protocol/packages/protocol-utils/src/transformer_utils.ts
Jacob Evans 3f4bb933d1
feat: v4 final (#136)
* v4 FillQuoteTransformer (#104)

* Update FQT to support v4 orders

* `@0x/contracts-zero-ex`: Tweak FQT
`@0x/contracts-zero-ex`: Drop `ERC20BridgeTransfer` event and add `PartialQuoteFill` event.

* `@0x/contracts-utils`: Add `LibSafeMathV06.downcastToUint128()`

* `@0x/protocol-utils`: Update transformer utils for V4 FQT

* `@0x/contracts-zero-ex`: Fixing FQT tests...

* `@0x/contracts-zero-ex`: rename FQT bridge event

* `@0x/contracts-zero-ex`: Un-`only` tests

* `@0x/migrations`: Update `BridgeAdapter` deployment

* `@0x/contracts-integrations`: Delete `mtx_tests`

* `@0x/protocol-utils`: Address review comments

* `@0x/contracts-zero-ex`: Address review comments

* `@0x/migrations`: Update migrations

Co-authored-by: Michael Zhu <mchl.zhu.96@gmail.com>
Co-authored-by: Lawrence Forman <me@merklejerk.com>

* v4: Asset-swapper (main branch) (#113)

* refactor quote_requestor

* WIP v4/asset-swapper: Clean up SwapQuoter and remove @0x/orderbook

* Start replacing SignedOrder everywhere

* wip: new order type

* wip

* remove order-utils from most places

* hack: Play around with VerboseX types (#119)

* hack: Play around with VerboseX types

* More hacks

* Fix up the bridgeData encodings

* Rework Orderbook return type

* feat: Don't charge a protocol fee for RFQ orders WIP (#121)

* fix simple build errors

* simplify types a little

* remove SwapQuoteCalculator: unnecessary abstraction

* Fix all ./src build errors; make types consistent

* export more types for use in 0x API; modify Orderbook interface

* stop overriding APIOrder

* feat: RFQ v4 + consolidated bridge encoders (#125)

* feat: check if taker address is contract

* Rework bridge data

* Worst case adjustments

* RFQT v4

* Future/v4 validate orders (#126)

* RFQT v4

* v4 validate native orders

* use default invalid signature

* refactor rfqt validations in swap quoter

* fix types

* fix RFQT unlisted api key

* remove priceAwareRFQFlag

* adjust maker/taker amounts

* update JSON schemas

* filter zero fillable orders

Co-authored-by: xianny <xianny@gmail.com>

* fix type export

Co-authored-by: xianny <xianny@gmail.com>

* remove order-utils as much as possible

* work on tests compile

* Comment out quote reporter test

* updated tests

* restore order-utils accidental changes

* some lints

* Remove old fill_test

* ts lint disable for now

* update quote report

* Re-enable quote report tests

* make fill data required field

* fix lint

* type guards

* force fillData as required

* fix lint

* fix naming

* exports

* adjust MultiBridge by slippage

* cleanups (checkpoint 1)

* cleanup types (checkpoint #2)

* remove unused deps

* `@0x/contract-addresses`: Deploy new FQT (#129)

Co-authored-by: Lawrence Forman <me@merklejerk.com>

* commit bump to republish

* DRY up the rfqt mocker

* fix: Balancer load top pools (#131)

* fix: Balancer load top 250 pools

* refetch top pools on an interval

Co-authored-by: Jacob Evans <jacob@dekz.net>
Co-authored-by: Kim Persson <kimpers@users.noreply.github.com>
Co-authored-by: Lawrence Forman <lawrence@0xproject.com>
Co-authored-by: Lawrence Forman <me@merklejerk.com>

* Update post rebase

* prettier

* Remove test helpers exported in asset-swapper

* Clean up from review comments

* prettier

* lint

* recreate rfqt mocker

* change merge and INVALID_SIGNATURE

Co-authored-by: Lawrence Forman <lawrence@0xproject.com>
Co-authored-by: Michael Zhu <mchl.zhu.96@gmail.com>
Co-authored-by: Lawrence Forman <me@merklejerk.com>
Co-authored-by: Xianny <8582774+xianny@users.noreply.github.com>
Co-authored-by: Kim Persson <kimpers@users.noreply.github.com>
2021-02-10 19:20:15 +10:00

318 lines
8.0 KiB
TypeScript

import { AbiEncoder, BigNumber, NULL_ADDRESS } from '@0x/utils';
import * as ethjs from 'ethereumjs-util';
import { LimitOrder, LimitOrderFields, RfqOrder, RfqOrderFields } from './orders';
import { Signature, SIGNATURE_ABI } from './signature_utils';
const BRIDGE_ORDER_ABI_COMPONENTS = [
{ name: 'source', type: 'uint256' },
{ name: 'takerTokenAmount', type: 'uint256' },
{ name: 'makerTokenAmount', type: 'uint256' },
{ name: 'bridgeData', type: 'bytes' },
];
const LIMIT_ORDER_INFO_ABI_COMPONENTS = [
{
name: 'order',
type: 'tuple',
components: LimitOrder.STRUCT_ABI,
},
{
name: 'signature',
type: 'tuple',
components: SIGNATURE_ABI,
},
{ name: 'maxTakerTokenFillAmount', type: 'uint256' },
];
const RFQ_ORDER_INFO_ABI_COMPONENTS = [
{
name: 'order',
type: 'tuple',
components: RfqOrder.STRUCT_ABI,
},
{
name: 'signature',
type: 'tuple',
components: SIGNATURE_ABI,
},
{ name: 'maxTakerTokenFillAmount', type: 'uint256' },
];
/**
* ABI encoder for `FillQuoteTransformer.TransformData`
*/
export const fillQuoteTransformerDataEncoder = AbiEncoder.create([
{
name: 'data',
type: 'tuple',
components: [
{ name: 'side', type: 'uint8' },
{ name: 'sellToken', type: 'address' },
{ name: 'buyToken', type: 'address' },
{
name: 'bridgeOrders',
type: 'tuple[]',
components: BRIDGE_ORDER_ABI_COMPONENTS,
},
{
name: 'limitOrders',
type: 'tuple[]',
components: LIMIT_ORDER_INFO_ABI_COMPONENTS,
},
{
name: 'rfqOrders',
type: 'tuple[]',
components: RFQ_ORDER_INFO_ABI_COMPONENTS,
},
{ name: 'fillSequence', type: 'uint8[]' },
{ name: 'fillAmount', type: 'uint256' },
{ name: 'refundReceiver', type: 'address' },
],
},
]);
/**
* Market operation for `FillQuoteTransformerData`.
*/
export enum FillQuoteTransformerSide {
Sell,
Buy,
}
/**
* `FillQuoteTransformer.OrderType`
*/
export enum FillQuoteTransformerOrderType {
Bridge,
Limit,
Rfq,
}
/**
* `FillQuoteTransformer.TransformData`
*/
export interface FillQuoteTransformerData {
side: FillQuoteTransformerSide;
sellToken: string;
buyToken: string;
bridgeOrders: FillQuoteTransformerBridgeOrder[];
limitOrders: FillQuoteTransformerLimitOrderInfo[];
rfqOrders: FillQuoteTransformerRfqOrderInfo[];
fillSequence: FillQuoteTransformerOrderType[];
fillAmount: BigNumber;
refundReceiver: string;
}
/**
* Identifies the DEX type of a bridge order.
*/
export enum BridgeSource {
Balancer,
Bancor,
// tslint:disable-next-line: enum-naming
CoFiX,
Curve,
Cream,
CryptoCom,
Dodo,
Kyber,
LiquidityProvider,
Mooniswap,
MStable,
Oasis,
Shell,
Snowswap,
Sushiswap,
Swerve,
Uniswap,
UniswapV2,
}
/**
* `FillQuoteTransformer.BridgeOrder`
*/
export interface FillQuoteTransformerBridgeOrder {
source: BridgeSource;
takerTokenAmount: BigNumber;
makerTokenAmount: BigNumber;
bridgeData: string;
}
/**
* Represents either `FillQuoteTransformer.LimitOrderInfo`
* or `FillQuoteTransformer.RfqOrderInfo`
*/
interface FillQuoteTransformerNativeOrderInfo<T> {
order: T;
signature: Signature;
maxTakerTokenFillAmount: BigNumber;
}
/**
* `FillQuoteTransformer.LimitOrderInfo`
*/
export type FillQuoteTransformerLimitOrderInfo = FillQuoteTransformerNativeOrderInfo<LimitOrderFields>;
/**
* `FillQuoteTransformer.RfqOrderInfo`
*/
export type FillQuoteTransformerRfqOrderInfo = FillQuoteTransformerNativeOrderInfo<RfqOrderFields>;
/**
* ABI-encode a `FillQuoteTransformer.TransformData` type.
*/
export function encodeFillQuoteTransformerData(data: FillQuoteTransformerData): string {
return fillQuoteTransformerDataEncoder.encode([data]);
}
/**
* ABI-decode a `FillQuoteTransformer.TransformData` type.
*/
export function decodeFillQuoteTransformerData(encoded: string): FillQuoteTransformerData {
return fillQuoteTransformerDataEncoder.decode(encoded).data;
}
/**
* ABI encoder for `WethTransformer.TransformData`
*/
export const wethTransformerDataEncoder = AbiEncoder.create([
{
name: 'data',
type: 'tuple',
components: [{ name: 'token', type: 'address' }, { name: 'amount', type: 'uint256' }],
},
]);
/**
* `WethTransformer.TransformData`
*/
export interface WethTransformerData {
token: string;
amount: BigNumber;
}
/**
* ABI-encode a `WethTransformer.TransformData` type.
*/
export function encodeWethTransformerData(data: WethTransformerData): string {
return wethTransformerDataEncoder.encode([data]);
}
/**
* ABI-decode a `WethTransformer.TransformData` type.
*/
export function decodeWethTransformerData(encoded: string): WethTransformerData {
return wethTransformerDataEncoder.decode(encoded).data;
}
/**
* ABI encoder for `PayTakerTransformer.TransformData`
*/
export const payTakerTransformerDataEncoder = AbiEncoder.create([
{
name: 'data',
type: 'tuple',
components: [{ name: 'tokens', type: 'address[]' }, { name: 'amounts', type: 'uint256[]' }],
},
]);
/**
* `PayTakerTransformer.TransformData`
*/
export interface PayTakerTransformerData {
tokens: string[];
amounts: BigNumber[];
}
/**
* ABI-encode a `PayTakerTransformer.TransformData` type.
*/
export function encodePayTakerTransformerData(data: PayTakerTransformerData): string {
return payTakerTransformerDataEncoder.encode([data]);
}
/**
* ABI-decode a `PayTakerTransformer.TransformData` type.
*/
export function decodePayTakerTransformerData(encoded: string): PayTakerTransformerData {
return payTakerTransformerDataEncoder.decode(encoded).data;
}
/**
* ABI encoder for `PayTakerTransformer.TransformData`
*/
export const affiliateFeeTransformerDataEncoder = AbiEncoder.create({
name: 'data',
type: 'tuple',
components: [
{
name: 'fees',
type: 'tuple[]',
components: [
{ name: 'token', type: 'address' },
{ name: 'amount', type: 'uint256' },
{ name: 'recipient', type: 'address' },
],
},
],
});
/**
* `AffiliateFeeTransformer.TransformData`
*/
export interface AffiliateFeeTransformerData {
fees: Array<{
token: string;
amount: BigNumber;
recipient: string;
}>;
}
/**
* ABI-encode a `AffiliateFeeTransformer.TransformData` type.
*/
export function encodeAffiliateFeeTransformerData(data: AffiliateFeeTransformerData): string {
return affiliateFeeTransformerDataEncoder.encode(data);
}
/**
* ABI-decode a `AffiliateFeeTransformer.TransformData` type.
*/
export function decodeAffiliateFeeTransformerData(encoded: string): AffiliateFeeTransformerData {
return affiliateFeeTransformerDataEncoder.decode(encoded);
}
/**
* Find the nonce for a transformer given its deployer.
* If `deployer` is the null address, zero will always be returned.
*/
export function findTransformerNonce(
transformer: string,
deployer: string = NULL_ADDRESS,
maxGuesses: number = 1024,
): number {
if (deployer === NULL_ADDRESS) {
return 0;
}
const lowercaseTransformer = transformer.toLowerCase();
// Try to guess the nonce.
for (let nonce = 0; nonce < maxGuesses; ++nonce) {
const deployedAddress = getTransformerAddress(deployer, nonce);
if (deployedAddress === lowercaseTransformer) {
return nonce;
}
}
throw new Error(`${deployer} did not deploy ${transformer}!`);
}
/**
* Compute the deployed address for a transformer given a deployer and nonce.
*/
export function getTransformerAddress(deployer: string, nonce: number): string {
return ethjs.bufferToHex(
// tslint:disable-next-line: custom-no-magic-numbers
ethjs.rlphash([deployer, nonce] as any).slice(12),
);
}