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Add default liquidity provider registry and allow gas costs to be a function of tokens (#196)

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This commit is contained in:
mzhu25
2021-04-08 11:09:32 -07:00
committed by GitHub
parent 6045f777ab
commit 0f7e881899
5 changed files with 75 additions and 12 deletions
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4
packages/asset-swapper/CHANGELOG.json
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@@ -5,6 +5,10 @@
{
"note": "Add Kyber DMM to Ethereum mainnet",
"pr": 194
},
{
"note": "Add default LiquidityProvider registry and allow LiquidityProvider gasCost to be a function of tokens",
"pr": 196
}
]
},

28
packages/asset-swapper/src/utils/market_operation_utils/constants.ts
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@@ -236,6 +236,9 @@ export const TOKENS = {
sEUR: '0xd71ecff9342a5ced620049e616c5035f1db98620',
sETH: '0x5e74c9036fb86bd7ecdcb084a0673efc32ea31cb',
LINK: '0x514910771af9ca656af840dff83e8264ecf986ca',
MANA: '0x0f5d2fb29fb7d3cfee444a200298f468908cc942',
KNC: '0xdd974d5c2e2928dea5f71b9825b8b646686bd200',
AAVE: '0x7fc66500c84a76ad7e9c93437bfc5ac33e2ddae9',
// Mirror Protocol
UST: '0xa47c8bf37f92abed4a126bda807a7b7498661acd',
MIR: '0x09a3ecafa817268f77be1283176b946c4ff2e608',
@@ -612,7 +615,30 @@ export const KYBER_CONFIG_BY_CHAIN_ID = valueByChainId<KyberSamplerOpts>(
},
);
export const LIQUIDITY_PROVIDER_REGISTRY: LiquidityProviderRegistry = {};
export const LIQUIDITY_PROVIDER_REGISTRY_BY_CHAIN_ID = valueByChainId<LiquidityProviderRegistry>(
{
[ChainId.Mainnet]: {
['0x1d0d407c5af8c86f0a6494de86e56ae21e46a951']: {
tokens: [
TOKENS.WETH,
TOKENS.USDC,
TOKENS.USDT,
TOKENS.WBTC,
TOKENS.PAX,
TOKENS.LINK,
TOKENS.KNC,
TOKENS.MANA,
TOKENS.DAI,
TOKENS.BUSD,
TOKENS.AAVE,
],
gasCost: (takerToken: string, makerToken: string) =>
[takerToken, makerToken].includes(TOKENS.WETH) ? 160e3 : 280e3,
},
},
},
{},
);
export const UNISWAPV1_ROUTER_BY_CHAIN_ID = valueByChainId<string>(
{

18
packages/asset-swapper/src/utils/market_operation_utils/liquidity_provider_utils.ts
View File

@@ -5,8 +5,22 @@ export function getLiquidityProvidersForPair(
registry: LiquidityProviderRegistry,
takerToken: string,
makerToken: string,
): string[] {
): Array<{ providerAddress: string; gasCost: number }> {
return Object.entries(registry)
.filter(([, plp]) => [makerToken, takerToken].every(t => plp.tokens.includes(t)))
.map(([providerAddress]) => providerAddress);
.map(([providerAddress]) => {
let gasCost: number;
if (typeof registry[providerAddress].gasCost === 'number') {
gasCost = registry[providerAddress].gasCost as number;
} else {
gasCost = (registry[providerAddress].gasCost as (takerToken: string, makerToken: string) => number)(
takerToken,
makerToken,
);
}
return {
providerAddress,
gasCost,
};
});
}

35
packages/asset-swapper/src/utils/market_operation_utils/sampler_operations.ts
View File

@@ -24,7 +24,7 @@ import {
DODOV2_FACTORIES_BY_CHAIN_ID,
KYBER_CONFIG_BY_CHAIN_ID,
LINKSWAP_ROUTER_BY_CHAIN_ID,
LIQUIDITY_PROVIDER_REGISTRY,
LIQUIDITY_PROVIDER_REGISTRY_BY_CHAIN_ID,
MAKER_PSM_INFO_BY_CHAIN_ID,
MAX_UINT256,
MOONISWAP_REGISTRIES_BY_CHAIN_ID,
@@ -87,6 +87,7 @@ export const BATCH_SOURCE_FILTERS = SourceFilters.all().exclude([ERC20BridgeSour
* for use with `DexOrderSampler.executeAsync()`.
*/
export class SamplerOperations {
public readonly liquidityProviderRegistry: LiquidityProviderRegistry;
protected _bancorService?: BancorService;
public static constant<T>(result: T): BatchedOperation<T> {
return {
@@ -102,9 +103,13 @@ export class SamplerOperations {
public readonly balancerPoolsCache: BalancerPoolsCache = new BalancerPoolsCache(),
public readonly creamPoolsCache: CreamPoolsCache = new CreamPoolsCache(),
protected readonly tokenAdjacencyGraph: TokenAdjacencyGraph = { default: [] },
public readonly liquidityProviderRegistry: LiquidityProviderRegistry = LIQUIDITY_PROVIDER_REGISTRY,
liquidityProviderRegistry: LiquidityProviderRegistry = {},
bancorServiceFn: () => Promise<BancorService | undefined> = async () => undefined,
) {
this.liquidityProviderRegistry = {
...LIQUIDITY_PROVIDER_REGISTRY_BY_CHAIN_ID[chainId],
...liquidityProviderRegistry,
};
// Initialize the Bancor service, fetching paths in the background
bancorServiceFn()
.then(service => (this._bancorService = service))
@@ -277,12 +282,13 @@ export class SamplerOperations {
makerToken: string,
takerToken: string,
takerFillAmounts: BigNumber[],
gasCost: number,
): SourceQuoteOperation<LiquidityProviderFillData> {
return new SamplerContractOperation({
source: ERC20BridgeSource.LiquidityProvider,
fillData: {
poolAddress: providerAddress,
gasCost: this.liquidityProviderRegistry[providerAddress].gasCost,
gasCost,
},
contract: this._samplerContract,
function: this._samplerContract.sampleSellsFromLiquidityProvider,
@@ -295,12 +301,13 @@ export class SamplerOperations {
makerToken: string,
takerToken: string,
makerFillAmounts: BigNumber[],
gasCost: number,
): SourceQuoteOperation<LiquidityProviderFillData> {
return new SamplerContractOperation({
source: ERC20BridgeSource.LiquidityProvider,
fillData: {
poolAddress: providerAddress,
gasCost: this.liquidityProviderRegistry[providerAddress].gasCost,
gasCost,
},
contract: this._samplerContract,
function: this._samplerContract.sampleBuysFromLiquidityProvider,
@@ -1061,8 +1068,14 @@ export class SamplerOperations {
this.liquidityProviderRegistry,
takerToken,
makerToken,
).map(pool =>
this.getLiquidityProviderSellQuotes(pool, makerToken, takerToken, takerFillAmounts),
).map(({ providerAddress, gasCost }) =>
this.getLiquidityProviderSellQuotes(
providerAddress,
makerToken,
takerToken,
takerFillAmounts,
gasCost,
),
);
case ERC20BridgeSource.MStable:
return isValidAddress(MSTABLE_ROUTER_BY_CHAIN_ID[this.chainId])
@@ -1253,8 +1266,14 @@ export class SamplerOperations {
this.liquidityProviderRegistry,
takerToken,
makerToken,
).map(pool =>
this.getLiquidityProviderBuyQuotes(pool, makerToken, takerToken, makerFillAmounts),
).map(({ providerAddress, gasCost }) =>
this.getLiquidityProviderBuyQuotes(
providerAddress,
makerToken,
takerToken,
makerFillAmounts,
gasCost,
),
);
case ERC20BridgeSource.MStable:
return isValidAddress(MSTABLE_ROUTER_BY_CHAIN_ID[this.chainId])

2
packages/asset-swapper/src/utils/market_operation_utils/types.ts
View File

@@ -440,7 +440,7 @@ export interface TokenAdjacencyGraph {
export interface LiquidityProviderRegistry {
[address: string]: {
tokens: string[];
gasCost: number;
gasCost: number | ((takerToken: string, makerToken: string) => number);
};
}