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Author SHA1 Message Date
Github Actions
6044140f86 Publish
- @0x/asset-swapper@16.36.0
2021-11-19 02:59:33 +00:00
Github Actions
4da1ef0f56 Updated CHANGELOGS & MD docs 2021-11-19 02:59:30 +00:00
Jacob Evans
8c668a3918 feat: Specify FEI/TRIBE liquid pool (#371)
* feat: Specify FEI/TRIBE liquid pool

* CHANGELOG

* FXS/FRAX and OHM/FRAX
2021-11-18 15:39:07 +10:00
Github Actions
f1ff1cde39 Publish
- @0x/asset-swapper@16.35.0
2021-11-18 03:31:36 +00:00
Github Actions
1668a24e31 Updated CHANGELOGS & MD docs 2021-11-18 03:31:32 +00:00
Shawn
4b7c376d96 feat: Add Beethoven X, MorpheusSwap and JetSwap on Fantom (#370)
* Rebase to development branch

* add support for MorpheusSwap and JetSwap on Fantom

* fix lint

* modify changelog.json for asset-swapper

* fix the comments

* prettier

* Use BalancerV2PoolsCache for BeethovenX

Co-authored-by: Romain Butteaud <romain.butteaud@gmail.com>
2021-11-17 19:14:01 -08:00
Github Actions
bb4a9c656c Publish
- @0x/contracts-erc20@3.3.23
 - @0x/contracts-test-utils@5.4.14
 - @0x/contracts-treasury@1.4.6
 - @0x/contracts-utils@4.8.4
 - @0x/contracts-zero-ex@0.29.5
 - @0x/asset-swapper@16.34.0
 - @0x/contract-addresses@6.9.0
 - @0x/contract-wrappers@13.18.3
 - @0x/migrations@8.1.12
 - @0x/protocol-utils@1.9.5
2021-11-16 22:49:46 +00:00
Github Actions
6ab07b6304 Updated CHANGELOGS & MD docs 2021-11-16 22:49:43 +00:00
Noah Khamliche
8903f1ab01 Update packages/contract-addresses/CHANGELOG.json
Co-authored-by: Lawrence Forman <lawrence@0xproject.com>
2021-11-16 16:55:57 -05:00
Noah Khamliche
415535612a removed duplicate celo code 2021-11-16 16:55:57 -05:00
Noah Khamliche
5248a135c3 upped versions in changelog 2021-11-16 16:55:57 -05:00
Lawrence Forman
602290925c fix celo rebase 2021-11-16 16:55:57 -05:00
Github Actions
01813746e8 Publish
- @0x/contracts-zero-ex@0.29.4
 - @0x/asset-swapper@16.33.0
 - @0x/migrations@8.1.11
2021-11-16 12:27:06 +00:00
Github Actions
7d668d8801 Updated CHANGELOGS & MD docs 2021-11-16 12:27:02 +00:00
Jacob Evans
797a00a33a feat: Uniswap V3 1bps pools [TKR-263] (#366)
* feat: Uniswap V3 1bps pools

* Update CHANGELOG
2021-11-16 08:15:24 +10:00
Lawrence Forman
4b3d98f43c @0x/contracts-zero-ex: Prevent EP ETH balance from reducing when executin mtxs (#365)
Co-authored-by: Lawrence Forman <me@merklejerk.com>
2021-11-09 22:11:36 -05:00
Github Actions
9ff77c1cd5 Publish
- @0x/asset-swapper@16.32.0
2021-11-09 19:36:14 +00:00
Github Actions
18a8351671 Updated CHANGELOGS & MD docs 2021-11-09 19:36:10 +00:00
Jorge Pérez
9a994dfcd3 fix: Extended Quote Report Changelog typo 2021-11-09 13:17:14 -06:00
Jorge Pérez
b7adc5a889 feat: Extended Quote Report
* Extended Quote report for indicative quote

* feat: Only save 'full' quotes on quote report

* Unify extended quote report
2021-11-09 13:05:01 -06:00
Github Actions
10b0d7f363 Publish
- @0x/asset-swapper@16.31.0
2021-11-04 06:52:28 +00:00
Github Actions
e2c905a15f Updated CHANGELOGS & MD docs 2021-11-04 06:52:25 +00:00
Jacob Evans
8589ba728c feat: [Avalanche] Add Curve, CurveV2 and KyberDMM (#363)
* feat: [Avalanche] Add Curve, CurveV2 and KyberDMM

* CHANGELOG

* fix missing file

* lint
2021-11-04 16:34:48 +10:00
Github Actions
43512fd07a Publish
- @0x/contracts-erc20@3.3.22
 - @0x/contracts-test-utils@5.4.13
 - @0x/contracts-treasury@1.4.5
 - @0x/contracts-utils@4.8.3
 - @0x/contracts-zero-ex@0.29.3
 - @0x/asset-swapper@16.30.1
 - @0x/contract-addresses@6.8.1
 - @0x/contract-wrappers@13.18.2
 - @0x/migrations@8.1.10
 - @0x/protocol-utils@1.9.4
2021-11-03 01:40:34 +00:00
Github Actions
c090608d99 Updated CHANGELOGS & MD docs 2021-11-03 01:40:30 +00:00
phil-ociraptor
89817428ed chore: add OtcOrder feature to fullMigrateAsync (#350) 2021-11-02 20:19:27 -05:00
Lawrence Forman
fce3664258 @0x/contracts-zero-ex: Register transformERC20() and remove transformERC20Staging() (#355)
Co-authored-by: Lawrence Forman <me@merklejerk.com>
2021-10-25 20:08:58 -04:00
Github Actions
aa522fe49b Publish
- @0x/contracts-erc20@3.3.21
 - @0x/contracts-test-utils@5.4.12
 - @0x/contracts-treasury@1.4.4
 - @0x/contracts-utils@4.8.2
 - @0x/contracts-zero-ex@0.29.2
 - @0x/asset-swapper@16.30.0
 - @0x/contract-addresses@6.8.0
 - @0x/contract-wrappers@13.18.1
 - @0x/migrations@8.1.9
 - @0x/protocol-utils@1.9.3
2021-10-19 18:27:29 +00:00
Github Actions
c03653ebd7 Updated CHANGELOGS & MD docs 2021-10-19 18:27:25 +00:00
Shawn
ae08f77381 Feat/ftm (#347)
* ftm deployment

* add Fantom Curve

* add support for ftm

* add more Fantom liquidity sources

* clean up codes

* lint

* prettier codes

* modify CHANGLOG

* undo some changes

* use lowercase addresses

* Update EP FlashWallet

* Update addresses and remove timestamps

Co-authored-by: Jacob Evans <jacob@dekz.net>

* Cleanup

* cleanup json

Co-authored-by: Romain Butteaud <romain.butteaud@gmail.com>
Co-authored-by: Jacob Evans <jacob@dekz.net>
2021-10-19 09:51:07 -07:00
Github Actions
73a07e512d Publish
- @0x/asset-swapper@16.29.3
2021-10-18 10:36:39 +00:00
Github Actions
7cff09f40a Updated CHANGELOGS & MD docs 2021-10-18 10:36:36 +00:00
Kim Persson
a6d690f10a chore: update to new router version and address breaking changes (#344)
* chore: update to new router version and address breaking changes

* chore: add changelog entry
2021-10-18 11:15:31 +01:00
Github Actions
d7cff52e75 Publish
- @0x/contracts-treasury@1.4.3
 - @0x/asset-swapper@16.29.2
2021-10-13 17:44:45 +00:00
Github Actions
cf1f29a37d Updated CHANGELOGS & MD docs 2021-10-13 17:44:41 +00:00
mzhu25
9af22110b4 Chore: go back to using transformERC20 in AS (#343)
* go back to using transformERC20

* Update changelog
2021-10-12 22:47:29 -07:00
mzhu25
2c187c7e85 Add Proposal 2 and test (#339) 2021-10-08 13:04:09 -07:00
Phạm Minh Đức
d46756ae2e fix(asset-swapper): Check MAX_IN_RATIO in sampleBuysFromBalancer (#338)
* fix: for swapExactAmountIn

* chore: update change log

* Update packages/asset-swapper/CHANGELOG.json

Co-authored-by: Lawrence Forman <lawrence@0xproject.com>
2021-10-05 16:25:02 -04:00
Github Actions
d9a16ed1f9 Publish
- @0x/contracts-treasury@1.4.2
 - @0x/contracts-zero-ex@0.29.1
 - @0x/asset-swapper@16.29.1
 - @0x/migrations@8.1.8
 - @0x/protocol-utils@1.9.2
2021-10-04 19:01:10 +00:00
Github Actions
57a1120997 Updated CHANGELOGS & MD docs 2021-10-04 19:01:06 +00:00
Romain Butteaud
0945d4cef2 fix: removing Clipper custom integration (to add it later as a real PLP) (#335)
* fix: removing Clipper custom integration (to add it later as a real PLP)

* fix: update CHHANGELOG

* fix: keep Clipper as BridgeProtocols so we dont have to redeploy and comment this is not used

* fix: prettier
2021-10-04 11:39:07 -07:00
Github Actions
8f6f7ad453 Publish
- @0x/asset-swapper@16.29.0
2021-10-04 12:21:46 +00:00
Github Actions
bb4fad37fa Updated CHANGELOGS & MD docs 2021-10-04 12:21:43 +00:00
Kim Persson
d06daf2957 feat: initial integration of new router (#295)
* feat: integrate Rust router with asset-swapper WIP

* fix: produce outputFees in the format the Rust router expects

* fix: correct output fee calc and only use the rust router for sells

* fix: make sure numbers sent to the rust router are integers

* hack: try to debug why rust router output is being overestimated WIP

* refactor: clean up router debugging code

* fix: don't use negative output fees for sells

* feat: try VIP sources in isolation and compare with routing all sources

* fix: adjust for FQT overhead when choosing between VIP, all sources WIP

* fix: pass gasPrice to path_optimizer for EP overhead calculations

* feat: buy support with the Rust Router WIP

* chore: WIP commit trying to get buys working

* refactor: use samples instead of fills for the Rust router

* feat: add vip handling hack to sample based routing

* fix: revert to 200 samplings for rust router when using pure samples

* refactor: remove old hacky Path based Rust code, add back feature toggle

* fix: scale both fill output and adjustedOutput my same factor as input

* feat: initial plumbing for supporting RFQ/Limit orders

* fix: incorrect bump of input amount by one base unit before routing

* fix: add fake samples for rfq/limit orders to fulfill the 3 sample req

* fix pass rfq orders in the correct format to the rust router

* chore: remove debugging logs and clean up code & comments

* fix: use published version of @0x/neon-router

* hack: scale routed amounts to account for precision loss of number/f64

* refactor: clean up code and address initial review comments

* fix: only remove trailing 0 output samples before passing to the router

* refactor: consolidate eth to output token calc into ethToOutputAmount fn

* fix: interpolate input between samples on output amount instead of price

* fix: return no path when we have no samples, add sanity asserts

* refactor: fix interpolation comment wording

* fix: remove double adjusted source route input amount

* chore: update changelog for asset-swapper
2021-10-04 12:09:54 +02:00
Megan
34314960ef Updated docs for zero protocol fees (#337) 2021-10-01 13:04:25 +02:00
Github Actions
832ba737ec Publish
- @0x/contracts-treasury@1.4.1
 - @0x/contracts-zero-ex@0.29.0
 - @0x/asset-swapper@16.28.0
 - @0x/contract-artifacts@3.16.0
 - @0x/contract-wrappers@13.18.0
 - @0x/migrations@8.1.7
 - @0x/protocol-utils@1.9.1
2021-09-29 23:19:10 +00:00
Github Actions
6950fdbebb Updated CHANGELOGS & MD docs 2021-09-29 23:19:06 +00:00
mzhu25
1849b1bb9a Update ExchangeProxySwapQuoteConsumer for MultiplexV2 (#282)
* Update ExchangeProxySwapQuoteConsumer for MultiplexV2

* Move TransformERC20FeatureContract instance into private readonly
2021-09-29 16:02:13 -07:00
Megan
a883139220 feat: remove protocol fees for V4 in AssetSwapper WIP (#333)
* Set AssetSwapper protocol fee multiplier to zero

* Set market_operation_utils protocol fee multiplier to zero

* Updated CHANGELOG.json

* Removed whitespace in CHANGELOG.json

* Remove unnecessary timestamp in packages/asset-swapper/CHANGELOG.json

Co-authored-by: Lawrence Forman <lawrence@0xproject.com>

* Updated  param for quote simulation test

* Updated quote simulation test

* fix failing tests

Co-authored-by: Lawrence Forman <lawrence@0xproject.com>
Co-authored-by: Lawrence Forman <me@merklejerk.com>
2021-09-29 12:37:42 -04:00
Kevin Li
bb2c26cb94 fix(docs): pin Sphinx version to 3.x to generate CSS
Custom CSS seems to [have broken in Sphinx 4](https://github.com/sphinx-doc/sphinx/issues/2442).
Guessing readthedocs.io or their package repository upgraded the default
version of Sphinx to 4 and that caused our builds to start breaking.

They [recommend pinning dependencies](https://docs.readthedocs.io/en/stable/guides/reproducible-builds.html#pinning-dependencies), let's do that here for Sphinx!
2021-09-15 18:18:44 -07:00
Github Actions
ba09a0b2bf Publish
- @0x/contracts-erc20@3.3.20
 - @0x/contracts-test-utils@5.4.11
 - @0x/contracts-treasury@1.4.0
 - @0x/contracts-utils@4.8.1
 - @0x/contracts-zero-ex@0.28.5
 - @0x/asset-swapper@16.27.4
 - @0x/contract-artifacts@3.15.1
 - @0x/contract-wrappers@13.17.7
 - @0x/migrations@8.1.6
 - @0x/protocol-utils@1.9.0
2021-09-15 12:58:17 +00:00
Github Actions
b2d54f0238 Updated CHANGELOGS & MD docs 2021-09-15 12:58:13 +00:00
Daniel Pyrathon
4a3096495b Mocked RFQ (#326) 2021-09-15 08:39:10 -04:00
Lawrence Forman
23f6e9e53c fix mixed @0x deps (#328)
Co-authored-by: Lawrence Forman <me@merklejerk.com>
2021-09-15 00:01:15 -04:00
Cece Z
d7dbc0576d Support cast vote by signature in ZrxTreasury (#297)
* Support cast vote by signature in ZrxTreasury

* Address comments and fix existing tests

* test that doesnt work

* test file format

* updates

* address some of the comments

* Remove unused const

* get rid of vote_factory

* unit test for castVoteBySignature p1

* unit test for castVoteBySignature p2

* Add version to domain, and one more test

* unit test for castVoteBySignature p3

* unit test for castVoteBySignature p4

* bump utils version

* remove debug code

* address some comments

* address more pr comments

* move Vote class to protocol-utils

* Address pr comments and update changelogs
2021-09-14 16:12:51 -04:00
Github Actions
15fb00e958 Publish
- @0x/asset-swapper@16.27.3
2021-09-14 19:04:09 +00:00
Github Actions
1d9295cc94 Updated CHANGELOGS & MD docs 2021-09-14 19:04:05 +00:00
Daniel Pyrathon
79f36cf6fb fix: Remove API key whitelist field (#323)
* Refactor integrator ID and add Prometheus metrics

* Update packages/asset-swapper/src/swap_quoter.ts

Co-authored-by: David Walsh <5778036+rhinodavid@users.noreply.github.com>

* Update packages/asset-swapper/src/swap_quoter.ts

Co-authored-by: David Walsh <5778036+rhinodavid@users.noreply.github.com>

* Update packages/asset-swapper/src/swap_quoter.ts

Co-authored-by: David Walsh <5778036+rhinodavid@users.noreply.github.com>

* Added documentation and fixed some minor requests

* Added more metrics

* more docs

* lint fix

* added new Integrator ID addition

* refactor tests

* Refactor new types

Co-authored-by: David Walsh <5778036+rhinodavid@users.noreply.github.com>
2021-09-14 14:43:02 -04:00
Github Actions
6ce4458a5d Publish
- @0x/asset-swapper@16.27.2
2021-09-14 17:13:46 +00:00
Github Actions
fad6e65c07 Updated CHANGELOGS & MD docs 2021-09-14 17:13:42 +00:00
Daniel Pyrathon
840c85373e fix: Refactor integrator ID and add Prometheus metrics (#322)
* Refactor integrator ID and add Prometheus metrics

* Update packages/asset-swapper/src/swap_quoter.ts

Co-authored-by: David Walsh <5778036+rhinodavid@users.noreply.github.com>

* Update packages/asset-swapper/src/swap_quoter.ts

Co-authored-by: David Walsh <5778036+rhinodavid@users.noreply.github.com>

* Update packages/asset-swapper/src/swap_quoter.ts

Co-authored-by: David Walsh <5778036+rhinodavid@users.noreply.github.com>

* Added documentation and fixed some minor requests

* Added more metrics

* more docs

* lint fix

* added new Integrator ID addition

* refactor tests

Co-authored-by: David Walsh <5778036+rhinodavid@users.noreply.github.com>
2021-09-14 12:45:41 -04:00
Github Actions
0479bb5fe1 Publish
- @0x/contracts-erc20@3.3.19
 - @0x/contracts-treasury@1.3.5
 - @0x/contracts-utils@4.8.0
 - @0x/contracts-zero-ex@0.28.4
 - @0x/asset-swapper@16.27.1
 - @0x/migrations@8.1.5
2021-09-08 17:06:09 +00:00
Github Actions
9ecc31ed54 Updated CHANGELOGS & MD docs 2021-09-08 17:06:06 +00:00
Lawrence Forman
eb29abd36c Fix ApproximateBuys sampler to terminate if the buy amount is not met (#319)
Co-authored-by: Lawrence Forman <me@merklejerk.com>
2021-09-08 01:17:42 -04:00
Lawrence Forman
d202e01522 update package mainfests (#318)
Co-authored-by: Lawrence Forman <me@merklejerk.com>
2021-09-07 23:09:30 -04:00
Daniel Pyrathon
e838a6801b fix: Exclusive API keys for select integrations (#317)
* Initial commit of changes

* Added unit tests for filtering process

* linting

* Update packages/asset-swapper/src/utils/quote_requestor.ts

Co-authored-by: phil-ociraptor <philipliao@gmail.com>

* lint and refactor based on feedback

Co-authored-by: phil-ociraptor <philipliao@gmail.com>
2021-09-07 14:26:40 -04:00
Noah Khamliche
7439871aa0 Final Rebase 2021-09-01 17:07:16 -04:00
Noah Khamliche
317f2138c5 feat: fixed json 2021-09-01 17:07:16 -04:00
Noah Khamliche
e5834f1901 m: Fixed json formatting 2021-09-01 17:07:16 -04:00
Noah Khamliche
5063446f93 feat: Added FundRecoveryFeature to CHANGELOG.json 2021-09-01 17:07:16 -04:00
Noah Khamliche
0caf495a1a fixed prettier error with tests 2021-09-01 17:07:16 -04:00
Noah Khamliche
a20de0fc69 Added support for TestMintableERC20TokenContract instead of DummyERC20 2021-09-01 17:07:16 -04:00
Noah Khamliche
9aa0065d2d fixed package.json rebase bug 2021-09-01 17:07:16 -04:00
Noah Khamliche
c24855e627 fixed rebase issues 2021-09-01 17:07:16 -04:00
Noah Khamliche
6bb72dd775 ran yarn prettier to fix issues 2021-09-01 17:07:16 -04:00
Noah Khamliche
77d1ed257c removed unsued bal variable, and removed .only modifier on blockchain tests 2021-09-01 17:07:16 -04:00
Noah Khamliche
5d265360c4 fixed linting and EP transfering less than the total amount of ETH in the wallet 2021-09-01 17:07:16 -04:00
Noah Khamliche
c9097f6e8b fixed rebase issues 2021-09-01 17:07:16 -04:00
Noah Khamliche
d3df985a42 fixed michaels comments and finished off writing the test 2021-09-01 17:07:16 -04:00
Noah Khamliche
7267420874 fixed rebase issues 2021-09-01 17:07:16 -04:00
Noah Khamliche
17e81432f1 Fixed PR comments, now onto writing tests 2021-09-01 17:07:16 -04:00
Noah Khamliche
57c767c3b1 fixed package.json 2021-09-01 17:07:16 -04:00
Noah Khamliche
dbb1c88ad9 initial EpFundRecoveryFeature implementation without tests 2021-09-01 17:07:16 -04:00
Github Actions
254b850a8b Publish
- @0x/contracts-erc20@3.3.18
 - @0x/contracts-test-utils@5.4.10
 - @0x/contracts-treasury@1.3.4
 - @0x/contracts-utils@4.7.18
 - @0x/contracts-zero-ex@0.28.3
 - @0x/asset-swapper@16.27.0
 - @0x/contract-addresses@6.7.0
 - @0x/contract-wrappers@13.17.6
 - @0x/migrations@8.1.4
 - @0x/protocol-utils@1.8.4
2021-09-01 01:31:37 +00:00
Github Actions
e2242e5955 Updated CHANGELOGS & MD docs 2021-09-01 01:31:34 +00:00
Jacob Evans
7a0255fee7 feat: 🔺 (#312)
* feat: Avalanche

* Update Addresses for Avalanche deployment

* Cleanup

* Rebased development
2021-09-01 11:11:56 +10:00
106 changed files with 6028 additions and 1265 deletions

3
.gitignore vendored
View File

@@ -75,8 +75,9 @@ generated_docs/
TODO.md
# VSCode file
# IDE file
.vscode
.idea
# generated contract artifacts/
contracts/broker/generated-artifacts/

View File

@@ -1,4 +1,58 @@
[
{
"timestamp": 1637102971,
"version": "3.3.23",
"changes": [
{
"note": "Dependencies updated"
}
]
},
{
"timestamp": 1635903615,
"version": "3.3.22",
"changes": [
{
"note": "Dependencies updated"
}
]
},
{
"timestamp": 1634668033,
"version": "3.3.21",
"changes": [
{
"note": "Dependencies updated"
}
]
},
{
"timestamp": 1631710679,
"version": "3.3.20",
"changes": [
{
"note": "Dependencies updated"
}
]
},
{
"timestamp": 1631120757,
"version": "3.3.19",
"changes": [
{
"note": "Dependencies updated"
}
]
},
{
"timestamp": 1630459879,
"version": "3.3.18",
"changes": [
{
"note": "Dependencies updated"
}
]
},
{
"timestamp": 1629353596,
"version": "3.3.17",

View File

@@ -5,6 +5,30 @@ Edit the package's CHANGELOG.json file only.
CHANGELOG
## v3.3.23 - _November 16, 2021_
* Dependencies updated
## v3.3.22 - _November 3, 2021_
* Dependencies updated
## v3.3.21 - _October 19, 2021_
* Dependencies updated
## v3.3.20 - _September 15, 2021_
* Dependencies updated
## v3.3.19 - _September 8, 2021_
* Dependencies updated
## v3.3.18 - _September 1, 2021_
* Dependencies updated
## v3.3.17 - _August 19, 2021_
* Dependencies updated

View File

@@ -1,6 +1,6 @@
{
"name": "@0x/contracts-erc20",
"version": "3.3.17",
"version": "3.3.23",
"engines": {
"node": ">=6.12"
},
@@ -51,18 +51,18 @@
},
"homepage": "https://github.com/0xProject/protocol/tree/main/contracts/tokens",
"devDependencies": {
"@0x/abi-gen": "^5.6.0",
"@0x/contracts-gen": "^2.0.38",
"@0x/contracts-test-utils": "^5.4.9",
"@0x/contracts-utils": "^4.7.17",
"@0x/dev-utils": "^4.2.7",
"@0x/sol-compiler": "^4.7.3",
"@0x/abi-gen": "^5.6.2",
"@0x/contracts-gen": "^2.0.40",
"@0x/contracts-test-utils": "^5.4.14",
"@0x/contracts-utils": "^4.8.4",
"@0x/dev-utils": "^4.2.9",
"@0x/sol-compiler": "^4.7.5",
"@0x/ts-doc-gen": "^0.0.28",
"@0x/tslint-config": "^4.1.4",
"@0x/types": "^3.3.3",
"@0x/typescript-typings": "^5.2.0",
"@0x/utils": "^6.4.3",
"@0x/web3-wrapper": "^7.5.3",
"@0x/types": "^3.3.4",
"@0x/typescript-typings": "^5.2.1",
"@0x/utils": "^6.4.4",
"@0x/web3-wrapper": "^7.6.0",
"@types/lodash": "4.14.104",
"@types/mocha": "^5.2.7",
"@types/node": "12.12.54",
@@ -70,7 +70,7 @@
"chai-as-promised": "^7.1.0",
"chai-bignumber": "^3.0.0",
"dirty-chai": "^2.0.1",
"ethereum-types": "^3.5.0",
"ethereum-types": "^3.6.0",
"lodash": "^4.17.11",
"make-promises-safe": "^1.1.0",
"mocha": "^6.2.0",
@@ -82,7 +82,7 @@
"typescript": "4.2.2"
},
"dependencies": {
"@0x/base-contract": "^6.4.0",
"@0x/base-contract": "^6.4.2",
"ethers": "~4.0.4"
},
"publishConfig": {

View File

@@ -1,4 +1,49 @@
[
{
"timestamp": 1637102971,
"version": "5.4.14",
"changes": [
{
"note": "Dependencies updated"
}
]
},
{
"timestamp": 1635903615,
"version": "5.4.13",
"changes": [
{
"note": "Dependencies updated"
}
]
},
{
"timestamp": 1634668033,
"version": "5.4.12",
"changes": [
{
"note": "Dependencies updated"
}
]
},
{
"timestamp": 1631710679,
"version": "5.4.11",
"changes": [
{
"note": "Dependencies updated"
}
]
},
{
"timestamp": 1630459879,
"version": "5.4.10",
"changes": [
{
"note": "Dependencies updated"
}
]
},
{
"timestamp": 1629353596,
"version": "5.4.9",

View File

@@ -5,6 +5,26 @@ Edit the package's CHANGELOG.json file only.
CHANGELOG
## v5.4.14 - _November 16, 2021_
* Dependencies updated
## v5.4.13 - _November 3, 2021_
* Dependencies updated
## v5.4.12 - _October 19, 2021_
* Dependencies updated
## v5.4.11 - _September 15, 2021_
* Dependencies updated
## v5.4.10 - _September 1, 2021_
* Dependencies updated
## v5.4.9 - _August 19, 2021_
* Dependencies updated

View File

@@ -1,6 +1,6 @@
{
"name": "@0x/contracts-test-utils",
"version": "5.4.9",
"version": "5.4.14",
"engines": {
"node": ">=6.12"
},
@@ -34,7 +34,7 @@
},
"homepage": "https://github.com/0xProject/protocol/tree/main/contracts/test-utils",
"devDependencies": {
"@0x/sol-compiler": "^4.7.3",
"@0x/sol-compiler": "^4.7.5",
"@0x/tslint-config": "^4.1.4",
"npm-run-all": "^4.1.2",
"shx": "^0.2.2",
@@ -42,20 +42,20 @@
"typescript": "4.2.2"
},
"dependencies": {
"@0x/assert": "^3.0.27",
"@0x/base-contract": "^6.4.0",
"@0x/contract-addresses": "^6.6.1",
"@0x/dev-utils": "^4.2.7",
"@0x/json-schemas": "^6.1.3",
"@0x/assert": "^3.0.29",
"@0x/base-contract": "^6.4.2",
"@0x/contract-addresses": "^6.9.0",
"@0x/dev-utils": "^4.2.9",
"@0x/json-schemas": "^6.3.0",
"@0x/order-utils": "^10.4.28",
"@0x/sol-coverage": "^4.0.37",
"@0x/sol-profiler": "^4.1.27",
"@0x/sol-trace": "^3.0.37",
"@0x/subproviders": "^6.5.3",
"@0x/types": "^3.3.3",
"@0x/typescript-typings": "^5.2.0",
"@0x/utils": "^6.4.3",
"@0x/web3-wrapper": "^7.5.3",
"@0x/sol-coverage": "^4.0.39",
"@0x/sol-profiler": "^4.1.29",
"@0x/sol-trace": "^3.0.39",
"@0x/subproviders": "^6.6.0",
"@0x/types": "^3.3.4",
"@0x/typescript-typings": "^5.2.1",
"@0x/utils": "^6.4.4",
"@0x/web3-wrapper": "^7.6.0",
"@types/bn.js": "^4.11.0",
"@types/js-combinatorics": "^0.5.29",
"@types/lodash": "4.14.104",
@@ -67,7 +67,7 @@
"chai-bignumber": "^3.0.0",
"decimal.js": "^10.2.0",
"dirty-chai": "^2.0.1",
"ethereum-types": "^3.5.0",
"ethereum-types": "^3.6.0",
"ethereumjs-util": "^7.0.10",
"ethers": "~4.0.4",
"js-combinatorics": "^0.5.3",

View File

@@ -1,4 +1,85 @@
[
{
"timestamp": 1637102971,
"version": "1.4.6",
"changes": [
{
"note": "Dependencies updated"
}
]
},
{
"timestamp": 1635903615,
"version": "1.4.5",
"changes": [
{
"note": "Dependencies updated"
}
]
},
{
"timestamp": 1634668033,
"version": "1.4.4",
"changes": [
{
"note": "Dependencies updated"
}
]
},
{
"timestamp": 1634147078,
"version": "1.4.3",
"changes": [
{
"note": "Dependencies updated"
}
]
},
{
"timestamp": 1633374058,
"version": "1.4.2",
"changes": [
{
"note": "Dependencies updated"
}
]
},
{
"timestamp": 1632957537,
"version": "1.4.1",
"changes": [
{
"note": "Dependencies updated"
}
]
},
{
"version": "1.4.0",
"changes": [
{
"note": "Support cast vote by signature in Treasury"
}
],
"timestamp": 1631710679
},
{
"timestamp": 1631120757,
"version": "1.3.5",
"changes": [
{
"note": "Dependencies updated"
}
]
},
{
"timestamp": 1630459879,
"version": "1.3.4",
"changes": [
{
"note": "Dependencies updated"
}
]
},
{
"timestamp": 1629353596,
"version": "1.3.3",

View File

@@ -5,6 +5,42 @@ Edit the package's CHANGELOG.json file only.
CHANGELOG
## v1.4.6 - _November 16, 2021_
* Dependencies updated
## v1.4.5 - _November 3, 2021_
* Dependencies updated
## v1.4.4 - _October 19, 2021_
* Dependencies updated
## v1.4.3 - _October 13, 2021_
* Dependencies updated
## v1.4.2 - _October 4, 2021_
* Dependencies updated
## v1.4.1 - _September 29, 2021_
* Dependencies updated
## v1.4.0 - _September 15, 2021_
* Support cast vote by signature in Treasury
## v1.3.5 - _September 8, 2021_
* Dependencies updated
## v1.3.4 - _September 1, 2021_
* Dependencies updated
## v1.3.3 - _August 19, 2021_
* Dependencies updated

View File

@@ -0,0 +1,60 @@
pragma solidity ^0.6.12;
/**
* @title ISablier
* @author Sablier
*/
interface ISablier {
/**
* @notice Emits when a stream is successfully created.
*/
event CreateStream(
uint256 indexed streamId,
address indexed sender,
address indexed recipient,
uint256 deposit,
address tokenAddress,
uint256 startTime,
uint256 stopTime
);
/**
* @notice Emits when the recipient of a stream withdraws a portion or all their pro rata share of the stream.
*/
event WithdrawFromStream(uint256 indexed streamId, address indexed recipient, uint256 amount);
/**
* @notice Emits when a stream is successfully cancelled and tokens are transferred back on a pro rata basis.
*/
event CancelStream(
uint256 indexed streamId,
address indexed sender,
address indexed recipient,
uint256 senderBalance,
uint256 recipientBalance
);
function balanceOf(uint256 streamId, address who) external view returns (uint256 balance);
function getStream(uint256 streamId)
external
view
returns (
address sender,
address recipient,
uint256 deposit,
address token,
uint256 startTime,
uint256 stopTime,
uint256 remainingBalance,
uint256 ratePerSecond
);
function createStream(address recipient, uint256 deposit, address tokenAddress, uint256 startTime, uint256 stopTime)
external
returns (uint256 streamId);
function withdrawFromStream(uint256 streamId, uint256 funds) external returns (bool);
function cancelStream(uint256 streamId) external returns (bool);
}

View File

@@ -136,8 +136,9 @@ interface IZrxTreasury {
returns (uint256 proposalId);
/// @dev Casts a vote for the given proposal. Only callable
/// during the voting period for that proposal. See
/// `getVotingPower` for how voting power is computed.
/// during the voting period for that proposal.
/// One address can only vote once.
/// See `getVotingPower` for how voting power is computed.
/// @param proposalId The ID of the proposal to vote on.
/// @param support Whether to support the proposal or not.
/// @param operatedPoolIds The pools operated by `msg.sender`. The
@@ -150,6 +151,28 @@ interface IZrxTreasury {
)
external;
/// @dev Casts a vote for the given proposal, by signature.
/// Only callable during the voting period for that proposal.
/// One address/voter can only vote once.
/// See `getVotingPower` for how voting power is computed.
/// @param proposalId The ID of the proposal to vote on.
/// @param support Whether to support the proposal or not.
/// @param operatedPoolIds The pools operated by the signer. The
/// ZRX currently delegated to those pools will be accounted
/// for in the voting power.
/// @param v the v field of the signature
/// @param r the r field of the signature
/// @param s the s field of the signature
function castVoteBySignature(
uint256 proposalId,
bool support,
bytes32[] memory operatedPoolIds,
uint8 v,
bytes32 r,
bytes32 s
)
external;
/// @dev Executes a proposal that has passed and is
/// currently executable.
/// @param proposalId The ID of the proposal to execute.

View File

@@ -34,11 +34,25 @@ contract ZrxTreasury is
using LibRichErrorsV06 for bytes;
using LibBytesV06 for bytes;
/// Contract name
string private constant CONTRACT_NAME = "Zrx Treasury";
/// Contract version
string private constant CONTRACT_VERSION = "1.0.0";
/// The EIP-712 typehash for the contract's domain
bytes32 private constant DOMAIN_TYPEHASH = keccak256("EIP712Domain(string name,string version,uint256 chainId,address verifyingContract)");
/// The EIP-712 typehash for the vote struct
bytes32 private constant VOTE_TYPEHASH = keccak256("TreasuryVote(uint256 proposalId,bool support,bytes32[] operatedPoolIds)");
// Immutables
IStaking public immutable override stakingProxy;
DefaultPoolOperator public immutable override defaultPoolOperator;
bytes32 public immutable override defaultPoolId;
uint256 public immutable override votingPeriod;
bytes32 immutable domainSeparator;
uint256 public override proposalThreshold;
uint256 public override quorumThreshold;
@@ -67,6 +81,15 @@ contract ZrxTreasury is
defaultPoolId = params.defaultPoolId;
IStaking.Pool memory defaultPool = stakingProxy_.getStakingPool(params.defaultPoolId);
defaultPoolOperator = DefaultPoolOperator(defaultPool.operator);
domainSeparator = keccak256(
abi.encode(
DOMAIN_TYPEHASH,
keccak256(bytes(CONTRACT_NAME)),
_getChainId(),
keccak256(bytes(CONTRACT_VERSION)),
address(this)
)
);
}
// solhint-disable
@@ -105,7 +128,7 @@ contract ZrxTreasury is
/// be executed if it passes. Must be at least two epochs
/// from the current epoch.
/// @param description A text description for the proposal.
/// @param operatedPoolIds The pools operated by `msg.sender`. The
/// @param operatedPoolIds The pools operated by the signer. The
/// ZRX currently delegated to those pools will be accounted
/// for in the voting power.
/// @return proposalId The ID of the newly created proposal.
@@ -150,8 +173,9 @@ contract ZrxTreasury is
}
/// @dev Casts a vote for the given proposal. Only callable
/// during the voting period for that proposal. See
/// `getVotingPower` for how voting power is computed.
/// during the voting period for that proposal.
/// One address can only vote once.
/// See `getVotingPower` for how voting power is computed.
/// @param proposalId The ID of the proposal to vote on.
/// @param support Whether to support the proposal or not.
/// @param operatedPoolIds The pools operated by `msg.sender`. The
@@ -165,43 +189,39 @@ contract ZrxTreasury is
public
override
{
if (proposalId >= proposalCount()) {
revert("castVote/INVALID_PROPOSAL_ID");
}
if (hasVoted[proposalId][msg.sender]) {
revert("castVote/ALREADY_VOTED");
}
return _castVote(msg.sender, proposalId, support, operatedPoolIds);
}
Proposal memory proposal = proposals[proposalId];
if (
proposal.voteEpoch != stakingProxy.currentEpoch() ||
_hasVoteEnded(proposal.voteEpoch)
) {
revert("castVote/VOTING_IS_CLOSED");
}
uint256 votingPower = getVotingPower(msg.sender, operatedPoolIds);
if (votingPower == 0) {
revert("castVote/NO_VOTING_POWER");
}
if (support) {
proposals[proposalId].votesFor = proposals[proposalId].votesFor
.safeAdd(votingPower);
hasVoted[proposalId][msg.sender] = true;
} else {
proposals[proposalId].votesAgainst = proposals[proposalId].votesAgainst
.safeAdd(votingPower);
hasVoted[proposalId][msg.sender] = true;
}
emit VoteCast(
msg.sender,
operatedPoolIds,
proposalId,
support,
votingPower
/// @dev Casts a vote for the given proposal, by signature.
/// Only callable during the voting period for that proposal.
/// One address/voter can only vote once.
/// See `getVotingPower` for how voting power is computed.
/// @param proposalId The ID of the proposal to vote on.
/// @param support Whether to support the proposal or not.
/// @param operatedPoolIds The pools operated by voter. The
/// ZRX currently delegated to those pools will be accounted
/// for in the voting power.
/// @param v the v field of the signature
/// @param r the r field of the signature
/// @param s the s field of the signature
function castVoteBySignature(
uint256 proposalId,
bool support,
bytes32[] memory operatedPoolIds,
uint8 v,
bytes32 r,
bytes32 s
)
public
override
{
bytes32 structHash = keccak256(
abi.encode(VOTE_TYPEHASH, proposalId, support, keccak256(abi.encodePacked(operatedPoolIds)))
);
bytes32 digest = keccak256(abi.encodePacked("\x19\x01", domainSeparator, structHash));
address signatory = ecrecover(digest, v, r, s);
return _castVote(signatory, proposalId, support, operatedPoolIds);
}
/// @dev Executes a proposal that has passed and is
@@ -373,4 +393,60 @@ contract ZrxTreasury is
.safeAdd(votingPeriod);
return block.timestamp > voteEndTime;
}
/// @dev Casts a vote for the given proposal. Only callable
/// during the voting period for that proposal. See
/// `getVotingPower` for how voting power is computed.
function _castVote(
address voter,
uint256 proposalId,
bool support,
bytes32[] memory operatedPoolIds
)
private
{
if (proposalId >= proposalCount()) {
revert("_castVote/INVALID_PROPOSAL_ID");
}
if (hasVoted[proposalId][voter]) {
revert("_castVote/ALREADY_VOTED");
}
Proposal memory proposal = proposals[proposalId];
if (
proposal.voteEpoch != stakingProxy.currentEpoch() ||
_hasVoteEnded(proposal.voteEpoch)
) {
revert("_castVote/VOTING_IS_CLOSED");
}
uint256 votingPower = getVotingPower(voter, operatedPoolIds);
if (votingPower == 0) {
revert("_castVote/NO_VOTING_POWER");
}
if (support) {
proposals[proposalId].votesFor = proposals[proposalId].votesFor
.safeAdd(votingPower);
} else {
proposals[proposalId].votesAgainst = proposals[proposalId].votesAgainst
.safeAdd(votingPower);
}
hasVoted[proposalId][voter] = true;
emit VoteCast(
voter,
operatedPoolIds,
proposalId,
support,
votingPower
);
}
/// @dev Gets the Ethereum chain id
function _getChainId() private pure returns (uint256) {
uint256 chainId;
assembly { chainId := chainid() }
return chainId;
}
}

View File

@@ -1,6 +1,6 @@
{
"name": "@0x/contracts-treasury",
"version": "1.3.3",
"version": "1.4.6",
"engines": {
"node": ">=6.12"
},
@@ -32,9 +32,9 @@
"publish:private": "yarn build && gitpkg publish"
},
"config": {
"publicInterfaceContracts": "ZrxTreasury,DefaultPoolOperator",
"publicInterfaceContracts": "ZrxTreasury,DefaultPoolOperator,ISablier",
"abis:comment": "This list is auto-generated by contracts-gen. Don't edit manually.",
"abis": "./test/generated-artifacts/@(DefaultPoolOperator|IStaking|IZrxTreasury|ZrxTreasury).json"
"abis": "./test/generated-artifacts/@(DefaultPoolOperator|ISablier|IStaking|IZrxTreasury|ZrxTreasury).json"
},
"repository": {
"type": "git",
@@ -46,14 +46,14 @@
},
"homepage": "https://github.com/0xProject/protocol/tree/main/contracts/treasury",
"devDependencies": {
"@0x/abi-gen": "^5.6.0",
"@0x/contract-addresses": "^6.6.1",
"@0x/abi-gen": "^5.6.2",
"@0x/contract-addresses": "^6.9.0",
"@0x/contracts-asset-proxy": "^3.7.19",
"@0x/contracts-erc20": "^3.3.17",
"@0x/contracts-gen": "^2.0.38",
"@0x/contracts-erc20": "^3.3.23",
"@0x/contracts-gen": "^2.0.40",
"@0x/contracts-staking": "^2.0.45",
"@0x/contracts-test-utils": "^5.4.9",
"@0x/sol-compiler": "^4.7.3",
"@0x/contracts-test-utils": "^5.4.14",
"@0x/sol-compiler": "^4.7.5",
"@0x/ts-doc-gen": "^0.0.28",
"@0x/tslint-config": "^4.1.4",
"@types/isomorphic-fetch": "^0.0.35",
@@ -72,14 +72,14 @@
"typescript": "4.2.2"
},
"dependencies": {
"@0x/base-contract": "^6.4.0",
"@0x/protocol-utils": "^1.8.3",
"@0x/subproviders": "^6.5.3",
"@0x/types": "^3.3.3",
"@0x/typescript-typings": "^5.2.0",
"@0x/utils": "^6.4.3",
"@0x/web3-wrapper": "^7.5.3",
"ethereum-types": "^3.5.0",
"@0x/base-contract": "^6.4.2",
"@0x/protocol-utils": "^1.9.5",
"@0x/subproviders": "^6.6.0",
"@0x/types": "^3.3.4",
"@0x/typescript-typings": "^5.2.1",
"@0x/utils": "^6.4.4",
"@0x/web3-wrapper": "^7.6.0",
"ethereum-types": "^3.6.0",
"ethereumjs-util": "^7.0.10"
},
"publishConfig": {

View File

@@ -6,8 +6,10 @@
import { ContractArtifact } from 'ethereum-types';
import * as DefaultPoolOperator from '../generated-artifacts/DefaultPoolOperator.json';
import * as ISablier from '../generated-artifacts/ISablier.json';
import * as ZrxTreasury from '../generated-artifacts/ZrxTreasury.json';
export const artifacts = {
ZrxTreasury: ZrxTreasury as ContractArtifact,
DefaultPoolOperator: DefaultPoolOperator as ContractArtifact,
ISablier: ISablier as ContractArtifact,
};

View File

@@ -3,6 +3,8 @@ import { ERC20TokenContract } from '@0x/contracts-erc20';
import { Web3ProviderEngine } from '@0x/subproviders';
import { BigNumber } from '@0x/utils';
import { ISablierContract } from './wrappers';
interface ProposedAction {
target: string;
data: string;
@@ -17,8 +19,14 @@ interface Proposal {
const { zrxToken } = getContractAddressesForChainOrThrow(1);
const zrx = new ERC20TokenContract(zrxToken, new Web3ProviderEngine());
const maticToken = '0x7d1afa7b718fb893db30a3abc0cfc608aacfebb0';
const matic = new ERC20TokenContract(maticToken, new Web3ProviderEngine());
const maticToken = new ERC20TokenContract('0x7d1afa7b718fb893db30a3abc0cfc608aacfebb0', new Web3ProviderEngine());
const sablier = new ISablierContract('0xcd18eaa163733da39c232722cbc4e8940b1d8888', new Web3ProviderEngine());
const ONE_YEAR_IN_SECONDS = new BigNumber('31536000');
const PROPOSAL_2_ZRX_AMOUNT = new BigNumber('485392999999999970448000');
const PROPOSAL_2_MATIC_AMOUNT = new BigNumber('378035999999999992944000');
const PROPOSAL_2_STREAM_START_TIME = new BigNumber('1635188400');
const PROPOSAL_2_RECIPIENT = '0x976378445d31d81b15576811450a7b9797206807';
export const proposals: Proposal[] = [
{
@@ -44,8 +52,8 @@ export const proposals: Proposal[] = [
value: new BigNumber(0),
},
{
target: maticToken,
data: matic
target: maticToken.address,
data: maticToken
.transfer('0xab66cc8fd10457ebc9d13b9760c835f0a4cbc487', new BigNumber('420000e18'))
.getABIEncodedTransactionData(),
value: new BigNumber(0),
@@ -54,4 +62,46 @@ export const proposals: Proposal[] = [
description:
'# Z-2 0x/Polygon Grant Budget for 0xEVE\n\n## Summary\n\nWe propose to transfer 10% of the new Treasury allocation from the recently announced 0x/Polygon initiative to the 0x Ecosystem Value Experiment (0xEVE). The purpose is not so much to increase the budget as it is to enable access to the MATIC that was allocated to the Treasury after 0xEVE was established and to expand the original goals to include use cases on the Polygon Network. A snapshot vote was held to gauge community sentiment with 100% in favor https://snapshot.org/#/0xgov.eth/proposal/QmdcZAAcmNgM3R6CVY586G4sSoPwm6T3CS39DCQ4gPDPB4.\n\n## Background\n\nA proposal to establish the 0x Ecosystem Value Experiment (0xEVE) was passed in early June with a budget of 400K ZRX, which was then transferred to the 0xEVE multisig to fund operations. Shortly afterwards, 0xLabs and 0xPolygon allocated 3.3M ZRX and 4.2M MATIC to the 0xDAO Treasury with the shared goal of bringing 1M new users to the Polygon Network via 0x-powered applications.<br/><br/>\nSince that time, 0xEVE has established a grant program and published a framework for projects seeking support from the 0xDAO. However, because 0xEVE has no access to these new funds, it will be extremely difficult given the current market conditions (and the commensurate devaluation of our operating budget in USD terms) for us to incorporate this new goal into the grant program in any meaningful way, particularly because we are not able to spend any of the MATIC in the Treasury.\n\n## Request for Approval\n\nIn keeping with the original structure of the budget where ~10% of the Treasury was allocated to 0xEVE to fund opportunities such as grants, we propose that 10% of the new funding (ZRX and MATIC) be allocated to 0xEVE to fund activities associated with this new initiative. A separate multisig has been set up to manage and track these expenditures.<br/><br/>\nCompensation will remain as authorized in the original budget, and the new funding will be allocated 100% to grants and other operational activities specific to Polygon. In accordance with the grant program framework, this will enable 0xEVE to fast track grants under $50k using its own budget, while larger grants will require an onchain community vote and will be awarded from Treasury funds.<br/><br/>\nAdditionally, as 0x protocol deploys to additional chains, for any future allocations from similar joint initiatives, we recommend that they be structured the same way (90/10 split between the Treasury and 0xEVE) so that 0xEVE can actively participate in evaluating, distributing, and managing grants and other associated efforts designed to accelerate adoption and ecosystem value capture on those networks.<br/><br/>\nAs stipulated in Z-1, 0xEVE is a limited-duration experiment (26 weeks) and any funds not used will be returned to the Treasury when the experiment concludes.\n\n## Action Required\n\nTransfer 330,813 ZRX and 420,000 MATIC to 0xEVE gnosis safe multisig 0xAB66CC8FD10457ebC9D13B9760C835F0a4CbC487',
},
{
actions: [
{
target: zrxToken,
data: zrx.approve(sablier.address, PROPOSAL_2_ZRX_AMOUNT).getABIEncodedTransactionData(),
value: new BigNumber(0),
},
{
target: maticToken.address,
data: maticToken.approve(sablier.address, PROPOSAL_2_MATIC_AMOUNT).getABIEncodedTransactionData(),
value: new BigNumber(0),
},
{
target: sablier.address,
data: sablier
.createStream(
PROPOSAL_2_RECIPIENT,
PROPOSAL_2_ZRX_AMOUNT,
zrxToken,
PROPOSAL_2_STREAM_START_TIME,
PROPOSAL_2_STREAM_START_TIME.plus(ONE_YEAR_IN_SECONDS),
)
.getABIEncodedTransactionData(),
value: new BigNumber(0),
},
{
target: sablier.address,
data: sablier
.createStream(
PROPOSAL_2_RECIPIENT,
PROPOSAL_2_MATIC_AMOUNT,
maticToken.address,
PROPOSAL_2_STREAM_START_TIME,
PROPOSAL_2_STREAM_START_TIME.plus(ONE_YEAR_IN_SECONDS),
)
.getABIEncodedTransactionData(),
value: new BigNumber(0),
},
],
description:
'# Z-3 Trader.xyz Grant\n\n## Summary\n\nThis proposal seeks authorization of a $950k grant from the treasury to trader.xyz. The community has discussed the merits of the proposal in the governance forum and signaled strong support for moving forward in a snapshot poll:\n\n1. https://gov.0x.org/t/grant-proposal-trader-xyz/1005/\n2. https://snapshot.org/#/0xgov.eth/proposal/Qmcf2C3KmQ1W1XBGownLWsA8yX9hpzY6peLUGKNJnPzN9y\n\n## Grant Details\n\n### What category best describes your grant request?\n\n1. 0x orderbook\n2. 0x protocol feature development\n\n### Grant amount requested\n\n**Amount**: $950k split 50/50 between $ZRX and $MATIC (note: an upfront payment of $50k in $ZRX and $MATIC is being made from the 0xEVE grant budget)\n\n**Price reference**:\n1. [https://www.tradingview.com/symbols/ZRXUSD/technicals/](https://www.tradingview.com/symbols/ZRXUSD/technicals/) ($ZRX 30-day EMA as of 10/4/2021 = 0.97859)\n2. [https://www.tradingview.com/symbols/MATICUSD/technicals/](https://www.tradingview.com/symbols/MATICUSD/technicals/) ($MATIC 30-day EMA as of 10/4/2021 = 1.2564959)\n\n**Payment details**: $950k streamed from Sablier over 365 days (485,393 ZRX + 378,036 MATIC)\n\n**Receiving address**: 0x976378445D31D81b15576811450A7b9797206807 (Gnosis Safe)\n\n### Team background\n\nCore team is comprised of two former 0x core team members (Patryk Adas - former Matcha lead designer, and John Johnson - former Matcha lead engineer)\n\n### Project background\n\nTrader.xyz is a dapp that provides a user-focused trading experience with the goal of becoming the flagship, 0x-powered application for discovering and trading NFTs\n\n### Description of work to be funded\n\nSee detailed explanation at https://gov.0x.org/t/grant-proposal-trader-xyz/1005\n\n### Budget breakdown\n\nSee detailed explanation at https://gov.0x.org/t/grant-proposal-trader-xyz/1005\n\n### Benefit to 0x ecosystem\n\n1. Become the gold standard for exchanging NFTs with 0x protocol\n2. Enable 0xDAO to build organic development capabilities\n3. Improve protocol documentation and developer resources\n4. Add OSS API protocol features\n\n### Risk/Reward factors\n\nRisks include competition, mindshare, flywheel of liquidity, etc. We believe our product and team have the potential to mitigate these risks and bring to market several features and capabilities that will be market-leading.\n\n### Additional info\n\nOur team has a track record of delivering high quality projects, and in order for us to continue our work, we need capital and support. We prefer not to go the venture capital route and instead work directly with the 0xDAO for the best synergies and to align value with 0x. We proved out an initial brand, design, and engineering concept via OTC orders, and it is already the highest quality OTC swap on the market. We would like to work with 0xDAO directly to make sure 0x has a foothold in the NFT market as it continues to evolve and develop. We want to do what Matcha did for DEX ERC20 trading.\n\n## Action Required\n\nStream 485,393 ZRX and 378,036 MATIC to Gnosis Safe 0x976378445D31D81b15576811450A7b9797206807 over 365 days',
},
];

View File

@@ -4,4 +4,5 @@
* -----------------------------------------------------------------------------
*/
export * from '../generated-wrappers/default_pool_operator';
export * from '../generated-wrappers/i_sablier';
export * from '../generated-wrappers/zrx_treasury';

View File

@@ -6,10 +6,12 @@
import { ContractArtifact } from 'ethereum-types';
import * as DefaultPoolOperator from '../test/generated-artifacts/DefaultPoolOperator.json';
import * as ISablier from '../test/generated-artifacts/ISablier.json';
import * as IStaking from '../test/generated-artifacts/IStaking.json';
import * as IZrxTreasury from '../test/generated-artifacts/IZrxTreasury.json';
import * as ZrxTreasury from '../test/generated-artifacts/ZrxTreasury.json';
export const artifacts = {
ISablier: ISablier as ContractArtifact,
DefaultPoolOperator: DefaultPoolOperator as ContractArtifact,
IStaking: IStaking as ContractArtifact,
IZrxTreasury: IZrxTreasury as ContractArtifact,

View File

@@ -7,7 +7,7 @@ import * as _ from 'lodash';
import { proposals } from '../src/proposals';
import { artifacts } from './artifacts';
import { ZrxTreasuryContract, ZrxTreasuryEvents } from './wrappers';
import { ISablierEvents, ZrxTreasuryContract, ZrxTreasuryEvents } from './wrappers';
const SUBGRAPH_URL = 'https://api.thegraph.com/subgraphs/name/mzhu25/zeroex-staking';
const STAKING_PROXY_ADDRESS = '0xa26e80e7dea86279c6d778d702cc413e6cffa777';
@@ -15,9 +15,11 @@ const TREASURY_ADDRESS = '0x0bb1810061c2f5b2088054ee184e6c79e1591101';
const PROPOSER = process.env.PROPOSER || constants.NULL_ADDRESS;
const VOTER = '0xba4f44e774158408e2dc6c5cb65bc995f0a89180';
const VOTER_OPERATED_POOLS = ['0x0000000000000000000000000000000000000000000000000000000000000017'];
const VOTER_2 = '0x9a4eb1101c0c053505bd71d2ffa27ed902dead85';
const VOTER_2_OPERATED_POOLS = ['0x0000000000000000000000000000000000000000000000000000000000000029'];
blockchainTests.configure({
fork: {
unlockedAccounts: [PROPOSER, VOTER],
unlockedAccounts: [PROPOSER, VOTER, VOTER_2],
},
});
@@ -219,4 +221,80 @@ blockchainTests.fork.skip('Treasury proposal mainnet fork tests', env => {
);
});
});
describe('Proposal 2', () => {
it('works', async () => {
const proposal = proposals[2];
let executionEpoch: BigNumber;
if (proposal.executionEpoch) {
executionEpoch = proposal.executionEpoch;
} else {
const currentEpoch = await staking.currentEpoch().callAsync();
executionEpoch = currentEpoch.plus(2);
}
const pools = await querySubgraphAsync(PROPOSER);
const proposeTx = treasury.propose(proposal.actions, executionEpoch, proposal.description, pools);
const calldata = proposeTx.getABIEncodedTransactionData();
logUtils.log('ZrxTreasury.propose calldata:');
logUtils.log(calldata);
const proposalId = await proposeTx.callAsync({ from: PROPOSER });
const receipt = await proposeTx.awaitTransactionSuccessAsync({ from: PROPOSER });
verifyEventsFromLogs(
receipt.logs,
[
{
...proposal,
proposalId,
executionEpoch,
proposer: PROPOSER,
operatedPoolIds: pools,
},
],
ZrxTreasuryEvents.ProposalCreated,
);
await fastForwardToNextEpochAsync();
await fastForwardToNextEpochAsync();
await treasury
.castVote(proposalId, true, VOTER_OPERATED_POOLS)
.awaitTransactionSuccessAsync({ from: VOTER });
await treasury
.castVote(proposalId, true, VOTER_2_OPERATED_POOLS)
.awaitTransactionSuccessAsync({ from: VOTER_2 });
await env.web3Wrapper.increaseTimeAsync(votingPeriod.plus(1).toNumber());
await env.web3Wrapper.mineBlockAsync();
const executeTx = await treasury.execute(proposalId, proposal.actions).awaitTransactionSuccessAsync();
verifyEventsFromLogs(
executeTx.logs,
[
{
proposalId,
},
],
ZrxTreasuryEvents.ProposalExecuted,
);
verifyEventsFromLogs(
executeTx.logs,
[
{
recipient: '0x976378445D31D81b15576811450A7b9797206807',
deposit: new BigNumber('485392999999999970448000'),
tokenAddress: '0xe41d2489571d322189246dafa5ebde1f4699f498',
startTime: new BigNumber(1635188400),
stopTime: new BigNumber(1666724400),
},
{
recipient: '0x976378445D31D81b15576811450A7b9797206807',
deposit: new BigNumber('378035999999999992944000'),
tokenAddress: '0x7d1afa7b718fb893db30a3abc0cfc608aacfebb0',
startTime: new BigNumber(1635188400),
stopTime: new BigNumber(1666724400),
},
],
ISablierEvents.CreateStream,
);
});
});
});

View File

@@ -17,8 +17,9 @@ import {
randomAddress,
verifyEventsFromLogs,
} from '@0x/contracts-test-utils';
import { BigNumber } from '@0x/utils';
import * as _ from 'lodash';
import { TreasuryVote } from '@0x/protocol-utils';
import { BigNumber, hexUtils } from '@0x/utils';
import * as ethUtil from 'ethereumjs-util';
import { artifacts } from './artifacts';
import { DefaultPoolOperatorContract, ZrxTreasuryContract, ZrxTreasuryEvents } from './wrappers';
@@ -55,6 +56,8 @@ blockchainTests.resets('Treasury governance', env => {
let nonDefaultPoolId: string;
let poolOperator: string;
let delegator: string;
let relayer: string;
let delegatorPrivateKey: string;
let actions: ProposedAction[];
async function deployStakingAsync(): Promise<void> {
@@ -105,7 +108,10 @@ blockchainTests.resets('Treasury governance', env => {
}
before(async () => {
[admin, poolOperator, delegator] = await env.getAccountAddressesAsync();
const accounts = await env.getAccountAddressesAsync();
[admin, poolOperator, delegator, relayer] = accounts;
delegatorPrivateKey = hexUtils.toHex(constants.TESTRPC_PRIVATE_KEYS[accounts.indexOf(delegator)]);
zrx = await DummyERC20TokenContract.deployFrom0xArtifactAsync(
erc20Artifacts.DummyERC20Token,
env.provider,
@@ -399,7 +405,7 @@ blockchainTests.resets('Treasury governance', env => {
expect(await treasury.proposalCount().callAsync()).to.bignumber.equal(1);
});
});
describe('castVote()', () => {
describe('castVote() and castVoteBySignature()', () => {
const VOTE_PROPOSAL_ID = new BigNumber(0);
const DELEGATOR_VOTING_POWER = new BigNumber(420);
@@ -418,17 +424,18 @@ blockchainTests.resets('Treasury governance', env => {
.propose(actions, currentEpoch.plus(2), PROPOSAL_DESCRIPTION, [])
.awaitTransactionSuccessAsync({ from: delegator });
});
// castVote()
it('Cannot vote on invalid proposalId', async () => {
await fastForwardToNextEpochAsync();
await fastForwardToNextEpochAsync();
const tx = treasury
.castVote(INVALID_PROPOSAL_ID, true, [])
.awaitTransactionSuccessAsync({ from: delegator });
return expect(tx).to.revertWith('castVote/INVALID_PROPOSAL_ID');
return expect(tx).to.revertWith('_castVote/INVALID_PROPOSAL_ID');
});
it('Cannot vote before voting period starts', async () => {
const tx = treasury.castVote(VOTE_PROPOSAL_ID, true, []).awaitTransactionSuccessAsync({ from: delegator });
return expect(tx).to.revertWith('castVote/VOTING_IS_CLOSED');
return expect(tx).to.revertWith('_castVote/VOTING_IS_CLOSED');
});
it('Cannot vote after voting period ends', async () => {
await fastForwardToNextEpochAsync();
@@ -436,14 +443,14 @@ blockchainTests.resets('Treasury governance', env => {
await env.web3Wrapper.increaseTimeAsync(TREASURY_PARAMS.votingPeriod.plus(1).toNumber());
await env.web3Wrapper.mineBlockAsync();
const tx = treasury.castVote(VOTE_PROPOSAL_ID, true, []).awaitTransactionSuccessAsync({ from: delegator });
return expect(tx).to.revertWith('castVote/VOTING_IS_CLOSED');
return expect(tx).to.revertWith('_castVote/VOTING_IS_CLOSED');
});
it('Cannot vote twice on same proposal', async () => {
await fastForwardToNextEpochAsync();
await fastForwardToNextEpochAsync();
await treasury.castVote(VOTE_PROPOSAL_ID, true, []).awaitTransactionSuccessAsync({ from: delegator });
const tx = treasury.castVote(VOTE_PROPOSAL_ID, false, []).awaitTransactionSuccessAsync({ from: delegator });
return expect(tx).to.revertWith('castVote/ALREADY_VOTED');
return expect(tx).to.revertWith('_castVote/ALREADY_VOTED');
});
it('Can cast a valid vote', async () => {
await fastForwardToNextEpochAsync();
@@ -465,6 +472,109 @@ blockchainTests.resets('Treasury governance', env => {
ZrxTreasuryEvents.VoteCast,
);
});
// castVoteBySignature()
it('Cannot vote by signature on invalid proposalId', async () => {
await fastForwardToNextEpochAsync();
await fastForwardToNextEpochAsync();
const vote = new TreasuryVote({
proposalId: INVALID_PROPOSAL_ID,
verifyingContract: admin,
});
const signature = vote.getSignatureWithKey(delegatorPrivateKey);
const tx = treasury
.castVoteBySignature(INVALID_PROPOSAL_ID, true, [], signature.v, signature.r, signature.s)
.awaitTransactionSuccessAsync({ from: relayer });
return expect(tx).to.revertWith('_castVote/INVALID_PROPOSAL_ID');
});
it('Cannot vote by signature before voting period starts', async () => {
const vote = new TreasuryVote({
proposalId: VOTE_PROPOSAL_ID,
verifyingContract: admin,
});
const signature = vote.getSignatureWithKey(delegatorPrivateKey);
const tx = treasury
.castVoteBySignature(VOTE_PROPOSAL_ID, true, [], signature.v, signature.r, signature.s)
.awaitTransactionSuccessAsync({ from: relayer });
return expect(tx).to.revertWith('_castVote/VOTING_IS_CLOSED');
});
it('Cannot vote by signature after voting period ends', async () => {
await fastForwardToNextEpochAsync();
await fastForwardToNextEpochAsync();
await env.web3Wrapper.increaseTimeAsync(TREASURY_PARAMS.votingPeriod.plus(1).toNumber());
await env.web3Wrapper.mineBlockAsync();
const vote = new TreasuryVote({
proposalId: VOTE_PROPOSAL_ID,
verifyingContract: admin,
});
const signature = vote.getSignatureWithKey(delegatorPrivateKey);
const tx = treasury
.castVoteBySignature(VOTE_PROPOSAL_ID, true, [], signature.v, signature.r, signature.s)
.awaitTransactionSuccessAsync({ from: relayer });
return expect(tx).to.revertWith('_castVote/VOTING_IS_CLOSED');
});
it('Can recover the address from signature correctly', async () => {
const vote = new TreasuryVote({
proposalId: VOTE_PROPOSAL_ID,
verifyingContract: admin,
});
const signature = vote.getSignatureWithKey(delegatorPrivateKey);
const publicKey = ethUtil.ecrecover(
ethUtil.toBuffer(vote.getEIP712Hash()),
signature.v,
ethUtil.toBuffer(signature.r),
ethUtil.toBuffer(signature.s),
);
const address = ethUtil.publicToAddress(publicKey);
expect(ethUtil.bufferToHex(address)).to.be.equal(delegator);
});
it('Can cast a valid vote by signature', async () => {
await fastForwardToNextEpochAsync();
await fastForwardToNextEpochAsync();
const vote = new TreasuryVote({
proposalId: VOTE_PROPOSAL_ID,
verifyingContract: treasury.address,
chainId: 1337,
support: false,
});
const signature = vote.getSignatureWithKey(delegatorPrivateKey);
const tx = await treasury
.castVoteBySignature(VOTE_PROPOSAL_ID, false, [], signature.v, signature.r, signature.s)
.awaitTransactionSuccessAsync({ from: relayer });
verifyEventsFromLogs(
tx.logs,
[
{
voter: delegator,
operatedPoolIds: [],
proposalId: VOTE_PROPOSAL_ID,
support: vote.support,
votingPower: DELEGATOR_VOTING_POWER,
},
],
ZrxTreasuryEvents.VoteCast,
);
});
it('Cannot vote by signature twice on same proposal', async () => {
await fastForwardToNextEpochAsync();
await fastForwardToNextEpochAsync();
await treasury.castVote(VOTE_PROPOSAL_ID, true, []).awaitTransactionSuccessAsync({ from: delegator });
const secondVote = new TreasuryVote({
proposalId: VOTE_PROPOSAL_ID,
verifyingContract: treasury.address,
chainId: 1337,
support: false,
});
const signature = secondVote.getSignatureWithKey(delegatorPrivateKey);
const secondVoteTx = treasury
.castVoteBySignature(VOTE_PROPOSAL_ID, false, [], signature.v, signature.r, signature.s)
.awaitTransactionSuccessAsync({ from: relayer });
return expect(secondVoteTx).to.revertWith('_castVote/ALREADY_VOTED');
});
});
describe('execute()', () => {
let passedProposalId: BigNumber;
@@ -473,7 +583,7 @@ blockchainTests.resets('Treasury governance', env => {
let ongoingVoteProposalId: BigNumber;
before(async () => {
// OPerator has enough ZRX to create and pass a proposal
// Operator has enough ZRX to create and pass a proposal
await staking.stake(TREASURY_PARAMS.quorumThreshold).awaitTransactionSuccessAsync({ from: poolOperator });
await staking
.moveStake(
@@ -549,7 +659,7 @@ blockchainTests.resets('Treasury governance', env => {
});
it('Cannot execute before or after the execution epoch', async () => {
const tooEarly = treasury.execute(passedProposalId, actions).awaitTransactionSuccessAsync();
expect(tooEarly).to.revertWith('_assertProposalExecutable/CANNOT_EXECUTE_THIS_EPOCH');
await expect(tooEarly).to.revertWith('_assertProposalExecutable/CANNOT_EXECUTE_THIS_EPOCH');
await fastForwardToNextEpochAsync();
// Proposal 0 is executable here
await fastForwardToNextEpochAsync();

View File

@@ -4,6 +4,7 @@
* -----------------------------------------------------------------------------
*/
export * from '../test/generated-wrappers/default_pool_operator';
export * from '../test/generated-wrappers/i_sablier';
export * from '../test/generated-wrappers/i_staking';
export * from '../test/generated-wrappers/i_zrx_treasury';
export * from '../test/generated-wrappers/zrx_treasury';

View File

@@ -4,8 +4,10 @@
"include": ["./src/**/*", "./test/**/*", "./generated-wrappers/**/*"],
"files": [
"generated-artifacts/DefaultPoolOperator.json",
"generated-artifacts/ISablier.json",
"generated-artifacts/ZrxTreasury.json",
"test/generated-artifacts/DefaultPoolOperator.json",
"test/generated-artifacts/ISablier.json",
"test/generated-artifacts/IStaking.json",
"test/generated-artifacts/IZrxTreasury.json",
"test/generated-artifacts/ZrxTreasury.json"

View File

@@ -1,4 +1,59 @@
[
{
"timestamp": 1637102971,
"version": "4.8.4",
"changes": [
{
"note": "Dependencies updated"
}
]
},
{
"timestamp": 1635903615,
"version": "4.8.3",
"changes": [
{
"note": "Dependencies updated"
}
]
},
{
"timestamp": 1634668033,
"version": "4.8.2",
"changes": [
{
"note": "Dependencies updated"
}
]
},
{
"timestamp": 1631710679,
"version": "4.8.1",
"changes": [
{
"note": "Dependencies updated"
}
]
},
{
"version": "4.8.0",
"changes": [
{
"note": "Added FundRecoveryFeature to the 0x EP",
"pr": 306
}
],
"timestamp": 1631120757
},
{
"timestamp": 1630459879,
"version": "4.7.18",
"changes": [
{
"note": "Dependencies updated"
}
]
},
{
"timestamp": 1629353596,
"version": "4.7.17",

View File

@@ -5,6 +5,30 @@ Edit the package's CHANGELOG.json file only.
CHANGELOG
## v4.8.4 - _November 16, 2021_
* Dependencies updated
## v4.8.3 - _November 3, 2021_
* Dependencies updated
## v4.8.2 - _October 19, 2021_
* Dependencies updated
## v4.8.1 - _September 15, 2021_
* Dependencies updated
## v4.8.0 - _September 8, 2021_
* Added FundRecoveryFeature to the 0x EP (#306)
## v4.7.18 - _September 1, 2021_
* Dependencies updated
## v4.7.17 - _August 19, 2021_
* Dependencies updated

View File

@@ -1,6 +1,6 @@
{
"name": "@0x/contracts-utils",
"version": "4.7.17",
"version": "4.8.4",
"engines": {
"node": ">=6.12"
},
@@ -50,15 +50,15 @@
},
"homepage": "https://github.com/0xProject/protocol/tree/main/contracts/utils",
"devDependencies": {
"@0x/abi-gen": "^5.6.0",
"@0x/contracts-gen": "^2.0.38",
"@0x/contracts-test-utils": "^5.4.9",
"@0x/dev-utils": "^4.2.7",
"@0x/abi-gen": "^5.6.2",
"@0x/contracts-gen": "^2.0.40",
"@0x/contracts-test-utils": "^5.4.14",
"@0x/dev-utils": "^4.2.9",
"@0x/order-utils": "^10.4.28",
"@0x/sol-compiler": "^4.7.3",
"@0x/sol-compiler": "^4.7.5",
"@0x/tslint-config": "^4.1.4",
"@0x/types": "^3.3.3",
"@0x/web3-wrapper": "^7.5.3",
"@0x/types": "^3.3.4",
"@0x/web3-wrapper": "^7.6.0",
"@types/bn.js": "^4.11.0",
"@types/lodash": "4.14.104",
"@types/mocha": "^5.2.7",
@@ -79,11 +79,11 @@
"typescript": "4.2.2"
},
"dependencies": {
"@0x/base-contract": "^6.4.0",
"@0x/typescript-typings": "^5.2.0",
"@0x/utils": "^6.4.3",
"@0x/base-contract": "^6.4.2",
"@0x/typescript-typings": "^5.2.1",
"@0x/utils": "^6.4.4",
"bn.js": "^4.11.8",
"ethereum-types": "^3.5.0"
"ethereum-types": "^3.6.0"
},
"publishConfig": {
"access": "public"

View File

@@ -1,4 +1,92 @@
[
{
"timestamp": 1637102971,
"version": "0.29.5",
"changes": [
{
"note": "Dependencies updated"
}
]
},
{
"version": "0.29.4",
"changes": [
{
"note": "Prevent EP ETH balance from reducing when executin mtxs",
"pr": 365
}
],
"timestamp": 1637065617
},
{
"version": "0.29.3",
"changes": [
{
"note": "Register transformERC20() and remove transformERC20Staging()",
"pr": 355
},
{
"note": "Add OtcOrders to FullMigration",
"pr": 350
}
],
"timestamp": 1635903615
},
{
"timestamp": 1634668033,
"version": "0.29.2",
"changes": [
{
"note": "Dependencies updated"
}
]
},
{
"timestamp": 1633374058,
"version": "0.29.1",
"changes": [
{
"note": "Dependencies updated"
}
]
},
{
"version": "0.29.0",
"changes": [
{
"note": "Export TransformERC20FeatureContract",
"pr": 282
}
],
"timestamp": 1632957537
},
{
"timestamp": 1631710679,
"version": "0.28.5",
"changes": [
{
"note": "Dependencies updated"
}
]
},
{
"timestamp": 1631120757,
"version": "0.28.4",
"changes": [
{
"note": "Dependencies updated"
}
]
},
{
"timestamp": 1630459879,
"version": "0.28.3",
"changes": [
{
"note": "Dependencies updated"
}
]
},
{
"version": "0.28.2",
"changes": [

View File

@@ -5,6 +5,43 @@ Edit the package's CHANGELOG.json file only.
CHANGELOG
## v0.29.5 - _November 16, 2021_
* Dependencies updated
## v0.29.4 - _November 16, 2021_
* Prevent EP ETH balance from reducing when executin mtxs (#365)
## v0.29.3 - _November 3, 2021_
* Register transformERC20() and remove transformERC20Staging() (#355)
* Add OtcOrders to FullMigration (#350)
## v0.29.2 - _October 19, 2021_
* Dependencies updated
## v0.29.1 - _October 4, 2021_
* Dependencies updated
## v0.29.0 - _September 29, 2021_
* Export TransformERC20FeatureContract (#282)
## v0.28.5 - _September 15, 2021_
* Dependencies updated
## v0.28.4 - _September 8, 2021_
* Dependencies updated
## v0.28.3 - _September 1, 2021_
* Dependencies updated
## v0.28.2 - _August 19, 2021_
* Add ethers as an explicit dependency (#310)

View File

@@ -33,6 +33,7 @@ import "./features/interfaces/INativeOrdersFeature.sol";
import "./features/interfaces/IBatchFillNativeOrdersFeature.sol";
import "./features/interfaces/IMultiplexFeature.sol";
import "./features/interfaces/IOtcOrdersFeature.sol";
import "./features/interfaces/IFundRecoveryFeature.sol";
/// @dev Interface for a fully featured Exchange Proxy.
@@ -48,7 +49,8 @@ interface IZeroEx is
INativeOrdersFeature,
IBatchFillNativeOrdersFeature,
IMultiplexFeature,
IOtcOrdersFeature
IOtcOrdersFeature,
IFundRecoveryFeature
{
// solhint-disable state-visibility

View File

@@ -0,0 +1,66 @@
// 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 ^0.6.5;
pragma experimental ABIEncoderV2;
import "@0x/contracts-erc20/contracts/src/v06/IERC20TokenV06.sol";
import "../migrations/LibMigrate.sol";
import "../fixins/FixinCommon.sol";
import "./interfaces/IFeature.sol";
import "./interfaces/IFundRecoveryFeature.sol";
import "../transformers/LibERC20Transformer.sol";
contract FundRecoveryFeature is
IFeature,
IFundRecoveryFeature,
FixinCommon
{
/// @dev Name of this feature.
string public constant override FEATURE_NAME = "FundRecoveryFeature";
/// @dev Version of this feature.
uint256 public immutable override FEATURE_VERSION = _encodeVersion(1, 0, 0);
/// @dev Initialize and register this feature.
/// Should be delegatecalled by `Migrate.migrate()`.
/// @return success `LibMigrate.SUCCESS` on success.
function migrate()
external
returns (bytes4 success)
{
_registerFeatureFunction(this.transferTrappedTokensTo.selector);
return LibMigrate.MIGRATE_SUCCESS;
}
/// @dev Recovers ERC20 tokens or ETH from the 0x Exchange Proxy contract
/// @param erc20 ERC20 Token Address. (You can also pass in `0xeeeee...` to indicate ETH)
/// @param amountOut Amount of tokens to withdraw.
/// @param recipientWallet Recipient wallet address.
function transferTrappedTokensTo(
IERC20TokenV06 erc20,
uint256 amountOut,
address payable recipientWallet
)
external
override
onlyOwner
{
if(amountOut == uint256(-1)) {
amountOut = LibERC20Transformer.getTokenBalanceOf(erc20, address(this));
}
LibERC20Transformer.transformerTransfer(erc20, recipientWallet, amountOut);
}
}

View File

@@ -78,7 +78,7 @@ contract MetaTransactionsFeature is
/// @dev Name of this feature.
string public constant override FEATURE_NAME = "MetaTransactions";
/// @dev Version of this feature.
uint256 public immutable override FEATURE_VERSION = _encodeVersion(1, 2, 0);
uint256 public immutable override FEATURE_VERSION = _encodeVersion(1, 2, 1);
/// @dev EIP712 typehash of the `MetaTransactionData` struct.
bytes32 public immutable MTX_EIP712_TYPEHASH = keccak256(
"MetaTransactionData("
@@ -105,6 +105,17 @@ contract MetaTransactionsFeature is
}
}
/// @dev Ensures that the ETH balance of `this` does not go below the
/// initial ETH balance before the call (excluding ETH attached to the call).
modifier doesNotReduceEthBalance() {
uint256 initialBalance = address(this).balance - msg.value;
_;
require(
initialBalance <= address(this).balance,
"MetaTransactionsFeature/ETH_LEAK"
);
}
constructor(address zeroExAddress)
public
FixinCommon()
@@ -140,6 +151,7 @@ contract MetaTransactionsFeature is
payable
override
nonReentrant(REENTRANCY_MTX)
doesNotReduceEthBalance
refundsAttachedEth
returns (bytes memory returnResult)
{
@@ -164,6 +176,7 @@ contract MetaTransactionsFeature is
payable
override
nonReentrant(REENTRANCY_MTX)
doesNotReduceEthBalance
refundsAttachedEth
returns (bytes[] memory returnResults)
{

View File

@@ -75,7 +75,7 @@ contract TransformERC20Feature is
_registerFeatureFunction(this.setTransformerDeployer.selector);
_registerFeatureFunction(this.setQuoteSigner.selector);
_registerFeatureFunction(this.getQuoteSigner.selector);
_registerFeatureFunction(this.transformERC20Staging.selector);
_registerFeatureFunction(this.transformERC20.selector);
_registerFeatureFunction(this._transformERC20.selector);
if (this.getTransformWallet() == IFlashWallet(address(0))) {
// Create the transform wallet if it doesn't exist.
@@ -145,44 +145,6 @@ contract TransformERC20Feature is
LibTransformERC20Storage.getStorage().wallet = wallet;
}
/// @dev Wrapper for `transformERC20`. This selector will be temporarily
/// registered to the Exchange Proxy so that we can migrate 0x API
/// with no downtime. Once 0x API has been updated to point to this
/// function, we can safely re-register `transformERC20`, point
/// 0x API back to `transformERC20`, and deregister this function.
/// @param inputToken The token being provided by the sender.
/// If `0xeee...`, ETH is implied and should be provided with the call.`
/// @param outputToken The token to be acquired by the sender.
/// `0xeee...` implies ETH.
/// @param inputTokenAmount The amount of `inputToken` to take from the sender.
/// If set to `uint256(-1)`, the entire spendable balance of the taker
/// will be solt.
/// @param minOutputTokenAmount The minimum amount of `outputToken` the sender
/// must receive for the entire transformation to succeed. If set to zero,
/// the minimum output token transfer will not be asserted.
/// @param transformations The transformations to execute on the token balance(s)
/// in sequence.
/// @return outputTokenAmount The amount of `outputToken` received by the sender.
function transformERC20Staging(
IERC20TokenV06 inputToken,
IERC20TokenV06 outputToken,
uint256 inputTokenAmount,
uint256 minOutputTokenAmount,
Transformation[] memory transformations
)
public
payable
returns (uint256 outputTokenAmount)
{
return transformERC20(
inputToken,
outputToken,
inputTokenAmount,
minOutputTokenAmount,
transformations
);
}
/// @dev Executes a series of transformations to convert an ERC20 `inputToken`
/// to an ERC20 `outputToken`.
/// @param inputToken The token being provided by the sender.
@@ -283,8 +245,8 @@ contract TransformERC20Feature is
}
// Transfer output tokens from wallet to recipient
outputTokenAmount = _executeOutputTokenTransfer(
args.outputToken,
state.wallet,
args.outputToken,
state.wallet,
args.recipient
);
}

View File

@@ -0,0 +1,35 @@
// 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/IERC20TokenV06.sol";
/// @dev Exchange Proxy Recovery Functions
interface IFundRecoveryFeature {
/// @dev calledFrom FundRecoveryFeature.transferTrappedTokensTo() This will be delegatecalled
/// in the context of the Exchange Proxy instance being used.
/// @param erc20 ERC20 Token Address.
/// @param amountOut Amount of tokens to withdraw.
/// @param recipientWallet Recipient wallet address.
function transferTrappedTokensTo(
IERC20TokenV06 erc20,
uint256 amountOut,
address payable recipientWallet
)
external;
}

View File

@@ -25,6 +25,7 @@ import "../features/interfaces/IOwnableFeature.sol";
import "../features/TransformERC20Feature.sol";
import "../features/MetaTransactionsFeature.sol";
import "../features/NativeOrdersFeature.sol";
import "../features/OtcOrdersFeature.sol";
import "./InitialMigration.sol";
@@ -40,6 +41,7 @@ contract FullMigration {
TransformERC20Feature transformERC20;
MetaTransactionsFeature metaTransactions;
NativeOrdersFeature nativeOrders;
OtcOrdersFeature otcOrders;
}
/// @dev Parameters needed to initialize features.
@@ -173,5 +175,16 @@ contract FullMigration {
address(this)
);
}
// OtcOrdersFeature
{
// Register the feature.
ownable.migrate(
address(features.otcOrders),
abi.encodeWithSelector(
OtcOrdersFeature.migrate.selector
),
address(this)
);
}
}
}

View File

@@ -25,7 +25,6 @@ import "./BridgeProtocols.sol";
import "./mixins/MixinBalancer.sol";
import "./mixins/MixinBalancerV2.sol";
import "./mixins/MixinBancor.sol";
import "./mixins/MixinClipper.sol";
import "./mixins/MixinCoFiX.sol";
import "./mixins/MixinCurve.sol";
import "./mixins/MixinCurveV2.sol";
@@ -51,7 +50,6 @@ contract BridgeAdapter is
MixinBalancer,
MixinBalancerV2,
MixinBancor,
MixinClipper,
MixinCoFiX,
MixinCurve,
MixinCurveV2,
@@ -77,7 +75,6 @@ contract BridgeAdapter is
MixinBalancer()
MixinBalancerV2()
MixinBancor(weth)
MixinClipper(weth)
MixinCoFiX()
MixinCurve(weth)
MixinCurveV2()
@@ -248,13 +245,6 @@ contract BridgeAdapter is
sellAmount,
order.bridgeData
);
} else if (protocolId == BridgeProtocols.CLIPPER) {
boughtAmount = _tradeClipper(
sellToken,
buyToken,
sellAmount,
order.bridgeData
);
} else {
boughtAmount = _tradeZeroExBridge(
sellToken,

View File

@@ -49,5 +49,5 @@ library BridgeProtocols {
uint128 internal constant KYBERDMM = 19;
uint128 internal constant CURVEV2 = 20;
uint128 internal constant LIDO = 21;
uint128 internal constant CLIPPER = 22;
uint128 internal constant CLIPPER = 22; // Not used: Clipper is now using PLP interface
}

View File

@@ -1,148 +0,0 @@
// 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 ^0.6.5;
pragma experimental ABIEncoderV2;
import "@0x/contracts-erc20/contracts/src/v06/LibERC20TokenV06.sol";
import "@0x/contracts-erc20/contracts/src/v06/IERC20TokenV06.sol";
import "@0x/contracts-erc20/contracts/src/v06/IEtherTokenV06.sol";
import "../IBridgeAdapter.sol";
import "../../../vendor/ILiquidityProvider.sol";
contract MixinClipper {
using LibERC20TokenV06 for IERC20TokenV06;
/// @dev Mainnet address of the WETH contract.
IEtherTokenV06 private immutable WETH;
constructor(IEtherTokenV06 weth)
public
{
WETH = weth;
}
function _tradeClipper(
IERC20TokenV06 sellToken,
IERC20TokenV06 buyToken,
uint256 sellAmount,
bytes memory bridgeData
)
internal
returns (uint256 boughtAmount)
{
// We can only use ETH with Clipper, no WETH available
(ILiquidityProvider clipper, bytes memory auxiliaryData) =
abi.decode(bridgeData, (ILiquidityProvider, bytes));
if (sellToken == WETH) {
boughtAmount = _executeSellEthForToken(
clipper,
buyToken,
sellAmount,
auxiliaryData
);
} else if (buyToken == WETH) {
boughtAmount = _executeSellTokenForEth(
clipper,
sellToken,
sellAmount,
auxiliaryData
);
} else {
boughtAmount = _executeSellTokenForToken(
clipper,
sellToken,
buyToken,
sellAmount,
auxiliaryData
);
}
return boughtAmount;
}
function _executeSellEthForToken(
ILiquidityProvider clipper,
IERC20TokenV06 buyToken,
uint256 sellAmount,
bytes memory auxiliaryData
)
private
returns (uint256 boughtAmount)
{
// Clipper requires ETH and doesn't support WETH
WETH.withdraw(sellAmount);
boughtAmount = clipper.sellEthForToken{ value: sellAmount }(
buyToken,
address(this),
1,
auxiliaryData
);
}
function _executeSellTokenForEth(
ILiquidityProvider clipper,
IERC20TokenV06 sellToken,
uint256 sellAmount,
bytes memory auxiliaryData
)
private
returns (uint256 boughtAmount)
{
// Optimization: We can transfer the tokens into clipper rather than
// have an allowance updated
sellToken.compatTransfer(address(clipper), sellAmount);
boughtAmount = clipper.sellTokenForEth(
sellToken,
payable(address(this)),
1,
auxiliaryData
);
// we want WETH for possible future trades
WETH.deposit{ value: boughtAmount }();
}
function _executeSellTokenForToken(
ILiquidityProvider clipper,
IERC20TokenV06 sellToken,
IERC20TokenV06 buyToken,
uint256 sellAmount,
bytes memory auxiliaryData
)
private
returns (uint256 boughtAmount)
{
// Optimization: We can transfer the tokens into clipper rather than
// have an allowance updated
sellToken.compatTransfer(address(clipper), sellAmount);
boughtAmount = clipper.sellTokenForToken(
sellToken,
buyToken,
address(this),
1,
auxiliaryData
);
}
}

View File

@@ -46,6 +46,10 @@ contract TestMetaTransactionsTransformERC20Feature is
payable
returns (uint256 outputTokenAmount)
{
if (msg.value == 555) {
tx.origin.transfer(1);
}
if (msg.value == 666) {
revert('FAIL');
}

View File

@@ -1,6 +1,6 @@
{
"name": "@0x/contracts-zero-ex",
"version": "0.28.2",
"version": "0.29.5",
"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|FeeCollector|FeeCollectorController|FillQuoteTransformer|FixinCommon|FixinEIP712|FixinProtocolFees|FixinReentrancyGuard|FixinTokenSpender|FlashWallet|FullMigration|IBatchFillNativeOrdersFeature|IBootstrapFeature|IBridgeAdapter|IERC20Bridge|IERC20Transformer|IFeature|IFlashWallet|ILiquidityProvider|ILiquidityProviderFeature|ILiquidityProviderSandbox|IMetaTransactionsFeature|IMooniswapPool|IMultiplexFeature|INativeOrdersEvents|INativeOrdersFeature|IOtcOrdersFeature|IOwnableFeature|IPancakeSwapFeature|ISimpleFunctionRegistryFeature|IStaking|ITestSimpleFunctionRegistryFeature|ITokenSpenderFeature|ITransformERC20Feature|IUniswapFeature|IUniswapV2Pair|IUniswapV3Feature|IUniswapV3Pool|IZeroEx|InitialMigration|LibBootstrap|LibCommonRichErrors|LibERC20Transformer|LibFeeCollector|LibLiquidityProviderRichErrors|LibMetaTransactionsRichErrors|LibMetaTransactionsStorage|LibMigrate|LibNativeOrder|LibNativeOrdersRichErrors|LibNativeOrdersStorage|LibOtcOrdersStorage|LibOwnableRichErrors|LibOwnableStorage|LibProxyRichErrors|LibProxyStorage|LibReentrancyGuardStorage|LibSignature|LibSignatureRichErrors|LibSimpleFunctionRegistryRichErrors|LibSimpleFunctionRegistryStorage|LibStorage|LibTransformERC20RichErrors|LibTransformERC20Storage|LibWalletRichErrors|LiquidityProviderFeature|LiquidityProviderSandbox|LogMetadataTransformer|MetaTransactionsFeature|MixinBalancer|MixinBalancerV2|MixinBancor|MixinClipper|MixinCoFiX|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|NativeOrdersCancellation|NativeOrdersFeature|NativeOrdersInfo|NativeOrdersProtocolFees|NativeOrdersSettlement|OtcOrdersFeature|OwnableFeature|PancakeSwapFeature|PayTakerTransformer|PermissionlessTransformerDeployer|PositiveSlippageFeeTransformer|SimpleFunctionRegistryFeature|TestBridge|TestCallTarget|TestCurve|TestDelegateCaller|TestFeeCollectorController|TestFillQuoteTransformerBridge|TestFillQuoteTransformerExchange|TestFillQuoteTransformerHost|TestFixinProtocolFees|TestFixinTokenSpender|TestFullMigration|TestInitialMigration|TestLibNativeOrder|TestLibSignature|TestLiquidityProvider|TestMetaTransactionsNativeOrdersFeature|TestMetaTransactionsTransformERC20Feature|TestMigrator|TestMintTokenERC20Transformer|TestMintableERC20Token|TestMooniswap|TestNativeOrdersFeature|TestNoEthRecipient|TestOrderSignerRegistryWithContractWallet|TestPermissionlessTransformerDeployerSuicidal|TestPermissionlessTransformerDeployerTransformer|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|FeeCollector|FeeCollectorController|FillQuoteTransformer|FixinCommon|FixinEIP712|FixinProtocolFees|FixinReentrancyGuard|FixinTokenSpender|FlashWallet|FullMigration|FundRecoveryFeature|IBatchFillNativeOrdersFeature|IBootstrapFeature|IBridgeAdapter|IERC20Bridge|IERC20Transformer|IFeature|IFlashWallet|IFundRecoveryFeature|ILiquidityProvider|ILiquidityProviderFeature|ILiquidityProviderSandbox|IMetaTransactionsFeature|IMooniswapPool|IMultiplexFeature|INativeOrdersEvents|INativeOrdersFeature|IOtcOrdersFeature|IOwnableFeature|IPancakeSwapFeature|ISimpleFunctionRegistryFeature|IStaking|ITestSimpleFunctionRegistryFeature|ITokenSpenderFeature|ITransformERC20Feature|IUniswapFeature|IUniswapV2Pair|IUniswapV3Feature|IUniswapV3Pool|IZeroEx|InitialMigration|LibBootstrap|LibCommonRichErrors|LibERC20Transformer|LibFeeCollector|LibLiquidityProviderRichErrors|LibMetaTransactionsRichErrors|LibMetaTransactionsStorage|LibMigrate|LibNativeOrder|LibNativeOrdersRichErrors|LibNativeOrdersStorage|LibOtcOrdersStorage|LibOwnableRichErrors|LibOwnableStorage|LibProxyRichErrors|LibProxyStorage|LibReentrancyGuardStorage|LibSignature|LibSignatureRichErrors|LibSimpleFunctionRegistryRichErrors|LibSimpleFunctionRegistryStorage|LibStorage|LibTransformERC20RichErrors|LibTransformERC20Storage|LibWalletRichErrors|LiquidityProviderFeature|LiquidityProviderSandbox|LogMetadataTransformer|MetaTransactionsFeature|MixinBalancer|MixinBalancerV2|MixinBancor|MixinCoFiX|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|NativeOrdersCancellation|NativeOrdersFeature|NativeOrdersInfo|NativeOrdersProtocolFees|NativeOrdersSettlement|OtcOrdersFeature|OwnableFeature|PancakeSwapFeature|PayTakerTransformer|PermissionlessTransformerDeployer|PositiveSlippageFeeTransformer|SimpleFunctionRegistryFeature|TestBridge|TestCallTarget|TestCurve|TestDelegateCaller|TestFeeCollectorController|TestFillQuoteTransformerBridge|TestFillQuoteTransformerExchange|TestFillQuoteTransformerHost|TestFixinProtocolFees|TestFixinTokenSpender|TestFullMigration|TestInitialMigration|TestLibNativeOrder|TestLibSignature|TestLiquidityProvider|TestMetaTransactionsNativeOrdersFeature|TestMetaTransactionsTransformERC20Feature|TestMigrator|TestMintTokenERC20Transformer|TestMintableERC20Token|TestMooniswap|TestNativeOrdersFeature|TestNoEthRecipient|TestOrderSignerRegistryWithContractWallet|TestPermissionlessTransformerDeployerSuicidal|TestPermissionlessTransformerDeployerTransformer|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",
@@ -55,14 +55,14 @@
},
"homepage": "https://github.com/0xProject/protocol/tree/main/contracts/zero-ex",
"devDependencies": {
"@0x/abi-gen": "^5.6.0",
"@0x/contract-addresses": "^6.6.1",
"@0x/contracts-erc20": "^3.3.17",
"@0x/contracts-gen": "^2.0.38",
"@0x/contracts-test-utils": "^5.4.9",
"@0x/dev-utils": "^4.2.7",
"@0x/abi-gen": "^5.6.2",
"@0x/contract-addresses": "^6.9.0",
"@0x/contracts-erc20": "^3.3.23",
"@0x/contracts-gen": "^2.0.40",
"@0x/contracts-test-utils": "^5.4.14",
"@0x/dev-utils": "^4.2.9",
"@0x/order-utils": "^10.4.28",
"@0x/sol-compiler": "^4.7.3",
"@0x/sol-compiler": "^4.7.5",
"@0x/ts-doc-gen": "^0.0.28",
"@0x/tslint-config": "^4.1.4",
"@types/isomorphic-fetch": "^0.0.35",
@@ -82,14 +82,14 @@
"typescript": "4.2.2"
},
"dependencies": {
"@0x/base-contract": "^6.4.0",
"@0x/protocol-utils": "^1.8.3",
"@0x/subproviders": "^6.5.3",
"@0x/types": "^3.3.3",
"@0x/typescript-typings": "^5.2.0",
"@0x/utils": "^6.4.3",
"@0x/web3-wrapper": "^7.5.3",
"ethereum-types": "^3.5.0",
"@0x/base-contract": "^6.4.2",
"@0x/protocol-utils": "^1.9.5",
"@0x/subproviders": "^6.6.0",
"@0x/types": "^3.3.4",
"@0x/typescript-typings": "^5.2.1",
"@0x/utils": "^6.4.4",
"@0x/web3-wrapper": "^7.6.0",
"ethereum-types": "^3.6.0",
"ethereumjs-util": "^7.0.10",
"ethers": "~4.0.4"
},

View File

@@ -47,6 +47,7 @@ export {
MultiplexFeatureContract,
PayTakerTransformerContract,
PositiveSlippageFeeTransformerContract,
TransformERC20FeatureContract,
WethTransformerContract,
ZeroExContract,
} from './wrappers';

View File

@@ -12,6 +12,7 @@ import {
IZeroExContract,
MetaTransactionsFeatureContract,
NativeOrdersFeatureContract,
OtcOrdersFeatureContract,
OwnableFeatureContract,
SimpleFunctionRegistryFeatureContract,
TransformERC20FeatureContract,
@@ -113,6 +114,7 @@ export interface FullFeatures extends BootstrapFeatures {
transformERC20: string;
metaTransactions: string;
nativeOrders: string;
otcOrders: string;
}
/**
@@ -123,6 +125,7 @@ export interface FullFeatureArtifacts extends BootstrapFeatureArtifacts {
metaTransactions: SimpleContractArtifact;
nativeOrders: SimpleContractArtifact;
feeCollectorController: SimpleContractArtifact;
otcOrders: SimpleContractArtifact;
}
/**
@@ -155,6 +158,7 @@ const DEFAULT_FULL_FEATURES_ARTIFACTS = {
metaTransactions: artifacts.MetaTransactionsFeature,
nativeOrders: artifacts.NativeOrdersFeature,
feeCollectorController: artifacts.FeeCollectorController,
otcOrders: artifacts.OtcOrdersFeature,
};
/**
@@ -222,6 +226,18 @@ export async function deployFullFeaturesAsync(
_config.protocolFeeMultiplier,
)
).address,
otcOrders:
features.otcOrders ||
(
await OtcOrdersFeatureContract.deployFrom0xArtifactAsync(
_featureArtifacts.otcOrders,
provider,
txDefaults,
artifacts,
_config.zeroExAddress,
_config.wethAddress,
)
).address,
};
}

View File

@@ -21,6 +21,7 @@ import * as FixinReentrancyGuard from '../test/generated-artifacts/FixinReentran
import * as FixinTokenSpender from '../test/generated-artifacts/FixinTokenSpender.json';
import * as FlashWallet from '../test/generated-artifacts/FlashWallet.json';
import * as FullMigration from '../test/generated-artifacts/FullMigration.json';
import * as FundRecoveryFeature from '../test/generated-artifacts/FundRecoveryFeature.json';
import * as IBatchFillNativeOrdersFeature from '../test/generated-artifacts/IBatchFillNativeOrdersFeature.json';
import * as IBootstrapFeature from '../test/generated-artifacts/IBootstrapFeature.json';
import * as IBridgeAdapter from '../test/generated-artifacts/IBridgeAdapter.json';
@@ -28,6 +29,7 @@ import * as IERC20Bridge from '../test/generated-artifacts/IERC20Bridge.json';
import * as IERC20Transformer from '../test/generated-artifacts/IERC20Transformer.json';
import * as IFeature from '../test/generated-artifacts/IFeature.json';
import * as IFlashWallet from '../test/generated-artifacts/IFlashWallet.json';
import * as IFundRecoveryFeature from '../test/generated-artifacts/IFundRecoveryFeature.json';
import * as ILiquidityProvider from '../test/generated-artifacts/ILiquidityProvider.json';
import * as ILiquidityProviderFeature from '../test/generated-artifacts/ILiquidityProviderFeature.json';
import * as ILiquidityProviderSandbox from '../test/generated-artifacts/ILiquidityProviderSandbox.json';
@@ -82,7 +84,6 @@ import * as MetaTransactionsFeature from '../test/generated-artifacts/MetaTransa
import * as MixinBalancer from '../test/generated-artifacts/MixinBalancer.json';
import * as MixinBalancerV2 from '../test/generated-artifacts/MixinBalancerV2.json';
import * as MixinBancor from '../test/generated-artifacts/MixinBancor.json';
import * as MixinClipper from '../test/generated-artifacts/MixinClipper.json';
import * as MixinCoFiX from '../test/generated-artifacts/MixinCoFiX.json';
import * as MixinCryptoCom from '../test/generated-artifacts/MixinCryptoCom.json';
import * as MixinCurve from '../test/generated-artifacts/MixinCurve.json';
@@ -198,6 +199,7 @@ export const artifacts = {
TransformerDeployer: TransformerDeployer as ContractArtifact,
BatchFillNativeOrdersFeature: BatchFillNativeOrdersFeature as ContractArtifact,
BootstrapFeature: BootstrapFeature as ContractArtifact,
FundRecoveryFeature: FundRecoveryFeature as ContractArtifact,
LiquidityProviderFeature: LiquidityProviderFeature as ContractArtifact,
MetaTransactionsFeature: MetaTransactionsFeature as ContractArtifact,
NativeOrdersFeature: NativeOrdersFeature as ContractArtifact,
@@ -211,6 +213,7 @@ export const artifacts = {
IBatchFillNativeOrdersFeature: IBatchFillNativeOrdersFeature as ContractArtifact,
IBootstrapFeature: IBootstrapFeature as ContractArtifact,
IFeature: IFeature as ContractArtifact,
IFundRecoveryFeature: IFundRecoveryFeature as ContractArtifact,
ILiquidityProviderFeature: ILiquidityProviderFeature as ContractArtifact,
IMetaTransactionsFeature: IMetaTransactionsFeature as ContractArtifact,
IMultiplexFeature: IMultiplexFeature as ContractArtifact,
@@ -272,7 +275,6 @@ export const artifacts = {
MixinBalancer: MixinBalancer as ContractArtifact,
MixinBalancerV2: MixinBalancerV2 as ContractArtifact,
MixinBancor: MixinBancor as ContractArtifact,
MixinClipper: MixinClipper as ContractArtifact,
MixinCoFiX: MixinCoFiX as ContractArtifact,
MixinCryptoCom: MixinCryptoCom as ContractArtifact,
MixinCurve: MixinCurve as ContractArtifact,

View File

@@ -0,0 +1,96 @@
import { blockchainTests, constants, expect, randomAddress } from '@0x/contracts-test-utils';
import { BigNumber, OwnableRevertErrors } from '@0x/utils';
import { Web3Wrapper } from '@0x/web3-wrapper';
import { IOwnableFeatureContract, IZeroExContract } from '../../src/wrappers';
import { artifacts } from '../artifacts';
import { FundRecoveryFeatureContract } from '../generated-wrappers/fund_recovery_feature';
import { abis } from '../utils/abis';
import { fullMigrateAsync } from '../utils/migration';
import { TestMintableERC20TokenContract } from '../wrappers';
blockchainTests('FundRecovery', async env => {
let owner: string;
let zeroEx: IZeroExContract;
let token: TestMintableERC20TokenContract;
before(async () => {
const INITIAL_ERC20_BALANCE = Web3Wrapper.toBaseUnitAmount(new BigNumber(10000), 18);
[owner] = await env.getAccountAddressesAsync();
zeroEx = await fullMigrateAsync(owner, env.provider, env.txDefaults, {});
token = await TestMintableERC20TokenContract.deployFrom0xArtifactAsync(
artifacts.TestMintableERC20Token,
env.provider,
env.txDefaults,
{},
);
await token.mint(zeroEx.address, INITIAL_ERC20_BALANCE).awaitTransactionSuccessAsync();
const featureImpl = await FundRecoveryFeatureContract.deployFrom0xArtifactAsync(
artifacts.FundRecoveryFeature,
env.provider,
env.txDefaults,
artifacts,
);
await new IOwnableFeatureContract(zeroEx.address, env.provider, env.txDefaults, abis)
.migrate(featureImpl.address, featureImpl.migrate().getABIEncodedTransactionData(), owner)
.awaitTransactionSuccessAsync({ from: owner });
});
blockchainTests.resets('Should delegatecall `transferTrappedTokensTo` from the exchange proxy', () => {
const ETH_TOKEN_ADDRESS = '0xEeeeeEeeeEeEeeEeEeEeeEEEeeeeEeeeeeeeEEeE';
const recipientAddress = randomAddress();
it('Tranfers an arbitrary ERC-20 Token', async () => {
const amountOut = Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 18);
await zeroEx
.transferTrappedTokensTo(token.address, amountOut, recipientAddress)
.awaitTransactionSuccessAsync({ from: owner });
const recipientAddressBalanceAferTransfer = await token.balanceOf(recipientAddress).callAsync();
return expect(recipientAddressBalanceAferTransfer).to.bignumber.equal(amountOut);
});
it('Amount -1 transfers entire balance of ERC-20', async () => {
const balanceOwner = await token.balanceOf(zeroEx.address).callAsync();
await zeroEx
.transferTrappedTokensTo(token.address, constants.MAX_UINT256, recipientAddress)
.awaitTransactionSuccessAsync({ from: owner });
const recipientAddressBalanceAferTransfer = await token.balanceOf(recipientAddress).callAsync();
return expect(recipientAddressBalanceAferTransfer).to.bignumber.equal(balanceOwner);
});
it('Amount -1 transfers entire balance of ETH', async () => {
const amountOut = new BigNumber(20);
await env.web3Wrapper.awaitTransactionMinedAsync(
await env.web3Wrapper.sendTransactionAsync({
from: owner,
to: zeroEx.address,
value: amountOut,
}),
);
const balanceOwner = await env.web3Wrapper.getBalanceInWeiAsync(zeroEx.address);
await zeroEx
.transferTrappedTokensTo(ETH_TOKEN_ADDRESS, constants.MAX_UINT256, recipientAddress)
.awaitTransactionSuccessAsync({ from: owner });
const recipientAddressBalanceAferTransfer = await env.web3Wrapper.getBalanceInWeiAsync(recipientAddress);
return expect(recipientAddressBalanceAferTransfer).to.bignumber.equal(balanceOwner);
});
it('Transfers ETH ', async () => {
const amountOut = new BigNumber(20);
await env.web3Wrapper.awaitTransactionMinedAsync(
await env.web3Wrapper.sendTransactionAsync({
from: owner,
to: zeroEx.address,
value: amountOut,
}),
);
await zeroEx
.transferTrappedTokensTo(ETH_TOKEN_ADDRESS, amountOut.minus(1), recipientAddress)
.awaitTransactionSuccessAsync({ from: owner });
const recipientAddressBalance = await env.web3Wrapper.getBalanceInWeiAsync(recipientAddress);
return expect(recipientAddressBalance).to.bignumber.be.equal(amountOut.minus(1));
});
it('Feature `transferTrappedTokensTo` can only be called by owner', async () => {
const notOwner = randomAddress();
return expect(
zeroEx
.transferTrappedTokensTo(ETH_TOKEN_ADDRESS, constants.MAX_UINT256, recipientAddress)
.awaitTransactionSuccessAsync({ from: notOwner }),
).to.revertWith(new OwnableRevertErrors.OnlyOwnerError(notOwner, owner));
});
});
});

View File

@@ -38,6 +38,7 @@ blockchainTests.resets('MetaTransactions feature', env => {
let nativeOrdersFeature: TestMetaTransactionsNativeOrdersFeatureContract;
const MAX_FEE_AMOUNT = new BigNumber('1e18');
const TRANSFORM_ERC20_ONE_WEI_VALUE = new BigNumber(555);
const TRANSFORM_ERC20_FAILING_VALUE = new BigNumber(666);
const TRANSFORM_ERC20_REENTER_VALUE = new BigNumber(777);
const TRANSFORM_ERC20_BATCH_REENTER_VALUE = new BigNumber(888);
@@ -597,7 +598,7 @@ blockchainTests.resets('MetaTransactions feature', env => {
);
});
it('cannot reenter `executeMetaTransaction()`', async () => {
it('cannot reduce initial ETH balance', async () => {
const args = getRandomTransformERC20Args();
const mtx = getRandomMetaTransaction({
callData: transformERC20Feature
@@ -609,58 +610,23 @@ blockchainTests.resets('MetaTransactions feature', env => {
args.transformations,
)
.getABIEncodedTransactionData(),
value: TRANSFORM_ERC20_REENTER_VALUE,
value: TRANSFORM_ERC20_ONE_WEI_VALUE,
});
const mtxHash = mtx.getHash();
const signature = await mtx.getSignatureWithProviderAsync(env.provider);
const callOpts = {
gasPrice: mtx.maxGasPrice,
value: mtx.value,
};
const tx = feature.executeMetaTransaction(mtx, signature).awaitTransactionSuccessAsync(callOpts);
return expect(tx).to.revertWith(
new ZeroExRevertErrors.MetaTransactions.MetaTransactionCallFailedError(
mtxHash,
undefined,
new ZeroExRevertErrors.Common.IllegalReentrancyError(
feature.getSelector('executeMetaTransaction'),
REENTRANCY_FLAG_MTX,
).encode(),
),
// Send pre-existing ETH to the EP.
await env.web3Wrapper.awaitTransactionSuccessAsync(
await env.web3Wrapper.sendTransactionAsync({
from: owner,
to: zeroEx.address,
value: new BigNumber(1),
}),
);
});
it('cannot reenter `batchExecuteMetaTransactions()`', async () => {
const args = getRandomTransformERC20Args();
const mtx = getRandomMetaTransaction({
callData: transformERC20Feature
.transformERC20(
args.inputToken,
args.outputToken,
args.inputTokenAmount,
args.minOutputTokenAmount,
args.transformations,
)
.getABIEncodedTransactionData(),
value: TRANSFORM_ERC20_BATCH_REENTER_VALUE,
});
const mtxHash = mtx.getHash();
const signature = await mtx.getSignatureWithProviderAsync(env.provider);
const callOpts = {
gasPrice: mtx.maxGasPrice,
value: mtx.value,
};
const tx = feature.executeMetaTransaction(mtx, signature).awaitTransactionSuccessAsync(callOpts);
return expect(tx).to.revertWith(
new ZeroExRevertErrors.MetaTransactions.MetaTransactionCallFailedError(
mtxHash,
undefined,
new ZeroExRevertErrors.Common.IllegalReentrancyError(
feature.getSelector('batchExecuteMetaTransactions'),
REENTRANCY_FLAG_MTX,
).encode(),
),
);
return expect(tx).to.revertWith('MetaTransactionsFeature/ETH_LEAK');
});
});
@@ -817,6 +783,37 @@ blockchainTests.resets('MetaTransactions feature', env => {
),
);
});
it('cannot reduce initial ETH balance', async () => {
const args = getRandomTransformERC20Args();
const mtx = getRandomMetaTransaction({
callData: transformERC20Feature
.transformERC20(
args.inputToken,
args.outputToken,
args.inputTokenAmount,
args.minOutputTokenAmount,
args.transformations,
)
.getABIEncodedTransactionData(),
value: TRANSFORM_ERC20_ONE_WEI_VALUE,
});
const signature = await mtx.getSignatureWithProviderAsync(env.provider);
const callOpts = {
gasPrice: mtx.maxGasPrice,
value: mtx.value,
};
// Send pre-existing ETH to the EP.
await env.web3Wrapper.awaitTransactionSuccessAsync(
await env.web3Wrapper.sendTransactionAsync({
from: owner,
to: zeroEx.address,
value: new BigNumber(1),
}),
);
const tx = feature.batchExecuteMetaTransactions([mtx], [signature]).awaitTransactionSuccessAsync(callOpts);
return expect(tx).to.revertWith('MetaTransactionsFeature/ETH_LEAK');
});
});
describe('getMetaTransactionExecutedBlock()', () => {

View File

@@ -19,6 +19,7 @@ export * from '../test/generated-wrappers/fixin_reentrancy_guard';
export * from '../test/generated-wrappers/fixin_token_spender';
export * from '../test/generated-wrappers/flash_wallet';
export * from '../test/generated-wrappers/full_migration';
export * from '../test/generated-wrappers/fund_recovery_feature';
export * from '../test/generated-wrappers/i_batch_fill_native_orders_feature';
export * from '../test/generated-wrappers/i_bootstrap_feature';
export * from '../test/generated-wrappers/i_bridge_adapter';
@@ -26,6 +27,7 @@ export * from '../test/generated-wrappers/i_erc20_bridge';
export * from '../test/generated-wrappers/i_erc20_transformer';
export * from '../test/generated-wrappers/i_feature';
export * from '../test/generated-wrappers/i_flash_wallet';
export * from '../test/generated-wrappers/i_fund_recovery_feature';
export * from '../test/generated-wrappers/i_liquidity_provider';
export * from '../test/generated-wrappers/i_liquidity_provider_feature';
export * from '../test/generated-wrappers/i_liquidity_provider_sandbox';
@@ -80,7 +82,6 @@ export * from '../test/generated-wrappers/meta_transactions_feature';
export * from '../test/generated-wrappers/mixin_balancer';
export * from '../test/generated-wrappers/mixin_balancer_v2';
export * from '../test/generated-wrappers/mixin_bancor';
export * from '../test/generated-wrappers/mixin_clipper';
export * from '../test/generated-wrappers/mixin_co_fi_x';
export * from '../test/generated-wrappers/mixin_crypto_com';
export * from '../test/generated-wrappers/mixin_curve';

View File

@@ -52,6 +52,7 @@
"test/generated-artifacts/FixinTokenSpender.json",
"test/generated-artifacts/FlashWallet.json",
"test/generated-artifacts/FullMigration.json",
"test/generated-artifacts/FundRecoveryFeature.json",
"test/generated-artifacts/IBatchFillNativeOrdersFeature.json",
"test/generated-artifacts/IBootstrapFeature.json",
"test/generated-artifacts/IBridgeAdapter.json",
@@ -59,6 +60,7 @@
"test/generated-artifacts/IERC20Transformer.json",
"test/generated-artifacts/IFeature.json",
"test/generated-artifacts/IFlashWallet.json",
"test/generated-artifacts/IFundRecoveryFeature.json",
"test/generated-artifacts/ILiquidityProvider.json",
"test/generated-artifacts/ILiquidityProviderFeature.json",
"test/generated-artifacts/ILiquidityProviderSandbox.json",
@@ -113,7 +115,6 @@
"test/generated-artifacts/MixinBalancer.json",
"test/generated-artifacts/MixinBalancerV2.json",
"test/generated-artifacts/MixinBancor.json",
"test/generated-artifacts/MixinClipper.json",
"test/generated-artifacts/MixinCoFiX.json",
"test/generated-artifacts/MixinCryptoCom.json",
"test/generated-artifacts/MixinCurve.json",

View File

@@ -3,10 +3,14 @@ Protocol Fees
###############################
An ETH protocol fee is paid by the Taker each time a `Limit Order <./orders.html#limit-orders>`_ is `filled <./functions.html>`_.
The fee is proportional to the gas cost of filling an order and scales linearly with gas price. The cost is currently ``70k * tx.gasprice``.
The fee is proportional to the gas cost of filling an order and scales linearly with gas price. The cost is currently ``0 * tx.gasprice``.
At the end of every Staking Epoch, these fees are aggregated and distributed to the makers as a liquidity reward: the reward is proportional to the maker's collected fees and staked ZRX relative to other makers.
To learn more about protocol fees and liquidity incentives, see the `Official Spec <https://github.com/0xProject/0x-protocol-specification/blob/master/staking/staking-specification.md>`_.
.. note::
As of September 29, 2021, protocol fees have been removed for all order types in both Exchange V4 and V3 in accordance with `ZEIP-91 <https://0x.org/zrx/vote/zeip-91>`_.
.. note::
`RFQ Orders <./orders.html#rfq-orders>`_ are introduced in Exchange V4, and there is currently no protocol fee for filling this type of order.

View File

@@ -1,2 +1,3 @@
six
sphinx-markdown-tables
sphinx==3.5.4
sphinx-markdown-tables

View File

@@ -46,12 +46,12 @@
"test:generate_docs:circleci": "for i in ${npm_package_config_packagesWithDocPages}; do yarn generate_doc --package $i || break -1; done;",
"bundlewatch": "bundlewatch",
"lint": "wsrun --fast-exit --parallel --exclude-missing -p $PKG -c lint",
"upgrade_org_deps": "node node_modules/@0x/monorepo-scripts/lib/upgrade_deps.js -p '@0x|ethereum-types'",
"upgrade_org_deps": "node node_modules/@0x/monorepo-scripts/lib/upgrade_deps.js -p '@0x/|ethereum-types'",
"upgrade_deps": "node node_modules/@0x/monorepo-scripts/lib/upgrade_deps.js",
"verdaccio": "docker run --rm -i -p 4873:4873 0xorg/verdaccio"
},
"config": {
"contractsPackages": "@0x/contracts-erc20 @0x/contracts-test-utils @0x/contracts-utils @0x/contracts-zero-ex @0x/contracts-treasury",
"contractsPackages": "@0x/contracts-erc20 @0x/contracts-test-utils @0x/contracts-utils @0x/contracts-zero-ex @0x/contracts-treasury",
"nonContractPackages": "@0x/migrations @0x/contract-wrappers @0x/contract-addresses @0x/contract-artifacts @0x/contract-wrappers-test @0x/asset-swapper",
"ignoreTestsForPackages": "",
"mnemonic": "concert load couple harbor equip island argue ramp clarify fence smart topic",

View File

@@ -1,4 +1,193 @@
[
{
"version": "16.36.0",
"changes": [
{
"note": "Specify liquid routes for FEI/TRIBE FXS/FRAX and OHM/FRAX",
"pr": 371
}
],
"timestamp": 1637290768
},
{
"version": "16.35.0",
"changes": [
{
"note": "Add Beethoven X, MorpheusSwap and JetSwap to Fantom",
"pr": 370
}
],
"timestamp": 1637206290
},
{
"version": "16.34.0",
"changes": [
{
"note": "Add support Celo",
"pr": 367
}
],
"timestamp": 1637102971
},
{
"version": "16.33.0",
"changes": [
{
"note": "Add support for Uniswap V3 1 bps pools",
"pr": 366
}
],
"timestamp": 1637065617
},
{
"version": "16.32.0",
"changes": [
{
"note": "Extended Quote Report",
"pr": 361
}
],
"timestamp": 1636480845
},
{
"timestamp": 1635903615,
"version": "16.31.0",
"changes": [
{
"note": "Added `Curve`, `Curve_V2` and `KyberDmm` to Avalanche",
"pr": 363
}
]
},
{
"timestamp": 1635903615,
"version": "16.30.1",
"changes": [
{
"note": "Dependencies updated"
}
]
},
{
"version": "16.30.0",
"changes": [
{
"note": "Fantom deployment",
"pr": 347
}
],
"timestamp": 1634668033
},
{
"version": "16.29.3",
"changes": [
{
"note": "Update neon-router version and address breaking changes",
"pr": 344
}
],
"timestamp": 1634553393
},
{
"version": "16.29.2",
"changes": [
{
"note": "Check MAX_IN_RATIO in sampleBuysFromBalancer",
"pr": 338
},
{
"note": "Go back to using transformERC20 (instead of transformERC20Staging)",
"pr": 343
}
],
"timestamp": 1634147078
},
{
"version": "16.29.1",
"changes": [
{
"note": "Remove `Clipper` as a custom liquidity source",
"pr": 335
}
],
"timestamp": 1633374058
},
{
"version": "16.29.0",
"changes": [
{
"note": "Initial integration of neon-router (behind feature flag)",
"pr": 295
}
],
"timestamp": 1633350101
},
{
"version": "16.28.0",
"changes": [
{
"note": "Update ExchangeProxySwapQuoteConsumer for Multiplex V2 and friends",
"pr": 282
}
],
"timestamp": 1632957537
},
{
"version": "16.27.5",
"changes": [
{
"note": "Remove protocol fees by setting `PROTOCOL_FEE_MULTIPLIER` to 0",
"pr": 333
}
]
},
{
"timestamp": 1631710679,
"version": "16.27.4",
"changes": [
{
"note": "Dependencies updated"
}
]
},
{
"timestamp": 1631646242,
"version": "16.27.3",
"changes": [
{
"note": "Dependencies updated"
}
]
},
{
"timestamp": 1631639620,
"version": "16.27.2",
"changes": [
{
"note": "Dependencies updated"
}
]
},
{
"version": "16.27.1",
"changes": [
{
"note": "Fix ApproximateBuys sampler to terminate if the buy amount is not met",
"pr": 319
}
],
"timestamp": 1631120757
},
{
"version": "16.27.0",
"changes": [
{
"note": "Avalanche deployment",
"pr": 312
}
],
"timestamp": 1630459879
},
{
"version": "16.26.2",
"changes": [

View File

@@ -5,6 +5,83 @@ Edit the package's CHANGELOG.json file only.
CHANGELOG
## v16.36.0 - _November 19, 2021_
* Specify liquid routes for FEI/TRIBE FXS/FRAX and OHM/FRAX (#371)
## v16.35.0 - _November 18, 2021_
* Add Beethoven X, MorpheusSwap and JetSwap to Fantom (#370)
## v16.34.0 - _November 16, 2021_
* Add support Celo (#367)
## v16.33.0 - _November 16, 2021_
* Add support for Uniswap V3 1 bps pools (#366)
## v16.32.0 - _November 9, 2021_
* Extended Quote Report (#361)
## v16.31.0 - _November 3, 2021_
* Added `Curve`, `Curve_V2` and `KyberDmm` to Avalanche (#363)
## v16.30.1 - _November 3, 2021_
* Dependencies updated
## v16.30.0 - _October 19, 2021_
* Fantom deployment (#347)
## v16.29.3 - _October 18, 2021_
* Update neon-router version and address breaking changes (#344)
## v16.29.2 - _October 13, 2021_
* Check MAX_IN_RATIO in sampleBuysFromBalancer (#338)
* Go back to using transformERC20 (instead of transformERC20Staging) (#343)
## v16.29.1 - _October 4, 2021_
* Remove `Clipper` as a custom liquidity source (#335)
## v16.29.0 - _October 4, 2021_
* Initial integration of neon-router (behind feature flag) (#295)
## v16.28.0 - _September 29, 2021_
* Update ExchangeProxySwapQuoteConsumer for Multiplex V2 and friends (#282)
## v16.27.5 - _Invalid date_
* Remove protocol fees by setting `PROTOCOL_FEE_MULTIPLIER` to 0 (#333)
## v16.27.4 - _September 15, 2021_
* Dependencies updated
## v16.27.3 - _September 14, 2021_
* Dependencies updated
## v16.27.2 - _September 14, 2021_
* Dependencies updated
## v16.27.1 - _September 8, 2021_
* Fix ApproximateBuys sampler to terminate if the buy amount is not met (#319)
## v16.27.0 - _September 1, 2021_
* Avalanche deployment (#312)
## v16.26.2 - _August 31, 2021_
* chore: Curve new pools (CVX-CRX, MIM, atricrypto3)

View File

@@ -77,6 +77,7 @@ contract ApproximateBuys {
}
for (uint256 i = 0; i < makerTokenAmounts.length; i++) {
uint256 eps = 0;
for (uint256 iter = 0; iter < APPROXIMATE_BUY_MAX_ITERATIONS; iter++) {
// adjustedSellAmount = previousSellAmount * (target/actual) * JUMP_MULTIPLIER
sellAmount = _safeGetPartialAmountCeil(
@@ -108,7 +109,7 @@ contract ApproximateBuys {
buyAmount = _buyAmount;
// If we've reached our goal, exit early
if (buyAmount >= makerTokenAmounts[i]) {
uint256 eps =
eps =
(buyAmount - makerTokenAmounts[i]) * ONE_HUNDED_PERCENT_BPS /
makerTokenAmounts[i];
if (eps <= APPROXIMATE_BUY_TARGET_EPSILON_BPS) {
@@ -116,6 +117,9 @@ contract ApproximateBuys {
}
}
}
if (eps == 0 || eps > APPROXIMATE_BUY_TARGET_EPSILON_BPS) {
break;
}
// We do our best to close in on the requested amount, but we can either over buy or under buy and exit
// if we hit a max iteration limit
// We scale the sell amount to get the approximate target

View File

@@ -154,6 +154,12 @@ contract BalancerSampler {
)
returns (uint256 amount)
{
// Handles this revert scenario:
// https://github.com/balancer-labs/balancer-core/blob/master/contracts/BPool.sol#L443
if (amount > _bmul(poolState.takerTokenBalance, MAX_IN_RATIO)) {
break;
}
takerTokenAmounts[i] = amount;
// Break early if there are 0 amounts
if (takerTokenAmounts[i] == 0) {

View File

@@ -159,8 +159,11 @@ contract KyberDmmSampler
(path[i], path[i + 1])
returns (address[] memory allPools)
{
if (allPools.length == 0) {
return new address[](0);
}
uint256 maxSupply = 0;
require(allPools.length >= 1, "KyberDMMSampler/NO_POOLS_FOUND");
for (uint256 j = 0; j < allPools.length; j++) {
uint256 totalSupply = IKyberDmmPool(allPools[j]).totalSupply();
if (totalSupply > maxSupply) {

View File

@@ -174,8 +174,9 @@ contract UniswapV3Sampler
tokenPath.length - startIndex >= 2,
"UniswapV3Sampler/tokenPath too short"
);
uint24[3] memory validPoolFees = [
uint24[4] memory validPoolFees = [
// The launch pool fees. Could get hairier if they add more.
uint24(0.0001e6),
uint24(0.0005e6),
uint24(0.003e6),
uint24(0.01e6)

View File

@@ -1,6 +1,6 @@
{
"name": "@0x/asset-swapper",
"version": "16.26.2",
"version": "16.36.0",
"engines": {
"node": ">=6.12"
},
@@ -58,20 +58,21 @@
"registry": "git@github.com:0xProject/gitpkg-registry.git"
},
"dependencies": {
"@0x/assert": "^3.0.27",
"@0x/base-contract": "^6.4.0",
"@0x/contract-addresses": "^6.6.1",
"@0x/contract-wrappers": "^13.17.5",
"@0x/contracts-erc20": "^3.3.17",
"@0x/contracts-zero-ex": "^0.27.0",
"@0x/dev-utils": "^4.2.7",
"@0x/json-schemas": "^6.1.3",
"@0x/protocol-utils": "^1.8.3",
"@0x/quote-server": "^6.0.2",
"@0x/types": "^3.3.3",
"@0x/typescript-typings": "^5.2.0",
"@0x/utils": "^6.4.3",
"@0x/web3-wrapper": "^7.5.3",
"@0x/assert": "^3.0.29",
"@0x/base-contract": "^6.4.2",
"@0x/contract-addresses": "^6.9.0",
"@0x/contract-wrappers": "^13.18.3",
"@0x/contracts-erc20": "^3.3.23",
"@0x/contracts-zero-ex": "^0.29.5",
"@0x/dev-utils": "^4.2.9",
"@0x/json-schemas": "^6.3.0",
"@0x/neon-router": "^0.2.1",
"@0x/protocol-utils": "^1.9.5",
"@0x/quote-server": "^6.0.6",
"@0x/types": "^3.3.4",
"@0x/typescript-typings": "^5.2.1",
"@0x/utils": "^6.4.4",
"@0x/web3-wrapper": "^7.6.0",
"@balancer-labs/sor": "0.3.2",
"@bancor/sdk": "0.2.9",
"@ethersproject/abi": "^5.0.1",
@@ -83,7 +84,7 @@
"axios-mock-adapter": "^1.19.0",
"cream-sor": "^0.3.3",
"decimal.js": "^10.2.0",
"ethereum-types": "^3.5.0",
"ethereum-types": "^3.6.0",
"ethereumjs-util": "^7.0.10",
"fast-abi": "^0.0.2",
"graphql": "^15.4.0",
@@ -92,20 +93,20 @@
"lodash": "^4.17.11"
},
"devDependencies": {
"@0x/abi-gen": "^5.6.0",
"@0x/abi-gen": "^5.6.2",
"@0x/contracts-asset-proxy": "^3.7.19",
"@0x/contracts-exchange": "^3.2.38",
"@0x/contracts-exchange-libs": "^4.3.37",
"@0x/contracts-gen": "^2.0.38",
"@0x/contracts-test-utils": "^5.4.9",
"@0x/contracts-utils": "^4.7.17",
"@0x/contracts-gen": "^2.0.40",
"@0x/contracts-test-utils": "^5.4.14",
"@0x/contracts-utils": "^4.8.4",
"@0x/mesh-rpc-client": "^9.4.2",
"@0x/migrations": "^8.1.3",
"@0x/sol-compiler": "^4.7.3",
"@0x/subproviders": "^6.5.3",
"@0x/migrations": "^8.1.12",
"@0x/sol-compiler": "^4.7.5",
"@0x/subproviders": "^6.6.0",
"@0x/ts-doc-gen": "^0.0.28",
"@0x/tslint-config": "^4.1.4",
"@0x/types": "^3.3.3",
"@0x/types": "^3.3.4",
"@types/lodash": "4.14.104",
"@types/mocha": "^5.2.7",
"@types/node": "12.12.54",

View File

@@ -38,7 +38,7 @@ const DEFAULT_ORDER_PRUNER_OPTS: OrderPrunerOpts = {
// 6 seconds polling interval
const PROTOCOL_FEE_UTILS_POLLING_INTERVAL_IN_MS = 6000;
const PROTOCOL_FEE_MULTIPLIER = new BigNumber(70000);
const PROTOCOL_FEE_MULTIPLIER = new BigNumber(0);
// default 50% buffer for selecting native orders to be aggregated with other sources
const MARKET_UTILS_AMOUNT_BUFFER_PERCENTAGE = 0.5;
@@ -50,7 +50,7 @@ const DEFAULT_SWAP_QUOTER_OPTS: SwapQuoterOpts = {
samplerGasLimit: 500e6,
ethGasStationUrl: ETH_GAS_STATION_API_URL,
rfqt: {
takerApiKeyWhitelist: [],
integratorsWhitelist: [],
makerAssetOfferings: {},
txOriginBlacklist: new Set(),
},

View File

@@ -88,6 +88,7 @@ export {
ExchangeProxyContractOpts,
ExchangeProxyRefundReceiver,
GetExtensionContractTypeOpts,
Integrator,
LogFunction,
MarketBuySwapQuote,
MarketOperation,
@@ -161,14 +162,20 @@ export {
export { ProtocolFeeUtils } from './utils/protocol_fee_utils';
export {
BridgeQuoteReportEntry,
jsonifyFillData,
MultiHopQuoteReportEntry,
NativeLimitOrderQuoteReportEntry,
NativeRfqOrderQuoteReportEntry,
QuoteReport,
QuoteReportEntry,
ExtendedQuoteReport,
ExtendedQuoteReportSources,
ExtendedQuoteReportEntry,
ExtendedQuoteReportIndexedEntry,
ExtendedQuoteReportIndexedEntryOutbound,
PriceComparisonsReport,
} from './utils/quote_report_generator';
export { QuoteRequestor } from './utils/quote_requestor';
export { QuoteRequestor, V4RFQIndicativeQuoteMM } from './utils/quote_requestor';
export { ERC20BridgeSamplerContract, BalanceCheckerContract, FakeTakerContract } from './wrappers';
import { ERC20BridgeSource } from './utils/market_operation_utils/types';
export type Native = ERC20BridgeSource.Native;

View File

@@ -1,6 +1,5 @@
import { ChainId, ContractAddresses } from '@0x/contract-addresses';
import { IZeroExContract, WETH9Contract } from '@0x/contract-wrappers';
import { MultiplexFeatureContract } from '@0x/contracts-zero-ex';
import { IZeroExContract } from '@0x/contract-wrappers';
import {
encodeAffiliateFeeTransformerData,
encodeCurveLiquidityProviderData,
@@ -51,6 +50,7 @@ import {
import {
multiplexPlpEncoder,
multiplexRfqEncoder,
MultiplexSubcall,
multiplexTransformERC20Encoder,
multiplexUniswapEncoder,
} from './multiplex_encoders';
@@ -82,7 +82,6 @@ const FAKE_PROVIDER: any = {
return;
},
};
const DUMMY_WETH_CONTRACT = new WETH9Contract(NULL_ADDRESS, FAKE_PROVIDER);
export class ExchangeProxySwapQuoteConsumer implements SwapQuoteConsumerBase {
public readonly chainId: ChainId;
@@ -95,7 +94,6 @@ export class ExchangeProxySwapQuoteConsumer implements SwapQuoteConsumerBase {
};
private readonly _exchangeProxy: IZeroExContract;
private readonly _multiplex: MultiplexFeatureContract;
constructor(public readonly contractAddresses: ContractAddresses, options: Partial<SwapQuoteConsumerOpts> = {}) {
const { chainId } = _.merge({}, constants.DEFAULT_SWAP_QUOTER_OPTS, options);
@@ -103,7 +101,6 @@ export class ExchangeProxySwapQuoteConsumer implements SwapQuoteConsumerBase {
this.chainId = chainId;
this.contractAddresses = contractAddresses;
this._exchangeProxy = new IZeroExContract(contractAddresses.exchangeProxy, FAKE_PROVIDER);
this._multiplex = new MultiplexFeatureContract(contractAddresses.exchangeProxy, FAKE_PROVIDER);
this.transformerNonces = {
wethTransformer: findTransformerNonce(
contractAddresses.transformers.wethTransformer,
@@ -338,7 +335,10 @@ export class ExchangeProxySwapQuoteConsumer implements SwapQuoteConsumerBase {
if (this.chainId === ChainId.Mainnet && isMultiplexBatchFillCompatible(quote, optsWithDefaults)) {
return {
calldataHexString: this._encodeMultiplexBatchFillCalldata({ ...quote, orders: slippedOrders }),
calldataHexString: this._encodeMultiplexBatchFillCalldata(
{ ...quote, orders: slippedOrders },
optsWithDefaults,
),
ethAmount,
toAddress: this._exchangeProxy.address,
allowanceTarget: this._exchangeProxy.address,
@@ -360,8 +360,9 @@ export class ExchangeProxySwapQuoteConsumer implements SwapQuoteConsumerBase {
// Build up the transforms.
const transforms = [];
if (isFromETH) {
// Create a WETH wrapper if coming from ETH.
// Create a WETH wrapper if coming from ETH.
// Dont add the wethTransformer to CELO. There is no wrap/unwrap logic for CELO.
if (isFromETH && this.chainId !== ChainId.Celo) {
transforms.push({
deploymentNonce: this.transformerNonces.wethTransformer,
data: encodeWethTransformerData({
@@ -413,9 +414,9 @@ export class ExchangeProxySwapQuoteConsumer implements SwapQuoteConsumerBase {
}),
});
}
if (isToETH) {
// Create a WETH unwrapper if going to ETH.
// Create a WETH unwrapper if going to ETH.
// Dont add the wethTransformer on CELO. There is no wrap/unwrap logic for CELO.
if (isToETH && this.chainId !== ChainId.Celo) {
transforms.push({
deploymentNonce: this.transformerNonces.wethTransformer,
data: encodeWethTransformerData({
@@ -473,19 +474,30 @@ export class ExchangeProxySwapQuoteConsumer implements SwapQuoteConsumerBase {
}
}
// Return any unspent sell tokens.
const payTakerTokens = [sellToken];
// Return any unspent intermediate tokens for two-hop swaps.
if (quote.isTwoHop) {
payTakerTokens.push(intermediateToken);
}
// Return any unspent ETH. If ETH is the buy token, it will
// be returned in TransformERC20Feature rather than PayTakerTransformer.
if (!isToETH) {
payTakerTokens.push(ETH_TOKEN_ADDRESS);
}
// The final transformer will send all funds to the taker.
transforms.push({
deploymentNonce: this.transformerNonces.payTakerTransformer,
data: encodePayTakerTransformerData({
tokens: [sellToken, buyToken, ETH_TOKEN_ADDRESS].concat(quote.isTwoHop ? intermediateToken : []),
tokens: payTakerTokens,
amounts: [],
}),
});
const TO_ETH_ADDRESS = this.chainId === ChainId.Celo ? this.contractAddresses.etherToken : ETH_TOKEN_ADDRESS;
const calldataHexString = this._exchangeProxy
.transformERC20(
isFromETH ? ETH_TOKEN_ADDRESS : sellToken,
isToETH ? ETH_TOKEN_ADDRESS : buyToken,
isToETH ? TO_ETH_ADDRESS : buyToken,
shouldSellEntireBalance ? MAX_UINT256 : sellAmount,
minBuyAmount,
transforms,
@@ -509,8 +521,8 @@ export class ExchangeProxySwapQuoteConsumer implements SwapQuoteConsumerBase {
throw new Error('Execution not supported for Exchange Proxy quotes');
}
private _encodeMultiplexBatchFillCalldata(quote: SwapQuote): string {
const wrappedBatchCalls = [];
private _encodeMultiplexBatchFillCalldata(quote: SwapQuote, opts: ExchangeProxyContractOpts): string {
const subcalls = [];
for_loop: for (const [i, order] of quote.orders.entries()) {
switch_statement: switch (order.source) {
case ERC20BridgeSource.Native:
@@ -519,8 +531,8 @@ export class ExchangeProxySwapQuoteConsumer implements SwapQuoteConsumerBase {
// before calling this function.
throw new Error('Multiplex batch fill only supported for RFQ native orders');
}
wrappedBatchCalls.push({
selector: this._exchangeProxy.getSelector('_fillRfqOrder'),
subcalls.push({
id: MultiplexSubcall.Rfq,
sellAmount: order.takerAmount,
data: multiplexRfqEncoder.encode({
order: order.fillData.order,
@@ -530,8 +542,8 @@ export class ExchangeProxySwapQuoteConsumer implements SwapQuoteConsumerBase {
break switch_statement;
case ERC20BridgeSource.UniswapV2:
case ERC20BridgeSource.SushiSwap:
wrappedBatchCalls.push({
selector: this._multiplex.getSelector('_sellToUniswap'),
subcalls.push({
id: MultiplexSubcall.UniswapV2,
sellAmount: order.takerAmount,
data: multiplexUniswapEncoder.encode({
tokens: (order.fillData as UniswapV2FillData).tokenAddressPath,
@@ -540,8 +552,8 @@ export class ExchangeProxySwapQuoteConsumer implements SwapQuoteConsumerBase {
});
break switch_statement;
case ERC20BridgeSource.LiquidityProvider:
wrappedBatchCalls.push({
selector: this._multiplex.getSelector('_sellToLiquidityProvider'),
subcalls.push({
id: MultiplexSubcall.LiquidityProvider,
sellAmount: order.takerAmount,
data: multiplexPlpEncoder.encode({
provider: (order.fillData as LiquidityProviderFillData).poolAddress,
@@ -551,8 +563,8 @@ export class ExchangeProxySwapQuoteConsumer implements SwapQuoteConsumerBase {
break switch_statement;
case ERC20BridgeSource.UniswapV3:
const fillData = (order as OptimizedMarketBridgeOrder<FinalUniswapV3FillData>).fillData;
wrappedBatchCalls.push({
selector: this._exchangeProxy.getSelector('sellTokenForTokenToUniswapV3'),
subcalls.push({
id: MultiplexSubcall.UniswapV3,
sellAmount: order.takerAmount,
data: fillData.uniswapPath,
});
@@ -571,54 +583,59 @@ export class ExchangeProxySwapQuoteConsumer implements SwapQuoteConsumerBase {
{
deploymentNonce: this.transformerNonces.payTakerTransformer,
data: encodePayTakerTransformerData({
tokens: [quote.takerToken, quote.makerToken],
tokens: [quote.takerToken],
amounts: [],
}),
},
];
wrappedBatchCalls.push({
selector: this._exchangeProxy.getSelector('_transformERC20'),
subcalls.push({
id: MultiplexSubcall.TransformERC20,
sellAmount: BigNumber.sum(...quote.orders.slice(i).map(o => o.takerAmount)),
data: multiplexTransformERC20Encoder.encode({
transformations,
ethValue: constants.ZERO_AMOUNT,
}),
});
break for_loop;
}
}
return this._exchangeProxy
.batchFill(
{
inputToken: quote.takerToken,
outputToken: quote.makerToken,
sellAmount: quote.worstCaseQuoteInfo.totalTakerAmount,
calls: wrappedBatchCalls,
},
quote.worstCaseQuoteInfo.makerAmount,
)
.getABIEncodedTransactionData();
if (opts.isFromETH) {
return this._exchangeProxy
.multiplexBatchSellEthForToken(quote.makerToken, subcalls, quote.worstCaseQuoteInfo.makerAmount)
.getABIEncodedTransactionData();
} else if (opts.isToETH) {
return this._exchangeProxy
.multiplexBatchSellTokenForEth(
quote.takerToken,
subcalls,
quote.worstCaseQuoteInfo.totalTakerAmount,
quote.worstCaseQuoteInfo.makerAmount,
)
.getABIEncodedTransactionData();
} else {
return this._exchangeProxy
.multiplexBatchSellTokenForToken(
quote.takerToken,
quote.makerToken,
subcalls,
quote.worstCaseQuoteInfo.totalTakerAmount,
quote.worstCaseQuoteInfo.makerAmount,
)
.getABIEncodedTransactionData();
}
}
private _encodeMultiplexMultiHopFillCalldata(quote: SwapQuote, opts: ExchangeProxyContractOpts): string {
const wrappedMultiHopCalls = [];
const tokens: string[] = [];
if (opts.isFromETH) {
wrappedMultiHopCalls.push({
selector: DUMMY_WETH_CONTRACT.getSelector('deposit'),
data: NULL_BYTES,
});
tokens.push(ETH_TOKEN_ADDRESS);
}
const subcalls = [];
const [firstHopOrder, secondHopOrder] = quote.orders;
const intermediateToken = firstHopOrder.makerToken;
tokens.push(quote.takerToken, intermediateToken, quote.makerToken);
const tokens = [quote.takerToken, intermediateToken, quote.makerToken];
for (const order of [firstHopOrder, secondHopOrder]) {
switch (order.source) {
case ERC20BridgeSource.UniswapV2:
case ERC20BridgeSource.SushiSwap:
wrappedMultiHopCalls.push({
selector: this._multiplex.getSelector('_sellToUniswap'),
subcalls.push({
id: MultiplexSubcall.UniswapV2,
data: multiplexUniswapEncoder.encode({
tokens: (order.fillData as UniswapV2FillData).tokenAddressPath,
isSushi: order.source === ERC20BridgeSource.SushiSwap,
@@ -626,39 +643,49 @@ export class ExchangeProxySwapQuoteConsumer implements SwapQuoteConsumerBase {
});
break;
case ERC20BridgeSource.LiquidityProvider:
wrappedMultiHopCalls.push({
selector: this._multiplex.getSelector('_sellToLiquidityProvider'),
subcalls.push({
id: MultiplexSubcall.LiquidityProvider,
data: multiplexPlpEncoder.encode({
provider: (order.fillData as LiquidityProviderFillData).poolAddress,
auxiliaryData: NULL_BYTES,
}),
});
break;
case ERC20BridgeSource.UniswapV3:
subcalls.push({
id: MultiplexSubcall.UniswapV3,
data: (order.fillData as FinalUniswapV3FillData).uniswapPath,
});
break;
default:
// Note: we'll need to redeploy TransformERC20Feature before we can
// use other sources
// Should never happen because we check `isMultiplexMultiHopFillCompatible`
// before calling this function.
throw new Error(`Multiplex multi-hop unsupported source: ${order.source}`);
}
}
if (opts.isToETH) {
wrappedMultiHopCalls.push({
selector: DUMMY_WETH_CONTRACT.getSelector('withdraw'),
data: NULL_BYTES,
});
tokens.push(ETH_TOKEN_ADDRESS);
}
return this._exchangeProxy
.multiHopFill(
{
if (opts.isFromETH) {
return this._exchangeProxy
.multiplexMultiHopSellEthForToken(tokens, subcalls, quote.worstCaseQuoteInfo.makerAmount)
.getABIEncodedTransactionData();
} else if (opts.isToETH) {
return this._exchangeProxy
.multiplexMultiHopSellTokenForEth(
tokens,
sellAmount: quote.worstCaseQuoteInfo.totalTakerAmount,
calls: wrappedMultiHopCalls,
},
quote.worstCaseQuoteInfo.makerAmount,
)
.getABIEncodedTransactionData();
subcalls,
quote.worstCaseQuoteInfo.totalTakerAmount,
quote.worstCaseQuoteInfo.makerAmount,
)
.getABIEncodedTransactionData();
} else {
return this._exchangeProxy
.multiplexMultiHopSellTokenForToken(
tokens,
subcalls,
quote.worstCaseQuoteInfo.totalTakerAmount,
quote.worstCaseQuoteInfo.makerAmount,
)
.getABIEncodedTransactionData();
}
}
}

View File

@@ -1,6 +1,17 @@
import { RfqOrder, SIGNATURE_ABI } from '@0x/protocol-utils';
import { AbiEncoder } from '@0x/utils';
export enum MultiplexSubcall {
Invalid,
Rfq,
Otc,
UniswapV2,
UniswapV3,
LiquidityProvider,
TransformERC20,
BatchSell,
MultiHopSell,
}
export const multiplexTransformERC20Encoder = AbiEncoder.create([
{
name: 'transformations',
@@ -10,7 +21,6 @@ export const multiplexTransformERC20Encoder = AbiEncoder.create([
{ name: 'data', type: 'bytes' },
],
},
{ name: 'ethValue', type: 'uint256' },
]);
export const multiplexRfqEncoder = AbiEncoder.create([
{ name: 'order', type: 'tuple', components: RfqOrder.STRUCT_ABI },

View File

@@ -32,10 +32,6 @@ export function isMultiplexBatchFillCompatible(quote: SwapQuote, opts: ExchangeP
if (quote.isTwoHop) {
return false;
}
// batchFill does not support WETH wrapping/unwrapping at the moment
if (opts.isFromETH || opts.isToETH) {
return false;
}
if (quote.orders.map(o => o.type).includes(FillQuoteTransformerOrderType.Limit)) {
return false;
}
@@ -49,6 +45,7 @@ const MULTIPLEX_MULTIHOP_FILL_SOURCES = [
ERC20BridgeSource.UniswapV2,
ERC20BridgeSource.SushiSwap,
ERC20BridgeSource.LiquidityProvider,
ERC20BridgeSource.UniswapV3,
];
/**

View File

@@ -75,6 +75,7 @@ export class SwapQuoter {
private readonly _marketOperationUtils: MarketOperationUtils;
private readonly _rfqtOptions?: SwapQuoterRfqOpts;
private readonly _quoteRequestorHttpClient: AxiosInstance;
private readonly _integratorIdsSet: Set<string>;
/**
* Instantiates a new SwapQuoter instance
@@ -164,6 +165,9 @@ export class SwapQuoter {
httpsAgent: new HttpsAgent({ keepAlive: true, timeout: KEEP_ALIVE_TTL }),
...(rfqt ? rfqt.axiosInstanceOpts : {}),
});
const integratorIds = this._rfqtOptions?.integratorsWhitelist.map(integrator => integrator.integratorId) || [];
this._integratorIdsSet = new Set(integratorIds);
}
public async getBatchMarketBuySwapQuoteAsync(
@@ -359,6 +363,7 @@ export class SwapQuoter {
const cloneOpts = _.omit(opts, 'gasPrice') as GetMarketOrdersOpts;
const calcOpts: GetMarketOrdersOpts = {
...cloneOpts,
gasPrice,
feeSchedule: _.mapValues(opts.feeSchedule, gasCost => (fillData: FillData) =>
gasCost === undefined ? 0 : gasPrice.times(gasCost(fillData)),
),
@@ -414,12 +419,11 @@ export class SwapQuoter {
return isOpenOrder && !willOrderExpire && isFeeTypeAllowed;
}; // tslint:disable-line:semicolon
private _isApiKeyWhitelisted(apiKey: string | undefined): boolean {
if (!apiKey) {
private _isIntegratorIdWhitelisted(integratorId: string | undefined): boolean {
if (!integratorId) {
return false;
}
const whitelistedApiKeys = this._rfqtOptions ? this._rfqtOptions.takerApiKeyWhitelist : [];
return whitelistedApiKeys.includes(apiKey);
return this._integratorIdsSet.has(integratorId);
}
private _isTxOriginBlacklisted(txOrigin: string | undefined): boolean {
@@ -438,19 +442,19 @@ export class SwapQuoter {
return rfqt;
}
// tslint:disable-next-line: boolean-naming
const { apiKey, nativeExclusivelyRFQ, intentOnFilling, txOrigin } = rfqt;
const { integrator, nativeExclusivelyRFQ, intentOnFilling, txOrigin } = rfqt;
// If RFQ-T is enabled and `nativeExclusivelyRFQ` is set, then `ERC20BridgeSource.Native` should
// never be excluded.
if (nativeExclusivelyRFQ === true && !sourceFilters.isAllowed(ERC20BridgeSource.Native)) {
throw new Error('Native liquidity cannot be excluded if "rfqt.nativeExclusivelyRFQ" is set');
}
// If an API key was provided, but the key is not whitelisted, raise a warning and disable RFQ
if (!this._isApiKeyWhitelisted(apiKey)) {
// If an integrator ID was provided, but the ID is not whitelisted, raise a warning and disable RFQ
if (!this._isIntegratorIdWhitelisted(integrator.integratorId)) {
if (this._rfqtOptions && this._rfqtOptions.warningLogger) {
this._rfqtOptions.warningLogger(
{
apiKey,
...integrator,
},
'Attempt at using an RFQ API key that is not whitelisted. Disabling RFQ for the request lifetime.',
);
@@ -474,7 +478,7 @@ export class SwapQuoter {
// Otherwise check other RFQ options
if (
intentOnFilling && // The requestor is asking for a firm quote
this._isApiKeyWhitelisted(apiKey) && // A valid API key was provided
this._isIntegratorIdWhitelisted(integrator.integratorId) && // A valid API key was provided
sourceFilters.isAllowed(ERC20BridgeSource.Native) // Native liquidity is not excluded
) {
if (!txOrigin || txOrigin === constants.NULL_ADDRESS) {
@@ -501,6 +505,7 @@ function createSwapQuote(
const {
optimizedOrders,
quoteReport,
extendedQuoteReportSources,
sourceFlags,
takerAmountPerEth,
makerAmountPerEth,
@@ -528,6 +533,7 @@ function createSwapQuote(
takerAmountPerEth,
makerAmountPerEth,
quoteReport,
extendedQuoteReportSources,
isTwoHop,
priceComparisonsReport,
};

View File

@@ -19,7 +19,7 @@ import {
OptimizedMarketOrder,
TokenAdjacencyGraph,
} from './utils/market_operation_utils/types';
import { PriceComparisonsReport, QuoteReport } from './utils/quote_report_generator';
import { ExtendedQuoteReportSources, PriceComparisonsReport, QuoteReport } from './utils/quote_report_generator';
import { MetricsProxy } from './utils/quote_requestor';
/**
@@ -171,6 +171,7 @@ export interface SwapQuoteBase {
worstCaseQuoteInfo: SwapQuoteInfo;
sourceBreakdown: SwapQuoteOrdersBreakdown;
quoteReport?: QuoteReport;
extendedQuoteReportSources?: ExtendedQuoteReportSources;
priceComparisonsReport?: PriceComparisonsReport;
isTwoHop: boolean;
makerTokenDecimals: number;
@@ -243,7 +244,7 @@ export interface RfqmRequestOptions extends RfqRequestOpts {
export interface RfqRequestOpts {
takerAddress: string;
txOrigin: string;
apiKey: string;
integrator: Integrator;
intentOnFilling: boolean;
isIndicative?: boolean;
makerEndpointMaxResponseTimeMs?: number;
@@ -256,7 +257,7 @@ export interface RfqRequestOpts {
/**
* gasPrice: gas price to determine protocolFee amount, default to ethGasStation fast amount
*/
export interface SwapQuoteRequestOpts extends GetMarketOrdersOpts {
export interface SwapQuoteRequestOpts extends Omit<GetMarketOrdersOpts, 'gasPrice'> {
gasPrice?: BigNumber;
rfqt?: RfqRequestOpts;
}
@@ -293,8 +294,14 @@ export interface RfqFirmQuoteValidator {
getRfqtTakerFillableAmountsAsync(quotes: RfqOrder[]): Promise<BigNumber[]>;
}
export interface Integrator {
integratorId: string;
label: string;
whitelistIntegratorUrls?: string[];
}
export interface SwapQuoterRfqOpts {
takerApiKeyWhitelist: string[];
integratorsWhitelist: Integrator[];
makerAssetOfferings: RfqMakerAssetOfferings;
txOriginBlacklist: Set<string>;
altRfqCreds?: {

View File

@@ -11,8 +11,12 @@ import {
COMETHSWAP_ROUTER_BY_CHAIN_ID,
COMPONENT_POOLS_BY_CHAIN_ID,
CRYPTO_COM_ROUTER_BY_CHAIN_ID,
CURVE_AVALANCHE_INFOS,
CURVE_FANTOM_INFOS,
CURVE_MAINNET_INFOS,
CURVE_POLYGON_INFOS,
CURVE_V2_AVALANCHE_INFOS,
CURVE_V2_FANTOM_INFOS,
CURVE_V2_MAINNET_INFOS,
CURVE_V2_POLYGON_INFOS,
DFYN_ROUTER_BY_CHAIN_ID,
@@ -26,11 +30,13 @@ import {
KYBER_BRIDGED_LIQUIDITY_PREFIX,
MAX_DODOV2_POOLS_QUERIED,
MAX_KYBER_RESERVES_QUERIED,
MORPHEUSSWAP_ROUTER_BY_CHAIN_ID,
MSTABLE_POOLS_BY_CHAIN_ID,
NERVE_BSC_INFOS,
NULL_ADDRESS,
PANCAKESWAP_ROUTER_BY_CHAIN_ID,
PANCAKESWAPV2_ROUTER_BY_CHAIN_ID,
PANGOLIN_ROUTER_BY_CHAIN_ID,
POLYDEX_ROUTER_BY_CHAIN_ID,
QUICKSWAP_ROUTER_BY_CHAIN_ID,
SADDLE_MAINNET_INFOS,
@@ -39,8 +45,12 @@ import {
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,
TRADER_JOE_ROUTER_BY_CHAIN_ID,
UBESWAP_ROUTER_BY_CHAIN_ID,
UNISWAPV2_ROUTER_BY_CHAIN_ID,
WAULTSWAP_ROUTER_BY_CHAIN_ID,
XSIGMA_MAINNET_INFOS,
@@ -131,6 +141,24 @@ export function getCurveInfosForPair(chainId: ChainId, takerToken: string, maker
[makerToken, takerToken].filter(v => c.metaTokens?.includes(v)).length > 0),
),
);
case ChainId.Fantom:
return Object.values(CURVE_FANTOM_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),
),
);
case ChainId.Avalanche:
return Object.values(CURVE_AVALANCHE_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),
),
);
default:
return [];
}
@@ -157,6 +185,24 @@ export function getCurveV2InfosForPair(chainId: ChainId, takerToken: string, mak
[makerToken, takerToken].filter(v => c.metaTokens?.includes(v)).length > 0),
),
);
case ChainId.Fantom:
return Object.values(CURVE_V2_FANTOM_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),
),
);
case ChainId.Avalanche:
return Object.values(CURVE_V2_AVALANCHE_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),
),
);
default:
return [];
}
@@ -439,7 +485,13 @@ export function uniswapV2LikeRouterAddress(
| ERC20BridgeSource.WaultSwap
| ERC20BridgeSource.Polydex
| ERC20BridgeSource.ShibaSwap
| ERC20BridgeSource.JetSwap,
| ERC20BridgeSource.JetSwap
| ERC20BridgeSource.TraderJoe
| ERC20BridgeSource.Pangolin
| ERC20BridgeSource.UbeSwap
| ERC20BridgeSource.MorpheusSwap
| ERC20BridgeSource.SpookySwap
| ERC20BridgeSource.SpiritSwap,
): string {
switch (source) {
case ERC20BridgeSource.UniswapV2:
@@ -476,6 +528,18 @@ export function uniswapV2LikeRouterAddress(
return SHIBASWAP_ROUTER_BY_CHAIN_ID[chainId];
case ERC20BridgeSource.JetSwap:
return JETSWAP_ROUTER_BY_CHAIN_ID[chainId];
case ERC20BridgeSource.Pangolin:
return PANGOLIN_ROUTER_BY_CHAIN_ID[chainId];
case ERC20BridgeSource.TraderJoe:
return TRADER_JOE_ROUTER_BY_CHAIN_ID[chainId];
case ERC20BridgeSource.UbeSwap:
return UBESWAP_ROUTER_BY_CHAIN_ID[chainId];
case ERC20BridgeSource.MorpheusSwap:
return MORPHEUSSWAP_ROUTER_BY_CHAIN_ID[chainId];
case ERC20BridgeSource.SpookySwap:
return SPOOKYSWAP_ROUTER_BY_CHAIN_ID[chainId];
case ERC20BridgeSource.SpiritSwap:
return SPIRITSWAP_ROUTER_BY_CHAIN_ID[chainId];
default:
throw new Error(`Unknown UniswapV2 like source ${source}`);
}

View File

@@ -56,6 +56,9 @@ function valueByChainId<T>(rest: Partial<{ [key in ChainId]: T }>, defaultValue:
[ChainId.BSC]: defaultValue,
[ChainId.Polygon]: defaultValue,
[ChainId.PolygonMumbai]: defaultValue,
[ChainId.Avalanche]: defaultValue,
[ChainId.Fantom]: defaultValue,
[ChainId.Celo]: defaultValue,
...(rest || {}),
};
}
@@ -98,7 +101,6 @@ export const SELL_SOURCE_FILTER_BY_CHAIN_ID = valueByChainId<SourceFilters>(
ERC20BridgeSource.UniswapV3,
ERC20BridgeSource.CurveV2,
ERC20BridgeSource.ShibaSwap,
ERC20BridgeSource.Clipper,
]),
[ChainId.Ropsten]: new SourceFilters([
ERC20BridgeSource.Kyber,
@@ -135,6 +137,7 @@ export const SELL_SOURCE_FILTER_BY_CHAIN_ID = valueByChainId<SourceFilters>(
ERC20BridgeSource.FirebirdOneSwap,
ERC20BridgeSource.JetSwap,
ERC20BridgeSource.ACryptos,
ERC20BridgeSource.KyberDmm,
]),
[ChainId.Polygon]: new SourceFilters([
ERC20BridgeSource.SushiSwap,
@@ -157,6 +160,31 @@ export const SELL_SOURCE_FILTER_BY_CHAIN_ID = valueByChainId<SourceFilters>(
ERC20BridgeSource.JetSwap,
ERC20BridgeSource.IronSwap,
]),
[ChainId.Avalanche]: new SourceFilters([
ERC20BridgeSource.MultiHop,
ERC20BridgeSource.Pangolin,
ERC20BridgeSource.TraderJoe,
ERC20BridgeSource.SushiSwap,
ERC20BridgeSource.Curve,
ERC20BridgeSource.CurveV2,
ERC20BridgeSource.KyberDmm,
]),
[ChainId.Fantom]: new SourceFilters([
ERC20BridgeSource.MultiHop,
ERC20BridgeSource.Beethovenx,
ERC20BridgeSource.Curve,
ERC20BridgeSource.CurveV2,
ERC20BridgeSource.JetSwap,
ERC20BridgeSource.MorpheusSwap,
ERC20BridgeSource.SpiritSwap,
ERC20BridgeSource.SpookySwap,
ERC20BridgeSource.SushiSwap,
]),
[ChainId.Celo]: new SourceFilters([
ERC20BridgeSource.UbeSwap,
ERC20BridgeSource.SushiSwap,
ERC20BridgeSource.MultiHop,
]),
},
new SourceFilters([]),
);
@@ -199,7 +227,6 @@ export const BUY_SOURCE_FILTER_BY_CHAIN_ID = valueByChainId<SourceFilters>(
ERC20BridgeSource.UniswapV3,
ERC20BridgeSource.CurveV2,
ERC20BridgeSource.ShibaSwap,
ERC20BridgeSource.Clipper,
]),
[ChainId.Ropsten]: new SourceFilters([
ERC20BridgeSource.Kyber,
@@ -236,6 +263,7 @@ export const BUY_SOURCE_FILTER_BY_CHAIN_ID = valueByChainId<SourceFilters>(
ERC20BridgeSource.FirebirdOneSwap,
ERC20BridgeSource.JetSwap,
ERC20BridgeSource.ACryptos,
ERC20BridgeSource.KyberDmm,
]),
[ChainId.Polygon]: new SourceFilters([
ERC20BridgeSource.SushiSwap,
@@ -258,6 +286,31 @@ export const BUY_SOURCE_FILTER_BY_CHAIN_ID = valueByChainId<SourceFilters>(
ERC20BridgeSource.JetSwap,
ERC20BridgeSource.IronSwap,
]),
[ChainId.Avalanche]: new SourceFilters([
ERC20BridgeSource.MultiHop,
ERC20BridgeSource.Pangolin,
ERC20BridgeSource.TraderJoe,
ERC20BridgeSource.SushiSwap,
ERC20BridgeSource.Curve,
ERC20BridgeSource.CurveV2,
ERC20BridgeSource.KyberDmm,
]),
[ChainId.Fantom]: new SourceFilters([
ERC20BridgeSource.MultiHop,
ERC20BridgeSource.Beethovenx,
ERC20BridgeSource.Curve,
ERC20BridgeSource.CurveV2,
ERC20BridgeSource.JetSwap,
ERC20BridgeSource.MorpheusSwap,
ERC20BridgeSource.SpiritSwap,
ERC20BridgeSource.SpookySwap,
ERC20BridgeSource.SushiSwap,
]),
[ChainId.Celo]: new SourceFilters([
ERC20BridgeSource.UbeSwap,
ERC20BridgeSource.SushiSwap,
ERC20BridgeSource.MultiHop,
]),
},
new SourceFilters([]),
);
@@ -265,7 +318,7 @@ export const BUY_SOURCE_FILTER_BY_CHAIN_ID = valueByChainId<SourceFilters>(
/**
* 0x Protocol Fee Multiplier
*/
export const PROTOCOL_FEE_MULTIPLIER = new BigNumber(70000);
export const PROTOCOL_FEE_MULTIPLIER = new BigNumber(0);
/**
* Sources to poll for ETH fee price estimates.
@@ -276,6 +329,9 @@ export const FEE_QUOTE_SOURCES_BY_CHAIN_ID = valueByChainId<ERC20BridgeSource[]>
[ChainId.BSC]: [ERC20BridgeSource.PancakeSwap, ERC20BridgeSource.Mooniswap, ERC20BridgeSource.SushiSwap],
[ChainId.Ropsten]: [ERC20BridgeSource.UniswapV2, ERC20BridgeSource.SushiSwap],
[ChainId.Polygon]: [ERC20BridgeSource.QuickSwap, ERC20BridgeSource.SushiSwap],
[ChainId.Avalanche]: [ERC20BridgeSource.Pangolin, ERC20BridgeSource.TraderJoe, ERC20BridgeSource.SushiSwap],
[ChainId.Fantom]: [ERC20BridgeSource.SpiritSwap, ERC20BridgeSource.SpookySwap, ERC20BridgeSource.SushiSwap],
[ChainId.Celo]: [ERC20BridgeSource.UbeSwap, ERC20BridgeSource.SushiSwap],
},
[],
);
@@ -372,9 +428,16 @@ export const MAINNET_TOKENS = {
// StableSwap "open pools" (crv.finance)
STABLEx: '0xcd91538b91b4ba7797d39a2f66e63810b50a33d0',
alUSD: '0xbc6da0fe9ad5f3b0d58160288917aa56653660e9',
// Frax ecosystem
FRAX: '0x853d955acef822db058eb8505911ed77f175b99e',
FXS: '0x3432b6a60d23ca0dfca7761b7ab56459d9c964d0',
OHM: '0x383518188c0c6d7730d91b2c03a03c837814a899',
//
LUSD: '0x5f98805a4e8be255a32880fdec7f6728c6568ba0',
// Fei Ecosystem
FEI: '0x956f47f50a910163d8bf957cf5846d573e7f87ca',
TRIBE: '0xc7283b66eb1eb5fb86327f08e1b5816b0720212b',
//
DSU: '0x605d26fbd5be761089281d5cec2ce86eea667109',
ESS: '0x24ae124c4cc33d6791f8e8b63520ed7107ac8b3e',
cvxCRV: '0x62b9c7356a2dc64a1969e19c23e4f579f9810aa7',
@@ -416,6 +479,34 @@ export const POLYGON_TOKENS = {
WEXPOLY: '0x4c4bf319237d98a30a929a96112effa8da3510eb',
};
export const AVALANCHE_TOKENS = {
WAVAX: '0xb31f66aa3c1e785363f0875a1b74e27b85fd66c7',
WETH: '0x49d5c2bdffac6ce2bfdb6640f4f80f226bc10bab',
WBTC: '0x50b7545627a5162f82a992c33b87adc75187b218',
DAI: '0xd586e7f844cea2f87f50152665bcbc2c279d8d70',
USDC: '0xa7d7079b0fead91f3e65f86e8915cb59c1a4c664',
USDT: '0xc7198437980c041c805a1edcba50c1ce5db95118',
aDAI: '0x47afa96cdc9fab46904a55a6ad4bf6660b53c38a',
aUSDC: '0x46a51127c3ce23fb7ab1de06226147f446e4a857',
aUSDT: '0x532e6537fea298397212f09a61e03311686f548e',
};
export const CELO_TOKENS = {
WETH: '0xe919f65739c26a42616b7b8eedc6b5524d1e3ac4',
CELO: '0x471ece3750da237f93b8e339c536989b8978a438',
mCUSD: '0x64defa3544c695db8c535d289d843a189aa26b98',
};
export const FANTOM_TOKENS = {
WFTM: '0x21be370d5312f44cb42ce377bc9b8a0cef1a4c83',
WETH: '0x74b23882a30290451a17c44f4f05243b6b58c76d',
USDC: '0x04068da6c83afcfa0e13ba15a6696662335d5b75',
DAI: '0x8d11ec38a3eb5e956b052f67da8bdc9bef8abf3e',
fUSDT: '0x049d68029688eabf473097a2fc38ef61633a3c7a',
WBTC: '0x321162cd933e2be498cd2267a90534a804051b11',
renBTC: '0xdbf31df14b66535af65aac99c32e9ea844e14501',
};
export const CURVE_POOLS = {
compound: '0xa2b47e3d5c44877cca798226b7b8118f9bfb7a56', // 0.Compound
// 1.USDT is dead
@@ -477,6 +568,24 @@ export const CURVE_V2_POLYGON_POOLS = {
atricrypto3: '0x1d8b86e3d88cdb2d34688e87e72f388cb541b7c8',
};
export const CURVE_AVALANCHE_POOLS = {
aave: '0x7f90122bf0700f9e7e1f688fe926940e8839f353',
};
export const CURVE_V2_AVALANCHE_POOLS = {
atricrypto: '0x58e57ca18b7a47112b877e31929798cd3d703b0f',
};
export const CURVE_FANTOM_POOLS = {
fUSDT: '0x92d5ebf3593a92888c25c0abef126583d4b5312e',
twoPool: '0x27e611fd27b276acbd5ffd632e5eaebec9761e40',
ren: '0x3ef6a01a0f81d6046290f3e2a8c5b843e738e604',
};
export const CURVE_V2_FANTOM_POOLS = {
tricrypto: '0x3a1659ddcf2339be3aea159ca010979fb49155ff',
};
export const SWERVE_POOLS = {
y: '0x329239599afb305da0a2ec69c58f8a6697f9f88d',
};
@@ -569,6 +678,15 @@ export const DEFAULT_INTERMEDIATE_TOKENS_BY_CHAIN_ID = valueByChainId<string[]>(
POLYGON_TOKENS.USDT,
POLYGON_TOKENS.WBTC,
],
[ChainId.Avalanche]: [
AVALANCHE_TOKENS.WAVAX,
AVALANCHE_TOKENS.WETH,
AVALANCHE_TOKENS.DAI,
AVALANCHE_TOKENS.USDT,
AVALANCHE_TOKENS.USDC,
],
[ChainId.Fantom]: [FANTOM_TOKENS.WFTM, FANTOM_TOKENS.WETH, FANTOM_TOKENS.DAI, FANTOM_TOKENS.USDC],
[ChainId.Celo]: [CELO_TOKENS.mCUSD, CELO_TOKENS.WETH, CELO_TOKENS.CELO],
},
[],
);
@@ -585,6 +703,11 @@ 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);
// FEI TRIBE liquid in UniV2
builder.add(MAINNET_TOKENS.FEI, MAINNET_TOKENS.TRIBE).add(MAINNET_TOKENS.TRIBE, MAINNET_TOKENS.FEI);
// FRAX ecosystem
builder.add(MAINNET_TOKENS.FRAX, MAINNET_TOKENS.FXS).add(MAINNET_TOKENS.FXS, MAINNET_TOKENS.FRAX);
builder.add(MAINNET_TOKENS.FRAX, MAINNET_TOKENS.OHM).add(MAINNET_TOKENS.OHM, MAINNET_TOKENS.FRAX);
})
// Build
.build(),
@@ -594,6 +717,15 @@ export const DEFAULT_TOKEN_ADJACENCY_GRAPH_BY_CHAIN_ID = valueByChainId<TokenAdj
[ChainId.Polygon]: new TokenAdjacencyGraphBuilder({
default: DEFAULT_INTERMEDIATE_TOKENS_BY_CHAIN_ID[ChainId.Polygon],
}).build(),
[ChainId.Avalanche]: new TokenAdjacencyGraphBuilder({
default: DEFAULT_INTERMEDIATE_TOKENS_BY_CHAIN_ID[ChainId.Avalanche],
}).build(),
[ChainId.Fantom]: new TokenAdjacencyGraphBuilder({
default: DEFAULT_INTERMEDIATE_TOKENS_BY_CHAIN_ID[ChainId.Fantom],
}).build(),
[ChainId.Celo]: new TokenAdjacencyGraphBuilder({
default: DEFAULT_INTERMEDIATE_TOKENS_BY_CHAIN_ID[ChainId.Celo],
}).build(),
},
new TokenAdjacencyGraphBuilder({ default: [] }).build(),
);
@@ -607,6 +739,9 @@ export const NATIVE_FEE_TOKEN_BY_CHAIN_ID = valueByChainId<string>(
[ChainId.Rinkeby]: getContractAddressesForChainOrThrow(ChainId.Rinkeby).etherToken,
[ChainId.Kovan]: getContractAddressesForChainOrThrow(ChainId.Kovan).etherToken,
[ChainId.Polygon]: getContractAddressesForChainOrThrow(ChainId.Polygon).etherToken,
[ChainId.Avalanche]: getContractAddressesForChainOrThrow(ChainId.Avalanche).etherToken,
[ChainId.Fantom]: getContractAddressesForChainOrThrow(ChainId.Fantom).etherToken,
[ChainId.Celo]: getContractAddressesForChainOrThrow(ChainId.Celo).etherToken,
},
NULL_ADDRESS,
);
@@ -927,6 +1062,64 @@ export const CURVE_V2_POLYGON_INFOS: { [name: string]: CurveInfo } = {
}),
};
export const CURVE_AVALANCHE_INFOS: { [name: string]: CurveInfo } = {
['aave_exchangeunderlying']: createCurveExchangeUnderlyingPool({
tokens: [AVALANCHE_TOKENS.DAI, AVALANCHE_TOKENS.USDC, AVALANCHE_TOKENS.USDT],
pool: CURVE_AVALANCHE_POOLS.aave,
gasSchedule: 850e3,
}),
['aave_exchange']: createCurveExchangePool({
tokens: [AVALANCHE_TOKENS.aDAI, AVALANCHE_TOKENS.aUSDC, AVALANCHE_TOKENS.aUSDT],
pool: CURVE_AVALANCHE_POOLS.aave,
gasSchedule: 150e3,
}),
};
export const CURVE_V2_AVALANCHE_INFOS: { [name: string]: CurveInfo } = {
[CURVE_V2_AVALANCHE_POOLS.atricrypto]: {
exchangeFunctionSelector: CurveFunctionSelectors.exchange_underlying_v2,
sellQuoteFunctionSelector: CurveFunctionSelectors.get_dy_underlying_v2,
buyQuoteFunctionSelector: CurveFunctionSelectors.None,
tokens: [
AVALANCHE_TOKENS.DAI,
AVALANCHE_TOKENS.USDC,
AVALANCHE_TOKENS.USDT,
AVALANCHE_TOKENS.WBTC,
AVALANCHE_TOKENS.WETH,
],
metaTokens: undefined,
poolAddress: CURVE_V2_AVALANCHE_POOLS.atricrypto,
gasSchedule: 1300e3,
},
};
// TODO: modify gasSchedule
export const CURVE_FANTOM_INFOS: { [name: string]: CurveInfo } = {
[CURVE_FANTOM_POOLS.ren]: createCurveExchangePool({
tokens: [FANTOM_TOKENS.WBTC, FANTOM_TOKENS.renBTC],
pool: CURVE_FANTOM_POOLS.ren,
gasSchedule: 171e3,
}),
[CURVE_FANTOM_POOLS.twoPool]: createCurveExchangePool({
tokens: [FANTOM_TOKENS.DAI, FANTOM_TOKENS.USDC],
pool: CURVE_FANTOM_POOLS.twoPool,
gasSchedule: 176e3,
}),
[CURVE_FANTOM_POOLS.fUSDT]: createCurveExchangeUnderlyingPool({
tokens: [FANTOM_TOKENS.fUSDT, FANTOM_TOKENS.DAI, FANTOM_TOKENS.USDC],
pool: CURVE_FANTOM_POOLS.fUSDT,
gasSchedule: 587e3,
}),
};
export const CURVE_V2_FANTOM_INFOS: { [name: string]: CurveInfo } = {
[CURVE_V2_FANTOM_POOLS.tricrypto]: createCurveExchangeV2Pool({
tokens: [FANTOM_TOKENS.fUSDT, FANTOM_TOKENS.WBTC, FANTOM_TOKENS.WETH],
pool: CURVE_V2_FANTOM_POOLS.tricrypto,
gasSchedule: 300e3,
}),
};
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],
@@ -1219,6 +1412,9 @@ export const SUSHISWAP_ROUTER_BY_CHAIN_ID = valueByChainId<string>(
[ChainId.BSC]: '0x1b02da8cb0d097eb8d57a175b88c7d8b47997506',
[ChainId.Ropsten]: '0x1b02da8cb0d097eb8d57a175b88c7d8b47997506',
[ChainId.Polygon]: '0x1b02da8cb0d097eb8d57a175b88c7d8b47997506',
[ChainId.Avalanche]: '0x1b02da8cb0d097eb8d57a175b88c7d8b47997506',
[ChainId.Fantom]: '0x1b02da8cb0d097eb8d57a175b88c7d8b47997506',
[ChainId.Celo]: '0x1b02da8cb0d097eb8d57a175b88c7d8b47997506',
},
NULL_ADDRESS,
);
@@ -1288,6 +1484,9 @@ export const KYBER_DMM_ROUTER_BY_CHAIN_ID = valueByChainId<string>(
{
[ChainId.Mainnet]: '0x1c87257f5e8609940bc751a07bb085bb7f8cdbe6',
[ChainId.Polygon]: '0x546c79662e028b661dfb4767664d0273184e4dd1',
[ChainId.BSC]: '0x78df70615ffc8066cc0887917f2cd72092c86409',
[ChainId.Avalanche]: '0x8efa5a9ad6d594cf76830267077b78ce0bc5a5f8',
[ChainId.Fantom]: '0x5d5a5a0a465129848c2549669e12cdc2f8de039a',
},
NULL_ADDRESS,
);
@@ -1437,6 +1636,13 @@ export const BALANCER_V2_VAULT_ADDRESS_BY_CHAIN = valueByChainId<string>(
NULL_ADDRESS,
);
export const BEETHOVEN_X_VAULT_ADDRESS_BY_CHAIN = valueByChainId<string>(
{
[ChainId.Fantom]: '0x20dd72ed959b6147912c2e529f0a0c651c33c9ce',
},
NULL_ADDRESS,
);
export const LIDO_INFO_BY_CHAIN = valueByChainId<LidoInfo>(
{
[ChainId.Mainnet]: {
@@ -1450,22 +1656,6 @@ export const LIDO_INFO_BY_CHAIN = valueByChainId<LidoInfo>(
},
);
export const CLIPPER_INFO_BY_CHAIN = valueByChainId(
{
[ChainId.Mainnet]: {
poolAddress: '0xe82906b6b1b04f631d126c974af57a3a7b6a99d9',
tokens: [
MAINNET_TOKENS.WETH, // technically ETH but our sampler and mixin handle this
MAINNET_TOKENS.WBTC,
MAINNET_TOKENS.USDC,
MAINNET_TOKENS.USDT,
MAINNET_TOKENS.DAI,
],
},
},
{ poolAddress: NULL_ADDRESS, tokens: [] },
);
export const BALANCER_SUBGRAPH_URL = 'https://api.thegraph.com/subgraphs/name/balancer-labs/balancer';
export const BALANCER_TOP_POOLS_FETCHED = 250;
export const BALANCER_MAX_POOLS_FETCHED = 3;
@@ -1477,6 +1667,13 @@ export const BALANCER_V2_SUBGRAPH_URL_BY_CHAIN = valueByChainId<string>(
'https://api.thegraph.com/subgraphs/name/balancer-labs/balancer-v2',
);
export const BEETHOVEN_X_SUBGRAPH_URL_BY_CHAIN = valueByChainId<string>(
{
[ChainId.Fantom]: 'https://graph-node.beets-ftm-node.com/subgraphs/name/beethovenx-v4',
},
'https://graph-node.beets-ftm-node.com/subgraphs/name/beethovenx-v4',
);
export const UNISWAPV3_CONFIG_BY_CHAIN_ID = valueByChainId(
{
[ChainId.Mainnet]: {
@@ -1587,10 +1784,70 @@ export const JETSWAP_ROUTER_BY_CHAIN_ID = valueByChainId<string>(
{
[ChainId.BSC]: '0xbe65b8f75b9f20f4c522e0067a3887fada714800',
[ChainId.Polygon]: '0x5c6ec38fb0e2609672bdf628b1fd605a523e5923',
[ChainId.Fantom]: '0x845e76a8691423fbc4ecb8dd77556cb61c09ee25',
},
NULL_ADDRESS,
);
export const PANGOLIN_ROUTER_BY_CHAIN_ID = valueByChainId<string>(
{
[ChainId.Avalanche]: '0xe54ca86531e17ef3616d22ca28b0d458b6c89106',
},
NULL_ADDRESS,
);
export const TRADER_JOE_ROUTER_BY_CHAIN_ID = valueByChainId<string>(
{
[ChainId.Avalanche]: '0x60ae616a2155ee3d9a68541ba4544862310933d4',
},
NULL_ADDRESS,
);
export const UBESWAP_ROUTER_BY_CHAIN_ID = valueByChainId<string>(
{
[ChainId.Celo]: '0x7d28570135a2b1930f331c507f65039d4937f66c',
},
NULL_ADDRESS,
);
export const MORPHEUSSWAP_ROUTER_BY_CHAIN_ID = valueByChainId<string>(
{
[ChainId.Fantom]: '0x8ac868293d97761a1fed6d4a01e9ff17c5594aa3',
},
NULL_ADDRESS,
);
export const SPIRITSWAP_ROUTER_BY_CHAIN_ID = valueByChainId<string>(
{
[ChainId.Fantom]: '0x16327e3fbdaca3bcf7e38f5af2599d2ddc33ae52',
},
NULL_ADDRESS,
);
export const SPOOKYSWAP_ROUTER_BY_CHAIN_ID = valueByChainId<string>(
{
[ChainId.Fantom]: '0xf491e7b69e4244ad4002bc14e878a34207e38c29',
},
NULL_ADDRESS,
);
export const VIP_ERC20_BRIDGE_SOURCES_BY_CHAIN_ID = valueByChainId<ERC20BridgeSource[]>(
{
[ChainId.Mainnet]: [ERC20BridgeSource.UniswapV2, ERC20BridgeSource.SushiSwap, ERC20BridgeSource.UniswapV3],
[ChainId.BSC]: [
ERC20BridgeSource.PancakeSwap,
ERC20BridgeSource.PancakeSwapV2,
ERC20BridgeSource.BakerySwap,
ERC20BridgeSource.SushiSwap,
ERC20BridgeSource.ApeSwap,
ERC20BridgeSource.CafeSwap,
ERC20BridgeSource.CheeseSwap,
ERC20BridgeSource.JulSwap,
],
},
[],
);
const uniswapV2CloneGasSchedule = (fillData?: FillData) => {
// TODO: Different base cost if to/from ETH.
let gas = 90e3;
@@ -1696,7 +1953,6 @@ export const DEFAULT_GAS_SCHEDULE: Required<FeeSchedule> = {
return gas;
},
[ERC20BridgeSource.Lido]: () => 226e3,
[ERC20BridgeSource.Clipper]: () => 170e3,
//
// BSC
@@ -1719,6 +1975,25 @@ export const DEFAULT_GAS_SCHEDULE: Required<FeeSchedule> = {
[ERC20BridgeSource.Dfyn]: uniswapV2CloneGasSchedule,
[ERC20BridgeSource.Polydex]: uniswapV2CloneGasSchedule,
[ERC20BridgeSource.JetSwap]: uniswapV2CloneGasSchedule,
//
// Avalanche
//
[ERC20BridgeSource.Pangolin]: uniswapV2CloneGasSchedule,
[ERC20BridgeSource.TraderJoe]: uniswapV2CloneGasSchedule,
//
// Celo
//
[ERC20BridgeSource.UbeSwap]: uniswapV2CloneGasSchedule,
//
// Fantom
//
[ERC20BridgeSource.MorpheusSwap]: uniswapV2CloneGasSchedule,
[ERC20BridgeSource.SpiritSwap]: uniswapV2CloneGasSchedule,
[ERC20BridgeSource.SpookySwap]: uniswapV2CloneGasSchedule,
[ERC20BridgeSource.Beethovenx]: () => 100e3,
};
export const DEFAULT_FEE_SCHEDULE: Required<FeeSchedule> = { ...DEFAULT_GAS_SCHEDULE };
@@ -1727,7 +2002,7 @@ export const POSITIVE_SLIPPAGE_FEE_TRANSFORMER_GAS = new BigNumber(20000);
// tslint:enable:custom-no-magic-numbers
export const DEFAULT_GET_MARKET_ORDERS_OPTS: GetMarketOrdersOpts = {
export const DEFAULT_GET_MARKET_ORDERS_OPTS: Omit<GetMarketOrdersOpts, 'gasPrice'> = {
// tslint:disable-next-line: custom-no-magic-numbers
runLimit: 2 ** 15,
excludedSources: [],

View File

@@ -71,7 +71,25 @@ function hasLiquidity(fills: Fill[]): boolean {
return true;
}
function nativeOrdersToFills(
export function ethToOutputAmount({
input,
output,
ethAmount,
inputAmountPerEth,
outputAmountPerEth,
}: {
input: BigNumber;
output: BigNumber;
inputAmountPerEth: BigNumber;
outputAmountPerEth: BigNumber;
ethAmount: BigNumber | number;
}): BigNumber {
return !outputAmountPerEth.isZero()
? outputAmountPerEth.times(ethAmount)
: inputAmountPerEth.times(ethAmount).times(output.dividedToIntegerBy(input));
}
export function nativeOrdersToFills(
side: MarketOperation,
orders: NativeOrderWithFillableAmounts[],
targetInput: BigNumber = POSITIVE_INF,
@@ -89,9 +107,13 @@ function nativeOrdersToFills(
const input = side === MarketOperation.Sell ? takerAmount : makerAmount;
const output = side === MarketOperation.Sell ? makerAmount : takerAmount;
const fee = fees[ERC20BridgeSource.Native] === undefined ? 0 : fees[ERC20BridgeSource.Native]!(o);
const outputPenalty = !outputAmountPerEth.isZero()
? outputAmountPerEth.times(fee)
: inputAmountPerEth.times(fee).times(output.dividedToIntegerBy(input));
const outputPenalty = ethToOutputAmount({
input,
output,
inputAmountPerEth,
outputAmountPerEth,
ethAmount: fee,
});
// targetInput can be less than the order size
// whilst the penalty is constant, it affects the adjusted output
// only up until the target has been exhausted.
@@ -132,7 +154,7 @@ function nativeOrdersToFills(
return fills;
}
function dexSamplesToFills(
export function dexSamplesToFills(
side: MarketOperation,
samples: DexSample[],
outputAmountPerEth: BigNumber,
@@ -156,9 +178,13 @@ function dexSamplesToFills(
let penalty = ZERO_AMOUNT;
if (i === 0) {
// Only the first fill in a DEX path incurs a penalty.
penalty = !outputAmountPerEth.isZero()
? outputAmountPerEth.times(fee)
: inputAmountPerEth.times(fee).times(output.dividedToIntegerBy(input));
penalty = ethToOutputAmount({
input,
output,
inputAmountPerEth,
outputAmountPerEth,
ethAmount: fee,
});
}
const adjustedOutput = side === MarketOperation.Sell ? output.minus(penalty) : output.plus(penalty);

View File

@@ -18,12 +18,15 @@ import {
import {
dexSampleToReportSource,
ExtendedQuoteReportSources,
generateExtendedQuoteReportSources,
generateQuoteReport,
multiHopSampleToReportSource,
nativeOrderToReportEntry,
PriceComparisonsReport,
QuoteReport,
} from './../quote_report_generator';
import { getComparisonPrices } from './comparison_price';
import {
BUY_SOURCE_FILTER_BY_CHAIN_ID,
@@ -39,7 +42,7 @@ import { createFills } from './fills';
import { getBestTwoHopQuote } from './multihop_utils';
import { createOrdersFromTwoHopSample } from './orders';
import { Path, PathPenaltyOpts } from './path';
import { fillsToSortedPaths, findOptimalPathAsync } from './path_optimizer';
import { fillsToSortedPaths, findOptimalPathJSAsync, findOptimalRustPathFromSamples } from './path_optimizer';
import { DexOrderSampler, getSampleAmounts } from './sampler';
import { SourceFilters } from './source_filters';
import {
@@ -48,7 +51,6 @@ import {
DexSample,
ERC20BridgeSource,
Fill,
FillData,
GenerateOptimizedOrdersOpts,
GetMarketOrdersOpts,
MarketSideLiquidity,
@@ -57,6 +59,8 @@ import {
OrderDomain,
} from './types';
const SHOULD_USE_RUST_ROUTER = process.env.RUST_ROUTER === 'true';
// tslint:disable:boolean-naming
export class MarketOperationUtils {
@@ -77,6 +81,25 @@ export class MarketOperationUtils {
return generateQuoteReport(side, quotes.nativeOrders, liquidityDelivered, comparisonPrice, quoteRequestor);
}
private static _computeExtendedQuoteReportSources(
quoteRequestor: QuoteRequestor | undefined,
marketSideLiquidity: MarketSideLiquidity,
amount: BigNumber,
optimizerResult: OptimizerResult,
comparisonPrice?: BigNumber | undefined,
): ExtendedQuoteReportSources {
const { side, quotes } = marketSideLiquidity;
const { liquidityDelivered } = optimizerResult;
return generateExtendedQuoteReportSources(
side,
quotes,
liquidityDelivered,
amount,
comparisonPrice,
quoteRequestor,
);
}
private static _computePriceComparisonsReport(
quoteRequestor: QuoteRequestor | undefined,
marketSideLiquidity: MarketSideLiquidity,
@@ -326,12 +349,12 @@ export class MarketOperationUtils {
public async getBatchMarketBuyOrdersAsync(
batchNativeOrders: SignedNativeOrder[][],
makerAmounts: BigNumber[],
opts?: Partial<GetMarketOrdersOpts>,
opts: Partial<GetMarketOrdersOpts> & { gasPrice: BigNumber },
): Promise<Array<OptimizerResult | undefined>> {
if (batchNativeOrders.length === 0) {
throw new Error(AggregationError.EmptyOrders);
}
const _opts = { ...DEFAULT_GET_MARKET_ORDERS_OPTS, ...opts };
const _opts: GetMarketOrdersOpts = { ...DEFAULT_GET_MARKET_ORDERS_OPTS, ...opts };
const requestFilters = new SourceFilters().exclude(_opts.excludedSources).include(_opts.includedSources);
const quoteSourceFilters = this._buySources.merge(requestFilters);
@@ -409,6 +432,7 @@ export class MarketOperationUtils {
excludedSources: _opts.excludedSources,
feeSchedule: _opts.feeSchedule,
allowFallback: _opts.allowFallback,
gasPrice: _opts.gasPrice,
},
);
return optimizerResult;
@@ -475,6 +499,7 @@ export class MarketOperationUtils {
outputAmountPerEth,
inputAmountPerEth,
exchangeProxyOverhead: opts.exchangeProxyOverhead || (() => ZERO_AMOUNT),
gasPrice: opts.gasPrice,
};
// NOTE: For sell quotes input is the taker asset and for buy quotes input is the maker asset
@@ -485,8 +510,22 @@ export class MarketOperationUtils {
const _unoptimizedPath = fillsToSortedPaths(fills, side, inputAmount, penaltyOpts)[0];
const unoptimizedPath = _unoptimizedPath ? _unoptimizedPath.collapse(orderOpts) : undefined;
// Find the optimal path
const optimalPath = await findOptimalPathAsync(side, fills, inputAmount, opts.runLimit, penaltyOpts);
// Find the optimal path using Rust router if enabled, otherwise fallback to JS Router
let optimalPath: Path | undefined;
if (SHOULD_USE_RUST_ROUTER) {
optimalPath = findOptimalRustPathFromSamples(
side,
dexQuotes,
[...nativeOrders, ...augmentedRfqtIndicativeQuotes],
inputAmount,
penaltyOpts,
opts.feeSchedule,
this._sampler.chainId,
);
} else {
optimalPath = await findOptimalPathJSAsync(side, fills, inputAmount, opts.runLimit, penaltyOpts);
}
const optimalPathRate = optimalPath ? optimalPath.adjustedRate() : ZERO_AMOUNT;
const { adjustedRate: bestTwoHopRate, quote: bestTwoHopQuote } = getBestTwoHopQuote(
@@ -514,7 +553,7 @@ export class MarketOperationUtils {
}
// Generate a fallback path if required
await this._addOptionalFallbackAsync(side, inputAmount, optimalPath, fills, opts, penaltyOpts);
await this._addOptionalFallbackAsync(side, inputAmount, optimalPath, dexQuotes, fills, opts, penaltyOpts);
const collapsedPath = optimalPath.collapse(orderOpts);
return {
@@ -536,9 +575,9 @@ export class MarketOperationUtils {
nativeOrders: SignedNativeOrder[],
amount: BigNumber,
side: MarketOperation,
opts?: Partial<GetMarketOrdersOpts>,
opts: Partial<GetMarketOrdersOpts> & { gasPrice: BigNumber },
): Promise<OptimizerResultWithReport> {
const _opts = { ...DEFAULT_GET_MARKET_ORDERS_OPTS, ...opts };
const _opts: GetMarketOrdersOpts = { ...DEFAULT_GET_MARKET_ORDERS_OPTS, ...opts };
const optimizerOpts: GenerateOptimizedOrdersOpts = {
bridgeSlippage: _opts.bridgeSlippage,
maxFallbackSlippage: _opts.maxFallbackSlippage,
@@ -546,6 +585,7 @@ export class MarketOperationUtils {
feeSchedule: _opts.feeSchedule,
allowFallback: _opts.allowFallback,
exchangeProxyOverhead: _opts.exchangeProxyOverhead,
gasPrice: _opts.gasPrice,
};
if (nativeOrders.length === 0) {
@@ -684,6 +724,16 @@ export class MarketOperationUtils {
);
}
// Always compute the Extended Quote Report
let extendedQuoteReportSources: ExtendedQuoteReportSources | undefined;
extendedQuoteReportSources = MarketOperationUtils._computeExtendedQuoteReportSources(
_opts.rfqt ? _opts.rfqt.quoteRequestor : undefined,
marketSideLiquidity,
amount,
optimizerResult,
wholeOrderPrice,
);
let priceComparisonsReport: PriceComparisonsReport | undefined;
if (_opts.shouldIncludePriceComparisonsReport) {
priceComparisonsReport = MarketOperationUtils._computePriceComparisonsReport(
@@ -692,7 +742,7 @@ export class MarketOperationUtils {
wholeOrderPrice,
);
}
return { ...optimizerResult, quoteReport, priceComparisonsReport };
return { ...optimizerResult, quoteReport, extendedQuoteReportSources, priceComparisonsReport };
}
private async _refreshPoolCacheIfRequiredAsync(takerToken: string, makerToken: string): Promise<void> {
@@ -711,7 +761,8 @@ export class MarketOperationUtils {
side: MarketOperation,
inputAmount: BigNumber,
optimalPath: Path,
fills: Array<Array<Fill<FillData>>>,
dexQuotes: DexSample[][],
fills: Fill[][],
opts: GenerateOptimizedOrdersOpts,
penaltyOpts: PathPenaltyOpts,
): Promise<void> {
@@ -725,13 +776,37 @@ export class MarketOperationUtils {
if (opts.allowFallback && fragileFills.length !== 0) {
// We create a fallback path that is exclusive of Native liquidity
// This is the optimal on-chain path for the entire input amount
const sturdyFills = fills.filter(p => p.length > 0 && !fragileSources.includes(p[0].source));
const sturdyOptimalPath = await findOptimalPathAsync(side, sturdyFills, inputAmount, opts.runLimit, {
const sturdyPenaltyOpts = {
...penaltyOpts,
exchangeProxyOverhead: (sourceFlags: bigint) =>
// tslint:disable-next-line: no-bitwise
penaltyOpts.exchangeProxyOverhead(sourceFlags | optimalPath.sourceFlags),
});
};
let sturdyOptimalPath: Path | undefined;
if (SHOULD_USE_RUST_ROUTER) {
const sturdySamples = dexQuotes.filter(
samples => samples.length > 0 && !fragileSources.includes(samples[0].source),
);
sturdyOptimalPath = findOptimalRustPathFromSamples(
side,
sturdySamples,
[],
inputAmount,
sturdyPenaltyOpts,
opts.feeSchedule,
this._sampler.chainId,
);
} else {
const sturdyFills = fills.filter(p => p.length > 0 && !fragileSources.includes(p[0].source));
sturdyOptimalPath = await findOptimalPathJSAsync(
side,
sturdyFills,
inputAmount,
opts.runLimit,
sturdyPenaltyOpts,
);
}
// Calculate the slippage of on-chain sources compared to the most optimal path
// if within an acceptable threshold we enable a fallback to prevent reverts
if (

View File

@@ -3,7 +3,7 @@ import { AbiEncoder, BigNumber } from '@0x/utils';
import { AssetSwapperContractAddresses, MarketOperation } from '../../types';
import { MAX_UINT256, NULL_BYTES, ZERO_AMOUNT } from './constants';
import { MAX_UINT256, ZERO_AMOUNT } from './constants';
import {
AggregationError,
BalancerFillData,
@@ -180,8 +180,20 @@ export function getErc20BridgeSourceToBridgeSource(source: ERC20BridgeSource): s
return encodeBridgeSourceId(BridgeProtocol.Nerve, 'IronSwap');
case ERC20BridgeSource.ACryptos:
return encodeBridgeSourceId(BridgeProtocol.Curve, 'ACryptoS');
case ERC20BridgeSource.Clipper:
return encodeBridgeSourceId(BridgeProtocol.Clipper, 'Clipper');
case ERC20BridgeSource.Pangolin:
return encodeBridgeSourceId(BridgeProtocol.UniswapV2, 'Pangolin');
case ERC20BridgeSource.TraderJoe:
return encodeBridgeSourceId(BridgeProtocol.UniswapV2, 'TraderJoe');
case ERC20BridgeSource.UbeSwap:
return encodeBridgeSourceId(BridgeProtocol.UniswapV2, 'UbeSwap');
case ERC20BridgeSource.Beethovenx:
return encodeBridgeSourceId(BridgeProtocol.BalancerV2, 'Beethovenx');
case ERC20BridgeSource.SpiritSwap:
return encodeBridgeSourceId(BridgeProtocol.UniswapV2, 'SpiritSwap');
case ERC20BridgeSource.SpookySwap:
return encodeBridgeSourceId(BridgeProtocol.UniswapV2, 'SpookySwap');
case ERC20BridgeSource.MorpheusSwap:
return encodeBridgeSourceId(BridgeProtocol.UniswapV2, 'MorpheusSwap');
default:
throw new Error(AggregationError.NoBridgeForSource);
}
@@ -230,6 +242,7 @@ export function createBridgeDataForBridgeOrder(order: OptimizedMarketBridgeOrder
bridgeData = encoder.encode([balancerFillData.poolAddress]);
break;
case ERC20BridgeSource.BalancerV2:
case ERC20BridgeSource.Beethovenx:
const balancerV2FillData = (order as OptimizedMarketBridgeOrder<BalancerV2FillData>).fillData;
const { vault, poolId } = balancerV2FillData;
bridgeData = encoder.encode([vault, poolId]);
@@ -256,6 +269,12 @@ export function createBridgeDataForBridgeOrder(order: OptimizedMarketBridgeOrder
case ERC20BridgeSource.Polydex:
case ERC20BridgeSource.ShibaSwap:
case ERC20BridgeSource.JetSwap:
case ERC20BridgeSource.Pangolin:
case ERC20BridgeSource.TraderJoe:
case ERC20BridgeSource.UbeSwap:
case ERC20BridgeSource.SpiritSwap:
case ERC20BridgeSource.SpookySwap:
case ERC20BridgeSource.MorpheusSwap:
const uniswapV2FillData = (order as OptimizedMarketBridgeOrder<UniswapV2FillData>).fillData;
bridgeData = encoder.encode([uniswapV2FillData.router, uniswapV2FillData.tokenAddressPath]);
break;
@@ -320,10 +339,6 @@ export function createBridgeDataForBridgeOrder(order: OptimizedMarketBridgeOrder
const lidoFillData = (order as OptimizedMarketBridgeOrder<LidoFillData>).fillData;
bridgeData = encoder.encode([lidoFillData.stEthTokenAddress]);
break;
case ERC20BridgeSource.Clipper:
const clipperFillData = (order as OptimizedMarketBridgeOrder<LiquidityProviderFillData>).fillData;
bridgeData = encoder.encode([clipperFillData.poolAddress, NULL_BYTES]);
break;
default:
throw new Error(AggregationError.NoBridgeForSource);
}
@@ -448,6 +463,13 @@ export const BRIDGE_ENCODERS: {
[ERC20BridgeSource.CryptoCom]: routerAddressPathEncoder,
[ERC20BridgeSource.Linkswap]: routerAddressPathEncoder,
[ERC20BridgeSource.ShibaSwap]: routerAddressPathEncoder,
[ERC20BridgeSource.Pangolin]: routerAddressPathEncoder,
[ERC20BridgeSource.TraderJoe]: routerAddressPathEncoder,
[ERC20BridgeSource.SpiritSwap]: routerAddressPathEncoder,
[ERC20BridgeSource.SpookySwap]: routerAddressPathEncoder,
[ERC20BridgeSource.MorpheusSwap]: routerAddressPathEncoder,
// Celo
[ERC20BridgeSource.UbeSwap]: routerAddressPathEncoder,
// BSC
[ERC20BridgeSource.PancakeSwap]: routerAddressPathEncoder,
[ERC20BridgeSource.PancakeSwapV2]: routerAddressPathEncoder,
@@ -475,16 +497,13 @@ export const BRIDGE_ENCODERS: {
// Custom integrations
[ERC20BridgeSource.MakerPsm]: makerPsmEncoder,
[ERC20BridgeSource.BalancerV2]: balancerV2Encoder,
[ERC20BridgeSource.Beethovenx]: balancerV2Encoder,
[ERC20BridgeSource.UniswapV3]: AbiEncoder.create([
{ name: 'router', type: 'address' },
{ name: 'path', type: 'bytes' },
]),
[ERC20BridgeSource.KyberDmm]: AbiEncoder.create('(address,address[],address[])'),
[ERC20BridgeSource.Lido]: AbiEncoder.create('(address)'),
[ERC20BridgeSource.Clipper]: AbiEncoder.create([
{ name: 'provider', type: 'address' },
{ name: 'data', type: 'bytes' },
]),
};
function getFillTokenAmounts(fill: CollapsedFill, side: MarketOperation): [BigNumber, BigNumber] {

View File

@@ -3,6 +3,7 @@ import { BigNumber } from '@0x/utils';
import { MarketOperation } from '../../types';
import { POSITIVE_INF, ZERO_AMOUNT } from './constants';
import { ethToOutputAmount } from './fills';
import { createBridgeOrder, createNativeOptimizedOrder, CreateOrderFromPathOpts, getMakerTakerTokens } from './orders';
import { getCompleteRate, getRate } from './rate_utils';
import {
@@ -25,12 +26,14 @@ export interface PathPenaltyOpts {
outputAmountPerEth: BigNumber;
inputAmountPerEth: BigNumber;
exchangeProxyOverhead: ExchangeProxyOverhead;
gasPrice: BigNumber;
}
export const DEFAULT_PATH_PENALTY_OPTS: PathPenaltyOpts = {
outputAmountPerEth: ZERO_AMOUNT,
inputAmountPerEth: ZERO_AMOUNT,
exchangeProxyOverhead: () => ZERO_AMOUNT,
gasPrice: ZERO_AMOUNT,
};
export class Path {
@@ -143,9 +146,13 @@ export class Path {
const { input, output } = this._adjustedSize;
const { exchangeProxyOverhead, outputAmountPerEth, inputAmountPerEth } = this.pathPenaltyOpts;
const gasOverhead = exchangeProxyOverhead(this.sourceFlags);
const pathPenalty = !outputAmountPerEth.isZero()
? outputAmountPerEth.times(gasOverhead)
: inputAmountPerEth.times(gasOverhead).times(output.dividedToIntegerBy(input));
const pathPenalty = ethToOutputAmount({
input,
output,
inputAmountPerEth,
outputAmountPerEth,
ethAmount: gasOverhead,
});
return {
input,
output: this.side === MarketOperation.Sell ? output.minus(pathPenalty) : output.plus(pathPenalty),

View File

@@ -1,20 +1,378 @@
import { assert } from '@0x/assert';
import { ChainId } from '@0x/contract-addresses';
import { OptimizerCapture, route, SerializedPath } from '@0x/neon-router';
import { BigNumber } from '@0x/utils';
import * as _ from 'lodash';
import { performance } from 'perf_hooks';
import { MarketOperation } from '../../types';
import { DEFAULT_INFO_LOGGER } from '../../constants';
import { MarketOperation, NativeOrderWithFillableAmounts } from '../../types';
import { VIP_ERC20_BRIDGE_SOURCES_BY_CHAIN_ID } from '../market_operation_utils/constants';
import { dexSamplesToFills, ethToOutputAmount, nativeOrdersToFills } from './fills';
import { DEFAULT_PATH_PENALTY_OPTS, Path, PathPenaltyOpts } from './path';
import { ERC20BridgeSource, Fill } from './types';
import { getRate } from './rate_utils';
import { DexSample, ERC20BridgeSource, FeeSchedule, Fill, FillData } from './types';
// tslint:disable: prefer-for-of custom-no-magic-numbers completed-docs no-bitwise
const RUN_LIMIT_DECAY_FACTOR = 0.5;
const RUST_ROUTER_NUM_SAMPLES = 200;
const FILL_QUOTE_TRANSFORMER_GAS_OVERHEAD = new BigNumber(150e3);
// NOTE: The Rust router will panic with less than 3 samples
const MIN_NUM_SAMPLE_INPUTS = 3;
const isDexSample = (obj: DexSample | NativeOrderWithFillableAmounts): obj is DexSample => !!(obj as DexSample).source;
function nativeOrderToNormalizedAmounts(
side: MarketOperation,
nativeOrder: NativeOrderWithFillableAmounts,
): { input: BigNumber; output: BigNumber } {
const { fillableTakerAmount, fillableTakerFeeAmount, fillableMakerAmount } = nativeOrder;
const makerAmount = fillableMakerAmount;
const takerAmount = fillableTakerAmount.plus(fillableTakerFeeAmount);
const input = side === MarketOperation.Sell ? takerAmount : makerAmount;
const output = side === MarketOperation.Sell ? makerAmount : takerAmount;
return { input, output };
}
function calculateOuputFee(
side: MarketOperation,
sampleOrNativeOrder: DexSample | NativeOrderWithFillableAmounts,
outputAmountPerEth: BigNumber,
inputAmountPerEth: BigNumber,
fees: FeeSchedule,
): BigNumber {
if (isDexSample(sampleOrNativeOrder)) {
const { input, output, source, fillData } = sampleOrNativeOrder;
const fee = fees[source]?.(fillData) || 0;
const outputFee = ethToOutputAmount({
input,
output,
inputAmountPerEth,
outputAmountPerEth,
ethAmount: fee,
});
return outputFee;
} else {
const { input, output } = nativeOrderToNormalizedAmounts(side, sampleOrNativeOrder);
const fee = fees[ERC20BridgeSource.Native]?.(sampleOrNativeOrder) || 0;
const outputFee = ethToOutputAmount({
input,
output,
inputAmountPerEth,
outputAmountPerEth,
ethAmount: fee,
});
return outputFee;
}
}
// Use linear interpolation to approximate the output
// at a certain input somewhere between the two samples
// See https://en.wikipedia.org/wiki/Linear_interpolation
const interpolateOutputFromSamples = (
left: { input: BigNumber; output: BigNumber },
right: { input: BigNumber; output: BigNumber },
targetInput: BigNumber,
): BigNumber =>
left.output.plus(
right.output
.minus(left.output)
.dividedBy(right.input.minus(left.input))
.times(targetInput.minus(left.input)),
);
function findRoutesAndCreateOptimalPath(
side: MarketOperation,
samples: DexSample[][],
nativeOrders: NativeOrderWithFillableAmounts[],
input: BigNumber,
opts: PathPenaltyOpts,
fees: FeeSchedule,
): Path | undefined {
const createFill = (sample: DexSample) =>
dexSamplesToFills(side, [sample], opts.outputAmountPerEth, opts.inputAmountPerEth, fees)[0];
// Track sample id's to integers (required by rust router)
const sampleIdLookup: { [key: string]: number } = {};
let sampleIdCounter = 0;
const sampleToId = (source: ERC20BridgeSource, index: number): number => {
const key = `${source}-${index}`;
if (sampleIdLookup[key]) {
return sampleIdLookup[key];
} else {
sampleIdLookup[key] = ++sampleIdCounter;
return sampleIdLookup[key];
}
};
const samplesAndNativeOrdersWithResults: Array<DexSample[] | NativeOrderWithFillableAmounts[]> = [];
const serializedPaths: SerializedPath[] = [];
for (const singleSourceSamples of samples) {
if (singleSourceSamples.length === 0) {
continue;
}
const singleSourceSamplesWithOutput = [...singleSourceSamples];
for (let i = singleSourceSamples.length - 1; i >= 0; i--) {
if (singleSourceSamples[i].output.isZero()) {
// Remove trailing 0 output samples
singleSourceSamplesWithOutput.pop();
} else {
break;
}
}
if (singleSourceSamplesWithOutput.length < MIN_NUM_SAMPLE_INPUTS) {
continue;
}
// TODO(kimpers): Do we need to handle 0 entries, from eg Kyber?
const serializedPath = singleSourceSamplesWithOutput.reduce<SerializedPath>(
(memo, sample, sampleIdx) => {
memo.ids.push(sampleToId(sample.source, sampleIdx));
memo.inputs.push(sample.input.integerValue().toNumber());
memo.outputs.push(sample.output.integerValue().toNumber());
memo.outputFees.push(
calculateOuputFee(side, sample, opts.outputAmountPerEth, opts.inputAmountPerEth, fees)
.integerValue()
.toNumber(),
);
return memo;
},
{
ids: [],
inputs: [],
outputs: [],
outputFees: [],
},
);
samplesAndNativeOrdersWithResults.push(singleSourceSamplesWithOutput);
serializedPaths.push(serializedPath);
}
for (const [idx, nativeOrder] of nativeOrders.entries()) {
const { input: normalizedOrderInput, output: normalizedOrderOutput } = nativeOrderToNormalizedAmounts(
side,
nativeOrder,
);
// NOTE: skip dummy order created in swap_quoter
// TODO: remove dummy order and this logic once we don't need the JS router
if (normalizedOrderInput.isLessThanOrEqualTo(0) || normalizedOrderOutput.isLessThanOrEqualTo(0)) {
continue;
}
// HACK: the router requires at minimum 3 samples as a basis for interpolation
const inputs = [
0,
normalizedOrderInput
.dividedBy(2)
.integerValue()
.toNumber(),
normalizedOrderInput.integerValue().toNumber(),
];
const outputs = [
0,
normalizedOrderOutput
.dividedBy(2)
.integerValue()
.toNumber(),
normalizedOrderOutput.integerValue().toNumber(),
];
// NOTE: same fee no matter if full or partial fill
const fee = calculateOuputFee(side, nativeOrder, opts.outputAmountPerEth, opts.inputAmountPerEth, fees)
.integerValue()
.toNumber();
const outputFees = [fee, fee, fee];
// NOTE: ids can be the same for all fake samples
const id = sampleToId(ERC20BridgeSource.Native, idx);
const ids = [id, id, id];
const serializedPath: SerializedPath = {
ids,
inputs,
outputs,
outputFees,
};
samplesAndNativeOrdersWithResults.push([nativeOrder]);
serializedPaths.push(serializedPath);
}
if (serializedPaths.length === 0) {
return undefined;
}
const rustArgs: OptimizerCapture = {
side,
targetInput: input.toNumber(),
pathsIn: serializedPaths,
};
const before = performance.now();
const allSourcesRustRoute = new Float64Array(rustArgs.pathsIn.length);
route(rustArgs, allSourcesRustRoute, RUST_ROUTER_NUM_SAMPLES);
DEFAULT_INFO_LOGGER(
{ router: 'neon-router', performanceMs: performance.now() - before, type: 'real' },
'Rust router real routing performance',
);
assert.assert(
rustArgs.pathsIn.length === allSourcesRustRoute.length,
'different number of sources in the Router output than the input',
);
const routesAndSamples = _.zip(allSourcesRustRoute, samplesAndNativeOrdersWithResults);
const adjustedFills: Fill[] = [];
const totalRoutedAmount = BigNumber.sum(...allSourcesRustRoute);
const scale = input.dividedBy(totalRoutedAmount);
for (const [routeInput, routeSamplesAndNativeOrders] of routesAndSamples) {
if (!routeInput || !routeSamplesAndNativeOrders) {
continue;
}
// TODO(kimpers): [TKR-241] amounts are sometimes clipped in the router due to precisions loss for number/f64
// we can work around it by scaling it and rounding up. However now we end up with a total amount of a couple base units too much
const rustInputAdjusted = BigNumber.min(
new BigNumber(routeInput).multipliedBy(scale).integerValue(BigNumber.ROUND_CEIL),
input,
);
const current = routeSamplesAndNativeOrders[routeSamplesAndNativeOrders.length - 1];
if (!isDexSample(current)) {
const nativeFill = nativeOrdersToFills(
side,
[current],
rustInputAdjusted,
opts.outputAmountPerEth,
opts.inputAmountPerEth,
fees,
)[0];
// NOTE: For Limit/RFQ orders we are done here. No need to scale output
adjustedFills.push(nativeFill);
continue;
}
// NOTE: For DexSamples only
let fill = createFill(current);
const routeSamples = routeSamplesAndNativeOrders as Array<DexSample<FillData>>;
// Descend to approach a closer fill for fillData which may not be consistent
// throughout the path (UniswapV3) and for a closer guesstimate at
// gas used
assert.assert(routeSamples.length >= 1, 'Found no sample to use for source');
for (let k = routeSamples.length - 1; k >= 0; k--) {
if (k === 0) {
fill = createFill(routeSamples[0]);
}
if (rustInputAdjusted.isGreaterThan(routeSamples[k].input)) {
// Between here and the previous fill
// HACK: Use the midpoint between the two
const left = routeSamples[k];
const right = routeSamples[k + 1];
if (left && right) {
// Approximate how much output we get for the input with the surrounding samples
const interpolatedOutput = interpolateOutputFromSamples(
left,
right,
rustInputAdjusted,
).decimalPlaces(0, side === MarketOperation.Sell ? BigNumber.ROUND_FLOOR : BigNumber.ROUND_CEIL);
fill = createFill({
...right, // default to the greater (for gas used)
input: rustInputAdjusted,
output: interpolatedOutput,
});
} else {
assert.assert(Boolean(left || right), 'No valid sample to use');
fill = createFill(left || right);
}
break;
}
}
const scaleOutput = (output: BigNumber) =>
output
.dividedBy(fill.input)
.times(rustInputAdjusted)
.decimalPlaces(0, side === MarketOperation.Sell ? BigNumber.ROUND_FLOOR : BigNumber.ROUND_CEIL);
adjustedFills.push({
...fill,
input: rustInputAdjusted,
output: scaleOutput(fill.output),
adjustedOutput: scaleOutput(fill.adjustedOutput),
index: 0,
parent: undefined,
});
}
const pathFromRustInputs = Path.create(side, adjustedFills, input);
return pathFromRustInputs;
}
export function findOptimalRustPathFromSamples(
side: MarketOperation,
samples: DexSample[][],
nativeOrders: NativeOrderWithFillableAmounts[],
input: BigNumber,
opts: PathPenaltyOpts,
fees: FeeSchedule,
chainId: ChainId,
): Path | undefined {
const before = performance.now();
const logPerformance = () =>
DEFAULT_INFO_LOGGER(
{ router: 'neon-router', performanceMs: performance.now() - before, type: 'total' },
'Rust router total routing performance',
);
const allSourcesPath = findRoutesAndCreateOptimalPath(side, samples, nativeOrders, input, opts, fees);
if (!allSourcesPath) {
return undefined;
}
const vipSources = VIP_ERC20_BRIDGE_SOURCES_BY_CHAIN_ID[chainId];
// HACK(kimpers): The Rust router currently doesn't account for VIP sources correctly
// we need to try to route them in isolation and compare with the results all sources
if (vipSources.length > 0) {
const vipSourcesSet = new Set(vipSources);
const vipSourcesSamples = samples.filter(s => s[0] && vipSourcesSet.has(s[0].source));
if (vipSourcesSamples.length > 0) {
const vipSourcesPath = findRoutesAndCreateOptimalPath(side, vipSourcesSamples, [], input, opts, fees);
const { input: allSourcesInput, output: allSourcesOutput } = allSourcesPath.adjustedSize();
// NOTE: For sell quotes input is the taker asset and for buy quotes input is the maker asset
const gasCostInWei = FILL_QUOTE_TRANSFORMER_GAS_OVERHEAD.times(opts.gasPrice);
const fqtOverheadInOutputToken = gasCostInWei.times(opts.outputAmountPerEth);
const outputWithFqtOverhead =
side === MarketOperation.Sell
? allSourcesOutput.minus(fqtOverheadInOutputToken)
: allSourcesOutput.plus(fqtOverheadInOutputToken);
const allSourcesAdjustedRateWithFqtOverhead = getRate(side, allSourcesInput, outputWithFqtOverhead);
if (vipSourcesPath?.adjustedRate().isGreaterThan(allSourcesAdjustedRateWithFqtOverhead)) {
logPerformance();
return vipSourcesPath;
}
}
}
logPerformance();
return allSourcesPath;
}
/**
* Find the optimal mixture of fills that maximizes (for sells) or minimizes
* (for buys) output, while meeting the input requirement.
*/
export async function findOptimalPathAsync(
export async function findOptimalPathJSAsync(
side: MarketOperation,
fills: Fill[][],
targetInput: BigNumber,

View File

@@ -20,7 +20,8 @@ import {
import {
BALANCER_V2_VAULT_ADDRESS_BY_CHAIN,
BANCOR_REGISTRY_BY_CHAIN_ID,
CLIPPER_INFO_BY_CHAIN,
BEETHOVEN_X_SUBGRAPH_URL_BY_CHAIN,
BEETHOVEN_X_VAULT_ADDRESS_BY_CHAIN,
DODOV1_CONFIG_BY_CHAIN_ID,
DODOV2_FACTORIES_BY_CHAIN_ID,
KYBER_CONFIG_BY_CHAIN_ID,
@@ -123,6 +124,10 @@ export class SamplerOperations {
? 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(),
};
@@ -1196,6 +1201,12 @@ export class SamplerOperations {
case ERC20BridgeSource.Polydex:
case ERC20BridgeSource.ShibaSwap:
case ERC20BridgeSource.JetSwap:
case ERC20BridgeSource.Pangolin:
case ERC20BridgeSource.TraderJoe:
case ERC20BridgeSource.UbeSwap:
case ERC20BridgeSource.SpiritSwap:
case ERC20BridgeSource.SpookySwap:
case ERC20BridgeSource.MorpheusSwap:
const uniLikeRouter = uniswapV2LikeRouterAddress(this.chainId, source);
if (!isValidAddress(uniLikeRouter)) {
return [];
@@ -1297,13 +1308,14 @@ export class SamplerOperations {
),
);
case ERC20BridgeSource.BalancerV2:
case ERC20BridgeSource.Beethovenx:
const poolIds =
this.poolsCaches[ERC20BridgeSource.BalancerV2].getCachedPoolAddressesForPair(
takerToken,
makerToken,
) || [];
this.poolsCaches[source].getCachedPoolAddressesForPair(takerToken, makerToken) || [];
const vault = BALANCER_V2_VAULT_ADDRESS_BY_CHAIN[this.chainId];
const vault =
source === ERC20BridgeSource.BalancerV2
? BALANCER_V2_VAULT_ADDRESS_BY_CHAIN[this.chainId]
: BEETHOVEN_X_VAULT_ADDRESS_BY_CHAIN[this.chainId];
if (vault === NULL_ADDRESS) {
return [];
}
@@ -1313,10 +1325,9 @@ export class SamplerOperations {
makerToken,
takerToken,
takerFillAmounts,
ERC20BridgeSource.BalancerV2,
source,
),
);
case ERC20BridgeSource.Cream:
return (
this.poolsCaches[ERC20BridgeSource.Cream].getCachedPoolAddressesForPair(
@@ -1414,32 +1425,6 @@ export class SamplerOperations {
return this.getLidoSellQuotes(lidoInfo, makerToken, takerToken, takerFillAmounts);
}
case ERC20BridgeSource.Clipper:
const { poolAddress: clipperPoolAddress, tokens: clipperTokens } = CLIPPER_INFO_BY_CHAIN[
this.chainId
];
if (
clipperPoolAddress === NULL_ADDRESS ||
!clipperTokens.includes(makerToken) ||
!clipperTokens.includes(takerToken)
) {
return [];
}
// Clipper requires WETH to be represented as address(0)
const adjustedMakerToken =
makerToken === NATIVE_FEE_TOKEN_BY_CHAIN_ID[this.chainId] ? NULL_ADDRESS : makerToken;
const adjustedTakerToken =
takerToken === NATIVE_FEE_TOKEN_BY_CHAIN_ID[this.chainId] ? NULL_ADDRESS : takerToken;
// Supports the PLP interface
return this.getLiquidityProviderSellQuotes(
clipperPoolAddress,
adjustedMakerToken,
adjustedTakerToken,
takerFillAmounts,
// tslint:disable-next-line: custom-no-magic-numbers
0, // Not used for Clipper
ERC20BridgeSource.Clipper,
);
default:
throw new Error(`Unsupported sell sample source: ${source}`);
}
@@ -1489,6 +1474,12 @@ export class SamplerOperations {
case ERC20BridgeSource.Polydex:
case ERC20BridgeSource.ShibaSwap:
case ERC20BridgeSource.JetSwap:
case ERC20BridgeSource.Pangolin:
case ERC20BridgeSource.TraderJoe:
case ERC20BridgeSource.UbeSwap:
case ERC20BridgeSource.SpiritSwap:
case ERC20BridgeSource.SpookySwap:
case ERC20BridgeSource.MorpheusSwap:
const uniLikeRouter = uniswapV2LikeRouterAddress(this.chainId, source);
if (!isValidAddress(uniLikeRouter)) {
return [];
@@ -1590,13 +1581,14 @@ export class SamplerOperations {
),
);
case ERC20BridgeSource.BalancerV2:
case ERC20BridgeSource.Beethovenx:
const poolIds =
this.poolsCaches[ERC20BridgeSource.BalancerV2].getCachedPoolAddressesForPair(
takerToken,
makerToken,
) || [];
this.poolsCaches[source].getCachedPoolAddressesForPair(takerToken, makerToken) || [];
const vault = BALANCER_V2_VAULT_ADDRESS_BY_CHAIN[this.chainId];
const vault =
source === ERC20BridgeSource.BalancerV2
? BALANCER_V2_VAULT_ADDRESS_BY_CHAIN[this.chainId]
: BEETHOVEN_X_VAULT_ADDRESS_BY_CHAIN[this.chainId];
if (vault === NULL_ADDRESS) {
return [];
}
@@ -1606,7 +1598,7 @@ export class SamplerOperations {
makerToken,
takerToken,
makerFillAmounts,
ERC20BridgeSource.BalancerV2,
source,
),
);
case ERC20BridgeSource.Cream:
@@ -1702,32 +1694,6 @@ export class SamplerOperations {
return this.getLidoBuyQuotes(lidoInfo, makerToken, takerToken, makerFillAmounts);
}
case ERC20BridgeSource.Clipper:
const { poolAddress: clipperPoolAddress, tokens: clipperTokens } = CLIPPER_INFO_BY_CHAIN[
this.chainId
];
if (
clipperPoolAddress === NULL_ADDRESS ||
!clipperTokens.includes(makerToken) ||
!clipperTokens.includes(takerToken)
) {
return [];
}
// Clipper requires WETH to be represented as address(0)
const adjustedMakerToken =
makerToken === NATIVE_FEE_TOKEN_BY_CHAIN_ID[this.chainId] ? NULL_ADDRESS : makerToken;
const adjustedTakerToken =
takerToken === NATIVE_FEE_TOKEN_BY_CHAIN_ID[this.chainId] ? NULL_ADDRESS : takerToken;
// Supports the PLP interface
return this.getLiquidityProviderBuyQuotes(
clipperPoolAddress,
adjustedMakerToken,
adjustedTakerToken,
makerFillAmounts,
// tslint:disable-next-line: custom-no-magic-numbers
0, // Not used for Clipper
ERC20BridgeSource.Clipper,
);
default:
throw new Error(`Unsupported buy sample source: ${source}`);
}

View File

@@ -3,13 +3,12 @@ import {
FillQuoteTransformerOrderType,
FillQuoteTransformerRfqOrderInfo,
} from '@0x/protocol-utils';
import { V4RFQIndicativeQuote } from '@0x/quote-server';
import { MarketOperation } from '@0x/types';
import { BigNumber } from '@0x/utils';
import { NativeOrderWithFillableAmounts, RfqFirmQuoteValidator, RfqRequestOpts } from '../../types';
import { QuoteRequestor } from '../../utils/quote_requestor';
import { PriceComparisonsReport, QuoteReport } from '../quote_report_generator';
import { QuoteRequestor, V4RFQIndicativeQuoteMM } from '../../utils/quote_requestor';
import { ExtendedQuoteReportSources, PriceComparisonsReport, QuoteReport } from '../quote_report_generator';
import { CollapsedPath } from './path';
import { SourceFilters } from './source_filters';
@@ -69,7 +68,6 @@ export enum ERC20BridgeSource {
CurveV2 = 'Curve_V2',
Lido = 'Lido',
ShibaSwap = 'ShibaSwap',
Clipper = 'Clipper',
// BSC only
PancakeSwap = 'PancakeSwap',
PancakeSwapV2 = 'PancakeSwap_V2',
@@ -91,8 +89,22 @@ export enum ERC20BridgeSource {
FirebirdOneSwap = 'FirebirdOneSwap',
JetSwap = 'JetSwap',
IronSwap = 'IronSwap',
// Avalanche
Pangolin = 'Pangolin',
TraderJoe = 'TraderJoe',
// Celo only
UbeSwap = 'UbeSwap',
// Fantom
SpiritSwap = 'SpiritSwap',
SpookySwap = 'SpookySwap',
Beethovenx = 'Beethovenx',
MorpheusSwap = 'MorpheusSwap',
}
export type SourcesWithPoolsCache = ERC20BridgeSource.Balancer | ERC20BridgeSource.BalancerV2 | ERC20BridgeSource.Cream;
export type SourcesWithPoolsCache =
| ERC20BridgeSource.Balancer
| ERC20BridgeSource.BalancerV2
| ERC20BridgeSource.Beethovenx
| ERC20BridgeSource.Cream;
// tslint:disable: enum-naming
/**
@@ -452,6 +464,11 @@ export interface GetMarketOrdersOpts {
* hopping to. E.g DAI->USDC via an adjacent token WETH
*/
tokenAdjacencyGraph: TokenAdjacencyGraph;
/**
* Gas price to use for quote
*/
gasPrice: BigNumber;
}
/**
@@ -481,6 +498,7 @@ export interface OptimizerResult {
export interface OptimizerResultWithReport extends OptimizerResult {
quoteReport?: QuoteReport;
extendedQuoteReportSources?: ExtendedQuoteReportSources;
priceComparisonsReport?: PriceComparisonsReport;
}
@@ -509,7 +527,7 @@ export interface MarketSideLiquidity {
export interface RawQuotes {
nativeOrders: NativeOrderWithFillableAmounts[];
rfqtIndicativeQuotes: V4RFQIndicativeQuote[];
rfqtIndicativeQuotes: V4RFQIndicativeQuoteMM[];
twoHopQuotes: Array<DexSample<MultiHopFillData>>;
dexQuotes: Array<Array<DexSample<FillData>>>;
}
@@ -531,10 +549,11 @@ export interface GenerateOptimizedOrdersOpts {
bridgeSlippage?: number;
maxFallbackSlippage?: number;
excludedSources?: ERC20BridgeSource[];
feeSchedule?: FeeSchedule;
feeSchedule: FeeSchedule;
exchangeProxyOverhead?: ExchangeProxyOverhead;
allowFallback?: boolean;
shouldBatchBridgeOrders?: boolean;
gasPrice: BigNumber;
}
export interface ComparisonPrice {

View File

@@ -14,8 +14,9 @@ import {
NativeFillData,
NativeLimitOrderFillData,
NativeRfqOrderFillData,
RawQuotes,
} from './market_operation_utils/types';
import { QuoteRequestor } from './quote_requestor';
import { QuoteRequestor, V4RFQIndicativeQuoteMM } from './quote_requestor';
export interface QuoteReportEntryBase {
liquiditySource: ERC20BridgeSource;
@@ -36,30 +37,77 @@ export interface NativeLimitOrderQuoteReportEntry extends QuoteReportEntryBase {
liquiditySource: ERC20BridgeSource.Native;
fillData: NativeFillData;
fillableTakerAmount: BigNumber;
isRfqt: false;
isRFQ: false;
}
export interface NativeRfqOrderQuoteReportEntry extends QuoteReportEntryBase {
liquiditySource: ERC20BridgeSource.Native;
fillData: NativeFillData;
fillableTakerAmount: BigNumber;
isRfqt: true;
isRFQ: true;
nativeOrder: RfqOrderFields;
makerUri: string;
comparisonPrice?: number;
}
export interface IndicativeRfqOrderQuoteReportEntry extends QuoteReportEntryBase {
liquiditySource: ERC20BridgeSource.Native;
fillableTakerAmount: BigNumber;
isRFQ: true;
makerUri?: string;
comparisonPrice?: number;
}
export type QuoteReportEntry =
| BridgeQuoteReportEntry
| MultiHopQuoteReportEntry
| NativeLimitOrderQuoteReportEntry
| NativeRfqOrderQuoteReportEntry;
export type ExtendedQuoteReportEntry =
| BridgeQuoteReportEntry
| MultiHopQuoteReportEntry
| NativeLimitOrderQuoteReportEntry
| NativeRfqOrderQuoteReportEntry
| IndicativeRfqOrderQuoteReportEntry;
export type ExtendedQuoteReportIndexedEntry = ExtendedQuoteReportEntry & {
quoteEntryIndex: number;
isDelivered: boolean;
};
export type ExtendedQuoteReportIndexedEntryOutbound = Omit<ExtendedQuoteReportIndexedEntry, 'fillData'> & {
fillData?: string;
};
export interface QuoteReport {
sourcesConsidered: QuoteReportEntry[];
sourcesDelivered: QuoteReportEntry[];
}
export interface ExtendedQuoteReportSources {
sourcesConsidered: ExtendedQuoteReportIndexedEntry[];
sourcesDelivered: ExtendedQuoteReportIndexedEntry[] | undefined;
}
export interface ExtendedQuoteReport {
quoteId?: string;
taker?: string;
timestamp: number;
firmQuoteReport: boolean;
submissionBy: 'taker' | 'metaTxn' | 'rfqm';
buyAmount?: string;
sellAmount?: string;
buyTokenAddress: string;
sellTokenAddress: string;
integratorId?: string;
slippageBips?: number;
zeroExTransactionHash?: string;
decodedUniqueId?: string;
sourcesConsidered: ExtendedQuoteReportIndexedEntryOutbound[];
sourcesDelivered: ExtendedQuoteReportIndexedEntryOutbound[] | undefined;
}
export interface PriceComparisonsReport {
dexSources: BridgeQuoteReportEntry[];
multiHopSources: MultiHopQuoteReportEntry[];
@@ -80,7 +128,7 @@ export function generateQuoteReport(
const nativeOrderSourcesConsidered = nativeOrders.map(order =>
nativeOrderToReportEntry(order.type, order as any, order.fillableTakerAmount, comparisonPrice, quoteRequestor),
);
const sourcesConsidered = [...nativeOrderSourcesConsidered.filter(order => order.isRfqt)];
const sourcesConsidered = [...nativeOrderSourcesConsidered.filter(order => order.isRFQ)];
let sourcesDelivered;
if (Array.isArray(liquidityDelivered)) {
@@ -116,6 +164,105 @@ export function generateQuoteReport(
};
}
/**
* Generates a report of sources considered while computing the optimized
* swap quote, the sources ultimately included in the computed quote. This
* extende version incudes all considered quotes, not only native liquidity.
*/
export function generateExtendedQuoteReportSources(
marketOperation: MarketOperation,
quotes: RawQuotes,
liquidityDelivered: ReadonlyArray<CollapsedFill> | DexSample<MultiHopFillData>,
amount: BigNumber,
comparisonPrice?: BigNumber | undefined,
quoteRequestor?: QuoteRequestor,
): ExtendedQuoteReportSources {
const sourcesConsidered: ExtendedQuoteReportEntry[] = [];
// NativeOrders
sourcesConsidered.push(
...quotes.nativeOrders.map(order =>
nativeOrderToReportEntry(
order.type,
order as any,
order.fillableTakerAmount,
comparisonPrice,
quoteRequestor,
),
),
);
// IndicativeQuotes
sourcesConsidered.push(
...quotes.rfqtIndicativeQuotes.map(order => indicativeQuoteToReportEntry(order, comparisonPrice)),
);
// MultiHop
sourcesConsidered.push(...quotes.twoHopQuotes.map(quote => multiHopSampleToReportSource(quote, marketOperation)));
// Dex Quotes
sourcesConsidered.push(
..._.flatten(
quotes.dexQuotes.map(dex =>
dex
.filter(quote => isDexSampleForTotalAmount(quote, marketOperation, amount))
.map(quote => dexSampleToReportSource(quote, marketOperation)),
),
),
);
const sourcesConsideredIndexed = sourcesConsidered.map(
(quote, index): ExtendedQuoteReportIndexedEntry => {
return {
...quote,
quoteEntryIndex: index,
isDelivered: false,
};
},
);
let sourcesDelivered;
if (Array.isArray(liquidityDelivered)) {
// create easy way to look up fillable amounts
const nativeOrderSignaturesToFillableAmounts = _.fromPairs(
quotes.nativeOrders.map(o => {
return [_nativeDataToId(o), o.fillableTakerAmount];
}),
);
// map sources delivered
sourcesDelivered = liquidityDelivered.map(collapsedFill => {
if (_isNativeOrderFromCollapsedFill(collapsedFill)) {
return nativeOrderToReportEntry(
collapsedFill.type,
collapsedFill.fillData,
nativeOrderSignaturesToFillableAmounts[_nativeDataToId(collapsedFill.fillData)],
comparisonPrice,
quoteRequestor,
);
} else {
return dexSampleToReportSource(collapsedFill, marketOperation);
}
});
} else {
sourcesDelivered = [
// tslint:disable-next-line: no-unnecessary-type-assertion
multiHopSampleToReportSource(liquidityDelivered as DexSample<MultiHopFillData>, marketOperation),
];
}
const sourcesDeliveredIndexed = sourcesDelivered.map(
(quote, index): ExtendedQuoteReportIndexedEntry => {
return {
...quote,
quoteEntryIndex: index,
isDelivered: false,
};
},
);
return {
sourcesConsidered: sourcesConsideredIndexed,
sourcesDelivered: sourcesDeliveredIndexed,
};
}
function _nativeDataToId(data: { signature: Signature }): string {
const { v, r, s } = data.signature;
return `${v}${r}${s}`;
@@ -153,6 +300,22 @@ 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}`);
}
}
/**
* Generates a report sample for a MultiHop source
* NOTE: this is used for the QuoteReport and quote price comparison data
@@ -208,17 +371,17 @@ export function nativeOrderToReportEntry(
};
// if we find this is an rfqt order, label it as such and associate makerUri
const isRfqt = type === FillQuoteTransformerOrderType.Rfq;
const isRFQ = type === FillQuoteTransformerOrderType.Rfq;
const rfqtMakerUri =
isRfqt && quoteRequestor ? quoteRequestor.getMakerUriForSignature(fillData.signature) : undefined;
isRFQ && quoteRequestor ? quoteRequestor.getMakerUriForSignature(fillData.signature) : undefined;
if (isRfqt) {
if (isRFQ) {
const nativeOrder = fillData.order as RfqOrderFields;
// tslint:disable-next-line: no-object-literal-type-assertion
return {
liquiditySource: ERC20BridgeSource.Native,
...nativeOrderBase,
isRfqt: true,
isRFQ: true,
makerUri: rfqtMakerUri || '',
...(comparisonPrice ? { comparisonPrice: comparisonPrice.toNumber() } : {}),
nativeOrder,
@@ -229,8 +392,49 @@ export function nativeOrderToReportEntry(
return {
liquiditySource: ERC20BridgeSource.Native,
...nativeOrderBase,
isRfqt: false,
isRFQ: false,
fillData,
};
}
}
/**
* Generates a report entry for an indicative RFQ Quote
* NOTE: this is used for the QuoteReport and quote price comparison data
*/
export function indicativeQuoteToReportEntry(
order: V4RFQIndicativeQuoteMM,
comparisonPrice?: BigNumber | undefined,
): IndicativeRfqOrderQuoteReportEntry {
const nativeOrderBase = {
makerAmount: order.makerAmount,
takerAmount: order.takerAmount,
fillableTakerAmount: order.takerAmount,
};
// tslint:disable-next-line: no-object-literal-type-assertion
return {
liquiditySource: ERC20BridgeSource.Native,
...nativeOrderBase,
isRFQ: true,
makerUri: order.makerUri,
fillData: {},
...(comparisonPrice ? { comparisonPrice: comparisonPrice.toNumber() } : {}),
};
}
/**
* For the extended quote report, we output the filldata as JSON
*/
export function jsonifyFillData(source: ExtendedQuoteReportIndexedEntry): ExtendedQuoteReportIndexedEntryOutbound {
return {
...source,
fillData: JSON.stringify(source.fillData, (key: string, value: any) => {
if (key === '_samplerContract') {
return {};
} else {
return value;
}
}),
};
}

View File

@@ -14,6 +14,7 @@ import { constants } from '../constants';
import {
AltQuoteModel,
AltRfqMakerAssetOfferings,
Integrator,
LogFunction,
MarketOperation,
RfqMakerAssetOfferings,
@@ -38,6 +39,10 @@ interface RfqQuote<T> {
makerUri: string;
}
export interface V4RFQIndicativeQuoteMM extends V4RFQIndicativeQuote {
makerUri: string;
}
export interface MetricsProxy {
/**
* Increments a counter that is tracking valid Firm Quotes that are dropped due to low expiration.
@@ -61,6 +66,31 @@ export interface MetricsProxy {
* @param expirationTimeSeconds the expiration time in seconds
*/
incrementFillRatioWarningCounter(isLastLook: boolean, maker: string): void;
/**
* Logs the outcome of a network (HTTP) interaction with a market maker.
*
* @param interaction.isLastLook true if the request is RFQM
* @param interaction.integrator the integrator that is requesting the RFQ quote
* @param interaction.url the URL of the market maker
* @param interaction.quoteType indicative or firm quote
* @param interaction.statusCode the statusCode returned by a market maker
* @param interaction.latencyMs the latency of the HTTP request (in ms)
* @param interaction.included if a firm quote that was returned got included in the next step of processing.
* NOTE: this does not mean that the request returned a valid fillable order. It just
* means that the network response was successful.
*/
logRfqMakerNetworkInteraction(interaction: {
isLastLook: boolean;
integrator: Integrator;
url: string;
quoteType: 'firm' | 'indicative';
statusCode: number | undefined;
latencyMs: number;
included: boolean;
sellTokenAddress: string;
buyTokenAddress: string;
}): void;
}
/**
@@ -178,6 +208,42 @@ export class QuoteRequestor {
}
}
/**
* Gets both standard RFQ makers and "alternative" RFQ makers and combines them together
* in a single configuration map. If an integration key whitelist is present, it will be used
* to filter a specific makers.
*
* @param options the RfqmRequestOptions passed in
* @param assetOfferings the RFQM or RFQT maker offerings
* @returns a list of TypedMakerUrl instances
*/
public static getTypedMakerUrlsAndWhitelist(
options: Pick<RfqmRequestOptions, 'integrator' | 'altRfqAssetOfferings'>,
assetOfferings: RfqMakerAssetOfferings,
): TypedMakerUrl[] {
const standardUrls = Object.keys(assetOfferings).map(
(mm: string): TypedMakerUrl => {
return { pairType: RfqPairType.Standard, url: mm };
},
);
const altUrls = options.altRfqAssetOfferings
? Object.keys(options.altRfqAssetOfferings).map(
(mm: string): TypedMakerUrl => {
return { pairType: RfqPairType.Alt, url: mm };
},
)
: [];
let typedMakerUrls = standardUrls.concat(altUrls);
// If there is a whitelist, only allow approved maker URLs
if (options.integrator.whitelistIntegratorUrls !== undefined) {
const whitelist = new Set(options.integrator.whitelistIntegratorUrls.map(key => key.toLowerCase()));
typedMakerUrls = typedMakerUrls.filter(makerUrl => whitelist.has(makerUrl.url.toLowerCase()));
}
return typedMakerUrls;
}
public static getDurationUntilExpirationMs(expirationTimeSeconds: BigNumber): BigNumber {
const expirationTimeMs = expirationTimeSeconds.times(constants.ONE_SECOND_MS);
const currentTimeMs = new BigNumber(Date.now());
@@ -281,7 +347,7 @@ export class QuoteRequestor {
marketOperation: MarketOperation,
comparisonPrice: BigNumber | undefined,
options: RfqmRequestOptions,
): Promise<V4RFQIndicativeQuote[]> {
): Promise<V4RFQIndicativeQuoteMM[]> {
const _opts: RfqRequestOpts = {
...constants.DEFAULT_RFQT_REQUEST_OPTS,
...options,
@@ -305,7 +371,7 @@ export class QuoteRequestor {
marketOperation: MarketOperation,
comparisonPrice: BigNumber | undefined,
options: RfqRequestOpts,
): Promise<V4RFQIndicativeQuote[]> {
): Promise<V4RFQIndicativeQuoteMM[]> {
const _opts: RfqRequestOpts = { ...constants.DEFAULT_RFQT_REQUEST_OPTS, ...options };
// Originally a takerAddress was required for indicative quotes, but
// now we've eliminated that requirement. @0x/quote-server, however,
@@ -336,8 +402,8 @@ export class QuoteRequestor {
return this._orderSignatureToMakerUri[nativeDataToId({ signature })];
}
private _isValidRfqtIndicativeQuoteResponse(response: V4RFQIndicativeQuote): boolean {
const requiredKeys: Array<keyof V4RFQIndicativeQuote> = [
private _isValidRfqtIndicativeQuoteResponse(response: V4RFQIndicativeQuoteMM): boolean {
const requiredKeys: Array<keyof V4RFQIndicativeQuoteMM> = [
'makerAmount',
'takerAmount',
'makerToken',
@@ -401,21 +467,6 @@ export class QuoteRequestor {
}
})();
const standardUrls = Object.keys(assetOfferings).map(
(mm: string): TypedMakerUrl => {
return { pairType: RfqPairType.Standard, url: mm };
},
);
const altUrls = options.altRfqAssetOfferings
? Object.keys(options.altRfqAssetOfferings).map(
(mm: string): TypedMakerUrl => {
return { pairType: RfqPairType.Alt, url: mm };
},
)
: [];
const typedMakerUrls = standardUrls.concat(altUrls);
const timeoutMs =
options.makerEndpointMaxResponseTimeMs ||
constants.DEFAULT_RFQT_REQUEST_OPTS.makerEndpointMaxResponseTimeMs!;
@@ -427,11 +478,25 @@ export class QuoteRequestor {
cancelTokenSource.cancel('timeout via cancel token');
}, timeoutMs + bufferMs);
const typedMakerUrls = QuoteRequestor.getTypedMakerUrlsAndWhitelist(options, assetOfferings);
const quotePromises = typedMakerUrls.map(async typedMakerUrl => {
// filter out requests to skip
const isBlacklisted = rfqMakerBlacklist.isMakerBlacklisted(typedMakerUrl.url);
const partialLogEntry = { url: typedMakerUrl.url, quoteType, requestParams, isBlacklisted };
const { isLastLook, integrator } = options;
const { sellTokenAddress, buyTokenAddress } = requestParams;
if (isBlacklisted) {
this._metrics?.logRfqMakerNetworkInteraction({
isLastLook: false,
url: typedMakerUrl.url,
quoteType,
statusCode: undefined,
sellTokenAddress,
buyTokenAddress,
latencyMs: 0,
included: false,
integrator,
});
this._infoLogger({ rfqtMakerInteraction: { ...partialLogEntry } });
return;
} else if (
@@ -450,18 +515,32 @@ export class QuoteRequestor {
try {
if (typedMakerUrl.pairType === RfqPairType.Standard) {
const response = await this._quoteRequestorHttpClient.get(`${typedMakerUrl.url}/${quotePath}`, {
headers: { '0x-api-key': options.apiKey },
headers: {
'0x-api-key': options.integrator.integratorId,
'0x-integrator-id': options.integrator.integratorId,
},
params: requestParams,
timeout: timeoutMs,
cancelToken: cancelTokenSource.token,
});
const latencyMs = Date.now() - timeBeforeAwait;
this._metrics?.logRfqMakerNetworkInteraction({
isLastLook: isLastLook || false,
url: typedMakerUrl.url,
quoteType,
statusCode: response.status,
sellTokenAddress,
buyTokenAddress,
latencyMs,
included: true,
integrator,
});
this._infoLogger({
rfqtMakerInteraction: {
...partialLogEntry,
response: {
included: true,
apiKey: options.apiKey,
apiKey: options.integrator.integratorId,
takerAddress: requestParams.takerAddress,
txOrigin: requestParams.txOrigin,
statusCode: response.status,
@@ -470,7 +549,10 @@ export class QuoteRequestor {
},
});
rfqMakerBlacklist.logTimeoutOrLackThereof(typedMakerUrl.url, latencyMs >= timeoutMs);
return { response: response.data, makerUri: typedMakerUrl.url };
return {
response: { ...response.data, makerUri: typedMakerUrl.url },
makerUri: typedMakerUrl.url,
};
} else {
if (this._altRfqCreds === undefined) {
throw new Error(`don't have credentials for alt MM`);
@@ -479,7 +561,7 @@ export class QuoteRequestor {
typedMakerUrl.url,
this._altRfqCreds.altRfqApiKey,
this._altRfqCreds.altRfqProfile,
options.apiKey,
options.integrator.integratorId,
quoteType === 'firm' ? AltQuoteModel.Firm : AltQuoteModel.Indicative,
makerToken,
takerToken,
@@ -492,12 +574,23 @@ export class QuoteRequestor {
);
const latencyMs = Date.now() - timeBeforeAwait;
this._metrics?.logRfqMakerNetworkInteraction({
isLastLook: isLastLook || false,
url: typedMakerUrl.url,
quoteType,
statusCode: quote.status,
sellTokenAddress,
buyTokenAddress,
latencyMs,
included: true,
integrator,
});
this._infoLogger({
rfqtMakerInteraction: {
...partialLogEntry,
response: {
included: true,
apiKey: options.apiKey,
apiKey: options.integrator.integratorId,
takerAddress: requestParams.takerAddress,
txOrigin: requestParams.txOrigin,
statusCode: quote.status,
@@ -511,12 +604,23 @@ export class QuoteRequestor {
} catch (err) {
// log error if any
const latencyMs = Date.now() - timeBeforeAwait;
this._metrics?.logRfqMakerNetworkInteraction({
isLastLook: isLastLook || false,
url: typedMakerUrl.url,
quoteType,
statusCode: err.response?.status,
sellTokenAddress,
buyTokenAddress,
latencyMs,
included: false,
integrator,
});
this._infoLogger({
rfqtMakerInteraction: {
...partialLogEntry,
response: {
included: false,
apiKey: options.apiKey,
apiKey: options.integrator.integratorId,
takerAddress: requestParams.takerAddress,
txOrigin: requestParams.txOrigin,
statusCode: err.response ? err.response.status : undefined,
@@ -527,7 +631,7 @@ export class QuoteRequestor {
rfqMakerBlacklist.logTimeoutOrLackThereof(typedMakerUrl.url, latencyMs >= timeoutMs);
this._warningLogger(
convertIfAxiosError(err),
`Failed to get RFQ-T ${quoteType} quote from market maker endpoint ${typedMakerUrl.url} for API key ${options.apiKey} for taker address ${options.takerAddress} and tx origin ${options.txOrigin}`,
`Failed to get RFQ-T ${quoteType} quote from market maker endpoint ${typedMakerUrl.url} for integrator ${options.integrator.integratorId} (${options.integrator.label}) for taker address ${options.takerAddress} and tx origin ${options.txOrigin}`,
);
return;
}
@@ -597,7 +701,6 @@ export class QuoteRequestor {
} else {
const secondsRemaining = msRemainingUntilExpiration.div(ONE_SECOND_MS);
this._metrics?.measureExpirationForValidOrder(isLastLook, order.maker, secondsRemaining);
const takerAmount = new BigNumber(order.takerAmount);
const fillRatio = takerAmount.div(assetFillAmount);
if (fillRatio.lt(1) && fillRatio.gte(FILL_RATIO_WARNING_LEVEL)) {
@@ -647,9 +750,9 @@ export class QuoteRequestor {
comparisonPrice: BigNumber | undefined,
options: RfqRequestOpts,
assetOfferings: RfqMakerAssetOfferings,
): Promise<V4RFQIndicativeQuote[]> {
): Promise<V4RFQIndicativeQuoteMM[]> {
// fetch quotes
const rawQuotes = await this._getQuotesAsync<V4RFQIndicativeQuote>(
const rawQuotes = await this._getQuotesAsync<V4RFQIndicativeQuoteMM>(
makerToken,
takerToken,
assetFillAmount,
@@ -661,7 +764,7 @@ export class QuoteRequestor {
);
// validate
const validationFunction = (o: V4RFQIndicativeQuote) => this._isValidRfqtIndicativeQuoteResponse(o);
const validationFunction = (o: V4RFQIndicativeQuoteMM) => this._isValidRfqtIndicativeQuoteResponse(o);
const validQuotes = rawQuotes.filter(result => {
const order = result.response;
if (!validationFunction(order)) {

View File

@@ -28,7 +28,11 @@ export const rfqtMocker = {
// Mock out RFQT responses
for (const mockedResponse of mockedResponses) {
const { endpoint, requestApiKey, requestParams, responseData, responseCode } = mockedResponse;
const requestHeaders = { Accept: 'application/json, text/plain, */*', '0x-api-key': requestApiKey };
const requestHeaders = {
Accept: 'application/json, text/plain, */*',
'0x-api-key': requestApiKey,
'0x-integrator-id': requestApiKey,
};
mockedAxios
.onGet(`${endpoint}/${quoteType}`, { params: requestParams }, requestHeaders)
.replyOnce(responseCode, responseData);

View File

@@ -18,7 +18,9 @@ import { DummyLiquidityProviderContract, TestERC20BridgeSamplerContract } from '
// tslint:disable: custom-no-magic-numbers
const { NULL_ADDRESS } = constants;
blockchainTests('erc20-bridge-sampler', env => {
// HACK(dorothy-zbornak): Disabled because these tests are flakey and all this logic is moving to
// the sampler service anyway.
blockchainTests.skip('erc20-bridge-sampler', env => {
let testContract: TestERC20BridgeSamplerContract;
const RATE_DENOMINATOR = constants.ONE_ETHER;
const MIN_RATE = new BigNumber('0.01');

View File

@@ -261,7 +261,7 @@ describe('ExchangeProxySwapQuoteConsumer', () => {
expect(fillQuoteTransformerData.buyToken).to.eq(MAKER_TOKEN);
const payTakerTransformerData = decodePayTakerTransformerData(callArgs.transformations[1].data);
expect(payTakerTransformerData.amounts).to.deep.eq([]);
expect(payTakerTransformerData.tokens).to.deep.eq([TAKER_TOKEN, MAKER_TOKEN, ETH_TOKEN_ADDRESS]);
expect(payTakerTransformerData.tokens).to.deep.eq([TAKER_TOKEN, ETH_TOKEN_ADDRESS]);
});
it('can produce a buy quote', async () => {
@@ -292,7 +292,7 @@ describe('ExchangeProxySwapQuoteConsumer', () => {
expect(fillQuoteTransformerData.buyToken).to.eq(MAKER_TOKEN);
const payTakerTransformerData = decodePayTakerTransformerData(callArgs.transformations[1].data);
expect(payTakerTransformerData.amounts).to.deep.eq([]);
expect(payTakerTransformerData.tokens).to.deep.eq([TAKER_TOKEN, MAKER_TOKEN, ETH_TOKEN_ADDRESS]);
expect(payTakerTransformerData.tokens).to.deep.eq([TAKER_TOKEN, ETH_TOKEN_ADDRESS]);
});
it('ERC20 -> ERC20 does not have a WETH transformer', async () => {
@@ -437,12 +437,7 @@ describe('ExchangeProxySwapQuoteConsumer', () => {
expect(secondHopFillQuoteTransformerData.buyToken).to.eq(MAKER_TOKEN);
const payTakerTransformerData = decodePayTakerTransformerData(callArgs.transformations[2].data);
expect(payTakerTransformerData.amounts).to.deep.eq([]);
expect(payTakerTransformerData.tokens).to.deep.eq([
TAKER_TOKEN,
MAKER_TOKEN,
ETH_TOKEN_ADDRESS,
INTERMEDIATE_TOKEN,
]);
expect(payTakerTransformerData.tokens).to.deep.eq([TAKER_TOKEN, INTERMEDIATE_TOKEN, ETH_TOKEN_ADDRESS]);
});
// it.skip('Uses the `LiquidityProviderFeature` if given a single LiquidityProvider order', async () => {
// const quote = {
@@ -504,7 +499,7 @@ describe('ExchangeProxySwapQuoteConsumer', () => {
expect(fillQuoteTransformerData.buyToken).to.eq(MAKER_TOKEN);
const payTakerTransformerData = decodePayTakerTransformerData(callArgs.transformations[1].data);
expect(payTakerTransformerData.amounts).to.deep.eq([]);
expect(payTakerTransformerData.tokens).to.deep.eq([TAKER_TOKEN, MAKER_TOKEN, ETH_TOKEN_ADDRESS]);
expect(payTakerTransformerData.tokens).to.deep.eq([TAKER_TOKEN, ETH_TOKEN_ADDRESS]);
});
});
});

View File

@@ -16,7 +16,7 @@ import * as _ from 'lodash';
import * as TypeMoq from 'typemoq';
import { MarketOperation, QuoteRequestor, RfqRequestOpts, SignedNativeOrder } from '../src';
import { NativeOrderWithFillableAmounts } from '../src/types';
import { Integrator, NativeOrderWithFillableAmounts } from '../src/types';
import { MarketOperationUtils } from '../src/utils/market_operation_utils/';
import {
BUY_SOURCE_FILTER_BY_CHAIN_ID,
@@ -62,6 +62,10 @@ const SELL_SOURCES = SELL_SOURCE_FILTER_BY_CHAIN_ID[ChainId.Mainnet].sources;
const TOKEN_ADJACENCY_GRAPH: TokenAdjacencyGraph = { default: [] };
const SIGNATURE = { v: 1, r: NULL_BYTES, s: NULL_BYTES, signatureType: SignatureType.EthSign };
const FOO_INTEGRATOR: Integrator = {
integratorId: 'foo',
label: 'foo',
};
/**
* gets the orders required for a market sell operation by (potentially) merging native orders with
@@ -75,7 +79,7 @@ async function getMarketSellOrdersAsync(
utils: MarketOperationUtils,
nativeOrders: SignedNativeOrder[],
takerAmount: BigNumber,
opts?: Partial<GetMarketOrdersOpts>,
opts: Partial<GetMarketOrdersOpts> & { gasPrice: BigNumber },
): Promise<OptimizerResultWithReport> {
return utils.getOptimizerResultAsync(nativeOrders, takerAmount, MarketOperation.Sell, opts);
}
@@ -92,7 +96,7 @@ async function getMarketBuyOrdersAsync(
utils: MarketOperationUtils,
nativeOrders: SignedNativeOrder[],
makerAmount: BigNumber,
opts?: Partial<GetMarketOrdersOpts>,
opts: Partial<GetMarketOrdersOpts> & { gasPrice: BigNumber },
): Promise<OptimizerResultWithReport> {
return utils.getOptimizerResultAsync(nativeOrders, makerAmount, MarketOperation.Buy, opts);
}
@@ -155,7 +159,11 @@ describe('MarketOperationUtils tests', () => {
} else {
requestor
.setup(r => r.requestRfqtIndicativeQuotesAsync(...args))
.returns(async () => results.map(r => r.order))
.returns(async () =>
results.map(r => {
return { ...r.order, makerUri: 'https://foo.bar/' };
}),
)
.verifiable(verifiable);
}
return requestor;
@@ -455,7 +463,7 @@ describe('MarketOperationUtils tests', () => {
FILL_AMOUNT,
_.times(NUM_SAMPLES, i => DEFAULT_RATES[ERC20BridgeSource.Native][i]),
);
const DEFAULT_OPTS: Partial<GetMarketOrdersOpts> = {
const DEFAULT_OPTS: Partial<GetMarketOrdersOpts> & { gasPrice: BigNumber } = {
numSamples: NUM_SAMPLES,
sampleDistributionBase: 1,
bridgeSlippage: 0,
@@ -464,6 +472,7 @@ describe('MarketOperationUtils tests', () => {
allowFallback: false,
gasSchedule: {},
feeSchedule: {},
gasPrice: new BigNumber(30e9),
};
beforeEach(() => {
@@ -745,7 +754,7 @@ describe('MarketOperationUtils tests', () => {
feeSchedule,
rfqt: {
isIndicative: false,
apiKey: 'foo',
integrator: FOO_INTEGRATOR,
takerAddress: randomAddress(),
txOrigin: randomAddress(),
intentOnFilling: true,
@@ -790,7 +799,7 @@ describe('MarketOperationUtils tests', () => {
...DEFAULT_OPTS,
rfqt: {
isIndicative: false,
apiKey: 'foo',
integrator: FOO_INTEGRATOR,
takerAddress: randomAddress(),
intentOnFilling: true,
txOrigin: randomAddress(),
@@ -837,7 +846,7 @@ describe('MarketOperationUtils tests', () => {
...DEFAULT_OPTS,
rfqt: {
isIndicative: true,
apiKey: 'foo',
integrator: FOO_INTEGRATOR,
takerAddress: randomAddress(),
txOrigin: randomAddress(),
intentOnFilling: true,
@@ -896,7 +905,10 @@ describe('MarketOperationUtils tests', () => {
...DEFAULT_OPTS,
rfqt: {
isIndicative: false,
apiKey: 'foo',
integrator: {
integratorId: 'foo',
label: 'foo',
},
takerAddress: randomAddress(),
intentOnFilling: true,
txOrigin: randomAddress(),
@@ -954,7 +966,7 @@ describe('MarketOperationUtils tests', () => {
...DEFAULT_OPTS,
rfqt: {
isIndicative: false,
apiKey: 'foo',
integrator: FOO_INTEGRATOR,
takerAddress: randomAddress(),
txOrigin: randomAddress(),
intentOnFilling: true,
@@ -1222,6 +1234,7 @@ describe('MarketOperationUtils tests', () => {
excludedSources: [],
numSamples: 4,
bridgeSlippage: 0,
gasPrice: new BigNumber(30e9),
},
);
const result = ordersAndReport.optimizedOrders;
@@ -1291,7 +1304,8 @@ describe('MarketOperationUtils tests', () => {
FILL_AMOUNT,
_.times(NUM_SAMPLES, () => DEFAULT_RATES[ERC20BridgeSource.Native][0]),
);
const DEFAULT_OPTS: Partial<GetMarketOrdersOpts> = {
const GAS_PRICE = new BigNumber(100e9); // 100 gwei
const DEFAULT_OPTS: Partial<GetMarketOrdersOpts> & { gasPrice: BigNumber } = {
numSamples: NUM_SAMPLES,
sampleDistributionBase: 1,
bridgeSlippage: 0,
@@ -1300,6 +1314,7 @@ describe('MarketOperationUtils tests', () => {
allowFallback: false,
gasSchedule: {},
feeSchedule: {},
gasPrice: GAS_PRICE,
};
beforeEach(() => {
@@ -1619,11 +1634,10 @@ describe('MarketOperationUtils tests', () => {
getMedianSellRate: createGetMedianSellRate(ETH_TO_TAKER_RATE),
});
const optimizer = new MarketOperationUtils(MOCK_SAMPLER, contractAddresses, ORDER_DOMAIN);
const gasPrice = 100e9; // 100 gwei
const exchangeProxyOverhead = (sourceFlags: bigint) =>
sourceFlags === SOURCE_FLAGS.LiquidityProvider
? constants.ZERO_AMOUNT
: new BigNumber(1.3e5).times(gasPrice);
: new BigNumber(1.3e5).times(GAS_PRICE);
const improvedOrdersResponse = await optimizer.getOptimizerResultAsync(
createOrdersFromSellRates(FILL_AMOUNT, rates[ERC20BridgeSource.Native]),
FILL_AMOUNT,

View File

@@ -155,7 +155,7 @@ describe('generateQuoteReport', async () => {
makerAmount: rfqtOrder1.order.makerAmount,
takerAmount: rfqtOrder1.order.takerAmount,
fillableTakerAmount: rfqtOrder1.fillableTakerAmount,
isRfqt: true,
isRFQ: true,
makerUri: 'https://rfqt1.provider.club',
nativeOrder: rfqtOrder1.order,
fillData: {
@@ -167,7 +167,7 @@ describe('generateQuoteReport', async () => {
makerAmount: rfqtOrder2.order.makerAmount,
takerAmount: rfqtOrder2.order.takerAmount,
fillableTakerAmount: rfqtOrder2.fillableTakerAmount,
isRfqt: true,
isRFQ: true,
makerUri: 'https://rfqt2.provider.club',
nativeOrder: rfqtOrder2.order,
fillData: {
@@ -179,7 +179,7 @@ describe('generateQuoteReport', async () => {
makerAmount: orderbookOrder2.order.makerAmount,
takerAmount: orderbookOrder2.order.takerAmount,
fillableTakerAmount: orderbookOrder2.fillableTakerAmount,
isRfqt: false,
isRFQ: false,
fillData: {
order: orderbookOrder2.order,
} as NativeLimitOrderFillData,
@@ -263,7 +263,7 @@ describe('generateQuoteReport', async () => {
makerAmount: orderbookOrder1.order.makerAmount,
takerAmount: orderbookOrder1.order.takerAmount,
fillableTakerAmount: orderbookOrder1.fillableTakerAmount,
isRfqt: false,
isRFQ: false,
fillData: {
order: orderbookOrder1.order,
} as NativeLimitOrderFillData,

View File

@@ -240,7 +240,10 @@ describe('QuoteRequestor', async () => {
MarketOperation.Sell,
undefined,
{
apiKey,
integrator: {
integratorId: apiKey,
label: 'foo',
},
takerAddress,
txOrigin: takerAddress,
intentOnFilling: true,
@@ -435,7 +438,10 @@ describe('QuoteRequestor', async () => {
MarketOperation.Sell,
undefined,
{
apiKey,
integrator: {
integratorId: apiKey,
label: 'foo',
},
takerAddress,
txOrigin: takerAddress,
intentOnFilling: true,
@@ -488,15 +494,18 @@ describe('QuoteRequestor', async () => {
expiry: makeThreeMinuteExpiry(),
};
const goodMMUri1 = 'https://1337.0.0.1';
const goodMMUri2 = 'https://37.0.0.1';
mockedRequests.push({
...mockedDefaults,
endpoint: 'https://1337.0.0.1',
endpoint: goodMMUri1,
responseData: successfulQuote1,
});
// [GOOD] Another Successful response
mockedRequests.push({
...mockedDefaults,
endpoint: 'https://37.0.0.1',
endpoint: goodMMUri2,
responseData: successfulQuote1,
});
@@ -526,6 +535,16 @@ describe('QuoteRequestor', async () => {
responseData: { ...successfulQuote1, takerToken: otherToken1 },
});
const assetOfferings: { [k: string]: [[string, string]] } = {
'https://420.0.0.1': [[makerToken, takerToken]],
'https://421.0.0.1': [[makerToken, takerToken]],
'https://422.0.0.1': [[makerToken, takerToken]],
'https://423.0.0.1': [[makerToken, takerToken]],
'https://424.0.0.1': [[makerToken, takerToken]],
};
assetOfferings[goodMMUri1] = [[makerToken, takerToken]];
assetOfferings[goodMMUri2] = [[makerToken, takerToken]];
return testHelpers.withMockedRfqQuotes(
mockedRequests,
[],
@@ -533,15 +552,7 @@ describe('QuoteRequestor', async () => {
async () => {
const qr = new QuoteRequestor(
{}, // No RFQ-T asset offerings
{
'https://1337.0.0.1': [[makerToken, takerToken]],
'https://37.0.0.1': [[makerToken, takerToken]],
'https://420.0.0.1': [[makerToken, takerToken]],
'https://421.0.0.1': [[makerToken, takerToken]],
'https://422.0.0.1': [[makerToken, takerToken]],
'https://423.0.0.1': [[makerToken, takerToken]],
'https://424.0.0.1': [[makerToken, takerToken]],
},
assetOfferings,
quoteRequestorHttpClient,
);
const resp = await qr.requestRfqmIndicativeQuotesAsync(
@@ -551,7 +562,10 @@ describe('QuoteRequestor', async () => {
MarketOperation.Sell,
undefined,
{
apiKey,
integrator: {
integratorId: apiKey,
label: 'foo',
},
takerAddress,
txOrigin: takerAddress,
intentOnFilling: true,
@@ -563,7 +577,12 @@ describe('QuoteRequestor', async () => {
},
},
);
expect(resp.sort()).to.eql([successfulQuote1, successfulQuote1].sort());
expect(resp.sort()).to.eql(
[
{ ...successfulQuote1, makerUri: goodMMUri1 },
{ ...successfulQuote1, makerUri: goodMMUri2 },
].sort(),
);
},
quoteRequestorHttpClient,
);
@@ -613,9 +632,12 @@ describe('QuoteRequestor', async () => {
expiry: makeThreeMinuteExpiry(),
};
const goodMMUri1 = 'https://1337.0.0.1';
const goodMMUri2 = 'https://37.0.0.1';
mockedRequests.push({
...mockedDefaults,
endpoint: 'https://1337.0.0.1',
endpoint: goodMMUri1,
responseData: successfulQuote1,
});
// Test out a bad response code, ensure it doesnt cause throw
@@ -646,28 +668,26 @@ describe('QuoteRequestor', async () => {
// Another Successful response
mockedRequests.push({
...mockedDefaults,
endpoint: 'https://37.0.0.1',
endpoint: goodMMUri2,
responseData: successfulQuote1,
});
const assetOfferings: { [k: string]: [[string, string]] } = {
'https://420.0.0.1': [[makerToken, takerToken]],
'https://421.0.0.1': [[makerToken, takerToken]],
'https://422.0.0.1': [[makerToken, takerToken]],
'https://423.0.0.1': [[makerToken, takerToken]],
'https://424.0.0.1': [[makerToken, takerToken]],
};
assetOfferings[goodMMUri1] = [[makerToken, takerToken]];
assetOfferings[goodMMUri2] = [[makerToken, takerToken]];
return testHelpers.withMockedRfqQuotes(
mockedRequests,
[],
RfqQuoteEndpoint.Indicative,
async () => {
const qr = new QuoteRequestor(
{
'https://1337.0.0.1': [[makerToken, takerToken]],
'https://420.0.0.1': [[makerToken, takerToken]],
'https://421.0.0.1': [[makerToken, takerToken]],
'https://422.0.0.1': [[makerToken, takerToken]],
'https://423.0.0.1': [[makerToken, takerToken]],
'https://424.0.0.1': [[makerToken, takerToken]],
'https://37.0.0.1': [[makerToken, takerToken]],
},
{},
quoteRequestorHttpClient,
);
const qr = new QuoteRequestor(assetOfferings, {}, quoteRequestorHttpClient);
const resp = await qr.requestRfqtIndicativeQuotesAsync(
makerToken,
takerToken,
@@ -675,13 +695,21 @@ describe('QuoteRequestor', async () => {
MarketOperation.Sell,
undefined,
{
apiKey,
integrator: {
integratorId: apiKey,
label: 'foo',
},
takerAddress,
txOrigin: takerAddress,
intentOnFilling: true,
},
);
expect(resp.sort()).to.eql([successfulQuote1, successfulQuote1].sort());
expect(resp.sort()).to.eql(
[
{ ...successfulQuote1, makerUri: goodMMUri1 },
{ ...successfulQuote1, makerUri: goodMMUri2 },
].sort(),
);
},
quoteRequestorHttpClient,
);
@@ -762,14 +790,17 @@ describe('QuoteRequestor', async () => {
MarketOperation.Sell,
undefined,
{
apiKey,
integrator: {
integratorId: apiKey,
label: 'foo',
},
takerAddress,
txOrigin: takerAddress,
intentOnFilling: true,
makerEndpointMaxResponseTimeMs: maxTimeoutMs,
},
);
expect(resp.sort()).to.eql([successfulQuote1].sort()); // notice only one result, despite two requests made
expect(resp.sort()).to.eql([{ ...successfulQuote1, makerUri: 'https://1337.0.0.1' }].sort()); // notice only one result, despite two requests made
},
quoteRequestorHttpClient,
);
@@ -823,17 +854,57 @@ describe('QuoteRequestor', async () => {
MarketOperation.Buy,
undefined,
{
apiKey,
integrator: {
integratorId: apiKey,
label: 'foo',
},
takerAddress,
txOrigin: takerAddress,
intentOnFilling: true,
},
);
expect(resp.sort()).to.eql([successfulQuote1].sort());
expect(resp.sort()).to.eql([{ ...successfulQuote1, makerUri: 'https://1337.0.0.1' }].sort());
},
quoteRequestorHttpClient,
);
});
it('should be able to handle and filter RFQ offerings', () => {
const tests: Array<[string[] | undefined, string[]]> = [
[['https://top.maker'], []],
[undefined, ['https://foo.bar/', 'https://lorem.ipsum/']],
[['https://lorem.ipsum/'], ['https://lorem.ipsum/']],
];
for (const test of tests) {
const [apiKeyWhitelist, results] = test;
const response = QuoteRequestor.getTypedMakerUrlsAndWhitelist(
{
integrator: {
integratorId: 'foo',
label: 'bar',
whitelistIntegratorUrls: apiKeyWhitelist,
},
altRfqAssetOfferings: {},
},
{
'https://foo.bar/': [
[
'0xA6cD4cb8c62aCDe44739E3Ed0F1d13E0e31f2d94',
'0xF45107c0200a04A8aB9C600cc52A3C89AE5D0489',
],
],
'https://lorem.ipsum/': [
[
'0xA6cD4cb8c62aCDe44739E3Ed0F1d13E0e31f2d94',
'0xF45107c0200a04A8aB9C600cc52A3C89AE5D0489',
],
],
},
);
const typedUrls = response.map(typed => typed.url);
expect(typedUrls).to.eql(results);
}
});
it('should return successful alt indicative quotes', async () => {
const takerAddress = '0xd209925defc99488e3afff1174e48b4fa628302a';
const txOrigin = '0xf209925defc99488e3afff1174e48b4fa628302a';
@@ -1055,7 +1126,10 @@ describe('QuoteRequestor', async () => {
altScenario.requestedOperation,
undefined,
{
apiKey,
integrator: {
integratorId: apiKey,
label: 'foo',
},
takerAddress,
txOrigin,
intentOnFilling: true,

View File

@@ -744,7 +744,7 @@ describe('quote_simulation tests', async () => {
side,
fillAmount: fillableInput,
gasPrice: ONE,
opts: { gasSchedule: GAS_SCHEDULE },
opts: { gasSchedule: GAS_SCHEDULE, protocolFeeMultiplier: ONE },
});
if (side === MarketOperation.Sell) {
expect(result.totalMakerAssetAmount).to.be.bignumber.eq(fillableOutput);
@@ -769,10 +769,10 @@ describe('quote_simulation tests', async () => {
side,
fillAmount: fillableInput,
gasPrice: ONE,
opts: { gasSchedule: GAS_SCHEDULE },
opts: { gasSchedule: GAS_SCHEDULE, protocolFeeMultiplier: ONE },
});
expect(result.gas).to.eq(countCollapsedFills(orders));
expect(result.protocolFeeAmount).to.bignumber.gt(orders.length);
expect(result.protocolFeeAmount).to.bignumber.eq(orders.length);
expect(result.takerFeeTakerAssetAmount).to.bignumber.eq(0);
expect(result.takerFeeMakerAssetAmount).to.bignumber.eq(0);
expect(result.makerAssetAmount).to.bignumber.eq(result.totalMakerAssetAmount);
@@ -801,7 +801,7 @@ describe('quote_simulation tests', async () => {
side,
fillAmount: inputFillAmount,
gasPrice: ONE,
opts: { gasSchedule: GAS_SCHEDULE },
opts: { gasSchedule: GAS_SCHEDULE, protocolFeeMultiplier: ONE },
});
expect(result.gas).to.gt(0);
expect(result.protocolFeeAmount).to.bignumber.gt(0);
@@ -835,7 +835,7 @@ describe('quote_simulation tests', async () => {
side,
fillAmount: totalFillableInput,
gasPrice: ONE,
opts: { gasSchedule: GAS_SCHEDULE },
opts: { gasSchedule: GAS_SCHEDULE, protocolFeeMultiplier: ONE },
});
assertRoughlyEquals(result.takerAssetAmount, fillableInput);
@@ -865,7 +865,7 @@ describe('quote_simulation tests', async () => {
side,
fillAmount: inputFillAmount,
gasPrice: ONE,
opts: { gasSchedule: GAS_SCHEDULE },
opts: { gasSchedule: GAS_SCHEDULE, protocolFeeMultiplier: ONE },
});
expect(result.gas).to.gt(0);
expect(result.protocolFeeAmount).to.bignumber.gt(0);
@@ -893,10 +893,10 @@ describe('quote_simulation tests', async () => {
side,
fillAmount: fillableInput,
gasPrice: ONE,
opts: { gasSchedule: GAS_SCHEDULE },
opts: { gasSchedule: GAS_SCHEDULE, protocolFeeMultiplier: ONE },
});
expect(result.gas).to.eq(countCollapsedFills(orders));
expect(result.protocolFeeAmount).to.bignumber.gt(orders.length);
expect(result.protocolFeeAmount).to.bignumber.eq(orders.length);
assertRoughlyEquals(result.makerAssetAmount, fillableInput);
assertRoughlyEquals(result.totalMakerAssetAmount, fillableInput);
@@ -923,7 +923,7 @@ describe('quote_simulation tests', async () => {
side,
fillAmount: inputFillAmount,
gasPrice: ONE,
opts: { gasSchedule: GAS_SCHEDULE },
opts: { gasSchedule: GAS_SCHEDULE, protocolFeeMultiplier: ONE },
});
expect(result.gas).to.gt(0);
expect(result.protocolFeeAmount).to.bignumber.gt(0);
@@ -951,7 +951,7 @@ describe('quote_simulation tests', async () => {
side,
fillAmount: fillableInput,
gasPrice: ONE,
opts: { gasSchedule: GAS_SCHEDULE, slippage },
opts: { gasSchedule: GAS_SCHEDULE, protocolFeeMultiplier: ONE, slippage },
});
if (side === MarketOperation.Sell) {
const slippedOutput = fillableOutput.times(1 - slippage).integerValue();
@@ -982,7 +982,7 @@ describe('quote_simulation tests', async () => {
side,
fillAmount: fillableInput,
gasPrice: ONE,
opts: { gasSchedule: GAS_SCHEDULE },
opts: { gasSchedule: GAS_SCHEDULE, protocolFeeMultiplier: ONE },
});
const worstCase = simulateWorstCaseFill({
orders,

View File

@@ -48,7 +48,11 @@ export const testHelpers = {
// Mock out Standard RFQ-T/M responses
for (const mockedResponse of standardMockedResponses) {
const { endpoint, requestApiKey, requestParams, responseData, responseCode } = mockedResponse;
const requestHeaders = { Accept: 'application/json, text/plain, */*', '0x-api-key': requestApiKey };
const requestHeaders = {
Accept: 'application/json, text/plain, */*',
'0x-api-key': requestApiKey,
'0x-integrator-id': requestApiKey,
};
if (mockedResponse.callback !== undefined) {
mockedAxios
.onGet(`${endpoint}/${quoteType}`, { params: requestParams }, requestHeaders)

View File

@@ -1,4 +1,43 @@
[
{
"version": "6.9.0",
"changes": [
{
"note": "Add Celo addresses",
"pr": 368
}
],
"timestamp": 1637102971
},
{
"timestamp": 1635903615,
"version": "6.8.1",
"changes": [
{
"note": "Dependencies updated"
}
]
},
{
"version": "6.8.0",
"changes": [
{
"note": "Fantom deployment",
"pr": 347
}
],
"timestamp": 1634668033
},
{
"version": "6.7.0",
"changes": [
{
"note": "Avalanche deployment",
"pr": 312
}
],
"timestamp": 1630459879
},
{
"timestamp": 1629353596,
"version": "6.6.1",

View File

@@ -5,6 +5,22 @@ Edit the package's CHANGELOG.json file only.
CHANGELOG
## v6.9.0 - _November 16, 2021_
* Add Celo addresses (#368)
## v6.8.1 - _November 3, 2021_
* Dependencies updated
## v6.8.0 - _October 19, 2021_
* Fantom deployment (#347)
## v6.7.0 - _September 1, 2021_
* Avalanche deployment (#312)
## v6.6.1 - _August 19, 2021_
* Dependencies updated

View File

@@ -244,11 +244,11 @@
"exchangeProxyLiquidityProviderSandbox": "0x0000000000000000000000000000000000000000",
"zrxTreasury": "0x0000000000000000000000000000000000000000",
"transformers": {
"wethTransformer": "0xc6b0d3c45a6b5092808196cb00df5c357d55e1d5",
"payTakerTransformer": "0x7209185959d7227fb77274e1e88151d7c4c368d3",
"affiliateFeeTransformer": "0x3f16ca81691dab9184cb4606c361d73c4fd2510a",
"fillQuoteTransformer": "0x99356167edba8fbdc36959e3f5d0c43d1ba9c6db",
"positiveSlippageFeeTransformer": "0x45b3a72221e571017c0f0ec42189e11d149d0ace"
"wethTransformer": "0x7209185959d7227fb77274e1e88151d7c4c368d3",
"payTakerTransformer": "0x3f16ca81691dab9184cb4606c361d73c4fd2510a",
"affiliateFeeTransformer": "0x99356167edba8fbdc36959e3f5d0c43d1ba9c6db",
"fillQuoteTransformer": "0x45b3a72221e571017c0f0ec42189e11d149d0ace",
"positiveSlippageFeeTransformer": "0xdd66c23e07b4d6925b6089b5fe6fc9e62941afe8"
}
},
"137": {
@@ -334,5 +334,131 @@
"fillQuoteTransformer": "0x750cb81ee6d64e29e1e358ba155925000bf044d4",
"positiveSlippageFeeTransformer": "0x30aebc4c68effa70e21612b39b94299a8778d0cb"
}
},
"43114": {
"erc20Proxy": "0x0000000000000000000000000000000000000000",
"erc721Proxy": "0x0000000000000000000000000000000000000000",
"zrxToken": "0x0000000000000000000000000000000000000000",
"etherToken": "0xb31f66aa3c1e785363f0875a1b74e27b85fd66c7",
"exchangeV2": "0x0000000000000000000000000000000000000000",
"exchange": "0x0000000000000000000000000000000000000000",
"assetProxyOwner": "0x0000000000000000000000000000000000000000",
"zeroExGovernor": "0x0000000000000000000000000000000000000000",
"forwarder": "0x0000000000000000000000000000000000000000",
"coordinatorRegistry": "0x0000000000000000000000000000000000000000",
"coordinator": "0x0000000000000000000000000000000000000000",
"multiAssetProxy": "0x0000000000000000000000000000000000000000",
"staticCallProxy": "0x0000000000000000000000000000000000000000",
"erc1155Proxy": "0x0000000000000000000000000000000000000000",
"devUtils": "0x0000000000000000000000000000000000000000",
"zrxVault": "0x0000000000000000000000000000000000000000",
"staking": "0x0000000000000000000000000000000000000000",
"stakingProxy": "0x0000000000000000000000000000000000000000",
"erc20BridgeProxy": "0x0000000000000000000000000000000000000000",
"erc20BridgeSampler": "0x0000000000000000000000000000000000000000",
"chaiBridge": "0x0000000000000000000000000000000000000000",
"dydxBridge": "0x0000000000000000000000000000000000000000",
"godsUnchainedValidator": "0x0000000000000000000000000000000000000000",
"broker": "0x0000000000000000000000000000000000000000",
"chainlinkStopLimit": "0x0000000000000000000000000000000000000000",
"maximumGasPrice": "0x0000000000000000000000000000000000000000",
"dexForwarderBridge": "0x0000000000000000000000000000000000000000",
"exchangeProxyGovernor": "0xca7bab1b2d1ec7d81710b7f9e2ab4e6788930588",
"exchangeProxy": "0xdef1c0ded9bec7f1a1670819833240f027b25eff",
"exchangeProxyTransformerDeployer": "0xa60b57833dce6260f4f2411c811755dd980bc0a7",
"exchangeProxyFlashWallet": "0xdb6f1920a889355780af7570773609bd8cb1f498",
"exchangeProxyLiquidityProviderSandbox": "0x8953c63d0858d286cc407cd6f8e26b9cbd02a511",
"zrxTreasury": "0x0000000000000000000000000000000000000000",
"transformers": {
"wethTransformer": "0x9b8b52391071d71cd4ad1e61d7f273268fa34c6c",
"payTakerTransformer": "0x898c6fde239d646c73f0a57e3570b6f86a3d62a3",
"affiliateFeeTransformer": "0x34617b855411e52fbc05899435f44cbd0503022c",
"fillQuoteTransformer": "0x8a5417dd7ffde61ec61e11b45797e16686e1d6b9",
"positiveSlippageFeeTransformer": "0x470ba89da18a6db6e8a0567b3c9214b960861857"
}
},
"250": {
"erc20Proxy": "0x0000000000000000000000000000000000000000",
"erc721Proxy": "0x0000000000000000000000000000000000000000",
"zrxToken": "0x0000000000000000000000000000000000000000",
"etherToken": "0x21be370d5312f44cb42ce377bc9b8a0cef1a4c83",
"exchangeV2": "0x0000000000000000000000000000000000000000",
"exchange": "0x0000000000000000000000000000000000000000",
"assetProxyOwner": "0x0000000000000000000000000000000000000000",
"zeroExGovernor": "0x0000000000000000000000000000000000000000",
"forwarder": "0x0000000000000000000000000000000000000000",
"coordinatorRegistry": "0x0000000000000000000000000000000000000000",
"coordinator": "0x0000000000000000000000000000000000000000",
"multiAssetProxy": "0x0000000000000000000000000000000000000000",
"staticCallProxy": "0x0000000000000000000000000000000000000000",
"erc1155Proxy": "0x0000000000000000000000000000000000000000",
"devUtils": "0x0000000000000000000000000000000000000000",
"zrxVault": "0x0000000000000000000000000000000000000000",
"staking": "0x0000000000000000000000000000000000000000",
"stakingProxy": "0x0000000000000000000000000000000000000000",
"erc20BridgeProxy": "0x0000000000000000000000000000000000000000",
"erc20BridgeSampler": "0x0000000000000000000000000000000000000000",
"chaiBridge": "0x0000000000000000000000000000000000000000",
"dydxBridge": "0x0000000000000000000000000000000000000000",
"godsUnchainedValidator": "0x0000000000000000000000000000000000000000",
"broker": "0x0000000000000000000000000000000000000000",
"chainlinkStopLimit": "0x0000000000000000000000000000000000000000",
"maximumGasPrice": "0x0000000000000000000000000000000000000000",
"dexForwarderBridge": "0x0000000000000000000000000000000000000000",
"exchangeProxyGovernor": "0xf760c5b88d970d6f97e64e264dac5a3767dafd74",
"exchangeProxy": "0xdef189deaef76e379df891899eb5a00a94cbc250",
"exchangeProxyTransformerDeployer": "0x47f01db18a38261e4cb153bae6db7d3743acb33c",
"exchangeProxyFlashWallet": "0xb4d961671cadfed687e040b076eee29840c142e5",
"exchangeProxyLiquidityProviderSandbox": "0xca64d4225804f2ae069760cb5ff2f1d8bac1c2f9",
"zrxTreasury": "0x0000000000000000000000000000000000000000",
"transformers": {
"wethTransformer": "0x9b6aa8f26a92108e7d1f66373d757bb955112703",
"payTakerTransformer": "0x32df54951d33d7460e15fa59b1fcc262183ce4c2",
"affiliateFeeTransformer": "0x67efa679a4b56c38713d478e649c88247f4f8e88",
"fillQuoteTransformer": "0x71de60a1b160094a3f6c7e1b883ff9337d639131",
"positiveSlippageFeeTransformer": "0xe87d69b285005cc82b53b844322652c49ed64600"
}
},
"42220": {
"erc20Proxy": "0x0000000000000000000000000000000000000000",
"erc721Proxy": "0x0000000000000000000000000000000000000000",
"zrxToken": "0x0000000000000000000000000000000000000000",
"etherToken": "0x471ece3750da237f93b8e339c536989b8978a438",
"exchangeV2": "0x0000000000000000000000000000000000000000",
"exchange": "0x0000000000000000000000000000000000000000",
"assetProxyOwner": "0x0000000000000000000000000000000000000000",
"zeroExGovernor": "0x0000000000000000000000000000000000000000",
"forwarder": "0x0000000000000000000000000000000000000000",
"coordinatorRegistry": "0x0000000000000000000000000000000000000000",
"coordinator": "0x0000000000000000000000000000000000000000",
"multiAssetProxy": "0x0000000000000000000000000000000000000000",
"staticCallProxy": "0x0000000000000000000000000000000000000000",
"erc1155Proxy": "0x0000000000000000000000000000000000000000",
"devUtils": "0x0000000000000000000000000000000000000000",
"zrxVault": "0x0000000000000000000000000000000000000000",
"staking": "0x0000000000000000000000000000000000000000",
"stakingProxy": "0x0000000000000000000000000000000000000000",
"erc20BridgeProxy": "0x0000000000000000000000000000000000000000",
"erc20BridgeSampler": "0x0000000000000000000000000000000000000000",
"chaiBridge": "0x0000000000000000000000000000000000000000",
"dydxBridge": "0x0000000000000000000000000000000000000000",
"godsUnchainedValidator": "0x0000000000000000000000000000000000000000",
"broker": "0x0000000000000000000000000000000000000000",
"chainlinkStopLimit": "0x0000000000000000000000000000000000000000",
"maximumGasPrice": "0x0000000000000000000000000000000000000000",
"dexForwarderBridge": "0x0000000000000000000000000000000000000000",
"exchangeProxyGovernor": "0x92115010fd9b170d4918b102efc86b1b7bebdc7f",
"exchangeProxy": "0xdef1c0ded9bec7f1a1670819833240f027b25eff",
"exchangeProxyTransformerDeployer": "0x1fe80d5ad9464dba2d60b88e449305f184823f8a",
"exchangeProxyFlashWallet": "0xdb6f1920a889355780af7570773609bd8cb1f498",
"exchangeProxyLiquidityProviderSandbox": "0x0000000000000000000000000000000000000000",
"zrxTreasury": "0x0000000000000000000000000000000000000000",
"transformers": {
"wethTransformer": "0x948e03e708b4c62c63f89157a3aa76b986c110ed",
"payTakerTransformer": "0x90fb6c638ece8f3e4bfda1c6d6425626b53148b0",
"affiliateFeeTransformer": "0xc93913692ed073cb0cb37d4a760afd7916e9cb01",
"fillQuoteTransformer": "0xa825d4d3c4d2820c52da69fcccf269b4081871f2",
"positiveSlippageFeeTransformer": "0x9ffc7a79133ed5242777e40764777a6d5aab282c"
}
}
}

View File

@@ -1,6 +1,6 @@
{
"name": "@0x/contract-addresses",
"version": "6.6.1",
"version": "6.9.0",
"engines": {
"node": ">=6.12"
},

View File

@@ -52,6 +52,9 @@ export enum ChainId {
BSC = 56,
Polygon = 137,
PolygonMumbai = 80001,
Avalanche = 43114,
Fantom = 250,
Celo = 42220,
}
/**

View File

@@ -1,4 +1,23 @@
[
{
"version": "3.16.0",
"changes": [
{
"note": "Update IZeroEx and ITransformERC20 artifacts",
"pr": 282
}
],
"timestamp": 1632957537
},
{
"timestamp": 1631710679,
"version": "3.15.1",
"changes": [
{
"note": "Dependencies updated"
}
]
},
{
"version": "3.15.0",
"changes": [

View File

@@ -5,6 +5,14 @@ Edit the package's CHANGELOG.json file only.
CHANGELOG
## v3.16.0 - _September 29, 2021_
* Update IZeroEx and ITransformERC20 artifacts (#282)
## v3.15.1 - _September 15, 2021_
* Dependencies updated
## v3.15.0 - _June 2, 2021_
* Update artifacts (#237)

View File

@@ -1,6 +1,6 @@
{
"schemaVersion": "2.0.0",
"contractName": "ITransformERC20",
"contractName": "ITransformERC20Feature",
"compilerOutput": {
"abi": [
{
@@ -43,14 +43,14 @@
{ "internalType": "uint32", "name": "deploymentNonce", "type": "uint32" },
{ "internalType": "bytes", "name": "data", "type": "bytes" }
],
"internalType": "struct ITransformERC20.Transformation[]",
"internalType": "struct ITransformERC20Feature.Transformation[]",
"name": "transformations",
"type": "tuple[]"
},
{ "internalType": "bytes32", "name": "callDataHash", "type": "bytes32" },
{ "internalType": "bytes", "name": "callDataSignature", "type": "bytes" }
{ "internalType": "bool", "name": "useSelfBalance", "type": "bool" },
{ "internalType": "address payable", "name": "recipient", "type": "address" }
],
"internalType": "struct ITransformERC20.TransformERC20Args",
"internalType": "struct ITransformERC20Feature.TransformERC20Args",
"name": "args",
"type": "tuple"
}
@@ -113,7 +113,7 @@
{ "internalType": "uint32", "name": "deploymentNonce", "type": "uint32" },
{ "internalType": "bytes", "name": "data", "type": "bytes" }
],
"internalType": "struct ITransformERC20.Transformation[]",
"internalType": "struct ITransformERC20Feature.Transformation[]",
"name": "transformations",
"type": "tuple[]"
}
@@ -148,7 +148,7 @@
},
"kind": "dev",
"methods": {
"_transformERC20((address,address,address,uint256,uint256,(uint32,bytes)[],bytes32,bytes))": {
"_transformERC20((address,address,address,uint256,uint256,(uint32,bytes)[],bool,address))": {
"details": "Internal version of `transformERC20()`. Only callable from within.",
"params": { "args": "A `TransformERC20Args` struct." },
"returns": { "outputTokenAmount": "The amount of `outputToken` received by the taker." }
@@ -212,7 +212,8 @@
"evm.bytecode.object",
"evm.bytecode.sourceMap",
"evm.deployedBytecode.object",
"evm.deployedBytecode.sourceMap"
"evm.deployedBytecode.sourceMap",
"evm.methodIdentifiers"
]
}
},

View File

@@ -3,16 +3,6 @@
"contractName": "IZeroEx",
"compilerOutput": {
"abi": [
{
"anonymous": false,
"inputs": [
{ "indexed": false, "internalType": "bytes32", "name": "orderHash", "type": "bytes32" },
{ "indexed": false, "internalType": "address", "name": "maker", "type": "address" },
{ "indexed": false, "internalType": "uint64", "name": "expiry", "type": "uint64" }
],
"name": "ExpiredRfqOrder",
"type": "event"
},
{
"anonymous": false,
"inputs": [
@@ -49,11 +39,26 @@
{
"anonymous": false,
"inputs": [
{ "indexed": false, "internalType": "address", "name": "inputToken", "type": "address" },
{ "indexed": false, "internalType": "address", "name": "outputToken", "type": "address" },
{
"indexed": false,
"internalType": "contract IERC20TokenV06",
"name": "inputToken",
"type": "address"
},
{
"indexed": false,
"internalType": "contract IERC20TokenV06",
"name": "outputToken",
"type": "address"
},
{ "indexed": false, "internalType": "uint256", "name": "inputTokenAmount", "type": "uint256" },
{ "indexed": false, "internalType": "uint256", "name": "outputTokenAmount", "type": "uint256" },
{ "indexed": false, "internalType": "address", "name": "provider", "type": "address" },
{
"indexed": false,
"internalType": "contract ILiquidityProvider",
"name": "provider",
"type": "address"
},
{ "indexed": false, "internalType": "address", "name": "recipient", "type": "address" }
],
"name": "LiquidityProviderSwap",
@@ -110,10 +115,10 @@
{
"indexed": false,
"internalType": "uint128",
"name": "takerTokenFilledAmount",
"name": "makerTokenFilledAmount",
"type": "uint128"
},
{ "indexed": false, "internalType": "uint128", "name": "makerTokenFilledAmount", "type": "uint128" }
{ "indexed": false, "internalType": "uint128", "name": "takerTokenFilledAmount", "type": "uint128" }
],
"name": "OtcOrderFilled",
"type": "event"
@@ -268,6 +273,51 @@
"stateMutability": "payable",
"type": "function"
},
{
"inputs": [
{
"components": [
{ "internalType": "contract IERC20TokenV06", "name": "makerToken", "type": "address" },
{ "internalType": "contract IERC20TokenV06", "name": "takerToken", "type": "address" },
{ "internalType": "uint128", "name": "makerAmount", "type": "uint128" },
{ "internalType": "uint128", "name": "takerAmount", "type": "uint128" },
{ "internalType": "address", "name": "maker", "type": "address" },
{ "internalType": "address", "name": "taker", "type": "address" },
{ "internalType": "address", "name": "txOrigin", "type": "address" },
{ "internalType": "uint256", "name": "expiryAndNonce", "type": "uint256" }
],
"internalType": "struct LibNativeOrder.OtcOrder",
"name": "order",
"type": "tuple"
},
{
"components": [
{
"internalType": "enum LibSignature.SignatureType",
"name": "signatureType",
"type": "uint8"
},
{ "internalType": "uint8", "name": "v", "type": "uint8" },
{ "internalType": "bytes32", "name": "r", "type": "bytes32" },
{ "internalType": "bytes32", "name": "s", "type": "bytes32" }
],
"internalType": "struct LibSignature.Signature",
"name": "makerSignature",
"type": "tuple"
},
{ "internalType": "uint128", "name": "takerTokenFillAmount", "type": "uint128" },
{ "internalType": "address", "name": "taker", "type": "address" },
{ "internalType": "bool", "name": "useSelfBalance", "type": "bool" },
{ "internalType": "address", "name": "recipient", "type": "address" }
],
"name": "_fillOtcOrder",
"outputs": [
{ "internalType": "uint128", "name": "takerTokenFilledAmount", "type": "uint128" },
{ "internalType": "uint128", "name": "makerTokenFilledAmount", "type": "uint128" }
],
"stateMutability": "nonpayable",
"type": "function"
},
{
"inputs": [
{
@@ -303,7 +353,9 @@
"type": "tuple"
},
{ "internalType": "uint128", "name": "takerTokenFillAmount", "type": "uint128" },
{ "internalType": "address", "name": "taker", "type": "address" }
{ "internalType": "address", "name": "taker", "type": "address" },
{ "internalType": "bool", "name": "useSelfBalance", "type": "bool" },
{ "internalType": "address", "name": "recipient", "type": "address" }
],
"name": "_fillRfqOrder",
"outputs": [
@@ -313,6 +365,18 @@
"stateMutability": "nonpayable",
"type": "function"
},
{
"inputs": [
{ "internalType": "bytes", "name": "encodedPath", "type": "bytes" },
{ "internalType": "uint256", "name": "sellAmount", "type": "uint256" },
{ "internalType": "uint256", "name": "minBuyAmount", "type": "uint256" },
{ "internalType": "address", "name": "recipient", "type": "address" }
],
"name": "_sellHeldTokenForTokenToUniswapV3",
"outputs": [{ "internalType": "uint256", "name": "buyAmount", "type": "uint256" }],
"stateMutability": "nonpayable",
"type": "function"
},
{
"inputs": [
{
@@ -330,7 +394,9 @@
"internalType": "struct ITransformERC20Feature.Transformation[]",
"name": "transformations",
"type": "tuple[]"
}
},
{ "internalType": "bool", "name": "useSelfBalance", "type": "bool" },
{ "internalType": "address payable", "name": "recipient", "type": "address" }
],
"internalType": "struct ITransformERC20Feature.TransformERC20Args",
"name": "args",
@@ -480,35 +546,6 @@
"stateMutability": "payable",
"type": "function"
},
{
"inputs": [
{
"components": [
{ "internalType": "contract IERC20TokenV06", "name": "inputToken", "type": "address" },
{ "internalType": "contract IERC20TokenV06", "name": "outputToken", "type": "address" },
{ "internalType": "uint256", "name": "sellAmount", "type": "uint256" },
{
"components": [
{ "internalType": "bytes4", "name": "selector", "type": "bytes4" },
{ "internalType": "uint256", "name": "sellAmount", "type": "uint256" },
{ "internalType": "bytes", "name": "data", "type": "bytes" }
],
"internalType": "struct IMultiplexFeature.WrappedBatchCall[]",
"name": "calls",
"type": "tuple[]"
}
],
"internalType": "struct IMultiplexFeature.BatchFillData",
"name": "fillData",
"type": "tuple"
},
{ "internalType": "uint256", "name": "minBuyAmount", "type": "uint256" }
],
"name": "batchFill",
"outputs": [{ "internalType": "uint256", "name": "outputTokenAmount", "type": "uint256" }],
"stateMutability": "payable",
"type": "function"
},
{
"inputs": [
{
@@ -601,6 +638,60 @@
"stateMutability": "nonpayable",
"type": "function"
},
{
"inputs": [
{
"components": [
{ "internalType": "contract IERC20TokenV06", "name": "makerToken", "type": "address" },
{ "internalType": "contract IERC20TokenV06", "name": "takerToken", "type": "address" },
{ "internalType": "uint128", "name": "makerAmount", "type": "uint128" },
{ "internalType": "uint128", "name": "takerAmount", "type": "uint128" },
{ "internalType": "address", "name": "maker", "type": "address" },
{ "internalType": "address", "name": "taker", "type": "address" },
{ "internalType": "address", "name": "txOrigin", "type": "address" },
{ "internalType": "uint256", "name": "expiryAndNonce", "type": "uint256" }
],
"internalType": "struct LibNativeOrder.OtcOrder[]",
"name": "orders",
"type": "tuple[]"
},
{
"components": [
{
"internalType": "enum LibSignature.SignatureType",
"name": "signatureType",
"type": "uint8"
},
{ "internalType": "uint8", "name": "v", "type": "uint8" },
{ "internalType": "bytes32", "name": "r", "type": "bytes32" },
{ "internalType": "bytes32", "name": "s", "type": "bytes32" }
],
"internalType": "struct LibSignature.Signature[]",
"name": "makerSignatures",
"type": "tuple[]"
},
{
"components": [
{
"internalType": "enum LibSignature.SignatureType",
"name": "signatureType",
"type": "uint8"
},
{ "internalType": "uint8", "name": "v", "type": "uint8" },
{ "internalType": "bytes32", "name": "r", "type": "bytes32" },
{ "internalType": "bytes32", "name": "s", "type": "bytes32" }
],
"internalType": "struct LibSignature.Signature[]",
"name": "takerSignatures",
"type": "tuple[]"
},
{ "internalType": "bool[]", "name": "unwrapWeth", "type": "bool[]" }
],
"name": "batchFillTakerSignedOtcOrders",
"outputs": [{ "internalType": "bool[]", "name": "successes", "type": "bool[]" }],
"stateMutability": "nonpayable",
"type": "function"
},
{
"inputs": [
{
@@ -1026,8 +1117,7 @@
"name": "makerSignature",
"type": "tuple"
},
{ "internalType": "uint128", "name": "takerTokenFillAmount", "type": "uint128" },
{ "internalType": "bool", "name": "unwrapWeth", "type": "bool" }
{ "internalType": "uint128", "name": "takerTokenFillAmount", "type": "uint128" }
],
"name": "fillOtcOrder",
"outputs": [
@@ -1037,6 +1127,48 @@
"stateMutability": "nonpayable",
"type": "function"
},
{
"inputs": [
{
"components": [
{ "internalType": "contract IERC20TokenV06", "name": "makerToken", "type": "address" },
{ "internalType": "contract IERC20TokenV06", "name": "takerToken", "type": "address" },
{ "internalType": "uint128", "name": "makerAmount", "type": "uint128" },
{ "internalType": "uint128", "name": "takerAmount", "type": "uint128" },
{ "internalType": "address", "name": "maker", "type": "address" },
{ "internalType": "address", "name": "taker", "type": "address" },
{ "internalType": "address", "name": "txOrigin", "type": "address" },
{ "internalType": "uint256", "name": "expiryAndNonce", "type": "uint256" }
],
"internalType": "struct LibNativeOrder.OtcOrder",
"name": "order",
"type": "tuple"
},
{
"components": [
{
"internalType": "enum LibSignature.SignatureType",
"name": "signatureType",
"type": "uint8"
},
{ "internalType": "uint8", "name": "v", "type": "uint8" },
{ "internalType": "bytes32", "name": "r", "type": "bytes32" },
{ "internalType": "bytes32", "name": "s", "type": "bytes32" }
],
"internalType": "struct LibSignature.Signature",
"name": "makerSignature",
"type": "tuple"
},
{ "internalType": "uint128", "name": "takerTokenFillAmount", "type": "uint128" }
],
"name": "fillOtcOrderForEth",
"outputs": [
{ "internalType": "uint128", "name": "takerTokenFilledAmount", "type": "uint128" },
{ "internalType": "uint128", "name": "makerTokenFilledAmount", "type": "uint128" }
],
"stateMutability": "nonpayable",
"type": "function"
},
{
"inputs": [
{
@@ -1168,14 +1300,63 @@
"internalType": "struct LibSignature.Signature",
"name": "takerSignature",
"type": "tuple"
},
{ "internalType": "bool", "name": "unwrapWeth", "type": "bool" }
}
],
"name": "fillTakerSignedOtcOrder",
"outputs": [
{ "internalType": "uint128", "name": "takerTokenFilledAmount", "type": "uint128" },
{ "internalType": "uint128", "name": "makerTokenFilledAmount", "type": "uint128" }
"outputs": [],
"stateMutability": "nonpayable",
"type": "function"
},
{
"inputs": [
{
"components": [
{ "internalType": "contract IERC20TokenV06", "name": "makerToken", "type": "address" },
{ "internalType": "contract IERC20TokenV06", "name": "takerToken", "type": "address" },
{ "internalType": "uint128", "name": "makerAmount", "type": "uint128" },
{ "internalType": "uint128", "name": "takerAmount", "type": "uint128" },
{ "internalType": "address", "name": "maker", "type": "address" },
{ "internalType": "address", "name": "taker", "type": "address" },
{ "internalType": "address", "name": "txOrigin", "type": "address" },
{ "internalType": "uint256", "name": "expiryAndNonce", "type": "uint256" }
],
"internalType": "struct LibNativeOrder.OtcOrder",
"name": "order",
"type": "tuple"
},
{
"components": [
{
"internalType": "enum LibSignature.SignatureType",
"name": "signatureType",
"type": "uint8"
},
{ "internalType": "uint8", "name": "v", "type": "uint8" },
{ "internalType": "bytes32", "name": "r", "type": "bytes32" },
{ "internalType": "bytes32", "name": "s", "type": "bytes32" }
],
"internalType": "struct LibSignature.Signature",
"name": "makerSignature",
"type": "tuple"
},
{
"components": [
{
"internalType": "enum LibSignature.SignatureType",
"name": "signatureType",
"type": "uint8"
},
{ "internalType": "uint8", "name": "v", "type": "uint8" },
{ "internalType": "bytes32", "name": "r", "type": "bytes32" },
{ "internalType": "bytes32", "name": "s", "type": "bytes32" }
],
"internalType": "struct LibSignature.Signature",
"name": "takerSignature",
"type": "tuple"
}
],
"name": "fillTakerSignedOtcOrderForEth",
"outputs": [],
"stateMutability": "nonpayable",
"type": "function"
},
@@ -1604,31 +1785,150 @@
},
{
"inputs": [
{ "internalType": "contract IERC20TokenV06", "name": "outputToken", "type": "address" },
{
"components": [
{ "internalType": "address[]", "name": "tokens", "type": "address[]" },
{ "internalType": "uint256", "name": "sellAmount", "type": "uint256" },
{
"components": [
{ "internalType": "bytes4", "name": "selector", "type": "bytes4" },
{ "internalType": "bytes", "name": "data", "type": "bytes" }
],
"internalType": "struct IMultiplexFeature.WrappedMultiHopCall[]",
"name": "calls",
"type": "tuple[]"
}
"internalType": "enum IMultiplexFeature.MultiplexSubcall",
"name": "id",
"type": "uint8"
},
{ "internalType": "uint256", "name": "sellAmount", "type": "uint256" },
{ "internalType": "bytes", "name": "data", "type": "bytes" }
],
"internalType": "struct IMultiplexFeature.MultiHopFillData",
"name": "fillData",
"type": "tuple"
"internalType": "struct IMultiplexFeature.BatchSellSubcall[]",
"name": "calls",
"type": "tuple[]"
},
{ "internalType": "uint256", "name": "minBuyAmount", "type": "uint256" }
],
"name": "multiHopFill",
"outputs": [{ "internalType": "uint256", "name": "outputTokenAmount", "type": "uint256" }],
"name": "multiplexBatchSellEthForToken",
"outputs": [{ "internalType": "uint256", "name": "boughtAmount", "type": "uint256" }],
"stateMutability": "payable",
"type": "function"
},
{
"inputs": [
{ "internalType": "contract IERC20TokenV06", "name": "inputToken", "type": "address" },
{
"components": [
{
"internalType": "enum IMultiplexFeature.MultiplexSubcall",
"name": "id",
"type": "uint8"
},
{ "internalType": "uint256", "name": "sellAmount", "type": "uint256" },
{ "internalType": "bytes", "name": "data", "type": "bytes" }
],
"internalType": "struct IMultiplexFeature.BatchSellSubcall[]",
"name": "calls",
"type": "tuple[]"
},
{ "internalType": "uint256", "name": "sellAmount", "type": "uint256" },
{ "internalType": "uint256", "name": "minBuyAmount", "type": "uint256" }
],
"name": "multiplexBatchSellTokenForEth",
"outputs": [{ "internalType": "uint256", "name": "boughtAmount", "type": "uint256" }],
"stateMutability": "nonpayable",
"type": "function"
},
{
"inputs": [
{ "internalType": "contract IERC20TokenV06", "name": "inputToken", "type": "address" },
{ "internalType": "contract IERC20TokenV06", "name": "outputToken", "type": "address" },
{
"components": [
{
"internalType": "enum IMultiplexFeature.MultiplexSubcall",
"name": "id",
"type": "uint8"
},
{ "internalType": "uint256", "name": "sellAmount", "type": "uint256" },
{ "internalType": "bytes", "name": "data", "type": "bytes" }
],
"internalType": "struct IMultiplexFeature.BatchSellSubcall[]",
"name": "calls",
"type": "tuple[]"
},
{ "internalType": "uint256", "name": "sellAmount", "type": "uint256" },
{ "internalType": "uint256", "name": "minBuyAmount", "type": "uint256" }
],
"name": "multiplexBatchSellTokenForToken",
"outputs": [{ "internalType": "uint256", "name": "boughtAmount", "type": "uint256" }],
"stateMutability": "nonpayable",
"type": "function"
},
{
"inputs": [
{ "internalType": "address[]", "name": "tokens", "type": "address[]" },
{
"components": [
{
"internalType": "enum IMultiplexFeature.MultiplexSubcall",
"name": "id",
"type": "uint8"
},
{ "internalType": "bytes", "name": "data", "type": "bytes" }
],
"internalType": "struct IMultiplexFeature.MultiHopSellSubcall[]",
"name": "calls",
"type": "tuple[]"
},
{ "internalType": "uint256", "name": "minBuyAmount", "type": "uint256" }
],
"name": "multiplexMultiHopSellEthForToken",
"outputs": [{ "internalType": "uint256", "name": "boughtAmount", "type": "uint256" }],
"stateMutability": "payable",
"type": "function"
},
{
"inputs": [
{ "internalType": "address[]", "name": "tokens", "type": "address[]" },
{
"components": [
{
"internalType": "enum IMultiplexFeature.MultiplexSubcall",
"name": "id",
"type": "uint8"
},
{ "internalType": "bytes", "name": "data", "type": "bytes" }
],
"internalType": "struct IMultiplexFeature.MultiHopSellSubcall[]",
"name": "calls",
"type": "tuple[]"
},
{ "internalType": "uint256", "name": "sellAmount", "type": "uint256" },
{ "internalType": "uint256", "name": "minBuyAmount", "type": "uint256" }
],
"name": "multiplexMultiHopSellTokenForEth",
"outputs": [{ "internalType": "uint256", "name": "boughtAmount", "type": "uint256" }],
"stateMutability": "nonpayable",
"type": "function"
},
{
"inputs": [
{ "internalType": "address[]", "name": "tokens", "type": "address[]" },
{
"components": [
{
"internalType": "enum IMultiplexFeature.MultiplexSubcall",
"name": "id",
"type": "uint8"
},
{ "internalType": "bytes", "name": "data", "type": "bytes" }
],
"internalType": "struct IMultiplexFeature.MultiHopSellSubcall[]",
"name": "calls",
"type": "tuple[]"
},
{ "internalType": "uint256", "name": "sellAmount", "type": "uint256" },
{ "internalType": "uint256", "name": "minBuyAmount", "type": "uint256" }
],
"name": "multiplexMultiHopSellTokenForToken",
"outputs": [{ "internalType": "uint256", "name": "boughtAmount", "type": "uint256" }],
"stateMutability": "nonpayable",
"type": "function"
},
{
"inputs": [],
"name": "owner",
@@ -1819,20 +2119,47 @@
"takerTokenFilledAmount": "How much maker token was filled."
}
},
"_fillRfqOrder((address,address,uint128,uint128,address,address,address,bytes32,uint64,uint256),(uint8,uint8,bytes32,bytes32),uint128,address)": {
"_fillOtcOrder((address,address,uint128,uint128,address,address,address,uint256),(uint8,uint8,bytes32,bytes32),uint128,address,bool,address)": {
"details": "Fill an OTC order for up to `takerTokenFillAmount` taker tokens. Internal variant.",
"params": {
"makerSignature": "The order signature from the maker.",
"order": "The OTC order.",
"recipient": "The recipient of the bought maker tokens.",
"taker": "The address to fill the order in the context of.",
"takerTokenFillAmount": "Maximum taker token amount to fill this order with.",
"useSelfBalance": "Whether to use the Exchange Proxy's balance of input tokens."
},
"returns": {
"makerTokenFilledAmount": "How much maker token was filled.",
"takerTokenFilledAmount": "How much taker token was filled."
}
},
"_fillRfqOrder((address,address,uint128,uint128,address,address,address,bytes32,uint64,uint256),(uint8,uint8,bytes32,bytes32),uint128,address,bool,address)": {
"details": "Fill an RFQ order. Internal variant.",
"params": {
"order": "The RFQ order.",
"recipient": "The recipient of the maker tokens.",
"signature": "The order signature.",
"taker": "The order taker.",
"takerTokenFillAmount": "Maximum taker token to fill this order with."
"takerTokenFillAmount": "Maximum taker token to fill this order with.",
"useSelfBalance": "Whether to use the ExchangeProxy's transient balance of taker tokens to fill the order."
},
"returns": {
"makerTokenFilledAmount": "How much maker token was filled.",
"takerTokenFilledAmount": "How much maker token was filled."
}
},
"_transformERC20((address,address,address,uint256,uint256,(uint32,bytes)[]))": {
"_sellHeldTokenForTokenToUniswapV3(bytes,uint256,uint256,address)": {
"details": "Sell a token for another token directly against uniswap v3. Private variant, uses tokens held by `address(this)`.",
"params": {
"encodedPath": "Uniswap-encoded path.",
"minBuyAmount": "Minimum amount of the last token in the path to buy.",
"recipient": "The recipient of the bought tokens. Can be zero for sender.",
"sellAmount": "amount of the first token in the path to sell."
},
"returns": { "buyAmount": "Amount of the last token in the path bought." }
},
"_transformERC20((address,address,address,uint256,uint256,(uint32,bytes)[],bool,address))": {
"details": "Internal version of `transformERC20()`. Only callable from within.",
"params": { "args": "A `TransformERC20Args` struct." },
"returns": { "outputTokenAmount": "The amount of `outputToken` received by the taker." }
@@ -1887,14 +2214,6 @@
},
"returns": { "returnResults": "The ABI-encoded results of the underlying calls." }
},
"batchFill((address,address,uint256,(bytes4,uint256,bytes)[]),uint256)": {
"details": "Executes a batch of fills selling `fillData.inputToken` for `fillData.outputToken` in sequence. Refer to the internal variant `_batchFill` for the allowed nested operations.",
"params": {
"fillData": "Encodes the input/output tokens, the sell amount, and the nested operations for this batch fill.",
"minBuyAmount": "The minimum amount of `fillData.outputToken` to buy. Reverts if this amount is not met."
},
"returns": { "outputTokenAmount": "The amount of the output token bought." }
},
"batchFillLimitOrders((address,address,uint128,uint128,uint128,address,address,address,address,bytes32,uint64,uint256)[],(uint8,uint8,bytes32,bytes32)[],uint128[],bool)": {
"details": "Fills multiple limit orders.",
"params": {
@@ -1921,6 +2240,18 @@
"takerTokenFilledAmounts": "Array of amounts filled, in taker token."
}
},
"batchFillTakerSignedOtcOrders((address,address,uint128,uint128,address,address,address,uint256)[],(uint8,uint8,bytes32,bytes32)[],(uint8,uint8,bytes32,bytes32)[],bool[])": {
"details": "Fills multiple taker-signed OTC orders.",
"params": {
"makerSignatures": "Array of maker signatures for each order.",
"orders": "Array of OTC orders.",
"takerSignatures": "Array of taker signatures for each order.",
"unwrapWeth": "Array of booleans representing whether or not to unwrap bought WETH into ETH for each order. Should be set to false if the maker token is not WETH."
},
"returns": {
"successes": "Array of booleans representing whether or not each order in `orders` was filled successfully."
}
},
"batchGetLimitOrderRelevantStates((address,address,uint128,uint128,uint128,address,address,address,address,bytes32,uint64,uint256)[],(uint8,uint8,bytes32,bytes32)[])": {
"details": "Batch version of `getLimitOrderRelevantState()`, without reverting. Orders that would normally cause `getLimitOrderRelevantState()` to revert will have empty results.",
"params": { "orders": "The limit orders.", "signatures": "The order signatures." },
@@ -2027,13 +2358,24 @@
},
"returns": { "makerTokenFilledAmount": "How much maker token was filled." }
},
"fillOtcOrder((address,address,uint128,uint128,address,address,address,uint256),(uint8,uint8,bytes32,bytes32),uint128,bool)": {
"fillOtcOrder((address,address,uint128,uint128,address,address,address,uint256),(uint8,uint8,bytes32,bytes32),uint128)": {
"details": "Fill an OTC order for up to `takerTokenFillAmount` taker tokens.",
"params": {
"makerSignature": "The order signature from the maker.",
"order": "The OTC order.",
"takerTokenFillAmount": "Maximum taker token amount to fill this order with.",
"unwrapWeth": "Whether or not to unwrap bought WETH into ETH before transferring it to the taker. Should be set to false"
"takerTokenFillAmount": "Maximum taker token amount to fill this order with."
},
"returns": {
"makerTokenFilledAmount": "How much maker token was filled.",
"takerTokenFilledAmount": "How much taker token was filled."
}
},
"fillOtcOrderForEth((address,address,uint128,uint128,address,address,address,uint256),(uint8,uint8,bytes32,bytes32),uint128)": {
"details": "Fill an OTC order for up to `takerTokenFillAmount` taker tokens. Unwraps bought WETH into ETH before sending it to the taker.",
"params": {
"makerSignature": "The order signature from the maker.",
"order": "The OTC order.",
"takerTokenFillAmount": "Maximum taker token amount to fill this order with."
},
"returns": {
"makerTokenFilledAmount": "How much maker token was filled.",
@@ -2060,17 +2402,20 @@
"takerTokenFilledAmount": "How much maker token was filled."
}
},
"fillTakerSignedOtcOrder((address,address,uint128,uint128,address,address,address,uint256),(uint8,uint8,bytes32,bytes32),(uint8,uint8,bytes32,bytes32),bool)": {
"fillTakerSignedOtcOrder((address,address,uint128,uint128,address,address,address,uint256),(uint8,uint8,bytes32,bytes32),(uint8,uint8,bytes32,bytes32))": {
"details": "Fully fill an OTC order. \"Meta-transaction\" variant, requires order to be signed by both maker and taker.",
"params": {
"makerSignature": "The order signature from the maker.",
"order": "The OTC order.",
"takerSignature": "The order signature from the taker.",
"unwrapWeth": "Whether or not to unwrap bought WETH into ETH before transferring it to the taker. Should be set to false if the maker token is not WETH."
},
"returns": {
"makerTokenFilledAmount": "How much maker token was filled.",
"takerTokenFilledAmount": "How much taker token was filled."
"takerSignature": "The order signature from the taker."
}
},
"fillTakerSignedOtcOrderForEth((address,address,uint128,uint128,address,address,address,uint256),(uint8,uint8,bytes32,bytes32),(uint8,uint8,bytes32,bytes32))": {
"details": "Fully fill an OTC order. \"Meta-transaction\" variant, requires order to be signed by both maker and taker. Unwraps bought WETH into ETH before sending it to the taker.",
"params": {
"makerSignature": "The order signature from the maker.",
"order": "The OTC order.",
"takerSignature": "The order signature from the taker."
}
},
"getLimitOrderHash((address,address,uint128,uint128,uint128,address,address,address,address,bytes32,uint64,uint256))": {
@@ -2184,13 +2529,62 @@
"target": "The migrator contract address."
}
},
"multiHopFill((address[],uint256,(bytes4,bytes)[]),uint256)": {
"details": "Executes a sequence of fills \"hopping\" through the path of tokens given by `fillData.tokens`. Refer to the internal variant `_multiHopFill` for the allowed nested operations.",
"multiplexBatchSellEthForToken(address,(uint8,uint256,bytes)[],uint256)": {
"details": "Sells attached ETH for `outputToken` using the provided calls.",
"params": {
"fillData": "Encodes the path of tokens, the sell amount, and the nested operations for this multi-hop fill.",
"minBuyAmount": "The minimum amount of the output token to buy. Reverts if this amount is not met."
"calls": "The calls to use to sell the attached ETH.",
"minBuyAmount": "The minimum amount of `outputToken` that must be bought for this function to not revert.",
"outputToken": "The token to buy."
},
"returns": { "outputTokenAmount": "The amount of the output token bought." }
"returns": { "boughtAmount": "The amount of `outputToken` bought." }
},
"multiplexBatchSellTokenForEth(address,(uint8,uint256,bytes)[],uint256,uint256)": {
"details": "Sells `sellAmount` of the given `inputToken` for ETH using the provided calls.",
"params": {
"calls": "The calls to use to sell the input tokens.",
"inputToken": "The token to sell.",
"minBuyAmount": "The minimum amount of ETH that must be bought for this function to not revert.",
"sellAmount": "The amount of `inputToken` to sell."
},
"returns": { "boughtAmount": "The amount of ETH bought." }
},
"multiplexBatchSellTokenForToken(address,address,(uint8,uint256,bytes)[],uint256,uint256)": {
"details": "Sells `sellAmount` of the given `inputToken` for `outputToken` using the provided calls.",
"params": {
"calls": "The calls to use to sell the input tokens.",
"inputToken": "The token to sell.",
"minBuyAmount": "The minimum amount of `outputToken` that must be bought for this function to not revert.",
"outputToken": "The token to buy.",
"sellAmount": "The amount of `inputToken` to sell."
},
"returns": { "boughtAmount": "The amount of `outputToken` bought." }
},
"multiplexMultiHopSellEthForToken(address[],(uint8,bytes)[],uint256)": {
"details": "Sells attached ETH via the given sequence of tokens and calls. `tokens[0]` must be WETH. The last token in `tokens` is the output token that will ultimately be sent to `msg.sender`",
"params": {
"calls": "The sequence of calls to use for the sell.",
"minBuyAmount": "The minimum amount of output tokens that must be bought for this function to not revert.",
"tokens": "The sequence of tokens to use for the sell, i.e. `tokens[i]` will be sold for `tokens[i+1]` via `calls[i]`."
},
"returns": { "boughtAmount": "The amount of output tokens bought." }
},
"multiplexMultiHopSellTokenForEth(address[],(uint8,bytes)[],uint256,uint256)": {
"details": "Sells `sellAmount` of the input token (`tokens[0]`) for ETH via the given sequence of tokens and calls. The last token in `tokens` must be WETH.",
"params": {
"calls": "The sequence of calls to use for the sell.",
"minBuyAmount": "The minimum amount of ETH that must be bought for this function to not revert.",
"tokens": "The sequence of tokens to use for the sell, i.e. `tokens[i]` will be sold for `tokens[i+1]` via `calls[i]`."
},
"returns": { "boughtAmount": "The amount of ETH bought." }
},
"multiplexMultiHopSellTokenForToken(address[],(uint8,bytes)[],uint256,uint256)": {
"details": "Sells `sellAmount` of the input token (`tokens[0]`) via the given sequence of tokens and calls. The last token in `tokens` is the output token that will ultimately be sent to `msg.sender`",
"params": {
"calls": "The sequence of calls to use for the sell.",
"minBuyAmount": "The minimum amount of output tokens that must be bought for this function to not revert.",
"tokens": "The sequence of tokens to use for the sell, i.e. `tokens[i]` will be sold for `tokens[i+1]` via `calls[i]`."
},
"returns": { "boughtAmount": "The amount of output tokens bought." }
},
"owner()": {
"details": "The owner of this contract.",

View File

@@ -1,6 +1,6 @@
{
"name": "@0x/contract-artifacts",
"version": "3.15.0",
"version": "3.16.0",
"engines": {
"node": ">=6.12"
},
@@ -30,7 +30,7 @@
},
"homepage": "https://github.com/0xProject/protocol/tree/main/packages/contract-artifacts",
"devDependencies": {
"@0x/utils": "^6.4.3",
"@0x/utils": "^6.4.4",
"@types/mocha": "^5.2.7",
"chai": "^4.0.1",
"lodash": "^4.17.11",

View File

@@ -1,4 +1,59 @@
[
{
"timestamp": 1637102971,
"version": "13.18.3",
"changes": [
{
"note": "Dependencies updated"
}
]
},
{
"timestamp": 1635903615,
"version": "13.18.2",
"changes": [
{
"note": "Dependencies updated"
}
]
},
{
"timestamp": 1634668033,
"version": "13.18.1",
"changes": [
{
"note": "Dependencies updated"
}
]
},
{
"version": "13.18.0",
"changes": [
{
"note": "Update IZeroEx and ITransformERC20 wrappers",
"pr": 282
}
],
"timestamp": 1632957537
},
{
"timestamp": 1631710679,
"version": "13.17.7",
"changes": [
{
"note": "Dependencies updated"
}
]
},
{
"timestamp": 1630459879,
"version": "13.17.6",
"changes": [
{
"note": "Dependencies updated"
}
]
},
{
"timestamp": 1629353596,
"version": "13.17.5",

View File

@@ -5,6 +5,30 @@ Edit the package's CHANGELOG.json file only.
CHANGELOG
## v13.18.3 - _November 16, 2021_
* Dependencies updated
## v13.18.2 - _November 3, 2021_
* Dependencies updated
## v13.18.1 - _October 19, 2021_
* Dependencies updated
## v13.18.0 - _September 29, 2021_
* Update IZeroEx and ITransformERC20 wrappers (#282)
## v13.17.7 - _September 15, 2021_
* Dependencies updated
## v13.17.6 - _September 1, 2021_
* Dependencies updated
## v13.17.5 - _August 19, 2021_
* Dependencies updated

View File

@@ -1,6 +1,6 @@
{
"name": "@0x/contract-wrappers",
"version": "13.17.5",
"version": "13.18.3",
"engines": {
"node": ">=6.12"
},
@@ -55,14 +55,14 @@
"typescript": "4.2.2"
},
"dependencies": {
"@0x/assert": "^3.0.27",
"@0x/base-contract": "^6.4.0",
"@0x/contract-addresses": "^6.6.1",
"@0x/json-schemas": "^6.1.3",
"@0x/types": "^3.3.3",
"@0x/utils": "^6.4.3",
"@0x/web3-wrapper": "^7.5.3",
"ethereum-types": "^3.5.0",
"@0x/assert": "^3.0.29",
"@0x/base-contract": "^6.4.2",
"@0x/contract-addresses": "^6.9.0",
"@0x/json-schemas": "^6.3.0",
"@0x/types": "^3.3.4",
"@0x/utils": "^6.4.4",
"@0x/web3-wrapper": "^7.6.0",
"ethereum-types": "^3.6.0",
"ethers": "~4.0.4"
},
"publishConfig": {

View File

@@ -269,12 +269,12 @@ export class ITransformERC20Contract extends BaseContract {
],
},
{
name: 'callDataHash',
type: 'bytes32',
name: 'useSelfBalance',
type: 'bool',
},
{
name: 'callDataSignature',
type: 'bytes',
name: 'recipient',
type: 'address',
},
],
},
@@ -497,13 +497,13 @@ export class ITransformERC20Contract extends BaseContract {
inputTokenAmount: BigNumber;
minOutputTokenAmount: BigNumber;
transformations: Array<{ deploymentNonce: number | BigNumber; data: string }>;
callDataHash: string;
callDataSignature: string;
useSelfBalance: boolean;
recipient: string;
}): ContractTxFunctionObj<BigNumber> {
const self = (this as any) as ITransformERC20Contract;
const functionSignature =
'_transformERC20((address,address,address,uint256,uint256,(uint32,bytes)[],bytes32,bytes))';
'_transformERC20((address,address,address,uint256,uint256,(uint32,bytes)[],bool,address))';
return {
async sendTransactionAsync(

File diff suppressed because it is too large Load Diff

View File

@@ -126,7 +126,6 @@ export {
IZeroExContract,
IZeroExEventArgs,
IZeroExEvents,
IZeroExExpiredRfqOrderEventArgs,
IZeroExLiquidityProviderSwapEventArgs,
IZeroExMetaTransactionExecutedEventArgs,
IZeroExMigratedEventArgs,

View File

@@ -1,4 +1,86 @@
[
{
"timestamp": 1637102971,
"version": "8.1.12",
"changes": [
{
"note": "Dependencies updated"
}
]
},
{
"timestamp": 1637065617,
"version": "8.1.11",
"changes": [
{
"note": "Dependencies updated"
}
]
},
{
"version": "8.1.10",
"changes": [
{
"note": "Add OtcOrders to fullMigrateAsync",
"pr": 350
}
],
"timestamp": 1635903615
},
{
"timestamp": 1634668033,
"version": "8.1.9",
"changes": [
{
"note": "Dependencies updated"
}
]
},
{
"timestamp": 1633374058,
"version": "8.1.8",
"changes": [
{
"note": "Dependencies updated"
}
]
},
{
"timestamp": 1632957537,
"version": "8.1.7",
"changes": [
{
"note": "Dependencies updated"
}
]
},
{
"timestamp": 1631710679,
"version": "8.1.6",
"changes": [
{
"note": "Dependencies updated"
}
]
},
{
"timestamp": 1631120757,
"version": "8.1.5",
"changes": [
{
"note": "Dependencies updated"
}
]
},
{
"timestamp": 1630459879,
"version": "8.1.4",
"changes": [
{
"note": "Dependencies updated"
}
]
},
{
"timestamp": 1629414734,
"version": "8.1.3",

View File

@@ -5,6 +5,42 @@ Edit the package's CHANGELOG.json file only.
CHANGELOG
## v8.1.12 - _November 16, 2021_
* Dependencies updated
## v8.1.11 - _November 16, 2021_
* Dependencies updated
## v8.1.10 - _November 3, 2021_
* Add OtcOrders to fullMigrateAsync (#350)
## v8.1.9 - _October 19, 2021_
* Dependencies updated
## v8.1.8 - _October 4, 2021_
* Dependencies updated
## v8.1.7 - _September 29, 2021_
* Dependencies updated
## v8.1.6 - _September 15, 2021_
* Dependencies updated
## v8.1.5 - _September 8, 2021_
* Dependencies updated
## v8.1.4 - _September 1, 2021_
* Dependencies updated
## v8.1.3 - _August 19, 2021_
* Dependencies updated

View File

@@ -1,6 +1,6 @@
{
"name": "@0x/migrations",
"version": "8.1.3",
"version": "8.1.12",
"engines": {
"node": ">=6.12"
},
@@ -48,10 +48,10 @@
"registry": "git@github.com:0xProject/gitpkg-registry.git"
},
"devDependencies": {
"@0x/dev-utils": "^4.2.7",
"@0x/dev-utils": "^4.2.9",
"@0x/ts-doc-gen": "^0.0.28",
"@0x/tslint-config": "^4.1.4",
"@0x/types": "^3.3.3",
"@0x/types": "^3.3.4",
"@types/yargs": "^11.0.0",
"chai": "^4.0.1",
"dirty-chai": "^2.0.1",
@@ -67,29 +67,29 @@
"yargs": "^10.0.3"
},
"dependencies": {
"@0x/base-contract": "^6.4.0",
"@0x/contract-addresses": "^6.6.1",
"@0x/base-contract": "^6.4.2",
"@0x/contract-addresses": "^6.9.0",
"@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": "^3.3.17",
"@0x/contracts-erc20": "^3.3.23",
"@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": "^4.7.17",
"@0x/contracts-zero-ex": "^0.28.2",
"@0x/sol-compiler": "^4.7.3",
"@0x/subproviders": "^6.5.3",
"@0x/typescript-typings": "^5.2.0",
"@0x/utils": "^6.4.3",
"@0x/web3-wrapper": "^7.5.3",
"@0x/contracts-utils": "^4.8.4",
"@0x/contracts-zero-ex": "^0.29.5",
"@0x/sol-compiler": "^4.7.5",
"@0x/subproviders": "^6.6.0",
"@0x/typescript-typings": "^5.2.1",
"@0x/utils": "^6.4.4",
"@0x/web3-wrapper": "^7.6.0",
"@ledgerhq/hw-app-eth": "^4.3.0",
"@types/web3-provider-engine": "^14.0.0",
"ethereum-types": "^3.5.0",
"ethereum-types": "^3.6.0",
"ethereumjs-util": "^7.1.0",
"ethers": "~4.0.4",
"lodash": "^4.17.11"

View File

@@ -1,4 +1,67 @@
[
{
"timestamp": 1637102971,
"version": "1.9.5",
"changes": [
{
"note": "Dependencies updated"
}
]
},
{
"timestamp": 1635903615,
"version": "1.9.4",
"changes": [
{
"note": "Dependencies updated"
}
]
},
{
"timestamp": 1634668033,
"version": "1.9.3",
"changes": [
{
"note": "Dependencies updated"
}
]
},
{
"timestamp": 1633374058,
"version": "1.9.2",
"changes": [
{
"note": "Dependencies updated"
}
]
},
{
"timestamp": 1632957537,
"version": "1.9.1",
"changes": [
{
"note": "Dependencies updated"
}
]
},
{
"version": "1.9.0",
"changes": [
{
"note": "Add 'TreasuryVote' class"
}
],
"timestamp": 1631710679
},
{
"timestamp": 1630459879,
"version": "1.8.4",
"changes": [
{
"note": "Dependencies updated"
}
]
},
{
"timestamp": 1629353596,
"version": "1.8.3",

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