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6 Commits

Author SHA1 Message Date
Noah Khamliche
4a18c1b0f8 fix rfq/otc encoding logic 2022-07-14 18:09:28 -04:00
Noah Khamliche
3c30c92acf changelog version bumps 2022-07-14 17:41:38 -04:00
Noah Khamliche
cc1cc69ba5 trying to fix tests 2022-07-14 17:20:11 -04:00
Noah Khamliche
4f57736c82 added fill logic for otcOrders in AS, as well as MultiplexBatchFill for otc 2022-07-14 15:43:07 -04:00
Noah Khamliche
f466f8310f added otc orders to quote report generator 2022-07-13 22:01:59 -04:00
Noah Khamliche
8f5e7d7fb5 add new fqt and support for otc orders in asset-swapper exchange proxy swap qutoe consumer 2022-07-13 21:56:50 -04:00
10 changed files with 278 additions and 40 deletions

View File

@@ -31,6 +31,7 @@ import "../features/libs/LibNativeOrder.sol";
import "./bridges/IBridgeAdapter.sol";
import "./Transformer.sol";
import "./LibERC20Transformer.sol";
import "../IZeroEx.sol";
/// @dev A transformer that fills an ERC20 market sell/buy quote.
/// This transformer shortcuts bridge orders and fills them directly
@@ -52,7 +53,8 @@ contract FillQuoteTransformer is
enum OrderType {
Bridge,
Limit,
Rfq
Rfq,
Otc
}
struct LimitOrderInfo {
@@ -69,6 +71,13 @@ contract FillQuoteTransformer is
uint256 maxTakerTokenFillAmount;
}
struct OtcOrderInfo {
LibNativeOrder.OtcOrder order;
LibSignature.Signature signature;
// Maximum taker token amount of this limit order to fill.
uint256 maxTakerTokenFillAmount;
}
/// @dev Transform data to ABI-encode and pass into `transform()`.
struct TransformData {
// Whether we are performing a market sell or buy.
@@ -86,6 +95,8 @@ contract FillQuoteTransformer is
LimitOrderInfo[] limitOrders;
// Native RFQ orders. Sorted by fill sequence.
RfqOrderInfo[] rfqOrders;
// Otc orders. Sorted by fill sequence.
OtcOrderInfo[] otcOrders;
// The sequence to fill the orders in. Each item will fill the next
// order of that type in either `bridgeOrders`, `limitOrders`,
@@ -123,7 +134,7 @@ contract FillQuoteTransformer is
uint256 soldAmount;
uint256 protocolFee;
uint256 takerTokenBalanceRemaining;
uint256[3] currentIndices;
uint256[4] currentIndices;
OrderType currentOrderType;
}
@@ -147,12 +158,12 @@ contract FillQuoteTransformer is
IBridgeAdapter public immutable bridgeAdapter;
/// @dev The exchange proxy contract.
INativeOrdersFeature public immutable zeroEx;
IZeroEx public immutable zeroEx;
/// @dev Create this contract.
/// @param bridgeAdapter_ The bridge adapter contract.
/// @param zeroEx_ The Exchange Proxy contract.
constructor(IBridgeAdapter bridgeAdapter_, INativeOrdersFeature zeroEx_)
constructor(IBridgeAdapter bridgeAdapter_, IZeroEx zeroEx_)
public
Transformer()
{
@@ -183,7 +194,8 @@ contract FillQuoteTransformer is
if (data.bridgeOrders.length
+ data.limitOrders.length
+ data.rfqOrders.length != data.fillSequence.length
+ data.rfqOrders.length
+ data.otcOrders.length != data.fillSequence.length
) {
LibTransformERC20RichErrors.InvalidTransformDataError(
LibTransformERC20RichErrors.InvalidTransformDataErrorCode.INVALID_ARRAY_LENGTH,
@@ -198,15 +210,16 @@ contract FillQuoteTransformer is
// Approve the exchange proxy to spend our sell tokens if native orders
// are present.
if (data.limitOrders.length + data.rfqOrders.length != 0) {
if (data.limitOrders.length + data.rfqOrders.length + data.otcOrders.length != 0) {
data.sellToken.approveIfBelow(address(zeroEx), data.fillAmount);
// Compute the protocol fee if a limit order is present.
if (data.limitOrders.length != 0) {
state.protocolFee = uint256(zeroEx.getProtocolFeeMultiplier())
.safeMul(tx.gasprice);
}
}
state.ethRemaining = address(this).balance;
// Fill the orders.
@@ -222,6 +235,7 @@ contract FillQuoteTransformer is
state.currentOrderType = OrderType(data.fillSequence[i]);
uint256 orderIndex = state.currentIndices[uint256(state.currentOrderType)];
// Fill the order.
FillOrderResults memory results;
if (state.currentOrderType == OrderType.Bridge) {
@@ -230,6 +244,8 @@ contract FillQuoteTransformer is
results = _fillLimitOrder(data.limitOrders[orderIndex], data, state);
} else if (state.currentOrderType == OrderType.Rfq) {
results = _fillRfqOrder(data.rfqOrders[orderIndex], data, state);
} else if (state.currentOrderType == OrderType.Otc) {
results = _fillOtcOrder(data.otcOrders[orderIndex], data, state);
} else {
revert("INVALID_ORDER_TYPE");
}
@@ -402,6 +418,41 @@ contract FillQuoteTransformer is
} catch {}
}
// Fill a single RFQ order.
function _fillOtcOrder(
OtcOrderInfo memory orderInfo,
TransformData memory data,
FillState memory state
)
private
returns (FillOrderResults memory results)
{
uint256 takerTokenFillAmount = LibSafeMathV06.min256(
_computeTakerTokenFillAmount(
data,
state,
orderInfo.order.takerAmount,
orderInfo.order.makerAmount,
0
),
orderInfo.maxTakerTokenFillAmount
);
try
zeroEx.fillOtcOrder
(
orderInfo.order,
orderInfo.signature,
takerTokenFillAmount.safeDowncastToUint128()
)
returns (uint128 takerTokenFilledAmount, uint128 makerTokenFilledAmount)
{
results.takerTokenSoldAmount = takerTokenFilledAmount;
results.makerTokenBoughtAmount = makerTokenFilledAmount;
} catch {
revert("FillQuoteTransformer/OTC_ORDER_FILL_FAILED");
}
}
// Compute the next taker token fill amount of a generic order.
function _computeTakerTokenFillAmount(
TransformData memory data,

View File

@@ -12,10 +12,13 @@ import {
FillQuoteTransformerData,
FillQuoteTransformerLimitOrderInfo,
FillQuoteTransformerOrderType as OrderType,
FillQuoteTransformerOtcOrderInfo,
FillQuoteTransformerRfqOrderInfo,
FillQuoteTransformerSide as Side,
LimitOrder,
LimitOrderFields,
OtcOrder,
OtcOrderFields,
RfqOrder,
RfqOrderFields,
Signature,
@@ -26,7 +29,7 @@ import * as _ from 'lodash';
import { artifacts } from '../artifacts';
import { TestFillQuoteTransformerBridgeContract } from '../generated-wrappers/test_fill_quote_transformer_bridge';
import { getRandomLimitOrder, getRandomRfqOrder } from '../utils/orders';
import { getRandomLimitOrder, getRandomOtcOrder, getRandomRfqOrder } from '../utils/orders';
import {
EthereumBridgeAdapterContract,
FillQuoteTransformerContract,
@@ -142,6 +145,18 @@ blockchainTests.resets('FillQuoteTransformer', env => {
};
}
function createOtcOrder(fields: Partial<OtcOrderFields> = {}): OtcOrder {
return getRandomOtcOrder({
makerToken: makerToken.address,
takerToken: takerToken.address,
makerAmount: getRandomInteger('0.1e18', '1e18'),
takerAmount: getRandomInteger('0.1e18', '1e18'),
maker,
taker,
...fields,
});
}
function createOrderSignature(preFilledTakerAmount: Numberish = 0): Signature {
return {
// The r field of the signature is the pre-filled amount.
@@ -254,6 +269,24 @@ blockchainTests.resets('FillQuoteTransformer', env => {
};
}
function fillOtcOrder(oi: FillQuoteTransformerOtcOrderInfo): FillOrderResults {
const preFilledTakerAmount = orderSignatureToPreFilledTakerAmount(oi.signature);
if (preFilledTakerAmount.gte(oi.order.takerAmount) || preFilledTakerAmount.eq(REVERT_AMOUNT)) {
return EMPTY_FILL_ORDER_RESULTS;
}
const takerTokenFillAmount = BigNumber.min(
computeTakerTokenFillAmount(oi.order.takerAmount, oi.order.makerAmount),
oi.order.takerAmount.minus(preFilledTakerAmount),
oi.maxTakerTokenFillAmount,
);
const fillRatio = takerTokenFillAmount.div(oi.order.takerAmount);
return {
...EMPTY_FILL_ORDER_RESULTS,
takerTokenSoldAmount: takerTokenFillAmount,
makerTokenBoughtAmount: fillRatio.times(oi.order.makerAmount).integerValue(BigNumber.ROUND_DOWN),
};
}
function fillRfqOrder(oi: FillQuoteTransformerRfqOrderInfo): FillOrderResults {
const preFilledTakerAmount = orderSignatureToPreFilledTakerAmount(oi.signature);
if (preFilledTakerAmount.gte(oi.order.takerAmount) || preFilledTakerAmount.eq(REVERT_AMOUNT)) {
@@ -296,6 +329,11 @@ blockchainTests.resets('FillQuoteTransformer', env => {
results = fillLimitOrder(data.limitOrders[orderIndices[orderType]]);
}
break;
case OrderType.Otc:
{
results = fillOtcOrder(data.otcOrders[orderIndices[orderType]]);
}
break;
case OrderType.Rfq:
{
results = fillRfqOrder(data.rfqOrders[orderIndices[orderType]]);
@@ -393,6 +431,7 @@ blockchainTests.resets('FillQuoteTransformer', env => {
buyToken: makerToken.address,
bridgeOrders: [],
limitOrders: [],
otcOrders: [],
rfqOrders: [],
fillSequence: [],
fillAmount: MAX_UINT256,
@@ -447,7 +486,7 @@ blockchainTests.resets('FillQuoteTransformer', env => {
}
describe('sell quotes', () => {
it('can fully sell to a single bridge order with -1 fillAmount', async () => {
it.only('can fully sell to a single bridge order with -1 fillAmount', async () => {
const bridgeOrders = [createBridgeOrder()];
const data = createTransformData({
bridgeOrders,
@@ -624,6 +663,24 @@ blockchainTests.resets('FillQuoteTransformer', env => {
return assertFinalBalancesAsync(qfr);
});
it('can fully sell to a single OTC order', async () => {
const otcOrders = [createOtcOrder()];
const data = createTransformData({
otcOrders: otcOrders.map(o => ({
order: o,
maxTakerTokenFillAmount: MAX_UINT256,
signature: createOrderSignature(),
})),
fillAmount: BigNumber.sum(...otcOrders.map(o => o.takerAmount)),
fillSequence: otcOrders.map(() => OrderType.Rfq),
});
const qfr = getExpectedQuoteFillResults(data, createSimulationState());
await executeTransformAsync({
data,
takerTokenBalance: qfr.takerTokensSpent,
});
return assertFinalBalancesAsync(qfr);
});
it('can fully sell to a single RFQ order', async () => {
const rfqOrders = [createRfqOrder()];
const data = createTransformData({
@@ -1117,6 +1174,30 @@ blockchainTests.resets('FillQuoteTransformer', env => {
return assertFinalBalancesAsync(qfr);
});
it('can fully buy to a single OTC order', async () => {
const otcOrders = [createOtcOrder()];
const totalTakerTokens = BigNumber.sum(...otcOrders.map(o => o.takerAmount));
const data = createTransformData({
side: Side.Buy,
otcOrders: otcOrders.map(o => ({
order: o,
maxTakerTokenFillAmount: MAX_UINT256,
signature: createOrderSignature(),
})),
fillAmount: BigNumber.sum(...otcOrders.map(o => o.makerAmount)),
fillSequence: otcOrders.map(() => OrderType.Rfq),
});
const qfr = getExpectedQuoteFillResults(
data,
createSimulationState({ takerTokenBalance: totalTakerTokens }),
);
await executeTransformAsync({
data,
takerTokenBalance: qfr.takerTokensSpent,
});
return assertFinalBalancesAsync(qfr);
});
it('can fully buy to a single RFQ order', async () => {
const rfqOrders = [createRfqOrder()];
const totalTakerTokens = BigNumber.sum(...rfqOrders.map(o => o.takerAmount));

View File

@@ -1,4 +1,13 @@
[
{
"version": "16.64.0",
"changes": [
{
"note": "Add support for OTC orders in the fillQuoteTransformer",
"pr": 516
}
]
},
{
"version": "16.63.1",
"changes": [

View File

@@ -42,6 +42,7 @@ import {
FinalUniswapV3FillData,
LiquidityProviderFillData,
MooniswapFillData,
NativeOtcOrderFillData,
NativeRfqOrderFillData,
OptimizedMarketBridgeOrder,
OptimizedMarketOrder,
@@ -49,6 +50,7 @@ import {
} from '../utils/market_operation_utils/types';
import {
multiplexOtcOrder,
multiplexPlpEncoder,
multiplexRfqEncoder,
MultiplexSubcall,
@@ -340,18 +342,7 @@ export class ExchangeProxySwapQuoteConsumer implements SwapQuoteConsumerBase {
!requiresTransformERC20(optsWithDefaults)
) {
const rfqOrdersData = quote.orders.map(o => o.fillData as NativeRfqOrderFillData);
const fillAmountPerOrder = (() => {
// Don't think order taker amounts are clipped to actual sell amount
// (the last one might be too large) so figure them out manually.
let remaining = sellAmount;
const fillAmounts = [];
for (const o of quote.orders) {
const fillAmount = BigNumber.min(o.takerAmount, remaining);
fillAmounts.push(fillAmount);
remaining = remaining.minus(fillAmount);
}
return fillAmounts;
})();
const fillAmountPerOrder = generateFillAmounts(sellAmount, quote);
const callData =
quote.orders.length === 1
? this._exchangeProxy
@@ -374,6 +365,46 @@ export class ExchangeProxySwapQuoteConsumer implements SwapQuoteConsumerBase {
};
}
// OTC orders
if (
[ChainId.Mainnet, ChainId.Ropsten].includes(this.chainId) && // @todo goerli and polygon?
quote.orders.every(o => o.type === FillQuoteTransformerOrderType.Otc) &&
!requiresTransformERC20(optsWithDefaults)
) {
const otcOrdersData = quote.orders.map(o => o.fillData as NativeOtcOrderFillData);
const fillAmountPerOrder = generateFillAmounts(sellAmount, quote);
// grab the amount to fill on each OtcOrder (if more than 1, fallback to multiplexBatchFill)
let callData;
// if we have more than one otc order we want to batch fill them,
if (quote.orders.length === 1) {
// if the otc orders takerToken is the native asset
if (isFromETH) {
callData = this._exchangeProxy
.fillOtcOrderWithEth(otcOrdersData[0].order, otcOrdersData[0].signature)
.getABIEncodedTransactionData();
}
// if the otc orders makerToken is the native asset
if (isToETH) {
callData = this._exchangeProxy
.fillOtcOrderForEth(otcOrdersData[0].order, otcOrdersData[0].signature, fillAmountPerOrder[0])
.getABIEncodedTransactionData();
} else {
// if the otc order contains 2 erc20 tokens
callData = this._exchangeProxy
.fillOtcOrder(otcOrdersData[0].order, otcOrdersData[0].signature, fillAmountPerOrder[0])
.getABIEncodedTransactionData();
}
return {
calldataHexString: callData,
ethAmount: isFromETH ? sellAmount : ZERO_AMOUNT,
toAddress: this._exchangeProxy.address,
allowanceTarget: this._exchangeProxy.address,
gasOverhead: ZERO_AMOUNT,
};
}
}
if (this.chainId === ChainId.Mainnet && isMultiplexBatchFillCompatible(quote, optsWithDefaults)) {
return {
calldataHexString: this._encodeMultiplexBatchFillCalldata(
@@ -567,19 +598,30 @@ export class ExchangeProxySwapQuoteConsumer implements SwapQuoteConsumerBase {
for_loop: for (const [i, order] of quote.orders.entries()) {
switch_statement: switch (order.source) {
case ERC20BridgeSource.Native:
if (order.type !== FillQuoteTransformerOrderType.Rfq) {
if (order.type !== FillQuoteTransformerOrderType.Rfq && order.type !== FillQuoteTransformerOrderType.Otc) {
// Should never happen because we check `isMultiplexBatchFillCompatible`
// before calling this function.
throw new Error('Multiplex batch fill only supported for RFQ native orders');
throw new Error('Multiplex batch fill only supported for RFQ native orders and OTC Orders');
}
if (order.type !== FillQuoteTransformerOrderType.Otc) {
subcalls.push({
id: MultiplexSubcall.Rfq,
sellAmount: order.takerAmount,
data: multiplexRfqEncoder.encode({
order: order.fillData.order,
signature: order.fillData.signature,
}),
});
} else {
subcalls.push({
id: MultiplexSubcall.Otc,
sellAmount: order.takerAmount,
data: multiplexOtcOrder.encode({
order: order.fillData.order,
signature: order.fillData.signature,
}),
});
}
subcalls.push({
id: MultiplexSubcall.Rfq,
sellAmount: order.takerAmount,
data: multiplexRfqEncoder.encode({
order: order.fillData.order,
signature: order.fillData.signature,
}),
});
break switch_statement;
case ERC20BridgeSource.UniswapV2:
case ERC20BridgeSource.SushiSwap:
@@ -730,6 +772,17 @@ export class ExchangeProxySwapQuoteConsumer implements SwapQuoteConsumerBase {
}
}
function generateFillAmounts(sellAmount: BigNumber, quote: MarketBuySwapQuote | MarketSellSwapQuote): BigNumber[] {
let remaining = sellAmount;
const fillAmounts = [];
for (const o of quote.orders) {
const fillAmount = BigNumber.min(o.takerAmount, remaining);
fillAmounts.push(fillAmount);
remaining = remaining.minus(fillAmount);
}
return fillAmounts;
}
function slipNonNativeOrders(quote: MarketSellSwapQuote | MarketBuySwapQuote): OptimizedMarketOrder[] {
const slippage = getMaxQuoteSlippageRate(quote);
if (slippage === 0) {

View File

@@ -1,4 +1,4 @@
import { RfqOrder, SIGNATURE_ABI } from '@0x/protocol-utils';
import { OtcOrder, RfqOrder, SIGNATURE_ABI } from '@0x/protocol-utils';
import { AbiEncoder } from '@0x/utils';
export enum MultiplexSubcall {
@@ -26,6 +26,10 @@ export const multiplexRfqEncoder = AbiEncoder.create([
{ name: 'order', type: 'tuple', components: RfqOrder.STRUCT_ABI },
{ name: 'signature', type: 'tuple', components: SIGNATURE_ABI },
]);
export const multiplexOtcOrder = AbiEncoder.create([
{ name: 'order', type: 'tuple', components: OtcOrder.STRUCT_ABI },
{ name: 'signature', type: 'tuple', components: SIGNATURE_ABI },
]);
export const multiplexUniswapEncoder = AbiEncoder.create([
{ name: 'tokens', type: 'address[]' },
{ name: 'isSushi', type: 'bool' },

View File

@@ -113,11 +113,15 @@ function isOptimizedRfqOrder(x: OptimizedMarketOrder): x is OptimizedMarketOrder
*/
export function getFQTTransformerDataFromOptimizedOrders(
orders: OptimizedMarketOrder[],
): Pick<FillQuoteTransformerData, 'bridgeOrders' | 'limitOrders' | 'rfqOrders' | 'fillSequence'> {
const fqtData: Pick<FillQuoteTransformerData, 'bridgeOrders' | 'limitOrders' | 'rfqOrders' | 'fillSequence'> = {
): Pick<FillQuoteTransformerData, 'bridgeOrders' | 'limitOrders' | 'rfqOrders' | 'otcOrders' | 'fillSequence'> {
const fqtData: Pick<
FillQuoteTransformerData,
'bridgeOrders' | 'limitOrders' | 'rfqOrders' | 'otcOrders' | 'fillSequence'
> = {
bridgeOrders: [],
limitOrders: [],
rfqOrders: [],
otcOrders: [],
fillSequence: [],
};

View File

@@ -1,6 +1,7 @@
import {
FillQuoteTransformerLimitOrderInfo,
FillQuoteTransformerOrderType,
FillQuoteTransformerOtcOrderInfo,
FillQuoteTransformerRfqOrderInfo,
} from '@0x/protocol-utils';
import { MarketOperation } from '@0x/types';
@@ -196,7 +197,8 @@ export interface FillData {}
// `FillData` for native fills. Represents a single native order
export type NativeRfqOrderFillData = FillQuoteTransformerRfqOrderInfo;
export type NativeLimitOrderFillData = FillQuoteTransformerLimitOrderInfo;
export type NativeFillData = NativeRfqOrderFillData | NativeLimitOrderFillData;
export type NativeOtcOrderFillData = FillQuoteTransformerOtcOrderInfo;
export type NativeFillData = NativeRfqOrderFillData | NativeLimitOrderFillData | NativeOtcOrderFillData;
// Represents an individual DEX sample from the sampler contract
export interface DexSample<TFillData extends FillData = FillData> {
@@ -436,7 +438,8 @@ export interface OptimizedRfqOrder extends OptimizedMarketOrderBase<NativeRfqOrd
export type OptimizedMarketOrder =
| OptimizedMarketBridgeOrder<FillData>
| OptimizedMarketOrderBase<NativeLimitOrderFillData>
| OptimizedMarketOrderBase<NativeRfqOrderFillData>;
| OptimizedMarketOrderBase<NativeRfqOrderFillData>
| OptimizedMarketOrderBase<NativeOtcOrderFillData>;
export interface GetMarketOrdersRfqOpts extends RfqRequestOpts {
rfqClient?: IRfqClient;

View File

@@ -11,8 +11,6 @@ import {
FillData,
MultiHopFillData,
NativeFillData,
NativeLimitOrderFillData,
NativeRfqOrderFillData,
RawQuotes,
} from './market_operation_utils/types';
import { QuoteRequestor, V4RFQIndicativeQuoteMM } from './quote_requestor';
@@ -353,7 +351,7 @@ function _isNativeOrderFromCollapsedFill(cf: Fill): cf is Fill<NativeFillData> {
*/
export function nativeOrderToReportEntry(
type: FillQuoteTransformerOrderType,
fillData: NativeLimitOrderFillData | NativeRfqOrderFillData,
fillData: NativeFillData,
fillableAmount: BigNumber,
comparisonPrice?: BigNumber | undefined,
quoteRequestor?: QuoteRequestor,

View File

@@ -1,4 +1,13 @@
[
{
"version": "11.16.0",
"changes": [
{
"note": "Add Otc order support to the fillQuoteTransformer",
"pr": 516
}
]
},
{
"version": "11.15.0",
"changes": [

View File

@@ -1,7 +1,7 @@
import { AbiEncoder, BigNumber, hexUtils, NULL_ADDRESS } from '@0x/utils';
import * as ethjs from 'ethereumjs-util';
import { LimitOrder, LimitOrderFields, RfqOrder, RfqOrderFields } from './orders';
import { LimitOrder, LimitOrderFields, OtcOrder, OtcOrderFields, RfqOrder, RfqOrderFields } from './orders';
import { Signature, SIGNATURE_ABI } from './signature_utils';
const BRIDGE_ORDER_ABI_COMPONENTS = [
@@ -39,6 +39,20 @@ const RFQ_ORDER_INFO_ABI_COMPONENTS = [
{ name: 'maxTakerTokenFillAmount', type: 'uint256' },
];
const OTC_ORDER_INFO_ABI_COMPONENTS = [
{
name: 'order',
type: 'tuple',
components: OtcOrder.STRUCT_ABI,
},
{
name: 'signature',
type: 'tuple',
components: SIGNATURE_ABI,
},
{ name: 'maxTakerTokenFillAmount', type: 'uint256' },
];
/**
* ABI encoder for `FillQuoteTransformer.TransformData`
*/
@@ -60,6 +74,11 @@ export const fillQuoteTransformerDataEncoder = AbiEncoder.create([
type: 'tuple[]',
components: LIMIT_ORDER_INFO_ABI_COMPONENTS,
},
{
name: 'otcOrders',
type: 'tuple[]',
components: OTC_ORDER_INFO_ABI_COMPONENTS,
},
{
name: 'rfqOrders',
type: 'tuple[]',
@@ -87,6 +106,7 @@ export enum FillQuoteTransformerOrderType {
Bridge,
Limit,
Rfq,
Otc,
}
/**
@@ -99,6 +119,7 @@ export interface FillQuoteTransformerData {
bridgeOrders: FillQuoteTransformerBridgeOrder[];
limitOrders: FillQuoteTransformerLimitOrderInfo[];
rfqOrders: FillQuoteTransformerRfqOrderInfo[];
otcOrders: FillQuoteTransformerOtcOrderInfo[];
fillSequence: FillQuoteTransformerOrderType[];
fillAmount: BigNumber;
refundReceiver: string;
@@ -176,6 +197,11 @@ export type FillQuoteTransformerLimitOrderInfo = FillQuoteTransformerNativeOrder
*/
export type FillQuoteTransformerRfqOrderInfo = FillQuoteTransformerNativeOrderInfo<RfqOrderFields>;
/**
* `FillQuoteTransformer.OtcOrderInfo`
*/
export type FillQuoteTransformerOtcOrderInfo = FillQuoteTransformerNativeOrderInfo<OtcOrderFields>;
/**
* ABI-encode a `FillQuoteTransformer.TransformData` type.
*/