Compare commits

..

41 Commits

Author SHA1 Message Date
Github Actions
69bafc3bcd Publish
- @0x/contracts-erc20@3.3.30
 - @0x/contracts-test-utils@5.4.21
 - @0x/contracts-treasury@1.4.13
 - @0x/contracts-utils@4.8.11
 - @0x/contracts-zero-ex@0.33.0
 - @0x/asset-swapper@16.60.0
 - @0x/contract-addresses@6.14.0
 - @0x/contract-wrappers@13.20.2
 - @0x/migrations@8.1.19
 - @0x/protocol-utils@11.13.0
2022-05-19 00:21:50 +00:00
Github Actions
2c44b06b7b Updated CHANGELOGS & MD docs 2022-05-19 00:21:47 +00:00
Kyu
0233f00b4e Increase KyberDMM base gas [TKR-317] (#479)
* Increase KyberDMM base gas

* Update CHANGELOG.json
2022-05-18 17:00:11 -07:00
Kyu
fedb53187d Add Yoshi Exchange support (Fantom) [TKR-270] (#473)
* Resolve conflicts

* Update CHANGELOG.json
2022-05-18 16:58:41 -07:00
Noah Khamliche
6774d2f588 prettier and lint everything 2022-05-18 19:53:50 -04:00
Noah Khamliche
cf740b74f5 removed extraneous comments in sampler 2022-05-18 19:53:50 -04:00
Noah Khamliche
177c00463a comments and nits 2022-05-18 19:53:50 -04:00
Noah Khamliche
49b0e32129 added address ref from AVALANCHE_TOKENS for mim instead of raw address 2022-05-18 19:53:50 -04:00
Noah Khamliche
938fc94756 final deployments and updates for bridge adapter and fqt on avax/bsc 2022-05-18 19:53:50 -04:00
Noah Khamliche
1561d91c2b added changelog entries 2022-05-18 19:53:50 -04:00
Noah Khamliche
9a28e51f51 rebased dev and merged 2022-05-18 19:53:50 -04:00
Ido Kleinman
f55eaa867b Add BiSwap (as UniV2 clone) on BSC (#471)
* Add BiSwap (as UniV2 clone) on BSC

* changelog PR number

* add BSW

* remove BiSwap from transformer_utils

* Do not initialize BalancerV2SwapInfoCache on unsupported chains [TKR-365] (#472)

* Do not initialize BalancerV2SwapInfoCache on unsupported chains
* Update CHANGELOG.json

* Updated CHANGELOGS & MD docs

* Publish

 - @0x/asset-swapper@16.57.3

* chore: Decomission SnowSwap [TKR-356] (#468)

* Decomission SnowSwap

* SnowSwap doesn't have much liquidity anymore (the largest pool has ~$50k)

* Update CHANGELOG.json

* Update CHANGELOG.json

* chore: Offboard Swerve Finance and LinkSwap [TKR-356] (#469)

* Offboard swerve

* Update CHANGELOG.json

* Offboard LinkSwap

* Remove unused import

* Fix CHANGELOG.json

* chore: Offboard Eth2Dai [TKR-356] (#470)

* Offboard Eth2Dai

* Update CHANGELOG.json

* feat: add IRfqClient (#467)

* add message to changelog for #467 (#474)

* Update saddle mainnet pools (#450)

* Add saddle v2 pools

* remove outdated pools

* add two saddle meta pools

* forgot changelog

* remove saddle metapools

* changelog update

* Fix a lint issue (#475)

* Updated CHANGELOGS & MD docs

* Publish

 - @0x/asset-swapper@16.59.0

* Add BiSwap (as UniV2 clone) on BSC

* rebase new changes for balv2, up changelog, quotes working

* remove Biswap from transformer_utils once again

Co-authored-by: Kyu <kyuhyun217@gmail.com>
Co-authored-by: Github Actions <github-actions@github.com>
Co-authored-by: phil-ociraptor <phil@0x.org>
Co-authored-by: Cece Z <me@cecez.xyz>
Co-authored-by: Noah Khamliche <noah@0xproject.com>
2022-05-16 17:11:23 -07:00
Github Actions
6b2856424a Publish
- @0x/asset-swapper@16.59.0
2022-05-13 00:07:18 +00:00
Github Actions
da757c4700 Updated CHANGELOGS & MD docs 2022-05-13 00:07:16 +00:00
Kyu
75e6654884 Fix a lint issue (#475) 2022-05-12 16:49:10 -07:00
Cece Z
87308e7693 Update saddle mainnet pools (#450)
* Add saddle v2 pools

* remove outdated pools

* add two saddle meta pools

* forgot changelog

* remove saddle metapools

* changelog update
2022-05-12 18:59:55 -04:00
phil-ociraptor
d5eef93a76 add message to changelog for #467 (#474) 2022-05-11 22:17:17 -05:00
phil-ociraptor
a7f23a982e feat: add IRfqClient (#467) 2022-05-11 12:35:05 -05:00
Kyu
9eadc5fc28 chore: Offboard Eth2Dai [TKR-356] (#470)
* Offboard Eth2Dai

* Update CHANGELOG.json
2022-05-10 13:54:28 -07:00
Kyu
92ad1a612e chore: Offboard Swerve Finance and LinkSwap [TKR-356] (#469)
* Offboard swerve

* Update CHANGELOG.json

* Offboard LinkSwap

* Remove unused import

* Fix CHANGELOG.json
2022-05-10 13:13:18 -07:00
Kyu
09413c0e12 chore: Decomission SnowSwap [TKR-356] (#468)
* Decomission SnowSwap

* SnowSwap doesn't have much liquidity anymore (the largest pool has ~$50k)

* Update CHANGELOG.json

* Update CHANGELOG.json
2022-05-10 09:55:43 -07:00
Github Actions
23788b41d5 Publish
- @0x/asset-swapper@16.57.3
2022-05-10 01:41:10 +00:00
Github Actions
ccf999a495 Updated CHANGELOGS & MD docs 2022-05-10 01:41:06 +00:00
Kyu
aa1016ee5f Do not initialize BalancerV2SwapInfoCache on unsupported chains [TKR-365] (#472)
* Do not initialize BalancerV2SwapInfoCache on unsupported chains
* Update CHANGELOG.json
2022-05-09 18:21:04 -07:00
Github Actions
423ef57344 Publish
- @0x/asset-swapper@16.57.2
2022-05-02 21:22:37 +00:00
Github Actions
c18149e82f Updated CHANGELOGS & MD docs 2022-05-02 21:22:33 +00:00
Jorge Pérez
d14aebf724 Fix the filter for considered sources on indicative sells for Quote Report (#466) 2022-05-02 15:45:15 -05:00
Kyu
ba719a9631 Add cvxfxs-fxs curve pool on Ethereum mainnet (#465)
* Add cvxfxs-fxs curve pool on Ethereum mainnet

* Update CHANGELOG.json

* Fix an existing formatting issue

* Adjust gasSchedule and merge the change under 16.57.1
2022-04-27 17:07:36 -07:00
eobbad
d36034d958 chore/ANY-QUICK on polygon MAG-MIM on avax (#464)
* Added ANY/QUICK pair on Polygon

* Updated changelog.json

* Update CHANGELOG.json
2022-04-26 10:55:03 -04:00
Github Actions
7750c57620 Publish
- @0x/contracts-erc20@3.3.29
 - @0x/contracts-test-utils@5.4.20
 - @0x/contracts-treasury@1.4.12
 - @0x/contracts-utils@4.8.10
 - @0x/contracts-zero-ex@0.32.0
 - @0x/asset-swapper@16.57.0
 - @0x/contract-addresses@6.13.0
 - @0x/contract-wrappers@13.20.1
 - @0x/migrations@8.1.18
 - @0x/protocol-utils@11.12.0
2022-04-22 07:05:10 +00:00
Github Actions
4d027e11d1 Updated CHANGELOGS & MD docs 2022-04-22 07:05:06 +00:00
Lawrence Forman
470e9a4697 AS: Balancer V2 batchSwap (#462)
* Draft. PoC pseudo code showing general idea for resuing SOR path creation logic and adding multihop support.

* Add actual Balancer SDK function calls.

* Update to handle buys.

* Correct taker>maker for buy.

* Draft. PoC pseudo code showing general idea for resuing SOR path creation logic and adding multihop support.

* make it build

* rebase

* add BalancerV2Batch protocol

* add BalancerV2Batch protocol

* get balancer v2 multihop working

* fix BalancerV2Batch for sells (buys still iffy)

* fix buys, appease linter and prettier

* remove unused RPC URL from balancer sdk construction

* update changelogs

* clean up comments
add event loop yield in `BalancerV2SwapInfoCache.loadTopPools()`

* add negative result check on balancerv2batch swap output

* compiler hack

* reintroduce CompilerHack

* delete unused multibridge sampler

* remove compilerhack

* reintroduce compilerhack

* try to fix CI compile errors

* plz work

* plz work

* pretty plz work

* yay it works, also address feedback

* appease linter

* deploy new FQTs

Co-authored-by: johngrantuk <johngrantuk@googlemail.com>
Co-authored-by: Lawrence Forman <me@merklejerk.com>
2022-04-22 02:43:41 -04:00
Github Actions
7c51412e2f Publish
- @0x/asset-swapper@16.56.0
2022-04-21 21:16:27 +00:00
Github Actions
b3d1f3cd10 Updated CHANGELOGS & MD docs 2022-04-21 21:16:23 +00:00
mzhu25
389bb77439 Add estimatedGas to ExtendedQuoteReport (#463) 2022-04-21 13:52:13 -07:00
Github Actions
4327885a00 Publish
- @0x/asset-swapper@16.55.0
2022-04-07 16:07:52 +00:00
Github Actions
0aef0afbbb Updated CHANGELOGS & MD docs 2022-04-07 16:07:49 +00:00
Lawrence Forman
fa4c3a4f5f fix quote consumer RFQ VIP code path not checking if transfromERC20 is required (#461)
Co-authored-by: Lawrence Forman <me@merklejerk.com>
2022-04-07 11:58:07 -04:00
Github Actions
1d7c527c5c Publish
- @0x/asset-swapper@16.54.0
2022-04-06 03:26:22 +00:00
Github Actions
cbe3135e4b Updated CHANGELOGS & MD docs 2022-04-06 03:26:18 +00:00
Lawrence Forman
955ad49711 add real VIP support for eligible RFQT swaps (#458)
Co-authored-by: Lawrence Forman <me@merklejerk.com>
2022-04-05 23:00:12 -04:00
79 changed files with 3454 additions and 2012 deletions

View File

@@ -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:

View File

@@ -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",

View File

@@ -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

View File

@@ -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",

View File

@@ -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",

View File

@@ -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

View File

@@ -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",

View File

@@ -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",

View File

@@ -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

View File

@@ -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",

View File

@@ -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",

View File

@@ -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

View File

@@ -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",

View File

@@ -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",

View File

@@ -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

View File

@@ -25,15 +25,15 @@ 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";
@@ -41,6 +41,7 @@ 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";
@@ -52,15 +53,15 @@ contract BridgeAdapter is
MixinAaveV2,
MixinBalancer,
MixinBalancerV2,
MixinBalancerV2Batch,
MixinBancor,
MixinCoFiX,
MixinCompound,
MixinCurve,
MixinCurveV2,
MixinCryptoCom,
MixinDodo,
MixinDodoV2,
MixinKyber,
MixinGMX,
MixinKyberDmm,
MixinLido,
MixinMakerPSM,
@@ -68,6 +69,7 @@ contract BridgeAdapter is
MixinMStable,
MixinNerve,
MixinOasis,
MixinPlatypus,
MixinShell,
MixinUniswap,
MixinUniswapV2,
@@ -80,20 +82,20 @@ 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 +161,12 @@ 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,
@@ -225,13 +225,6 @@ 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 +258,18 @@ 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,

View File

@@ -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;
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 BALANCERV2BATCH = 25;
uint128 internal constant GMX = 26;
uint128 internal constant PLATYPUS = 27;
}

View File

@@ -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);
}
}

View File

@@ -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;
}
}

View File

@@ -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;
}
}

View File

@@ -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|MixinCoFiX|MixinCompound|MixinCryptoCom|MixinCurve|MixinCurveV2|MixinDodo|MixinDodoV2|MixinGMX|MixinKyber|MixinKyberDmm|MixinLido|MixinMStable|MixinMakerPSM|MixinMooniswap|MixinNerve|MixinOasis|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 +83,7 @@
},
"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",

View File

@@ -101,6 +101,7 @@ 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';
@@ -109,6 +110,7 @@ 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 MixinGMX from '../test/generated-artifacts/MixinGMX.json';
import * as MixinKyber from '../test/generated-artifacts/MixinKyber.json';
import * as MixinKyberDmm from '../test/generated-artifacts/MixinKyberDmm.json';
import * as MixinLido from '../test/generated-artifacts/MixinLido.json';
@@ -117,6 +119,7 @@ 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';
@@ -313,6 +316,7 @@ 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,
@@ -321,6 +325,7 @@ export const artifacts = {
MixinCurveV2: MixinCurveV2 as ContractArtifact,
MixinDodo: MixinDodo as ContractArtifact,
MixinDodoV2: MixinDodoV2 as ContractArtifact,
MixinGMX: MixinGMX as ContractArtifact,
MixinKyber: MixinKyber as ContractArtifact,
MixinKyberDmm: MixinKyberDmm as ContractArtifact,
MixinLido: MixinLido as ContractArtifact,
@@ -329,6 +334,7 @@ export const artifacts = {
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,

View File

@@ -99,6 +99,7 @@ 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';
@@ -107,6 +108,7 @@ 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_g_m_x';
export * from '../test/generated-wrappers/mixin_kyber';
export * from '../test/generated-wrappers/mixin_kyber_dmm';
export * from '../test/generated-wrappers/mixin_lido';
@@ -115,6 +117,7 @@ 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';

View File

@@ -132,6 +132,7 @@
"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",
@@ -140,6 +141,7 @@
"test/generated-artifacts/MixinCurveV2.json",
"test/generated-artifacts/MixinDodo.json",
"test/generated-artifacts/MixinDodoV2.json",
"test/generated-artifacts/MixinGMX.json",
"test/generated-artifacts/MixinKyber.json",
"test/generated-artifacts/MixinKyberDmm.json",
"test/generated-artifacts/MixinLido.json",
@@ -148,6 +150,7 @@
"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",

View File

@@ -1,4 +1,130 @@
[
{
"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": [
{
"note": "Fix fillRfqOrder VIP being used for swaps that need transformERC20",
"pr": 461
}
],
"timestamp": 1649347667
},
{
"version": "16.54.0",
"changes": [
{
"note": "Add true VIP support for eligible RFQt swaps",
"pr": 458
}
],
"timestamp": 1649215576
},
{
"version": "16.53.0",
"changes": [

View File

@@ -5,6 +5,53 @@ Edit the package's CHANGELOG.json file only.
CHANGELOG
## 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)
## v16.54.0 - _April 6, 2022_
* Add true VIP support for eligible RFQt swaps (#458)
## v16.53.0 - _March 31, 2022_
* Adds support for STG/USDC pool on Curve Mainnet (#451)

View File

@@ -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": {
"*": {
"*": [

View 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;
}
}
}
}

View 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
});
}
}

View File

@@ -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
});
}
}

View File

@@ -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

View File

@@ -22,20 +22,22 @@ 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 "./GMXSampler.sol";
import "./KyberSampler.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";
@@ -48,11 +50,13 @@ import "./UtilitySampler.sol";
contract ERC20BridgeSampler is
BalancerSampler,
BalancerV2Sampler,
BalancerV2BatchSampler,
BancorSampler,
CompoundSampler,
CurveSampler,
DODOSampler,
DODOV2Sampler,
GMXSampler,
KyberSampler,
KyberDmmSampler,
LidoSampler,
@@ -60,8 +64,8 @@ contract ERC20BridgeSampler is
MakerPSMSampler,
MStableSampler,
MooniswapSampler,
MultiBridgeSampler,
NativeOrderSampler,
PlatypusSampler,
ShellSampler,
SmoothySampler,
TwoHopSampler,
@@ -92,4 +96,6 @@ contract ERC20BridgeSampler is
(callResults[i].success, callResults[i].data) = address(this).call(callDatas[i]);
}
}
receive() external payable {}
}

View 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];
}
}

View File

@@ -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;
}
}
}

View 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];
}
}

View File

@@ -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);
}

View 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);
}

View File

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

View File

@@ -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;
}
}

View File

@@ -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);
}
}

View File

@@ -1,6 +1,6 @@
{
"name": "@0x/asset-swapper",
"version": "16.53.0",
"version": "16.60.0",
"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|IKyberNetwork|IMStable|IMooniswap|IMultiBridge|IPlatypus|IShell|ISmoothy|IUniswapExchangeQuotes|IUniswapV2Router01|KyberDmmSampler|KyberSampler|LidoSampler|LiquidityProviderSampler|MStableSampler|MakerPSMSampler|MooniswapSampler|NativeOrderSampler|PlatypusSampler|SamplerUtils|ShellSampler|SmoothySampler|TestNativeOrderSampler|TwoHopSampler|UniswapSampler|UniswapV2Sampler|UniswapV3Sampler|UtilitySampler).json",
"postpublish": {
"assets": []
}
@@ -60,19 +60,20 @@
"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": "^6.14.0",
"@0x/contract-wrappers": "^13.20.2",
"@0x/contracts-erc20": "^3.3.30",
"@0x/contracts-zero-ex": "^0.33.0",
"@0x/dev-utils": "^4.2.14",
"@0x/json-schemas": "^6.4.4",
"@0x/neon-router": "^0.3.5",
"@0x/protocol-utils": "^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/sdk": "^0.1.6",
"@balancer-labs/sor": "0.3.2",
"@bancor/sdk": "0.2.9",
"@ethersproject/abi": "^5.0.1",
@@ -90,7 +91,8 @@
"graphql": "^15.4.0",
"graphql-request": "^3.4.0",
"heartbeats": "^5.0.1",
"lodash": "^4.17.11"
"lodash": "^4.17.11",
"sorV2": "npm:@balancer-labs/sor"
},
"devDependencies": {
"@0x/abi-gen": "^5.8.0",
@@ -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",

View File

@@ -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,

View File

@@ -42,6 +42,7 @@ import {
FinalUniswapV3FillData,
LiquidityProviderFillData,
MooniswapFillData,
NativeRfqOrderFillData,
OptimizedMarketBridgeOrder,
OptimizedMarketOrder,
UniswapV2FillData,
@@ -60,6 +61,7 @@ import {
isDirectSwapCompatible,
isMultiplexBatchFillCompatible,
isMultiplexMultiHopFillCompatible,
requiresTransformERC20,
} from './quote_consumer_utils';
// tslint:disable-next-line:custom-no-magic-numbers
@@ -278,7 +280,7 @@ 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
@@ -333,6 +335,49 @@ export class ExchangeProxySwapQuoteConsumer implements SwapQuoteConsumerBase {
};
}
// RFQT VIP
if (
[ChainId.Mainnet, ChainId.Polygon].includes(this.chainId) &&
!isToETH &&
!isFromETH &&
quote.orders.every(o => o.type === FillQuoteTransformerOrderType.Rfq) &&
!requiresTransformERC20(optsWithDefaults)
) {
const rfqOrdersData = quote.orders.map(o => o.fillData as NativeRfqOrderFillData);
const fillAmountPerOrder = (() => {
// Don't think order taker amounts are clipped to actual sell amount
// (the last one might be too large) so figure them out manually.
let remaining = sellAmount;
const fillAmounts = [];
for (const o of quote.orders) {
const fillAmount = BigNumber.min(o.takerAmount, remaining);
fillAmounts.push(fillAmount);
remaining = remaining.minus(fillAmount);
}
return fillAmounts;
})();
const callData =
quote.orders.length === 1
? this._exchangeProxy
.fillRfqOrder(rfqOrdersData[0].order, rfqOrdersData[0].signature, fillAmountPerOrder[0])
.getABIEncodedTransactionData()
: this._exchangeProxy
.batchFillRfqOrders(
rfqOrdersData.map(d => d.order),
rfqOrdersData.map(d => d.signature),
fillAmountPerOrder,
true,
)
.getABIEncodedTransactionData();
return {
calldataHexString: callData,
ethAmount: ZERO_AMOUNT,
toAddress: this._exchangeProxy.address,
allowanceTarget: this._exchangeProxy.address,
gasOverhead: ZERO_AMOUNT,
};
}
if (this.chainId === ChainId.Mainnet && isMultiplexBatchFillCompatible(quote, optsWithDefaults)) {
return {
calldataHexString: this._encodeMultiplexBatchFillCalldata(

View File

@@ -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(

View File

@@ -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,

View File

@@ -0,0 +1,59 @@
import { 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[];
}
/**
* 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>;
}

View File

@@ -6,6 +6,7 @@ import {
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,
@@ -39,6 +40,7 @@ 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 +48,9 @@ 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,
@@ -62,8 +62,9 @@ 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';
import { CurveInfo, ERC20BridgeSource, PlatypusInfo } from './types';
/**
* Filter Kyber reserves which should not be used (0xbb bridged reserves)
@@ -225,32 +226,6 @@ 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 +438,15 @@ 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 +477,6 @@ export function getCurveLikeInfosForPair(
source:
| ERC20BridgeSource.Curve
| ERC20BridgeSource.CurveV2
| ERC20BridgeSource.Swerve
| ERC20BridgeSource.SnowSwap
| ERC20BridgeSource.Nerve
| ERC20BridgeSource.Synapse
| ERC20BridgeSource.Belt
@@ -515,12 +497,6 @@ 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 +565,9 @@ 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 +616,10 @@ 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}`);
}

View File

@@ -8,6 +8,7 @@ import { TokenAdjacencyGraphBuilder } from '../token_adjacency_graph_builder';
import { SourceFilters } from './source_filters';
import {
AaveV2FillData,
BalancerV2BatchSwapFillData,
BancorFillData,
CompoundFillData,
CurveFillData,
@@ -27,6 +28,7 @@ import {
LiquidityProviderRegistry,
MakerPsmFillData,
MultiHopFillData,
PlatypusInfo,
PsmInfo,
TokenAdjacencyGraph,
UniswapV2FillData,
@@ -78,7 +80,6 @@ export const SELL_SOURCE_FILTER_BY_CHAIN_ID = valueByChainId<SourceFilters>(
ERC20BridgeSource.Native,
ERC20BridgeSource.Uniswap,
ERC20BridgeSource.UniswapV2,
ERC20BridgeSource.Eth2Dai,
ERC20BridgeSource.Kyber,
ERC20BridgeSource.Curve,
ERC20BridgeSource.Balancer,
@@ -86,8 +87,6 @@ export const SELL_SOURCE_FILTER_BY_CHAIN_ID = valueByChainId<SourceFilters>(
ERC20BridgeSource.Bancor,
ERC20BridgeSource.MStable,
ERC20BridgeSource.Mooniswap,
ERC20BridgeSource.Swerve,
ERC20BridgeSource.SnowSwap,
ERC20BridgeSource.SushiSwap,
ERC20BridgeSource.Shell,
ERC20BridgeSource.MultiHop,
@@ -96,7 +95,6 @@ export const SELL_SOURCE_FILTER_BY_CHAIN_ID = valueByChainId<SourceFilters>(
ERC20BridgeSource.Cream,
ERC20BridgeSource.LiquidityProvider,
ERC20BridgeSource.CryptoCom,
ERC20BridgeSource.Linkswap,
ERC20BridgeSource.Lido,
ERC20BridgeSource.MakerPsm,
ERC20BridgeSource.KyberDmm,
@@ -149,6 +147,7 @@ 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 +183,8 @@ 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 +198,7 @@ export const SELL_SOURCE_FILTER_BY_CHAIN_ID = valueByChainId<SourceFilters>(
ERC20BridgeSource.SpookySwap,
ERC20BridgeSource.SushiSwap,
ERC20BridgeSource.Synapse,
ERC20BridgeSource.Yoshi,
]),
[ChainId.Celo]: new SourceFilters([
ERC20BridgeSource.UbeSwap,
@@ -224,7 +226,6 @@ export const BUY_SOURCE_FILTER_BY_CHAIN_ID = valueByChainId<SourceFilters>(
ERC20BridgeSource.Native,
ERC20BridgeSource.Uniswap,
ERC20BridgeSource.UniswapV2,
ERC20BridgeSource.Eth2Dai,
ERC20BridgeSource.Kyber,
ERC20BridgeSource.Curve,
ERC20BridgeSource.Balancer,
@@ -233,8 +234,6 @@ 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 +242,6 @@ export const BUY_SOURCE_FILTER_BY_CHAIN_ID = valueByChainId<SourceFilters>(
ERC20BridgeSource.Lido,
ERC20BridgeSource.LiquidityProvider,
ERC20BridgeSource.CryptoCom,
ERC20BridgeSource.Linkswap,
ERC20BridgeSource.MakerPsm,
ERC20BridgeSource.KyberDmm,
ERC20BridgeSource.Smoothy,
@@ -296,6 +294,7 @@ 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 +330,8 @@ 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 +345,7 @@ 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 +438,7 @@ export const MAINNET_TOKENS = {
RenBTC: '0xeb4c2781e4eba804ce9a9803c67d0893436bb27d',
sBTC: '0xfe18be6b3bd88a2d2a7f928d00292e7a9963cfc6',
tBTC: '0x8daebade922df735c38c80c7ebd708af50815faa',
tBTCv2: '0x18084fbA666a33d37592fA2633fD49a74DD93a88',
hBTC: '0x0316eb71485b0ab14103307bf65a021042c6d380',
pBTC: '0x5228a22e72ccc52d415ecfd199f99d0665e7733b',
bBTC: '0x9be89d2a4cd102d8fecc6bf9da793be995c22541',
@@ -478,6 +481,7 @@ export const MAINNET_TOKENS = {
alUSD: '0xbc6da0fe9ad5f3b0d58160288917aa56653660e9',
// Frax ecosystem
FRAX: '0x853d955acef822db058eb8505911ed77f175b99e',
cvxFXS: '0xfeef77d3f69374f66429c91d732a244f074bdf74',
FXS: '0x3432b6a60d23ca0dfca7761b7ab56459d9c964d0',
OHM: '0x383518188c0c6d7730d91b2c03a03c837814a899',
OHMV2: '0x64aa3364f17a4d01c6f1751fd97c2bd3d7e7f1d5',
@@ -523,6 +527,7 @@ export const BSC_TOKENS = {
renBTC: '0xfce146bf3146100cfe5db4129cf6c82b0ef4ad8c',
pBTC: '0xed28a457a5a76596ac48d87c0f577020f6ea1c4c',
nUSD: '0x23b891e5c62e0955ae2bd185990103928ab817b3',
BSW: '0x965F527D9159dCe6288a2219DB51fc6Eef120dD1',
};
export const POLYGON_TOKENS = {
@@ -541,6 +546,7 @@ export const POLYGON_TOKENS = {
BANANA: '0x5d47baba0d66083c52009271faf3f50dcc01023c',
WEXPOLY: '0x4c4bf319237d98a30a929a96112effa8da3510eb',
nUSD: '0xb6c473756050de474286bed418b77aeac39b02af',
ANY: '0x6aB6d61428fde76768D7b45D8BFeec19c6eF91A8',
};
export const AVALANCHE_TOKENS = {
@@ -550,8 +556,10 @@ 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 +568,11 @@ export const AVALANCHE_TOKENS = {
nUSD: '0xcfc37a6ab183dd4aed08c204d1c2773c0b1bdf46',
aWETH: '0x53f7c5869a859f0aec3d334ee8b4cf01e3492f21',
MIM: '0x130966628846bfd36ff31a822705796e8cb8c18d',
MAG: '0x1d60109178C48E4A937D8AB71699D8eBb6F7c5dE',
sAVAX: '0x2b2c81e08f1af8835a78bb2a90ae924ace0ea4be',
UST: '0xb599c3590f42f8f995ecfa0f85d2980b76862fc1',
FRAX: '0xd24c2ad096400b6fbcd2ad8b24e7acbc21a1da64',
YUSD: '0x111111111111ed1d73f860f57b2798b683f2d325',
};
export const CELO_TOKENS = {
@@ -679,6 +692,7 @@ export const CURVE_POOLS = {
BUSD: '0x4807862aa8b2bf68830e4c8dc86d0e9a998e085a',
DSU3CRV: '0x6ec80df362d7042c50d4469bcfbc174c9dd9109a',
cvxcrv: '0x9d0464996170c6b9e75eed71c68b99ddedf279e8',
cvxfxs: '0xd658a338613198204dca1143ac3f01a722b5d94a',
mim: '0x5a6a4d54456819380173272a5e8e9b9904bdf41b',
eurt: '0xfd5db7463a3ab53fd211b4af195c5bccc1a03890',
ethcrv: '0x8301ae4fc9c624d1d396cbdaa1ed877821d7c511',
@@ -736,28 +750,13 @@ 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',
};
@@ -836,6 +835,14 @@ 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 +884,7 @@ 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 +926,8 @@ 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 +945,21 @@ 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 +1374,11 @@ 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 +1516,6 @@ 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 +1542,21 @@ 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,
},
@@ -1824,6 +1813,40 @@ export const ACRYPTOS_BSC_INFOS: { [name: string]: CurveInfo } = {
}),
};
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,
},
[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,
},
};
/**
* Kyber reserve prefixes
* 0xff Fed price reserve
@@ -1915,11 +1938,6 @@ 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',
@@ -1980,6 +1998,13 @@ 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 +2181,12 @@ 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 +2379,41 @@ 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 +2471,9 @@ 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 +2488,12 @@ 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 +2529,7 @@ 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 +2615,8 @@ export const DEFAULT_GAS_SCHEDULE: Required<FeeSchedule> = {
//
[ERC20BridgeSource.Pangolin]: uniswapV2CloneGasSchedule,
[ERC20BridgeSource.TraderJoe]: uniswapV2CloneGasSchedule,
[ERC20BridgeSource.GMX]: () => 450e3,
[ERC20BridgeSource.Platypus]: () => 450e3,
//
// Celo
@@ -2568,6 +2629,7 @@ export const DEFAULT_GAS_SCHEDULE: Required<FeeSchedule> = {
[ERC20BridgeSource.MorpheusSwap]: uniswapV2CloneGasSchedule,
[ERC20BridgeSource.SpiritSwap]: uniswapV2CloneGasSchedule,
[ERC20BridgeSource.SpookySwap]: uniswapV2CloneGasSchedule,
[ERC20BridgeSource.Yoshi]: uniswapV2CloneGasSchedule,
[ERC20BridgeSource.Beethovenx]: () => 100e3,
};

View File

@@ -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 +722,31 @@ 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(
makerToken,
takerToken,
amount,
side,
wholeOrderPrice,
rfqt,
);
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 deltaTime = new Date().getTime() - timeStart;
DEFAULT_INFO_LOGGER({
rfqQuoteType: 'firm',
@@ -777,7 +829,7 @@ 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);

View File

@@ -8,6 +8,7 @@ import {
AaveV2FillData,
AggregationError,
BalancerFillData,
BalancerV2BatchSwapFillData,
BalancerV2FillData,
BancorFillData,
CollapsedFill,
@@ -20,6 +21,7 @@ import {
FinalUniswapV3FillData,
GeistFillData,
GenericRouterFillData,
GMXFillData,
KyberDmmFillData,
KyberFillData,
LidoFillData,
@@ -34,6 +36,7 @@ import {
OptimizedMarketOrder,
OptimizedMarketOrderBase,
OrderDomain,
PlatypusFillData,
ShellFillData,
UniswapV2FillData,
UniswapV3FillData,
@@ -86,7 +89,7 @@ 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:
@@ -110,24 +113,16 @@ 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 +195,8 @@ 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 +205,12 @@ 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 +234,6 @@ 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 +259,18 @@ 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 +280,6 @@ 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:
@@ -291,6 +300,8 @@ 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;
@@ -327,10 +338,6 @@ 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 +374,23 @@ 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 +477,8 @@ 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<
@@ -480,8 +506,6 @@ 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 +522,17 @@ 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 +554,27 @@ 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' },

View File

@@ -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,

View File

@@ -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;
}

View File

@@ -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>;
}

View File

@@ -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 [];
}
}
}

View File

@@ -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,

View File

@@ -14,6 +14,7 @@ import {
getCurveLikeInfosForPair,
getDodoV2Offsets,
getKyberOffsets,
getPlatypusInfoForPair,
getShellLikeInfosForPair,
isAllowedKyberReserveId,
isBadTokenForSource,
@@ -23,6 +24,7 @@ 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 +32,20 @@ import {
COMPOUND_API_URL_BY_CHAIN_ID,
DODOV1_CONFIG_BY_CHAIN_ID,
DODOV2_FACTORIES_BY_CHAIN_ID,
GMX_READER_BY_CHAIN_ID,
GMX_ROUTER_BY_CHAIN_ID,
GMX_VAULT_BY_CHAIN_ID,
KYBER_CONFIG_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 +55,7 @@ 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 +63,8 @@ import {
AaveV2FillData,
AaveV2Info,
BalancerFillData,
BalancerSwapInfo,
BalancerV2BatchSwapFillData,
BalancerV2FillData,
BalancerV2PoolInfo,
BancorFillData,
@@ -71,6 +78,7 @@ import {
GeistFillData,
GeistInfo,
GenericRouterFillData,
GMXFillData,
HopInfo,
KyberDmmFillData,
KyberFillData,
@@ -82,6 +90,7 @@ import {
MakerPsmFillData,
MooniswapFillData,
MultiHopFillData,
PlatypusFillData,
PsmInfo,
ShellFillData,
SourceQuoteOperation,
@@ -103,6 +112,10 @@ 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 +124,7 @@ 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 +139,7 @@ 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 +151,16 @@ 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];
@@ -564,6 +580,49 @@ 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 +1273,66 @@ 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 +1418,7 @@ 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 +1431,6 @@ 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 +1462,9 @@ 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 [];
@@ -1372,8 +1491,6 @@ export class SamplerOperations {
);
case ERC20BridgeSource.Curve:
case ERC20BridgeSource.CurveV2:
case ERC20BridgeSource.Swerve:
case ERC20BridgeSource.SnowSwap:
case ERC20BridgeSource.Nerve:
case ERC20BridgeSource.Synapse:
case ERC20BridgeSource.Belt:
@@ -1448,15 +1565,27 @@ 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 +1598,7 @@ export class SamplerOperations {
source,
),
);
}
case ERC20BridgeSource.Cream:
return (
this.poolsCaches[ERC20BridgeSource.Cream].getCachedPoolAddressesForPair(
@@ -1520,23 +1650,6 @@ 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 +1718,29 @@ 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 +1762,6 @@ 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 +1793,9 @@ 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 [];
@@ -1686,8 +1822,6 @@ export class SamplerOperations {
);
case ERC20BridgeSource.Curve:
case ERC20BridgeSource.CurveV2:
case ERC20BridgeSource.Swerve:
case ERC20BridgeSource.SnowSwap:
case ERC20BridgeSource.Nerve:
case ERC20BridgeSource.Synapse:
case ERC20BridgeSource.Belt:
@@ -1762,15 +1896,33 @@ 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 +1935,7 @@ export class SamplerOperations {
source,
),
);
}
case ERC20BridgeSource.Cream:
return (
this.poolsCaches[ERC20BridgeSource.Cream].getCachedPoolAddressesForPair(
@@ -1828,24 +1981,6 @@ 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 +2044,29 @@ 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}`);
}

View File

@@ -8,6 +8,7 @@ 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';
@@ -37,7 +38,6 @@ export enum ERC20BridgeSource {
Native = 'Native',
Uniswap = 'Uniswap',
UniswapV2 = 'Uniswap_V2',
Eth2Dai = 'Eth2Dai',
Kyber = 'Kyber',
Curve = 'Curve',
LiquidityProvider = 'LiquidityProvider',
@@ -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 =
@@ -209,6 +211,23 @@ 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 +237,12 @@ 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;
@@ -330,6 +355,24 @@ 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.
*/
@@ -427,6 +470,7 @@ export type OptimizedMarketOrder =
| OptimizedMarketOrderBase<NativeRfqOrderFillData>;
export interface GetMarketOrdersRfqOpts extends RfqRequestOpts {
rfqClient?: IRfqClient;
quoteRequestor?: QuoteRequestor;
firmQuoteValidator?: RfqFirmQuoteValidator;
}

View File

@@ -107,6 +107,7 @@ export interface ExtendedQuoteReport {
sourcesConsidered: ExtendedQuoteReportIndexedEntryOutbound[];
sourcesDelivered: ExtendedQuoteReportIndexedEntryOutbound[] | undefined;
blockNumber: number | undefined;
estimatedGas: string;
}
export interface PriceComparisonsReport {
@@ -206,7 +207,7 @@ 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 +306,8 @@ 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);
}
/**

View 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,
};
};

View File

@@ -8,22 +8,27 @@ 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 IGMX from '../test/generated-artifacts/IGMX.json';
import * as IKyberNetwork from '../test/generated-artifacts/IKyberNetwork.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';
@@ -35,12 +40,11 @@ import * as LiquidityProviderSampler from '../test/generated-artifacts/Liquidity
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 +55,8 @@ 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,
@@ -59,6 +65,7 @@ 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,
@@ -66,8 +73,8 @@ export const artifacts = {
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 +84,18 @@ 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,
IGMX: IGMX as ContractArtifact,
IKyberNetwork: IKyberNetwork 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,
};

View File

@@ -49,7 +49,7 @@ const MAKER_TOKEN = randomAddress();
const TAKER_TOKEN = randomAddress();
const DEFAULT_INCLUDED = [
ERC20BridgeSource.Eth2Dai,
ERC20BridgeSource.SushiSwap,
ERC20BridgeSource.Kyber,
ERC20BridgeSource.Native,
ERC20BridgeSource.Uniswap,
@@ -319,7 +319,7 @@ 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),
};
@@ -349,28 +349,6 @@ 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 +382,7 @@ 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 +510,7 @@ 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 +540,7 @@ 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) => {
@@ -1057,7 +1033,7 @@ 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.SushiSwap] = [0.6, 0.05, 0.05, 0.05];
rates[ERC20BridgeSource.Kyber] = [0, 0, 0, 0]; // unused
replaceSamplerOps({
getSellQuotes: createGetMultipleSellQuotesOperationFromRates(rates),
@@ -1071,7 +1047,7 @@ 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,
@@ -1089,7 +1065,7 @@ 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.SushiSwap]: [0.95, 0.1, 0.1, 0.1],
[ERC20BridgeSource.Kyber]: [0.1, 0.1, 0.1, 0.1],
};
const feeSchedule = {
@@ -1114,7 +1090,7 @@ describe('MarketOperationUtils tests', () => {
const expectedSources = [
ERC20BridgeSource.Native,
ERC20BridgeSource.Uniswap,
ERC20BridgeSource.Eth2Dai,
ERC20BridgeSource.SushiSwap,
ERC20BridgeSource.Native,
];
expect(orderSources.sort()).to.deep.eq(expectedSources.sort());
@@ -1127,7 +1103,7 @@ describe('MarketOperationUtils tests', () => {
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.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 +1128,7 @@ 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());
@@ -1161,7 +1137,7 @@ 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.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 +1154,7 @@ 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,
];
@@ -1191,7 +1167,7 @@ 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.SushiSwap] = [0.49, 0.49, 0.49, 0.49];
rates[ERC20BridgeSource.Kyber] = [0.35, 0.2, 0.01, 0.01];
replaceSamplerOps({
getSellQuotes: createGetMultipleSellQuotesOperationFromRates(rates),
@@ -1386,7 +1362,7 @@ 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 +1392,7 @@ 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 +1484,7 @@ 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 +1497,7 @@ 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,
@@ -1540,7 +1516,7 @@ 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.SushiSwap]: [0.95, 0.1, 0.1, 0.1],
[ERC20BridgeSource.Kyber]: [0.1, 0.1, 0.1, 0.1],
};
const feeSchedule = {
@@ -1564,7 +1540,7 @@ 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 +1556,7 @@ 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 +1579,7 @@ 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 +1591,7 @@ 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),
});

View File

@@ -6,26 +6,31 @@
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';
@@ -33,12 +38,11 @@ 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';

View File

@@ -9,22 +9,27 @@
"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/IGMX.json",
"test/generated-artifacts/IKyberNetwork.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",
@@ -36,12 +41,11 @@
"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",

View File

@@ -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",

View File

@@ -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

View File

@@ -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"
}
},

View File

@@ -1,6 +1,6 @@
{
"name": "@0x/contract-addresses",
"version": "6.12.1",
"version": "6.14.0",
"engines": {
"node": ">=6.12"
},

View File

@@ -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": [

View File

@@ -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)

View File

@@ -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",

View File

@@ -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",

View File

@@ -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

View File

@@ -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",

View File

@@ -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",

View File

@@ -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

View File

@@ -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": "^6.14.0",
"@0x/contract-wrappers": "^13.20.2",
"@0x/json-schemas": "^6.4.4",
"@0x/subproviders": "^6.6.5",
"@0x/utils": "^6.5.3",

View File

@@ -134,6 +134,9 @@ export enum BridgeProtocol {
Clipper, // Not used: Clipper is now using PLP interface
AaveV2,
Compound,
BalancerV2Batch,
GMX,
Platypus,
}
// tslint:enable: enum-naming

View File

@@ -980,6 +980,23 @@
ethers "~4.0.4"
lodash "^4.17.11"
"@0x/protocol-utils@^1.0.1":
version "1.11.2"
resolved "https://registry.yarnpkg.com/@0x/protocol-utils/-/protocol-utils-1.11.2.tgz#c27ccf3410b99d8c364550bc18dc8b04dc2e967e"
integrity sha512-DmYCWb3fB1NSBbR7JV2Tr4oXr/3rDzVpECWUvntCyIwdohHSM7ytjYbL9ilvlH3vuDK85CSyFWNrbSP6xZfTpA==
dependencies:
"@0x/assert" "^3.0.34"
"@0x/contract-addresses" "^6.12.1"
"@0x/contract-wrappers" "^13.20.0"
"@0x/json-schemas" "^6.4.4"
"@0x/subproviders" "^6.6.5"
"@0x/utils" "^6.5.3"
"@0x/web3-wrapper" "^7.6.5"
chai "^4.0.1"
ethereumjs-util "^7.0.10"
ethers "~4.0.4"
lodash "^4.17.11"
"@0x/quote-server@^6.0.6":
version "6.0.6"
resolved "https://registry.yarnpkg.com/@0x/quote-server/-/quote-server-6.0.6.tgz#0f0bf50647efc4bff039a491689974af7e8c5776"
@@ -1384,6 +1401,17 @@
dependencies:
regenerator-runtime "^0.13.4"
"@balancer-labs/sdk@^0.1.6":
version "0.1.6"
resolved "https://registry.yarnpkg.com/@balancer-labs/sdk/-/sdk-0.1.6.tgz#1a6f0aacfada7b0afbdf02259ef40ed37d3ecbcb"
integrity sha512-r9s7Y2XJks+8V53kqwaqHDAETipgFSEQxI7TFHYigoOtWp/sUaZnlu0kDMv3NuDvya0+t9gp5a0VxbztLwcn+g==
dependencies:
"@balancer-labs/sor" "^4.0.0-beta.2"
axios "^0.24.0"
graphql "^15.6.1"
graphql-request "^3.5.0"
lodash "^4.17.21"
"@balancer-labs/sor@0.3.2":
version "0.3.2"
resolved "https://registry.yarnpkg.com/@balancer-labs/sor/-/sor-0.3.2.tgz#b05c63a07031c2ea13ed0d2670f5105cfaa40523"
@@ -1393,6 +1421,13 @@
isomorphic-fetch "^2.2.1"
typescript "^3.8.3"
"@balancer-labs/sor@^4.0.0-beta.2":
version "4.0.0-beta.2"
resolved "https://registry.yarnpkg.com/@balancer-labs/sor/-/sor-4.0.0-beta.2.tgz#17ee901c7434f9a5702653488b1a3ec6e1f926f1"
integrity sha512-ylDxsMDKpoynOQIH4PhucYc7bkXddjL6GRFCF2BwnQ4Yoy7vBOT7S0zJvIkKuUG6MSUdoTBaAtWckxXBJiNxyA==
dependencies:
isomorphic-fetch "^2.2.1"
"@bancor/sdk@0.2.9":
version "0.2.9"
resolved "https://registry.yarnpkg.com/@bancor/sdk/-/sdk-0.2.9.tgz#2e4c168dc9d667709e3ed85eac3b15362c5676d8"
@@ -3252,6 +3287,13 @@ axios@^0.21.1:
dependencies:
follow-redirects "^1.10.0"
axios@^0.24.0:
version "0.24.0"
resolved "https://registry.yarnpkg.com/axios/-/axios-0.24.0.tgz#804e6fa1e4b9c5288501dd9dff56a7a0940d20d6"
integrity sha512-Q6cWsys88HoPgAaFAVUb0WpPk0O8iTeisR9IMqy9G8AbO4NlpVknrnQS03zzF9PGAWgO3cgletO3VjV/P7VztA==
dependencies:
follow-redirects "^1.14.4"
babel-code-frame@^6.22.0, babel-code-frame@^6.26.0:
version "6.26.0"
resolved "https://registry.yarnpkg.com/babel-code-frame/-/babel-code-frame-6.26.0.tgz#63fd43f7dc1e3bb7ce35947db8fe369a3f58c74b"
@@ -6515,7 +6557,7 @@ 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==
@@ -7031,10 +7073,24 @@ 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"
integrity sha512-dw5PxHCgBneN2DDNqpWu8QkbbJ07oOziy8z+bK/TAXufsOLaETuVO4GkXrbs0WjhdKhBMN3BkpN/RIvUHkmNUQ==
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"
integrity sha512-5gghUc24tP9HRznNpV2+FIoq3xKkj5dTQqf4v0CpdPbFVwFkWoxOM+o+2OC9ZSvjEMTjfmG9QT+gcvggTwW1zw==
growl@1.10.5:
version "1.10.5"
resolved "https://registry.yarnpkg.com/growl/-/growl-1.10.5.tgz#f2735dc2283674fa67478b10181059355c369e5e"
@@ -8393,6 +8449,11 @@ 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"
integrity sha512-v2kDEe57lecTulaDIuNTPy3Ry4gLGJ6Z1O3vE1krgXZNrsQ+LFTGHVxVjcXPs17LhbZVGedAJv8XZ1tvj5FvSg==
log-driver@^1.2.7:
version "1.2.7"
resolved "https://registry.yarnpkg.com/log-driver/-/log-driver-1.2.7.tgz#63b95021f0702fedfa2c9bb0a24e7797d71871d8"
@@ -11223,6 +11284,13 @@ solidity-parser-antlr@^0.4.2:
version "0.4.11"
resolved "https://registry.yarnpkg.com/solidity-parser-antlr/-/solidity-parser-antlr-0.4.11.tgz#af43e1f13b3b88309a875455f5d6e565b05ee5f1"
"sorV2@npm:@balancer-labs/sor":
version "4.0.0-beta.1"
resolved "https://registry.yarnpkg.com/@balancer-labs/sor/-/sor-4.0.0-beta.1.tgz#fb8b3f2d9bb5cec5c79446e0062aab7cdfcabccb"
integrity sha512-L3eMBRA51egMNKHkLktOr3sNJuqgoz24AfJkpzU4w1I66m9HlOPY/E3FgYKWO+1cXJ2sQZWDH3pEjnWMRnNbNg==
dependencies:
isomorphic-fetch "^2.2.1"
sort-keys@^2.0.0:
version "2.0.0"
resolved "https://registry.yarnpkg.com/sort-keys/-/sort-keys-2.0.0.tgz#658535584861ec97d730d6cf41822e1f56684128"