Publish

- @0x/contracts-integrations@2.7.57
 - @0x/asset-swapper@16.20.0

contracts/integrations/package.json

@@ -1,6 +1,6 @@
 {
     "name": "@0x/contracts-integrations",
-    "version": "2.7.53",
+    "version": "2.7.57",
     "private": true,
     "engines": {
         "node": ">=6.12"
@@ -93,7 +93,7 @@
         "typescript": "4.2.2"
     },
     "dependencies": {
-        "@0x/asset-swapper": "^6.18.2",
+        "@0x/asset-swapper": "^16.20.0",
         "@0x/base-contract": "^6.4.0",
         "@0x/contracts-asset-proxy": "^3.7.16",
         "@0x/contracts-erc1155": "^2.1.34",

packages/asset-swapper/CHANGELOG.json

@@ -1,4 +1,43 @@
 [
+    {
+        "version": "16.20.0",
+        "changes": [
+            {
+                "note": "ShibaSwap",
+                "pr": 276
+            }
+        ],
+        "timestamp": 1625607277
+    },
+    {
+        "version": "16.19.1",
+        "changes": [
+            {
+                "note": "Fix LiquidityProvider fallback",
+                "pr": 272
+            }
+        ],
+        "timestamp": 1625544188
+    },
+    {
+        "version": "16.19.0",
+        "changes": [
+            {
+                "note": "Add LiquidityProvider to Polygon sources",
+                "pr": 270
+            }
+        ],
+        "timestamp": 1625190486
+    },
+    {
+        "version": "6.18.3",
+        "changes": [
+            {
+                "note": "Polygon Balance V2"
+            }
+        ],
+        "timestamp": 1624987208
+    },
     {
         "timestamp": 1624562704,
         "version": "6.18.2",

packages/asset-swapper/CHANGELOG.md

@@ -5,6 +5,22 @@ Edit the package's CHANGELOG.json file only.
 
 CHANGELOG
 
+## v16.20.0 - _July 6, 2021_
+
+    * ShibaSwap (#276)
+
+## v16.19.1 - _July 6, 2021_
+
+    * Fix LiquidityProvider fallback (#272)
+
+## v16.19.0 - _July 2, 2021_
+
+    * Add LiquidityProvider to Polygon sources (#270)
+
+## v6.18.3 - _June 29, 2021_
+
+    * Polygon Balance V2
+
 ## v6.18.2 - _June 24, 2021_
 
     * Dependencies updated

packages/asset-swapper/contracts/src/KyberDmmSampler.sol

@@ -20,12 +20,20 @@
 pragma solidity ^0.6;
 pragma experimental ABIEncoderV2;
 
-interface IKyberDmmFactory {
+interface IKyberDmmPool {
 
-    function getPoolAtIndex(address token0, address token1, uint256 index)
+    function totalSupply()
         external
         view
-        returns (address);
+        returns (uint256);
+}
+
+interface IKyberDmmFactory {
+
+    function getPools(address token0, address token1)
+        external
+        view
+        returns (address[] memory _tokenPools);
 }
 
 interface IKyberDmmRouter {
@@ -140,17 +148,26 @@ contract KyberDmmSampler
         view
         returns (address[] memory pools)
     {
-        pools = new address[](path.length - 1);
         IKyberDmmFactory factory = IKyberDmmFactory(IKyberDmmRouter(router).factory());
+        pools = new address[](path.length - 1);
         for (uint256 i = 0; i < pools.length; i++) {
-            // Currently only supporting the first pool found at the index
+            // find the best pool
+            address[] memory allPools;
             try
-                factory.getPoolAtIndex
+                factory.getPools
                     {gas: KYBER_DMM_CALL_GAS}
-                    (path[i], path[i + 1], 0)
-                returns (address pool)
+                    (path[i], path[i + 1])
+                returns (address[] memory allPools)
             {
-                pools[i] = pool;
+                uint256 maxSupply = 0;
+                require(allPools.length >= 1, "KyberDMMSampler/NO_POOLS_FOUND");
+                for (uint256 j = 0; j < allPools.length; j++) {
+                    uint256 totalSupply = IKyberDmmPool(allPools[j]).totalSupply();
+                    if (totalSupply > maxSupply) {
+                        maxSupply = totalSupply;
+                        pools[i] = allPools[j];
+                    }
+                }
             } catch (bytes memory) {
                 return new address[](0);
             }

packages/asset-swapper/package.json

@@ -1,6 +1,6 @@
 {
     "name": "@0x/asset-swapper",
-    "version": "6.18.2",
+    "version": "16.20.0",
     "engines": {
         "node": ">=6.12"
     },

packages/asset-swapper/src/utils/market_operation_utils/bridge_source_utils.ts

@@ -32,6 +32,7 @@ import {
     QUICKSWAP_ROUTER_BY_CHAIN_ID,
     SADDLE_MAINNET_INFOS,
     SHELL_POOLS_BY_CHAIN_ID,
+    SHIBASWAP_ROUTER_BY_CHAIN_ID,
     SMOOTHY_BSC_INFOS,
     SMOOTHY_MAINNET_INFOS,
     SNOWSWAP_MAINNET_INFOS,
@@ -399,7 +400,8 @@ export function uniswapV2LikeRouterAddress(
         | ERC20BridgeSource.ComethSwap
         | ERC20BridgeSource.Dfyn
         | ERC20BridgeSource.WaultSwap
-        | ERC20BridgeSource.Polydex,
+        | ERC20BridgeSource.Polydex
+        | ERC20BridgeSource.ShibaSwap,
 ): string {
     switch (source) {
         case ERC20BridgeSource.UniswapV2:
@@ -432,6 +434,8 @@ export function uniswapV2LikeRouterAddress(
             return WAULTSWAP_ROUTER_BY_CHAIN_ID[chainId];
         case ERC20BridgeSource.Polydex:
             return POLYDEX_ROUTER_BY_CHAIN_ID[chainId];
+        case ERC20BridgeSource.ShibaSwap:
+            return SHIBASWAP_ROUTER_BY_CHAIN_ID[chainId];
         default:
             throw new Error(`Unknown UniswapV2 like source ${source}`);
     }

packages/asset-swapper/src/utils/market_operation_utils/constants.ts

@@ -97,6 +97,7 @@ export const SELL_SOURCE_FILTER_BY_CHAIN_ID = valueByChainId<SourceFilters>(
             ERC20BridgeSource.XSigma,
             ERC20BridgeSource.UniswapV3,
             ERC20BridgeSource.CurveV2,
+            ERC20BridgeSource.ShibaSwap,
         ]),
         [ChainId.Ropsten]: new SourceFilters([
             ERC20BridgeSource.Kyber,
@@ -146,6 +147,10 @@ export const SELL_SOURCE_FILTER_BY_CHAIN_ID = valueByChainId<SourceFilters>(
             ERC20BridgeSource.Polydex,
             ERC20BridgeSource.ApeSwap,
             ERC20BridgeSource.FirebirdOneSwap,
+            ERC20BridgeSource.BalancerV2,
+            ERC20BridgeSource.KyberDmm,
+            ERC20BridgeSource.LiquidityProvider,
+            ERC20BridgeSource.MultiHop,
         ]),
     },
     new SourceFilters([]),
@@ -188,6 +193,7 @@ export const BUY_SOURCE_FILTER_BY_CHAIN_ID = valueByChainId<SourceFilters>(
             ERC20BridgeSource.XSigma,
             ERC20BridgeSource.UniswapV3,
             ERC20BridgeSource.CurveV2,
+            ERC20BridgeSource.ShibaSwap,
         ]),
         [ChainId.Ropsten]: new SourceFilters([
             ERC20BridgeSource.Kyber,
@@ -237,6 +243,10 @@ export const BUY_SOURCE_FILTER_BY_CHAIN_ID = valueByChainId<SourceFilters>(
             ERC20BridgeSource.Polydex,
             ERC20BridgeSource.ApeSwap,
             ERC20BridgeSource.FirebirdOneSwap,
+            ERC20BridgeSource.BalancerV2,
+            ERC20BridgeSource.KyberDmm,
+            ERC20BridgeSource.LiquidityProvider,
+            ERC20BridgeSource.MultiHop,
         ]),
     },
     new SourceFilters([]),
@@ -517,10 +527,6 @@ export const DEFAULT_INTERMEDIATE_TOKENS_BY_CHAIN_ID = valueByChainId<string[]>(
             POLYGON_TOKENS.DAI,
             POLYGON_TOKENS.USDT,
             POLYGON_TOKENS.WBTC,
-            POLYGON_TOKENS.QUICK,
-            POLYGON_TOKENS.DFYN,
-            POLYGON_TOKENS.BANANA,
-            POLYGON_TOKENS.WEXPOLY,
         ],
     },
     [],
@@ -1090,6 +1096,13 @@ export const LINKSWAP_ROUTER_BY_CHAIN_ID = valueByChainId<string>(
     NULL_ADDRESS,
 );
 
+export const SHIBASWAP_ROUTER_BY_CHAIN_ID = valueByChainId<string>(
+    {
+        [ChainId.Mainnet]: '0x03f7724180aa6b939894b5ca4314783b0b36b329',
+    },
+    NULL_ADDRESS,
+);
+
 export const MSTABLE_POOLS_BY_CHAIN_ID = valueByChainId(
     {
         [ChainId.Mainnet]: {
@@ -1135,6 +1148,7 @@ export const OASIS_ROUTER_BY_CHAIN_ID = valueByChainId<string>(
 export const KYBER_DMM_ROUTER_BY_CHAIN_ID = valueByChainId<string>(
     {
         [ChainId.Mainnet]: '0x1c87257f5e8609940bc751a07bb085bb7f8cdbe6',
+        [ChainId.Polygon]: '0x546c79662e028b661dfb4767664d0273184e4dd1',
     },
     NULL_ADDRESS,
 );
@@ -1283,6 +1297,7 @@ export const COMPONENT_POOLS_BY_CHAIN_ID = valueByChainId(
 export const BALANCER_V2_VAULT_ADDRESS_BY_CHAIN = valueByChainId<string>(
     {
         [ChainId.Mainnet]: '0xba12222222228d8ba445958a75a0704d566bf2c8',
+        [ChainId.Polygon]: '0xba12222222228d8ba445958a75a0704d566bf2c8',
     },
     NULL_ADDRESS,
 );
@@ -1303,7 +1318,13 @@ export const LIDO_INFO_BY_CHAIN = valueByChainId<LidoInfo>(
 export const BALANCER_SUBGRAPH_URL = 'https://api.thegraph.com/subgraphs/name/balancer-labs/balancer';
 export const BALANCER_TOP_POOLS_FETCHED = 250;
 export const BALANCER_MAX_POOLS_FETCHED = 3;
-export const BALANCER_V2_SUBGRAPH_URL = 'https://api.thegraph.com/subgraphs/name/balancer-labs/balancer-v2';
+
+export const BALANCER_V2_SUBGRAPH_URL_BY_CHAIN = valueByChainId<string>(
+    {
+        [ChainId.Polygon]: 'https://api.thegraph.com/subgraphs/name/balancer-labs/balancer-polygon-v2',
+    },
+    'https://api.thegraph.com/subgraphs/name/balancer-labs/balancer-v2',
+);
 
 export const UNISWAPV3_CONFIG_BY_CHAIN_ID = valueByChainId(
     {
@@ -1460,6 +1481,7 @@ export const DEFAULT_GAS_SCHEDULE: Required<FeeSchedule> = {
     [ERC20BridgeSource.SushiSwap]: uniswapV2CloneGasSchedule,
     [ERC20BridgeSource.CryptoCom]: uniswapV2CloneGasSchedule,
     [ERC20BridgeSource.Linkswap]: uniswapV2CloneGasSchedule,
+    [ERC20BridgeSource.ShibaSwap]: uniswapV2CloneGasSchedule,
     [ERC20BridgeSource.Balancer]: () => 120e3,
     [ERC20BridgeSource.BalancerV2]: () => 100e3,
     [ERC20BridgeSource.Cream]: () => 120e3,

packages/asset-swapper/src/utils/market_operation_utils/orders.ts

@@ -172,6 +172,8 @@ export function getErc20BridgeSourceToBridgeSource(source: ERC20BridgeSource): s
             return encodeBridgeSourceId(BridgeProtocol.Nerve, 'FirebirdOneSwap');
         case ERC20BridgeSource.Lido:
             return encodeBridgeSourceId(BridgeProtocol.Lido, 'Lido');
+        case ERC20BridgeSource.ShibaSwap:
+            return encodeBridgeSourceId(BridgeProtocol.UniswapV2, 'ShibaSwap');
         default:
             throw new Error(AggregationError.NoBridgeForSource);
     }
@@ -242,6 +244,7 @@ export function createBridgeDataForBridgeOrder(order: OptimizedMarketBridgeOrder
         case ERC20BridgeSource.Dfyn:
         case ERC20BridgeSource.WaultSwap:
         case ERC20BridgeSource.Polydex:
+        case ERC20BridgeSource.ShibaSwap:
             const uniswapV2FillData = (order as OptimizedMarketBridgeOrder<UniswapV2FillData>).fillData;
             bridgeData = encoder.encode([uniswapV2FillData.router, uniswapV2FillData.tokenAddressPath]);
             break;
@@ -427,6 +430,7 @@ export const BRIDGE_ENCODERS: {
     [ERC20BridgeSource.SushiSwap]: routerAddressPathEncoder,
     [ERC20BridgeSource.CryptoCom]: routerAddressPathEncoder,
     [ERC20BridgeSource.Linkswap]: routerAddressPathEncoder,
+    [ERC20BridgeSource.ShibaSwap]: routerAddressPathEncoder,
     // BSC
     [ERC20BridgeSource.PancakeSwap]: routerAddressPathEncoder,
     [ERC20BridgeSource.PancakeSwapV2]: routerAddressPathEncoder,

packages/asset-swapper/src/utils/market_operation_utils/path.ts

@@ -78,6 +78,11 @@ export class Path {
         return this;
     }
 
+    /**
+     * Add a fallback path to the current path
+     * Fallback must contain exclusive fills that are
+     * not present in this path
+     */
     public addFallback(fallback: Path): this {
         // If the last fill is Native and penultimate is not, then the intention was to partial fill
         // In this case we drop it entirely as we can't handle a failure at the end and we don't
@@ -93,7 +98,16 @@ export class Path {
         // an additional protocol fee. I.e [Uniswap,Native,Kyber] becomes [Native,Uniswap,Kyber]
         // In the previous step we dropped any hanging Native partial fills, as to not fully fill
         const nativeFills = this.fills.filter(f => f.source === ERC20BridgeSource.Native);
-        this.fills = [...nativeFills.filter(f => f !== lastNativeFillIfExists), ...fallback.fills];
+        const otherFills = this.fills.filter(f => f.source !== ERC20BridgeSource.Native);
+        const otherSourcePathIds = otherFills.map(f => f.sourcePathId);
+        this.fills = [
+            // Append all of the native fills first
+            ...nativeFills.filter(f => f !== lastNativeFillIfExists),
+            // Add the other fills that are not native in the optimal path
+            ...otherFills,
+            // Add the fallbacks to the end that aren't already included
+            ...fallback.fills.filter(f => !otherSourcePathIds.includes(f.sourcePathId)),
+        ];
         // Recompute the source flags
         this.sourceFlags = this.fills.reduce((flags, fill) => flags | fill.flags, BigInt(0));
         return this;

packages/asset-swapper/src/utils/market_operation_utils/pools_cache/balancer_v2_utils.ts

@@ -1,3 +1,4 @@
+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';
@@ -5,7 +6,11 @@ import { gql, request } from 'graphql-request';
 
 import { DEFAULT_WARNING_LOGGER } from '../../../constants';
 import { LogFunction } from '../../../types';
-import { BALANCER_MAX_POOLS_FETCHED, BALANCER_TOP_POOLS_FETCHED, BALANCER_V2_SUBGRAPH_URL } from '../constants';
+import {
+    BALANCER_MAX_POOLS_FETCHED,
+    BALANCER_TOP_POOLS_FETCHED,
+    BALANCER_V2_SUBGRAPH_URL_BY_CHAIN,
+} from '../constants';
 
 import { parsePoolData } from './balancer_sor_v2';
 import { CacheValue, PoolsCache } from './pools_cache';
@@ -45,7 +50,8 @@ export class BalancerV2PoolsCache extends PoolsCache {
     }
 
     constructor(
-        private readonly subgraphUrl: string = BALANCER_V2_SUBGRAPH_URL,
+        chainId: ChainId,
+        private readonly subgraphUrl: string = BALANCER_V2_SUBGRAPH_URL_BY_CHAIN[chainId],
         private readonly maxPoolsFetched: number = BALANCER_MAX_POOLS_FETCHED,
         private readonly _topPoolsFetched: number = BALANCER_TOP_POOLS_FETCHED,
         private readonly _warningLogger: LogFunction = DEFAULT_WARNING_LOGGER,

packages/asset-swapper/src/utils/market_operation_utils/sampler_operations.ts

@@ -122,7 +122,7 @@ export class SamplerOperations {
         this.poolsCaches = poolsCaches
             ? poolsCaches
             : {
-                  [ERC20BridgeSource.BalancerV2]: new BalancerV2PoolsCache(),
+                  [ERC20BridgeSource.BalancerV2]: new BalancerV2PoolsCache(chainId),
                   [ERC20BridgeSource.Balancer]: new BalancerPoolsCache(),
                   [ERC20BridgeSource.Cream]: new CreamPoolsCache(),
               };
@@ -1229,6 +1229,7 @@ export class SamplerOperations {
                     case ERC20BridgeSource.Dfyn:
                     case ERC20BridgeSource.WaultSwap:
                     case ERC20BridgeSource.Polydex:
+                    case ERC20BridgeSource.ShibaSwap:
                         const uniLikeRouter = uniswapV2LikeRouterAddress(this.chainId, source);
                         if (!isValidAddress(uniLikeRouter)) {
                             return [];
@@ -1499,6 +1500,7 @@ export class SamplerOperations {
                     case ERC20BridgeSource.Dfyn:
                     case ERC20BridgeSource.WaultSwap:
                     case ERC20BridgeSource.Polydex:
+                    case ERC20BridgeSource.ShibaSwap:
                         const uniLikeRouter = uniswapV2LikeRouterAddress(this.chainId, source);
                         if (!isValidAddress(uniLikeRouter)) {
                             return [];

packages/asset-swapper/src/utils/market_operation_utils/types.ts

@@ -68,6 +68,7 @@ export enum ERC20BridgeSource {
     UniswapV3 = 'Uniswap_V3',
     CurveV2 = 'Curve_V2',
     Lido = 'Lido',
+    ShibaSwap = 'ShibaSwap',
     // BSC only
     PancakeSwap = 'PancakeSwap',
     PancakeSwapV2 = 'PancakeSwap_V2',

packages/asset-swapper/test/path_test.ts

@@ -0,0 +1,86 @@
+import { expect } from '@0x/contracts-test-utils';
+import { BigNumber } from '@0x/utils';
+
+import { MarketOperation } from '../src/types';
+import { Path } from '../src/utils/market_operation_utils/path';
+import { ERC20BridgeSource, Fill } from '../src/utils/market_operation_utils/types';
+
+const createFill = (
+    source: ERC20BridgeSource,
+    input: BigNumber = new BigNumber(100),
+    output: BigNumber = new BigNumber(100),
+): Fill =>
+    // tslint:disable-next-line: no-object-literal-type-assertion
+    ({
+        source,
+        input,
+        output,
+        adjustedOutput: output,
+        flags: BigInt(0),
+        sourcePathId: source,
+    } as Fill);
+
+describe('Path', () => {
+    it('Adds a fallback', () => {
+        const targetInput = new BigNumber(100);
+        const path = Path.create(
+            MarketOperation.Sell,
+            [createFill(ERC20BridgeSource.Native), createFill(ERC20BridgeSource.Native)],
+            targetInput,
+        );
+        const fallback = Path.create(MarketOperation.Sell, [createFill(ERC20BridgeSource.Uniswap)], targetInput);
+        path.addFallback(fallback);
+        const sources = path.fills.map(f => f.source);
+        expect(sources).to.deep.eq([ERC20BridgeSource.Native, ERC20BridgeSource.Native, ERC20BridgeSource.Uniswap]);
+    });
+
+    it('Adds a fallback with LiquidityProvider', () => {
+        const targetInput = new BigNumber(100);
+        const path = Path.create(
+            MarketOperation.Sell,
+            [createFill(ERC20BridgeSource.Native), createFill(ERC20BridgeSource.LiquidityProvider)],
+            targetInput,
+        );
+        const fallback = Path.create(MarketOperation.Sell, [createFill(ERC20BridgeSource.Uniswap)], targetInput);
+        path.addFallback(fallback);
+        const sources = path.fills.map(f => f.source);
+        expect(sources).to.deep.eq([
+            ERC20BridgeSource.Native,
+            ERC20BridgeSource.LiquidityProvider,
+            ERC20BridgeSource.Uniswap,
+        ]);
+    });
+
+    it('Removes partial Native orders', () => {
+        const targetInput = new BigNumber(100);
+        const path = Path.create(
+            MarketOperation.Sell,
+            [
+                createFill(ERC20BridgeSource.Uniswap),
+                createFill(ERC20BridgeSource.LiquidityProvider),
+                createFill(ERC20BridgeSource.Native),
+            ],
+            targetInput,
+        );
+        const fallback = Path.create(MarketOperation.Sell, [createFill(ERC20BridgeSource.Kyber)], targetInput);
+        path.addFallback(fallback);
+        const sources = path.fills.map(f => f.source);
+        expect(sources).to.deep.eq([
+            ERC20BridgeSource.Uniswap,
+            ERC20BridgeSource.LiquidityProvider,
+            ERC20BridgeSource.Kyber,
+        ]);
+    });
+    it('Handles duplicates', () => {
+        const targetInput = new BigNumber(100);
+        const path = Path.create(
+            MarketOperation.Sell,
+            [createFill(ERC20BridgeSource.Uniswap), createFill(ERC20BridgeSource.LiquidityProvider)],
+            targetInput,
+        );
+        const fallback = Path.create(MarketOperation.Sell, [createFill(ERC20BridgeSource.Uniswap)], targetInput);
+        path.addFallback(fallback);
+        const sources = path.fills.map(f => f.source);
+        expect(sources).to.deep.eq([ERC20BridgeSource.Uniswap, ERC20BridgeSource.LiquidityProvider]);
+    });
+});

packages/asset-swapper/test/pools_cache_test.ts

@@ -1,3 +1,4 @@
+import { ChainId } from '@0x/contract-addresses';
 import * as chai from 'chai';
 import 'mocha';
 
@@ -49,7 +50,7 @@ describe('Pools Caches for Balancer-based sampling', () => {
     });
 
     describe('BalancerV2PoolsCache', () => {
-        const cache = new BalancerV2PoolsCache();
+        const cache = new BalancerV2PoolsCache(ChainId.Mainnet);
         it('fetches pools', async () => {
             const pairs = [
                 [wethAddress, wbtcAddress],