crowetic/protocol
1
0
Fork 0
Code Issues Pull Requests Actions Packages Projects Releases Wiki Activity

Fix asset-swapper bugs and misc improvements. (#2406)

Browse Source 
* `@0x/contracts-erc20-bridge-sampler`: Add gas limits to external quote calls.
`@0x/contract-addresses`: Point `erc20BridgeSampler` to new version.

* `@0x/asset-swapper`: Ignore zero sample results from the sampler contract.
`@0x/asset-swapper`: Allow skipping Uniswap when dealing with low precision amounts with `minUniswapDecimals` option.
`@0x/asset-swapper`: Increase default `runLimit` from `1024` to `4096`.
`@0x/asset-swapper`: Increase default `numSamples` from `8` to `10`
`@0x/asset-swapper`: Fix ordering of optimized orders.
`@0x/asset-swapper`: Fix best and worst quotes being reversed sometimes.
`@0x/asset-swapper`: Fix rounding of quoted asset amounts.

* `@0x/contracts-utils`: Add kovan addresses to `DeploymentConstants`.
`@0x/contract-addresses`: Add kovan `ERC20BridgeSampler` address.

* `@0x/asset-swapper`: Change default `minUniswapDecimals` option from 8 to 7.

* `@0x/contracts-erc20-bridge-sampler`: Fix changelog.

* `@0x/asset-swapper`: Revert uniswap decimals fix.

* `@0x/asset-swapper`: Undo bridge slippage when computing best case quote.

* `@0x/asset-swapper`: Take asset data from input orders instead of output orders in quote result calculation.

* `@0x/asset-swapper`: Move `SAMPLER_CONTRACT_GAS_LIMIT` constant to `market_operation_utils/constants`.

* Compare equivalent asset data

* Fix redundant zero check

* Update CHANGELOG

* Set fee amount in fillable amounts test

Co-authored-by: Jacob Evans <dekz@dekz.net>
This commit is contained in:
Lawrence Forman
2020-01-03 23:21:39 -05:00
committed by GitHub
parent b7b457b076
commit 0571a96cea
18 changed files with 389 additions and 64 deletions
Download Patch File Download Diff File Expand all files Collapse all files

6
packages/asset-swapper/test/swap_quote_calculator_test.ts
View File

@@ -450,20 +450,20 @@ describe('swapQuoteCalculator', () => {
);
// test if orders are correct
expect(swapQuote.orders).to.deep.equal([
testOrders.SIGNED_ORDERS_WITH_FILLABLE_AMOUNTS_FEE_IN_MAKER_ASSET[0],
testOrders.SIGNED_ORDERS_WITH_FILLABLE_AMOUNTS_FEE_IN_MAKER_ASSET[1],
testOrders.SIGNED_ORDERS_WITH_FILLABLE_AMOUNTS_FEE_IN_MAKER_ASSET[0],
]);
expect(swapQuote.takerAssetFillAmount).to.bignumber.equal(assetSellAmount);
// test if rates are correct
// 50 takerAsset units to fill the first order + 100 takerAsset units for fees
expect(swapQuote.bestCaseQuoteInfo).to.deep.equal({
expect(swapQuote.worstCaseQuoteInfo).to.deep.equal({
feeTakerAssetAmount: baseUnitAmount(2),
takerAssetAmount: assetSellAmount.minus(baseUnitAmount(2)),
totalTakerAssetAmount: assetSellAmount,
makerAssetAmount: baseUnitAmount(0.8),
protocolFeeInWeiAmount: baseUnitAmount(30, 4),
});
expect(swapQuote.worstCaseQuoteInfo).to.deep.equal({
expect(swapQuote.bestCaseQuoteInfo).to.deep.equal({
feeTakerAssetAmount: baseUnitAmount(2),
takerAssetAmount: assetSellAmount.minus(baseUnitAmount(2)),
totalTakerAssetAmount: assetSellAmount,