainIds[i];
bytes memory details = json.parseRaw(indexChainIds[i]);
addresses = abi.decode(details, (Addresses));
}
}
function testTransformERC20Forked() public {
log_string("TransformERC20Tests");
for (uint256 i = 0; i < chains.length; i++) {
vm.selectFork(forkIds[chains[i]]);
log_named_string(" Selecting Fork On", chains[i]);
_wrapNativeToken(chains[i], indexChainsByChain[chains[i]]);
}
}
function logAddresses(string memory chainName, string memory chainId) public {
bytes memory details = json.parseRaw(chainId);
addresses = abi.decode(details, (Addresses));
}
function _wrapNativeToken(string memory chainName, string memory chainId) public onlyForked {
bytes memory details = json.parseRaw(chainId);
addresses = abi.decode(details, (Addresses));
vm.deal(address(this), 1e19);
emit log_string("-----Preparing ETH->WETH transformation through TransformERC20()-----");
emit log_string(" --Building Up Transformations--");
ITransformERC20Feature.Transformation[] memory transformations = new ITransformERC20Feature.Transformation[](1);
emit log_named_address(
" Finding TransformerDeployer nonce @",
address(addresses.exchangeProxyTransformerDeployer)
);
emit log_named_uint(
" Deployer nonce",
_findTransformerNonce(
address(addresses.wethTransformer),
address(addresses.exchangeProxyTransformerDeployer)
)
);
transformations[0].deploymentNonce = _findTransformerNonce(
address(addresses.wethTransformer),
address(addresses.exchangeProxyTransformerDeployer)
);
transformations[0].data = abi.encode(LibERC20Transformer.ETH_TOKEN_ADDRESS, 1e18);
emit log_string(" ---Calling TransformERC20()---");
uint256 balanceETHBefore = address(this).balance;
uint256 balanceWETHBefore = IERC20TokenV06(addresses.etherToken).balanceOf(address(this));
IZeroEx(payable(addresses.exchangeProxy)).transformERC20{value: 1e18}(
// input token
IERC20TokenV06(LibERC20Transformer.ETH_TOKEN_ADDRESS),
// output token
IERC20TokenV06(address(addresses.etherToken)),
// input token amount
1e18,
// min output token amount
1e18,
// list of transform
transformations
);
log_named_uint(" NativeAsset balance before", balanceETHBefore);
log_named_uint(" ERC-20 balance before", balanceWETHBefore);
log_named_uint(" NativeAsset balance after", balanceETHBefore - address(this).balance);
log_named_uint(
" ERC-20 balance after",
IERC20TokenV06(addresses.etherToken).balanceOf(address(this)) - balanceWETHBefore
);
}
}

View File

@@ -0,0 +1,149 @@
{
"1": {
"zrxToken": "0xe41d2489571d322189246dafa5ebde1f4699f498",
"etherToken": "0xc02aaa39b223fe8d0a0e5c4f27ead9083c756cc2",
"zeroExGovernor": "0x7d3455421bbc5ed534a83c88fd80387dc8271392",
"zrxVault": "0xba7f8b5fb1b19c1211c5d49550fcd149177a5eaf",
"staking": "0x2a17c35ff147b32f13f19f2e311446eeb02503f3",
"stakingProxy": "0xa26e80e7dea86279c6d778d702cc413e6cffa777",
"erc20BridgeProxy": "0x8ed95d1746bf1e4dab58d8ed4724f1ef95b20db0",
"erc20BridgeSampler": "0xd8c38704c9937ea3312de29f824b4ad3450a5e61",
"exchangeProxyGovernor": "0x618f9c67ce7bf1a50afa1e7e0238422601b0ff6e",
"exchangeProxy": "0xdef1c0ded9bec7f1a1670819833240f027b25eff",
"exchangeProxyTransformerDeployer": "0x39dce47a67ad34344eab877eae3ef1fa2a1d50bb",
"exchangeProxyFlashWallet": "0x22f9dcf4647084d6c31b2765f6910cd85c178c18",
"exchangeProxyLiquidityProviderSandbox": "0x407b4128e9ecad8769b2332312a9f655cb9f5f3a",
"zrxTreasury": "0x0bb1810061c2f5b2088054ee184e6c79e1591101",
"wethTransformer": "0xb2bc06a4efb20fc6553a69dbfa49b7be938034a7",
"payTakerTransformer": "0x4638a7ebe75b911b995d0ec73a81e4f85f41f24e",
"affiliateFeeTransformer": "0xda6d9fc5998f550a094585cf9171f0e8ee3ac59f",
"fillQuoteTransformer": "0xd75a9019a2a1782ea670e4f4a55f04b43514ed53",
"positiveSlippageFeeTransformer": "0xa9416ce1dbde8d331210c07b5c253d94ee4cc3fd"
},
"56": {
"zrxToken": "0x0000000000000000000000000000000000000000",
"etherToken": "0xbb4cdb9cbd36b01bd1cbaebf2de08d9173bc095c",
"zeroExGovernor": "0x0000000000000000000000000000000000000000",
"zrxVault": "0x0000000000000000000000000000000000000000",
"staking": "0x0000000000000000000000000000000000000000",
"stakingProxy": "0x0000000000000000000000000000000000000000",
"erc20BridgeProxy": "0x0000000000000000000000000000000000000000",
"erc20BridgeSampler": "0x0000000000000000000000000000000000000000",
"exchangeProxyGovernor": "0xccc9769c1a58766e79423a34b2cc5052d65c1983",
"exchangeProxy": "0xdef1c0ded9bec7f1a1670819833240f027b25eff",
"exchangeProxyTransformerDeployer": "0x8224aa8fe5c9f07d5a59c735386ff6cc6aaeb568",
"exchangeProxyFlashWallet": "0xdb6f1920a889355780af7570773609bd8cb1f498",
"exchangeProxyLiquidityProviderSandbox": "0xde7b2747624a647600fdb349184d0448ab954929",
"zrxTreasury": "0x0000000000000000000000000000000000000000",
"wethTransformer": "0xac3d95668c092e895cd83a9cbafe9c7d9906471f",
"payTakerTransformer": "0x4f5e8ca2cadecd4a467ae441e4b03de4278a4574",
"affiliateFeeTransformer": "0x1be34ab9b2acb5c4ddd89454bdce637967e65230",
"fillQuoteTransformer": "0xbd7fd6e116fc8589bb658fba3a2cc6273050bcf2",
"positiveSlippageFeeTransformer": "0x7f5c79ad1788573b1145f4651a248523c54f5d1f"
},
"137": {
"zrxToken": "0x0000000000000000000000000000000000000000",
"etherToken": "0x0d500b1d8e8ef31e21c99d1db9a6444d3adf1270",
"zeroExGovernor": "0x0000000000000000000000000000000000000000",
"zrxVault": "0x0000000000000000000000000000000000000000",
"staking": "0x0000000000000000000000000000000000000000",
"stakingProxy": "0x0000000000000000000000000000000000000000",
"erc20BridgeProxy": "0x0000000000000000000000000000000000000000",
"erc20BridgeSampler": "0x0000000000000000000000000000000000000000",
"exchangeProxyGovernor": "0x4d3e56c56a55d23fc7aa9a9ffad61631cf7d1ae6",
"exchangeProxy": "0xdef1c0ded9bec7f1a1670819833240f027b25eff",
"exchangeProxyTransformerDeployer": "0xe6d9207df11c55bce2f7a189ae95e3222d5484d3",
"exchangeProxyFlashWallet": "0xdb6f1920a889355780af7570773609bd8cb1f498",
"exchangeProxyLiquidityProviderSandbox": "0x4dd97080adf36103bd3db822f9d3c0e44890fd69",
"zrxTreasury": "0x0000000000000000000000000000000000000000",
"wethTransformer": "0xe309d011cc6f189a3e8dcba85922715a019fed38",
"payTakerTransformer": "0x5ba7b9be86cda01cfbf56e0fb97184783be9dda1",
"affiliateFeeTransformer": "0xbed27284b42e5684e987169cf1da09c5d6c49fa8",
"fillQuoteTransformer": "0x01c082e47c8dc6dedd01e3fcb07bfd3eb72e044d",
"positiveSlippageFeeTransformer": "0x4cd8f1c0df4d40fcc1e073845d5f6f4ed5cc8dab"
},
"43114": {
"zrxToken": "0x0000000000000000000000000000000000000000",
"etherToken": "0xb31f66aa3c1e785363f0875a1b74e27b85fd66c7",
"zeroExGovernor": "0x0000000000000000000000000000000000000000",
"zrxVault": "0x0000000000000000000000000000000000000000",
"staking": "0x0000000000000000000000000000000000000000",
"stakingProxy": "0x0000000000000000000000000000000000000000",
"erc20BridgeProxy": "0x0000000000000000000000000000000000000000",
"erc20BridgeSampler": "0x0000000000000000000000000000000000000000",
"exchangeProxyGovernor": "0xca7bab1b2d1ec7d81710b7f9e2ab4e6788930588",
"exchangeProxy": "0xdef1c0ded9bec7f1a1670819833240f027b25eff",
"exchangeProxyTransformerDeployer": "0xa60b57833dce6260f4f2411c811755dd980bc0a7",
"exchangeProxyFlashWallet": "0xdb6f1920a889355780af7570773609bd8cb1f498",
"exchangeProxyLiquidityProviderSandbox": "0x8953c63d0858d286cc407cd6f8e26b9cbd02a511",
"zrxTreasury": "0x0000000000000000000000000000000000000000",
"wethTransformer": "0x9b8b52391071d71cd4ad1e61d7f273268fa34c6c",
"payTakerTransformer": "0x898c6fde239d646c73f0a57e3570b6f86a3d62a3",
"affiliateFeeTransformer": "0x34617b855411e52fbc05899435f44cbd0503022c",
"fillQuoteTransformer": "0xcee9118bc14e1fe740c54c754b901629b322ee4f",
"positiveSlippageFeeTransformer": "0x470ba89da18a6db6e8a0567b3c9214b960861857"
},
"250": {
"zrxToken": "0x0000000000000000000000000000000000000000",
"etherToken": "0x21be370d5312f44cb42ce377bc9b8a0cef1a4c83",
"zeroExGovernor": "0x0000000000000000000000000000000000000000",
"zrxVault": "0x0000000000000000000000000000000000000000",
"staking": "0x0000000000000000000000000000000000000000",
"stakingProxy": "0x0000000000000000000000000000000000000000",
"erc20BridgeProxy": "0x0000000000000000000000000000000000000000",
"erc20BridgeSampler": "0x0000000000000000000000000000000000000000",
"exchangeProxyGovernor": "0xf760c5b88d970d6f97e64e264dac5a3767dafd74",
"exchangeProxy": "0xdef189deaef76e379df891899eb5a00a94cbc250",
"exchangeProxyTransformerDeployer": "0x47f01db18a38261e4cb153bae6db7d3743acb33c",
"exchangeProxyFlashWallet": "0xb4d961671cadfed687e040b076eee29840c142e5",
"exchangeProxyLiquidityProviderSandbox": "0xca64d4225804f2ae069760cb5ff2f1d8bac1c2f9",
"zrxTreasury": "0x0000000000000000000000000000000000000000",
"wethTransformer": "0x9b6aa8f26a92108e7d1f66373d757bb955112703",
"payTakerTransformer": "0x32df54951d33d7460e15fa59b1fcc262183ce4c2",
"affiliateFeeTransformer": "0x67efa679a4b56c38713d478e649c88247f4f8e88",
"fillQuoteTransformer": "0xe40f81ef6e9c95ba04c659b8d032eab73152aafd",
"positiveSlippageFeeTransformer": "0xe87d69b285005cc82b53b844322652c49ed64600"
},
"10": {
"zrxToken": "0x0000000000000000000000000000000000000000",
"etherToken": "0x4200000000000000000000000000000000000006",
"zeroExGovernor": "0x0000000000000000000000000000000000000000",
"zrxVault": "0x0000000000000000000000000000000000000000",
"staking": "0x0000000000000000000000000000000000000000",
"stakingProxy": "0x0000000000000000000000000000000000000000",
"erc20BridgeProxy": "0x0000000000000000000000000000000000000000",
"erc20BridgeSampler": "0x0000000000000000000000000000000000000000",
"exchangeProxyGovernor": "0x6d506b2847df0c6f04d2628da1adaf4d8fb2e81b",
"exchangeProxy": "0xdef1abe32c034e558cdd535791643c58a13acc10",
"exchangeProxyTransformerDeployer": "0x3a539ed6bd42de8fbaf3899fb490c792e153d647",
"exchangeProxyFlashWallet": "0xa3128d9b7cca7d5af29780a56abeec12b05a6740",
"exchangeProxyLiquidityProviderSandbox": "0x0000000000000000000000000000000000000000",
"zrxTreasury": "0x0000000000000000000000000000000000000000",
"wethTransformer": "0x02ce7af6520e2862f961f5d7eda746642865179c",
"payTakerTransformer": "0x085d10a34f14f6a631ea8ff7d016782ee3ffaa11",
"affiliateFeeTransformer": "0x55cf1d7535250db75bf0190493f55781ee583553",
"fillQuoteTransformer": "0x845c75a791cceb1a451f4ca5778c011226dda95c",
"positiveSlippageFeeTransformer": "0xb11e14565dfbeb702dea9bc0cb47f1a8b32f4783"
},
"42161": {
"zrxToken": "0x0000000000000000000000000000000000000000",
"etherToken": "0x82af49447d8a07e3bd95bd0d56f35241523fbab1",
"zeroExGovernor": "0x0000000000000000000000000000000000000000",
"zrxVault": "0x0000000000000000000000000000000000000000",
"staking": "0x0000000000000000000000000000000000000000",
"stakingProxy": "0x0000000000000000000000000000000000000000",
"erc20BridgeProxy": "0x0000000000000000000000000000000000000000",
"erc20BridgeSampler": "0x0000000000000000000000000000000000000000",
"exchangeProxyGovernor": "0x1fe80d5ad9464dba2d60b88e449305f184823f8a",
"exchangeProxy": "0xdef1c0ded9bec7f1a1670819833240f027b25eff",
"exchangeProxyTransformerDeployer": "0x29f80c1f685e19ae1807063eda432f431ac623d0",
"exchangeProxyFlashWallet": "0xdb6f1920a889355780af7570773609bd8cb1f498",
"exchangeProxyLiquidityProviderSandbox": "0x0000000000000000000000000000000000000000",
"zrxTreasury": "0x0000000000000000000000000000000000000000",
"wethTransformer": "0x10e968968f49dd66a5efeebbb2edcb9c49c4fc49",
"payTakerTransformer": "0xae3e8cf7bf340d7084f312dfae2aa8b01c885b02",
"affiliateFeeTransformer": "0x05a24978471869327904ea13da3c4322128e2aaa",
"fillQuoteTransformer": "0x466b00a77662245c2cc7b093a7102a687afc16f3",
"positiveSlippageFeeTransformer": "0xd56b9c014b45ed95e2a048a0c28121db30265f13"
}
}

View File

@@ -0,0 +1,23 @@
{
"1": {
"UniswapV2Router": "0xf164fc0ec4e93095b804a4795bbe1e041497b92a"
},
"56": {
"UniswapV2Router": "0x10ed43c718714eb63d5aa57b78b54704e256024e"
},
"137": {
"UniswapV2Router": "0x1b02da8cb0d097eb8d57a175b88c7d8b47997506"
},
"43114": {
"UniswapV2Router": "0x9Ad6C38BE94206cA50bb0d90783181662f0Cfa10"
},
"250": {
"UniswapV2Router": "0x1b02da8cb0d097eb8d57a175b88c7d8b47997506"
},
"10": {
"UniswapV2Router": "0x0000000000000000000000000000000000000000"
},
"42161": {
"UniswapV2Router": "0x1b02da8cb0d097eb8d57a175b88c7d8b47997506"
}
}

View File

@@ -0,0 +1,44 @@
{
"1": {
"WrappedNativeToken": "0xc02aaa39b223fe8d0a0e5c4f27ead9083c756cc2",
"DAI": "0x6b175474e89094c44da98b954eedeac495271d0f",
"USDC": "0xa0b86991c6218b36c1d19d4a2e9eb0ce3606eb48",
"USDT": "0xdac17f958d2ee523a2206206994597c13d831ec7"
},
"56": {
"WrappedNativeToken": "0xbb4cdb9cbd36b01bd1cbaebf2de08d9173bc095c",
"DAI": "0x1af3f329e8be154074d8769d1ffa4ee058b1dbc3",
"USDC": "0x8ac76a51cc950d9822d68b83fe1ad97b32cd580d",
"USDT": "0x55d398326f99059ff775485246999027b3197955"
},
"137": {
"WrappedNativeToken": "0x0d500b1d8e8ef31e21c99d1db9a6444d3adf1270",
"DAI": "0x8f3cf7ad23cd3cadbd9735aff958023239c6a063",
"USDC": "0x2791bca1f2de4661ed88a30c99a7a9449aa84174",
"USDT": "0xc2132d05d31c914a87c6611c10748aeb04b58e8f"
},
"43114": {
"WrappedNativeToken": "0xb31f66aa3c1e785363f0875a1b74e27b85fd66c7",
"DAI": "0xd586e7f844cea2f87f50152665bcbc2c279d8d70",
"USDC": "0xa7d7079b0fead91f3e65f86e8915cb59c1a4c664",
"USDT": "0xc7198437980c041c805A1EDcbA50c1Ce5db95118"
},
"250": {
"WrappedNativeToken": "0x21be370d5312f44cb42ce377bc9b8a0cef1a4c83",
"DAI": "0x8d11ec38a3eb5e956b052f67da8bdc9bef8abf3e",
"USDC": "0x04068da6c83afcfa0e13ba15a6696662335d5b75",
"USDT": "0x049d68029688eabf473097a2fc38ef61633a3c7a"
},
"10": {
"WrappedNativeToken": "0x4200000000000000000000000000000000000006",
"DAI": "0xda10009cbd5d07dd0cecc66161fc93d7c9000da1",
"USDC": "0x7f5c764cbc14f9669b88837ca1490cca17c31607",
"USDT": "0x94b008aa00579c1307b0ef2c499ad98a8ce58e58"
},
"42161": {
"WrappedNativeToken": "0x82af49447d8a07e3bd95bd0d56f35241523fbab1",
"DAI": "0xda10009cbd5d07dd0cecc66161fc93d7c9000da1",
"USDC": "0xff970a61a04b1ca14834a43f5de4533ebddb5cc8",
"USDT": "0xfd086bc7cd5c481dcc9c85ebe478a1c0b69fcbb9"
}
}

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@@ -0,0 +1,306 @@
// 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 "forge-std/Test.sol";
import "src/IZeroEx.sol";
import "src/ZeroEx.sol";
import "src/migrations/InitialMigration.sol";
import "src/features/OwnableFeature.sol";
import "src/features/SimpleFunctionRegistryFeature.sol";
import "src/features/NativeOrdersFeature.sol";
import "src/features/BatchFillNativeOrdersFeature.sol";
import "src/features/FundRecoveryFeature.sol";
import "src/features/TransformERC20Feature.sol";
import "src/features/OtcOrdersFeature.sol";
import "src/features/MetaTransactionsFeature.sol";
import "src/features/nft_orders/ERC1155OrdersFeature.sol";
import "src/features/nft_orders/ERC721OrdersFeature.sol";
import "src/features/UniswapFeature.sol";
import "src/features/multiplex/MultiplexFeature.sol";
import "src/external/TransformerDeployer.sol";
import "src/external/FeeCollectorController.sol";
import "src/transformers/WethTransformer.sol";
import "src/transformers/FillQuoteTransformer.sol";
import "src/transformers/PayTakerTransformer.sol";
import "src/transformers/AffiliateFeeTransformer.sol";
import "src/transformers/PositiveSlippageFeeTransformer.sol";
import "src/transformers/bridges/IBridgeAdapter.sol";
import "src/transformers/bridges/EthereumBridgeAdapter.sol";
import "@0x/contracts-erc20/contracts/src/v06/IEtherTokenV06.sol";
import "@0x/contracts-erc20/contracts/src/v06/WETH9V06.sol";
contract DeployZeroEx is Test {
ZeroEx public ZERO_EX = ZeroEx(0xDef1C0ded9bec7F1a1670819833240f027b25EfF);
IZeroEx public IZERO_EX = IZeroEx(address(ZERO_EX));
address VANITY_DEPLOYER_ADDRESS = 0xe750ad66DE350F8110E305fb78Ec6A9f594445E3;
bytes deployerBytecode =
hex"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";
address[] transformerSigners = [address(this)];
bool isDeployed = false;
struct Features {
NativeOrdersFeature nativeOrdersFeature;
BatchFillNativeOrdersFeature batchFillNativeOrdersFeature;
OtcOrdersFeature otcOrdersFeature;
UniswapFeature uniswapFeature;
// UniswapV3Feature
FundRecoveryFeature fundRecoveryFeature;
TransformERC20Feature transformERC20Feature;
MetaTransactionsFeature metaTransactionsFeature;
ERC1155OrdersFeature erc1155OrdersFeature;
ERC721OrdersFeature erc721OrdersFeature;
MultiplexFeature multiplexFeature;
}
struct Transformers {
FillQuoteTransformer fillQuoteTransformer;
WethTransformer wethTransformer;
AffiliateFeeTransformer affiliateFeeTransformer;
PayTakerTransformer payTakerTransformer;
}
struct ZeroExDeployed {
IZeroEx zeroEx;
TransformerDeployer transformerDeployer;
FeeCollectorController feeCollectorController;
IStaking staking; // address(0)
// Features
Features features;
// Transformers
Transformers transformers;
IEtherTokenV06 weth;
}
ZeroExDeployed ZERO_EX_DEPLOYED;
function getDeployedZeroEx() public returns (ZeroExDeployed memory) {
if (!isDeployed) {
deployZeroEx();
}
return ZERO_EX_DEPLOYED;
}
function logDeployedZeroEx() public {
emit log_string("--- Deployed ZeroEx ---");
emit log_named_address("ZeroEx", address(ZERO_EX));
emit log_named_address("TransformerDeployer", address(ZERO_EX_DEPLOYED.transformerDeployer));
emit log_named_address("FeeCollectorController", address(ZERO_EX_DEPLOYED.feeCollectorController));
emit log_named_address("Staking", address(ZERO_EX_DEPLOYED.staking));
emit log_string("----- Features -----");
emit log_named_address("NativeOrdersFeature", address(ZERO_EX_DEPLOYED.features.nativeOrdersFeature));
emit log_named_address(
"BatchFillNativeOrdersFeature",
address(ZERO_EX_DEPLOYED.features.batchFillNativeOrdersFeature)
);
emit log_named_address("OtcOrdersFeature", address(ZERO_EX_DEPLOYED.features.otcOrdersFeature));
emit log_named_address("UniswapFeature", address(ZERO_EX_DEPLOYED.features.uniswapFeature));
emit log_named_address("FundRecoveryFeature", address(ZERO_EX_DEPLOYED.features.fundRecoveryFeature));
emit log_named_address("MetaTransactionsFeature", address(ZERO_EX_DEPLOYED.features.metaTransactionsFeature));
emit log_named_address("ERC1155OrdersFeature", address(ZERO_EX_DEPLOYED.features.erc1155OrdersFeature));
emit log_named_address("ERC721OrdersFeature", address(ZERO_EX_DEPLOYED.features.erc721OrdersFeature));
emit log_named_address("TransformERC20Feature", address(ZERO_EX_DEPLOYED.features.transformERC20Feature));
emit log_named_address("MultiplexFeature", address(ZERO_EX_DEPLOYED.features.multiplexFeature));
emit log_string("----- Transformers -----");
emit log_named_address("FillQuoteTransformer", address(ZERO_EX_DEPLOYED.transformers.fillQuoteTransformer));
emit log_named_address("WethTransformer", address(ZERO_EX_DEPLOYED.transformers.wethTransformer));
emit log_named_address(
"AffiliateFeeTransformer",
address(ZERO_EX_DEPLOYED.transformers.affiliateFeeTransformer)
);
emit log_named_address("PayTakerTransformer", address(ZERO_EX_DEPLOYED.transformers.payTakerTransformer));
emit log_string("----- Other -----");
emit log_named_address("WETH", address(ZERO_EX_DEPLOYED.weth));
}
function deployZeroEx() public returns (ZeroExDeployed memory) {
if (isDeployed) {
return ZERO_EX_DEPLOYED;
}
ZERO_EX_DEPLOYED.weth = IEtherTokenV06(address(new WETH9V06()));
InitialMigration initialMigration = new InitialMigration(address(this));
// Append the required ZeroEx constructor arguments (address bootstrapper)
bytes memory zeroExDeploycode = abi.encodePacked(type(ZeroEx).creationCode, abi.encode(initialMigration));
// Append the required deployer code constructor arguments (bytes initCode)
bytes memory deployerDeploycode = abi.encodePacked(deployerBytecode, abi.encode(zeroExDeploycode));
// HERE BE DRAGONS, feel free to ignore this for now
// We want to deploy the ZeroEx contract, at 0xDef1C0ded9bec7F1a1670819833240f027b25EfF
// We use a special mechanism to deploy the ZeroEx contract.
// Must occur from this address as the first transaction
// The address is technically emitted in an event, but we know we did it correctly
//│ │ ├─ emit topic 0: 0xf40fcec21964ffb566044d083b4073f29f7f7929110ea19e1b3ebe375d89055e
//│ │ │ data: 0x000000000000000000000000def1c0ded9bec7f1a1670819833240f027b25eff
hoax(VANITY_DEPLOYER_ADDRESS);
assembly {
pop(create(0, add(deployerDeploycode, 0x20), mload(deployerDeploycode)))
}
// Staking = address(0);
ZERO_EX_DEPLOYED.staking = IStaking(address(0));
ZERO_EX_DEPLOYED.transformerDeployer = new TransformerDeployer(transformerSigners);
ZERO_EX_DEPLOYED.feeCollectorController = new FeeCollectorController(
IEtherTokenV06(ZERO_EX_DEPLOYED.weth),
IStaking(ZERO_EX_DEPLOYED.staking)
);
// Features
ZERO_EX_DEPLOYED.features.transformERC20Feature = new TransformERC20Feature();
ZERO_EX_DEPLOYED.features.nativeOrdersFeature = new NativeOrdersFeature(
address(ZERO_EX), // EP address
ZERO_EX_DEPLOYED.weth,
ZERO_EX_DEPLOYED.staking,
ZERO_EX_DEPLOYED.feeCollectorController, // feeCollectorController address
uint32(0) // protocolFeeMultiplier
);
ZERO_EX_DEPLOYED.features.batchFillNativeOrdersFeature = new BatchFillNativeOrdersFeature(address(ZERO_EX));
ZERO_EX_DEPLOYED.features.otcOrdersFeature = new OtcOrdersFeature(address(ZERO_EX), ZERO_EX_DEPLOYED.weth);
ZERO_EX_DEPLOYED.features.uniswapFeature = new UniswapFeature(ZERO_EX_DEPLOYED.weth);
ZERO_EX_DEPLOYED.features.fundRecoveryFeature = new FundRecoveryFeature();
ZERO_EX_DEPLOYED.features.metaTransactionsFeature = new MetaTransactionsFeature(address(ZERO_EX));
ZERO_EX_DEPLOYED.features.erc1155OrdersFeature = new ERC1155OrdersFeature(
address(ZERO_EX),
ZERO_EX_DEPLOYED.weth
);
ZERO_EX_DEPLOYED.features.erc721OrdersFeature = new ERC721OrdersFeature(
address(ZERO_EX),
ZERO_EX_DEPLOYED.weth
);
ZERO_EX_DEPLOYED.features.multiplexFeature = new MultiplexFeature(
address(ZERO_EX),
ZERO_EX_DEPLOYED.weth,
ILiquidityProviderSandbox(address(0)),
address(0), // uniswapFactory
address(0), // sushiswapFactory
bytes32(0), // uniswapPairInitCodeHash
bytes32(0) // sushiswapPairInitCodeHash
);
initialMigration.initializeZeroEx(
payable(address(this)),
ZERO_EX,
InitialMigration.BootstrapFeatures({
registry: new SimpleFunctionRegistryFeature(),
ownable: new OwnableFeature()
})
);
IZERO_EX.migrate(
address(ZERO_EX_DEPLOYED.features.batchFillNativeOrdersFeature),
abi.encodeWithSelector(BatchFillNativeOrdersFeature.migrate.selector),
address(this)
);
IZERO_EX.migrate(
address(ZERO_EX_DEPLOYED.features.transformERC20Feature),
abi.encodeWithSelector(
TransformERC20Feature.migrate.selector,
address(ZERO_EX_DEPLOYED.transformerDeployer)
),
address(this)
);
IZERO_EX.migrate(
address(ZERO_EX_DEPLOYED.features.nativeOrdersFeature),
abi.encodeWithSelector(NativeOrdersFeature.migrate.selector),
address(this)
);
IZERO_EX.migrate(
address(ZERO_EX_DEPLOYED.features.otcOrdersFeature),
abi.encodeWithSelector(OtcOrdersFeature.migrate.selector),
address(this)
);
IZERO_EX.migrate(
address(ZERO_EX_DEPLOYED.features.uniswapFeature),
abi.encodeWithSelector(UniswapFeature.migrate.selector),
address(this)
);
IZERO_EX.migrate(
address(ZERO_EX_DEPLOYED.features.fundRecoveryFeature),
abi.encodeWithSelector(FundRecoveryFeature.migrate.selector),
address(this)
);
IZERO_EX.migrate(
address(ZERO_EX_DEPLOYED.features.metaTransactionsFeature),
abi.encodeWithSelector(MetaTransactionsFeature.migrate.selector),
address(this)
);
IZERO_EX.migrate(
address(ZERO_EX_DEPLOYED.features.erc1155OrdersFeature),
abi.encodeWithSelector(ERC1155OrdersFeature.migrate.selector),
address(this)
);
IZERO_EX.migrate(
address(ZERO_EX_DEPLOYED.features.erc721OrdersFeature),
abi.encodeWithSelector(ERC721OrdersFeature.migrate.selector),
address(this)
);
IZERO_EX.migrate(
address(ZERO_EX_DEPLOYED.features.multiplexFeature),
abi.encodeWithSelector(MultiplexFeature.migrate.selector),
address(this)
);
// Transformers
ZERO_EX_DEPLOYED.transformers.wethTransformer = WethTransformer(
ZERO_EX_DEPLOYED.transformerDeployer.deploy(
abi.encodePacked(
// Deploy the WethTransformer code
type(WethTransformer).creationCode,
// WethTransformer takes WETH address as a constructor argument
abi.encode(address(ZERO_EX_DEPLOYED.weth))
)
)
);
// Deploy the FQT, NOTE: No bridge adapter in tests
ZERO_EX_DEPLOYED.transformers.fillQuoteTransformer = FillQuoteTransformer(
ZERO_EX_DEPLOYED.transformerDeployer.deploy(
abi.encodePacked(
// Deploy the FQT code
type(FillQuoteTransformer).creationCode,
// FQT takes a BridgeAdapter and ZeroEx
abi.encode(
address(0), // Note: No BridgeAdapter in tests
INativeOrdersFeature(address(ZERO_EX))
)
)
)
);
ZERO_EX_DEPLOYED.transformers.affiliateFeeTransformer = AffiliateFeeTransformer(
ZERO_EX_DEPLOYED.transformerDeployer.deploy(type(AffiliateFeeTransformer).creationCode)
);
ZERO_EX_DEPLOYED.transformers.payTakerTransformer = PayTakerTransformer(
ZERO_EX_DEPLOYED.transformerDeployer.deploy(type(PayTakerTransformer).creationCode)
);
ZERO_EX_DEPLOYED.zeroEx = IZERO_EX;
isDeployed = true;
logDeployedZeroEx();
return ZERO_EX_DEPLOYED;
}
}

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@@ -0,0 +1,240 @@
// 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 "forge-std/Test.sol";
import "src/features/TransformERC20Feature.sol";
import "src/external/TransformerDeployer.sol";
import "src/transformers/WethTransformer.sol";
import "src/transformers/FillQuoteTransformer.sol";
import "@0x/contracts-erc20/contracts/src/v06/IEtherTokenV06.sol";
import "@0x/contracts-erc20/contracts/src/v06/IERC20TokenV06.sol";
import "src/transformers/bridges/BridgeProtocols.sol";
import "src/transformers/bridges/EthereumBridgeAdapter.sol";
import "src/transformers/bridges/PolygonBridgeAdapter.sol";
import "src/transformers/bridges/BSCBridgeAdapter.sol";
import "src/transformers/bridges/ArbitrumBridgeAdapter.sol";
import "src/transformers/bridges/OptimismBridgeAdapter.sol";
import "src/transformers/bridges/AvalancheBridgeAdapter.sol";
import "src/transformers/bridges/FantomBridgeAdapter.sol";
import "src/transformers/bridges/CeloBridgeAdapter.sol";
import "src/IZeroEx.sol";
//contract-addresses/addresses.json interfaces
//need to be alphebetized in solidity but not in addresses.json
struct Addresses {
address affiliateFeeTransformer;
address erc20BridgeProxy;
address erc20BridgeSampler;
address etherToken;
address payable exchangeProxy;
address exchangeProxyFlashWallet;
address exchangeProxyGovernor;
address exchangeProxyLiquidityProviderSandbox;
address exchangeProxyTransformerDeployer;
address fillQuoteTransformer;
address payTakerTransformer;
address positiveSlippageFeeTransformer;
address staking;
address stakingProxy;
address wethTransformer;
address zeroExGovernor;
address zrxToken;
address zrxTreasury;
address zrxVault;
}
struct TokenAddresses {
IERC20TokenV06 DAI;
IERC20TokenV06 USDC;
IERC20TokenV06 USDT;
IEtherTokenV06 WrappedNativeToken;
}
struct LiquiditySources {
address UniswapV2Router;
}
interface IFQT {
function bridgeAdapter() external returns (address);
}
contract ForkUtils is Test {
using stdJson for string;
//forked providers for each chain
mapping(string => uint256) public forkIds;
IZeroEx IZERO_EX;
IBridgeAdapter bridgeAdapter;
FillQuoteTransformer fillQuoteTransformer;
TokenAddresses tokens;
Addresses addresses;
LiquiditySources sources;
uint256 forkBlock = 15_000_000;
string[] chains = ["mainnet"]; //, "bsc", "polygon", "avalanche", "fantom", "optimism", "arbitrum"
string[] indexChainIds = [".1", ".56", ".137", ".43114", ".250", ".10", ".42161"];
string[] chainIds = ["1", "56", "137", "43114", "250", "10", "42161"];
uint256[] chainId = [1, 56, 137, 43114, 250, 10, 42161];
//special fork block number for fantom since it produces blocks faster and more frequently
uint256[] blockNumber = [forkBlock, forkBlock, 33447149, forkBlock, 32000000, forkBlock, forkBlock];
/// Only run this function if the block number
// is greater than some constant for Ethereum Mainnet
string addressesJson;
string tokensJson;
string sourcesJson;
function createForks() public returns (uint256[] memory) {
for (uint256 i = 0; i < chains.length; i++) {
emit log_named_string("chains[i]", chains[i]);
forkIds[chains[i]] = vm.createFork(vm.rpcUrl(chains[i]), blockNumber[i]);
//forkIds[chains[i]] = vm.createFork(vm.rpcUrl(chains[i]), blockNumber[i]);
}
}
function getSigner() public returns (address, uint) {
string memory mnemonic = "test test test test test test test test test test test junk";
uint256 privateKey = vm.deriveKey(mnemonic, 0);
vm.label(vm.addr(privateKey), "zeroEx/MarketMaker");
return (vm.addr(privateKey), privateKey);
}
function readLiquiditySourceAddresses() public returns (string memory) {
string memory root = vm.projectRoot();
string memory path = string(
abi.encodePacked(root, "/", "contracts/test/foundry/addresses/sourceAddresses.json")
);
sourcesJson = vm.readFile(path);
return vm.readFile(path);
}
function getLiquiditySourceAddresses(uint index) public returns (LiquiditySources memory sources) {
readLiquiditySourceAddresses();
bytes memory liquiditySources = sourcesJson.parseRaw(indexChainIds[index]);
return abi.decode(liquiditySources, (LiquiditySources));
}
function readAddresses() public returns (string memory) {
string memory root = vm.projectRoot();
string memory path = string(abi.encodePacked(root, "/", "contracts/test/foundry/addresses/addresses.json"));
addressesJson = vm.readFile(path);
return vm.readFile(path);
}
function getContractAddresses(uint index) public returns (Addresses memory addresses) {
readAddresses();
bytes memory contractAddresses = addressesJson.parseRaw(indexChainIds[index]);
return abi.decode(contractAddresses, (Addresses));
//log_named_address("WETH/NATIVE_ASSET", address(tokens.WrappedNativeToken));
}
function readTokens() public returns (string memory) {
string memory root = vm.projectRoot();
string memory path = string(
abi.encodePacked(root, "/", "contracts/test/foundry/addresses/tokenAddresses.json")
);
tokensJson = vm.readFile(path);
return vm.readFile(path);
}
function getTokens(uint index) public returns (TokenAddresses memory addresses) {
readTokens();
bytes memory chainTokens = tokensJson.parseRaw(indexChainIds[index]);
return abi.decode(chainTokens, (TokenAddresses));
log_named_address("WETH/NATIVE_ASSET", address(tokens.WrappedNativeToken));
}
function createBridgeAdapter(IEtherTokenV06 weth) public returns (IBridgeAdapter bridgeAdapter) {
uint chainId;
assembly {
chainId := chainid()
}
if (chainId == 1) {
return IBridgeAdapter(new EthereumBridgeAdapter(weth));
} else if (chainId == 56) {
return IBridgeAdapter(new BSCBridgeAdapter(weth));
} else if (chainId == 137) {
return IBridgeAdapter(new PolygonBridgeAdapter(weth));
} else if (chainId == 43114) {
return IBridgeAdapter(new AvalancheBridgeAdapter(weth));
} else if (chainId == 250) {
return IBridgeAdapter(new FantomBridgeAdapter(weth));
} else if (chainId == 10) {
return IBridgeAdapter(new OptimismBridgeAdapter(weth));
} else if (chainId == 42161) {
return IBridgeAdapter(new ArbitrumBridgeAdapter(weth));
}
}
function labelAddresses(
string memory chainName,
string memory chainId,
TokenAddresses memory tokens,
Addresses memory addresses,
LiquiditySources memory sources
) public {
log_named_string(" Using contract addresses on chain", chainName);
// log_named_address(" zeroEx/exchangeProxy",addresses.exchangeProxy);
// log_named_address(" zeroEx/fillQuoteTransformer",addresses.fillQuoteTransformer);
// log_named_address(" zeroEx/payTakerTransformer",addresses.payTakerTransformer);
// log_named_address(" zeroEx/positiveSlippageFeeTransformer",addresses.positiveSlippageFeeTransformer);
// log_named_address(" zeroEx/wethTransformer",addresses.wethTransformer);
vm.label(addresses.affiliateFeeTransformer, "zeroEx/affiliateFeeTransformer");
vm.label(addresses.erc20BridgeProxy, "zeroEx/erc20BridgeProxy");
vm.label(addresses.erc20BridgeSampler, "zeroEx/erc20BridgeSampler");
vm.label(addresses.etherToken, "zeroEx/etherToken");
vm.label(addresses.exchangeProxy, "zeroEx/exchangeProxy");
vm.label(addresses.exchangeProxyFlashWallet, "zeroEx/exchangeProxyFlashWallet");
vm.label(addresses.exchangeProxyGovernor, "zeroEx/exchangeProxyGovernor");
vm.label(addresses.exchangeProxyLiquidityProviderSandbox, "zeroEx/exchangeProxyLiquidityProviderSandbox");
vm.label(addresses.exchangeProxyTransformerDeployer, "zeroEx/exchangeProxyTransformerDeployer");
vm.label(addresses.fillQuoteTransformer, "zeroEx/fillQuoteTransformer");
vm.label(addresses.payTakerTransformer, "zeroEx/payTakerTransformer");
vm.label(addresses.positiveSlippageFeeTransformer, "zeroEx/positiveSlippageFeeTransformer");
vm.label(addresses.staking, "zeroEx/staking");
vm.label(addresses.stakingProxy, "zeroEx/stakingProxy");
vm.label(addresses.wethTransformer, "zeroEx/wethTransformer");
vm.label(addresses.zeroExGovernor, "zeroEx/zeroExGovernor");
vm.label(addresses.zrxToken, "zeroEx/zrxToken");
vm.label(addresses.zrxTreasury, "zeroEx/zrxTreasury");
vm.label(addresses.zrxVault, "zeroEx/zrxVault");
vm.label(address(tokens.WrappedNativeToken), "WrappedNativeToken");
vm.label(address(tokens.USDT), "USDT");
vm.label(address(tokens.USDC), "USDC");
vm.label(address(tokens.DAI), "DAI");
vm.label(address(sources.UniswapV2Router), "UniswapRouter");
}
modifier onlyForked() {
if (block.number >= 15000000) {
_;
} else {
emit log_string("Requires fork mode, skipping");
}
}
}

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// 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 "forge-std/Test.sol";
import "src/transformers/LibERC20Transformer.sol";
contract TestUtils is Test {
uint256 private constant MAX_UINT256_STRING_LENGTH = 78;
uint8 private constant ASCII_DIGIT_OFFSET = 48;
function _toString(uint256 n) internal pure returns (string memory nstr) {
if (n == 0) {
return "0";
}
// Overallocate memory
nstr = new string(MAX_UINT256_STRING_LENGTH);
uint256 k = MAX_UINT256_STRING_LENGTH;
// Populate string from right to left (lsb to msb).
while (n != 0) {
assembly {
let char := add(ASCII_DIGIT_OFFSET, mod(n, 10))
mstore(add(nstr, k), char)
k := sub(k, 1)
n := div(n, 10)
}
}
assembly {
// Shift pointer over to actual start of string.
nstr := add(nstr, k)
// Store actual string length.
mstore(nstr, sub(MAX_UINT256_STRING_LENGTH, k))
}
return nstr;
}
function _findTransformerNonce(address transformer, address deployer) internal pure returns (uint32) {
address current;
for (uint32 i = 0; i < 1024; i++) {
current = LibERC20Transformer.getDeployedAddress(deployer, i);
if (current == transformer) {
return i;
}
}
}
}

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// 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-utils/contracts/src/v06/LibMathV06.sol";
contract ApproximateBuys {
/// @dev Information computing buy quotes for sources that do not have native
/// buy quote support.
struct ApproximateBuyQuoteOpts {
// Arbitrary maker token data to pass to `getSellQuoteCallback`.
bytes makerTokenData;
// Arbitrary taker token data to pass to `getSellQuoteCallback`.
bytes takerTokenData;
// Callback to retrieve a sell quote.
function(bytes memory, bytes memory, uint256) internal view returns (uint256) getSellQuoteCallback;
}
uint256 private constant ONE_HUNDED_PERCENT_BPS = 1e4;
/// @dev Maximum approximate (positive) error rate when approximating a buy quote.
uint256 private constant APPROXIMATE_BUY_TARGET_EPSILON_BPS = 0.0005e4;
/// @dev Maximum iterations to perform when approximating a buy quote.
uint256 private constant APPROXIMATE_BUY_MAX_ITERATIONS = 5;
function _sampleApproximateBuys(
ApproximateBuyQuoteOpts memory opts,
uint256[] memory makerTokenAmounts
) internal view returns (uint256[] memory takerTokenAmounts) {
takerTokenAmounts = new uint256[](makerTokenAmounts.length);
if (makerTokenAmounts.length == 0) {
return takerTokenAmounts;
}
uint256 sellAmount = opts.getSellQuoteCallback(opts.makerTokenData, opts.takerTokenData, makerTokenAmounts[0]);
if (sellAmount == 0) {
return takerTokenAmounts;
}
uint256 buyAmount = opts.getSellQuoteCallback(opts.takerTokenData, opts.makerTokenData, sellAmount);
if (buyAmount == 0) {
return takerTokenAmounts;
}
for (uint256 i = 0; i < makerTokenAmounts.length; i++) {
uint256 eps = 0;
for (uint256 iter = 0; iter < APPROXIMATE_BUY_MAX_ITERATIONS; iter++) {
// adjustedSellAmount = previousSellAmount * (target/actual) * JUMP_MULTIPLIER
sellAmount = _safeGetPartialAmountCeil(makerTokenAmounts[i], buyAmount, sellAmount);
if (sellAmount == 0) {
break;
}
sellAmount = _safeGetPartialAmountCeil(
(ONE_HUNDED_PERCENT_BPS + APPROXIMATE_BUY_TARGET_EPSILON_BPS),
ONE_HUNDED_PERCENT_BPS,
sellAmount
);
if (sellAmount == 0) {
break;
}
uint256 _buyAmount = opts.getSellQuoteCallback(opts.takerTokenData, opts.makerTokenData, sellAmount);
if (_buyAmount == 0) {
break;
}
// We re-use buyAmount next iteration, only assign if it is
// non zero
buyAmount = _buyAmount;
// If we've reached our goal, exit early
if (buyAmount >= makerTokenAmounts[i]) {
eps = ((buyAmount - makerTokenAmounts[i]) * ONE_HUNDED_PERCENT_BPS) / makerTokenAmounts[i];
if (eps <= APPROXIMATE_BUY_TARGET_EPSILON_BPS) {
break;
}
}
}
if (eps == 0 || eps > APPROXIMATE_BUY_TARGET_EPSILON_BPS) {
break;
}
// We do our best to close in on the requested amount, but we can either over buy or under buy and exit
// if we hit a max iteration limit
// We scale the sell amount to get the approximate target
takerTokenAmounts[i] = _safeGetPartialAmountCeil(makerTokenAmounts[i], buyAmount, sellAmount);
}
}
function _safeGetPartialAmountCeil(
uint256 numerator,
uint256 denominator,
uint256 target
) internal view returns (uint256 partialAmount) {
if (numerator == 0 || target == 0 || denominator == 0) return 0;
uint256 c = numerator * target;
if (c / numerator != target) return 0;
return (c + (denominator - 1)) / denominator;
}
}

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// 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;
// ERC20 contract interface
abstract contract IToken {
/// @dev Query the balance of owner
/// @param _owner The address from which the balance will be retrieved
/// @return Balance of owner
function balanceOf(address _owner) public view virtual returns (uint256);
/// @param _owner The address of the account owning tokens
/// @param _spender The address of the account able to transfer the tokens
/// @return Amount of remaining tokens allowed to spent
function allowance(address _owner, address _spender) public view virtual returns (uint256);
}
contract BalanceChecker {
/*
Check the token balances of wallet-token pairs.
Pass 0xeee... as a "token" address to get ETH balance.
Possible error throws:
- extremely large arrays for user and or tokens (gas cost too high)
Returns a one-dimensional that's user.length long.
*/
function balances(address[] calldata users, address[] calldata tokens) external view returns (uint256[] memory) {
// make sure the users array and tokens array are of equal length
require(users.length == tokens.length, "users array is a different length than the tokens array");
uint256[] memory addrBalances = new uint256[](users.length);
for (uint i = 0; i < users.length; i++) {
if (tokens[i] != address(0xEeeeeEeeeEeEeeEeEeEeeEEEeeeeEeeeeeeeEEeE)) {
addrBalances[i] = IToken(tokens[i]).balanceOf(users[i]);
} else {
addrBalances[i] = users[i].balance; // ETH balance
}
}
return addrBalances;
}
/*
Check the token balances of wallet-token pairs with a spender contract for an allowance check.
Pass 0xeee... as a "token" address to get ETH balance.
Possible error throws:
- extremely large arrays for user and or tokens (gas cost too high)
Returns a one-dimensional that's user.length long. It is the lesser of balance and allowance
*/
function getMinOfBalancesOrAllowances(
address[] calldata users,
address[] calldata tokens,
address spender
) external view returns (uint256[] memory) {
// make sure the users array and tokens array are of equal length
require(users.length == tokens.length, "users array is a different length than the tokens array");
uint256[] memory addrBalances = new uint256[](users.length);
for (uint i = 0; i < users.length; i++) {
if (tokens[i] != address(0xEeeeeEeeeEeEeeEeEeEeeEEEeeeeEeeeeeeeEEeE)) {
uint256 balance;
uint256 allowance;
balance = IToken(tokens[i]).balanceOf(users[i]);
allowance = IToken(tokens[i]).allowance(users[i], spender);
if (allowance < balance) {
addrBalances[i] = allowance;
} else {
addrBalances[i] = balance;
}
} else {
addrBalances[i] = users[i].balance; // ETH balance
}
}
return addrBalances;
}
/*
Check the allowances of an array of owner-spender-tokens
Returns 0 for 0xeee... (ETH)
Possible error throws:
- extremely large arrays for user and or tokens (gas cost too high)
Returns a one-dimensional array that's owners.length long.
*/
function allowances(
address[] calldata owners,
address[] calldata spenders,
address[] calldata tokens
) external view returns (uint256[] memory) {
// make sure the arrays are all of equal length
require(owners.length == spenders.length, "all arrays must be of equal length");
require(owners.length == tokens.length, "all arrays must be of equal length");
uint256[] memory addrAllowances = new uint256[](owners.length);
for (uint i = 0; i < owners.length; i++) {
if (tokens[i] != address(0xEeeeeEeeeEeEeeEeEeEeeEEEeeeeEeeeeeeeEEeE)) {
addrAllowances[i] = IToken(tokens[i]).allowance(owners[i], spenders[i]);
} else {
// ETH
addrAllowances[i] = 0;
}
}
return addrAllowances;
}
}

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// 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/IBalancer.sol";
contract BalancerSampler {
/// @dev Base gas limit for Balancer calls.
uint256 private constant BALANCER_CALL_GAS = 300e3; // 300k
// Balancer math constants
// https://github.com/balancer-labs/balancer-core/blob/master/contracts/BConst.sol
uint256 private constant BONE = 10 ** 18;
uint256 private constant MAX_IN_RATIO = BONE / 2;
uint256 private constant MAX_OUT_RATIO = (BONE / 3) + 1 wei;
struct BalancerState {
uint256 takerTokenBalance;
uint256 makerTokenBalance;
uint256 takerTokenWeight;
uint256 makerTokenWeight;
uint256 swapFee;
}
/// @dev Sample sell quotes from Balancer.
/// @param poolAddress Address of the Balancer pool to query.
/// @param takerToken Address of the taker token (what to sell).
/// @param makerToken Address of the maker token (what to buy).
/// @param takerTokenAmounts Taker token sell amount for each sample.
/// @return makerTokenAmounts Maker amounts bought at each taker token
/// amount.
function sampleSellsFromBalancer(
address poolAddress,
address takerToken,
address makerToken,
uint256[] memory takerTokenAmounts
) public view returns (uint256[] memory makerTokenAmounts) {
IBalancer pool = IBalancer(poolAddress);
uint256 numSamples = takerTokenAmounts.length;
makerTokenAmounts = new uint256[](numSamples);
if (!pool.isBound(takerToken) || !pool.isBound(makerToken)) {
return makerTokenAmounts;
}
BalancerState memory poolState;
poolState.takerTokenBalance = pool.getBalance(takerToken);
poolState.makerTokenBalance = pool.getBalance(makerToken);
poolState.takerTokenWeight = pool.getDenormalizedWeight(takerToken);
poolState.makerTokenWeight = pool.getDenormalizedWeight(makerToken);
poolState.swapFee = pool.getSwapFee();
for (uint256 i = 0; i < numSamples; i++) {
// Handles this revert scenario:
// https://github.com/balancer-labs/balancer-core/blob/master/contracts/BPool.sol#L443
if (takerTokenAmounts[i] > _bmul(poolState.takerTokenBalance, MAX_IN_RATIO)) {
break;
}
try
pool.calcOutGivenIn{gas: BALANCER_CALL_GAS}(
poolState.takerTokenBalance,
poolState.takerTokenWeight,
poolState.makerTokenBalance,
poolState.makerTokenWeight,
takerTokenAmounts[i],
poolState.swapFee
)
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 Balancer.
/// @param poolAddress Address of the Balancer pool to query.
/// @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 takerTokenAmounts Taker amounts sold at each maker token
/// amount.
function sampleBuysFromBalancer(
address poolAddress,
address takerToken,
address makerToken,
uint256[] memory makerTokenAmounts
) public view returns (uint256[] memory takerTokenAmounts) {
IBalancer pool = IBalancer(poolAddress);
uint256 numSamples = makerTokenAmounts.length;
takerTokenAmounts = new uint256[](numSamples);
if (!pool.isBound(takerToken) || !pool.isBound(makerToken)) {
return takerTokenAmounts;
}
BalancerState memory poolState;
poolState.takerTokenBalance = pool.getBalance(takerToken);
poolState.makerTokenBalance = pool.getBalance(makerToken);
poolState.takerTokenWeight = pool.getDenormalizedWeight(takerToken);
poolState.makerTokenWeight = pool.getDenormalizedWeight(makerToken);
poolState.swapFee = pool.getSwapFee();
for (uint256 i = 0; i < numSamples; i++) {
// Handles this revert scenario:
// https://github.com/balancer-labs/balancer-core/blob/master/contracts/BPool.sol#L505
if (makerTokenAmounts[i] > _bmul(poolState.makerTokenBalance, MAX_OUT_RATIO)) {
break;
}
try
pool.calcInGivenOut{gas: BALANCER_CALL_GAS}(
poolState.takerTokenBalance,
poolState.takerTokenWeight,
poolState.makerTokenBalance,
poolState.makerTokenWeight,
makerTokenAmounts[i],
poolState.swapFee
)
returns (uint256 amount) {
// Handles this revert scenario:
// https://github.com/balancer-labs/balancer-core/blob/master/contracts/BPool.sol#L443
if (amount > _bmul(poolState.takerTokenBalance, MAX_IN_RATIO)) {
break;
}
takerTokenAmounts[i] = amount;
// Break early if there are 0 amounts
if (takerTokenAmounts[i] == 0) {
break;
}
} catch (bytes memory) {
// Swallow failures, leaving all results as zero.
break;
}
}
}
/// @dev Hacked version of Balancer's `bmul` function, returning 0 instead
/// of reverting.
/// https://github.com/balancer-labs/balancer-core/blob/master/contracts/BNum.sol#L63-L73
/// @param a The first operand.
/// @param b The second operand.
/// @param c The result of the multiplication, or 0 if `bmul` would've reverted.
function _bmul(uint256 a, uint256 b) private pure returns (uint256 c) {
uint c0 = a * b;
if (a != 0 && c0 / a != b) {
return 0;
}
uint c1 = c0 + (BONE / 2);
if (c1 < c0) {
return 0;
}
uint c2 = c1 / BONE;
return c2;
}
}

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// SPDX-License-Identifier: Apache-2.0
/*
Copyright 2021 ZeroEx Intl.
Licensed under the Apache License, Version 2.0 (the "License");
you may not use this file except in compliance with the License.
You may obtain a copy of the License at
http://www.apache.org/licenses/LICENSE-2.0
Unless required by applicable law or agreed to in writing, software
distributed under the License is distributed on an "AS IS" BASIS,
WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
See the License for the specific language governing permissions and
limitations under the License.
*/
pragma solidity ^0.6;
pragma experimental ABIEncoderV2;
import "./interfaces/IBalancerV2Vault.sol";
import "./BalancerV2Common.sol";
contract BalancerV2BatchSampler is BalancerV2Common {
// Replaces amount for first step with each takerTokenAmount and calls queryBatchSwap using supplied steps
/// @dev Sample sell quotes from Balancer V2 supporting multihops.
/// @param swapSteps Array of swap steps (can be >= 1).
/// @param swapAssets Array of token address for swaps.
/// @param takerTokenAmounts Taker token sell amount for each sample.
function sampleMultihopSellsFromBalancerV2(
IBalancerV2Vault vault,
IBalancerV2Vault.BatchSwapStep[] memory swapSteps,
address[] memory swapAssets,
uint256[] memory takerTokenAmounts
) public returns (uint256[] memory makerTokenAmounts) {
uint256 numSamples = takerTokenAmounts.length;
makerTokenAmounts = new uint256[](numSamples);
IBalancerV2Vault.FundManagement memory swapFunds = _createSwapFunds();
for (uint256 i = 0; i < numSamples; i++) {
swapSteps[0].amount = takerTokenAmounts[i];
try
// For sells we specify the takerToken which is what the vault will receive from the trade
vault.queryBatchSwap(IBalancerV2Vault.SwapKind.GIVEN_IN, swapSteps, swapAssets, swapFunds)
returns (
// amounts represent pool balance deltas from the swap (incoming balance, outgoing balance)
int256[] memory amounts
) {
// Outgoing balance is negative so we need to flip the sign
// Note - queryBatchSwap will return a delta for each token in the assets array and last asset should be tokenOut
int256 amountOutFromPool = amounts[amounts.length - 1] * -1;
if (amountOutFromPool <= 0) {
break;
}
makerTokenAmounts[i] = uint256(amountOutFromPool);
} catch {
// Swallow failures, leaving all results as zero.
break;
}
}
}
// Replaces amount for first step with each makerTokenAmount and calls queryBatchSwap using supplied steps
/// @dev Sample buy quotes from Balancer V2 supporting multihops.
/// @param swapSteps Array of swap steps (can be >= 1).
/// @param swapAssets Array of token address for swaps.
/// @param makerTokenAmounts Maker token buy amount for each sample.
function sampleMultihopBuysFromBalancerV2(
IBalancerV2Vault vault,
IBalancerV2Vault.BatchSwapStep[] memory swapSteps,
address[] memory swapAssets,
uint256[] memory makerTokenAmounts
) public returns (uint256[] memory takerTokenAmounts) {
uint256 numSamples = makerTokenAmounts.length;
takerTokenAmounts = new uint256[](numSamples);
IBalancerV2Vault.FundManagement memory swapFunds = _createSwapFunds();
for (uint256 i = 0; i < numSamples; i++) {
swapSteps[0].amount = makerTokenAmounts[i];
try
// Uses GIVEN_OUT type for Buy
vault.queryBatchSwap(IBalancerV2Vault.SwapKind.GIVEN_OUT, swapSteps, swapAssets, swapFunds)
returns (
// amounts represent pool balance deltas from the swap (incoming balance, outgoing balance)
int256[] memory amounts
) {
int256 amountIntoPool = amounts[0];
if (amountIntoPool <= 0) {
break;
}
takerTokenAmounts[i] = uint256(amountIntoPool);
} catch {
// Swallow failures, leaving all results as zero.
break;
}
}
}
}

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// SPDX-License-Identifier: Apache-2.0
/*
Copyright 2021 ZeroEx Intl.
Licensed under the Apache License, Version 2.0 (the "License");
you may not use this file except in compliance with the License.
You may obtain a copy of the License at
http://www.apache.org/licenses/LICENSE-2.0
Unless required by applicable law or agreed to in writing, software
distributed under the License is distributed on an "AS IS" BASIS,
WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
See the License for the specific language governing permissions and
limitations under the License.
*/
pragma solidity ^0.6;
pragma experimental ABIEncoderV2;
import "./interfaces/IBalancerV2Vault.sol";
contract BalancerV2Common {
function _createSwapFunds() internal view returns (IBalancerV2Vault.FundManagement memory) {
return
IBalancerV2Vault.FundManagement({
sender: address(this),
fromInternalBalance: false,
recipient: payable(address(this)),
toInternalBalance: false
});
}
}

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// SPDX-License-Identifier: Apache-2.0
/*
Copyright 2021 ZeroEx Intl.
Licensed under the Apache License, Version 2.0 (the "License");
you may not use this file except in compliance with the License.
You may obtain a copy of the License at
http://www.apache.org/licenses/LICENSE-2.0
Unless required by applicable law or agreed to in writing, software
distributed under the License is distributed on an "AS IS" BASIS,
WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
See the License for the specific language governing permissions and
limitations under the License.
*/
pragma solidity ^0.6;
pragma experimental ABIEncoderV2;
import "./SamplerUtils.sol";
import "./interfaces/IBalancerV2Vault.sol";
import "./BalancerV2Common.sol";
contract BalancerV2Sampler is SamplerUtils, BalancerV2Common {
/// @dev Sample sell quotes from Balancer V2.
/// @param poolInfo Struct with pool related data
/// @param takerToken Address of the taker token (what to sell).
/// @param makerToken Address of the maker token (what to buy).
/// @param takerTokenAmounts Taker token sell amount for each sample.
/// @return makerTokenAmounts Maker amounts bought at each taker token
/// amount.
function sampleSellsFromBalancerV2(
IBalancerV2Vault.BalancerV2PoolInfo memory poolInfo,
address takerToken,
address makerToken,
uint256[] memory takerTokenAmounts
) public returns (uint256[] memory makerTokenAmounts) {
_assertValidPair(makerToken, takerToken);
IBalancerV2Vault vault = IBalancerV2Vault(poolInfo.vault);
address[] memory swapAssets = new address[](2);
swapAssets[0] = takerToken;
swapAssets[1] = makerToken;
uint256 numSamples = takerTokenAmounts.length;
makerTokenAmounts = new uint256[](numSamples);
IBalancerV2Vault.FundManagement memory swapFunds = _createSwapFunds();
for (uint256 i = 0; i < numSamples; i++) {
IBalancerV2Vault.BatchSwapStep[] memory swapSteps = _createSwapSteps(poolInfo, takerTokenAmounts[i]);
try
// For sells we specify the takerToken which is what the vault will receive from the trade
vault.queryBatchSwap(IBalancerV2Vault.SwapKind.GIVEN_IN, swapSteps, swapAssets, swapFunds)
returns (
// amounts represent pool balance deltas from the swap (incoming balance, outgoing balance)
int256[] memory amounts
) {
// Outgoing balance is negative so we need to flip the sign
int256 amountOutFromPool = amounts[amounts.length - 1] * -1;
if (amountOutFromPool <= 0) {
break;
}
makerTokenAmounts[i] = uint256(amountOutFromPool);
} catch (bytes memory) {
// Swallow failures, leaving all results as zero.
break;
}
}
}
/// @dev Sample buy quotes from Balancer V2.
/// @param poolInfo Struct with pool related data
/// @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 takerTokenAmounts Taker amounts sold at each maker token
/// amount.
function sampleBuysFromBalancerV2(
IBalancerV2Vault.BalancerV2PoolInfo memory poolInfo,
address takerToken,
address makerToken,
uint256[] memory makerTokenAmounts
) public returns (uint256[] memory takerTokenAmounts) {
_assertValidPair(makerToken, takerToken);
IBalancerV2Vault vault = IBalancerV2Vault(poolInfo.vault);
address[] memory swapAssets = new address[](2);
swapAssets[0] = takerToken;
swapAssets[1] = makerToken;
uint256 numSamples = makerTokenAmounts.length;
takerTokenAmounts = new uint256[](numSamples);
IBalancerV2Vault.FundManagement memory swapFunds = _createSwapFunds();
for (uint256 i = 0; i < numSamples; i++) {
IBalancerV2Vault.BatchSwapStep[] memory swapSteps = _createSwapSteps(poolInfo, makerTokenAmounts[i]);
try
// For buys we specify the makerToken which is what taker will receive from the trade
vault.queryBatchSwap(IBalancerV2Vault.SwapKind.GIVEN_OUT, swapSteps, swapAssets, swapFunds)
returns (int256[] memory amounts) {
int256 amountIntoPool = amounts[0];
if (amountIntoPool <= 0) {
break;
}
takerTokenAmounts[i] = uint256(amountIntoPool);
} catch (bytes memory) {
// Swallow failures, leaving all results as zero.
break;
}
}
}
function _createSwapSteps(
IBalancerV2Vault.BalancerV2PoolInfo memory poolInfo,
uint256 amount
) private pure returns (IBalancerV2Vault.BatchSwapStep[] memory) {
IBalancerV2Vault.BatchSwapStep[] memory swapSteps = new IBalancerV2Vault.BatchSwapStep[](1);
swapSteps[0] = IBalancerV2Vault.BatchSwapStep({
poolId: poolInfo.poolId,
assetInIndex: 0,
assetOutIndex: 1,
amount: amount,
userData: ""
});
return swapSteps;
}
}

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// 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/IBancor.sol";
contract BancorSampler {
/// @dev Base gas limit for Bancor calls.
uint256 private constant BANCOR_CALL_GAS = 300e3; // 300k
struct BancorSamplerOpts {
IBancorRegistry registry;
address[][] paths;
}
/// @dev Sample sell quotes from Bancor.
/// @param opts BancorSamplerOpts The Bancor registry contract address and paths
/// @param takerToken Address of the taker token (what to sell).
/// @param makerToken Address of the maker token (what to buy).
/// @param takerTokenAmounts Taker token sell amount for each sample.
/// @return bancorNetwork the Bancor Network address
/// @return path the selected conversion path from bancor
/// @return makerTokenAmounts Maker amounts bought at each taker token
/// amount.
function sampleSellsFromBancor(
BancorSamplerOpts memory opts,
address takerToken,
address makerToken,
uint256[] memory takerTokenAmounts
) public view returns (address bancorNetwork, address[] memory path, uint256[] memory makerTokenAmounts) {
if (opts.paths.length == 0) {
return (bancorNetwork, path, makerTokenAmounts);
}
(bancorNetwork, path) = _findBestPath(opts, takerToken, makerToken, takerTokenAmounts);
makerTokenAmounts = new uint256[](takerTokenAmounts.length);
for (uint256 i = 0; i < makerTokenAmounts.length; i++) {
try IBancorNetwork(bancorNetwork).rateByPath{gas: BANCOR_CALL_GAS}(path, takerTokenAmounts[i]) returns (
uint256 amount
) {
makerTokenAmounts[i] = amount;
// Break early if there are 0 amounts
if (makerTokenAmounts[i] == 0) {
break;
}
} catch {
// Swallow failures, leaving all results as zero.
break;
}
}
return (bancorNetwork, path, makerTokenAmounts);
}
/// @dev Sample buy quotes from Bancor. Unimplemented
/// @param opts BancorSamplerOpts The Bancor registry contract address and paths
/// @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 bancorNetwork the Bancor Network address
/// @return path the selected conversion path from bancor
/// @return takerTokenAmounts Taker amounts sold at each maker token
/// amount.
function sampleBuysFromBancor(
BancorSamplerOpts memory opts,
address takerToken,
address makerToken,
uint256[] memory makerTokenAmounts
) public view returns (address bancorNetwork, address[] memory path, uint256[] memory takerTokenAmounts) {}
function _findBestPath(
BancorSamplerOpts memory opts,
address takerToken,
address makerToken,
uint256[] memory takerTokenAmounts
) internal view returns (address bancorNetwork, address[] memory path) {
bancorNetwork = opts.registry.getAddress(opts.registry.BANCOR_NETWORK());
if (opts.paths.length == 0) {
return (bancorNetwork, path);
}
uint256 maxBoughtAmount = 0;
// Find the best path by selling the largest taker amount
for (uint256 i = 0; i < opts.paths.length; i++) {
if (opts.paths[i].length < 2) {
continue;
}
try
IBancorNetwork(bancorNetwork).rateByPath{gas: BANCOR_CALL_GAS}(
opts.paths[i],
takerTokenAmounts[takerTokenAmounts.length - 1]
)
returns (uint256 amount) {
if (amount > maxBoughtAmount) {
maxBoughtAmount = amount;
path = opts.paths[i];
}
} catch {
// Swallow failures, leaving all results as zero.
continue;
}
}
}
}

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// 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 private constant BancorV3_CALL_GAS = 150e3; // 150k
address public constant 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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// SPDX-License-Identifier: Apache-2.0
/*
Copyright 2021 ZeroEx Intl.
Licensed under the Apache License, Version 2.0 (the "License");
you may not use this file except in compliance with the License.
You may obtain a copy of the License at
http://www.apache.org/licenses/LICENSE-2.0
Unless required by applicable law or agreed to in writing, software
distributed under the License is distributed on an "AS IS" BASIS,
WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
See the License for the specific language governing permissions and
limitations under the License.
*/
pragma solidity ^0.6;
pragma experimental ABIEncoderV2;
import "./SamplerUtils.sol";
import "@0x/contracts-erc20/contracts/src/v06/IERC20TokenV06.sol";
// Minimal CToken interface
interface ICToken {
function mint(uint mintAmount) external returns (uint);
function redeem(uint redeemTokens) external returns (uint);
function redeemUnderlying(uint redeemAmount) external returns (uint);
function exchangeRateStored() external view returns (uint);
function decimals() external view returns (uint8);
}
contract CompoundSampler is SamplerUtils {
uint256 private constant EXCHANGE_RATE_SCALE = 1e10;
function sampleSellsFromCompound(
ICToken cToken,
IERC20TokenV06 takerToken,
IERC20TokenV06 makerToken,
uint256[] memory takerTokenAmounts
) public view returns (uint256[] memory makerTokenAmounts) {
uint256 numSamples = takerTokenAmounts.length;
makerTokenAmounts = new uint256[](numSamples);
// Exchange rate is scaled by 1 * 10^(18 - 8 + Underlying Token Decimals
uint256 exchangeRate = cToken.exchangeRateStored();
uint256 cTokenDecimals = uint256(cToken.decimals());
if (address(makerToken) == address(cToken)) {
// mint
for (uint256 i = 0; i < numSamples; i++) {
makerTokenAmounts[i] =
(takerTokenAmounts[i] * EXCHANGE_RATE_SCALE * 10 ** cTokenDecimals) /
exchangeRate;
}
} else if (address(takerToken) == address(cToken)) {
// redeem
for (uint256 i = 0; i < numSamples; i++) {
makerTokenAmounts[i] =
(takerTokenAmounts[i] * exchangeRate) /
(EXCHANGE_RATE_SCALE * 10 ** cTokenDecimals);
}
}
}
function sampleBuysFromCompound(
ICToken cToken,
IERC20TokenV06 takerToken,
IERC20TokenV06 makerToken,
uint256[] memory makerTokenAmounts
) public view returns (uint256[] memory takerTokenAmounts) {
uint256 numSamples = makerTokenAmounts.length;
takerTokenAmounts = new uint256[](numSamples);
// Exchange rate is scaled by 1 * 10^(18 - 8 + Underlying Token Decimals
uint256 exchangeRate = cToken.exchangeRateStored();
uint256 cTokenDecimals = uint256(cToken.decimals());
if (address(makerToken) == address(cToken)) {
// mint
for (uint256 i = 0; i < numSamples; i++) {
takerTokenAmounts[i] =
(makerTokenAmounts[i] * exchangeRate) /
(EXCHANGE_RATE_SCALE * 10 ** cTokenDecimals);
}
} else if (address(takerToken) == address(cToken)) {
// redeem
for (uint256 i = 0; i < numSamples; i++) {
takerTokenAmounts[i] =
(makerTokenAmounts[i] * EXCHANGE_RATE_SCALE * 10 ** cTokenDecimals) /
exchangeRate;
}
}
}
}

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// 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/ICurve.sol";
import "./ApproximateBuys.sol";
import "./SamplerUtils.sol";
contract CurveSampler is SamplerUtils, ApproximateBuys {
/// @dev Information for sampling from curve sources.
struct CurveInfo {
address poolAddress;
bytes4 sellQuoteFunctionSelector;
bytes4 buyQuoteFunctionSelector;
}
/// @dev Base gas limit for Curve calls. Some Curves have multiple tokens
/// So a reasonable ceil is 150k per token. Biggest Curve has 4 tokens.
uint256 private constant CURVE_CALL_GAS = 2000e3; // Was 600k for Curve but SnowSwap is using 1500k+
/// @dev Sample sell quotes from Curve.
/// @param curveInfo Curve 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 sampleSellsFromCurve(
CurveInfo memory curveInfo,
int128 fromTokenIdx,
int128 toTokenIdx,
uint256[] memory takerTokenAmounts
) public view returns (uint256[] memory makerTokenAmounts) {
uint256 numSamples = takerTokenAmounts.length;
makerTokenAmounts = new uint256[](numSamples);
for (uint256 i = 0; i < numSamples; i++) {
(bool didSucceed, bytes memory resultData) = curveInfo.poolAddress.staticcall.gas(CURVE_CALL_GAS)(
abi.encodeWithSelector(
curveInfo.sellQuoteFunctionSelector,
fromTokenIdx,
toTokenIdx,
takerTokenAmounts[i]
)
);
uint256 buyAmount = 0;
if (didSucceed) {
buyAmount = abi.decode(resultData, (uint256));
}
makerTokenAmounts[i] = buyAmount;
// Break early if there are 0 amounts
if (makerTokenAmounts[i] == 0) {
break;
}
}
}
/// @dev Sample buy quotes from Curve.
/// @param curveInfo Curve 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 sampleBuysFromCurve(
CurveInfo memory curveInfo,
int128 fromTokenIdx,
int128 toTokenIdx,
uint256[] memory makerTokenAmounts
) public view returns (uint256[] memory takerTokenAmounts) {
if (curveInfo.buyQuoteFunctionSelector == bytes4(0)) {
// Buys not supported on this curve, so approximate it.
return
_sampleApproximateBuys(
ApproximateBuyQuoteOpts({
makerTokenData: abi.encode(toTokenIdx, curveInfo),
takerTokenData: abi.encode(fromTokenIdx, curveInfo),
getSellQuoteCallback: _sampleSellForApproximateBuyFromCurve
}),
makerTokenAmounts
);
}
uint256 numSamples = makerTokenAmounts.length;
takerTokenAmounts = new uint256[](numSamples);
for (uint256 i = 0; i < numSamples; i++) {
(bool didSucceed, bytes memory resultData) = curveInfo.poolAddress.staticcall.gas(CURVE_CALL_GAS)(
abi.encodeWithSelector(
curveInfo.buyQuoteFunctionSelector,
fromTokenIdx,
toTokenIdx,
makerTokenAmounts[i]
)
);
uint256 sellAmount = 0;
if (didSucceed) {
sellAmount = abi.decode(resultData, (uint256));
}
takerTokenAmounts[i] = sellAmount;
// Break early if there are 0 amounts
if (takerTokenAmounts[i] == 0) {
break;
}
}
}
function _sampleSellForApproximateBuyFromCurve(
bytes memory takerTokenData,
bytes memory makerTokenData,
uint256 sellAmount
) private view returns (uint256 buyAmount) {
(int128 takerTokenIdx, CurveInfo memory curveInfo) = abi.decode(takerTokenData, (int128, CurveInfo));
int128 makerTokenIdx = abi.decode(makerTokenData, (int128));
(bool success, bytes memory resultData) = address(this).staticcall(
abi.encodeWithSelector(
this.sampleSellsFromCurve.selector,
curveInfo,
takerTokenIdx,
makerTokenIdx,
_toSingleValueArray(sellAmount)
)
);
if (!success) {
return 0;
}
// solhint-disable-next-line indent
return abi.decode(resultData, (uint256[]))[0];
}
}

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// 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 "./ApproximateBuys.sol";
import "./SamplerUtils.sol";
interface IDODOZoo {
function getDODO(address baseToken, address quoteToken) external view returns (address);
}
interface IDODOHelper {
function querySellQuoteToken(address dodo, uint256 amount) external view returns (uint256);
}
interface IDODO {
function querySellBaseToken(uint256 amount) external view returns (uint256);
function _TRADE_ALLOWED_() external view returns (bool);
}
contract DODOSampler is SamplerUtils, ApproximateBuys {
/// @dev Gas limit for DODO calls.
uint256 private constant DODO_CALL_GAS = 300e3; // 300k
struct DODOSamplerOpts {
address registry;
address helper;
}
/// @dev Sample sell quotes from DODO.
/// @param opts DODOSamplerOpts DODO Registry and helper addresses
/// @param takerToken Address of the taker token (what to sell).
/// @param makerToken Address of the maker token (what to buy).
/// @param takerTokenAmounts Taker token sell amount for each sample.
/// @return sellBase whether the bridge needs to sell the base token
/// @return pool the DODO pool address
/// @return makerTokenAmounts Maker amounts bought at each taker token
/// amount.
function sampleSellsFromDODO(
DODOSamplerOpts memory opts,
address takerToken,
address makerToken,
uint256[] memory takerTokenAmounts
) public view returns (bool sellBase, address pool, uint256[] memory makerTokenAmounts) {
_assertValidPair(makerToken, takerToken);
uint256 numSamples = takerTokenAmounts.length;
makerTokenAmounts = new uint256[](numSamples);
pool = IDODOZoo(opts.registry).getDODO(takerToken, makerToken);
address baseToken;
// If pool exists we have the correct order of Base/Quote
if (pool != address(0)) {
baseToken = takerToken;
sellBase = true;
} else {
pool = IDODOZoo(opts.registry).getDODO(makerToken, takerToken);
// No pool either direction
if (address(pool) == address(0)) {
return (sellBase, pool, makerTokenAmounts);
}
baseToken = makerToken;
sellBase = false;
}
// DODO Pool has been disabled
if (!IDODO(pool)._TRADE_ALLOWED_()) {
return (sellBase, pool, makerTokenAmounts);
}
for (uint256 i = 0; i < numSamples; i++) {
uint256 buyAmount = _sampleSellForApproximateBuyFromDODO(
abi.encode(takerToken, pool, baseToken, opts.helper), // taker token data
abi.encode(makerToken, pool, baseToken, opts.helper), // maker token data
takerTokenAmounts[i]
);
makerTokenAmounts[i] = buyAmount;
// Break early if there are 0 amounts
if (makerTokenAmounts[i] == 0) {
break;
}
}
}
/// @dev Sample buy quotes from DODO.
/// @param opts DODOSamplerOpts DODO Registry and helper addresses
/// @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.
/// @return sellBase whether the bridge needs to sell the base token
/// @return pool the DODO pool address
/// @return takerTokenAmounts Taker amounts sold at each maker token
/// amount.
function sampleBuysFromDODO(
DODOSamplerOpts memory opts,
address takerToken,
address makerToken,
uint256[] memory makerTokenAmounts
) public view returns (bool sellBase, address pool, uint256[] memory takerTokenAmounts) {
_assertValidPair(makerToken, takerToken);
uint256 numSamples = makerTokenAmounts.length;
takerTokenAmounts = new uint256[](numSamples);
// Pool is BASE/QUOTE
// Look up the pool from the taker/maker combination
pool = IDODOZoo(opts.registry).getDODO(takerToken, makerToken);
address baseToken;
// If pool exists we have the correct order of Base/Quote
if (pool != address(0)) {
baseToken = takerToken;
sellBase = true;
} else {
// Look up the pool from the maker/taker combination
pool = IDODOZoo(opts.registry).getDODO(makerToken, takerToken);
// No pool either direction
if (address(pool) == address(0)) {
return (sellBase, pool, takerTokenAmounts);
}
baseToken = makerToken;
sellBase = false;
}
// DODO Pool has been disabled
if (!IDODO(pool)._TRADE_ALLOWED_()) {
return (sellBase, pool, takerTokenAmounts);
}
takerTokenAmounts = _sampleApproximateBuys(
ApproximateBuyQuoteOpts({
makerTokenData: abi.encode(makerToken, pool, baseToken, opts.helper),
takerTokenData: abi.encode(takerToken, pool, baseToken, opts.helper),
getSellQuoteCallback: _sampleSellForApproximateBuyFromDODO
}),
makerTokenAmounts
);
}
function _sampleSellForApproximateBuyFromDODO(
bytes memory takerTokenData,
bytes memory /* makerTokenData */,
uint256 sellAmount
) private view returns (uint256) {
(address takerToken, address pool, address baseToken, address helper) = abi.decode(
takerTokenData,
(address, address, address, address)
);
// We will get called to sell both the taker token and also to sell the maker token
if (takerToken == baseToken) {
// If base token then use the original query on the pool
try IDODO(pool).querySellBaseToken{gas: DODO_CALL_GAS}(sellAmount) returns (uint256 amount) {
return amount;
} catch (bytes memory) {
// Swallow failures, leaving all results as zero.
return 0;
}
} else {
// If quote token then use helper, this is less accurate
try IDODOHelper(helper).querySellQuoteToken{gas: DODO_CALL_GAS}(pool, sellAmount) returns (uint256 amount) {
return amount;
} catch (bytes memory) {
// Swallow failures, leaving all results as zero.
return 0;
}
}
}
}

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// SPDX-License-Identifier: Apache-2.0
/*
Copyright 2021 ZeroEx Intl.
Licensed under the Apache License, Version 2.0 (the "License");
you may not use this file except in compliance with the License.
You may obtain a copy of the License at
http://www.apache.org/licenses/LICENSE-2.0
Unless required by applicable law or agreed to in writing, software
distributed under the License is distributed on an "AS IS" BASIS,
WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
See the License for the specific language governing permissions and
limitations under the License.
*/
pragma solidity ^0.6;
pragma experimental ABIEncoderV2;
import "./ApproximateBuys.sol";
import "./SamplerUtils.sol";
interface IDODOV2Registry {
function getDODOPool(address baseToken, address quoteToken) external view returns (address[] memory machines);
}
interface IDODOV2Pool {
function querySellBase(
address trader,
uint256 payBaseAmount
) external view returns (uint256 receiveQuoteAmount, uint256 mtFee);
function querySellQuote(
address trader,
uint256 payQuoteAmount
) external view returns (uint256 receiveBaseAmount, uint256 mtFee);
}
contract DODOV2Sampler is SamplerUtils, ApproximateBuys {
/// @dev Gas limit for DODO V2 calls.
uint256 private constant DODO_V2_CALL_GAS = 300e3; // 300k
/// @dev Sample sell quotes from DODO V2.
/// @param registry Address of the registry to look up.
/// @param offset offset index for the pool in the registry.
/// @param takerToken Address of the taker token (what to sell).
/// @param makerToken Address of the maker token (what to buy).
/// @param takerTokenAmounts Taker token sell amount for each sample.
/// @return sellBase whether the bridge needs to sell the base token
/// @return pool the DODO pool address
/// @return makerTokenAmounts Maker amounts bought at each taker token
/// amount.
function sampleSellsFromDODOV2(
address registry,
uint256 offset,
address takerToken,
address makerToken,
uint256[] memory takerTokenAmounts
) public view returns (bool sellBase, address pool, uint256[] memory makerTokenAmounts) {
_assertValidPair(makerToken, takerToken);
uint256 numSamples = takerTokenAmounts.length;
makerTokenAmounts = new uint256[](numSamples);
(pool, sellBase) = _getNextDODOV2Pool(registry, offset, takerToken, makerToken);
if (pool == address(0)) {
return (sellBase, pool, makerTokenAmounts);
}
for (uint256 i = 0; i < numSamples; i++) {
uint256 buyAmount = _sampleSellForApproximateBuyFromDODOV2(
abi.encode(takerToken, pool, sellBase), // taker token data
abi.encode(makerToken, pool, sellBase), // maker token data
takerTokenAmounts[i]
);
makerTokenAmounts[i] = buyAmount;
// Break early if there are 0 amounts
if (makerTokenAmounts[i] == 0) {
break;
}
}
}
/// @dev Sample buy quotes from DODO.
/// @param registry Address of the registry to look up.
/// @param offset offset index for the pool in the registry.
/// @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.
/// @return sellBase whether the bridge needs to sell the base token
/// @return pool the DODO pool address
/// @return takerTokenAmounts Taker amounts sold at each maker token
/// amount.
function sampleBuysFromDODOV2(
address registry,
uint256 offset,
address takerToken,
address makerToken,
uint256[] memory makerTokenAmounts
) public view returns (bool sellBase, address pool, uint256[] memory takerTokenAmounts) {
_assertValidPair(makerToken, takerToken);
(pool, sellBase) = _getNextDODOV2Pool(registry, offset, takerToken, makerToken);
if (pool == address(0)) {
return (sellBase, pool, takerTokenAmounts);
}
uint256 numSamples = makerTokenAmounts.length;
takerTokenAmounts = new uint256[](numSamples);
takerTokenAmounts = _sampleApproximateBuys(
ApproximateBuyQuoteOpts({
makerTokenData: abi.encode(makerToken, pool, !sellBase),
takerTokenData: abi.encode(takerToken, pool, sellBase),
getSellQuoteCallback: _sampleSellForApproximateBuyFromDODOV2
}),
makerTokenAmounts
);
}
function _sampleSellForApproximateBuyFromDODOV2(
bytes memory takerTokenData,
bytes memory /* makerTokenData */,
uint256 sellAmount
) private view returns (uint256) {
(address takerToken, address pool, bool sellBase) = abi.decode(takerTokenData, (address, address, bool));
// We will get called to sell both the taker token and also to sell the maker token
// since we use approximate buy for sell and buy functions
if (sellBase) {
try IDODOV2Pool(pool).querySellBase{gas: DODO_V2_CALL_GAS}(address(0), sellAmount) returns (
uint256 amount,
uint256
) {
return amount;
} catch {
return 0;
}
} else {
try IDODOV2Pool(pool).querySellQuote{gas: DODO_V2_CALL_GAS}(address(0), sellAmount) returns (
uint256 amount,
uint256
) {
return amount;
} catch {
return 0;
}
}
}
function _getNextDODOV2Pool(
address registry,
uint256 offset,
address takerToken,
address makerToken
) internal view returns (address machine, bool sellBase) {
// Query in base -> quote direction, if a pool is found then we are selling the base
address[] memory machines = IDODOV2Registry(registry).getDODOPool(takerToken, makerToken);
sellBase = true;
if (machines.length == 0) {
// Query in quote -> base direction, if a pool is found then we are selling the quote
machines = IDODOV2Registry(registry).getDODOPool(makerToken, takerToken);
sellBase = false;
}
if (offset >= machines.length) {
return (address(0), false);
}
machine = machines[offset];
}
}

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// 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 "./BalancerSampler.sol";
import "./BalancerV2Sampler.sol";
import "./BalancerV2BatchSampler.sol";
import "./BancorSampler.sol";
import "./BancorV3Sampler.sol";
import "./CompoundSampler.sol";
import "./CurveSampler.sol";
import "./DODOSampler.sol";
import "./DODOV2Sampler.sol";
import "./GMXSampler.sol";
import "./KyberDmmSampler.sol";
import "./LidoSampler.sol";
import "./MakerPSMSampler.sol";
import "./MStableSampler.sol";
import "./MooniswapSampler.sol";
import "./NativeOrderSampler.sol";
import "./PlatypusSampler.sol";
import "./ShellSampler.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";
contract ERC20BridgeSampler is
BalancerSampler,
BalancerV2Sampler,
BalancerV2BatchSampler,
BancorSampler,
BancorV3Sampler,
CompoundSampler,
CurveSampler,
DODOSampler,
DODOV2Sampler,
GMXSampler,
KyberDmmSampler,
LidoSampler,
MakerPSMSampler,
MStableSampler,
MooniswapSampler,
NativeOrderSampler,
PlatypusSampler,
ShellSampler,
SynthetixSampler,
TwoHopSampler,
UniswapSampler,
UniswapV2Sampler,
UniswapV3Sampler,
VelodromeSampler,
WooPPSampler,
UtilitySampler
{
struct CallResults {
bytes data;
bool success;
}
/// @dev Call multiple public functions on this contract in a single transaction.
/// @param callDatas ABI-encoded call data for each function call.
/// @return callResults ABI-encoded results data for each call.
function batchCall(bytes[] calldata callDatas) external returns (CallResults[] memory callResults) {
callResults = new CallResults[](callDatas.length);
for (uint256 i = 0; i != callDatas.length; ++i) {
callResults[i].success = true;
if (callDatas[i].length == 0) {
continue;
}
(callResults[i].success, callResults[i].data) = address(this).call(callDatas[i]);
}
}
receive() external payable {}
}

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// SPDX-License-Identifier: Apache-2.0
pragma solidity ^0.6;
pragma experimental ABIEncoderV2;
contract FakeTaker {
struct Result {
bool success;
bytes resultData;
uint256 gasUsed;
}
receive() external payable {}
function execute(address payable to, bytes calldata data) public payable returns (Result memory result) {
uint256 gasBefore = gasleft();
(result.success, result.resultData) = to.call{value: msg.value}(data);
result.gasUsed = gasBefore - gasleft();
}
}

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pragma solidity ^0.6;
pragma experimental ABIEncoderV2;
import "./interfaces/IGMX.sol";
import "./ApproximateBuys.sol";
import "./SamplerUtils.sol";
contract GMXSampler is SamplerUtils, ApproximateBuys {
struct GMXInfo {
address reader;
address vault;
address[] path;
}
function sampleSellsFromGMX(
address reader,
address vault,
address[] memory path,
uint256[] memory takerTokenAmounts
) public view returns (uint256[] memory makerTokenAmounts) {
uint256 numSamples = takerTokenAmounts.length;
makerTokenAmounts = new uint256[](numSamples);
for (uint256 i = 0; i < numSamples; i++) {
try IGMX(reader).getAmountOut(IVault(vault), path[0], path[1], takerTokenAmounts[i]) returns (
uint256 amountAfterFees,
uint256 feeAmount
) {
makerTokenAmounts[i] = amountAfterFees;
// Break early if there are 0 amounts
if (makerTokenAmounts[i] == 0) {
break;
}
} catch (bytes memory) {
// Swallow failures, leaving all results as zero.
break;
}
}
}
function sampleBuysFromGMX(
address reader,
address vault,
address[] memory path,
uint256[] memory makerTokenAmounts
) public view returns (uint256[] memory takerTokenAmounts) {
address[] memory invertBuyPath = new address[](2);
invertBuyPath[0] = path[1];
invertBuyPath[1] = path[0];
return
_sampleApproximateBuys(
ApproximateBuyQuoteOpts({
makerTokenData: abi.encode(reader, vault, invertBuyPath),
takerTokenData: abi.encode(reader, vault, path),
getSellQuoteCallback: _sampleSellForApproximateBuyFromGMX
}),
makerTokenAmounts
);
}
function _sampleSellForApproximateBuyFromGMX(
bytes memory takerTokenData,
bytes memory makerTokenData,
uint256 sellAmount
) private view returns (uint256 buyAmount) {
(address _reader, address _vault, address[] memory _path) = abi.decode(
takerTokenData,
(address, address, address[])
);
(bool success, bytes memory resultData) = address(this).staticcall(
abi.encodeWithSelector(
this.sampleSellsFromGMX.selector,
_reader,
_vault,
_path,
_toSingleValueArray(sellAmount)
)
);
if (!success) {
return 0;
}
// solhint-disable-next-line indent
return abi.decode(resultData, (uint256[]))[0];
}
}

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// 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;
interface IKyberDmmPool {
function totalSupply() external view returns (uint256);
}
interface IKyberDmmFactory {
function getPools(address token0, address token1) external view returns (address[] memory _tokenPools);
}
interface IKyberDmmRouter {
function factory() external view returns (address);
function getAmountsOut(
uint256 amountIn,
address[] calldata pools,
address[] calldata path
) external view returns (uint256[] memory amounts);
function getAmountsIn(
uint256 amountOut,
address[] calldata pools,
address[] calldata path
) external view returns (uint256[] memory amounts);
}
contract KyberDmmSampler {
/// @dev Gas limit for KyberDmm calls.
uint256 private constant KYBER_DMM_CALL_GAS = 150e3; // 150k
/// @dev Sample sell quotes from KyberDmm.
/// @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 pools The pool addresses involved in the multi path trade
/// @return makerTokenAmounts Maker amounts bought at each taker token
/// amount.
function sampleSellsFromKyberDmm(
address router,
address[] memory path,
uint256[] memory takerTokenAmounts
) public view returns (address[] memory pools, uint256[] memory makerTokenAmounts) {
uint256 numSamples = takerTokenAmounts.length;
makerTokenAmounts = new uint256[](numSamples);
pools = _getKyberDmmPools(router, path);
if (pools.length == 0) {
return (pools, makerTokenAmounts);
}
for (uint256 i = 0; i < numSamples; i++) {
try
IKyberDmmRouter(router).getAmountsOut{gas: KYBER_DMM_CALL_GAS}(takerTokenAmounts[i], pools, path)
returns (uint256[] memory amounts) {
makerTokenAmounts[i] = amounts[path.length - 1];
// 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 KyberDmm.
/// @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 pools The pool addresses involved in the multi path trade
/// @return takerTokenAmounts Taker amounts sold at each maker token
/// amount.
function sampleBuysFromKyberDmm(
address router,
address[] memory path,
uint256[] memory makerTokenAmounts
) public view returns (address[] memory pools, uint256[] memory takerTokenAmounts) {
uint256 numSamples = makerTokenAmounts.length;
takerTokenAmounts = new uint256[](numSamples);
pools = _getKyberDmmPools(router, path);
if (pools.length == 0) {
return (pools, takerTokenAmounts);
}
for (uint256 i = 0; i < numSamples; i++) {
try
IKyberDmmRouter(router).getAmountsIn{gas: KYBER_DMM_CALL_GAS}(makerTokenAmounts[i], pools, path)
returns (uint256[] memory amounts) {
takerTokenAmounts[i] = amounts[0];
// Break early if there are 0 amounts
if (takerTokenAmounts[i] == 0) {
break;
}
} catch (bytes memory) {
// Swallow failures, leaving all results as zero.
break;
}
}
}
function _getKyberDmmPools(address router, address[] memory path) private view returns (address[] memory pools) {
IKyberDmmFactory factory = IKyberDmmFactory(IKyberDmmRouter(router).factory());
pools = new address[](path.length - 1);
for (uint256 i = 0; i < pools.length; i++) {
// find the best pool
address[] memory allPools;
try factory.getPools{gas: KYBER_DMM_CALL_GAS}(path[i], path[i + 1]) returns (address[] memory allPools) {
if (allPools.length == 0) {
return new address[](0);
}
uint256 maxSupply = 0;
for (uint256 j = 0; j < allPools.length; j++) {
uint256 totalSupply = IKyberDmmPool(allPools[j]).totalSupply();
if (totalSupply > maxSupply) {
maxSupply = totalSupply;
pools[i] = allPools[j];
}
}
} catch (bytes memory) {
return new address[](0);
}
}
}
}

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// SPDX-License-Identifier: Apache-2.0
/*
Copyright 2021 ZeroEx Intl.
Licensed under the Apache License, Version 2.0 (the "License");
you may not use this file except in compliance with the License.
You may obtain a copy of the License at
http://www.apache.org/licenses/LICENSE-2.0
Unless required by applicable law or agreed to in writing, software
distributed under the License is distributed on an "AS IS" BASIS,
WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
See the License for the specific language governing permissions and
limitations under the License.
*/
pragma solidity ^0.6;
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
/// @param lidoInfo Info regarding a specific Lido deployment
/// @param takerToken Address of the taker token (what to sell).
/// @param makerToken Address of the maker token (what to buy).
/// @param takerTokenAmounts Taker token sell amount for each sample.
/// @return makerTokenAmounts Maker amounts bought at each taker token
/// amount.
function sampleSellsFromLido(
LidoInfo memory lidoInfo,
address takerToken,
address makerToken,
uint256[] memory takerTokenAmounts
) public view returns (uint256[] memory) {
_assertValidPair(makerToken, takerToken);
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;
}
return _sampleSellsForWrapped(lidoInfo, takerToken, makerToken, takerTokenAmounts);
}
/// @dev Sample buy quotes from Lido.
/// @param lidoInfo Info regarding a specific Lido deployment
/// @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 takerTokenAmounts Taker amounts sold at each maker token
/// amount.
function sampleBuysFromLido(
LidoInfo memory lidoInfo,
address takerToken,
address makerToken,
uint256[] memory makerTokenAmounts
) public view returns (uint256[] memory) {
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;
}
// 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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// 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/IMStable.sol";
import "./ApproximateBuys.sol";
import "./SamplerUtils.sol";
contract MStableSampler is SamplerUtils, ApproximateBuys {
/// @dev Default gas limit for mStable calls.
uint256 private constant DEFAULT_CALL_GAS = 800e3; // 800k
/// @dev Sample sell quotes from the mStable contract
/// @param router Address of the mStable contract
/// @param takerToken Address of the taker token (what to sell).
/// @param makerToken Address of the maker token (what to buy).
/// @param takerTokenAmounts Taker token sell amount for each sample.
/// @return makerTokenAmounts Maker amounts bought at each taker token
/// amount.
function sampleSellsFromMStable(
address router,
address takerToken,
address makerToken,
uint256[] memory takerTokenAmounts
) public view returns (uint256[] memory makerTokenAmounts) {
_assertValidPair(makerToken, takerToken);
// Initialize array of maker token amounts.
uint256 numSamples = takerTokenAmounts.length;
makerTokenAmounts = new uint256[](numSamples);
for (uint256 i = 0; i < numSamples; i++) {
try
IMStable(router).getSwapOutput{gas: DEFAULT_CALL_GAS}(takerToken, makerToken, 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 MStable contract
/// @param router Address of the mStable contract
/// @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 takerTokenAmounts Taker amounts sold at each maker token
/// amount.
function sampleBuysFromMStable(
address router,
address takerToken,
address makerToken,
uint256[] memory makerTokenAmounts
) public view returns (uint256[] memory takerTokenAmounts) {
return
_sampleApproximateBuys(
ApproximateBuyQuoteOpts({
makerTokenData: abi.encode(makerToken, router),
takerTokenData: abi.encode(takerToken, router),
getSellQuoteCallback: _sampleSellForApproximateBuyFromMStable
}),
makerTokenAmounts
);
}
function _sampleSellForApproximateBuyFromMStable(
bytes memory takerTokenData,
bytes memory makerTokenData,
uint256 sellAmount
) private view returns (uint256 buyAmount) {
(address takerToken, address router) = abi.decode(takerTokenData, (address, address));
address makerToken = abi.decode(makerTokenData, (address));
try this.sampleSellsFromMStable(router, takerToken, makerToken, _toSingleValueArray(sellAmount)) returns (
uint256[] memory amounts
) {
return amounts[0];
} catch (bytes memory) {
// Swallow failures, leaving all results as zero.
return 0;
}
}
}

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// SPDX-License-Identifier: Apache-2.0
/*
Copyright 2021 ZeroEx Intl.
Licensed under the Apache License, Version 2.0 (the "License");
you may not use this file except in compliance with the License.
You may obtain a copy of the License at
http://www.apache.org/licenses/LICENSE-2.0
Unless required by applicable law or agreed to in writing, software
distributed under the License is distributed on an "AS IS" BASIS,
WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
See the License for the specific language governing permissions and
limitations under the License.
*/
pragma solidity ^0.6;
pragma experimental ABIEncoderV2;
import "./SamplerUtils.sol";
import "@0x/contracts-utils/contracts/src/v06/LibMathV06.sol";
interface IPSM {
// @dev Get the fee for selling USDC to DAI in PSM
// @return tin toll in [wad]
function tin() external view returns (uint256);
// @dev Get the fee for selling DAI to USDC in PSM
// @return tout toll out [wad]
function tout() external view returns (uint256);
// @dev Get the address of the PSM state Vat
// @return address of the Vat
function vat() external view returns (address);
// @dev Get the address of the underlying vault powering PSM
// @return address of gemJoin contract
function gemJoin() external view returns (address);
// @dev Get the address of DAI
// @return address of DAI contract
function dai() external view returns (address);
// @dev Sell USDC for DAI
// @param usr The address of the account trading USDC for DAI.
// @param gemAmt The amount of USDC to sell in USDC base units
function sellGem(address usr, uint256 gemAmt) external;
// @dev Buy USDC for DAI
// @param usr The address of the account trading DAI for USDC
// @param gemAmt The amount of USDC to buy in USDC base units
function buyGem(address usr, uint256 gemAmt) external;
}
interface IVAT {
// @dev Get a collateral type by identifier
// @param ilkIdentifier bytes32 identifier. Example: ethers.utils.formatBytes32String("PSM-USDC-A")
// @return ilk
// @return ilk.Art Total Normalised Debt in wad
// @return ilk.rate Accumulated Rates in ray
// @return ilk.spot Price with Safety Margin in ray
// @return ilk.line Debt Ceiling in rad
// @return ilk.dust Urn Debt Floor in rad
function ilks(
bytes32 ilkIdentifier
) external view returns (uint256 Art, uint256 rate, uint256 spot, uint256 line, uint256 dust);
}
contract MakerPSMSampler is SamplerUtils {
using LibSafeMathV06 for uint256;
/// @dev Information about which PSM module to use
struct MakerPsmInfo {
address psmAddress;
bytes32 ilkIdentifier;
address gemTokenAddress;
}
/// @dev Gas limit for MakerPsm calls.
uint256 private constant MAKER_PSM_CALL_GAS = 300e3; // 300k
// Maker units
// wad: fixed point decimal with 18 decimals (for basic quantities, e.g. balances)
uint256 private constant WAD = 10 ** 18;
// ray: fixed point decimal with 27 decimals (for precise quantites, e.g. ratios)
uint256 private constant RAY = 10 ** 27;
// rad: fixed point decimal with 45 decimals (result of integer multiplication with a wad and a ray)
uint256 private constant RAD = 10 ** 45;
// See https://github.com/makerdao/dss/blob/master/DEVELOPING.m
/// @dev Sample sell quotes from Maker PSM
function sampleSellsFromMakerPsm(
MakerPsmInfo memory psmInfo,
address takerToken,
address makerToken,
uint256[] memory takerTokenAmounts
) public view returns (uint256[] memory makerTokenAmounts) {
_assertValidPair(makerToken, takerToken);
IPSM psm = IPSM(psmInfo.psmAddress);
IVAT vat = IVAT(psm.vat());
uint256 numSamples = takerTokenAmounts.length;
makerTokenAmounts = new uint256[](numSamples);
if (makerToken != psm.dai() && takerToken != psm.dai()) {
return makerTokenAmounts;
}
for (uint256 i = 0; i < numSamples; i++) {
uint256 buyAmount = _samplePSMSell(psmInfo, makerToken, takerToken, takerTokenAmounts[i], psm, vat);
if (buyAmount == 0) {
break;
}
makerTokenAmounts[i] = buyAmount;
}
}
function sampleBuysFromMakerPsm(
MakerPsmInfo memory psmInfo,
address takerToken,
address makerToken,
uint256[] memory makerTokenAmounts
) public view returns (uint256[] memory takerTokenAmounts) {
_assertValidPair(makerToken, takerToken);
IPSM psm = IPSM(psmInfo.psmAddress);
IVAT vat = IVAT(psm.vat());
uint256 numSamples = makerTokenAmounts.length;
takerTokenAmounts = new uint256[](numSamples);
if (makerToken != psm.dai() && takerToken != psm.dai()) {
return takerTokenAmounts;
}
for (uint256 i = 0; i < numSamples; i++) {
uint256 sellAmount = _samplePSMBuy(psmInfo, makerToken, takerToken, makerTokenAmounts[i], psm, vat);
if (sellAmount == 0) {
break;
}
takerTokenAmounts[i] = sellAmount;
}
}
function _samplePSMSell(
MakerPsmInfo memory psmInfo,
address makerToken,
address takerToken,
uint256 takerTokenAmount,
IPSM psm,
IVAT vat
) private view returns (uint256) {
(uint256 totalDebtInWad, , , uint256 debtCeilingInRad, uint256 debtFloorInRad) = vat.ilks(
psmInfo.ilkIdentifier
);
uint256 gemTokenBaseUnit = uint256(1e6);
if (takerToken == psmInfo.gemTokenAddress) {
// Simulate sellGem
// Selling USDC to the PSM, increasing the total debt
// Convert USDC 6 decimals to 18 decimals [wad]
uint256 takerTokenAmountInWad = takerTokenAmount.safeMul(1e12);
uint256 newTotalDebtInRad = totalDebtInWad.safeAdd(takerTokenAmountInWad).safeMul(RAY);
// PSM is too full to fit
if (newTotalDebtInRad >= debtCeilingInRad) {
return 0;
}
uint256 feeInWad = takerTokenAmountInWad.safeMul(psm.tin()).safeDiv(WAD);
uint256 makerTokenAmountInWad = takerTokenAmountInWad.safeSub(feeInWad);
return makerTokenAmountInWad;
} else if (makerToken == psmInfo.gemTokenAddress) {
// Simulate buyGem
// Buying USDC from the PSM, decreasing the total debt
// Selling DAI for USDC, already in 18 decimals [wad]
uint256 takerTokenAmountInWad = takerTokenAmount;
if (takerTokenAmountInWad > totalDebtInWad) {
return 0;
}
uint256 newTotalDebtInRad = totalDebtInWad.safeSub(takerTokenAmountInWad).safeMul(RAY);
// PSM is empty, not enough USDC to buy from it
if (newTotalDebtInRad <= debtFloorInRad) {
return 0;
}
uint256 feeDivisorInWad = WAD.safeAdd(psm.tout()); // eg. 1.001 * 10 ** 18 with 0.1% tout;
uint256 makerTokenAmountInGemTokenBaseUnits = takerTokenAmountInWad.safeMul(gemTokenBaseUnit).safeDiv(
feeDivisorInWad
);
return makerTokenAmountInGemTokenBaseUnits;
}
return 0;
}
function _samplePSMBuy(
MakerPsmInfo memory psmInfo,
address makerToken,
address takerToken,
uint256 makerTokenAmount,
IPSM psm,
IVAT vat
) private view returns (uint256) {
(uint256 totalDebtInWad, , , uint256 debtCeilingInRad, uint256 debtFloorInRad) = vat.ilks(
psmInfo.ilkIdentifier
);
if (takerToken == psmInfo.gemTokenAddress) {
// Simulate sellGem
// Selling USDC to the PSM, increasing the total debt
uint256 makerTokenAmountInWad = makerTokenAmount;
uint256 feeDivisorInWad = WAD.safeSub(psm.tin()); // eg. 0.999 * 10 ** 18 with 0.1% tin;
uint256 takerTokenAmountInWad = makerTokenAmountInWad.safeMul(WAD).safeDiv(feeDivisorInWad);
uint256 newTotalDebtInRad = totalDebtInWad.safeAdd(takerTokenAmountInWad).safeMul(RAY);
// PSM is too full to fit
if (newTotalDebtInRad >= debtCeilingInRad) {
return 0;
}
uint256 takerTokenAmountInGemInGemBaseUnits = (takerTokenAmountInWad.safeDiv(1e12)).safeAdd(1); // Add 1 to deal with cut off decimals converting to lower decimals
return takerTokenAmountInGemInGemBaseUnits;
} else if (makerToken == psmInfo.gemTokenAddress) {
// Simulate buyGem
// Buying USDC from the PSM, decreasing the total debt
uint256 makerTokenAmountInWad = makerTokenAmount.safeMul(1e12);
uint256 feeMultiplierInWad = WAD.safeAdd(psm.tout()); // eg. 1.001 * 10 ** 18 with 0.1% tout;
uint256 takerTokenAmountInWad = makerTokenAmountInWad.safeMul(feeMultiplierInWad).safeDiv(WAD);
if (takerTokenAmountInWad > totalDebtInWad) {
return 0;
}
uint256 newTotalDebtInRad = totalDebtInWad.safeSub(takerTokenAmountInWad).safeMul(RAY);
// PSM is empty, not enough USDC to buy
if (newTotalDebtInRad <= debtFloorInRad) {
return 0;
}
return takerTokenAmountInWad;
}
return 0;
}
}

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// 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/IMooniswap.sol";
import "./ApproximateBuys.sol";
import "./SamplerUtils.sol";
contract MooniswapSampler is SamplerUtils, ApproximateBuys {
/// @dev Gas limit for Mooniswap calls.
uint256 private constant MOONISWAP_CALL_GAS = 150e3; // 150k
/// @dev Sample sell quotes from Mooniswap.
/// @param registry Address of the Mooniswap Registry.
/// @param takerToken Address of the taker token (what to sell).
/// @param makerToken Address of the maker token (what to buy).
/// @param takerTokenAmounts Taker token sell amount for each sample.
/// @return pool The contract address for the pool
/// @return makerTokenAmounts Maker amounts bought at each taker token
/// amount.
function sampleSellsFromMooniswap(
address registry,
address takerToken,
address makerToken,
uint256[] memory takerTokenAmounts
) public view returns (IMooniswap pool, uint256[] memory makerTokenAmounts) {
_assertValidPair(makerToken, takerToken);
uint256 numSamples = takerTokenAmounts.length;
makerTokenAmounts = new uint256[](numSamples);
for (uint256 i = 0; i < numSamples; i++) {
uint256 buyAmount = sampleSingleSellFromMooniswapPool(
registry,
takerToken,
makerToken,
takerTokenAmounts[i]
);
makerTokenAmounts[i] = buyAmount;
// Break early if there are 0 amounts
if (makerTokenAmounts[i] == 0) {
break;
}
}
pool = IMooniswap(IMooniswapRegistry(registry).pools(takerToken, makerToken));
}
function sampleSingleSellFromMooniswapPool(
address registry,
address mooniswapTakerToken,
address mooniswapMakerToken,
uint256 takerTokenAmount
) public view returns (uint256) {
// Find the pool for the pair.
IMooniswap pool = IMooniswap(IMooniswapRegistry(registry).pools(mooniswapTakerToken, mooniswapMakerToken));
// If there is no pool then return early
if (address(pool) == address(0)) {
return 0;
}
uint256 poolBalance = mooniswapTakerToken == address(0)
? address(pool).balance
: IERC20TokenV06(mooniswapTakerToken).balanceOf(address(pool));
// If the pool balance is smaller than the sell amount
// don't sample to avoid multiplication overflow in buys
if (poolBalance < takerTokenAmount) {
return 0;
}
try
pool.getReturn{gas: MOONISWAP_CALL_GAS}(mooniswapTakerToken, mooniswapMakerToken, takerTokenAmount)
returns (uint256 amount) {
return amount;
} catch (bytes memory) {
// Swallow failures, leaving all results as zero.
return 0;
}
}
/// @dev Sample buy quotes from Mooniswap.
/// @param registry Address of the Mooniswap Registry.
/// @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.
/// @return pool The contract address for the pool
/// @return takerTokenAmounts Taker amounts sold at each maker token
/// amount.
function sampleBuysFromMooniswap(
address registry,
address takerToken,
address makerToken,
uint256[] memory makerTokenAmounts
) public view returns (IMooniswap pool, uint256[] memory takerTokenAmounts) {
_assertValidPair(makerToken, takerToken);
uint256 numSamples = makerTokenAmounts.length;
takerTokenAmounts = new uint256[](numSamples);
takerTokenAmounts = _sampleApproximateBuys(
ApproximateBuyQuoteOpts({
makerTokenData: abi.encode(registry, makerToken),
takerTokenData: abi.encode(registry, takerToken),
getSellQuoteCallback: _sampleSellForApproximateBuyFromMooniswap
}),
makerTokenAmounts
);
pool = IMooniswap(IMooniswapRegistry(registry).pools(takerToken, makerToken));
}
function _sampleSellForApproximateBuyFromMooniswap(
bytes memory takerTokenData,
bytes memory makerTokenData,
uint256 sellAmount
) private view returns (uint256 buyAmount) {
(address registry, address mooniswapTakerToken) = abi.decode(takerTokenData, (address, address));
(address _registry, address mooniswapMakerToken) = abi.decode(makerTokenData, (address, address));
return sampleSingleSellFromMooniswapPool(registry, mooniswapTakerToken, mooniswapMakerToken, sellAmount);
}
}

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// SPDX-License-Identifier: Apache-2.0
/*
Copyright 2021 ZeroEx Intl.
Licensed under the Apache License, Version 2.0 (the "License");
you may not use this file except in compliance with the License.
You may obtain a copy of the License at
http://www.apache.org/licenses/LICENSE-2.0
Unless required by applicable law or agreed to in writing, software
distributed under the License is distributed on an "AS IS" BASIS,
WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
See the License for the specific language governing permissions and
limitations under the License.
*/
pragma solidity ^0.6;
pragma experimental ABIEncoderV2;
import "@0x/contracts-erc20/contracts/src/v06/LibERC20TokenV06.sol";
import "@0x/contracts-utils/contracts/src/v06/LibMathV06.sol";
import "@0x/contracts-utils/contracts/src/v06/LibBytesV06.sol";
import "@0x/contracts-utils/contracts/src/v06/LibSafeMathV06.sol";
interface IExchange {
enum OrderStatus {
INVALID,
FILLABLE,
FILLED,
CANCELLED,
EXPIRED
}
/// @dev A standard OTC or OO limit order.
struct LimitOrder {
IERC20TokenV06 makerToken;
IERC20TokenV06 takerToken;
uint128 makerAmount;
uint128 takerAmount;
uint128 takerTokenFeeAmount;
address maker;
address taker;
address sender;
address feeRecipient;
bytes32 pool;
uint64 expiry;
uint256 salt;
}
/// @dev An RFQ limit order.
struct RfqOrder {
IERC20TokenV06 makerToken;
IERC20TokenV06 takerToken;
uint128 makerAmount;
uint128 takerAmount;
address maker;
address taker;
address txOrigin;
bytes32 pool;
uint64 expiry;
uint256 salt;
}
/// @dev Info on a limit or RFQ order.
struct OrderInfo {
bytes32 orderHash;
OrderStatus status;
uint128 takerTokenFilledAmount;
}
/// @dev Allowed signature types.
enum SignatureType {
ILLEGAL,
INVALID,
EIP712,
ETHSIGN
}
/// @dev Encoded EC signature.
struct Signature {
// How to validate the signature.
SignatureType signatureType;
// EC Signature data.
uint8 v;
// EC Signature data.
bytes32 r;
// EC Signature data.
bytes32 s;
}
/// @dev Get the order info for a limit order.
/// @param order The limit order.
/// @return orderInfo Info about the order.
function getLimitOrderInfo(LimitOrder memory order) external view returns (OrderInfo memory orderInfo);
/// @dev Get order info, fillable amount, and signature validity for a limit order.
/// Fillable amount is determined using balances and allowances of the maker.
/// @param order The limit order.
/// @param signature The order signature.
/// @return orderInfo Info about the order.
/// @return actualFillableTakerTokenAmount How much of the order is fillable
/// based on maker funds, in taker tokens.
/// @return isSignatureValid Whether the signature is valid.
function getLimitOrderRelevantState(
LimitOrder memory order,
Signature calldata signature
) external view returns (OrderInfo memory orderInfo, uint128 actualFillableTakerTokenAmount, bool isSignatureValid);
}
contract NativeOrderSampler {
using LibSafeMathV06 for uint256;
using LibBytesV06 for bytes;
/// @dev Gas limit for calls to `getOrderFillableTakerAmount()`.
uint256 internal constant DEFAULT_CALL_GAS = 200e3; // 200k
/// @dev Queries the fillable taker asset amounts of native orders.
/// Effectively ignores orders that have empty signatures or
/// maker/taker asset amounts (returning 0).
/// @param orders Native limit orders to query.
/// @param orderSignatures Signatures for each respective order in `orders`.
/// @param exchange The V4 exchange.
/// @return orderFillableTakerAssetAmounts How much taker asset can be filled
/// by each order in `orders`.
function getLimitOrderFillableTakerAssetAmounts(
IExchange.LimitOrder[] memory orders,
IExchange.Signature[] memory orderSignatures,
IExchange exchange
) public view returns (uint256[] memory orderFillableTakerAssetAmounts) {
orderFillableTakerAssetAmounts = new uint256[](orders.length);
for (uint256 i = 0; i != orders.length; i++) {
try
this.getLimitOrderFillableTakerAmount{gas: DEFAULT_CALL_GAS}(orders[i], orderSignatures[i], exchange)
returns (uint256 amount) {
orderFillableTakerAssetAmounts[i] = amount;
} catch (bytes memory) {
// Swallow failures, leaving all results as zero.
orderFillableTakerAssetAmounts[i] = 0;
}
}
}
/// @dev Queries the fillable taker asset amounts of native orders.
/// Effectively ignores orders that have empty signatures or
/// @param orders Native orders to query.
/// @param orderSignatures Signatures for each respective order in `orders`.
/// @param exchange The V4 exchange.
/// @return orderFillableMakerAssetAmounts How much maker asset can be filled
/// by each order in `orders`.
function getLimitOrderFillableMakerAssetAmounts(
IExchange.LimitOrder[] memory orders,
IExchange.Signature[] memory orderSignatures,
IExchange exchange
) public view returns (uint256[] memory orderFillableMakerAssetAmounts) {
orderFillableMakerAssetAmounts = getLimitOrderFillableTakerAssetAmounts(orders, orderSignatures, exchange);
// `orderFillableMakerAssetAmounts` now holds taker asset amounts, so
// convert them to maker asset amounts.
for (uint256 i = 0; i < orders.length; ++i) {
if (orderFillableMakerAssetAmounts[i] != 0) {
orderFillableMakerAssetAmounts[i] = LibMathV06.getPartialAmountCeil(
orderFillableMakerAssetAmounts[i],
orders[i].takerAmount,
orders[i].makerAmount
);
}
}
}
/// @dev Get the fillable taker amount of an order, taking into account
/// order state, maker fees, and maker balances.
function getLimitOrderFillableTakerAmount(
IExchange.LimitOrder memory order,
IExchange.Signature memory signature,
IExchange exchange
) public view virtual returns (uint256 fillableTakerAmount) {
if (
signature.signatureType == IExchange.SignatureType.ILLEGAL ||
signature.signatureType == IExchange.SignatureType.INVALID ||
order.makerAmount == 0 ||
order.takerAmount == 0
) {
return 0;
}
(IExchange.OrderInfo memory orderInfo, uint128 remainingFillableTakerAmount, bool isSignatureValid) = exchange
.getLimitOrderRelevantState(order, signature);
if (
orderInfo.status != IExchange.OrderStatus.FILLABLE ||
!isSignatureValid ||
order.makerToken == IERC20TokenV06(0)
) {
return 0;
}
fillableTakerAmount = uint256(remainingFillableTakerAmount);
}
}

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pragma solidity ^0.6;
pragma experimental ABIEncoderV2;
import "./interfaces/IPlatypus.sol";
import "./ApproximateBuys.sol";
import "./SamplerUtils.sol";
contract PlatypusSampler is SamplerUtils, ApproximateBuys {
function sampleSellsFromPlatypus(
address pool,
address[] memory path,
uint256[] memory takerTokenAmounts
) public view returns (uint256[] memory makerTokenAmounts) {
uint256 numSamples = takerTokenAmounts.length;
makerTokenAmounts = new uint256[](numSamples);
for (uint256 i = 0; i < numSamples; i++) {
try IPlatypus(pool).quotePotentialSwap(path[0], path[1], takerTokenAmounts[i]) returns (
uint256 amountAfterFees,
uint256 feeAmount
) {
makerTokenAmounts[i] = amountAfterFees;
// Break early if there are 0 amounts
if (makerTokenAmounts[i] == 0) {
break;
}
} catch (bytes memory result) {
// Swallow failures, leaving all results as zero.
break;
}
}
}
function sampleBuysFromPlatypus(
address pool,
address[] memory path,
uint256[] memory makerTokenAmounts
) public view returns (uint256[] memory takerTokenAmounts) {
address[] memory invertBuyPath = new address[](2);
invertBuyPath[0] = path[1];
invertBuyPath[1] = path[0];
return
_sampleApproximateBuys(
ApproximateBuyQuoteOpts({
makerTokenData: abi.encode(pool, invertBuyPath),
takerTokenData: abi.encode(pool, path),
getSellQuoteCallback: _sampleSellForApproximateBuyFromPlatypus
}),
makerTokenAmounts
);
}
function _sampleSellForApproximateBuyFromPlatypus(
bytes memory makerTokenData,
bytes memory takerTokenData,
uint256 sellAmount
) private view returns (uint256 buyAmount) {
(address _pool, address[] memory _path) = abi.decode(makerTokenData, (address, address[]));
(bool success, bytes memory resultData) = address(this).staticcall(
abi.encodeWithSelector(this.sampleSellsFromPlatypus.selector, _pool, _path, _toSingleValueArray(sellAmount))
);
if (!success) {
return 0;
}
// solhint-disable-next-line indent
return abi.decode(resultData, (uint256[]))[0];
}
}

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// 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";
contract SamplerUtils {
/// @dev Overridable way to get token decimals.
/// @param tokenAddress Address of the token.
/// @return decimals The decimal places for the token.
function _getTokenDecimals(address tokenAddress) internal view virtual returns (uint8 decimals) {
return LibERC20TokenV06.compatDecimals(IERC20TokenV06(tokenAddress));
}
function _toSingleValueArray(uint256 v) internal pure returns (uint256[] memory arr) {
arr = new uint256[](1);
arr[0] = v;
}
/// @dev Assert that the tokens in a trade pair are valid.
/// @param makerToken Address of the maker token.
/// @param takerToken Address of the taker token.
function _assertValidPair(address makerToken, address takerToken) internal pure {
require(makerToken != takerToken, "ERC20BridgeSampler/INVALID_TOKEN_PAIR");
}
}

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// 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 "./ApproximateBuys.sol";
import "./interfaces/IShell.sol";
import "./SamplerUtils.sol";
contract ShellSampler is SamplerUtils, ApproximateBuys {
struct ShellInfo {
address poolAddress;
}
/// @dev Default gas limit for Shell calls.
uint256 private constant DEFAULT_CALL_GAS = 300e3; // 300k
/// @dev Sample sell quotes from the Shell pool contract
/// @param pool Address of the Shell pool contract
/// @param takerToken Address of the taker token (what to sell).
/// @param makerToken Address of the maker token (what to buy).
/// @param takerTokenAmounts Taker token sell amount for each sample.
/// @return makerTokenAmounts Maker amounts bought at each taker token
/// amount.
function sampleSellsFromShell(
address pool,
address takerToken,
address makerToken,
uint256[] memory takerTokenAmounts
) public view returns (uint256[] memory makerTokenAmounts) {
// Initialize array of maker token amounts.
uint256 numSamples = takerTokenAmounts.length;
makerTokenAmounts = new uint256[](numSamples);
for (uint256 i = 0; i < numSamples; i++) {
try
IShell(pool).viewOriginSwap{gas: DEFAULT_CALL_GAS}(takerToken, makerToken, takerTokenAmounts[i])
returns (uint256 amount) {
makerTokenAmounts[i] = amount;
} catch (bytes memory) {
// Swallow failures, leaving all results as zero.
break;
}
}
}
/// @dev Sample buy quotes from Shell pool contract
/// @param pool Address of the Shell pool contract
/// @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 takerTokenAmounts Taker amounts sold at each maker token
/// amount.
function sampleBuysFromShell(
address pool,
address takerToken,
address makerToken,
uint256[] memory makerTokenAmounts
) public view returns (uint256[] memory takerTokenAmounts) {
return
_sampleApproximateBuys(
ApproximateBuyQuoteOpts({
makerTokenData: abi.encode(makerToken, pool),
takerTokenData: abi.encode(takerToken, pool),
getSellQuoteCallback: _sampleSellForApproximateBuyFromShell
}),
makerTokenAmounts
);
}
function _sampleSellForApproximateBuyFromShell(
bytes memory takerTokenData,
bytes memory makerTokenData,
uint256 sellAmount
) private view returns (uint256 buyAmount) {
(address takerToken, address pool) = abi.decode(takerTokenData, (address, address));
address makerToken = abi.decode(makerTokenData, (address));
try this.sampleSellsFromShell(pool, takerToken, makerToken, _toSingleValueArray(sellAmount)) returns (
uint256[] memory amounts
) {
return amounts[0];
} catch (bytes memory) {
// Swallow failures, leaving all results as zero.
return 0;
}
}
}

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// 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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// 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-utils/contracts/src/v06/LibBytesV06.sol";
contract TwoHopSampler {
using LibBytesV06 for bytes;
struct HopInfo {
uint256 sourceIndex;
bytes returnData;
}
function sampleTwoHopSell(
bytes[] memory firstHopCalls,
bytes[] memory secondHopCalls,
uint256 sellAmount
) public returns (HopInfo memory firstHop, HopInfo memory secondHop, uint256 buyAmount) {
uint256 intermediateAssetAmount = 0;
for (uint256 i = 0; i != firstHopCalls.length; ++i) {
firstHopCalls[i].writeUint256(firstHopCalls[i].length - 32, sellAmount);
(bool didSucceed, bytes memory returnData) = address(this).call(firstHopCalls[i]);
if (didSucceed) {
uint256 amount = returnData.readUint256(returnData.length - 32);
if (amount > intermediateAssetAmount) {
intermediateAssetAmount = amount;
firstHop.sourceIndex = i;
firstHop.returnData = returnData;
}
}
}
if (intermediateAssetAmount == 0) {
return (firstHop, secondHop, buyAmount);
}
for (uint256 j = 0; j != secondHopCalls.length; ++j) {
secondHopCalls[j].writeUint256(secondHopCalls[j].length - 32, intermediateAssetAmount);
(bool didSucceed, bytes memory returnData) = address(this).call(secondHopCalls[j]);
if (didSucceed) {
uint256 amount = returnData.readUint256(returnData.length - 32);
if (amount > buyAmount) {
buyAmount = amount;
secondHop.sourceIndex = j;
secondHop.returnData = returnData;
}
}
}
}
function sampleTwoHopBuy(
bytes[] memory firstHopCalls,
bytes[] memory secondHopCalls,
uint256 buyAmount
) public returns (HopInfo memory firstHop, HopInfo memory secondHop, uint256 sellAmount) {
sellAmount = uint256(-1);
uint256 intermediateAssetAmount = uint256(-1);
for (uint256 j = 0; j != secondHopCalls.length; ++j) {
secondHopCalls[j].writeUint256(secondHopCalls[j].length - 32, buyAmount);
(bool didSucceed, bytes memory returnData) = address(this).call(secondHopCalls[j]);
if (didSucceed) {
uint256 amount = returnData.readUint256(returnData.length - 32);
if (amount > 0 && amount < intermediateAssetAmount) {
intermediateAssetAmount = amount;
secondHop.sourceIndex = j;
secondHop.returnData = returnData;
}
}
}
if (intermediateAssetAmount == uint256(-1)) {
return (firstHop, secondHop, sellAmount);
}
for (uint256 i = 0; i != firstHopCalls.length; ++i) {
firstHopCalls[i].writeUint256(firstHopCalls[i].length - 32, intermediateAssetAmount);
(bool didSucceed, bytes memory returnData) = address(this).call(firstHopCalls[i]);
if (didSucceed) {
uint256 amount = returnData.readUint256(returnData.length - 32);
if (amount > 0 && amount < sellAmount) {
sellAmount = amount;
firstHop.sourceIndex = i;
firstHop.returnData = returnData;
}
}
}
}
}

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// 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/IUniswapExchangeQuotes.sol";
import "./SamplerUtils.sol";
interface IUniswapExchangeFactory {
/// @dev Get the exchange for a token.
/// @param tokenAddress The address of the token contract.
function getExchange(address tokenAddress) external view returns (address);
}
contract UniswapSampler is SamplerUtils {
/// @dev Gas limit for Uniswap calls.
uint256 private constant UNISWAP_CALL_GAS = 150e3; // 150k
/// @dev Sample sell quotes from Uniswap.
/// @param router Address of the Uniswap 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.
/// @return makerTokenAmounts Maker amounts bought at each taker token
/// amount.
function sampleSellsFromUniswap(
address router,
address takerToken,
address makerToken,
uint256[] memory takerTokenAmounts
) public view returns (uint256[] memory makerTokenAmounts) {
_assertValidPair(makerToken, takerToken);
uint256 numSamples = takerTokenAmounts.length;
makerTokenAmounts = new uint256[](numSamples);
IUniswapExchangeQuotes takerTokenExchange = takerToken == address(0)
? IUniswapExchangeQuotes(0)
: _getUniswapExchange(router, takerToken);
IUniswapExchangeQuotes makerTokenExchange = makerToken == address(0)
? IUniswapExchangeQuotes(0)
: _getUniswapExchange(router, makerToken);
for (uint256 i = 0; i < numSamples; i++) {
bool didSucceed = true;
if (makerToken == address(0)) {
(makerTokenAmounts[i], didSucceed) = _callUniswapExchangePriceFunction(
address(takerTokenExchange),
takerTokenExchange.getTokenToEthInputPrice.selector,
takerTokenAmounts[i]
);
} else if (takerToken == address(0)) {
(makerTokenAmounts[i], didSucceed) = _callUniswapExchangePriceFunction(
address(makerTokenExchange),
makerTokenExchange.getEthToTokenInputPrice.selector,
takerTokenAmounts[i]
);
} else {
uint256 ethBought;
(ethBought, didSucceed) = _callUniswapExchangePriceFunction(
address(takerTokenExchange),
takerTokenExchange.getTokenToEthInputPrice.selector,
takerTokenAmounts[i]
);
if (ethBought != 0) {
(makerTokenAmounts[i], didSucceed) = _callUniswapExchangePriceFunction(
address(makerTokenExchange),
makerTokenExchange.getEthToTokenInputPrice.selector,
ethBought
);
} else {
makerTokenAmounts[i] = 0;
}
}
// Break early if amounts are 0
if (!didSucceed || makerTokenAmounts[i] == 0) {
break;
}
}
}
/// @dev Sample buy quotes from Uniswap.
/// @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.
/// @return takerTokenAmounts Taker amounts sold at each maker token
/// amount.
function sampleBuysFromUniswap(
address router,
address takerToken,
address makerToken,
uint256[] memory makerTokenAmounts
) public view returns (uint256[] memory takerTokenAmounts) {
_assertValidPair(makerToken, takerToken);
uint256 numSamples = makerTokenAmounts.length;
takerTokenAmounts = new uint256[](numSamples);
IUniswapExchangeQuotes takerTokenExchange = takerToken == address(0)
? IUniswapExchangeQuotes(0)
: _getUniswapExchange(router, takerToken);
IUniswapExchangeQuotes makerTokenExchange = makerToken == address(0)
? IUniswapExchangeQuotes(0)
: _getUniswapExchange(router, makerToken);
for (uint256 i = 0; i < numSamples; i++) {
bool didSucceed = true;
if (makerToken == address(0)) {
(takerTokenAmounts[i], didSucceed) = _callUniswapExchangePriceFunction(
address(takerTokenExchange),
takerTokenExchange.getTokenToEthOutputPrice.selector,
makerTokenAmounts[i]
);
} else if (takerToken == address(0)) {
(takerTokenAmounts[i], didSucceed) = _callUniswapExchangePriceFunction(
address(makerTokenExchange),
makerTokenExchange.getEthToTokenOutputPrice.selector,
makerTokenAmounts[i]
);
} else {
uint256 ethSold;
(ethSold, didSucceed) = _callUniswapExchangePriceFunction(
address(makerTokenExchange),
makerTokenExchange.getEthToTokenOutputPrice.selector,
makerTokenAmounts[i]
);
if (ethSold != 0) {
(takerTokenAmounts[i], didSucceed) = _callUniswapExchangePriceFunction(
address(takerTokenExchange),
takerTokenExchange.getTokenToEthOutputPrice.selector,
ethSold
);
} else {
takerTokenAmounts[i] = 0;
}
}
// Break early if amounts are 0
if (!didSucceed || takerTokenAmounts[i] == 0) {
break;
}
}
}
/// @dev Gracefully calls a Uniswap pricing function.
/// @param uniswapExchangeAddress Address of an `IUniswapExchangeQuotes` exchange.
/// @param functionSelector Selector of the target function.
/// @param inputAmount Quantity parameter particular to the pricing function.
/// @return outputAmount The returned amount from the function call. Will be
/// zero if the call fails or if `uniswapExchangeAddress` is zero.
function _callUniswapExchangePriceFunction(
address uniswapExchangeAddress,
bytes4 functionSelector,
uint256 inputAmount
) private view returns (uint256 outputAmount, bool didSucceed) {
if (uniswapExchangeAddress == address(0)) {
return (outputAmount, didSucceed);
}
bytes memory resultData;
(didSucceed, resultData) = uniswapExchangeAddress.staticcall.gas(UNISWAP_CALL_GAS)(
abi.encodeWithSelector(functionSelector, inputAmount)
);
if (didSucceed) {
outputAmount = abi.decode(resultData, (uint256));
}
}
/// @dev Retrive an existing Uniswap exchange contract.
/// Throws if the exchange does not exist.
/// @param router Address of the Uniswap router.
/// @param tokenAddress Address of the token contract.
/// @return exchange `IUniswapExchangeQuotes` for the token.
function _getUniswapExchange(
address router,
address tokenAddress
) private view returns (IUniswapExchangeQuotes exchange) {
exchange = IUniswapExchangeQuotes(address(IUniswapExchangeFactory(router).getExchange(tokenAddress)));
}
}

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// 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/IUniswapV2Router01.sol";
contract UniswapV2Sampler {
/// @dev Gas limit for UniswapV2 calls.
uint256 private constant UNISWAPV2_CALL_GAS = 150e3; // 150k
/// @dev Sample sell quotes from UniswapV2.
/// @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 sampleSellsFromUniswapV2(
address router,
address[] memory path,
uint256[] memory takerTokenAmounts
) public view returns (uint256[] memory makerTokenAmounts) {
uint256 numSamples = takerTokenAmounts.length;
makerTokenAmounts = new uint256[](numSamples);
for (uint256 i = 0; i < numSamples; i++) {
try IUniswapV2Router01(router).getAmountsOut{gas: UNISWAPV2_CALL_GAS}(takerTokenAmounts[i], path) returns (
uint256[] memory amounts
) {
makerTokenAmounts[i] = amounts[path.length - 1];
// 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 UniswapV2.
/// @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 sampleBuysFromUniswapV2(
address router,
address[] memory path,
uint256[] memory makerTokenAmounts
) public view returns (uint256[] memory takerTokenAmounts) {
uint256 numSamples = makerTokenAmounts.length;
takerTokenAmounts = new uint256[](numSamples);
for (uint256 i = 0; i < numSamples; i++) {
try IUniswapV2Router01(router).getAmountsIn{gas: UNISWAPV2_CALL_GAS}(makerTokenAmounts[i], path) returns (
uint256[] memory amounts
) {
takerTokenAmounts[i] = amounts[0];
// 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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// SPDX-License-Identifier: Apache-2.0
/*
Copyright 2021 ZeroEx Intl.
Licensed under the Apache License, Version 2.0 (the "License");
you may not use this file except in compliance with the License.
You may obtain a copy of the License at
http://www.apache.org/licenses/LICENSE-2.0
Unless required by applicable law or agreed to in writing, software
distributed under the License is distributed on an "AS IS" BASIS,
WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
See the License for the specific language governing permissions and
limitations under the License.
*/
pragma solidity ^0.6;
pragma experimental ABIEncoderV2;
import "@0x/contracts-erc20/contracts/src/v06/IERC20TokenV06.sol";
interface IUniswapV3QuoterV2 {
function factory() external view returns (IUniswapV3Factory factory);
// @notice Returns the amount out received for a given exact input swap without executing the swap
// @param path The path of the swap, i.e. each token pair and the pool fee
// @param amountIn The amount of the first token to swap
// @return amountOut The amount of the last token that would be received
// @return sqrtPriceX96AfterList List of the sqrt price after the swap for each pool in the path
// @return initializedTicksCrossedList List of the initialized ticks that the swap crossed for each pool in the path
// @return gasEstimate The estimate of the gas that the swap consumes
function quoteExactInput(
bytes memory path,
uint256 amountIn
)
external
returns (
uint256 amountOut,
uint160[] memory sqrtPriceX96AfterList,
uint32[] memory initializedTicksCrossedList,
uint256 gasEstimate
);
// @notice Returns the amount in required for a given exact output swap without executing the swap
// @param path The path of the swap, i.e. each token pair and the pool fee. Path must be provided in reverse order
// @param amountOut The amount of the last token to receive
// @return amountIn The amount of first token required to be paid
// @return sqrtPriceX96AfterList List of the sqrt price after the swap for each pool in the path
// @return initializedTicksCrossedList List of the initialized ticks that the swap crossed for each pool in the path
// @return gasEstimate The estimate of the gas that the swap consumes
function quoteExactOutput(
bytes memory path,
uint256 amountOut
)
external
returns (
uint256 amountIn,
uint160[] memory sqrtPriceX96AfterList,
uint32[] memory initializedTicksCrossedList,
uint256 gasEstimate
);
}
interface IUniswapV3Factory {
function getPool(IERC20TokenV06 a, IERC20TokenV06 b, uint24 fee) external view returns (IUniswapV3Pool pool);
}
interface IUniswapV3Pool {
function token0() external view returns (IERC20TokenV06);
function token1() external view returns (IERC20TokenV06);
function fee() external view returns (uint24);
}
contract UniswapV3Sampler {
/// @dev Gas limit for UniswapV3 calls. This is 100% a guess.
uint256 private constant QUOTE_GAS = 700e3;
/// @dev Sample sell quotes from UniswapV3.
/// @param quoter UniswapV3 Quoter contract.
/// @param path Token route. Should be takerToken -> makerToken
/// @param takerTokenAmounts Taker token sell amount for each sample.
/// @return uniswapPaths The encoded uniswap path for each sample.
/// @return uniswapGasUsed Estimated amount of gas used
/// @return makerTokenAmounts Maker amounts bought at each taker token
/// amount.
function sampleSellsFromUniswapV3(
IUniswapV3QuoterV2 quoter,
IERC20TokenV06[] memory path,
uint256[] memory takerTokenAmounts
)
public
returns (bytes[] memory uniswapPaths, uint256[] memory uniswapGasUsed, uint256[] memory makerTokenAmounts)
{
IUniswapV3Pool[][] memory poolPaths = _getValidPoolPaths(quoter.factory(), path, 0);
makerTokenAmounts = new uint256[](takerTokenAmounts.length);
uniswapPaths = new bytes[](takerTokenAmounts.length);
uniswapGasUsed = new uint256[](takerTokenAmounts.length);
for (uint256 i = 0; i < takerTokenAmounts.length; ++i) {
// Pick the best result from all the paths.
uint256 topBuyAmount = 0;
for (uint256 j = 0; j < poolPaths.length; ++j) {
bytes memory uniswapPath = _toUniswapPath(path, poolPaths[j]);
try quoter.quoteExactInput{gas: QUOTE_GAS}(uniswapPath, takerTokenAmounts[i]) returns (
uint256 buyAmount,
uint160[] memory /* sqrtPriceX96AfterList */,
uint32[] memory /* initializedTicksCrossedList */,
uint256 gasUsed
) {
if (topBuyAmount <= buyAmount) {
topBuyAmount = buyAmount;
uniswapPaths[i] = uniswapPath;
uniswapGasUsed[i] = gasUsed;
}
} catch {}
}
// Break early if we can't complete the sells.
if (topBuyAmount == 0) {
// HACK(kimpers): To avoid too many local variables, paths and gas used is set directly in the loop
// then reset if no valid valid quote was found
uniswapPaths[i] = "";
uniswapGasUsed[i] = 0;
break;
}
makerTokenAmounts[i] = topBuyAmount;
}
}
/// @dev Sample buy quotes from UniswapV3.
/// @param quoter UniswapV3 Quoter contract.
/// @param path Token route. Should be takerToken -> makerToken.
/// @param makerTokenAmounts Maker token buy amount for each sample.
/// @return uniswapPaths The encoded uniswap path for each sample.
/// @return uniswapGasUsed Estimated amount of gas used
/// @return takerTokenAmounts Taker amounts sold at each maker token
/// amount.
function sampleBuysFromUniswapV3(
IUniswapV3QuoterV2 quoter,
IERC20TokenV06[] memory path,
uint256[] memory makerTokenAmounts
)
public
returns (bytes[] memory uniswapPaths, uint256[] memory uniswapGasUsed, uint256[] memory takerTokenAmounts)
{
IUniswapV3Pool[][] memory poolPaths = _getValidPoolPaths(quoter.factory(), path, 0);
IERC20TokenV06[] memory reversedPath = _reverseTokenPath(path);
takerTokenAmounts = new uint256[](makerTokenAmounts.length);
uniswapPaths = new bytes[](makerTokenAmounts.length);
uniswapGasUsed = new uint256[](makerTokenAmounts.length);
for (uint256 i = 0; i < makerTokenAmounts.length; ++i) {
// Pick the best result from all the paths.
uint256 topSellAmount = 0;
for (uint256 j = 0; j < poolPaths.length; ++j) {
// quoter requires path to be reversed for buys.
bytes memory uniswapPath = _toUniswapPath(reversedPath, _reversePoolPath(poolPaths[j]));
try quoter.quoteExactOutput{gas: QUOTE_GAS}(uniswapPath, makerTokenAmounts[i]) returns (
uint256 sellAmount,
uint160[] memory /* sqrtPriceX96AfterList */,
uint32[] memory /* initializedTicksCrossedList */,
uint256 gasUsed
) {
if (topSellAmount == 0 || topSellAmount >= sellAmount) {
topSellAmount = sellAmount;
// But the output path should still be encoded for sells.
uniswapPaths[i] = _toUniswapPath(path, poolPaths[j]);
uniswapGasUsed[i] = gasUsed;
}
} catch {}
}
// Break early if we can't complete the buys.
if (topSellAmount == 0) {
// HACK(kimpers): To avoid too many local variables, paths and gas used is set directly in the loop
// then reset if no valid valid quote was found
uniswapPaths[i] = "";
uniswapGasUsed[i] = 0;
break;
}
takerTokenAmounts[i] = topSellAmount;
}
}
function _getValidPoolPaths(
IUniswapV3Factory factory,
IERC20TokenV06[] memory tokenPath,
uint256 startIndex
) private view returns (IUniswapV3Pool[][] memory poolPaths) {
require(tokenPath.length - startIndex >= 2, "UniswapV3Sampler/tokenPath too short");
uint24[4] memory validPoolFees = [
// The launch pool fees. Could get hairier if they add more.
uint24(0.0001e6),
uint24(0.0005e6),
uint24(0.003e6),
uint24(0.01e6)
];
IUniswapV3Pool[] memory validPools = new IUniswapV3Pool[](validPoolFees.length);
uint256 numValidPools = 0;
{
IERC20TokenV06 inputToken = tokenPath[startIndex];
IERC20TokenV06 outputToken = tokenPath[startIndex + 1];
for (uint256 i = 0; i < validPoolFees.length; ++i) {
IUniswapV3Pool pool = factory.getPool(inputToken, outputToken, validPoolFees[i]);
if (_isValidPool(pool)) {
validPools[numValidPools++] = pool;
}
}
}
if (numValidPools == 0) {
// No valid pools for this hop.
return poolPaths;
}
if (startIndex + 2 == tokenPath.length) {
// End of path.
poolPaths = new IUniswapV3Pool[][](numValidPools);
for (uint256 i = 0; i < numValidPools; ++i) {
poolPaths[i] = new IUniswapV3Pool[](1);
poolPaths[i][0] = validPools[i];
}
return poolPaths;
}
// Get paths for subsequent hops.
IUniswapV3Pool[][] memory subsequentPoolPaths = _getValidPoolPaths(factory, tokenPath, startIndex + 1);
if (subsequentPoolPaths.length == 0) {
// Could not complete the path.
return poolPaths;
}
// Combine our pools with the next hop paths.
poolPaths = new IUniswapV3Pool[][](numValidPools * subsequentPoolPaths.length);
for (uint256 i = 0; i < numValidPools; ++i) {
for (uint256 j = 0; j < subsequentPoolPaths.length; ++j) {
uint256 o = i * subsequentPoolPaths.length + j;
// Prepend pool to the subsequent path.
poolPaths[o] = new IUniswapV3Pool[](1 + subsequentPoolPaths[j].length);
poolPaths[o][0] = validPools[i];
for (uint256 k = 0; k < subsequentPoolPaths[j].length; ++k) {
poolPaths[o][1 + k] = subsequentPoolPaths[j][k];
}
}
}
return poolPaths;
}
function _reverseTokenPath(
IERC20TokenV06[] memory tokenPath
) private pure returns (IERC20TokenV06[] memory reversed) {
reversed = new IERC20TokenV06[](tokenPath.length);
for (uint256 i = 0; i < tokenPath.length; ++i) {
reversed[i] = tokenPath[tokenPath.length - i - 1];
}
}
function _reversePoolPath(
IUniswapV3Pool[] memory poolPath
) private pure returns (IUniswapV3Pool[] memory reversed) {
reversed = new IUniswapV3Pool[](poolPath.length);
for (uint256 i = 0; i < poolPath.length; ++i) {
reversed[i] = poolPath[poolPath.length - i - 1];
}
}
function _isValidPool(IUniswapV3Pool pool) private view returns (bool isValid) {
// Check if it has been deployed.
{
uint256 codeSize;
assembly {
codeSize := extcodesize(pool)
}
if (codeSize == 0) {
return false;
}
}
// Must have a balance of both tokens.
if (pool.token0().balanceOf(address(pool)) == 0) {
return false;
}
if (pool.token1().balanceOf(address(pool)) == 0) {
return false;
}
return true;
}
function _toUniswapPath(
IERC20TokenV06[] memory tokenPath,
IUniswapV3Pool[] memory poolPath
) private view returns (bytes memory uniswapPath) {
require(
tokenPath.length >= 2 && tokenPath.length == poolPath.length + 1,
"UniswapV3Sampler/invalid path lengths"
);
// Uniswap paths are tightly packed as:
// [token0, token0token1PairFee, token1, token1Token2PairFee, token2, ...]
uniswapPath = new bytes(tokenPath.length * 20 + poolPath.length * 3);
uint256 o;
assembly {
o := add(uniswapPath, 32)
}
for (uint256 i = 0; i < tokenPath.length; ++i) {
if (i > 0) {
uint24 poolFee = poolPath[i - 1].fee();
assembly {
mstore(o, shl(232, poolFee))
o := add(o, 3)
}
}
IERC20TokenV06 token = tokenPath[i];
assembly {
mstore(o, shl(96, token))
o := add(o, 20)
}
}
}
}

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// SPDX-License-Identifier: Apache-2.0
/*
Copyright 2021 ZeroEx Intl.
Licensed under the Apache License, Version 2.0 (the "License");
you may not use this file except in compliance with the License.
You may obtain a copy of the License at
http://www.apache.org/licenses/LICENSE-2.0
Unless required by applicable law or agreed to in writing, software
distributed under the License is distributed on an "AS IS" BASIS,
WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
See the License for the specific language governing permissions and
limitations under the License.
*/
pragma solidity ^0.6;
pragma experimental ABIEncoderV2;
import "@0x/contracts-erc20/contracts/src/v06/LibERC20TokenV06.sol";
contract UtilitySampler {
using LibERC20TokenV06 for IERC20TokenV06;
IERC20TokenV06 private immutable UTILITY_ETH_ADDRESS = IERC20TokenV06(0xEeeeeEeeeEeEeeEeEeEeeEEEeeeeEeeeeeeeEEeE);
function getTokenDecimals(IERC20TokenV06[] memory tokens) public view returns (uint256[] memory decimals) {
decimals = new uint256[](tokens.length);
for (uint256 i = 0; i != tokens.length; i++) {
decimals[i] = tokens[i] == UTILITY_ETH_ADDRESS ? 18 : tokens[i].compatDecimals();
}
}
function getBalanceOf(
IERC20TokenV06[] memory tokens,
address account
) public view returns (uint256[] memory balances) {
balances = new uint256[](tokens.length);
for (uint256 i = 0; i != tokens.length; i++) {
balances[i] = tokens[i] == UTILITY_ETH_ADDRESS ? account.balance : tokens[i].compatBalanceOf(account);
}
}
function getAllowanceOf(
IERC20TokenV06[] memory tokens,
address account,
address spender
) public view returns (uint256[] memory allowances) {
allowances = new uint256[](tokens.length);
for (uint256 i = 0; i != tokens.length; i++) {
allowances[i] = tokens[i] == UTILITY_ETH_ADDRESS ? 0 : tokens[i].compatAllowance(account, spender);
}
}
function isContract(address account) public view returns (bool) {
uint256 size;
assembly {
size := extcodesize(account)
}
return size > 0;
}
function getGasLeft() public returns (uint256) {
return gasleft();
}
function getBlockNumber() public view returns (uint256) {
return block.number;
}
}

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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 +1,117 @@
// 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];
}
}

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@@ -0,0 +1,48 @@
// 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;
interface IBalancer {
function isBound(address t) external view returns (bool);
function getDenormalizedWeight(address token) external view returns (uint256);
function getBalance(address token) external view returns (uint256);
function getSwapFee() external view returns (uint256);
function calcOutGivenIn(
uint256 tokenBalanceIn,
uint256 tokenWeightIn,
uint256 tokenBalanceOut,
uint256 tokenWeightOut,
uint256 tokenAmountIn,
uint256 swapFee
) external pure returns (uint256 tokenAmountOut);
function calcInGivenOut(
uint256 tokenBalanceIn,
uint256 tokenWeightIn,
uint256 tokenBalanceOut,
uint256 tokenWeightOut,
uint256 tokenAmountOut,
uint256 swapFee
) external pure returns (uint256 tokenAmountIn);
}

View File

@@ -0,0 +1,57 @@
// 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;
/// @dev Minimal Balancer V2 Vault interface
/// for documentation refer to https://github.com/balancer-labs/balancer-core-v2/blob/master/contracts/vault/interfaces/IVault.sol
interface IBalancerV2Vault {
enum SwapKind {
GIVEN_IN,
GIVEN_OUT
}
struct BatchSwapStep {
bytes32 poolId;
uint256 assetInIndex;
uint256 assetOutIndex;
uint256 amount;
bytes userData;
}
struct FundManagement {
address sender;
bool fromInternalBalance;
address payable recipient;
bool toInternalBalance;
}
struct BalancerV2PoolInfo {
bytes32 poolId;
address vault;
}
function queryBatchSwap(
SwapKind kind,
BatchSwapStep[] calldata swaps,
address[] calldata assets,
FundManagement calldata funds
) external returns (int256[] memory assetDeltas);
}

View File

@@ -0,0 +1,34 @@
// 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;
interface IBancor {}
interface IBancorNetwork {
function conversionPath(address _sourceToken, address _targetToken) external view returns (address[] memory);
function rateByPath(address[] memory _path, uint256 _amount) external view returns (uint256);
}
interface IBancorRegistry {
function getAddress(bytes32 _contractName) external view returns (address);
function BANCOR_NETWORK() external view returns (bytes32);
}

View File

@@ -0,0 +1,41 @@
// 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

@@ -0,0 +1,48 @@
// 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;
// solhint-disable func-name-mixedcase
interface ICurve {
/// @dev Sell `sellAmount` of `fromToken` token and receive `toToken` token.
/// This function exists on later versions of Curve (USDC/DAI/USDT)
/// @param i The token index being sold.
/// @param j The token index being bought.
/// @param sellAmount The amount of token being bought.
/// @param minBuyAmount The minimum buy amount of the token being bought.
function exchange_underlying(int128 i, int128 j, uint256 sellAmount, uint256 minBuyAmount) external;
/// @dev Get the amount of `toToken` by selling `sellAmount` of `fromToken`
/// @param i The token index being sold.
/// @param j The token index being bought.
/// @param sellAmount The amount of token being bought.
function get_dy_underlying(int128 i, int128 j, uint256 sellAmount) external returns (uint256 dy);
/// @dev Get the amount of `fromToken` by buying `buyAmount` of `toToken`
/// This function exists on later versions of Curve (USDC/DAI/USDT)
/// @param i The token index being sold.
/// @param j The token index being bought.
/// @param buyAmount The amount of token being bought.
function get_dx_underlying(int128 i, int128 j, uint256 buyAmount) external returns (uint256 dx);
/// @dev Get the underlying token address from the token index
/// @param i The token index.
function underlying_coins(int128 i) external returns (address tokenAddress);
}

View File

@@ -0,0 +1,33 @@
pragma solidity ^0.6;
pragma experimental ABIEncoderV2;
interface IGMX {
function getMaxAmountIn(IVault _vault, address _tokenIn, address _tokenOut) external view returns (uint256);
function getAmountOut(
IVault _vault,
address _tokenIn,
address _tokenOut,
uint256 _amountIn
) external view returns (uint256, uint256);
}
interface IVault {
function getFeeBasisPoints(
address _token,
uint256 _usdgDelta,
uint256 _feeBasisPoints,
uint256 _taxBasisPoints,
bool _increment
) external view returns (uint256);
function stableSwapFeeBasisPoints() external view returns (uint256);
function stableTokens(address _token) external view returns (bool);
function tokenDecimals(address _token) external view returns (uint256);
function getMaxPrice(address _token) external view returns (uint256);
function getMinPrice(address _token) external view returns (uint256);
}

View File

@@ -1,7 +1,7 @@
// SPDX-License-Identifier: Apache-2.0
/*
Copyright 2022 ZeroEx Intl.
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.
@@ -19,12 +19,10 @@
pragma solidity ^0.6;
import "forge-std/Test.sol";
contract ContractTest is Test {
function setUp() public {}
function testExample() public {
assertTrue(true);
}
interface IMStable {
function getSwapOutput(
address _input,
address _output,
uint256 _quantity
) external view returns (uint256 swapOutput);
}

View File

@@ -0,0 +1,32 @@
// 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;
interface IMooniswapRegistry {
function pools(address token1, address token2) external view returns (address);
}
interface IMooniswap {
function getReturn(
address fromToken,
address destToken,
uint256 amount
) external view returns (uint256 returnAmount);
}

View File

@@ -0,0 +1,52 @@
// 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;
interface IMultiBridge {
/// @dev Transfers `amount` of the ERC20 `tokenAddress` from `from` to `to`.
/// @param tokenAddress The address of the ERC20 token to transfer.
/// @param from Address to transfer asset from.
/// @param to Address to transfer asset to.
/// @param amount Amount of asset to transfer.
/// @param bridgeData Arbitrary asset data needed by the bridge contract.
/// @return success The magic bytes `0xdc1600f3` if successful.
function bridgeTransferFrom(
address tokenAddress,
address from,
address to,
uint256 amount,
bytes calldata bridgeData
) external returns (bytes4 success);
/// @dev Quotes the amount of `makerToken` that would be obtained by
/// selling `sellAmount` of `takerToken`.
/// @param takerToken Address of the taker token (what to sell).
/// @param intermediateToken The address of the intermediate token to
/// use in an indirect route.
/// @param makerToken Address of the maker token (what to buy).
/// @param sellAmount Amount of `takerToken` to sell.
/// @return makerTokenAmount Amount of `makerToken` that would be obtained.
function getSellQuote(
address takerToken,
address intermediateToken,
address makerToken,
uint256 sellAmount
) external view returns (uint256 makerTokenAmount);
}

View File

@@ -0,0 +1,11 @@
pragma solidity ^0.6;
interface IPlatypus {
function quotePotentialSwap(
address fromToken,
address toToken,
uint256 fromAmount
) external view returns (uint256 potentialOutcome, uint256 haircut);
function assetOf(address token) external view returns (address);
}

View File

@@ -0,0 +1,26 @@
// 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;
interface IShell {
function viewOriginSwap(address from, address to, uint256 fromAmount) external view returns (uint256 toAmount);
function viewTargetSwap(address from, address to, uint256 toAmount) external view returns (uint256 fromAmount);
}

View File

@@ -0,0 +1,30 @@
// 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;
interface IUniswapExchangeQuotes {
function getEthToTokenInputPrice(uint256 ethSold) external view returns (uint256 tokensBought);
function getEthToTokenOutputPrice(uint256 tokensBought) external view returns (uint256 ethSold);
function getTokenToEthInputPrice(uint256 tokensSold) external view returns (uint256 ethBought);
function getTokenToEthOutputPrice(uint256 ethBought) external view returns (uint256 tokensSold);
}

View File

@@ -0,0 +1,26 @@
// 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;
interface IUniswapV2Router01 {
function getAmountsOut(uint256 amountIn, address[] calldata path) external view returns (uint256[] memory amounts);
function getAmountsIn(uint256 amountOut, address[] calldata path) external view returns (uint256[] memory amounts);
}

View File

@@ -3,6 +3,27 @@ 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']
remappings = [
'forge-std/=contracts/deps/forge-std/src/',
'ds-test/=contracts/deps/forge-std/lib/ds-test/src/',
'@0x/contracts-utils/=../utils/',
'@0x/contracts-erc20/=../erc20/',
'src/=./contracts/src',
'@0x/contract-addresses/=../../packages/contract-addresses',
'samplers/=contracts/test/samplers',
]
cache_path = 'foundry-cache'
optimizer_runs = 1000000
fs_permissions = [
{ access = "read-write", path = "./contracts/test/foundry/addresses" },
]
verbosity = 3
[rpc_endpoints]
arbitrum = "${FORGE_ARBITRUM_RPC}"
avalanche = "${FORGE_AVALANCHE_RPC}"
bsc = "${FORGE_BSC_RPC}"
fantom = "${FORGE_FANTOM_RPC}"
mainnet = "${FORGE_MAINNET_RPC}"
optimism = "${FORGE_OPTIMISM_RPC}"
polygon = "${FORGE_POLYGON_RPC}"

View File

@@ -15,6 +15,7 @@
"build:ts": "tsc -b",
"pre_build": "run-s compile contracts:gen generate_contract_wrappers contracts:copy",
"test": "yarn run_mocha",
"forge": "forge test -vvv",
"rebuild_and_test": "run-s build test",
"test:coverage": "SOLIDITY_COVERAGE=true run-s build run_mocha coverage:report:text coverage:report:lcov",
"test:profiler": "SOLIDITY_PROFILER=true run-s build run_mocha profiler:report:html",
@@ -38,7 +39,8 @@
"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",
"typechain": "typechain --target=ethers-v5 --out-dir='typechain-wrappers' './foundry-artifacts/**/*.json'"
"typechain": "typechain --target=ethers-v5 --out-dir='typechain-wrappers' './foundry-artifacts/**/*.json'",
"foundry:SU": "git submodule update --recursive --remote"
},
"config": {
"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",