* feat: mStable * deploy and CHANGELOG * `@0x/contracts-utils`: Add more testnet addresses. * `@0x/contract-addresses`: Deply Mstable on testnets * `@0x/contract-addresses`: Remove testnet deployments of mStable :-) * move `erc20-bridge-sampler` into `asset-swapper` remove `DevUtils` dependency from sampler contract. * `@0x/asset-swapper`: Add ERC20BridgeSampler support for validating orders in maker fees denominated in non-maker assets. `@0x/asset-swapper`: Add tests for `NativeOrderSampler`. * `@0x/asset-swapper`: Return `0` sample if native order asset data is unsupported. * `@0x/asset-swapper`: Fix failing test. * feat: ExchangeProxy FQT fruit rollup (#2645) * feat: Optimize Bridges in ExchangeProxy * compile and most work * work around to trust the delecall contract * force allowances * Update Kyber/Eth2Dai bridges * Remove memory state where not required * cleanup * Combine Bridges into one adapter * mixins * refactor out ZeroExBridge * move out interface * comment out hacks * update migrations * remove simbot hacks * AdapterAddresses and mStable * Share constructor arg * fix migration * Remove whitespace * `@0x/contracts-zero-ex`: BridgeAdapter -- revert if bridge address is 0. * `@0x/contract-addresses`: Deploy FQT. Co-authored-by: Lawrence Forman <me@merklejerk.com> Co-authored-by: Lawrence Forman <lawrence@0xproject.com> * update ganache contract addresses * fix: asset-swapper empty batch call (#2669) * update ganache contract addresses * fix: asset-swapper prevent empty sampler batch call * add sampler to migrations * change migrations version * Use contract-wrappers and artifacts * remove extra data * remove deps, set sampler to NULL_ADDRESS * all the exports * noop sell rate too * update ganache contract addresses Co-authored-by: Lawrence Forman <me@merklejerk.com> Co-authored-by: Lawrence Forman <lawrence@0xproject.com>
123 lines
4.4 KiB
Solidity
123 lines
4.4 KiB
Solidity
/*
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Copyright 2019 ZeroEx Intl.
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Licensed under the Apache License, Version 2.0 (the "License");
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you may not use this file except in compliance with the License.
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You may obtain a copy of the License at
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http://www.apache.org/licenses/LICENSE-2.0
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Unless required by applicable law or agreed to in writing, software
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distributed under the License is distributed on an "AS IS" BASIS,
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WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
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See the License for the specific language governing permissions and
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limitations under the License.
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*/
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pragma solidity ^0.5.9;
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pragma experimental ABIEncoderV2;
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import "@0x/contracts-exchange-libs/contracts/src/LibMath.sol";
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contract ApproximateBuys {
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/// @dev Information computing buy quotes for sources that do not have native
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/// buy quote support.
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struct ApproximateBuyQuoteOpts {
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// Arbitrary maker token data to pass to `getSellQuoteCallback`.
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bytes makerTokenData;
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// Arbitrary taker token data to pass to `getSellQuoteCallback`.
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bytes takerTokenData;
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// Callback to retrieve a sell quote.
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function (bytes memory, bytes memory, uint256)
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internal
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view
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returns (uint256) getSellQuoteCallback;
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}
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uint256 private constant ONE_HUNDED_PERCENT_BPS = 1e4;
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/// @dev Maximum approximate (positive) error rate when approximating a buy quote.
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uint256 private constant APPROXIMATE_BUY_TARGET_EPSILON_BPS = 0.0005e4;
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/// @dev Maximum iterations to perform when approximating a buy quote.
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uint256 private constant APPROXIMATE_BUY_MAX_ITERATIONS = 5;
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function _sampleApproximateBuys(
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ApproximateBuyQuoteOpts memory opts,
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uint256[] memory makerTokenAmounts
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)
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internal
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view
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returns (uint256[] memory takerTokenAmounts)
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{
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takerTokenAmounts = new uint256[](makerTokenAmounts.length);
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if (makerTokenAmounts.length == 0) {
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return takerTokenAmounts;
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}
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uint256 sellAmount = opts.getSellQuoteCallback(
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opts.makerTokenData,
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opts.takerTokenData,
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makerTokenAmounts[0]
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);
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if (sellAmount == 0) {
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return takerTokenAmounts;
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}
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uint256 buyAmount = opts.getSellQuoteCallback(
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opts.takerTokenData,
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opts.makerTokenData,
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sellAmount
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);
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if (buyAmount == 0) {
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return takerTokenAmounts;
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}
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for (uint256 i = 0; i < makerTokenAmounts.length; i++) {
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for (uint256 iter = 0; iter < APPROXIMATE_BUY_MAX_ITERATIONS; iter++) {
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// adjustedSellAmount = previousSellAmount * (target/actual) * JUMP_MULTIPLIER
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sellAmount = LibMath.getPartialAmountCeil(
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makerTokenAmounts[i],
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buyAmount,
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sellAmount
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);
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sellAmount = LibMath.getPartialAmountCeil(
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(ONE_HUNDED_PERCENT_BPS + APPROXIMATE_BUY_TARGET_EPSILON_BPS),
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ONE_HUNDED_PERCENT_BPS,
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sellAmount
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);
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uint256 _buyAmount = opts.getSellQuoteCallback(
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opts.takerTokenData,
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opts.makerTokenData,
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sellAmount
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);
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if (_buyAmount == 0) {
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break;
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}
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// We re-use buyAmount next iteration, only assign if it is
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// non zero
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buyAmount = _buyAmount;
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// If we've reached our goal, exit early
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if (buyAmount >= makerTokenAmounts[i]) {
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uint256 eps =
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(buyAmount - makerTokenAmounts[i]) * ONE_HUNDED_PERCENT_BPS /
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makerTokenAmounts[i];
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if (eps <= APPROXIMATE_BUY_TARGET_EPSILON_BPS) {
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break;
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}
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}
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}
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// We do our best to close in on the requested amount, but we can either over buy or under buy and exit
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// if we hit a max iteration limit
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// We scale the sell amount to get the approximate target
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takerTokenAmounts[i] = LibMath.getPartialAmountCeil(
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makerTokenAmounts[i],
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buyAmount,
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sellAmount
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);
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}
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}
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}
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