Files
protocol/packages/asset-swapper/CHANGELOG.json
Lawrence Forman c03f1586e6 asset-swapper: Fix optimization of buy paths (#2655)
* `@0x/asset-swapper`: Fix optimization of buy paths

* `@0x/asset-swapper`: Fix optimization of buy paths

* `@0x/asset-swapper`: Optimize the optimizer.

* `@0x/asset-swapper`: Remove unused `Fill` fields

Co-authored-by: Lawrence Forman <me@merklejerk.com>
2020-08-07 13:03:52 +10:00

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[
{
"version": "4.7.0",
"changes": [
{
"note": "Return quoteReport from SwapQuoter functions",
"pr": 2627
},
{
"note": "Allow an empty override for sampler overrides",
"pr": 2637
},
{
"note": "Potentially heavy CPU functions inside the optimizer now yield to the event loop. As such they are now async.",
"pr": 2637
},
{
"note": "Support more varied curves",
"pr": 2633
},
{
"note": "Make path optimization go faster",
"pr": 2640
},
{
"note": "Adds `getBidAskLiquidityForMakerTakerAssetPairAsync` to return more detailed sample information",
"pr": 2641
},
{
"note": "Fix regression where a split on the same source was collapsed into a single fill",
"pr": 2654
},
{
"note": "Add support for buy token affiliate fees",
"pr": 2658
},
{
"note": "Fix optimization of buy paths",
"pr": 2655
}
]
},
{
"version": "4.6.0",
"changes": [
{
"note": "Use internal Eth Gas Station proxy",
"pr": 2614
},
{
"note": "Renamed RFQT request parameters",
"pr": 2582
},
{
"note": "Fix worst case asset amount calculations.",
"pr": 2615
},
{
"note": "Specify EthGasStation url as an optional parameter",
"pr": 2617
},
{
"note": "Singleton Gas Price Oracle",
"pr": 2619
},
{
"note": "\"Fix\" forwarder buys of low decimal tokens.",
"pr": 2618
},
{
"note": "Add Balancer support",
"pr": 2613
},
{
"note": "Consolidate UniswapV2 sources, Curve sources in `ERC20BridgeSource` enum",
"pr": 2613
},
{
"note": "Change gas/fee schedule values from constants to functions returning numbers",
"pr": 2613
},
{
"note": "Specify overrides to the ERC20Sampler contract, by default the latest bytecode is the override",
"pr": 2629
}
],
"timestamp": 1594788383
},
{
"version": "4.5.0",
"changes": [
{
"note": "Add support for private liquidity providers",
"pr": 2505
},
{
"note": "Big refactor of market operation utils",
"pr": 2513
},
{
"note": "Remove `dustFractionThreshold`, `noConflicts` options.",
"pr": 2513
},
{
"note": "Revamp fill optimization algorithm",
"pr": 2513
},
{
"note": "Add fallback orders to quotes via `allowFallback` option.",
"pr": 2513
},
{
"note": "Add `maxFallbackSlippage` option.",
"pr": 2513
},
{
"note": "Fix fee schedule not being scaled by gas price.",
"pr": 2522
},
{
"note": "Fix quote optimizer bug not properly accounting for fees.",
"pr": 2526
},
{
"note": "Fix `getBatchMarketBuyOrdersAsync` throwing NO_OPTIMAL_PATH",
"pr": 2533
},
{
"note": "Add DFB support + refactor swap quote calculator utils",
"pr": 2536
},
{
"note": "Add support for RFQ-T, querying maker-hosted endpoints for quotes to be submitted by the taker",
"pr": 2541
},
{
"note": "Add support for indicative (non-committal) quotes via RFQ-T",
"pr": 2555
},
{
"note": "Collapse `LiquidityProvider` into `DexForwarderBridge`",
"pr": 2560
},
{
"note": "Added Curve `sUSD`",
"pr": 2563
},
{
"note": "Fix sporadically failing quote simulation tests",
"pr": 2564
},
{
"note": "Apply Native order penalty inline with the target amount",
"pr": 2565
},
{
"note": "Remove Kyber exclusion when Uniswap/Eth2Dai is present",
"pr": 2575
},
{
"note": "Expose fills object in asset-swapper quote orders",
"pr": 2583
},
{
"note": "Increase timeout for tests",
"pr": 2587
},
{
"note": "Add support for Uniswap V2",
"pr": 2599
},
{
"note": "Add support for MultiBridge",
"pr": 2593
},
{
"note": "Fix Uniswap V2 path ordering",
"pr": 2601
},
{
"note": "Add exchange proxy support",
"pr": 2591
}
],
"timestamp": 1592969527
},
{
"version": "4.4.0",
"changes": [
{
"note": "Add support for ERC721 assets",
"pr": 2491
},
{
"note": "Add destroy for gas heartbeat",
"pr": 2492
},
{
"note": "Added `BUSD` Curve",
"pr": 2506
},
{
"note": "Updated `Compound` Curve address",
"pr": 2506
}
],
"timestamp": 1583220306
},
{
"version": "4.3.2",
"changes": [
{
"note": "Fix order native pruning by fill amount",
"pr": 2500
}
],
"timestamp": 1582837861
},
{
"timestamp": 1582677073,
"version": "4.3.1",
"changes": [
{
"note": "Dependencies updated"
}
]
},
{
"version": "4.3.0",
"changes": [
{
"note": "Add `fees` to `GetMarketOrdersOpts`",
"pr": 2481
},
{
"note": "Incorporate fees into fill optimization",
"pr": 2481
}
],
"timestamp": 1582623685
},
{
"version": "4.2.0",
"changes": [
{
"note": "Use `batchCall()` version of the `ERC20BridgeSampler` contract",
"pr": 2477
},
{
"note": "Support for sampling Curve contracts",
"pr": 2483
}
],
"timestamp": 1581748629
},
{
"timestamp": 1581204851,
"version": "4.1.2",
"changes": [
{
"note": "Dependencies updated"
}
]
},
{
"version": "4.1.1",
"changes": [
{
"note": "Fix bug with liquidity source breakdown",
"pr": 2472
},
{
"note": "Prune orders before creating a dummy order for the Sampler",
"pr": 2470
},
{
"note": "Bump sampler gas limit to 60e6",
"pr": 2471
}
],
"timestamp": 1580988106
},
{
"version": "4.1.0",
"changes": [
{
"note": "Allow contract addresses to be passed as optional constructor ags instead of hardcoding",
"pr": 2461
},
{
"note": "Add swap quote liquidity source breakdown",
"pr": 2465
}
],
"timestamp": 1580811564
},
{
"version": "4.0.1",
"changes": [
{
"note": "Fix underestimated protocol fee in worst case quote.",
"pr": 2452
}
],
"timestamp": 1579744659
},
{
"version": "4.0.0",
"changes": [
{
"note": "Upgrade to new `Forwarder` contract with flat affiliate fees.",
"pr": 2432
},
{
"note": "Remove `getSmartContractParamsOrThrow()` from `SwapQuoteConsumer`s.",
"pr": 2432
},
{
"note": "Added `getBatchMarketBuySwapQuoteForAssetDataAsync` on `SwapQuoter`",
"pr": 2427
},
{
"note": "Add exponential sampling distribution and `sampleDistributionBase` option to `SwapQuoter`",
"pr": 2427
},
{
"note": "Compute more accurate best quote price",
"pr": 2427
},
{
"note": "Change Exchange sell function from `marketSellOrdersNoThrow` to `marketSellOrdersFillOrKill`",
"pr": 2450
}
],
"timestamp": 1579682890
},
{
"version": "3.0.3",
"changes": [
{
"note": "Ignore zero sample results from the sampler contract.",
"pr": 2406
},
{
"note": "Increase default `runLimit` from `1024` to `4096`.",
"pr": 2406
},
{
"note": "Increase default `numSamples` from `8` to `10`",
"pr": 2406
},
{
"note": "Fix ordering of optimized orders.",
"pr": 2406
},
{
"note": "Fix best and worst quotes being reversed sometimes.",
"pr": 2406
},
{
"note": "Fix rounding of quoted asset amounts.",
"pr": 2406
},
{
"note": "Undo bridge slippage in best case quote calculation.",
"pr": 2406
},
{
"note": "Compare equivalent asset data when validating quotes and checking fee asset data.",
"pr": 2421
}
],
"timestamp": 1578272714
},
{
"version": "3.0.2",
"changes": [
{
"note": "Fix gasPrice from `ethgasstation` to be in WEI instead of GWEI",
"pr": 2393
},
{
"note": "Add aggregator utils",
"pr": 2353
}
],
"timestamp": 1576540892
},
{
"timestamp": 1575931811,
"version": "3.0.1",
"changes": [
{
"note": "Dependencies updated"
}
]
},
{
"version": "3.0.0",
"changes": [
{
"note": "Refactor of logic for marketBuy/marketSell order pruning and selecting, introduced protocol fees, and refactored types used by the package",
"pr": 2272
},
{
"note": "Incorporate paying protocol fees.",
"pr": 2350
},
{
"note": "Update BigNumber version to ~9.0.0",
"pr": 2342
},
{
"note": "All references to network ID have been removed, and references to chain ID have been introduced instead",
"pr": 2313
}
],
"timestamp": 1575296764
},
{
"version": "2.1.0-beta.4",
"changes": [
{
"note": "Dependencies updated"
}
],
"timestamp": 1575290197
},
{
"version": "2.1.0-beta.3",
"changes": [
{
"note": "Refactor of logic for marketBuy/marketSell order pruning and selecting, introduced protocol fees, and refactored types used by the package",
"pr": 2272
},
{
"note": "Incorporate paying protocol fees.",
"pr": 2350
}
],
"timestamp": 1574238768
},
{
"version": "2.1.0-beta.2",
"changes": [
{
"note": "Update BigNumber version to ~9.0.0",
"pr": 2342
}
],
"timestamp": 1573159180
},
{
"version": "2.1.0-beta.1",
"changes": [
{
"note": "All references to network ID have been removed, and references to chain ID have been introduced instead",
"pr": 2313
}
],
"timestamp": 1573159180
},
{
"version": "2.1.0-beta.0",
"changes": [
{
"note": "Dependencies updated"
}
],
"timestamp": 1570135330
},
{
"version": "2.0.0",
"changes": [
{
"note": "AssetSwapper to use `@0x/orderbook` to fetch and subscribe to order updates",
"pr": 2056
}
],
"timestamp": 1568744790
},
{
"timestamp": 1567521715,
"version": "1.0.3",
"changes": [
{
"note": "Dependencies updated"
}
]
},
{
"timestamp": 1566446343,
"version": "1.0.2",
"changes": [
{
"note": "Dependencies updated"
}
]
},
{
"timestamp": 1565296576,
"version": "1.0.1",
"changes": [
{
"note": "Dependencies updated"
}
]
},
{
"version": "1.0.0",
"changes": [
{
"note": "Added optimization utils to consumer output",
"pr": 1988
},
{
"note": "Expanded test coverage",
"pr": 1980
}
],
"timestamp": 1564604963
},
{
"timestamp": 1563957393,
"version": "0.0.5",
"changes": [
{
"note": "Dependencies updated"
}
]
},
{
"timestamp": 1563193019,
"version": "0.0.4",
"changes": [
{
"note": "Switched MarketOperation type to enum and expanded default constants configuration",
"pr": 1959
},
{
"note": "Added additional options to control asset-swapper behavior and optimized consumer output",
"pr": 1966
}
]
},
{
"timestamp": 1563047529,
"version": "0.0.3",
"changes": [
{
"note": "Dependencies updated"
}
]
},
{
"timestamp": 1563006338,
"version": "0.0.2",
"changes": [
{
"note": "Dependencies updated"
}
]
},
{
"version": "0.0.1",
"changes": [
{
"note": "Refactored asset-buyer into asset-swapper to support ERC<>ERC marketSell and marketBuy operations",
"pr": 1845
}
]
}
]