Compare commits
2 Commits
protocol@2
...
poc/bridge
| Author | SHA1 | Date | |
|---|---|---|---|
|
996dd0c487 | ||
|
|
a380bdb843 |
@@ -1,10 +1,5 @@
|
||||
version: 2.1
|
||||
|
||||
parameters:
|
||||
cache_version:
|
||||
type: string
|
||||
default: v3
|
||||
|
||||
jobs:
|
||||
build:
|
||||
resource_class: xlarge
|
||||
@@ -15,11 +10,7 @@ jobs:
|
||||
working_directory: ~/repo
|
||||
steps:
|
||||
- checkout
|
||||
- run: git submodule update --init --recursive
|
||||
- run: echo 'export PATH=$HOME/CIRCLE_PROJECT_REPONAME/node_modules/.bin:$PATH' >> $BASH_ENV
|
||||
- restore_cache:
|
||||
keys:
|
||||
- repo-{{ checksum "yarn.lock" }}-<< pipeline.parameters.cache_version >>
|
||||
- run:
|
||||
name: install-yarn
|
||||
command: npm install --force --global yarn@1.22.0
|
||||
@@ -27,104 +18,65 @@ jobs:
|
||||
name: yarn
|
||||
command: yarn --frozen-lockfile --ignore-engines install || yarn --frozen-lockfile --ignore-engines install
|
||||
- setup_remote_docker
|
||||
- run: yarn build:ci
|
||||
- run: yarn build:ci || yarn build:ci || yarn build:ci || yarn build:ci || yarn build:ci || yarn build:ci
|
||||
- save_cache:
|
||||
key: repo-{{ checksum "yarn.lock" }}-<< pipeline.parameters.cache_version >>
|
||||
key: repo-{{ .Environment.CIRCLE_SHA1 }}
|
||||
paths:
|
||||
- ~/repo
|
||||
- ~/.cache/yarn
|
||||
- store_artifacts:
|
||||
path: ~/repo/packages/abi-gen/test-cli/output
|
||||
- store_artifacts:
|
||||
path: ~/repo/packages/contract-wrappers/generated_docs
|
||||
test-exchange-ganache:
|
||||
resource_class: xlarge
|
||||
resource_class: medium+
|
||||
docker:
|
||||
- image: node:16
|
||||
working_directory: ~/repo
|
||||
steps:
|
||||
- checkout
|
||||
- restore_cache:
|
||||
keys:
|
||||
- repo-{{ checksum "yarn.lock" }}-<< pipeline.parameters.cache_version >>
|
||||
- repo-{{ .Environment.CIRCLE_SHA1 }}
|
||||
- run: yarn wsrun -p @0x/contracts-exchange -m --serial -c test:circleci
|
||||
test-integrations-ganache:
|
||||
resource_class: xlarge
|
||||
resource_class: medium+
|
||||
docker:
|
||||
- image: node:16
|
||||
working_directory: ~/repo
|
||||
steps:
|
||||
- checkout
|
||||
- restore_cache:
|
||||
keys:
|
||||
- repo-{{ checksum "yarn.lock" }}-<< pipeline.parameters.cache_version >>
|
||||
- repo-{{ .Environment.CIRCLE_SHA1 }}
|
||||
- run: yarn wsrun -p @0x/contracts-integrations -m --serial -c test:circleci
|
||||
test-contracts-staking-ganache:
|
||||
resource_class: xlarge
|
||||
resource_class: medium+
|
||||
docker:
|
||||
- image: node:16
|
||||
working_directory: ~/repo
|
||||
steps:
|
||||
- checkout
|
||||
- restore_cache:
|
||||
keys:
|
||||
- repo-{{ checksum "yarn.lock" }}-<< pipeline.parameters.cache_version >>
|
||||
- repo-{{ .Environment.CIRCLE_SHA1 }}
|
||||
- run: yarn wsrun -p @0x/contracts-staking -m --serial -c test:circleci
|
||||
test-contracts-extra-ganache:
|
||||
resource_class: xlarge
|
||||
resource_class: medium+
|
||||
docker:
|
||||
- image: node:16
|
||||
working_directory: ~/repo
|
||||
steps:
|
||||
- checkout
|
||||
- restore_cache:
|
||||
keys:
|
||||
- repo-{{ checksum "yarn.lock" }}
|
||||
- repo-{{ .Environment.CIRCLE_SHA1 }}
|
||||
- run: yarn wsrun -p @0x/contracts-exchange-forwarder -p @0x/contracts-coordinator -m --serial -c test:circleci
|
||||
test-contracts-rest-ganache:
|
||||
resource_class: xlarge
|
||||
resource_class: medium+
|
||||
docker:
|
||||
- image: node:16
|
||||
working_directory: ~/repo
|
||||
steps:
|
||||
- checkout
|
||||
- run: |
|
||||
git diff --name-only development >> changed.txt
|
||||
if ! grep -q \.sol changed.txt; then
|
||||
circleci-agent step halt
|
||||
fi
|
||||
- restore_cache:
|
||||
keys:
|
||||
- repo-{{ checksum "yarn.lock" }}-<< pipeline.parameters.cache_version >>
|
||||
- run: |
|
||||
yarn wsrun \
|
||||
-p @0x/contracts-multisig \
|
||||
-p @0x/contracts-utils \
|
||||
-p @0x/contracts-exchange-libs \
|
||||
-p @0x/contracts-erc20 \
|
||||
-p @0x/contracts-erc721 \
|
||||
-p @0x/contracts-erc1155 \
|
||||
-p @0x/contracts-asset-proxy \
|
||||
-p @0x/contracts-broker \
|
||||
-p @0x/contracts-zero-ex \
|
||||
-m --serial -c test:circleci
|
||||
test-foundry:
|
||||
resource_class: xlarge
|
||||
docker:
|
||||
- image: ghcr.io/foundry-rs/foundry:latest
|
||||
working_directory: ~/repo/contracts/zero-ex
|
||||
steps:
|
||||
- checkout
|
||||
- run: |
|
||||
git diff --name-only development >> changed.txt
|
||||
if ! grep -q \.sol changed.txt; then
|
||||
circleci-agent step halt
|
||||
fi
|
||||
- restore_cache:
|
||||
keys:
|
||||
- repo-{{ checksum "yarn.lock" }}-<< pipeline.parameters.cache_version >>
|
||||
# - run: forge install
|
||||
- run: forge test
|
||||
- repo-{{ .Environment.CIRCLE_SHA1 }}
|
||||
- run: yarn wsrun -p @0x/contracts-multisig -p @0x/contracts-utils -p @0x/contracts-exchange-libs -p @0x/contracts-erc20 -p @0x/contracts-erc721 -p @0x/contracts-erc1155 -p @0x/contracts-asset-proxy -p @0x/contracts-broker -p @0x/contracts-zero-ex -m --serial -c test:circleci
|
||||
test-publish:
|
||||
resource_class: large
|
||||
environment:
|
||||
@@ -134,15 +86,9 @@ jobs:
|
||||
- image: 0xorg/verdaccio
|
||||
working_directory: ~/repo
|
||||
steps:
|
||||
- checkout
|
||||
- run: |
|
||||
git diff --name-only development >> changed.txt
|
||||
if ! grep -q packages/ changed.txt; then
|
||||
circleci-agent step halt
|
||||
fi
|
||||
- restore_cache:
|
||||
keys:
|
||||
- repo-{{ checksum "yarn.lock" }}-<< pipeline.parameters.cache_version >>
|
||||
- repo-{{ .Environment.CIRCLE_SHA1 }}
|
||||
- run:
|
||||
command: yarn test:publish:circleci
|
||||
no_output_timeout: 1800
|
||||
@@ -153,10 +99,9 @@ jobs:
|
||||
- image: node:16
|
||||
working_directory: ~/repo
|
||||
steps:
|
||||
- checkout
|
||||
- restore_cache:
|
||||
keys:
|
||||
- repo-{{ checksum "yarn.lock" }}-<< pipeline.parameters.cache_version >>
|
||||
- repo-{{ .Environment.CIRCLE_SHA1 }}
|
||||
- run:
|
||||
command: yarn test:generate_docs:circleci
|
||||
no_output_timeout: 1200
|
||||
@@ -165,50 +110,42 @@ jobs:
|
||||
- image: node:16
|
||||
working_directory: ~/repo
|
||||
environment:
|
||||
RUST_ROUTER: 'true'
|
||||
RUST_ROUTER: "true"
|
||||
steps:
|
||||
- checkout
|
||||
- restore_cache:
|
||||
keys:
|
||||
- repo-{{ checksum "yarn.lock" }}-<< pipeline.parameters.cache_version >>
|
||||
- repo-{{ .Environment.CIRCLE_SHA1 }}
|
||||
- run: yarn wsrun -p @0x/contracts-test-utils -m --serial -c test:circleci
|
||||
- run: yarn wsrun -p @0x/contract-addresses -m --serial -c test:circleci
|
||||
- run: yarn wsrun -p @0x/contract-artifacts -m --serial -c test:circleci
|
||||
- run: yarn wsrun -p @0x/contract-wrappers-test -m --serial -c test:circleci
|
||||
- run: yarn wsrun -p @0x/migrations -m --serial -c test:circleci
|
||||
- run: yarn wsrun -p @0x/order-utils -m --serial -c test:circleci
|
||||
- run: yarn wsrun -p @0x/asset-swapper -m --serial -c test:circleci
|
||||
- save_cache:
|
||||
key: coverage-contract-wrappers-test-{{ checksum "yarn.lock" }}
|
||||
key: coverage-contract-wrappers-test-{{ .Environment.CIRCLE_SHA1 }}
|
||||
paths:
|
||||
- ~/repo/packages/contract-wrappers-test/coverage/lcov.info
|
||||
- save_cache:
|
||||
key: coverage-order-utils-{{ checksum "yarn.lock" }}
|
||||
key: coverage-order-utils-{{ .Environment.CIRCLE_SHA1 }}
|
||||
paths:
|
||||
- ~/repo/packages/order-utils/coverage/lcov.info
|
||||
- save_cache:
|
||||
key: coverage-web3-wrapper-{{ checksum "yarn.lock" }}
|
||||
key: coverage-web3-wrapper-{{ .Environment.CIRCLE_SHA1 }}
|
||||
paths:
|
||||
- ~/repo/packages/web3-wrapper/coverage/lcov.info
|
||||
static-tests:
|
||||
resource_class: large
|
||||
working_directory: ~/repo
|
||||
docker:
|
||||
- image: node:16
|
||||
steps:
|
||||
- checkout
|
||||
- restore_cache:
|
||||
keys:
|
||||
- repo-{{ checksum "yarn.lock" }}-<< pipeline.parameters.cache_version >>
|
||||
- run:
|
||||
command: yarn lerna run lint
|
||||
working_directory: ~/repo
|
||||
- run:
|
||||
command: yarn prettier:ci
|
||||
working_directory: ~/repo
|
||||
- run:
|
||||
command: yarn deps_versions:ci
|
||||
working_directory: ~/repo
|
||||
- run:
|
||||
command: yarn diff_md_docs:ci
|
||||
working_directory: ~/repo
|
||||
- repo-{{ .Environment.CIRCLE_SHA1 }}
|
||||
- run: yarn lerna run lint
|
||||
- run: yarn prettier:ci
|
||||
- run: yarn deps_versions:ci
|
||||
- run: yarn diff_md_docs:ci
|
||||
submit-coverage:
|
||||
docker:
|
||||
- image: node:16
|
||||
@@ -216,16 +153,16 @@ jobs:
|
||||
steps:
|
||||
- restore_cache:
|
||||
keys:
|
||||
- repo-{{ checksum "yarn.lock" }}-<< pipeline.parameters.cache_version >>
|
||||
- repo-{{ .Environment.CIRCLE_SHA1 }}
|
||||
- restore_cache:
|
||||
keys:
|
||||
- coverage-contract-wrappers-test-{{ checksum "yarn.lock" }}
|
||||
- coverage-contract-wrappers-test-{{ .Environment.CIRCLE_SHA1 }}
|
||||
- restore_cache:
|
||||
keys:
|
||||
- coverage-order-utils-{{ checksum "yarn.lock" }}
|
||||
- coverage-order-utils-{{ .Environment.CIRCLE_SHA1 }}
|
||||
- restore_cache:
|
||||
keys:
|
||||
- coverage-contracts-{{ checksum "yarn.lock" }}
|
||||
- coverage-contracts-{{ .Environment.CIRCLE_SHA1 }}
|
||||
- run: yarn report_coverage
|
||||
workflows:
|
||||
version: 2
|
||||
@@ -245,9 +182,6 @@ workflows:
|
||||
# - test-contracts-extra-ganache:
|
||||
# requires:
|
||||
# - build
|
||||
- test-foundry:
|
||||
requires:
|
||||
- build
|
||||
- test-contracts-rest-ganache:
|
||||
requires:
|
||||
- build
|
||||
|
||||
1
.github/autolabeler.yml
vendored
1
.github/autolabeler.yml
vendored
@@ -1,6 +1,7 @@
|
||||
python: ['python-packages']
|
||||
contracts: ['contracts']
|
||||
@0x/contract-addresses: ['packages/contract-addresses']
|
||||
@0x/migrations: ['packages/migrations']
|
||||
@0x/order-utils: ['packages/order-utils']
|
||||
@0x/contract-artifacts: ['packages/contract-artifacts']
|
||||
@0x/contract-wrappers: ['packages/contract-wrappers']
|
||||
|
||||
9
.gitignore
vendored
9
.gitignore
vendored
@@ -173,15 +173,6 @@ contracts/zero-ex/test/generated-wrappers/
|
||||
contracts/treasury/generated-wrappers/
|
||||
contracts/treasury/test/generated-wrappers/
|
||||
|
||||
# foundry artifacts
|
||||
contracts/zero-ex/foundry-artifacts/
|
||||
|
||||
# foundry cache
|
||||
contracts/zero-ex/foundry-cache/
|
||||
|
||||
# typechain wrappers
|
||||
contracts/zero-ex/typechain-wrappers/
|
||||
|
||||
# Doc README copy
|
||||
packages/*/docs/README.md
|
||||
|
||||
|
||||
3
.gitmodules
vendored
3
.gitmodules
vendored
@@ -1,3 +0,0 @@
|
||||
[submodule "contracts/zero-ex/contracts/deps/forge-std"]
|
||||
path = contracts/zero-ex/contracts/deps/forge-std
|
||||
url = https://github.com/foundry-rs/forge-std
|
||||
18
CODEOWNERS
18
CODEOWNERS
@@ -1,20 +1,18 @@
|
||||
# See https://help.github.com/articles/about-codeowners/
|
||||
|
||||
# for more info about CODEOWNERS file
|
||||
|
||||
# It uses the same pattern rule for gitignore file
|
||||
|
||||
# https://git-scm.com/docs/gitignore#_pattern_format
|
||||
|
||||
packages/asset-swapper/ @dekz @dextracker @kyu-c
|
||||
# Website
|
||||
packages/asset-swapper/ @BMillman19 @fragosti @dave4506
|
||||
packages/instant/ @BMillman19 @fragosti @dave4506
|
||||
|
||||
# Dev tools & setup
|
||||
|
||||
.circleci/ @dekz
|
||||
packages/contract-addresses/ @dekz @dextracker @kyu-c
|
||||
packages/contract-artifacts/ @dekz
|
||||
packages/protocol-utils/ @dekz
|
||||
.circleci/ @dorothy-zbornak
|
||||
packages/contract-addresses/ @abandeali1
|
||||
packages/contract-artifacts/ @abandeali1
|
||||
packages/order-utils/ @dorothy-zbornak
|
||||
|
||||
# Protocol/smart contracts
|
||||
|
||||
contracts/ @dekz @dextracker
|
||||
contracts/ @abandeali1 @hysz @dorothy-zbornak @mzhu25
|
||||
|
||||
14
README.md
14
README.md
@@ -34,9 +34,11 @@ These packages are all under development. See [/contracts/README.md](/contracts/
|
||||
|
||||
| Package | Version | Description |
|
||||
| -------------------------------------------------------- | ----------------------------------------------------------------------------------------------------------------------- | ---------------------------------------------------------------------------------------------- |
|
||||
| [`@0x/asset-swapper`](/packages/asset-swapper) | [](https://www.npmjs.com/package/@0x/asset-swapper) | Package used to find and create aggregated swaps |
|
||||
| [`@0x/protocol-utils`](/packages/protocol-utils) | [](https://www.npmjs.com/package/@0x/protocol-utils) | A set of utilities for generating, parsing, signing and validating 0x orders |
|
||||
| [`@0x/contract-addresses`](/packages/contract-addresses) | [](https://www.npmjs.com/package/@0x/contract-addresses) | A tiny utility library for getting known deployed contract addresses for a particular network. |
|
||||
| [`@0x/contract-wrappers`](/packages/contract-wrappers) | [](https://www.npmjs.com/package/@0x/contract-wrappers) | JS/TS wrappers for interacting with the 0x smart contracts |
|
||||
| [`@0x/migrations`](/packages/migrations) | [](https://www.npmjs.com/package/@0x/migrations) | Migration tool for deploying 0x smart contracts on private testnets |
|
||||
| [`@0x/contract-artifacts`](/packages/contract-artifacts) | [](https://www.npmjs.com/package/@0x/contract-artifacts) | 0x smart contract compilation artifacts | |
|
||||
|
||||
## Usage
|
||||
@@ -81,7 +83,7 @@ yarn build
|
||||
To build a specific package:
|
||||
|
||||
```bash
|
||||
PKG=@0x/protocol-utils yarn build
|
||||
PKG=@0x/asset-swapper yarn build
|
||||
```
|
||||
|
||||
To build all contracts packages:
|
||||
@@ -104,7 +106,7 @@ To watch a specific package and all it's dependent packages:
|
||||
PKG=[NPM_PACKAGE_NAME] yarn watch
|
||||
|
||||
e.g
|
||||
PKG=@0x/protocol-utils yarn watch
|
||||
PKG=@0x/asset-swapper yarn watch
|
||||
```
|
||||
|
||||
### Clean
|
||||
@@ -118,7 +120,7 @@ yarn clean
|
||||
Clean a specific package
|
||||
|
||||
```bash
|
||||
PKG=@0x/protocol-utils yarn clean
|
||||
PKG=@0x/asset-swapper yarn clean
|
||||
```
|
||||
|
||||
### Rebuild
|
||||
@@ -132,7 +134,7 @@ yarn rebuild
|
||||
To re-build (clean & build) a specific package & it's deps:
|
||||
|
||||
```bash
|
||||
PKG=@0x/protocol-utils yarn rebuild
|
||||
PKG=@0x/asset-swapper yarn rebuild
|
||||
```
|
||||
|
||||
### Lint
|
||||
@@ -146,7 +148,7 @@ yarn lint
|
||||
Lint a specific package:
|
||||
|
||||
```bash
|
||||
PKG=@0x/protocol-utils yarn lint
|
||||
PKG=@0x/asset-swapper yarn lint
|
||||
```
|
||||
|
||||
### Run Tests
|
||||
@@ -160,7 +162,7 @@ yarn test
|
||||
Run a specific package's test:
|
||||
|
||||
```bash
|
||||
PKG=@0x/protocol-utils yarn test
|
||||
PKG=@0x/asset-swapper yarn test
|
||||
```
|
||||
|
||||
Run all contracts packages tests:
|
||||
|
||||
@@ -1,76 +1,4 @@
|
||||
[
|
||||
{
|
||||
"timestamp": 1661459661,
|
||||
"version": "3.3.38",
|
||||
"changes": [
|
||||
{
|
||||
"note": "Dependencies updated"
|
||||
}
|
||||
]
|
||||
},
|
||||
{
|
||||
"timestamp": 1661145612,
|
||||
"version": "3.3.37",
|
||||
"changes": [
|
||||
{
|
||||
"note": "Dependencies updated"
|
||||
}
|
||||
]
|
||||
},
|
||||
{
|
||||
"timestamp": 1660093941,
|
||||
"version": "3.3.36",
|
||||
"changes": [
|
||||
{
|
||||
"note": "Dependencies updated"
|
||||
}
|
||||
]
|
||||
},
|
||||
{
|
||||
"timestamp": 1660073235,
|
||||
"version": "3.3.35",
|
||||
"changes": [
|
||||
{
|
||||
"note": "Dependencies updated"
|
||||
}
|
||||
]
|
||||
},
|
||||
{
|
||||
"timestamp": 1659750766,
|
||||
"version": "3.3.34",
|
||||
"changes": [
|
||||
{
|
||||
"note": "Dependencies updated"
|
||||
}
|
||||
]
|
||||
},
|
||||
{
|
||||
"timestamp": 1658950329,
|
||||
"version": "3.3.33",
|
||||
"changes": [
|
||||
{
|
||||
"note": "Dependencies updated"
|
||||
}
|
||||
]
|
||||
},
|
||||
{
|
||||
"timestamp": 1655244958,
|
||||
"version": "3.3.32",
|
||||
"changes": [
|
||||
{
|
||||
"note": "Dependencies updated"
|
||||
}
|
||||
]
|
||||
},
|
||||
{
|
||||
"timestamp": 1654284040,
|
||||
"version": "3.3.31",
|
||||
"changes": [
|
||||
{
|
||||
"note": "Dependencies updated"
|
||||
}
|
||||
]
|
||||
},
|
||||
{
|
||||
"timestamp": 1652919697,
|
||||
"version": "3.3.30",
|
||||
|
||||
@@ -5,38 +5,6 @@ Edit the package's CHANGELOG.json file only.
|
||||
|
||||
CHANGELOG
|
||||
|
||||
## v3.3.38 - _August 25, 2022_
|
||||
|
||||
* Dependencies updated
|
||||
|
||||
## v3.3.37 - _August 22, 2022_
|
||||
|
||||
* Dependencies updated
|
||||
|
||||
## v3.3.36 - _August 10, 2022_
|
||||
|
||||
* Dependencies updated
|
||||
|
||||
## v3.3.35 - _August 9, 2022_
|
||||
|
||||
* Dependencies updated
|
||||
|
||||
## v3.3.34 - _August 6, 2022_
|
||||
|
||||
* Dependencies updated
|
||||
|
||||
## v3.3.33 - _July 27, 2022_
|
||||
|
||||
* Dependencies updated
|
||||
|
||||
## v3.3.32 - _June 14, 2022_
|
||||
|
||||
* Dependencies updated
|
||||
|
||||
## v3.3.31 - _June 3, 2022_
|
||||
|
||||
* Dependencies updated
|
||||
|
||||
## v3.3.30 - _May 19, 2022_
|
||||
|
||||
* Dependencies updated
|
||||
|
||||
@@ -1,6 +1,6 @@
|
||||
{
|
||||
"name": "@0x/contracts-erc20",
|
||||
"version": "3.3.38",
|
||||
"version": "3.3.30",
|
||||
"engines": {
|
||||
"node": ">=6.12"
|
||||
},
|
||||
@@ -51,18 +51,18 @@
|
||||
},
|
||||
"homepage": "https://github.com/0xProject/protocol/tree/main/contracts/tokens",
|
||||
"devDependencies": {
|
||||
"@0x/abi-gen": "^5.8.1",
|
||||
"@0x/contracts-gen": "^2.0.47",
|
||||
"@0x/contracts-test-utils": "^5.4.29",
|
||||
"@0x/contracts-utils": "^4.8.19",
|
||||
"@0x/dev-utils": "^5.0.0",
|
||||
"@0x/sol-compiler": "^4.8.2",
|
||||
"@0x/abi-gen": "^5.8.0",
|
||||
"@0x/contracts-gen": "^2.0.46",
|
||||
"@0x/contracts-test-utils": "^5.4.21",
|
||||
"@0x/contracts-utils": "^4.8.11",
|
||||
"@0x/dev-utils": "^4.2.14",
|
||||
"@0x/sol-compiler": "^4.8.1",
|
||||
"@0x/ts-doc-gen": "^0.0.28",
|
||||
"@0x/tslint-config": "^4.1.4",
|
||||
"@0x/types": "^3.3.6",
|
||||
"@0x/typescript-typings": "^5.3.1",
|
||||
"@0x/utils": "^7.0.0",
|
||||
"@0x/web3-wrapper": "^8.0.0",
|
||||
"@0x/utils": "^6.5.3",
|
||||
"@0x/web3-wrapper": "^7.6.5",
|
||||
"@types/lodash": "4.14.104",
|
||||
"@types/mocha": "^5.2.7",
|
||||
"@types/node": "12.12.54",
|
||||
@@ -70,7 +70,7 @@
|
||||
"chai-as-promised": "^7.1.0",
|
||||
"chai-bignumber": "^3.0.0",
|
||||
"dirty-chai": "^2.0.1",
|
||||
"ethereum-types": "^3.7.1",
|
||||
"ethereum-types": "^3.7.0",
|
||||
"lodash": "^4.17.11",
|
||||
"make-promises-safe": "^1.1.0",
|
||||
"mocha": "^6.2.0",
|
||||
@@ -82,7 +82,7 @@
|
||||
"typescript": "4.6.3"
|
||||
},
|
||||
"dependencies": {
|
||||
"@0x/base-contract": "^7.0.0",
|
||||
"@0x/base-contract": "^6.5.0",
|
||||
"ethers": "~4.0.4"
|
||||
},
|
||||
"publishConfig": {
|
||||
|
||||
@@ -1,76 +1,4 @@
|
||||
[
|
||||
{
|
||||
"timestamp": 1661459661,
|
||||
"version": "5.4.29",
|
||||
"changes": [
|
||||
{
|
||||
"note": "Dependencies updated"
|
||||
}
|
||||
]
|
||||
},
|
||||
{
|
||||
"timestamp": 1661145612,
|
||||
"version": "5.4.28",
|
||||
"changes": [
|
||||
{
|
||||
"note": "Dependencies updated"
|
||||
}
|
||||
]
|
||||
},
|
||||
{
|
||||
"timestamp": 1660093941,
|
||||
"version": "5.4.27",
|
||||
"changes": [
|
||||
{
|
||||
"note": "Dependencies updated"
|
||||
}
|
||||
]
|
||||
},
|
||||
{
|
||||
"timestamp": 1660073235,
|
||||
"version": "5.4.26",
|
||||
"changes": [
|
||||
{
|
||||
"note": "Dependencies updated"
|
||||
}
|
||||
]
|
||||
},
|
||||
{
|
||||
"timestamp": 1659750766,
|
||||
"version": "5.4.25",
|
||||
"changes": [
|
||||
{
|
||||
"note": "Dependencies updated"
|
||||
}
|
||||
]
|
||||
},
|
||||
{
|
||||
"timestamp": 1658950329,
|
||||
"version": "5.4.24",
|
||||
"changes": [
|
||||
{
|
||||
"note": "Dependencies updated"
|
||||
}
|
||||
]
|
||||
},
|
||||
{
|
||||
"timestamp": 1655244958,
|
||||
"version": "5.4.23",
|
||||
"changes": [
|
||||
{
|
||||
"note": "Dependencies updated"
|
||||
}
|
||||
]
|
||||
},
|
||||
{
|
||||
"timestamp": 1654284040,
|
||||
"version": "5.4.22",
|
||||
"changes": [
|
||||
{
|
||||
"note": "Dependencies updated"
|
||||
}
|
||||
]
|
||||
},
|
||||
{
|
||||
"timestamp": 1652919697,
|
||||
"version": "5.4.21",
|
||||
|
||||
@@ -5,38 +5,6 @@ Edit the package's CHANGELOG.json file only.
|
||||
|
||||
CHANGELOG
|
||||
|
||||
## v5.4.29 - _August 25, 2022_
|
||||
|
||||
* Dependencies updated
|
||||
|
||||
## v5.4.28 - _August 22, 2022_
|
||||
|
||||
* Dependencies updated
|
||||
|
||||
## v5.4.27 - _August 10, 2022_
|
||||
|
||||
* Dependencies updated
|
||||
|
||||
## v5.4.26 - _August 9, 2022_
|
||||
|
||||
* Dependencies updated
|
||||
|
||||
## v5.4.25 - _August 6, 2022_
|
||||
|
||||
* Dependencies updated
|
||||
|
||||
## v5.4.24 - _July 27, 2022_
|
||||
|
||||
* Dependencies updated
|
||||
|
||||
## v5.4.23 - _June 14, 2022_
|
||||
|
||||
* Dependencies updated
|
||||
|
||||
## v5.4.22 - _June 3, 2022_
|
||||
|
||||
* Dependencies updated
|
||||
|
||||
## v5.4.21 - _May 19, 2022_
|
||||
|
||||
* Dependencies updated
|
||||
|
||||
@@ -1,6 +1,6 @@
|
||||
{
|
||||
"name": "@0x/contracts-test-utils",
|
||||
"version": "5.4.29",
|
||||
"version": "5.4.21",
|
||||
"engines": {
|
||||
"node": ">=6.12"
|
||||
},
|
||||
@@ -34,7 +34,7 @@
|
||||
},
|
||||
"homepage": "https://github.com/0xProject/protocol/tree/main/contracts/test-utils",
|
||||
"devDependencies": {
|
||||
"@0x/sol-compiler": "^4.8.2",
|
||||
"@0x/sol-compiler": "^4.8.1",
|
||||
"@0x/tslint-config": "^4.1.4",
|
||||
"npm-run-all": "^4.1.2",
|
||||
"shx": "^0.2.2",
|
||||
@@ -42,20 +42,20 @@
|
||||
"typescript": "4.6.3"
|
||||
},
|
||||
"dependencies": {
|
||||
"@0x/assert": "^3.0.35",
|
||||
"@0x/base-contract": "^7.0.0",
|
||||
"@0x/contract-addresses": "^6.21.0",
|
||||
"@0x/dev-utils": "^5.0.0",
|
||||
"@0x/assert": "^3.0.34",
|
||||
"@0x/base-contract": "^6.5.0",
|
||||
"@0x/contract-addresses": "^6.14.0",
|
||||
"@0x/dev-utils": "^4.2.14",
|
||||
"@0x/json-schemas": "^6.4.4",
|
||||
"@0x/order-utils": "^10.4.28",
|
||||
"@0x/sol-coverage": "^4.0.46",
|
||||
"@0x/sol-profiler": "^4.1.36",
|
||||
"@0x/sol-trace": "^3.0.46",
|
||||
"@0x/subproviders": "^7.0.0",
|
||||
"@0x/sol-coverage": "^4.0.45",
|
||||
"@0x/sol-profiler": "^4.1.35",
|
||||
"@0x/sol-trace": "^3.0.45",
|
||||
"@0x/subproviders": "^6.6.5",
|
||||
"@0x/types": "^3.3.6",
|
||||
"@0x/typescript-typings": "^5.3.1",
|
||||
"@0x/utils": "^7.0.0",
|
||||
"@0x/web3-wrapper": "^8.0.0",
|
||||
"@0x/utils": "^6.5.3",
|
||||
"@0x/web3-wrapper": "^7.6.5",
|
||||
"@types/bn.js": "^4.11.0",
|
||||
"@types/js-combinatorics": "^0.5.29",
|
||||
"@types/lodash": "4.14.104",
|
||||
@@ -67,7 +67,7 @@
|
||||
"chai-bignumber": "^3.0.0",
|
||||
"decimal.js": "^10.2.0",
|
||||
"dirty-chai": "^2.0.1",
|
||||
"ethereum-types": "^3.7.1",
|
||||
"ethereum-types": "^3.7.0",
|
||||
"ethereumjs-util": "^7.0.10",
|
||||
"ethers": "~4.0.4",
|
||||
"js-combinatorics": "^0.5.3",
|
||||
|
||||
@@ -38,7 +38,7 @@ async function _getGanacheOrGethErrorAsync(ganacheError: string, gethError: stri
|
||||
}
|
||||
|
||||
async function _getInsufficientFundsErrorMessageAsync(): Promise<string> {
|
||||
return _getGanacheOrGethErrorAsync('insufficient funds for gas * price + value', 'insufficient funds');
|
||||
return _getGanacheOrGethErrorAsync("sender doesn't have enough funds", 'insufficient funds');
|
||||
}
|
||||
|
||||
async function _getTransactionFailedErrorMessageAsync(): Promise<string> {
|
||||
|
||||
@@ -1,76 +1,4 @@
|
||||
[
|
||||
{
|
||||
"timestamp": 1661459661,
|
||||
"version": "1.4.21",
|
||||
"changes": [
|
||||
{
|
||||
"note": "Dependencies updated"
|
||||
}
|
||||
]
|
||||
},
|
||||
{
|
||||
"timestamp": 1661145612,
|
||||
"version": "1.4.20",
|
||||
"changes": [
|
||||
{
|
||||
"note": "Dependencies updated"
|
||||
}
|
||||
]
|
||||
},
|
||||
{
|
||||
"timestamp": 1660093941,
|
||||
"version": "1.4.19",
|
||||
"changes": [
|
||||
{
|
||||
"note": "Dependencies updated"
|
||||
}
|
||||
]
|
||||
},
|
||||
{
|
||||
"timestamp": 1660073235,
|
||||
"version": "1.4.18",
|
||||
"changes": [
|
||||
{
|
||||
"note": "Dependencies updated"
|
||||
}
|
||||
]
|
||||
},
|
||||
{
|
||||
"timestamp": 1659750766,
|
||||
"version": "1.4.17",
|
||||
"changes": [
|
||||
{
|
||||
"note": "Dependencies updated"
|
||||
}
|
||||
]
|
||||
},
|
||||
{
|
||||
"timestamp": 1658950329,
|
||||
"version": "1.4.16",
|
||||
"changes": [
|
||||
{
|
||||
"note": "Dependencies updated"
|
||||
}
|
||||
]
|
||||
},
|
||||
{
|
||||
"timestamp": 1655244958,
|
||||
"version": "1.4.15",
|
||||
"changes": [
|
||||
{
|
||||
"note": "Dependencies updated"
|
||||
}
|
||||
]
|
||||
},
|
||||
{
|
||||
"timestamp": 1654284040,
|
||||
"version": "1.4.14",
|
||||
"changes": [
|
||||
{
|
||||
"note": "Dependencies updated"
|
||||
}
|
||||
]
|
||||
},
|
||||
{
|
||||
"timestamp": 1652919697,
|
||||
"version": "1.4.13",
|
||||
|
||||
@@ -5,38 +5,6 @@ Edit the package's CHANGELOG.json file only.
|
||||
|
||||
CHANGELOG
|
||||
|
||||
## v1.4.21 - _August 25, 2022_
|
||||
|
||||
* Dependencies updated
|
||||
|
||||
## v1.4.20 - _August 22, 2022_
|
||||
|
||||
* Dependencies updated
|
||||
|
||||
## v1.4.19 - _August 10, 2022_
|
||||
|
||||
* Dependencies updated
|
||||
|
||||
## v1.4.18 - _August 9, 2022_
|
||||
|
||||
* Dependencies updated
|
||||
|
||||
## v1.4.17 - _August 6, 2022_
|
||||
|
||||
* Dependencies updated
|
||||
|
||||
## v1.4.16 - _July 27, 2022_
|
||||
|
||||
* Dependencies updated
|
||||
|
||||
## v1.4.15 - _June 14, 2022_
|
||||
|
||||
* Dependencies updated
|
||||
|
||||
## v1.4.14 - _June 3, 2022_
|
||||
|
||||
* Dependencies updated
|
||||
|
||||
## v1.4.13 - _May 19, 2022_
|
||||
|
||||
* Dependencies updated
|
||||
|
||||
@@ -1,6 +1,6 @@
|
||||
{
|
||||
"name": "@0x/contracts-treasury",
|
||||
"version": "1.4.21",
|
||||
"version": "1.4.13",
|
||||
"engines": {
|
||||
"node": ">=6.12"
|
||||
},
|
||||
@@ -46,14 +46,14 @@
|
||||
},
|
||||
"homepage": "https://github.com/0xProject/protocol/tree/main/contracts/treasury",
|
||||
"devDependencies": {
|
||||
"@0x/abi-gen": "^5.8.1",
|
||||
"@0x/contract-addresses": "^6.21.0",
|
||||
"@0x/abi-gen": "^5.8.0",
|
||||
"@0x/contract-addresses": "^6.14.0",
|
||||
"@0x/contracts-asset-proxy": "^3.7.19",
|
||||
"@0x/contracts-erc20": "^3.3.38",
|
||||
"@0x/contracts-gen": "^2.0.47",
|
||||
"@0x/contracts-erc20": "^3.3.30",
|
||||
"@0x/contracts-gen": "^2.0.46",
|
||||
"@0x/contracts-staking": "^2.0.45",
|
||||
"@0x/contracts-test-utils": "^5.4.29",
|
||||
"@0x/sol-compiler": "^4.8.2",
|
||||
"@0x/contracts-test-utils": "^5.4.21",
|
||||
"@0x/sol-compiler": "^4.8.1",
|
||||
"@0x/ts-doc-gen": "^0.0.28",
|
||||
"@0x/tslint-config": "^4.1.4",
|
||||
"@types/isomorphic-fetch": "^0.0.35",
|
||||
@@ -72,14 +72,14 @@
|
||||
"typescript": "4.6.3"
|
||||
},
|
||||
"dependencies": {
|
||||
"@0x/base-contract": "^7.0.0",
|
||||
"@0x/protocol-utils": "^11.16.5",
|
||||
"@0x/subproviders": "^7.0.0",
|
||||
"@0x/base-contract": "^6.5.0",
|
||||
"@0x/protocol-utils": "^11.13.0",
|
||||
"@0x/subproviders": "^6.6.5",
|
||||
"@0x/types": "^3.3.6",
|
||||
"@0x/typescript-typings": "^5.3.1",
|
||||
"@0x/utils": "^7.0.0",
|
||||
"@0x/web3-wrapper": "^8.0.0",
|
||||
"ethereum-types": "^3.7.1",
|
||||
"@0x/utils": "^6.5.3",
|
||||
"@0x/web3-wrapper": "^7.6.5",
|
||||
"ethereum-types": "^3.7.0",
|
||||
"ethereumjs-util": "^7.0.10"
|
||||
},
|
||||
"publishConfig": {
|
||||
|
||||
@@ -1,76 +1,4 @@
|
||||
[
|
||||
{
|
||||
"timestamp": 1661459661,
|
||||
"version": "4.8.19",
|
||||
"changes": [
|
||||
{
|
||||
"note": "Dependencies updated"
|
||||
}
|
||||
]
|
||||
},
|
||||
{
|
||||
"timestamp": 1661145612,
|
||||
"version": "4.8.18",
|
||||
"changes": [
|
||||
{
|
||||
"note": "Dependencies updated"
|
||||
}
|
||||
]
|
||||
},
|
||||
{
|
||||
"timestamp": 1660093941,
|
||||
"version": "4.8.17",
|
||||
"changes": [
|
||||
{
|
||||
"note": "Dependencies updated"
|
||||
}
|
||||
]
|
||||
},
|
||||
{
|
||||
"timestamp": 1660073235,
|
||||
"version": "4.8.16",
|
||||
"changes": [
|
||||
{
|
||||
"note": "Dependencies updated"
|
||||
}
|
||||
]
|
||||
},
|
||||
{
|
||||
"timestamp": 1659750766,
|
||||
"version": "4.8.15",
|
||||
"changes": [
|
||||
{
|
||||
"note": "Dependencies updated"
|
||||
}
|
||||
]
|
||||
},
|
||||
{
|
||||
"timestamp": 1658950329,
|
||||
"version": "4.8.14",
|
||||
"changes": [
|
||||
{
|
||||
"note": "Dependencies updated"
|
||||
}
|
||||
]
|
||||
},
|
||||
{
|
||||
"timestamp": 1655244958,
|
||||
"version": "4.8.13",
|
||||
"changes": [
|
||||
{
|
||||
"note": "Dependencies updated"
|
||||
}
|
||||
]
|
||||
},
|
||||
{
|
||||
"timestamp": 1654284040,
|
||||
"version": "4.8.12",
|
||||
"changes": [
|
||||
{
|
||||
"note": "Dependencies updated"
|
||||
}
|
||||
]
|
||||
},
|
||||
{
|
||||
"timestamp": 1652919697,
|
||||
"version": "4.8.11",
|
||||
|
||||
@@ -5,38 +5,6 @@ Edit the package's CHANGELOG.json file only.
|
||||
|
||||
CHANGELOG
|
||||
|
||||
## v4.8.19 - _August 25, 2022_
|
||||
|
||||
* Dependencies updated
|
||||
|
||||
## v4.8.18 - _August 22, 2022_
|
||||
|
||||
* Dependencies updated
|
||||
|
||||
## v4.8.17 - _August 10, 2022_
|
||||
|
||||
* Dependencies updated
|
||||
|
||||
## v4.8.16 - _August 9, 2022_
|
||||
|
||||
* Dependencies updated
|
||||
|
||||
## v4.8.15 - _August 6, 2022_
|
||||
|
||||
* Dependencies updated
|
||||
|
||||
## v4.8.14 - _July 27, 2022_
|
||||
|
||||
* Dependencies updated
|
||||
|
||||
## v4.8.13 - _June 14, 2022_
|
||||
|
||||
* Dependencies updated
|
||||
|
||||
## v4.8.12 - _June 3, 2022_
|
||||
|
||||
* Dependencies updated
|
||||
|
||||
## v4.8.11 - _May 19, 2022_
|
||||
|
||||
* Dependencies updated
|
||||
|
||||
@@ -1,6 +1,6 @@
|
||||
{
|
||||
"name": "@0x/contracts-utils",
|
||||
"version": "4.8.19",
|
||||
"version": "4.8.11",
|
||||
"engines": {
|
||||
"node": ">=6.12"
|
||||
},
|
||||
@@ -50,15 +50,15 @@
|
||||
},
|
||||
"homepage": "https://github.com/0xProject/protocol/tree/main/contracts/utils",
|
||||
"devDependencies": {
|
||||
"@0x/abi-gen": "^5.8.1",
|
||||
"@0x/contracts-gen": "^2.0.47",
|
||||
"@0x/contracts-test-utils": "^5.4.29",
|
||||
"@0x/dev-utils": "^5.0.0",
|
||||
"@0x/abi-gen": "^5.8.0",
|
||||
"@0x/contracts-gen": "^2.0.46",
|
||||
"@0x/contracts-test-utils": "^5.4.21",
|
||||
"@0x/dev-utils": "^4.2.14",
|
||||
"@0x/order-utils": "^10.4.28",
|
||||
"@0x/sol-compiler": "^4.8.2",
|
||||
"@0x/sol-compiler": "^4.8.1",
|
||||
"@0x/tslint-config": "^4.1.4",
|
||||
"@0x/types": "^3.3.6",
|
||||
"@0x/web3-wrapper": "^8.0.0",
|
||||
"@0x/web3-wrapper": "^7.6.5",
|
||||
"@types/bn.js": "^4.11.0",
|
||||
"@types/lodash": "4.14.104",
|
||||
"@types/mocha": "^5.2.7",
|
||||
@@ -79,11 +79,11 @@
|
||||
"typescript": "4.6.3"
|
||||
},
|
||||
"dependencies": {
|
||||
"@0x/base-contract": "^7.0.0",
|
||||
"@0x/base-contract": "^6.5.0",
|
||||
"@0x/typescript-typings": "^5.3.1",
|
||||
"@0x/utils": "^7.0.0",
|
||||
"@0x/utils": "^6.5.3",
|
||||
"bn.js": "^4.11.8",
|
||||
"ethereum-types": "^3.7.1"
|
||||
"ethereum-types": "^3.7.0"
|
||||
},
|
||||
"publishConfig": {
|
||||
"access": "public"
|
||||
|
||||
@@ -1,88 +1,4 @@
|
||||
[
|
||||
{
|
||||
"timestamp": 1661459661,
|
||||
"version": "0.36.5",
|
||||
"changes": [
|
||||
{
|
||||
"note": "Dependencies updated"
|
||||
}
|
||||
]
|
||||
},
|
||||
{
|
||||
"timestamp": 1661145612,
|
||||
"version": "0.36.4",
|
||||
"changes": [
|
||||
{
|
||||
"note": "Dependencies updated"
|
||||
}
|
||||
]
|
||||
},
|
||||
{
|
||||
"timestamp": 1660093941,
|
||||
"version": "0.36.3",
|
||||
"changes": [
|
||||
{
|
||||
"note": "Dependencies updated"
|
||||
}
|
||||
]
|
||||
},
|
||||
{
|
||||
"version": "0.36.2",
|
||||
"changes": [
|
||||
{
|
||||
"note": "Add Foundry support",
|
||||
"pr": 534
|
||||
}
|
||||
],
|
||||
"timestamp": 1659976271
|
||||
},
|
||||
{
|
||||
"timestamp": 1659750766,
|
||||
"version": "0.36.1",
|
||||
"changes": [
|
||||
{
|
||||
"note": "Dependencies updated"
|
||||
}
|
||||
]
|
||||
},
|
||||
{
|
||||
"version": "0.36.0",
|
||||
"changes": [
|
||||
{
|
||||
"note": "Add Synthetix support in Ethereum and Optimism bridge adapters",
|
||||
"pr": 518
|
||||
}
|
||||
],
|
||||
"timestamp": 1658950329
|
||||
},
|
||||
{
|
||||
"version": "0.35.0",
|
||||
"changes": [
|
||||
{
|
||||
"note": "Adds support for Velodrome OptimismBridgeAdapter",
|
||||
"pr": 494
|
||||
}
|
||||
],
|
||||
"timestamp": 1655244958
|
||||
},
|
||||
{
|
||||
"version": "0.34.0",
|
||||
"changes": [
|
||||
{
|
||||
"note": "Splits BridgeAdapter up by chain",
|
||||
"pr": 487
|
||||
},
|
||||
{
|
||||
"note": "Add stETH wrap/unwrap support",
|
||||
"pr": 476
|
||||
},
|
||||
{
|
||||
"note": "Adds support for BancorV3 to EthereumBridgeAdapter",
|
||||
"pr": 492
|
||||
}
|
||||
],
|
||||
"timestamp": 1654284040
|
||||
},
|
||||
{
|
||||
"version": "0.33.0",
|
||||
"changes": [
|
||||
|
||||
@@ -5,40 +5,6 @@ Edit the package's CHANGELOG.json file only.
|
||||
|
||||
CHANGELOG
|
||||
|
||||
## v0.36.5 - _August 25, 2022_
|
||||
|
||||
* Dependencies updated
|
||||
|
||||
## v0.36.4 - _August 22, 2022_
|
||||
|
||||
* Dependencies updated
|
||||
|
||||
## v0.36.3 - _August 10, 2022_
|
||||
|
||||
* Dependencies updated
|
||||
|
||||
## v0.36.2 - _August 8, 2022_
|
||||
|
||||
* Add Foundry support (#534)
|
||||
|
||||
## v0.36.1 - _August 6, 2022_
|
||||
|
||||
* Dependencies updated
|
||||
|
||||
## v0.36.0 - _July 27, 2022_
|
||||
|
||||
* Add Synthetix support in Ethereum and Optimism bridge adapters (#518)
|
||||
|
||||
## v0.35.0 - _June 14, 2022_
|
||||
|
||||
* Adds support for Velodrome OptimismBridgeAdapter (#494)
|
||||
|
||||
## v0.34.0 - _June 3, 2022_
|
||||
|
||||
* Splits BridgeAdapter up by chain (#487)
|
||||
* Add stETH wrap/unwrap support (#476)
|
||||
* Adds support for BancorV3 to EthereumBridgeAdapter (#492)
|
||||
|
||||
## v0.33.0 - _May 19, 2022_
|
||||
|
||||
* Add support for GMX and Platypus to bridge adapter (#478)
|
||||
|
||||
@@ -2,10 +2,6 @@
|
||||
|
||||
This package contains contracts for the ZeroEx extensible contract architecture.
|
||||
|
||||
> **_NOTE:_** This repo is undergoing a tooling change. If adding a contract, you will need to
|
||||
> add it to `compiler.json`. You can generate the entire list by running the following:
|
||||
> `find . -type f -name "*.sol" | grep -v foundry | grep -v "contracts/dep" | grep -v "node_modules"`
|
||||
|
||||
## Installation
|
||||
|
||||
**Install**
|
||||
|
||||
@@ -1,212 +1,6 @@
|
||||
{
|
||||
"artifactsDir": "./test/generated-artifacts",
|
||||
"contractsDir": "./contracts",
|
||||
"contracts": [
|
||||
"./contracts/src/IZeroEx.sol",
|
||||
"./contracts/src/ZeroEx.sol",
|
||||
"./contracts/src/ZeroExOptimized.sol",
|
||||
"./contracts/src/errors/LibCommonRichErrors.sol",
|
||||
"./contracts/src/errors/LibLiquidityProviderRichErrors.sol",
|
||||
"./contracts/src/errors/LibMetaTransactionsRichErrors.sol",
|
||||
"./contracts/src/errors/LibNFTOrdersRichErrors.sol",
|
||||
"./contracts/src/errors/LibNativeOrdersRichErrors.sol",
|
||||
"./contracts/src/errors/LibOwnableRichErrors.sol",
|
||||
"./contracts/src/errors/LibProxyRichErrors.sol",
|
||||
"./contracts/src/errors/LibSignatureRichErrors.sol",
|
||||
"./contracts/src/errors/LibSimpleFunctionRegistryRichErrors.sol",
|
||||
"./contracts/src/errors/LibTransformERC20RichErrors.sol",
|
||||
"./contracts/src/errors/LibWalletRichErrors.sol",
|
||||
"./contracts/src/external/FeeCollector.sol",
|
||||
"./contracts/src/external/FeeCollectorController.sol",
|
||||
"./contracts/src/external/FlashWallet.sol",
|
||||
"./contracts/src/external/IFlashWallet.sol",
|
||||
"./contracts/src/external/ILiquidityProviderSandbox.sol",
|
||||
"./contracts/src/external/LibFeeCollector.sol",
|
||||
"./contracts/src/external/LiquidityProviderSandbox.sol",
|
||||
"./contracts/src/external/PermissionlessTransformerDeployer.sol",
|
||||
"./contracts/src/external/TransformerDeployer.sol",
|
||||
"./contracts/src/features/BatchFillNativeOrdersFeature.sol",
|
||||
"./contracts/src/features/BootstrapFeature.sol",
|
||||
"./contracts/src/features/ERC165Feature.sol",
|
||||
"./contracts/src/features/FundRecoveryFeature.sol",
|
||||
"./contracts/src/features/LiquidityProviderFeature.sol",
|
||||
"./contracts/src/features/MetaTransactionsFeature.sol",
|
||||
"./contracts/src/features/NativeOrdersFeature.sol",
|
||||
"./contracts/src/features/OtcOrdersFeature.sol",
|
||||
"./contracts/src/features/OwnableFeature.sol",
|
||||
"./contracts/src/features/PancakeSwapFeature.sol",
|
||||
"./contracts/src/features/SimpleFunctionRegistryFeature.sol",
|
||||
"./contracts/src/features/TransformERC20Feature.sol",
|
||||
"./contracts/src/features/UniswapFeature.sol",
|
||||
"./contracts/src/features/UniswapV3Feature.sol",
|
||||
"./contracts/src/features/interfaces/IBatchFillNativeOrdersFeature.sol",
|
||||
"./contracts/src/features/interfaces/IBootstrapFeature.sol",
|
||||
"./contracts/src/features/interfaces/IERC1155OrdersFeature.sol",
|
||||
"./contracts/src/features/interfaces/IERC165Feature.sol",
|
||||
"./contracts/src/features/interfaces/IERC721OrdersFeature.sol",
|
||||
"./contracts/src/features/interfaces/IFeature.sol",
|
||||
"./contracts/src/features/interfaces/IFundRecoveryFeature.sol",
|
||||
"./contracts/src/features/interfaces/ILiquidityProviderFeature.sol",
|
||||
"./contracts/src/features/interfaces/IMetaTransactionsFeature.sol",
|
||||
"./contracts/src/features/interfaces/IMultiplexFeature.sol",
|
||||
"./contracts/src/features/interfaces/INativeOrdersEvents.sol",
|
||||
"./contracts/src/features/interfaces/INativeOrdersFeature.sol",
|
||||
"./contracts/src/features/interfaces/IOtcOrdersFeature.sol",
|
||||
"./contracts/src/features/interfaces/IOwnableFeature.sol",
|
||||
"./contracts/src/features/interfaces/IPancakeSwapFeature.sol",
|
||||
"./contracts/src/features/interfaces/ISimpleFunctionRegistryFeature.sol",
|
||||
"./contracts/src/features/interfaces/ITokenSpenderFeature.sol",
|
||||
"./contracts/src/features/interfaces/ITransformERC20Feature.sol",
|
||||
"./contracts/src/features/interfaces/IUniswapFeature.sol",
|
||||
"./contracts/src/features/interfaces/IUniswapV3Feature.sol",
|
||||
"./contracts/src/features/libs/LibNFTOrder.sol",
|
||||
"./contracts/src/features/libs/LibNativeOrder.sol",
|
||||
"./contracts/src/features/libs/LibSignature.sol",
|
||||
"./contracts/src/features/multiplex/MultiplexFeature.sol",
|
||||
"./contracts/src/features/multiplex/MultiplexLiquidityProvider.sol",
|
||||
"./contracts/src/features/multiplex/MultiplexOtc.sol",
|
||||
"./contracts/src/features/multiplex/MultiplexRfq.sol",
|
||||
"./contracts/src/features/multiplex/MultiplexTransformERC20.sol",
|
||||
"./contracts/src/features/multiplex/MultiplexUniswapV2.sol",
|
||||
"./contracts/src/features/multiplex/MultiplexUniswapV3.sol",
|
||||
"./contracts/src/features/native_orders/NativeOrdersCancellation.sol",
|
||||
"./contracts/src/features/native_orders/NativeOrdersInfo.sol",
|
||||
"./contracts/src/features/native_orders/NativeOrdersProtocolFees.sol",
|
||||
"./contracts/src/features/native_orders/NativeOrdersSettlement.sol",
|
||||
"./contracts/src/features/nft_orders/ERC1155OrdersFeature.sol",
|
||||
"./contracts/src/features/nft_orders/ERC721OrdersFeature.sol",
|
||||
"./contracts/src/features/nft_orders/NFTOrders.sol",
|
||||
"./contracts/src/fixins/FixinCommon.sol",
|
||||
"./contracts/src/fixins/FixinEIP712.sol",
|
||||
"./contracts/src/fixins/FixinERC1155Spender.sol",
|
||||
"./contracts/src/fixins/FixinERC721Spender.sol",
|
||||
"./contracts/src/fixins/FixinProtocolFees.sol",
|
||||
"./contracts/src/fixins/FixinReentrancyGuard.sol",
|
||||
"./contracts/src/fixins/FixinTokenSpender.sol",
|
||||
"./contracts/src/liquidity-providers/CurveLiquidityProvider.sol",
|
||||
"./contracts/src/liquidity-providers/MooniswapLiquidityProvider.sol",
|
||||
"./contracts/src/migrations/FullMigration.sol",
|
||||
"./contracts/src/migrations/InitialMigration.sol",
|
||||
"./contracts/src/migrations/LibBootstrap.sol",
|
||||
"./contracts/src/migrations/LibMigrate.sol",
|
||||
"./contracts/src/storage/LibERC1155OrdersStorage.sol",
|
||||
"./contracts/src/storage/LibERC721OrdersStorage.sol",
|
||||
"./contracts/src/storage/LibMetaTransactionsStorage.sol",
|
||||
"./contracts/src/storage/LibNativeOrdersStorage.sol",
|
||||
"./contracts/src/storage/LibOtcOrdersStorage.sol",
|
||||
"./contracts/src/storage/LibOwnableStorage.sol",
|
||||
"./contracts/src/storage/LibProxyStorage.sol",
|
||||
"./contracts/src/storage/LibReentrancyGuardStorage.sol",
|
||||
"./contracts/src/storage/LibSimpleFunctionRegistryStorage.sol",
|
||||
"./contracts/src/storage/LibStorage.sol",
|
||||
"./contracts/src/storage/LibTransformERC20Storage.sol",
|
||||
"./contracts/src/transformers/AffiliateFeeTransformer.sol",
|
||||
"./contracts/src/transformers/FillQuoteTransformer.sol",
|
||||
"./contracts/src/transformers/IERC20Transformer.sol",
|
||||
"./contracts/src/transformers/LibERC20Transformer.sol",
|
||||
"./contracts/src/transformers/LogMetadataTransformer.sol",
|
||||
"./contracts/src/transformers/PayTakerTransformer.sol",
|
||||
"./contracts/src/transformers/PositiveSlippageFeeTransformer.sol",
|
||||
"./contracts/src/transformers/Transformer.sol",
|
||||
"./contracts/src/transformers/WethTransformer.sol",
|
||||
"./contracts/src/transformers/bridges/AbstractBridgeAdapter.sol",
|
||||
"./contracts/src/transformers/bridges/AvalancheBridgeAdapter.sol",
|
||||
"./contracts/src/transformers/bridges/BSCBridgeAdapter.sol",
|
||||
"./contracts/src/transformers/bridges/BridgeProtocols.sol",
|
||||
"./contracts/src/transformers/bridges/CeloBridgeAdapter.sol",
|
||||
"./contracts/src/transformers/bridges/EthereumBridgeAdapter.sol",
|
||||
"./contracts/src/transformers/bridges/FantomBridgeAdapter.sol",
|
||||
"./contracts/src/transformers/bridges/IBridgeAdapter.sol",
|
||||
"./contracts/src/transformers/bridges/OptimismBridgeAdapter.sol",
|
||||
"./contracts/src/transformers/bridges/PolygonBridgeAdapter.sol",
|
||||
"./contracts/src/transformers/bridges/mixins/MixinAaveV2.sol",
|
||||
"./contracts/src/transformers/bridges/mixins/MixinBalancer.sol",
|
||||
"./contracts/src/transformers/bridges/mixins/MixinBalancerV2.sol",
|
||||
"./contracts/src/transformers/bridges/mixins/MixinBalancerV2Batch.sol",
|
||||
"./contracts/src/transformers/bridges/mixins/MixinBancor.sol",
|
||||
"./contracts/src/transformers/bridges/mixins/MixinBancorV3.sol",
|
||||
"./contracts/src/transformers/bridges/mixins/MixinCompound.sol",
|
||||
"./contracts/src/transformers/bridges/mixins/MixinCryptoCom.sol",
|
||||
"./contracts/src/transformers/bridges/mixins/MixinCurve.sol",
|
||||
"./contracts/src/transformers/bridges/mixins/MixinCurveV2.sol",
|
||||
"./contracts/src/transformers/bridges/mixins/MixinDodo.sol",
|
||||
"./contracts/src/transformers/bridges/mixins/MixinDodoV2.sol",
|
||||
"./contracts/src/transformers/bridges/mixins/MixinGMX.sol",
|
||||
"./contracts/src/transformers/bridges/mixins/MixinKyberDmm.sol",
|
||||
"./contracts/src/transformers/bridges/mixins/MixinLido.sol",
|
||||
"./contracts/src/transformers/bridges/mixins/MixinMStable.sol",
|
||||
"./contracts/src/transformers/bridges/mixins/MixinMakerPSM.sol",
|
||||
"./contracts/src/transformers/bridges/mixins/MixinMooniswap.sol",
|
||||
"./contracts/src/transformers/bridges/mixins/MixinNerve.sol",
|
||||
"./contracts/src/transformers/bridges/mixins/MixinPlatypus.sol",
|
||||
"./contracts/src/transformers/bridges/mixins/MixinShell.sol",
|
||||
"./contracts/src/transformers/bridges/mixins/MixinSynthetix.sol",
|
||||
"./contracts/src/transformers/bridges/mixins/MixinUniswap.sol",
|
||||
"./contracts/src/transformers/bridges/mixins/MixinUniswapV2.sol",
|
||||
"./contracts/src/transformers/bridges/mixins/MixinUniswapV3.sol",
|
||||
"./contracts/src/transformers/bridges/mixins/MixinVelodrome.sol",
|
||||
"./contracts/src/transformers/bridges/mixins/MixinZeroExBridge.sol",
|
||||
"./contracts/src/vendor/IERC1155Token.sol",
|
||||
"./contracts/src/vendor/IERC721Token.sol",
|
||||
"./contracts/src/vendor/IFeeRecipient.sol",
|
||||
"./contracts/src/vendor/ILiquidityProvider.sol",
|
||||
"./contracts/src/vendor/IMooniswapPool.sol",
|
||||
"./contracts/src/vendor/IPropertyValidator.sol",
|
||||
"./contracts/src/vendor/ITakerCallback.sol",
|
||||
"./contracts/src/vendor/IUniswapV2Pair.sol",
|
||||
"./contracts/src/vendor/IUniswapV3Pool.sol",
|
||||
"./contracts/src/vendor/v3/IERC20Bridge.sol",
|
||||
"./contracts/src/vendor/v3/IStaking.sol",
|
||||
"./contracts/test/ITestSimpleFunctionRegistryFeature.sol",
|
||||
"./contracts/test/TestBridge.sol",
|
||||
"./contracts/test/TestCallTarget.sol",
|
||||
"./contracts/test/TestDelegateCaller.sol",
|
||||
"./contracts/test/TestFeeCollectorController.sol",
|
||||
"./contracts/test/TestFeeRecipient.sol",
|
||||
"./contracts/test/TestFillQuoteTransformerBridge.sol",
|
||||
"./contracts/test/TestFillQuoteTransformerExchange.sol",
|
||||
"./contracts/test/TestFillQuoteTransformerHost.sol",
|
||||
"./contracts/test/TestFixinProtocolFees.sol",
|
||||
"./contracts/test/TestFixinTokenSpender.sol",
|
||||
"./contracts/test/TestFullMigration.sol",
|
||||
"./contracts/test/TestInitialMigration.sol",
|
||||
"./contracts/test/TestLibNativeOrder.sol",
|
||||
"./contracts/test/TestLibSignature.sol",
|
||||
"./contracts/test/TestMetaTransactionsNativeOrdersFeature.sol",
|
||||
"./contracts/test/TestMetaTransactionsTransformERC20Feature.sol",
|
||||
"./contracts/test/TestMigrator.sol",
|
||||
"./contracts/test/TestMintTokenERC20Transformer.sol",
|
||||
"./contracts/test/TestNFTOrderPresigner.sol",
|
||||
"./contracts/test/TestNativeOrdersFeature.sol",
|
||||
"./contracts/test/TestNoEthRecipient.sol",
|
||||
"./contracts/test/TestOrderSignerRegistryWithContractWallet.sol",
|
||||
"./contracts/test/TestPermissionlessTransformerDeployerSuicidal.sol",
|
||||
"./contracts/test/TestPermissionlessTransformerDeployerTransformer.sol",
|
||||
"./contracts/test/TestPropertyValidator.sol",
|
||||
"./contracts/test/TestRfqOriginRegistration.sol",
|
||||
"./contracts/test/TestSimpleFunctionRegistryFeatureImpl1.sol",
|
||||
"./contracts/test/TestSimpleFunctionRegistryFeatureImpl2.sol",
|
||||
"./contracts/test/TestStaking.sol",
|
||||
"./contracts/test/TestTransformERC20.sol",
|
||||
"./contracts/test/TestTransformerBase.sol",
|
||||
"./contracts/test/TestTransformerDeployerTransformer.sol",
|
||||
"./contracts/test/TestTransformerHost.sol",
|
||||
"./contracts/test/TestUniswapV3Feature.sol",
|
||||
"./contracts/test/TestWethTransformerHost.sol",
|
||||
"./contracts/test/TestZeroExFeature.sol",
|
||||
"./contracts/test/integration/TestCurve.sol",
|
||||
"./contracts/test/integration/TestLiquidityProvider.sol",
|
||||
"./contracts/test/integration/TestMooniswap.sol",
|
||||
"./contracts/test/integration/TestUniswapV2Factory.sol",
|
||||
"./contracts/test/integration/TestUniswapV2Pool.sol",
|
||||
"./contracts/test/integration/TestUniswapV3Factory.sol",
|
||||
"./contracts/test/integration/TestUniswapV3Pool.sol",
|
||||
"./contracts/test/tokens/TestMintableERC1155Token.sol",
|
||||
"./contracts/test/tokens/TestMintableERC20Token.sol",
|
||||
"./contracts/test/tokens/TestMintableERC721Token.sol",
|
||||
"./contracts/test/tokens/TestTokenSpenderERC20Token.sol",
|
||||
"./contracts/test/tokens/TestWeth.sol"
|
||||
],
|
||||
"useDockerisedSolc": false,
|
||||
"isOfflineMode": false,
|
||||
"shouldSaveStandardInput": true,
|
||||
|
||||
Submodule contracts/zero-ex/contracts/deps/forge-std deleted from 1680d7fb3e
@@ -313,7 +313,7 @@ contract FillQuoteTransformer is
|
||||
if (success) {
|
||||
results.makerTokenBoughtAmount = abi.decode(resultData, (uint256));
|
||||
results.takerTokenSoldAmount = takerTokenFillAmount;
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
// Fill a single limit order.
|
||||
|
||||
@@ -1,88 +0,0 @@
|
||||
// SPDX-License-Identifier: Apache-2.0
|
||||
/*
|
||||
|
||||
Copyright 2022 ZeroEx Intl.
|
||||
|
||||
Licensed under the Apache License, Version 2.0 (the "License");
|
||||
you may not use this file except in compliance with the License.
|
||||
You may obtain a copy of the License at
|
||||
|
||||
http://www.apache.org/licenses/LICENSE-2.0
|
||||
|
||||
Unless required by applicable law or agreed to in writing, software
|
||||
distributed under the License is distributed on an "AS IS" BASIS,
|
||||
WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
|
||||
See the License for the specific language governing permissions and
|
||||
limitations under the License.
|
||||
|
||||
*/
|
||||
|
||||
pragma solidity ^0.6;
|
||||
pragma experimental ABIEncoderV2;
|
||||
|
||||
import "./IBridgeAdapter.sol";
|
||||
|
||||
abstract contract AbstractBridgeAdapter is IBridgeAdapter {
|
||||
|
||||
constructor(
|
||||
uint256 expectedChainId,
|
||||
string memory expectedChainName
|
||||
)
|
||||
public
|
||||
{
|
||||
uint256 chainId;
|
||||
assembly { chainId := chainid() }
|
||||
// Allow testing on Ganache
|
||||
if (chainId != expectedChainId && chainId != 1337) {
|
||||
revert(string(abi.encodePacked(expectedChainName, "BridgeAdapter.constructor: wrong chain ID")));
|
||||
}
|
||||
}
|
||||
|
||||
function isSupportedSource(bytes32 source)
|
||||
external
|
||||
override
|
||||
returns (bool isSupported)
|
||||
{
|
||||
BridgeOrder memory placeholderOrder;
|
||||
placeholderOrder.source = source;
|
||||
IERC20TokenV06 placeholderToken = IERC20TokenV06(address(0));
|
||||
|
||||
(, isSupported) = _trade(
|
||||
placeholderOrder,
|
||||
placeholderToken,
|
||||
placeholderToken,
|
||||
0,
|
||||
true
|
||||
);
|
||||
}
|
||||
|
||||
function trade(
|
||||
BridgeOrder memory order,
|
||||
IERC20TokenV06 sellToken,
|
||||
IERC20TokenV06 buyToken,
|
||||
uint256 sellAmount
|
||||
)
|
||||
public
|
||||
override
|
||||
returns (uint256 boughtAmount)
|
||||
{
|
||||
(boughtAmount, ) = _trade(
|
||||
order,
|
||||
sellToken,
|
||||
buyToken,
|
||||
sellAmount,
|
||||
false
|
||||
);
|
||||
}
|
||||
|
||||
function _trade(
|
||||
BridgeOrder memory order,
|
||||
IERC20TokenV06 sellToken,
|
||||
IERC20TokenV06 buyToken,
|
||||
uint256 sellAmount,
|
||||
bool dryRun
|
||||
)
|
||||
internal
|
||||
virtual
|
||||
returns (uint256 boughtAmount, bool supportedSource);
|
||||
}
|
||||
@@ -1,113 +0,0 @@
|
||||
// SPDX-License-Identifier: Apache-2.0
|
||||
/*
|
||||
|
||||
Copyright 2022 ZeroEx Intl.
|
||||
|
||||
Licensed under the Apache License, Version 2.0 (the "License");
|
||||
you may not use this file except in compliance with the License.
|
||||
You may obtain a copy of the License at
|
||||
|
||||
http://www.apache.org/licenses/LICENSE-2.0
|
||||
|
||||
Unless required by applicable law or agreed to in writing, software
|
||||
distributed under the License is distributed on an "AS IS" BASIS,
|
||||
WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
|
||||
See the License for the specific language governing permissions and
|
||||
limitations under the License.
|
||||
|
||||
*/
|
||||
|
||||
pragma solidity ^0.6.5;
|
||||
pragma experimental ABIEncoderV2;
|
||||
|
||||
import "./AbstractBridgeAdapter.sol";
|
||||
import "./BridgeProtocols.sol";
|
||||
import "./mixins/MixinBalancerV2.sol";
|
||||
import "./mixins/MixinCurve.sol";
|
||||
import "./mixins/MixinDodoV2.sol";
|
||||
import "./mixins/MixinGMX.sol";
|
||||
import "./mixins/MixinUniswapV3.sol";
|
||||
import "./mixins/MixinZeroExBridge.sol";
|
||||
|
||||
contract ArbitrumBridgeAdapter is
|
||||
AbstractBridgeAdapter(42161, "Arbitrum"),
|
||||
MixinBalancerV2,
|
||||
MixinCurve,
|
||||
MixinDodoV2,
|
||||
MixinGMX,
|
||||
MixinUniswapV3,
|
||||
MixinZeroExBridge
|
||||
{
|
||||
constructor(IEtherTokenV06 weth)
|
||||
public
|
||||
MixinCurve(weth)
|
||||
{}
|
||||
|
||||
function _trade(
|
||||
BridgeOrder memory order,
|
||||
IERC20TokenV06 sellToken,
|
||||
IERC20TokenV06 buyToken,
|
||||
uint256 sellAmount,
|
||||
bool dryRun
|
||||
)
|
||||
internal
|
||||
override
|
||||
returns (uint256 boughtAmount, bool supportedSource)
|
||||
{
|
||||
uint128 protocolId = uint128(uint256(order.source) >> 128);
|
||||
if (protocolId == BridgeProtocols.BALANCERV2) {
|
||||
if (dryRun) { return (0, true); }
|
||||
boughtAmount = _tradeBalancerV2(
|
||||
sellToken,
|
||||
buyToken,
|
||||
sellAmount,
|
||||
order.bridgeData
|
||||
);
|
||||
} else if (protocolId == BridgeProtocols.CURVE) {
|
||||
if (dryRun) { return (0, true); }
|
||||
boughtAmount = _tradeCurve(
|
||||
sellToken,
|
||||
buyToken,
|
||||
sellAmount,
|
||||
order.bridgeData
|
||||
);
|
||||
} else if (protocolId == BridgeProtocols.DODOV2) {
|
||||
if (dryRun) { return (0, true); }
|
||||
boughtAmount = _tradeDodoV2(
|
||||
sellToken,
|
||||
sellAmount,
|
||||
order.bridgeData
|
||||
);
|
||||
} else if (protocolId == BridgeProtocols.UNISWAPV3) {
|
||||
if (dryRun) { return (0, true); }
|
||||
boughtAmount = _tradeUniswapV3(
|
||||
sellToken,
|
||||
sellAmount,
|
||||
order.bridgeData
|
||||
);
|
||||
} else if (protocolId == BridgeProtocols.GMX) {
|
||||
if (dryRun) { return (0, true); }
|
||||
boughtAmount = _tradeGMX(
|
||||
sellToken,
|
||||
sellAmount,
|
||||
order.bridgeData
|
||||
);
|
||||
} else if (protocolId == BridgeProtocols.UNKNOWN) {
|
||||
if (dryRun) { return (0, true); }
|
||||
boughtAmount = _tradeZeroExBridge(
|
||||
sellToken,
|
||||
buyToken,
|
||||
sellAmount,
|
||||
order.bridgeData
|
||||
);
|
||||
}
|
||||
|
||||
emit BridgeFill(
|
||||
order.source,
|
||||
sellToken,
|
||||
buyToken,
|
||||
sellAmount,
|
||||
boughtAmount
|
||||
);
|
||||
}
|
||||
}
|
||||
@@ -20,51 +20,49 @@
|
||||
pragma solidity ^0.6.5;
|
||||
pragma experimental ABIEncoderV2;
|
||||
|
||||
import "./AbstractBridgeAdapter.sol";
|
||||
import "./IBridgeAdapter.sol";
|
||||
import "./BridgeProtocols.sol";
|
||||
import "./mixins/MixinCurve.sol";
|
||||
import "./mixins/MixinCurveV2.sol";
|
||||
import "./mixins/MixinGMX.sol";
|
||||
import "./mixins/MixinKyberDmm.sol";
|
||||
import "./mixins/MixinAaveV2.sol";
|
||||
import "./mixins/MixinNerve.sol";
|
||||
import "./mixins/MixinPlatypus.sol";
|
||||
import "./mixins/MixinUniswapV2.sol";
|
||||
import "./mixins/MixinWOOFi.sol";
|
||||
import "./mixins/MixinZeroExBridge.sol";
|
||||
|
||||
contract AvalancheBridgeAdapter is
|
||||
AbstractBridgeAdapter(43114, "Avalanche"),
|
||||
IBridgeAdapter,
|
||||
MixinCurve,
|
||||
MixinCurveV2,
|
||||
MixinGMX,
|
||||
MixinKyberDmm,
|
||||
MixinAaveV2,
|
||||
MixinNerve,
|
||||
MixinPlatypus,
|
||||
MixinUniswapV2,
|
||||
MixinWOOFi,
|
||||
MixinZeroExBridge
|
||||
{
|
||||
constructor(IEtherTokenV06 weth)
|
||||
public
|
||||
MixinCurve(weth)
|
||||
{}
|
||||
{
|
||||
uint256 chainId;
|
||||
assembly { chainId := chainid() }
|
||||
require(chainId == 43114, 'AvalancheBridgeAdapter.constructor: wrong chain ID');
|
||||
}
|
||||
|
||||
function _trade(
|
||||
function trade(
|
||||
BridgeOrder memory order,
|
||||
IERC20TokenV06 sellToken,
|
||||
IERC20TokenV06 buyToken,
|
||||
uint256 sellAmount,
|
||||
bool dryRun
|
||||
uint256 sellAmount
|
||||
)
|
||||
internal
|
||||
public
|
||||
override
|
||||
returns (uint256 boughtAmount, bool supportedSource)
|
||||
returns (uint256 boughtAmount)
|
||||
{
|
||||
uint128 protocolId = uint128(uint256(order.source) >> 128);
|
||||
if (protocolId == BridgeProtocols.CURVE) {
|
||||
if (dryRun) { return (0, true); }
|
||||
boughtAmount = _tradeCurve(
|
||||
sellToken,
|
||||
buyToken,
|
||||
@@ -72,7 +70,6 @@ contract AvalancheBridgeAdapter is
|
||||
order.bridgeData
|
||||
);
|
||||
} else if (protocolId == BridgeProtocols.CURVEV2) {
|
||||
if (dryRun) { return (0, true); }
|
||||
boughtAmount = _tradeCurveV2(
|
||||
sellToken,
|
||||
buyToken,
|
||||
@@ -80,58 +77,36 @@ contract AvalancheBridgeAdapter is
|
||||
order.bridgeData
|
||||
);
|
||||
} else if (protocolId == BridgeProtocols.UNISWAPV2) {
|
||||
if (dryRun) { return (0, true); }
|
||||
boughtAmount = _tradeUniswapV2(
|
||||
buyToken,
|
||||
sellAmount,
|
||||
order.bridgeData
|
||||
);
|
||||
} else if (protocolId == BridgeProtocols.NERVE) {
|
||||
if (dryRun) { return (0, true); }
|
||||
boughtAmount = _tradeNerve(
|
||||
sellToken,
|
||||
sellAmount,
|
||||
order.bridgeData
|
||||
);
|
||||
} else if (protocolId == BridgeProtocols.KYBERDMM) {
|
||||
if (dryRun) { return (0, true); }
|
||||
boughtAmount = _tradeKyberDmm(
|
||||
buyToken,
|
||||
sellAmount,
|
||||
order.bridgeData
|
||||
);
|
||||
} else if (protocolId == BridgeProtocols.AAVEV2) {
|
||||
if (dryRun) { return (0, true); }
|
||||
boughtAmount = _tradeAaveV2(
|
||||
sellToken,
|
||||
buyToken,
|
||||
sellAmount,
|
||||
order.bridgeData
|
||||
);
|
||||
} else if (protocolId == BridgeProtocols.GMX) {
|
||||
if (dryRun) { return (0, true); }
|
||||
boughtAmount = _tradeGMX(
|
||||
buyToken,
|
||||
sellAmount,
|
||||
order.bridgeData
|
||||
);
|
||||
} else if (protocolId == BridgeProtocols.PLATYPUS) {
|
||||
if (dryRun) { return (0, true); }
|
||||
boughtAmount = _tradePlatypus(
|
||||
buyToken,
|
||||
sellAmount,
|
||||
order.bridgeData
|
||||
);
|
||||
} else if (protocolId == BridgeProtocols.WOOFI) {
|
||||
if (dryRun) { return (0, true); }
|
||||
boughtAmount = _tradeWOOFi(
|
||||
sellToken,
|
||||
buyToken,
|
||||
sellAmount,
|
||||
order.bridgeData
|
||||
);
|
||||
} else if (protocolId == BridgeProtocols.UNKNOWN) {
|
||||
if (dryRun) { return (0, true); }
|
||||
} else {
|
||||
boughtAmount = _tradeZeroExBridge(
|
||||
sellToken,
|
||||
buyToken,
|
||||
|
||||
@@ -20,7 +20,7 @@
|
||||
pragma solidity ^0.6.5;
|
||||
pragma experimental ABIEncoderV2;
|
||||
|
||||
import "./AbstractBridgeAdapter.sol";
|
||||
import "./IBridgeAdapter.sol";
|
||||
import "./BridgeProtocols.sol";
|
||||
import "./mixins/MixinCurve.sol";
|
||||
import "./mixins/MixinDodo.sol";
|
||||
@@ -29,11 +29,10 @@ import "./mixins/MixinKyberDmm.sol";
|
||||
import "./mixins/MixinMooniswap.sol";
|
||||
import "./mixins/MixinNerve.sol";
|
||||
import "./mixins/MixinUniswapV2.sol";
|
||||
import "./mixins/MixinWOOFi.sol";
|
||||
import "./mixins/MixinZeroExBridge.sol";
|
||||
|
||||
contract BSCBridgeAdapter is
|
||||
AbstractBridgeAdapter(56, "BSC"),
|
||||
IBridgeAdapter,
|
||||
MixinCurve,
|
||||
MixinDodo,
|
||||
MixinDodoV2,
|
||||
@@ -41,29 +40,30 @@ contract BSCBridgeAdapter is
|
||||
MixinMooniswap,
|
||||
MixinNerve,
|
||||
MixinUniswapV2,
|
||||
MixinWOOFi,
|
||||
MixinZeroExBridge
|
||||
{
|
||||
constructor(IEtherTokenV06 weth)
|
||||
public
|
||||
MixinCurve(weth)
|
||||
MixinMooniswap(weth)
|
||||
{}
|
||||
{
|
||||
uint256 chainId;
|
||||
assembly { chainId := chainid() }
|
||||
require(chainId == 56, 'BSCBridgeAdapter.constructor: wrong chain ID');
|
||||
}
|
||||
|
||||
function _trade(
|
||||
function trade(
|
||||
BridgeOrder memory order,
|
||||
IERC20TokenV06 sellToken,
|
||||
IERC20TokenV06 buyToken,
|
||||
uint256 sellAmount,
|
||||
bool dryRun
|
||||
uint256 sellAmount
|
||||
)
|
||||
internal
|
||||
public
|
||||
override
|
||||
returns (uint256 boughtAmount, bool supportedSource)
|
||||
returns (uint256 boughtAmount)
|
||||
{
|
||||
uint128 protocolId = uint128(uint256(order.source) >> 128);
|
||||
if (protocolId == BridgeProtocols.CURVE) {
|
||||
if (dryRun) { return (0, true); }
|
||||
boughtAmount = _tradeCurve(
|
||||
sellToken,
|
||||
buyToken,
|
||||
@@ -71,14 +71,12 @@ contract BSCBridgeAdapter is
|
||||
order.bridgeData
|
||||
);
|
||||
} else if (protocolId == BridgeProtocols.UNISWAPV2) {
|
||||
if (dryRun) { return (0, true); }
|
||||
boughtAmount = _tradeUniswapV2(
|
||||
buyToken,
|
||||
sellAmount,
|
||||
order.bridgeData
|
||||
);
|
||||
} else if (protocolId == BridgeProtocols.MOONISWAP) {
|
||||
if (dryRun) { return (0, true); }
|
||||
boughtAmount = _tradeMooniswap(
|
||||
sellToken,
|
||||
buyToken,
|
||||
@@ -86,43 +84,30 @@ contract BSCBridgeAdapter is
|
||||
order.bridgeData
|
||||
);
|
||||
} else if (protocolId == BridgeProtocols.DODO) {
|
||||
if (dryRun) { return (0, true); }
|
||||
boughtAmount = _tradeDodo(
|
||||
sellToken,
|
||||
sellAmount,
|
||||
order.bridgeData
|
||||
);
|
||||
} else if (protocolId == BridgeProtocols.DODOV2) {
|
||||
if (dryRun) { return (0, true); }
|
||||
boughtAmount = _tradeDodoV2(
|
||||
sellToken,
|
||||
sellAmount,
|
||||
order.bridgeData
|
||||
);
|
||||
} else if (protocolId == BridgeProtocols.NERVE) {
|
||||
if (dryRun) { return (0, true); }
|
||||
boughtAmount = _tradeNerve(
|
||||
sellToken,
|
||||
sellAmount,
|
||||
order.bridgeData
|
||||
);
|
||||
} else if (protocolId == BridgeProtocols.KYBERDMM) {
|
||||
if (dryRun) { return (0, true); }
|
||||
boughtAmount = _tradeKyberDmm(
|
||||
buyToken,
|
||||
sellAmount,
|
||||
order.bridgeData
|
||||
);
|
||||
} else if (protocolId == BridgeProtocols.WOOFI) {
|
||||
if (dryRun) { return (0, true); }
|
||||
boughtAmount = _tradeWOOFi(
|
||||
sellToken,
|
||||
buyToken,
|
||||
sellAmount,
|
||||
order.bridgeData
|
||||
);
|
||||
} else if (protocolId == BridgeProtocols.UNKNOWN) {
|
||||
if (dryRun) { return (0, true); }
|
||||
} else {
|
||||
boughtAmount = _tradeZeroExBridge(
|
||||
sellToken,
|
||||
buyToken,
|
||||
|
||||
@@ -55,8 +55,4 @@ library BridgeProtocols {
|
||||
uint128 internal constant BALANCERV2BATCH = 25;
|
||||
uint128 internal constant GMX = 26;
|
||||
uint128 internal constant PLATYPUS = 27;
|
||||
uint128 internal constant BANCORV3 = 28;
|
||||
uint128 internal constant VELODROME = 29;
|
||||
uint128 internal constant SYNTHETIX = 30;
|
||||
uint128 internal constant WOOFI = 31;
|
||||
}
|
||||
|
||||
@@ -21,50 +21,50 @@
|
||||
pragma solidity ^0.6.5;
|
||||
pragma experimental ABIEncoderV2;
|
||||
|
||||
import "./AbstractBridgeAdapter.sol";
|
||||
import "./IBridgeAdapter.sol";
|
||||
import "./BridgeProtocols.sol";
|
||||
import "./mixins/MixinNerve.sol";
|
||||
import "./mixins/MixinUniswapV2.sol";
|
||||
import "./mixins/MixinZeroExBridge.sol";
|
||||
|
||||
contract CeloBridgeAdapter is
|
||||
AbstractBridgeAdapter(42220, "Celo"),
|
||||
IBridgeAdapter,
|
||||
MixinNerve,
|
||||
MixinUniswapV2,
|
||||
MixinZeroExBridge
|
||||
{
|
||||
constructor(address _weth)
|
||||
public
|
||||
{}
|
||||
{
|
||||
uint256 chainId;
|
||||
assembly { chainId := chainid() }
|
||||
require(chainId == 42220, 'CeloBridgeAdapter.constructor: wrong chain ID');
|
||||
}
|
||||
|
||||
function _trade(
|
||||
function trade(
|
||||
BridgeOrder memory order,
|
||||
IERC20TokenV06 sellToken,
|
||||
IERC20TokenV06 buyToken,
|
||||
uint256 sellAmount,
|
||||
bool dryRun
|
||||
uint256 sellAmount
|
||||
)
|
||||
internal
|
||||
public
|
||||
override
|
||||
returns (uint256 boughtAmount, bool supportedSource)
|
||||
returns (uint256 boughtAmount)
|
||||
{
|
||||
uint128 protocolId = uint128(uint256(order.source) >> 128);
|
||||
if (protocolId == BridgeProtocols.UNISWAPV2) {
|
||||
if (dryRun) { return (0, true); }
|
||||
boughtAmount = _tradeUniswapV2(
|
||||
buyToken,
|
||||
sellAmount,
|
||||
order.bridgeData
|
||||
);
|
||||
} else if (protocolId == BridgeProtocols.NERVE) {
|
||||
if (dryRun) { return (0, true); }
|
||||
boughtAmount = _tradeNerve(
|
||||
sellToken,
|
||||
sellAmount,
|
||||
order.bridgeData
|
||||
);
|
||||
} else if (protocolId == BridgeProtocols.UNKNOWN) {
|
||||
if (dryRun) { return (0, true); }
|
||||
} else {
|
||||
boughtAmount = _tradeZeroExBridge(
|
||||
sellToken,
|
||||
buyToken,
|
||||
|
||||
@@ -20,112 +20,98 @@
|
||||
pragma solidity ^0.6.5;
|
||||
pragma experimental ABIEncoderV2;
|
||||
|
||||
import "./AbstractBridgeAdapter.sol";
|
||||
import "@0x/contracts-utils/contracts/src/v06/errors/LibRichErrorsV06.sol";
|
||||
import "./IBridgeAdapter.sol";
|
||||
import "./BridgeProtocols.sol";
|
||||
import "./mixins/MixinAaveV2.sol";
|
||||
import "./mixins/MixinBalancer.sol";
|
||||
import "./mixins/MixinBalancerV2.sol";
|
||||
import "./mixins/MixinBalancerV2Batch.sol";
|
||||
import "./mixins/MixinBancor.sol";
|
||||
import "./mixins/MixinBancorV3.sol";
|
||||
import "./mixins/MixinCompound.sol";
|
||||
import "./mixins/MixinCurve.sol";
|
||||
import "./mixins/MixinCurveV2.sol";
|
||||
import "./mixins/MixinCryptoCom.sol";
|
||||
import "./mixins/MixinDodo.sol";
|
||||
import "./mixins/MixinDodoV2.sol";
|
||||
import "./mixins/MixinKyberDmm.sol";
|
||||
import "./mixins/MixinLido.sol";
|
||||
import "./mixins/MixinMakerPSM.sol";
|
||||
import "./mixins/MixinMooniswap.sol";
|
||||
import "./mixins/MixinMStable.sol";
|
||||
import "./mixins/MixinNerve.sol";
|
||||
import "./mixins/MixinShell.sol";
|
||||
import "./mixins/MixinSynthetix.sol";
|
||||
import "./mixins/MixinUniswap.sol";
|
||||
import "./mixins/MixinUniswapV2.sol";
|
||||
import "./mixins/MixinUniswapV3.sol";
|
||||
import "./mixins/MixinZeroExBridge.sol";
|
||||
import "./EthereumSubAdapter1.sol";
|
||||
|
||||
contract EthereumBridgeAdapter is
|
||||
AbstractBridgeAdapter(1, "Ethereum"),
|
||||
MixinAaveV2,
|
||||
MixinBalancer,
|
||||
MixinBalancerV2,
|
||||
MixinBalancerV2Batch,
|
||||
MixinBancor,
|
||||
MixinBancorV3,
|
||||
MixinCompound,
|
||||
MixinCurve,
|
||||
MixinCurveV2,
|
||||
IBridgeAdapter,
|
||||
MixinCryptoCom,
|
||||
MixinDodo,
|
||||
MixinDodoV2,
|
||||
MixinKyberDmm,
|
||||
MixinLido,
|
||||
MixinMakerPSM,
|
||||
MixinMooniswap,
|
||||
MixinMStable,
|
||||
MixinNerve,
|
||||
MixinShell,
|
||||
MixinSynthetix,
|
||||
MixinUniswap,
|
||||
MixinUniswapV2,
|
||||
MixinUniswapV3,
|
||||
MixinZeroExBridge
|
||||
{
|
||||
constructor(IEtherTokenV06 weth)
|
||||
public
|
||||
MixinBancor(weth)
|
||||
MixinBancorV3(weth)
|
||||
MixinCompound(weth)
|
||||
MixinCurve(weth)
|
||||
MixinLido(weth)
|
||||
MixinUniswap(weth)
|
||||
{}
|
||||
using LibRichErrorsV06 for bytes;
|
||||
|
||||
EthereumSubAdapter1 private immutable _subadapter1;
|
||||
|
||||
function _trade(
|
||||
constructor(IEtherTokenV06 weth, EthereumSubAdapter1 subadapter1)
|
||||
public
|
||||
MixinLido(weth)
|
||||
MixinMooniswap(weth)
|
||||
MixinUniswap(weth)
|
||||
{
|
||||
uint256 chainId;
|
||||
assembly { chainId := chainid() }
|
||||
// Allow Ganache for testing
|
||||
require(chainId == 1 || chainId == 1337 , 'EthereumBridgeAdapter.constructor: wrong chain ID');
|
||||
|
||||
_subadapter1 = subadapter1;
|
||||
}
|
||||
|
||||
function trade(
|
||||
BridgeOrder memory order,
|
||||
IERC20TokenV06 sellToken,
|
||||
IERC20TokenV06 buyToken,
|
||||
uint256 sellAmount,
|
||||
bool dryRun
|
||||
uint256 sellAmount
|
||||
)
|
||||
internal
|
||||
public
|
||||
override
|
||||
returns (uint256 boughtAmount, bool supportedSource)
|
||||
returns (uint256 boughtAmount)
|
||||
{
|
||||
uint128 protocolId = uint128(uint256(order.source) >> 128);
|
||||
if (protocolId == BridgeProtocols.CURVE) {
|
||||
if (dryRun) { return (0, true); }
|
||||
boughtAmount = _tradeCurve(
|
||||
boughtAmount = _delegateCallSubAdapter(address(_subadapter1), abi.encodeWithSelector(
|
||||
_subadapter1._tradeCurve.selector,
|
||||
sellToken,
|
||||
buyToken,
|
||||
sellAmount,
|
||||
order.bridgeData
|
||||
);
|
||||
));
|
||||
} else if (protocolId == BridgeProtocols.CURVEV2) {
|
||||
if (dryRun) { return (0, true); }
|
||||
boughtAmount = _tradeCurveV2(
|
||||
boughtAmount = _delegateCallSubAdapter(address(_subadapter1), abi.encodeWithSelector(
|
||||
_subadapter1._tradeCurveV2.selector,
|
||||
sellToken,
|
||||
buyToken,
|
||||
sellAmount,
|
||||
order.bridgeData
|
||||
);
|
||||
));
|
||||
} else if (protocolId == BridgeProtocols.UNISWAPV3) {
|
||||
if (dryRun) { return (0, true); }
|
||||
boughtAmount = _tradeUniswapV3(
|
||||
sellToken,
|
||||
sellAmount,
|
||||
order.bridgeData
|
||||
);
|
||||
} else if (protocolId == BridgeProtocols.UNISWAPV2) {
|
||||
if (dryRun) { return (0, true); }
|
||||
boughtAmount = _tradeUniswapV2(
|
||||
buyToken,
|
||||
sellAmount,
|
||||
order.bridgeData
|
||||
);
|
||||
} else if (protocolId == BridgeProtocols.UNISWAP) {
|
||||
if (dryRun) { return (0, true); }
|
||||
boughtAmount = _tradeUniswap(
|
||||
sellToken,
|
||||
buyToken,
|
||||
@@ -133,37 +119,42 @@ contract EthereumBridgeAdapter is
|
||||
order.bridgeData
|
||||
);
|
||||
} else if (protocolId == BridgeProtocols.BALANCER) {
|
||||
if (dryRun) { return (0, true); }
|
||||
boughtAmount = _tradeBalancer(
|
||||
boughtAmount = _delegateCallSubAdapter(address(_subadapter1), abi.encodeWithSelector(
|
||||
_subadapter1._tradeBalancer.selector,
|
||||
sellToken,
|
||||
buyToken,
|
||||
sellAmount,
|
||||
order.bridgeData
|
||||
);
|
||||
));
|
||||
} else if (protocolId == BridgeProtocols.BALANCERV2) {
|
||||
if (dryRun) { return (0, true); }
|
||||
boughtAmount = _tradeBalancerV2(
|
||||
boughtAmount = _delegateCallSubAdapter(address(_subadapter1), abi.encodeWithSelector(
|
||||
_subadapter1._tradeBalancerV2.selector,
|
||||
sellToken,
|
||||
buyToken,
|
||||
sellAmount,
|
||||
order.bridgeData
|
||||
);
|
||||
));
|
||||
} else if (protocolId == BridgeProtocols.BALANCERV2BATCH) {
|
||||
if (dryRun) { return (0, true); }
|
||||
boughtAmount = _tradeBalancerV2Batch(
|
||||
boughtAmount = _delegateCallSubAdapter(address(_subadapter1), abi.encodeWithSelector(
|
||||
_subadapter1._tradeBalancerV2Batch.selector,
|
||||
sellAmount,
|
||||
order.bridgeData
|
||||
);
|
||||
));
|
||||
} else if (protocolId == BridgeProtocols.MAKERPSM) {
|
||||
if (dryRun) { return (0, true); }
|
||||
boughtAmount = _tradeMakerPsm(
|
||||
sellToken,
|
||||
buyToken,
|
||||
sellAmount,
|
||||
order.bridgeData
|
||||
);
|
||||
} else if (protocolId == BridgeProtocols.MOONISWAP) {
|
||||
boughtAmount = _tradeMooniswap(
|
||||
sellToken,
|
||||
buyToken,
|
||||
sellAmount,
|
||||
order.bridgeData
|
||||
);
|
||||
} else if (protocolId == BridgeProtocols.MSTABLE) {
|
||||
if (dryRun) { return (0, true); }
|
||||
boughtAmount = _tradeMStable(
|
||||
sellToken,
|
||||
buyToken,
|
||||
@@ -171,7 +162,6 @@ contract EthereumBridgeAdapter is
|
||||
order.bridgeData
|
||||
);
|
||||
} else if (protocolId == BridgeProtocols.SHELL) {
|
||||
if (dryRun) { return (0, true); }
|
||||
boughtAmount = _tradeShell(
|
||||
sellToken,
|
||||
buyToken,
|
||||
@@ -179,49 +169,37 @@ contract EthereumBridgeAdapter is
|
||||
order.bridgeData
|
||||
);
|
||||
} else if (protocolId == BridgeProtocols.DODO) {
|
||||
if (dryRun) { return (0, true); }
|
||||
boughtAmount = _tradeDodo(
|
||||
sellToken,
|
||||
sellAmount,
|
||||
order.bridgeData
|
||||
);
|
||||
} else if (protocolId == BridgeProtocols.DODOV2) {
|
||||
if (dryRun) { return (0, true); }
|
||||
boughtAmount = _tradeDodoV2(
|
||||
sellToken,
|
||||
sellAmount,
|
||||
order.bridgeData
|
||||
);
|
||||
} else if (protocolId == BridgeProtocols.CRYPTOCOM) {
|
||||
if (dryRun) { return (0, true); }
|
||||
boughtAmount = _tradeCryptoCom(
|
||||
buyToken,
|
||||
sellAmount,
|
||||
order.bridgeData
|
||||
);
|
||||
} else if (protocolId == BridgeProtocols.BANCOR) {
|
||||
if (dryRun) { return (0, true); }
|
||||
boughtAmount = _tradeBancor(
|
||||
boughtAmount = _delegateCallSubAdapter(address(_subadapter1), abi.encodeWithSelector(
|
||||
_subadapter1._tradeBancor.selector,
|
||||
buyToken,
|
||||
sellAmount,
|
||||
order.bridgeData
|
||||
);
|
||||
} else if (protocolId == BridgeProtocols.NERVE) {
|
||||
if (dryRun) { return (0, true); }
|
||||
boughtAmount = _tradeNerve(
|
||||
sellToken,
|
||||
sellAmount,
|
||||
order.bridgeData
|
||||
);
|
||||
));
|
||||
} else if (protocolId == BridgeProtocols.KYBERDMM) {
|
||||
if (dryRun) { return (0, true); }
|
||||
boughtAmount = _tradeKyberDmm(
|
||||
buyToken,
|
||||
sellAmount,
|
||||
order.bridgeData
|
||||
);
|
||||
} else if (protocolId == BridgeProtocols.LIDO) {
|
||||
if (dryRun) { return (0, true); }
|
||||
boughtAmount = _tradeLido(
|
||||
sellToken,
|
||||
buyToken,
|
||||
@@ -229,36 +207,22 @@ contract EthereumBridgeAdapter is
|
||||
order.bridgeData
|
||||
);
|
||||
} else if (protocolId == BridgeProtocols.AAVEV2) {
|
||||
if (dryRun) { return (0, true); }
|
||||
boughtAmount = _tradeAaveV2(
|
||||
boughtAmount = _delegateCallSubAdapter(address(_subadapter1), abi.encodeWithSelector(
|
||||
_subadapter1._tradeAaveV2.selector,
|
||||
sellToken,
|
||||
buyToken,
|
||||
sellAmount,
|
||||
order.bridgeData
|
||||
);
|
||||
));
|
||||
} else if (protocolId == BridgeProtocols.COMPOUND) {
|
||||
if (dryRun) { return (0, true); }
|
||||
boughtAmount = _tradeCompound(
|
||||
boughtAmount = _delegateCallSubAdapter(address(_subadapter1), abi.encodeWithSelector(
|
||||
_subadapter1._tradeCompound.selector,
|
||||
sellToken,
|
||||
buyToken,
|
||||
sellAmount,
|
||||
order.bridgeData
|
||||
);
|
||||
} else if (protocolId == BridgeProtocols.BANCORV3) {
|
||||
if (dryRun) { return (0, true); }
|
||||
boughtAmount = _tradeBancorV3(
|
||||
buyToken,
|
||||
sellAmount,
|
||||
order.bridgeData
|
||||
);
|
||||
} else if (protocolId == BridgeProtocols.SYNTHETIX) {
|
||||
if (dryRun) { return (0, true); }
|
||||
boughtAmount = _tradeSynthetix(
|
||||
sellAmount,
|
||||
order.bridgeData
|
||||
);
|
||||
} else if (protocolId == BridgeProtocols.UNKNOWN) {
|
||||
if (dryRun) { return (0, true); }
|
||||
));
|
||||
} else {
|
||||
boughtAmount = _tradeZeroExBridge(
|
||||
sellToken,
|
||||
buyToken,
|
||||
@@ -275,4 +239,17 @@ contract EthereumBridgeAdapter is
|
||||
boughtAmount
|
||||
);
|
||||
}
|
||||
|
||||
function _delegateCallSubAdapter(address subadapter, bytes memory encodedCall)
|
||||
private
|
||||
returns (uint256 boughtAmount)
|
||||
{
|
||||
(bool success, bytes memory resultData) = address(subadapter)
|
||||
.delegatecall(encodedCall);
|
||||
if (!success) {
|
||||
resultData.rrevert();
|
||||
} else {
|
||||
boughtAmount = abi.decode(resultData, (uint256));
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
@@ -0,0 +1,52 @@
|
||||
// SPDX-License-Identifier: Apache-2.0
|
||||
/*
|
||||
|
||||
Copyright 2022 ZeroEx Intl.
|
||||
|
||||
Licensed under the Apache License, Version 2.0 (the "License");
|
||||
you may not use this file except in compliance with the License.
|
||||
You may obtain a copy of the License at
|
||||
|
||||
http://www.apache.org/licenses/LICENSE-2.0
|
||||
|
||||
Unless required by applicable law or agreed to in writing, software
|
||||
distributed under the License is distributed on an "AS IS" BASIS,
|
||||
WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
|
||||
See the License for the specific language governing permissions and
|
||||
limitations under the License.
|
||||
|
||||
*/
|
||||
|
||||
pragma solidity ^0.6.5;
|
||||
pragma experimental ABIEncoderV2;
|
||||
|
||||
import "./mixins/MixinAaveV2.sol";
|
||||
import "./mixins/MixinBalancer.sol";
|
||||
import "./mixins/MixinBalancerV2.sol";
|
||||
import "./mixins/MixinBalancerV2Batch.sol";
|
||||
import "./mixins/MixinBancor.sol";
|
||||
import "./mixins/MixinCompound.sol";
|
||||
import "./mixins/MixinCurve.sol";
|
||||
import "./mixins/MixinCurveV2.sol";
|
||||
|
||||
contract EthereumSubAdapter1 is
|
||||
MixinAaveV2,
|
||||
MixinBalancer,
|
||||
MixinBalancerV2,
|
||||
MixinBalancerV2Batch,
|
||||
MixinBancor,
|
||||
MixinCompound,
|
||||
MixinCurve,
|
||||
MixinCurveV2
|
||||
{
|
||||
constructor(IEtherTokenV06 weth)
|
||||
public
|
||||
MixinBancor(weth)
|
||||
MixinCompound(weth)
|
||||
MixinCurve(weth)
|
||||
{
|
||||
uint256 chainId;
|
||||
assembly { chainId := chainid() }
|
||||
require(chainId == 1, 'EthereumSubAdapter1.constructor: wrong chain ID');
|
||||
}
|
||||
}
|
||||
@@ -20,7 +20,7 @@
|
||||
pragma solidity ^0.6.5;
|
||||
pragma experimental ABIEncoderV2;
|
||||
|
||||
import "./AbstractBridgeAdapter.sol";
|
||||
import "./IBridgeAdapter.sol";
|
||||
import "./BridgeProtocols.sol";
|
||||
import "./mixins/MixinAaveV2.sol";
|
||||
import "./mixins/MixinBalancerV2.sol";
|
||||
@@ -28,39 +28,39 @@ import "./mixins/MixinCurve.sol";
|
||||
import "./mixins/MixinCurveV2.sol";
|
||||
import "./mixins/MixinNerve.sol";
|
||||
import "./mixins/MixinUniswapV2.sol";
|
||||
import "./mixins/MixinWOOFi.sol";
|
||||
import "./mixins/MixinZeroExBridge.sol";
|
||||
|
||||
contract FantomBridgeAdapter is
|
||||
AbstractBridgeAdapter(250, "Fantom"),
|
||||
IBridgeAdapter,
|
||||
MixinAaveV2,
|
||||
MixinBalancerV2,
|
||||
MixinCurve,
|
||||
MixinCurveV2,
|
||||
MixinNerve,
|
||||
MixinUniswapV2,
|
||||
MixinWOOFi,
|
||||
MixinZeroExBridge
|
||||
{
|
||||
constructor(IEtherTokenV06 weth)
|
||||
public
|
||||
MixinCurve(weth)
|
||||
{}
|
||||
{
|
||||
uint256 chainId;
|
||||
assembly { chainId := chainid() }
|
||||
require(chainId == 250, 'FantomBridgeAdapter.constructor: wrong chain ID');
|
||||
}
|
||||
|
||||
function _trade(
|
||||
function trade(
|
||||
BridgeOrder memory order,
|
||||
IERC20TokenV06 sellToken,
|
||||
IERC20TokenV06 buyToken,
|
||||
uint256 sellAmount,
|
||||
bool dryRun
|
||||
uint256 sellAmount
|
||||
)
|
||||
internal
|
||||
public
|
||||
override
|
||||
returns (uint256 boughtAmount, bool supportedSource)
|
||||
returns (uint256 boughtAmount)
|
||||
{
|
||||
uint128 protocolId = uint128(uint256(order.source) >> 128);
|
||||
if (protocolId == BridgeProtocols.CURVE) {
|
||||
if (dryRun) { return (0, true); }
|
||||
boughtAmount = _tradeCurve(
|
||||
sellToken,
|
||||
buyToken,
|
||||
@@ -68,7 +68,6 @@ contract FantomBridgeAdapter is
|
||||
order.bridgeData
|
||||
);
|
||||
} else if (protocolId == BridgeProtocols.CURVEV2) {
|
||||
if (dryRun) { return (0, true); }
|
||||
boughtAmount = _tradeCurveV2(
|
||||
sellToken,
|
||||
buyToken,
|
||||
@@ -76,14 +75,12 @@ contract FantomBridgeAdapter is
|
||||
order.bridgeData
|
||||
);
|
||||
} else if (protocolId == BridgeProtocols.UNISWAPV2) {
|
||||
if (dryRun) { return (0, true); }
|
||||
boughtAmount = _tradeUniswapV2(
|
||||
buyToken,
|
||||
sellAmount,
|
||||
order.bridgeData
|
||||
);
|
||||
} else if (protocolId == BridgeProtocols.BALANCERV2) {
|
||||
if (dryRun) { return (0, true); }
|
||||
boughtAmount = _tradeBalancerV2(
|
||||
sellToken,
|
||||
buyToken,
|
||||
@@ -91,30 +88,19 @@ contract FantomBridgeAdapter is
|
||||
order.bridgeData
|
||||
);
|
||||
} else if (protocolId == BridgeProtocols.NERVE) {
|
||||
if (dryRun) { return (0, true); }
|
||||
boughtAmount = _tradeNerve(
|
||||
sellToken,
|
||||
sellAmount,
|
||||
order.bridgeData
|
||||
);
|
||||
} else if (protocolId == BridgeProtocols.AAVEV2) {
|
||||
if (dryRun) { return (0, true); }
|
||||
boughtAmount = _tradeAaveV2(
|
||||
sellToken,
|
||||
buyToken,
|
||||
sellAmount,
|
||||
order.bridgeData
|
||||
);
|
||||
} else if (protocolId == BridgeProtocols.WOOFI) {
|
||||
if (dryRun) { return (0, true); }
|
||||
boughtAmount = _tradeWOOFi(
|
||||
sellToken,
|
||||
buyToken,
|
||||
sellAmount,
|
||||
order.bridgeData
|
||||
);
|
||||
} else if (protocolId == BridgeProtocols.UNKNOWN) {
|
||||
if (dryRun) { return (0, true); }
|
||||
} else {
|
||||
boughtAmount = _tradeZeroExBridge(
|
||||
sellToken,
|
||||
buyToken,
|
||||
|
||||
@@ -50,10 +50,6 @@ interface IBridgeAdapter {
|
||||
uint256 outputTokenAmount
|
||||
);
|
||||
|
||||
function isSupportedSource(bytes32 source)
|
||||
external
|
||||
returns (bool isSupported);
|
||||
|
||||
function trade(
|
||||
BridgeOrder calldata order,
|
||||
IERC20TokenV06 sellToken,
|
||||
|
||||
@@ -20,45 +20,43 @@
|
||||
pragma solidity ^0.6.5;
|
||||
pragma experimental ABIEncoderV2;
|
||||
|
||||
import "./AbstractBridgeAdapter.sol";
|
||||
import "./IBridgeAdapter.sol";
|
||||
import "./BridgeProtocols.sol";
|
||||
import "./mixins/MixinCurve.sol";
|
||||
import "./mixins/MixinCurveV2.sol";
|
||||
import "./mixins/MixinNerve.sol";
|
||||
import "./mixins/MixinSynthetix.sol";
|
||||
import "./mixins/MixinUniswapV3.sol";
|
||||
import "./mixins/MixinVelodrome.sol";
|
||||
import "./mixins/MixinZeroExBridge.sol";
|
||||
|
||||
contract OptimismBridgeAdapter is
|
||||
AbstractBridgeAdapter(10, "Optimism"),
|
||||
IBridgeAdapter,
|
||||
MixinCurve,
|
||||
MixinCurveV2,
|
||||
MixinNerve,
|
||||
MixinSynthetix,
|
||||
MixinUniswapV3,
|
||||
MixinVelodrome,
|
||||
MixinZeroExBridge
|
||||
{
|
||||
constructor(IEtherTokenV06 weth)
|
||||
public
|
||||
MixinCurve(weth)
|
||||
{}
|
||||
{
|
||||
uint256 chainId;
|
||||
assembly { chainId := chainid() }
|
||||
require(chainId == 10, 'OptimismBridgeAdapter.constructor: wrong chain ID');
|
||||
}
|
||||
|
||||
function _trade(
|
||||
function trade(
|
||||
BridgeOrder memory order,
|
||||
IERC20TokenV06 sellToken,
|
||||
IERC20TokenV06 buyToken,
|
||||
uint256 sellAmount,
|
||||
bool dryRun
|
||||
uint256 sellAmount
|
||||
)
|
||||
internal
|
||||
public
|
||||
override
|
||||
returns (uint256 boughtAmount, bool supportedSource)
|
||||
returns (uint256 boughtAmount)
|
||||
{
|
||||
uint128 protocolId = uint128(uint256(order.source) >> 128);
|
||||
if (protocolId == BridgeProtocols.CURVE) {
|
||||
if (dryRun) { return (0, true); }
|
||||
boughtAmount = _tradeCurve(
|
||||
sellToken,
|
||||
buyToken,
|
||||
@@ -66,7 +64,6 @@ contract OptimismBridgeAdapter is
|
||||
order.bridgeData
|
||||
);
|
||||
} else if (protocolId == BridgeProtocols.CURVEV2) {
|
||||
if (dryRun) { return (0, true); }
|
||||
boughtAmount = _tradeCurveV2(
|
||||
sellToken,
|
||||
buyToken,
|
||||
@@ -74,35 +71,18 @@ contract OptimismBridgeAdapter is
|
||||
order.bridgeData
|
||||
);
|
||||
} else if (protocolId == BridgeProtocols.UNISWAPV3) {
|
||||
if (dryRun) { return (0, true); }
|
||||
boughtAmount = _tradeUniswapV3(
|
||||
sellToken,
|
||||
sellAmount,
|
||||
order.bridgeData
|
||||
);
|
||||
} else if (protocolId == BridgeProtocols.NERVE) {
|
||||
if (dryRun) { return (0, true); }
|
||||
boughtAmount = _tradeNerve(
|
||||
sellToken,
|
||||
sellAmount,
|
||||
order.bridgeData
|
||||
);
|
||||
} else if (protocolId == BridgeProtocols.VELODROME) {
|
||||
if (dryRun) { return (0, true); }
|
||||
boughtAmount = _tradeVelodrome(
|
||||
sellToken,
|
||||
buyToken,
|
||||
sellAmount,
|
||||
order.bridgeData
|
||||
);
|
||||
} else if (protocolId == BridgeProtocols.SYNTHETIX) {
|
||||
if (dryRun) { return (0, true); }
|
||||
boughtAmount = _tradeSynthetix(
|
||||
sellAmount,
|
||||
order.bridgeData
|
||||
);
|
||||
} else if (protocolId == BridgeProtocols.UNKNOWN) {
|
||||
if (dryRun) { return (0, true); }
|
||||
} else {
|
||||
boughtAmount = _tradeZeroExBridge(
|
||||
sellToken,
|
||||
buyToken,
|
||||
|
||||
@@ -20,9 +20,8 @@
|
||||
pragma solidity ^0.6.5;
|
||||
pragma experimental ABIEncoderV2;
|
||||
|
||||
import "./AbstractBridgeAdapter.sol";
|
||||
import "./IBridgeAdapter.sol";
|
||||
import "./BridgeProtocols.sol";
|
||||
import "./mixins/MixinAaveV2.sol";
|
||||
import "./mixins/MixinBalancerV2.sol";
|
||||
import "./mixins/MixinBalancerV2Batch.sol";
|
||||
import "./mixins/MixinCurve.sol";
|
||||
@@ -34,12 +33,10 @@ import "./mixins/MixinMStable.sol";
|
||||
import "./mixins/MixinNerve.sol";
|
||||
import "./mixins/MixinUniswapV2.sol";
|
||||
import "./mixins/MixinUniswapV3.sol";
|
||||
import "./mixins/MixinWOOFi.sol";
|
||||
import "./mixins/MixinZeroExBridge.sol";
|
||||
|
||||
contract PolygonBridgeAdapter is
|
||||
AbstractBridgeAdapter(137, "Polygon"),
|
||||
MixinAaveV2,
|
||||
IBridgeAdapter,
|
||||
MixinBalancerV2,
|
||||
MixinBalancerV2Batch,
|
||||
MixinCurve,
|
||||
@@ -51,28 +48,29 @@ contract PolygonBridgeAdapter is
|
||||
MixinNerve,
|
||||
MixinUniswapV2,
|
||||
MixinUniswapV3,
|
||||
MixinWOOFi,
|
||||
MixinZeroExBridge
|
||||
{
|
||||
constructor(IEtherTokenV06 weth)
|
||||
public
|
||||
MixinCurve(weth)
|
||||
{}
|
||||
{
|
||||
uint256 chainId;
|
||||
assembly { chainId := chainid() }
|
||||
require(chainId == 137, 'PolygonBridgeAdapter.constructor: wrong chain ID');
|
||||
}
|
||||
|
||||
function _trade(
|
||||
function trade(
|
||||
BridgeOrder memory order,
|
||||
IERC20TokenV06 sellToken,
|
||||
IERC20TokenV06 buyToken,
|
||||
uint256 sellAmount,
|
||||
bool dryRun
|
||||
uint256 sellAmount
|
||||
)
|
||||
internal
|
||||
public
|
||||
override
|
||||
returns (uint256 boughtAmount, bool supportedSource)
|
||||
returns (uint256 boughtAmount)
|
||||
{
|
||||
uint128 protocolId = uint128(uint256(order.source) >> 128);
|
||||
if (protocolId == BridgeProtocols.CURVE) {
|
||||
if (dryRun) { return (0, true); }
|
||||
boughtAmount = _tradeCurve(
|
||||
sellToken,
|
||||
buyToken,
|
||||
@@ -80,7 +78,6 @@ contract PolygonBridgeAdapter is
|
||||
order.bridgeData
|
||||
);
|
||||
} else if (protocolId == BridgeProtocols.CURVEV2) {
|
||||
if (dryRun) { return (0, true); }
|
||||
boughtAmount = _tradeCurveV2(
|
||||
sellToken,
|
||||
buyToken,
|
||||
@@ -88,21 +85,18 @@ contract PolygonBridgeAdapter is
|
||||
order.bridgeData
|
||||
);
|
||||
} else if (protocolId == BridgeProtocols.UNISWAPV3) {
|
||||
if (dryRun) { return (0, true); }
|
||||
boughtAmount = _tradeUniswapV3(
|
||||
sellToken,
|
||||
sellAmount,
|
||||
order.bridgeData
|
||||
);
|
||||
} else if (protocolId == BridgeProtocols.UNISWAPV2) {
|
||||
if (dryRun) { return (0, true); }
|
||||
boughtAmount = _tradeUniswapV2(
|
||||
buyToken,
|
||||
sellAmount,
|
||||
order.bridgeData
|
||||
);
|
||||
} else if (protocolId == BridgeProtocols.BALANCERV2) {
|
||||
if (dryRun) { return (0, true); }
|
||||
boughtAmount = _tradeBalancerV2(
|
||||
sellToken,
|
||||
buyToken,
|
||||
@@ -110,13 +104,11 @@ contract PolygonBridgeAdapter is
|
||||
order.bridgeData
|
||||
);
|
||||
} else if (protocolId == BridgeProtocols.BALANCERV2BATCH) {
|
||||
if (dryRun) { return (0, true); }
|
||||
boughtAmount = _tradeBalancerV2Batch(
|
||||
sellAmount,
|
||||
order.bridgeData
|
||||
);
|
||||
} else if (protocolId == BridgeProtocols.MSTABLE) {
|
||||
if (dryRun) { return (0, true); }
|
||||
boughtAmount = _tradeMStable(
|
||||
sellToken,
|
||||
buyToken,
|
||||
@@ -124,51 +116,30 @@ contract PolygonBridgeAdapter is
|
||||
order.bridgeData
|
||||
);
|
||||
} else if (protocolId == BridgeProtocols.DODO) {
|
||||
if (dryRun) { return (0, true); }
|
||||
boughtAmount = _tradeDodo(
|
||||
sellToken,
|
||||
sellAmount,
|
||||
order.bridgeData
|
||||
);
|
||||
} else if (protocolId == BridgeProtocols.DODOV2) {
|
||||
if (dryRun) { return (0, true); }
|
||||
boughtAmount = _tradeDodoV2(
|
||||
sellToken,
|
||||
sellAmount,
|
||||
order.bridgeData
|
||||
);
|
||||
} else if (protocolId == BridgeProtocols.NERVE) {
|
||||
if (dryRun) { return (0, true); }
|
||||
boughtAmount = _tradeNerve(
|
||||
sellToken,
|
||||
sellAmount,
|
||||
order.bridgeData
|
||||
);
|
||||
} else if (protocolId == BridgeProtocols.KYBERDMM) {
|
||||
if (dryRun) { return (0, true); }
|
||||
boughtAmount = _tradeKyberDmm(
|
||||
buyToken,
|
||||
sellAmount,
|
||||
order.bridgeData
|
||||
);
|
||||
} else if (protocolId == BridgeProtocols.AAVEV2) {
|
||||
if (dryRun) { return (0, true); }
|
||||
boughtAmount = _tradeAaveV2(
|
||||
sellToken,
|
||||
buyToken,
|
||||
sellAmount,
|
||||
order.bridgeData
|
||||
);
|
||||
} else if (protocolId == BridgeProtocols.WOOFI) {
|
||||
if (dryRun) { return (0, true); }
|
||||
boughtAmount = _tradeWOOFi(
|
||||
sellToken,
|
||||
buyToken,
|
||||
sellAmount,
|
||||
order.bridgeData
|
||||
);
|
||||
} else if (protocolId == BridgeProtocols.UNKNOWN) {
|
||||
if (dryRun) { return (0, true); }
|
||||
} else {
|
||||
boughtAmount = _tradeZeroExBridge(
|
||||
sellToken,
|
||||
buyToken,
|
||||
|
||||
@@ -70,7 +70,7 @@ contract MixinAaveV2 {
|
||||
uint256 sellAmount,
|
||||
bytes memory bridgeData
|
||||
)
|
||||
internal
|
||||
public
|
||||
returns (uint256)
|
||||
{
|
||||
(ILendingPool lendingPool, address aToken) = abi.decode(bridgeData, (ILendingPool, address));
|
||||
|
||||
@@ -51,7 +51,7 @@ contract MixinBalancer {
|
||||
uint256 sellAmount,
|
||||
bytes memory bridgeData
|
||||
)
|
||||
internal
|
||||
public
|
||||
returns (uint256 boughtAmount)
|
||||
{
|
||||
// Decode the bridge data.
|
||||
|
||||
@@ -80,7 +80,7 @@ contract MixinBalancerV2 {
|
||||
uint256 sellAmount,
|
||||
bytes memory bridgeData
|
||||
)
|
||||
internal
|
||||
public
|
||||
returns (uint256 boughtAmount)
|
||||
{
|
||||
// Decode the bridge data.
|
||||
|
||||
@@ -67,7 +67,7 @@ contract MixinBalancerV2Batch {
|
||||
uint256 sellAmount,
|
||||
bytes memory bridgeData
|
||||
)
|
||||
internal
|
||||
public
|
||||
returns (uint256 boughtAmount)
|
||||
{
|
||||
// Decode the bridge data.
|
||||
|
||||
@@ -60,7 +60,7 @@ contract MixinBancor {
|
||||
uint256 sellAmount,
|
||||
bytes memory bridgeData
|
||||
)
|
||||
internal
|
||||
public
|
||||
returns (uint256 boughtAmount)
|
||||
{
|
||||
// Decode the bridge data.
|
||||
|
||||
@@ -1,128 +0,0 @@
|
||||
// SPDX-License-Identifier: Apache-2.0
|
||||
|
||||
/*
|
||||
|
||||
Copyright 2020 ZeroEx Intl.
|
||||
|
||||
Licensed under the Apache License, Version 2.0 (the "License");
|
||||
you may not use this file except in compliance with the License.
|
||||
You may obtain a copy of the License at
|
||||
|
||||
http://www.apache.org/licenses/LICENSE-2.0
|
||||
|
||||
Unless required by applicable law or agreed to in writing, software
|
||||
distributed under the License is distributed on an "AS IS" BASIS,
|
||||
WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
|
||||
See the License for the specific language governing permissions and
|
||||
limitations under the License.
|
||||
|
||||
*/
|
||||
|
||||
pragma solidity ^0.6.5;
|
||||
pragma experimental ABIEncoderV2;
|
||||
|
||||
import "@0x/contracts-erc20/contracts/src/v06/LibERC20TokenV06.sol";
|
||||
import "@0x/contracts-erc20/contracts/src/v06/IERC20TokenV06.sol";
|
||||
import "@0x/contracts-erc20/contracts/src/v06/IEtherTokenV06.sol";
|
||||
|
||||
|
||||
/*
|
||||
BancorV3
|
||||
*/
|
||||
interface IBancorV3 {
|
||||
/**
|
||||
* @dev performs a trade by providing the source amount and returns the target amount and the associated fee
|
||||
*
|
||||
* requirements:
|
||||
*
|
||||
* - the caller must be the network contract
|
||||
*/
|
||||
function tradeBySourceAmount(
|
||||
address sourceToken,
|
||||
address targetToken,
|
||||
uint256 sourceAmount,
|
||||
uint256 minReturnAmount,
|
||||
uint256 deadline,
|
||||
address beneficiary
|
||||
) external payable returns (uint256 amount);
|
||||
}
|
||||
|
||||
contract MixinBancorV3 {
|
||||
|
||||
using LibERC20TokenV06 for IERC20TokenV06;
|
||||
|
||||
IERC20TokenV06 constant public BANCORV3_ETH_ADDRESS =
|
||||
IERC20TokenV06(0xEeeeeEeeeEeEeeEeEeEeeEEEeeeeEeeeeeeeEEeE);
|
||||
IEtherTokenV06 private immutable WETH;
|
||||
|
||||
constructor(IEtherTokenV06 weth)
|
||||
public
|
||||
{
|
||||
WETH = weth;
|
||||
}
|
||||
|
||||
function _tradeBancorV3(
|
||||
IERC20TokenV06 buyToken,
|
||||
uint256 sellAmount,
|
||||
bytes memory bridgeData
|
||||
)
|
||||
internal
|
||||
returns (uint256 amountOut)
|
||||
|
||||
{
|
||||
IBancorV3 router;
|
||||
IERC20TokenV06[] memory path;
|
||||
address[] memory _path;
|
||||
uint256 payableAmount = 0;
|
||||
|
||||
{
|
||||
(router, _path) = abi.decode(bridgeData, (IBancorV3, address[]));
|
||||
// To get around `abi.decode()` not supporting interface array types.
|
||||
assembly { path := _path }
|
||||
}
|
||||
|
||||
require(path.length >= 2, "MixinBancorV3/PATH_LENGTH_MUST_BE_AT_LEAST_TWO");
|
||||
require(
|
||||
path[path.length - 1] == buyToken,
|
||||
"MixinBancorV3/LAST_ELEMENT_OF_PATH_MUST_MATCH_OUTPUT_TOKEN"
|
||||
);
|
||||
|
||||
//swap WETH->ETH as Bancor only deals in ETH
|
||||
if(_path[0] == address(WETH)) {
|
||||
//withdraw the sell amount of WETH for ETH
|
||||
WETH.withdraw(sellAmount);
|
||||
payableAmount = sellAmount;
|
||||
// set _path[0] to the ETH address if WETH is our buy token
|
||||
_path[0] = address(BANCORV3_ETH_ADDRESS);
|
||||
} else {
|
||||
// Grant the BancorV3 router an allowance to sell the first token.
|
||||
path[0].approveIfBelow(address(router), sellAmount);
|
||||
}
|
||||
|
||||
// if we are buying WETH we need to swap to ETH and deposit into WETH after the swap
|
||||
if(_path[1] == address(WETH)){
|
||||
_path[1] = address(BANCORV3_ETH_ADDRESS);
|
||||
}
|
||||
|
||||
|
||||
uint256 amountOut = router.tradeBySourceAmount{value: payableAmount}(
|
||||
_path[0],
|
||||
_path[1],
|
||||
// Sell all tokens we hold.
|
||||
sellAmount,
|
||||
// Minimum buy amount.
|
||||
1,
|
||||
//deadline
|
||||
block.timestamp + 1,
|
||||
// address of the mixin
|
||||
address(this)
|
||||
);
|
||||
|
||||
// if we want to return WETH deposit the ETH amount we sold
|
||||
if(buyToken == WETH){
|
||||
WETH.deposit{value: amountOut}();
|
||||
}
|
||||
|
||||
return amountOut;
|
||||
}
|
||||
}
|
||||
@@ -67,7 +67,7 @@ contract MixinCompound {
|
||||
uint256 sellAmount,
|
||||
bytes memory bridgeData
|
||||
)
|
||||
internal
|
||||
public
|
||||
returns (uint256)
|
||||
{
|
||||
(address cTokenAddress) = abi.decode(bridgeData, (address));
|
||||
|
||||
@@ -55,7 +55,7 @@ contract MixinCurve {
|
||||
uint256 sellAmount,
|
||||
bytes memory bridgeData
|
||||
)
|
||||
internal
|
||||
public
|
||||
returns (uint256 boughtAmount)
|
||||
{
|
||||
// Decode the bridge data to get the Curve metadata.
|
||||
|
||||
@@ -44,7 +44,7 @@ contract MixinCurveV2 {
|
||||
uint256 sellAmount,
|
||||
bytes memory bridgeData
|
||||
)
|
||||
internal
|
||||
public
|
||||
returns (uint256 boughtAmount)
|
||||
{
|
||||
// Decode the bridge data to get the Curve metadata.
|
||||
|
||||
@@ -26,7 +26,7 @@ import "@0x/contracts-erc20/contracts/src/v06/IEtherTokenV06.sol";
|
||||
|
||||
|
||||
/// @dev Minimal interface for minting StETH
|
||||
interface IStETH {
|
||||
interface ILido {
|
||||
/// @dev Adds eth to the pool
|
||||
/// @param _referral optional address for referrals
|
||||
/// @return StETH Amount of shares generated
|
||||
@@ -37,33 +37,6 @@ interface IStETH {
|
||||
function getPooledEthByShares(uint256 _sharesAmount) external view returns (uint256);
|
||||
}
|
||||
|
||||
/// @dev Minimal interface for wrapping/unwrapping stETH.
|
||||
interface IWstETH {
|
||||
|
||||
/**
|
||||
* @notice Exchanges stETH to wstETH
|
||||
* @param _stETHAmount amount of stETH to wrap in exchange for wstETH
|
||||
* @dev Requirements:
|
||||
* - `_stETHAmount` must be non-zero
|
||||
* - msg.sender must approve at least `_stETHAmount` stETH to this
|
||||
* contract.
|
||||
* - msg.sender must have at least `_stETHAmount` of stETH.
|
||||
* User should first approve _stETHAmount to the WstETH contract
|
||||
* @return Amount of wstETH user receives after wrap
|
||||
*/
|
||||
function wrap(uint256 _stETHAmount) external returns (uint256);
|
||||
|
||||
/**
|
||||
* @notice Exchanges wstETH to stETH
|
||||
* @param _wstETHAmount amount of wstETH to uwrap in exchange for stETH
|
||||
* @dev Requirements:
|
||||
* - `_wstETHAmount` must be non-zero
|
||||
* - msg.sender must have at least `_wstETHAmount` wstETH.
|
||||
* @return Amount of stETH user receives after unwrap
|
||||
*/
|
||||
function unwrap(uint256 _wstETHAmount) external returns (uint256);
|
||||
}
|
||||
|
||||
|
||||
contract MixinLido {
|
||||
using LibERC20TokenV06 for IERC20TokenV06;
|
||||
@@ -86,43 +59,12 @@ contract MixinLido {
|
||||
internal
|
||||
returns (uint256 boughtAmount)
|
||||
{
|
||||
if (address(sellToken) == address(WETH)) {
|
||||
return _tradeStETH(buyToken, sellAmount, bridgeData);
|
||||
}
|
||||
|
||||
return _tradeWstETH(sellToken, buyToken, sellAmount, bridgeData);
|
||||
}
|
||||
|
||||
function _tradeStETH(
|
||||
IERC20TokenV06 buyToken,
|
||||
uint256 sellAmount,
|
||||
bytes memory bridgeData
|
||||
) private returns (uint256 boughtAmount) {
|
||||
(IStETH stETH) = abi.decode(bridgeData, (IStETH));
|
||||
if (address(buyToken) == address(stETH)) {
|
||||
(ILido lido) = abi.decode(bridgeData, (ILido));
|
||||
if (address(sellToken) == address(WETH) && address(buyToken) == address(lido)) {
|
||||
WETH.withdraw(sellAmount);
|
||||
return stETH.getPooledEthByShares(stETH.submit{ value: sellAmount}(address(0)));
|
||||
boughtAmount = lido.getPooledEthByShares(lido.submit{ value: sellAmount}(address(0)));
|
||||
} else {
|
||||
revert("MixinLido/UNSUPPORTED_TOKEN_PAIR");
|
||||
}
|
||||
|
||||
revert("MixinLido/UNSUPPORTED_TOKEN_PAIR");
|
||||
}
|
||||
|
||||
function _tradeWstETH(
|
||||
IERC20TokenV06 sellToken,
|
||||
IERC20TokenV06 buyToken,
|
||||
uint256 sellAmount,
|
||||
bytes memory bridgeData
|
||||
|
||||
) private returns(uint256 boughtAmount){
|
||||
(IEtherTokenV06 stETH, IWstETH wstETH) = abi.decode(bridgeData, (IEtherTokenV06, IWstETH));
|
||||
if (address(sellToken) == address(stETH) && address(buyToken) == address(wstETH) ) {
|
||||
sellToken.approveIfBelow(address(wstETH), sellAmount);
|
||||
return wstETH.wrap(sellAmount);
|
||||
}
|
||||
if (address(sellToken) == address(wstETH) && address(buyToken) == address(stETH) ) {
|
||||
return wstETH.unwrap(sellAmount);
|
||||
}
|
||||
|
||||
revert("MixinLido/UNSUPPORTED_TOKEN_PAIR");
|
||||
}
|
||||
}
|
||||
|
||||
@@ -1,99 +0,0 @@
|
||||
// SPDX-License-Identifier: Apache-2.0
|
||||
/*
|
||||
|
||||
Copyright 2022 ZeroEx Intl.
|
||||
|
||||
Licensed under the Apache License, Version 2.0 (the "License");
|
||||
you may not use this file except in compliance with the License.
|
||||
You may obtain a copy of the License at
|
||||
|
||||
http://www.apache.org/licenses/LICENSE-2.0
|
||||
|
||||
Unless required by applicable law or agreed to in writing, software
|
||||
distributed under the License is distributed on an "AS IS" BASIS,
|
||||
WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
|
||||
See the License for the specific language governing permissions and
|
||||
limitations under the License.
|
||||
|
||||
*/
|
||||
|
||||
pragma solidity ^0.6.5;
|
||||
pragma experimental ABIEncoderV2;
|
||||
|
||||
interface ISynthetix {
|
||||
// Ethereum Mainnet
|
||||
function exchangeAtomically(
|
||||
bytes32 sourceCurrencyKey,
|
||||
uint256 sourceAmount,
|
||||
bytes32 destinationCurrencyKey,
|
||||
bytes32 trackingCode,
|
||||
uint256 minAmount
|
||||
) external returns (uint256 amountReceived);
|
||||
|
||||
// Optimism
|
||||
function exchangeWithTracking(
|
||||
bytes32 sourceCurrencyKey,
|
||||
uint256 sourceAmount,
|
||||
bytes32 destinationCurrencyKey,
|
||||
address rewardAddress,
|
||||
bytes32 trackingCode
|
||||
) external returns (uint256 amountReceived);
|
||||
}
|
||||
|
||||
contract MixinSynthetix {
|
||||
address private constant rewardAddress =
|
||||
0x5C80239D97E1eB216b5c3D8fBa5DE5Be5d38e4C9;
|
||||
bytes32 constant trackingCode =
|
||||
0x3058000000000000000000000000000000000000000000000000000000000000;
|
||||
|
||||
function _tradeSynthetix(uint256 sellAmount, bytes memory bridgeData)
|
||||
public
|
||||
returns (uint256 boughtAmount)
|
||||
{
|
||||
(
|
||||
ISynthetix synthetix,
|
||||
bytes32 sourceCurrencyKey,
|
||||
bytes32 destinationCurrencyKey
|
||||
) = abi.decode(
|
||||
bridgeData,
|
||||
(ISynthetix, bytes32, bytes32)
|
||||
);
|
||||
|
||||
boughtAmount = exchange(
|
||||
synthetix,
|
||||
sourceCurrencyKey,
|
||||
destinationCurrencyKey,
|
||||
sellAmount
|
||||
);
|
||||
}
|
||||
|
||||
function exchange(
|
||||
ISynthetix synthetix,
|
||||
bytes32 sourceCurrencyKey,
|
||||
bytes32 destinationCurrencyKey,
|
||||
uint256 sellAmount
|
||||
) internal returns (uint256 boughtAmount) {
|
||||
uint256 chainId;
|
||||
assembly {
|
||||
chainId := chainid()
|
||||
}
|
||||
|
||||
if (chainId == 1) {
|
||||
boughtAmount = synthetix.exchangeAtomically(
|
||||
sourceCurrencyKey,
|
||||
sellAmount,
|
||||
destinationCurrencyKey,
|
||||
trackingCode,
|
||||
0
|
||||
);
|
||||
} else {
|
||||
boughtAmount = synthetix.exchangeWithTracking(
|
||||
sourceCurrencyKey,
|
||||
sellAmount,
|
||||
destinationCurrencyKey,
|
||||
rewardAddress,
|
||||
trackingCode
|
||||
);
|
||||
}
|
||||
}
|
||||
}
|
||||
@@ -1,64 +0,0 @@
|
||||
// SPDX-License-Identifier: Apache-2.0
|
||||
/*
|
||||
|
||||
Copyright 2022 ZeroEx Intl.
|
||||
|
||||
Licensed under the Apache License, Version 2.0 (the "License");
|
||||
you may not use this file except in compliance with the License.
|
||||
You may obtain a copy of the License at
|
||||
|
||||
http://www.apache.org/licenses/LICENSE-2.0
|
||||
|
||||
Unless required by applicable law or agreed to in writing, software
|
||||
distributed under the License is distributed on an "AS IS" BASIS,
|
||||
WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
|
||||
See the License for the specific language governing permissions and
|
||||
limitations under the License.
|
||||
|
||||
*/
|
||||
|
||||
pragma solidity ^0.6.5;
|
||||
pragma experimental ABIEncoderV2;
|
||||
|
||||
import "@0x/contracts-erc20/contracts/src/v06/LibERC20TokenV06.sol";
|
||||
import "@0x/contracts-erc20/contracts/src/v06/IERC20TokenV06.sol";
|
||||
|
||||
interface IVelodromeRouter {
|
||||
function swapExactTokensForTokensSimple(
|
||||
uint256 amountIn,
|
||||
uint256 amountOutMin,
|
||||
address tokenFrom,
|
||||
address tokenTo,
|
||||
bool stable,
|
||||
address to,
|
||||
uint256 deadline
|
||||
) external returns (uint256[] memory amounts);
|
||||
}
|
||||
|
||||
contract MixinVelodrome {
|
||||
using LibERC20TokenV06 for IERC20TokenV06;
|
||||
|
||||
function _tradeVelodrome(
|
||||
IERC20TokenV06 sellToken,
|
||||
IERC20TokenV06 buyToken,
|
||||
uint256 sellAmount,
|
||||
bytes memory bridgeData
|
||||
)
|
||||
internal
|
||||
returns (uint256 boughtAmount)
|
||||
{
|
||||
|
||||
(IVelodromeRouter router, bool stable) = abi.decode(bridgeData, (IVelodromeRouter, bool));
|
||||
sellToken.approveIfBelow(address(router), sellAmount);
|
||||
|
||||
boughtAmount = router.swapExactTokensForTokensSimple(
|
||||
sellAmount,
|
||||
0,
|
||||
address(sellToken),
|
||||
address(buyToken),
|
||||
stable,
|
||||
address(this),
|
||||
block.timestamp + 1
|
||||
)[1];
|
||||
}
|
||||
}
|
||||
@@ -1,136 +0,0 @@
|
||||
// SPDX-License-Identifier: Apache-2.0
|
||||
|
||||
/*
|
||||
Copyright 2020 ZeroEx Intl.
|
||||
Licensed under the Apache License, Version 2.0 (the "License");
|
||||
you may not use this file except in compliance with the License.
|
||||
You may obtain a copy of the License at
|
||||
http://www.apache.org/licenses/LICENSE-2.0
|
||||
Unless required by applicable law or agreed to in writing, software
|
||||
distributed under the License is distributed on an "AS IS" BASIS,
|
||||
WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
|
||||
See the License for the specific language governing permissions and
|
||||
limitations under the License.
|
||||
*/
|
||||
|
||||
pragma solidity ^0.6;
|
||||
pragma experimental ABIEncoderV2;
|
||||
|
||||
import "@0x/contracts-erc20/contracts/src/v06/LibERC20TokenV06.sol";
|
||||
import "@0x/contracts-erc20/contracts/src/v06/IERC20TokenV06.sol";
|
||||
import "@0x/contracts-erc20/contracts/src/v06/IEtherTokenV06.sol";
|
||||
import "../IBridgeAdapter.sol";
|
||||
import "@0x/contracts-utils/contracts/src/v06/LibSafeMathV06.sol";
|
||||
|
||||
/// @dev WooFI pool interface.
|
||||
interface IWooPP {
|
||||
function quoteToken() external view returns (address);
|
||||
|
||||
function sellBase(
|
||||
address baseToken,
|
||||
uint256 baseAmount,
|
||||
uint256 minQuoteAmount,
|
||||
address to,
|
||||
address rebateTo
|
||||
) external returns (uint256 quoteAmount);
|
||||
|
||||
function sellQuote(
|
||||
address baseToken,
|
||||
uint256 quoteAmount,
|
||||
uint256 minBaseAmount,
|
||||
address to,
|
||||
address rebateTo
|
||||
) external returns (uint256 baseAmount);
|
||||
|
||||
/// @dev Query the amount for selling the base token amount.
|
||||
/// @param baseToken the base token to sell
|
||||
/// @param baseAmount the amount to sell
|
||||
/// @return quoteAmount the swapped quote amount
|
||||
function querySellBase(
|
||||
address baseToken,
|
||||
uint256 baseAmount
|
||||
) external view returns (uint256 quoteAmount);
|
||||
|
||||
}
|
||||
|
||||
contract MixinWOOFi{
|
||||
|
||||
using LibERC20TokenV06 for IERC20TokenV06;
|
||||
using LibERC20TokenV06 for IEtherTokenV06;
|
||||
using LibSafeMathV06 for uint256;
|
||||
|
||||
address constant rebateAddress = 0xBfdcBB4C05843163F491C24f9c0019c510786304;
|
||||
|
||||
// /// @dev Swaps an exact amount of input tokens for as many output tokens as possible.
|
||||
// /// @param _amountIn Amount of input tokens to send
|
||||
// /// @param _minAmountOut The minimum amount of output tokens that must be received for the transaction not to revert.
|
||||
// /// @param _tokenIn Input token
|
||||
// /// @param _tokenOut Output token
|
||||
// /// @param _to recipient of tokens
|
||||
// /// @param pool WOOFi pool where the swap will happen
|
||||
function _tradeWOOFi(
|
||||
IERC20TokenV06 sellToken,
|
||||
IERC20TokenV06 buyToken,
|
||||
uint256 sellAmount,
|
||||
bytes memory bridgeData
|
||||
)
|
||||
public
|
||||
returns (uint256 boughtAmount)
|
||||
{
|
||||
(IWooPP _pool) = abi.decode(bridgeData, (IWooPP));
|
||||
uint256 beforeBalance = buyToken.balanceOf(address(this));
|
||||
|
||||
sellToken.approveIfBelow(address(_pool), sellAmount);
|
||||
|
||||
_swap(
|
||||
sellAmount,
|
||||
address(sellToken),
|
||||
address(buyToken),
|
||||
_pool
|
||||
);
|
||||
boughtAmount = buyToken.balanceOf(address(this)).safeSub(beforeBalance);
|
||||
}
|
||||
|
||||
function _swap(
|
||||
uint _amountIn,
|
||||
address _tokenIn,
|
||||
address _tokenOut,
|
||||
IWooPP pool
|
||||
) internal {
|
||||
address quoteToken = pool.quoteToken();
|
||||
if (_tokenIn == quoteToken) {
|
||||
pool.sellQuote(
|
||||
_tokenOut,
|
||||
_amountIn,
|
||||
1,
|
||||
address(this),
|
||||
rebateAddress
|
||||
);
|
||||
} else if (_tokenOut == quoteToken) {
|
||||
pool.sellBase(
|
||||
_tokenIn,
|
||||
_amountIn,
|
||||
1,
|
||||
address(this),
|
||||
rebateAddress
|
||||
);
|
||||
} else {
|
||||
uint256 quoteAmount = pool.sellBase(
|
||||
_tokenIn,
|
||||
_amountIn,
|
||||
0,
|
||||
address(this),
|
||||
rebateAddress
|
||||
);
|
||||
IERC20TokenV06(pool.quoteToken()).approveIfBelow(address(pool), quoteAmount);
|
||||
pool.sellQuote(
|
||||
_tokenOut,
|
||||
quoteAmount,
|
||||
1,
|
||||
address(this),
|
||||
rebateAddress
|
||||
);
|
||||
}
|
||||
}
|
||||
|
||||
}
|
||||
@@ -1,8 +0,0 @@
|
||||
[default]
|
||||
src = 'contracts/src'
|
||||
out = 'foundry-artifacts'
|
||||
test = 'contracts/test/foundry'
|
||||
libs = ["contracts/deps/", "../utils/contracts/src/"]
|
||||
remappings = ['@0x/contracts-utils/=../utils/', '@0x/contracts-erc20/=../erc20/', 'src/=./contracts/src']
|
||||
cache_path = 'foundry-cache'
|
||||
optimizer_runs = 1000000
|
||||
@@ -1,6 +1,6 @@
|
||||
{
|
||||
"name": "@0x/contracts-zero-ex",
|
||||
"version": "0.36.5",
|
||||
"version": "0.33.0",
|
||||
"engines": {
|
||||
"node": ">=6.12"
|
||||
},
|
||||
@@ -38,13 +38,12 @@
|
||||
"docs:md": "ts-doc-gen --sourceDir='$PROJECT_FILES' --output=$MD_FILE_DIR --fileExtension=mdx --tsconfig=./typedoc-tsconfig.json",
|
||||
"docs:json": "typedoc --excludePrivate --excludeExternals --excludeProtected --ignoreCompilerErrors --target ES5 --tsconfig typedoc-tsconfig.json --json $JSON_FILE_PATH $PROJECT_FILES",
|
||||
"publish:private": "yarn build && gitpkg publish",
|
||||
"rollback": "node ./lib/scripts/rollback.js",
|
||||
"typechain": "typechain --target=ethers-v5 --out-dir='typechain-wrappers' './foundry-artifacts/**/*.json'"
|
||||
"rollback": "node ./lib/scripts/rollback.js"
|
||||
},
|
||||
"config": {
|
||||
"publicInterfaceContracts": "IZeroEx,ZeroEx,FullMigration,InitialMigration,IFlashWallet,IERC20Transformer,IOwnableFeature,ISimpleFunctionRegistryFeature,ITransformERC20Feature,FillQuoteTransformer,PayTakerTransformer,PositiveSlippageFeeTransformer,WethTransformer,OwnableFeature,SimpleFunctionRegistryFeature,TransformERC20Feature,AffiliateFeeTransformer,MetaTransactionsFeature,LogMetadataTransformer,LiquidityProviderFeature,ILiquidityProviderFeature,NativeOrdersFeature,INativeOrdersFeature,FeeCollectorController,FeeCollector,CurveLiquidityProvider,BatchFillNativeOrdersFeature,IBatchFillNativeOrdersFeature,MultiplexFeature,IMultiplexFeature,OtcOrdersFeature,IOtcOrdersFeature,AvalancheBridgeAdapter,BSCBridgeAdapter,CeloBridgeAdapter,EthereumBridgeAdapter,FantomBridgeAdapter,OptimismBridgeAdapter,PolygonBridgeAdapter",
|
||||
"abis:comment": "This list is auto-generated by contracts-gen. Don't edit manually.",
|
||||
"abis": "./test/generated-artifacts/@(AbstractBridgeAdapter|AffiliateFeeTransformer|AvalancheBridgeAdapter|BSCBridgeAdapter|BatchFillNativeOrdersFeature|BootstrapFeature|BridgeProtocols|CeloBridgeAdapter|CurveLiquidityProvider|ERC1155OrdersFeature|ERC165Feature|ERC721OrdersFeature|EthereumBridgeAdapter|FantomBridgeAdapter|FeeCollector|FeeCollectorController|FillQuoteTransformer|FixinCommon|FixinEIP712|FixinERC1155Spender|FixinERC721Spender|FixinProtocolFees|FixinReentrancyGuard|FixinTokenSpender|FlashWallet|FullMigration|FundRecoveryFeature|IBatchFillNativeOrdersFeature|IBootstrapFeature|IBridgeAdapter|IERC1155OrdersFeature|IERC1155Token|IERC165Feature|IERC20Bridge|IERC20Transformer|IERC721OrdersFeature|IERC721Token|IFeature|IFeeRecipient|IFlashWallet|IFundRecoveryFeature|ILiquidityProvider|ILiquidityProviderFeature|ILiquidityProviderSandbox|IMetaTransactionsFeature|IMooniswapPool|IMultiplexFeature|INativeOrdersEvents|INativeOrdersFeature|IOtcOrdersFeature|IOwnableFeature|IPancakeSwapFeature|IPropertyValidator|ISimpleFunctionRegistryFeature|IStaking|ITakerCallback|ITestSimpleFunctionRegistryFeature|ITokenSpenderFeature|ITransformERC20Feature|IUniswapFeature|IUniswapV2Pair|IUniswapV3Feature|IUniswapV3Pool|IZeroEx|InitialMigration|LibBootstrap|LibCommonRichErrors|LibERC1155OrdersStorage|LibERC20Transformer|LibERC721OrdersStorage|LibFeeCollector|LibLiquidityProviderRichErrors|LibMetaTransactionsRichErrors|LibMetaTransactionsStorage|LibMigrate|LibNFTOrder|LibNFTOrdersRichErrors|LibNativeOrder|LibNativeOrdersRichErrors|LibNativeOrdersStorage|LibOtcOrdersStorage|LibOwnableRichErrors|LibOwnableStorage|LibProxyRichErrors|LibProxyStorage|LibReentrancyGuardStorage|LibSignature|LibSignatureRichErrors|LibSimpleFunctionRegistryRichErrors|LibSimpleFunctionRegistryStorage|LibStorage|LibTransformERC20RichErrors|LibTransformERC20Storage|LibWalletRichErrors|LiquidityProviderFeature|LiquidityProviderSandbox|LogMetadataTransformer|MetaTransactionsFeature|MixinAaveV2|MixinBalancer|MixinBalancerV2|MixinBalancerV2Batch|MixinBancor|MixinBancorV3|MixinCompound|MixinCryptoCom|MixinCurve|MixinCurveV2|MixinDodo|MixinDodoV2|MixinGMX|MixinKyberDmm|MixinLido|MixinMStable|MixinMakerPSM|MixinMooniswap|MixinNerve|MixinPlatypus|MixinShell|MixinSynthetix|MixinUniswap|MixinUniswapV2|MixinUniswapV3|MixinVelodrome|MixinZeroExBridge|MooniswapLiquidityProvider|MultiplexFeature|MultiplexLiquidityProvider|MultiplexOtc|MultiplexRfq|MultiplexTransformERC20|MultiplexUniswapV2|MultiplexUniswapV3|NFTOrders|NativeOrdersCancellation|NativeOrdersFeature|NativeOrdersInfo|NativeOrdersProtocolFees|NativeOrdersSettlement|OptimismBridgeAdapter|OtcOrdersFeature|OwnableFeature|PancakeSwapFeature|PayTakerTransformer|PermissionlessTransformerDeployer|PolygonBridgeAdapter|PositiveSlippageFeeTransformer|SimpleFunctionRegistryFeature|TestBridge|TestCallTarget|TestCurve|TestDelegateCaller|TestFeeCollectorController|TestFeeRecipient|TestFillQuoteTransformerBridge|TestFillQuoteTransformerExchange|TestFillQuoteTransformerHost|TestFixinProtocolFees|TestFixinTokenSpender|TestFullMigration|TestInitialMigration|TestLibNativeOrder|TestLibSignature|TestLiquidityProvider|TestMetaTransactionsNativeOrdersFeature|TestMetaTransactionsTransformERC20Feature|TestMigrator|TestMintTokenERC20Transformer|TestMintableERC1155Token|TestMintableERC20Token|TestMintableERC721Token|TestMooniswap|TestNFTOrderPresigner|TestNativeOrdersFeature|TestNoEthRecipient|TestOrderSignerRegistryWithContractWallet|TestPermissionlessTransformerDeployerSuicidal|TestPermissionlessTransformerDeployerTransformer|TestPropertyValidator|TestRfqOriginRegistration|TestSimpleFunctionRegistryFeatureImpl1|TestSimpleFunctionRegistryFeatureImpl2|TestStaking|TestTokenSpenderERC20Token|TestTransformERC20|TestTransformerBase|TestTransformerDeployerTransformer|TestTransformerHost|TestUniswapV2Factory|TestUniswapV2Pool|TestUniswapV3Factory|TestUniswapV3Feature|TestUniswapV3Pool|TestWeth|TestWethTransformerHost|TestZeroExFeature|TransformERC20Feature|Transformer|TransformerDeployer|UniswapFeature|UniswapV3Feature|WethTransformer|ZeroEx|ZeroExOptimized).json"
|
||||
"abis": "./test/generated-artifacts/@(AffiliateFeeTransformer|AvalancheBridgeAdapter|BSCBridgeAdapter|BatchFillNativeOrdersFeature|BootstrapFeature|BridgeProtocols|CeloBridgeAdapter|CurveLiquidityProvider|ERC1155OrdersFeature|ERC165Feature|ERC721OrdersFeature|EthereumBridgeAdapter|EthereumSubAdapter1|FantomBridgeAdapter|FeeCollector|FeeCollectorController|FillQuoteTransformer|FixinCommon|FixinEIP712|FixinERC1155Spender|FixinERC721Spender|FixinProtocolFees|FixinReentrancyGuard|FixinTokenSpender|FlashWallet|FullMigration|FundRecoveryFeature|IBatchFillNativeOrdersFeature|IBootstrapFeature|IBridgeAdapter|IERC1155OrdersFeature|IERC1155Token|IERC165Feature|IERC20Bridge|IERC20Transformer|IERC721OrdersFeature|IERC721Token|IFeature|IFeeRecipient|IFlashWallet|IFundRecoveryFeature|ILiquidityProvider|ILiquidityProviderFeature|ILiquidityProviderSandbox|IMetaTransactionsFeature|IMooniswapPool|IMultiplexFeature|INativeOrdersEvents|INativeOrdersFeature|IOtcOrdersFeature|IOwnableFeature|IPancakeSwapFeature|IPropertyValidator|ISimpleFunctionRegistryFeature|IStaking|ITakerCallback|ITestSimpleFunctionRegistryFeature|ITokenSpenderFeature|ITransformERC20Feature|IUniswapFeature|IUniswapV2Pair|IUniswapV3Feature|IUniswapV3Pool|IZeroEx|InitialMigration|LibBootstrap|LibCommonRichErrors|LibERC1155OrdersStorage|LibERC20Transformer|LibERC721OrdersStorage|LibFeeCollector|LibLiquidityProviderRichErrors|LibMetaTransactionsRichErrors|LibMetaTransactionsStorage|LibMigrate|LibNFTOrder|LibNFTOrdersRichErrors|LibNativeOrder|LibNativeOrdersRichErrors|LibNativeOrdersStorage|LibOtcOrdersStorage|LibOwnableRichErrors|LibOwnableStorage|LibProxyRichErrors|LibProxyStorage|LibReentrancyGuardStorage|LibSignature|LibSignatureRichErrors|LibSimpleFunctionRegistryRichErrors|LibSimpleFunctionRegistryStorage|LibStorage|LibTransformERC20RichErrors|LibTransformERC20Storage|LibWalletRichErrors|LiquidityProviderFeature|LiquidityProviderSandbox|LogMetadataTransformer|MetaTransactionsFeature|MixinAaveV2|MixinBalancer|MixinBalancerV2|MixinBalancerV2Batch|MixinBancor|MixinCompound|MixinCryptoCom|MixinCurve|MixinCurveV2|MixinDodo|MixinDodoV2|MixinGMX|MixinKyberDmm|MixinLido|MixinMStable|MixinMakerPSM|MixinMooniswap|MixinNerve|MixinPlatypus|MixinShell|MixinUniswap|MixinUniswapV2|MixinUniswapV3|MixinZeroExBridge|MooniswapLiquidityProvider|MultiplexFeature|MultiplexLiquidityProvider|MultiplexOtc|MultiplexRfq|MultiplexTransformERC20|MultiplexUniswapV2|MultiplexUniswapV3|NFTOrders|NativeOrdersCancellation|NativeOrdersFeature|NativeOrdersInfo|NativeOrdersProtocolFees|NativeOrdersSettlement|OptimismBridgeAdapter|OtcOrdersFeature|OwnableFeature|PancakeSwapFeature|PayTakerTransformer|PermissionlessTransformerDeployer|PolygonBridgeAdapter|PositiveSlippageFeeTransformer|SimpleFunctionRegistryFeature|TestBridge|TestCallTarget|TestCurve|TestDelegateCaller|TestFeeCollectorController|TestFeeRecipient|TestFillQuoteTransformerBridge|TestFillQuoteTransformerExchange|TestFillQuoteTransformerHost|TestFixinProtocolFees|TestFixinTokenSpender|TestFullMigration|TestInitialMigration|TestLibNativeOrder|TestLibSignature|TestLiquidityProvider|TestMetaTransactionsNativeOrdersFeature|TestMetaTransactionsTransformERC20Feature|TestMigrator|TestMintTokenERC20Transformer|TestMintableERC1155Token|TestMintableERC20Token|TestMintableERC721Token|TestMooniswap|TestNFTOrderPresigner|TestNativeOrdersFeature|TestNoEthRecipient|TestOrderSignerRegistryWithContractWallet|TestPermissionlessTransformerDeployerSuicidal|TestPermissionlessTransformerDeployerTransformer|TestPropertyValidator|TestRfqOriginRegistration|TestSimpleFunctionRegistryFeatureImpl1|TestSimpleFunctionRegistryFeatureImpl2|TestStaking|TestTokenSpenderERC20Token|TestTransformERC20|TestTransformerBase|TestTransformerDeployerTransformer|TestTransformerHost|TestUniswapV2Factory|TestUniswapV2Pool|TestUniswapV3Factory|TestUniswapV3Feature|TestUniswapV3Pool|TestWeth|TestWethTransformerHost|TestZeroExFeature|TransformERC20Feature|Transformer|TransformerDeployer|UniswapFeature|UniswapV3Feature|WethTransformer|ZeroEx|ZeroExOptimized).json"
|
||||
},
|
||||
"repository": {
|
||||
"type": "git",
|
||||
@@ -56,17 +55,16 @@
|
||||
},
|
||||
"homepage": "https://github.com/0xProject/protocol/tree/main/contracts/zero-ex",
|
||||
"devDependencies": {
|
||||
"@0x/abi-gen": "^5.8.1",
|
||||
"@0x/contract-addresses": "^6.21.0",
|
||||
"@0x/contracts-erc20": "^3.3.38",
|
||||
"@0x/contracts-gen": "^2.0.47",
|
||||
"@0x/contracts-test-utils": "^5.4.29",
|
||||
"@0x/dev-utils": "^5.0.0",
|
||||
"@0x/abi-gen": "^5.8.0",
|
||||
"@0x/contract-addresses": "^6.14.0",
|
||||
"@0x/contracts-erc20": "^3.3.30",
|
||||
"@0x/contracts-gen": "^2.0.46",
|
||||
"@0x/contracts-test-utils": "^5.4.21",
|
||||
"@0x/dev-utils": "^4.2.14",
|
||||
"@0x/order-utils": "^10.4.28",
|
||||
"@0x/sol-compiler": "^4.8.2",
|
||||
"@0x/sol-compiler": "^4.8.1",
|
||||
"@0x/ts-doc-gen": "^0.0.28",
|
||||
"@0x/tslint-config": "^4.1.4",
|
||||
"@typechain/ethers-v5": "^10.0.0",
|
||||
"@types/isomorphic-fetch": "^0.0.35",
|
||||
"@types/lodash": "4.14.104",
|
||||
"@types/mocha": "^5.2.7",
|
||||
@@ -80,19 +78,18 @@
|
||||
"solhint": "^1.4.1",
|
||||
"truffle": "^5.0.32",
|
||||
"tslint": "5.11.0",
|
||||
"typechain": "^8.0.0",
|
||||
"typedoc": "~0.16.11",
|
||||
"typescript": "4.6.3"
|
||||
},
|
||||
"dependencies": {
|
||||
"@0x/base-contract": "^7.0.0",
|
||||
"@0x/protocol-utils": "^11.16.5",
|
||||
"@0x/subproviders": "^7.0.0",
|
||||
"@0x/base-contract": "^6.5.0",
|
||||
"@0x/protocol-utils": "^11.13.0",
|
||||
"@0x/subproviders": "^6.6.5",
|
||||
"@0x/types": "^3.3.6",
|
||||
"@0x/typescript-typings": "^5.3.1",
|
||||
"@0x/utils": "^7.0.0",
|
||||
"@0x/web3-wrapper": "^8.0.0",
|
||||
"ethereum-types": "^3.7.1",
|
||||
"@0x/utils": "^6.5.3",
|
||||
"@0x/web3-wrapper": "^7.6.5",
|
||||
"ethereum-types": "^3.7.0",
|
||||
"ethereumjs-util": "^7.0.10",
|
||||
"ethers": "~4.0.4"
|
||||
},
|
||||
|
||||
@@ -5,7 +5,6 @@
|
||||
*/
|
||||
import { ContractArtifact } from 'ethereum-types';
|
||||
|
||||
import * as AbstractBridgeAdapter from '../test/generated-artifacts/AbstractBridgeAdapter.json';
|
||||
import * as AffiliateFeeTransformer from '../test/generated-artifacts/AffiliateFeeTransformer.json';
|
||||
import * as AvalancheBridgeAdapter from '../test/generated-artifacts/AvalancheBridgeAdapter.json';
|
||||
import * as BatchFillNativeOrdersFeature from '../test/generated-artifacts/BatchFillNativeOrdersFeature.json';
|
||||
@@ -18,6 +17,7 @@ import * as ERC1155OrdersFeature from '../test/generated-artifacts/ERC1155Orders
|
||||
import * as ERC165Feature from '../test/generated-artifacts/ERC165Feature.json';
|
||||
import * as ERC721OrdersFeature from '../test/generated-artifacts/ERC721OrdersFeature.json';
|
||||
import * as EthereumBridgeAdapter from '../test/generated-artifacts/EthereumBridgeAdapter.json';
|
||||
import * as EthereumSubAdapter1 from '../test/generated-artifacts/EthereumSubAdapter1.json';
|
||||
import * as FantomBridgeAdapter from '../test/generated-artifacts/FantomBridgeAdapter.json';
|
||||
import * as FeeCollector from '../test/generated-artifacts/FeeCollector.json';
|
||||
import * as FeeCollectorController from '../test/generated-artifacts/FeeCollectorController.json';
|
||||
@@ -108,7 +108,6 @@ import * as MixinBalancer from '../test/generated-artifacts/MixinBalancer.json';
|
||||
import * as MixinBalancerV2 from '../test/generated-artifacts/MixinBalancerV2.json';
|
||||
import * as MixinBalancerV2Batch from '../test/generated-artifacts/MixinBalancerV2Batch.json';
|
||||
import * as MixinBancor from '../test/generated-artifacts/MixinBancor.json';
|
||||
import * as MixinBancorV3 from '../test/generated-artifacts/MixinBancorV3.json';
|
||||
import * as MixinCompound from '../test/generated-artifacts/MixinCompound.json';
|
||||
import * as MixinCryptoCom from '../test/generated-artifacts/MixinCryptoCom.json';
|
||||
import * as MixinCurve from '../test/generated-artifacts/MixinCurve.json';
|
||||
@@ -124,11 +123,9 @@ import * as MixinMStable from '../test/generated-artifacts/MixinMStable.json';
|
||||
import * as MixinNerve from '../test/generated-artifacts/MixinNerve.json';
|
||||
import * as MixinPlatypus from '../test/generated-artifacts/MixinPlatypus.json';
|
||||
import * as MixinShell from '../test/generated-artifacts/MixinShell.json';
|
||||
import * as MixinSynthetix from '../test/generated-artifacts/MixinSynthetix.json';
|
||||
import * as MixinUniswap from '../test/generated-artifacts/MixinUniswap.json';
|
||||
import * as MixinUniswapV2 from '../test/generated-artifacts/MixinUniswapV2.json';
|
||||
import * as MixinUniswapV3 from '../test/generated-artifacts/MixinUniswapV3.json';
|
||||
import * as MixinVelodrome from '../test/generated-artifacts/MixinVelodrome.json';
|
||||
import * as MixinZeroExBridge from '../test/generated-artifacts/MixinZeroExBridge.json';
|
||||
import * as MooniswapLiquidityProvider from '../test/generated-artifacts/MooniswapLiquidityProvider.json';
|
||||
import * as MultiplexFeature from '../test/generated-artifacts/MultiplexFeature.json';
|
||||
@@ -317,12 +314,12 @@ export const artifacts = {
|
||||
PositiveSlippageFeeTransformer: PositiveSlippageFeeTransformer as ContractArtifact,
|
||||
Transformer: Transformer as ContractArtifact,
|
||||
WethTransformer: WethTransformer as ContractArtifact,
|
||||
AbstractBridgeAdapter: AbstractBridgeAdapter as ContractArtifact,
|
||||
AvalancheBridgeAdapter: AvalancheBridgeAdapter as ContractArtifact,
|
||||
BSCBridgeAdapter: BSCBridgeAdapter as ContractArtifact,
|
||||
BridgeProtocols: BridgeProtocols as ContractArtifact,
|
||||
CeloBridgeAdapter: CeloBridgeAdapter as ContractArtifact,
|
||||
EthereumBridgeAdapter: EthereumBridgeAdapter as ContractArtifact,
|
||||
EthereumSubAdapter1: EthereumSubAdapter1 as ContractArtifact,
|
||||
FantomBridgeAdapter: FantomBridgeAdapter as ContractArtifact,
|
||||
IBridgeAdapter: IBridgeAdapter as ContractArtifact,
|
||||
OptimismBridgeAdapter: OptimismBridgeAdapter as ContractArtifact,
|
||||
@@ -332,7 +329,6 @@ export const artifacts = {
|
||||
MixinBalancerV2: MixinBalancerV2 as ContractArtifact,
|
||||
MixinBalancerV2Batch: MixinBalancerV2Batch as ContractArtifact,
|
||||
MixinBancor: MixinBancor as ContractArtifact,
|
||||
MixinBancorV3: MixinBancorV3 as ContractArtifact,
|
||||
MixinCompound: MixinCompound as ContractArtifact,
|
||||
MixinCryptoCom: MixinCryptoCom as ContractArtifact,
|
||||
MixinCurve: MixinCurve as ContractArtifact,
|
||||
@@ -348,11 +344,9 @@ export const artifacts = {
|
||||
MixinNerve: MixinNerve as ContractArtifact,
|
||||
MixinPlatypus: MixinPlatypus as ContractArtifact,
|
||||
MixinShell: MixinShell as ContractArtifact,
|
||||
MixinSynthetix: MixinSynthetix as ContractArtifact,
|
||||
MixinUniswap: MixinUniswap as ContractArtifact,
|
||||
MixinUniswapV2: MixinUniswapV2 as ContractArtifact,
|
||||
MixinUniswapV3: MixinUniswapV3 as ContractArtifact,
|
||||
MixinVelodrome: MixinVelodrome as ContractArtifact,
|
||||
MixinZeroExBridge: MixinZeroExBridge as ContractArtifact,
|
||||
IERC1155Token: IERC1155Token as ContractArtifact,
|
||||
IERC721Token: IERC721Token as ContractArtifact,
|
||||
|
||||
@@ -30,7 +30,7 @@ blockchainTests.resets('MetaTransactions feature', env => {
|
||||
let maker: string;
|
||||
let sender: string;
|
||||
let notSigner: string;
|
||||
const signers: string[] = [];
|
||||
let signers: string[];
|
||||
let zeroEx: IZeroExContract;
|
||||
let feature: MetaTransactionsFeatureContract;
|
||||
let feeToken: TestMintableERC20TokenContract;
|
||||
@@ -45,8 +45,7 @@ blockchainTests.resets('MetaTransactions feature', env => {
|
||||
const REENTRANCY_FLAG_MTX = 0x1;
|
||||
|
||||
before(async () => {
|
||||
let possibleSigners: string[];
|
||||
[owner, maker, sender, notSigner, ...possibleSigners] = await env.getAccountAddressesAsync();
|
||||
[owner, maker, sender, notSigner, ...signers] = await env.getAccountAddressesAsync();
|
||||
transformERC20Feature = await TestMetaTransactionsTransformERC20FeatureContract.deployFrom0xArtifactAsync(
|
||||
artifacts.TestMetaTransactionsTransformERC20Feature,
|
||||
env.provider,
|
||||
@@ -75,26 +74,20 @@ blockchainTests.resets('MetaTransactions feature', env => {
|
||||
env.txDefaults,
|
||||
{},
|
||||
);
|
||||
|
||||
// some accounts returned can be unfunded
|
||||
for (const possibleSigner of possibleSigners) {
|
||||
const balance = await env.web3Wrapper.getBalanceInWeiAsync(possibleSigner);
|
||||
if (balance.isGreaterThan(0)) {
|
||||
signers.push(possibleSigner);
|
||||
await feeToken
|
||||
.approve(zeroEx.address, MAX_FEE_AMOUNT)
|
||||
.awaitTransactionSuccessAsync({ from: possibleSigner });
|
||||
await feeToken.mint(possibleSigner, MAX_FEE_AMOUNT).awaitTransactionSuccessAsync();
|
||||
}
|
||||
}
|
||||
// Fund signers with fee tokens.
|
||||
await Promise.all(
|
||||
signers.map(async signer => {
|
||||
await feeToken.mint(signer, MAX_FEE_AMOUNT).awaitTransactionSuccessAsync();
|
||||
await feeToken.approve(zeroEx.address, MAX_FEE_AMOUNT).awaitTransactionSuccessAsync({ from: signer });
|
||||
}),
|
||||
);
|
||||
});
|
||||
|
||||
function getRandomMetaTransaction(fields: Partial<MetaTransactionFields> = {}): MetaTransaction {
|
||||
return new MetaTransaction({
|
||||
signer: _.sampleSize(signers)[0],
|
||||
sender,
|
||||
// TODO: dekz Ganache gasPrice opcode is returning 0, cannot influence it up to test this case
|
||||
minGasPrice: ZERO_AMOUNT,
|
||||
minGasPrice: getRandomInteger('2', '1e9'),
|
||||
maxGasPrice: getRandomInteger('1e9', '100e9'),
|
||||
expirationTimeSeconds: new BigNumber(Math.floor(_.now() / 1000) + 360),
|
||||
salt: new BigNumber(hexUtils.random()),
|
||||
@@ -152,7 +145,6 @@ blockchainTests.resets('MetaTransactions feature', env => {
|
||||
gasPrice: mtx.minGasPrice,
|
||||
value: mtx.value,
|
||||
};
|
||||
|
||||
const rawResult = await feature.executeMetaTransaction(mtx, signature).callAsync(callOpts);
|
||||
expect(rawResult).to.eq(RAW_ORDER_SUCCESS_RESULT);
|
||||
const receipt = await feature.executeMetaTransaction(mtx, signature).awaitTransactionSuccessAsync(callOpts);
|
||||
@@ -442,8 +434,7 @@ blockchainTests.resets('MetaTransactions feature', env => {
|
||||
);
|
||||
});
|
||||
|
||||
// Ganache gasPrice opcode is returning 0, cannot influence it up to test this case
|
||||
it.skip('fails if gas price too low', async () => {
|
||||
it('fails if gas price too low', async () => {
|
||||
const mtx = getRandomMetaTransaction();
|
||||
const mtxHash = mtx.getHash();
|
||||
const signature = await mtx.getSignatureWithProviderAsync(env.provider);
|
||||
@@ -462,8 +453,7 @@ blockchainTests.resets('MetaTransactions feature', env => {
|
||||
);
|
||||
});
|
||||
|
||||
// Ganache gasPrice opcode is returning 0, cannot influence it up to test this case
|
||||
it.skip('fails if gas price too high', async () => {
|
||||
it('fails if gas price too high', async () => {
|
||||
const mtx = getRandomMetaTransaction();
|
||||
const mtxHash = mtx.getHash();
|
||||
const signature = await mtx.getSignatureWithProviderAsync(env.provider);
|
||||
|
||||
@@ -938,8 +938,7 @@ blockchainTests.resets('NativeOrdersFeature', env => {
|
||||
);
|
||||
});
|
||||
|
||||
// TODO: dekz Ganache gasPrice opcode is returning 0, cannot influence it up to test this case
|
||||
it.skip('fails if no protocol fee attached', async () => {
|
||||
it('fails if no protocol fee attached', async () => {
|
||||
const order = getTestLimitOrder();
|
||||
await testUtils.prepareBalancesForOrdersAsync([order]);
|
||||
const tx = zeroEx
|
||||
|
||||
@@ -10,8 +10,7 @@ import {
|
||||
TestWethContract,
|
||||
} from './wrappers';
|
||||
|
||||
// TODO: dekz Ganache gasPrice opcode is returning 0, cannot influence it up to test this case
|
||||
blockchainTests.resets.skip('ProtocolFees', env => {
|
||||
blockchainTests.resets('ProtocolFees', env => {
|
||||
const FEE_MULTIPLIER = 70e3;
|
||||
let taker: string;
|
||||
let unauthorized: string;
|
||||
@@ -63,7 +62,7 @@ blockchainTests.resets.skip('ProtocolFees', env => {
|
||||
it('should disallow unauthorized initialization', async () => {
|
||||
const pool = hexUtils.random();
|
||||
|
||||
await protocolFees.collectProtocolFee(pool).awaitTransactionSuccessAsync({ value: 1e9 });
|
||||
await protocolFees.collectProtocolFee(pool).awaitTransactionSuccessAsync({ value: singleFeeAmount });
|
||||
await protocolFees.transferFeesForPool(pool).awaitTransactionSuccessAsync();
|
||||
|
||||
const feeCollector = new FeeCollectorContract(
|
||||
@@ -90,7 +89,6 @@ blockchainTests.resets.skip('ProtocolFees', env => {
|
||||
feeCollector2Address = await protocolFees.getFeeCollector(pool2).callAsync();
|
||||
});
|
||||
|
||||
// Ganache gasPrice opcode is returning 0, cannot influence it up to test this case
|
||||
it('should revert if insufficient ETH transferred', async () => {
|
||||
const tooLittle = singleFeeAmount.minus(1);
|
||||
const tx = protocolFees.collectProtocolFee(pool1).awaitTransactionSuccessAsync({ value: tooLittle });
|
||||
|
||||
@@ -52,8 +52,7 @@ blockchainTests.resets('FillQuoteTransformer', env => {
|
||||
let singleProtocolFee: BigNumber;
|
||||
|
||||
const GAS_PRICE = 1337;
|
||||
// Left half is 0, corresponding to BridgeProtocol.Unknown
|
||||
const TEST_BRIDGE_SOURCE = hexUtils.leftPad(hexUtils.random(16), 32);
|
||||
const TEST_BRIDGE_SOURCE = hexUtils.random(32);
|
||||
const HIGH_BIT = new BigNumber(2).pow(255);
|
||||
const REVERT_AMOUNT = new BigNumber('0xdeadbeef');
|
||||
|
||||
|
||||
@@ -3,7 +3,6 @@
|
||||
* Warning: This file is auto-generated by contracts-gen. Don't edit manually.
|
||||
* -----------------------------------------------------------------------------
|
||||
*/
|
||||
export * from '../test/generated-wrappers/abstract_bridge_adapter';
|
||||
export * from '../test/generated-wrappers/affiliate_fee_transformer';
|
||||
export * from '../test/generated-wrappers/avalanche_bridge_adapter';
|
||||
export * from '../test/generated-wrappers/b_s_c_bridge_adapter';
|
||||
@@ -16,6 +15,7 @@ export * from '../test/generated-wrappers/erc1155_orders_feature';
|
||||
export * from '../test/generated-wrappers/erc165_feature';
|
||||
export * from '../test/generated-wrappers/erc721_orders_feature';
|
||||
export * from '../test/generated-wrappers/ethereum_bridge_adapter';
|
||||
export * from '../test/generated-wrappers/ethereum_sub_adapter1';
|
||||
export * from '../test/generated-wrappers/fantom_bridge_adapter';
|
||||
export * from '../test/generated-wrappers/fee_collector';
|
||||
export * from '../test/generated-wrappers/fee_collector_controller';
|
||||
@@ -106,7 +106,6 @@ export * from '../test/generated-wrappers/mixin_balancer';
|
||||
export * from '../test/generated-wrappers/mixin_balancer_v2';
|
||||
export * from '../test/generated-wrappers/mixin_balancer_v2_batch';
|
||||
export * from '../test/generated-wrappers/mixin_bancor';
|
||||
export * from '../test/generated-wrappers/mixin_bancor_v3';
|
||||
export * from '../test/generated-wrappers/mixin_compound';
|
||||
export * from '../test/generated-wrappers/mixin_crypto_com';
|
||||
export * from '../test/generated-wrappers/mixin_curve';
|
||||
@@ -122,11 +121,9 @@ export * from '../test/generated-wrappers/mixin_mooniswap';
|
||||
export * from '../test/generated-wrappers/mixin_nerve';
|
||||
export * from '../test/generated-wrappers/mixin_platypus';
|
||||
export * from '../test/generated-wrappers/mixin_shell';
|
||||
export * from '../test/generated-wrappers/mixin_synthetix';
|
||||
export * from '../test/generated-wrappers/mixin_uniswap';
|
||||
export * from '../test/generated-wrappers/mixin_uniswap_v2';
|
||||
export * from '../test/generated-wrappers/mixin_uniswap_v3';
|
||||
export * from '../test/generated-wrappers/mixin_velodrome';
|
||||
export * from '../test/generated-wrappers/mixin_zero_ex_bridge';
|
||||
export * from '../test/generated-wrappers/mooniswap_liquidity_provider';
|
||||
export * from '../test/generated-wrappers/multiplex_feature';
|
||||
|
||||
@@ -42,7 +42,6 @@
|
||||
"generated-artifacts/TransformERC20Feature.json",
|
||||
"generated-artifacts/WethTransformer.json",
|
||||
"generated-artifacts/ZeroEx.json",
|
||||
"test/generated-artifacts/AbstractBridgeAdapter.json",
|
||||
"test/generated-artifacts/AffiliateFeeTransformer.json",
|
||||
"test/generated-artifacts/AvalancheBridgeAdapter.json",
|
||||
"test/generated-artifacts/BSCBridgeAdapter.json",
|
||||
@@ -55,6 +54,7 @@
|
||||
"test/generated-artifacts/ERC165Feature.json",
|
||||
"test/generated-artifacts/ERC721OrdersFeature.json",
|
||||
"test/generated-artifacts/EthereumBridgeAdapter.json",
|
||||
"test/generated-artifacts/EthereumSubAdapter1.json",
|
||||
"test/generated-artifacts/FantomBridgeAdapter.json",
|
||||
"test/generated-artifacts/FeeCollector.json",
|
||||
"test/generated-artifacts/FeeCollectorController.json",
|
||||
@@ -145,7 +145,6 @@
|
||||
"test/generated-artifacts/MixinBalancerV2.json",
|
||||
"test/generated-artifacts/MixinBalancerV2Batch.json",
|
||||
"test/generated-artifacts/MixinBancor.json",
|
||||
"test/generated-artifacts/MixinBancorV3.json",
|
||||
"test/generated-artifacts/MixinCompound.json",
|
||||
"test/generated-artifacts/MixinCryptoCom.json",
|
||||
"test/generated-artifacts/MixinCurve.json",
|
||||
@@ -161,11 +160,9 @@
|
||||
"test/generated-artifacts/MixinNerve.json",
|
||||
"test/generated-artifacts/MixinPlatypus.json",
|
||||
"test/generated-artifacts/MixinShell.json",
|
||||
"test/generated-artifacts/MixinSynthetix.json",
|
||||
"test/generated-artifacts/MixinUniswap.json",
|
||||
"test/generated-artifacts/MixinUniswapV2.json",
|
||||
"test/generated-artifacts/MixinUniswapV3.json",
|
||||
"test/generated-artifacts/MixinVelodrome.json",
|
||||
"test/generated-artifacts/MixinZeroExBridge.json",
|
||||
"test/generated-artifacts/MooniswapLiquidityProvider.json",
|
||||
"test/generated-artifacts/MultiplexFeature.json",
|
||||
|
||||
@@ -52,10 +52,10 @@
|
||||
},
|
||||
"config": {
|
||||
"contractsPackages": "@0x/contracts-erc20 @0x/contracts-test-utils @0x/contracts-utils @0x/contracts-zero-ex @0x/contracts-treasury",
|
||||
"nonContractPackages": "@0x/contract-wrappers @0x/contract-addresses @0x/contract-artifacts @0x/contract-wrappers-test",
|
||||
"nonContractPackages": "@0x/migrations @0x/contract-wrappers @0x/contract-addresses @0x/contract-artifacts @0x/contract-wrappers-test @0x/asset-swapper",
|
||||
"ignoreTestsForPackages": "",
|
||||
"mnemonic": "concert load couple harbor equip island argue ramp clarify fence smart topic",
|
||||
"packagesWithDocPages": "@0x/contract-wrappers",
|
||||
"packagesWithDocPages": "@0x/contract-wrappers @0x/migrations",
|
||||
"ignoreDependencyVersions": "@types/styled-components @types/node",
|
||||
"ignoreDependencyVersionsForPackage": "contract-wrappers"
|
||||
},
|
||||
@@ -75,6 +75,7 @@
|
||||
"wsrun": "^5.2.4"
|
||||
},
|
||||
"resolutions": {
|
||||
"merkle-patricia-tree": "3.0.0",
|
||||
"**/bignumber.js": "^9.0.2"
|
||||
}
|
||||
}
|
||||
|
||||
@@ -1,179 +1,12 @@
|
||||
[
|
||||
{
|
||||
"version": "16.66.4",
|
||||
"changes": [
|
||||
{
|
||||
"note": "Offboard Cream",
|
||||
"pr": 546
|
||||
},
|
||||
{
|
||||
"note": "Change WooFi gas estimates",
|
||||
"pr": 551
|
||||
}
|
||||
],
|
||||
"timestamp": 1661145612
|
||||
},
|
||||
{
|
||||
"timestamp": 1660093941,
|
||||
"version": "16.66.3",
|
||||
"changes": [
|
||||
{
|
||||
"note": "Dependencies updated"
|
||||
}
|
||||
]
|
||||
},
|
||||
{
|
||||
"version": "16.66.2",
|
||||
"changes": [
|
||||
{
|
||||
"note": "Upgrade dependency",
|
||||
"pr": 543
|
||||
}
|
||||
],
|
||||
"timestamp": 1660073235
|
||||
},
|
||||
{
|
||||
"version": "16.66.1",
|
||||
"changes": [
|
||||
{
|
||||
"note": "Upgrade dependency",
|
||||
"pr": 538
|
||||
}
|
||||
],
|
||||
"timestamp": 1659926840
|
||||
},
|
||||
{
|
||||
"version": "16.66.0",
|
||||
"changes": [
|
||||
{
|
||||
"note": "Add WOOFi support",
|
||||
"pr": 513
|
||||
}
|
||||
],
|
||||
"timestamp": 1659750766
|
||||
},
|
||||
{
|
||||
"version": "16.65.0",
|
||||
"changes": [
|
||||
{
|
||||
"note": "Use 0x gas api instead of eth gas station api",
|
||||
"pr": 532
|
||||
}
|
||||
],
|
||||
"timestamp": 1659391840
|
||||
},
|
||||
{
|
||||
"version": "16.64.0",
|
||||
"changes": [
|
||||
{
|
||||
"note": "Refactor `TokenAdjacency` and `TokenAdjacencyBuilder`",
|
||||
"pr": 517
|
||||
},
|
||||
{
|
||||
"note": "Add Synthetix support`",
|
||||
"pr": 518
|
||||
},
|
||||
{
|
||||
"note": "Replace Beethoven X subgraph URL",
|
||||
"pr": 519
|
||||
},
|
||||
{
|
||||
"note": "Remove Mooniswap on Ethereum mainnet",
|
||||
"pr": 529
|
||||
}
|
||||
],
|
||||
"timestamp": 1658950329
|
||||
},
|
||||
{
|
||||
"version": "16.63.1",
|
||||
"changes": [
|
||||
{
|
||||
"note": "Better error handling for balancer cache",
|
||||
"pr": 515
|
||||
}
|
||||
],
|
||||
"timestamp": 1657661207
|
||||
},
|
||||
{
|
||||
"version": "16.63.0",
|
||||
"changes": [
|
||||
{
|
||||
"note": "Remove JS router",
|
||||
"pr": 480
|
||||
},
|
||||
{
|
||||
"note": "Removed Median price in favour of best gas adjusted price",
|
||||
"pr": 480
|
||||
}
|
||||
],
|
||||
"timestamp": 1656491792
|
||||
},
|
||||
{
|
||||
"version": "16.62.2",
|
||||
"changes": [
|
||||
{
|
||||
"note": "Offboard Smoothy and ComethSwap",
|
||||
"pr": 509
|
||||
}
|
||||
]
|
||||
},
|
||||
{
|
||||
"version": "16.62.1",
|
||||
"changes": [
|
||||
{
|
||||
"note": "Remove nUSD from intermediate liquidity to save on sampler gas",
|
||||
"pr": 505
|
||||
}
|
||||
],
|
||||
"timestamp": 1655253622
|
||||
},
|
||||
{
|
||||
"version": "16.62.0",
|
||||
"changes": [
|
||||
{
|
||||
"note": "Add MDEX on BSC",
|
||||
"pr": 496
|
||||
},
|
||||
{
|
||||
"note": "Add KnightSwap on BSC",
|
||||
"pr": 498
|
||||
},
|
||||
{
|
||||
"note": "Add Velodrome support on Optimism",
|
||||
"pr": 494
|
||||
},
|
||||
{
|
||||
"note": "Do not send empty entries on Quote Report",
|
||||
"pr": 501
|
||||
},
|
||||
{
|
||||
"note": "KnightSwap/Mdex cosmetic change",
|
||||
"pr": 502
|
||||
},
|
||||
{
|
||||
"note": "Offboard JetSwap, CafeSwap, JulSwap, and PolyDex",
|
||||
"pr": 503
|
||||
}
|
||||
],
|
||||
"timestamp": 1655244958
|
||||
},
|
||||
{
|
||||
"version": "16.61.0",
|
||||
"changes": [
|
||||
{
|
||||
"note": "Add stETH wrap/unwrap support",
|
||||
"pr": 476
|
||||
},
|
||||
{
|
||||
"note": "Offboard/clean up Oasis, CoFix, and legacy Kyber",
|
||||
"pr": 482
|
||||
},
|
||||
{
|
||||
"note": "Add MeshSwap on Polygon",
|
||||
"pr": 491
|
||||
}
|
||||
],
|
||||
"timestamp": 1654284040
|
||||
]
|
||||
},
|
||||
{
|
||||
"version": "16.60.1",
|
||||
|
||||
@@ -5,70 +5,6 @@ Edit the package's CHANGELOG.json file only.
|
||||
|
||||
CHANGELOG
|
||||
|
||||
## v16.66.4 - _August 22, 2022_
|
||||
|
||||
* Offboard Cream (#546)
|
||||
* Change WooFi gas estimates (#551)
|
||||
|
||||
## v16.66.3 - _August 10, 2022_
|
||||
|
||||
* Dependencies updated
|
||||
|
||||
## v16.66.2 - _August 9, 2022_
|
||||
|
||||
* Upgrade dependency (#543)
|
||||
|
||||
## v16.66.1 - _August 8, 2022_
|
||||
|
||||
* Upgrade dependency (#538)
|
||||
|
||||
## v16.66.0 - _August 6, 2022_
|
||||
|
||||
* Add WOOFi support (#513)
|
||||
|
||||
## v16.65.0 - _August 1, 2022_
|
||||
|
||||
* Use 0x gas api instead of eth gas station api (#532)
|
||||
|
||||
## v16.64.0 - _July 27, 2022_
|
||||
|
||||
* Refactor `TokenAdjacency` and `TokenAdjacencyBuilder` (#517)
|
||||
* Add Synthetix support` (#518)
|
||||
* Replace Beethoven X subgraph URL (#519)
|
||||
* Remove Mooniswap on Ethereum mainnet (#529)
|
||||
|
||||
## v16.63.1 - _July 12, 2022_
|
||||
|
||||
* Better error handling for balancer cache (#515)
|
||||
|
||||
## v16.63.0 - _June 29, 2022_
|
||||
|
||||
* Remove JS router (#480)
|
||||
* Removed Median price in favour of best gas adjusted price (#480)
|
||||
|
||||
## v16.62.2 - _Invalid date_
|
||||
|
||||
* Offboard Smoothy and ComethSwap (#509)
|
||||
|
||||
## v16.62.1 - _June 15, 2022_
|
||||
|
||||
* Remove nUSD from intermediate liquidity to save on sampler gas (#505)
|
||||
|
||||
## v16.62.0 - _June 14, 2022_
|
||||
|
||||
* Add MDEX on BSC (#496)
|
||||
* Add KnightSwap on BSC (#498)
|
||||
* Add Velodrome support on Optimism (#494)
|
||||
* Do not send empty entries on Quote Report (#501)
|
||||
* KnightSwap/Mdex cosmetic change (#502)
|
||||
* Offboard JetSwap, CafeSwap, JulSwap, and PolyDex (#503)
|
||||
|
||||
## v16.61.0 - _June 3, 2022_
|
||||
|
||||
* Add stETH wrap/unwrap support (#476)
|
||||
* Offboard/clean up Oasis, CoFix, and legacy Kyber (#482)
|
||||
* Add MeshSwap on Polygon (#491)
|
||||
|
||||
## v16.60.1 - _May 19, 2022_
|
||||
|
||||
* Alias Balancer sor to the old version (#481)
|
||||
|
||||
@@ -1,5 +1,3 @@
|
||||
> :warning: **@0x/asset-swapper has been deprecated!** The `asset-swapper` code has been moved to [0x-api](https://github.com/0xProject/0x-api). Please do not open a PR with `asset-swapper` changes.
|
||||
|
||||
## @0x/asset-swapper
|
||||
|
||||
Convenience package for swapping assets represented on the Ethereum blockchain using 0x. The package helps to perform all the off-chain computations to execute a marketBuy or marketSell function execution with 0x exchange contracts, or 0x extension contracts. Given some liquidity (0x signed orders), it helps estimate the cost of buying or selling a certain asset (giving a range) and then provide varying consumable outputs to execute the buy or sell.
|
||||
|
||||
@@ -1,120 +0,0 @@
|
||||
// SPDX-License-Identifier: Apache-2.0
|
||||
/*
|
||||
|
||||
Copyright 2022 ZeroEx Intl.
|
||||
|
||||
Licensed under the Apache License, Version 2.0 (the "License");
|
||||
you may not use this file except in compliance with the License.
|
||||
You may obtain a copy of the License at
|
||||
|
||||
http://www.apache.org/licenses/LICENSE-2.0
|
||||
|
||||
Unless required by applicable law or agreed to in writing, software
|
||||
distributed under the License is distributed on an "AS IS" BASIS,
|
||||
WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
|
||||
See the License for the specific language governing permissions and
|
||||
limitations under the License.
|
||||
|
||||
*/
|
||||
|
||||
pragma solidity ^0.6;
|
||||
pragma experimental ABIEncoderV2;
|
||||
|
||||
import "./interfaces/IBancorV3.sol";
|
||||
|
||||
|
||||
contract BancorV3Sampler
|
||||
{
|
||||
/// @dev Gas limit for BancorV3 calls.
|
||||
uint256 constant private BancorV3_CALL_GAS = 150e3; // 150k
|
||||
|
||||
address constant public ETH = 0xEeeeeEeeeEeEeeEeEeEeeEEEeeeeEeeeeeeeEEeE;
|
||||
|
||||
/// @dev Sample sell quotes from BancorV3.
|
||||
/// @param weth The WETH contract address
|
||||
/// @param router Router to look up tokens and amounts
|
||||
/// @param path Token route. Should be takerToken -> makerToken
|
||||
/// @param takerTokenAmounts Taker token sell amount for each sample.
|
||||
/// @return makerTokenAmounts Maker amounts bought at each taker token
|
||||
/// amount.
|
||||
function sampleSellsFromBancorV3(
|
||||
address weth,
|
||||
address router,
|
||||
address[] memory path,
|
||||
uint256[] memory takerTokenAmounts
|
||||
)
|
||||
public
|
||||
view
|
||||
returns (uint256[] memory makerTokenAmounts)
|
||||
{
|
||||
uint256 numSamples = takerTokenAmounts.length;
|
||||
makerTokenAmounts = new uint256[](numSamples);
|
||||
|
||||
if(path[0] == weth){
|
||||
path[0] = ETH;
|
||||
}
|
||||
if(path[1] == weth){
|
||||
path[1] = ETH;
|
||||
}
|
||||
|
||||
for (uint256 i = 0; i < numSamples; i++) {
|
||||
try
|
||||
IBancorV3(router).tradeOutputBySourceAmount(path[0], path[1], takerTokenAmounts[i])
|
||||
returns (uint256 amount)
|
||||
{
|
||||
makerTokenAmounts[i] = amount;
|
||||
// Break early if there are 0 amounts
|
||||
if (makerTokenAmounts[i] == 0) {
|
||||
break;
|
||||
}
|
||||
} catch (bytes memory) {
|
||||
// Swallow failures, leaving all results as zero.
|
||||
break;
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
/// @dev Sample buy quotes from BancorV3.
|
||||
/// @param weth The WETH contract address
|
||||
/// @param router Router to look up tokens and amounts
|
||||
/// @param path Token route. Should be takerToken -> makerToken.
|
||||
/// @param makerTokenAmounts Maker token buy amount for each sample.
|
||||
/// @return takerTokenAmounts Taker amounts sold at each maker token
|
||||
/// amount.
|
||||
function sampleBuysFromBancorV3(
|
||||
address weth,
|
||||
address router,
|
||||
address[] memory path,
|
||||
uint256[] memory makerTokenAmounts
|
||||
)
|
||||
public
|
||||
view
|
||||
returns (uint256[] memory takerTokenAmounts)
|
||||
{
|
||||
uint256 numSamples = makerTokenAmounts.length;
|
||||
takerTokenAmounts = new uint256[](numSamples);
|
||||
|
||||
if(path[0] == weth){
|
||||
path[0] = ETH;
|
||||
}
|
||||
if(path[1] == weth){
|
||||
path[1] = ETH;
|
||||
}
|
||||
|
||||
for (uint256 i = 0; i < numSamples; i++) {
|
||||
try
|
||||
IBancorV3(router).tradeInputByTargetAmount(path[0], path[1], makerTokenAmounts[i])
|
||||
returns (uint256 amount)
|
||||
{
|
||||
takerTokenAmounts[i] = amount;
|
||||
// Break early if there are 0 amounts
|
||||
if (takerTokenAmounts[i] == 0) {
|
||||
break;
|
||||
}
|
||||
} catch (bytes memory) {
|
||||
// Swallow failures, leaving all results as zero.
|
||||
break;
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
@@ -24,7 +24,6 @@ import "./BalancerSampler.sol";
|
||||
import "./BalancerV2Sampler.sol";
|
||||
import "./BalancerV2BatchSampler.sol";
|
||||
import "./BancorSampler.sol";
|
||||
import "./BancorV3Sampler.sol";
|
||||
import "./CompoundSampler.sol";
|
||||
import "./CurveSampler.sol";
|
||||
import "./DODOSampler.sol";
|
||||
@@ -39,13 +38,11 @@ import "./MooniswapSampler.sol";
|
||||
import "./NativeOrderSampler.sol";
|
||||
import "./PlatypusSampler.sol";
|
||||
import "./ShellSampler.sol";
|
||||
import "./SynthetixSampler.sol";
|
||||
import "./SmoothySampler.sol";
|
||||
import "./TwoHopSampler.sol";
|
||||
import "./UniswapSampler.sol";
|
||||
import "./UniswapV2Sampler.sol";
|
||||
import "./UniswapV3Sampler.sol";
|
||||
import "./VelodromeSampler.sol";
|
||||
import "./WooPPSampler.sol";
|
||||
import "./UtilitySampler.sol";
|
||||
|
||||
|
||||
@@ -54,7 +51,6 @@ contract ERC20BridgeSampler is
|
||||
BalancerV2Sampler,
|
||||
BalancerV2BatchSampler,
|
||||
BancorSampler,
|
||||
BancorV3Sampler,
|
||||
CompoundSampler,
|
||||
CurveSampler,
|
||||
DODOSampler,
|
||||
@@ -69,13 +65,11 @@ contract ERC20BridgeSampler is
|
||||
NativeOrderSampler,
|
||||
PlatypusSampler,
|
||||
ShellSampler,
|
||||
SynthetixSampler,
|
||||
SmoothySampler,
|
||||
TwoHopSampler,
|
||||
UniswapSampler,
|
||||
UniswapV2Sampler,
|
||||
UniswapV3Sampler,
|
||||
VelodromeSampler,
|
||||
WooPPSampler,
|
||||
UtilitySampler
|
||||
{
|
||||
|
||||
|
||||
@@ -22,18 +22,10 @@ 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
|
||||
@@ -50,17 +42,20 @@ contract LidoSampler is SamplerUtils {
|
||||
uint256[] memory takerTokenAmounts
|
||||
)
|
||||
public
|
||||
view
|
||||
pure
|
||||
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;
|
||||
if (takerToken != lidoInfo.wethToken || makerToken != address(lidoInfo.stEthToken)) {
|
||||
// Return 0 values if not selling WETH for stETH
|
||||
uint256 numSamples = takerTokenAmounts.length;
|
||||
uint256[] memory makerTokenAmounts = new uint256[](numSamples);
|
||||
return makerTokenAmounts;
|
||||
}
|
||||
|
||||
return _sampleSellsForWrapped(lidoInfo, takerToken, makerToken, takerTokenAmounts);
|
||||
// Minting stETH is always 1:1 therefore we can just return the same amounts back
|
||||
return takerTokenAmounts;
|
||||
}
|
||||
|
||||
/// @dev Sample buy quotes from Lido.
|
||||
@@ -77,43 +72,20 @@ contract LidoSampler is SamplerUtils {
|
||||
uint256[] memory makerTokenAmounts
|
||||
)
|
||||
public
|
||||
view
|
||||
pure
|
||||
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;
|
||||
_assertValidPair(makerToken, takerToken);
|
||||
|
||||
if (takerToken != lidoInfo.wethToken || makerToken != address(lidoInfo.stEthToken)) {
|
||||
// Return 0 values if not buying stETH for WETH
|
||||
uint256 numSamples = makerTokenAmounts.length;
|
||||
uint256[] memory takerTokenAmounts = new uint256[](numSamples);
|
||||
return takerTokenAmounts;
|
||||
}
|
||||
|
||||
// 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.
|
||||
// Minting stETH is always 1:1 therefore we can just return the same amounts back
|
||||
return makerTokenAmounts;
|
||||
}
|
||||
|
||||
}
|
||||
|
||||
156
packages/asset-swapper/contracts/src/SmoothySampler.sol
Normal file
156
packages/asset-swapper/contracts/src/SmoothySampler.sol
Normal file
@@ -0,0 +1,156 @@
|
||||
// SPDX-License-Identifier: Apache-2.0
|
||||
/*
|
||||
|
||||
Copyright 2020 ZeroEx Intl.
|
||||
|
||||
Licensed under the Apache License, Version 2.0 (the "License");
|
||||
you may not use this file except in compliance with the License.
|
||||
You may obtain a copy of the License at
|
||||
|
||||
http://www.apache.org/licenses/LICENSE-2.0
|
||||
|
||||
Unless required by applicable law or agreed to in writing, software
|
||||
distributed under the License is distributed on an "AS IS" BASIS,
|
||||
WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
|
||||
See the License for the specific language governing permissions and
|
||||
limitations under the License.
|
||||
|
||||
*/
|
||||
|
||||
pragma solidity ^0.6;
|
||||
pragma experimental ABIEncoderV2;
|
||||
|
||||
// import "./interfaces/ISmoothy.sol";
|
||||
import "./ApproximateBuys.sol";
|
||||
import "./SamplerUtils.sol";
|
||||
import "./interfaces/ISmoothy.sol";
|
||||
|
||||
contract SmoothySampler is
|
||||
SamplerUtils,
|
||||
ApproximateBuys
|
||||
{
|
||||
/// @dev Information for sampling from smoothy sources.
|
||||
struct SmoothyInfo {
|
||||
address poolAddress;
|
||||
bytes4 sellQuoteFunctionSelector;
|
||||
bytes4 buyQuoteFunctionSelector;
|
||||
}
|
||||
|
||||
/// @dev Base gas limit for Smoothy calls.
|
||||
uint256 constant private SMOOTHY_CALL_GAS = 600e3;
|
||||
|
||||
/// @dev Sample sell quotes from Smoothy.
|
||||
/// @param smoothyInfo Smoothy information specific to this token pair.
|
||||
/// @param fromTokenIdx Index of the taker token (what to sell).
|
||||
/// @param toTokenIdx Index of the maker token (what to buy).
|
||||
/// @param takerTokenAmounts Taker token sell amount for each sample.
|
||||
/// @return makerTokenAmounts Maker amounts bought at each taker token
|
||||
/// amount.
|
||||
function sampleSellsFromSmoothy(
|
||||
SmoothyInfo memory smoothyInfo,
|
||||
int128 fromTokenIdx,
|
||||
int128 toTokenIdx,
|
||||
uint256[] memory takerTokenAmounts
|
||||
)
|
||||
public
|
||||
view
|
||||
returns (uint256[] memory makerTokenAmounts)
|
||||
{
|
||||
// Basically a Curve fork
|
||||
|
||||
// Smoothy only keep a percentage of its tokens available in reserve
|
||||
uint256 poolReserveMakerAmount = ISmoothy(smoothyInfo.poolAddress).getBalance(uint256(toTokenIdx)) -
|
||||
ISmoothy(smoothyInfo.poolAddress)._yBalances(uint256(toTokenIdx));
|
||||
(, , , uint256 decimals) = ISmoothy(smoothyInfo.poolAddress).getTokenStats(uint256(toTokenIdx));
|
||||
poolReserveMakerAmount = poolReserveMakerAmount/(10**(18-decimals));
|
||||
|
||||
uint256 numSamples = takerTokenAmounts.length;
|
||||
makerTokenAmounts = new uint256[](numSamples);
|
||||
for (uint256 i = 0; i < numSamples; i++) {
|
||||
(bool didSucceed, bytes memory resultData) =
|
||||
smoothyInfo.poolAddress.staticcall.gas(SMOOTHY_CALL_GAS)(
|
||||
abi.encodeWithSelector(
|
||||
smoothyInfo.sellQuoteFunctionSelector,
|
||||
fromTokenIdx,
|
||||
toTokenIdx,
|
||||
takerTokenAmounts[i]
|
||||
));
|
||||
uint256 buyAmount = 0;
|
||||
if (didSucceed) {
|
||||
buyAmount = abi.decode(resultData, (uint256));
|
||||
}
|
||||
|
||||
// Make sure the quoted buyAmount is available in the pool reserve
|
||||
if (buyAmount >= poolReserveMakerAmount) {
|
||||
// Assign pool reserve amount for all higher samples to break early
|
||||
for (uint256 j = i; j < numSamples; j++) {
|
||||
makerTokenAmounts[j] = poolReserveMakerAmount;
|
||||
}
|
||||
break;
|
||||
} else {
|
||||
makerTokenAmounts[i] = buyAmount;
|
||||
}
|
||||
|
||||
// Break early if there are 0 amounts
|
||||
if (makerTokenAmounts[i] == 0) {
|
||||
break;
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
/// @dev Sample buy quotes from Smoothy.
|
||||
/// @param smoothyInfo Smoothy information specific to this token pair.
|
||||
/// @param fromTokenIdx Index of the taker token (what to sell).
|
||||
/// @param toTokenIdx Index of the maker token (what to buy).
|
||||
/// @param makerTokenAmounts Maker token buy amount for each sample.
|
||||
/// @return takerTokenAmounts Taker amounts sold at each maker token
|
||||
/// amount.
|
||||
function sampleBuysFromSmoothy(
|
||||
SmoothyInfo memory smoothyInfo,
|
||||
int128 fromTokenIdx,
|
||||
int128 toTokenIdx,
|
||||
uint256[] memory makerTokenAmounts
|
||||
)
|
||||
public
|
||||
view
|
||||
returns (uint256[] memory takerTokenAmounts)
|
||||
{
|
||||
// Buys not supported so approximate it.
|
||||
return _sampleApproximateBuys(
|
||||
ApproximateBuyQuoteOpts({
|
||||
makerTokenData: abi.encode(toTokenIdx, smoothyInfo),
|
||||
takerTokenData: abi.encode(fromTokenIdx, smoothyInfo),
|
||||
getSellQuoteCallback: _sampleSellForApproximateBuyFromSmoothy
|
||||
}),
|
||||
makerTokenAmounts
|
||||
);
|
||||
}
|
||||
|
||||
function _sampleSellForApproximateBuyFromSmoothy(
|
||||
bytes memory takerTokenData,
|
||||
bytes memory makerTokenData,
|
||||
uint256 sellAmount
|
||||
)
|
||||
private
|
||||
view
|
||||
returns (uint256 buyAmount)
|
||||
{
|
||||
(int128 takerTokenIdx, SmoothyInfo memory smoothyInfo) =
|
||||
abi.decode(takerTokenData, (int128, SmoothyInfo));
|
||||
(int128 makerTokenIdx) =
|
||||
abi.decode(makerTokenData, (int128));
|
||||
(bool success, bytes memory resultData) =
|
||||
address(this).staticcall(abi.encodeWithSelector(
|
||||
this.sampleSellsFromSmoothy.selector,
|
||||
smoothyInfo,
|
||||
takerTokenIdx,
|
||||
makerTokenIdx,
|
||||
_toSingleValueArray(sellAmount)
|
||||
));
|
||||
if (!success) {
|
||||
return 0;
|
||||
}
|
||||
// solhint-disable-next-line indent
|
||||
return abi.decode(resultData, (uint256[]))[0];
|
||||
}
|
||||
}
|
||||
@@ -1,173 +0,0 @@
|
||||
// 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")
|
||||
);
|
||||
}
|
||||
}
|
||||
@@ -1,134 +0,0 @@
|
||||
// SPDX-License-Identifier: Apache-2.0
|
||||
/*
|
||||
|
||||
Copyright 2022 ZeroEx Intl.
|
||||
|
||||
Licensed under the Apache License, Version 2.0 (the "License");
|
||||
you may not use this file except in compliance with the License.
|
||||
You may obtain a copy of the License at
|
||||
|
||||
http://www.apache.org/licenses/LICENSE-2.0
|
||||
|
||||
Unless required by applicable law or agreed to in writing, software
|
||||
distributed under the License is distributed on an "AS IS" BASIS,
|
||||
WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
|
||||
See the License for the specific language governing permissions and
|
||||
limitations under the License.
|
||||
|
||||
*/
|
||||
|
||||
pragma solidity ^0.6;
|
||||
pragma experimental ABIEncoderV2;
|
||||
|
||||
import './ApproximateBuys.sol';
|
||||
import './SamplerUtils.sol';
|
||||
|
||||
struct VeloRoute {
|
||||
address from;
|
||||
address to;
|
||||
bool stable;
|
||||
}
|
||||
|
||||
interface IVelodromeRouter {
|
||||
function getAmountOut(
|
||||
uint256 amountIn,
|
||||
address tokenIn,
|
||||
address tokenOut
|
||||
) external view returns (uint256 amount, bool stable);
|
||||
|
||||
function getAmountsOut(uint256 amountIn, VeloRoute[] calldata routes)
|
||||
external
|
||||
view
|
||||
returns (uint256[] memory amounts);
|
||||
}
|
||||
|
||||
contract VelodromeSampler is SamplerUtils, ApproximateBuys {
|
||||
/// @dev Sample sell quotes from Velodrome
|
||||
/// @param router Address of Velodrome router.
|
||||
/// @param takerToken Address of the taker token (what to sell).
|
||||
/// @param makerToken Address of the maker token (what to buy).
|
||||
/// @param takerTokenAmounts Taker token sell amount for each sample (sorted in ascending order).
|
||||
/// @return stable Whether the pool is a stable pool (vs volatile).
|
||||
/// @return makerTokenAmounts Maker amounts bought at each taker token amount.
|
||||
function sampleSellsFromVelodrome(
|
||||
IVelodromeRouter router,
|
||||
address takerToken,
|
||||
address makerToken,
|
||||
uint256[] memory takerTokenAmounts
|
||||
) public view returns (bool stable, uint256[] memory makerTokenAmounts) {
|
||||
_assertValidPair(makerToken, takerToken);
|
||||
uint256 numSamples = takerTokenAmounts.length;
|
||||
makerTokenAmounts = new uint256[](numSamples);
|
||||
|
||||
// Sampling should not mix stable and volatile pools.
|
||||
// Find the most liquid pool based on max(takerTokenAmounts) and stick with it.
|
||||
stable = _isMostLiquidPoolStablePool(router, takerToken, makerToken, takerTokenAmounts);
|
||||
VeloRoute[] memory routes = new VeloRoute[](1);
|
||||
routes[0] = VeloRoute({ from: takerToken, to: makerToken, stable: stable });
|
||||
|
||||
for (uint256 i = 0; i < numSamples; i++) {
|
||||
makerTokenAmounts[i] = router.getAmountsOut(takerTokenAmounts[i], routes)[1];
|
||||
// Break early if there are 0 amounts
|
||||
if (makerTokenAmounts[i] == 0) {
|
||||
break;
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
/// @dev Sample buy quotes from Velodrome.
|
||||
/// @param router Address of Velodrome router.
|
||||
/// @param takerToken Address of the taker token (what to sell).
|
||||
/// @param makerToken Address of the maker token (what to buy).
|
||||
/// @param makerTokenAmounts Maker token buy amount for each sample.
|
||||
/// @return stable Whether the pool is a stable pool (vs volatile).
|
||||
/// @return takerTokenAmounts Taker amounts sold at each maker token amount.
|
||||
function sampleBuysFromVelodrome(
|
||||
IVelodromeRouter router,
|
||||
address takerToken,
|
||||
address makerToken,
|
||||
uint256[] memory makerTokenAmounts
|
||||
) public view returns (bool stable, uint256[] memory takerTokenAmounts) {
|
||||
_assertValidPair(makerToken, takerToken);
|
||||
|
||||
// Sampling should not mix stable and volatile pools.
|
||||
// Find the most liquid pool based on the reverse swap (maker -> taker) and stick with it.
|
||||
stable = _isMostLiquidPoolStablePool(router, makerToken, takerToken, makerTokenAmounts);
|
||||
|
||||
takerTokenAmounts = _sampleApproximateBuys(
|
||||
ApproximateBuyQuoteOpts({
|
||||
takerTokenData: abi.encode(router, VeloRoute({ from: takerToken, to: makerToken, stable: stable })),
|
||||
makerTokenData: abi.encode(router, VeloRoute({ from: makerToken, to: takerToken, stable: stable })),
|
||||
getSellQuoteCallback: _sampleSellForApproximateBuyFromVelodrome
|
||||
}),
|
||||
makerTokenAmounts
|
||||
);
|
||||
}
|
||||
|
||||
function _sampleSellForApproximateBuyFromVelodrome(
|
||||
bytes memory takerTokenData,
|
||||
bytes memory, /* makerTokenData */
|
||||
uint256 sellAmount
|
||||
) internal view returns (uint256) {
|
||||
(IVelodromeRouter router, VeloRoute memory route) = abi.decode(takerTokenData, (IVelodromeRouter, VeloRoute));
|
||||
|
||||
VeloRoute[] memory routes = new VeloRoute[](1);
|
||||
routes[0] = route;
|
||||
return router.getAmountsOut(sellAmount, routes)[1];
|
||||
}
|
||||
|
||||
/// @dev Returns whether the most liquid pool is a stable pool.
|
||||
/// @param router Address of Velodrome router.
|
||||
/// @param takerToken Address of the taker token (what to sell).
|
||||
/// @param makerToken Address of the maker token (what to buy).
|
||||
/// @param takerTokenAmounts Taker token buy amount for each sample (sorted in ascending order)
|
||||
/// @return stable Whether the pool is a stable pool (vs volatile).
|
||||
function _isMostLiquidPoolStablePool(
|
||||
IVelodromeRouter router,
|
||||
address takerToken,
|
||||
address makerToken,
|
||||
uint256[] memory takerTokenAmounts
|
||||
) internal view returns (bool stable) {
|
||||
uint256 numSamples = takerTokenAmounts.length;
|
||||
(, stable) = router.getAmountOut(takerTokenAmounts[numSamples - 1], takerToken, makerToken);
|
||||
}
|
||||
}
|
||||
@@ -1,121 +0,0 @@
|
||||
// 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];
|
||||
}
|
||||
}
|
||||
@@ -1,43 +0,0 @@
|
||||
// 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);
|
||||
|
||||
}
|
||||
@@ -1,7 +1,7 @@
|
||||
// SPDX-License-Identifier: Apache-2.0
|
||||
/*
|
||||
|
||||
Copyright 2022 ZeroEx Intl.
|
||||
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.
|
||||
@@ -19,12 +19,27 @@
|
||||
|
||||
pragma solidity ^0.6;
|
||||
|
||||
import "forge-std/Test.sol";
|
||||
|
||||
contract ContractTest is Test {
|
||||
function setUp() public {}
|
||||
interface ISmoothy {
|
||||
|
||||
function testExample() public {
|
||||
assertTrue(true);
|
||||
}
|
||||
function getBalance (
|
||||
uint256 tid
|
||||
)
|
||||
external
|
||||
view
|
||||
returns (uint256 balance);
|
||||
|
||||
function _yBalances (
|
||||
uint256 tid
|
||||
)
|
||||
external
|
||||
view
|
||||
returns (uint256 balance);
|
||||
|
||||
function getTokenStats (
|
||||
uint256 tid
|
||||
)
|
||||
external
|
||||
view
|
||||
returns (uint256 softWeight, uint256 hardWeight, uint256 balance, uint256 decimals);
|
||||
}
|
||||
@@ -1897,7 +1897,7 @@ ___
|
||||
|
||||
# Interface: SwapQuoteRequestOpts
|
||||
|
||||
slippagePercentage: The percentage buffer to add to account for slippage. Affects max ETH price estimates. Defaults to 0.01 (1%).
|
||||
slippagePercentage: The percentage buffer to add to account for slippage. Affects max ETH price estimates. Defaults to 0.2 (20%).
|
||||
gasPrice: gas price to determine protocolFee amount, default to ethGasStation fast amount
|
||||
|
||||
|
||||
|
||||
@@ -1,7 +1,6 @@
|
||||
{
|
||||
"name": "@0x/asset-swapper",
|
||||
"version": "16.66.5",
|
||||
"private": true,
|
||||
"version": "16.60.1",
|
||||
"engines": {
|
||||
"node": ">=6.12"
|
||||
},
|
||||
@@ -9,8 +8,8 @@
|
||||
"main": "lib/src/index.js",
|
||||
"types": "lib/src/index.d.ts",
|
||||
"scripts": {
|
||||
"build": "#yarn pre_build && tsc -b",
|
||||
"build:ts": "#tsc -b",
|
||||
"build": "yarn pre_build && tsc -b",
|
||||
"build:ts": "tsc -b",
|
||||
"watch": "tsc -w -p tsconfig.json",
|
||||
"watch:contracts": "sol-compiler -w",
|
||||
"build:ci": "yarn build",
|
||||
@@ -20,11 +19,11 @@
|
||||
"lint-contracts": "#solhint -c .solhint.json contracts/**/**/**/**/*.sol",
|
||||
"prettier": "prettier --write '**/*.{ts,tsx,json}' --config ../../.prettierrc --ignore-path ../../.prettierignore",
|
||||
"fix": "tslint --fix --format stylish --project . --exclude ./generated-wrappers/**/* --exclude ./generated-artifacts/**/* --exclude ./test/generated-wrappers/**/* --exclude ./test/generated-artifacts/**/* --exclude **/lib/**/* && yarn lint-contracts",
|
||||
"test": "#yarn run_mocha",
|
||||
"test": "yarn run_mocha",
|
||||
"rebuild_and_test": "run-s clean build test",
|
||||
"test:coverage": "nyc npm run test --all && yarn coverage:report:lcov",
|
||||
"coverage:report:lcov": "nyc report --reporter=text-lcov > coverage/lcov.info",
|
||||
"test:circleci": "#yarn test:coverage",
|
||||
"test:circleci": "yarn test:coverage",
|
||||
"run_mocha": "mocha --require source-map-support/register --require make-promises-safe 'lib/test/**/*_test.js' lib/test/global_hooks.js --timeout 30000 --bail --exit",
|
||||
"clean": "shx rm -rf lib test_temp generated_docs test/generated-artifacts test/generated-wrappers generated-artifacts generated-wrappers",
|
||||
"diff_docs": "git diff --exit-code ./docs",
|
||||
@@ -35,13 +34,12 @@
|
||||
"contracts:gen": "contracts-gen generate",
|
||||
"contracts:copy": "contracts-gen copy",
|
||||
"publish:private": "yarn build && gitpkg publish",
|
||||
"sampler-size": "jq .compilerOutput.evm.deployedBytecode.object -- test/generated-artifacts/ERC20BridgeSampler.json | echo $(( $(wc -c) / 2 - 1 ))",
|
||||
"list:deps": "yarn lerna list -l"
|
||||
"sampler-size": "jq .compilerOutput.evm.deployedBytecode.object -- test/generated-artifacts/ERC20BridgeSampler.json | echo $(( $(wc -c) / 2 - 1 ))"
|
||||
},
|
||||
"config": {
|
||||
"publicInterfaceContracts": "ERC20BridgeSampler,BalanceChecker,FakeTaker",
|
||||
"abis:comment": "This list is auto-generated by contracts-gen. Don't edit manually.",
|
||||
"abis": "./test/generated-artifacts/@(ApproximateBuys|BalanceChecker|BalancerSampler|BalancerV2BatchSampler|BalancerV2Common|BalancerV2Sampler|BancorSampler|BancorV3Sampler|CompoundSampler|CurveSampler|DODOSampler|DODOV2Sampler|ERC20BridgeSampler|FakeTaker|GMXSampler|IBalancer|IBalancerV2Vault|IBancor|IBancorV3|ICurve|IGMX|IMStable|IMooniswap|IMultiBridge|IPlatypus|IShell|IUniswapExchangeQuotes|IUniswapV2Router01|KyberDmmSampler|LidoSampler|LiquidityProviderSampler|MStableSampler|MakerPSMSampler|MooniswapSampler|NativeOrderSampler|PlatypusSampler|SamplerUtils|ShellSampler|SynthetixSampler|TestNativeOrderSampler|TwoHopSampler|UniswapSampler|UniswapV2Sampler|UniswapV3Sampler|UtilitySampler|VelodromeSampler|WooPPSampler).json",
|
||||
"abis": "./test/generated-artifacts/@(ApproximateBuys|BalanceChecker|BalancerSampler|BalancerV2BatchSampler|BalancerV2Common|BalancerV2Sampler|BancorSampler|CompoundSampler|CurveSampler|DODOSampler|DODOV2Sampler|ERC20BridgeSampler|FakeTaker|GMXSampler|IBalancer|IBalancerV2Vault|IBancor|ICurve|IGMX|IMStable|IMooniswap|IMultiBridge|IPlatypus|IShell|ISmoothy|IUniswapExchangeQuotes|IUniswapV2Router01|KyberDmmSampler|LidoSampler|LiquidityProviderSampler|MStableSampler|MakerPSMSampler|MooniswapSampler|NativeOrderSampler|PlatypusSampler|SamplerUtils|ShellSampler|SmoothySampler|TestNativeOrderSampler|TwoHopSampler|UniswapSampler|UniswapV2Sampler|UniswapV3Sampler|UtilitySampler).json",
|
||||
"postpublish": {
|
||||
"assets": []
|
||||
}
|
||||
@@ -60,21 +58,21 @@
|
||||
"registry": "git@github.com:0xProject/gitpkg-registry.git"
|
||||
},
|
||||
"dependencies": {
|
||||
"@0x/assert": "^3.0.35",
|
||||
"@0x/base-contract": "^7.0.0",
|
||||
"@0x/contract-addresses": "^6.21.0",
|
||||
"@0x/contract-wrappers": "^13.21.2",
|
||||
"@0x/contracts-erc20": "^3.3.38",
|
||||
"@0x/contracts-zero-ex": "^0.36.5",
|
||||
"@0x/dev-utils": "^5.0.0",
|
||||
"@0x/fast-abi": "^0.0.5",
|
||||
"@0x/assert": "^3.0.34",
|
||||
"@0x/base-contract": "^6.5.0",
|
||||
"@0x/contract-addresses": "^6.14.0",
|
||||
"@0x/contract-wrappers": "^13.20.2",
|
||||
"@0x/contracts-erc20": "^3.3.30",
|
||||
"@0x/contracts-zero-ex": "^0.33.0",
|
||||
"@0x/dev-utils": "^4.2.14",
|
||||
"@0x/json-schemas": "^6.4.4",
|
||||
"@0x/neon-router": "^0.3.5",
|
||||
"@0x/protocol-utils": "^11.16.5",
|
||||
"@0x/quote-server": "^8.0.0",
|
||||
"@0x/protocol-utils": "^11.13.0",
|
||||
"@0x/quote-server": "^6.0.6",
|
||||
"@0x/types": "^3.3.6",
|
||||
"@0x/utils": "^7.0.0",
|
||||
"@0x/web3-wrapper": "^8.0.0",
|
||||
"@0x/typescript-typings": "^5.3.1",
|
||||
"@0x/utils": "^6.5.3",
|
||||
"@0x/web3-wrapper": "^7.6.5",
|
||||
"@balancer-labs/sdk": "0.1.6",
|
||||
"@bancor/sdk": "0.2.9",
|
||||
"@ethersproject/abi": "^5.0.1",
|
||||
@@ -85,22 +83,32 @@
|
||||
"axios": "^0.21.1",
|
||||
"axios-mock-adapter": "^1.19.0",
|
||||
"balancer-labs-sor-v1": "npm:@balancer-labs/sor@0.3.2",
|
||||
"ethereum-types": "^3.7.1",
|
||||
"cream-sor": "^0.3.3",
|
||||
"decimal.js": "^10.2.0",
|
||||
"ethereum-types": "^3.7.0",
|
||||
"ethereumjs-util": "^7.0.10",
|
||||
"fast-abi": "^0.0.4",
|
||||
"graphql": "^15.4.0",
|
||||
"graphql-request": "^3.4.0",
|
||||
"heartbeats": "^5.0.1",
|
||||
"lodash": "^4.17.15",
|
||||
"msw": "^0.44.2"
|
||||
"lodash": "^4.17.11"
|
||||
},
|
||||
"devDependencies": {
|
||||
"@0x/abi-gen": "^5.8.1",
|
||||
"@0x/contracts-gen": "^2.0.47",
|
||||
"@0x/contracts-test-utils": "^5.4.29",
|
||||
"@0x/sol-compiler": "^4.8.2",
|
||||
"@0x/subproviders": "^7.0.0",
|
||||
"@0x/abi-gen": "^5.8.0",
|
||||
"@0x/contracts-asset-proxy": "^3.7.19",
|
||||
"@0x/contracts-exchange": "^3.2.38",
|
||||
"@0x/contracts-exchange-libs": "^4.3.37",
|
||||
"@0x/contracts-gen": "^2.0.46",
|
||||
"@0x/contracts-test-utils": "^5.4.21",
|
||||
"@0x/contracts-utils": "^4.8.11",
|
||||
"@0x/mesh-rpc-client": "^9.4.2",
|
||||
"@0x/migrations": "^8.1.19",
|
||||
"@0x/sol-compiler": "^4.8.1",
|
||||
"@0x/subproviders": "^6.6.5",
|
||||
"@0x/ts-doc-gen": "^0.0.28",
|
||||
"@0x/tslint-config": "^4.1.4",
|
||||
"@types/lodash": "4.14.137",
|
||||
"@0x/types": "^3.3.6",
|
||||
"@types/lodash": "4.14.104",
|
||||
"@types/mocha": "^5.2.7",
|
||||
"@types/node": "12.12.54",
|
||||
"chai": "^4.0.1",
|
||||
@@ -108,11 +116,12 @@
|
||||
"chai-bignumber": "^3.0.0",
|
||||
"dirty-chai": "^2.0.1",
|
||||
"gitpkg": "https://github.com/0xProject/gitpkg.git",
|
||||
"make-promises-safe": "^1.1.0",
|
||||
"mocha": "^6.2.0",
|
||||
"npm-run-all": "^4.1.2",
|
||||
"nyc": "^11.0.1",
|
||||
"shx": "^0.2.2",
|
||||
"tslint": "^6.1.3",
|
||||
"tslint": "5.11.0",
|
||||
"typedoc": "~0.16.11",
|
||||
"typemoq": "^2.1.0",
|
||||
"typescript": "4.6.3"
|
||||
|
||||
@@ -19,7 +19,7 @@ import {
|
||||
DEFAULT_TOKEN_ADJACENCY_GRAPH_BY_CHAIN_ID,
|
||||
} from './utils/market_operation_utils/constants';
|
||||
|
||||
const ZERO_EX_GAS_API_URL = 'https://gas.api.0x.org/source/median';
|
||||
const ETH_GAS_STATION_API_URL = 'https://ethgasstation.info/api/ethgasAPI.json';
|
||||
const NULL_BYTES = '0x';
|
||||
const NULL_ERC20_ASSET_DATA = '0xf47261b00000000000000000000000000000000000000000000000000000000000000000';
|
||||
const NULL_ADDRESS = '0x0000000000000000000000000000000000000000';
|
||||
@@ -48,7 +48,7 @@ const DEFAULT_SWAP_QUOTER_OPTS: SwapQuoterOpts = {
|
||||
orderRefreshIntervalMs: 10000, // 10 seconds
|
||||
...DEFAULT_ORDER_PRUNER_OPTS,
|
||||
samplerGasLimit: 500e6,
|
||||
zeroExGasApiUrl: ZERO_EX_GAS_API_URL,
|
||||
ethGasStationUrl: ETH_GAS_STATION_API_URL,
|
||||
rfqt: {
|
||||
integratorsWhitelist: [],
|
||||
makerAssetOfferings: {},
|
||||
@@ -95,10 +95,11 @@ export { DEFAULT_FEE_SCHEDULE, DEFAULT_GAS_SCHEDULE } from './utils/market_opera
|
||||
|
||||
export const POSITIVE_SLIPPAGE_FEE_TRANSFORMER_GAS = new BigNumber(30000);
|
||||
|
||||
// tslint:disable-next-line: custom-no-magic-numbers
|
||||
export const KEEP_ALIVE_TTL = 5 * 60 * ONE_SECOND_MS;
|
||||
|
||||
export const constants = {
|
||||
ZERO_EX_GAS_API_URL,
|
||||
ETH_GAS_STATION_API_URL,
|
||||
PROTOCOL_FEE_MULTIPLIER,
|
||||
POSITIVE_SLIPPAGE_FEE_TRANSFORMER_GAS,
|
||||
NULL_BYTES,
|
||||
|
||||
@@ -4,7 +4,7 @@ export {
|
||||
ContractTxFunctionObj,
|
||||
SendTransactionOpts,
|
||||
} from '@0x/base-contract';
|
||||
export { ContractAddresses, ChainId, getContractAddressesForChainOrThrow } from '@0x/contract-addresses';
|
||||
export { ContractAddresses } from '@0x/contract-addresses';
|
||||
export {
|
||||
V4RFQFirmQuote,
|
||||
V4RFQIndicativeQuote,
|
||||
@@ -132,7 +132,6 @@ export {
|
||||
BUY_SOURCE_FILTER_BY_CHAIN_ID,
|
||||
SELL_SOURCE_FILTER_BY_CHAIN_ID,
|
||||
NATIVE_FEE_TOKEN_BY_CHAIN_ID,
|
||||
ZERO_AMOUNT,
|
||||
} from './utils/market_operation_utils/constants';
|
||||
export {
|
||||
Parameters,
|
||||
@@ -142,6 +141,7 @@ export {
|
||||
export {
|
||||
BalancerFillData,
|
||||
BancorFillData,
|
||||
CollapsedFill,
|
||||
CurveFillData,
|
||||
CurveFunctionSelectors,
|
||||
CurveInfo,
|
||||
@@ -150,25 +150,24 @@ export {
|
||||
ERC20BridgeSource,
|
||||
ExchangeProxyOverhead,
|
||||
FeeSchedule,
|
||||
GasSchedule,
|
||||
Fill,
|
||||
FillAdjustor,
|
||||
FillData,
|
||||
GetMarketOrdersRfqOpts,
|
||||
LiquidityProviderFillData,
|
||||
LiquidityProviderRegistry,
|
||||
MarketDepth,
|
||||
MarketDepthSide,
|
||||
MooniswapFillData,
|
||||
MultiHopFillData,
|
||||
NativeCollapsedFill,
|
||||
NativeRfqOrderFillData,
|
||||
NativeLimitOrderFillData,
|
||||
NativeFillData,
|
||||
OptimizedMarketOrder,
|
||||
SourceQuoteOperation,
|
||||
TokenAdjacencyGraph,
|
||||
UniswapV2FillData,
|
||||
} from './utils/market_operation_utils/types';
|
||||
|
||||
export { TokenAdjacencyGraph, TokenAdjacencyGraphBuilder } from './utils/token_adjacency_graph';
|
||||
export { IdentityFillAdjustor } from './utils/market_operation_utils/identity_fill_adjustor';
|
||||
export { ProtocolFeeUtils } from './utils/protocol_fee_utils';
|
||||
export {
|
||||
BridgeQuoteReportEntry,
|
||||
@@ -192,5 +191,3 @@ export type Native = ERC20BridgeSource.Native;
|
||||
export type MultiHop = ERC20BridgeSource.MultiHop;
|
||||
|
||||
export { rfqtMocker, RfqtQuoteEndpoint } from './utils/rfqt_mocker';
|
||||
|
||||
export { adjustOutput } from './utils/market_operation_utils/fills';
|
||||
|
||||
@@ -32,13 +32,16 @@ import {
|
||||
import { assert } from '../utils/assert';
|
||||
import {
|
||||
CURVE_LIQUIDITY_PROVIDER_BY_CHAIN_ID,
|
||||
MOONISWAP_LIQUIDITY_PROVIDER_BY_CHAIN_ID,
|
||||
NATIVE_FEE_TOKEN_BY_CHAIN_ID,
|
||||
} from '../utils/market_operation_utils/constants';
|
||||
import { poolEncoder } from '../utils/market_operation_utils/orders';
|
||||
import {
|
||||
CurveFillData,
|
||||
ERC20BridgeSource,
|
||||
FinalUniswapV3FillData,
|
||||
LiquidityProviderFillData,
|
||||
MooniswapFillData,
|
||||
NativeRfqOrderFillData,
|
||||
OptimizedMarketBridgeOrder,
|
||||
OptimizedMarketOrder,
|
||||
@@ -61,6 +64,7 @@ import {
|
||||
requiresTransformERC20,
|
||||
} from './quote_consumer_utils';
|
||||
|
||||
// tslint:disable-next-line:custom-no-magic-numbers
|
||||
const MAX_UINT256 = new BigNumber(2).pow(256).minus(1);
|
||||
const { NULL_ADDRESS, NULL_BYTES, ZERO_AMOUNT } = constants;
|
||||
|
||||
@@ -71,7 +75,9 @@ const PANCAKE_SWAP_FORKS = [
|
||||
ERC20BridgeSource.BakerySwap,
|
||||
ERC20BridgeSource.SushiSwap,
|
||||
ERC20BridgeSource.ApeSwap,
|
||||
ERC20BridgeSource.CafeSwap,
|
||||
ERC20BridgeSource.CheeseSwap,
|
||||
ERC20BridgeSource.JulSwap,
|
||||
];
|
||||
const FAKE_PROVIDER: any = {
|
||||
sendAsync(): void {
|
||||
@@ -216,7 +222,9 @@ export class ExchangeProxySwapQuoteConsumer implements SwapQuoteConsumerBase {
|
||||
ERC20BridgeSource.BakerySwap,
|
||||
ERC20BridgeSource.SushiSwap,
|
||||
ERC20BridgeSource.ApeSwap,
|
||||
ERC20BridgeSource.CafeSwap,
|
||||
ERC20BridgeSource.CheeseSwap,
|
||||
ERC20BridgeSource.JulSwap,
|
||||
])
|
||||
) {
|
||||
const source = slippedOrders[0].source;
|
||||
@@ -278,7 +286,7 @@ export class ExchangeProxySwapQuoteConsumer implements SwapQuoteConsumerBase {
|
||||
// ETH buy/sell is supported
|
||||
![sellToken, buyToken].includes(NATIVE_FEE_TOKEN_BY_CHAIN_ID[ChainId.Mainnet])
|
||||
) {
|
||||
const fillData = slippedOrders[0].fillData as CurveFillData;
|
||||
const fillData = slippedOrders[0].fills[0].fillData as CurveFillData;
|
||||
return {
|
||||
calldataHexString: this._exchangeProxy
|
||||
.sellToLiquidityProvider(
|
||||
@@ -303,6 +311,30 @@ export class ExchangeProxySwapQuoteConsumer implements SwapQuoteConsumerBase {
|
||||
};
|
||||
}
|
||||
|
||||
if (
|
||||
this.chainId === ChainId.Mainnet &&
|
||||
isDirectSwapCompatible(quote, optsWithDefaults, [ERC20BridgeSource.Mooniswap])
|
||||
) {
|
||||
const fillData = slippedOrders[0].fills[0].fillData as MooniswapFillData;
|
||||
return {
|
||||
calldataHexString: this._exchangeProxy
|
||||
.sellToLiquidityProvider(
|
||||
isFromETH ? ETH_TOKEN_ADDRESS : sellToken,
|
||||
isToETH ? ETH_TOKEN_ADDRESS : buyToken,
|
||||
MOONISWAP_LIQUIDITY_PROVIDER_BY_CHAIN_ID[this.chainId],
|
||||
NULL_ADDRESS,
|
||||
sellAmount,
|
||||
minBuyAmount,
|
||||
poolEncoder.encode([fillData.poolAddress]),
|
||||
)
|
||||
.getABIEncodedTransactionData(),
|
||||
ethAmount: isFromETH ? sellAmount : ZERO_AMOUNT,
|
||||
toAddress: this._exchangeProxy.address,
|
||||
allowanceTarget: this.contractAddresses.exchangeProxy,
|
||||
gasOverhead: ZERO_AMOUNT,
|
||||
};
|
||||
}
|
||||
|
||||
// RFQT VIP
|
||||
if (
|
||||
[ChainId.Mainnet, ChainId.Polygon].includes(this.chainId) &&
|
||||
|
||||
@@ -1,9 +1,9 @@
|
||||
import { ChainId, getContractAddressesForChainOrThrow } from '@0x/contract-addresses';
|
||||
import { FastABI } from '@0x/fast-abi';
|
||||
import { FillQuoteTransformerOrderType, LimitOrder } from '@0x/protocol-utils';
|
||||
import { BigNumber, providerUtils } from '@0x/utils';
|
||||
import Axios, { AxiosInstance } from 'axios';
|
||||
import { BlockParamLiteral, MethodAbi, SupportedProvider, ZeroExProvider } from 'ethereum-types';
|
||||
import { FastABI } from 'fast-abi';
|
||||
import { Agent as HttpAgent } from 'http';
|
||||
import { Agent as HttpsAgent } from 'https';
|
||||
import * as _ from 'lodash';
|
||||
@@ -33,9 +33,12 @@ import { DexOrderSampler } from './utils/market_operation_utils/sampler';
|
||||
import { SourceFilters } from './utils/market_operation_utils/source_filters';
|
||||
import {
|
||||
ERC20BridgeSource,
|
||||
FeeSchedule,
|
||||
FillData,
|
||||
GasSchedule,
|
||||
GetMarketOrdersOpts,
|
||||
MarketDepth,
|
||||
MarketDepthSide,
|
||||
MarketSideLiquidity,
|
||||
OptimizedMarketOrder,
|
||||
OptimizerResultWithReport,
|
||||
} from './utils/market_operation_utils/types';
|
||||
@@ -109,7 +112,7 @@ export class SwapQuoter {
|
||||
};
|
||||
this._protocolFeeUtils = ProtocolFeeUtils.getInstance(
|
||||
constants.PROTOCOL_FEE_UTILS_POLLING_INTERVAL_IN_MS,
|
||||
options.zeroExGasApiUrl,
|
||||
options.ethGasStationUrl,
|
||||
);
|
||||
// Allow the sampler bytecode to be overwritten using geths override functionality
|
||||
const samplerBytecode = _.get(artifacts.ERC20BridgeSampler, 'compilerOutput.evm.deployedBytecode.object');
|
||||
@@ -144,7 +147,7 @@ export class SwapQuoter {
|
||||
this.chainId,
|
||||
samplerContract,
|
||||
samplerOverrides,
|
||||
undefined, // pools caches for balancer
|
||||
undefined, // pools caches for balancer and cream
|
||||
tokenAdjacencyGraph,
|
||||
liquidityProviderRegistry,
|
||||
this.chainId === ChainId.Mainnet // Enable Bancor only on Mainnet
|
||||
@@ -225,6 +228,67 @@ export class SwapQuoter {
|
||||
return batchSwapQuotes.filter(x => x !== undefined) as MarketBuySwapQuote[];
|
||||
}
|
||||
|
||||
/**
|
||||
* Returns the bids and asks liquidity for the entire market.
|
||||
* For certain sources (like AMM's) it is recommended to provide a practical maximum takerAssetAmount.
|
||||
* @param makerTokenAddress The address of the maker asset
|
||||
* @param takerTokenAddress The address of the taker asset
|
||||
* @param takerAssetAmount The amount to sell and buy for the bids and asks.
|
||||
*
|
||||
* @return An object that conforms to MarketDepth that contains all of the samples and liquidity
|
||||
* information for the source.
|
||||
*/
|
||||
public async getBidAskLiquidityForMakerTakerAssetPairAsync(
|
||||
makerToken: string,
|
||||
takerToken: string,
|
||||
takerAssetAmount: BigNumber,
|
||||
options: Partial<SwapQuoteRequestOpts> = {},
|
||||
): Promise<MarketDepth> {
|
||||
assert.isString('makerToken', makerToken);
|
||||
assert.isString('takerToken', takerToken);
|
||||
const sourceFilters = new SourceFilters([], options.excludedSources, options.includedSources);
|
||||
|
||||
let [sellOrders, buyOrders] = !sourceFilters.isAllowed(ERC20BridgeSource.Native)
|
||||
? [[], []]
|
||||
: await Promise.all([
|
||||
this.orderbook.getOrdersAsync(makerToken, takerToken),
|
||||
this.orderbook.getOrdersAsync(takerToken, makerToken),
|
||||
]);
|
||||
if (!sellOrders || sellOrders.length === 0) {
|
||||
sellOrders = [createDummyOrder(makerToken, takerToken)];
|
||||
}
|
||||
if (!buyOrders || buyOrders.length === 0) {
|
||||
buyOrders = [createDummyOrder(takerToken, makerToken)];
|
||||
}
|
||||
|
||||
const getMarketDepthSide = (marketSideLiquidity: MarketSideLiquidity): MarketDepthSide => {
|
||||
const { dexQuotes, nativeOrders } = marketSideLiquidity.quotes;
|
||||
const { side } = marketSideLiquidity;
|
||||
|
||||
return [
|
||||
...dexQuotes,
|
||||
nativeOrders.map(o => {
|
||||
return {
|
||||
input: side === MarketOperation.Sell ? o.fillableTakerAmount : o.fillableMakerAmount,
|
||||
output: side === MarketOperation.Sell ? o.fillableMakerAmount : o.fillableTakerAmount,
|
||||
fillData: o,
|
||||
source: ERC20BridgeSource.Native,
|
||||
};
|
||||
}),
|
||||
];
|
||||
};
|
||||
const [bids, asks] = await Promise.all([
|
||||
this._marketOperationUtils.getMarketBuyLiquidityAsync(buyOrders, takerAssetAmount, options),
|
||||
this._marketOperationUtils.getMarketSellLiquidityAsync(sellOrders, takerAssetAmount, options),
|
||||
]);
|
||||
return {
|
||||
bids: getMarketDepthSide(bids),
|
||||
asks: getMarketDepthSide(asks),
|
||||
makerTokenDecimals: asks.makerTokenDecimals,
|
||||
takerTokenDecimals: asks.takerTokenDecimals,
|
||||
};
|
||||
}
|
||||
|
||||
/**
|
||||
* Returns the recommended gas price for a fast transaction
|
||||
*/
|
||||
@@ -302,11 +366,9 @@ export class SwapQuoter {
|
||||
const calcOpts: GetMarketOrdersOpts = {
|
||||
...cloneOpts,
|
||||
gasPrice,
|
||||
feeSchedule: _.mapValues(opts.gasSchedule, gasCost => (fillData: FillData) => {
|
||||
const gas = gasCost ? gasCost(fillData) : 0;
|
||||
const fee = gasPrice.times(gas);
|
||||
return { gas, fee };
|
||||
}),
|
||||
feeSchedule: _.mapValues(opts.feeSchedule, gasCost => (fillData: FillData) =>
|
||||
gasCost === undefined ? 0 : gasPrice.times(gasCost(fillData)),
|
||||
),
|
||||
exchangeProxyOverhead: flags => gasPrice.times(opts.exchangeProxyOverhead(flags)),
|
||||
};
|
||||
// pass the QuoteRequestor on if rfqt enabled
|
||||
@@ -440,7 +502,7 @@ function createSwapQuote(
|
||||
operation: MarketOperation,
|
||||
assetFillAmount: BigNumber,
|
||||
gasPrice: BigNumber,
|
||||
gasSchedule: GasSchedule,
|
||||
gasSchedule: FeeSchedule,
|
||||
slippage: number,
|
||||
): SwapQuote {
|
||||
const {
|
||||
@@ -500,7 +562,7 @@ function calculateQuoteInfo(
|
||||
operation: MarketOperation,
|
||||
assetFillAmount: BigNumber,
|
||||
gasPrice: BigNumber,
|
||||
gasSchedule: GasSchedule,
|
||||
gasSchedule: FeeSchedule,
|
||||
slippage: number,
|
||||
): { bestCaseQuoteInfo: SwapQuoteInfo; worstCaseQuoteInfo: SwapQuoteInfo; sourceBreakdown: SwapQuoteOrdersBreakdown } {
|
||||
const bestCaseFillResult = simulateBestCaseFill({
|
||||
@@ -529,23 +591,25 @@ function calculateQuoteInfo(
|
||||
function calculateTwoHopQuoteInfo(
|
||||
optimizedOrders: OptimizedMarketOrder[],
|
||||
operation: MarketOperation,
|
||||
gasSchedule: GasSchedule,
|
||||
gasSchedule: FeeSchedule,
|
||||
slippage: number,
|
||||
): { bestCaseQuoteInfo: SwapQuoteInfo; worstCaseQuoteInfo: SwapQuoteInfo; sourceBreakdown: SwapQuoteOrdersBreakdown } {
|
||||
const [firstHopOrder, secondHopOrder] = optimizedOrders;
|
||||
const [firstHopFill] = firstHopOrder.fills;
|
||||
const [secondHopFill] = secondHopOrder.fills;
|
||||
const gas = new BigNumber(
|
||||
gasSchedule[ERC20BridgeSource.MultiHop]!({
|
||||
firstHopSource: _.pick(firstHopOrder, 'source', 'fillData'),
|
||||
secondHopSource: _.pick(secondHopOrder, 'source', 'fillData'),
|
||||
firstHopSource: _.pick(firstHopFill, 'source', 'fillData'),
|
||||
secondHopSource: _.pick(secondHopFill, 'source', 'fillData'),
|
||||
}),
|
||||
).toNumber();
|
||||
const isSell = operation === MarketOperation.Sell;
|
||||
|
||||
return {
|
||||
bestCaseQuoteInfo: {
|
||||
makerAmount: isSell ? secondHopOrder.fill.output : secondHopOrder.fill.input,
|
||||
takerAmount: isSell ? firstHopOrder.fill.input : firstHopOrder.fill.output,
|
||||
totalTakerAmount: isSell ? firstHopOrder.fill.input : firstHopOrder.fill.output,
|
||||
makerAmount: isSell ? secondHopFill.output : secondHopFill.input,
|
||||
takerAmount: isSell ? firstHopFill.input : firstHopFill.output,
|
||||
totalTakerAmount: isSell ? firstHopFill.input : firstHopFill.output,
|
||||
feeTakerTokenAmount: constants.ZERO_AMOUNT,
|
||||
protocolFeeInWeiAmount: constants.ZERO_AMOUNT,
|
||||
gas,
|
||||
@@ -571,7 +635,7 @@ function calculateTwoHopQuoteInfo(
|
||||
[ERC20BridgeSource.MultiHop]: {
|
||||
proportion: new BigNumber(1),
|
||||
intermediateToken: secondHopOrder.takerToken,
|
||||
hops: [firstHopOrder.source, secondHopOrder.source],
|
||||
hops: [firstHopFill.source, secondHopFill.source],
|
||||
},
|
||||
},
|
||||
};
|
||||
|
||||
@@ -17,13 +17,11 @@ import {
|
||||
GetMarketOrdersOpts,
|
||||
LiquidityProviderRegistry,
|
||||
OptimizedMarketOrder,
|
||||
TokenAdjacencyGraph,
|
||||
} from './utils/market_operation_utils/types';
|
||||
export { SamplerMetrics } from './utils/market_operation_utils/types';
|
||||
import { ExtendedQuoteReportSources, PriceComparisonsReport, QuoteReport } from './utils/quote_report_generator';
|
||||
import { MetricsProxy } from './utils/quote_requestor';
|
||||
import { TokenAdjacencyGraph } from './utils/token_adjacency_graph';
|
||||
export { SamplerMetrics } from './utils/market_operation_utils/types';
|
||||
|
||||
export type Address = string;
|
||||
|
||||
/**
|
||||
* expiryBufferMs: The number of seconds to add when calculating whether an order is expired or not. Defaults to 300s (5m).
|
||||
@@ -337,7 +335,7 @@ export interface SwapQuoterOpts extends OrderPrunerOpts {
|
||||
contractAddresses?: AssetSwapperContractAddresses;
|
||||
samplerGasLimit?: number;
|
||||
multiBridgeAddress?: string;
|
||||
zeroExGasApiUrl?: string;
|
||||
ethGasStationUrl?: string;
|
||||
rfqt?: SwapQuoterRfqOpts;
|
||||
samplerOverrides?: SamplerOverrides;
|
||||
tokenAdjacencyGraph?: TokenAdjacencyGraph;
|
||||
|
||||
@@ -104,9 +104,11 @@ function parseIndicativeQuoteResponseFromAltMM(
|
||||
takerAmount,
|
||||
// HACK: alt implementation does not return an expiration with indicative quotes
|
||||
// return now + { IMPUTED EXPIRY SECONDS } to have it included after order checks
|
||||
expiry: new BigNumber(Date.now() / 1000)
|
||||
.integerValue(BigNumber.ROUND_DOWN)
|
||||
.plus(constants.ALT_MM_IMPUTED_INDICATIVE_EXPIRY_SECONDS),
|
||||
expiry:
|
||||
// tslint:disable-next-line:custom-no-magic-numbers
|
||||
new BigNumber(Date.now() / 1000)
|
||||
.integerValue(BigNumber.ROUND_DOWN)
|
||||
.plus(constants.ALT_MM_IMPUTED_INDICATIVE_EXPIRY_SECONDS),
|
||||
};
|
||||
}
|
||||
|
||||
@@ -241,6 +243,7 @@ export async function returnQuoteFromAltMMAsync<ResponseT>(
|
||||
// empty response will get filtered out in validation
|
||||
const emptyResponse = {};
|
||||
|
||||
// tslint:disable-next-line:custom-no-magic-numbers
|
||||
if (response.status !== SUCCESS_CODE) {
|
||||
const rejectedRequestInfo = {
|
||||
status: response.status,
|
||||
|
||||
@@ -40,6 +40,7 @@ interface Cache {
|
||||
[key: string]: AaveReserve[];
|
||||
}
|
||||
|
||||
// tslint:disable-next-line:custom-no-magic-numbers
|
||||
const RESERVES_REFRESH_INTERVAL_MS = 30 * constants.ONE_MINUTE_MS;
|
||||
|
||||
/**
|
||||
|
||||
@@ -7,7 +7,9 @@ import {
|
||||
BAKERYSWAP_ROUTER_BY_CHAIN_ID,
|
||||
BELT_BSC_INFOS,
|
||||
BISWAP_ROUTER_BY_CHAIN_ID,
|
||||
CAFESWAP_ROUTER_BY_CHAIN_ID,
|
||||
CHEESESWAP_ROUTER_BY_CHAIN_ID,
|
||||
COMETHSWAP_ROUTER_BY_CHAIN_ID,
|
||||
COMPONENT_POOLS_BY_CHAIN_ID,
|
||||
CRYPTO_COM_ROUTER_BY_CHAIN_ID,
|
||||
CURVE_AVALANCHE_INFOS,
|
||||
@@ -24,23 +26,25 @@ import {
|
||||
FIREBIRDONESWAP_BSC_INFOS,
|
||||
FIREBIRDONESWAP_POLYGON_INFOS,
|
||||
IRONSWAP_POLYGON_INFOS,
|
||||
KNIGHTSWAP_ROUTER_BY_CHAIN_ID,
|
||||
JETSWAP_ROUTER_BY_CHAIN_ID,
|
||||
JULSWAP_ROUTER_BY_CHAIN_ID,
|
||||
MAX_DODOV2_POOLS_QUERIED,
|
||||
MDEX_ROUTER_BY_CHAIN_ID,
|
||||
MESHSWAP_ROUTER_BY_CHAIN_ID,
|
||||
MOBIUSMONEY_CELO_INFOS,
|
||||
MORPHEUSSWAP_ROUTER_BY_CHAIN_ID,
|
||||
MSTABLE_POOLS_BY_CHAIN_ID,
|
||||
NERVE_BSC_INFOS,
|
||||
NULL_ADDRESS,
|
||||
PANCAKESWAPV2_ROUTER_BY_CHAIN_ID,
|
||||
PANCAKESWAP_ROUTER_BY_CHAIN_ID,
|
||||
PANCAKESWAPV2_ROUTER_BY_CHAIN_ID,
|
||||
PANGOLIN_ROUTER_BY_CHAIN_ID,
|
||||
PLATYPUS_AVALANCHE_INFOS,
|
||||
POLYDEX_ROUTER_BY_CHAIN_ID,
|
||||
QUICKSWAP_ROUTER_BY_CHAIN_ID,
|
||||
SADDLE_MAINNET_INFOS,
|
||||
SHELL_POOLS_BY_CHAIN_ID,
|
||||
SHIBASWAP_ROUTER_BY_CHAIN_ID,
|
||||
SMOOTHY_BSC_INFOS,
|
||||
SMOOTHY_MAINNET_INFOS,
|
||||
SPIRITSWAP_ROUTER_BY_CHAIN_ID,
|
||||
SPOOKYSWAP_ROUTER_BY_CHAIN_ID,
|
||||
SUSHISWAP_ROUTER_BY_CHAIN_ID,
|
||||
@@ -322,6 +326,30 @@ export function getEllipsisInfosForPair(chainId: ChainId, takerToken: string, ma
|
||||
);
|
||||
}
|
||||
|
||||
export function getSmoothyInfosForPair(chainId: ChainId, takerToken: string, makerToken: string): CurveInfo[] {
|
||||
if (chainId === ChainId.BSC) {
|
||||
return Object.values(SMOOTHY_BSC_INFOS).filter(c =>
|
||||
[makerToken, takerToken].every(
|
||||
t =>
|
||||
(c.tokens.includes(t) && c.metaTokens === undefined) ||
|
||||
(c.tokens.includes(t) &&
|
||||
[makerToken, takerToken].filter(v => c.metaTokens?.includes(v)).length > 0),
|
||||
),
|
||||
);
|
||||
} else if (chainId === ChainId.Mainnet) {
|
||||
return Object.values(SMOOTHY_MAINNET_INFOS).filter(c =>
|
||||
[makerToken, takerToken].every(
|
||||
t =>
|
||||
(c.tokens.includes(t) && c.metaTokens === undefined) ||
|
||||
(c.tokens.includes(t) &&
|
||||
[makerToken, takerToken].filter(v => c.metaTokens?.includes(v)).length > 0),
|
||||
),
|
||||
);
|
||||
} else {
|
||||
return [];
|
||||
}
|
||||
}
|
||||
|
||||
export function getSaddleInfosForPair(chainId: ChainId, takerToken: string, makerToken: string): CurveInfo[] {
|
||||
if (chainId !== ChainId.Mainnet) {
|
||||
return [];
|
||||
@@ -429,6 +457,7 @@ export function getCurveLikeInfosForPair(
|
||||
| ERC20BridgeSource.Synapse
|
||||
| ERC20BridgeSource.Belt
|
||||
| ERC20BridgeSource.Ellipsis
|
||||
| ERC20BridgeSource.Smoothy
|
||||
| ERC20BridgeSource.Saddle
|
||||
| ERC20BridgeSource.IronSwap
|
||||
| ERC20BridgeSource.XSigma
|
||||
@@ -456,6 +485,9 @@ export function getCurveLikeInfosForPair(
|
||||
case ERC20BridgeSource.Ellipsis:
|
||||
pools = getEllipsisInfosForPair(chainId, takerToken, makerToken);
|
||||
break;
|
||||
case ERC20BridgeSource.Smoothy:
|
||||
pools = getSmoothyInfosForPair(chainId, takerToken, makerToken);
|
||||
break;
|
||||
case ERC20BridgeSource.Saddle:
|
||||
pools = getSaddleInfosForPair(chainId, takerToken, makerToken);
|
||||
break;
|
||||
@@ -494,11 +526,16 @@ export function uniswapV2LikeRouterAddress(
|
||||
| ERC20BridgeSource.PancakeSwapV2
|
||||
| ERC20BridgeSource.BakerySwap
|
||||
| ERC20BridgeSource.ApeSwap
|
||||
| ERC20BridgeSource.CafeSwap
|
||||
| ERC20BridgeSource.CheeseSwap
|
||||
| ERC20BridgeSource.JulSwap
|
||||
| ERC20BridgeSource.QuickSwap
|
||||
| ERC20BridgeSource.ComethSwap
|
||||
| ERC20BridgeSource.Dfyn
|
||||
| ERC20BridgeSource.WaultSwap
|
||||
| ERC20BridgeSource.Polydex
|
||||
| ERC20BridgeSource.ShibaSwap
|
||||
| ERC20BridgeSource.JetSwap
|
||||
| ERC20BridgeSource.TraderJoe
|
||||
| ERC20BridgeSource.Pangolin
|
||||
| ERC20BridgeSource.UbeSwap
|
||||
@@ -506,10 +543,7 @@ export function uniswapV2LikeRouterAddress(
|
||||
| ERC20BridgeSource.SpookySwap
|
||||
| ERC20BridgeSource.SpiritSwap
|
||||
| ERC20BridgeSource.BiSwap
|
||||
| ERC20BridgeSource.Yoshi
|
||||
| ERC20BridgeSource.MDex
|
||||
| ERC20BridgeSource.KnightSwap
|
||||
| ERC20BridgeSource.MeshSwap,
|
||||
| ERC20BridgeSource.Yoshi,
|
||||
): string {
|
||||
switch (source) {
|
||||
case ERC20BridgeSource.UniswapV2:
|
||||
@@ -526,16 +560,26 @@ export function uniswapV2LikeRouterAddress(
|
||||
return BAKERYSWAP_ROUTER_BY_CHAIN_ID[chainId];
|
||||
case ERC20BridgeSource.ApeSwap:
|
||||
return APESWAP_ROUTER_BY_CHAIN_ID[chainId];
|
||||
case ERC20BridgeSource.CafeSwap:
|
||||
return CAFESWAP_ROUTER_BY_CHAIN_ID[chainId];
|
||||
case ERC20BridgeSource.CheeseSwap:
|
||||
return CHEESESWAP_ROUTER_BY_CHAIN_ID[chainId];
|
||||
case ERC20BridgeSource.JulSwap:
|
||||
return JULSWAP_ROUTER_BY_CHAIN_ID[chainId];
|
||||
case ERC20BridgeSource.QuickSwap:
|
||||
return QUICKSWAP_ROUTER_BY_CHAIN_ID[chainId];
|
||||
case ERC20BridgeSource.ComethSwap:
|
||||
return COMETHSWAP_ROUTER_BY_CHAIN_ID[chainId];
|
||||
case ERC20BridgeSource.Dfyn:
|
||||
return DFYN_ROUTER_BY_CHAIN_ID[chainId];
|
||||
case ERC20BridgeSource.WaultSwap:
|
||||
return WAULTSWAP_ROUTER_BY_CHAIN_ID[chainId];
|
||||
case ERC20BridgeSource.Polydex:
|
||||
return POLYDEX_ROUTER_BY_CHAIN_ID[chainId];
|
||||
case ERC20BridgeSource.ShibaSwap:
|
||||
return SHIBASWAP_ROUTER_BY_CHAIN_ID[chainId];
|
||||
case ERC20BridgeSource.JetSwap:
|
||||
return JETSWAP_ROUTER_BY_CHAIN_ID[chainId];
|
||||
case ERC20BridgeSource.Pangolin:
|
||||
return PANGOLIN_ROUTER_BY_CHAIN_ID[chainId];
|
||||
case ERC20BridgeSource.TraderJoe:
|
||||
@@ -552,12 +596,6 @@ export function uniswapV2LikeRouterAddress(
|
||||
return BISWAP_ROUTER_BY_CHAIN_ID[chainId];
|
||||
case ERC20BridgeSource.Yoshi:
|
||||
return YOSHI_ROUTER_BY_CHAIN_ID[chainId];
|
||||
case ERC20BridgeSource.MeshSwap:
|
||||
return MESHSWAP_ROUTER_BY_CHAIN_ID[chainId];
|
||||
case ERC20BridgeSource.MDex:
|
||||
return MDEX_ROUTER_BY_CHAIN_ID[chainId];
|
||||
case ERC20BridgeSource.KnightSwap:
|
||||
return KNIGHTSWAP_ROUTER_BY_CHAIN_ID[chainId];
|
||||
default:
|
||||
throw new Error(`Unknown UniswapV2 like source ${source}`);
|
||||
}
|
||||
|
||||
@@ -48,7 +48,7 @@ export function getComparisonPrices(
|
||||
} else {
|
||||
try {
|
||||
const fillFeeInEth = new BigNumber(
|
||||
(feeSchedule[ERC20BridgeSource.Native] as FeeEstimate)({ type: FillQuoteTransformerOrderType.Rfq }).fee,
|
||||
(feeSchedule[ERC20BridgeSource.Native] as FeeEstimate)({ type: FillQuoteTransformerOrderType.Rfq }),
|
||||
);
|
||||
const exchangeProxyOverheadInEth = new BigNumber(exchangeProxyOverhead(SOURCE_FLAGS.RfqOrder));
|
||||
feeInEth = fillFeeInEth.plus(exchangeProxyOverheadInEth);
|
||||
|
||||
@@ -19,6 +19,7 @@ interface Cache {
|
||||
[key: string]: CToken;
|
||||
}
|
||||
|
||||
// tslint:disable-next-line:custom-no-magic-numbers
|
||||
const CTOKEN_REFRESH_INTERVAL_MS = 30 * constants.ONE_MINUTE_MS;
|
||||
|
||||
/**
|
||||
|
||||
File diff suppressed because it is too large
Load Diff
@@ -3,17 +3,74 @@ import { BigNumber, hexUtils } from '@0x/utils';
|
||||
|
||||
import { MarketOperation, NativeOrderWithFillableAmounts } from '../../types';
|
||||
|
||||
import { DEFAULT_FEE_ESTIMATE, POSITIVE_INF, SOURCE_FLAGS } from './constants';
|
||||
import { POSITIVE_INF, SOURCE_FLAGS, ZERO_AMOUNT } from './constants';
|
||||
import { DexSample, ERC20BridgeSource, FeeSchedule, Fill } from './types';
|
||||
|
||||
// tslint:disable: prefer-for-of no-bitwise completed-docs
|
||||
|
||||
/**
|
||||
* Converts the ETH value to an amount in output tokens.
|
||||
*
|
||||
* By default this prefers the outputAmountPerEth, but if this value
|
||||
* is zero it will utilize the inputAmountPerEth and input.
|
||||
* Create `Fill` objects from orders and dex quotes.
|
||||
*/
|
||||
export function createFills(opts: {
|
||||
side: MarketOperation;
|
||||
orders?: NativeOrderWithFillableAmounts[];
|
||||
dexQuotes?: DexSample[][];
|
||||
targetInput?: BigNumber;
|
||||
outputAmountPerEth?: BigNumber;
|
||||
inputAmountPerEth?: BigNumber;
|
||||
excludedSources?: ERC20BridgeSource[];
|
||||
feeSchedule?: FeeSchedule;
|
||||
}): Fill[][] {
|
||||
const { side } = opts;
|
||||
const excludedSources = opts.excludedSources || [];
|
||||
const feeSchedule = opts.feeSchedule || {};
|
||||
const orders = opts.orders || [];
|
||||
const dexQuotes = opts.dexQuotes || [];
|
||||
const outputAmountPerEth = opts.outputAmountPerEth || ZERO_AMOUNT;
|
||||
const inputAmountPerEth = opts.inputAmountPerEth || ZERO_AMOUNT;
|
||||
// Create native fills.
|
||||
const nativeFills = nativeOrdersToFills(
|
||||
side,
|
||||
orders.filter(o => o.fillableTakerAmount.isGreaterThan(0)),
|
||||
opts.targetInput,
|
||||
outputAmountPerEth,
|
||||
inputAmountPerEth,
|
||||
feeSchedule,
|
||||
);
|
||||
// Create DEX fills.
|
||||
const dexFills = dexQuotes.map(singleSourceSamples =>
|
||||
dexSamplesToFills(side, singleSourceSamples, outputAmountPerEth, inputAmountPerEth, feeSchedule),
|
||||
);
|
||||
return [...dexFills, nativeFills]
|
||||
.map(p => clipFillsToInput(p, opts.targetInput))
|
||||
.filter(fills => hasLiquidity(fills) && !excludedSources.includes(fills[0].source));
|
||||
}
|
||||
|
||||
function clipFillsToInput(fills: Fill[], targetInput: BigNumber = POSITIVE_INF): Fill[] {
|
||||
const clipped: Fill[] = [];
|
||||
let input = ZERO_AMOUNT;
|
||||
for (const fill of fills) {
|
||||
if (input.gte(targetInput)) {
|
||||
break;
|
||||
}
|
||||
input = input.plus(fill.input);
|
||||
clipped.push(fill);
|
||||
}
|
||||
return clipped;
|
||||
}
|
||||
|
||||
function hasLiquidity(fills: Fill[]): boolean {
|
||||
if (fills.length === 0) {
|
||||
return false;
|
||||
}
|
||||
const totalInput = BigNumber.sum(...fills.map(fill => fill.input));
|
||||
const totalOutput = BigNumber.sum(...fills.map(fill => fill.output));
|
||||
if (totalInput.isZero() || totalOutput.isZero()) {
|
||||
return false;
|
||||
}
|
||||
return true;
|
||||
}
|
||||
|
||||
export function ethToOutputAmount({
|
||||
input,
|
||||
output,
|
||||
@@ -28,106 +85,122 @@ export function ethToOutputAmount({
|
||||
ethAmount: BigNumber | number;
|
||||
}): BigNumber {
|
||||
return !outputAmountPerEth.isZero()
|
||||
? outputAmountPerEth.times(ethAmount).integerValue()
|
||||
? outputAmountPerEth.times(ethAmount)
|
||||
: inputAmountPerEth.times(ethAmount).times(output.dividedToIntegerBy(input));
|
||||
}
|
||||
|
||||
export function nativeOrderToFill(
|
||||
export function nativeOrdersToFills(
|
||||
side: MarketOperation,
|
||||
order: NativeOrderWithFillableAmounts,
|
||||
orders: NativeOrderWithFillableAmounts[],
|
||||
targetInput: BigNumber = POSITIVE_INF,
|
||||
outputAmountPerEth: BigNumber,
|
||||
inputAmountPerEth: BigNumber,
|
||||
fees: FeeSchedule,
|
||||
filterNegativeAdjustedRateOrders: boolean = true,
|
||||
): Fill | undefined {
|
||||
): Fill[] {
|
||||
const sourcePathId = hexUtils.random();
|
||||
// Create a single path from all orders.
|
||||
const { fillableTakerAmount, fillableTakerFeeAmount, fillableMakerAmount, type } = order;
|
||||
const makerAmount = fillableMakerAmount;
|
||||
const takerAmount = fillableTakerAmount.plus(fillableTakerFeeAmount);
|
||||
const input = side === MarketOperation.Sell ? takerAmount : makerAmount;
|
||||
const output = side === MarketOperation.Sell ? makerAmount : takerAmount;
|
||||
const { fee, gas } =
|
||||
fees[ERC20BridgeSource.Native] === undefined ? DEFAULT_FEE_ESTIMATE : fees[ERC20BridgeSource.Native]!(order);
|
||||
const outputPenalty = ethToOutputAmount({
|
||||
input,
|
||||
output,
|
||||
inputAmountPerEth,
|
||||
outputAmountPerEth,
|
||||
ethAmount: fee,
|
||||
});
|
||||
// targetInput can be less than the order size
|
||||
// whilst the penalty is constant, it affects the adjusted output
|
||||
// only up until the target has been exhausted.
|
||||
// A large order and an order at the exact target should be penalized
|
||||
// the same.
|
||||
const clippedInput = BigNumber.min(targetInput, input);
|
||||
// scale the clipped output inline with the input
|
||||
const clippedOutput = clippedInput.dividedBy(input).times(output);
|
||||
const adjustedOutput =
|
||||
side === MarketOperation.Sell ? clippedOutput.minus(outputPenalty) : clippedOutput.plus(outputPenalty);
|
||||
const adjustedRate =
|
||||
side === MarketOperation.Sell ? adjustedOutput.div(clippedInput) : clippedInput.div(adjustedOutput);
|
||||
// Optionally skip orders with rates that are <= 0.
|
||||
if (filterNegativeAdjustedRateOrders && adjustedRate.lte(0)) {
|
||||
return undefined;
|
||||
let fills: Array<Fill & { adjustedRate: BigNumber }> = [];
|
||||
for (const o of orders) {
|
||||
const { fillableTakerAmount, fillableTakerFeeAmount, fillableMakerAmount, type } = o;
|
||||
const makerAmount = fillableMakerAmount;
|
||||
const takerAmount = fillableTakerAmount.plus(fillableTakerFeeAmount);
|
||||
const input = side === MarketOperation.Sell ? takerAmount : makerAmount;
|
||||
const output = side === MarketOperation.Sell ? makerAmount : takerAmount;
|
||||
const fee = fees[ERC20BridgeSource.Native] === undefined ? 0 : fees[ERC20BridgeSource.Native]!(o);
|
||||
const outputPenalty = ethToOutputAmount({
|
||||
input,
|
||||
output,
|
||||
inputAmountPerEth,
|
||||
outputAmountPerEth,
|
||||
ethAmount: fee,
|
||||
});
|
||||
// targetInput can be less than the order size
|
||||
// whilst the penalty is constant, it affects the adjusted output
|
||||
// only up until the target has been exhausted.
|
||||
// A large order and an order at the exact target should be penalized
|
||||
// the same.
|
||||
const clippedInput = BigNumber.min(targetInput, input);
|
||||
// scale the clipped output inline with the input
|
||||
const clippedOutput = clippedInput.dividedBy(input).times(output);
|
||||
const adjustedOutput =
|
||||
side === MarketOperation.Sell ? clippedOutput.minus(outputPenalty) : clippedOutput.plus(outputPenalty);
|
||||
const adjustedRate =
|
||||
side === MarketOperation.Sell ? adjustedOutput.div(clippedInput) : clippedInput.div(adjustedOutput);
|
||||
// Optionally skip orders with rates that are <= 0.
|
||||
if (filterNegativeAdjustedRateOrders && adjustedRate.lte(0)) {
|
||||
continue;
|
||||
}
|
||||
fills.push({
|
||||
sourcePathId,
|
||||
adjustedRate,
|
||||
adjustedOutput,
|
||||
input: clippedInput,
|
||||
output: clippedOutput,
|
||||
flags: SOURCE_FLAGS[type === FillQuoteTransformerOrderType.Rfq ? 'RfqOrder' : 'LimitOrder'],
|
||||
index: 0, // TBD
|
||||
parent: undefined, // TBD
|
||||
source: ERC20BridgeSource.Native,
|
||||
type,
|
||||
fillData: { ...o },
|
||||
});
|
||||
}
|
||||
|
||||
return {
|
||||
sourcePathId,
|
||||
adjustedOutput,
|
||||
input: clippedInput,
|
||||
output: clippedOutput,
|
||||
flags: SOURCE_FLAGS[type === FillQuoteTransformerOrderType.Rfq ? 'RfqOrder' : 'LimitOrder'],
|
||||
source: ERC20BridgeSource.Native,
|
||||
type,
|
||||
fillData: { ...order },
|
||||
gas,
|
||||
};
|
||||
// Sort by descending adjusted rate.
|
||||
fills = fills.sort((a, b) => b.adjustedRate.comparedTo(a.adjustedRate));
|
||||
// Re-index fills.
|
||||
for (let i = 0; i < fills.length; ++i) {
|
||||
fills[i].parent = i === 0 ? undefined : fills[i - 1];
|
||||
fills[i].index = i;
|
||||
}
|
||||
return fills;
|
||||
}
|
||||
|
||||
export function dexSampleToFill(
|
||||
export function dexSamplesToFills(
|
||||
side: MarketOperation,
|
||||
sample: DexSample,
|
||||
samples: DexSample[],
|
||||
outputAmountPerEth: BigNumber,
|
||||
inputAmountPerEth: BigNumber,
|
||||
fees: FeeSchedule,
|
||||
): Fill {
|
||||
): Fill[] {
|
||||
const sourcePathId = hexUtils.random();
|
||||
const { source, fillData } = sample;
|
||||
const input = sample.input;
|
||||
const output = sample.output;
|
||||
const { fee, gas } =
|
||||
fees[source] === undefined ? DEFAULT_FEE_ESTIMATE : fees[source]!(sample.fillData) || DEFAULT_FEE_ESTIMATE;
|
||||
const fills: Fill[] = [];
|
||||
// Drop any non-zero entries. This can occur if the any fills on Kyber were UniswapReserves
|
||||
// We need not worry about Kyber fills going to UniswapReserve as the input amount
|
||||
// we fill is the same as we sampled. I.e we received [0,20,30] output from [1,2,3] input
|
||||
// and we only fill [2,3] on Kyber (as 1 returns 0 output)
|
||||
const nonzeroSamples = samples.filter(q => !q.output.isZero());
|
||||
for (let i = 0; i < nonzeroSamples.length; i++) {
|
||||
const sample = nonzeroSamples[i];
|
||||
const prevSample = i === 0 ? undefined : nonzeroSamples[i - 1];
|
||||
const { source, fillData } = sample;
|
||||
const input = sample.input.minus(prevSample ? prevSample.input : 0);
|
||||
const output = sample.output.minus(prevSample ? prevSample.output : 0);
|
||||
let penalty = ZERO_AMOUNT;
|
||||
if (i === 0) {
|
||||
const fee = fees[source] === undefined ? 0 : fees[source]!(sample.fillData) || 0;
|
||||
// Only the first fill in a DEX path incurs a penalty.
|
||||
penalty = ethToOutputAmount({
|
||||
input,
|
||||
output,
|
||||
inputAmountPerEth,
|
||||
outputAmountPerEth,
|
||||
ethAmount: fee,
|
||||
});
|
||||
}
|
||||
const adjustedOutput = side === MarketOperation.Sell ? output.minus(penalty) : output.plus(penalty);
|
||||
|
||||
const penalty = ethToOutputAmount({
|
||||
input,
|
||||
output,
|
||||
inputAmountPerEth,
|
||||
outputAmountPerEth,
|
||||
ethAmount: fee,
|
||||
});
|
||||
|
||||
return {
|
||||
sourcePathId,
|
||||
input,
|
||||
output,
|
||||
adjustedOutput: adjustOutput(side, output, penalty),
|
||||
source,
|
||||
fillData,
|
||||
type: FillQuoteTransformerOrderType.Bridge,
|
||||
flags: SOURCE_FLAGS[source],
|
||||
gas,
|
||||
};
|
||||
}
|
||||
|
||||
/**
|
||||
* Adjusts the output depending on whether this is a buy or a sell.
|
||||
*
|
||||
* If it is a sell, than output is lowered by the adjustment.
|
||||
* If it is a buy, than output is increased by adjustment.
|
||||
*/
|
||||
export function adjustOutput(side: MarketOperation, output: BigNumber, penalty: BigNumber): BigNumber {
|
||||
return side === MarketOperation.Sell ? output.minus(penalty) : output.plus(penalty);
|
||||
fills.push({
|
||||
sourcePathId,
|
||||
input,
|
||||
output,
|
||||
adjustedOutput,
|
||||
source,
|
||||
fillData,
|
||||
type: FillQuoteTransformerOrderType.Bridge,
|
||||
index: i,
|
||||
parent: i !== 0 ? fills[fills.length - 1] : undefined,
|
||||
flags: SOURCE_FLAGS[source],
|
||||
});
|
||||
}
|
||||
return fills;
|
||||
}
|
||||
|
||||
@@ -1,13 +0,0 @@
|
||||
import { BigNumber } from '@0x/utils';
|
||||
|
||||
import { MarketOperation } from '../../types';
|
||||
|
||||
import { Fill, FillAdjustor } from './types';
|
||||
|
||||
// tslint:disable:prefer-function-over-method
|
||||
|
||||
export class IdentityFillAdjustor implements FillAdjustor {
|
||||
public adjustFills(side: MarketOperation, fills: Fill[], amount: BigNumber): Fill[] {
|
||||
return fills;
|
||||
}
|
||||
}
|
||||
@@ -29,6 +29,7 @@ import {
|
||||
PriceComparisonsReport,
|
||||
QuoteReport,
|
||||
} from './../quote_report_generator';
|
||||
|
||||
import { getComparisonPrices } from './comparison_price';
|
||||
import {
|
||||
BUY_SOURCE_FILTER_BY_CHAIN_ID,
|
||||
@@ -40,17 +41,19 @@ import {
|
||||
SOURCE_FLAGS,
|
||||
ZERO_AMOUNT,
|
||||
} from './constants';
|
||||
import { IdentityFillAdjustor } from './identity_fill_adjustor';
|
||||
import { createFills } from './fills';
|
||||
import { getBestTwoHopQuote } from './multihop_utils';
|
||||
import { createOrdersFromTwoHopSample } from './orders';
|
||||
import { Path, PathPenaltyOpts } from './path';
|
||||
import { findOptimalPathFromSamples } from './path_optimizer';
|
||||
import { findOptimalPathJSAsync, findOptimalRustPathFromSamples } from './path_optimizer';
|
||||
import { DexOrderSampler, getSampleAmounts } from './sampler';
|
||||
import { SourceFilters } from './source_filters';
|
||||
import {
|
||||
AggregationError,
|
||||
CollapsedFill,
|
||||
DexSample,
|
||||
ERC20BridgeSource,
|
||||
Fill,
|
||||
GenerateOptimizedOrdersOpts,
|
||||
GetMarketOrdersOpts,
|
||||
MarketSideLiquidity,
|
||||
@@ -59,6 +62,8 @@ import {
|
||||
OrderDomain,
|
||||
} from './types';
|
||||
|
||||
const SHOULD_USE_RUST_ROUTER = process.env.RUST_ROUTER === 'true';
|
||||
|
||||
// tslint:disable:boolean-naming
|
||||
|
||||
export class MarketOperationUtils {
|
||||
@@ -162,20 +167,18 @@ export class MarketOperationUtils {
|
||||
// Get native order fillable amounts.
|
||||
this._sampler.getLimitOrderFillableTakerAmounts(nativeOrders, this.contractAddresses.exchangeProxy),
|
||||
// Get ETH -> maker token price.
|
||||
this._sampler.getBestNativeTokenSellRate(
|
||||
this._sampler.getMedianSellRate(
|
||||
feeSourceFilters.sources,
|
||||
makerToken,
|
||||
this._nativeFeeToken,
|
||||
this._nativeFeeTokenAmount,
|
||||
_opts.feeSchedule,
|
||||
),
|
||||
// Get ETH -> taker token price.
|
||||
this._sampler.getBestNativeTokenSellRate(
|
||||
this._sampler.getMedianSellRate(
|
||||
feeSourceFilters.sources,
|
||||
takerToken,
|
||||
this._nativeFeeToken,
|
||||
this._nativeFeeTokenAmount,
|
||||
_opts.feeSchedule,
|
||||
),
|
||||
// Get sell quotes for taker -> maker.
|
||||
this._sampler.getSellQuotes(quoteSourceFilters.sources, makerToken, takerToken, sampleAmounts),
|
||||
@@ -275,20 +278,18 @@ export class MarketOperationUtils {
|
||||
// Get native order fillable amounts.
|
||||
this._sampler.getLimitOrderFillableMakerAmounts(nativeOrders, this.contractAddresses.exchangeProxy),
|
||||
// Get ETH -> makerToken token price.
|
||||
this._sampler.getBestNativeTokenSellRate(
|
||||
this._sampler.getMedianSellRate(
|
||||
feeSourceFilters.sources,
|
||||
makerToken,
|
||||
this._nativeFeeToken,
|
||||
this._nativeFeeTokenAmount,
|
||||
_opts.feeSchedule,
|
||||
),
|
||||
// Get ETH -> taker token price.
|
||||
this._sampler.getBestNativeTokenSellRate(
|
||||
this._sampler.getMedianSellRate(
|
||||
feeSourceFilters.sources,
|
||||
takerToken,
|
||||
this._nativeFeeToken,
|
||||
this._nativeFeeTokenAmount,
|
||||
_opts.feeSchedule,
|
||||
),
|
||||
// Get buy quotes for taker -> maker.
|
||||
this._sampler.getBuyQuotes(quoteSourceFilters.sources, makerToken, takerToken, sampleAmounts),
|
||||
@@ -383,12 +384,11 @@ export class MarketOperationUtils {
|
||||
this._sampler.getLimitOrderFillableMakerAmounts(orders, this.contractAddresses.exchangeProxy),
|
||||
),
|
||||
...batchNativeOrders.map(orders =>
|
||||
this._sampler.getBestNativeTokenSellRate(
|
||||
this._sampler.getMedianSellRate(
|
||||
feeSourceFilters.sources,
|
||||
orders[0].order.takerToken,
|
||||
this._nativeFeeToken,
|
||||
this._nativeFeeTokenAmount,
|
||||
_opts.feeSchedule,
|
||||
),
|
||||
),
|
||||
...batchNativeOrders.map((orders, i) =>
|
||||
@@ -455,7 +455,6 @@ export class MarketOperationUtils {
|
||||
allowFallback: _opts.allowFallback,
|
||||
gasPrice: _opts.gasPrice,
|
||||
neonRouterNumSamples: _opts.neonRouterNumSamples,
|
||||
fillAdjustor: _opts.fillAdjustor,
|
||||
},
|
||||
);
|
||||
return optimizerResult;
|
||||
@@ -517,38 +516,60 @@ export class MarketOperationUtils {
|
||||
const takerAmountPerEth = side === MarketOperation.Sell ? inputAmountPerEth : outputAmountPerEth;
|
||||
const makerAmountPerEth = side === MarketOperation.Sell ? outputAmountPerEth : inputAmountPerEth;
|
||||
|
||||
let fills: Fill[][];
|
||||
// Find the optimal path using Rust router if enabled, otherwise fallback to JS Router
|
||||
let optimalPath: Path | undefined;
|
||||
optimalPath = findOptimalPathFromSamples(
|
||||
side,
|
||||
dexQuotes,
|
||||
[...nativeOrders, ...augmentedRfqtIndicativeQuotes],
|
||||
inputAmount,
|
||||
penaltyOpts,
|
||||
opts.feeSchedule,
|
||||
this._sampler.chainId,
|
||||
opts.neonRouterNumSamples,
|
||||
opts.fillAdjustor,
|
||||
opts.samplerMetrics,
|
||||
);
|
||||
if (SHOULD_USE_RUST_ROUTER) {
|
||||
fills = [[]];
|
||||
optimalPath = findOptimalRustPathFromSamples(
|
||||
side,
|
||||
dexQuotes,
|
||||
[...nativeOrders, ...augmentedRfqtIndicativeQuotes],
|
||||
inputAmount,
|
||||
penaltyOpts,
|
||||
opts.feeSchedule,
|
||||
this._sampler.chainId,
|
||||
opts.neonRouterNumSamples,
|
||||
opts.samplerMetrics,
|
||||
);
|
||||
} else {
|
||||
// Convert native orders and dex quotes into `Fill` objects.
|
||||
fills = createFills({
|
||||
side,
|
||||
orders: [...nativeOrders, ...augmentedRfqtIndicativeQuotes],
|
||||
dexQuotes,
|
||||
targetInput: inputAmount,
|
||||
outputAmountPerEth,
|
||||
inputAmountPerEth,
|
||||
excludedSources: opts.excludedSources,
|
||||
feeSchedule: opts.feeSchedule,
|
||||
});
|
||||
|
||||
const optimalPathAdjustedRate = optimalPath ? optimalPath.adjustedRate() : ZERO_AMOUNT;
|
||||
optimalPath = await findOptimalPathJSAsync(
|
||||
side,
|
||||
fills,
|
||||
inputAmount,
|
||||
opts.runLimit,
|
||||
opts.samplerMetrics,
|
||||
penaltyOpts,
|
||||
);
|
||||
}
|
||||
|
||||
const { adjustedRate: bestTwoHopAdjustedRate, quote: bestTwoHopQuote } = getBestTwoHopQuote(
|
||||
const optimalPathRate = optimalPath ? optimalPath.adjustedRate() : ZERO_AMOUNT;
|
||||
|
||||
const { adjustedRate: bestTwoHopRate, quote: bestTwoHopQuote } = getBestTwoHopQuote(
|
||||
marketSideLiquidity,
|
||||
opts.feeSchedule,
|
||||
opts.exchangeProxyOverhead,
|
||||
opts.fillAdjustor,
|
||||
);
|
||||
|
||||
if (bestTwoHopQuote && bestTwoHopAdjustedRate.isGreaterThan(optimalPathAdjustedRate)) {
|
||||
if (bestTwoHopQuote && bestTwoHopRate.isGreaterThan(optimalPathRate)) {
|
||||
const twoHopOrders = createOrdersFromTwoHopSample(bestTwoHopQuote, orderOpts);
|
||||
return {
|
||||
optimizedOrders: twoHopOrders,
|
||||
liquidityDelivered: bestTwoHopQuote,
|
||||
sourceFlags: SOURCE_FLAGS[ERC20BridgeSource.MultiHop],
|
||||
marketSideLiquidity,
|
||||
adjustedRate: bestTwoHopAdjustedRate,
|
||||
adjustedRate: bestTwoHopRate,
|
||||
takerAmountPerEth,
|
||||
makerAmountPerEth,
|
||||
};
|
||||
@@ -559,14 +580,19 @@ export class MarketOperationUtils {
|
||||
throw new Error(AggregationError.NoOptimalPath);
|
||||
}
|
||||
|
||||
const finalizedPath = optimalPath.finalize(orderOpts);
|
||||
// Generate a fallback path if required
|
||||
// TODO(kimpers): Will experiment with disabling this and see how it affects revert rate
|
||||
// to avoid yet another router roundtrip
|
||||
// TODO: clean this up if we don't need it
|
||||
// await this._addOptionalFallbackAsync(side, inputAmount, optimalPath, dexQuotes, fills, opts, penaltyOpts);
|
||||
const collapsedPath = optimalPath.collapse(orderOpts);
|
||||
|
||||
return {
|
||||
optimizedOrders: finalizedPath.orders,
|
||||
liquidityDelivered: finalizedPath.fills,
|
||||
sourceFlags: finalizedPath.sourceFlags,
|
||||
optimizedOrders: collapsedPath.orders,
|
||||
liquidityDelivered: collapsedPath.collapsedFills as CollapsedFill[],
|
||||
sourceFlags: collapsedPath.sourceFlags,
|
||||
marketSideLiquidity,
|
||||
adjustedRate: optimalPathAdjustedRate,
|
||||
adjustedRate: optimalPathRate,
|
||||
takerAmountPerEth,
|
||||
makerAmountPerEth,
|
||||
};
|
||||
@@ -592,7 +618,6 @@ export class MarketOperationUtils {
|
||||
gasPrice: _opts.gasPrice,
|
||||
neonRouterNumSamples: _opts.neonRouterNumSamples,
|
||||
samplerMetrics: _opts.samplerMetrics,
|
||||
fillAdjustor: _opts.fillAdjustor,
|
||||
};
|
||||
|
||||
if (nativeOrders.length === 0) {
|
||||
@@ -605,15 +630,9 @@ export class MarketOperationUtils {
|
||||
? this.getMarketSellLiquidityAsync.bind(this)
|
||||
: this.getMarketBuyLiquidityAsync.bind(this);
|
||||
const marketSideLiquidity: MarketSideLiquidity = await marketLiquidityFnAsync(nativeOrders, amount, _opts);
|
||||
|
||||
// Phase 1 Routing
|
||||
// We find an optimized path for ALL the DEX and open-orderbook liquidity
|
||||
let optimizerResult: OptimizerResult | undefined;
|
||||
try {
|
||||
optimizerResult = await this._generateOptimizedOrdersAsync(marketSideLiquidity, {
|
||||
...optimizerOpts,
|
||||
fillAdjustor: new IdentityFillAdjustor(),
|
||||
});
|
||||
optimizerResult = await this._generateOptimizedOrdersAsync(marketSideLiquidity, optimizerOpts);
|
||||
} catch (e) {
|
||||
// If no on-chain or off-chain Open Orderbook orders are present, a `NoOptimalPath` will be thrown.
|
||||
// If this happens at this stage, there is still a chance that an RFQ order is fillable, therefore
|
||||
@@ -637,17 +656,6 @@ export class MarketOperationUtils {
|
||||
}
|
||||
|
||||
// If RFQ liquidity is enabled, make a request to check RFQ liquidity against the first optimizer result
|
||||
|
||||
// Phase 2 Routing
|
||||
// Mix in any off-chain RFQ quotes
|
||||
// Apply any fill adjustments i
|
||||
const phaseTwoOptimizerOpts = {
|
||||
...optimizerOpts,
|
||||
// Pass in the FillAdjustor for Phase 2 adjustment, in the future we may perform this adjustment
|
||||
// in Phase 1.
|
||||
fillAdjustor: _opts.fillAdjustor,
|
||||
};
|
||||
|
||||
const { rfqt } = _opts;
|
||||
if (
|
||||
marketSideLiquidity.isRfqSupported &&
|
||||
@@ -708,28 +716,8 @@ export class MarketOperationUtils {
|
||||
});
|
||||
// Re-run optimizer with the new indicative quote
|
||||
if (indicativeQuotes.length > 0) {
|
||||
// Attach the indicative quotes to the market side liquidity
|
||||
marketSideLiquidity.quotes.rfqtIndicativeQuotes = indicativeQuotes;
|
||||
|
||||
// Phase 2 Routing
|
||||
const phase1OptimalSources = optimizerResult
|
||||
? optimizerResult.optimizedOrders.map(o => o.source)
|
||||
: [];
|
||||
const phase2MarketSideLiquidity: MarketSideLiquidity = {
|
||||
...marketSideLiquidity,
|
||||
quotes: {
|
||||
...marketSideLiquidity.quotes,
|
||||
// Select only the quotes that were chosen in Phase 1
|
||||
dexQuotes: marketSideLiquidity.quotes.dexQuotes.filter(
|
||||
q => q.length > 0 && phase1OptimalSources.includes(q[0].source),
|
||||
),
|
||||
},
|
||||
};
|
||||
|
||||
optimizerResult = await this._generateOptimizedOrdersAsync(
|
||||
phase2MarketSideLiquidity,
|
||||
phaseTwoOptimizerOpts,
|
||||
);
|
||||
optimizerResult = await this._generateOptimizedOrdersAsync(marketSideLiquidity, optimizerOpts);
|
||||
}
|
||||
} else {
|
||||
// A firm quote is being requested, and firm quotes price-aware enabled.
|
||||
@@ -787,8 +775,6 @@ export class MarketOperationUtils {
|
||||
fillableTakerFeeAmount: ZERO_AMOUNT,
|
||||
}),
|
||||
);
|
||||
|
||||
// Attach the firm RFQt quotes to the market side liquidity
|
||||
marketSideLiquidity.quotes.nativeOrders = [
|
||||
...quotesWithOrderFillableAmounts,
|
||||
...marketSideLiquidity.quotes.nativeOrders,
|
||||
@@ -797,27 +783,7 @@ export class MarketOperationUtils {
|
||||
// Re-run optimizer with the new firm quote. This is the second and last time
|
||||
// we run the optimized in a block of code. In this case, we don't catch a potential `NoOptimalPath` exception
|
||||
// and we let it bubble up if it happens.
|
||||
|
||||
// Phase 2 Routing
|
||||
// Optimization: Filter by what is already currently in the Phase1 output as it doesn't
|
||||
// seem possible that inclusion of RFQT could impact the sources chosen from Phase 1.
|
||||
const phase1OptimalSources = optimizerResult
|
||||
? optimizerResult.optimizedOrders.map(o => o.source)
|
||||
: [];
|
||||
const phase2MarketSideLiquidity: MarketSideLiquidity = {
|
||||
...marketSideLiquidity,
|
||||
quotes: {
|
||||
...marketSideLiquidity.quotes,
|
||||
// Select only the quotes that were chosen in Phase 1
|
||||
dexQuotes: marketSideLiquidity.quotes.dexQuotes.filter(
|
||||
q => q.length > 0 && phase1OptimalSources.includes(q[0].source),
|
||||
),
|
||||
},
|
||||
};
|
||||
optimizerResult = await this._generateOptimizedOrdersAsync(
|
||||
phase2MarketSideLiquidity,
|
||||
phaseTwoOptimizerOpts,
|
||||
);
|
||||
optimizerResult = await this._generateOptimizedOrdersAsync(marketSideLiquidity, optimizerOpts);
|
||||
}
|
||||
}
|
||||
}
|
||||
@@ -861,10 +827,84 @@ export class MarketOperationUtils {
|
||||
}
|
||||
|
||||
private async _refreshPoolCacheIfRequiredAsync(takerToken: string, makerToken: string): Promise<void> {
|
||||
_.values(this._sampler.poolsCaches)
|
||||
.filter(cache => cache !== undefined && !cache.isFresh(takerToken, makerToken))
|
||||
.forEach(cache => cache?.getFreshPoolsForPairAsync(takerToken, makerToken));
|
||||
void Promise.all(
|
||||
Object.values(this._sampler.poolsCaches).map(async cache => {
|
||||
if (!cache || cache.isFresh(takerToken, makerToken)) {
|
||||
return Promise.resolve([]);
|
||||
}
|
||||
return cache.getFreshPoolsForPairAsync(takerToken, makerToken);
|
||||
}),
|
||||
);
|
||||
}
|
||||
|
||||
/*
|
||||
* TODO(kimpers): Remove this when we know that it's safe to drop the fallbacks on native orders
|
||||
// tslint:disable-next-line: prefer-function-over-method
|
||||
private async _addOptionalFallbackAsync(
|
||||
side: MarketOperation,
|
||||
inputAmount: BigNumber,
|
||||
optimalPath: Path,
|
||||
dexQuotes: DexSample[][],
|
||||
fills: Fill[][],
|
||||
opts: GenerateOptimizedOrdersOpts,
|
||||
penaltyOpts: PathPenaltyOpts,
|
||||
): Promise<void> {
|
||||
const maxFallbackSlippage = opts.maxFallbackSlippage || 0;
|
||||
const optimalPathRate = optimalPath ? optimalPath.adjustedRate() : ZERO_AMOUNT;
|
||||
// Generate a fallback path if sources requiring a fallback (fragile) are in the optimal path.
|
||||
// Native is relatively fragile (limit order collision, expiry, or lack of available maker balance)
|
||||
// LiquidityProvider is relatively fragile (collision)
|
||||
const fragileSources = [ERC20BridgeSource.Native, ERC20BridgeSource.LiquidityProvider];
|
||||
const fragileFills = optimalPath.fills.filter(f => fragileSources.includes(f.source));
|
||||
if (opts.allowFallback && fragileFills.length !== 0) {
|
||||
// We create a fallback path that is exclusive of Native liquidity
|
||||
// This is the optimal on-chain path for the entire input amount
|
||||
const sturdyPenaltyOpts = {
|
||||
...penaltyOpts,
|
||||
exchangeProxyOverhead: (sourceFlags: bigint) =>
|
||||
// tslint:disable-next-line: no-bitwise
|
||||
penaltyOpts.exchangeProxyOverhead(sourceFlags | optimalPath.sourceFlags),
|
||||
};
|
||||
|
||||
let sturdyOptimalPath: Path | undefined;
|
||||
if (SHOULD_USE_RUST_ROUTER) {
|
||||
const sturdySamples = dexQuotes.filter(
|
||||
samples => samples.length > 0 && !fragileSources.includes(samples[0].source),
|
||||
);
|
||||
sturdyOptimalPath = findOptimalRustPathFromSamples(
|
||||
side,
|
||||
sturdySamples,
|
||||
[],
|
||||
inputAmount,
|
||||
sturdyPenaltyOpts,
|
||||
opts.feeSchedule,
|
||||
this._sampler.chainId,
|
||||
opts.neonRouterNumSamples,
|
||||
undefined, // hack: set sampler metrics to undefined to avoid fallback timings
|
||||
);
|
||||
} else {
|
||||
const sturdyFills = fills.filter(p => p.length > 0 && !fragileSources.includes(p[0].source));
|
||||
sturdyOptimalPath = await findOptimalPathJSAsync(
|
||||
side,
|
||||
sturdyFills,
|
||||
inputAmount,
|
||||
opts.runLimit,
|
||||
undefined, // hack: set sampler metrics to undefined to avoid fallback timings
|
||||
sturdyPenaltyOpts,
|
||||
);
|
||||
}
|
||||
// Calculate the slippage of on-chain sources compared to the most optimal path
|
||||
// if within an acceptable threshold we enable a fallback to prevent reverts
|
||||
if (
|
||||
sturdyOptimalPath !== undefined &&
|
||||
(fragileFills.length === optimalPath.fills.length ||
|
||||
sturdyOptimalPath.adjustedSlippage(optimalPathRate) <= maxFallbackSlippage)
|
||||
) {
|
||||
optimalPath.addFallback(sturdyOptimalPath);
|
||||
}
|
||||
}
|
||||
}
|
||||
*/
|
||||
}
|
||||
|
||||
// tslint:disable: max-file-line-count
|
||||
|
||||
@@ -9,11 +9,28 @@ import {
|
||||
DexSample,
|
||||
ExchangeProxyOverhead,
|
||||
FeeSchedule,
|
||||
FillAdjustor,
|
||||
MarketSideLiquidity,
|
||||
MultiHopFillData,
|
||||
TokenAdjacencyGraph,
|
||||
} from './types';
|
||||
|
||||
/**
|
||||
* Given a token pair, returns the intermediate tokens to consider for two-hop routes.
|
||||
*/
|
||||
export function getIntermediateTokens(
|
||||
makerToken: string,
|
||||
takerToken: string,
|
||||
tokenAdjacencyGraph: TokenAdjacencyGraph,
|
||||
): string[] {
|
||||
const intermediateTokens = _.union(
|
||||
_.get(tokenAdjacencyGraph, takerToken, tokenAdjacencyGraph.default),
|
||||
_.get(tokenAdjacencyGraph, makerToken, tokenAdjacencyGraph.default),
|
||||
);
|
||||
return _.uniqBy(intermediateTokens, a => a.toLowerCase()).filter(
|
||||
token => token.toLowerCase() !== makerToken.toLowerCase() && token.toLowerCase() !== takerToken.toLowerCase(),
|
||||
);
|
||||
}
|
||||
|
||||
/**
|
||||
* Returns the best two-hop quote and the fee-adjusted rate of that quote.
|
||||
*/
|
||||
@@ -21,7 +38,6 @@ export function getBestTwoHopQuote(
|
||||
marketSideLiquidity: Omit<MarketSideLiquidity, 'makerTokenDecimals' | 'takerTokenDecimals'>,
|
||||
feeSchedule?: FeeSchedule,
|
||||
exchangeProxyOverhead?: ExchangeProxyOverhead,
|
||||
fillAdjustor?: FillAdjustor,
|
||||
): { quote: DexSample<MultiHopFillData> | undefined; adjustedRate: BigNumber } {
|
||||
const { side, inputAmount, outputAmountPerEth, quotes } = marketSideLiquidity;
|
||||
const { twoHopQuotes } = quotes;
|
||||
@@ -41,15 +57,7 @@ export function getBestTwoHopQuote(
|
||||
}
|
||||
const best = filteredQuotes
|
||||
.map(quote =>
|
||||
getTwoHopAdjustedRate(
|
||||
side,
|
||||
quote,
|
||||
inputAmount,
|
||||
outputAmountPerEth,
|
||||
feeSchedule,
|
||||
exchangeProxyOverhead,
|
||||
fillAdjustor,
|
||||
),
|
||||
getTwoHopAdjustedRate(side, quote, inputAmount, outputAmountPerEth, feeSchedule, exchangeProxyOverhead),
|
||||
)
|
||||
.reduce(
|
||||
(prev, curr, i) =>
|
||||
@@ -62,7 +70,6 @@ export function getBestTwoHopQuote(
|
||||
outputAmountPerEth,
|
||||
feeSchedule,
|
||||
exchangeProxyOverhead,
|
||||
fillAdjustor,
|
||||
),
|
||||
quote: filteredQuotes[0],
|
||||
},
|
||||
|
||||
@@ -1,6 +1,5 @@
|
||||
import { BridgeProtocol, encodeBridgeSourceId, FillQuoteTransformerOrderType } from '@0x/protocol-utils';
|
||||
import { AbiEncoder, BigNumber } from '@0x/utils';
|
||||
import _ = require('lodash');
|
||||
|
||||
import { AssetSwapperContractAddresses, MarketOperation } from '../../types';
|
||||
|
||||
@@ -8,15 +7,16 @@ import { MAX_UINT256, ZERO_AMOUNT } from './constants';
|
||||
import {
|
||||
AaveV2FillData,
|
||||
AggregationError,
|
||||
BalancerFillData,
|
||||
BalancerV2BatchSwapFillData,
|
||||
BalancerV2FillData,
|
||||
BancorFillData,
|
||||
CollapsedFill,
|
||||
CompoundFillData,
|
||||
CurveFillData,
|
||||
DexSample,
|
||||
DODOFillData,
|
||||
ERC20BridgeSource,
|
||||
Fill,
|
||||
FillData,
|
||||
FinalUniswapV3FillData,
|
||||
GeistFillData,
|
||||
@@ -28,7 +28,7 @@ import {
|
||||
MakerPsmFillData,
|
||||
MooniswapFillData,
|
||||
MultiHopFillData,
|
||||
NativeFillData,
|
||||
NativeCollapsedFill,
|
||||
NativeLimitOrderFillData,
|
||||
NativeRfqOrderFillData,
|
||||
OptimizedMarketBridgeOrder,
|
||||
@@ -37,12 +37,9 @@ import {
|
||||
OrderDomain,
|
||||
PlatypusFillData,
|
||||
ShellFillData,
|
||||
SynthetixFillData,
|
||||
UniswapV2FillData,
|
||||
UniswapV3FillData,
|
||||
UniswapV3PathAmount,
|
||||
VelodromeFillData,
|
||||
WOOFiFillData,
|
||||
} from './types';
|
||||
|
||||
// tslint:disable completed-docs
|
||||
@@ -62,27 +59,23 @@ export function createOrdersFromTwoHopSample(
|
||||
): OptimizedMarketOrder[] {
|
||||
const [makerToken, takerToken] = getMakerTakerTokens(opts);
|
||||
const { firstHopSource, secondHopSource, intermediateToken } = sample.fillData;
|
||||
const firstHopFill: Fill = {
|
||||
const firstHopFill: CollapsedFill = {
|
||||
sourcePathId: '',
|
||||
source: firstHopSource.source,
|
||||
type: FillQuoteTransformerOrderType.Bridge,
|
||||
input: opts.side === MarketOperation.Sell ? sample.input : ZERO_AMOUNT,
|
||||
output: opts.side === MarketOperation.Sell ? ZERO_AMOUNT : sample.output,
|
||||
adjustedOutput: opts.side === MarketOperation.Sell ? ZERO_AMOUNT : sample.output,
|
||||
subFills: [],
|
||||
fillData: firstHopSource.fillData,
|
||||
flags: BigInt(0),
|
||||
gas: 1,
|
||||
};
|
||||
const secondHopFill: Fill = {
|
||||
const secondHopFill: CollapsedFill = {
|
||||
sourcePathId: '',
|
||||
source: secondHopSource.source,
|
||||
type: FillQuoteTransformerOrderType.Bridge,
|
||||
input: opts.side === MarketOperation.Sell ? MAX_UINT256 : sample.input,
|
||||
output: opts.side === MarketOperation.Sell ? sample.output : MAX_UINT256,
|
||||
adjustedOutput: opts.side === MarketOperation.Sell ? sample.output : MAX_UINT256,
|
||||
subFills: [],
|
||||
fillData: secondHopSource.fillData,
|
||||
flags: BigInt(0),
|
||||
gas: 1,
|
||||
};
|
||||
return [
|
||||
createBridgeOrder(firstHopFill, intermediateToken, takerToken, opts.side),
|
||||
@@ -100,6 +93,8 @@ export function getErc20BridgeSourceToBridgeSource(source: ERC20BridgeSource): s
|
||||
return encodeBridgeSourceId(BridgeProtocol.Bancor, 'Bancor');
|
||||
case ERC20BridgeSource.Curve:
|
||||
return encodeBridgeSourceId(BridgeProtocol.Curve, 'Curve');
|
||||
case ERC20BridgeSource.Cream:
|
||||
return encodeBridgeSourceId(BridgeProtocol.Balancer, 'Cream');
|
||||
case ERC20BridgeSource.CryptoCom:
|
||||
return encodeBridgeSourceId(BridgeProtocol.CryptoCom, 'CryptoCom');
|
||||
case ERC20BridgeSource.Dodo:
|
||||
@@ -139,32 +134,44 @@ export function getErc20BridgeSourceToBridgeSource(source: ERC20BridgeSource): s
|
||||
return encodeBridgeSourceId(BridgeProtocol.Curve, 'Ellipsis');
|
||||
case ERC20BridgeSource.Component:
|
||||
return encodeBridgeSourceId(BridgeProtocol.Shell, 'Component');
|
||||
case ERC20BridgeSource.Smoothy:
|
||||
return encodeBridgeSourceId(BridgeProtocol.Curve, 'Smoothy');
|
||||
case ERC20BridgeSource.Saddle:
|
||||
return encodeBridgeSourceId(BridgeProtocol.Nerve, 'Saddle');
|
||||
case ERC20BridgeSource.XSigma:
|
||||
return encodeBridgeSourceId(BridgeProtocol.Curve, 'xSigma');
|
||||
case ERC20BridgeSource.ApeSwap:
|
||||
return encodeBridgeSourceId(BridgeProtocol.UniswapV2, 'ApeSwap');
|
||||
case ERC20BridgeSource.CafeSwap:
|
||||
return encodeBridgeSourceId(BridgeProtocol.UniswapV2, 'CafeSwap');
|
||||
case ERC20BridgeSource.CheeseSwap:
|
||||
return encodeBridgeSourceId(BridgeProtocol.UniswapV2, 'CheeseSwap');
|
||||
case ERC20BridgeSource.JulSwap:
|
||||
return encodeBridgeSourceId(BridgeProtocol.UniswapV2, 'JulSwap');
|
||||
case ERC20BridgeSource.UniswapV3:
|
||||
return encodeBridgeSourceId(BridgeProtocol.UniswapV3, 'UniswapV3');
|
||||
case ERC20BridgeSource.KyberDmm:
|
||||
return encodeBridgeSourceId(BridgeProtocol.KyberDmm, 'KyberDmm');
|
||||
case ERC20BridgeSource.QuickSwap:
|
||||
return encodeBridgeSourceId(BridgeProtocol.UniswapV2, 'QuickSwap');
|
||||
case ERC20BridgeSource.ComethSwap:
|
||||
return encodeBridgeSourceId(BridgeProtocol.UniswapV2, 'ComethSwap');
|
||||
case ERC20BridgeSource.Dfyn:
|
||||
return encodeBridgeSourceId(BridgeProtocol.UniswapV2, 'Dfyn');
|
||||
case ERC20BridgeSource.CurveV2:
|
||||
return encodeBridgeSourceId(BridgeProtocol.CurveV2, 'CurveV2');
|
||||
case ERC20BridgeSource.WaultSwap:
|
||||
return encodeBridgeSourceId(BridgeProtocol.UniswapV2, 'WaultSwap');
|
||||
case ERC20BridgeSource.Polydex:
|
||||
return encodeBridgeSourceId(BridgeProtocol.UniswapV2, 'Polydex');
|
||||
case ERC20BridgeSource.FirebirdOneSwap:
|
||||
return encodeBridgeSourceId(BridgeProtocol.Nerve, 'FirebirdOneSwap');
|
||||
case ERC20BridgeSource.Lido:
|
||||
return encodeBridgeSourceId(BridgeProtocol.Lido, 'Lido');
|
||||
case ERC20BridgeSource.ShibaSwap:
|
||||
return encodeBridgeSourceId(BridgeProtocol.UniswapV2, 'ShibaSwap');
|
||||
case ERC20BridgeSource.JetSwap:
|
||||
return encodeBridgeSourceId(BridgeProtocol.UniswapV2, 'JetSwap');
|
||||
case ERC20BridgeSource.IronSwap:
|
||||
return encodeBridgeSourceId(BridgeProtocol.Nerve, 'IronSwap');
|
||||
case ERC20BridgeSource.ACryptos:
|
||||
@@ -195,24 +202,10 @@ export function getErc20BridgeSourceToBridgeSource(source: ERC20BridgeSource): s
|
||||
return encodeBridgeSourceId(BridgeProtocol.Nerve, 'MobiusMoney');
|
||||
case ERC20BridgeSource.BiSwap:
|
||||
return encodeBridgeSourceId(BridgeProtocol.UniswapV2, 'BiSwap');
|
||||
case ERC20BridgeSource.MDex:
|
||||
return encodeBridgeSourceId(BridgeProtocol.UniswapV2, 'MDex');
|
||||
case ERC20BridgeSource.KnightSwap:
|
||||
return encodeBridgeSourceId(BridgeProtocol.UniswapV2, 'KnightSwap');
|
||||
case ERC20BridgeSource.GMX:
|
||||
return encodeBridgeSourceId(BridgeProtocol.GMX, 'GMX');
|
||||
case ERC20BridgeSource.Platypus:
|
||||
return encodeBridgeSourceId(BridgeProtocol.Platypus, 'Platypus');
|
||||
case ERC20BridgeSource.MeshSwap:
|
||||
return encodeBridgeSourceId(BridgeProtocol.UniswapV2, 'MeshSwap');
|
||||
case ERC20BridgeSource.BancorV3:
|
||||
return encodeBridgeSourceId(BridgeProtocol.BancorV3, 'BancorV3');
|
||||
case ERC20BridgeSource.Velodrome:
|
||||
return encodeBridgeSourceId(BridgeProtocol.Velodrome, 'Velodrome');
|
||||
case ERC20BridgeSource.Synthetix:
|
||||
return encodeBridgeSourceId(BridgeProtocol.Synthetix, 'Synthetix');
|
||||
case ERC20BridgeSource.WOOFi:
|
||||
return encodeBridgeSourceId(BridgeProtocol.WOOFi, 'WOOFi');
|
||||
default:
|
||||
throw new Error(AggregationError.NoBridgeForSource);
|
||||
}
|
||||
@@ -240,6 +233,7 @@ export function createBridgeDataForBridgeOrder(order: OptimizedMarketBridgeOrder
|
||||
case ERC20BridgeSource.Synapse:
|
||||
case ERC20BridgeSource.Belt:
|
||||
case ERC20BridgeSource.Ellipsis:
|
||||
case ERC20BridgeSource.Smoothy:
|
||||
case ERC20BridgeSource.Saddle:
|
||||
case ERC20BridgeSource.XSigma:
|
||||
case ERC20BridgeSource.FirebirdOneSwap:
|
||||
@@ -255,6 +249,10 @@ export function createBridgeDataForBridgeOrder(order: OptimizedMarketBridgeOrder
|
||||
]);
|
||||
break;
|
||||
case ERC20BridgeSource.Balancer:
|
||||
case ERC20BridgeSource.Cream:
|
||||
const balancerFillData = (order as OptimizedMarketBridgeOrder<BalancerFillData>).fillData;
|
||||
bridgeData = encoder.encode([balancerFillData.poolAddress]);
|
||||
break;
|
||||
case ERC20BridgeSource.BalancerV2:
|
||||
{
|
||||
const balancerV2FillData = (order as OptimizedMarketBridgeOrder<BalancerV2BatchSwapFillData>).fillData;
|
||||
@@ -281,11 +279,16 @@ export function createBridgeDataForBridgeOrder(order: OptimizedMarketBridgeOrder
|
||||
case ERC20BridgeSource.PancakeSwapV2:
|
||||
case ERC20BridgeSource.BakerySwap:
|
||||
case ERC20BridgeSource.ApeSwap:
|
||||
case ERC20BridgeSource.CafeSwap:
|
||||
case ERC20BridgeSource.CheeseSwap:
|
||||
case ERC20BridgeSource.JulSwap:
|
||||
case ERC20BridgeSource.QuickSwap:
|
||||
case ERC20BridgeSource.ComethSwap:
|
||||
case ERC20BridgeSource.Dfyn:
|
||||
case ERC20BridgeSource.WaultSwap:
|
||||
case ERC20BridgeSource.Polydex:
|
||||
case ERC20BridgeSource.ShibaSwap:
|
||||
case ERC20BridgeSource.JetSwap:
|
||||
case ERC20BridgeSource.Pangolin:
|
||||
case ERC20BridgeSource.TraderJoe:
|
||||
case ERC20BridgeSource.UbeSwap:
|
||||
@@ -293,10 +296,7 @@ export function createBridgeDataForBridgeOrder(order: OptimizedMarketBridgeOrder
|
||||
case ERC20BridgeSource.SpookySwap:
|
||||
case ERC20BridgeSource.MorpheusSwap:
|
||||
case ERC20BridgeSource.BiSwap:
|
||||
case ERC20BridgeSource.MDex:
|
||||
case ERC20BridgeSource.KnightSwap:
|
||||
case ERC20BridgeSource.Yoshi:
|
||||
case ERC20BridgeSource.MeshSwap:
|
||||
const uniswapV2FillData = (order as OptimizedMarketBridgeOrder<UniswapV2FillData>).fillData;
|
||||
bridgeData = encoder.encode([uniswapV2FillData.router, uniswapV2FillData.tokenAddressPath]);
|
||||
break;
|
||||
@@ -351,7 +351,7 @@ export function createBridgeDataForBridgeOrder(order: OptimizedMarketBridgeOrder
|
||||
break;
|
||||
case ERC20BridgeSource.Lido:
|
||||
const lidoFillData = (order as OptimizedMarketBridgeOrder<LidoFillData>).fillData;
|
||||
bridgeData = encoder.encode([lidoFillData.stEthTokenAddress, lidoFillData.wstEthTokenAddress]);
|
||||
bridgeData = encoder.encode([lidoFillData.stEthTokenAddress]);
|
||||
break;
|
||||
case ERC20BridgeSource.AaveV2:
|
||||
const aaveFillData = (order as OptimizedMarketBridgeOrder<AaveV2FillData>).fillData;
|
||||
@@ -382,32 +382,75 @@ export function createBridgeDataForBridgeOrder(order: OptimizedMarketBridgeOrder
|
||||
platypusFillData.tokenAddressPath,
|
||||
]);
|
||||
break;
|
||||
case ERC20BridgeSource.BancorV3:
|
||||
const bancorV3FillData = (order as OptimizedMarketBridgeOrder<BancorFillData>).fillData;
|
||||
bridgeData = encoder.encode([bancorV3FillData.networkAddress, bancorV3FillData.path]);
|
||||
break;
|
||||
case ERC20BridgeSource.Velodrome:
|
||||
const velodromeFillData = (order as OptimizedMarketBridgeOrder<VelodromeFillData>).fillData;
|
||||
bridgeData = encoder.encode([velodromeFillData.router, velodromeFillData.stable]);
|
||||
break;
|
||||
case ERC20BridgeSource.Synthetix:
|
||||
const fillData = (order as OptimizedMarketBridgeOrder<SynthetixFillData>).fillData;
|
||||
bridgeData = encoder.encode([
|
||||
fillData.synthetix,
|
||||
fillData.takerTokenSymbolBytes32,
|
||||
fillData.makerTokenSymbolBytes32,
|
||||
]);
|
||||
break;
|
||||
case ERC20BridgeSource.WOOFi:
|
||||
const woofiFillData = (order as OptimizedMarketBridgeOrder<WOOFiFillData>).fillData;
|
||||
bridgeData = encoder.encode([woofiFillData.poolAddress]);
|
||||
break;
|
||||
|
||||
default:
|
||||
throw new Error(AggregationError.NoBridgeForSource);
|
||||
}
|
||||
return bridgeData;
|
||||
}
|
||||
|
||||
export function createBridgeOrder(
|
||||
fill: CollapsedFill,
|
||||
makerToken: string,
|
||||
takerToken: string,
|
||||
side: MarketOperation,
|
||||
): OptimizedMarketBridgeOrder {
|
||||
const [makerAmount, takerAmount] = getFillTokenAmounts(fill, side);
|
||||
return {
|
||||
makerToken,
|
||||
takerToken,
|
||||
makerAmount,
|
||||
takerAmount,
|
||||
fillData: createFinalBridgeOrderFillDataFromCollapsedFill(fill),
|
||||
source: fill.source,
|
||||
sourcePathId: fill.sourcePathId,
|
||||
type: FillQuoteTransformerOrderType.Bridge,
|
||||
fills: [fill],
|
||||
};
|
||||
}
|
||||
|
||||
function createFinalBridgeOrderFillDataFromCollapsedFill(fill: CollapsedFill): FillData {
|
||||
switch (fill.source) {
|
||||
case ERC20BridgeSource.UniswapV3: {
|
||||
const fd = fill.fillData as UniswapV3FillData;
|
||||
const { uniswapPath, gasUsed } = getBestUniswapV3PathAmountForInputAmount(fd, fill.input);
|
||||
const finalFillData: FinalUniswapV3FillData = {
|
||||
router: fd.router,
|
||||
tokenAddressPath: fd.tokenAddressPath,
|
||||
uniswapPath,
|
||||
gasUsed,
|
||||
};
|
||||
return finalFillData;
|
||||
}
|
||||
default:
|
||||
break;
|
||||
}
|
||||
return fill.fillData;
|
||||
}
|
||||
|
||||
function getBestUniswapV3PathAmountForInputAmount(
|
||||
fillData: UniswapV3FillData,
|
||||
inputAmount: BigNumber,
|
||||
): UniswapV3PathAmount {
|
||||
if (fillData.pathAmounts.length === 0) {
|
||||
throw new Error(`No Uniswap V3 paths`);
|
||||
}
|
||||
// Find the best path that can satisfy `inputAmount`.
|
||||
// Assumes `fillData.pathAmounts` is sorted ascending.
|
||||
for (const pathAmount of fillData.pathAmounts) {
|
||||
if (pathAmount.inputAmount.gte(inputAmount)) {
|
||||
return pathAmount;
|
||||
}
|
||||
}
|
||||
return fillData.pathAmounts[fillData.pathAmounts.length - 1];
|
||||
}
|
||||
|
||||
export function getMakerTakerTokens(opts: CreateOrderFromPathOpts): [string, string] {
|
||||
const makerToken = opts.side === MarketOperation.Sell ? opts.outputToken : opts.inputToken;
|
||||
const takerToken = opts.side === MarketOperation.Sell ? opts.inputToken : opts.outputToken;
|
||||
return [makerToken, takerToken];
|
||||
}
|
||||
|
||||
export const poolEncoder = AbiEncoder.create([{ name: 'poolAddress', type: 'address' }]);
|
||||
const curveEncoder = AbiEncoder.create([
|
||||
{ name: 'curveAddress', type: 'address' },
|
||||
@@ -454,6 +497,7 @@ export const BRIDGE_ENCODERS: {
|
||||
[ERC20BridgeSource.Synapse]: curveEncoder,
|
||||
[ERC20BridgeSource.Belt]: curveEncoder,
|
||||
[ERC20BridgeSource.Ellipsis]: curveEncoder,
|
||||
[ERC20BridgeSource.Smoothy]: curveEncoder,
|
||||
[ERC20BridgeSource.Saddle]: curveEncoder,
|
||||
[ERC20BridgeSource.XSigma]: curveEncoder,
|
||||
[ERC20BridgeSource.FirebirdOneSwap]: curveEncoder,
|
||||
@@ -462,7 +506,6 @@ export const BRIDGE_ENCODERS: {
|
||||
[ERC20BridgeSource.MobiusMoney]: curveEncoder,
|
||||
// UniswapV2 like, (router, address[])
|
||||
[ERC20BridgeSource.Bancor]: routerAddressPathEncoder,
|
||||
[ERC20BridgeSource.BancorV3]: routerAddressPathEncoder,
|
||||
[ERC20BridgeSource.UniswapV2]: routerAddressPathEncoder,
|
||||
[ERC20BridgeSource.SushiSwap]: routerAddressPathEncoder,
|
||||
[ERC20BridgeSource.CryptoCom]: routerAddressPathEncoder,
|
||||
@@ -473,10 +516,7 @@ export const BRIDGE_ENCODERS: {
|
||||
[ERC20BridgeSource.SpookySwap]: routerAddressPathEncoder,
|
||||
[ERC20BridgeSource.MorpheusSwap]: routerAddressPathEncoder,
|
||||
[ERC20BridgeSource.BiSwap]: routerAddressPathEncoder,
|
||||
[ERC20BridgeSource.MDex]: routerAddressPathEncoder,
|
||||
[ERC20BridgeSource.KnightSwap]: routerAddressPathEncoder,
|
||||
[ERC20BridgeSource.Yoshi]: routerAddressPathEncoder,
|
||||
[ERC20BridgeSource.MeshSwap]: routerAddressPathEncoder,
|
||||
// Avalanche
|
||||
[ERC20BridgeSource.GMX]: gmxAddressPathEncoder,
|
||||
[ERC20BridgeSource.Platypus]: platypusAddressPathEncoder,
|
||||
@@ -487,17 +527,23 @@ export const BRIDGE_ENCODERS: {
|
||||
[ERC20BridgeSource.PancakeSwapV2]: routerAddressPathEncoder,
|
||||
[ERC20BridgeSource.BakerySwap]: routerAddressPathEncoder,
|
||||
[ERC20BridgeSource.ApeSwap]: routerAddressPathEncoder,
|
||||
[ERC20BridgeSource.CafeSwap]: routerAddressPathEncoder,
|
||||
[ERC20BridgeSource.CheeseSwap]: routerAddressPathEncoder,
|
||||
[ERC20BridgeSource.JulSwap]: routerAddressPathEncoder,
|
||||
[ERC20BridgeSource.WaultSwap]: routerAddressPathEncoder,
|
||||
// Polygon
|
||||
[ERC20BridgeSource.QuickSwap]: routerAddressPathEncoder,
|
||||
[ERC20BridgeSource.ComethSwap]: routerAddressPathEncoder,
|
||||
[ERC20BridgeSource.Dfyn]: routerAddressPathEncoder,
|
||||
[ERC20BridgeSource.Polydex]: routerAddressPathEncoder,
|
||||
[ERC20BridgeSource.JetSwap]: routerAddressPathEncoder,
|
||||
// Generic pools
|
||||
[ERC20BridgeSource.Shell]: poolEncoder,
|
||||
[ERC20BridgeSource.Component]: poolEncoder,
|
||||
[ERC20BridgeSource.Mooniswap]: poolEncoder,
|
||||
[ERC20BridgeSource.MStable]: poolEncoder,
|
||||
[ERC20BridgeSource.Balancer]: poolEncoder,
|
||||
[ERC20BridgeSource.Cream]: poolEncoder,
|
||||
[ERC20BridgeSource.Uniswap]: poolEncoder,
|
||||
// Custom integrations
|
||||
[ERC20BridgeSource.MakerPsm]: makerPsmEncoder,
|
||||
@@ -522,16 +568,13 @@ export const BRIDGE_ENCODERS: {
|
||||
{ name: 'path', type: 'bytes' },
|
||||
]),
|
||||
[ERC20BridgeSource.KyberDmm]: AbiEncoder.create('(address,address[],address[])'),
|
||||
[ERC20BridgeSource.Lido]: AbiEncoder.create('(address,address)'),
|
||||
[ERC20BridgeSource.Lido]: AbiEncoder.create('(address)'),
|
||||
[ERC20BridgeSource.AaveV2]: AbiEncoder.create('(address,address)'),
|
||||
[ERC20BridgeSource.Compound]: AbiEncoder.create('(address)'),
|
||||
[ERC20BridgeSource.Geist]: AbiEncoder.create('(address,address)'),
|
||||
[ERC20BridgeSource.Velodrome]: AbiEncoder.create('(address,bool)'),
|
||||
[ERC20BridgeSource.Synthetix]: AbiEncoder.create('(address,bytes32,bytes32)'),
|
||||
[ERC20BridgeSource.WOOFi]: AbiEncoder.create('(address)'),
|
||||
};
|
||||
|
||||
function getFillTokenAmounts(fill: Fill, side: MarketOperation): [BigNumber, BigNumber] {
|
||||
function getFillTokenAmounts(fill: CollapsedFill, side: MarketOperation): [BigNumber, BigNumber] {
|
||||
return [
|
||||
// Maker asset amount.
|
||||
side === MarketOperation.Sell ? fill.output.integerValue(BigNumber.ROUND_DOWN) : fill.input,
|
||||
@@ -541,7 +584,7 @@ function getFillTokenAmounts(fill: Fill, side: MarketOperation): [BigNumber, Big
|
||||
}
|
||||
|
||||
export function createNativeOptimizedOrder(
|
||||
fill: Fill<NativeFillData>,
|
||||
fill: NativeCollapsedFill,
|
||||
side: MarketOperation,
|
||||
): OptimizedMarketOrderBase<NativeLimitOrderFillData> | OptimizedMarketOrderBase<NativeRfqOrderFillData> {
|
||||
const fillData = fill.fillData;
|
||||
@@ -553,76 +596,10 @@ export function createNativeOptimizedOrder(
|
||||
takerToken: fillData.order.takerToken,
|
||||
makerAmount,
|
||||
takerAmount,
|
||||
fills: [fill],
|
||||
fillData,
|
||||
fill: cleanFillForExport(fill),
|
||||
};
|
||||
return fill.type === FillQuoteTransformerOrderType.Rfq
|
||||
? { ...base, type: FillQuoteTransformerOrderType.Rfq, fillData: fillData as NativeRfqOrderFillData }
|
||||
: { ...base, type: FillQuoteTransformerOrderType.Limit, fillData: fillData as NativeLimitOrderFillData };
|
||||
}
|
||||
|
||||
export function createBridgeOrder(
|
||||
fill: Fill,
|
||||
makerToken: string,
|
||||
takerToken: string,
|
||||
side: MarketOperation,
|
||||
): OptimizedMarketBridgeOrder {
|
||||
const [makerAmount, takerAmount] = getFillTokenAmounts(fill, side);
|
||||
return {
|
||||
type: FillQuoteTransformerOrderType.Bridge,
|
||||
source: fill.source,
|
||||
makerToken,
|
||||
takerToken,
|
||||
makerAmount,
|
||||
takerAmount,
|
||||
fillData: createFinalBridgeOrderFillDataFromCollapsedFill(fill),
|
||||
fill: cleanFillForExport(fill),
|
||||
sourcePathId: fill.sourcePathId,
|
||||
};
|
||||
}
|
||||
|
||||
function cleanFillForExport(fill: Fill): Fill {
|
||||
return _.omit(fill, ['flags', 'fillData', 'sourcePathId', 'source', 'type']) as Fill;
|
||||
}
|
||||
|
||||
function createFinalBridgeOrderFillDataFromCollapsedFill(fill: Fill): FillData {
|
||||
switch (fill.source) {
|
||||
case ERC20BridgeSource.UniswapV3: {
|
||||
const fd = fill.fillData as UniswapV3FillData;
|
||||
const { uniswapPath, gasUsed } = getBestUniswapV3PathAmountForInputAmount(fd, fill.input);
|
||||
const finalFillData: FinalUniswapV3FillData = {
|
||||
router: fd.router,
|
||||
tokenAddressPath: fd.tokenAddressPath,
|
||||
uniswapPath,
|
||||
gasUsed,
|
||||
};
|
||||
return finalFillData;
|
||||
}
|
||||
default:
|
||||
break;
|
||||
}
|
||||
return fill.fillData;
|
||||
}
|
||||
|
||||
function getBestUniswapV3PathAmountForInputAmount(
|
||||
fillData: UniswapV3FillData,
|
||||
inputAmount: BigNumber,
|
||||
): UniswapV3PathAmount {
|
||||
if (fillData.pathAmounts.length === 0) {
|
||||
throw new Error(`No Uniswap V3 paths`);
|
||||
}
|
||||
// Find the best path that can satisfy `inputAmount`.
|
||||
// Assumes `fillData.pathAmounts` is sorted ascending.
|
||||
for (const pathAmount of fillData.pathAmounts) {
|
||||
if (pathAmount.inputAmount.gte(inputAmount)) {
|
||||
return pathAmount;
|
||||
}
|
||||
}
|
||||
return fillData.pathAmounts[fillData.pathAmounts.length - 1];
|
||||
}
|
||||
|
||||
export function getMakerTakerTokens(opts: CreateOrderFromPathOpts): [string, string] {
|
||||
const makerToken = opts.side === MarketOperation.Sell ? opts.outputToken : opts.inputToken;
|
||||
const takerToken = opts.side === MarketOperation.Sell ? opts.inputToken : opts.outputToken;
|
||||
return [makerToken, takerToken];
|
||||
}
|
||||
|
||||
@@ -1,5 +1,4 @@
|
||||
import { BigNumber } from '@0x/utils';
|
||||
import _ = require('lodash');
|
||||
|
||||
import { MarketOperation } from '../../types';
|
||||
|
||||
@@ -7,7 +6,14 @@ import { POSITIVE_INF, ZERO_AMOUNT } from './constants';
|
||||
import { ethToOutputAmount } from './fills';
|
||||
import { createBridgeOrder, createNativeOptimizedOrder, CreateOrderFromPathOpts, getMakerTakerTokens } from './orders';
|
||||
import { getCompleteRate, getRate } from './rate_utils';
|
||||
import { ERC20BridgeSource, ExchangeProxyOverhead, Fill, NativeFillData, OptimizedMarketOrder } from './types';
|
||||
import {
|
||||
CollapsedFill,
|
||||
ERC20BridgeSource,
|
||||
ExchangeProxyOverhead,
|
||||
Fill,
|
||||
NativeCollapsedFill,
|
||||
OptimizedMarketOrder,
|
||||
} from './types';
|
||||
|
||||
// tslint:disable: prefer-for-of no-bitwise completed-docs
|
||||
|
||||
@@ -31,6 +37,7 @@ export const DEFAULT_PATH_PENALTY_OPTS: PathPenaltyOpts = {
|
||||
};
|
||||
|
||||
export class Path {
|
||||
public collapsedFills?: ReadonlyArray<CollapsedFill>;
|
||||
public orders?: OptimizedMarketOrder[];
|
||||
public sourceFlags: bigint = BigInt(0);
|
||||
protected _size: PathSize = { input: ZERO_AMOUNT, output: ZERO_AMOUNT };
|
||||
@@ -50,6 +57,16 @@ export class Path {
|
||||
return path;
|
||||
}
|
||||
|
||||
public static clone(base: Path): Path {
|
||||
const clonedPath = new Path(base.side, base.fills.slice(), base.targetInput, base.pathPenaltyOpts);
|
||||
clonedPath.sourceFlags = base.sourceFlags;
|
||||
clonedPath._size = { ...base._size };
|
||||
clonedPath._adjustedSize = { ...base._adjustedSize };
|
||||
clonedPath.collapsedFills = base.collapsedFills === undefined ? undefined : base.collapsedFills.slice();
|
||||
clonedPath.orders = base.orders === undefined ? undefined : base.orders.slice();
|
||||
return clonedPath;
|
||||
}
|
||||
|
||||
protected constructor(
|
||||
protected readonly side: MarketOperation,
|
||||
public fills: ReadonlyArray<Fill>,
|
||||
@@ -57,33 +74,68 @@ export class Path {
|
||||
public readonly pathPenaltyOpts: PathPenaltyOpts,
|
||||
) {}
|
||||
|
||||
public append(fill: Fill): this {
|
||||
(this.fills as Fill[]).push(fill);
|
||||
this.sourceFlags |= fill.flags;
|
||||
this._addFillSize(fill);
|
||||
return this;
|
||||
}
|
||||
|
||||
/**
|
||||
* Finalizes this path, creating fillable orders with the information required
|
||||
* for settlement
|
||||
* Add a fallback path to the current path
|
||||
* Fallback must contain exclusive fills that are
|
||||
* not present in this path
|
||||
*/
|
||||
public finalize(opts: CreateOrderFromPathOpts): FinalizedPath {
|
||||
public addFallback(fallback: Path): this {
|
||||
// We pre-pend the sources which have a higher probability of failure
|
||||
// This allows us to continue on to the remaining fills
|
||||
// If the "flakey" sources like Native were at the end, we may have a failure
|
||||
// as the last fill and then either revert, or go back to a source we previously
|
||||
// filled against
|
||||
const nativeFills = this.fills.filter(f => f.source === ERC20BridgeSource.Native);
|
||||
const otherFills = this.fills.filter(f => f.source !== ERC20BridgeSource.Native);
|
||||
|
||||
// Map to the unique source id and the index to represent a unique fill
|
||||
const fillToFillId = (fill: Fill) => `${fill.sourcePathId}${fill.index}`;
|
||||
const otherFillIds = otherFills.map(f => fillToFillId(f));
|
||||
|
||||
this.fills = [
|
||||
// Append all of the native fills first
|
||||
...nativeFills,
|
||||
// Add the other fills that are not native in the optimal path
|
||||
...otherFills,
|
||||
// Add the fills to the end that aren't already included
|
||||
...fallback.fills.filter(f => !otherFillIds.includes(fillToFillId(f))),
|
||||
];
|
||||
// Recompute the source flags
|
||||
this.sourceFlags = this.fills.reduce((flags, fill) => flags | fill.flags, BigInt(0));
|
||||
return this;
|
||||
}
|
||||
|
||||
public collapse(opts: CreateOrderFromPathOpts): CollapsedPath {
|
||||
const [makerToken, takerToken] = getMakerTakerTokens(opts);
|
||||
const collapsedFills = this.collapsedFills === undefined ? this._collapseFills() : this.collapsedFills;
|
||||
this.orders = [];
|
||||
for (const fill of this.fills) {
|
||||
// internal BigInt flag field is not supported JSON and is tricky
|
||||
// to remove upstream. Since it's not needed in a FinalizedPath we just drop it.
|
||||
const normalizedFill = _.omit(fill, 'flags') as Fill;
|
||||
if (fill.source === ERC20BridgeSource.Native) {
|
||||
this.orders.push(createNativeOptimizedOrder(normalizedFill as Fill<NativeFillData>, opts.side));
|
||||
} else {
|
||||
this.orders.push(createBridgeOrder(normalizedFill, makerToken, takerToken, opts.side));
|
||||
for (let i = 0; i < collapsedFills.length; ) {
|
||||
if (collapsedFills[i].source === ERC20BridgeSource.Native) {
|
||||
this.orders.push(createNativeOptimizedOrder(collapsedFills[i] as NativeCollapsedFill, opts.side));
|
||||
++i;
|
||||
continue;
|
||||
}
|
||||
|
||||
this.orders.push(createBridgeOrder(collapsedFills[i], makerToken, takerToken, opts.side));
|
||||
i += 1;
|
||||
}
|
||||
return this as FinalizedPath;
|
||||
return this as CollapsedPath;
|
||||
}
|
||||
|
||||
public size(): PathSize {
|
||||
return this._size;
|
||||
}
|
||||
|
||||
public adjustedSize(): PathSize {
|
||||
// Adjusted input/output has been adjusted by the cost of the DEX, but not by any
|
||||
// overhead added by the exchange proxy.
|
||||
const { input, output } = this._adjustedSize;
|
||||
const { exchangeProxyOverhead, outputAmountPerEth, inputAmountPerEth } = this.pathPenaltyOpts;
|
||||
// Calculate the additional penalty from the ways this path can be filled
|
||||
// by the exchange proxy, e.g VIPs (small) or FillQuoteTransformer (large)
|
||||
const gasOverhead = exchangeProxyOverhead(this.sourceFlags);
|
||||
const pathPenalty = ethToOutputAmount({
|
||||
input,
|
||||
@@ -103,10 +155,6 @@ export class Path {
|
||||
return getCompleteRate(this.side, input, output, this.targetInput);
|
||||
}
|
||||
|
||||
/**
|
||||
* Calculates the rate of this path, where the output has been
|
||||
* adjusted for penalties (e.g cost)
|
||||
*/
|
||||
public adjustedRate(): BigNumber {
|
||||
const { input, output } = this.adjustedSize();
|
||||
return getRate(this.side, input, output);
|
||||
@@ -123,11 +171,16 @@ export class Path {
|
||||
return best;
|
||||
}
|
||||
|
||||
/**
|
||||
* Compares two paths returning if this adjusted path
|
||||
* is better than the other adjusted path
|
||||
*/
|
||||
public isAdjustedBetterThan(other: Path): boolean {
|
||||
public adjustedSlippage(maxRate: BigNumber): number {
|
||||
if (maxRate.eq(0)) {
|
||||
return 0;
|
||||
}
|
||||
const totalRate = this.adjustedRate();
|
||||
const rateChange = maxRate.minus(totalRate);
|
||||
return rateChange.div(maxRate).toNumber();
|
||||
}
|
||||
|
||||
public isBetterThan(other: Path): boolean {
|
||||
if (!this.targetInput.isEqualTo(other.targetInput)) {
|
||||
throw new Error(`Target input mismatch: ${this.targetInput} !== ${other.targetInput}`);
|
||||
}
|
||||
@@ -139,6 +192,78 @@ export class Path {
|
||||
} else {
|
||||
return this.adjustedCompleteRate().isGreaterThan(other.adjustedCompleteRate());
|
||||
}
|
||||
// if (otherInput.isLessThan(targetInput)) {
|
||||
// return input.isGreaterThan(otherInput);
|
||||
// } else if (input.isGreaterThanOrEqualTo(targetInput)) {
|
||||
// return this.adjustedCompleteRate().isGreaterThan(other.adjustedCompleteRate());
|
||||
// }
|
||||
// return false;
|
||||
}
|
||||
|
||||
public isComplete(): boolean {
|
||||
const { input } = this._size;
|
||||
return input.gte(this.targetInput);
|
||||
}
|
||||
|
||||
public isValid(skipDuplicateCheck: boolean = false): boolean {
|
||||
for (let i = 0; i < this.fills.length; ++i) {
|
||||
// Fill must immediately follow its parent.
|
||||
if (this.fills[i].parent) {
|
||||
if (i === 0 || this.fills[i - 1] !== this.fills[i].parent) {
|
||||
return false;
|
||||
}
|
||||
}
|
||||
if (!skipDuplicateCheck) {
|
||||
// Fill must not be duplicated.
|
||||
for (let j = 0; j < i; ++j) {
|
||||
if (this.fills[i] === this.fills[j]) {
|
||||
return false;
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
return true;
|
||||
}
|
||||
|
||||
public isValidNextFill(fill: Fill): boolean {
|
||||
if (this.fills.length === 0) {
|
||||
return !fill.parent;
|
||||
}
|
||||
if (this.fills[this.fills.length - 1] === fill.parent) {
|
||||
return true;
|
||||
}
|
||||
if (fill.parent) {
|
||||
return false;
|
||||
}
|
||||
return true;
|
||||
}
|
||||
|
||||
private _collapseFills(): ReadonlyArray<CollapsedFill> {
|
||||
this.collapsedFills = [];
|
||||
for (const fill of this.fills) {
|
||||
const source = fill.source;
|
||||
if (this.collapsedFills.length !== 0 && source !== ERC20BridgeSource.Native) {
|
||||
const prevFill = this.collapsedFills[this.collapsedFills.length - 1];
|
||||
// If the last fill is from the same source, merge them.
|
||||
if (prevFill.sourcePathId === fill.sourcePathId) {
|
||||
prevFill.input = prevFill.input.plus(fill.input);
|
||||
prevFill.output = prevFill.output.plus(fill.output);
|
||||
prevFill.fillData = fill.fillData;
|
||||
prevFill.subFills.push(fill);
|
||||
continue;
|
||||
}
|
||||
}
|
||||
(this.collapsedFills as CollapsedFill[]).push({
|
||||
sourcePathId: fill.sourcePathId,
|
||||
source: fill.source,
|
||||
type: fill.type,
|
||||
fillData: fill.fillData,
|
||||
input: fill.input,
|
||||
output: fill.output,
|
||||
subFills: [fill],
|
||||
});
|
||||
}
|
||||
return this.collapsedFills;
|
||||
}
|
||||
|
||||
private _addFillSize(fill: Fill): void {
|
||||
@@ -160,6 +285,7 @@ export class Path {
|
||||
}
|
||||
}
|
||||
|
||||
export interface FinalizedPath extends Path {
|
||||
export interface CollapsedPath extends Path {
|
||||
readonly collapsedFills: ReadonlyArray<CollapsedFill>;
|
||||
readonly orders: OptimizedMarketOrder[];
|
||||
}
|
||||
|
||||
@@ -1,7 +1,6 @@
|
||||
import { assert } from '@0x/assert';
|
||||
import { ChainId } from '@0x/contract-addresses';
|
||||
import { OptimizerCapture, route, SerializedPath } from '@0x/neon-router';
|
||||
import { FillQuoteTransformerOrderType } from '@0x/protocol-utils';
|
||||
import { BigNumber, hexUtils } from '@0x/utils';
|
||||
import * as _ from 'lodash';
|
||||
import { performance } from 'perf_hooks';
|
||||
@@ -10,12 +9,13 @@ import { DEFAULT_WARNING_LOGGER } from '../../constants';
|
||||
import { MarketOperation, NativeOrderWithFillableAmounts } from '../../types';
|
||||
|
||||
import { VIP_ERC20_BRIDGE_SOURCES_BY_CHAIN_ID, ZERO_AMOUNT } from './constants';
|
||||
import { dexSampleToFill, ethToOutputAmount, nativeOrderToFill } from './fills';
|
||||
import { Path, PathPenaltyOpts } from './path';
|
||||
import { DexSample, ERC20BridgeSource, FeeSchedule, Fill, FillAdjustor, FillData, SamplerMetrics } from './types';
|
||||
import { dexSamplesToFills, ethToOutputAmount, nativeOrdersToFills } from './fills';
|
||||
import { DEFAULT_PATH_PENALTY_OPTS, Path, PathPenaltyOpts } from './path';
|
||||
import { DexSample, ERC20BridgeSource, FeeSchedule, Fill, FillData, SamplerMetrics } from './types';
|
||||
|
||||
// tslint:disable: prefer-for-of completed-docs no-bitwise
|
||||
// tslint:disable: prefer-for-of custom-no-magic-numbers completed-docs no-bitwise
|
||||
|
||||
const RUN_LIMIT_DECAY_FACTOR = 0.5;
|
||||
// NOTE: The Rust router will panic with less than 3 samples
|
||||
const MIN_NUM_SAMPLE_INPUTS = 3;
|
||||
|
||||
@@ -45,7 +45,7 @@ function calculateOuputFee(
|
||||
): BigNumber {
|
||||
if (isDexSample(sampleOrNativeOrder)) {
|
||||
const { input, output, source, fillData } = sampleOrNativeOrder;
|
||||
const fee = fees[source]?.(fillData).fee || ZERO_AMOUNT;
|
||||
const fee = fees[source]?.(fillData) || 0;
|
||||
const outputFee = ethToOutputAmount({
|
||||
input,
|
||||
output,
|
||||
@@ -56,7 +56,7 @@ function calculateOuputFee(
|
||||
return outputFee;
|
||||
} else {
|
||||
const { input, output } = nativeOrderToNormalizedAmounts(side, sampleOrNativeOrder);
|
||||
const fee = fees[ERC20BridgeSource.Native]?.(sampleOrNativeOrder).fee || ZERO_AMOUNT;
|
||||
const fee = fees[ERC20BridgeSource.Native]?.(sampleOrNativeOrder) || 0;
|
||||
const outputFee = ethToOutputAmount({
|
||||
input,
|
||||
output,
|
||||
@@ -77,7 +77,6 @@ function findRoutesAndCreateOptimalPath(
|
||||
fees: FeeSchedule,
|
||||
neonRouterNumSamples: number,
|
||||
vipSourcesSet: Set<ERC20BridgeSource>,
|
||||
fillAdjustor: FillAdjustor,
|
||||
): { allSourcesPath: Path | undefined; vipSourcesPath: Path | undefined } | undefined {
|
||||
// Currently the rust router is unable to handle 1 base unit sized quotes and will error out
|
||||
// To avoid flooding the logs with these errors we just return an insufficient liquidity error
|
||||
@@ -86,44 +85,31 @@ function findRoutesAndCreateOptimalPath(
|
||||
return undefined;
|
||||
}
|
||||
|
||||
// Create a `Fill` from a dex sample and adjust it with any passed in
|
||||
// adjustor
|
||||
const createFillFromDexSample = (sample: DexSample): Fill => {
|
||||
const fill = dexSampleToFill(side, sample, opts.outputAmountPerEth, opts.inputAmountPerEth, fees);
|
||||
const adjustedFills = fillAdjustor.adjustFills(side, [fill], input);
|
||||
return adjustedFills[0];
|
||||
const createFill = (sample: DexSample): Fill | undefined => {
|
||||
const fills = dexSamplesToFills(side, [sample], opts.outputAmountPerEth, opts.inputAmountPerEth, fees);
|
||||
// NOTE: If the sample has 0 output dexSamplesToFills will return [] because no fill can be created
|
||||
if (fills.length === 0) {
|
||||
return undefined;
|
||||
}
|
||||
|
||||
return fills[0];
|
||||
};
|
||||
|
||||
const createPathFromStrategy = (optimalRouteInputs: Float64Array, optimalRouteOutputs: Float64Array) => {
|
||||
/**
|
||||
* inputs are the amounts to fill at each source index
|
||||
* e.g fill 2076 at index 4
|
||||
* [ 0, 0, 0, 0, 2076, 464, 230,
|
||||
* 230, 0, 0, 0 ]
|
||||
* the sum represents the total input amount
|
||||
*
|
||||
* outputs are the amounts we expect out at each source index
|
||||
* [ 0, 0, 0, 0, 42216, 9359, 4677,
|
||||
* 4674, 0, 0, 0 ]
|
||||
* the sum represents the total expected output amount
|
||||
*/
|
||||
|
||||
const createPathFromStrategy = (sourcesRustRoute: Float64Array, sourcesOutputAmounts: Float64Array) => {
|
||||
const routesAndSamplesAndOutputs = _.zip(
|
||||
optimalRouteInputs,
|
||||
optimalRouteOutputs,
|
||||
sourcesRustRoute,
|
||||
samplesAndNativeOrdersWithResults,
|
||||
sourcesOutputAmounts,
|
||||
sampleSourcePathIds,
|
||||
);
|
||||
const adjustedFills: Fill[] = [];
|
||||
const totalRoutedAmount = BigNumber.sum(...optimalRouteInputs);
|
||||
|
||||
// Due to precision errors we can end up with a totalRoutedAmount that is not exactly equal to the input
|
||||
const precisionErrorScalar = input.dividedBy(totalRoutedAmount);
|
||||
const totalRoutedAmount = BigNumber.sum(...sourcesRustRoute);
|
||||
|
||||
const scale = input.dividedBy(totalRoutedAmount);
|
||||
for (const [
|
||||
routeInput,
|
||||
outputAmount,
|
||||
routeSamplesAndNativeOrders,
|
||||
outputAmount,
|
||||
sourcePathId,
|
||||
] of routesAndSamplesAndOutputs) {
|
||||
if (!Number.isFinite(outputAmount)) {
|
||||
@@ -133,27 +119,26 @@ function findRoutesAndCreateOptimalPath(
|
||||
if (!routeInput || !routeSamplesAndNativeOrders || !outputAmount) {
|
||||
continue;
|
||||
}
|
||||
// TODO: [TKR-241] amounts are sometimes clipped in the router due to precision loss for number/f64
|
||||
// TODO(kimpers): [TKR-241] amounts are sometimes clipped in the router due to precision loss for number/f64
|
||||
// we can work around it by scaling it and rounding up. However now we end up with a total amount of a couple base units too much
|
||||
const routeInputCorrected = BigNumber.min(
|
||||
precisionErrorScalar.multipliedBy(routeInput).integerValue(BigNumber.ROUND_CEIL),
|
||||
const rustInputAdjusted = BigNumber.min(
|
||||
new BigNumber(routeInput).multipliedBy(scale).integerValue(BigNumber.ROUND_CEIL),
|
||||
input,
|
||||
);
|
||||
|
||||
const current = routeSamplesAndNativeOrders[routeSamplesAndNativeOrders.length - 1];
|
||||
// If it is a native single order we only have one Input/output
|
||||
// we want to convert this to an array of samples
|
||||
if (!isDexSample(current)) {
|
||||
const nativeFill = nativeOrderToFill(
|
||||
const nativeFill = nativeOrdersToFills(
|
||||
side,
|
||||
current,
|
||||
routeInputCorrected,
|
||||
[current],
|
||||
rustInputAdjusted,
|
||||
opts.outputAmountPerEth,
|
||||
opts.inputAmountPerEth,
|
||||
fees,
|
||||
false,
|
||||
);
|
||||
// Note: If the order has an adjusted rate of less than or equal to 0 it will be undefined
|
||||
)[0] as Fill | undefined;
|
||||
// Note: If the order has an adjusted rate of less than or equal to 0 it will be skipped
|
||||
// and nativeFill will be `undefined`
|
||||
if (nativeFill) {
|
||||
// NOTE: For Limit/RFQ orders we are done here. No need to scale output
|
||||
adjustedFills.push({ ...nativeFill, sourcePathId: sourcePathId ?? hexUtils.random() });
|
||||
@@ -162,54 +147,62 @@ function findRoutesAndCreateOptimalPath(
|
||||
}
|
||||
|
||||
// NOTE: For DexSamples only
|
||||
let fill = createFillFromDexSample(current);
|
||||
let fill = createFill(current);
|
||||
if (!fill) {
|
||||
continue;
|
||||
}
|
||||
const routeSamples = routeSamplesAndNativeOrders as Array<DexSample<FillData>>;
|
||||
// Descend to approach a closer fill for fillData which may not be consistent
|
||||
// throughout the path (UniswapV3) and for a closer guesstimate at
|
||||
// gas used
|
||||
|
||||
// From the output of the router, find the closest Sample in terms of input.
|
||||
// The Router may have chosen an amount to fill that we do not have a measured sample of
|
||||
// Choosing this accurately is required in some sources where the `FillData` may change depending
|
||||
// on the size of the trade. For example, UniswapV3 has variable gas cost
|
||||
// which increases with input.
|
||||
assert.assert(routeSamples.length >= 1, 'Found no sample to use for source');
|
||||
for (let k = routeSamples.length - 1; k >= 0; k--) {
|
||||
// If we're at the last remaining sample that's all we have left to use
|
||||
if (k === 0) {
|
||||
fill = createFillFromDexSample(routeSamples[0]) ?? fill;
|
||||
fill = createFill(routeSamples[0]) ?? fill;
|
||||
}
|
||||
if (routeInputCorrected.isGreaterThan(routeSamples[k].input)) {
|
||||
if (rustInputAdjusted.isGreaterThan(routeSamples[k].input)) {
|
||||
const left = routeSamples[k];
|
||||
const right = routeSamples[k + 1];
|
||||
if (left && right) {
|
||||
fill =
|
||||
createFillFromDexSample({
|
||||
createFill({
|
||||
...right, // default to the greater (for gas used)
|
||||
input: routeInputCorrected,
|
||||
output: new BigNumber(outputAmount).integerValue(),
|
||||
input: rustInputAdjusted,
|
||||
output: new BigNumber(outputAmount),
|
||||
}) ?? fill;
|
||||
} else {
|
||||
assert.assert(Boolean(left || right), 'No valid sample to use');
|
||||
fill = createFillFromDexSample(left || right) ?? fill;
|
||||
fill = createFill(left || right) ?? fill;
|
||||
}
|
||||
break;
|
||||
}
|
||||
}
|
||||
|
||||
// TODO: remove once we have solved the rounding/precision loss issues in the Rust router
|
||||
const maxSampledOutput = BigNumber.max(...routeSamples.map(s => s.output)).integerValue();
|
||||
// TODO(kimpers): remove once we have solved the rounding/precision loss issues in the Rust router
|
||||
const maxSampledOutput = BigNumber.max(...routeSamples.map(s => s.output));
|
||||
// Scale output by scale factor but never go above the largest sample in sell quotes (unknown liquidity) or below 1 base unit (unfillable)
|
||||
const scaleOutput = (output: BigNumber) => {
|
||||
const capped = BigNumber.min(output.integerValue(), maxSampledOutput);
|
||||
// Don't try to scale 0 output as it will be clamped to 1
|
||||
if (output.eq(ZERO_AMOUNT)) {
|
||||
return output;
|
||||
}
|
||||
|
||||
const scaled = output
|
||||
.times(scale)
|
||||
.decimalPlaces(0, side === MarketOperation.Sell ? BigNumber.ROUND_FLOOR : BigNumber.ROUND_CEIL);
|
||||
const capped = MarketOperation.Sell ? BigNumber.min(scaled, maxSampledOutput) : scaled;
|
||||
|
||||
return BigNumber.max(capped, 1);
|
||||
};
|
||||
|
||||
adjustedFills.push({
|
||||
...fill,
|
||||
input: routeInputCorrected,
|
||||
input: rustInputAdjusted,
|
||||
output: scaleOutput(fill.output),
|
||||
adjustedOutput: scaleOutput(fill.adjustedOutput),
|
||||
index: 0,
|
||||
parent: undefined,
|
||||
sourcePathId: sourcePathId ?? hexUtils.random(),
|
||||
});
|
||||
}
|
||||
@@ -231,6 +224,7 @@ function findRoutesAndCreateOptimalPath(
|
||||
continue;
|
||||
}
|
||||
|
||||
const sourcePathId = hexUtils.random();
|
||||
const singleSourceSamplesWithOutput = [...singleSourceSamples];
|
||||
for (let i = singleSourceSamples.length - 1; i >= 0; i--) {
|
||||
const currentOutput = singleSourceSamples[i].output;
|
||||
@@ -246,23 +240,17 @@ function findRoutesAndCreateOptimalPath(
|
||||
continue;
|
||||
}
|
||||
|
||||
// TODO: Do we need to handle 0 entries, from eg Kyber?
|
||||
// TODO(kimpers): Do we need to handle 0 entries, from eg Kyber?
|
||||
const serializedPath = singleSourceSamplesWithOutput.reduce<SerializedPath>(
|
||||
(memo, sample, sampleIdx) => {
|
||||
// Use the fill from createFillFromDexSample to apply
|
||||
// any user supplied adjustments
|
||||
const f = createFillFromDexSample(sample);
|
||||
memo.ids.push(`${f.source}-${serializedPaths.length}-${sampleIdx}`);
|
||||
memo.inputs.push(f.input.integerValue().toNumber());
|
||||
memo.outputs.push(f.output.integerValue().toNumber());
|
||||
// Calculate the penalty of this sample as the diff between the
|
||||
// output and the adjusted output
|
||||
const outputFee = f.output
|
||||
.minus(f.adjustedOutput)
|
||||
.absoluteValue()
|
||||
.integerValue()
|
||||
.toNumber();
|
||||
memo.outputFees.push(outputFee);
|
||||
memo.ids.push(`${sample.source}-${serializedPaths.length}-${sampleIdx}`);
|
||||
memo.inputs.push(sample.input.integerValue().toNumber());
|
||||
memo.outputs.push(sample.output.integerValue().toNumber());
|
||||
memo.outputFees.push(
|
||||
calculateOuputFee(side, sample, opts.outputAmountPerEth, opts.inputAmountPerEth, fees)
|
||||
.integerValue()
|
||||
.toNumber(),
|
||||
);
|
||||
|
||||
return memo;
|
||||
},
|
||||
@@ -277,8 +265,6 @@ function findRoutesAndCreateOptimalPath(
|
||||
|
||||
samplesAndNativeOrdersWithResults.push(singleSourceSamplesWithOutput);
|
||||
serializedPaths.push(serializedPath);
|
||||
|
||||
const sourcePathId = hexUtils.random();
|
||||
sampleSourcePathIds.push(sourcePathId);
|
||||
}
|
||||
|
||||
@@ -320,22 +306,19 @@ function findRoutesAndCreateOptimalPath(
|
||||
normalizedOrderOutput.times(scaleToInput).times(fraction),
|
||||
normalizedOrderOutput,
|
||||
);
|
||||
const id = `${ERC20BridgeSource.Native}-${nativeOrder.type}-${serializedPaths.length}-${idx}-${i}`;
|
||||
const id = `${ERC20BridgeSource.Native}-${serializedPaths.length}-${idx}-${i}`;
|
||||
inputs.push(currentInput.integerValue().toNumber());
|
||||
outputs.push(currentOutput.integerValue().toNumber());
|
||||
outputFees.push(fee);
|
||||
ids.push(id);
|
||||
}
|
||||
|
||||
// We have a VIP for the Rfq order type, Limit order currently goes through FQT
|
||||
const isVip = nativeOrder.type !== FillQuoteTransformerOrderType.Limit;
|
||||
|
||||
const serializedPath: SerializedPath = {
|
||||
ids,
|
||||
inputs,
|
||||
outputs,
|
||||
outputFees,
|
||||
isVip,
|
||||
isVip: true,
|
||||
};
|
||||
|
||||
samplesAndNativeOrdersWithResults.push([nativeOrder]);
|
||||
@@ -392,7 +375,7 @@ function findRoutesAndCreateOptimalPath(
|
||||
};
|
||||
}
|
||||
|
||||
export function findOptimalPathFromSamples(
|
||||
export function findOptimalRustPathFromSamples(
|
||||
side: MarketOperation,
|
||||
samples: DexSample[][],
|
||||
nativeOrders: NativeOrderWithFillableAmounts[],
|
||||
@@ -401,7 +384,6 @@ export function findOptimalPathFromSamples(
|
||||
fees: FeeSchedule,
|
||||
chainId: ChainId,
|
||||
neonRouterNumSamples: number,
|
||||
fillAdjustor: FillAdjustor,
|
||||
samplerMetrics?: SamplerMetrics,
|
||||
): Path | undefined {
|
||||
const beforeTimeMs = performance.now();
|
||||
@@ -424,7 +406,6 @@ export function findOptimalPathFromSamples(
|
||||
fees,
|
||||
neonRouterNumSamples,
|
||||
vipSourcesSet,
|
||||
fillAdjustor,
|
||||
);
|
||||
|
||||
if (!paths) {
|
||||
@@ -434,7 +415,7 @@ export function findOptimalPathFromSamples(
|
||||
|
||||
const { allSourcesPath, vipSourcesPath } = paths;
|
||||
|
||||
if (!allSourcesPath || vipSourcesPath?.isAdjustedBetterThan(allSourcesPath)) {
|
||||
if (!allSourcesPath || vipSourcesPath?.isBetterThan(allSourcesPath)) {
|
||||
sendMetrics();
|
||||
return vipSourcesPath;
|
||||
}
|
||||
@@ -442,3 +423,143 @@ export function findOptimalPathFromSamples(
|
||||
sendMetrics();
|
||||
return allSourcesPath;
|
||||
}
|
||||
|
||||
/**
|
||||
* Find the optimal mixture of fills that maximizes (for sells) or minimizes
|
||||
* (for buys) output, while meeting the input requirement.
|
||||
*/
|
||||
export async function findOptimalPathJSAsync(
|
||||
side: MarketOperation,
|
||||
fills: Fill[][],
|
||||
targetInput: BigNumber,
|
||||
runLimit: number = 2 ** 8,
|
||||
samplerMetrics?: SamplerMetrics,
|
||||
opts: PathPenaltyOpts = DEFAULT_PATH_PENALTY_OPTS,
|
||||
): Promise<Path | undefined> {
|
||||
const beforeTimeMs = performance.now();
|
||||
// Sort fill arrays by descending adjusted completed rate.
|
||||
// Remove any paths which cannot impact the optimal path
|
||||
const sortedPaths = reducePaths(fillsToSortedPaths(fills, side, targetInput, opts), side);
|
||||
if (sortedPaths.length === 0) {
|
||||
return undefined;
|
||||
}
|
||||
const rates = rateBySourcePathId(sortedPaths);
|
||||
let optimalPath = sortedPaths[0];
|
||||
for (const [i, path] of sortedPaths.slice(1).entries()) {
|
||||
optimalPath = mixPaths(side, optimalPath, path, targetInput, runLimit * RUN_LIMIT_DECAY_FACTOR ** i, rates);
|
||||
// Yield to event loop.
|
||||
await Promise.resolve();
|
||||
}
|
||||
const finalPath = optimalPath.isComplete() ? optimalPath : undefined;
|
||||
// tslint:disable-next-line: no-unused-expression
|
||||
samplerMetrics &&
|
||||
samplerMetrics.logRouterDetails({
|
||||
router: 'js',
|
||||
type: 'total',
|
||||
timingMs: performance.now() - beforeTimeMs,
|
||||
});
|
||||
return finalPath;
|
||||
}
|
||||
|
||||
// Sort fill arrays by descending adjusted completed rate.
|
||||
export function fillsToSortedPaths(
|
||||
fills: Fill[][],
|
||||
side: MarketOperation,
|
||||
targetInput: BigNumber,
|
||||
opts: PathPenaltyOpts,
|
||||
): Path[] {
|
||||
const paths = fills.map(singleSourceFills => Path.create(side, singleSourceFills, targetInput, opts));
|
||||
const sortedPaths = paths.sort((a, b) => {
|
||||
const aRate = a.adjustedCompleteRate();
|
||||
const bRate = b.adjustedCompleteRate();
|
||||
// There is a case where the adjusted completed rate isn't sufficient for the desired amount
|
||||
// resulting in a NaN div by 0 (output)
|
||||
if (bRate.isNaN()) {
|
||||
return -1;
|
||||
}
|
||||
if (aRate.isNaN()) {
|
||||
return 1;
|
||||
}
|
||||
return bRate.comparedTo(aRate);
|
||||
});
|
||||
return sortedPaths;
|
||||
}
|
||||
|
||||
// Remove paths which have no impact on the optimal path
|
||||
export function reducePaths(sortedPaths: Path[], side: MarketOperation): Path[] {
|
||||
// Any path which has a min rate that is less than the best adjusted completed rate has no chance of improving
|
||||
// the overall route.
|
||||
const bestNonNativeCompletePath = sortedPaths.filter(
|
||||
p => p.isComplete() && p.fills[0].source !== ERC20BridgeSource.Native,
|
||||
)[0];
|
||||
|
||||
// If there is no complete path then just go ahead with the sorted paths
|
||||
// I.e if the token only exists on sources which cannot sell to infinity
|
||||
// or buys where X is greater than all the tokens available in the pools
|
||||
if (!bestNonNativeCompletePath) {
|
||||
return sortedPaths;
|
||||
}
|
||||
const bestNonNativeCompletePathAdjustedRate = bestNonNativeCompletePath.adjustedCompleteRate();
|
||||
if (!bestNonNativeCompletePathAdjustedRate.isGreaterThan(0)) {
|
||||
return sortedPaths;
|
||||
}
|
||||
|
||||
const filteredPaths = sortedPaths.filter(p =>
|
||||
p.bestRate().isGreaterThanOrEqualTo(bestNonNativeCompletePathAdjustedRate),
|
||||
);
|
||||
return filteredPaths;
|
||||
}
|
||||
|
||||
function mixPaths(
|
||||
side: MarketOperation,
|
||||
pathA: Path,
|
||||
pathB: Path,
|
||||
targetInput: BigNumber,
|
||||
maxSteps: number,
|
||||
rates: { [id: string]: BigNumber },
|
||||
): Path {
|
||||
const _maxSteps = Math.max(maxSteps, 32);
|
||||
let steps = 0;
|
||||
// We assume pathA is the better of the two initially.
|
||||
let bestPath: Path = pathA;
|
||||
|
||||
const _walk = (path: Path, remainingFills: Fill[]) => {
|
||||
steps += 1;
|
||||
if (path.isBetterThan(bestPath)) {
|
||||
bestPath = path;
|
||||
}
|
||||
const remainingInput = targetInput.minus(path.size().input);
|
||||
if (remainingInput.isGreaterThan(0)) {
|
||||
for (let i = 0; i < remainingFills.length && steps < _maxSteps; ++i) {
|
||||
const fill = remainingFills[i];
|
||||
// Only walk valid paths.
|
||||
if (!path.isValidNextFill(fill)) {
|
||||
continue;
|
||||
}
|
||||
// Remove this fill from the next list of candidate fills.
|
||||
const nextRemainingFills = remainingFills.slice();
|
||||
nextRemainingFills.splice(i, 1);
|
||||
// Recurse.
|
||||
_walk(Path.clone(path).append(fill), nextRemainingFills);
|
||||
}
|
||||
}
|
||||
};
|
||||
const allFills = [...pathA.fills, ...pathB.fills];
|
||||
// Sort subpaths by rate and keep fills contiguous to improve our
|
||||
// chances of walking ideal, valid paths first.
|
||||
const sortedFills = allFills.sort((a, b) => {
|
||||
if (a.sourcePathId !== b.sourcePathId) {
|
||||
return rates[b.sourcePathId].comparedTo(rates[a.sourcePathId]);
|
||||
}
|
||||
return a.index - b.index;
|
||||
});
|
||||
_walk(Path.create(side, [], targetInput, pathA.pathPenaltyOpts), sortedFills);
|
||||
if (!bestPath.isValid()) {
|
||||
throw new Error('nooope');
|
||||
}
|
||||
return bestPath;
|
||||
}
|
||||
|
||||
function rateBySourcePathId(paths: Path[]): { [id: string]: BigNumber } {
|
||||
return _.fromPairs(paths.map(p => [p.fills[0].sourcePathId, p.adjustedRate()]));
|
||||
}
|
||||
|
||||
@@ -1,19 +1,14 @@
|
||||
import { ChainId } from '@0x/contract-addresses';
|
||||
import { getPoolsWithTokens, parsePoolData } from 'balancer-labs-sor-v1';
|
||||
import { Pool } from 'balancer-labs-sor-v1/dist/types';
|
||||
import { gql, request } from 'graphql-request';
|
||||
|
||||
import { DEFAULT_WARNING_LOGGER } from '../../../constants';
|
||||
import { LogFunction } from '../../../types';
|
||||
import { BALANCER_MAX_POOLS_FETCHED, BALANCER_TOP_POOLS_FETCHED } from '../constants';
|
||||
import { BALANCER_MAX_POOLS_FETCHED, BALANCER_SUBGRAPH_URL, BALANCER_TOP_POOLS_FETCHED } from '../constants';
|
||||
|
||||
import { NoOpPoolsCache } from './no_op_pools_cache';
|
||||
import { AbstractPoolsCache, CacheValue, PoolsCache } from './pools_cache';
|
||||
import { CacheValue, PoolsCache } from './pools_cache';
|
||||
|
||||
// tslint:disable:custom-no-magic-numbers
|
||||
const ONE_DAY_MS = 24 * 60 * 60 * 1000;
|
||||
// tslint:disable: member-ordering
|
||||
|
||||
const BALANCER_SUBGRAPH_URL = 'https://api.thegraph.com/subgraphs/name/balancer-labs/balancer';
|
||||
// tslint:enable:custom-no-magic-numbers
|
||||
|
||||
interface BalancerPoolResponse {
|
||||
id: string;
|
||||
@@ -23,21 +18,12 @@ interface BalancerPoolResponse {
|
||||
totalWeight: string;
|
||||
}
|
||||
|
||||
export class BalancerPoolsCache extends AbstractPoolsCache {
|
||||
public static create(chainId: ChainId): PoolsCache {
|
||||
if (chainId !== ChainId.Mainnet) {
|
||||
return new NoOpPoolsCache();
|
||||
}
|
||||
|
||||
return new BalancerPoolsCache();
|
||||
}
|
||||
|
||||
private constructor(
|
||||
export class BalancerPoolsCache extends PoolsCache {
|
||||
constructor(
|
||||
private readonly _subgraphUrl: string = BALANCER_SUBGRAPH_URL,
|
||||
cache: Map<string, CacheValue> = new Map(),
|
||||
cache: { [key: string]: CacheValue } = {},
|
||||
private readonly maxPoolsFetched: number = BALANCER_MAX_POOLS_FETCHED,
|
||||
private readonly _topPoolsFetched: number = BALANCER_TOP_POOLS_FETCHED,
|
||||
private readonly _warningLogger: LogFunction = DEFAULT_WARNING_LOGGER,
|
||||
) {
|
||||
super(cache);
|
||||
void this._loadTopPoolsAsync();
|
||||
@@ -63,14 +49,7 @@ export class BalancerPoolsCache extends AbstractPoolsCache {
|
||||
[from: string]: { [to: string]: Pool[] };
|
||||
} = {};
|
||||
|
||||
let pools: BalancerPoolResponse[];
|
||||
try {
|
||||
pools = await this._fetchTopPoolsAsync();
|
||||
} catch (err) {
|
||||
this._warningLogger(err, 'Failed to fetch top pools for Balancer V1');
|
||||
return;
|
||||
}
|
||||
|
||||
const pools = await this._fetchTopPoolsAsync();
|
||||
for (const pool of pools) {
|
||||
const { tokensList } = pool;
|
||||
for (const from of tokensList) {
|
||||
@@ -6,18 +6,16 @@ import { gql, request } from 'graphql-request';
|
||||
|
||||
import { DEFAULT_WARNING_LOGGER } from '../../../constants';
|
||||
import { LogFunction } from '../../../types';
|
||||
import { BALANCER_MAX_POOLS_FETCHED, BALANCER_TOP_POOLS_FETCHED } from '../constants';
|
||||
import {
|
||||
BALANCER_MAX_POOLS_FETCHED,
|
||||
BALANCER_TOP_POOLS_FETCHED,
|
||||
BALANCER_V2_SUBGRAPH_URL_BY_CHAIN,
|
||||
} from '../constants';
|
||||
|
||||
import { parsePoolData } from './balancer_sor_v2';
|
||||
import { NoOpPoolsCache } from './no_op_pools_cache';
|
||||
import { AbstractPoolsCache, CacheValue, PoolsCache } from './pools_cache';
|
||||
|
||||
// tslint:disable: member-ordering
|
||||
|
||||
const BEETHOVEN_X_SUBGRAPH_URL_BY_CHAIN = new Map<ChainId, string>([
|
||||
[ChainId.Fantom, 'https://api.thegraph.com/subgraphs/name/beethovenxfi/beethovenx'],
|
||||
]);
|
||||
import { CacheValue, PoolsCache } from './pools_cache';
|
||||
|
||||
// tslint:disable-next-line:custom-no-magic-numbers
|
||||
const ONE_DAY_MS = 24 * 60 * 60 * 1000;
|
||||
|
||||
interface BalancerPoolResponse {
|
||||
@@ -30,16 +28,7 @@ interface BalancerPoolResponse {
|
||||
amp: string | null;
|
||||
}
|
||||
|
||||
export class BalancerV2PoolsCache extends AbstractPoolsCache {
|
||||
public static createBeethovenXPoolCache(chainId: ChainId): PoolsCache {
|
||||
const subgraphUrl = BEETHOVEN_X_SUBGRAPH_URL_BY_CHAIN.get(chainId);
|
||||
if (subgraphUrl === undefined) {
|
||||
return new NoOpPoolsCache();
|
||||
}
|
||||
|
||||
return new BalancerV2PoolsCache(subgraphUrl);
|
||||
}
|
||||
|
||||
export class BalancerV2PoolsCache extends PoolsCache {
|
||||
private static _parseSubgraphPoolData(pool: any, takerToken: string, makerToken: string): Pool {
|
||||
const tToken = pool.tokens.find((t: any) => t.address === takerToken);
|
||||
const mToken = pool.tokens.find((t: any) => t.address === makerToken);
|
||||
@@ -60,12 +49,13 @@ export class BalancerV2PoolsCache extends AbstractPoolsCache {
|
||||
};
|
||||
}
|
||||
|
||||
private constructor(
|
||||
private readonly subgraphUrl: string,
|
||||
constructor(
|
||||
chainId: ChainId,
|
||||
private readonly subgraphUrl: string = BALANCER_V2_SUBGRAPH_URL_BY_CHAIN[chainId]!,
|
||||
private readonly maxPoolsFetched: number = BALANCER_MAX_POOLS_FETCHED,
|
||||
private readonly _topPoolsFetched: number = BALANCER_TOP_POOLS_FETCHED,
|
||||
private readonly _warningLogger: LogFunction = DEFAULT_WARNING_LOGGER,
|
||||
cache: Map<string, CacheValue> = new Map(),
|
||||
cache: { [key: string]: CacheValue } = {},
|
||||
) {
|
||||
super(cache);
|
||||
void this._loadTopPoolsAsync();
|
||||
@@ -73,6 +63,19 @@ export class BalancerV2PoolsCache extends AbstractPoolsCache {
|
||||
setInterval(async () => void this._loadTopPoolsAsync(), ONE_DAY_MS / 2);
|
||||
}
|
||||
|
||||
// protected async _fetchPoolsForPairAsync(takerToken: string, makerToken: string): Promise<Pool[]> {
|
||||
// try {
|
||||
// const poolData = (await getPoolsWithTokens(takerToken, makerToken)).pools;
|
||||
// // Sort by maker token balance (descending)
|
||||
// const pools = parsePoolData(poolData, takerToken, makerToken).sort((a, b) =>
|
||||
// b.balanceOut.minus(a.balanceOut).toNumber(),
|
||||
// );
|
||||
// return pools.length > this.maxPoolsFetched ? pools.slice(0, this.maxPoolsFetched) : pools;
|
||||
// } catch (err) {
|
||||
// return [];
|
||||
// }
|
||||
// }
|
||||
|
||||
protected async _fetchTopPoolsAsync(): Promise<BalancerPoolResponse[]> {
|
||||
const query = gql`
|
||||
query fetchTopPools($topPoolsFetched: Int!) {
|
||||
@@ -111,14 +114,7 @@ export class BalancerV2PoolsCache extends AbstractPoolsCache {
|
||||
[from: string]: { [to: string]: Pool[] };
|
||||
} = {};
|
||||
|
||||
let pools: BalancerPoolResponse[];
|
||||
try {
|
||||
pools = await this._fetchTopPoolsAsync();
|
||||
} catch (err) {
|
||||
this._warningLogger(err, 'Failed to fetch top pools for Balancer V2');
|
||||
return;
|
||||
}
|
||||
|
||||
const pools = await this._fetchTopPoolsAsync();
|
||||
for (const pool of pools) {
|
||||
const { tokensList } = pool;
|
||||
for (const from of tokensList) {
|
||||
@@ -20,6 +20,7 @@ import { BalancerSwapInfo, BalancerSwaps } from '../types';
|
||||
import { CacheValue, EMPTY_BALANCER_SWAPS, SwapInfoCache } from './pair_swaps_cache';
|
||||
import { SubgraphPoolDataService } from './sgPoolDataService';
|
||||
|
||||
// tslint:disable-next-line:custom-no-magic-numbers
|
||||
const ONE_DAY_MS = 24 * 60 * 60 * ONE_SECOND_MS;
|
||||
|
||||
export interface BalancerPoolResponse {
|
||||
@@ -0,0 +1,28 @@
|
||||
import { Pool } from 'balancer-labs-sor-v1/dist/types';
|
||||
import { getPoolsWithTokens, parsePoolData } from 'cream-sor';
|
||||
|
||||
import { BALANCER_MAX_POOLS_FETCHED } from '../constants';
|
||||
|
||||
import { CacheValue, PoolsCache } from './pools_cache';
|
||||
|
||||
export class CreamPoolsCache extends PoolsCache {
|
||||
constructor(
|
||||
_cache: { [key: string]: CacheValue } = {},
|
||||
private readonly maxPoolsFetched: number = BALANCER_MAX_POOLS_FETCHED,
|
||||
) {
|
||||
super(_cache);
|
||||
}
|
||||
|
||||
protected async _fetchPoolsForPairAsync(takerToken: string, makerToken: string): Promise<Pool[]> {
|
||||
try {
|
||||
const poolData = (await getPoolsWithTokens(takerToken, makerToken)).pools;
|
||||
// Sort by maker token balance (descending)
|
||||
const pools = parsePoolData(poolData, takerToken, makerToken).sort((a, b) =>
|
||||
b.balanceOut.minus(a.balanceOut).toNumber(),
|
||||
);
|
||||
return pools.slice(0, this.maxPoolsFetched);
|
||||
} catch (err) {
|
||||
return [];
|
||||
}
|
||||
}
|
||||
}
|
||||
@@ -1,3 +1,4 @@
|
||||
export { BalancerPoolsCache } from './balancer_pools_cache';
|
||||
export { BalancerV2PoolsCache } from './balancer_v2_pools_cache';
|
||||
export { AbstractPoolsCache, PoolsCache } from './pools_cache';
|
||||
export { BalancerPoolsCache } from './balancer_utils';
|
||||
export { BalancerV2PoolsCache } from './balancer_v2_utils';
|
||||
export { CreamPoolsCache } from './cream_utils';
|
||||
export { PoolsCache } from './pools_cache';
|
||||
|
||||
@@ -1,21 +0,0 @@
|
||||
import { Pool, PoolsCache } from './pools_cache';
|
||||
|
||||
// tslint:disable:prefer-function-over-method
|
||||
|
||||
export class NoOpPoolsCache implements PoolsCache {
|
||||
public async getFreshPoolsForPairAsync(
|
||||
_takerToken: string,
|
||||
_makerToken: string,
|
||||
_timeoutMs?: number | undefined,
|
||||
): Promise<Pool[]> {
|
||||
return [];
|
||||
}
|
||||
|
||||
public getPoolAddressesForPair(_takerToken: string, _makerToken: string): string[] {
|
||||
return [];
|
||||
}
|
||||
|
||||
public isFresh(_takerToken: string, _makerToken: string): boolean {
|
||||
return true;
|
||||
}
|
||||
}
|
||||
@@ -1,15 +1,18 @@
|
||||
import { ONE_HOUR_IN_SECONDS, ONE_SECOND_MS } from '../constants';
|
||||
import { BalancerSwaps } from '../types';
|
||||
|
||||
import { ONE_HOUR_IN_SECONDS, ONE_SECOND_MS } from '../constants';
|
||||
|
||||
export interface CacheValue {
|
||||
expiresAt: number;
|
||||
balancerSwaps: BalancerSwaps;
|
||||
}
|
||||
|
||||
// tslint:disable:custom-no-magic-numbers
|
||||
// Cache results for 30mins
|
||||
const DEFAULT_CACHE_TIME_MS = (ONE_HOUR_IN_SECONDS / 2) * ONE_SECOND_MS;
|
||||
const DEFAULT_TIMEOUT_MS = ONE_SECOND_MS;
|
||||
export const EMPTY_BALANCER_SWAPS = { swapInfoExactIn: [], swapInfoExactOut: [] };
|
||||
// tslint:enable:custom-no-magic-numbers
|
||||
|
||||
/**
|
||||
* Caches SwapInfo for a pair of tokens.
|
||||
|
||||
@@ -7,30 +7,18 @@ export interface CacheValue {
|
||||
pools: Pool[];
|
||||
}
|
||||
|
||||
// tslint:disable:custom-no-magic-numbers
|
||||
// Cache results for 30mins
|
||||
const DEFAULT_CACHE_TIME_MS = (ONE_HOUR_IN_SECONDS / 2) * ONE_SECOND_MS;
|
||||
const DEFAULT_TIMEOUT_MS = 3000;
|
||||
const DEFAULT_TIMEOUT_MS = 1000;
|
||||
// tslint:enable:custom-no-magic-numbers
|
||||
|
||||
export interface PoolsCache {
|
||||
getFreshPoolsForPairAsync(takerToken: string, makerToken: string, timeoutMs?: number): Promise<Pool[]>;
|
||||
getPoolAddressesForPair(takerToken: string, makerToken: string): string[];
|
||||
isFresh(takerToken: string, makerToken: string): boolean;
|
||||
}
|
||||
|
||||
export abstract class AbstractPoolsCache implements PoolsCache {
|
||||
protected static _getKey(takerToken: string, makerToken: string): string {
|
||||
return `${takerToken}-${makerToken}`;
|
||||
}
|
||||
|
||||
protected static _isExpired(value: CacheValue | undefined): boolean {
|
||||
if (value === undefined) {
|
||||
return true;
|
||||
}
|
||||
export abstract class PoolsCache {
|
||||
protected static _isExpired(value: CacheValue): boolean {
|
||||
return Date.now() >= value.expiresAt;
|
||||
}
|
||||
|
||||
constructor(
|
||||
protected readonly _cache: Map<string, CacheValue>,
|
||||
protected readonly _cache: { [key: string]: CacheValue },
|
||||
protected readonly _cacheTimeMs: number = DEFAULT_CACHE_TIME_MS,
|
||||
) {}
|
||||
|
||||
@@ -43,42 +31,47 @@ export abstract class AbstractPoolsCache implements PoolsCache {
|
||||
return Promise.race([this._getAndSaveFreshPoolsForPairAsync(takerToken, makerToken), timeout]);
|
||||
}
|
||||
|
||||
/**
|
||||
* Returns pool addresses (can be stale) for a pair.
|
||||
*
|
||||
* An empty array will be returned if cache does not exist.
|
||||
*/
|
||||
public getPoolAddressesForPair(takerToken: string, makerToken: string): string[] {
|
||||
const value = this._getValue(takerToken, makerToken);
|
||||
return value === undefined ? [] : value.pools.map(pool => pool.id);
|
||||
public getCachedPoolAddressesForPair(
|
||||
takerToken: string,
|
||||
makerToken: string,
|
||||
ignoreExpired: boolean = true,
|
||||
): string[] | undefined {
|
||||
const key = JSON.stringify([takerToken, makerToken]);
|
||||
const value = this._cache[key];
|
||||
if (ignoreExpired) {
|
||||
return value === undefined ? [] : value.pools.map(pool => pool.id);
|
||||
}
|
||||
if (!value) {
|
||||
return undefined;
|
||||
}
|
||||
if (PoolsCache._isExpired(value)) {
|
||||
return undefined;
|
||||
}
|
||||
return (value || []).pools.map(pool => pool.id);
|
||||
}
|
||||
|
||||
public isFresh(takerToken: string, makerToken: string): boolean {
|
||||
const value = this._getValue(takerToken, makerToken);
|
||||
return !AbstractPoolsCache._isExpired(value);
|
||||
}
|
||||
|
||||
protected _getValue(takerToken: string, makerToken: string): CacheValue | undefined {
|
||||
const key = AbstractPoolsCache._getKey(takerToken, makerToken);
|
||||
return this._cache.get(key);
|
||||
const cached = this.getCachedPoolAddressesForPair(takerToken, makerToken, false);
|
||||
return cached !== undefined;
|
||||
}
|
||||
|
||||
protected async _getAndSaveFreshPoolsForPairAsync(takerToken: string, makerToken: string): Promise<Pool[]> {
|
||||
const key = AbstractPoolsCache._getKey(takerToken, makerToken);
|
||||
const value = this._cache.get(key);
|
||||
if (!AbstractPoolsCache._isExpired(value)) {
|
||||
return value!.pools;
|
||||
const key = JSON.stringify([takerToken, makerToken]);
|
||||
const value = this._cache[key];
|
||||
if (value === undefined || value.expiresAt >= Date.now()) {
|
||||
const pools = await this._fetchPoolsForPairAsync(takerToken, makerToken);
|
||||
const expiresAt = Date.now() + this._cacheTimeMs;
|
||||
this._cachePoolsForPair(takerToken, makerToken, pools, expiresAt);
|
||||
}
|
||||
|
||||
const pools = await this._fetchPoolsForPairAsync(takerToken, makerToken);
|
||||
const expiresAt = Date.now() + this._cacheTimeMs;
|
||||
this._cachePoolsForPair(takerToken, makerToken, pools, expiresAt);
|
||||
return pools;
|
||||
return this._cache[key].pools;
|
||||
}
|
||||
|
||||
protected _cachePoolsForPair(takerToken: string, makerToken: string, pools: Pool[], expiresAt: number): void {
|
||||
const key = AbstractPoolsCache._getKey(takerToken, makerToken);
|
||||
this._cache.set(key, { pools, expiresAt });
|
||||
const key = JSON.stringify([takerToken, makerToken]);
|
||||
this._cache[key] = {
|
||||
pools,
|
||||
expiresAt,
|
||||
};
|
||||
}
|
||||
|
||||
protected abstract _fetchPoolsForPairAsync(takerToken: string, makerToken: string): Promise<Pool[]>;
|
||||
|
||||
Some files were not shown because too many files have changed in this diff Show More
Reference in New Issue
Block a user