14 KiB
14 KiB
CHANGELOG
v6.4.0 - April 1, 2021
* Use SOURCE_FLAGS.rfqOrder in comparisonPrice (#177)
* Add a cancel token to ensure timeouts are respected (#176)
* Rename {Rfqt=>Rfq} for many types in Asset Swapper (#179)
* improve logging for alt RFQ requests (#158)
* Use new bridge source ID encoding. (#162)
* Refactor to provide chain id specific addresses (#163)
* Added PancakeSwap and BakerySwap on Chain 56 (#163)
* Added Nerve and Dodo (v1) to BSC (#181)
v6.3.0 - March 17, 2021
* Add MooniswapLiquidityProvider "direct" route to EP consumer. (#143)
* Enable the ability to send RFQT requests thru a proxy (#159)
* Add support for MultiplexFeature (#168)
v6.2.0 - March 2, 2021
* drop curve Y and BUSD pools (#161)
v6.1.0 - February 24, 2021
* Filter MultiHop where second source is not present (#138)
* Add CurveLiquidityProvider "direct" route to EP consumer. (#127)
* Fix compiler error on `ILiquidityProvider` call (#127)
* Add deployed `CurveLiquidityProvider` addresses (#144)
* Support `Mirror Protocol` with hops to `UST` (#142)
* Fix protocol fee in fee schedule for `RfqOrder` (#146)
* Special case BNB in uni v1 sampler (#147)
* Create `FakeTaker` contract to get result data and gas used (#151)
* Added support for `Dodo` v2 (#152)
* Added support for `Linkswap` (#153)
* Re-add WBTC in default intermediate hops (#154)
* Add an alternative RFQ market making implementation (#139)
* Added an opt-in `PositiveSlippageAffiliateFee` (#101)
v6.0.0 - February 10, 2021
* Pull top 250 Balancer pairs on initialization (#113)
* Support v4 `RFQ` and `Limit` orders (#113)
* Refactor to consume latest `FillQuoteTransformer` (#113)
* Enable `fillData` for all sources, no longer optional (#113)
* Support `tx.origin` in RFQT quote requestor (#113)
v5.8.2 - January 28, 2021
* Fix error when Multihop data is not present (#80)
v5.8.1 - January 26, 2021
* Dependencies updated
v5.8.0 - January 13, 2021
* Automatically Discover Kyber reserves for tokens using `getTradingReserves` (#111)
* Return `CallResults` from the Sampler (#111)
v5.7.0 - Invalid date
* Add SPDX license identifiers to solidity files (#105)
v5.6.2 - January 4, 2021
* Dependencies updated
v5.6.1 - December 31, 2020
* Fix fillAmount `ExchangeProxySwapQuoteConsumer` encoding when quote is a BuyQuote
v5.6.0 - December 27, 2020
* Added Mooniswap V2 factory address (#100)
v5.5.3 - December 23, 2020
* Dependencies updated
v5.5.2 - December 17, 2020
* Dependencies updated
v5.5.1 - December 16, 2020
* Dependencies updated
v5.5.0 - December 16, 2020
* Bancor now supported in all pairs (#88)
v5.4.2 - December 9, 2020
* Dependencies updated
v5.4.1 - December 7, 2020
* Dependencies updated
v5.4.0 - December 7, 2020
* Add `takerAssetToEthRate` and `makerAssetToEthRate` to swap quote response (#49)
v5.3.1 - December 3, 2020
* Dependencies updated
v5.3.0 - December 3, 2020
* Added Crypto.com (#43)
* Add `getQuoteInfoMinBuyAmount` to quote consumer utils (#62)
* Add `unoptimizedQuoteInfo` and `unoptimizedOrders` to SwapQuoteBase (#62)
* Add `unoptimizedPath` to OptimizerResult (#62)
* Enable PLP VIP feature and add gasCost field to LiquidityProviderRegistry (#65)
v5.2.0 - November 19, 2020
* Update Gas schedules (#34)
* Return the maker/taker token decimals from the sampler as part of the `SwapQuote` (#34)
* Disable off-chain sampling for Balancer and CREAM (#41)
v5.1.1 - November 14, 2020
* Disable PLP VIP feature in EP swap quote consumer (#36)
v5.1.0 - November 13, 2020
* Add support for LiquidityProvider feature in the swap quote consumer (#16)
* Remove support for MultiBridge 😞 (#16)
v5.0.3 - November 5, 2020
* Dependencies updated
v5.0.2 - November 3, 2020
* Dependencies updated
* adding Curve pools: PAX, hBTC, metapools: gUSD, hUSD, USDn, mUSD, tBTC (#26)
v5.0.1 - November 3, 2020
* Dependencies updated
v5.0.0 - November 2, 2020
* Support multiple `Shells` by supplying the `pool` address (#17)
* Make use of Token Adjacency in more places. Moved as a parameter for the quote (#24)
v4.8.1 - October 28, 2020
* Fix Gas schedule with `SnowSwap` and `Bancor` (#15)
v4.8.0 - October 27, 2020
* Moved Bridge addresses into Asset-swapper (#4)
* Updated Sampler to Solidity 0.6 (#4)
v4.7.1 - October 23, 2020
* Dependencies updated
v4.7.0 - October 21, 2020
* Return quoteReport from SwapQuoter functions (#2627)
* Allow an empty override for sampler overrides (#2637)
* Potentially heavy CPU functions inside the optimizer now yield to the event loop. As such they are now async. (#2637)
* Support more varied curves (#2633)
* Make path optimization go faster (#2640)
* Adds `getBidAskLiquidityForMakerTakerAssetPairAsync` to return more detailed sample information (#2641)
* Fix regression where a split on the same source was collapsed into a single fill (#2654)
* Add support for buy token affiliate fees (#2658)
* Fix optimization of buy paths (#2655)
* Fix depth buy scale (#2659)
* Adjust fill by ethToInputRate when ethToOutputRate is 0 (#2660)
* Add Bancor as liquidity source (#2650)
* Added `mStable` (#2662)
* Merge `erc20-bridge-sampler` into this package (#2664)
* Added `Mooniswap` (#2675)
* Stop requiring takerAddress for RFQ-T indicative quotes (#2684)
* Added two-hop support (#2647)
* Move ERC20BridgeSampler interfaces into `interfaces` directory (#2647)
* Use on-chain sampling (sometimes) for Balancer (#2647)
* Re-worked `Kyber` quotes supporting multiple reserves (#2683)
* Enable Quote Report to be generated with an option `shouldGenerateQuoteReport`. Default is `false` (#2687)
* Add `refundReceiver` to `ExchangeProxySwapQuoteConsumer` options. (#2657)
* Use `IZeroExContract` in EP swap quote consumer. (#2657)
* Set `rfqtTakerAddress` to null in EP consumer (#2692)
* Return Mooniswap pool in sampler and encode it in bridge data (#2692)
* Added `Swerve` (#2698)
* Added `SushiSwap` (#2698)
* Add uniswap VIP support (#2703)
* Add `includedSources` support (#2703)
* Added `Curve` Tripool (#2708)
* Pass back fillData from quote reporter (#2702)
* Fix Balancer sampling (#2711)
* Respect max slippage in EP consumer (#2712)
* Introduced Path class, exchangeProxyOverhead parameter (#2691)
* Added `Shell` (#2722)
* Fix exchange proxy overhead gas being scaled by gas price (#2723)
* Remove 0x-API swap/v0-specifc code from asset-swapper (#2725)
* Added `DODO` (#2701)
* Fix for some edge cases with `includedSources` and `MultiHop` (#2730)
* Introduced `excludedFeeSources` to disable sources when determining the price of an asset in ETH (#2731)
* Support `DODO` Trade Allowed parameter to automatically disable the pool (#2732)
* Added `SwerveBridge` and `SnowSwapBridge` deployed addresses (#7)
v4.6.0 - July 15, 2020
* Use internal Eth Gas Station proxy (#2614)
* Renamed RFQT request parameters (#2582)
* Fix worst case asset amount calculations. (#2615)
* Specify EthGasStation url as an optional parameter (#2617)
* Singleton Gas Price Oracle (#2619)
* "Fix" forwarder buys of low decimal tokens. (#2618)
* Add Balancer support (#2613)
* Consolidate UniswapV2 sources, Curve sources in `ERC20BridgeSource` enum (#2613)
* Change gas/fee schedule values from constants to functions returning numbers (#2613)
* Specify overrides to the ERC20Sampler contract, by default the latest bytecode is the override (#2629)
v4.5.0 - June 24, 2020
* Add support for private liquidity providers (#2505)
* Big refactor of market operation utils (#2513)
* Remove `dustFractionThreshold`, `noConflicts` options. (#2513)
* Revamp fill optimization algorithm (#2513)
* Add fallback orders to quotes via `allowFallback` option. (#2513)
* Add `maxFallbackSlippage` option. (#2513)
* Fix fee schedule not being scaled by gas price. (#2522)
* Fix quote optimizer bug not properly accounting for fees. (#2526)
* Fix `getBatchMarketBuyOrdersAsync` throwing NO_OPTIMAL_PATH (#2533)
* Add DFB support + refactor swap quote calculator utils (#2536)
* Add support for RFQ-T, querying maker-hosted endpoints for quotes to be submitted by the taker (#2541)
* Add support for indicative (non-committal) quotes via RFQ-T (#2555)
* Collapse `LiquidityProvider` into `DexForwarderBridge` (#2560)
* Added Curve `sUSD` (#2563)
* Fix sporadically failing quote simulation tests (#2564)
* Apply Native order penalty inline with the target amount (#2565)
* Remove Kyber exclusion when Uniswap/Eth2Dai is present (#2575)
* Expose fills object in asset-swapper quote orders (#2583)
* Increase timeout for tests (#2587)
* Add support for Uniswap V2 (#2599)
* Add support for MultiBridge (#2593)
* Fix Uniswap V2 path ordering (#2601)
* Add exchange proxy support (#2591)
v4.4.0 - March 3, 2020
* Add support for ERC721 assets (#2491)
* Add destroy for gas heartbeat (#2492)
* Added `BUSD` Curve (#2506)
* Updated `Compound` Curve address (#2506)
v4.3.2 - February 27, 2020
* Fix order native pruning by fill amount (#2500)
v4.3.1 - February 26, 2020
* Dependencies updated
v4.3.0 - February 25, 2020
* Add `fees` to `GetMarketOrdersOpts` (#2481)
* Incorporate fees into fill optimization (#2481)
v4.2.0 - February 15, 2020
* Use `batchCall()` version of the `ERC20BridgeSampler` contract (#2477)
* Support for sampling Curve contracts (#2483)
v4.1.2 - February 8, 2020
* Dependencies updated
v4.1.1 - February 6, 2020
* Fix bug with liquidity source breakdown (#2472)
* Prune orders before creating a dummy order for the Sampler (#2470)
* Bump sampler gas limit to 60e6 (#2471)
v4.1.0 - February 4, 2020
* Allow contract addresses to be passed as optional constructor ags instead of hardcoding (#2461)
* Add swap quote liquidity source breakdown (#2465)
v4.0.1 - January 23, 2020
* Fix underestimated protocol fee in worst case quote. (#2452)
v4.0.0 - January 22, 2020
* Upgrade to new `Forwarder` contract with flat affiliate fees. (#2432)
* Remove `getSmartContractParamsOrThrow()` from `SwapQuoteConsumer`s. (#2432)
* Added `getBatchMarketBuySwapQuoteForAssetDataAsync` on `SwapQuoter` (#2427)
* Add exponential sampling distribution and `sampleDistributionBase` option to `SwapQuoter` (#2427)
* Compute more accurate best quote price (#2427)
* Change Exchange sell function from `marketSellOrdersNoThrow` to `marketSellOrdersFillOrKill` (#2450)
v3.0.3 - January 6, 2020
* Ignore zero sample results from the sampler contract. (#2406)
* Increase default `runLimit` from `1024` to `4096`. (#2406)
* Increase default `numSamples` from `8` to `10` (#2406)
* Fix ordering of optimized orders. (#2406)
* Fix best and worst quotes being reversed sometimes. (#2406)
* Fix rounding of quoted asset amounts. (#2406)
* Undo bridge slippage in best case quote calculation. (#2406)
* Compare equivalent asset data when validating quotes and checking fee asset data. (#2421)
v3.0.2 - December 17, 2019
* Fix gasPrice from `ethgasstation` to be in WEI instead of GWEI (#2393)
* Add aggregator utils (#2353)
v3.0.1 - December 9, 2019
* Dependencies updated
v3.0.0 - December 2, 2019
* Refactor of logic for marketBuy/marketSell order pruning and selecting, introduced protocol fees, and refactored types used by the package (#2272)
* Incorporate paying protocol fees. (#2350)
* Update BigNumber version to ~9.0.0 (#2342)
* All references to network ID have been removed, and references to chain ID have been introduced instead (#2313)
v2.1.0-beta.4 - December 2, 2019
* Dependencies updated
v2.1.0-beta.3 - November 20, 2019
* Refactor of logic for marketBuy/marketSell order pruning and selecting, introduced protocol fees, and refactored types used by the package (#2272)
* Incorporate paying protocol fees. (#2350)
v2.1.0-beta.2 - November 7, 2019
* Update BigNumber version to ~9.0.0 (#2342)
v2.1.0-beta.1 - November 7, 2019
* All references to network ID have been removed, and references to chain ID have been introduced instead (#2313)
v2.1.0-beta.0 - October 3, 2019
* Dependencies updated
v2.0.0 - September 17, 2019
* AssetSwapper to use `@0x/orderbook` to fetch and subscribe to order updates (#2056)
v1.0.3 - September 3, 2019
* Dependencies updated
v1.0.2 - August 22, 2019
* Dependencies updated
v1.0.1 - August 8, 2019
* Dependencies updated
v1.0.0 - July 31, 2019
* Added optimization utils to consumer output (#1988)
* Expanded test coverage (#1980)
v0.0.5 - July 24, 2019
* Dependencies updated
v0.0.4 - July 15, 2019
* Switched MarketOperation type to enum and expanded default constants configuration (#1959)
* Added additional options to control asset-swapper behavior and optimized consumer output (#1966)
v0.0.3 - July 13, 2019
* Dependencies updated
v0.0.2 - July 13, 2019
* Dependencies updated
v0.0.1 - Invalid date
* Refactored asset-buyer into asset-swapper to support ERC<>ERC marketSell and marketBuy operations (#1845)