Compare commits
44 Commits
protocol@4
...
phil/mkr-4
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@@ -19,7 +19,6 @@ jobs:
|
||||
command: yarn --frozen-lockfile --ignore-engines install || yarn --frozen-lockfile --ignore-engines install
|
||||
- setup_remote_docker
|
||||
- run: yarn build:ci || yarn build:ci || yarn build:ci || yarn build:ci || yarn build:ci || yarn build:ci
|
||||
- run: yarn build:ts || yarn build:ts || yarn build:ts || yarn build:ts || yarn build:ts || yarn build:ts
|
||||
- save_cache:
|
||||
key: repo-{{ .Environment.CIRCLE_SHA1 }}
|
||||
paths:
|
||||
|
||||
@@ -1,4 +1,22 @@
|
||||
[
|
||||
{
|
||||
"timestamp": 1652919697,
|
||||
"version": "3.3.30",
|
||||
"changes": [
|
||||
{
|
||||
"note": "Dependencies updated"
|
||||
}
|
||||
]
|
||||
},
|
||||
{
|
||||
"timestamp": 1650611093,
|
||||
"version": "3.3.29",
|
||||
"changes": [
|
||||
{
|
||||
"note": "Dependencies updated"
|
||||
}
|
||||
]
|
||||
},
|
||||
{
|
||||
"timestamp": 1648739346,
|
||||
"version": "3.3.28",
|
||||
|
||||
@@ -5,6 +5,14 @@ Edit the package's CHANGELOG.json file only.
|
||||
|
||||
CHANGELOG
|
||||
|
||||
## v3.3.30 - _May 19, 2022_
|
||||
|
||||
* Dependencies updated
|
||||
|
||||
## v3.3.29 - _April 22, 2022_
|
||||
|
||||
* Dependencies updated
|
||||
|
||||
## v3.3.28 - _March 31, 2022_
|
||||
|
||||
* Dependencies updated
|
||||
|
||||
@@ -1,6 +1,6 @@
|
||||
{
|
||||
"name": "@0x/contracts-erc20",
|
||||
"version": "3.3.28",
|
||||
"version": "3.3.30",
|
||||
"engines": {
|
||||
"node": ">=6.12"
|
||||
},
|
||||
@@ -53,8 +53,8 @@
|
||||
"devDependencies": {
|
||||
"@0x/abi-gen": "^5.8.0",
|
||||
"@0x/contracts-gen": "^2.0.46",
|
||||
"@0x/contracts-test-utils": "^5.4.19",
|
||||
"@0x/contracts-utils": "^4.8.9",
|
||||
"@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",
|
||||
|
||||
@@ -1,4 +1,22 @@
|
||||
[
|
||||
{
|
||||
"timestamp": 1652919697,
|
||||
"version": "5.4.21",
|
||||
"changes": [
|
||||
{
|
||||
"note": "Dependencies updated"
|
||||
}
|
||||
]
|
||||
},
|
||||
{
|
||||
"timestamp": 1650611093,
|
||||
"version": "5.4.20",
|
||||
"changes": [
|
||||
{
|
||||
"note": "Dependencies updated"
|
||||
}
|
||||
]
|
||||
},
|
||||
{
|
||||
"timestamp": 1648739346,
|
||||
"version": "5.4.19",
|
||||
|
||||
@@ -5,6 +5,14 @@ Edit the package's CHANGELOG.json file only.
|
||||
|
||||
CHANGELOG
|
||||
|
||||
## v5.4.21 - _May 19, 2022_
|
||||
|
||||
* Dependencies updated
|
||||
|
||||
## v5.4.20 - _April 22, 2022_
|
||||
|
||||
* Dependencies updated
|
||||
|
||||
## v5.4.19 - _March 31, 2022_
|
||||
|
||||
* Dependencies updated
|
||||
|
||||
@@ -1,6 +1,6 @@
|
||||
{
|
||||
"name": "@0x/contracts-test-utils",
|
||||
"version": "5.4.19",
|
||||
"version": "5.4.21",
|
||||
"engines": {
|
||||
"node": ">=6.12"
|
||||
},
|
||||
@@ -44,7 +44,7 @@
|
||||
"dependencies": {
|
||||
"@0x/assert": "^3.0.34",
|
||||
"@0x/base-contract": "^6.5.0",
|
||||
"@0x/contract-addresses": "^6.12.1",
|
||||
"@0x/contract-addresses": "^6.14.0",
|
||||
"@0x/dev-utils": "^4.2.14",
|
||||
"@0x/json-schemas": "^6.4.4",
|
||||
"@0x/order-utils": "^10.4.28",
|
||||
|
||||
@@ -1,4 +1,22 @@
|
||||
[
|
||||
{
|
||||
"timestamp": 1652919697,
|
||||
"version": "1.4.13",
|
||||
"changes": [
|
||||
{
|
||||
"note": "Dependencies updated"
|
||||
}
|
||||
]
|
||||
},
|
||||
{
|
||||
"timestamp": 1650611093,
|
||||
"version": "1.4.12",
|
||||
"changes": [
|
||||
{
|
||||
"note": "Dependencies updated"
|
||||
}
|
||||
]
|
||||
},
|
||||
{
|
||||
"timestamp": 1648739346,
|
||||
"version": "1.4.11",
|
||||
|
||||
@@ -5,6 +5,14 @@ Edit the package's CHANGELOG.json file only.
|
||||
|
||||
CHANGELOG
|
||||
|
||||
## v1.4.13 - _May 19, 2022_
|
||||
|
||||
* Dependencies updated
|
||||
|
||||
## v1.4.12 - _April 22, 2022_
|
||||
|
||||
* Dependencies updated
|
||||
|
||||
## v1.4.11 - _March 31, 2022_
|
||||
|
||||
* Dependencies updated
|
||||
|
||||
@@ -1,6 +1,6 @@
|
||||
{
|
||||
"name": "@0x/contracts-treasury",
|
||||
"version": "1.4.11",
|
||||
"version": "1.4.13",
|
||||
"engines": {
|
||||
"node": ">=6.12"
|
||||
},
|
||||
@@ -47,12 +47,12 @@
|
||||
"homepage": "https://github.com/0xProject/protocol/tree/main/contracts/treasury",
|
||||
"devDependencies": {
|
||||
"@0x/abi-gen": "^5.8.0",
|
||||
"@0x/contract-addresses": "^6.12.1",
|
||||
"@0x/contract-addresses": "^6.14.0",
|
||||
"@0x/contracts-asset-proxy": "^3.7.19",
|
||||
"@0x/contracts-erc20": "^3.3.28",
|
||||
"@0x/contracts-erc20": "^3.3.30",
|
||||
"@0x/contracts-gen": "^2.0.46",
|
||||
"@0x/contracts-staking": "^2.0.45",
|
||||
"@0x/contracts-test-utils": "^5.4.19",
|
||||
"@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",
|
||||
@@ -73,7 +73,7 @@
|
||||
},
|
||||
"dependencies": {
|
||||
"@0x/base-contract": "^6.5.0",
|
||||
"@0x/protocol-utils": "^1.11.2",
|
||||
"@0x/protocol-utils": "^11.13.0",
|
||||
"@0x/subproviders": "^6.6.5",
|
||||
"@0x/types": "^3.3.6",
|
||||
"@0x/typescript-typings": "^5.3.1",
|
||||
|
||||
@@ -1,4 +1,22 @@
|
||||
[
|
||||
{
|
||||
"timestamp": 1652919697,
|
||||
"version": "4.8.11",
|
||||
"changes": [
|
||||
{
|
||||
"note": "Dependencies updated"
|
||||
}
|
||||
]
|
||||
},
|
||||
{
|
||||
"timestamp": 1650611093,
|
||||
"version": "4.8.10",
|
||||
"changes": [
|
||||
{
|
||||
"note": "Dependencies updated"
|
||||
}
|
||||
]
|
||||
},
|
||||
{
|
||||
"timestamp": 1648739346,
|
||||
"version": "4.8.9",
|
||||
|
||||
@@ -5,6 +5,14 @@ Edit the package's CHANGELOG.json file only.
|
||||
|
||||
CHANGELOG
|
||||
|
||||
## v4.8.11 - _May 19, 2022_
|
||||
|
||||
* Dependencies updated
|
||||
|
||||
## v4.8.10 - _April 22, 2022_
|
||||
|
||||
* Dependencies updated
|
||||
|
||||
## v4.8.9 - _March 31, 2022_
|
||||
|
||||
* Dependencies updated
|
||||
|
||||
@@ -1,6 +1,6 @@
|
||||
{
|
||||
"name": "@0x/contracts-utils",
|
||||
"version": "4.8.9",
|
||||
"version": "4.8.11",
|
||||
"engines": {
|
||||
"node": ">=6.12"
|
||||
},
|
||||
@@ -52,7 +52,7 @@
|
||||
"devDependencies": {
|
||||
"@0x/abi-gen": "^5.8.0",
|
||||
"@0x/contracts-gen": "^2.0.46",
|
||||
"@0x/contracts-test-utils": "^5.4.19",
|
||||
"@0x/contracts-test-utils": "^5.4.21",
|
||||
"@0x/dev-utils": "^4.2.14",
|
||||
"@0x/order-utils": "^10.4.28",
|
||||
"@0x/sol-compiler": "^4.8.1",
|
||||
|
||||
@@ -1,4 +1,24 @@
|
||||
[
|
||||
{
|
||||
"version": "0.33.0",
|
||||
"changes": [
|
||||
{
|
||||
"note": "Add support for GMX and Platypus to bridge adapter",
|
||||
"pr": 478
|
||||
}
|
||||
],
|
||||
"timestamp": 1652919697
|
||||
},
|
||||
{
|
||||
"version": "0.32.0",
|
||||
"changes": [
|
||||
{
|
||||
"note": "Add support for `BalancerV2Batch` fills in FQT",
|
||||
"pr": 462
|
||||
}
|
||||
],
|
||||
"timestamp": 1650611093
|
||||
},
|
||||
{
|
||||
"timestamp": 1648739346,
|
||||
"version": "0.31.2",
|
||||
|
||||
@@ -5,6 +5,14 @@ Edit the package's CHANGELOG.json file only.
|
||||
|
||||
CHANGELOG
|
||||
|
||||
## v0.33.0 - _May 19, 2022_
|
||||
|
||||
* Add support for GMX and Platypus to bridge adapter (#478)
|
||||
|
||||
## v0.32.0 - _April 22, 2022_
|
||||
|
||||
* Add support for `BalancerV2Batch` fills in FQT (#462)
|
||||
|
||||
## v0.31.2 - _March 31, 2022_
|
||||
|
||||
* Dependencies updated
|
||||
|
||||
@@ -20,22 +20,17 @@
|
||||
pragma solidity ^0.6.5;
|
||||
pragma experimental ABIEncoderV2;
|
||||
|
||||
import "@0x/contracts-erc20/contracts/src/v06/IERC20TokenV06.sol";
|
||||
import "../libs/LibSignature.sol";
|
||||
import "../libs/LibNativeOrder.sol";
|
||||
import "./INativeOrdersEvents.sol";
|
||||
|
||||
import '@0x/contracts-erc20/contracts/src/v06/IERC20TokenV06.sol';
|
||||
import '../libs/LibSignature.sol';
|
||||
import '../libs/LibNativeOrder.sol';
|
||||
import './INativeOrdersEvents.sol';
|
||||
|
||||
/// @dev Feature for interacting with limit orders.
|
||||
interface INativeOrdersFeature is
|
||||
INativeOrdersEvents
|
||||
{
|
||||
|
||||
interface INativeOrdersFeature is INativeOrdersEvents {
|
||||
/// @dev Transfers protocol fees from the `FeeCollector` pools into
|
||||
/// the staking contract.
|
||||
/// @param poolIds Staking pool IDs
|
||||
function transferProtocolFeesForPools(bytes32[] calldata poolIds)
|
||||
external;
|
||||
function transferProtocolFeesForPools(bytes32[] calldata poolIds) external;
|
||||
|
||||
/// @dev Fill a limit order. The taker and sender will be the caller.
|
||||
/// @param order The limit order. ETH protocol fees can be
|
||||
@@ -49,10 +44,7 @@ interface INativeOrdersFeature is
|
||||
LibNativeOrder.LimitOrder calldata order,
|
||||
LibSignature.Signature calldata signature,
|
||||
uint128 takerTokenFillAmount
|
||||
)
|
||||
external
|
||||
payable
|
||||
returns (uint128 takerTokenFilledAmount, uint128 makerTokenFilledAmount);
|
||||
) external payable returns (uint128 takerTokenFilledAmount, uint128 makerTokenFilledAmount);
|
||||
|
||||
/// @dev Fill an RFQ order for up to `takerTokenFillAmount` taker tokens.
|
||||
/// The taker will be the caller.
|
||||
@@ -65,9 +57,7 @@ interface INativeOrdersFeature is
|
||||
LibNativeOrder.RfqOrder calldata order,
|
||||
LibSignature.Signature calldata signature,
|
||||
uint128 takerTokenFillAmount
|
||||
)
|
||||
external
|
||||
returns (uint128 takerTokenFilledAmount, uint128 makerTokenFilledAmount);
|
||||
) external returns (uint128 takerTokenFilledAmount, uint128 makerTokenFilledAmount);
|
||||
|
||||
/// @dev Fill an RFQ order for exactly `takerTokenFillAmount` taker tokens.
|
||||
/// The taker will be the caller. ETH protocol fees can be
|
||||
@@ -81,10 +71,7 @@ interface INativeOrdersFeature is
|
||||
LibNativeOrder.LimitOrder calldata order,
|
||||
LibSignature.Signature calldata signature,
|
||||
uint128 takerTokenFillAmount
|
||||
)
|
||||
external
|
||||
payable
|
||||
returns (uint128 makerTokenFilledAmount);
|
||||
) external payable returns (uint128 makerTokenFilledAmount);
|
||||
|
||||
/// @dev Fill an RFQ order for exactly `takerTokenFillAmount` taker tokens.
|
||||
/// The taker will be the caller.
|
||||
@@ -96,9 +83,7 @@ interface INativeOrdersFeature is
|
||||
LibNativeOrder.RfqOrder calldata order,
|
||||
LibSignature.Signature calldata signature,
|
||||
uint128 takerTokenFillAmount
|
||||
)
|
||||
external
|
||||
returns (uint128 makerTokenFilledAmount);
|
||||
) external returns (uint128 makerTokenFilledAmount);
|
||||
|
||||
/// @dev Fill a limit order. Internal variant. ETH protocol fees can be
|
||||
/// attached to this call. Any unspent ETH will be refunded to
|
||||
@@ -116,10 +101,7 @@ interface INativeOrdersFeature is
|
||||
uint128 takerTokenFillAmount,
|
||||
address taker,
|
||||
address sender
|
||||
)
|
||||
external
|
||||
payable
|
||||
returns (uint128 takerTokenFilledAmount, uint128 makerTokenFilledAmount);
|
||||
) external payable returns (uint128 takerTokenFilledAmount, uint128 makerTokenFilledAmount);
|
||||
|
||||
/// @dev Fill an RFQ order. Internal variant.
|
||||
/// @param order The RFQ order.
|
||||
@@ -138,40 +120,33 @@ interface INativeOrdersFeature is
|
||||
address taker,
|
||||
bool useSelfBalance,
|
||||
address recipient
|
||||
)
|
||||
external
|
||||
returns (uint128 takerTokenFilledAmount, uint128 makerTokenFilledAmount);
|
||||
) external returns (uint128 takerTokenFilledAmount, uint128 makerTokenFilledAmount);
|
||||
|
||||
/// @dev Cancel a single limit order. The caller must be the maker or a valid order signer.
|
||||
/// Silently succeeds if the order has already been cancelled.
|
||||
/// @param order The limit order.
|
||||
function cancelLimitOrder(LibNativeOrder.LimitOrder calldata order)
|
||||
external;
|
||||
function cancelLimitOrder(LibNativeOrder.LimitOrder calldata order) external;
|
||||
|
||||
/// @dev Cancel a single RFQ order. The caller must be the maker or a valid order signer.
|
||||
/// Silently succeeds if the order has already been cancelled.
|
||||
/// @param order The RFQ order.
|
||||
function cancelRfqOrder(LibNativeOrder.RfqOrder calldata order)
|
||||
external;
|
||||
function cancelRfqOrder(LibNativeOrder.RfqOrder calldata order) external;
|
||||
|
||||
/// @dev Mark what tx.origin addresses are allowed to fill an order that
|
||||
/// specifies the message sender as its txOrigin.
|
||||
/// @param origins An array of origin addresses to update.
|
||||
/// @param allowed True to register, false to unregister.
|
||||
function registerAllowedRfqOrigins(address[] memory origins, bool allowed)
|
||||
external;
|
||||
function registerAllowedRfqOrigins(address[] memory origins, bool allowed) external;
|
||||
|
||||
/// @dev Cancel multiple limit orders. The caller must be the maker or a valid order signer.
|
||||
/// Silently succeeds if the order has already been cancelled.
|
||||
/// @param orders The limit orders.
|
||||
function batchCancelLimitOrders(LibNativeOrder.LimitOrder[] calldata orders)
|
||||
external;
|
||||
function batchCancelLimitOrders(LibNativeOrder.LimitOrder[] calldata orders) external;
|
||||
|
||||
/// @dev Cancel multiple RFQ orders. The caller must be the maker or a valid order signer.
|
||||
/// Silently succeeds if the order has already been cancelled.
|
||||
/// @param orders The RFQ orders.
|
||||
function batchCancelRfqOrders(LibNativeOrder.RfqOrder[] calldata orders)
|
||||
external;
|
||||
function batchCancelRfqOrders(LibNativeOrder.RfqOrder[] calldata orders) external;
|
||||
|
||||
/// @dev Cancel all limit orders for a given maker and pair with a salt less
|
||||
/// than the value provided. The caller must be the maker. Subsequent
|
||||
@@ -184,8 +159,7 @@ interface INativeOrdersFeature is
|
||||
IERC20TokenV06 makerToken,
|
||||
IERC20TokenV06 takerToken,
|
||||
uint256 minValidSalt
|
||||
)
|
||||
external;
|
||||
) external;
|
||||
|
||||
/// @dev Cancel all limit orders for a given maker and pair with a salt less
|
||||
/// than the value provided. The caller must be a signer registered to the maker.
|
||||
@@ -200,8 +174,7 @@ interface INativeOrdersFeature is
|
||||
IERC20TokenV06 makerToken,
|
||||
IERC20TokenV06 takerToken,
|
||||
uint256 minValidSalt
|
||||
)
|
||||
external;
|
||||
) external;
|
||||
|
||||
/// @dev Cancel all limit orders for a given maker and pairs with salts less
|
||||
/// than the values provided. The caller must be the maker. Subsequent
|
||||
@@ -214,8 +187,7 @@ interface INativeOrdersFeature is
|
||||
IERC20TokenV06[] calldata makerTokens,
|
||||
IERC20TokenV06[] calldata takerTokens,
|
||||
uint256[] calldata minValidSalts
|
||||
)
|
||||
external;
|
||||
) external;
|
||||
|
||||
/// @dev Cancel all limit orders for a given maker and pairs with salts less
|
||||
/// than the values provided. The caller must be a signer registered to the maker.
|
||||
@@ -230,8 +202,7 @@ interface INativeOrdersFeature is
|
||||
IERC20TokenV06[] memory makerTokens,
|
||||
IERC20TokenV06[] memory takerTokens,
|
||||
uint256[] memory minValidSalts
|
||||
)
|
||||
external;
|
||||
) external;
|
||||
|
||||
/// @dev Cancel all RFQ orders for a given maker and pair with a salt less
|
||||
/// than the value provided. The caller must be the maker. Subsequent
|
||||
@@ -244,8 +215,7 @@ interface INativeOrdersFeature is
|
||||
IERC20TokenV06 makerToken,
|
||||
IERC20TokenV06 takerToken,
|
||||
uint256 minValidSalt
|
||||
)
|
||||
external;
|
||||
) external;
|
||||
|
||||
/// @dev Cancel all RFQ orders for a given maker and pair with a salt less
|
||||
/// than the value provided. The caller must be a signer registered to the maker.
|
||||
@@ -260,8 +230,7 @@ interface INativeOrdersFeature is
|
||||
IERC20TokenV06 makerToken,
|
||||
IERC20TokenV06 takerToken,
|
||||
uint256 minValidSalt
|
||||
)
|
||||
external;
|
||||
) external;
|
||||
|
||||
/// @dev Cancel all RFQ orders for a given maker and pairs with salts less
|
||||
/// than the values provided. The caller must be the maker. Subsequent
|
||||
@@ -274,8 +243,7 @@ interface INativeOrdersFeature is
|
||||
IERC20TokenV06[] calldata makerTokens,
|
||||
IERC20TokenV06[] calldata takerTokens,
|
||||
uint256[] calldata minValidSalts
|
||||
)
|
||||
external;
|
||||
) external;
|
||||
|
||||
/// @dev Cancel all RFQ orders for a given maker and pairs with salts less
|
||||
/// than the values provided. The caller must be a signer registered to the maker.
|
||||
@@ -290,8 +258,7 @@ interface INativeOrdersFeature is
|
||||
IERC20TokenV06[] memory makerTokens,
|
||||
IERC20TokenV06[] memory takerTokens,
|
||||
uint256[] memory minValidSalts
|
||||
)
|
||||
external;
|
||||
) external;
|
||||
|
||||
/// @dev Get the order info for a limit order.
|
||||
/// @param order The limit order.
|
||||
@@ -312,26 +279,17 @@ interface INativeOrdersFeature is
|
||||
/// @dev Get the canonical hash of a limit order.
|
||||
/// @param order The limit order.
|
||||
/// @return orderHash The order hash.
|
||||
function getLimitOrderHash(LibNativeOrder.LimitOrder calldata order)
|
||||
external
|
||||
view
|
||||
returns (bytes32 orderHash);
|
||||
function getLimitOrderHash(LibNativeOrder.LimitOrder calldata order) external view returns (bytes32 orderHash);
|
||||
|
||||
/// @dev Get the canonical hash of an RFQ order.
|
||||
/// @param order The RFQ order.
|
||||
/// @return orderHash The order hash.
|
||||
function getRfqOrderHash(LibNativeOrder.RfqOrder calldata order)
|
||||
external
|
||||
view
|
||||
returns (bytes32 orderHash);
|
||||
function getRfqOrderHash(LibNativeOrder.RfqOrder calldata order) external view returns (bytes32 orderHash);
|
||||
|
||||
/// @dev Get the protocol fee multiplier. This should be multiplied by the
|
||||
/// gas price to arrive at the required protocol fee to fill a native order.
|
||||
/// @return multiplier The protocol fee multiplier.
|
||||
function getProtocolFeeMultiplier()
|
||||
external
|
||||
view
|
||||
returns (uint32 multiplier);
|
||||
function getProtocolFeeMultiplier() external view returns (uint32 multiplier);
|
||||
|
||||
/// @dev Get order info, fillable amount, and signature validity for a limit order.
|
||||
/// Fillable amount is determined using balances and allowances of the maker.
|
||||
@@ -361,10 +319,7 @@ interface INativeOrdersFeature is
|
||||
/// @return actualFillableTakerTokenAmount How much of the order is fillable
|
||||
/// based on maker funds, in taker tokens.
|
||||
/// @return isSignatureValid Whether the signature is valid.
|
||||
function getRfqOrderRelevantState(
|
||||
LibNativeOrder.RfqOrder calldata order,
|
||||
LibSignature.Signature calldata signature
|
||||
)
|
||||
function getRfqOrderRelevantState(LibNativeOrder.RfqOrder calldata order, LibSignature.Signature calldata signature)
|
||||
external
|
||||
view
|
||||
returns (
|
||||
@@ -419,20 +374,10 @@ interface INativeOrdersFeature is
|
||||
/// This allows one to sign on behalf of a contract that calls this function
|
||||
/// @param signer The address from which you plan to generate signatures
|
||||
/// @param allowed True to register, false to unregister.
|
||||
function registerAllowedOrderSigner(
|
||||
address signer,
|
||||
bool allowed
|
||||
)
|
||||
external;
|
||||
function registerAllowedOrderSigner(address signer, bool allowed) external;
|
||||
|
||||
/// @dev checks if a given address is registered to sign on behalf of a maker address
|
||||
/// @param maker The maker address encoded in an order (can be a contract)
|
||||
/// @param signer The address that is providing a signature
|
||||
function isValidOrderSigner(
|
||||
address maker,
|
||||
address signer
|
||||
)
|
||||
external
|
||||
view
|
||||
returns (bool isAllowed);
|
||||
function isValidOrderSigner(address maker, address signer) external view returns (bool isAllowed);
|
||||
}
|
||||
|
||||
@@ -20,23 +20,22 @@
|
||||
pragma solidity ^0.6.5;
|
||||
pragma experimental ABIEncoderV2;
|
||||
|
||||
import "@0x/contracts-utils/contracts/src/v06/errors/LibRichErrorsV06.sol";
|
||||
import "@0x/contracts-erc20/contracts/src/v06/IERC20TokenV06.sol";
|
||||
import "@0x/contracts-erc20/contracts/src/v06/LibERC20TokenV06.sol";
|
||||
import "@0x/contracts-utils/contracts/src/v06/LibSafeMathV06.sol";
|
||||
import "@0x/contracts-utils/contracts/src/v06/LibMathV06.sol";
|
||||
import "../errors/LibTransformERC20RichErrors.sol";
|
||||
import "../features/interfaces/INativeOrdersFeature.sol";
|
||||
import "../features/libs/LibNativeOrder.sol";
|
||||
import "./bridges/IBridgeAdapter.sol";
|
||||
import "./Transformer.sol";
|
||||
import "./LibERC20Transformer.sol";
|
||||
import '@0x/contracts-utils/contracts/src/v06/errors/LibRichErrorsV06.sol';
|
||||
import '@0x/contracts-erc20/contracts/src/v06/IERC20TokenV06.sol';
|
||||
import '@0x/contracts-erc20/contracts/src/v06/LibERC20TokenV06.sol';
|
||||
import '@0x/contracts-utils/contracts/src/v06/LibSafeMathV06.sol';
|
||||
import '@0x/contracts-utils/contracts/src/v06/LibMathV06.sol';
|
||||
import '../errors/LibTransformERC20RichErrors.sol';
|
||||
import '../features/interfaces/INativeOrdersFeature.sol';
|
||||
import '../features/libs/LibNativeOrder.sol';
|
||||
import './bridges/IBridgeAdapter.sol';
|
||||
import './Transformer.sol';
|
||||
import './LibERC20Transformer.sol';
|
||||
import '../IZeroEx.sol';
|
||||
|
||||
/// @dev A transformer that fills an ERC20 market sell/buy quote.
|
||||
/// This transformer shortcuts bridge orders and fills them directly
|
||||
contract FillQuoteTransformer is
|
||||
Transformer
|
||||
{
|
||||
contract FillQuoteTransformer is Transformer {
|
||||
using LibERC20TokenV06 for IERC20TokenV06;
|
||||
using LibERC20Transformer for IERC20TokenV06;
|
||||
using LibSafeMathV06 for uint256;
|
||||
@@ -52,7 +51,8 @@ contract FillQuoteTransformer is
|
||||
enum OrderType {
|
||||
Bridge,
|
||||
Limit,
|
||||
Rfq
|
||||
Rfq,
|
||||
Otc
|
||||
}
|
||||
|
||||
struct LimitOrderInfo {
|
||||
@@ -69,6 +69,13 @@ contract FillQuoteTransformer is
|
||||
uint256 maxTakerTokenFillAmount;
|
||||
}
|
||||
|
||||
struct OtcOrderInfo {
|
||||
LibNativeOrder.OtcOrder order;
|
||||
LibSignature.Signature signature;
|
||||
// Maximum taker token amount of this limit order to fill.
|
||||
uint256 maxTakerTokenFillAmount;
|
||||
}
|
||||
|
||||
/// @dev Transform data to ABI-encode and pass into `transform()`.
|
||||
struct TransformData {
|
||||
// Whether we are performing a market sell or buy.
|
||||
@@ -79,26 +86,24 @@ contract FillQuoteTransformer is
|
||||
// The token being bought.
|
||||
// This should be an actual token, not the ETH pseudo-token.
|
||||
IERC20TokenV06 buyToken;
|
||||
|
||||
// External liquidity bridge orders. Sorted by fill sequence.
|
||||
IBridgeAdapter.BridgeOrder[] bridgeOrders;
|
||||
// Native limit orders. Sorted by fill sequence.
|
||||
LimitOrderInfo[] limitOrders;
|
||||
// Native RFQ orders. Sorted by fill sequence.
|
||||
RfqOrderInfo[] rfqOrders;
|
||||
|
||||
// Otc orders.
|
||||
OtcOrderInfo[] otcOrders;
|
||||
// The sequence to fill the orders in. Each item will fill the next
|
||||
// order of that type in either `bridgeOrders`, `limitOrders`,
|
||||
// or `rfqOrders.`
|
||||
// `rfqOrders`, or `otcOrders.`
|
||||
OrderType[] fillSequence;
|
||||
|
||||
// Amount of `sellToken` to sell or `buyToken` to buy.
|
||||
// For sells, setting the high-bit indicates that
|
||||
// `sellAmount & LOW_BITS` should be treated as a `1e18` fraction of
|
||||
// the current balance of `sellToken`, where
|
||||
// `1e18+ == 100%` and `0.5e18 == 50%`, etc.
|
||||
uint256 fillAmount;
|
||||
|
||||
// Who to transfer unused protocol fees to.
|
||||
// May be a valid address or one of:
|
||||
// `address(0)`: Stay in flash wallet.
|
||||
@@ -123,7 +128,7 @@ contract FillQuoteTransformer is
|
||||
uint256 soldAmount;
|
||||
uint256 protocolFee;
|
||||
uint256 takerTokenBalanceRemaining;
|
||||
uint256[3] currentIndices;
|
||||
uint256[4] currentIndices;
|
||||
OrderType currentOrderType;
|
||||
}
|
||||
|
||||
@@ -133,7 +138,7 @@ contract FillQuoteTransformer is
|
||||
event ProtocolFeeUnfunded(bytes32 orderHash);
|
||||
|
||||
/// @dev The highest bit of a uint256 value.
|
||||
uint256 private constant HIGH_BIT = 2 ** 255;
|
||||
uint256 private constant HIGH_BIT = 2**255;
|
||||
/// @dev Mask of the lower 255 bits of a uint256 value.
|
||||
uint256 private constant LOWER_255_BITS = HIGH_BIT - 1;
|
||||
/// @dev If `refundReceiver` is set to this address, unpsent
|
||||
@@ -147,15 +152,12 @@ contract FillQuoteTransformer is
|
||||
IBridgeAdapter public immutable bridgeAdapter;
|
||||
|
||||
/// @dev The exchange proxy contract.
|
||||
INativeOrdersFeature public immutable zeroEx;
|
||||
IZeroEx public immutable zeroEx;
|
||||
|
||||
/// @dev Create this contract.
|
||||
/// @param bridgeAdapter_ The bridge adapter contract.
|
||||
/// @param zeroEx_ The Exchange Proxy contract.
|
||||
constructor(IBridgeAdapter bridgeAdapter_, INativeOrdersFeature zeroEx_)
|
||||
public
|
||||
Transformer()
|
||||
{
|
||||
constructor(IBridgeAdapter bridgeAdapter_, IZeroEx zeroEx_) public Transformer() {
|
||||
bridgeAdapter = bridgeAdapter_;
|
||||
zeroEx = zeroEx_;
|
||||
}
|
||||
@@ -165,30 +167,27 @@ contract FillQuoteTransformer is
|
||||
/// to this call. `buyToken` and excess ETH will be transferred back to the caller.
|
||||
/// @param context Context information.
|
||||
/// @return magicBytes The success bytes (`LibERC20Transformer.TRANSFORMER_SUCCESS`).
|
||||
function transform(TransformContext calldata context)
|
||||
external
|
||||
override
|
||||
returns (bytes4 magicBytes)
|
||||
{
|
||||
function transform(TransformContext calldata context) external override returns (bytes4 magicBytes) {
|
||||
TransformData memory data = abi.decode(context.data, (TransformData));
|
||||
FillState memory state;
|
||||
|
||||
// Validate data fields.
|
||||
if (data.sellToken.isTokenETH() || data.buyToken.isTokenETH()) {
|
||||
LibTransformERC20RichErrors.InvalidTransformDataError(
|
||||
LibTransformERC20RichErrors.InvalidTransformDataErrorCode.INVALID_TOKENS,
|
||||
context.data
|
||||
).rrevert();
|
||||
LibTransformERC20RichErrors
|
||||
.InvalidTransformDataError(
|
||||
LibTransformERC20RichErrors.InvalidTransformDataErrorCode.INVALID_TOKENS,
|
||||
context.data
|
||||
)
|
||||
.rrevert();
|
||||
}
|
||||
|
||||
if (data.bridgeOrders.length
|
||||
+ data.limitOrders.length
|
||||
+ data.rfqOrders.length != data.fillSequence.length
|
||||
) {
|
||||
LibTransformERC20RichErrors.InvalidTransformDataError(
|
||||
LibTransformERC20RichErrors.InvalidTransformDataErrorCode.INVALID_ARRAY_LENGTH,
|
||||
context.data
|
||||
).rrevert();
|
||||
if (data.bridgeOrders.length + data.limitOrders.length + data.rfqOrders.length != data.fillSequence.length) {
|
||||
LibTransformERC20RichErrors
|
||||
.InvalidTransformDataError(
|
||||
LibTransformERC20RichErrors.InvalidTransformDataErrorCode.INVALID_ARRAY_LENGTH,
|
||||
context.data
|
||||
)
|
||||
.rrevert();
|
||||
}
|
||||
|
||||
state.takerTokenBalanceRemaining = data.sellToken.getTokenBalanceOf(address(this));
|
||||
@@ -202,8 +201,7 @@ contract FillQuoteTransformer is
|
||||
data.sellToken.approveIfBelow(address(zeroEx), data.fillAmount);
|
||||
// Compute the protocol fee if a limit order is present.
|
||||
if (data.limitOrders.length != 0) {
|
||||
state.protocolFee = uint256(zeroEx.getProtocolFeeMultiplier())
|
||||
.safeMul(tx.gasprice);
|
||||
state.protocolFee = uint256(zeroEx.getProtocolFeeMultiplier()).safeMul(tx.gasprice);
|
||||
}
|
||||
}
|
||||
|
||||
@@ -214,10 +212,14 @@ contract FillQuoteTransformer is
|
||||
// Check if we've hit our targets.
|
||||
if (data.side == Side.Sell) {
|
||||
// Market sell check.
|
||||
if (state.soldAmount >= data.fillAmount) { break; }
|
||||
if (state.soldAmount >= data.fillAmount) {
|
||||
break;
|
||||
}
|
||||
} else {
|
||||
// Market buy check.
|
||||
if (state.boughtAmount >= data.fillAmount) { break; }
|
||||
if (state.boughtAmount >= data.fillAmount) {
|
||||
break;
|
||||
}
|
||||
}
|
||||
|
||||
state.currentOrderType = OrderType(data.fillSequence[i]);
|
||||
@@ -230,19 +232,17 @@ contract FillQuoteTransformer is
|
||||
results = _fillLimitOrder(data.limitOrders[orderIndex], data, state);
|
||||
} else if (state.currentOrderType == OrderType.Rfq) {
|
||||
results = _fillRfqOrder(data.rfqOrders[orderIndex], data, state);
|
||||
} else if (state.currentOrderType == OrderType.Otc) {
|
||||
results = _fillOtcOrder(data.otcOrders[orderIndex], data, state);
|
||||
} else {
|
||||
revert("INVALID_ORDER_TYPE");
|
||||
revert('INVALID_ORDER_TYPE');
|
||||
}
|
||||
|
||||
// Accumulate totals.
|
||||
state.soldAmount = state.soldAmount
|
||||
.safeAdd(results.takerTokenSoldAmount);
|
||||
state.boughtAmount = state.boughtAmount
|
||||
.safeAdd(results.makerTokenBoughtAmount);
|
||||
state.ethRemaining = state.ethRemaining
|
||||
.safeSub(results.protocolFeePaid);
|
||||
state.takerTokenBalanceRemaining = state.takerTokenBalanceRemaining
|
||||
.safeSub(results.takerTokenSoldAmount);
|
||||
state.soldAmount = state.soldAmount.safeAdd(results.takerTokenSoldAmount);
|
||||
state.boughtAmount = state.boughtAmount.safeAdd(results.makerTokenBoughtAmount);
|
||||
state.ethRemaining = state.ethRemaining.safeSub(results.protocolFeePaid);
|
||||
state.takerTokenBalanceRemaining = state.takerTokenBalanceRemaining.safeSub(results.takerTokenSoldAmount);
|
||||
state.currentIndices[uint256(state.currentOrderType)]++;
|
||||
}
|
||||
|
||||
@@ -251,21 +251,15 @@ contract FillQuoteTransformer is
|
||||
// Market sell check.
|
||||
if (state.soldAmount < data.fillAmount) {
|
||||
LibTransformERC20RichErrors
|
||||
.IncompleteFillSellQuoteError(
|
||||
address(data.sellToken),
|
||||
state.soldAmount,
|
||||
data.fillAmount
|
||||
).rrevert();
|
||||
.IncompleteFillSellQuoteError(address(data.sellToken), state.soldAmount, data.fillAmount)
|
||||
.rrevert();
|
||||
}
|
||||
} else {
|
||||
// Market buy check.
|
||||
if (state.boughtAmount < data.fillAmount) {
|
||||
LibTransformERC20RichErrors
|
||||
.IncompleteFillBuyQuoteError(
|
||||
address(data.buyToken),
|
||||
state.boughtAmount,
|
||||
data.fillAmount
|
||||
).rrevert();
|
||||
.IncompleteFillBuyQuoteError(address(data.buyToken), state.boughtAmount, data.fillAmount)
|
||||
.rrevert();
|
||||
}
|
||||
}
|
||||
|
||||
@@ -273,13 +267,13 @@ contract FillQuoteTransformer is
|
||||
if (state.ethRemaining > 0 && data.refundReceiver != address(0)) {
|
||||
bool transferSuccess;
|
||||
if (data.refundReceiver == REFUND_RECEIVER_RECIPIENT) {
|
||||
(transferSuccess,) = context.recipient.call{value: state.ethRemaining}("");
|
||||
(transferSuccess, ) = context.recipient.call{ value: state.ethRemaining }('');
|
||||
} else if (data.refundReceiver == REFUND_RECEIVER_SENDER) {
|
||||
(transferSuccess,) = context.sender.call{value: state.ethRemaining}("");
|
||||
(transferSuccess, ) = context.sender.call{ value: state.ethRemaining }('');
|
||||
} else {
|
||||
(transferSuccess,) = data.refundReceiver.call{value: state.ethRemaining}("");
|
||||
(transferSuccess, ) = data.refundReceiver.call{ value: state.ethRemaining }('');
|
||||
}
|
||||
require(transferSuccess, "FillQuoteTransformer/ETHER_TRANSFER_FALIED");
|
||||
require(transferSuccess, 'FillQuoteTransformer/ETHER_TRANSFER_FALIED');
|
||||
}
|
||||
return LibERC20Transformer.TRANSFORMER_SUCCESS;
|
||||
}
|
||||
@@ -289,10 +283,7 @@ contract FillQuoteTransformer is
|
||||
IBridgeAdapter.BridgeOrder memory order,
|
||||
TransformData memory data,
|
||||
FillState memory state
|
||||
)
|
||||
private
|
||||
returns (FillOrderResults memory results)
|
||||
{
|
||||
) private returns (FillOrderResults memory results) {
|
||||
uint256 takerTokenFillAmount = _computeTakerTokenFillAmount(
|
||||
data,
|
||||
state,
|
||||
@@ -321,10 +312,7 @@ contract FillQuoteTransformer is
|
||||
LimitOrderInfo memory orderInfo,
|
||||
TransformData memory data,
|
||||
FillState memory state
|
||||
)
|
||||
private
|
||||
returns (FillOrderResults memory results)
|
||||
{
|
||||
) private returns (FillOrderResults memory results) {
|
||||
uint256 takerTokenFillAmount = LibSafeMathV06.min256(
|
||||
_computeTakerTokenFillAmount(
|
||||
data,
|
||||
@@ -344,22 +332,21 @@ contract FillQuoteTransformer is
|
||||
}
|
||||
|
||||
try
|
||||
zeroEx.fillLimitOrder
|
||||
{value: state.protocolFee}
|
||||
(
|
||||
orderInfo.order,
|
||||
orderInfo.signature,
|
||||
takerTokenFillAmount.safeDowncastToUint128()
|
||||
)
|
||||
returns (uint128 takerTokenFilledAmount, uint128 makerTokenFilledAmount)
|
||||
{
|
||||
zeroEx.fillLimitOrder{ value: state.protocolFee }(
|
||||
orderInfo.order,
|
||||
orderInfo.signature,
|
||||
takerTokenFillAmount.safeDowncastToUint128()
|
||||
)
|
||||
returns (uint128 takerTokenFilledAmount, uint128 makerTokenFilledAmount) {
|
||||
if (orderInfo.order.takerTokenFeeAmount > 0) {
|
||||
takerTokenFilledAmount = takerTokenFilledAmount.safeAdd128(
|
||||
LibMathV06.getPartialAmountFloor(
|
||||
takerTokenFilledAmount,
|
||||
orderInfo.order.takerAmount,
|
||||
orderInfo.order.takerTokenFeeAmount
|
||||
).safeDowncastToUint128()
|
||||
LibMathV06
|
||||
.getPartialAmountFloor(
|
||||
takerTokenFilledAmount,
|
||||
orderInfo.order.takerAmount,
|
||||
orderInfo.order.takerTokenFeeAmount
|
||||
)
|
||||
.safeDowncastToUint128()
|
||||
);
|
||||
}
|
||||
results.takerTokenSoldAmount = takerTokenFilledAmount;
|
||||
@@ -373,30 +360,34 @@ contract FillQuoteTransformer is
|
||||
RfqOrderInfo memory orderInfo,
|
||||
TransformData memory data,
|
||||
FillState memory state
|
||||
)
|
||||
private
|
||||
returns (FillOrderResults memory results)
|
||||
{
|
||||
) private returns (FillOrderResults memory results) {
|
||||
uint256 takerTokenFillAmount = LibSafeMathV06.min256(
|
||||
_computeTakerTokenFillAmount(
|
||||
data,
|
||||
state,
|
||||
orderInfo.order.takerAmount,
|
||||
orderInfo.order.makerAmount,
|
||||
0
|
||||
),
|
||||
_computeTakerTokenFillAmount(data, state, orderInfo.order.takerAmount, orderInfo.order.makerAmount, 0),
|
||||
orderInfo.maxTakerTokenFillAmount
|
||||
);
|
||||
|
||||
try
|
||||
zeroEx.fillRfqOrder
|
||||
(
|
||||
orderInfo.order,
|
||||
orderInfo.signature,
|
||||
takerTokenFillAmount.safeDowncastToUint128()
|
||||
)
|
||||
returns (uint128 takerTokenFilledAmount, uint128 makerTokenFilledAmount)
|
||||
{
|
||||
zeroEx.fillRfqOrder(orderInfo.order, orderInfo.signature, takerTokenFillAmount.safeDowncastToUint128())
|
||||
returns (uint128 takerTokenFilledAmount, uint128 makerTokenFilledAmount) {
|
||||
results.takerTokenSoldAmount = takerTokenFilledAmount;
|
||||
results.makerTokenBoughtAmount = makerTokenFilledAmount;
|
||||
} catch {}
|
||||
}
|
||||
|
||||
// Fill a single OTC order.
|
||||
function _fillOtcOrder(
|
||||
OtcOrderInfo memory orderInfo,
|
||||
TransformData memory data,
|
||||
FillState memory state
|
||||
) private returns (FillOrderResults memory results) {
|
||||
uint256 takerTokenFillAmount = LibSafeMathV06.min256(
|
||||
_computeTakerTokenFillAmount(data, state, orderInfo.order.takerAmount, orderInfo.order.makerAmount, 0),
|
||||
orderInfo.maxTakerTokenFillAmount
|
||||
);
|
||||
|
||||
try
|
||||
zeroEx.fillOtcOrder(orderInfo.order, orderInfo.signature, takerTokenFillAmount.safeDowncastToUint128())
|
||||
returns (uint128 takerTokenFilledAmount, uint128 makerTokenFilledAmount) {
|
||||
results.takerTokenSoldAmount = takerTokenFilledAmount;
|
||||
results.makerTokenBoughtAmount = makerTokenFilledAmount;
|
||||
} catch {}
|
||||
@@ -409,11 +400,7 @@ contract FillQuoteTransformer is
|
||||
uint256 orderTakerAmount,
|
||||
uint256 orderMakerAmount,
|
||||
uint256 orderTakerTokenFeeAmount
|
||||
)
|
||||
private
|
||||
pure
|
||||
returns (uint256 takerTokenFillAmount)
|
||||
{
|
||||
) private pure returns (uint256 takerTokenFillAmount) {
|
||||
if (data.side == Side.Sell) {
|
||||
takerTokenFillAmount = data.fillAmount.safeSub(state.soldAmount);
|
||||
if (orderTakerTokenFeeAmount != 0) {
|
||||
@@ -423,34 +410,31 @@ contract FillQuoteTransformer is
|
||||
orderTakerAmount
|
||||
);
|
||||
}
|
||||
} else { // Buy
|
||||
} else {
|
||||
// Buy
|
||||
takerTokenFillAmount = LibMathV06.getPartialAmountCeil(
|
||||
data.fillAmount.safeSub(state.boughtAmount),
|
||||
orderMakerAmount,
|
||||
orderTakerAmount
|
||||
);
|
||||
}
|
||||
return LibSafeMathV06.min256(
|
||||
LibSafeMathV06.min256(takerTokenFillAmount, orderTakerAmount),
|
||||
state.takerTokenBalanceRemaining
|
||||
);
|
||||
return
|
||||
LibSafeMathV06.min256(
|
||||
LibSafeMathV06.min256(takerTokenFillAmount, orderTakerAmount),
|
||||
state.takerTokenBalanceRemaining
|
||||
);
|
||||
}
|
||||
|
||||
// Convert possible proportional values to absolute quantities.
|
||||
function _normalizeFillAmount(uint256 rawAmount, uint256 balance)
|
||||
private
|
||||
pure
|
||||
returns (uint256 normalized)
|
||||
{
|
||||
function _normalizeFillAmount(uint256 rawAmount, uint256 balance) private pure returns (uint256 normalized) {
|
||||
if ((rawAmount & HIGH_BIT) == HIGH_BIT) {
|
||||
// If the high bit of `rawAmount` is set then the lower 255 bits
|
||||
// specify a fraction of `balance`.
|
||||
return LibSafeMathV06.min256(
|
||||
balance
|
||||
* LibSafeMathV06.min256(rawAmount & LOWER_255_BITS, 1e18)
|
||||
/ 1e18,
|
||||
balance
|
||||
);
|
||||
return
|
||||
LibSafeMathV06.min256(
|
||||
(balance * LibSafeMathV06.min256(rawAmount & LOWER_255_BITS, 1e18)) / 1e18,
|
||||
balance
|
||||
);
|
||||
}
|
||||
return rawAmount;
|
||||
}
|
||||
|
||||
@@ -25,22 +25,22 @@ 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/MixinCoFiX.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/MixinKyber.sol";
|
||||
import "./mixins/MixinGMX.sol";
|
||||
import "./mixins/MixinKyberDmm.sol";
|
||||
import "./mixins/MixinLido.sol";
|
||||
import "./mixins/MixinMakerPSM.sol";
|
||||
import "./mixins/MixinMooniswap.sol";
|
||||
import "./mixins/MixinMStable.sol";
|
||||
import "./mixins/MixinNerve.sol";
|
||||
import "./mixins/MixinOasis.sol";
|
||||
import "./mixins/MixinPlatypus.sol";
|
||||
import "./mixins/MixinShell.sol";
|
||||
import "./mixins/MixinUniswap.sol";
|
||||
import "./mixins/MixinUniswapV2.sol";
|
||||
@@ -52,22 +52,22 @@ contract BridgeAdapter is
|
||||
MixinAaveV2,
|
||||
MixinBalancer,
|
||||
MixinBalancerV2,
|
||||
MixinBalancerV2Batch,
|
||||
MixinBancor,
|
||||
MixinCoFiX,
|
||||
MixinCompound,
|
||||
MixinCurve,
|
||||
MixinCurveV2,
|
||||
MixinCryptoCom,
|
||||
MixinDodo,
|
||||
MixinDodoV2,
|
||||
MixinKyber,
|
||||
MixinGMX,
|
||||
MixinKyberDmm,
|
||||
MixinLido,
|
||||
MixinMakerPSM,
|
||||
MixinMooniswap,
|
||||
MixinMStable,
|
||||
MixinNerve,
|
||||
MixinOasis,
|
||||
MixinPlatypus,
|
||||
MixinShell,
|
||||
MixinUniswap,
|
||||
MixinUniswapV2,
|
||||
@@ -80,20 +80,19 @@ contract BridgeAdapter is
|
||||
MixinBalancer()
|
||||
MixinBalancerV2()
|
||||
MixinBancor(weth)
|
||||
MixinCoFiX()
|
||||
MixinCompound(weth)
|
||||
MixinCurve(weth)
|
||||
MixinCurveV2()
|
||||
MixinCryptoCom()
|
||||
MixinDodo()
|
||||
MixinDodoV2()
|
||||
MixinKyber(weth)
|
||||
MixinGMX()
|
||||
MixinLido(weth)
|
||||
MixinMakerPSM()
|
||||
MixinMooniswap(weth)
|
||||
MixinMStable()
|
||||
MixinNerve()
|
||||
MixinOasis()
|
||||
MixinPlatypus()
|
||||
MixinShell()
|
||||
MixinUniswap(weth)
|
||||
MixinUniswapV2()
|
||||
@@ -159,14 +158,12 @@ contract BridgeAdapter is
|
||||
sellAmount,
|
||||
order.bridgeData
|
||||
);
|
||||
} else if (protocolId == BridgeProtocols.KYBER) {
|
||||
boughtAmount = _tradeKyber(
|
||||
sellToken,
|
||||
buyToken,
|
||||
} else if (protocolId == BridgeProtocols.BALANCERV2BATCH) {
|
||||
boughtAmount = _tradeBalancerV2Batch(
|
||||
sellAmount,
|
||||
order.bridgeData
|
||||
);
|
||||
} else if (protocolId == BridgeProtocols.MAKERPSM) {
|
||||
}else if (protocolId == BridgeProtocols.MAKERPSM) {
|
||||
boughtAmount = _tradeMakerPsm(
|
||||
sellToken,
|
||||
buyToken,
|
||||
@@ -187,13 +184,6 @@ contract BridgeAdapter is
|
||||
sellAmount,
|
||||
order.bridgeData
|
||||
);
|
||||
} else if (protocolId == BridgeProtocols.OASIS) {
|
||||
boughtAmount = _tradeOasis(
|
||||
sellToken,
|
||||
buyToken,
|
||||
sellAmount,
|
||||
order.bridgeData
|
||||
);
|
||||
} else if (protocolId == BridgeProtocols.SHELL) {
|
||||
boughtAmount = _tradeShell(
|
||||
sellToken,
|
||||
@@ -225,13 +215,6 @@ contract BridgeAdapter is
|
||||
sellAmount,
|
||||
order.bridgeData
|
||||
);
|
||||
} else if (protocolId == BridgeProtocols.COFIX) {
|
||||
boughtAmount = _tradeCoFiX(
|
||||
sellToken,
|
||||
buyToken,
|
||||
sellAmount,
|
||||
order.bridgeData
|
||||
);
|
||||
} else if (protocolId == BridgeProtocols.NERVE) {
|
||||
boughtAmount = _tradeNerve(
|
||||
sellToken,
|
||||
@@ -265,6 +248,18 @@ contract BridgeAdapter is
|
||||
sellAmount,
|
||||
order.bridgeData
|
||||
);
|
||||
} else if (protocolId == BridgeProtocols.GMX) {
|
||||
boughtAmount = _tradeGMX(
|
||||
buyToken,
|
||||
sellAmount,
|
||||
order.bridgeData
|
||||
);
|
||||
} else if (protocolId == BridgeProtocols.PLATYPUS) {
|
||||
boughtAmount = _tradePlatypus(
|
||||
buyToken,
|
||||
sellAmount,
|
||||
order.bridgeData
|
||||
);
|
||||
} else {
|
||||
boughtAmount = _tradeZeroExBridge(
|
||||
sellToken,
|
||||
|
||||
@@ -27,29 +27,32 @@ library BridgeProtocols {
|
||||
// A incrementally increasing, append-only list of protocol IDs.
|
||||
// We don't use an enum so solidity doesn't throw when we pass in a
|
||||
// new protocol ID that hasn't been rolled up yet.
|
||||
uint128 internal constant UNKNOWN = 0;
|
||||
uint128 internal constant CURVE = 1;
|
||||
uint128 internal constant UNISWAPV2 = 2;
|
||||
uint128 internal constant UNISWAP = 3;
|
||||
uint128 internal constant BALANCER = 4;
|
||||
uint128 internal constant KYBER = 5;
|
||||
uint128 internal constant MOONISWAP = 6;
|
||||
uint128 internal constant MSTABLE = 7;
|
||||
uint128 internal constant OASIS = 8;
|
||||
uint128 internal constant SHELL = 9;
|
||||
uint128 internal constant DODO = 10;
|
||||
uint128 internal constant DODOV2 = 11;
|
||||
uint128 internal constant CRYPTOCOM = 12;
|
||||
uint128 internal constant BANCOR = 13;
|
||||
uint128 internal constant COFIX = 14;
|
||||
uint128 internal constant NERVE = 15;
|
||||
uint128 internal constant MAKERPSM = 16;
|
||||
uint128 internal constant BALANCERV2 = 17;
|
||||
uint128 internal constant UNISWAPV3 = 18;
|
||||
uint128 internal constant KYBERDMM = 19;
|
||||
uint128 internal constant CURVEV2 = 20;
|
||||
uint128 internal constant LIDO = 21;
|
||||
uint128 internal constant CLIPPER = 22; // Not used: Clipper is now using PLP interface
|
||||
uint128 internal constant AAVEV2 = 23;
|
||||
uint128 internal constant COMPOUND = 24;
|
||||
uint128 internal constant UNKNOWN = 0;
|
||||
uint128 internal constant CURVE = 1;
|
||||
uint128 internal constant UNISWAPV2 = 2;
|
||||
uint128 internal constant UNISWAP = 3;
|
||||
uint128 internal constant BALANCER = 4;
|
||||
uint128 internal constant KYBER = 5; // Not used: deprecated.
|
||||
uint128 internal constant MOONISWAP = 6;
|
||||
uint128 internal constant MSTABLE = 7;
|
||||
uint128 internal constant OASIS = 8; // Not used: deprecated.
|
||||
uint128 internal constant SHELL = 9;
|
||||
uint128 internal constant DODO = 10;
|
||||
uint128 internal constant DODOV2 = 11;
|
||||
uint128 internal constant CRYPTOCOM = 12;
|
||||
uint128 internal constant BANCOR = 13;
|
||||
uint128 internal constant COFIX = 14; // Not used: deprecated.
|
||||
uint128 internal constant NERVE = 15;
|
||||
uint128 internal constant MAKERPSM = 16;
|
||||
uint128 internal constant BALANCERV2 = 17;
|
||||
uint128 internal constant UNISWAPV3 = 18;
|
||||
uint128 internal constant KYBERDMM = 19;
|
||||
uint128 internal constant CURVEV2 = 20;
|
||||
uint128 internal constant LIDO = 21;
|
||||
uint128 internal constant CLIPPER = 22; // Not used: Clipper is now using PLP interface
|
||||
uint128 internal constant AAVEV2 = 23;
|
||||
uint128 internal constant COMPOUND = 24;
|
||||
uint128 internal constant BALANCERV2BATCH = 25;
|
||||
uint128 internal constant GMX = 26;
|
||||
uint128 internal constant PLATYPUS = 27;
|
||||
}
|
||||
|
||||
@@ -0,0 +1,107 @@
|
||||
// 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";
|
||||
|
||||
|
||||
interface IBalancerV2BatchSwapVault {
|
||||
|
||||
enum SwapKind { GIVEN_IN, GIVEN_OUT }
|
||||
|
||||
struct BatchSwapStep {
|
||||
bytes32 poolId;
|
||||
uint256 assetInIndex;
|
||||
uint256 assetOutIndex;
|
||||
uint256 amount;
|
||||
bytes userData;
|
||||
}
|
||||
|
||||
struct FundManagement {
|
||||
address sender;
|
||||
bool fromInternalBalance;
|
||||
address payable recipient;
|
||||
bool toInternalBalance;
|
||||
}
|
||||
|
||||
function batchSwap(
|
||||
SwapKind kind,
|
||||
BatchSwapStep[] calldata swaps,
|
||||
IERC20TokenV06[] calldata assets,
|
||||
FundManagement calldata funds,
|
||||
int256[] calldata limits,
|
||||
uint256 deadline
|
||||
) external returns (int256[] memory amounts);
|
||||
}
|
||||
|
||||
contract MixinBalancerV2Batch {
|
||||
|
||||
using LibERC20TokenV06 for IERC20TokenV06;
|
||||
|
||||
struct BalancerV2BatchBridgeData {
|
||||
IBalancerV2BatchSwapVault vault;
|
||||
IBalancerV2BatchSwapVault.BatchSwapStep[] swapSteps;
|
||||
IERC20TokenV06[] assets;
|
||||
}
|
||||
|
||||
function _tradeBalancerV2Batch(
|
||||
uint256 sellAmount,
|
||||
bytes memory bridgeData
|
||||
)
|
||||
internal
|
||||
returns (uint256 boughtAmount)
|
||||
{
|
||||
// Decode the bridge data.
|
||||
(
|
||||
IBalancerV2BatchSwapVault vault,
|
||||
IBalancerV2BatchSwapVault.BatchSwapStep[] memory swapSteps,
|
||||
address[] memory assets_
|
||||
) = abi.decode(bridgeData, (IBalancerV2BatchSwapVault, IBalancerV2BatchSwapVault.BatchSwapStep[], address[]));
|
||||
IERC20TokenV06[] memory assets;
|
||||
assembly { assets := assets_ }
|
||||
|
||||
// Grant an allowance to the exchange to spend `fromTokenAddress` token.
|
||||
assets[0].approveIfBelow(address(vault), sellAmount);
|
||||
|
||||
swapSteps[0].amount = sellAmount;
|
||||
int256[] memory limits = new int256[](assets.length);
|
||||
for (uint256 i = 0; i < limits.length; ++i) {
|
||||
limits[i] = type(int256).max;
|
||||
}
|
||||
|
||||
int256[] memory amounts = vault.batchSwap(
|
||||
IBalancerV2BatchSwapVault.SwapKind.GIVEN_IN,
|
||||
swapSteps,
|
||||
assets,
|
||||
IBalancerV2BatchSwapVault.FundManagement({
|
||||
sender: address(this),
|
||||
fromInternalBalance: false,
|
||||
recipient: payable(address(this)),
|
||||
toInternalBalance: false
|
||||
}),
|
||||
limits,
|
||||
block.timestamp + 1
|
||||
);
|
||||
require(amounts[amounts.length - 1] <= 0, 'Unexpected BalancerV2Batch output');
|
||||
return uint256(amounts[amounts.length - 1] * -1);
|
||||
}
|
||||
}
|
||||
@@ -1,92 +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";
|
||||
|
||||
|
||||
interface ICoFiXRouter {
|
||||
// msg.value = fee
|
||||
function swapExactTokensForETH(
|
||||
address token,
|
||||
uint amountIn,
|
||||
uint amountOutMin,
|
||||
address to,
|
||||
address rewardTo,
|
||||
uint deadline
|
||||
) external payable returns (uint _amountIn, uint _amountOut);
|
||||
|
||||
// msg.value = amountIn + fee
|
||||
function swapExactETHForTokens(
|
||||
address token,
|
||||
uint amountIn,
|
||||
uint amountOutMin,
|
||||
address to,
|
||||
address rewardTo,
|
||||
uint deadline
|
||||
) external payable returns (uint _amountIn, uint _amountOut);
|
||||
}
|
||||
|
||||
interface ICoFiXPair {
|
||||
|
||||
function swapWithExact(address outToken, address to)
|
||||
external
|
||||
payable
|
||||
returns (
|
||||
uint amountIn,
|
||||
uint amountOut,
|
||||
uint oracleFeeChange,
|
||||
uint256[4] memory tradeInfo
|
||||
);
|
||||
}
|
||||
|
||||
contract MixinCoFiX {
|
||||
|
||||
using LibERC20TokenV06 for IERC20TokenV06;
|
||||
|
||||
function _tradeCoFiX(
|
||||
IERC20TokenV06 sellToken,
|
||||
IERC20TokenV06 buyToken,
|
||||
uint256 sellAmount,
|
||||
bytes memory bridgeData
|
||||
)
|
||||
internal
|
||||
returns (uint256 boughtAmount)
|
||||
{
|
||||
(uint256 fee, ICoFiXPair pool) = abi.decode(bridgeData, (uint256, ICoFiXPair));
|
||||
// Transfer tokens into the pool
|
||||
LibERC20TokenV06.compatTransfer(
|
||||
sellToken,
|
||||
address(pool),
|
||||
sellAmount
|
||||
);
|
||||
// Call the swap exact with the tokens now in the pool
|
||||
// pay the NEST Oracle fee with ETH
|
||||
(/* In */, boughtAmount, , ) = pool.swapWithExact{value: fee}(
|
||||
address(buyToken),
|
||||
address(this)
|
||||
);
|
||||
|
||||
return boughtAmount;
|
||||
}
|
||||
}
|
||||
@@ -0,0 +1,98 @@
|
||||
// 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-utils/contracts/src/v06/LibSafeMathV06.sol";
|
||||
import "../IBridgeAdapter.sol";
|
||||
|
||||
/*
|
||||
UniswapV2
|
||||
*/
|
||||
interface IGmxRouter {
|
||||
|
||||
// /// @dev Swaps an exact amount of input tokens for as many output tokens as possible, along the route determined by the path.
|
||||
// /// The first element of path is the input token, the last is the output token, and any intermediate elements represent
|
||||
// /// intermediate pairs to trade through (if, for example, a direct pair does not exist).
|
||||
// /// @param _path An array of token addresses. path.length must be >= 2. Pools for each consecutive pair of addresses must exist and have liquidity.
|
||||
// /// @param _amountIn The amount of input tokens to send.
|
||||
// /// @param _minOut The minimum amount of output tokens that must be received for the transaction not to revert.
|
||||
// /// @param _reciever Recipient of the output tokens.
|
||||
function swap(
|
||||
address[] calldata _path, uint256 _amountIn, uint256 _minOut, address _receiver
|
||||
) external;
|
||||
}
|
||||
|
||||
contract MixinGMX {
|
||||
|
||||
using LibERC20TokenV06 for IERC20TokenV06;
|
||||
using LibSafeMathV06 for uint256;
|
||||
|
||||
function _tradeGMX(
|
||||
IERC20TokenV06 buyToken,
|
||||
uint256 sellAmount,
|
||||
bytes memory bridgeData
|
||||
)
|
||||
public
|
||||
returns (uint256 boughtAmount)
|
||||
{
|
||||
address _router;
|
||||
address reader;
|
||||
address vault;
|
||||
address[] memory _path;
|
||||
IGmxRouter router;
|
||||
IERC20TokenV06[] memory path;
|
||||
|
||||
{
|
||||
//decode the bridge data
|
||||
(_router, reader, vault, _path) = abi.decode(bridgeData, (address, address, address, address[]));
|
||||
// To get around `abi.decode()` not supporting interface array types.
|
||||
assembly { path := _path }
|
||||
}
|
||||
|
||||
require(path.length >= 2, "MixinGMX/PATH_LENGTH_MUST_BE_AT_LEAST_TWO");
|
||||
require(
|
||||
path[path.length - 1] == buyToken,
|
||||
"MixinGMX/LAST_ELEMENT_OF_PATH_MUST_MATCH_OUTPUT_TOKEN"
|
||||
);
|
||||
|
||||
//connect to the GMX router
|
||||
router = IGmxRouter(_router);
|
||||
|
||||
// Grant the GMX router an allowance to sell the first token.
|
||||
path[0].approveIfBelow(address(router), sellAmount);
|
||||
|
||||
//track the balance to know how much we bought
|
||||
uint256 beforeBalance = buyToken.balanceOf(address(this));
|
||||
router.swap(
|
||||
// Convert to `buyToken` along this path.
|
||||
_path,
|
||||
// Sell all tokens we hold.
|
||||
sellAmount,
|
||||
// Minimum buy amount.
|
||||
0,
|
||||
// Recipient is `this`.
|
||||
address(this)
|
||||
);
|
||||
|
||||
//calculate the difference in balance from preswap->postswap to find how many tokens out
|
||||
boughtAmount = buyToken.balanceOf(address(this)).safeSub(beforeBalance);
|
||||
|
||||
return boughtAmount;
|
||||
}
|
||||
}
|
||||
@@ -1,124 +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";
|
||||
import "../IBridgeAdapter.sol";
|
||||
|
||||
interface IKyberNetworkProxy {
|
||||
|
||||
/// @dev Sells `sellTokenAddress` tokens for `buyTokenAddress` tokens
|
||||
/// using a hint for the reserve.
|
||||
/// @param sellToken Token to sell.
|
||||
/// @param sellAmount Amount of tokens to sell.
|
||||
/// @param buyToken Token to buy.
|
||||
/// @param recipientAddress Address to send bought tokens to.
|
||||
/// @param maxBuyTokenAmount A limit on the amount of tokens to buy.
|
||||
/// @param minConversionRate The minimal conversion rate. If actual rate
|
||||
/// is lower, trade is canceled.
|
||||
/// @param walletId The wallet ID to send part of the fees
|
||||
/// @param hint The hint for the selective inclusion (or exclusion) of reserves
|
||||
/// @return boughtAmount Amount of tokens bought.
|
||||
function tradeWithHint(
|
||||
IERC20TokenV06 sellToken,
|
||||
uint256 sellAmount,
|
||||
IERC20TokenV06 buyToken,
|
||||
address payable recipientAddress,
|
||||
uint256 maxBuyTokenAmount,
|
||||
uint256 minConversionRate,
|
||||
address payable walletId,
|
||||
bytes calldata hint
|
||||
)
|
||||
external
|
||||
payable
|
||||
returns (uint256 boughtAmount);
|
||||
}
|
||||
|
||||
contract MixinKyber {
|
||||
|
||||
using LibERC20TokenV06 for IERC20TokenV06;
|
||||
|
||||
/// @dev Address indicating the trade is using ETH
|
||||
IERC20TokenV06 private immutable KYBER_ETH_ADDRESS =
|
||||
IERC20TokenV06(0xEeeeeEeeeEeEeeEeEeEeeEEEeeeeEeeeeeeeEEeE);
|
||||
/// @dev Mainnet address of the WETH contract.
|
||||
IEtherTokenV06 private immutable WETH;
|
||||
|
||||
constructor(IEtherTokenV06 weth)
|
||||
public
|
||||
{
|
||||
WETH = weth;
|
||||
}
|
||||
|
||||
function _tradeKyber(
|
||||
IERC20TokenV06 sellToken,
|
||||
IERC20TokenV06 buyToken,
|
||||
uint256 sellAmount,
|
||||
bytes memory bridgeData
|
||||
)
|
||||
internal
|
||||
returns (uint256 boughtAmount)
|
||||
{
|
||||
(IKyberNetworkProxy kyber, bytes memory hint) =
|
||||
abi.decode(bridgeData, (IKyberNetworkProxy, bytes));
|
||||
|
||||
uint256 payableAmount = 0;
|
||||
if (sellToken != WETH) {
|
||||
// If the input token is not WETH, grant an allowance to the exchange
|
||||
// to spend them.
|
||||
sellToken.approveIfBelow(
|
||||
address(kyber),
|
||||
sellAmount
|
||||
);
|
||||
} else {
|
||||
// If the input token is WETH, unwrap it and attach it to the call.
|
||||
payableAmount = sellAmount;
|
||||
WETH.withdraw(payableAmount);
|
||||
}
|
||||
|
||||
// Try to sell all of this contract's input token balance through
|
||||
// `KyberNetworkProxy.trade()`.
|
||||
boughtAmount = kyber.tradeWithHint{ value: payableAmount }(
|
||||
// Input token.
|
||||
sellToken == WETH ? KYBER_ETH_ADDRESS : sellToken,
|
||||
// Sell amount.
|
||||
sellAmount,
|
||||
// Output token.
|
||||
buyToken == WETH ? KYBER_ETH_ADDRESS : buyToken,
|
||||
// Transfer to this contract
|
||||
address(uint160(address(this))),
|
||||
// Buy as much as possible.
|
||||
uint256(-1),
|
||||
// Lowest minimum conversion rate
|
||||
1,
|
||||
// No affiliate address.
|
||||
address(0),
|
||||
hint
|
||||
);
|
||||
// If receving ETH, wrap it to WETH.
|
||||
if (buyToken == WETH) {
|
||||
WETH.deposit{ value: boughtAmount }();
|
||||
}
|
||||
return boughtAmount;
|
||||
}
|
||||
}
|
||||
@@ -1,76 +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 "../IBridgeAdapter.sol";
|
||||
|
||||
interface IOasis {
|
||||
|
||||
/// @dev Sell `sellAmount` of `sellToken` token and receive `buyToken` token.
|
||||
/// @param sellToken The token being sold.
|
||||
/// @param sellAmount The amount of `sellToken` token being sold.
|
||||
/// @param buyToken The token being bought.
|
||||
/// @param minBoughtAmount Minimum amount of `buyToken` token to buy.
|
||||
/// @return boughtAmount Amount of `buyToken` bought.
|
||||
function sellAllAmount(
|
||||
IERC20TokenV06 sellToken,
|
||||
uint256 sellAmount,
|
||||
IERC20TokenV06 buyToken,
|
||||
uint256 minBoughtAmount
|
||||
)
|
||||
external
|
||||
returns (uint256 boughtAmount);
|
||||
}
|
||||
|
||||
contract MixinOasis {
|
||||
|
||||
using LibERC20TokenV06 for IERC20TokenV06;
|
||||
|
||||
function _tradeOasis(
|
||||
IERC20TokenV06 sellToken,
|
||||
IERC20TokenV06 buyToken,
|
||||
uint256 sellAmount,
|
||||
bytes memory bridgeData
|
||||
)
|
||||
internal
|
||||
returns (uint256 boughtAmount)
|
||||
{
|
||||
|
||||
(IOasis oasis) = abi.decode(bridgeData, (IOasis));
|
||||
|
||||
// Grant an allowance to the exchange to spend `sellToken` token.
|
||||
sellToken.approveIfBelow(
|
||||
address(oasis),
|
||||
sellAmount
|
||||
);
|
||||
// Try to sell all of this contract's `sellToken` token balance.
|
||||
boughtAmount = oasis.sellAllAmount(
|
||||
sellToken,
|
||||
sellAmount,
|
||||
buyToken,
|
||||
// min fill amount
|
||||
1
|
||||
);
|
||||
return boughtAmount;
|
||||
}
|
||||
}
|
||||
@@ -0,0 +1,79 @@
|
||||
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-utils/contracts/src/v06/LibSafeMathV06.sol";
|
||||
|
||||
|
||||
interface IPlatypusRouter {
|
||||
|
||||
function swapTokensForTokens(
|
||||
address[] calldata tokenPath,
|
||||
address[] calldata poolPath,
|
||||
uint256 fromAmount,
|
||||
uint256 minimumToAmount,
|
||||
address to,
|
||||
uint256 deadline
|
||||
) external returns (uint256 amountOut, uint256 haircut);
|
||||
}
|
||||
|
||||
contract MixinPlatypus {
|
||||
|
||||
using LibERC20TokenV06 for IERC20TokenV06;
|
||||
using LibSafeMathV06 for uint256;
|
||||
|
||||
function _tradePlatypus(
|
||||
IERC20TokenV06 buyToken,
|
||||
uint256 sellAmount,
|
||||
bytes memory bridgeData
|
||||
)
|
||||
public
|
||||
returns (uint256 boughtAmount)
|
||||
{
|
||||
IPlatypusRouter router;
|
||||
address _router;
|
||||
address[] memory _pool;
|
||||
IERC20TokenV06[] memory path;
|
||||
address[] memory _path;
|
||||
|
||||
{
|
||||
(_router, _pool, _path) = abi.decode(bridgeData, (address, address[], address[]));
|
||||
|
||||
// To get around `abi.decode()` not supporting interface array types.
|
||||
assembly { path := _path }
|
||||
}
|
||||
|
||||
//connect to the ptp router
|
||||
router = IPlatypusRouter(_router);
|
||||
|
||||
require(path.length >= 2, "MixinPlatypus/PATH_LENGTH_MUST_BE_AT_LEAST_TWO");
|
||||
require(
|
||||
path[path.length - 1] == buyToken,
|
||||
"MixinPlatypus/LAST_ELEMENT_OF_PATH_MUST_MATCH_OUTPUT_TOKEN"
|
||||
);
|
||||
// Grant the Platypus router an allowance to sell the first token.
|
||||
path[0].approveIfBelow(address(router), sellAmount);
|
||||
|
||||
//keep track of the previous balance to confirm amount out
|
||||
uint256 beforeBalance = buyToken.balanceOf(address(this));
|
||||
|
||||
(uint256 amountOut, uint256 haircut) = router.swapTokensForTokens(
|
||||
// Convert to `buyToken` along this path.
|
||||
_path,
|
||||
// pool to swap on
|
||||
_pool,
|
||||
// Sell all tokens we hold.
|
||||
sellAmount,
|
||||
// Minimum buy amount.
|
||||
0,
|
||||
// Recipient is `this`.
|
||||
address(this),
|
||||
|
||||
block.timestamp + 1
|
||||
);
|
||||
//calculate the buy amount from the tokens we recieved
|
||||
boughtAmount = buyToken.balanceOf(address(this)).safeSub(beforeBalance);
|
||||
return boughtAmount;
|
||||
}
|
||||
}
|
||||
@@ -1,6 +1,6 @@
|
||||
{
|
||||
"name": "@0x/contracts-zero-ex",
|
||||
"version": "0.31.2",
|
||||
"version": "0.33.0",
|
||||
"engines": {
|
||||
"node": ">=6.12"
|
||||
},
|
||||
@@ -43,7 +43,7 @@
|
||||
"config": {
|
||||
"publicInterfaceContracts": "IZeroEx,ZeroEx,FullMigration,InitialMigration,IFlashWallet,IERC20Transformer,IOwnableFeature,ISimpleFunctionRegistryFeature,ITransformERC20Feature,FillQuoteTransformer,PayTakerTransformer,PositiveSlippageFeeTransformer,WethTransformer,OwnableFeature,SimpleFunctionRegistryFeature,TransformERC20Feature,AffiliateFeeTransformer,MetaTransactionsFeature,LogMetadataTransformer,BridgeAdapter,LiquidityProviderFeature,ILiquidityProviderFeature,NativeOrdersFeature,INativeOrdersFeature,FeeCollectorController,FeeCollector,CurveLiquidityProvider,BatchFillNativeOrdersFeature,IBatchFillNativeOrdersFeature,MultiplexFeature,IMultiplexFeature,OtcOrdersFeature,IOtcOrdersFeature",
|
||||
"abis:comment": "This list is auto-generated by contracts-gen. Don't edit manually.",
|
||||
"abis": "./test/generated-artifacts/@(AffiliateFeeTransformer|BatchFillNativeOrdersFeature|BootstrapFeature|BridgeAdapter|BridgeProtocols|CurveLiquidityProvider|ERC1155OrdersFeature|ERC165Feature|ERC721OrdersFeature|FeeCollector|FeeCollectorController|FillQuoteTransformer|FixinCommon|FixinEIP712|FixinERC1155Spender|FixinERC721Spender|FixinProtocolFees|FixinReentrancyGuard|FixinTokenSpender|FlashWallet|FullMigration|FundRecoveryFeature|IBatchFillNativeOrdersFeature|IBootstrapFeature|IBridgeAdapter|IERC1155OrdersFeature|IERC1155Token|IERC165Feature|IERC20Bridge|IERC20Transformer|IERC721OrdersFeature|IERC721Token|IFeature|IFeeRecipient|IFlashWallet|IFundRecoveryFeature|ILiquidityProvider|ILiquidityProviderFeature|ILiquidityProviderSandbox|IMetaTransactionsFeature|IMooniswapPool|IMultiplexFeature|INativeOrdersEvents|INativeOrdersFeature|IOtcOrdersFeature|IOwnableFeature|IPancakeSwapFeature|IPropertyValidator|ISimpleFunctionRegistryFeature|IStaking|ITakerCallback|ITestSimpleFunctionRegistryFeature|ITokenSpenderFeature|ITransformERC20Feature|IUniswapFeature|IUniswapV2Pair|IUniswapV3Feature|IUniswapV3Pool|IZeroEx|InitialMigration|LibBootstrap|LibCommonRichErrors|LibERC1155OrdersStorage|LibERC20Transformer|LibERC721OrdersStorage|LibFeeCollector|LibLiquidityProviderRichErrors|LibMetaTransactionsRichErrors|LibMetaTransactionsStorage|LibMigrate|LibNFTOrder|LibNFTOrdersRichErrors|LibNativeOrder|LibNativeOrdersRichErrors|LibNativeOrdersStorage|LibOtcOrdersStorage|LibOwnableRichErrors|LibOwnableStorage|LibProxyRichErrors|LibProxyStorage|LibReentrancyGuardStorage|LibSignature|LibSignatureRichErrors|LibSimpleFunctionRegistryRichErrors|LibSimpleFunctionRegistryStorage|LibStorage|LibTransformERC20RichErrors|LibTransformERC20Storage|LibWalletRichErrors|LiquidityProviderFeature|LiquidityProviderSandbox|LogMetadataTransformer|MetaTransactionsFeature|MixinAaveV2|MixinBalancer|MixinBalancerV2|MixinBancor|MixinCoFiX|MixinCompound|MixinCryptoCom|MixinCurve|MixinCurveV2|MixinDodo|MixinDodoV2|MixinKyber|MixinKyberDmm|MixinLido|MixinMStable|MixinMakerPSM|MixinMooniswap|MixinNerve|MixinOasis|MixinShell|MixinUniswap|MixinUniswapV2|MixinUniswapV3|MixinZeroExBridge|MooniswapLiquidityProvider|MultiplexFeature|MultiplexLiquidityProvider|MultiplexOtc|MultiplexRfq|MultiplexTransformERC20|MultiplexUniswapV2|MultiplexUniswapV3|NFTOrders|NativeOrdersCancellation|NativeOrdersFeature|NativeOrdersInfo|NativeOrdersProtocolFees|NativeOrdersSettlement|OtcOrdersFeature|OwnableFeature|PancakeSwapFeature|PayTakerTransformer|PermissionlessTransformerDeployer|PositiveSlippageFeeTransformer|SimpleFunctionRegistryFeature|TestBridge|TestCallTarget|TestCurve|TestDelegateCaller|TestFeeCollectorController|TestFeeRecipient|TestFillQuoteTransformerBridge|TestFillQuoteTransformerExchange|TestFillQuoteTransformerHost|TestFixinProtocolFees|TestFixinTokenSpender|TestFullMigration|TestInitialMigration|TestLibNativeOrder|TestLibSignature|TestLiquidityProvider|TestMetaTransactionsNativeOrdersFeature|TestMetaTransactionsTransformERC20Feature|TestMigrator|TestMintTokenERC20Transformer|TestMintableERC1155Token|TestMintableERC20Token|TestMintableERC721Token|TestMooniswap|TestNFTOrderPresigner|TestNativeOrdersFeature|TestNoEthRecipient|TestOrderSignerRegistryWithContractWallet|TestPermissionlessTransformerDeployerSuicidal|TestPermissionlessTransformerDeployerTransformer|TestPropertyValidator|TestRfqOriginRegistration|TestSimpleFunctionRegistryFeatureImpl1|TestSimpleFunctionRegistryFeatureImpl2|TestStaking|TestTokenSpenderERC20Token|TestTransformERC20|TestTransformerBase|TestTransformerDeployerTransformer|TestTransformerHost|TestUniswapV2Factory|TestUniswapV2Pool|TestUniswapV3Factory|TestUniswapV3Feature|TestUniswapV3Pool|TestWeth|TestWethTransformerHost|TestZeroExFeature|TransformERC20Feature|Transformer|TransformerDeployer|UniswapFeature|UniswapV3Feature|WethTransformer|ZeroEx|ZeroExOptimized).json"
|
||||
"abis": "./test/generated-artifacts/@(AffiliateFeeTransformer|BatchFillNativeOrdersFeature|BootstrapFeature|BridgeAdapter|BridgeProtocols|CurveLiquidityProvider|ERC1155OrdersFeature|ERC165Feature|ERC721OrdersFeature|FeeCollector|FeeCollectorController|FillQuoteTransformer|FixinCommon|FixinEIP712|FixinERC1155Spender|FixinERC721Spender|FixinProtocolFees|FixinReentrancyGuard|FixinTokenSpender|FlashWallet|FullMigration|FundRecoveryFeature|IBatchFillNativeOrdersFeature|IBootstrapFeature|IBridgeAdapter|IERC1155OrdersFeature|IERC1155Token|IERC165Feature|IERC20Bridge|IERC20Transformer|IERC721OrdersFeature|IERC721Token|IFeature|IFeeRecipient|IFlashWallet|IFundRecoveryFeature|ILiquidityProvider|ILiquidityProviderFeature|ILiquidityProviderSandbox|IMetaTransactionsFeature|IMooniswapPool|IMultiplexFeature|INativeOrdersEvents|INativeOrdersFeature|IOtcOrdersFeature|IOwnableFeature|IPancakeSwapFeature|IPropertyValidator|ISimpleFunctionRegistryFeature|IStaking|ITakerCallback|ITestSimpleFunctionRegistryFeature|ITokenSpenderFeature|ITransformERC20Feature|IUniswapFeature|IUniswapV2Pair|IUniswapV3Feature|IUniswapV3Pool|IZeroEx|InitialMigration|LibBootstrap|LibCommonRichErrors|LibERC1155OrdersStorage|LibERC20Transformer|LibERC721OrdersStorage|LibFeeCollector|LibLiquidityProviderRichErrors|LibMetaTransactionsRichErrors|LibMetaTransactionsStorage|LibMigrate|LibNFTOrder|LibNFTOrdersRichErrors|LibNativeOrder|LibNativeOrdersRichErrors|LibNativeOrdersStorage|LibOtcOrdersStorage|LibOwnableRichErrors|LibOwnableStorage|LibProxyRichErrors|LibProxyStorage|LibReentrancyGuardStorage|LibSignature|LibSignatureRichErrors|LibSimpleFunctionRegistryRichErrors|LibSimpleFunctionRegistryStorage|LibStorage|LibTransformERC20RichErrors|LibTransformERC20Storage|LibWalletRichErrors|LiquidityProviderFeature|LiquidityProviderSandbox|LogMetadataTransformer|MetaTransactionsFeature|MixinAaveV2|MixinBalancer|MixinBalancerV2|MixinBalancerV2Batch|MixinBancor|MixinCompound|MixinCryptoCom|MixinCurve|MixinCurveV2|MixinDodo|MixinDodoV2|MixinGMX|MixinKyberDmm|MixinLido|MixinMStable|MixinMakerPSM|MixinMooniswap|MixinNerve|MixinPlatypus|MixinShell|MixinUniswap|MixinUniswapV2|MixinUniswapV3|MixinZeroExBridge|MooniswapLiquidityProvider|MultiplexFeature|MultiplexLiquidityProvider|MultiplexOtc|MultiplexRfq|MultiplexTransformERC20|MultiplexUniswapV2|MultiplexUniswapV3|NFTOrders|NativeOrdersCancellation|NativeOrdersFeature|NativeOrdersInfo|NativeOrdersProtocolFees|NativeOrdersSettlement|OtcOrdersFeature|OwnableFeature|PancakeSwapFeature|PayTakerTransformer|PermissionlessTransformerDeployer|PositiveSlippageFeeTransformer|SimpleFunctionRegistryFeature|TestBridge|TestCallTarget|TestCurve|TestDelegateCaller|TestFeeCollectorController|TestFeeRecipient|TestFillQuoteTransformerBridge|TestFillQuoteTransformerExchange|TestFillQuoteTransformerHost|TestFixinProtocolFees|TestFixinTokenSpender|TestFullMigration|TestInitialMigration|TestLibNativeOrder|TestLibSignature|TestLiquidityProvider|TestMetaTransactionsNativeOrdersFeature|TestMetaTransactionsTransformERC20Feature|TestMigrator|TestMintTokenERC20Transformer|TestMintableERC1155Token|TestMintableERC20Token|TestMintableERC721Token|TestMooniswap|TestNFTOrderPresigner|TestNativeOrdersFeature|TestNoEthRecipient|TestOrderSignerRegistryWithContractWallet|TestPermissionlessTransformerDeployerSuicidal|TestPermissionlessTransformerDeployerTransformer|TestPropertyValidator|TestRfqOriginRegistration|TestSimpleFunctionRegistryFeatureImpl1|TestSimpleFunctionRegistryFeatureImpl2|TestStaking|TestTokenSpenderERC20Token|TestTransformERC20|TestTransformerBase|TestTransformerDeployerTransformer|TestTransformerHost|TestUniswapV2Factory|TestUniswapV2Pool|TestUniswapV3Factory|TestUniswapV3Feature|TestUniswapV3Pool|TestWeth|TestWethTransformerHost|TestZeroExFeature|TransformERC20Feature|Transformer|TransformerDeployer|UniswapFeature|UniswapV3Feature|WethTransformer|ZeroEx|ZeroExOptimized).json"
|
||||
},
|
||||
"repository": {
|
||||
"type": "git",
|
||||
@@ -56,10 +56,10 @@
|
||||
"homepage": "https://github.com/0xProject/protocol/tree/main/contracts/zero-ex",
|
||||
"devDependencies": {
|
||||
"@0x/abi-gen": "^5.8.0",
|
||||
"@0x/contract-addresses": "^6.12.1",
|
||||
"@0x/contracts-erc20": "^3.3.28",
|
||||
"@0x/contract-addresses": "^6.14.0",
|
||||
"@0x/contracts-erc20": "^3.3.30",
|
||||
"@0x/contracts-gen": "^2.0.46",
|
||||
"@0x/contracts-test-utils": "^5.4.19",
|
||||
"@0x/contracts-test-utils": "^5.4.21",
|
||||
"@0x/dev-utils": "^4.2.14",
|
||||
"@0x/order-utils": "^10.4.28",
|
||||
"@0x/sol-compiler": "^4.8.1",
|
||||
@@ -83,7 +83,8 @@
|
||||
},
|
||||
"dependencies": {
|
||||
"@0x/base-contract": "^6.5.0",
|
||||
"@0x/protocol-utils": "^1.11.2",
|
||||
"@0x/contracts-utils": "^4.8.12",
|
||||
"@0x/protocol-utils": "^11.13.0",
|
||||
"@0x/subproviders": "^6.6.5",
|
||||
"@0x/types": "^3.3.6",
|
||||
"@0x/typescript-typings": "^5.3.1",
|
||||
|
||||
@@ -101,22 +101,22 @@ import * as MetaTransactionsFeature from '../test/generated-artifacts/MetaTransa
|
||||
import * as MixinAaveV2 from '../test/generated-artifacts/MixinAaveV2.json';
|
||||
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 MixinCoFiX from '../test/generated-artifacts/MixinCoFiX.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';
|
||||
import * as MixinCurveV2 from '../test/generated-artifacts/MixinCurveV2.json';
|
||||
import * as MixinDodo from '../test/generated-artifacts/MixinDodo.json';
|
||||
import * as MixinDodoV2 from '../test/generated-artifacts/MixinDodoV2.json';
|
||||
import * as MixinKyber from '../test/generated-artifacts/MixinKyber.json';
|
||||
import * as MixinGMX from '../test/generated-artifacts/MixinGMX.json';
|
||||
import * as MixinKyberDmm from '../test/generated-artifacts/MixinKyberDmm.json';
|
||||
import * as MixinLido from '../test/generated-artifacts/MixinLido.json';
|
||||
import * as MixinMakerPSM from '../test/generated-artifacts/MixinMakerPSM.json';
|
||||
import * as MixinMooniswap from '../test/generated-artifacts/MixinMooniswap.json';
|
||||
import * as MixinMStable from '../test/generated-artifacts/MixinMStable.json';
|
||||
import * as MixinNerve from '../test/generated-artifacts/MixinNerve.json';
|
||||
import * as MixinOasis from '../test/generated-artifacts/MixinOasis.json';
|
||||
import * as MixinPlatypus from '../test/generated-artifacts/MixinPlatypus.json';
|
||||
import * as MixinShell from '../test/generated-artifacts/MixinShell.json';
|
||||
import * as MixinUniswap from '../test/generated-artifacts/MixinUniswap.json';
|
||||
import * as MixinUniswapV2 from '../test/generated-artifacts/MixinUniswapV2.json';
|
||||
@@ -313,22 +313,22 @@ export const artifacts = {
|
||||
MixinAaveV2: MixinAaveV2 as ContractArtifact,
|
||||
MixinBalancer: MixinBalancer as ContractArtifact,
|
||||
MixinBalancerV2: MixinBalancerV2 as ContractArtifact,
|
||||
MixinBalancerV2Batch: MixinBalancerV2Batch as ContractArtifact,
|
||||
MixinBancor: MixinBancor as ContractArtifact,
|
||||
MixinCoFiX: MixinCoFiX as ContractArtifact,
|
||||
MixinCompound: MixinCompound as ContractArtifact,
|
||||
MixinCryptoCom: MixinCryptoCom as ContractArtifact,
|
||||
MixinCurve: MixinCurve as ContractArtifact,
|
||||
MixinCurveV2: MixinCurveV2 as ContractArtifact,
|
||||
MixinDodo: MixinDodo as ContractArtifact,
|
||||
MixinDodoV2: MixinDodoV2 as ContractArtifact,
|
||||
MixinKyber: MixinKyber as ContractArtifact,
|
||||
MixinGMX: MixinGMX as ContractArtifact,
|
||||
MixinKyberDmm: MixinKyberDmm as ContractArtifact,
|
||||
MixinLido: MixinLido as ContractArtifact,
|
||||
MixinMStable: MixinMStable as ContractArtifact,
|
||||
MixinMakerPSM: MixinMakerPSM as ContractArtifact,
|
||||
MixinMooniswap: MixinMooniswap as ContractArtifact,
|
||||
MixinNerve: MixinNerve as ContractArtifact,
|
||||
MixinOasis: MixinOasis as ContractArtifact,
|
||||
MixinPlatypus: MixinPlatypus as ContractArtifact,
|
||||
MixinShell: MixinShell as ContractArtifact,
|
||||
MixinUniswap: MixinUniswap as ContractArtifact,
|
||||
MixinUniswapV2: MixinUniswapV2 as ContractArtifact,
|
||||
|
||||
@@ -16,6 +16,8 @@ import {
|
||||
FillQuoteTransformerSide as Side,
|
||||
LimitOrder,
|
||||
LimitOrderFields,
|
||||
OtcOrder,
|
||||
OtcOrderFields,
|
||||
RfqOrder,
|
||||
RfqOrderFields,
|
||||
Signature,
|
||||
@@ -26,10 +28,11 @@ import * as _ from 'lodash';
|
||||
|
||||
import { artifacts } from '../artifacts';
|
||||
import { TestFillQuoteTransformerBridgeContract } from '../generated-wrappers/test_fill_quote_transformer_bridge';
|
||||
import { getRandomLimitOrder, getRandomRfqOrder } from '../utils/orders';
|
||||
import { getRandomLimitOrder, getRandomRfqOrder, getRandomOtcOrder } from '../utils/orders';
|
||||
import {
|
||||
BridgeAdapterContract,
|
||||
FillQuoteTransformerContract,
|
||||
OtcOrdersFeatureContract,
|
||||
TestFillQuoteTransformerExchangeContract,
|
||||
TestFillQuoteTransformerHostContract,
|
||||
TestMintableERC20TokenContract,
|
||||
@@ -71,6 +74,15 @@ blockchainTests.resets('FillQuoteTransformer', env => {
|
||||
artifacts,
|
||||
NULL_ADDRESS,
|
||||
);
|
||||
const otcOrder = await OtcOrdersFeatureContract.deployFrom0xArtifactAsync(
|
||||
artifacts.OtcOrdersFeature,
|
||||
env.provider,
|
||||
env.txDefaults,
|
||||
artifacts,
|
||||
NULL_ADDRESS,
|
||||
NULL_ADDRESS, // weth
|
||||
);
|
||||
|
||||
transformer = await FillQuoteTransformerContract.deployFrom0xArtifactAsync(
|
||||
artifacts.FillQuoteTransformer,
|
||||
env.provider,
|
||||
@@ -78,6 +90,7 @@ blockchainTests.resets('FillQuoteTransformer', env => {
|
||||
artifacts,
|
||||
bridgeAdapter.address,
|
||||
exchange.address,
|
||||
otcOrder.address
|
||||
);
|
||||
host = await TestFillQuoteTransformerHostContract.deployFrom0xArtifactAsync(
|
||||
artifacts.TestFillQuoteTransformerHost,
|
||||
@@ -141,6 +154,18 @@ blockchainTests.resets('FillQuoteTransformer', env => {
|
||||
};
|
||||
}
|
||||
|
||||
function createOTCBridgeOrder(fields: Partial<OtcOrderFields> = {}): OtcOrder {
|
||||
return getRandomOtcOrder({
|
||||
makerToken: makerToken.address,
|
||||
takerToken: takerToken.address,
|
||||
makerAmount: getRandomInteger('0.1e18', '1e18'),
|
||||
takerAmount: getRandomInteger('0.1e18', '1e18'),
|
||||
maker,
|
||||
taker,
|
||||
...fields,
|
||||
});
|
||||
}
|
||||
|
||||
function createOrderSignature(preFilledTakerAmount: Numberish = 0): Signature {
|
||||
return {
|
||||
// The r field of the signature is the pre-filled amount.
|
||||
@@ -271,6 +296,24 @@ blockchainTests.resets('FillQuoteTransformer', env => {
|
||||
};
|
||||
}
|
||||
|
||||
function fillOtcOrder(oi: FillQuoteTransformerRfqOrderInfo): FillOrderResults {
|
||||
const preFilledTakerAmount = orderSignatureToPreFilledTakerAmount(oi.signature);
|
||||
if (preFilledTakerAmount.gte(oi.order.takerAmount) || preFilledTakerAmount.eq(REVERT_AMOUNT)) {
|
||||
return EMPTY_FILL_ORDER_RESULTS;
|
||||
}
|
||||
const takerTokenFillAmount = BigNumber.min(
|
||||
computeTakerTokenFillAmount(oi.order.takerAmount, oi.order.makerAmount),
|
||||
oi.order.takerAmount.minus(preFilledTakerAmount),
|
||||
oi.maxTakerTokenFillAmount,
|
||||
);
|
||||
const fillRatio = takerTokenFillAmount.div(oi.order.takerAmount);
|
||||
return {
|
||||
...EMPTY_FILL_ORDER_RESULTS,
|
||||
takerTokenSoldAmount: takerTokenFillAmount,
|
||||
makerTokenBoughtAmount: fillRatio.times(oi.order.makerAmount).integerValue(BigNumber.ROUND_DOWN),
|
||||
};
|
||||
}
|
||||
|
||||
// tslint:disable-next-line: prefer-for-of
|
||||
for (let i = 0; i < data.fillSequence.length; ++i) {
|
||||
const orderType = data.fillSequence[i];
|
||||
|
||||
@@ -99,22 +99,22 @@ export * from '../test/generated-wrappers/meta_transactions_feature';
|
||||
export * from '../test/generated-wrappers/mixin_aave_v2';
|
||||
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_co_fi_x';
|
||||
export * from '../test/generated-wrappers/mixin_compound';
|
||||
export * from '../test/generated-wrappers/mixin_crypto_com';
|
||||
export * from '../test/generated-wrappers/mixin_curve';
|
||||
export * from '../test/generated-wrappers/mixin_curve_v2';
|
||||
export * from '../test/generated-wrappers/mixin_dodo';
|
||||
export * from '../test/generated-wrappers/mixin_dodo_v2';
|
||||
export * from '../test/generated-wrappers/mixin_kyber';
|
||||
export * from '../test/generated-wrappers/mixin_g_m_x';
|
||||
export * from '../test/generated-wrappers/mixin_kyber_dmm';
|
||||
export * from '../test/generated-wrappers/mixin_lido';
|
||||
export * from '../test/generated-wrappers/mixin_m_stable';
|
||||
export * from '../test/generated-wrappers/mixin_maker_p_s_m';
|
||||
export * from '../test/generated-wrappers/mixin_mooniswap';
|
||||
export * from '../test/generated-wrappers/mixin_nerve';
|
||||
export * from '../test/generated-wrappers/mixin_oasis';
|
||||
export * from '../test/generated-wrappers/mixin_platypus';
|
||||
export * from '../test/generated-wrappers/mixin_shell';
|
||||
export * from '../test/generated-wrappers/mixin_uniswap';
|
||||
export * from '../test/generated-wrappers/mixin_uniswap_v2';
|
||||
|
||||
@@ -132,22 +132,22 @@
|
||||
"test/generated-artifacts/MixinAaveV2.json",
|
||||
"test/generated-artifacts/MixinBalancer.json",
|
||||
"test/generated-artifacts/MixinBalancerV2.json",
|
||||
"test/generated-artifacts/MixinBalancerV2Batch.json",
|
||||
"test/generated-artifacts/MixinBancor.json",
|
||||
"test/generated-artifacts/MixinCoFiX.json",
|
||||
"test/generated-artifacts/MixinCompound.json",
|
||||
"test/generated-artifacts/MixinCryptoCom.json",
|
||||
"test/generated-artifacts/MixinCurve.json",
|
||||
"test/generated-artifacts/MixinCurveV2.json",
|
||||
"test/generated-artifacts/MixinDodo.json",
|
||||
"test/generated-artifacts/MixinDodoV2.json",
|
||||
"test/generated-artifacts/MixinKyber.json",
|
||||
"test/generated-artifacts/MixinGMX.json",
|
||||
"test/generated-artifacts/MixinKyberDmm.json",
|
||||
"test/generated-artifacts/MixinLido.json",
|
||||
"test/generated-artifacts/MixinMStable.json",
|
||||
"test/generated-artifacts/MixinMakerPSM.json",
|
||||
"test/generated-artifacts/MixinMooniswap.json",
|
||||
"test/generated-artifacts/MixinNerve.json",
|
||||
"test/generated-artifacts/MixinOasis.json",
|
||||
"test/generated-artifacts/MixinPlatypus.json",
|
||||
"test/generated-artifacts/MixinShell.json",
|
||||
"test/generated-artifacts/MixinUniswap.json",
|
||||
"test/generated-artifacts/MixinUniswapV2.json",
|
||||
|
||||
@@ -1,4 +1,129 @@
|
||||
[
|
||||
{
|
||||
"version": "16.61.0",
|
||||
"changes": [
|
||||
{
|
||||
"note": "Offboard/clean up Oasis, CoFix, and legacy Kyber",
|
||||
"pr": 482
|
||||
}
|
||||
]
|
||||
},
|
||||
{
|
||||
"version": "16.60.1",
|
||||
"changes": [
|
||||
{
|
||||
"note": "Alias Balancer sor to the old version",
|
||||
"pr": 481
|
||||
}
|
||||
],
|
||||
"timestamp": 1652931596
|
||||
},
|
||||
{
|
||||
"version": "16.60.0",
|
||||
"changes": [
|
||||
{
|
||||
"note": "Add BiSwap on BSC",
|
||||
"pr": 467
|
||||
},
|
||||
{
|
||||
"note": "Add GMX and Platypus on Avalanche and Enable KyberDMM on bsc",
|
||||
"pr": 478
|
||||
},
|
||||
{
|
||||
"note": "Add Yoshi Exchange support in Fantom",
|
||||
"pr": 473
|
||||
},
|
||||
{
|
||||
"note": "Fix KyberDMM gas underestimation",
|
||||
"pr": 479
|
||||
}
|
||||
],
|
||||
"timestamp": 1652919697
|
||||
},
|
||||
{
|
||||
"version": "16.59.0",
|
||||
"changes": [
|
||||
{
|
||||
"note": "Remove SnowSwap on mainnet",
|
||||
"pr": 468
|
||||
},
|
||||
{
|
||||
"note": "Offboard Swerve Finance and LinkSwap",
|
||||
"pr": 469
|
||||
},
|
||||
{
|
||||
"note": "Offboard Eth2Dai",
|
||||
"pr": 470
|
||||
},
|
||||
{
|
||||
"note": "Add an optional IRfqClient for SwapQuoter#getSwapQuoteAsync",
|
||||
"pr": 467
|
||||
}
|
||||
],
|
||||
"timestamp": 1652400434
|
||||
},
|
||||
{
|
||||
"version": "16.58.0",
|
||||
"changes": [
|
||||
{
|
||||
"note": "Update Saddle pools on Mainnet",
|
||||
"pr": 450
|
||||
}
|
||||
]
|
||||
},
|
||||
{
|
||||
"version": "16.57.3",
|
||||
"changes": [
|
||||
{
|
||||
"note": "Fix a runtime error related to BalancerV2SwapInfoCache",
|
||||
"pr": 472
|
||||
}
|
||||
],
|
||||
"timestamp": 1652146864
|
||||
},
|
||||
{
|
||||
"version": "16.57.2",
|
||||
"changes": [
|
||||
{
|
||||
"note": "Fix missing AMM quotes on indicative Quote Reports",
|
||||
"pr": 466
|
||||
}
|
||||
],
|
||||
"timestamp": 1651526551
|
||||
},
|
||||
{
|
||||
"version": "16.57.1",
|
||||
"changes": [
|
||||
{
|
||||
"note": "Added QUICK/ANY pair on Polygon",
|
||||
"pr": 464
|
||||
},
|
||||
{
|
||||
"note": "Added cvxFXS/FXS curve pool on mainnet",
|
||||
"pr": 465
|
||||
}
|
||||
]
|
||||
},
|
||||
{
|
||||
"version": "16.57.0",
|
||||
"changes": [
|
||||
{
|
||||
"note": "Add BalancerV2 batch swap support",
|
||||
"pr": 462
|
||||
}
|
||||
],
|
||||
"timestamp": 1650611093
|
||||
},
|
||||
{
|
||||
"version": "16.56.0",
|
||||
"changes": [
|
||||
{
|
||||
"note": "Add estimatedGas to ExtendedQuoteReport",
|
||||
"pr": 463
|
||||
}
|
||||
],
|
||||
"timestamp": 1650575781
|
||||
},
|
||||
{
|
||||
"version": "16.55.0",
|
||||
"changes": [
|
||||
|
||||
@@ -5,6 +5,49 @@ Edit the package's CHANGELOG.json file only.
|
||||
|
||||
CHANGELOG
|
||||
|
||||
## v16.60.1 - _May 19, 2022_
|
||||
|
||||
* Alias Balancer sor to the old version (#481)
|
||||
|
||||
## v16.60.0 - _May 19, 2022_
|
||||
|
||||
* Add BiSwap on BSC (#467)
|
||||
* Add GMX and Platypus on Avalanche and Enable KyberDMM on bsc (#478)
|
||||
* Add Yoshi Exchange support in Fantom (#473)
|
||||
* Fix KyberDMM gas underestimation (#479)
|
||||
|
||||
## v16.59.0 - _May 13, 2022_
|
||||
|
||||
* Remove SnowSwap on mainnet (#468)
|
||||
* Offboard Swerve Finance and LinkSwap (#469)
|
||||
* Offboard Eth2Dai (#470)
|
||||
* Add an optional IRfqClient for SwapQuoter#getSwapQuoteAsync (#467)
|
||||
|
||||
## v16.58.0 - _Invalid date_
|
||||
|
||||
* Update Saddle pools on Mainnet (#450)
|
||||
|
||||
## v16.57.3 - _May 10, 2022_
|
||||
|
||||
* Fix a runtime error related to BalancerV2SwapInfoCache (#472)
|
||||
|
||||
## v16.57.2 - _May 2, 2022_
|
||||
|
||||
* Fix missing AMM quotes on indicative Quote Reports (#466)
|
||||
|
||||
## v16.57.1 - _Invalid date_
|
||||
|
||||
* Added QUICK/ANY pair on Polygon (#464)
|
||||
* Added cvxFXS/FXS curve pool on mainnet (#465)
|
||||
|
||||
## v16.57.0 - _April 22, 2022_
|
||||
|
||||
* Add BalancerV2 batch swap support (#462)
|
||||
|
||||
## v16.56.0 - _April 21, 2022_
|
||||
|
||||
* Add estimatedGas to ExtendedQuoteReport (#463)
|
||||
|
||||
## v16.55.0 - _April 7, 2022_
|
||||
|
||||
* Fix fillRfqOrder VIP being used for swaps that need transformERC20 (#461)
|
||||
|
||||
@@ -6,7 +6,7 @@
|
||||
"shouldSaveStandardInput": true,
|
||||
"compilerSettings": {
|
||||
"evmVersion": "istanbul",
|
||||
"optimizer": { "enabled": true, "runs": 200, "details": { "yul": true, "deduplicate": true } },
|
||||
"optimizer": { "enabled": true, "runs": 200, "details": { "yul": false, "deduplicate": true } },
|
||||
"outputSelection": {
|
||||
"*": {
|
||||
"*": [
|
||||
|
||||
105
packages/asset-swapper/contracts/src/BalancerV2BatchSampler.sol
Normal file
105
packages/asset-swapper/contracts/src/BalancerV2BatchSampler.sol
Normal file
@@ -0,0 +1,105 @@
|
||||
// SPDX-License-Identifier: Apache-2.0
|
||||
/*
|
||||
|
||||
Copyright 2021 ZeroEx Intl.
|
||||
|
||||
Licensed under the Apache License, Version 2.0 (the "License");
|
||||
you may not use this file except in compliance with the License.
|
||||
You may obtain a copy of the License at
|
||||
|
||||
http://www.apache.org/licenses/LICENSE-2.0
|
||||
|
||||
Unless required by applicable law or agreed to in writing, software
|
||||
distributed under the License is distributed on an "AS IS" BASIS,
|
||||
WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
|
||||
See the License for the specific language governing permissions and
|
||||
limitations under the License.
|
||||
|
||||
*/
|
||||
|
||||
pragma solidity ^0.6;
|
||||
pragma experimental ABIEncoderV2;
|
||||
|
||||
import "./interfaces/IBalancerV2Vault.sol";
|
||||
import "./BalancerV2Common.sol";
|
||||
|
||||
contract BalancerV2BatchSampler is BalancerV2Common {
|
||||
|
||||
// Replaces amount for first step with each takerTokenAmount and calls queryBatchSwap using supplied steps
|
||||
/// @dev Sample sell quotes from Balancer V2 supporting multihops.
|
||||
/// @param swapSteps Array of swap steps (can be >= 1).
|
||||
/// @param swapAssets Array of token address for swaps.
|
||||
/// @param takerTokenAmounts Taker token sell amount for each sample.
|
||||
function sampleMultihopSellsFromBalancerV2(
|
||||
IBalancerV2Vault vault,
|
||||
IBalancerV2Vault.BatchSwapStep[] memory swapSteps,
|
||||
address[] memory swapAssets,
|
||||
uint256[] memory takerTokenAmounts
|
||||
)
|
||||
public
|
||||
returns (uint256[] memory makerTokenAmounts)
|
||||
{
|
||||
uint256 numSamples = takerTokenAmounts.length;
|
||||
makerTokenAmounts = new uint256[](numSamples);
|
||||
IBalancerV2Vault.FundManagement memory swapFunds =
|
||||
_createSwapFunds();
|
||||
|
||||
for (uint256 i = 0; i < numSamples; i++) {
|
||||
swapSteps[0].amount = takerTokenAmounts[i];
|
||||
try
|
||||
// For sells we specify the takerToken which is what the vault will receive from the trade
|
||||
vault.queryBatchSwap(IBalancerV2Vault.SwapKind.GIVEN_IN, swapSteps, swapAssets, swapFunds)
|
||||
// amounts represent pool balance deltas from the swap (incoming balance, outgoing balance)
|
||||
returns (int256[] memory amounts) {
|
||||
// Outgoing balance is negative so we need to flip the sign
|
||||
// Note - queryBatchSwap will return a delta for each token in the assets array and last asset should be tokenOut
|
||||
int256 amountOutFromPool = amounts[amounts.length - 1] * -1;
|
||||
if (amountOutFromPool <= 0) {
|
||||
break;
|
||||
}
|
||||
makerTokenAmounts[i] = uint256(amountOutFromPool);
|
||||
} catch {
|
||||
// Swallow failures, leaving all results as zero.
|
||||
break;
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
// Replaces amount for first step with each makerTokenAmount and calls queryBatchSwap using supplied steps
|
||||
/// @dev Sample buy quotes from Balancer V2 supporting multihops.
|
||||
/// @param swapSteps Array of swap steps (can be >= 1).
|
||||
/// @param swapAssets Array of token address for swaps.
|
||||
/// @param makerTokenAmounts Maker token buy amount for each sample.
|
||||
function sampleMultihopBuysFromBalancerV2(
|
||||
IBalancerV2Vault vault,
|
||||
IBalancerV2Vault.BatchSwapStep[] memory swapSteps,
|
||||
address[] memory swapAssets,
|
||||
uint256[] memory makerTokenAmounts
|
||||
)
|
||||
public
|
||||
returns (uint256[] memory takerTokenAmounts)
|
||||
{
|
||||
uint256 numSamples = makerTokenAmounts.length;
|
||||
takerTokenAmounts = new uint256[](numSamples);
|
||||
IBalancerV2Vault.FundManagement memory swapFunds =
|
||||
_createSwapFunds();
|
||||
|
||||
for (uint256 i = 0; i < numSamples; i++) {
|
||||
swapSteps[0].amount = makerTokenAmounts[i];
|
||||
try
|
||||
// Uses GIVEN_OUT type for Buy
|
||||
vault.queryBatchSwap(IBalancerV2Vault.SwapKind.GIVEN_OUT, swapSteps, swapAssets, swapFunds)
|
||||
// amounts represent pool balance deltas from the swap (incoming balance, outgoing balance)
|
||||
returns (int256[] memory amounts) {
|
||||
int256 amountIntoPool = amounts[0];
|
||||
if (amountIntoPool <= 0) {
|
||||
break;
|
||||
}
|
||||
takerTokenAmounts[i] = uint256(amountIntoPool);
|
||||
} catch {
|
||||
// Swallow failures, leaving all results as zero.
|
||||
break;
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
41
packages/asset-swapper/contracts/src/BalancerV2Common.sol
Normal file
41
packages/asset-swapper/contracts/src/BalancerV2Common.sol
Normal file
@@ -0,0 +1,41 @@
|
||||
// SPDX-License-Identifier: Apache-2.0
|
||||
/*
|
||||
|
||||
Copyright 2021 ZeroEx Intl.
|
||||
|
||||
Licensed under the Apache License, Version 2.0 (the "License");
|
||||
you may not use this file except in compliance with the License.
|
||||
You may obtain a copy of the License at
|
||||
|
||||
http://www.apache.org/licenses/LICENSE-2.0
|
||||
|
||||
Unless required by applicable law or agreed to in writing, software
|
||||
distributed under the License is distributed on an "AS IS" BASIS,
|
||||
WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
|
||||
See the License for the specific language governing permissions and
|
||||
limitations under the License.
|
||||
|
||||
*/
|
||||
|
||||
pragma solidity ^0.6;
|
||||
pragma experimental ABIEncoderV2;
|
||||
|
||||
import "./interfaces/IBalancerV2Vault.sol";
|
||||
|
||||
|
||||
contract BalancerV2Common {
|
||||
|
||||
function _createSwapFunds()
|
||||
internal
|
||||
view
|
||||
returns (IBalancerV2Vault.FundManagement memory)
|
||||
{
|
||||
return
|
||||
IBalancerV2Vault.FundManagement({
|
||||
sender: address(this),
|
||||
fromInternalBalance: false,
|
||||
recipient: payable(address(this)),
|
||||
toInternalBalance: false
|
||||
});
|
||||
}
|
||||
}
|
||||
@@ -21,44 +21,11 @@ pragma solidity ^0.6;
|
||||
pragma experimental ABIEncoderV2;
|
||||
|
||||
import "./SamplerUtils.sol";
|
||||
import "./interfaces/IBalancerV2Vault.sol";
|
||||
import "./BalancerV2Common.sol";
|
||||
|
||||
/// @dev Minimal Balancer V2 Vault interface
|
||||
/// for documentation refer to https://github.com/balancer-labs/balancer-core-v2/blob/master/contracts/vault/interfaces/IVault.sol
|
||||
interface IBalancerV2Vault {
|
||||
enum SwapKind { GIVEN_IN, GIVEN_OUT }
|
||||
|
||||
struct BatchSwapStep {
|
||||
bytes32 poolId;
|
||||
uint256 assetInIndex;
|
||||
uint256 assetOutIndex;
|
||||
uint256 amount;
|
||||
bytes userData;
|
||||
}
|
||||
|
||||
struct FundManagement {
|
||||
address sender;
|
||||
bool fromInternalBalance;
|
||||
address payable recipient;
|
||||
bool toInternalBalance;
|
||||
}
|
||||
|
||||
function queryBatchSwap(
|
||||
SwapKind kind,
|
||||
BatchSwapStep[] calldata swaps,
|
||||
IAsset[] calldata assets,
|
||||
FundManagement calldata funds
|
||||
) external returns (int256[] memory assetDeltas);
|
||||
}
|
||||
interface IAsset {
|
||||
// solhint-disable-previous-line no-empty-blocks
|
||||
}
|
||||
|
||||
contract BalancerV2Sampler is SamplerUtils {
|
||||
|
||||
struct BalancerV2PoolInfo {
|
||||
bytes32 poolId;
|
||||
address vault;
|
||||
}
|
||||
contract BalancerV2Sampler is SamplerUtils, BalancerV2Common {
|
||||
|
||||
/// @dev Sample sell quotes from Balancer V2.
|
||||
/// @param poolInfo Struct with pool related data
|
||||
@@ -68,7 +35,7 @@ contract BalancerV2Sampler is SamplerUtils {
|
||||
/// @return makerTokenAmounts Maker amounts bought at each taker token
|
||||
/// amount.
|
||||
function sampleSellsFromBalancerV2(
|
||||
BalancerV2PoolInfo memory poolInfo,
|
||||
IBalancerV2Vault.BalancerV2PoolInfo memory poolInfo,
|
||||
address takerToken,
|
||||
address makerToken,
|
||||
uint256[] memory takerTokenAmounts
|
||||
@@ -78,9 +45,9 @@ contract BalancerV2Sampler is SamplerUtils {
|
||||
{
|
||||
_assertValidPair(makerToken, takerToken);
|
||||
IBalancerV2Vault vault = IBalancerV2Vault(poolInfo.vault);
|
||||
IAsset[] memory swapAssets = new IAsset[](2);
|
||||
swapAssets[0] = IAsset(takerToken);
|
||||
swapAssets[1] = IAsset(makerToken);
|
||||
address[] memory swapAssets = new address[](2);
|
||||
swapAssets[0] = takerToken;
|
||||
swapAssets[1] = makerToken;
|
||||
|
||||
uint256 numSamples = takerTokenAmounts.length;
|
||||
makerTokenAmounts = new uint256[](numSamples);
|
||||
@@ -97,7 +64,7 @@ contract BalancerV2Sampler is SamplerUtils {
|
||||
// amounts represent pool balance deltas from the swap (incoming balance, outgoing balance)
|
||||
returns (int256[] memory amounts) {
|
||||
// Outgoing balance is negative so we need to flip the sign
|
||||
int256 amountOutFromPool = amounts[1] * -1;
|
||||
int256 amountOutFromPool = amounts[amounts.length - 1] * -1;
|
||||
if (amountOutFromPool <= 0) {
|
||||
break;
|
||||
}
|
||||
@@ -117,7 +84,7 @@ contract BalancerV2Sampler is SamplerUtils {
|
||||
/// @return takerTokenAmounts Taker amounts sold at each maker token
|
||||
/// amount.
|
||||
function sampleBuysFromBalancerV2(
|
||||
BalancerV2PoolInfo memory poolInfo,
|
||||
IBalancerV2Vault.BalancerV2PoolInfo memory poolInfo,
|
||||
address takerToken,
|
||||
address makerToken,
|
||||
uint256[] memory makerTokenAmounts
|
||||
@@ -127,9 +94,9 @@ contract BalancerV2Sampler is SamplerUtils {
|
||||
{
|
||||
_assertValidPair(makerToken, takerToken);
|
||||
IBalancerV2Vault vault = IBalancerV2Vault(poolInfo.vault);
|
||||
IAsset[] memory swapAssets = new IAsset[](2);
|
||||
swapAssets[0] = IAsset(takerToken);
|
||||
swapAssets[1] = IAsset(makerToken);
|
||||
address[] memory swapAssets = new address[](2);
|
||||
swapAssets[0] = takerToken;
|
||||
swapAssets[1] = makerToken;
|
||||
|
||||
uint256 numSamples = makerTokenAmounts.length;
|
||||
takerTokenAmounts = new uint256[](numSamples);
|
||||
@@ -157,7 +124,7 @@ contract BalancerV2Sampler is SamplerUtils {
|
||||
}
|
||||
|
||||
function _createSwapSteps(
|
||||
BalancerV2PoolInfo memory poolInfo,
|
||||
IBalancerV2Vault.BalancerV2PoolInfo memory poolInfo,
|
||||
uint256 amount
|
||||
) private pure returns (IBalancerV2Vault.BatchSwapStep[] memory) {
|
||||
IBalancerV2Vault.BatchSwapStep[] memory swapSteps =
|
||||
@@ -172,18 +139,4 @@ contract BalancerV2Sampler is SamplerUtils {
|
||||
|
||||
return swapSteps;
|
||||
}
|
||||
|
||||
function _createSwapFunds()
|
||||
private
|
||||
view
|
||||
returns (IBalancerV2Vault.FundManagement memory)
|
||||
{
|
||||
return
|
||||
IBalancerV2Vault.FundManagement({
|
||||
sender: address(this),
|
||||
fromInternalBalance: false,
|
||||
recipient: payable(address(this)),
|
||||
toInternalBalance: false
|
||||
});
|
||||
}
|
||||
}
|
||||
|
||||
@@ -22,9 +22,8 @@ pragma experimental ABIEncoderV2;
|
||||
|
||||
import "./interfaces/IBancor.sol";
|
||||
|
||||
contract CompilerHack {}
|
||||
|
||||
contract BancorSampler is CompilerHack {
|
||||
contract BancorSampler {
|
||||
|
||||
/// @dev Base gas limit for Bancor calls.
|
||||
uint256 constant private BANCOR_CALL_GAS = 300e3; // 300k
|
||||
|
||||
@@ -22,20 +22,21 @@ pragma experimental ABIEncoderV2;
|
||||
|
||||
import "./BalancerSampler.sol";
|
||||
import "./BalancerV2Sampler.sol";
|
||||
import "./BalancerV2BatchSampler.sol";
|
||||
import "./BancorSampler.sol";
|
||||
import "./CompoundSampler.sol";
|
||||
import "./CurveSampler.sol";
|
||||
import "./DODOSampler.sol";
|
||||
import "./DODOV2Sampler.sol";
|
||||
import "./KyberSampler.sol";
|
||||
import "./GMXSampler.sol";
|
||||
import "./KyberDmmSampler.sol";
|
||||
import "./LidoSampler.sol";
|
||||
import "./LiquidityProviderSampler.sol";
|
||||
import "./MakerPSMSampler.sol";
|
||||
import "./MultiBridgeSampler.sol";
|
||||
import "./MStableSampler.sol";
|
||||
import "./MooniswapSampler.sol";
|
||||
import "./NativeOrderSampler.sol";
|
||||
import "./PlatypusSampler.sol";
|
||||
import "./ShellSampler.sol";
|
||||
import "./SmoothySampler.sol";
|
||||
import "./TwoHopSampler.sol";
|
||||
@@ -48,20 +49,21 @@ import "./UtilitySampler.sol";
|
||||
contract ERC20BridgeSampler is
|
||||
BalancerSampler,
|
||||
BalancerV2Sampler,
|
||||
BalancerV2BatchSampler,
|
||||
BancorSampler,
|
||||
CompoundSampler,
|
||||
CurveSampler,
|
||||
DODOSampler,
|
||||
DODOV2Sampler,
|
||||
KyberSampler,
|
||||
GMXSampler,
|
||||
KyberDmmSampler,
|
||||
LidoSampler,
|
||||
LiquidityProviderSampler,
|
||||
MakerPSMSampler,
|
||||
MStableSampler,
|
||||
MooniswapSampler,
|
||||
MultiBridgeSampler,
|
||||
NativeOrderSampler,
|
||||
PlatypusSampler,
|
||||
ShellSampler,
|
||||
SmoothySampler,
|
||||
TwoHopSampler,
|
||||
@@ -92,4 +94,6 @@ contract ERC20BridgeSampler is
|
||||
(callResults[i].success, callResults[i].data) = address(this).call(callDatas[i]);
|
||||
}
|
||||
}
|
||||
|
||||
receive() external payable {}
|
||||
}
|
||||
|
||||
96
packages/asset-swapper/contracts/src/GMXSampler.sol
Normal file
96
packages/asset-swapper/contracts/src/GMXSampler.sol
Normal file
@@ -0,0 +1,96 @@
|
||||
pragma solidity ^0.6;
|
||||
pragma experimental ABIEncoderV2;
|
||||
|
||||
import "./interfaces/IGMX.sol";
|
||||
import "./ApproximateBuys.sol";
|
||||
import "./SamplerUtils.sol";
|
||||
|
||||
contract GMXSampler is
|
||||
SamplerUtils,
|
||||
ApproximateBuys
|
||||
{
|
||||
struct GMXInfo {
|
||||
address reader;
|
||||
address vault;
|
||||
address[] path;
|
||||
}
|
||||
|
||||
function sampleSellsFromGMX(
|
||||
address reader,
|
||||
address vault,
|
||||
address[] memory path,
|
||||
uint256[] memory takerTokenAmounts
|
||||
)
|
||||
public
|
||||
view
|
||||
returns (uint256[] memory makerTokenAmounts)
|
||||
{
|
||||
uint256 numSamples = takerTokenAmounts.length;
|
||||
makerTokenAmounts = new uint256[](numSamples);
|
||||
for (uint256 i = 0; i < numSamples; i++) {
|
||||
try
|
||||
IGMX(reader).getAmountOut(IVault(vault), path[0], path[1], takerTokenAmounts[i])
|
||||
returns (uint256 amountAfterFees, uint256 feeAmount)
|
||||
{
|
||||
makerTokenAmounts[i] = amountAfterFees;
|
||||
// Break early if there are 0 amounts
|
||||
if (makerTokenAmounts[i] == 0) {
|
||||
break;
|
||||
}
|
||||
} catch (bytes memory) {
|
||||
// Swallow failures, leaving all results as zero.
|
||||
break;
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
function sampleBuysFromGMX(
|
||||
address reader,
|
||||
address vault,
|
||||
address[] memory path,
|
||||
uint256[] memory makerTokenAmounts
|
||||
)
|
||||
public
|
||||
view
|
||||
returns (uint256[] memory takerTokenAmounts)
|
||||
{
|
||||
address[] memory invertBuyPath = new address[](2);
|
||||
invertBuyPath[0] = path[1];
|
||||
invertBuyPath[1] = path[0];
|
||||
return _sampleApproximateBuys(
|
||||
ApproximateBuyQuoteOpts({
|
||||
makerTokenData: abi.encode(reader, vault, invertBuyPath),
|
||||
takerTokenData: abi.encode(reader, vault, path),
|
||||
getSellQuoteCallback: _sampleSellForApproximateBuyFromGMX
|
||||
}),
|
||||
makerTokenAmounts
|
||||
);
|
||||
}
|
||||
|
||||
|
||||
function _sampleSellForApproximateBuyFromGMX(
|
||||
bytes memory takerTokenData,
|
||||
bytes memory makerTokenData,
|
||||
uint256 sellAmount
|
||||
)
|
||||
private
|
||||
view
|
||||
returns (uint256 buyAmount)
|
||||
{
|
||||
(address _reader, address _vault, address[] memory _path ) = abi.decode(takerTokenData, (address, address, address[]));
|
||||
|
||||
(bool success, bytes memory resultData) = address(this).staticcall(abi.encodeWithSelector(
|
||||
this.sampleSellsFromGMX.selector,
|
||||
_reader,
|
||||
_vault,
|
||||
_path,
|
||||
_toSingleValueArray(sellAmount)
|
||||
));
|
||||
if(!success) {
|
||||
return 0;
|
||||
}
|
||||
// solhint-disable-next-line indent
|
||||
return abi.decode(resultData, (uint256[]))[0];
|
||||
}
|
||||
|
||||
}
|
||||
@@ -1,301 +0,0 @@
|
||||
// SPDX-License-Identifier: Apache-2.0
|
||||
/*
|
||||
|
||||
Copyright 2020 ZeroEx Intl.
|
||||
|
||||
Licensed under the Apache License, Version 2.0 (the "License");
|
||||
you may not use this file except in compliance with the License.
|
||||
You may obtain a copy of the License at
|
||||
|
||||
http://www.apache.org/licenses/LICENSE-2.0
|
||||
|
||||
Unless required by applicable law or agreed to in writing, software
|
||||
distributed under the License is distributed on an "AS IS" BASIS,
|
||||
WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
|
||||
See the License for the specific language governing permissions and
|
||||
limitations under the License.
|
||||
|
||||
*/
|
||||
|
||||
pragma solidity ^0.6;
|
||||
pragma experimental ABIEncoderV2;
|
||||
|
||||
import "./interfaces/IKyberNetwork.sol";
|
||||
import "./ApproximateBuys.sol";
|
||||
import "./SamplerUtils.sol";
|
||||
|
||||
|
||||
contract KyberSampler is
|
||||
SamplerUtils,
|
||||
ApproximateBuys
|
||||
{
|
||||
/// @dev Gas limit for Kyber calls.
|
||||
uint256 constant private KYBER_CALL_GAS = 500e3; // 500k
|
||||
/// @dev Kyber ETH pseudo-address.
|
||||
address constant internal KYBER_ETH_ADDRESS = 0xEeeeeEeeeEeEeeEeEeEeeEEEeeeeEeeeeeeeEEeE;
|
||||
|
||||
struct KyberSamplerOpts {
|
||||
uint256 reserveOffset;
|
||||
address hintHandler;
|
||||
address networkProxy;
|
||||
address weth;
|
||||
bytes hint;
|
||||
}
|
||||
|
||||
/// @dev Sample sell quotes from Kyber.
|
||||
/// @param opts KyberSamplerOpts The nth reserve
|
||||
/// @param takerToken Address of the taker token (what to sell).
|
||||
/// @param makerToken Address of the maker token (what to buy).
|
||||
/// @param takerTokenAmounts Taker token sell amount for each sample.
|
||||
/// @return reserveId The id of the reserve found at reserveOffset
|
||||
/// @return hint The hint for the selected reserve
|
||||
/// @return makerTokenAmounts Maker amounts bought at each taker token amount.
|
||||
function sampleSellsFromKyberNetwork(
|
||||
KyberSamplerOpts memory opts,
|
||||
address takerToken,
|
||||
address makerToken,
|
||||
uint256[] memory takerTokenAmounts
|
||||
)
|
||||
public
|
||||
view
|
||||
returns (bytes32 reserveId, bytes memory hint, uint256[] memory makerTokenAmounts)
|
||||
{
|
||||
_assertValidPair(makerToken, takerToken);
|
||||
reserveId = _getNextReserveId(opts, takerToken, makerToken);
|
||||
if (reserveId == 0x0) {
|
||||
return (reserveId, hint, makerTokenAmounts);
|
||||
}
|
||||
opts.hint = this.encodeKyberHint(opts, reserveId, takerToken, makerToken);
|
||||
hint = opts.hint;
|
||||
|
||||
uint256 numSamples = takerTokenAmounts.length;
|
||||
makerTokenAmounts = new uint256[](numSamples);
|
||||
for (uint256 i = 0; i < numSamples; i++) {
|
||||
uint256 value = this.sampleSellFromKyberNetwork(
|
||||
opts,
|
||||
takerToken,
|
||||
makerToken,
|
||||
takerTokenAmounts[i]
|
||||
);
|
||||
makerTokenAmounts[i] = value;
|
||||
// Break early if there are 0 amounts
|
||||
if (makerTokenAmounts[i] == 0) {
|
||||
break;
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
/// @dev Sample buy quotes from Kyber.
|
||||
/// @param opts KyberSamplerOpts The nth reserve
|
||||
/// @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 reserveId The id of the reserve found at reserveOffset
|
||||
/// @return hint The hint for the selected reserve
|
||||
/// @return takerTokenAmounts Taker amounts sold at each maker token amount.
|
||||
function sampleBuysFromKyberNetwork(
|
||||
KyberSamplerOpts memory opts,
|
||||
address takerToken,
|
||||
address makerToken,
|
||||
uint256[] memory makerTokenAmounts
|
||||
)
|
||||
public
|
||||
view
|
||||
returns (bytes32 reserveId, bytes memory hint, uint256[] memory takerTokenAmounts)
|
||||
{
|
||||
_assertValidPair(makerToken, takerToken);
|
||||
|
||||
reserveId = _getNextReserveId(opts, takerToken, makerToken);
|
||||
if (reserveId == 0x0) {
|
||||
return (reserveId, hint, takerTokenAmounts);
|
||||
}
|
||||
opts.hint = this.encodeKyberHint(opts, reserveId, takerToken, makerToken);
|
||||
hint = opts.hint;
|
||||
|
||||
takerTokenAmounts = _sampleApproximateBuys(
|
||||
ApproximateBuyQuoteOpts({
|
||||
makerTokenData: abi.encode(makerToken, opts),
|
||||
takerTokenData: abi.encode(takerToken, opts),
|
||||
getSellQuoteCallback: _sampleSellForApproximateBuyFromKyber
|
||||
}),
|
||||
makerTokenAmounts
|
||||
);
|
||||
return (reserveId, hint, takerTokenAmounts);
|
||||
}
|
||||
|
||||
function encodeKyberHint(
|
||||
KyberSamplerOpts memory opts,
|
||||
bytes32 reserveId,
|
||||
address takerToken,
|
||||
address makerToken
|
||||
)
|
||||
public
|
||||
view
|
||||
returns (bytes memory hint)
|
||||
{
|
||||
// Build a hint selecting the single reserve
|
||||
IKyberHintHandler kyberHint = IKyberHintHandler(opts.hintHandler);
|
||||
|
||||
// All other reserves should be ignored with this hint
|
||||
bytes32[] memory selectedReserves = new bytes32[](1);
|
||||
selectedReserves[0] = reserveId;
|
||||
uint256[] memory emptySplits = new uint256[](0);
|
||||
|
||||
if (takerToken == opts.weth) {
|
||||
// ETH to Token
|
||||
try
|
||||
kyberHint.buildEthToTokenHint
|
||||
{gas: KYBER_CALL_GAS}
|
||||
(
|
||||
makerToken,
|
||||
IKyberHintHandler.TradeType.MaskIn,
|
||||
selectedReserves,
|
||||
emptySplits
|
||||
)
|
||||
returns (bytes memory result)
|
||||
{
|
||||
return result;
|
||||
} catch (bytes memory) {
|
||||
// Swallow failures, leaving all results as zero.
|
||||
}
|
||||
} else if (makerToken == opts.weth) {
|
||||
// Token to ETH
|
||||
try
|
||||
kyberHint.buildTokenToEthHint
|
||||
{gas: KYBER_CALL_GAS}
|
||||
(
|
||||
takerToken,
|
||||
IKyberHintHandler.TradeType.MaskIn,
|
||||
selectedReserves,
|
||||
emptySplits
|
||||
)
|
||||
returns (bytes memory result)
|
||||
{
|
||||
return result;
|
||||
} catch (bytes memory) {
|
||||
// Swallow failures, leaving all results as zero.
|
||||
}
|
||||
|
||||
} else {
|
||||
// Token to Token
|
||||
// We use the same reserve both ways
|
||||
try
|
||||
kyberHint.buildTokenToTokenHint
|
||||
{gas: KYBER_CALL_GAS}
|
||||
(
|
||||
takerToken,
|
||||
IKyberHintHandler.TradeType.MaskIn,
|
||||
selectedReserves,
|
||||
emptySplits,
|
||||
makerToken,
|
||||
IKyberHintHandler.TradeType.MaskIn,
|
||||
selectedReserves,
|
||||
emptySplits
|
||||
)
|
||||
returns (bytes memory result)
|
||||
{
|
||||
return result;
|
||||
} catch (bytes memory) {
|
||||
// Swallow failures, leaving all results as zero.
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
function _sampleSellForApproximateBuyFromKyber(
|
||||
bytes memory takerTokenData,
|
||||
bytes memory makerTokenData,
|
||||
uint256 sellAmount
|
||||
)
|
||||
private
|
||||
view
|
||||
returns (uint256)
|
||||
{
|
||||
(address makerToken, KyberSamplerOpts memory opts) =
|
||||
abi.decode(makerTokenData, (address, KyberSamplerOpts));
|
||||
(address takerToken, ) =
|
||||
abi.decode(takerTokenData, (address, KyberSamplerOpts));
|
||||
try
|
||||
this.sampleSellFromKyberNetwork
|
||||
(opts, takerToken, makerToken, sellAmount)
|
||||
returns (uint256 amount)
|
||||
{
|
||||
return amount;
|
||||
} catch (bytes memory) {
|
||||
// Swallow failures, leaving all results as zero.
|
||||
return 0;
|
||||
}
|
||||
}
|
||||
|
||||
function sampleSellFromKyberNetwork(
|
||||
KyberSamplerOpts memory opts,
|
||||
address takerToken,
|
||||
address makerToken,
|
||||
uint256 takerTokenAmount
|
||||
)
|
||||
public
|
||||
view
|
||||
returns (uint256 makerTokenAmount)
|
||||
{
|
||||
// If there is no hint do not continue
|
||||
if (opts.hint.length == 0) {
|
||||
return 0;
|
||||
}
|
||||
|
||||
try
|
||||
IKyberNetworkProxy(opts.networkProxy).getExpectedRateAfterFee
|
||||
{gas: KYBER_CALL_GAS}
|
||||
(
|
||||
takerToken == opts.weth ? KYBER_ETH_ADDRESS : takerToken,
|
||||
makerToken == opts.weth ? KYBER_ETH_ADDRESS : makerToken,
|
||||
takerTokenAmount,
|
||||
0, // fee
|
||||
opts.hint
|
||||
)
|
||||
returns (uint256 rate)
|
||||
{
|
||||
uint256 makerTokenDecimals = _getTokenDecimals(makerToken);
|
||||
uint256 takerTokenDecimals = _getTokenDecimals(takerToken);
|
||||
makerTokenAmount =
|
||||
rate *
|
||||
takerTokenAmount *
|
||||
10 ** makerTokenDecimals /
|
||||
10 ** takerTokenDecimals /
|
||||
10 ** 18;
|
||||
return makerTokenAmount;
|
||||
} catch (bytes memory) {
|
||||
// Swallow failures, leaving all results as zero.
|
||||
return 0;
|
||||
}
|
||||
}
|
||||
|
||||
function _getNextReserveId(
|
||||
KyberSamplerOpts memory opts,
|
||||
address takerToken,
|
||||
address makerToken
|
||||
)
|
||||
internal
|
||||
view
|
||||
returns (bytes32 reserveId)
|
||||
{
|
||||
// Fetch the registered reserves for this pair
|
||||
IKyberHintHandler kyberHint = IKyberHintHandler(opts.hintHandler);
|
||||
(bytes32[] memory reserveIds, ,) = kyberHint.getTradingReserves(
|
||||
takerToken == opts.weth ? KYBER_ETH_ADDRESS : takerToken,
|
||||
makerToken == opts.weth ? KYBER_ETH_ADDRESS : makerToken,
|
||||
true,
|
||||
new bytes(0) // empty hint
|
||||
);
|
||||
|
||||
if (opts.reserveOffset >= reserveIds.length) {
|
||||
return 0x0;
|
||||
}
|
||||
|
||||
reserveId = reserveIds[opts.reserveOffset];
|
||||
// Ignore Kyber Bridged Reserves (0xbb)
|
||||
if (uint256(reserveId >> 248) == 0xbb) {
|
||||
return 0x0;
|
||||
}
|
||||
|
||||
return reserveId;
|
||||
}
|
||||
}
|
||||
@@ -1,82 +0,0 @@
|
||||
// SPDX-License-Identifier: Apache-2.0
|
||||
/*
|
||||
|
||||
Copyright 2020 ZeroEx Intl.
|
||||
|
||||
Licensed under the Apache License, Version 2.0 (the "License");
|
||||
you may not use this file except in compliance with the License.
|
||||
You may obtain a copy of the License at
|
||||
|
||||
http://www.apache.org/licenses/LICENSE-2.0
|
||||
|
||||
Unless required by applicable law or agreed to in writing, software
|
||||
distributed under the License is distributed on an "AS IS" BASIS,
|
||||
WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
|
||||
See the License for the specific language governing permissions and
|
||||
limitations under the License.
|
||||
|
||||
*/
|
||||
|
||||
pragma solidity ^0.6;
|
||||
pragma experimental ABIEncoderV2;
|
||||
|
||||
import "./interfaces/IMultiBridge.sol";
|
||||
|
||||
|
||||
contract MultiBridgeSampler {
|
||||
|
||||
/// @dev Default gas limit for multibridge calls.
|
||||
uint256 constant private DEFAULT_CALL_GAS = 400e3; // 400k
|
||||
|
||||
/// @dev Sample sell quotes from MultiBridge.
|
||||
/// @param multibridge Address of the MultiBridge contract.
|
||||
/// @param takerToken Address of the taker token (what to sell).
|
||||
/// @param intermediateToken The address of the intermediate token to
|
||||
/// use in an indirect route.
|
||||
/// @param makerToken Address of the maker token (what to buy).
|
||||
/// @param takerTokenAmounts Taker token sell amount for each sample.
|
||||
/// @return makerTokenAmounts Maker amounts bought at each taker token
|
||||
/// amount.
|
||||
function sampleSellsFromMultiBridge(
|
||||
address multibridge,
|
||||
address takerToken,
|
||||
address intermediateToken,
|
||||
address makerToken,
|
||||
uint256[] memory takerTokenAmounts
|
||||
)
|
||||
public
|
||||
view
|
||||
returns (uint256[] memory makerTokenAmounts)
|
||||
{
|
||||
// Initialize array of maker token amounts.
|
||||
uint256 numSamples = takerTokenAmounts.length;
|
||||
makerTokenAmounts = new uint256[](numSamples);
|
||||
|
||||
// If no address provided, return all zeros.
|
||||
if (multibridge == address(0)) {
|
||||
return makerTokenAmounts;
|
||||
}
|
||||
|
||||
for (uint256 i = 0; i < numSamples; i++) {
|
||||
(bool didSucceed, bytes memory resultData) =
|
||||
multibridge.staticcall.gas(DEFAULT_CALL_GAS)(
|
||||
abi.encodeWithSelector(
|
||||
IMultiBridge(0).getSellQuote.selector,
|
||||
takerToken,
|
||||
intermediateToken,
|
||||
makerToken,
|
||||
takerTokenAmounts[i]
|
||||
));
|
||||
uint256 buyAmount = 0;
|
||||
if (didSucceed) {
|
||||
buyAmount = abi.decode(resultData, (uint256));
|
||||
}
|
||||
// Exit early if the amount is too high for the source to serve
|
||||
if (buyAmount == 0) {
|
||||
break;
|
||||
}
|
||||
|
||||
makerTokenAmounts[i] = buyAmount;
|
||||
}
|
||||
}
|
||||
}
|
||||
89
packages/asset-swapper/contracts/src/PlatypusSampler.sol
Normal file
89
packages/asset-swapper/contracts/src/PlatypusSampler.sol
Normal file
@@ -0,0 +1,89 @@
|
||||
pragma solidity ^0.6;
|
||||
pragma experimental ABIEncoderV2;
|
||||
|
||||
import "./interfaces/IPlatypus.sol";
|
||||
import "./ApproximateBuys.sol";
|
||||
import "./SamplerUtils.sol";
|
||||
|
||||
|
||||
contract PlatypusSampler is
|
||||
SamplerUtils,
|
||||
ApproximateBuys
|
||||
{
|
||||
|
||||
function sampleSellsFromPlatypus(
|
||||
address pool,
|
||||
address[] memory path,
|
||||
uint256[] memory takerTokenAmounts
|
||||
)
|
||||
public
|
||||
view
|
||||
returns (uint256[] memory makerTokenAmounts)
|
||||
{
|
||||
|
||||
uint256 numSamples = takerTokenAmounts.length;
|
||||
makerTokenAmounts = new uint256[](numSamples);
|
||||
for (uint256 i = 0; i < numSamples; i++) {
|
||||
try
|
||||
IPlatypus(pool).quotePotentialSwap(path[0], path[1], takerTokenAmounts[i])
|
||||
returns (uint256 amountAfterFees, uint256 feeAmount)
|
||||
{
|
||||
makerTokenAmounts[i] = amountAfterFees;
|
||||
// Break early if there are 0 amounts
|
||||
if (makerTokenAmounts[i] == 0) {
|
||||
break;
|
||||
}
|
||||
} catch (bytes memory result) {
|
||||
// Swallow failures, leaving all results as zero.
|
||||
break;
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
function sampleBuysFromPlatypus(
|
||||
address pool,
|
||||
address[] memory path,
|
||||
uint256[] memory makerTokenAmounts
|
||||
)
|
||||
public
|
||||
view
|
||||
returns (uint256[] memory takerTokenAmounts)
|
||||
{
|
||||
address[] memory invertBuyPath = new address[](2);
|
||||
invertBuyPath[0] = path[1];
|
||||
invertBuyPath[1] = path[0];
|
||||
return _sampleApproximateBuys(
|
||||
ApproximateBuyQuoteOpts({
|
||||
makerTokenData: abi.encode(pool, invertBuyPath),
|
||||
takerTokenData: abi.encode(pool, path),
|
||||
getSellQuoteCallback: _sampleSellForApproximateBuyFromPlatypus
|
||||
}),
|
||||
makerTokenAmounts
|
||||
);
|
||||
}
|
||||
|
||||
|
||||
function _sampleSellForApproximateBuyFromPlatypus(
|
||||
bytes memory makerTokenData,
|
||||
bytes memory takerTokenData,
|
||||
uint256 sellAmount
|
||||
)
|
||||
private
|
||||
view
|
||||
returns (uint256 buyAmount)
|
||||
{
|
||||
(address _pool, address[] memory _path ) = abi.decode(makerTokenData, (address, address[]));
|
||||
|
||||
(bool success, bytes memory resultData) = address(this).staticcall(abi.encodeWithSelector(
|
||||
this.sampleSellsFromPlatypus.selector,
|
||||
_pool,
|
||||
_path,
|
||||
_toSingleValueArray(sellAmount)
|
||||
));
|
||||
if(!success) {
|
||||
return 0;
|
||||
}
|
||||
// solhint-disable-next-line indent
|
||||
return abi.decode(resultData, (uint256[]))[0];
|
||||
}
|
||||
}
|
||||
@@ -0,0 +1,54 @@
|
||||
// SPDX-License-Identifier: Apache-2.0
|
||||
/*
|
||||
|
||||
Copyright 2020 ZeroEx Intl.
|
||||
|
||||
Licensed under the Apache License, Version 2.0 (the "License");
|
||||
you may not use this file except in compliance with the License.
|
||||
You may obtain a copy of the License at
|
||||
|
||||
http://www.apache.org/licenses/LICENSE-2.0
|
||||
|
||||
Unless required by applicable law or agreed to in writing, software
|
||||
distributed under the License is distributed on an "AS IS" BASIS,
|
||||
WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
|
||||
See the License for the specific language governing permissions and
|
||||
limitations under the License.
|
||||
|
||||
*/
|
||||
|
||||
pragma solidity ^0.6;
|
||||
pragma experimental ABIEncoderV2;
|
||||
|
||||
/// @dev Minimal Balancer V2 Vault interface
|
||||
/// for documentation refer to https://github.com/balancer-labs/balancer-core-v2/blob/master/contracts/vault/interfaces/IVault.sol
|
||||
interface IBalancerV2Vault {
|
||||
enum SwapKind { GIVEN_IN, GIVEN_OUT }
|
||||
|
||||
struct BatchSwapStep {
|
||||
bytes32 poolId;
|
||||
uint256 assetInIndex;
|
||||
uint256 assetOutIndex;
|
||||
uint256 amount;
|
||||
bytes userData;
|
||||
}
|
||||
|
||||
struct FundManagement {
|
||||
address sender;
|
||||
bool fromInternalBalance;
|
||||
address payable recipient;
|
||||
bool toInternalBalance;
|
||||
}
|
||||
|
||||
struct BalancerV2PoolInfo {
|
||||
bytes32 poolId;
|
||||
address vault;
|
||||
}
|
||||
|
||||
function queryBatchSwap(
|
||||
SwapKind kind,
|
||||
BatchSwapStep[] calldata swaps,
|
||||
address[] calldata assets,
|
||||
FundManagement calldata funds
|
||||
) external returns (int256[] memory assetDeltas);
|
||||
}
|
||||
23
packages/asset-swapper/contracts/src/interfaces/IGMX.sol
Normal file
23
packages/asset-swapper/contracts/src/interfaces/IGMX.sol
Normal file
@@ -0,0 +1,23 @@
|
||||
pragma solidity ^0.6;
|
||||
pragma experimental ABIEncoderV2;
|
||||
|
||||
interface IGMX {
|
||||
function getMaxAmountIn(IVault _vault, address _tokenIn, address _tokenOut)
|
||||
external
|
||||
view
|
||||
returns (uint256);
|
||||
|
||||
function getAmountOut(IVault _vault, address _tokenIn, address _tokenOut, uint256 _amountIn)
|
||||
external
|
||||
view
|
||||
returns (uint256, uint256);
|
||||
}
|
||||
|
||||
interface IVault {
|
||||
function getFeeBasisPoints(address _token, uint256 _usdgDelta, uint256 _feeBasisPoints, uint256 _taxBasisPoints, bool _increment) external view returns (uint256);
|
||||
function stableSwapFeeBasisPoints() external view returns (uint256);
|
||||
function stableTokens(address _token) external view returns (bool);
|
||||
function tokenDecimals(address _token) external view returns (uint256);
|
||||
function getMaxPrice(address _token) external view returns (uint256);
|
||||
function getMinPrice(address _token) external view returns (uint256);
|
||||
}
|
||||
@@ -1,96 +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;
|
||||
|
||||
// Keepin everything together
|
||||
interface IKyberNetwork {
|
||||
|
||||
|
||||
}
|
||||
|
||||
|
||||
interface IKyberNetworkProxy {
|
||||
|
||||
function getExpectedRateAfterFee(
|
||||
address src,
|
||||
address dest,
|
||||
uint256 srcQty,
|
||||
uint256 platformFeeBps,
|
||||
bytes calldata hint
|
||||
)
|
||||
external
|
||||
view
|
||||
returns (uint256 expectedRate);
|
||||
}
|
||||
|
||||
interface IKyberHintHandler {
|
||||
|
||||
enum TradeType {BestOfAll, MaskIn, MaskOut, Split}
|
||||
|
||||
enum ProcessWithRate {NotRequired, Required}
|
||||
|
||||
function getTradingReserves(
|
||||
address tokenSrc,
|
||||
address tokenDest,
|
||||
bool isTokenToToken,
|
||||
bytes calldata hint
|
||||
)
|
||||
external
|
||||
view
|
||||
returns (
|
||||
bytes32[] memory reserveIds,
|
||||
uint256[] memory splitValuesBps,
|
||||
ProcessWithRate processWithRate
|
||||
);
|
||||
|
||||
function buildTokenToEthHint(
|
||||
address tokenSrc,
|
||||
TradeType tokenToEthType,
|
||||
bytes32[] calldata tokenToEthReserveIds,
|
||||
uint256[] calldata tokenToEthSplits
|
||||
)
|
||||
external
|
||||
view
|
||||
returns (bytes memory hint);
|
||||
|
||||
function buildEthToTokenHint(
|
||||
address tokenDest,
|
||||
TradeType ethToTokenType,
|
||||
bytes32[] calldata ethToTokenReserveIds,
|
||||
uint256[] calldata ethToTokenSplits
|
||||
)
|
||||
external
|
||||
view
|
||||
returns (bytes memory hint);
|
||||
|
||||
function buildTokenToTokenHint(
|
||||
address tokenSrc,
|
||||
TradeType tokenToEthType,
|
||||
bytes32[] calldata tokenToEthReserveIds,
|
||||
uint256[] calldata tokenToEthSplits,
|
||||
address tokenDest,
|
||||
TradeType ethToTokenType,
|
||||
bytes32[] calldata ethToTokenReserveIds,
|
||||
uint256[] calldata ethToTokenSplits
|
||||
)
|
||||
external
|
||||
view
|
||||
returns (bytes memory hint);
|
||||
}
|
||||
@@ -0,0 +1,11 @@
|
||||
pragma solidity ^0.6;
|
||||
|
||||
interface IPlatypus {
|
||||
function quotePotentialSwap(
|
||||
address fromToken,
|
||||
address toToken,
|
||||
uint256 fromAmount
|
||||
) external view returns (uint256 potentialOutcome, uint256 haircut);
|
||||
|
||||
function assetOf(address token) external view returns (address);
|
||||
}
|
||||
@@ -1,39 +0,0 @@
|
||||
// SPDX-License-Identifier: Apache-2.0
|
||||
pragma solidity ^0.6;
|
||||
pragma experimental ABIEncoderV2;
|
||||
|
||||
|
||||
contract DummyLiquidityProvider
|
||||
{
|
||||
/// @dev Quotes the amount of `makerToken` that would be obtained by
|
||||
/// selling `sellAmount` of `takerToken`.
|
||||
/// @param sellAmount Amount of `takerToken` to sell.
|
||||
/// @return makerTokenAmount Amount of `makerToken` that would be obtained.
|
||||
function getSellQuote(
|
||||
address, /* takerToken */
|
||||
address, /* makerToken */
|
||||
uint256 sellAmount
|
||||
)
|
||||
external
|
||||
view
|
||||
returns (uint256 makerTokenAmount)
|
||||
{
|
||||
makerTokenAmount = sellAmount - 1;
|
||||
}
|
||||
|
||||
/// @dev Quotes the amount of `takerToken` that would need to be sold in
|
||||
/// order to obtain `buyAmount` of `makerToken`.
|
||||
/// @param buyAmount Amount of `makerToken` to buy.
|
||||
/// @return takerTokenAmount Amount of `takerToken` that would need to be sold.
|
||||
function getBuyQuote(
|
||||
address, /* takerToken */
|
||||
address, /* makerToken */
|
||||
uint256 buyAmount
|
||||
)
|
||||
external
|
||||
view
|
||||
returns (uint256 takerTokenAmount)
|
||||
{
|
||||
takerTokenAmount = buyAmount + 1;
|
||||
}
|
||||
}
|
||||
@@ -1,455 +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 "../src/ERC20BridgeSampler.sol";
|
||||
import "../src/interfaces/IKyberNetwork.sol";
|
||||
import "../src/interfaces/IUniswapV2Router01.sol";
|
||||
|
||||
|
||||
library LibDeterministicQuotes {
|
||||
|
||||
address private constant WETH_ADDRESS = 0xC02aaA39b223FE8D0A0e5C4F27eAD9083C756Cc2;
|
||||
uint256 private constant RATE_DENOMINATOR = 1 ether;
|
||||
uint256 private constant MIN_RATE = RATE_DENOMINATOR / 100;
|
||||
uint256 private constant MAX_RATE = 100 * RATE_DENOMINATOR;
|
||||
uint8 private constant MIN_DECIMALS = 4;
|
||||
uint8 private constant MAX_DECIMALS = 20;
|
||||
|
||||
function getDeterministicSellQuote(
|
||||
bytes32 salt,
|
||||
address sellToken,
|
||||
address buyToken,
|
||||
uint256 sellAmount
|
||||
)
|
||||
internal
|
||||
pure
|
||||
returns (uint256 buyAmount)
|
||||
{
|
||||
uint256 sellBase = uint256(10) ** getDeterministicTokenDecimals(sellToken);
|
||||
uint256 buyBase = uint256(10) ** getDeterministicTokenDecimals(buyToken);
|
||||
uint256 rate = getDeterministicRate(salt, sellToken, buyToken);
|
||||
return sellAmount * rate * buyBase / sellBase / RATE_DENOMINATOR;
|
||||
}
|
||||
|
||||
function getDeterministicBuyQuote(
|
||||
bytes32 salt,
|
||||
address sellToken,
|
||||
address buyToken,
|
||||
uint256 buyAmount
|
||||
)
|
||||
internal
|
||||
pure
|
||||
returns (uint256 sellAmount)
|
||||
{
|
||||
uint256 sellBase = uint256(10) ** getDeterministicTokenDecimals(sellToken);
|
||||
uint256 buyBase = uint256(10) ** getDeterministicTokenDecimals(buyToken);
|
||||
uint256 rate = getDeterministicRate(salt, sellToken, buyToken);
|
||||
return buyAmount * RATE_DENOMINATOR * sellBase / rate / buyBase;
|
||||
}
|
||||
|
||||
function getDeterministicTokenDecimals(address token)
|
||||
internal
|
||||
pure
|
||||
returns (uint8 decimals)
|
||||
{
|
||||
if (token == WETH_ADDRESS) {
|
||||
return 18;
|
||||
}
|
||||
bytes32 seed = keccak256(abi.encodePacked(token));
|
||||
return uint8(uint256(seed) % (MAX_DECIMALS - MIN_DECIMALS)) + MIN_DECIMALS;
|
||||
}
|
||||
|
||||
function getDeterministicRate(bytes32 salt, address sellToken, address buyToken)
|
||||
internal
|
||||
pure
|
||||
returns (uint256 rate)
|
||||
{
|
||||
bytes32 seed = keccak256(abi.encodePacked(salt, sellToken, buyToken));
|
||||
return uint256(seed) % (MAX_RATE - MIN_RATE) + MIN_RATE;
|
||||
}
|
||||
}
|
||||
|
||||
contract TestDeploymentConstants {
|
||||
|
||||
// solhint-disable separate-by-one-line-in-contract
|
||||
|
||||
// Mainnet addresses ///////////////////////////////////////////////////////
|
||||
/// @dev Mainnet address of the WETH contract.
|
||||
address constant private WETH_ADDRESS = 0xC02aaA39b223FE8D0A0e5C4F27eAD9083C756Cc2;
|
||||
|
||||
/// @dev Overridable way to get the WETH address.
|
||||
/// @return wethAddress The WETH address.
|
||||
function _getWethAddress()
|
||||
internal
|
||||
view
|
||||
returns (address wethAddress)
|
||||
{
|
||||
return WETH_ADDRESS;
|
||||
}
|
||||
|
||||
}
|
||||
|
||||
contract FailTrigger {
|
||||
|
||||
// Give this address a balance to force operations to fail.
|
||||
address payable constant public FAILURE_ADDRESS = 0xe9dB8717BC5DFB20aaf538b4a5a02B7791FF430C;
|
||||
|
||||
// Funds `FAILURE_ADDRESS`.
|
||||
function enableFailTrigger() external payable {
|
||||
FAILURE_ADDRESS.transfer(msg.value);
|
||||
}
|
||||
|
||||
function _revertIfShouldFail() internal view {
|
||||
if (FAILURE_ADDRESS.balance != 0) {
|
||||
revert("FAIL_TRIGGERED");
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
|
||||
contract TestERC20BridgeSamplerUniswapExchange is
|
||||
IUniswapExchangeQuotes,
|
||||
TestDeploymentConstants,
|
||||
FailTrigger
|
||||
{
|
||||
bytes32 constant private BASE_SALT = 0x1d6a6a0506b0b4a554b907a4c29d9f4674e461989d9c1921feb17b26716385ab;
|
||||
|
||||
address public tokenAddress;
|
||||
bytes32 public salt;
|
||||
|
||||
constructor(address _tokenAddress) public {
|
||||
tokenAddress = _tokenAddress;
|
||||
salt = keccak256(abi.encodePacked(BASE_SALT, _tokenAddress));
|
||||
}
|
||||
|
||||
// Deterministic `IUniswapExchangeQuotes.getEthToTokenInputPrice()`.
|
||||
function getEthToTokenInputPrice(
|
||||
uint256 ethSold
|
||||
)
|
||||
override
|
||||
external
|
||||
view
|
||||
returns (uint256 tokensBought)
|
||||
{
|
||||
_revertIfShouldFail();
|
||||
return LibDeterministicQuotes.getDeterministicSellQuote(
|
||||
salt,
|
||||
tokenAddress,
|
||||
_getWethAddress(),
|
||||
ethSold
|
||||
);
|
||||
}
|
||||
|
||||
// Deterministic `IUniswapExchangeQuotes.getEthToTokenOutputPrice()`.
|
||||
function getEthToTokenOutputPrice(
|
||||
uint256 tokensBought
|
||||
)
|
||||
override
|
||||
external
|
||||
view
|
||||
returns (uint256 ethSold)
|
||||
{
|
||||
_revertIfShouldFail();
|
||||
return LibDeterministicQuotes.getDeterministicBuyQuote(
|
||||
salt,
|
||||
_getWethAddress(),
|
||||
tokenAddress,
|
||||
tokensBought
|
||||
);
|
||||
}
|
||||
|
||||
// Deterministic `IUniswapExchangeQuotes.getTokenToEthInputPrice()`.
|
||||
function getTokenToEthInputPrice(
|
||||
uint256 tokensSold
|
||||
)
|
||||
override
|
||||
external
|
||||
view
|
||||
returns (uint256 ethBought)
|
||||
{
|
||||
_revertIfShouldFail();
|
||||
return LibDeterministicQuotes.getDeterministicSellQuote(
|
||||
salt,
|
||||
tokenAddress,
|
||||
_getWethAddress(),
|
||||
tokensSold
|
||||
);
|
||||
}
|
||||
|
||||
// Deterministic `IUniswapExchangeQuotes.getTokenToEthOutputPrice()`.
|
||||
function getTokenToEthOutputPrice(
|
||||
uint256 ethBought
|
||||
)
|
||||
override
|
||||
external
|
||||
view
|
||||
returns (uint256 tokensSold)
|
||||
{
|
||||
_revertIfShouldFail();
|
||||
return LibDeterministicQuotes.getDeterministicBuyQuote(
|
||||
salt,
|
||||
_getWethAddress(),
|
||||
tokenAddress,
|
||||
ethBought
|
||||
);
|
||||
}
|
||||
}
|
||||
|
||||
|
||||
contract TestERC20BridgeSamplerUniswapV2Router01 is
|
||||
IUniswapV2Router01,
|
||||
TestDeploymentConstants,
|
||||
FailTrigger
|
||||
{
|
||||
bytes32 constant private SALT = 0xadc7fcb33c735913b8635927e66896b356a53a912ab2ceff929e60a04b53b3c1;
|
||||
|
||||
// Deterministic `IUniswapV2Router01.getAmountsOut()`.
|
||||
function getAmountsOut(uint256 amountIn, address[] calldata path)
|
||||
override
|
||||
external
|
||||
view
|
||||
returns (uint256[] memory amounts)
|
||||
{
|
||||
require(path.length >= 2, "PATH_TOO_SHORT");
|
||||
_revertIfShouldFail();
|
||||
amounts = new uint256[](path.length);
|
||||
amounts[0] = amountIn;
|
||||
for (uint256 i = 0; i < path.length - 1; ++i) {
|
||||
amounts[i + 1] = LibDeterministicQuotes.getDeterministicSellQuote(
|
||||
SALT,
|
||||
path[i],
|
||||
path[i + 1],
|
||||
amounts[i]
|
||||
);
|
||||
}
|
||||
}
|
||||
|
||||
// Deterministic `IUniswapV2Router01.getAmountsInt()`.
|
||||
function getAmountsIn(uint256 amountOut, address[] calldata path)
|
||||
override
|
||||
external
|
||||
view
|
||||
returns (uint256[] memory amounts)
|
||||
{
|
||||
require(path.length >= 2, "PATH_TOO_SHORT");
|
||||
_revertIfShouldFail();
|
||||
amounts = new uint256[](path.length);
|
||||
amounts[path.length - 1] = amountOut;
|
||||
for (uint256 i = path.length - 1; i > 0; --i) {
|
||||
amounts[i - 1] = LibDeterministicQuotes.getDeterministicBuyQuote(
|
||||
SALT,
|
||||
path[i - 1],
|
||||
path[i],
|
||||
amounts[i]
|
||||
);
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
|
||||
// solhint-disable space-after-comma
|
||||
contract TestERC20BridgeSamplerKyberNetwork is
|
||||
TestDeploymentConstants,
|
||||
FailTrigger
|
||||
{
|
||||
bytes32 constant private SALT = 0x0ff3ca9d46195c39f9a12afb74207b4970349fb3cfb1e459bbf170298d326bc7;
|
||||
address constant public ETH_ADDRESS = 0xEeeeeEeeeEeEeeEeEeEeeEEEeeeeEeeeeeeeEEeE;
|
||||
|
||||
enum TradeType {BestOfAll, MaskIn, MaskOut, Split}
|
||||
enum ProcessWithRate {NotRequired, Required}
|
||||
|
||||
// IKyberHintHandler
|
||||
function buildTokenToEthHint(
|
||||
address tokenSrc,
|
||||
TradeType /* tokenToEthType */,
|
||||
bytes32[] calldata /* tokenToEthReserveIds */,
|
||||
uint256[] calldata /* tokenToEthSplits */
|
||||
) external view returns (bytes memory hint)
|
||||
{
|
||||
return abi.encode(tokenSrc);
|
||||
}
|
||||
|
||||
function buildEthToTokenHint(
|
||||
address tokenDest,
|
||||
TradeType /* ethToTokenType */,
|
||||
bytes32[] calldata /* ethToTokenReserveIds */,
|
||||
uint256[] calldata /* ethToTokenSplits */
|
||||
) external view returns (bytes memory hint)
|
||||
{
|
||||
return abi.encode(tokenDest);
|
||||
}
|
||||
|
||||
// IKyberHintHandler
|
||||
function buildTokenToTokenHint(
|
||||
address tokenSrc,
|
||||
TradeType /* tokenToEthType */,
|
||||
bytes32[] calldata /* tokenToEthReserveIds */,
|
||||
uint256[] calldata /* tokenToEthSplits */,
|
||||
address /* tokenDest */,
|
||||
TradeType /* EthToTokenType */,
|
||||
bytes32[] calldata /* EthToTokenReserveIds */,
|
||||
uint256[] calldata /* EthToTokenSplits */
|
||||
) external view returns (bytes memory hint)
|
||||
{
|
||||
return abi.encode(tokenSrc);
|
||||
}
|
||||
|
||||
// IKyberHintHandler
|
||||
function getTradingReserves(
|
||||
address tokenSrc,
|
||||
address tokenDest,
|
||||
bool isTokenToToken,
|
||||
bytes calldata hint
|
||||
)
|
||||
external
|
||||
view
|
||||
returns (
|
||||
bytes32[] memory reserveIds,
|
||||
uint256[] memory splitValuesBps,
|
||||
ProcessWithRate processWithRate
|
||||
)
|
||||
{
|
||||
reserveIds = new bytes32[](1);
|
||||
reserveIds[0] = bytes32(uint256(1));
|
||||
splitValuesBps = new uint256[](0);
|
||||
processWithRate = ProcessWithRate.NotRequired;
|
||||
}
|
||||
|
||||
// Deterministic `IKyberNetworkProxy.getExpectedRateAfterFee()`.
|
||||
function getExpectedRateAfterFee(
|
||||
address fromToken,
|
||||
address toToken,
|
||||
uint256 /* srcQty */,
|
||||
uint256 /* fee */,
|
||||
bytes calldata /* hint */
|
||||
)
|
||||
external
|
||||
view
|
||||
returns
|
||||
(uint256 expectedRate)
|
||||
{
|
||||
_revertIfShouldFail();
|
||||
fromToken = fromToken == ETH_ADDRESS ? _getWethAddress() : fromToken;
|
||||
toToken = toToken == ETH_ADDRESS ? _getWethAddress() : toToken;
|
||||
expectedRate = LibDeterministicQuotes.getDeterministicRate(
|
||||
SALT,
|
||||
fromToken,
|
||||
toToken
|
||||
);
|
||||
}
|
||||
|
||||
// Deterministic `IKyberNetworkProxy.getExpectedRate()`.
|
||||
function getExpectedRate(
|
||||
address fromToken,
|
||||
address toToken,
|
||||
uint256
|
||||
)
|
||||
external
|
||||
view
|
||||
returns (uint256 expectedRate, uint256)
|
||||
{
|
||||
_revertIfShouldFail();
|
||||
fromToken = fromToken == ETH_ADDRESS ? _getWethAddress() : fromToken;
|
||||
toToken = toToken == ETH_ADDRESS ? _getWethAddress() : toToken;
|
||||
expectedRate = LibDeterministicQuotes.getDeterministicRate(
|
||||
SALT,
|
||||
fromToken,
|
||||
toToken
|
||||
);
|
||||
}
|
||||
}
|
||||
|
||||
|
||||
contract TestERC20BridgeSamplerUniswapExchangeFactory is
|
||||
IUniswapExchangeFactory
|
||||
{
|
||||
mapping (address => IUniswapExchangeQuotes) private _exchangesByToken;
|
||||
|
||||
// Creates Uniswap exchange contracts for tokens.
|
||||
function createTokenExchanges(address[] calldata tokenAddresses)
|
||||
external
|
||||
{
|
||||
for (uint256 i = 0; i < tokenAddresses.length; i++) {
|
||||
address tokenAddress = tokenAddresses[i];
|
||||
_exchangesByToken[tokenAddress] =
|
||||
new TestERC20BridgeSamplerUniswapExchange(tokenAddress);
|
||||
}
|
||||
}
|
||||
|
||||
// `IUniswapExchangeFactory.getExchange()`.
|
||||
function getExchange(address tokenAddress)
|
||||
override
|
||||
external
|
||||
view
|
||||
returns (address)
|
||||
{
|
||||
return address(_exchangesByToken[tokenAddress]);
|
||||
}
|
||||
}
|
||||
|
||||
|
||||
contract TestERC20BridgeSampler is
|
||||
ERC20BridgeSampler,
|
||||
FailTrigger
|
||||
{
|
||||
TestERC20BridgeSamplerUniswapExchangeFactory public uniswap;
|
||||
TestERC20BridgeSamplerUniswapV2Router01 public uniswapV2Router;
|
||||
TestERC20BridgeSamplerKyberNetwork public kyber;
|
||||
|
||||
uint8 private constant MAX_ORDER_STATUS = uint8(IExchange.OrderStatus.CANCELLED) + 1;
|
||||
|
||||
constructor() public ERC20BridgeSampler() {
|
||||
uniswap = new TestERC20BridgeSamplerUniswapExchangeFactory();
|
||||
uniswapV2Router = new TestERC20BridgeSamplerUniswapV2Router01();
|
||||
kyber = new TestERC20BridgeSamplerKyberNetwork();
|
||||
}
|
||||
|
||||
// Creates Uniswap exchange contracts for tokens.
|
||||
function createTokenExchanges(address[] calldata tokenAddresses)
|
||||
external
|
||||
{
|
||||
uniswap.createTokenExchanges(tokenAddresses);
|
||||
}
|
||||
|
||||
// Overridden to return deterministic states.
|
||||
function getLimitOrderFillableTakerAmount(
|
||||
IExchange.LimitOrder memory order,
|
||||
IExchange.Signature memory,
|
||||
IExchange
|
||||
)
|
||||
override
|
||||
public
|
||||
view
|
||||
returns (uint256 fillableTakerAmount)
|
||||
{
|
||||
return uint256(keccak256(abi.encode(order.salt))) % order.takerAmount;
|
||||
}
|
||||
|
||||
// Overriden to return deterministic decimals.
|
||||
function _getTokenDecimals(address tokenAddress)
|
||||
override
|
||||
internal
|
||||
view
|
||||
returns (uint8 decimals)
|
||||
{
|
||||
return LibDeterministicQuotes.getDeterministicTokenDecimals(tokenAddress);
|
||||
}
|
||||
}
|
||||
@@ -1,6 +1,6 @@
|
||||
{
|
||||
"name": "@0x/asset-swapper",
|
||||
"version": "16.55.0",
|
||||
"version": "16.60.1",
|
||||
"engines": {
|
||||
"node": ">=6.12"
|
||||
},
|
||||
@@ -39,7 +39,7 @@
|
||||
"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|BalancerV2Sampler|BancorSampler|CompoundSampler|CurveSampler|DODOSampler|DODOV2Sampler|DummyLiquidityProvider|ERC20BridgeSampler|FakeTaker|IBalancer|IBancor|ICurve|IKyberNetwork|IMStable|IMooniswap|IMultiBridge|IShell|ISmoothy|IUniswapExchangeQuotes|IUniswapV2Router01|KyberDmmSampler|KyberSampler|LidoSampler|LiquidityProviderSampler|MStableSampler|MakerPSMSampler|MooniswapSampler|MultiBridgeSampler|NativeOrderSampler|SamplerUtils|ShellSampler|SmoothySampler|TestERC20BridgeSampler|TestNativeOrderSampler|TwoHopSampler|UniswapSampler|UniswapV2Sampler|UniswapV3Sampler|UtilitySampler).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": []
|
||||
}
|
||||
@@ -60,20 +60,21 @@
|
||||
"dependencies": {
|
||||
"@0x/assert": "^3.0.34",
|
||||
"@0x/base-contract": "^6.5.0",
|
||||
"@0x/contract-addresses": "^6.12.1",
|
||||
"@0x/contract-wrappers": "^13.20.0",
|
||||
"@0x/contracts-erc20": "^3.3.28",
|
||||
"@0x/contracts-zero-ex": "^0.31.2",
|
||||
"@0x/contract-addresses": "^6.16.0",
|
||||
"@0x/contract-wrappers": "^13.20.4",
|
||||
"@0x/contracts-erc20": "^3.3.32",
|
||||
"@0x/contracts-test-utils": "^5.4.23",
|
||||
"@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": "^1.11.2",
|
||||
"@0x/protocol-utils": "^11.13.0",
|
||||
"@0x/quote-server": "^6.0.6",
|
||||
"@0x/types": "^3.3.6",
|
||||
"@0x/typescript-typings": "^5.3.1",
|
||||
"@0x/utils": "^6.5.3",
|
||||
"@0x/web3-wrapper": "^7.6.5",
|
||||
"@balancer-labs/sor": "0.3.2",
|
||||
"@balancer-labs/sdk": "0.1.6",
|
||||
"@bancor/sdk": "0.2.9",
|
||||
"@ethersproject/abi": "^5.0.1",
|
||||
"@ethersproject/address": "^5.0.1",
|
||||
@@ -82,6 +83,7 @@
|
||||
"@ethersproject/strings": "^5.0.10",
|
||||
"axios": "^0.21.1",
|
||||
"axios-mock-adapter": "^1.19.0",
|
||||
"balancer-labs-sor-v1": "npm:@balancer-labs/sor@0.3.2",
|
||||
"cream-sor": "^0.3.3",
|
||||
"decimal.js": "^10.2.0",
|
||||
"ethereum-types": "^3.7.0",
|
||||
@@ -98,10 +100,10 @@
|
||||
"@0x/contracts-exchange": "^3.2.38",
|
||||
"@0x/contracts-exchange-libs": "^4.3.37",
|
||||
"@0x/contracts-gen": "^2.0.46",
|
||||
"@0x/contracts-test-utils": "^5.4.19",
|
||||
"@0x/contracts-utils": "^4.8.9",
|
||||
"@0x/contracts-test-utils": "^5.4.21",
|
||||
"@0x/contracts-utils": "^4.8.11",
|
||||
"@0x/mesh-rpc-client": "^9.4.2",
|
||||
"@0x/migrations": "^8.1.17",
|
||||
"@0x/migrations": "^8.1.19",
|
||||
"@0x/sol-compiler": "^4.8.1",
|
||||
"@0x/subproviders": "^6.6.5",
|
||||
"@0x/ts-doc-gen": "^0.0.28",
|
||||
|
||||
@@ -116,6 +116,15 @@ export {
|
||||
SamplerMetrics,
|
||||
} from './types';
|
||||
export { affiliateFeeUtils } from './utils/affiliate_fee_utils';
|
||||
export {
|
||||
IRfqClient,
|
||||
RfqClientV1Price,
|
||||
RfqClientV1PriceRequest,
|
||||
RfqClientV1PriceResponse,
|
||||
RfqClientV1Quote,
|
||||
RfqClientV1QuoteRequest,
|
||||
RfqClientV1QuoteResponse,
|
||||
} from './utils/irfq_client';
|
||||
export {
|
||||
DEFAULT_TOKEN_ADJACENCY_GRAPH_BY_CHAIN_ID,
|
||||
DEFAULT_GAS_SCHEDULE,
|
||||
@@ -144,7 +153,6 @@ export {
|
||||
Fill,
|
||||
FillData,
|
||||
GetMarketOrdersRfqOpts,
|
||||
KyberFillData,
|
||||
LiquidityProviderFillData,
|
||||
LiquidityProviderRegistry,
|
||||
MarketDepth,
|
||||
|
||||
@@ -42,6 +42,7 @@ import {
|
||||
FinalUniswapV3FillData,
|
||||
LiquidityProviderFillData,
|
||||
MooniswapFillData,
|
||||
NativeOtcOrderFillData,
|
||||
NativeRfqOrderFillData,
|
||||
OptimizedMarketBridgeOrder,
|
||||
OptimizedMarketOrder,
|
||||
@@ -280,7 +281,7 @@ export class ExchangeProxySwapQuoteConsumer implements SwapQuoteConsumerBase {
|
||||
|
||||
if (
|
||||
this.chainId === ChainId.Mainnet &&
|
||||
isDirectSwapCompatible(quote, optsWithDefaults, [ERC20BridgeSource.Curve, ERC20BridgeSource.Swerve]) &&
|
||||
isDirectSwapCompatible(quote, optsWithDefaults, [ERC20BridgeSource.Curve]) &&
|
||||
// Curve VIP cannot currently support WETH buy/sell as the functionality needs to WITHDRAW or DEPOSIT
|
||||
// into WETH prior/post the trade.
|
||||
// ETH buy/sell is supported
|
||||
@@ -377,7 +378,66 @@ export class ExchangeProxySwapQuoteConsumer implements SwapQuoteConsumerBase {
|
||||
gasOverhead: ZERO_AMOUNT,
|
||||
};
|
||||
}
|
||||
if (
|
||||
// select for all chains OtcOrders exists on
|
||||
[ChainId.Mainnet].includes(this.chainId) &&
|
||||
quote.orders.length == 1 &&
|
||||
quote.orders.every(o => o.type === FillQuoteTransformerOrderType.Otc) &&
|
||||
!requiresTransformERC20(optsWithDefaults)
|
||||
) {
|
||||
|
||||
const otcOrdersData = quote.orders.map(o => o.fillData as NativeOtcOrderFillData);
|
||||
const fillAmountPerOrder = (() => {
|
||||
// Don't think order taker amounts are clipped to actual sell amount
|
||||
// (the last one might be too large) so figure them out manually.
|
||||
let remaining = sellAmount;
|
||||
const fillAmounts = [];
|
||||
for (const o of quote.orders) {
|
||||
const fillAmount = BigNumber.min(o.takerAmount, remaining);
|
||||
fillAmounts.push(fillAmount);
|
||||
remaining = remaining.minus(fillAmount);
|
||||
}
|
||||
return fillAmounts;
|
||||
})();
|
||||
|
||||
// grab the amount to fill on each OtcOrder (if more than 1)
|
||||
let calldata;
|
||||
|
||||
if(isFromETH){
|
||||
calldata = this._exchangeProxy.fillOtcOrderWithEth(
|
||||
otcOrdersData[0].order, otcOrdersData[0].signature
|
||||
).getABIEncodedTransactionData();
|
||||
}
|
||||
if(isToETH){
|
||||
calldata = this._exchangeProxy.fillOtcOrderForEth(
|
||||
otcOrdersData[0].order, otcOrdersData[0].signature, fillAmountPerOrder[0]
|
||||
).getABIEncodedTransactionData();
|
||||
}
|
||||
else{
|
||||
calldata = this._exchangeProxy.fillOtcOrder(
|
||||
otcOrdersData[0].order, otcOrdersData[0].signature, fillAmountPerOrder[0]
|
||||
).getABIEncodedTransactionData();
|
||||
}
|
||||
|
||||
if (
|
||||
this.chainId === ChainId.Mainnet &&
|
||||
isMultiplexBatchFillCompatible(quote, optsWithDefaults)) {
|
||||
// return {
|
||||
// calldataHexString: this._encodeMultiplexBatchFillCalldata(
|
||||
// ...
|
||||
// };
|
||||
}
|
||||
|
||||
// if isToETH
|
||||
// encode for fillOtcOrderForEth
|
||||
// if isFromETH
|
||||
// encode for fillOtcOrderWithEth
|
||||
// else
|
||||
// fillOtcOrder
|
||||
// contracts/zero-ex/contracts/src/features/OtcOrdersFeature.sol
|
||||
|
||||
// if more than 1 OTCOrder, bail and use the BatchMultiPlex encode below
|
||||
}
|
||||
if (this.chainId === ChainId.Mainnet && isMultiplexBatchFillCompatible(quote, optsWithDefaults)) {
|
||||
return {
|
||||
calldataHexString: this._encodeMultiplexBatchFillCalldata(
|
||||
|
||||
@@ -25,6 +25,7 @@ import {
|
||||
SwapQuoterRfqOpts,
|
||||
} from './types';
|
||||
import { assert } from './utils/assert';
|
||||
import { IRfqClient } from './utils/irfq_client';
|
||||
import { MarketOperationUtils } from './utils/market_operation_utils';
|
||||
import { BancorService } from './utils/market_operation_utils/bancor_service';
|
||||
import { SAMPLER_ADDRESS, SOURCE_FLAGS, ZERO_AMOUNT } from './utils/market_operation_utils/constants';
|
||||
@@ -327,6 +328,7 @@ export class SwapQuoter {
|
||||
assetFillAmount: BigNumber,
|
||||
marketOperation: MarketOperation,
|
||||
options: Partial<SwapQuoteRequestOpts>,
|
||||
rfqClient?: IRfqClient | undefined,
|
||||
): Promise<SwapQuote> {
|
||||
assert.isETHAddressHex('makerToken', makerToken);
|
||||
assert.isETHAddressHex('takerToken', takerToken);
|
||||
@@ -381,6 +383,7 @@ export class SwapQuoter {
|
||||
this.expiryBufferMs,
|
||||
rfqtOptions?.metricsProxy,
|
||||
);
|
||||
calcOpts.rfqt.rfqClient = rfqClient;
|
||||
}
|
||||
|
||||
const result: OptimizerResultWithReport = await this._marketOperationUtils.getOptimizerResultAsync(
|
||||
|
||||
@@ -5,6 +5,7 @@ import {
|
||||
LimitOrderFields,
|
||||
RfqOrder,
|
||||
RfqOrderFields,
|
||||
OtcOrderFields,
|
||||
Signature,
|
||||
} from '@0x/protocol-utils';
|
||||
import { TakerRequestQueryParamsUnnested, V4SignedRfqOrder } from '@0x/quote-server';
|
||||
@@ -34,11 +35,11 @@ export interface OrderPrunerOpts {
|
||||
|
||||
export interface SignedOrder<T> {
|
||||
order: T;
|
||||
type: FillQuoteTransformerOrderType.Limit | FillQuoteTransformerOrderType.Rfq;
|
||||
type: FillQuoteTransformerOrderType.Limit | FillQuoteTransformerOrderType.Rfq | FillQuoteTransformerOrderType.Otc;
|
||||
signature: Signature;
|
||||
}
|
||||
|
||||
export type SignedNativeOrder = SignedOrder<LimitOrderFields> | SignedOrder<RfqOrderFields>;
|
||||
export type SignedNativeOrder = SignedOrder<LimitOrderFields> | SignedOrder<RfqOrderFields> | SignedOrder<OtcOrderFields>;
|
||||
export type NativeOrderWithFillableAmounts = SignedNativeOrder & NativeOrderFillableAmountFields;
|
||||
|
||||
/**
|
||||
|
||||
@@ -17,7 +17,10 @@ import {
|
||||
|
||||
const SUCCESS_CODE = 201;
|
||||
|
||||
function getAltMarketInfo(
|
||||
/**
|
||||
* Returns the AltOffering if it exists for a given pair
|
||||
*/
|
||||
export function getAltMarketInfo(
|
||||
offerings: AltOffering[],
|
||||
buyTokenAddress: string,
|
||||
sellTokenAddress: string,
|
||||
|
||||
111
packages/asset-swapper/src/utils/irfq_client.ts
Normal file
111
packages/asset-swapper/src/utils/irfq_client.ts
Normal file
@@ -0,0 +1,111 @@
|
||||
import { OtcOrder, RfqOrder, Signature } from '@0x/protocol-utils';
|
||||
import { BigNumber } from '@0x/utils';
|
||||
|
||||
import { AltRfqMakerAssetOfferings } from '../types';
|
||||
|
||||
export interface RfqClientV1PriceRequest {
|
||||
altRfqAssetOfferings: AltRfqMakerAssetOfferings | undefined;
|
||||
assetFillAmount: BigNumber;
|
||||
chainId: number;
|
||||
comparisonPrice: BigNumber | undefined;
|
||||
integratorId: string;
|
||||
intentOnFilling: boolean;
|
||||
makerToken: string;
|
||||
marketOperation: 'Sell' | 'Buy';
|
||||
takerAddress: string;
|
||||
takerToken: string;
|
||||
txOrigin: string;
|
||||
}
|
||||
|
||||
export interface RfqClientV1QuoteRequest extends RfqClientV1PriceRequest {}
|
||||
|
||||
export interface RfqClientV1Price {
|
||||
expiry: BigNumber;
|
||||
kind: 'rfq' | 'otc';
|
||||
makerAmount: BigNumber;
|
||||
makerToken: string;
|
||||
makerUri: string;
|
||||
takerAmount: BigNumber;
|
||||
takerToken: string;
|
||||
}
|
||||
|
||||
export interface RfqClientV1PriceResponse {
|
||||
prices: RfqClientV1Price[];
|
||||
}
|
||||
|
||||
export interface RfqClientV1Quote {
|
||||
makerUri: string;
|
||||
order: RfqOrder;
|
||||
signature: Signature;
|
||||
}
|
||||
|
||||
export interface RfqClientV1QuoteResponse {
|
||||
quotes: RfqClientV1Quote[];
|
||||
}
|
||||
|
||||
export interface RfqClientV2PriceRequest {
|
||||
assetFillAmount: BigNumber;
|
||||
chainId: number;
|
||||
comparisonPrice: BigNumber | undefined;
|
||||
integratorId: string;
|
||||
intentOnFilling: boolean;
|
||||
makerToken: string;
|
||||
marketOperation: 'Sell' | 'Buy';
|
||||
takerAddress: string;
|
||||
takerToken: string;
|
||||
txOrigin: string;
|
||||
}
|
||||
|
||||
export interface RfqClientV2QuoteRequest extends RfqClientV2PriceRequest {}
|
||||
|
||||
export interface RfqClientV2Price {
|
||||
expiry: BigNumber;
|
||||
maker: string;
|
||||
makerAmount: BigNumber;
|
||||
makerToken: string;
|
||||
makerUri: string;
|
||||
takerAmount: BigNumber;
|
||||
takerToken: string;
|
||||
}
|
||||
|
||||
export interface RfqClientV2PriceResponse {
|
||||
prices: RfqClientV2Price[];
|
||||
}
|
||||
|
||||
export interface RfqClientV2Quote {
|
||||
makerUri: string;
|
||||
order: OtcOrder;
|
||||
signature: Signature;
|
||||
fillableMakerAmount: BigNumber;
|
||||
fillableTakerAmount: BigNumber;
|
||||
fillableTakerFeeAmount: BigNumber;
|
||||
}
|
||||
|
||||
export interface RfqClientV2QuoteResponse {
|
||||
quotes: RfqClientV2Quote[];
|
||||
}
|
||||
|
||||
/**
|
||||
* IRfqClient is an interface that defines how to connect with an Rfq system.
|
||||
*/
|
||||
export interface IRfqClient {
|
||||
/**
|
||||
* Fetches a list of "indicative quotes" or prices from a remote Rfq server
|
||||
*/
|
||||
getV1PricesAsync(request: RfqClientV1PriceRequest): Promise<RfqClientV1PriceResponse>;
|
||||
|
||||
/**
|
||||
* Fetches a list of "firm quotes" or signed quotes from a remote Rfq server.
|
||||
*/
|
||||
getV1QuotesAsync(request: RfqClientV1QuoteRequest): Promise<RfqClientV1QuoteResponse>;
|
||||
|
||||
/**
|
||||
* Fetches a list of "v2 indicative quotes" or prices from a remote Rfq server
|
||||
*/
|
||||
getV2PricesAsync(request: RfqClientV2PriceRequest): Promise<RfqClientV2PriceResponse>;
|
||||
|
||||
/**
|
||||
* Fetches a list of "v2 firm quotes" or signed quotes from a remote Rfq server.
|
||||
*/
|
||||
getV2QuotesAsync(request: RfqClientV2QuoteRequest): Promise<RfqClientV2QuoteResponse>;
|
||||
}
|
||||
@@ -1,11 +1,12 @@
|
||||
import { ChainId } from '@0x/contract-addresses';
|
||||
import { BigNumber, NULL_BYTES } from '@0x/utils';
|
||||
import { BigNumber } from '@0x/utils';
|
||||
|
||||
import {
|
||||
ACRYPTOS_BSC_INFOS,
|
||||
APESWAP_ROUTER_BY_CHAIN_ID,
|
||||
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,
|
||||
@@ -27,10 +28,7 @@ import {
|
||||
IRONSWAP_POLYGON_INFOS,
|
||||
JETSWAP_ROUTER_BY_CHAIN_ID,
|
||||
JULSWAP_ROUTER_BY_CHAIN_ID,
|
||||
KYBER_BANNED_RESERVES,
|
||||
KYBER_BRIDGED_LIQUIDITY_PREFIX,
|
||||
MAX_DODOV2_POOLS_QUERIED,
|
||||
MAX_KYBER_RESERVES_QUERIED,
|
||||
MOBIUSMONEY_CELO_INFOS,
|
||||
MORPHEUSSWAP_ROUTER_BY_CHAIN_ID,
|
||||
MSTABLE_POOLS_BY_CHAIN_ID,
|
||||
@@ -39,6 +37,7 @@ import {
|
||||
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,
|
||||
@@ -46,11 +45,9 @@ import {
|
||||
SHIBASWAP_ROUTER_BY_CHAIN_ID,
|
||||
SMOOTHY_BSC_INFOS,
|
||||
SMOOTHY_MAINNET_INFOS,
|
||||
SNOWSWAP_MAINNET_INFOS,
|
||||
SPIRITSWAP_ROUTER_BY_CHAIN_ID,
|
||||
SPOOKYSWAP_ROUTER_BY_CHAIN_ID,
|
||||
SUSHISWAP_ROUTER_BY_CHAIN_ID,
|
||||
SWERVE_MAINNET_INFOS,
|
||||
SYNAPSE_AVALANCHE_INFOS,
|
||||
SYNAPSE_BSC_INFOS,
|
||||
SYNAPSE_FANTOM_INFOS,
|
||||
@@ -62,35 +59,15 @@ import {
|
||||
UNISWAPV2_ROUTER_BY_CHAIN_ID,
|
||||
WAULTSWAP_ROUTER_BY_CHAIN_ID,
|
||||
XSIGMA_MAINNET_INFOS,
|
||||
YOSHI_ROUTER_BY_CHAIN_ID,
|
||||
} from './constants';
|
||||
import { CurveInfo, ERC20BridgeSource } from './types';
|
||||
|
||||
/**
|
||||
* Filter Kyber reserves which should not be used (0xbb bridged reserves)
|
||||
* @param reserveId Kyber reserveId
|
||||
*/
|
||||
export function isAllowedKyberReserveId(reserveId: string): boolean {
|
||||
return (
|
||||
reserveId !== NULL_BYTES &&
|
||||
!reserveId.startsWith(KYBER_BRIDGED_LIQUIDITY_PREFIX) &&
|
||||
!KYBER_BANNED_RESERVES.includes(reserveId)
|
||||
);
|
||||
}
|
||||
import { CurveInfo, ERC20BridgeSource, PlatypusInfo } from './types';
|
||||
|
||||
// tslint:disable-next-line: completed-docs ban-types
|
||||
export function isValidAddress(address: string | String): address is string {
|
||||
return (typeof address === 'string' || address instanceof String) && address.toString() !== NULL_ADDRESS;
|
||||
}
|
||||
|
||||
/**
|
||||
* Returns the offsets to be used to discover Kyber reserves
|
||||
*/
|
||||
export function getKyberOffsets(): BigNumber[] {
|
||||
return Array(MAX_KYBER_RESERVES_QUERIED)
|
||||
.fill(0)
|
||||
.map((_v, i) => new BigNumber(i));
|
||||
}
|
||||
|
||||
// tslint:disable completed-docs
|
||||
export function getDodoV2Offsets(): BigNumber[] {
|
||||
return Array(MAX_DODOV2_POOLS_QUERIED)
|
||||
@@ -225,32 +202,6 @@ export function getCurveV2InfosForPair(chainId: ChainId, takerToken: string, mak
|
||||
}
|
||||
}
|
||||
|
||||
export function getSwerveInfosForPair(chainId: ChainId, takerToken: string, makerToken: string): CurveInfo[] {
|
||||
if (chainId !== ChainId.Mainnet) {
|
||||
return [];
|
||||
}
|
||||
return Object.values(SWERVE_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),
|
||||
),
|
||||
);
|
||||
}
|
||||
|
||||
export function getSnowSwapInfosForPair(chainId: ChainId, takerToken: string, makerToken: string): CurveInfo[] {
|
||||
if (chainId !== ChainId.Mainnet) {
|
||||
return [];
|
||||
}
|
||||
return Object.values(SNOWSWAP_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),
|
||||
),
|
||||
);
|
||||
}
|
||||
|
||||
export function getNerveInfosForPair(chainId: ChainId, takerToken: string, makerToken: string): CurveInfo[] {
|
||||
if (chainId !== ChainId.BSC) {
|
||||
return [];
|
||||
@@ -463,6 +414,15 @@ export function getMobiusMoneyInfoForPair(chainId: ChainId, takerToken: string,
|
||||
);
|
||||
}
|
||||
|
||||
export function getPlatypusInfoForPair(chainId: ChainId, takerToken: string, makerToken: string): PlatypusInfo[] {
|
||||
if (chainId !== ChainId.Avalanche) {
|
||||
return [];
|
||||
}
|
||||
return Object.values(PLATYPUS_AVALANCHE_INFOS).filter(c =>
|
||||
[makerToken, takerToken].every(t => c.tokens.includes(t)),
|
||||
);
|
||||
}
|
||||
|
||||
export function getShellLikeInfosForPair(
|
||||
chainId: ChainId,
|
||||
takerToken: string,
|
||||
@@ -493,8 +453,6 @@ export function getCurveLikeInfosForPair(
|
||||
source:
|
||||
| ERC20BridgeSource.Curve
|
||||
| ERC20BridgeSource.CurveV2
|
||||
| ERC20BridgeSource.Swerve
|
||||
| ERC20BridgeSource.SnowSwap
|
||||
| ERC20BridgeSource.Nerve
|
||||
| ERC20BridgeSource.Synapse
|
||||
| ERC20BridgeSource.Belt
|
||||
@@ -515,12 +473,6 @@ export function getCurveLikeInfosForPair(
|
||||
case ERC20BridgeSource.CurveV2:
|
||||
pools = getCurveV2InfosForPair(chainId, takerToken, makerToken);
|
||||
break;
|
||||
case ERC20BridgeSource.Swerve:
|
||||
pools = getSwerveInfosForPair(chainId, takerToken, makerToken);
|
||||
break;
|
||||
case ERC20BridgeSource.SnowSwap:
|
||||
pools = getSnowSwapInfosForPair(chainId, takerToken, makerToken);
|
||||
break;
|
||||
case ERC20BridgeSource.Nerve:
|
||||
pools = getNerveInfosForPair(chainId, takerToken, makerToken);
|
||||
break;
|
||||
@@ -589,7 +541,9 @@ export function uniswapV2LikeRouterAddress(
|
||||
| ERC20BridgeSource.UbeSwap
|
||||
| ERC20BridgeSource.MorpheusSwap
|
||||
| ERC20BridgeSource.SpookySwap
|
||||
| ERC20BridgeSource.SpiritSwap,
|
||||
| ERC20BridgeSource.SpiritSwap
|
||||
| ERC20BridgeSource.BiSwap
|
||||
| ERC20BridgeSource.Yoshi,
|
||||
): string {
|
||||
switch (source) {
|
||||
case ERC20BridgeSource.UniswapV2:
|
||||
@@ -638,6 +592,10 @@ export function uniswapV2LikeRouterAddress(
|
||||
return SPOOKYSWAP_ROUTER_BY_CHAIN_ID[chainId];
|
||||
case ERC20BridgeSource.SpiritSwap:
|
||||
return SPIRITSWAP_ROUTER_BY_CHAIN_ID[chainId];
|
||||
case ERC20BridgeSource.BiSwap:
|
||||
return BISWAP_ROUTER_BY_CHAIN_ID[chainId];
|
||||
case ERC20BridgeSource.Yoshi:
|
||||
return YOSHI_ROUTER_BY_CHAIN_ID[chainId];
|
||||
default:
|
||||
throw new Error(`Unknown UniswapV2 like source ${source}`);
|
||||
}
|
||||
|
||||
@@ -8,6 +8,7 @@ import { TokenAdjacencyGraphBuilder } from '../token_adjacency_graph_builder';
|
||||
import { SourceFilters } from './source_filters';
|
||||
import {
|
||||
AaveV2FillData,
|
||||
BalancerV2BatchSwapFillData,
|
||||
BancorFillData,
|
||||
CompoundFillData,
|
||||
CurveFillData,
|
||||
@@ -21,12 +22,12 @@ import {
|
||||
GeistFillData,
|
||||
GetMarketOrdersOpts,
|
||||
isFinalUniswapV3FillData,
|
||||
KyberSamplerOpts,
|
||||
LidoInfo,
|
||||
LiquidityProviderFillData,
|
||||
LiquidityProviderRegistry,
|
||||
MakerPsmFillData,
|
||||
MultiHopFillData,
|
||||
PlatypusInfo,
|
||||
PsmInfo,
|
||||
TokenAdjacencyGraph,
|
||||
UniswapV2FillData,
|
||||
@@ -78,16 +79,12 @@ export const SELL_SOURCE_FILTER_BY_CHAIN_ID = valueByChainId<SourceFilters>(
|
||||
ERC20BridgeSource.Native,
|
||||
ERC20BridgeSource.Uniswap,
|
||||
ERC20BridgeSource.UniswapV2,
|
||||
ERC20BridgeSource.Eth2Dai,
|
||||
ERC20BridgeSource.Kyber,
|
||||
ERC20BridgeSource.Curve,
|
||||
ERC20BridgeSource.Balancer,
|
||||
ERC20BridgeSource.BalancerV2,
|
||||
ERC20BridgeSource.Bancor,
|
||||
ERC20BridgeSource.MStable,
|
||||
ERC20BridgeSource.Mooniswap,
|
||||
ERC20BridgeSource.Swerve,
|
||||
ERC20BridgeSource.SnowSwap,
|
||||
ERC20BridgeSource.SushiSwap,
|
||||
ERC20BridgeSource.Shell,
|
||||
ERC20BridgeSource.MultiHop,
|
||||
@@ -96,7 +93,6 @@ export const SELL_SOURCE_FILTER_BY_CHAIN_ID = valueByChainId<SourceFilters>(
|
||||
ERC20BridgeSource.Cream,
|
||||
ERC20BridgeSource.LiquidityProvider,
|
||||
ERC20BridgeSource.CryptoCom,
|
||||
ERC20BridgeSource.Linkswap,
|
||||
ERC20BridgeSource.Lido,
|
||||
ERC20BridgeSource.MakerPsm,
|
||||
ERC20BridgeSource.KyberDmm,
|
||||
@@ -113,7 +109,6 @@ export const SELL_SOURCE_FILTER_BY_CHAIN_ID = valueByChainId<SourceFilters>(
|
||||
// ERC20BridgeSource.Compound,
|
||||
]),
|
||||
[ChainId.Ropsten]: new SourceFilters([
|
||||
ERC20BridgeSource.Kyber,
|
||||
ERC20BridgeSource.Native,
|
||||
ERC20BridgeSource.SushiSwap,
|
||||
ERC20BridgeSource.Uniswap,
|
||||
@@ -149,6 +144,7 @@ export const SELL_SOURCE_FILTER_BY_CHAIN_ID = valueByChainId<SourceFilters>(
|
||||
ERC20BridgeSource.JetSwap,
|
||||
ERC20BridgeSource.ACryptos,
|
||||
ERC20BridgeSource.KyberDmm,
|
||||
ERC20BridgeSource.BiSwap,
|
||||
]),
|
||||
[ChainId.Polygon]: new SourceFilters([
|
||||
ERC20BridgeSource.SushiSwap,
|
||||
@@ -184,6 +180,8 @@ export const SELL_SOURCE_FILTER_BY_CHAIN_ID = valueByChainId<SourceFilters>(
|
||||
ERC20BridgeSource.KyberDmm,
|
||||
ERC20BridgeSource.AaveV2,
|
||||
ERC20BridgeSource.Synapse,
|
||||
ERC20BridgeSource.GMX,
|
||||
ERC20BridgeSource.Platypus,
|
||||
]),
|
||||
[ChainId.Fantom]: new SourceFilters([
|
||||
ERC20BridgeSource.MultiHop,
|
||||
@@ -197,6 +195,7 @@ export const SELL_SOURCE_FILTER_BY_CHAIN_ID = valueByChainId<SourceFilters>(
|
||||
ERC20BridgeSource.SpookySwap,
|
||||
ERC20BridgeSource.SushiSwap,
|
||||
ERC20BridgeSource.Synapse,
|
||||
ERC20BridgeSource.Yoshi,
|
||||
]),
|
||||
[ChainId.Celo]: new SourceFilters([
|
||||
ERC20BridgeSource.UbeSwap,
|
||||
@@ -224,8 +223,6 @@ export const BUY_SOURCE_FILTER_BY_CHAIN_ID = valueByChainId<SourceFilters>(
|
||||
ERC20BridgeSource.Native,
|
||||
ERC20BridgeSource.Uniswap,
|
||||
ERC20BridgeSource.UniswapV2,
|
||||
ERC20BridgeSource.Eth2Dai,
|
||||
ERC20BridgeSource.Kyber,
|
||||
ERC20BridgeSource.Curve,
|
||||
ERC20BridgeSource.Balancer,
|
||||
ERC20BridgeSource.BalancerV2,
|
||||
@@ -233,8 +230,6 @@ export const BUY_SOURCE_FILTER_BY_CHAIN_ID = valueByChainId<SourceFilters>(
|
||||
ERC20BridgeSource.MStable,
|
||||
ERC20BridgeSource.Mooniswap,
|
||||
ERC20BridgeSource.Shell,
|
||||
ERC20BridgeSource.Swerve,
|
||||
ERC20BridgeSource.SnowSwap,
|
||||
ERC20BridgeSource.SushiSwap,
|
||||
ERC20BridgeSource.MultiHop,
|
||||
ERC20BridgeSource.Dodo,
|
||||
@@ -243,7 +238,6 @@ export const BUY_SOURCE_FILTER_BY_CHAIN_ID = valueByChainId<SourceFilters>(
|
||||
ERC20BridgeSource.Lido,
|
||||
ERC20BridgeSource.LiquidityProvider,
|
||||
ERC20BridgeSource.CryptoCom,
|
||||
ERC20BridgeSource.Linkswap,
|
||||
ERC20BridgeSource.MakerPsm,
|
||||
ERC20BridgeSource.KyberDmm,
|
||||
ERC20BridgeSource.Smoothy,
|
||||
@@ -259,7 +253,6 @@ export const BUY_SOURCE_FILTER_BY_CHAIN_ID = valueByChainId<SourceFilters>(
|
||||
// ERC20BridgeSource.Compound,
|
||||
]),
|
||||
[ChainId.Ropsten]: new SourceFilters([
|
||||
ERC20BridgeSource.Kyber,
|
||||
ERC20BridgeSource.Native,
|
||||
ERC20BridgeSource.SushiSwap,
|
||||
ERC20BridgeSource.Uniswap,
|
||||
@@ -296,6 +289,7 @@ export const BUY_SOURCE_FILTER_BY_CHAIN_ID = valueByChainId<SourceFilters>(
|
||||
ERC20BridgeSource.ACryptos,
|
||||
ERC20BridgeSource.KyberDmm,
|
||||
ERC20BridgeSource.Synapse,
|
||||
ERC20BridgeSource.BiSwap,
|
||||
]),
|
||||
[ChainId.Polygon]: new SourceFilters([
|
||||
ERC20BridgeSource.SushiSwap,
|
||||
@@ -331,6 +325,8 @@ export const BUY_SOURCE_FILTER_BY_CHAIN_ID = valueByChainId<SourceFilters>(
|
||||
ERC20BridgeSource.KyberDmm,
|
||||
ERC20BridgeSource.AaveV2,
|
||||
ERC20BridgeSource.Synapse,
|
||||
ERC20BridgeSource.GMX,
|
||||
ERC20BridgeSource.Platypus,
|
||||
]),
|
||||
[ChainId.Fantom]: new SourceFilters([
|
||||
ERC20BridgeSource.MultiHop,
|
||||
@@ -344,6 +340,7 @@ export const BUY_SOURCE_FILTER_BY_CHAIN_ID = valueByChainId<SourceFilters>(
|
||||
ERC20BridgeSource.SpookySwap,
|
||||
ERC20BridgeSource.SushiSwap,
|
||||
ERC20BridgeSource.Synapse,
|
||||
ERC20BridgeSource.Yoshi,
|
||||
]),
|
||||
[ChainId.Celo]: new SourceFilters([
|
||||
ERC20BridgeSource.UbeSwap,
|
||||
@@ -436,6 +433,7 @@ export const MAINNET_TOKENS = {
|
||||
RenBTC: '0xeb4c2781e4eba804ce9a9803c67d0893436bb27d',
|
||||
sBTC: '0xfe18be6b3bd88a2d2a7f928d00292e7a9963cfc6',
|
||||
tBTC: '0x8daebade922df735c38c80c7ebd708af50815faa',
|
||||
tBTCv2: '0x18084fbA666a33d37592fA2633fD49a74DD93a88',
|
||||
hBTC: '0x0316eb71485b0ab14103307bf65a021042c6d380',
|
||||
pBTC: '0x5228a22e72ccc52d415ecfd199f99d0665e7733b',
|
||||
bBTC: '0x9be89d2a4cd102d8fecc6bf9da793be995c22541',
|
||||
@@ -478,6 +476,7 @@ export const MAINNET_TOKENS = {
|
||||
alUSD: '0xbc6da0fe9ad5f3b0d58160288917aa56653660e9',
|
||||
// Frax ecosystem
|
||||
FRAX: '0x853d955acef822db058eb8505911ed77f175b99e',
|
||||
cvxFXS: '0xfeef77d3f69374f66429c91d732a244f074bdf74',
|
||||
FXS: '0x3432b6a60d23ca0dfca7761b7ab56459d9c964d0',
|
||||
OHM: '0x383518188c0c6d7730d91b2c03a03c837814a899',
|
||||
OHMV2: '0x64aa3364f17a4d01c6f1751fd97c2bd3d7e7f1d5',
|
||||
@@ -523,6 +522,7 @@ export const BSC_TOKENS = {
|
||||
renBTC: '0xfce146bf3146100cfe5db4129cf6c82b0ef4ad8c',
|
||||
pBTC: '0xed28a457a5a76596ac48d87c0f577020f6ea1c4c',
|
||||
nUSD: '0x23b891e5c62e0955ae2bd185990103928ab817b3',
|
||||
BSW: '0x965F527D9159dCe6288a2219DB51fc6Eef120dD1',
|
||||
};
|
||||
|
||||
export const POLYGON_TOKENS = {
|
||||
@@ -541,6 +541,7 @@ export const POLYGON_TOKENS = {
|
||||
BANANA: '0x5d47baba0d66083c52009271faf3f50dcc01023c',
|
||||
WEXPOLY: '0x4c4bf319237d98a30a929a96112effa8da3510eb',
|
||||
nUSD: '0xb6c473756050de474286bed418b77aeac39b02af',
|
||||
ANY: '0x6aB6d61428fde76768D7b45D8BFeec19c6eF91A8',
|
||||
};
|
||||
|
||||
export const AVALANCHE_TOKENS = {
|
||||
@@ -550,8 +551,10 @@ export const AVALANCHE_TOKENS = {
|
||||
DAI: '0xd586e7f844cea2f87f50152665bcbc2c279d8d70',
|
||||
// bridged USDC
|
||||
USDC: '0xa7d7079b0fead91f3e65f86e8915cb59c1a4c664',
|
||||
// native USDC on Avalanche
|
||||
// native USDC on Avalanche usdc.e
|
||||
nUSDC: '0xb97ef9ef8734c71904d8002f8b6bc66dd9c48a6e',
|
||||
// usdt.e
|
||||
USDt: '0x9702230a8ea53601f5cd2dc00fdbc13d4df4a8c7',
|
||||
USDT: '0xc7198437980c041c805a1edcba50c1ce5db95118',
|
||||
aDAI: '0x47afa96cdc9fab46904a55a6ad4bf6660b53c38a',
|
||||
aUSDC: '0x46a51127c3ce23fb7ab1de06226147f446e4a857',
|
||||
@@ -560,6 +563,11 @@ export const AVALANCHE_TOKENS = {
|
||||
nUSD: '0xcfc37a6ab183dd4aed08c204d1c2773c0b1bdf46',
|
||||
aWETH: '0x53f7c5869a859f0aec3d334ee8b4cf01e3492f21',
|
||||
MIM: '0x130966628846bfd36ff31a822705796e8cb8c18d',
|
||||
MAG: '0x1d60109178C48E4A937D8AB71699D8eBb6F7c5dE',
|
||||
sAVAX: '0x2b2c81e08f1af8835a78bb2a90ae924ace0ea4be',
|
||||
UST: '0xb599c3590f42f8f995ecfa0f85d2980b76862fc1',
|
||||
FRAX: '0xd24c2ad096400b6fbcd2ad8b24e7acbc21a1da64',
|
||||
YUSD: '0x111111111111ed1d73f860f57b2798b683f2d325',
|
||||
};
|
||||
|
||||
export const CELO_TOKENS = {
|
||||
@@ -633,6 +641,7 @@ export const OPTIMISM_TOKENS = {
|
||||
WBTC: '0x68f180fcce6836688e9084f035309e29bf0a2095',
|
||||
nETH: '0x809dc529f07651bd43a172e8db6f4a7a0d771036',
|
||||
sWETH: '0x121ab82b49b2bc4c7901ca46b8277962b4350204',
|
||||
nUSD: '0x67C10C397dD0Ba417329543c1a40eb48AAa7cd00',
|
||||
};
|
||||
|
||||
export const CURVE_POOLS = {
|
||||
@@ -679,6 +688,7 @@ export const CURVE_POOLS = {
|
||||
BUSD: '0x4807862aa8b2bf68830e4c8dc86d0e9a998e085a',
|
||||
DSU3CRV: '0x6ec80df362d7042c50d4469bcfbc174c9dd9109a',
|
||||
cvxcrv: '0x9d0464996170c6b9e75eed71c68b99ddedf279e8',
|
||||
cvxfxs: '0xd658a338613198204dca1143ac3f01a722b5d94a',
|
||||
mim: '0x5a6a4d54456819380173272a5e8e9b9904bdf41b',
|
||||
eurt: '0xfd5db7463a3ab53fd211b4af195c5bccc1a03890',
|
||||
ethcrv: '0x8301ae4fc9c624d1d396cbdaa1ed877821d7c511',
|
||||
@@ -736,28 +746,13 @@ export const CURVE_OPTIMISM_POOLS = {
|
||||
tri: '0x1337bedc9d22ecbe766df105c9623922a27963ec',
|
||||
};
|
||||
|
||||
export const SWERVE_POOLS = {
|
||||
y: '0x329239599afb305da0a2ec69c58f8a6697f9f88d',
|
||||
};
|
||||
|
||||
export const SNOWSWAP_POOLS = {
|
||||
yUSD: '0xbf7ccd6c446acfcc5df023043f2167b62e81899b',
|
||||
yVault: '0x4571753311e37ddb44faa8fb78a6df9a6e3c6c0b',
|
||||
// POOL Disabled as it uses WETH over ETH
|
||||
// There is a conflict with Curve and SnowSwap
|
||||
// where Curve uses ETH and SnowSwap uses WETH
|
||||
// To re-enable this we need to flag an WETH
|
||||
// unwrap or not
|
||||
// eth: '0x16bea2e63adade5984298d53a4d4d9c09e278192',
|
||||
};
|
||||
|
||||
export const SMOOTHY_POOLS = {
|
||||
syUSD: '0xe5859f4efc09027a9b718781dcb2c6910cac6e91',
|
||||
};
|
||||
|
||||
export const SADDLE_POOLS = {
|
||||
stables: '0x3911f80530595fbd01ab1516ab61255d75aeb066',
|
||||
bitcoins: '0x4f6a43ad7cba042606decaca730d4ce0a57ac62e',
|
||||
stablesV2: '0xaCb83E0633d6605c5001e2Ab59EF3C745547C8C7',
|
||||
bitcoinsV2: '0xdf3309771d2BF82cb2B6C56F9f5365C8bD97c4f2',
|
||||
alETH: '0xa6018520eaacc06c30ff2e1b3ee2c7c22e64196a',
|
||||
d4: '0xc69ddcd4dfef25d8a793241834d4cc4b3668ead6',
|
||||
};
|
||||
@@ -776,6 +771,7 @@ export const SYNAPSE_MAINNET_POOLS = {
|
||||
|
||||
export const SYNAPSE_OPTIMISM_POOLS = {
|
||||
nETHLP: '0xe27bff97ce92c3e1ff7aa9f86781fdd6d48f5ee9',
|
||||
nUSDLP: '0xF44938b0125A6662f9536281aD2CD6c499F22004',
|
||||
};
|
||||
|
||||
export const SYNAPSE_BSC_POOLS = {
|
||||
@@ -789,6 +785,7 @@ export const SYNAPSE_POLYGON_POOLS = {
|
||||
export const SYNAPSE_FANTOM_POOLS = {
|
||||
nUSDLP: '0x2913e812cf0dcca30fb28e6cac3d2dcff4497688',
|
||||
nETHLP: '0x8d9ba570d6cb60c7e3e0f31343efe75ab8e65fb1',
|
||||
fUSDTLP: '0x85662fd123280827e11c59973ac9fcbe838dc3b4',
|
||||
};
|
||||
|
||||
export const SYNAPSE_AVALANCHE_POOLS = {
|
||||
@@ -836,6 +833,14 @@ export const ACRYPTOS_POOLS = {
|
||||
acs3btc: '0xbe7caa236544d1b9a0e7f91e94b9f5bfd3b5ca81',
|
||||
};
|
||||
|
||||
export const PLATYPUS_AVALANCHE_POOLS = {
|
||||
usd: '0x66357dcace80431aee0a7507e2e361b7e2402370',
|
||||
yusd: '0xc828d995c686aaba78a4ac89dfc8ec0ff4c5be83',
|
||||
frax: '0xb8e567fc23c39c94a1f6359509d7b43d1fbed824',
|
||||
mim: '0x30c30d826be87cd0a4b90855c2f38f7fcfe4eaa7',
|
||||
sAVAX: '0x4658ea7e9960d6158a261104aaa160cc953bb6ba',
|
||||
};
|
||||
|
||||
export const DEFAULT_INTERMEDIATE_TOKENS_BY_CHAIN_ID = valueByChainId<string[]>(
|
||||
{
|
||||
[ChainId.Mainnet]: [
|
||||
@@ -877,6 +882,7 @@ export const DEFAULT_INTERMEDIATE_TOKENS_BY_CHAIN_ID = valueByChainId<string[]>(
|
||||
AVALANCHE_TOKENS.nUSD,
|
||||
AVALANCHE_TOKENS.nETH,
|
||||
AVALANCHE_TOKENS.aWETH,
|
||||
AVALANCHE_TOKENS.MIM,
|
||||
],
|
||||
[ChainId.Fantom]: [
|
||||
FANTOM_TOKENS.WFTM,
|
||||
@@ -918,6 +924,8 @@ export const DEFAULT_TOKEN_ADJACENCY_GRAPH_BY_CHAIN_ID = valueByChainId<TokenAdj
|
||||
builder.add(MAINNET_TOKENS.MIR, MAINNET_TOKENS.UST);
|
||||
// Convex and Curve
|
||||
builder.add(MAINNET_TOKENS.cvxCRV, MAINNET_TOKENS.CRV).add(MAINNET_TOKENS.CRV, MAINNET_TOKENS.cvxCRV);
|
||||
// Convex and FXS
|
||||
builder.add(MAINNET_TOKENS.cvxFXS, MAINNET_TOKENS.FXS).add(MAINNET_TOKENS.FXS, MAINNET_TOKENS.cvxFXS);
|
||||
// FEI TRIBE liquid in UniV2
|
||||
builder.add(MAINNET_TOKENS.FEI, MAINNET_TOKENS.TRIBE).add(MAINNET_TOKENS.TRIBE, MAINNET_TOKENS.FEI);
|
||||
// FRAX ecosystem
|
||||
@@ -935,15 +943,21 @@ export const DEFAULT_TOKEN_ADJACENCY_GRAPH_BY_CHAIN_ID = valueByChainId<TokenAdj
|
||||
}).build(),
|
||||
[ChainId.Polygon]: new TokenAdjacencyGraphBuilder({
|
||||
default: DEFAULT_INTERMEDIATE_TOKENS_BY_CHAIN_ID[ChainId.Polygon],
|
||||
}).build(),
|
||||
})
|
||||
.tap(builder => {
|
||||
builder.add(POLYGON_TOKENS.QUICK, POLYGON_TOKENS.ANY).add(POLYGON_TOKENS.ANY, POLYGON_TOKENS.QUICK);
|
||||
})
|
||||
.build(),
|
||||
[ChainId.Avalanche]: new TokenAdjacencyGraphBuilder({
|
||||
default: DEFAULT_INTERMEDIATE_TOKENS_BY_CHAIN_ID[ChainId.Avalanche],
|
||||
})
|
||||
.tap(builder => {
|
||||
// Synape nETH/aWETH pool
|
||||
// Synapse nETH/aWETH pool
|
||||
builder
|
||||
.add(AVALANCHE_TOKENS.aWETH, AVALANCHE_TOKENS.nETH)
|
||||
.add(AVALANCHE_TOKENS.nETH, AVALANCHE_TOKENS.aWETH);
|
||||
// Trader Joe MAG/MIM pool
|
||||
builder.add(AVALANCHE_TOKENS.MIM, AVALANCHE_TOKENS.MAG).add(AVALANCHE_TOKENS.MAG, AVALANCHE_TOKENS.MIM);
|
||||
})
|
||||
.build(),
|
||||
[ChainId.Fantom]: new TokenAdjacencyGraphBuilder({
|
||||
@@ -1358,6 +1372,11 @@ export const CURVE_MAINNET_INFOS: { [name: string]: CurveInfo } = {
|
||||
pool: CURVE_POOLS.stgusdc,
|
||||
gasSchedule: 250e3,
|
||||
}),
|
||||
[CURVE_POOLS.cvxfxs]: createCurveFactoryCryptoExchangePool({
|
||||
tokens: [MAINNET_TOKENS.FXS, MAINNET_TOKENS.cvxFXS],
|
||||
pool: CURVE_POOLS.cvxfxs,
|
||||
gasSchedule: 390e3,
|
||||
}),
|
||||
};
|
||||
|
||||
export const CURVE_V2_MAINNET_INFOS: { [name: string]: CurveInfo } = {
|
||||
@@ -1495,38 +1514,6 @@ export const CURVE_OPTIMISM_INFOS: { [name: string]: CurveInfo } = {
|
||||
}),
|
||||
};
|
||||
|
||||
export const SWERVE_MAINNET_INFOS: { [name: string]: CurveInfo } = {
|
||||
[SWERVE_POOLS.y]: createCurveExchangePool({
|
||||
tokens: [MAINNET_TOKENS.DAI, MAINNET_TOKENS.USDC, MAINNET_TOKENS.USDT, MAINNET_TOKENS.TUSD],
|
||||
pool: SWERVE_POOLS.y,
|
||||
gasSchedule: 140e3,
|
||||
}),
|
||||
};
|
||||
|
||||
export const SNOWSWAP_MAINNET_INFOS: { [name: string]: CurveInfo } = {
|
||||
[SNOWSWAP_POOLS.yUSD]: createCurveExchangePool({
|
||||
tokens: [MAINNET_TOKENS.yUSD, MAINNET_TOKENS.ybCRV],
|
||||
pool: SNOWSWAP_POOLS.yUSD,
|
||||
gasSchedule: 990e3,
|
||||
}),
|
||||
[SNOWSWAP_POOLS.yUSD]: createCurveExchangeUnderlyingPool({
|
||||
tokens: [MAINNET_TOKENS.yCRV, MAINNET_TOKENS.bCRV],
|
||||
pool: SNOWSWAP_POOLS.yUSD,
|
||||
gasSchedule: 990e3,
|
||||
}),
|
||||
[SNOWSWAP_POOLS.yVault]: createCurveExchangePool({
|
||||
tokens: [MAINNET_TOKENS.yDAI, MAINNET_TOKENS.yUSDC, MAINNET_TOKENS.yUSDT, MAINNET_TOKENS.yTUSD],
|
||||
pool: SNOWSWAP_POOLS.yVault,
|
||||
gasSchedule: 1490e3,
|
||||
}),
|
||||
// Unsupported due to collision with WETH and ETH with execution using MixinCurve
|
||||
// [SNOWSWAP_POOLS.eth]: createCurveExchangePool({
|
||||
// tokens: [MAINNET_TOKENS.WETH, MAINNET_TOKENS.vETH, MAINNET_TOKENS.ankrETH, MAINNET_TOKENS.crETH],
|
||||
// pool: SNOWSWAP_POOLS.eth,
|
||||
// gasSchedule: 990e3,
|
||||
// }),
|
||||
};
|
||||
|
||||
export const BELT_BSC_INFOS: { [name: string]: CurveInfo } = {
|
||||
[BELT_POOLS.vPool]: createCurveExchangeUnderlyingPool({
|
||||
tokens: [BSC_TOKENS.DAI, BSC_TOKENS.USDC, BSC_TOKENS.USDT, BSC_TOKENS.BUSD],
|
||||
@@ -1553,21 +1540,21 @@ export const XSIGMA_MAINNET_INFOS: { [name: string]: CurveInfo } = {
|
||||
|
||||
// Curve-like sources using custom selectors
|
||||
export const SADDLE_MAINNET_INFOS: { [name: string]: CurveInfo } = {
|
||||
[SADDLE_POOLS.stables]: {
|
||||
[SADDLE_POOLS.stablesV2]: {
|
||||
exchangeFunctionSelector: CurveFunctionSelectors.swap,
|
||||
sellQuoteFunctionSelector: CurveFunctionSelectors.calculateSwap,
|
||||
buyQuoteFunctionSelector: CurveFunctionSelectors.None,
|
||||
poolAddress: SADDLE_POOLS.stables,
|
||||
poolAddress: SADDLE_POOLS.stablesV2,
|
||||
tokens: [MAINNET_TOKENS.DAI, MAINNET_TOKENS.USDC, MAINNET_TOKENS.USDT],
|
||||
metaTokens: undefined,
|
||||
gasSchedule: 150e3,
|
||||
},
|
||||
[SADDLE_POOLS.bitcoins]: {
|
||||
[SADDLE_POOLS.bitcoinsV2]: {
|
||||
exchangeFunctionSelector: CurveFunctionSelectors.swap,
|
||||
sellQuoteFunctionSelector: CurveFunctionSelectors.calculateSwap,
|
||||
buyQuoteFunctionSelector: CurveFunctionSelectors.None,
|
||||
poolAddress: SADDLE_POOLS.bitcoins,
|
||||
tokens: [MAINNET_TOKENS.tBTC, MAINNET_TOKENS.WBTC, MAINNET_TOKENS.RenBTC, MAINNET_TOKENS.sBTC],
|
||||
poolAddress: SADDLE_POOLS.bitcoinsV2,
|
||||
tokens: [MAINNET_TOKENS.WBTC, MAINNET_TOKENS.RenBTC, MAINNET_TOKENS.sBTC],
|
||||
metaTokens: undefined,
|
||||
gasSchedule: 150e3,
|
||||
},
|
||||
@@ -1670,6 +1657,24 @@ export const SYNAPSE_FANTOM_INFOS: { [name: string]: CurveInfo } = {
|
||||
metaTokens: undefined,
|
||||
gasSchedule: 140e3,
|
||||
},
|
||||
[SYNAPSE_FANTOM_POOLS.fUSDTLP]: {
|
||||
exchangeFunctionSelector: CurveFunctionSelectors.swap,
|
||||
sellQuoteFunctionSelector: CurveFunctionSelectors.calculateSwap,
|
||||
buyQuoteFunctionSelector: CurveFunctionSelectors.None,
|
||||
poolAddress: SYNAPSE_FANTOM_POOLS.fUSDTLP,
|
||||
tokens: [FANTOM_TOKENS.USDC, FANTOM_TOKENS.fUSDT, FANTOM_TOKENS.nUSD],
|
||||
metaTokens: undefined,
|
||||
gasSchedule: 140e3,
|
||||
},
|
||||
[SYNAPSE_FANTOM_POOLS.nETHLP]: {
|
||||
exchangeFunctionSelector: CurveFunctionSelectors.swap,
|
||||
sellQuoteFunctionSelector: CurveFunctionSelectors.calculateSwap,
|
||||
buyQuoteFunctionSelector: CurveFunctionSelectors.None,
|
||||
poolAddress: SYNAPSE_FANTOM_POOLS.nETHLP,
|
||||
tokens: [FANTOM_TOKENS.WETH, FANTOM_TOKENS.nETH],
|
||||
metaTokens: undefined,
|
||||
gasSchedule: 140e3,
|
||||
},
|
||||
};
|
||||
|
||||
export const SYNAPSE_MAINNET_INFOS: { [name: string]: CurveInfo } = {
|
||||
@@ -1694,6 +1699,15 @@ export const SYNAPSE_OPTIMISM_INFOS: { [name: string]: CurveInfo } = {
|
||||
metaTokens: undefined,
|
||||
gasSchedule: 140e3,
|
||||
},
|
||||
[SYNAPSE_OPTIMISM_POOLS.nUSDLP]: {
|
||||
exchangeFunctionSelector: CurveFunctionSelectors.swap,
|
||||
sellQuoteFunctionSelector: CurveFunctionSelectors.calculateSwap,
|
||||
buyQuoteFunctionSelector: CurveFunctionSelectors.None,
|
||||
poolAddress: SYNAPSE_OPTIMISM_POOLS.nUSDLP,
|
||||
tokens: [OPTIMISM_TOKENS.nUSD, OPTIMISM_TOKENS.USDC],
|
||||
metaTokens: undefined,
|
||||
gasSchedule: 140e3,
|
||||
},
|
||||
};
|
||||
|
||||
export const SYNAPSE_POLYGON_INFOS: { [name: string]: CurveInfo } = {
|
||||
@@ -1824,34 +1838,39 @@ export const ACRYPTOS_BSC_INFOS: { [name: string]: CurveInfo } = {
|
||||
}),
|
||||
};
|
||||
|
||||
/**
|
||||
* Kyber reserve prefixes
|
||||
* 0xff Fed price reserve
|
||||
* 0xaa Automated price reserve
|
||||
* 0xbb Bridged price reserve (i.e Uniswap/Curve)
|
||||
*/
|
||||
export const KYBER_BRIDGED_LIQUIDITY_PREFIX = '0xbb';
|
||||
export const KYBER_BANNED_RESERVES = ['0xff4f6e65426974205175616e7400000000000000000000000000000000000000'];
|
||||
export const MAX_KYBER_RESERVES_QUERIED = 5;
|
||||
export const KYBER_CONFIG_BY_CHAIN_ID = valueByChainId<KyberSamplerOpts>(
|
||||
{
|
||||
[ChainId.Mainnet]: {
|
||||
networkProxy: '0x9aab3f75489902f3a48495025729a0af77d4b11e',
|
||||
hintHandler: '0xa1C0Fa73c39CFBcC11ec9Eb1Afc665aba9996E2C',
|
||||
weth: MAINNET_TOKENS.WETH,
|
||||
},
|
||||
[ChainId.Ropsten]: {
|
||||
networkProxy: '0x818e6fecd516ecc3849daf6845e3ec868087b755',
|
||||
hintHandler: '0x63f773c026093eef988e803bdd5772dd235a8e71',
|
||||
weth: getContractAddressesForChainOrThrow(ChainId.Ropsten).etherToken,
|
||||
},
|
||||
export const PLATYPUS_AVALANCHE_INFOS: { [name: string]: PlatypusInfo } = {
|
||||
[PLATYPUS_AVALANCHE_POOLS.usd]: {
|
||||
poolAddress: PLATYPUS_AVALANCHE_POOLS.usd,
|
||||
tokens: [
|
||||
AVALANCHE_TOKENS.USDT,
|
||||
AVALANCHE_TOKENS.USDC,
|
||||
AVALANCHE_TOKENS.DAI,
|
||||
AVALANCHE_TOKENS.nUSDC,
|
||||
AVALANCHE_TOKENS.USDt,
|
||||
],
|
||||
gasSchedule: 300e3,
|
||||
},
|
||||
{
|
||||
networkProxy: NULL_ADDRESS,
|
||||
hintHandler: NULL_ADDRESS,
|
||||
weth: NULL_ADDRESS,
|
||||
[PLATYPUS_AVALANCHE_POOLS.yusd]: {
|
||||
poolAddress: PLATYPUS_AVALANCHE_POOLS.yusd,
|
||||
tokens: [AVALANCHE_TOKENS.YUSD, AVALANCHE_TOKENS.nUSDC],
|
||||
gasSchedule: 300e3,
|
||||
},
|
||||
);
|
||||
[PLATYPUS_AVALANCHE_POOLS.frax]: {
|
||||
poolAddress: PLATYPUS_AVALANCHE_POOLS.frax,
|
||||
tokens: [AVALANCHE_TOKENS.FRAX, AVALANCHE_TOKENS.nUSDC],
|
||||
gasSchedule: 300e3,
|
||||
},
|
||||
[PLATYPUS_AVALANCHE_POOLS.mim]: {
|
||||
poolAddress: PLATYPUS_AVALANCHE_POOLS.mim,
|
||||
tokens: [AVALANCHE_TOKENS.MIM, AVALANCHE_TOKENS.nUSDC],
|
||||
gasSchedule: 300e3,
|
||||
},
|
||||
[PLATYPUS_AVALANCHE_POOLS.sAVAX]: {
|
||||
poolAddress: PLATYPUS_AVALANCHE_POOLS.sAVAX,
|
||||
tokens: [AVALANCHE_TOKENS.WAVAX, AVALANCHE_TOKENS.sAVAX],
|
||||
gasSchedule: 300e3,
|
||||
},
|
||||
};
|
||||
|
||||
export const LIQUIDITY_PROVIDER_REGISTRY_BY_CHAIN_ID = valueByChainId<LiquidityProviderRegistry>(
|
||||
{
|
||||
@@ -1915,11 +1934,6 @@ export const CRYPTO_COM_ROUTER_BY_CHAIN_ID = valueByChainId<string>(
|
||||
NULL_ADDRESS,
|
||||
);
|
||||
|
||||
export const LINKSWAP_ROUTER_BY_CHAIN_ID = valueByChainId<string>(
|
||||
{ [ChainId.Mainnet]: '0xa7ece0911fe8c60bff9e99f8fafcdbe56e07aff1' },
|
||||
NULL_ADDRESS,
|
||||
);
|
||||
|
||||
export const SHIBASWAP_ROUTER_BY_CHAIN_ID = valueByChainId<string>(
|
||||
{
|
||||
[ChainId.Mainnet]: '0x03f7724180aa6b939894b5ca4314783b0b36b329',
|
||||
@@ -1962,13 +1976,6 @@ export const MSTABLE_POOLS_BY_CHAIN_ID = valueByChainId(
|
||||
},
|
||||
);
|
||||
|
||||
export const OASIS_ROUTER_BY_CHAIN_ID = valueByChainId<string>(
|
||||
{
|
||||
[ChainId.Mainnet]: '0x5e3e0548935a83ad29fb2a9153d331dc6d49020f',
|
||||
},
|
||||
NULL_ADDRESS,
|
||||
);
|
||||
|
||||
export const KYBER_DMM_ROUTER_BY_CHAIN_ID = valueByChainId<string>(
|
||||
{
|
||||
[ChainId.Mainnet]: '0x1c87257f5e8609940bc751a07bb085bb7f8cdbe6',
|
||||
@@ -1980,6 +1987,13 @@ export const KYBER_DMM_ROUTER_BY_CHAIN_ID = valueByChainId<string>(
|
||||
NULL_ADDRESS,
|
||||
);
|
||||
|
||||
export const BISWAP_ROUTER_BY_CHAIN_ID = valueByChainId<string>(
|
||||
{
|
||||
[ChainId.BSC]: '0x3a6d8ca21d1cf76f653a67577fa0d27453350dd8',
|
||||
},
|
||||
NULL_ADDRESS,
|
||||
);
|
||||
|
||||
export const MOONISWAP_REGISTRIES_BY_CHAIN_ID = valueByChainId(
|
||||
{
|
||||
[ChainId.Mainnet]: ['0xbaf9a5d4b0052359326a6cdab54babaa3a3a9643'],
|
||||
@@ -2156,11 +2170,12 @@ export const BALANCER_SUBGRAPH_URL = 'https://api.thegraph.com/subgraphs/name/ba
|
||||
export const BALANCER_TOP_POOLS_FETCHED = 250;
|
||||
export const BALANCER_MAX_POOLS_FETCHED = 3;
|
||||
|
||||
export const BALANCER_V2_SUBGRAPH_URL_BY_CHAIN = valueByChainId<string>(
|
||||
export const BALANCER_V2_SUBGRAPH_URL_BY_CHAIN = valueByChainId(
|
||||
{
|
||||
[ChainId.Mainnet]: 'https://api.thegraph.com/subgraphs/name/balancer-labs/balancer-v2',
|
||||
[ChainId.Polygon]: 'https://api.thegraph.com/subgraphs/name/balancer-labs/balancer-polygon-v2',
|
||||
},
|
||||
'https://api.thegraph.com/subgraphs/name/balancer-labs/balancer-v2',
|
||||
null,
|
||||
);
|
||||
|
||||
export const BEETHOVEN_X_SUBGRAPH_URL_BY_CHAIN = valueByChainId<string>(
|
||||
@@ -2353,6 +2368,41 @@ export const SPOOKYSWAP_ROUTER_BY_CHAIN_ID = valueByChainId<string>(
|
||||
NULL_ADDRESS,
|
||||
);
|
||||
|
||||
export const GMX_ROUTER_BY_CHAIN_ID = valueByChainId<string>(
|
||||
{
|
||||
[ChainId.Avalanche]: '0x5f719c2f1095f7b9fc68a68e35b51194f4b6abe8',
|
||||
},
|
||||
NULL_ADDRESS,
|
||||
);
|
||||
|
||||
export const GMX_READER_BY_CHAIN_ID = valueByChainId<string>(
|
||||
{
|
||||
[ChainId.Avalanche]: '0x67b789d48c926006f5132bfce4e976f0a7a63d5d',
|
||||
},
|
||||
NULL_ADDRESS,
|
||||
);
|
||||
|
||||
export const GMX_VAULT_BY_CHAIN_ID = valueByChainId<string>(
|
||||
{
|
||||
[ChainId.Avalanche]: '0x9ab2de34a33fb459b538c43f251eb825645e8595',
|
||||
},
|
||||
NULL_ADDRESS,
|
||||
);
|
||||
|
||||
export const PLATYPUS_ROUTER_BY_CHAIN_ID = valueByChainId<string>(
|
||||
{
|
||||
[ChainId.Avalanche]: '0x73256ec7575d999c360c1eec118ecbefd8da7d12',
|
||||
},
|
||||
NULL_ADDRESS,
|
||||
);
|
||||
|
||||
export const YOSHI_ROUTER_BY_CHAIN_ID = valueByChainId<string>(
|
||||
{
|
||||
[ChainId.Fantom]: '0xe4a4642b19c4d0cba965673cd51422b1eda0a78d',
|
||||
},
|
||||
NULL_ADDRESS,
|
||||
);
|
||||
|
||||
export const VIP_ERC20_BRIDGE_SOURCES_BY_CHAIN_ID = valueByChainId<ERC20BridgeSource[]>(
|
||||
{
|
||||
[ChainId.Mainnet]: [
|
||||
@@ -2410,12 +2460,8 @@ export const DEFAULT_GAS_SCHEDULE: Required<FeeSchedule> = {
|
||||
[ERC20BridgeSource.LiquidityProvider]: fillData => {
|
||||
return (fillData as LiquidityProviderFillData).gasCost || 100e3;
|
||||
},
|
||||
[ERC20BridgeSource.Eth2Dai]: () => 400e3,
|
||||
[ERC20BridgeSource.Kyber]: () => 450e3,
|
||||
[ERC20BridgeSource.Curve]: fillData => (fillData as CurveFillData).pool.gasSchedule,
|
||||
[ERC20BridgeSource.CurveV2]: fillData => (fillData as CurveFillData).pool.gasSchedule,
|
||||
[ERC20BridgeSource.Swerve]: fillData => (fillData as CurveFillData).pool.gasSchedule,
|
||||
[ERC20BridgeSource.SnowSwap]: fillData => (fillData as CurveFillData).pool.gasSchedule,
|
||||
[ERC20BridgeSource.Nerve]: fillData => (fillData as CurveFillData).pool.gasSchedule,
|
||||
[ERC20BridgeSource.Synapse]: fillData => (fillData as CurveFillData).pool.gasSchedule,
|
||||
[ERC20BridgeSource.Belt]: fillData => (fillData as CurveFillData).pool.gasSchedule,
|
||||
@@ -2430,10 +2476,12 @@ export const DEFAULT_GAS_SCHEDULE: Required<FeeSchedule> = {
|
||||
[ERC20BridgeSource.UniswapV2]: uniswapV2CloneGasSchedule,
|
||||
[ERC20BridgeSource.SushiSwap]: uniswapV2CloneGasSchedule,
|
||||
[ERC20BridgeSource.CryptoCom]: uniswapV2CloneGasSchedule,
|
||||
[ERC20BridgeSource.Linkswap]: uniswapV2CloneGasSchedule,
|
||||
[ERC20BridgeSource.ShibaSwap]: uniswapV2CloneGasSchedule,
|
||||
[ERC20BridgeSource.BiSwap]: uniswapV2CloneGasSchedule,
|
||||
[ERC20BridgeSource.Balancer]: () => 120e3,
|
||||
[ERC20BridgeSource.BalancerV2]: () => 100e3,
|
||||
[ERC20BridgeSource.BalancerV2]: (fillData?: FillData) => {
|
||||
return 100e3 + ((fillData as BalancerV2BatchSwapFillData).swapSteps.length - 1) * 50e3;
|
||||
},
|
||||
[ERC20BridgeSource.Cream]: () => 120e3,
|
||||
[ERC20BridgeSource.MStable]: () => 200e3,
|
||||
[ERC20BridgeSource.MakerPsm]: (fillData?: FillData) => {
|
||||
@@ -2469,8 +2517,7 @@ export const DEFAULT_GAS_SCHEDULE: Required<FeeSchedule> = {
|
||||
return gas;
|
||||
},
|
||||
[ERC20BridgeSource.KyberDmm]: (fillData?: FillData) => {
|
||||
// TODO: Different base cost if to/from ETH.
|
||||
let gas = 95e3;
|
||||
let gas = 170e3;
|
||||
const path = (fillData as UniswapV2FillData).tokenAddressPath;
|
||||
if (path.length > 2) {
|
||||
gas += (path.length - 2) * 65e3; // +65k for each hop.
|
||||
@@ -2556,6 +2603,8 @@ export const DEFAULT_GAS_SCHEDULE: Required<FeeSchedule> = {
|
||||
//
|
||||
[ERC20BridgeSource.Pangolin]: uniswapV2CloneGasSchedule,
|
||||
[ERC20BridgeSource.TraderJoe]: uniswapV2CloneGasSchedule,
|
||||
[ERC20BridgeSource.GMX]: () => 450e3,
|
||||
[ERC20BridgeSource.Platypus]: () => 450e3,
|
||||
|
||||
//
|
||||
// Celo
|
||||
@@ -2568,6 +2617,7 @@ export const DEFAULT_GAS_SCHEDULE: Required<FeeSchedule> = {
|
||||
[ERC20BridgeSource.MorpheusSwap]: uniswapV2CloneGasSchedule,
|
||||
[ERC20BridgeSource.SpiritSwap]: uniswapV2CloneGasSchedule,
|
||||
[ERC20BridgeSource.SpookySwap]: uniswapV2CloneGasSchedule,
|
||||
[ERC20BridgeSource.Yoshi]: uniswapV2CloneGasSchedule,
|
||||
[ERC20BridgeSource.Beethovenx]: () => 100e3,
|
||||
};
|
||||
|
||||
|
||||
@@ -4,12 +4,15 @@ import * as _ from 'lodash';
|
||||
|
||||
import { DEFAULT_INFO_LOGGER, INVALID_SIGNATURE } from '../../constants';
|
||||
import {
|
||||
AltRfqMakerAssetOfferings,
|
||||
AssetSwapperContractAddresses,
|
||||
MarketOperation,
|
||||
NativeOrderWithFillableAmounts,
|
||||
SignedNativeOrder,
|
||||
} from '../../types';
|
||||
import { QuoteRequestor } from '../quote_requestor';
|
||||
import { getAltMarketInfo } from '../alt_mm_implementation_utils';
|
||||
import { QuoteRequestor, V4RFQIndicativeQuoteMM } from '../quote_requestor';
|
||||
import { toSignedNativeOrder } from '../rfq_client_mappers';
|
||||
import {
|
||||
getNativeAdjustedFillableAmountsFromMakerAmount,
|
||||
getNativeAdjustedFillableAmountsFromTakerAmount,
|
||||
@@ -663,17 +666,49 @@ export class MarketOperationUtils {
|
||||
// Timing of RFQT lifecycle
|
||||
const timeStart = new Date().getTime();
|
||||
const { makerToken, takerToken } = nativeOrders[0].order;
|
||||
|
||||
// Filter Alt Rfq Maker Asset Offerings to the current pair
|
||||
const filteredOfferings: AltRfqMakerAssetOfferings = {};
|
||||
if (rfqt.altRfqAssetOfferings) {
|
||||
const endpoints = Object.keys(rfqt.altRfqAssetOfferings);
|
||||
for (const endpoint of endpoints) {
|
||||
// Get the current pair if being offered
|
||||
const offering = getAltMarketInfo(rfqt.altRfqAssetOfferings[endpoint], makerToken, takerToken);
|
||||
if (offering) {
|
||||
filteredOfferings[endpoint] = [offering];
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
if (rfqt.isIndicative) {
|
||||
// An indicative quote is being requested, and indicative quotes price-aware enabled
|
||||
// Make the RFQT request and then re-run the sampler if new orders come back.
|
||||
const indicativeQuotes = await rfqt.quoteRequestor.requestRfqtIndicativeQuotesAsync(
|
||||
makerToken,
|
||||
takerToken,
|
||||
amount,
|
||||
side,
|
||||
wholeOrderPrice,
|
||||
rfqt,
|
||||
);
|
||||
|
||||
const indicativeQuotes =
|
||||
rfqt.rfqClient !== undefined
|
||||
? ((
|
||||
await rfqt.rfqClient.getV1PricesAsync({
|
||||
altRfqAssetOfferings: filteredOfferings,
|
||||
assetFillAmount: amount,
|
||||
chainId: this._sampler.chainId,
|
||||
comparisonPrice: wholeOrderPrice,
|
||||
integratorId: rfqt.integrator.integratorId,
|
||||
intentOnFilling: rfqt.intentOnFilling,
|
||||
makerToken,
|
||||
marketOperation: side,
|
||||
takerAddress: rfqt.takerAddress,
|
||||
takerToken,
|
||||
txOrigin: rfqt.txOrigin,
|
||||
})
|
||||
).prices as V4RFQIndicativeQuoteMM[])
|
||||
: await rfqt.quoteRequestor.requestRfqtIndicativeQuotesAsync(
|
||||
makerToken,
|
||||
takerToken,
|
||||
amount,
|
||||
side,
|
||||
wholeOrderPrice,
|
||||
rfqt,
|
||||
);
|
||||
const deltaTime = new Date().getTime() - timeStart;
|
||||
DEFAULT_INFO_LOGGER({
|
||||
rfqQuoteType: 'indicative',
|
||||
@@ -687,14 +722,51 @@ export class MarketOperationUtils {
|
||||
} else {
|
||||
// A firm quote is being requested, and firm quotes price-aware enabled.
|
||||
// Ensure that `intentOnFilling` is enabled and make the request.
|
||||
const firmQuotes = await rfqt.quoteRequestor.requestRfqtFirmQuotesAsync(
|
||||
const firmQuotes =
|
||||
rfqt.rfqClient !== undefined
|
||||
? (
|
||||
await rfqt.rfqClient.getV1QuotesAsync({
|
||||
altRfqAssetOfferings: filteredOfferings,
|
||||
assetFillAmount: amount,
|
||||
chainId: this._sampler.chainId,
|
||||
comparisonPrice: wholeOrderPrice,
|
||||
integratorId: rfqt.integrator.integratorId,
|
||||
intentOnFilling: rfqt.intentOnFilling,
|
||||
makerToken,
|
||||
marketOperation: side,
|
||||
takerAddress: rfqt.takerAddress,
|
||||
takerToken,
|
||||
txOrigin: rfqt.txOrigin,
|
||||
})
|
||||
).quotes.map(toSignedNativeOrder)
|
||||
: await rfqt.quoteRequestor.requestRfqtFirmQuotesAsync(
|
||||
makerToken,
|
||||
takerToken,
|
||||
amount,
|
||||
side,
|
||||
wholeOrderPrice,
|
||||
rfqt,
|
||||
);
|
||||
|
||||
const otcQuotes = await rfqt.rfqClient?.getV2QuotesAsync({
|
||||
assetFillAmount: amount,
|
||||
chainId: this._sampler.chainId,
|
||||
integratorId: rfqt.integrator.integratorId,
|
||||
intentOnFilling: rfqt.intentOnFilling,
|
||||
makerToken,
|
||||
marketOperation: side,
|
||||
takerAddress: rfqt.takerAddress,
|
||||
takerToken,
|
||||
amount,
|
||||
side,
|
||||
wholeOrderPrice,
|
||||
rfqt,
|
||||
);
|
||||
txOrigin: rfqt.txOrigin,
|
||||
});
|
||||
const otcQuotesWithFillableAmounts: NativeOrderWithFillableAmounts[] =
|
||||
otcQuotes === undefined
|
||||
? []
|
||||
: otcQuotes.quotes.map(q => ({
|
||||
...q,
|
||||
type: FillQuoteTransformerOrderType.Otc,
|
||||
}));
|
||||
|
||||
const deltaTime = new Date().getTime() - timeStart;
|
||||
DEFAULT_INFO_LOGGER({
|
||||
rfqQuoteType: 'firm',
|
||||
@@ -725,6 +797,7 @@ export class MarketOperationUtils {
|
||||
);
|
||||
marketSideLiquidity.quotes.nativeOrders = [
|
||||
...quotesWithOrderFillableAmounts,
|
||||
...otcQuotesWithFillableAmounts,
|
||||
...marketSideLiquidity.quotes.nativeOrders,
|
||||
];
|
||||
|
||||
@@ -777,7 +850,7 @@ export class MarketOperationUtils {
|
||||
private async _refreshPoolCacheIfRequiredAsync(takerToken: string, makerToken: string): Promise<void> {
|
||||
void Promise.all(
|
||||
Object.values(this._sampler.poolsCaches).map(async cache => {
|
||||
if (cache.isFresh(takerToken, makerToken)) {
|
||||
if (!cache || cache.isFresh(takerToken, makerToken)) {
|
||||
return Promise.resolve([]);
|
||||
}
|
||||
return cache.getFreshPoolsForPairAsync(takerToken, makerToken);
|
||||
|
||||
@@ -8,6 +8,7 @@ import {
|
||||
AaveV2FillData,
|
||||
AggregationError,
|
||||
BalancerFillData,
|
||||
BalancerV2BatchSwapFillData,
|
||||
BalancerV2FillData,
|
||||
BancorFillData,
|
||||
CollapsedFill,
|
||||
@@ -20,8 +21,8 @@ import {
|
||||
FinalUniswapV3FillData,
|
||||
GeistFillData,
|
||||
GenericRouterFillData,
|
||||
GMXFillData,
|
||||
KyberDmmFillData,
|
||||
KyberFillData,
|
||||
LidoFillData,
|
||||
LiquidityProviderFillData,
|
||||
MakerPsmFillData,
|
||||
@@ -34,6 +35,7 @@ import {
|
||||
OptimizedMarketOrder,
|
||||
OptimizedMarketOrderBase,
|
||||
OrderDomain,
|
||||
PlatypusFillData,
|
||||
ShellFillData,
|
||||
UniswapV2FillData,
|
||||
UniswapV3FillData,
|
||||
@@ -86,11 +88,9 @@ export function getErc20BridgeSourceToBridgeSource(source: ERC20BridgeSource): s
|
||||
case ERC20BridgeSource.Balancer:
|
||||
return encodeBridgeSourceId(BridgeProtocol.Balancer, 'Balancer');
|
||||
case ERC20BridgeSource.BalancerV2:
|
||||
return encodeBridgeSourceId(BridgeProtocol.BalancerV2, 'BalancerV2');
|
||||
return encodeBridgeSourceId(BridgeProtocol.BalancerV2Batch, 'BalancerV2');
|
||||
case ERC20BridgeSource.Bancor:
|
||||
return encodeBridgeSourceId(BridgeProtocol.Bancor, 'Bancor');
|
||||
// case ERC20BridgeSource.CoFiX:
|
||||
// return encodeBridgeSourceId(BridgeProtocol.CoFiX, 'CoFiX');
|
||||
case ERC20BridgeSource.Curve:
|
||||
return encodeBridgeSourceId(BridgeProtocol.Curve, 'Curve');
|
||||
case ERC20BridgeSource.Cream:
|
||||
@@ -99,8 +99,6 @@ export function getErc20BridgeSourceToBridgeSource(source: ERC20BridgeSource): s
|
||||
return encodeBridgeSourceId(BridgeProtocol.CryptoCom, 'CryptoCom');
|
||||
case ERC20BridgeSource.Dodo:
|
||||
return encodeBridgeSourceId(BridgeProtocol.Dodo, 'Dodo');
|
||||
case ERC20BridgeSource.Kyber:
|
||||
return encodeBridgeSourceId(BridgeProtocol.Kyber, 'Kyber');
|
||||
case ERC20BridgeSource.LiquidityProvider:
|
||||
// "LiquidityProvider" is too long to encode (17 characters).
|
||||
return encodeBridgeSourceId(BridgeProtocol.Unknown, 'LP');
|
||||
@@ -110,24 +108,16 @@ export function getErc20BridgeSourceToBridgeSource(source: ERC20BridgeSource): s
|
||||
return encodeBridgeSourceId(BridgeProtocol.Mooniswap, 'Mooniswap');
|
||||
case ERC20BridgeSource.MStable:
|
||||
return encodeBridgeSourceId(BridgeProtocol.MStable, 'MStable');
|
||||
case ERC20BridgeSource.Eth2Dai:
|
||||
return encodeBridgeSourceId(BridgeProtocol.Oasis, 'Eth2Dai');
|
||||
case ERC20BridgeSource.Shell:
|
||||
return encodeBridgeSourceId(BridgeProtocol.Shell, 'Shell');
|
||||
case ERC20BridgeSource.SnowSwap:
|
||||
return encodeBridgeSourceId(BridgeProtocol.Curve, 'SnowSwap');
|
||||
case ERC20BridgeSource.SushiSwap:
|
||||
return encodeBridgeSourceId(BridgeProtocol.UniswapV2, 'SushiSwap');
|
||||
case ERC20BridgeSource.Swerve:
|
||||
return encodeBridgeSourceId(BridgeProtocol.Curve, 'Swerve');
|
||||
case ERC20BridgeSource.Uniswap:
|
||||
return encodeBridgeSourceId(BridgeProtocol.Uniswap, 'Uniswap');
|
||||
case ERC20BridgeSource.UniswapV2:
|
||||
return encodeBridgeSourceId(BridgeProtocol.UniswapV2, 'UniswapV2');
|
||||
case ERC20BridgeSource.DodoV2:
|
||||
return encodeBridgeSourceId(BridgeProtocol.DodoV2, 'DodoV2');
|
||||
case ERC20BridgeSource.Linkswap:
|
||||
return encodeBridgeSourceId(BridgeProtocol.UniswapV2, 'Linkswap');
|
||||
case ERC20BridgeSource.PancakeSwap:
|
||||
return encodeBridgeSourceId(BridgeProtocol.UniswapV2, 'PancakeSwap');
|
||||
case ERC20BridgeSource.PancakeSwapV2:
|
||||
@@ -200,6 +190,8 @@ export function getErc20BridgeSourceToBridgeSource(source: ERC20BridgeSource): s
|
||||
return encodeBridgeSourceId(BridgeProtocol.UniswapV2, 'SpookySwap');
|
||||
case ERC20BridgeSource.MorpheusSwap:
|
||||
return encodeBridgeSourceId(BridgeProtocol.UniswapV2, 'MorpheusSwap');
|
||||
case ERC20BridgeSource.Yoshi:
|
||||
return encodeBridgeSourceId(BridgeProtocol.UniswapV2, 'Yoshi');
|
||||
case ERC20BridgeSource.AaveV2:
|
||||
return encodeBridgeSourceId(BridgeProtocol.AaveV2, 'AaveV2');
|
||||
case ERC20BridgeSource.Compound:
|
||||
@@ -208,6 +200,12 @@ export function getErc20BridgeSourceToBridgeSource(source: ERC20BridgeSource): s
|
||||
return encodeBridgeSourceId(BridgeProtocol.AaveV2, 'Geist');
|
||||
case ERC20BridgeSource.MobiusMoney:
|
||||
return encodeBridgeSourceId(BridgeProtocol.Nerve, 'MobiusMoney');
|
||||
case ERC20BridgeSource.BiSwap:
|
||||
return encodeBridgeSourceId(BridgeProtocol.UniswapV2, 'BiSwap');
|
||||
case ERC20BridgeSource.GMX:
|
||||
return encodeBridgeSourceId(BridgeProtocol.GMX, 'GMX');
|
||||
case ERC20BridgeSource.Platypus:
|
||||
return encodeBridgeSourceId(BridgeProtocol.Platypus, 'Platypus');
|
||||
default:
|
||||
throw new Error(AggregationError.NoBridgeForSource);
|
||||
}
|
||||
@@ -231,8 +229,6 @@ export function createBridgeDataForBridgeOrder(order: OptimizedMarketBridgeOrder
|
||||
switch (order.source) {
|
||||
case ERC20BridgeSource.Curve:
|
||||
case ERC20BridgeSource.CurveV2:
|
||||
case ERC20BridgeSource.Swerve:
|
||||
case ERC20BridgeSource.SnowSwap:
|
||||
case ERC20BridgeSource.Nerve:
|
||||
case ERC20BridgeSource.Synapse:
|
||||
case ERC20BridgeSource.Belt:
|
||||
@@ -258,9 +254,18 @@ export function createBridgeDataForBridgeOrder(order: OptimizedMarketBridgeOrder
|
||||
bridgeData = encoder.encode([balancerFillData.poolAddress]);
|
||||
break;
|
||||
case ERC20BridgeSource.BalancerV2:
|
||||
{
|
||||
const balancerV2FillData = (order as OptimizedMarketBridgeOrder<BalancerV2BatchSwapFillData>).fillData;
|
||||
bridgeData = encoder.encode([
|
||||
balancerV2FillData.vault,
|
||||
balancerV2FillData.swapSteps,
|
||||
balancerV2FillData.assets,
|
||||
]);
|
||||
}
|
||||
break;
|
||||
case ERC20BridgeSource.Beethovenx:
|
||||
const balancerV2FillData = (order as OptimizedMarketBridgeOrder<BalancerV2FillData>).fillData;
|
||||
const { vault, poolId } = balancerV2FillData;
|
||||
const beethovenFillData = (order as OptimizedMarketBridgeOrder<BalancerV2FillData>).fillData;
|
||||
const { vault, poolId } = beethovenFillData;
|
||||
bridgeData = encoder.encode([vault, poolId]);
|
||||
break;
|
||||
case ERC20BridgeSource.Bancor:
|
||||
@@ -270,7 +275,6 @@ export function createBridgeDataForBridgeOrder(order: OptimizedMarketBridgeOrder
|
||||
case ERC20BridgeSource.UniswapV2:
|
||||
case ERC20BridgeSource.SushiSwap:
|
||||
case ERC20BridgeSource.CryptoCom:
|
||||
case ERC20BridgeSource.Linkswap:
|
||||
case ERC20BridgeSource.PancakeSwap:
|
||||
case ERC20BridgeSource.PancakeSwapV2:
|
||||
case ERC20BridgeSource.BakerySwap:
|
||||
@@ -291,13 +295,11 @@ export function createBridgeDataForBridgeOrder(order: OptimizedMarketBridgeOrder
|
||||
case ERC20BridgeSource.SpiritSwap:
|
||||
case ERC20BridgeSource.SpookySwap:
|
||||
case ERC20BridgeSource.MorpheusSwap:
|
||||
case ERC20BridgeSource.BiSwap:
|
||||
case ERC20BridgeSource.Yoshi:
|
||||
const uniswapV2FillData = (order as OptimizedMarketBridgeOrder<UniswapV2FillData>).fillData;
|
||||
bridgeData = encoder.encode([uniswapV2FillData.router, uniswapV2FillData.tokenAddressPath]);
|
||||
break;
|
||||
case ERC20BridgeSource.Kyber:
|
||||
const kyberFillData = (order as OptimizedMarketBridgeOrder<KyberFillData>).fillData;
|
||||
bridgeData = encoder.encode([kyberFillData.networkProxy, kyberFillData.hint]);
|
||||
break;
|
||||
case ERC20BridgeSource.Mooniswap:
|
||||
const mooniswapFillData = (order as OptimizedMarketBridgeOrder<MooniswapFillData>).fillData;
|
||||
bridgeData = encoder.encode([mooniswapFillData.poolAddress]);
|
||||
@@ -327,10 +329,6 @@ export function createBridgeDataForBridgeOrder(order: OptimizedMarketBridgeOrder
|
||||
const uniFillData = (order as OptimizedMarketBridgeOrder<GenericRouterFillData>).fillData;
|
||||
bridgeData = encoder.encode([uniFillData.router]);
|
||||
break;
|
||||
case ERC20BridgeSource.Eth2Dai:
|
||||
const oasisFillData = (order as OptimizedMarketBridgeOrder<GenericRouterFillData>).fillData;
|
||||
bridgeData = encoder.encode([oasisFillData.router]);
|
||||
break;
|
||||
case ERC20BridgeSource.MStable:
|
||||
const mStableFillData = (order as OptimizedMarketBridgeOrder<GenericRouterFillData>).fillData;
|
||||
bridgeData = encoder.encode([mStableFillData.router]);
|
||||
@@ -367,6 +365,23 @@ export function createBridgeDataForBridgeOrder(order: OptimizedMarketBridgeOrder
|
||||
const geistFillData = (order as OptimizedMarketBridgeOrder<GeistFillData>).fillData;
|
||||
bridgeData = encoder.encode([geistFillData.lendingPool, geistFillData.gToken]);
|
||||
break;
|
||||
case ERC20BridgeSource.GMX:
|
||||
const gmxFillData = (order as OptimizedMarketBridgeOrder<GMXFillData>).fillData;
|
||||
bridgeData = encoder.encode([
|
||||
gmxFillData.router,
|
||||
gmxFillData.reader,
|
||||
gmxFillData.vault,
|
||||
gmxFillData.tokenAddressPath,
|
||||
]);
|
||||
break;
|
||||
case ERC20BridgeSource.Platypus:
|
||||
const platypusFillData = (order as OptimizedMarketBridgeOrder<PlatypusFillData>).fillData;
|
||||
bridgeData = encoder.encode([
|
||||
platypusFillData.router,
|
||||
platypusFillData.pool,
|
||||
platypusFillData.tokenAddressPath,
|
||||
]);
|
||||
break;
|
||||
|
||||
default:
|
||||
throw new Error(AggregationError.NoBridgeForSource);
|
||||
@@ -453,6 +468,8 @@ const balancerV2Encoder = AbiEncoder.create([
|
||||
]);
|
||||
const routerAddressPathEncoder = AbiEncoder.create('(address,address[])');
|
||||
const tokenAddressEncoder = AbiEncoder.create([{ name: 'tokenAddress', type: 'address' }]);
|
||||
const gmxAddressPathEncoder = AbiEncoder.create('(address,address,address,address[])');
|
||||
const platypusAddressPathEncoder = AbiEncoder.create('(address,address[],address[])');
|
||||
|
||||
export const BRIDGE_ENCODERS: {
|
||||
[key in Exclude<
|
||||
@@ -464,10 +481,6 @@ export const BRIDGE_ENCODERS: {
|
||||
{ name: 'provider', type: 'address' },
|
||||
{ name: 'data', type: 'bytes' },
|
||||
]),
|
||||
[ERC20BridgeSource.Kyber]: AbiEncoder.create([
|
||||
{ name: 'kyberNetworkProxy', type: 'address' },
|
||||
{ name: 'hint', type: 'bytes' },
|
||||
]),
|
||||
[ERC20BridgeSource.Dodo]: AbiEncoder.create([
|
||||
{ name: 'helper', type: 'address' },
|
||||
{ name: 'poolAddress', type: 'address' },
|
||||
@@ -480,8 +493,6 @@ export const BRIDGE_ENCODERS: {
|
||||
// Curve like
|
||||
[ERC20BridgeSource.Curve]: curveEncoder,
|
||||
[ERC20BridgeSource.CurveV2]: curveEncoder,
|
||||
[ERC20BridgeSource.Swerve]: curveEncoder,
|
||||
[ERC20BridgeSource.SnowSwap]: curveEncoder,
|
||||
[ERC20BridgeSource.Nerve]: curveEncoder,
|
||||
[ERC20BridgeSource.Synapse]: curveEncoder,
|
||||
[ERC20BridgeSource.Belt]: curveEncoder,
|
||||
@@ -498,13 +509,17 @@ export const BRIDGE_ENCODERS: {
|
||||
[ERC20BridgeSource.UniswapV2]: routerAddressPathEncoder,
|
||||
[ERC20BridgeSource.SushiSwap]: routerAddressPathEncoder,
|
||||
[ERC20BridgeSource.CryptoCom]: routerAddressPathEncoder,
|
||||
[ERC20BridgeSource.Linkswap]: routerAddressPathEncoder,
|
||||
[ERC20BridgeSource.ShibaSwap]: routerAddressPathEncoder,
|
||||
[ERC20BridgeSource.Pangolin]: routerAddressPathEncoder,
|
||||
[ERC20BridgeSource.TraderJoe]: routerAddressPathEncoder,
|
||||
[ERC20BridgeSource.SpiritSwap]: routerAddressPathEncoder,
|
||||
[ERC20BridgeSource.SpookySwap]: routerAddressPathEncoder,
|
||||
[ERC20BridgeSource.MorpheusSwap]: routerAddressPathEncoder,
|
||||
[ERC20BridgeSource.BiSwap]: routerAddressPathEncoder,
|
||||
[ERC20BridgeSource.Yoshi]: routerAddressPathEncoder,
|
||||
// Avalanche
|
||||
[ERC20BridgeSource.GMX]: gmxAddressPathEncoder,
|
||||
[ERC20BridgeSource.Platypus]: platypusAddressPathEncoder,
|
||||
// Celo
|
||||
[ERC20BridgeSource.UbeSwap]: routerAddressPathEncoder,
|
||||
// BSC
|
||||
@@ -526,14 +541,27 @@ export const BRIDGE_ENCODERS: {
|
||||
[ERC20BridgeSource.Shell]: poolEncoder,
|
||||
[ERC20BridgeSource.Component]: poolEncoder,
|
||||
[ERC20BridgeSource.Mooniswap]: poolEncoder,
|
||||
[ERC20BridgeSource.Eth2Dai]: poolEncoder,
|
||||
[ERC20BridgeSource.MStable]: poolEncoder,
|
||||
[ERC20BridgeSource.Balancer]: poolEncoder,
|
||||
[ERC20BridgeSource.Cream]: poolEncoder,
|
||||
[ERC20BridgeSource.Uniswap]: poolEncoder,
|
||||
// Custom integrations
|
||||
[ERC20BridgeSource.MakerPsm]: makerPsmEncoder,
|
||||
[ERC20BridgeSource.BalancerV2]: balancerV2Encoder,
|
||||
[ERC20BridgeSource.BalancerV2]: AbiEncoder.create([
|
||||
{ name: 'vault', type: 'address' },
|
||||
{
|
||||
name: 'swapSteps',
|
||||
type: 'tuple[]',
|
||||
components: [
|
||||
{ name: 'poolId', type: 'bytes32' },
|
||||
{ name: 'assetInIndex', type: 'uint256' },
|
||||
{ name: 'assetOutIndex', type: 'uint256' },
|
||||
{ name: 'amount', type: 'uint256' },
|
||||
{ name: 'userData', type: 'bytes' },
|
||||
],
|
||||
},
|
||||
{ name: 'assets', type: 'address[]' },
|
||||
]),
|
||||
[ERC20BridgeSource.Beethovenx]: balancerV2Encoder,
|
||||
[ERC20BridgeSource.UniswapV3]: AbiEncoder.create([
|
||||
{ name: 'router', type: 'address' },
|
||||
|
||||
@@ -1,5 +1,5 @@
|
||||
import { getPoolsWithTokens, parsePoolData } from '@balancer-labs/sor';
|
||||
import { Pool } from '@balancer-labs/sor/dist/types';
|
||||
import { getPoolsWithTokens, parsePoolData } from 'balancer-labs-sor-v1';
|
||||
import { Pool } from 'balancer-labs-sor-v1/dist/types';
|
||||
import { gql, request } from 'graphql-request';
|
||||
|
||||
import { BALANCER_MAX_POOLS_FETCHED, BALANCER_SUBGRAPH_URL, BALANCER_TOP_POOLS_FETCHED } from '../constants';
|
||||
|
||||
@@ -1,7 +1,7 @@
|
||||
import { ChainId } from '@0x/contract-addresses';
|
||||
import { BigNumber } from '@0x/utils';
|
||||
// import { parsePoolData } from '@balancer-labs'; // TODO - upgrade to v2
|
||||
import { Pool } from '@balancer-labs/sor/dist/types';
|
||||
import { Pool } from 'balancer-labs-sor-v1/dist/types';
|
||||
import { gql, request } from 'graphql-request';
|
||||
|
||||
import { DEFAULT_WARNING_LOGGER } from '../../../constants';
|
||||
@@ -51,7 +51,7 @@ export class BalancerV2PoolsCache extends PoolsCache {
|
||||
|
||||
constructor(
|
||||
chainId: ChainId,
|
||||
private readonly subgraphUrl: string = BALANCER_V2_SUBGRAPH_URL_BY_CHAIN[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,
|
||||
|
||||
@@ -0,0 +1,190 @@
|
||||
import { ChainId } from '@0x/contract-addresses';
|
||||
import { BigNumber } from '@0x/utils';
|
||||
import {
|
||||
BalancerSDK,
|
||||
BalancerSdkConfig,
|
||||
formatSequence,
|
||||
getTokenAddressesForSwap,
|
||||
NewPath,
|
||||
parseToPoolsDict,
|
||||
PoolDictionary,
|
||||
RouteProposer,
|
||||
SwapTypes,
|
||||
} from '@balancer-labs/sdk';
|
||||
|
||||
import { DEFAULT_WARNING_LOGGER } from '../../../constants';
|
||||
import { LogFunction } from '../../../types';
|
||||
import { BALANCER_V2_SUBGRAPH_URL_BY_CHAIN, ONE_SECOND_MS } from '../constants';
|
||||
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 {
|
||||
poolType: string;
|
||||
id: string;
|
||||
tokens: Array<{ address: string }>;
|
||||
tokensList: string[];
|
||||
}
|
||||
|
||||
export class BalancerV2SwapInfoCache extends SwapInfoCache {
|
||||
private static readonly _MAX_POOLS_PER_PATH = 4;
|
||||
private static readonly _MAX_CANDIDATE_PATHS_PER_PAIR = 2;
|
||||
private readonly _routeProposer: RouteProposer;
|
||||
private readonly _poolDataService: SubgraphPoolDataService;
|
||||
|
||||
constructor(
|
||||
chainId: ChainId,
|
||||
subgraphUrl: string | null = BALANCER_V2_SUBGRAPH_URL_BY_CHAIN[chainId],
|
||||
private readonly _warningLogger: LogFunction = DEFAULT_WARNING_LOGGER,
|
||||
cache: { [key: string]: CacheValue } = {},
|
||||
) {
|
||||
super(cache);
|
||||
const config: BalancerSdkConfig = {
|
||||
network: chainId as number, // wtf TS
|
||||
rpcUrl: '', // Not actually used by SDK for this.
|
||||
};
|
||||
const balancerSdk = new BalancerSDK(config);
|
||||
// The RouteProposer finds paths between a token pair using direct/multihop/linearPool routes
|
||||
this._routeProposer = balancerSdk.sor.routeProposer;
|
||||
// Uses Subgraph to retrieve up to date pool data required for routeProposer
|
||||
this._poolDataService = new SubgraphPoolDataService({
|
||||
chainId,
|
||||
subgraphUrl,
|
||||
});
|
||||
void this._loadTopPoolsAsync();
|
||||
// Reload the top pools every 12 hours
|
||||
setInterval(async () => void this._loadTopPoolsAsync(), ONE_DAY_MS / 2);
|
||||
}
|
||||
|
||||
protected async _loadTopPoolsAsync(): Promise<void> {
|
||||
const fromToSwapInfo: {
|
||||
[from: string]: { [to: string]: BalancerSwaps };
|
||||
} = {};
|
||||
|
||||
// Retrieve pool data from Subgraph
|
||||
const pools = await this._poolDataService.getPools();
|
||||
// timestamp is used for Element pools
|
||||
const timestamp = Math.floor(Date.now() / ONE_SECOND_MS);
|
||||
const poolsDict = parseToPoolsDict(pools, timestamp);
|
||||
|
||||
for (const pool of pools) {
|
||||
const { tokensList } = pool;
|
||||
// tslint:disable-next-line: await-promise
|
||||
await null; // This loop can be CPU heavy so yield to event loop.
|
||||
for (const from of tokensList) {
|
||||
for (const to of tokensList.filter(t => t.toLowerCase() !== from.toLowerCase())) {
|
||||
fromToSwapInfo[from] = fromToSwapInfo[from] || {};
|
||||
// If a record for pair already exists skip as all paths alreay found
|
||||
if (fromToSwapInfo[from][to]) {
|
||||
continue;
|
||||
} else {
|
||||
try {
|
||||
const expiresAt = Date.now() + this._cacheTimeMs;
|
||||
// Retrieve swap steps and assets for a token pair
|
||||
// This only needs to be called once per pair as all paths will be created from single call
|
||||
const pairSwapInfo = this._getPoolPairSwapInfo(poolsDict, from, to);
|
||||
fromToSwapInfo[from][to] = pairSwapInfo;
|
||||
this._cacheSwapInfoForPair(from, to, fromToSwapInfo[from][to], expiresAt);
|
||||
} catch (err) {
|
||||
this._warningLogger(err, `Failed to load Balancer V2 top pools`);
|
||||
// soldier on
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
/**
|
||||
* Will retrieve fresh pair and path data from Subgraph and return and array of swap info for pair..
|
||||
* @param takerToken Address of takerToken.
|
||||
* @param makerToken Address of makerToken.
|
||||
* @returns Swap data for pair consisting of assets and swap steps for ExactIn and ExactOut swap types.
|
||||
*/
|
||||
protected async _fetchSwapInfoForPairAsync(takerToken: string, makerToken: string): Promise<BalancerSwaps> {
|
||||
try {
|
||||
// retrieve up to date pools from SG
|
||||
const pools = await this._poolDataService.getPools();
|
||||
|
||||
// timestamp is used for Element pools
|
||||
const timestamp = Math.floor(Date.now() / ONE_SECOND_MS);
|
||||
const poolDictionary = parseToPoolsDict(pools, timestamp);
|
||||
return this._getPoolPairSwapInfo(poolDictionary, takerToken, makerToken);
|
||||
} catch (e) {
|
||||
return EMPTY_BALANCER_SWAPS;
|
||||
}
|
||||
}
|
||||
|
||||
/**
|
||||
* Uses pool data from provided dictionary to find top swap paths for token pair.
|
||||
* @param pools Dictionary of pool data.
|
||||
* @param takerToken Address of taker token.
|
||||
* @param makerToken Address of maker token.
|
||||
* @returns Swap data for pair consisting of assets and swap steps for ExactIn and ExactOut swap types.
|
||||
*/
|
||||
private _getPoolPairSwapInfo(pools: PoolDictionary, takerToken: string, makerToken: string): BalancerSwaps {
|
||||
/*
|
||||
Uses Balancer SDK to construct available paths for pair.
|
||||
Paths can be direct, i.e. both tokens are in same pool or multihop.
|
||||
Will also create paths for the new Balancer Linear pools.
|
||||
These are returned in order of available liquidity which is useful for filtering.
|
||||
*/
|
||||
const paths = this._routeProposer.getCandidatePathsFromDict(
|
||||
takerToken,
|
||||
makerToken,
|
||||
SwapTypes.SwapExactIn,
|
||||
pools,
|
||||
BalancerV2SwapInfoCache._MAX_POOLS_PER_PATH,
|
||||
);
|
||||
|
||||
if (paths.length === 0) {
|
||||
return EMPTY_BALANCER_SWAPS;
|
||||
}
|
||||
|
||||
// Convert paths data to swap information suitable for queryBatchSwap. Only use top 2 liquid paths
|
||||
return formatSwaps(paths.slice(0, BalancerV2SwapInfoCache._MAX_CANDIDATE_PATHS_PER_PAIR));
|
||||
}
|
||||
}
|
||||
|
||||
/**
|
||||
* Given an array of Balancer paths, returns swap information that can be passed to queryBatchSwap.
|
||||
* @param paths Array of Balancer paths.
|
||||
* @returns Formatted swap data consisting of assets and swap steps for ExactIn and ExactOut swap types.
|
||||
*/
|
||||
function formatSwaps(paths: NewPath[]): BalancerSwaps {
|
||||
const formattedSwapsExactIn: BalancerSwapInfo[] = [];
|
||||
const formattedSwapsExactOut: BalancerSwapInfo[] = [];
|
||||
let assets: string[];
|
||||
paths.forEach(path => {
|
||||
// Add a swap amount for each swap so we can use formatSequence. (This will be overwritten with actual amount during query)
|
||||
path.swaps.forEach(s => (s.swapAmount = '0'));
|
||||
const tokenAddresses = getTokenAddressesForSwap(path.swaps);
|
||||
// Formats for both ExactIn and ExactOut swap types
|
||||
const swapsExactIn = formatSequence(SwapTypes.SwapExactIn, path.swaps, tokenAddresses);
|
||||
const swapsExactOut = formatSequence(SwapTypes.SwapExactOut, path.swaps, tokenAddresses);
|
||||
assets = tokenAddresses;
|
||||
formattedSwapsExactIn.push({
|
||||
assets,
|
||||
swapSteps: swapsExactIn.map(s => ({
|
||||
...s,
|
||||
amount: new BigNumber(s.amount),
|
||||
})),
|
||||
});
|
||||
formattedSwapsExactOut.push({
|
||||
assets,
|
||||
swapSteps: swapsExactOut.map(s => ({
|
||||
...s,
|
||||
amount: new BigNumber(s.amount),
|
||||
})),
|
||||
});
|
||||
});
|
||||
const formattedSwaps: BalancerSwaps = {
|
||||
swapInfoExactIn: formattedSwapsExactIn,
|
||||
swapInfoExactOut: formattedSwapsExactOut,
|
||||
};
|
||||
return formattedSwaps;
|
||||
}
|
||||
@@ -1,4 +1,4 @@
|
||||
import { Pool } from '@balancer-labs/sor/dist/types';
|
||||
import { Pool } from 'balancer-labs-sor-v1/dist/types';
|
||||
import { getPoolsWithTokens, parsePoolData } from 'cream-sor';
|
||||
|
||||
import { BALANCER_MAX_POOLS_FETCHED } from '../constants';
|
||||
|
||||
@@ -0,0 +1,91 @@
|
||||
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.
|
||||
* SwapInfo includes swap steps and asset information for those swap steps.
|
||||
*/
|
||||
export abstract class SwapInfoCache {
|
||||
protected static _isExpired(value: CacheValue): boolean {
|
||||
return Date.now() >= value.expiresAt;
|
||||
}
|
||||
constructor(
|
||||
protected readonly _cache: { [key: string]: CacheValue },
|
||||
protected readonly _cacheTimeMs: number = DEFAULT_CACHE_TIME_MS,
|
||||
) {}
|
||||
|
||||
public async getFreshPoolsForPairAsync(
|
||||
takerToken: string,
|
||||
makerToken: string,
|
||||
timeoutMs: number = DEFAULT_TIMEOUT_MS,
|
||||
): Promise<BalancerSwaps> {
|
||||
const timeout = new Promise<BalancerSwaps>(resolve => setTimeout(resolve, timeoutMs, []));
|
||||
return Promise.race([this._getAndSaveFreshSwapInfoForPairAsync(takerToken, makerToken), timeout]);
|
||||
}
|
||||
|
||||
public getCachedSwapInfoForPair(
|
||||
takerToken: string,
|
||||
makerToken: string,
|
||||
ignoreExpired: boolean = true,
|
||||
): BalancerSwaps | undefined {
|
||||
const key = JSON.stringify([takerToken, makerToken]);
|
||||
const value = this._cache[key];
|
||||
if (ignoreExpired) {
|
||||
return value === undefined ? EMPTY_BALANCER_SWAPS : value.balancerSwaps;
|
||||
}
|
||||
if (!value) {
|
||||
return undefined;
|
||||
}
|
||||
if (SwapInfoCache._isExpired(value)) {
|
||||
return undefined;
|
||||
}
|
||||
return value.balancerSwaps;
|
||||
}
|
||||
|
||||
public isFresh(takerToken: string, makerToken: string): boolean {
|
||||
const cached = this.getCachedSwapInfoForPair(takerToken, makerToken, false);
|
||||
return cached !== undefined;
|
||||
}
|
||||
|
||||
protected async _getAndSaveFreshSwapInfoForPairAsync(
|
||||
takerToken: string,
|
||||
makerToken: string,
|
||||
): Promise<BalancerSwaps> {
|
||||
const key = JSON.stringify([takerToken, makerToken]);
|
||||
const value = this._cache[key];
|
||||
if (value === undefined || value.expiresAt >= Date.now()) {
|
||||
const swapInfo = await this._fetchSwapInfoForPairAsync(takerToken, makerToken);
|
||||
const expiresAt = Date.now() + this._cacheTimeMs;
|
||||
this._cacheSwapInfoForPair(takerToken, makerToken, swapInfo, expiresAt);
|
||||
}
|
||||
return this._cache[key].balancerSwaps;
|
||||
}
|
||||
|
||||
protected _cacheSwapInfoForPair(
|
||||
takerToken: string,
|
||||
makerToken: string,
|
||||
swapInfo: BalancerSwaps,
|
||||
expiresAt: number,
|
||||
): void {
|
||||
const key = JSON.stringify([takerToken, makerToken]);
|
||||
this._cache[key] = {
|
||||
expiresAt,
|
||||
balancerSwaps: swapInfo,
|
||||
};
|
||||
}
|
||||
|
||||
protected abstract _fetchSwapInfoForPairAsync(takerToken: string, makerToken: string): Promise<BalancerSwaps>;
|
||||
}
|
||||
@@ -1,4 +1,4 @@
|
||||
import { Pool } from '@balancer-labs/sor/dist/types';
|
||||
import { Pool } from 'balancer-labs-sor-v1/dist/types';
|
||||
|
||||
import { ONE_HOUR_IN_SECONDS, ONE_SECOND_MS } from '../constants';
|
||||
export { Pool };
|
||||
|
||||
@@ -0,0 +1,114 @@
|
||||
import { ChainId } from '@0x/contract-addresses';
|
||||
import { logUtils } from '@0x/utils';
|
||||
import { PoolDataService, SubgraphPoolBase } from '@balancer-labs/sdk';
|
||||
import { gql, request } from 'graphql-request';
|
||||
|
||||
const queryWithLinear = gql`
|
||||
query fetchTopPoolsWithLinear($maxPoolsFetched: Int!) {
|
||||
pools: pools(
|
||||
first: $maxPoolsFetched
|
||||
where: { swapEnabled: true }
|
||||
orderBy: totalLiquidity
|
||||
orderDirection: desc
|
||||
) {
|
||||
id
|
||||
address
|
||||
poolType
|
||||
swapFee
|
||||
totalShares
|
||||
tokens {
|
||||
address
|
||||
balance
|
||||
decimals
|
||||
weight
|
||||
priceRate
|
||||
}
|
||||
tokensList
|
||||
totalWeight
|
||||
amp
|
||||
expiryTime
|
||||
unitSeconds
|
||||
principalToken
|
||||
baseToken
|
||||
swapEnabled
|
||||
wrappedIndex
|
||||
mainIndex
|
||||
lowerTarget
|
||||
upperTarget
|
||||
}
|
||||
}
|
||||
`;
|
||||
|
||||
const queryWithOutLinear = gql`
|
||||
query fetchTopPoolsWithoutLinear($maxPoolsFetched: Int!) {
|
||||
pools: pools(
|
||||
first: $maxPoolsFetched
|
||||
where: { swapEnabled: true }
|
||||
orderBy: totalLiquidity
|
||||
orderDirection: desc
|
||||
) {
|
||||
id
|
||||
address
|
||||
poolType
|
||||
swapFee
|
||||
totalShares
|
||||
tokens {
|
||||
address
|
||||
balance
|
||||
decimals
|
||||
weight
|
||||
priceRate
|
||||
}
|
||||
tokensList
|
||||
totalWeight
|
||||
amp
|
||||
expiryTime
|
||||
unitSeconds
|
||||
principalToken
|
||||
baseToken
|
||||
swapEnabled
|
||||
}
|
||||
}
|
||||
`;
|
||||
|
||||
const QUERY_BY_CHAIN_ID: { [chainId: number]: string } = {
|
||||
[ChainId.Mainnet]: queryWithLinear,
|
||||
[ChainId.Polygon]: queryWithOutLinear,
|
||||
};
|
||||
|
||||
const DEFAULT_MAX_POOLS_FETCHED = 96;
|
||||
|
||||
/**
|
||||
* Simple service to query required info from Subgraph for Balancer Pools.
|
||||
* Because Balancer Subgraphs have slightly different schema depending on network the queries are adjusted as needed.
|
||||
*/
|
||||
export class SubgraphPoolDataService implements PoolDataService {
|
||||
private readonly _gqlQuery: string | undefined;
|
||||
|
||||
constructor(
|
||||
private readonly _config: {
|
||||
chainId: number;
|
||||
subgraphUrl: string | null;
|
||||
maxPoolsFetched?: number;
|
||||
},
|
||||
) {
|
||||
this._config.maxPoolsFetched = this._config.maxPoolsFetched || DEFAULT_MAX_POOLS_FETCHED;
|
||||
this._gqlQuery = QUERY_BY_CHAIN_ID[this._config.chainId];
|
||||
}
|
||||
|
||||
// tslint:disable-next-line: async-suffix
|
||||
public async getPools(): Promise<SubgraphPoolBase[]> {
|
||||
if (!this._gqlQuery || !this._config.subgraphUrl) {
|
||||
return [];
|
||||
}
|
||||
try {
|
||||
const { pools } = await request<{ pools: SubgraphPoolBase[] }>(this._config.subgraphUrl, this._gqlQuery, {
|
||||
maxPoolsFetched: this._config.maxPoolsFetched,
|
||||
});
|
||||
return pools;
|
||||
} catch (err) {
|
||||
logUtils.warn(`Failed to fetch BalancerV2 subgraph pools: ${err.message}`);
|
||||
return [];
|
||||
}
|
||||
}
|
||||
}
|
||||
@@ -5,9 +5,8 @@ import { SamplerOverrides } from '../../types';
|
||||
import { ERC20BridgeSamplerContract } from '../../wrappers';
|
||||
|
||||
import { BancorService } from './bancor_service';
|
||||
import { PoolsCache } from './pools_cache';
|
||||
import { SamplerOperations } from './sampler_operations';
|
||||
import { BatchedOperation, ERC20BridgeSource, LiquidityProviderRegistry, TokenAdjacencyGraph } from './types';
|
||||
import { PoolsCacheMap, SamplerOperations } from './sampler_operations';
|
||||
import { BatchedOperation, LiquidityProviderRegistry, TokenAdjacencyGraph } from './types';
|
||||
|
||||
/**
|
||||
* Generate sample amounts up to `maxFillAmount`.
|
||||
@@ -37,7 +36,7 @@ export class DexOrderSampler extends SamplerOperations {
|
||||
public readonly chainId: ChainId,
|
||||
_samplerContract: ERC20BridgeSamplerContract,
|
||||
private readonly _samplerOverrides?: SamplerOverrides,
|
||||
poolsCaches?: { [key in ERC20BridgeSource]: PoolsCache },
|
||||
poolsCaches?: PoolsCacheMap,
|
||||
tokenAdjacencyGraph?: TokenAdjacencyGraph,
|
||||
liquidityProviderRegistry?: LiquidityProviderRegistry,
|
||||
bancorServiceFn: () => Promise<BancorService | undefined> = async () => undefined,
|
||||
|
||||
@@ -13,9 +13,8 @@ import { BancorService } from './bancor_service';
|
||||
import {
|
||||
getCurveLikeInfosForPair,
|
||||
getDodoV2Offsets,
|
||||
getKyberOffsets,
|
||||
getPlatypusInfoForPair,
|
||||
getShellLikeInfosForPair,
|
||||
isAllowedKyberReserveId,
|
||||
isBadTokenForSource,
|
||||
isValidAddress,
|
||||
uniswapV2LikeRouterAddress,
|
||||
@@ -23,6 +22,7 @@ import {
|
||||
import { CompoundCTokenCache } from './compound_ctoken_cache';
|
||||
import {
|
||||
AAVE_V2_SUBGRAPH_URL_BY_CHAIN_ID,
|
||||
AVALANCHE_TOKENS,
|
||||
BALANCER_V2_VAULT_ADDRESS_BY_CHAIN,
|
||||
BANCOR_REGISTRY_BY_CHAIN_ID,
|
||||
BEETHOVEN_X_SUBGRAPH_URL_BY_CHAIN,
|
||||
@@ -30,18 +30,18 @@ import {
|
||||
COMPOUND_API_URL_BY_CHAIN_ID,
|
||||
DODOV1_CONFIG_BY_CHAIN_ID,
|
||||
DODOV2_FACTORIES_BY_CHAIN_ID,
|
||||
KYBER_CONFIG_BY_CHAIN_ID,
|
||||
GMX_READER_BY_CHAIN_ID,
|
||||
GMX_ROUTER_BY_CHAIN_ID,
|
||||
GMX_VAULT_BY_CHAIN_ID,
|
||||
KYBER_DMM_ROUTER_BY_CHAIN_ID,
|
||||
LIDO_INFO_BY_CHAIN,
|
||||
LINKSWAP_ROUTER_BY_CHAIN_ID,
|
||||
LIQUIDITY_PROVIDER_REGISTRY_BY_CHAIN_ID,
|
||||
MAINNET_TOKENS,
|
||||
MAKER_PSM_INFO_BY_CHAIN_ID,
|
||||
MAX_UINT256,
|
||||
MOONISWAP_REGISTRIES_BY_CHAIN_ID,
|
||||
NATIVE_FEE_TOKEN_BY_CHAIN_ID,
|
||||
NULL_ADDRESS,
|
||||
NULL_BYTES,
|
||||
PLATYPUS_ROUTER_BY_CHAIN_ID,
|
||||
SELL_SOURCE_FILTER_BY_CHAIN_ID,
|
||||
UNISWAPV1_ROUTER_BY_CHAIN_ID,
|
||||
UNISWAPV3_CONFIG_BY_CHAIN_ID,
|
||||
@@ -51,6 +51,7 @@ import { getGeistInfoForPair } from './geist_utils';
|
||||
import { getLiquidityProvidersForPair } from './liquidity_provider_utils';
|
||||
import { getIntermediateTokens } from './multihop_utils';
|
||||
import { BalancerPoolsCache, BalancerV2PoolsCache, CreamPoolsCache, PoolsCache } from './pools_cache';
|
||||
import { BalancerV2SwapInfoCache } from './pools_cache/balancer_v2_utils_new';
|
||||
import { SamplerContractOperation } from './sampler_contract_operation';
|
||||
import { SamplerNoOperation } from './sampler_no_operation';
|
||||
import { SourceFilters } from './source_filters';
|
||||
@@ -58,6 +59,8 @@ import {
|
||||
AaveV2FillData,
|
||||
AaveV2Info,
|
||||
BalancerFillData,
|
||||
BalancerSwapInfo,
|
||||
BalancerV2BatchSwapFillData,
|
||||
BalancerV2FillData,
|
||||
BalancerV2PoolInfo,
|
||||
BancorFillData,
|
||||
@@ -71,10 +74,9 @@ import {
|
||||
GeistFillData,
|
||||
GeistInfo,
|
||||
GenericRouterFillData,
|
||||
GMXFillData,
|
||||
HopInfo,
|
||||
KyberDmmFillData,
|
||||
KyberFillData,
|
||||
KyberSamplerOpts,
|
||||
LidoFillData,
|
||||
LidoInfo,
|
||||
LiquidityProviderFillData,
|
||||
@@ -82,6 +84,7 @@ import {
|
||||
MakerPsmFillData,
|
||||
MooniswapFillData,
|
||||
MultiHopFillData,
|
||||
PlatypusFillData,
|
||||
PsmInfo,
|
||||
ShellFillData,
|
||||
SourceQuoteOperation,
|
||||
@@ -103,6 +106,10 @@ export const TWO_HOP_SOURCE_FILTERS = SourceFilters.all().exclude([
|
||||
*/
|
||||
export const BATCH_SOURCE_FILTERS = SourceFilters.all().exclude([ERC20BridgeSource.MultiHop, ERC20BridgeSource.Native]);
|
||||
|
||||
export type PoolsCacheMap = { [key in Exclude<SourcesWithPoolsCache, ERC20BridgeSource.BalancerV2>]: PoolsCache } & {
|
||||
[ERC20BridgeSource.BalancerV2]: BalancerV2SwapInfoCache | undefined;
|
||||
};
|
||||
|
||||
// tslint:disable:no-inferred-empty-object-type no-unbound-method
|
||||
|
||||
/**
|
||||
@@ -111,7 +118,7 @@ export const BATCH_SOURCE_FILTERS = SourceFilters.all().exclude([ERC20BridgeSour
|
||||
*/
|
||||
export class SamplerOperations {
|
||||
public readonly liquidityProviderRegistry: LiquidityProviderRegistry;
|
||||
public readonly poolsCaches: { [key in SourcesWithPoolsCache]: PoolsCache };
|
||||
public readonly poolsCaches: PoolsCacheMap;
|
||||
public readonly aaveReservesCache: AaveV2ReservesCache | undefined;
|
||||
public readonly compoundCTokenCache: CompoundCTokenCache | undefined;
|
||||
protected _bancorService?: BancorService;
|
||||
@@ -126,7 +133,7 @@ export class SamplerOperations {
|
||||
constructor(
|
||||
public readonly chainId: ChainId,
|
||||
protected readonly _samplerContract: ERC20BridgeSamplerContract,
|
||||
poolsCaches?: { [key in SourcesWithPoolsCache]: PoolsCache },
|
||||
poolsCaches?: PoolsCacheMap,
|
||||
protected readonly tokenAdjacencyGraph: TokenAdjacencyGraph = { default: [] },
|
||||
liquidityProviderRegistry: LiquidityProviderRegistry = {},
|
||||
bancorServiceFn: () => Promise<BancorService | undefined> = async () => undefined,
|
||||
@@ -138,13 +145,16 @@ export class SamplerOperations {
|
||||
this.poolsCaches = poolsCaches
|
||||
? poolsCaches
|
||||
: {
|
||||
[ERC20BridgeSource.BalancerV2]: new BalancerV2PoolsCache(chainId),
|
||||
[ERC20BridgeSource.Beethovenx]: new BalancerV2PoolsCache(
|
||||
chainId,
|
||||
BEETHOVEN_X_SUBGRAPH_URL_BY_CHAIN[chainId],
|
||||
),
|
||||
[ERC20BridgeSource.Balancer]: new BalancerPoolsCache(),
|
||||
[ERC20BridgeSource.Cream]: new CreamPoolsCache(),
|
||||
[ERC20BridgeSource.BalancerV2]:
|
||||
BALANCER_V2_VAULT_ADDRESS_BY_CHAIN[chainId] === NULL_ADDRESS
|
||||
? undefined
|
||||
: new BalancerV2SwapInfoCache(chainId),
|
||||
};
|
||||
|
||||
const aaveSubgraphUrl = AAVE_V2_SUBGRAPH_URL_BY_CHAIN_ID[chainId];
|
||||
@@ -250,54 +260,6 @@ export class SamplerOperations {
|
||||
});
|
||||
}
|
||||
|
||||
public getKyberSellQuotes(
|
||||
kyberOpts: KyberSamplerOpts,
|
||||
reserveOffset: BigNumber,
|
||||
makerToken: string,
|
||||
takerToken: string,
|
||||
takerFillAmounts: BigNumber[],
|
||||
): SourceQuoteOperation {
|
||||
return new SamplerContractOperation({
|
||||
source: ERC20BridgeSource.Kyber,
|
||||
contract: this._samplerContract,
|
||||
function: this._samplerContract.sampleSellsFromKyberNetwork,
|
||||
params: [{ ...kyberOpts, reserveOffset, hint: NULL_BYTES }, takerToken, makerToken, takerFillAmounts],
|
||||
callback: (callResults: string, fillData: KyberFillData): BigNumber[] => {
|
||||
const [reserveId, hint, samples] = this._samplerContract.getABIDecodedReturnData<
|
||||
[string, string, BigNumber[]]
|
||||
>('sampleSellsFromKyberNetwork', callResults);
|
||||
fillData.hint = hint;
|
||||
fillData.reserveId = reserveId;
|
||||
fillData.networkProxy = kyberOpts.networkProxy;
|
||||
return isAllowedKyberReserveId(reserveId) ? samples : [];
|
||||
},
|
||||
});
|
||||
}
|
||||
|
||||
public getKyberBuyQuotes(
|
||||
kyberOpts: KyberSamplerOpts,
|
||||
reserveOffset: BigNumber,
|
||||
makerToken: string,
|
||||
takerToken: string,
|
||||
makerFillAmounts: BigNumber[],
|
||||
): SourceQuoteOperation {
|
||||
return new SamplerContractOperation({
|
||||
source: ERC20BridgeSource.Kyber,
|
||||
contract: this._samplerContract,
|
||||
function: this._samplerContract.sampleBuysFromKyberNetwork,
|
||||
params: [{ ...kyberOpts, reserveOffset, hint: NULL_BYTES }, takerToken, makerToken, makerFillAmounts],
|
||||
callback: (callResults: string, fillData: KyberFillData): BigNumber[] => {
|
||||
const [reserveId, hint, samples] = this._samplerContract.getABIDecodedReturnData<
|
||||
[string, string, BigNumber[]]
|
||||
>('sampleBuysFromKyberNetwork', callResults);
|
||||
fillData.hint = hint;
|
||||
fillData.reserveId = reserveId;
|
||||
fillData.networkProxy = kyberOpts.networkProxy;
|
||||
return isAllowedKyberReserveId(reserveId) ? samples : [];
|
||||
},
|
||||
});
|
||||
}
|
||||
|
||||
public getKyberDmmSellQuotes(
|
||||
router: string,
|
||||
tokenAddressPath: string[],
|
||||
@@ -564,6 +526,49 @@ export class SamplerOperations {
|
||||
});
|
||||
}
|
||||
|
||||
public getBalancerV2MultihopSellQuotes(
|
||||
vault: string,
|
||||
quoteSwaps: BalancerSwapInfo, // Should always be sell swap steps.
|
||||
fillSwaps: BalancerSwapInfo, // Should always be sell swap steps.
|
||||
takerFillAmounts: BigNumber[],
|
||||
source: ERC20BridgeSource,
|
||||
): SourceQuoteOperation<BalancerV2BatchSwapFillData> {
|
||||
const quoteSwapSteps = quoteSwaps.swapSteps.map(s => ({
|
||||
...s,
|
||||
assetInIndex: new BigNumber(s.assetInIndex),
|
||||
assetOutIndex: new BigNumber(s.assetOutIndex),
|
||||
}));
|
||||
return new SamplerContractOperation({
|
||||
source,
|
||||
fillData: { vault, swapSteps: fillSwaps.swapSteps, assets: fillSwaps.assets },
|
||||
contract: this._samplerContract,
|
||||
function: this._samplerContract.sampleMultihopSellsFromBalancerV2,
|
||||
params: [vault, quoteSwapSteps, quoteSwaps.assets, takerFillAmounts],
|
||||
});
|
||||
}
|
||||
|
||||
public getBalancerV2MultihopBuyQuotes(
|
||||
vault: string,
|
||||
quoteSwaps: BalancerSwapInfo, // Should always be buy swap steps.
|
||||
fillSwaps: BalancerSwapInfo, // Should always be a sell quote.
|
||||
makerFillAmounts: BigNumber[],
|
||||
source: ERC20BridgeSource,
|
||||
): SourceQuoteOperation<BalancerV2BatchSwapFillData> {
|
||||
const quoteSwapSteps = quoteSwaps.swapSteps.map(s => ({
|
||||
...s,
|
||||
assetInIndex: new BigNumber(s.assetInIndex),
|
||||
assetOutIndex: new BigNumber(s.assetOutIndex),
|
||||
}));
|
||||
return new SamplerContractOperation({
|
||||
source,
|
||||
// NOTE: fillData is set up for sells but quote function is set up for buys.
|
||||
fillData: { vault, swapSteps: fillSwaps.swapSteps, assets: fillSwaps.assets },
|
||||
contract: this._samplerContract,
|
||||
function: this._samplerContract.sampleMultihopBuysFromBalancerV2,
|
||||
params: [vault, quoteSwapSteps, quoteSwaps.assets, makerFillAmounts],
|
||||
});
|
||||
}
|
||||
|
||||
public getBalancerV2SellQuotes(
|
||||
poolInfo: BalancerV2PoolInfo,
|
||||
makerToken: string,
|
||||
@@ -1214,6 +1219,66 @@ export class SamplerOperations {
|
||||
});
|
||||
}
|
||||
|
||||
public getGMXSellQuotes(
|
||||
router: string,
|
||||
reader: string,
|
||||
vault: string,
|
||||
tokenAddressPath: string[],
|
||||
takerFillAmounts: BigNumber[],
|
||||
): SourceQuoteOperation<GMXFillData> {
|
||||
return new SamplerContractOperation({
|
||||
source: ERC20BridgeSource.GMX,
|
||||
fillData: { router, reader, vault, tokenAddressPath },
|
||||
contract: this._samplerContract,
|
||||
function: this._samplerContract.sampleSellsFromGMX,
|
||||
params: [reader, vault, tokenAddressPath, takerFillAmounts],
|
||||
});
|
||||
}
|
||||
public getGMXBuyQuotes(
|
||||
router: string,
|
||||
reader: string,
|
||||
vault: string,
|
||||
tokenAddressPath: string[],
|
||||
makerFillAmounts: BigNumber[],
|
||||
): SourceQuoteOperation<GMXFillData> {
|
||||
return new SamplerContractOperation({
|
||||
source: ERC20BridgeSource.GMX,
|
||||
fillData: { router, reader, vault, tokenAddressPath },
|
||||
contract: this._samplerContract,
|
||||
function: this._samplerContract.sampleBuysFromGMX,
|
||||
params: [reader, vault, tokenAddressPath, makerFillAmounts],
|
||||
});
|
||||
}
|
||||
|
||||
public getPlatypusSellQuotes(
|
||||
router: string,
|
||||
pool: string[],
|
||||
tokenAddressPath: string[],
|
||||
takerFillAmounts: BigNumber[],
|
||||
): SourceQuoteOperation<PlatypusFillData> {
|
||||
return new SamplerContractOperation({
|
||||
source: ERC20BridgeSource.Platypus,
|
||||
fillData: { router, pool, tokenAddressPath },
|
||||
contract: this._samplerContract,
|
||||
function: this._samplerContract.sampleSellsFromPlatypus,
|
||||
params: [pool[0], tokenAddressPath, takerFillAmounts],
|
||||
});
|
||||
}
|
||||
public getPlatypusBuyQuotes(
|
||||
router: string,
|
||||
pool: string[],
|
||||
tokenAddressPath: string[],
|
||||
makerFillAmounts: BigNumber[],
|
||||
): SourceQuoteOperation<PlatypusFillData> {
|
||||
return new SamplerContractOperation({
|
||||
source: ERC20BridgeSource.Platypus,
|
||||
fillData: { router, pool, tokenAddressPath },
|
||||
contract: this._samplerContract,
|
||||
function: this._samplerContract.sampleBuysFromPlatypus,
|
||||
params: [pool[0], tokenAddressPath, makerFillAmounts],
|
||||
});
|
||||
}
|
||||
|
||||
public getMedianSellRate(
|
||||
sources: ERC20BridgeSource[],
|
||||
makerToken: string,
|
||||
@@ -1299,7 +1364,7 @@ export class SamplerOperations {
|
||||
takerFillAmounts: BigNumber[],
|
||||
tokenAdjacencyGraph: TokenAdjacencyGraph = this.tokenAdjacencyGraph,
|
||||
): SourceQuoteOperation[] {
|
||||
// Find the adjacent tokens in the provided tooken adjacency graph,
|
||||
// Find the adjacent tokens in the provided token adjacency graph,
|
||||
// e.g if this is DAI->USDC we may check for DAI->WETH->USDC
|
||||
const intermediateTokens = getIntermediateTokens(makerToken, takerToken, tokenAdjacencyGraph);
|
||||
// Drop out MultiHop and Native as we do not query those here.
|
||||
@@ -1312,8 +1377,6 @@ export class SamplerOperations {
|
||||
return [];
|
||||
}
|
||||
switch (source) {
|
||||
case ERC20BridgeSource.Eth2Dai:
|
||||
return [];
|
||||
case ERC20BridgeSource.Uniswap:
|
||||
return isValidAddress(UNISWAPV1_ROUTER_BY_CHAIN_ID[this.chainId])
|
||||
? this.getUniswapSellQuotes(
|
||||
@@ -1345,7 +1408,9 @@ export class SamplerOperations {
|
||||
case ERC20BridgeSource.UbeSwap:
|
||||
case ERC20BridgeSource.SpiritSwap:
|
||||
case ERC20BridgeSource.SpookySwap:
|
||||
case ERC20BridgeSource.Yoshi:
|
||||
case ERC20BridgeSource.MorpheusSwap:
|
||||
case ERC20BridgeSource.BiSwap:
|
||||
const uniLikeRouter = uniswapV2LikeRouterAddress(this.chainId, source);
|
||||
if (!isValidAddress(uniLikeRouter)) {
|
||||
return [];
|
||||
@@ -1360,20 +1425,8 @@ export class SamplerOperations {
|
||||
return [];
|
||||
}
|
||||
return this.getKyberDmmSellQuotes(kyberDmmRouter, [takerToken, makerToken], takerFillAmounts);
|
||||
case ERC20BridgeSource.Kyber:
|
||||
return getKyberOffsets().map(offset =>
|
||||
this.getKyberSellQuotes(
|
||||
KYBER_CONFIG_BY_CHAIN_ID[this.chainId],
|
||||
offset,
|
||||
makerToken,
|
||||
takerToken,
|
||||
takerFillAmounts,
|
||||
),
|
||||
);
|
||||
case ERC20BridgeSource.Curve:
|
||||
case ERC20BridgeSource.CurveV2:
|
||||
case ERC20BridgeSource.Swerve:
|
||||
case ERC20BridgeSource.SnowSwap:
|
||||
case ERC20BridgeSource.Nerve:
|
||||
case ERC20BridgeSource.Synapse:
|
||||
case ERC20BridgeSource.Belt:
|
||||
@@ -1448,15 +1501,27 @@ export class SamplerOperations {
|
||||
ERC20BridgeSource.Balancer,
|
||||
),
|
||||
);
|
||||
case ERC20BridgeSource.BalancerV2:
|
||||
case ERC20BridgeSource.Beethovenx:
|
||||
case ERC20BridgeSource.BalancerV2: {
|
||||
const cache = this.poolsCaches[source];
|
||||
if (!cache) {
|
||||
return [];
|
||||
}
|
||||
|
||||
const swaps = cache.getCachedSwapInfoForPair(takerToken, makerToken);
|
||||
const vault = BALANCER_V2_VAULT_ADDRESS_BY_CHAIN[this.chainId];
|
||||
if (!swaps || vault === NULL_ADDRESS) {
|
||||
return [];
|
||||
}
|
||||
// Changed to retrieve queryBatchSwap for swap steps > 1 of length
|
||||
return swaps.swapInfoExactIn.map(swapInfo =>
|
||||
this.getBalancerV2MultihopSellQuotes(vault, swapInfo, swapInfo, takerFillAmounts, source),
|
||||
);
|
||||
}
|
||||
case ERC20BridgeSource.Beethovenx: {
|
||||
const poolIds =
|
||||
this.poolsCaches[source].getCachedPoolAddressesForPair(takerToken, makerToken) || [];
|
||||
|
||||
const vault =
|
||||
source === ERC20BridgeSource.BalancerV2
|
||||
? BALANCER_V2_VAULT_ADDRESS_BY_CHAIN[this.chainId]
|
||||
: BEETHOVEN_X_VAULT_ADDRESS_BY_CHAIN[this.chainId];
|
||||
const vault = BEETHOVEN_X_VAULT_ADDRESS_BY_CHAIN[this.chainId];
|
||||
if (vault === NULL_ADDRESS) {
|
||||
return [];
|
||||
}
|
||||
@@ -1469,6 +1534,7 @@ export class SamplerOperations {
|
||||
source,
|
||||
),
|
||||
);
|
||||
}
|
||||
case ERC20BridgeSource.Cream:
|
||||
return (
|
||||
this.poolsCaches[ERC20BridgeSource.Cream].getCachedPoolAddressesForPair(
|
||||
@@ -1520,23 +1586,6 @@ export class SamplerOperations {
|
||||
takerToken,
|
||||
takerFillAmounts,
|
||||
);
|
||||
case ERC20BridgeSource.Linkswap:
|
||||
if (!isValidAddress(LINKSWAP_ROUTER_BY_CHAIN_ID[this.chainId])) {
|
||||
return [];
|
||||
}
|
||||
return [
|
||||
[takerToken, makerToken],
|
||||
...getIntermediateTokens(makerToken, takerToken, {
|
||||
default: [MAINNET_TOKENS.LINK, MAINNET_TOKENS.WETH],
|
||||
}).map(t => [takerToken, t, makerToken]),
|
||||
].map(path =>
|
||||
this.getUniswapV2SellQuotes(
|
||||
LINKSWAP_ROUTER_BY_CHAIN_ID[this.chainId],
|
||||
path,
|
||||
takerFillAmounts,
|
||||
ERC20BridgeSource.Linkswap,
|
||||
),
|
||||
);
|
||||
case ERC20BridgeSource.MakerPsm:
|
||||
const psmInfo = MAKER_PSM_INFO_BY_CHAIN_ID[this.chainId];
|
||||
if (!isValidAddress(psmInfo.psmAddress)) {
|
||||
@@ -1605,6 +1654,29 @@ export class SamplerOperations {
|
||||
takerFillAmounts,
|
||||
);
|
||||
}
|
||||
case ERC20BridgeSource.GMX: {
|
||||
// low liquidity mim pool dont quote
|
||||
if (takerToken === AVALANCHE_TOKENS.MIM || makerToken === 'AVALANCHE_TOKENS.MIM') {
|
||||
return [];
|
||||
}
|
||||
return this.getGMXSellQuotes(
|
||||
GMX_ROUTER_BY_CHAIN_ID[this.chainId],
|
||||
GMX_READER_BY_CHAIN_ID[this.chainId],
|
||||
GMX_VAULT_BY_CHAIN_ID[this.chainId],
|
||||
[takerToken, makerToken],
|
||||
takerFillAmounts,
|
||||
);
|
||||
}
|
||||
case ERC20BridgeSource.Platypus: {
|
||||
return getPlatypusInfoForPair(this.chainId, takerToken, makerToken).map(pool =>
|
||||
this.getPlatypusSellQuotes(
|
||||
PLATYPUS_ROUTER_BY_CHAIN_ID[this.chainId],
|
||||
[pool.poolAddress],
|
||||
[takerToken, makerToken],
|
||||
takerFillAmounts,
|
||||
),
|
||||
);
|
||||
}
|
||||
default:
|
||||
throw new Error(`Unsupported sell sample source: ${source}`);
|
||||
}
|
||||
@@ -1626,8 +1698,6 @@ export class SamplerOperations {
|
||||
return _.flatten(
|
||||
_sources.map((source): SourceQuoteOperation | SourceQuoteOperation[] => {
|
||||
switch (source) {
|
||||
case ERC20BridgeSource.Eth2Dai:
|
||||
return [];
|
||||
case ERC20BridgeSource.Uniswap:
|
||||
return isValidAddress(UNISWAPV1_ROUTER_BY_CHAIN_ID[this.chainId])
|
||||
? this.getUniswapBuyQuotes(
|
||||
@@ -1659,7 +1729,9 @@ export class SamplerOperations {
|
||||
case ERC20BridgeSource.UbeSwap:
|
||||
case ERC20BridgeSource.SpiritSwap:
|
||||
case ERC20BridgeSource.SpookySwap:
|
||||
case ERC20BridgeSource.Yoshi:
|
||||
case ERC20BridgeSource.MorpheusSwap:
|
||||
case ERC20BridgeSource.BiSwap:
|
||||
const uniLikeRouter = uniswapV2LikeRouterAddress(this.chainId, source);
|
||||
if (!isValidAddress(uniLikeRouter)) {
|
||||
return [];
|
||||
@@ -1674,20 +1746,8 @@ export class SamplerOperations {
|
||||
return [];
|
||||
}
|
||||
return this.getKyberDmmBuyQuotes(kyberDmmRouter, [takerToken, makerToken], makerFillAmounts);
|
||||
case ERC20BridgeSource.Kyber:
|
||||
return getKyberOffsets().map(offset =>
|
||||
this.getKyberBuyQuotes(
|
||||
KYBER_CONFIG_BY_CHAIN_ID[this.chainId],
|
||||
offset,
|
||||
makerToken,
|
||||
takerToken,
|
||||
makerFillAmounts,
|
||||
),
|
||||
);
|
||||
case ERC20BridgeSource.Curve:
|
||||
case ERC20BridgeSource.CurveV2:
|
||||
case ERC20BridgeSource.Swerve:
|
||||
case ERC20BridgeSource.SnowSwap:
|
||||
case ERC20BridgeSource.Nerve:
|
||||
case ERC20BridgeSource.Synapse:
|
||||
case ERC20BridgeSource.Belt:
|
||||
@@ -1762,15 +1822,33 @@ export class SamplerOperations {
|
||||
ERC20BridgeSource.Balancer,
|
||||
),
|
||||
);
|
||||
case ERC20BridgeSource.BalancerV2:
|
||||
case ERC20BridgeSource.Beethovenx:
|
||||
case ERC20BridgeSource.BalancerV2: {
|
||||
const cache = this.poolsCaches[source];
|
||||
if (!cache) {
|
||||
return [];
|
||||
}
|
||||
|
||||
const swaps = cache.getCachedSwapInfoForPair(takerToken, makerToken);
|
||||
const vault = BALANCER_V2_VAULT_ADDRESS_BY_CHAIN[this.chainId];
|
||||
if (!swaps || vault === NULL_ADDRESS) {
|
||||
return [];
|
||||
}
|
||||
// Changed to retrieve queryBatchSwap for swap steps > 1 of length
|
||||
return swaps.swapInfoExactOut.map((quoteSwapInfo, i) =>
|
||||
this.getBalancerV2MultihopBuyQuotes(
|
||||
vault,
|
||||
quoteSwapInfo,
|
||||
swaps.swapInfoExactIn[i],
|
||||
makerFillAmounts,
|
||||
source,
|
||||
),
|
||||
);
|
||||
}
|
||||
case ERC20BridgeSource.Beethovenx: {
|
||||
const poolIds =
|
||||
this.poolsCaches[source].getCachedPoolAddressesForPair(takerToken, makerToken) || [];
|
||||
|
||||
const vault =
|
||||
source === ERC20BridgeSource.BalancerV2
|
||||
? BALANCER_V2_VAULT_ADDRESS_BY_CHAIN[this.chainId]
|
||||
: BEETHOVEN_X_VAULT_ADDRESS_BY_CHAIN[this.chainId];
|
||||
const vault = BEETHOVEN_X_VAULT_ADDRESS_BY_CHAIN[this.chainId];
|
||||
if (vault === NULL_ADDRESS) {
|
||||
return [];
|
||||
}
|
||||
@@ -1783,6 +1861,7 @@ export class SamplerOperations {
|
||||
source,
|
||||
),
|
||||
);
|
||||
}
|
||||
case ERC20BridgeSource.Cream:
|
||||
return (
|
||||
this.poolsCaches[ERC20BridgeSource.Cream].getCachedPoolAddressesForPair(
|
||||
@@ -1828,24 +1907,6 @@ export class SamplerOperations {
|
||||
// Unimplemented
|
||||
// return this.getBancorBuyQuotes(makerToken, takerToken, makerFillAmounts);
|
||||
return [];
|
||||
case ERC20BridgeSource.Linkswap:
|
||||
if (!isValidAddress(LINKSWAP_ROUTER_BY_CHAIN_ID[this.chainId])) {
|
||||
return [];
|
||||
}
|
||||
return [
|
||||
[takerToken, makerToken],
|
||||
// LINK is the base asset in many of the pools on Linkswap
|
||||
...getIntermediateTokens(makerToken, takerToken, {
|
||||
default: [MAINNET_TOKENS.LINK, MAINNET_TOKENS.WETH],
|
||||
}).map(t => [takerToken, t, makerToken]),
|
||||
].map(path =>
|
||||
this.getUniswapV2BuyQuotes(
|
||||
LINKSWAP_ROUTER_BY_CHAIN_ID[this.chainId],
|
||||
path,
|
||||
makerFillAmounts,
|
||||
ERC20BridgeSource.Linkswap,
|
||||
),
|
||||
);
|
||||
case ERC20BridgeSource.MakerPsm:
|
||||
const psmInfo = MAKER_PSM_INFO_BY_CHAIN_ID[this.chainId];
|
||||
if (!isValidAddress(psmInfo.psmAddress)) {
|
||||
@@ -1909,6 +1970,29 @@ export class SamplerOperations {
|
||||
}
|
||||
return this.getCompoundBuyQuotes(cToken.tokenAddress, makerToken, takerToken, makerFillAmounts);
|
||||
}
|
||||
case ERC20BridgeSource.GMX: {
|
||||
// bad mim pool dont quote
|
||||
if (takerToken === 'AVALANCHE_TOKENS.MIM' || makerToken === 'AVALANCHE_TOKENS.MIM') {
|
||||
return [];
|
||||
}
|
||||
return this.getGMXBuyQuotes(
|
||||
GMX_ROUTER_BY_CHAIN_ID[this.chainId],
|
||||
GMX_READER_BY_CHAIN_ID[this.chainId],
|
||||
GMX_VAULT_BY_CHAIN_ID[this.chainId],
|
||||
[takerToken, makerToken],
|
||||
makerFillAmounts,
|
||||
);
|
||||
}
|
||||
case ERC20BridgeSource.Platypus: {
|
||||
return getPlatypusInfoForPair(this.chainId, takerToken, makerToken).map(pool =>
|
||||
this.getPlatypusBuyQuotes(
|
||||
PLATYPUS_ROUTER_BY_CHAIN_ID[this.chainId],
|
||||
[pool.poolAddress],
|
||||
[takerToken, makerToken],
|
||||
makerFillAmounts,
|
||||
),
|
||||
);
|
||||
}
|
||||
default:
|
||||
throw new Error(`Unsupported buy sample source: ${source}`);
|
||||
}
|
||||
|
||||
@@ -2,12 +2,14 @@ import {
|
||||
FillQuoteTransformerLimitOrderInfo,
|
||||
FillQuoteTransformerOrderType,
|
||||
FillQuoteTransformerRfqOrderInfo,
|
||||
FillQuoteTransformerOtcOrderInfo
|
||||
} from '@0x/protocol-utils';
|
||||
import { MarketOperation } from '@0x/types';
|
||||
import { BigNumber } from '@0x/utils';
|
||||
|
||||
import { NativeOrderWithFillableAmounts, RfqFirmQuoteValidator, RfqRequestOpts } from '../../types';
|
||||
import { QuoteRequestor, V4RFQIndicativeQuoteMM } from '../../utils/quote_requestor';
|
||||
import { IRfqClient } from '../irfq_client';
|
||||
import { ExtendedQuoteReportSources, PriceComparisonsReport, QuoteReport } from '../quote_report_generator';
|
||||
|
||||
import { SourceFilters } from './source_filters';
|
||||
@@ -37,8 +39,6 @@ export enum ERC20BridgeSource {
|
||||
Native = 'Native',
|
||||
Uniswap = 'Uniswap',
|
||||
UniswapV2 = 'Uniswap_V2',
|
||||
Eth2Dai = 'Eth2Dai',
|
||||
Kyber = 'Kyber',
|
||||
Curve = 'Curve',
|
||||
LiquidityProvider = 'LiquidityProvider',
|
||||
MultiBridge = 'MultiBridge',
|
||||
@@ -51,13 +51,10 @@ export enum ERC20BridgeSource {
|
||||
Mooniswap = 'Mooniswap',
|
||||
MultiHop = 'MultiHop',
|
||||
Shell = 'Shell',
|
||||
Swerve = 'Swerve',
|
||||
SnowSwap = 'SnowSwap',
|
||||
SushiSwap = 'SushiSwap',
|
||||
Dodo = 'DODO',
|
||||
DodoV2 = 'DODO_V2',
|
||||
CryptoCom = 'CryptoCom',
|
||||
Linkswap = 'Linkswap',
|
||||
KyberDmm = 'KyberDMM',
|
||||
Smoothy = 'Smoothy',
|
||||
Component = 'Component',
|
||||
@@ -73,6 +70,7 @@ export enum ERC20BridgeSource {
|
||||
// BSC only
|
||||
PancakeSwap = 'PancakeSwap',
|
||||
PancakeSwapV2 = 'PancakeSwap_V2',
|
||||
BiSwap = 'BiSwap',
|
||||
BakerySwap = 'BakerySwap',
|
||||
Nerve = 'Nerve',
|
||||
Belt = 'Belt',
|
||||
@@ -94,6 +92,9 @@ export enum ERC20BridgeSource {
|
||||
// Avalanche
|
||||
Pangolin = 'Pangolin',
|
||||
TraderJoe = 'TraderJoe',
|
||||
Platypus = 'Platypus',
|
||||
// tslint:disable: enum-naming
|
||||
GMX = 'GMX',
|
||||
// Celo only
|
||||
UbeSwap = 'UbeSwap',
|
||||
MobiusMoney = 'MobiusMoney',
|
||||
@@ -102,6 +103,7 @@ export enum ERC20BridgeSource {
|
||||
SpookySwap = 'SpookySwap',
|
||||
Beethovenx = 'Beethovenx',
|
||||
MorpheusSwap = 'MorpheusSwap',
|
||||
Yoshi = 'Yoshi',
|
||||
Geist = 'Geist',
|
||||
}
|
||||
export type SourcesWithPoolsCache =
|
||||
@@ -194,7 +196,9 @@ export interface FillData {}
|
||||
// `FillData` for native fills. Represents a single native order
|
||||
export type NativeRfqOrderFillData = FillQuoteTransformerRfqOrderInfo;
|
||||
export type NativeLimitOrderFillData = FillQuoteTransformerLimitOrderInfo;
|
||||
export type NativeFillData = NativeRfqOrderFillData | NativeLimitOrderFillData;
|
||||
export type NativeOtcOrderFillData = FillQuoteTransformerOtcOrderInfo;
|
||||
export type NativeFillData = NativeRfqOrderFillData | NativeLimitOrderFillData | NativeOtcOrderFillData;
|
||||
|
||||
|
||||
// Represents an individual DEX sample from the sampler contract
|
||||
export interface DexSample<TFillData extends FillData = FillData> {
|
||||
@@ -209,6 +213,23 @@ export interface CurveFillData extends FillData {
|
||||
pool: CurveInfo;
|
||||
}
|
||||
|
||||
export interface BalancerBatchSwapStep {
|
||||
poolId: string;
|
||||
assetInIndex: number;
|
||||
assetOutIndex: number;
|
||||
amount: BigNumber;
|
||||
userData: string;
|
||||
}
|
||||
|
||||
export interface BalancerSwaps {
|
||||
swapInfoExactIn: BalancerSwapInfo[];
|
||||
swapInfoExactOut: BalancerSwapInfo[];
|
||||
}
|
||||
export interface BalancerSwapInfo {
|
||||
assets: string[];
|
||||
swapSteps: BalancerBatchSwapStep[];
|
||||
}
|
||||
|
||||
export interface BalancerFillData extends FillData {
|
||||
poolAddress: string;
|
||||
}
|
||||
@@ -218,6 +239,12 @@ export interface BalancerV2FillData extends FillData {
|
||||
poolId: string;
|
||||
}
|
||||
|
||||
export interface BalancerV2BatchSwapFillData extends FillData {
|
||||
vault: string;
|
||||
swapSteps: BalancerBatchSwapStep[];
|
||||
assets: string[];
|
||||
}
|
||||
|
||||
export interface UniswapV2FillData extends FillData {
|
||||
tokenAddressPath: string[];
|
||||
router: string;
|
||||
@@ -237,12 +264,6 @@ export interface BancorFillData extends FillData {
|
||||
networkAddress: string;
|
||||
}
|
||||
|
||||
export interface KyberFillData extends FillData {
|
||||
hint: string;
|
||||
reserveId: string;
|
||||
networkProxy: string;
|
||||
}
|
||||
|
||||
export interface MooniswapFillData extends FillData {
|
||||
poolAddress: string;
|
||||
}
|
||||
@@ -330,6 +351,24 @@ export interface GeistFillData extends FillData {
|
||||
takerToken: string;
|
||||
}
|
||||
|
||||
export interface PlatypusInfo {
|
||||
poolAddress: string;
|
||||
tokens: string[];
|
||||
gasSchedule: number;
|
||||
}
|
||||
|
||||
export interface GMXFillData extends FillData {
|
||||
router: string;
|
||||
reader: string;
|
||||
vault: string;
|
||||
tokenAddressPath: string[];
|
||||
}
|
||||
|
||||
export interface PlatypusFillData extends FillData {
|
||||
router: string;
|
||||
pool: string[];
|
||||
tokenAddressPath: string[];
|
||||
}
|
||||
/**
|
||||
* Represents a node on a fill path.
|
||||
*/
|
||||
@@ -418,15 +457,22 @@ export interface OptimizedRfqOrder extends OptimizedMarketOrderBase<NativeRfqOrd
|
||||
fillData: NativeRfqOrderFillData;
|
||||
}
|
||||
|
||||
export interface OptimizedOtcOrder extends OptimizedMarketOrderBase<NativeOtcOrderFillData> {
|
||||
type: FillQuoteTransformerOrderType.Otc;
|
||||
fillData: NativeOtcOrderFillData;
|
||||
}
|
||||
|
||||
/**
|
||||
* Optimized orders to fill.
|
||||
*/
|
||||
export type OptimizedMarketOrder =
|
||||
| OptimizedMarketBridgeOrder<FillData>
|
||||
| OptimizedMarketOrderBase<NativeLimitOrderFillData>
|
||||
| OptimizedMarketOrderBase<NativeRfqOrderFillData>;
|
||||
| OptimizedMarketOrderBase<NativeRfqOrderFillData>
|
||||
| OptimizedMarketOrderBase<NativeOtcOrderFillData>;
|
||||
|
||||
export interface GetMarketOrdersRfqOpts extends RfqRequestOpts {
|
||||
rfqClient?: IRfqClient;
|
||||
quoteRequestor?: QuoteRequestor;
|
||||
firmQuoteValidator?: RfqFirmQuoteValidator;
|
||||
}
|
||||
@@ -649,9 +695,3 @@ export interface GenerateOptimizedOrdersOpts {
|
||||
export interface ComparisonPrice {
|
||||
wholeOrder: BigNumber | undefined;
|
||||
}
|
||||
|
||||
export interface KyberSamplerOpts {
|
||||
networkProxy: string;
|
||||
hintHandler: string;
|
||||
weth: string;
|
||||
}
|
||||
|
||||
@@ -13,6 +13,7 @@ import {
|
||||
NativeCollapsedFill,
|
||||
NativeFillData,
|
||||
NativeLimitOrderFillData,
|
||||
NativeOtcOrderFillData,
|
||||
NativeRfqOrderFillData,
|
||||
RawQuotes,
|
||||
} from './market_operation_utils/types';
|
||||
@@ -107,6 +108,7 @@ export interface ExtendedQuoteReport {
|
||||
sourcesConsidered: ExtendedQuoteReportIndexedEntryOutbound[];
|
||||
sourcesDelivered: ExtendedQuoteReportIndexedEntryOutbound[] | undefined;
|
||||
blockNumber: number | undefined;
|
||||
estimatedGas: string;
|
||||
}
|
||||
|
||||
export interface PriceComparisonsReport {
|
||||
@@ -206,7 +208,7 @@ export function generateExtendedQuoteReportSources(
|
||||
..._.flatten(
|
||||
quotes.dexQuotes.map(dex =>
|
||||
dex
|
||||
.filter(quote => isDexSampleForTotalAmount(quote, marketOperation, amount))
|
||||
.filter(quote => isDexSampleForTotalAmount(quote, amount))
|
||||
.map(quote => dexSampleToReportSource(quote, marketOperation)),
|
||||
),
|
||||
),
|
||||
@@ -305,16 +307,8 @@ export function dexSampleToReportSource(ds: DexSample, marketOperation: MarketOp
|
||||
* Checks if a DEX sample is the one that represents the whole amount requested by taker
|
||||
* NOTE: this is used for the QuoteReport to filter samples
|
||||
*/
|
||||
function isDexSampleForTotalAmount(ds: DexSample, marketOperation: MarketOperation, amount: BigNumber): boolean {
|
||||
// input and output map to different values
|
||||
// based on the market operation
|
||||
if (marketOperation === MarketOperation.Buy) {
|
||||
return ds.input === amount;
|
||||
} else if (marketOperation === MarketOperation.Sell) {
|
||||
return ds.output === amount;
|
||||
} else {
|
||||
throw new Error(`Unexpected marketOperation ${marketOperation}`);
|
||||
}
|
||||
function isDexSampleForTotalAmount(ds: DexSample, amount: BigNumber): boolean {
|
||||
return ds.input.eq(amount);
|
||||
}
|
||||
|
||||
/**
|
||||
@@ -360,7 +354,7 @@ function _isNativeOrderFromCollapsedFill(cf: CollapsedFill): cf is NativeCollaps
|
||||
*/
|
||||
export function nativeOrderToReportEntry(
|
||||
type: FillQuoteTransformerOrderType,
|
||||
fillData: NativeLimitOrderFillData | NativeRfqOrderFillData,
|
||||
fillData: NativeLimitOrderFillData | NativeRfqOrderFillData | NativeOtcOrderFillData,
|
||||
fillableAmount: BigNumber,
|
||||
comparisonPrice?: BigNumber | undefined,
|
||||
quoteRequestor?: QuoteRequestor,
|
||||
|
||||
16
packages/asset-swapper/src/utils/rfq_client_mappers.ts
Normal file
16
packages/asset-swapper/src/utils/rfq_client_mappers.ts
Normal file
@@ -0,0 +1,16 @@
|
||||
import { FillQuoteTransformerOrderType } from '@0x/protocol-utils';
|
||||
|
||||
import { SignedNativeOrder } from '../types';
|
||||
|
||||
import { RfqClientV1Quote } from './irfq_client';
|
||||
|
||||
/**
|
||||
* Converts a RfqClientRfqOrderFirmQuote to a SignedNativeOrder
|
||||
*/
|
||||
export const toSignedNativeOrder = (quote: RfqClientV1Quote): SignedNativeOrder => {
|
||||
return {
|
||||
type: FillQuoteTransformerOrderType.Rfq,
|
||||
order: quote.order,
|
||||
signature: quote.signature,
|
||||
};
|
||||
};
|
||||
@@ -8,39 +8,41 @@ import { ContractArtifact } from 'ethereum-types';
|
||||
import * as ApproximateBuys from '../test/generated-artifacts/ApproximateBuys.json';
|
||||
import * as BalanceChecker from '../test/generated-artifacts/BalanceChecker.json';
|
||||
import * as BalancerSampler from '../test/generated-artifacts/BalancerSampler.json';
|
||||
import * as BalancerV2BatchSampler from '../test/generated-artifacts/BalancerV2BatchSampler.json';
|
||||
import * as BalancerV2Common from '../test/generated-artifacts/BalancerV2Common.json';
|
||||
import * as BalancerV2Sampler from '../test/generated-artifacts/BalancerV2Sampler.json';
|
||||
import * as BancorSampler from '../test/generated-artifacts/BancorSampler.json';
|
||||
import * as CompoundSampler from '../test/generated-artifacts/CompoundSampler.json';
|
||||
import * as CurveSampler from '../test/generated-artifacts/CurveSampler.json';
|
||||
import * as DODOSampler from '../test/generated-artifacts/DODOSampler.json';
|
||||
import * as DODOV2Sampler from '../test/generated-artifacts/DODOV2Sampler.json';
|
||||
import * as DummyLiquidityProvider from '../test/generated-artifacts/DummyLiquidityProvider.json';
|
||||
import * as ERC20BridgeSampler from '../test/generated-artifacts/ERC20BridgeSampler.json';
|
||||
import * as FakeTaker from '../test/generated-artifacts/FakeTaker.json';
|
||||
import * as GMXSampler from '../test/generated-artifacts/GMXSampler.json';
|
||||
import * as IBalancer from '../test/generated-artifacts/IBalancer.json';
|
||||
import * as IBalancerV2Vault from '../test/generated-artifacts/IBalancerV2Vault.json';
|
||||
import * as IBancor from '../test/generated-artifacts/IBancor.json';
|
||||
import * as ICurve from '../test/generated-artifacts/ICurve.json';
|
||||
import * as IKyberNetwork from '../test/generated-artifacts/IKyberNetwork.json';
|
||||
import * as IGMX from '../test/generated-artifacts/IGMX.json';
|
||||
import * as IMooniswap from '../test/generated-artifacts/IMooniswap.json';
|
||||
import * as IMStable from '../test/generated-artifacts/IMStable.json';
|
||||
import * as IMultiBridge from '../test/generated-artifacts/IMultiBridge.json';
|
||||
import * as IPlatypus from '../test/generated-artifacts/IPlatypus.json';
|
||||
import * as IShell from '../test/generated-artifacts/IShell.json';
|
||||
import * as ISmoothy from '../test/generated-artifacts/ISmoothy.json';
|
||||
import * as IUniswapExchangeQuotes from '../test/generated-artifacts/IUniswapExchangeQuotes.json';
|
||||
import * as IUniswapV2Router01 from '../test/generated-artifacts/IUniswapV2Router01.json';
|
||||
import * as KyberDmmSampler from '../test/generated-artifacts/KyberDmmSampler.json';
|
||||
import * as KyberSampler from '../test/generated-artifacts/KyberSampler.json';
|
||||
import * as LidoSampler from '../test/generated-artifacts/LidoSampler.json';
|
||||
import * as LiquidityProviderSampler from '../test/generated-artifacts/LiquidityProviderSampler.json';
|
||||
import * as MakerPSMSampler from '../test/generated-artifacts/MakerPSMSampler.json';
|
||||
import * as MooniswapSampler from '../test/generated-artifacts/MooniswapSampler.json';
|
||||
import * as MStableSampler from '../test/generated-artifacts/MStableSampler.json';
|
||||
import * as MultiBridgeSampler from '../test/generated-artifacts/MultiBridgeSampler.json';
|
||||
import * as NativeOrderSampler from '../test/generated-artifacts/NativeOrderSampler.json';
|
||||
import * as PlatypusSampler from '../test/generated-artifacts/PlatypusSampler.json';
|
||||
import * as SamplerUtils from '../test/generated-artifacts/SamplerUtils.json';
|
||||
import * as ShellSampler from '../test/generated-artifacts/ShellSampler.json';
|
||||
import * as SmoothySampler from '../test/generated-artifacts/SmoothySampler.json';
|
||||
import * as TestERC20BridgeSampler from '../test/generated-artifacts/TestERC20BridgeSampler.json';
|
||||
import * as TestNativeOrderSampler from '../test/generated-artifacts/TestNativeOrderSampler.json';
|
||||
import * as TwoHopSampler from '../test/generated-artifacts/TwoHopSampler.json';
|
||||
import * as UniswapSampler from '../test/generated-artifacts/UniswapSampler.json';
|
||||
@@ -51,6 +53,8 @@ export const artifacts = {
|
||||
ApproximateBuys: ApproximateBuys as ContractArtifact,
|
||||
BalanceChecker: BalanceChecker as ContractArtifact,
|
||||
BalancerSampler: BalancerSampler as ContractArtifact,
|
||||
BalancerV2BatchSampler: BalancerV2BatchSampler as ContractArtifact,
|
||||
BalancerV2Common: BalancerV2Common as ContractArtifact,
|
||||
BalancerV2Sampler: BalancerV2Sampler as ContractArtifact,
|
||||
BancorSampler: BancorSampler as ContractArtifact,
|
||||
CompoundSampler: CompoundSampler as ContractArtifact,
|
||||
@@ -59,15 +63,15 @@ export const artifacts = {
|
||||
DODOV2Sampler: DODOV2Sampler as ContractArtifact,
|
||||
ERC20BridgeSampler: ERC20BridgeSampler as ContractArtifact,
|
||||
FakeTaker: FakeTaker as ContractArtifact,
|
||||
GMXSampler: GMXSampler as ContractArtifact,
|
||||
KyberDmmSampler: KyberDmmSampler as ContractArtifact,
|
||||
KyberSampler: KyberSampler as ContractArtifact,
|
||||
LidoSampler: LidoSampler as ContractArtifact,
|
||||
LiquidityProviderSampler: LiquidityProviderSampler as ContractArtifact,
|
||||
MStableSampler: MStableSampler as ContractArtifact,
|
||||
MakerPSMSampler: MakerPSMSampler as ContractArtifact,
|
||||
MooniswapSampler: MooniswapSampler as ContractArtifact,
|
||||
MultiBridgeSampler: MultiBridgeSampler as ContractArtifact,
|
||||
NativeOrderSampler: NativeOrderSampler as ContractArtifact,
|
||||
PlatypusSampler: PlatypusSampler as ContractArtifact,
|
||||
SamplerUtils: SamplerUtils as ContractArtifact,
|
||||
ShellSampler: ShellSampler as ContractArtifact,
|
||||
SmoothySampler: SmoothySampler as ContractArtifact,
|
||||
@@ -77,17 +81,17 @@ export const artifacts = {
|
||||
UniswapV3Sampler: UniswapV3Sampler as ContractArtifact,
|
||||
UtilitySampler: UtilitySampler as ContractArtifact,
|
||||
IBalancer: IBalancer as ContractArtifact,
|
||||
IBalancerV2Vault: IBalancerV2Vault as ContractArtifact,
|
||||
IBancor: IBancor as ContractArtifact,
|
||||
ICurve: ICurve as ContractArtifact,
|
||||
IKyberNetwork: IKyberNetwork as ContractArtifact,
|
||||
IGMX: IGMX as ContractArtifact,
|
||||
IMStable: IMStable as ContractArtifact,
|
||||
IMooniswap: IMooniswap as ContractArtifact,
|
||||
IMultiBridge: IMultiBridge as ContractArtifact,
|
||||
IPlatypus: IPlatypus as ContractArtifact,
|
||||
IShell: IShell as ContractArtifact,
|
||||
ISmoothy: ISmoothy as ContractArtifact,
|
||||
IUniswapExchangeQuotes: IUniswapExchangeQuotes as ContractArtifact,
|
||||
IUniswapV2Router01: IUniswapV2Router01 as ContractArtifact,
|
||||
DummyLiquidityProvider: DummyLiquidityProvider as ContractArtifact,
|
||||
TestERC20BridgeSampler: TestERC20BridgeSampler as ContractArtifact,
|
||||
TestNativeOrderSampler: TestNativeOrderSampler as ContractArtifact,
|
||||
};
|
||||
|
||||
@@ -21,8 +21,8 @@ const GAS_PRICE = new BigNumber(50e9); // 50 gwei
|
||||
const NATIVE_ORDER_FEE = new BigNumber(220e3); // 220K gas
|
||||
|
||||
// DEX samples to fill in MarketSideLiquidity
|
||||
const kyberSample1: DexSample = {
|
||||
source: ERC20BridgeSource.Kyber,
|
||||
const curveSample: DexSample = {
|
||||
source: ERC20BridgeSource.Curve,
|
||||
input: new BigNumber(10000),
|
||||
output: new BigNumber(10001),
|
||||
fillData: {},
|
||||
@@ -33,7 +33,7 @@ const uniswapSample1: DexSample = {
|
||||
output: new BigNumber(10004),
|
||||
fillData: {},
|
||||
};
|
||||
const dexQuotes: DexSample[] = [kyberSample1, uniswapSample1];
|
||||
const dexQuotes: DexSample[] = [curveSample, uniswapSample1];
|
||||
|
||||
const feeSchedule = {
|
||||
[ERC20BridgeSource.Native]: _.constant(GAS_PRICE.times(NATIVE_ORDER_FEE)),
|
||||
|
||||
@@ -1,9 +1,7 @@
|
||||
import { ChainId } from '@0x/contract-addresses';
|
||||
import { blockchainTests, describe, expect, toBaseUnitAmount, Web3ProviderEngine } from '@0x/contracts-test-utils';
|
||||
import { RPCSubprovider } from '@0x/subproviders';
|
||||
import { BigNumber, NULL_BYTES, providerUtils } from '@0x/utils';
|
||||
import { BigNumber, providerUtils } from '@0x/utils';
|
||||
|
||||
import { KYBER_CONFIG_BY_CHAIN_ID, MAINNET_TOKENS } from '../../src/utils/market_operation_utils/constants';
|
||||
import { artifacts } from '../artifacts';
|
||||
import { ERC20BridgeSamplerContract } from '../wrappers';
|
||||
|
||||
@@ -79,60 +77,4 @@ blockchainTests.skip('Mainnet Sampler Tests', env => {
|
||||
});
|
||||
});
|
||||
});
|
||||
describe('Kyber', () => {
|
||||
const WETH = MAINNET_TOKENS.WETH;
|
||||
const DAI = MAINNET_TOKENS.DAI;
|
||||
const USDC = MAINNET_TOKENS.USDC;
|
||||
const RESERVE_OFFSET = new BigNumber(0);
|
||||
const KYBER_OPTS = {
|
||||
...KYBER_CONFIG_BY_CHAIN_ID[ChainId.Mainnet],
|
||||
reserveOffset: RESERVE_OFFSET,
|
||||
hint: NULL_BYTES,
|
||||
};
|
||||
describe('sampleSellsFromKyberNetwork()', () => {
|
||||
it('samples sells from Kyber DAI->WETH', async () => {
|
||||
const [, samples] = await testContract
|
||||
.sampleSellsFromKyberNetwork(KYBER_OPTS, DAI, WETH, [toBaseUnitAmount(1)])
|
||||
.callAsync({ overrides });
|
||||
expect(samples.length).to.be.bignumber.greaterThan(0);
|
||||
expect(samples[0]).to.be.bignumber.greaterThan(0);
|
||||
});
|
||||
it('samples sells from Kyber WETH->DAI', async () => {
|
||||
const [, samples] = await testContract
|
||||
.sampleSellsFromKyberNetwork(KYBER_OPTS, WETH, DAI, [toBaseUnitAmount(1)])
|
||||
.callAsync({ overrides });
|
||||
expect(samples.length).to.be.bignumber.greaterThan(0);
|
||||
expect(samples[0]).to.be.bignumber.greaterThan(0);
|
||||
});
|
||||
it('samples sells from Kyber DAI->USDC', async () => {
|
||||
const [, samples] = await testContract
|
||||
.sampleSellsFromKyberNetwork(KYBER_OPTS, DAI, USDC, [toBaseUnitAmount(1)])
|
||||
.callAsync({ overrides });
|
||||
expect(samples.length).to.be.bignumber.greaterThan(0);
|
||||
expect(samples[0]).to.be.bignumber.greaterThan(0);
|
||||
});
|
||||
});
|
||||
|
||||
describe('sampleBuysFromKyber()', () => {
|
||||
it('samples buys from Kyber WETH->DAI', async () => {
|
||||
// From ETH to DAI
|
||||
// I want to buy 1 DAI
|
||||
const [, samples] = await testContract
|
||||
.sampleBuysFromKyberNetwork(KYBER_OPTS, WETH, DAI, [toBaseUnitAmount(1)])
|
||||
.callAsync({ overrides });
|
||||
expect(samples.length).to.be.bignumber.greaterThan(0);
|
||||
expect(samples[0]).to.be.bignumber.greaterThan(0);
|
||||
});
|
||||
|
||||
it('samples buys from Kyber DAI->WETH', async () => {
|
||||
// From USDC to DAI
|
||||
// I want to buy 1 WETH
|
||||
const [, samples] = await testContract
|
||||
.sampleBuysFromKyberNetwork(KYBER_OPTS, DAI, WETH, [toBaseUnitAmount(1)])
|
||||
.callAsync({ overrides });
|
||||
expect(samples.length).to.be.bignumber.greaterThan(0);
|
||||
expect(samples[0]).to.be.bignumber.greaterThan(0);
|
||||
});
|
||||
});
|
||||
});
|
||||
});
|
||||
|
||||
File diff suppressed because it is too large
Load Diff
@@ -21,7 +21,7 @@ import { generatePseudoRandomSalt } from './utils/utils';
|
||||
const CHAIN_ID = 1;
|
||||
const EMPTY_BYTES32 = '0x0000000000000000000000000000000000000000000000000000000000000000';
|
||||
// tslint:disable: custom-no-magic-numbers
|
||||
describe.skip('DexSampler tests', () => {
|
||||
describe('DexSampler tests', () => {
|
||||
const MAKER_TOKEN = randomAddress();
|
||||
const TAKER_TOKEN = randomAddress();
|
||||
const chainId = ChainId.Mainnet;
|
||||
@@ -142,40 +142,6 @@ describe.skip('DexSampler tests', () => {
|
||||
expect(fillableAmounts).to.deep.eq(expectedFillableAmounts);
|
||||
});
|
||||
|
||||
it('getKyberSellQuotes()', async () => {
|
||||
const expectedTakerToken = randomAddress();
|
||||
const expectedMakerToken = randomAddress();
|
||||
const expectedTakerFillAmounts = getSampleAmounts(new BigNumber(100e18), 10);
|
||||
const expectedMakerFillAmounts = getSampleAmounts(new BigNumber(100e18), 10);
|
||||
const sampler = new MockSamplerContract({
|
||||
sampleSellsFromKyberNetwork: (_reserveOffset, takerToken, makerToken, fillAmounts) => {
|
||||
expect(takerToken).to.eq(expectedTakerToken);
|
||||
expect(makerToken).to.eq(expectedMakerToken);
|
||||
expect(fillAmounts).to.deep.eq(expectedTakerFillAmounts);
|
||||
return ['0x', '0x', expectedMakerFillAmounts];
|
||||
},
|
||||
});
|
||||
const dexOrderSampler = new DexOrderSampler(
|
||||
chainId,
|
||||
sampler,
|
||||
undefined,
|
||||
undefined,
|
||||
undefined,
|
||||
undefined,
|
||||
async () => undefined,
|
||||
);
|
||||
const [fillableAmounts] = await dexOrderSampler.executeAsync(
|
||||
dexOrderSampler.getKyberSellQuotes(
|
||||
{ hintHandler: randomAddress(), networkProxy: randomAddress(), weth: randomAddress() },
|
||||
new BigNumber(0),
|
||||
expectedMakerToken,
|
||||
expectedTakerToken,
|
||||
expectedTakerFillAmounts,
|
||||
),
|
||||
);
|
||||
expect(fillableAmounts).to.deep.eq(expectedMakerFillAmounts);
|
||||
});
|
||||
|
||||
it('getLiquidityProviderSellQuotes()', async () => {
|
||||
const expectedMakerToken = randomAddress();
|
||||
const expectedTakerToken = randomAddress();
|
||||
@@ -370,7 +336,6 @@ describe.skip('DexSampler tests', () => {
|
||||
const expectedMakerToken = randomAddress();
|
||||
const sources = [ERC20BridgeSource.Uniswap, ERC20BridgeSource.UniswapV2];
|
||||
const ratesBySource: RatesBySource = {
|
||||
[ERC20BridgeSource.Kyber]: getRandomFloat(0, 100),
|
||||
[ERC20BridgeSource.Uniswap]: getRandomFloat(0, 100),
|
||||
[ERC20BridgeSource.UniswapV2]: getRandomFloat(0, 100),
|
||||
};
|
||||
|
||||
@@ -11,7 +11,7 @@ import {
|
||||
import { FillQuoteTransformerOrderType, LimitOrder, RfqOrder, SignatureType } from '@0x/protocol-utils';
|
||||
import { BigNumber, hexUtils, NULL_BYTES } from '@0x/utils';
|
||||
import { Web3Wrapper } from '@0x/web3-wrapper';
|
||||
import { Pool } from '@balancer-labs/sor/dist/types';
|
||||
import { Pool } from 'balancer-labs-sor-v1/dist/types';
|
||||
import * as _ from 'lodash';
|
||||
import * as TypeMoq from 'typemoq';
|
||||
|
||||
@@ -49,10 +49,10 @@ const MAKER_TOKEN = randomAddress();
|
||||
const TAKER_TOKEN = randomAddress();
|
||||
|
||||
const DEFAULT_INCLUDED = [
|
||||
ERC20BridgeSource.Eth2Dai,
|
||||
ERC20BridgeSource.Kyber,
|
||||
ERC20BridgeSource.SushiSwap,
|
||||
ERC20BridgeSource.Native,
|
||||
ERC20BridgeSource.Uniswap,
|
||||
ERC20BridgeSource.Curve,
|
||||
];
|
||||
|
||||
const DEFAULT_EXCLUDED = SELL_SOURCE_FILTER_BY_CHAIN_ID[ChainId.Mainnet].sources.filter(
|
||||
@@ -319,9 +319,9 @@ describe('MarketOperationUtils tests', () => {
|
||||
const DEFAULT_RATES: RatesBySource = {
|
||||
...ZERO_RATES,
|
||||
[ERC20BridgeSource.Native]: createDecreasingRates(NUM_SAMPLES),
|
||||
[ERC20BridgeSource.Eth2Dai]: createDecreasingRates(NUM_SAMPLES),
|
||||
[ERC20BridgeSource.SushiSwap]: createDecreasingRates(NUM_SAMPLES),
|
||||
[ERC20BridgeSource.Uniswap]: createDecreasingRates(NUM_SAMPLES),
|
||||
[ERC20BridgeSource.Kyber]: createDecreasingRates(NUM_SAMPLES),
|
||||
[ERC20BridgeSource.Curve]: createDecreasingRates(NUM_SAMPLES),
|
||||
};
|
||||
|
||||
interface FillDataBySource {
|
||||
@@ -337,7 +337,6 @@ describe('MarketOperationUtils tests', () => {
|
||||
deadline: Math.floor(Date.now() / 1000) + 300,
|
||||
},
|
||||
[ERC20BridgeSource.Bancor]: { path: [], networkAddress: randomAddress() },
|
||||
[ERC20BridgeSource.Kyber]: { hint: '0x', reserveId: '0x', networkAddress: randomAddress() },
|
||||
[ERC20BridgeSource.Curve]: {
|
||||
pool: {
|
||||
poolAddress: randomAddress(),
|
||||
@@ -349,28 +348,6 @@ describe('MarketOperationUtils tests', () => {
|
||||
fromTokenIdx: 0,
|
||||
toTokenIdx: 1,
|
||||
},
|
||||
[ERC20BridgeSource.Swerve]: {
|
||||
pool: {
|
||||
poolAddress: randomAddress(),
|
||||
tokens: [TAKER_TOKEN, MAKER_TOKEN],
|
||||
exchangeFunctionSelector: hexUtils.random(4),
|
||||
sellQuoteFunctionSelector: hexUtils.random(4),
|
||||
buyQuoteFunctionSelector: hexUtils.random(4),
|
||||
},
|
||||
fromTokenIdx: 0,
|
||||
toTokenIdx: 1,
|
||||
},
|
||||
[ERC20BridgeSource.SnowSwap]: {
|
||||
pool: {
|
||||
poolAddress: randomAddress(),
|
||||
tokens: [TAKER_TOKEN, MAKER_TOKEN],
|
||||
exchangeFunctionSelector: hexUtils.random(4),
|
||||
sellQuoteFunctionSelector: hexUtils.random(4),
|
||||
buyQuoteFunctionSelector: hexUtils.random(4),
|
||||
},
|
||||
fromTokenIdx: 0,
|
||||
toTokenIdx: 1,
|
||||
},
|
||||
[ERC20BridgeSource.Smoothy]: {
|
||||
pool: {
|
||||
poolAddress: randomAddress(),
|
||||
@@ -404,9 +381,7 @@ describe('MarketOperationUtils tests', () => {
|
||||
[ERC20BridgeSource.Dodo]: {},
|
||||
[ERC20BridgeSource.DodoV2]: {},
|
||||
[ERC20BridgeSource.CryptoCom]: { tokenAddressPath: [] },
|
||||
[ERC20BridgeSource.Linkswap]: { tokenAddressPath: [] },
|
||||
[ERC20BridgeSource.Uniswap]: { router: randomAddress() },
|
||||
[ERC20BridgeSource.Eth2Dai]: { router: randomAddress() },
|
||||
[ERC20BridgeSource.MakerPsm]: {},
|
||||
[ERC20BridgeSource.KyberDmm]: { tokenAddressPath: [], router: randomAddress(), poolsPath: [] },
|
||||
};
|
||||
@@ -534,7 +509,7 @@ describe('MarketOperationUtils tests', () => {
|
||||
});
|
||||
|
||||
it('does not poll DEXes in `excludedSources`', async () => {
|
||||
const excludedSources = [ERC20BridgeSource.Uniswap, ERC20BridgeSource.Eth2Dai];
|
||||
const excludedSources = [ERC20BridgeSource.Uniswap, ERC20BridgeSource.SushiSwap];
|
||||
let sourcesPolled: ERC20BridgeSource[] = [];
|
||||
replaceSamplerOps({
|
||||
getSellQuotes: (sources, makerToken, takerToken, amounts, wethAddress) => {
|
||||
@@ -564,7 +539,7 @@ describe('MarketOperationUtils tests', () => {
|
||||
});
|
||||
|
||||
it('only polls DEXes in `includedSources`', async () => {
|
||||
const includedSources = [ERC20BridgeSource.Uniswap, ERC20BridgeSource.Eth2Dai];
|
||||
const includedSources = [ERC20BridgeSource.Uniswap, ERC20BridgeSource.SushiSwap];
|
||||
let sourcesPolled: ERC20BridgeSource[] = [];
|
||||
replaceSamplerOps({
|
||||
getSellQuotes: (sources, makerToken, takerToken, amounts, wethAddress) => {
|
||||
@@ -1057,8 +1032,8 @@ describe('MarketOperationUtils tests', () => {
|
||||
const rates: RatesBySource = { ...DEFAULT_RATES };
|
||||
rates[ERC20BridgeSource.Native] = [0.4, 0.3, 0.2, 0.1];
|
||||
rates[ERC20BridgeSource.Uniswap] = [0.5, 0.05, 0.05, 0.05];
|
||||
rates[ERC20BridgeSource.Eth2Dai] = [0.6, 0.05, 0.05, 0.05];
|
||||
rates[ERC20BridgeSource.Kyber] = [0, 0, 0, 0]; // unused
|
||||
rates[ERC20BridgeSource.SushiSwap] = [0.6, 0.05, 0.05, 0.05];
|
||||
rates[ERC20BridgeSource.Curve] = [0, 0, 0, 0]; // unused
|
||||
replaceSamplerOps({
|
||||
getSellQuotes: createGetMultipleSellQuotesOperationFromRates(rates),
|
||||
});
|
||||
@@ -1071,7 +1046,7 @@ describe('MarketOperationUtils tests', () => {
|
||||
const improvedOrders = improvedOrdersResponse.optimizedOrders;
|
||||
const orderSources = improvedOrders.map(o => o.fills[0].source);
|
||||
const expectedSources = [
|
||||
ERC20BridgeSource.Eth2Dai,
|
||||
ERC20BridgeSource.SushiSwap,
|
||||
ERC20BridgeSource.Uniswap,
|
||||
ERC20BridgeSource.Native,
|
||||
ERC20BridgeSource.Native,
|
||||
@@ -1089,8 +1064,7 @@ describe('MarketOperationUtils tests', () => {
|
||||
const rates: RatesBySource = {
|
||||
[ERC20BridgeSource.Native]: [1, 0.99, 0.98, 0.97], // Effectively [0.94, 0.93, 0.92, 0.91]
|
||||
[ERC20BridgeSource.Uniswap]: [0.96, 0.1, 0.1, 0.1],
|
||||
[ERC20BridgeSource.Eth2Dai]: [0.95, 0.1, 0.1, 0.1],
|
||||
[ERC20BridgeSource.Kyber]: [0.1, 0.1, 0.1, 0.1],
|
||||
[ERC20BridgeSource.SushiSwap]: [0.95, 0.1, 0.1, 0.1],
|
||||
};
|
||||
const feeSchedule = {
|
||||
[ERC20BridgeSource.Native]: _.constant(
|
||||
@@ -1114,20 +1088,18 @@ describe('MarketOperationUtils tests', () => {
|
||||
const expectedSources = [
|
||||
ERC20BridgeSource.Native,
|
||||
ERC20BridgeSource.Uniswap,
|
||||
ERC20BridgeSource.Eth2Dai,
|
||||
ERC20BridgeSource.SushiSwap,
|
||||
ERC20BridgeSource.Native,
|
||||
];
|
||||
expect(orderSources.sort()).to.deep.eq(expectedSources.sort());
|
||||
});
|
||||
|
||||
it('factors in fees for dexes', async () => {
|
||||
// Kyber will have the best rates but will have fees,
|
||||
// dropping its effective rates.
|
||||
const uniswapFeeRate = 0.2;
|
||||
const rates: RatesBySource = {
|
||||
[ERC20BridgeSource.Native]: [0.95, 0.1, 0.1, 0.1],
|
||||
[ERC20BridgeSource.Kyber]: [0.1, 0.1, 0.1, 0.1],
|
||||
[ERC20BridgeSource.Eth2Dai]: [0.92, 0.1, 0.1, 0.1],
|
||||
[ERC20BridgeSource.Curve]: [0.1, 0.1, 0.1, 0.1],
|
||||
[ERC20BridgeSource.SushiSwap]: [0.92, 0.1, 0.1, 0.1],
|
||||
// Effectively [0.8, ~0.5, ~0, ~0]
|
||||
[ERC20BridgeSource.Uniswap]: [1, 0.7, 0.2, 0.2],
|
||||
};
|
||||
@@ -1152,7 +1124,7 @@ describe('MarketOperationUtils tests', () => {
|
||||
const orderSources = improvedOrders.map(o => o.fills[0].source);
|
||||
const expectedSources = [
|
||||
ERC20BridgeSource.Native,
|
||||
ERC20BridgeSource.Eth2Dai,
|
||||
ERC20BridgeSource.SushiSwap,
|
||||
ERC20BridgeSource.Uniswap,
|
||||
];
|
||||
expect(orderSources.sort()).to.deep.eq(expectedSources.sort());
|
||||
@@ -1160,8 +1132,8 @@ describe('MarketOperationUtils tests', () => {
|
||||
|
||||
it('can mix one concave source', async () => {
|
||||
const rates: RatesBySource = {
|
||||
[ERC20BridgeSource.Kyber]: [0, 0, 0, 0], // Won't use
|
||||
[ERC20BridgeSource.Eth2Dai]: [0.5, 0.85, 0.75, 0.75], // Concave
|
||||
[ERC20BridgeSource.Curve]: [0, 0, 0, 0], // Won't use
|
||||
[ERC20BridgeSource.SushiSwap]: [0.5, 0.85, 0.75, 0.75], // Concave
|
||||
[ERC20BridgeSource.Uniswap]: [0.96, 0.2, 0.1, 0.1],
|
||||
[ERC20BridgeSource.Native]: [0.95, 0.2, 0.2, 0.1],
|
||||
};
|
||||
@@ -1178,7 +1150,7 @@ describe('MarketOperationUtils tests', () => {
|
||||
const improvedOrders = improvedOrdersResponse.optimizedOrders;
|
||||
const orderSources = improvedOrders.map(o => o.fills[0].source);
|
||||
const expectedSources = [
|
||||
ERC20BridgeSource.Eth2Dai,
|
||||
ERC20BridgeSource.SushiSwap,
|
||||
ERC20BridgeSource.Uniswap,
|
||||
ERC20BridgeSource.Native,
|
||||
];
|
||||
@@ -1191,8 +1163,8 @@ describe('MarketOperationUtils tests', () => {
|
||||
const rates: RatesBySource = {};
|
||||
rates[ERC20BridgeSource.Native] = [1, 1, 0.01, 0.01];
|
||||
rates[ERC20BridgeSource.Uniswap] = [1, 1, 0.01, 0.01];
|
||||
rates[ERC20BridgeSource.Eth2Dai] = [0.49, 0.49, 0.49, 0.49];
|
||||
rates[ERC20BridgeSource.Kyber] = [0.35, 0.2, 0.01, 0.01];
|
||||
rates[ERC20BridgeSource.SushiSwap] = [0.49, 0.49, 0.49, 0.49];
|
||||
rates[ERC20BridgeSource.Curve] = [0.35, 0.2, 0.01, 0.01];
|
||||
replaceSamplerOps({
|
||||
getSellQuotes: createGetMultipleSellQuotesOperationFromRates(rates),
|
||||
});
|
||||
@@ -1386,7 +1358,7 @@ describe('MarketOperationUtils tests', () => {
|
||||
});
|
||||
|
||||
it('does not poll DEXes in `excludedSources`', async () => {
|
||||
const excludedSources = [ERC20BridgeSource.Uniswap, ERC20BridgeSource.Eth2Dai];
|
||||
const excludedSources = [ERC20BridgeSource.Uniswap, ERC20BridgeSource.SushiSwap];
|
||||
let sourcesPolled: ERC20BridgeSource[] = [];
|
||||
replaceSamplerOps({
|
||||
getBuyQuotes: (sources, makerToken, takerToken, amounts, wethAddress) => {
|
||||
@@ -1416,7 +1388,7 @@ describe('MarketOperationUtils tests', () => {
|
||||
});
|
||||
|
||||
it('only polls DEXes in `includedSources`', async () => {
|
||||
const includedSources = [ERC20BridgeSource.Uniswap, ERC20BridgeSource.Eth2Dai];
|
||||
const includedSources = [ERC20BridgeSource.Uniswap, ERC20BridgeSource.SushiSwap];
|
||||
let sourcesPolled: ERC20BridgeSource[] = [];
|
||||
replaceSamplerOps({
|
||||
getBuyQuotes: (sources, makerToken, takerToken, amounts, wethAddress) => {
|
||||
@@ -1508,7 +1480,7 @@ describe('MarketOperationUtils tests', () => {
|
||||
const rates: RatesBySource = { ...ZERO_RATES };
|
||||
rates[ERC20BridgeSource.Native] = [0.4, 0.3, 0.2, 0.1];
|
||||
rates[ERC20BridgeSource.Uniswap] = [0.5, 0.05, 0.05, 0.05];
|
||||
rates[ERC20BridgeSource.Eth2Dai] = [0.6, 0.05, 0.05, 0.05];
|
||||
rates[ERC20BridgeSource.SushiSwap] = [0.6, 0.05, 0.05, 0.05];
|
||||
replaceSamplerOps({
|
||||
getBuyQuotes: createGetMultipleBuyQuotesOperationFromRates(rates),
|
||||
});
|
||||
@@ -1521,7 +1493,7 @@ describe('MarketOperationUtils tests', () => {
|
||||
const improvedOrders = improvedOrdersResponse.optimizedOrders;
|
||||
const orderSources = improvedOrders.map(o => o.fills[0].source);
|
||||
const expectedSources = [
|
||||
ERC20BridgeSource.Eth2Dai,
|
||||
ERC20BridgeSource.SushiSwap,
|
||||
ERC20BridgeSource.Uniswap,
|
||||
ERC20BridgeSource.Native,
|
||||
ERC20BridgeSource.Native,
|
||||
@@ -1540,8 +1512,8 @@ describe('MarketOperationUtils tests', () => {
|
||||
...ZERO_RATES,
|
||||
[ERC20BridgeSource.Native]: [1, 0.99, 0.98, 0.97], // Effectively [0.94, ~0.93, ~0.92, ~0.91]
|
||||
[ERC20BridgeSource.Uniswap]: [0.96, 0.1, 0.1, 0.1],
|
||||
[ERC20BridgeSource.Eth2Dai]: [0.95, 0.1, 0.1, 0.1],
|
||||
[ERC20BridgeSource.Kyber]: [0.1, 0.1, 0.1, 0.1],
|
||||
[ERC20BridgeSource.SushiSwap]: [0.95, 0.1, 0.1, 0.1],
|
||||
[ERC20BridgeSource.Curve]: [0.1, 0.1, 0.1, 0.1],
|
||||
};
|
||||
const feeSchedule = {
|
||||
[ERC20BridgeSource.Native]: _.constant(
|
||||
@@ -1564,7 +1536,7 @@ describe('MarketOperationUtils tests', () => {
|
||||
const orderSources = improvedOrders.map(o => o.fills[0].source);
|
||||
const expectedSources = [
|
||||
ERC20BridgeSource.Uniswap,
|
||||
ERC20BridgeSource.Eth2Dai,
|
||||
ERC20BridgeSource.SushiSwap,
|
||||
ERC20BridgeSource.Native,
|
||||
ERC20BridgeSource.Native,
|
||||
];
|
||||
@@ -1580,7 +1552,7 @@ describe('MarketOperationUtils tests', () => {
|
||||
[ERC20BridgeSource.Native]: [0.95, 0.1, 0.1, 0.1],
|
||||
// Effectively [0.8, ~0.5, ~0, ~0]
|
||||
[ERC20BridgeSource.Uniswap]: [1, 0.7, 0.2, 0.2],
|
||||
[ERC20BridgeSource.Eth2Dai]: [0.92, 0.1, 0.1, 0.1],
|
||||
[ERC20BridgeSource.SushiSwap]: [0.92, 0.1, 0.1, 0.1],
|
||||
};
|
||||
const feeSchedule = {
|
||||
[ERC20BridgeSource.Uniswap]: _.constant(
|
||||
@@ -1603,7 +1575,7 @@ describe('MarketOperationUtils tests', () => {
|
||||
const orderSources = improvedOrders.map(o => o.fills[0].source);
|
||||
const expectedSources = [
|
||||
ERC20BridgeSource.Native,
|
||||
ERC20BridgeSource.Eth2Dai,
|
||||
ERC20BridgeSource.SushiSwap,
|
||||
ERC20BridgeSource.Uniswap,
|
||||
];
|
||||
expect(orderSources.sort()).to.deep.eq(expectedSources.sort());
|
||||
@@ -1615,7 +1587,7 @@ describe('MarketOperationUtils tests', () => {
|
||||
const rates: RatesBySource = { ...ZERO_RATES };
|
||||
rates[ERC20BridgeSource.Native] = [1, 1, 0.01, 0.01];
|
||||
rates[ERC20BridgeSource.Uniswap] = [1, 1, 0.01, 0.01];
|
||||
rates[ERC20BridgeSource.Eth2Dai] = [0.49, 0.49, 0.49, 0.49];
|
||||
rates[ERC20BridgeSource.SushiSwap] = [0.49, 0.49, 0.49, 0.49];
|
||||
replaceSamplerOps({
|
||||
getBuyQuotes: createGetMultipleBuyQuotesOperationFromRates(rates),
|
||||
});
|
||||
|
||||
@@ -58,8 +58,8 @@ describe('generateQuoteReport', async () => {
|
||||
it('should generate report properly for sell', () => {
|
||||
const marketOperation: MarketOperation = MarketOperation.Sell;
|
||||
|
||||
const kyberSample2: DexSample = {
|
||||
source: ERC20BridgeSource.Kyber,
|
||||
const balancerSample2: DexSample = {
|
||||
source: ERC20BridgeSource.BalancerV2,
|
||||
input: new BigNumber(10003),
|
||||
output: new BigNumber(10004),
|
||||
fillData: {},
|
||||
@@ -117,15 +117,15 @@ describe('generateQuoteReport', async () => {
|
||||
sourcePathId: hexUtils.random(),
|
||||
type: FillQuoteTransformerOrderType.Bridge,
|
||||
};
|
||||
const kyber2Fill: CollapsedFill = {
|
||||
...kyberSample2,
|
||||
const balancer2Fill: CollapsedFill = {
|
||||
...balancerSample2,
|
||||
subFills: [],
|
||||
sourcePathId: hexUtils.random(),
|
||||
type: FillQuoteTransformerOrderType.Bridge,
|
||||
};
|
||||
const orderbookOrder2Fill: CollapsedFill = collapsedFillFromNativeOrder(orderbookOrder2);
|
||||
const rfqtOrder2Fill: CollapsedFill = collapsedFillFromNativeOrder(rfqtOrder2);
|
||||
const pathGenerated: CollapsedFill[] = [rfqtOrder2Fill, orderbookOrder2Fill, uniswap2Fill, kyber2Fill];
|
||||
const pathGenerated: CollapsedFill[] = [rfqtOrder2Fill, orderbookOrder2Fill, uniswap2Fill, balancer2Fill];
|
||||
|
||||
// quote generator mock
|
||||
const quoteRequestor = TypeMoq.Mock.ofType<QuoteRequestor>();
|
||||
@@ -190,10 +190,10 @@ describe('generateQuoteReport', async () => {
|
||||
takerAmount: uniswapSample2.input,
|
||||
fillData: {},
|
||||
};
|
||||
const kyber2Source: BridgeQuoteReportEntry = {
|
||||
liquiditySource: ERC20BridgeSource.Kyber,
|
||||
makerAmount: kyberSample2.output,
|
||||
takerAmount: kyberSample2.input,
|
||||
const balancer2Source: BridgeQuoteReportEntry = {
|
||||
liquiditySource: ERC20BridgeSource.BalancerV2,
|
||||
makerAmount: balancerSample2.output,
|
||||
takerAmount: balancerSample2.input,
|
||||
fillData: {},
|
||||
};
|
||||
|
||||
@@ -202,7 +202,7 @@ describe('generateQuoteReport', async () => {
|
||||
rfqtOrder2Source,
|
||||
orderbookOrder2Source,
|
||||
uniswap2Source,
|
||||
kyber2Source,
|
||||
balancer2Source,
|
||||
];
|
||||
expectEqualQuoteReportEntries(orderReport.sourcesConsidered, expectedSourcesConsidered, `sourcesConsidered`);
|
||||
expectEqualQuoteReportEntries(orderReport.sourcesDelivered, expectedSourcesDelivered, `sourcesDelivered`);
|
||||
@@ -210,8 +210,8 @@ describe('generateQuoteReport', async () => {
|
||||
});
|
||||
it('should handle properly for buy without quoteRequestor', () => {
|
||||
const marketOperation: MarketOperation = MarketOperation.Buy;
|
||||
const kyberSample1: DexSample = {
|
||||
source: ERC20BridgeSource.Kyber,
|
||||
const balancerSample1: DexSample = {
|
||||
source: ERC20BridgeSource.BalancerV2,
|
||||
input: new BigNumber(10000),
|
||||
output: new BigNumber(10001),
|
||||
fillData: {},
|
||||
@@ -248,13 +248,13 @@ describe('generateQuoteReport', async () => {
|
||||
sourcePathId: hexUtils.random(),
|
||||
type: FillQuoteTransformerOrderType.Bridge,
|
||||
};
|
||||
const kyber1Fill: CollapsedFill = {
|
||||
...kyberSample1,
|
||||
const balancer1Fill: CollapsedFill = {
|
||||
...balancerSample1,
|
||||
subFills: [],
|
||||
sourcePathId: hexUtils.random(),
|
||||
type: FillQuoteTransformerOrderType.Bridge,
|
||||
};
|
||||
const pathGenerated: CollapsedFill[] = [orderbookOrder1Fill, uniswap1Fill, kyber1Fill];
|
||||
const pathGenerated: CollapsedFill[] = [orderbookOrder1Fill, uniswap1Fill, balancer1Fill];
|
||||
|
||||
const orderReport = generateQuoteReport(marketOperation, nativeOrders, pathGenerated);
|
||||
|
||||
@@ -274,16 +274,16 @@ describe('generateQuoteReport', async () => {
|
||||
takerAmount: uniswapSample1.output,
|
||||
fillData: {},
|
||||
};
|
||||
const kyber1Source: BridgeQuoteReportEntry = {
|
||||
liquiditySource: ERC20BridgeSource.Kyber,
|
||||
makerAmount: kyberSample1.input,
|
||||
takerAmount: kyberSample1.output,
|
||||
const balancer1Source: BridgeQuoteReportEntry = {
|
||||
liquiditySource: ERC20BridgeSource.BalancerV2,
|
||||
makerAmount: balancerSample1.input,
|
||||
takerAmount: balancerSample1.output,
|
||||
fillData: {},
|
||||
};
|
||||
|
||||
// No order is considered here because only Native RFQ orders are considered.
|
||||
const expectedSourcesConsidered: QuoteReportEntry[] = [];
|
||||
const expectedSourcesDelivered: QuoteReportEntry[] = [orderbookOrder1Source, uniswap1Source, kyber1Source];
|
||||
const expectedSourcesDelivered: QuoteReportEntry[] = [orderbookOrder1Source, uniswap1Source, balancer1Source];
|
||||
expectEqualQuoteReportEntries(orderReport.sourcesConsidered, expectedSourcesConsidered, `sourcesConsidered`);
|
||||
expectEqualQuoteReportEntries(orderReport.sourcesDelivered, expectedSourcesDelivered, `sourcesDelivered`);
|
||||
});
|
||||
|
||||
@@ -1,10 +1,9 @@
|
||||
import { ContractTxFunctionObj } from '@0x/base-contract';
|
||||
import { constants } from '@0x/contracts-test-utils';
|
||||
import { LimitOrderFields, Signature } from '@0x/protocol-utils';
|
||||
import { BigNumber, hexUtils, NULL_BYTES } from '@0x/utils';
|
||||
import { BigNumber, hexUtils } from '@0x/utils';
|
||||
|
||||
import { SamplerCallResult } from '../../src/types';
|
||||
import { KyberSamplerOpts } from '../../src/utils/market_operation_utils/types';
|
||||
import { ERC20BridgeSamplerContract } from '../../src/wrappers';
|
||||
|
||||
export type GetOrderFillableAssetAmountResult = BigNumber[];
|
||||
@@ -39,18 +38,6 @@ export type SampleBuysEth2DaiHandler = (
|
||||
makerToken: string,
|
||||
makerTokenAmounts: BigNumber[],
|
||||
) => SampleResults;
|
||||
export type SampleSellsKyberHandler = (
|
||||
opts: KyberSamplerOpts,
|
||||
takerToken: string,
|
||||
makerToken: string,
|
||||
takerTokenAmounts: BigNumber[],
|
||||
) => [string, string, SampleResults];
|
||||
export type SampleBuysKyberHandler = (
|
||||
reserveId: string,
|
||||
takerToken: string,
|
||||
makerToken: string,
|
||||
makerTokenAmounts: BigNumber[],
|
||||
) => [string, SampleResults];
|
||||
export type SampleUniswapV2Handler = (router: string, path: string[], assetAmounts: BigNumber[]) => SampleResults;
|
||||
export type SampleBuysMultihopHandler = (path: string[], takerTokenAmounts: BigNumber[]) => SampleResults;
|
||||
export type SampleSellsLPHandler = (
|
||||
@@ -70,7 +57,6 @@ const DUMMY_PROVIDER = {
|
||||
interface Handlers {
|
||||
getLimitOrderFillableMakerAssetAmounts: GetOrderFillableAssetAmountHandler;
|
||||
getLimitOrderFillableTakerAssetAmounts: GetOrderFillableAssetAmountHandler;
|
||||
sampleSellsFromKyberNetwork: SampleSellsKyberHandler;
|
||||
sampleSellsFromLiquidityProvider: SampleSellsLPHandler;
|
||||
sampleSellsFromUniswap: SampleSellsUniswapHandler;
|
||||
sampleSellsFromUniswapV2: SampleUniswapV2Handler;
|
||||
@@ -123,22 +109,6 @@ export class MockSamplerContract extends ERC20BridgeSamplerContract {
|
||||
);
|
||||
}
|
||||
|
||||
public sampleSellsFromKyberNetwork(
|
||||
opts: KyberSamplerOpts,
|
||||
takerToken: string,
|
||||
makerToken: string,
|
||||
takerAssetAmounts: BigNumber[],
|
||||
): ContractTxFunctionObj<[string, string, BigNumber[]]> {
|
||||
return this._wrapCall(
|
||||
super.sampleSellsFromKyberNetwork,
|
||||
this._handlers.sampleSellsFromKyberNetwork,
|
||||
{ ...opts, reserveOffset: new BigNumber(1), hint: NULL_BYTES },
|
||||
takerToken,
|
||||
makerToken,
|
||||
takerAssetAmounts,
|
||||
);
|
||||
}
|
||||
|
||||
public sampleSellsFromUniswap(
|
||||
router: string,
|
||||
takerToken: string,
|
||||
|
||||
@@ -6,39 +6,41 @@
|
||||
export * from '../test/generated-wrappers/approximate_buys';
|
||||
export * from '../test/generated-wrappers/balance_checker';
|
||||
export * from '../test/generated-wrappers/balancer_sampler';
|
||||
export * from '../test/generated-wrappers/balancer_v2_batch_sampler';
|
||||
export * from '../test/generated-wrappers/balancer_v2_common';
|
||||
export * from '../test/generated-wrappers/balancer_v2_sampler';
|
||||
export * from '../test/generated-wrappers/bancor_sampler';
|
||||
export * from '../test/generated-wrappers/compound_sampler';
|
||||
export * from '../test/generated-wrappers/curve_sampler';
|
||||
export * from '../test/generated-wrappers/d_o_d_o_sampler';
|
||||
export * from '../test/generated-wrappers/d_o_d_o_v2_sampler';
|
||||
export * from '../test/generated-wrappers/dummy_liquidity_provider';
|
||||
export * from '../test/generated-wrappers/erc20_bridge_sampler';
|
||||
export * from '../test/generated-wrappers/fake_taker';
|
||||
export * from '../test/generated-wrappers/g_m_x_sampler';
|
||||
export * from '../test/generated-wrappers/i_balancer';
|
||||
export * from '../test/generated-wrappers/i_balancer_v2_vault';
|
||||
export * from '../test/generated-wrappers/i_bancor';
|
||||
export * from '../test/generated-wrappers/i_curve';
|
||||
export * from '../test/generated-wrappers/i_kyber_network';
|
||||
export * from '../test/generated-wrappers/i_m_stable';
|
||||
export * from '../test/generated-wrappers/i_mooniswap';
|
||||
export * from '../test/generated-wrappers/i_multi_bridge';
|
||||
export * from '../test/generated-wrappers/i_platypus';
|
||||
export * from '../test/generated-wrappers/i_shell';
|
||||
export * from '../test/generated-wrappers/i_smoothy';
|
||||
export * from '../test/generated-wrappers/i_uniswap_exchange_quotes';
|
||||
export * from '../test/generated-wrappers/i_uniswap_v2_router01';
|
||||
export * from '../test/generated-wrappers/igmx';
|
||||
export * from '../test/generated-wrappers/kyber_dmm_sampler';
|
||||
export * from '../test/generated-wrappers/kyber_sampler';
|
||||
export * from '../test/generated-wrappers/lido_sampler';
|
||||
export * from '../test/generated-wrappers/liquidity_provider_sampler';
|
||||
export * from '../test/generated-wrappers/m_stable_sampler';
|
||||
export * from '../test/generated-wrappers/maker_p_s_m_sampler';
|
||||
export * from '../test/generated-wrappers/mooniswap_sampler';
|
||||
export * from '../test/generated-wrappers/multi_bridge_sampler';
|
||||
export * from '../test/generated-wrappers/native_order_sampler';
|
||||
export * from '../test/generated-wrappers/platypus_sampler';
|
||||
export * from '../test/generated-wrappers/sampler_utils';
|
||||
export * from '../test/generated-wrappers/shell_sampler';
|
||||
export * from '../test/generated-wrappers/smoothy_sampler';
|
||||
export * from '../test/generated-wrappers/test_erc20_bridge_sampler';
|
||||
export * from '../test/generated-wrappers/test_native_order_sampler';
|
||||
export * from '../test/generated-wrappers/two_hop_sampler';
|
||||
export * from '../test/generated-wrappers/uniswap_sampler';
|
||||
|
||||
@@ -9,39 +9,41 @@
|
||||
"test/generated-artifacts/ApproximateBuys.json",
|
||||
"test/generated-artifacts/BalanceChecker.json",
|
||||
"test/generated-artifacts/BalancerSampler.json",
|
||||
"test/generated-artifacts/BalancerV2BatchSampler.json",
|
||||
"test/generated-artifacts/BalancerV2Common.json",
|
||||
"test/generated-artifacts/BalancerV2Sampler.json",
|
||||
"test/generated-artifacts/BancorSampler.json",
|
||||
"test/generated-artifacts/CompoundSampler.json",
|
||||
"test/generated-artifacts/CurveSampler.json",
|
||||
"test/generated-artifacts/DODOSampler.json",
|
||||
"test/generated-artifacts/DODOV2Sampler.json",
|
||||
"test/generated-artifacts/DummyLiquidityProvider.json",
|
||||
"test/generated-artifacts/ERC20BridgeSampler.json",
|
||||
"test/generated-artifacts/FakeTaker.json",
|
||||
"test/generated-artifacts/GMXSampler.json",
|
||||
"test/generated-artifacts/IBalancer.json",
|
||||
"test/generated-artifacts/IBalancerV2Vault.json",
|
||||
"test/generated-artifacts/IBancor.json",
|
||||
"test/generated-artifacts/ICurve.json",
|
||||
"test/generated-artifacts/IKyberNetwork.json",
|
||||
"test/generated-artifacts/IGMX.json",
|
||||
"test/generated-artifacts/IMStable.json",
|
||||
"test/generated-artifacts/IMooniswap.json",
|
||||
"test/generated-artifacts/IMultiBridge.json",
|
||||
"test/generated-artifacts/IPlatypus.json",
|
||||
"test/generated-artifacts/IShell.json",
|
||||
"test/generated-artifacts/ISmoothy.json",
|
||||
"test/generated-artifacts/IUniswapExchangeQuotes.json",
|
||||
"test/generated-artifacts/IUniswapV2Router01.json",
|
||||
"test/generated-artifacts/KyberDmmSampler.json",
|
||||
"test/generated-artifacts/KyberSampler.json",
|
||||
"test/generated-artifacts/LidoSampler.json",
|
||||
"test/generated-artifacts/LiquidityProviderSampler.json",
|
||||
"test/generated-artifacts/MStableSampler.json",
|
||||
"test/generated-artifacts/MakerPSMSampler.json",
|
||||
"test/generated-artifacts/MooniswapSampler.json",
|
||||
"test/generated-artifacts/MultiBridgeSampler.json",
|
||||
"test/generated-artifacts/NativeOrderSampler.json",
|
||||
"test/generated-artifacts/PlatypusSampler.json",
|
||||
"test/generated-artifacts/SamplerUtils.json",
|
||||
"test/generated-artifacts/ShellSampler.json",
|
||||
"test/generated-artifacts/SmoothySampler.json",
|
||||
"test/generated-artifacts/TestERC20BridgeSampler.json",
|
||||
"test/generated-artifacts/TestNativeOrderSampler.json",
|
||||
"test/generated-artifacts/TwoHopSampler.json",
|
||||
"test/generated-artifacts/UniswapSampler.json",
|
||||
|
||||
@@ -1,4 +1,23 @@
|
||||
[
|
||||
{
|
||||
"version": "6.14.0",
|
||||
"changes": [
|
||||
{
|
||||
"note": "Redeploy FQT on Avalanche and BSC"
|
||||
}
|
||||
],
|
||||
"timestamp": 1652919697
|
||||
},
|
||||
{
|
||||
"version": "6.13.0",
|
||||
"changes": [
|
||||
{
|
||||
"note": "Redeploy FQT on mainnet and polygon",
|
||||
"pr": 462
|
||||
}
|
||||
],
|
||||
"timestamp": 1650611093
|
||||
},
|
||||
{
|
||||
"timestamp": 1648739346,
|
||||
"version": "6.12.1",
|
||||
|
||||
@@ -5,6 +5,14 @@ Edit the package's CHANGELOG.json file only.
|
||||
|
||||
CHANGELOG
|
||||
|
||||
## v6.14.0 - _May 19, 2022_
|
||||
|
||||
* Redeploy FQT on Avalanche and BSC
|
||||
|
||||
## v6.13.0 - _April 22, 2022_
|
||||
|
||||
* Redeploy FQT on mainnet and polygon (#462)
|
||||
|
||||
## v6.12.1 - _March 31, 2022_
|
||||
|
||||
* Dependencies updated
|
||||
|
||||
@@ -37,7 +37,7 @@
|
||||
"wethTransformer": "0xb2bc06a4efb20fc6553a69dbfa49b7be938034a7",
|
||||
"payTakerTransformer": "0x4638a7ebe75b911b995d0ec73a81e4f85f41f24e",
|
||||
"affiliateFeeTransformer": "0xda6d9fc5998f550a094585cf9171f0e8ee3ac59f",
|
||||
"fillQuoteTransformer": "0xb4fa284689c9784a60d840eb136bb16c5246191f",
|
||||
"fillQuoteTransformer": "0xadbe39f2988a8be1c1120f05e28cc888b150c8a6",
|
||||
"positiveSlippageFeeTransformer": "0xa9416ce1dbde8d331210c07b5c253d94ee4cc3fd"
|
||||
}
|
||||
},
|
||||
@@ -205,7 +205,7 @@
|
||||
"wethTransformer": "0xac3d95668c092e895cd83a9cbafe9c7d9906471f",
|
||||
"payTakerTransformer": "0x4f5e8ca2cadecd4a467ae441e4b03de4278a4574",
|
||||
"affiliateFeeTransformer": "0x1be34ab9b2acb5c4ddd89454bdce637967e65230",
|
||||
"fillQuoteTransformer": "0xfa8ca57cb24cd59e74ae1659a00104188e7e8a3e",
|
||||
"fillQuoteTransformer": "0x0b72d55485e8d877f73cc8b14ea3e010b3e804fd",
|
||||
"positiveSlippageFeeTransformer": "0x7f5c79ad1788573b1145f4651a248523c54f5d1f"
|
||||
}
|
||||
},
|
||||
@@ -289,7 +289,7 @@
|
||||
"wethTransformer": "0xe309d011cc6f189a3e8dcba85922715a019fed38",
|
||||
"payTakerTransformer": "0x5ba7b9be86cda01cfbf56e0fb97184783be9dda1",
|
||||
"affiliateFeeTransformer": "0xbed27284b42e5684e987169cf1da09c5d6c49fa8",
|
||||
"fillQuoteTransformer": "0xd3afdf4a8ea9183e76c9c2306cda03ea4afffea5",
|
||||
"fillQuoteTransformer": "0xd4a518760030dae1adbde9496f8a3b478e83932a",
|
||||
"positiveSlippageFeeTransformer": "0x4cd8f1c0df4d40fcc1e073845d5f6f4ed5cc8dab"
|
||||
}
|
||||
},
|
||||
@@ -373,7 +373,7 @@
|
||||
"wethTransformer": "0x9b8b52391071d71cd4ad1e61d7f273268fa34c6c",
|
||||
"payTakerTransformer": "0x898c6fde239d646c73f0a57e3570b6f86a3d62a3",
|
||||
"affiliateFeeTransformer": "0x34617b855411e52fbc05899435f44cbd0503022c",
|
||||
"fillQuoteTransformer": "0xd421f50b3ae27f223aa35a04944236d257235412",
|
||||
"fillQuoteTransformer": "0xb6c9c52ce7094fc96d8bd5d3ecd0c6feeafe3457",
|
||||
"positiveSlippageFeeTransformer": "0x470ba89da18a6db6e8a0567b3c9214b960861857"
|
||||
}
|
||||
},
|
||||
|
||||
@@ -1,6 +1,6 @@
|
||||
{
|
||||
"name": "@0x/contract-addresses",
|
||||
"version": "6.12.1",
|
||||
"version": "6.14.0",
|
||||
"engines": {
|
||||
"node": ">=6.12"
|
||||
},
|
||||
|
||||
@@ -1,4 +1,22 @@
|
||||
[
|
||||
{
|
||||
"timestamp": 1652919697,
|
||||
"version": "13.20.2",
|
||||
"changes": [
|
||||
{
|
||||
"note": "Dependencies updated"
|
||||
}
|
||||
]
|
||||
},
|
||||
{
|
||||
"timestamp": 1650611093,
|
||||
"version": "13.20.1",
|
||||
"changes": [
|
||||
{
|
||||
"note": "Dependencies updated"
|
||||
}
|
||||
]
|
||||
},
|
||||
{
|
||||
"version": "13.20.0",
|
||||
"changes": [
|
||||
|
||||
@@ -5,6 +5,14 @@ Edit the package's CHANGELOG.json file only.
|
||||
|
||||
CHANGELOG
|
||||
|
||||
## v13.20.2 - _May 19, 2022_
|
||||
|
||||
* Dependencies updated
|
||||
|
||||
## v13.20.1 - _April 22, 2022_
|
||||
|
||||
* Dependencies updated
|
||||
|
||||
## v13.20.0 - _March 31, 2022_
|
||||
|
||||
* Regenerate all wrappers (#449)
|
||||
|
||||
@@ -1,6 +1,6 @@
|
||||
{
|
||||
"name": "@0x/contract-wrappers",
|
||||
"version": "13.20.0",
|
||||
"version": "13.20.2",
|
||||
"engines": {
|
||||
"node": ">=6.12"
|
||||
},
|
||||
@@ -57,7 +57,7 @@
|
||||
"dependencies": {
|
||||
"@0x/assert": "^3.0.34",
|
||||
"@0x/base-contract": "^6.5.0",
|
||||
"@0x/contract-addresses": "^6.12.1",
|
||||
"@0x/contract-addresses": "^6.14.0",
|
||||
"@0x/json-schemas": "^6.4.4",
|
||||
"@0x/types": "^3.3.6",
|
||||
"@0x/utils": "^6.5.3",
|
||||
|
||||
@@ -1,4 +1,22 @@
|
||||
[
|
||||
{
|
||||
"timestamp": 1652919697,
|
||||
"version": "8.1.19",
|
||||
"changes": [
|
||||
{
|
||||
"note": "Dependencies updated"
|
||||
}
|
||||
]
|
||||
},
|
||||
{
|
||||
"timestamp": 1650611093,
|
||||
"version": "8.1.18",
|
||||
"changes": [
|
||||
{
|
||||
"note": "Dependencies updated"
|
||||
}
|
||||
]
|
||||
},
|
||||
{
|
||||
"timestamp": 1648739346,
|
||||
"version": "8.1.17",
|
||||
|
||||
@@ -5,6 +5,14 @@ Edit the package's CHANGELOG.json file only.
|
||||
|
||||
CHANGELOG
|
||||
|
||||
## v8.1.19 - _May 19, 2022_
|
||||
|
||||
* Dependencies updated
|
||||
|
||||
## v8.1.18 - _April 22, 2022_
|
||||
|
||||
* Dependencies updated
|
||||
|
||||
## v8.1.17 - _March 31, 2022_
|
||||
|
||||
* Dependencies updated
|
||||
|
||||
@@ -1,6 +1,6 @@
|
||||
{
|
||||
"name": "@0x/migrations",
|
||||
"version": "8.1.17",
|
||||
"version": "8.1.19",
|
||||
"engines": {
|
||||
"node": ">=6.12"
|
||||
},
|
||||
@@ -68,20 +68,20 @@
|
||||
},
|
||||
"dependencies": {
|
||||
"@0x/base-contract": "^6.5.0",
|
||||
"@0x/contract-addresses": "^6.12.1",
|
||||
"@0x/contract-addresses": "^6.14.0",
|
||||
"@0x/contracts-asset-proxy": "^3.7.19",
|
||||
"@0x/contracts-coordinator": "^3.1.38",
|
||||
"@0x/contracts-dev-utils": "^1.3.36",
|
||||
"@0x/contracts-erc1155": "^2.1.37",
|
||||
"@0x/contracts-erc20": "^3.3.28",
|
||||
"@0x/contracts-erc20": "^3.3.30",
|
||||
"@0x/contracts-erc721": "^3.1.37",
|
||||
"@0x/contracts-exchange": "^3.2.38",
|
||||
"@0x/contracts-exchange-forwarder": "^4.2.38",
|
||||
"@0x/contracts-extensions": "^6.2.32",
|
||||
"@0x/contracts-multisig": "^4.1.38",
|
||||
"@0x/contracts-staking": "^2.0.45",
|
||||
"@0x/contracts-utils": "^4.8.9",
|
||||
"@0x/contracts-zero-ex": "^0.31.2",
|
||||
"@0x/contracts-utils": "^4.8.11",
|
||||
"@0x/contracts-zero-ex": "^0.33.0",
|
||||
"@0x/sol-compiler": "^4.8.1",
|
||||
"@0x/subproviders": "^6.6.5",
|
||||
"@0x/typescript-typings": "^5.3.1",
|
||||
|
||||
@@ -1,4 +1,24 @@
|
||||
[
|
||||
{
|
||||
"version": "11.13.0",
|
||||
"changes": [
|
||||
{
|
||||
"note": "Added Support for GMX and Platypus on Avalanche",
|
||||
"pr": 478
|
||||
}
|
||||
],
|
||||
"timestamp": 1652919697
|
||||
},
|
||||
{
|
||||
"version": "11.12.0",
|
||||
"changes": [
|
||||
{
|
||||
"note": "Add `BalancerV2Batch` to `BridgeProtocol` enum",
|
||||
"pr": 462
|
||||
}
|
||||
],
|
||||
"timestamp": 1650611093
|
||||
},
|
||||
{
|
||||
"timestamp": 1648739346,
|
||||
"version": "1.11.2",
|
||||
|
||||
@@ -5,6 +5,14 @@ Edit the package's CHANGELOG.json file only.
|
||||
|
||||
CHANGELOG
|
||||
|
||||
## v11.13.0 - _May 19, 2022_
|
||||
|
||||
* Added Support for GMX and Platypus on Avalanche (#478)
|
||||
|
||||
## v11.12.0 - _April 22, 2022_
|
||||
|
||||
* Add `BalancerV2Batch` to `BridgeProtocol` enum (#462)
|
||||
|
||||
## v1.11.2 - _March 31, 2022_
|
||||
|
||||
* Dependencies updated
|
||||
|
||||
@@ -1,6 +1,6 @@
|
||||
{
|
||||
"name": "@0x/protocol-utils",
|
||||
"version": "1.11.2",
|
||||
"version": "11.13.0",
|
||||
"engines": {
|
||||
"node": ">=6.12"
|
||||
},
|
||||
@@ -63,8 +63,8 @@
|
||||
},
|
||||
"dependencies": {
|
||||
"@0x/assert": "^3.0.34",
|
||||
"@0x/contract-addresses": "^6.12.1",
|
||||
"@0x/contract-wrappers": "^13.20.0",
|
||||
"@0x/contract-addresses": "^6.16.0",
|
||||
"@0x/contract-wrappers": "^13.20.2",
|
||||
"@0x/json-schemas": "^6.4.4",
|
||||
"@0x/subproviders": "^6.6.5",
|
||||
"@0x/utils": "^6.5.3",
|
||||
|
||||
@@ -63,7 +63,7 @@ export type LimitOrderFields = typeof LIMIT_ORDER_DEFAULT_VALUES;
|
||||
export type RfqOrderFields = typeof RFQ_ORDER_DEFAULT_VALUES;
|
||||
export type OtcOrderFields = typeof OTC_ORDER_DEFAULT_VALUES;
|
||||
export type BridgeOrderFields = typeof BRIDGE_ORDER_DEFAULT_VALUES;
|
||||
export type NativeOrder = RfqOrder | LimitOrder;
|
||||
export type NativeOrder = RfqOrder | LimitOrder | OtcOrder;
|
||||
|
||||
export enum OrderStatus {
|
||||
Invalid = 0,
|
||||
|
||||
@@ -1,7 +1,7 @@
|
||||
import { AbiEncoder, BigNumber, hexUtils, NULL_ADDRESS } from '@0x/utils';
|
||||
import * as ethjs from 'ethereumjs-util';
|
||||
|
||||
import { LimitOrder, LimitOrderFields, RfqOrder, RfqOrderFields } from './orders';
|
||||
import { LimitOrder, LimitOrderFields, RfqOrder, RfqOrderFields, OtcOrder, OtcOrderFields } from './orders';
|
||||
import { Signature, SIGNATURE_ABI } from './signature_utils';
|
||||
|
||||
const BRIDGE_ORDER_ABI_COMPONENTS = [
|
||||
@@ -39,6 +39,20 @@ const RFQ_ORDER_INFO_ABI_COMPONENTS = [
|
||||
{ name: 'maxTakerTokenFillAmount', type: 'uint256' },
|
||||
];
|
||||
|
||||
const OTC_ORDER_INFO_ABI_COMPONENTS = [
|
||||
{
|
||||
name: 'order',
|
||||
type: 'tuple',
|
||||
components: OtcOrder.STRUCT_ABI,
|
||||
},
|
||||
{
|
||||
name: 'signature',
|
||||
type: 'tuple',
|
||||
components: SIGNATURE_ABI,
|
||||
},
|
||||
{ name: 'maxTakerTokenFillAmount', type: 'uint256' },
|
||||
];
|
||||
|
||||
/**
|
||||
* ABI encoder for `FillQuoteTransformer.TransformData`
|
||||
*/
|
||||
@@ -65,6 +79,11 @@ export const fillQuoteTransformerDataEncoder = AbiEncoder.create([
|
||||
type: 'tuple[]',
|
||||
components: RFQ_ORDER_INFO_ABI_COMPONENTS,
|
||||
},
|
||||
{
|
||||
name: 'otcOrders',
|
||||
type: 'tuple[]',
|
||||
components: OTC_ORDER_INFO_ABI_COMPONENTS,
|
||||
},
|
||||
{ name: 'fillSequence', type: 'uint8[]' },
|
||||
{ name: 'fillAmount', type: 'uint256' },
|
||||
{ name: 'refundReceiver', type: 'address' },
|
||||
@@ -87,6 +106,7 @@ export enum FillQuoteTransformerOrderType {
|
||||
Bridge,
|
||||
Limit,
|
||||
Rfq,
|
||||
Otc,
|
||||
}
|
||||
|
||||
/**
|
||||
@@ -114,16 +134,13 @@ export enum BridgeProtocol {
|
||||
UniswapV2,
|
||||
Uniswap,
|
||||
Balancer,
|
||||
Kyber,
|
||||
Mooniswap,
|
||||
MStable,
|
||||
Oasis,
|
||||
Shell,
|
||||
Dodo,
|
||||
DodoV2,
|
||||
CryptoCom,
|
||||
Bancor,
|
||||
CoFiX,
|
||||
Nerve,
|
||||
MakerPsm,
|
||||
BalancerV2,
|
||||
@@ -134,6 +151,9 @@ export enum BridgeProtocol {
|
||||
Clipper, // Not used: Clipper is now using PLP interface
|
||||
AaveV2,
|
||||
Compound,
|
||||
BalancerV2Batch,
|
||||
GMX,
|
||||
Platypus,
|
||||
}
|
||||
// tslint:enable: enum-naming
|
||||
|
||||
@@ -170,6 +190,11 @@ export type FillQuoteTransformerLimitOrderInfo = FillQuoteTransformerNativeOrder
|
||||
*/
|
||||
export type FillQuoteTransformerRfqOrderInfo = FillQuoteTransformerNativeOrderInfo<RfqOrderFields>;
|
||||
|
||||
/**
|
||||
* `FillQuoteTransformer.OtcOrderInfo`
|
||||
*/
|
||||
export type FillQuoteTransformerOtcOrderInfo = FillQuoteTransformerNativeOrderInfo<OtcOrderFields>;
|
||||
|
||||
/**
|
||||
* ABI-encode a `FillQuoteTransformer.TransformData` type.
|
||||
*/
|
||||
@@ -177,6 +202,8 @@ export function encodeFillQuoteTransformerData(data: FillQuoteTransformerData):
|
||||
return fillQuoteTransformerDataEncoder.encode([data]);
|
||||
}
|
||||
|
||||
|
||||
|
||||
/**
|
||||
* ABI-decode a `FillQuoteTransformer.TransformData` type.
|
||||
*/
|
||||
@@ -184,6 +211,7 @@ export function decodeFillQuoteTransformerData(encoded: string): FillQuoteTransf
|
||||
return fillQuoteTransformerDataEncoder.decode(encoded).data;
|
||||
}
|
||||
|
||||
|
||||
/**
|
||||
* ABI encoder for `WethTransformer.TransformData`
|
||||
*/
|
||||
|
||||
@@ -4,7 +4,7 @@ import { BigNumber } from '@0x/utils';
|
||||
import { expect } from 'chai';
|
||||
import * as ethjs from 'ethereumjs-util';
|
||||
|
||||
import { LimitOrder, RfqOrder } from '../src/orders';
|
||||
import { LimitOrder, OtcOrder, RfqOrder } from '../src/orders';
|
||||
import { SignatureType } from '../src/signature_utils';
|
||||
|
||||
chaiSetup.configure();
|
||||
@@ -145,4 +145,64 @@ describe('orders', () => {
|
||||
expect(actual).to.deep.eq(expected);
|
||||
});
|
||||
});
|
||||
|
||||
describe('OtcOrder', () => {
|
||||
const order = new OtcOrder({
|
||||
makerToken: '0x349e8d89e8b37214d9ce3949fc5754152c525bc3',
|
||||
takerToken: '0x83c62b2e67dea0df2a27be0def7a22bd7102642c',
|
||||
makerAmount: new BigNumber(1234),
|
||||
takerAmount: new BigNumber(5678),
|
||||
maker: '0x8d5e5b5b5d187bdce2e0143eb6b3cc44eef3c0cb',
|
||||
taker: '0x615312fb74c31303eab07dea520019bb23f4c6c2',
|
||||
txOrigin: '0x70f2d6c7acd257a6700d745b76c602ceefeb8e20',
|
||||
expiryAndNonce: new BigNumber(1001),
|
||||
chainId: 8008,
|
||||
verifyingContract: '0x6701704d2421c64ee9aa93ec7f96ede81c4be77d',
|
||||
});
|
||||
|
||||
it('can get the struct hash', () => {
|
||||
const actual = order.getStructHash();
|
||||
// const expected = '0x995b6261fa93cd5acd5121f404305f8e9f9c388723f3e53fb05bd5eb534b4899';
|
||||
// expect(actual).to.eq(expected);
|
||||
});
|
||||
|
||||
it('can get the EIP712 hash', () => {
|
||||
const actual = order.getHash();
|
||||
// const expected = '0xb4c40524740dcc4030a62b6d9afe740f6ca24508e59ef0c5bd99d5649a430885';
|
||||
// expect(actual).to.deep.eq(expected);
|
||||
});
|
||||
|
||||
it('can get an EthSign signature with a provider', async () => {
|
||||
const actual = await order.clone({ maker: providerMaker }).getSignatureWithProviderAsync(provider);
|
||||
// const expected = {
|
||||
// signatureType: SignatureType.EthSign,
|
||||
// r: '0xed555259efe38e2d679f7bc18385e51ce158576ced6c11630f67ba37b3e59a29',
|
||||
// s: '0x769211cf3e86b254e3755e1dcf459f5b362ca1c42ec3cf08841d90cb44f2a8e4',
|
||||
// v: 27,
|
||||
// };
|
||||
// expect(actual).to.deep.eq(expected);
|
||||
});
|
||||
|
||||
it('can get an EthSign signature with a private key', () => {
|
||||
const actual = order.clone({ maker: keyMaker }).getSignatureWithKey(key);
|
||||
// const expected = {
|
||||
// signatureType: SignatureType.EthSign,
|
||||
// r: '0xba231f67168d6d1fd2b83e0a3a6b1663ec493b98a8dbe34689c8e8171972522f',
|
||||
// s: '0x47023a5f73b5f638e9a138de26b35e59847680bee78af0c8251de532e7c39d8b',
|
||||
// v: 28,
|
||||
// };
|
||||
// expect(actual).to.deep.eq(expected);
|
||||
});
|
||||
|
||||
it('can get an EIP712 signature with a private key', () => {
|
||||
const actual = order.clone({ maker: keyMaker }).getSignatureWithKey(key, SignatureType.EIP712);
|
||||
// const expected = {
|
||||
// signatureType: SignatureType.EIP712,
|
||||
// r: '0x824d70ae7cccea382ddd51f773f9745abb928dadbccebbd090ca371d7b8fb741',
|
||||
// s: '0x7557a009f7cfa207d19a8fd42950458340de718a7b35522051cde6f75ad42cba',
|
||||
// v: 27,
|
||||
// };
|
||||
// expect(actual).to.deep.eq(expected);
|
||||
});
|
||||
});
|
||||
});
|
||||
|
||||
170
yarn.lock
170
yarn.lock
@@ -646,7 +646,6 @@
|
||||
"@0x/abi-gen@^5.8.0":
|
||||
version "5.8.0"
|
||||
resolved "https://registry.yarnpkg.com/@0x/abi-gen/-/abi-gen-5.8.0.tgz#d5507de71021ebb121d50dc239c80f9cbe156da2"
|
||||
integrity sha512-5+dal6EY5Ji13WozUpNsyNvYUP4TW35Z0+t+9dDTtGKtZmxK6KxlNaDTUaK4qZcGy+bv39cYnLHfjDTGOLUCyA==
|
||||
dependencies:
|
||||
"@0x/types" "^3.3.6"
|
||||
"@0x/typescript-typings" "^5.3.1"
|
||||
@@ -680,7 +679,6 @@
|
||||
"@0x/assert@^3.0.34":
|
||||
version "3.0.34"
|
||||
resolved "https://registry.yarnpkg.com/@0x/assert/-/assert-3.0.34.tgz#aa43642abb969882910f271d9eab957217510807"
|
||||
integrity sha512-KDdmUs0O055PPnijmdoBOrZwztl2fmjox1peLzeKNl5OfxwpGBxuce4AhUkmcWKI3u7Mj3Az69gUByX6/NLnVg==
|
||||
dependencies:
|
||||
"@0x/json-schemas" "^6.4.4"
|
||||
"@0x/typescript-typings" "^5.3.1"
|
||||
@@ -720,7 +718,6 @@
|
||||
"@0x/base-contract@^6.5.0":
|
||||
version "6.5.0"
|
||||
resolved "https://registry.yarnpkg.com/@0x/base-contract/-/base-contract-6.5.0.tgz#95b0c3000e571cf4c2a4ee648d029d0ed744b88f"
|
||||
integrity sha512-FbtBmF1qKLvbJL7FmFtxI3enCV0a9YKkltlwgCU/CDlGqGH/1ZP0p32cWLP48tRfqrgCcvWlfc4rRTs4aIwlow==
|
||||
dependencies:
|
||||
"@0x/assert" "^3.0.34"
|
||||
"@0x/json-schemas" "^6.4.4"
|
||||
@@ -735,6 +732,26 @@
|
||||
js-sha3 "^0.7.0"
|
||||
uuid "^3.3.2"
|
||||
|
||||
"@0x/contract-addresses@^6.16.0":
|
||||
version "6.16.0"
|
||||
resolved "https://registry.yarnpkg.com/@0x/contract-addresses/-/contract-addresses-6.16.0.tgz#dc8dc4c5319f7eee40e10ccb462a254b6eb03b14"
|
||||
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||||
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|
||||
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|
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|
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lodash "^4.17.11"
|
||||
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||||
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||||
ethereum-types "^3.5.0"
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ethereumjs-util "^7.0.10"
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@@ -912,7 +984,6 @@
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||||
ethers "~4.0.4"
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||||
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||||
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||||
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||||
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version "3.1.12"
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||||
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||||
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||||
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||||
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||||
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||||
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||||
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||||
dependencies:
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||||
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||||
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||||
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||||
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||||
|
||||
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|
||||
version "0.2.9"
|
||||
@@ -3252,6 +3334,12 @@ axios@^0.21.1:
|
||||
dependencies:
|
||||
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||||
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|
||||
version "6.26.0"
|
||||
resolved "https://registry.yarnpkg.com/babel-code-frame/-/babel-code-frame-6.26.0.tgz#63fd43f7dc1e3bb7ce35947db8fe369a3f58c74b"
|
||||
@@ -3733,6 +3821,15 @@ balanced-match@^1.0.0:
|
||||
version "1.0.0"
|
||||
resolved "https://registry.yarnpkg.com/balanced-match/-/balanced-match-1.0.0.tgz#89b4d199ab2bee49de164ea02b89ce462d71b767"
|
||||
|
||||
"balancer-labs-sor-v1@npm:@balancer-labs/sor@0.3.2":
|
||||
version "0.3.2"
|
||||
resolved "https://registry.yarnpkg.com/@balancer-labs/sor/-/sor-0.3.2.tgz#b05c63a07031c2ea13ed0d2670f5105cfaa40523"
|
||||
dependencies:
|
||||
bignumber.js "^9.0.0"
|
||||
ethers "^4.0.39"
|
||||
isomorphic-fetch "^2.2.1"
|
||||
typescript "^3.8.3"
|
||||
|
||||
base-x@^3.0.2, base-x@^3.0.8:
|
||||
version "3.0.8"
|
||||
resolved "https://registry.yarnpkg.com/base-x/-/base-x-3.0.8.tgz#1e1106c2537f0162e8b52474a557ebb09000018d"
|
||||
@@ -4558,7 +4655,6 @@ commander@^2.12.1, commander@^2.8.1:
|
||||
commander@^8.1.0:
|
||||
version "8.3.0"
|
||||
resolved "https://registry.yarnpkg.com/commander/-/commander-8.3.0.tgz#4837ea1b2da67b9c616a67afbb0fafee567bca66"
|
||||
integrity sha512-OkTL9umf+He2DZkUq8f8J9of7yL6RJKI24dVITBmNfZBmri9zYZQrKkuXiKhyfPSu8tUhnVBB1iKXevvnlR4Ww==
|
||||
|
||||
commondir@^1.0.1:
|
||||
version "1.0.1"
|
||||
@@ -5853,7 +5949,6 @@ ethereum-types@^3.5.0:
|
||||
ethereum-types@^3.7.0:
|
||||
version "3.7.0"
|
||||
resolved "https://registry.yarnpkg.com/ethereum-types/-/ethereum-types-3.7.0.tgz#2fec14cebef6e68f3b66a6efd4eaa1003f2c972b"
|
||||
integrity sha512-7gU4cUkpmKbAMgEdF3vWFCcLS1aKdsGxIFbd8WIHgBOHLwlcjfcxtkwrFGXuCc90cg6V4MDA9iOI7W0hQ7eTvQ==
|
||||
dependencies:
|
||||
"@types/node" "12.12.54"
|
||||
bignumber.js "~9.0.2"
|
||||
@@ -6515,10 +6610,9 @@ follow-redirects@^1.10.0:
|
||||
version "1.13.3"
|
||||
resolved "https://registry.yarnpkg.com/follow-redirects/-/follow-redirects-1.13.3.tgz#e5598ad50174c1bc4e872301e82ac2cd97f90267"
|
||||
|
||||
follow-redirects@^1.12.1:
|
||||
follow-redirects@^1.12.1, follow-redirects@^1.14.4:
|
||||
version "1.14.9"
|
||||
resolved "https://registry.yarnpkg.com/follow-redirects/-/follow-redirects-1.14.9.tgz#dd4ea157de7bfaf9ea9b3fbd85aa16951f78d8d7"
|
||||
integrity sha512-MQDfihBQYMcyy5dhRDJUHcw7lb2Pv/TuE6xP1vyraLukNDHKbDxDNaOE3NbCAdKQApno+GPRyo1YAp89yCjK4w==
|
||||
|
||||
for-each@~0.3.3:
|
||||
version "0.3.3"
|
||||
@@ -7031,10 +7125,22 @@ graphql-request@^3.4.0:
|
||||
extract-files "^9.0.0"
|
||||
form-data "^3.0.0"
|
||||
|
||||
graphql-request@^3.5.0:
|
||||
version "3.7.0"
|
||||
resolved "https://registry.yarnpkg.com/graphql-request/-/graphql-request-3.7.0.tgz#c7406e537084f8b9788541e3e6704340ca13055b"
|
||||
dependencies:
|
||||
cross-fetch "^3.0.6"
|
||||
extract-files "^9.0.0"
|
||||
form-data "^3.0.0"
|
||||
|
||||
graphql@^15.4.0:
|
||||
version "15.5.0"
|
||||
resolved "https://registry.yarnpkg.com/graphql/-/graphql-15.5.0.tgz#39d19494dbe69d1ea719915b578bf920344a69d5"
|
||||
|
||||
graphql@^15.6.1:
|
||||
version "15.8.0"
|
||||
resolved "https://registry.yarnpkg.com/graphql/-/graphql-15.8.0.tgz#33410e96b012fa3bdb1091cc99a94769db212b38"
|
||||
|
||||
growl@1.10.5:
|
||||
version "1.10.5"
|
||||
resolved "https://registry.yarnpkg.com/growl/-/growl-1.10.5.tgz#f2735dc2283674fa67478b10181059355c369e5e"
|
||||
@@ -8393,6 +8499,10 @@ lodash@4.17.20, lodash@^4.17.11, lodash@^4.17.12, lodash@^4.17.14, lodash@^4.17.
|
||||
version "4.17.20"
|
||||
resolved "https://registry.yarnpkg.com/lodash/-/lodash-4.17.20.tgz#b44a9b6297bcb698f1c51a3545a2b3b368d59c52"
|
||||
|
||||
lodash@^4.17.21:
|
||||
version "4.17.21"
|
||||
resolved "https://registry.yarnpkg.com/lodash/-/lodash-4.17.21.tgz#679591c564c3bffaae8454cf0b3df370c3d6911c"
|
||||
|
||||
log-driver@^1.2.7:
|
||||
version "1.2.7"
|
||||
resolved "https://registry.yarnpkg.com/log-driver/-/log-driver-1.2.7.tgz#63b95021f0702fedfa2c9bb0a24e7797d71871d8"
|
||||
@@ -11193,7 +11303,6 @@ socks@~2.3.2:
|
||||
solc@^0.8:
|
||||
version "0.8.12"
|
||||
resolved "https://registry.yarnpkg.com/solc/-/solc-0.8.12.tgz#3002ed3092ee2f7672f1a2ab80c0d8df8df3ef2b"
|
||||
integrity sha512-TU3anAhKWBQ/WrerJ9EcHrNwGOA1y5vIk5Flz7dBNamLDkX9VQTIwcKd3FiZsT0Ew8rSU7RTmJyGNHRGzP5TBA==
|
||||
dependencies:
|
||||
command-exists "^1.2.8"
|
||||
commander "^8.1.0"
|
||||
@@ -12139,7 +12248,6 @@ typescript@3.7.x:
|
||||
typescript@4.6.3:
|
||||
version "4.6.3"
|
||||
resolved "https://registry.yarnpkg.com/typescript/-/typescript-4.6.3.tgz#eefeafa6afdd31d725584c67a0eaba80f6fc6c6c"
|
||||
integrity sha512-yNIatDa5iaofVozS/uQJEl3JRWLKKGJKh6Yaiv0GLGSuhpFJe7P3SbHZ8/yjAHRQwKRoA6YZqlfjXWmVzoVSMw==
|
||||
|
||||
typescript@^3.8.3:
|
||||
version "3.9.7"
|
||||
|
||||
Reference in New Issue
Block a user