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rebasing against development...

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This commit is contained in:
Lawrence Forman
2022-02-11 03:23:57 -05:00
parent 6ac7dd006c
commit 7d5e4ed685
14 changed files with 865 additions and 1029 deletions
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96
packages/asset-swapper/contracts/src/CompoundSampler.sol
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@@ -1,96 +0,0 @@
// SPDX-License-Identifier: Apache-2.0
/*
Copyright 2021 ZeroEx Intl.
Licensed under the Apache License, Version 2.0 (the "License");
you may not use this file except in compliance with the License.
You may obtain a copy of the License at
http://www.apache.org/licenses/LICENSE-2.0
Unless required by applicable law or agreed to in writing, software
distributed under the License is distributed on an "AS IS" BASIS,
WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
See the License for the specific language governing permissions and
limitations under the License.
*/
pragma solidity ^0.6;
pragma experimental ABIEncoderV2;
import "./SamplerUtils.sol";
import "@0x/contracts-erc20/contracts/src/v06/IERC20TokenV06.sol";
// Minimal CToken interface
interface ICToken {
function mint(uint mintAmount) external returns (uint);
function redeem(uint redeemTokens) external returns (uint);
function redeemUnderlying(uint redeemAmount) external returns (uint);
function exchangeRateStored() external view returns (uint);
function decimals() external view returns (uint8);
}
contract CompoundSampler is SamplerUtils {
uint256 constant private EXCHANGE_RATE_SCALE = 1e10;
function sampleSellsFromCompound(
ICToken cToken,
IERC20TokenV06 takerToken,
IERC20TokenV06 makerToken,
uint256[] memory takerTokenAmounts
)
public
view
returns (uint256[] memory makerTokenAmounts)
{
uint256 numSamples = takerTokenAmounts.length;
makerTokenAmounts = new uint256[](numSamples);
// Exchange rate is scaled by 1 * 10^(18 - 8 + Underlying Token Decimals
uint256 exchangeRate = cToken.exchangeRateStored();
uint256 cTokenDecimals = uint256(cToken.decimals());
if (address(makerToken) == address(cToken)) {
// mint
for (uint256 i = 0; i < numSamples; i++) {
makerTokenAmounts[i] = (takerTokenAmounts[i] * EXCHANGE_RATE_SCALE * 10 ** cTokenDecimals) / exchangeRate;
}
} else if (address(takerToken) == address(cToken)) {
// redeem
for (uint256 i = 0; i < numSamples; i++) {
makerTokenAmounts[i] = (takerTokenAmounts[i] * exchangeRate) / (EXCHANGE_RATE_SCALE * 10 ** cTokenDecimals);
}
}
}
function sampleBuysFromCompound(
ICToken cToken,
IERC20TokenV06 takerToken,
IERC20TokenV06 makerToken,
uint256[] memory makerTokenAmounts
)
public
view
returns (uint256[] memory takerTokenAmounts)
{
uint256 numSamples = makerTokenAmounts.length;
takerTokenAmounts = new uint256[](numSamples);
// Exchange rate is scaled by 1 * 10^(18 - 8 + Underlying Token Decimals
uint256 exchangeRate = cToken.exchangeRateStored();
uint256 cTokenDecimals = uint256(cToken.decimals());
if (address(makerToken) == address(cToken)) {
// mint
for (uint256 i = 0; i < numSamples; i++) {
takerTokenAmounts[i] = makerTokenAmounts[i] * exchangeRate / (EXCHANGE_RATE_SCALE * 10 ** cTokenDecimals);
}
} else if (address(takerToken) == address(cToken)) {
// redeem
for (uint256 i = 0; i < numSamples; i++) {
takerTokenAmounts[i] = (makerTokenAmounts[i] * EXCHANGE_RATE_SCALE * 10 ** cTokenDecimals)/exchangeRate;
}
}
}
}

95
packages/asset-swapper/contracts/src/ERC20BridgeSampler.sol
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@@ -1,95 +0,0 @@
// SPDX-License-Identifier: Apache-2.0
/*
Copyright 2020 ZeroEx Intl.
Licensed under the Apache License, Version 2.0 (the "License");
you may not use this file except in compliance with the License.
You may obtain a copy of the License at
http://www.apache.org/licenses/LICENSE-2.0
Unless required by applicable law or agreed to in writing, software
distributed under the License is distributed on an "AS IS" BASIS,
WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
See the License for the specific language governing permissions and
limitations under the License.
*/
pragma solidity ^0.6;
pragma experimental ABIEncoderV2;
import "./BalancerSampler.sol";
import "./BalancerV2Sampler.sol";
import "./BancorSampler.sol";
import "./CompoundSampler.sol";
import "./CurveSampler.sol";
import "./DODOSampler.sol";
import "./DODOV2Sampler.sol";
import "./KyberSampler.sol";
import "./KyberDmmSampler.sol";
import "./LidoSampler.sol";
import "./LiquidityProviderSampler.sol";
import "./MakerPSMSampler.sol";
import "./MultiBridgeSampler.sol";
import "./MStableSampler.sol";
import "./MooniswapSampler.sol";
import "./NativeOrderSampler.sol";
import "./ShellSampler.sol";
import "./SmoothySampler.sol";
import "./TwoHopSampler.sol";
import "./UniswapSampler.sol";
import "./UniswapV2Sampler.sol";
import "./UniswapV3Sampler.sol";
import "./UtilitySampler.sol";
contract ERC20BridgeSampler is
BalancerSampler,
BalancerV2Sampler,
BancorSampler,
CompoundSampler,
CurveSampler,
DODOSampler,
DODOV2Sampler,
KyberSampler,
KyberDmmSampler,
LidoSampler,
LiquidityProviderSampler,
MakerPSMSampler,
MStableSampler,
MooniswapSampler,
MultiBridgeSampler,
NativeOrderSampler,
ShellSampler,
SmoothySampler,
TwoHopSampler,
UniswapSampler,
UniswapV2Sampler,
UniswapV3Sampler,
UtilitySampler
{
struct CallResults {
bytes data;
bool success;
}
/// @dev Call multiple public functions on this contract in a single transaction.
/// @param callDatas ABI-encoded call data for each function call.
/// @return callResults ABI-encoded results data for each call.
function batchCall(bytes[] calldata callDatas)
external
returns (CallResults[] memory callResults)
{
callResults = new CallResults[](callDatas.length);
for (uint256 i = 0; i != callDatas.length; ++i) {
callResults[i].success = true;
if (callDatas[i].length == 0) {
continue;
}
(callResults[i].success, callResults[i].data) = address(this).call(callDatas[i]);
}
}
}

179
packages/asset-swapper/contracts/src/KyberDmmSampler.sol
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@@ -1,179 +0,0 @@
// SPDX-License-Identifier: Apache-2.0
/*
Copyright 2020 ZeroEx Intl.
Licensed under the Apache License, Version 2.0 (the "License");
you may not use this file except in compliance with the License.
You may obtain a copy of the License at
http://www.apache.org/licenses/LICENSE-2.0
Unless required by applicable law or agreed to in writing, software
distributed under the License is distributed on an "AS IS" BASIS,
WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
See the License for the specific language governing permissions and
limitations under the License.
*/
pragma solidity ^0.6;
pragma experimental ABIEncoderV2;
interface IKyberDmmPool {
function totalSupply()
external
view
returns (uint256);
}
interface IKyberDmmFactory {
function getPools(address token0, address token1)
external
view
returns (address[] memory _tokenPools);
}
interface IKyberDmmRouter {
function factory() external view returns (address);
function getAmountsOut(uint256 amountIn, address[] calldata pools, address[] calldata path)
external
view
returns (uint256[] memory amounts);
function getAmountsIn(uint256 amountOut, address[] calldata pools, address[] calldata path)
external
view
returns (uint256[] memory amounts);
}
contract KyberDmmSampler
{
/// @dev Gas limit for KyberDmm calls.
uint256 constant private KYBER_DMM_CALL_GAS = 150e3; // 150k
/// @dev Sample sell quotes from KyberDmm.
/// @param router Router to look up tokens and amounts
/// @param path Token route. Should be takerToken -> makerToken
/// @param takerTokenAmounts Taker token sell amount for each sample.
/// @return pools The pool addresses involved in the multi path trade
/// @return makerTokenAmounts Maker amounts bought at each taker token
/// amount.
function sampleSellsFromKyberDmm(
address router,
address[] memory path,
uint256[] memory takerTokenAmounts
)
public
view
returns (address[] memory pools, uint256[] memory makerTokenAmounts)
{
uint256 numSamples = takerTokenAmounts.length;
makerTokenAmounts = new uint256[](numSamples);
pools = _getKyberDmmPools(router, path);
if (pools.length == 0) {
return (pools, makerTokenAmounts);
}
for (uint256 i = 0; i < numSamples; i++) {
try
IKyberDmmRouter(router).getAmountsOut
{gas: KYBER_DMM_CALL_GAS}
(takerTokenAmounts[i], pools, path)
returns (uint256[] memory amounts)
{
makerTokenAmounts[i] = amounts[path.length - 1];
// Break early if there are 0 amounts
if (makerTokenAmounts[i] == 0) {
break;
}
} catch (bytes memory) {
// Swallow failures, leaving all results as zero.
break;
}
}
}
/// @dev Sample buy quotes from KyberDmm.
/// @param router Router to look up tokens and amounts
/// @param path Token route. Should be takerToken -> makerToken.
/// @param makerTokenAmounts Maker token buy amount for each sample.
/// @return pools The pool addresses involved in the multi path trade
/// @return takerTokenAmounts Taker amounts sold at each maker token
/// amount.
function sampleBuysFromKyberDmm(
address router,
address[] memory path,
uint256[] memory makerTokenAmounts
)
public
view
returns (address[] memory pools, uint256[] memory takerTokenAmounts)
{
uint256 numSamples = makerTokenAmounts.length;
takerTokenAmounts = new uint256[](numSamples);
pools = _getKyberDmmPools(router, path);
if (pools.length == 0) {
return (pools, takerTokenAmounts);
}
for (uint256 i = 0; i < numSamples; i++) {
try
IKyberDmmRouter(router).getAmountsIn
{gas: KYBER_DMM_CALL_GAS}
(makerTokenAmounts[i], pools, path)
returns (uint256[] memory amounts)
{
takerTokenAmounts[i] = amounts[0];
// Break early if there are 0 amounts
if (takerTokenAmounts[i] == 0) {
break;
}
} catch (bytes memory) {
// Swallow failures, leaving all results as zero.
break;
}
}
}
function _getKyberDmmPools(
address router,
address[] memory path
)
private
view
returns (address[] memory pools)
{
IKyberDmmFactory factory = IKyberDmmFactory(IKyberDmmRouter(router).factory());
pools = new address[](path.length - 1);
for (uint256 i = 0; i < pools.length; i++) {
// find the best pool
address[] memory allPools;
try
factory.getPools
{gas: KYBER_DMM_CALL_GAS}
(path[i], path[i + 1])
returns (address[] memory allPools)
{
if (allPools.length == 0) {
return new address[](0);
}
uint256 maxSupply = 0;
for (uint256 j = 0; j < allPools.length; j++) {
uint256 totalSupply = IKyberDmmPool(allPools[j]).totalSupply();
if (totalSupply > maxSupply) {
maxSupply = totalSupply;
pools[i] = allPools[j];
}
}
} catch (bytes memory) {
return new address[](0);
}
}
}
}

95
packages/asset-swapper/contracts/src/UtilitySampler.sol
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@@ -1,95 +0,0 @@
// SPDX-License-Identifier: Apache-2.0
/*
Copyright 2021 ZeroEx Intl.
Licensed under the Apache License, Version 2.0 (the "License");
you may not use this file except in compliance with the License.
You may obtain a copy of the License at
http://www.apache.org/licenses/LICENSE-2.0
Unless required by applicable law or agreed to in writing, software
distributed under the License is distributed on an "AS IS" BASIS,
WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
See the License for the specific language governing permissions and
limitations under the License.
*/
pragma solidity ^0.6;
pragma experimental ABIEncoderV2;
import "@0x/contracts-erc20/contracts/src/v06/LibERC20TokenV06.sol";
contract UtilitySampler {
using LibERC20TokenV06 for IERC20TokenV06;
IERC20TokenV06 private immutable UTILITY_ETH_ADDRESS = IERC20TokenV06(0xEeeeeEeeeEeEeeEeEeEeeEEEeeeeEeeeeeeeEEeE);
function getTokenDecimals(IERC20TokenV06[] memory tokens)
public
view
returns (uint256[] memory decimals)
{
decimals = new uint256[](tokens.length);
for (uint256 i = 0; i != tokens.length; i++) {
decimals[i] = tokens[i] == UTILITY_ETH_ADDRESS
? 18
: tokens[i].compatDecimals();
}
}
function getBalanceOf(IERC20TokenV06[] memory tokens, address account)
public
view
returns (uint256[] memory balances)
{
balances = new uint256[](tokens.length);
for (uint256 i = 0; i != tokens.length; i++) {
balances[i] = tokens[i] == UTILITY_ETH_ADDRESS
? account.balance
: tokens[i].compatBalanceOf(account);
}
}
function getAllowanceOf(IERC20TokenV06[] memory tokens, address account, address spender)
public
view
returns (uint256[] memory allowances)
{
allowances = new uint256[](tokens.length);
for (uint256 i = 0; i != tokens.length; i++) {
allowances[i] = tokens[i] == UTILITY_ETH_ADDRESS
? 0
: tokens[i].compatAllowance(account, spender);
}
}
function isContract(address account)
public
view
returns (bool)
{
uint256 size;
assembly { size := extcodesize(account) }
return size > 0;
}
function getGasLeft()
public
returns (uint256)
{
return gasleft();
}
function getBlockNumber()
public
view
returns (uint256)
{
return block.number;
}
}

57
packages/asset-swapper/src/noop_samplers/AaveV2Sampler.ts
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@@ -1,57 +0,0 @@
import { BigNumber } from '@0x/utils';
import { ZERO_AMOUNT } from '../constants';
export interface AaveInfo {
lendingPool: string;
aToken: string;
underlyingToken: string;
}
// tslint:disable-next-line:no-unnecessary-class
export class AaveV2Sampler {
public static sampleSellsFromAaveV2(
aaveInfo: AaveInfo,
takerToken: string,
makerToken: string,
takerTokenAmounts: BigNumber[],
): BigNumber[] {
// Deposit/Withdrawal underlying <-> aToken is always 1:1
if (
(takerToken.toLowerCase() === aaveInfo.aToken.toLowerCase() &&
makerToken.toLowerCase() === aaveInfo.underlyingToken.toLowerCase()) ||
(takerToken.toLowerCase() === aaveInfo.underlyingToken.toLowerCase() &&
makerToken.toLowerCase() === aaveInfo.aToken.toLowerCase())
) {
return takerTokenAmounts;
}
// Not matching the reserve return 0 results
const numSamples = takerTokenAmounts.length;
const makerTokenAmounts = new Array(numSamples);
makerTokenAmounts.fill(ZERO_AMOUNT);
return makerTokenAmounts;
}
public static sampleBuysFromAaveV2(
aaveInfo: AaveInfo,
takerToken: string,
makerToken: string,
makerTokenAmounts: BigNumber[],
): BigNumber[] {
// Deposit/Withdrawal underlying <-> aToken is always 1:1
if (
(takerToken.toLowerCase() === aaveInfo.aToken.toLowerCase() &&
makerToken.toLowerCase() === aaveInfo.underlyingToken.toLowerCase()) ||
(takerToken.toLowerCase() === aaveInfo.underlyingToken.toLowerCase() &&
makerToken.toLowerCase() === aaveInfo.aToken.toLowerCase())
) {
return makerTokenAmounts;
}
// Not matching the reserve return 0 results
const numSamples = makerTokenAmounts.length;
const takerTokenAmounts = new Array(numSamples);
takerTokenAmounts.fill(ZERO_AMOUNT);
return takerTokenAmounts;
}
}

2
packages/asset-swapper/src/quote_consumers/exchange_proxy_swap_quote_consumer.ts
View File

@@ -23,7 +23,6 @@ import {
CalldataInfo,
ExchangeProxyContractOpts,
MarketBuySwapQuote,
MarketOperation,
MarketSellSwapQuote,
SwapQuote,
SwapQuoteConsumerBase,
@@ -39,7 +38,6 @@ import {
SwapQuoteGenericBridgeOrder,
SwapQuoteOrder,
} from '../types';
import { assert } from '../utils/assert';
import { valueByChainId } from '../utils/utils';
import {
NATIVE_FEE_TOKEN_BY_CHAIN_ID,

3
packages/asset-swapper/src/utils/market_operation_utils/constants.ts
View File

@@ -430,6 +430,7 @@ export const POLYGON_TOKENS = {
WBTC: '0x1bfd67037b42cf73acf2047067bd4f2c47d9bfd6',
WMATIC: '0x0d500b1d8e8ef31e21c99d1db9a6444d3adf1270',
WETH: '0x7ceb23fd6bc0add59e62ac25578270cff1b9f619',
nUSD: '0xb6c473756050de474286bed418b77aeac39b02af',
};
export const AVALANCHE_TOKENS = {
@@ -449,7 +450,6 @@ export const AVALANCHE_TOKENS = {
aWETH: '0x53f7c5869a859f0aec3d334ee8b4cf01e3492f21',
MIM: '0x130966628846bfd36ff31a822705796e8cb8c18d',
DAI: '0xd586e7f844cea2f87f50152665bcbc2c279d8d70',
USDT: '0xc7198437980c041c805a1edcba50c1ce5db95118',
};
export const CELO_TOKENS = {
@@ -682,5 +682,4 @@ export const DEFAULT_GET_MARKET_ORDERS_OPTS: Omit<GetMarketOrdersOpts, 'gasPrice
shouldGenerateQuoteReport: true,
shouldIncludePriceComparisonsReport: false,
tokenAdjacencyGraph: { default: [] },
neonRouterNumSamples: 14,
};

1166
packages/asset-swapper/src/utils/market_operation_utils/index.ts
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File diff suppressed because it is too large Load Diff

4
packages/asset-swapper/src/utils/market_operation_utils/path_optimizer.ts
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@@ -5,7 +5,6 @@ import { BigNumber, hexUtils } from '@0x/utils';
import * as _ from 'lodash';
import { performance } from 'perf_hooks';
import { DEFAULT_INFO_LOGGER } from '../../constants';
import { NativeOrderWithFillableAmounts } from '../native_orders';
import { MarketOperation } from '../../types';
import { VIP_ERC20_BRIDGE_SOURCES_BY_CHAIN_ID } from '../market_operation_utils/constants';
@@ -14,7 +13,7 @@ import { VIP_ERC20_BRIDGE_SOURCES_BY_CHAIN_ID, ZERO_AMOUNT } from './constants';
import { dexSamplesToFills, ethToOutputAmount, nativeOrdersToFills } from './fills';
import { DEFAULT_PATH_PENALTY_OPTS, Path, PathPenaltyOpts } from './path';
import { getRate } from './rate_utils';
import { DexSample, ERC20BridgeSource, Fill } from './types';
import { DexSample, ERC20BridgeSource, Fill, SamplerMetrics } from './types';
// tslint:disable: prefer-for-of custom-no-magic-numbers completed-docs no-bitwise
@@ -403,7 +402,6 @@ export function findOptimalRustPathFromSamples(
nativeOrders,
input,
opts,
fees,
neonRouterNumSamples,
vipSourcesSet,
);

36
packages/asset-swapper/src/utils/market_operation_utils/sampler_no_operation.ts
View File

@@ -1,36 +0,0 @@
import { BigNumber, logUtils, NULL_BYTES } from '@0x/utils';
import { ERC20BridgeSource, FillData, SourceQuoteOperation } from './types';
interface SamplerNoOperationCall {
callback: () => BigNumber[];
}
/**
* SamplerNoOperation can be used for sources where we already have all the necessary information
* required to perform the sample operations, without needing access to any on-chain data. Using a noop sample
* you can skip the eth_call, and just calculate the results directly in typescript land.
*/
export class SamplerNoOperation<TFillData extends FillData = FillData> implements SourceQuoteOperation<TFillData> {
public readonly source: ERC20BridgeSource;
public fillData: TFillData;
private readonly _callback: () => BigNumber[];
constructor(opts: { source: ERC20BridgeSource; fillData?: TFillData } & SamplerNoOperationCall) {
this.source = opts.source;
this.fillData = opts.fillData || ({} as TFillData); // tslint:disable-line:no-object-literal-type-assertion
this._callback = opts.callback;
}
// tslint:disable-next-line:prefer-function-over-method
public encodeCall(): string {
return NULL_BYTES;
}
public handleCallResults(_callResults: string): BigNumber[] {
return this._callback();
}
public handleRevert(_callResults: string): BigNumber[] {
logUtils.warn(`SamplerNoOperation: ${this.source} reverted`);
return [];
}
}

36
packages/asset-swapper/src/utils/market_operation_utils/types.ts
View File

@@ -1,7 +1,5 @@
import {
FillQuoteTransformerLimitOrderInfo,
FillQuoteTransformerOrderType,
FillQuoteTransformerRfqOrderInfo,
LimitOrderFields,
RfqOrderFields,
Signature,
@@ -12,7 +10,7 @@ import { BigNumber } from '@0x/utils';
import { Address, Bytes, RfqFirmQuoteValidator, RfqRequestOpts } from '../../types';
import { NativeOrderWithFillableAmounts } from '../native_orders';
import { QuoteRequestor } from '../../utils/quote_requestor';
import { PriceComparisonsReport, QuoteReport } from '../quote_report_generator';
import { ExtendedQuoteReportSources, PriceComparisonsReport, QuoteReport } from '../quote_report_generator';
import { SourceFilters } from './source_filters';
@@ -429,6 +427,37 @@ export interface GetMarketOrdersOpts {
* Gas price to use for quote
*/
gasPrice: BigNumber;
/**
* Sampler metrics for recording data on the sampler service and operations
*/
samplerMetrics?: SamplerMetrics;
}
export interface SamplerMetrics {
/**
* Logs the gas information performed during a sampler call.
*
* @param data.gasBefore The gas remaining measured before any operations have been performed
* @param data.gasAfter The gas remaining measured after all operations have been performed
*/
logGasDetails(data: { gasBefore: BigNumber; gasAfter: BigNumber }): void;
/**
* Logs the block number
*
* @param blockNumber block number of the sampler call
*/
logBlockNumber(blockNumber: BigNumber): void;
/**
* Logs the routing timings
*
* @param data.router The router type (neon-router or js)
* @param data.type The type of timing being recorded (e.g total timing, all sources timing or vip timing)
* @param data.timingMs The timing in milliseconds
*/
logRouterDetails(data: { router: 'neon-router' | 'js'; type: 'all' | 'vip' | 'total'; timingMs: number }): void;
}
/**
@@ -461,6 +490,7 @@ export interface OptimizerResult {
export interface OptimizerResultWithReport extends OptimizerResult {
quoteReport?: QuoteReport;
extendedQuoteReportSources?: ExtendedQuoteReportSources;
priceComparisonsReport?: PriceComparisonsReport;
}

111
packages/asset-swapper/src/utils/quote_report_generator.ts
View File

@@ -11,7 +11,7 @@ import {
OptimizedNativeOrder,
} from './market_operation_utils/types';
import { NativeOrderWithFillableAmounts } from './native_orders';
import { QuoteRequestor } from './quote_requestor';
import { QuoteRequestor, V4RFQIndicativeQuoteMM } from './quote_requestor';
export interface QuoteReportEntryBase {
liquiditySource: ERC20BridgeSource;
@@ -179,6 +179,107 @@ export function generateQuoteReport(opts: {
};
}
/**
* Generates a report of sources considered while computing the optimized
* swap quote, the sources ultimately included in the computed quote. This
* extende version incudes all considered quotes, not only native liquidity.
*/
export function generateExtendedQuoteReportSources(
marketOperation: MarketOperation,
inputToken: Address,
outputToken: Address,
rawHopQuotes: RawHopQuotes[],
hops: OptimizedHop[],
amount: BigNumber,
comparisonPrice?: BigNumber | undefined,
quoteRequestor?: QuoteRequestor,
): ExtendedQuoteReportSources {
const sourcesConsidered: ExtendedQuoteReportEntry[] = [];
// NativeOrders
sourcesConsidered.push(
...quotes.nativeOrders.map(order =>
nativeOrderToReportEntry(
order.type,
order as any,
order.fillableTakerAmount,
comparisonPrice,
quoteRequestor,
),
),
);
// IndicativeQuotes
sourcesConsidered.push(
...quotes.rfqtIndicativeQuotes.map(order => indicativeQuoteToReportEntry(order, comparisonPrice)),
);
// MultiHop
sourcesConsidered.push(...quotes.twoHopQuotes.map(quote => multiHopSampleToReportSource(quote, marketOperation)));
// Dex Quotes
sourcesConsidered.push(
..._.flatten(
quotes.dexQuotes.map(dex =>
dex
.filter(quote => isDexSampleForTotalAmount(quote, marketOperation, amount))
.map(quote => dexSampleToReportSource(quote, marketOperation)),
),
),
);
const sourcesConsideredIndexed = sourcesConsidered.map(
(quote, index): ExtendedQuoteReportIndexedEntry => {
return {
...quote,
quoteEntryIndex: index,
isDelivered: false,
};
},
);
let sourcesDelivered;
if (Array.isArray(liquidityDelivered)) {
// create easy way to look up fillable amounts
const nativeOrderSignaturesToFillableAmounts = _.fromPairs(
quotes.nativeOrders.map(o => {
return [_nativeDataToId(o), o.fillableTakerAmount];
}),
);
// map sources delivered
sourcesDelivered = liquidityDelivered.map(collapsedFill => {
if (_isNativeOrderFromCollapsedFill(collapsedFill)) {
return nativeOrderToReportEntry(
collapsedFill.type,
collapsedFill.fillData,
nativeOrderSignaturesToFillableAmounts[_nativeDataToId(collapsedFill.fillData)],
comparisonPrice,
quoteRequestor,
);
} else {
return dexSampleToReportSource(collapsedFill, marketOperation);
}
});
} else {
sourcesDelivered = [
// tslint:disable-next-line: no-unnecessary-type-assertion
multiHopSampleToReportSource(liquidityDelivered as DexSample<MultiHopFillData>, marketOperation),
];
}
const sourcesDeliveredIndexed = sourcesDelivered.map(
(quote, index): ExtendedQuoteReportIndexedEntry => {
return {
...quote,
quoteEntryIndex: index,
isDelivered: false,
};
},
);
return {
sourcesConsidered: sourcesConsideredIndexed,
sourcesDelivered: sourcesDeliveredIndexed,
};
}
export function dexSampleToReportSource(
side: MarketOperation,
sample: DexSample,
@@ -222,19 +323,19 @@ export function nativeOrderToReportEntry(
signature = order.signature;
[makerAmount, takerAmount] = [nativeOrder.makerAmount, nativeOrder.takerAmount];
}
const isRfqt = order.type === FillQuoteTransformerOrderType.Rfq;
const isRFQ = order.type === FillQuoteTransformerOrderType.Rfq;
// if we find this is an rfqt order, label it as such and associate makerUri
const rfqtMakerUri =
isRfqt && quoteRequestor ? quoteRequestor.getMakerUriForSignature(signature) : '';
isRFQ && quoteRequestor ? quoteRequestor.getMakerUriForSignature(signature) : '';
return {
makerAmount,
takerAmount,
isRfqt,
isRFQ,
fillableTakerAmount,
liquiditySource: ERC20BridgeSource.Native,
fillData: {},
...(isRfqt
...(isRFQ
? {
makerUri: rfqtMakerUri,
nativeOrder,

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

@@ -14,6 +14,8 @@ export function valueByChainId<T>(rest: Partial<{ [key in ChainId]: T }>, defaul
[ChainId.PolygonMumbai]: defaultValue,
[ChainId.Avalanche]: defaultValue,
[ChainId.Fantom]: defaultValue,
[ChainId.Celo]: defaultValue,
[ChainId.Optimism]: defaultValue,
...(rest || {}),
};
}

12
yarn.lock
View File

@@ -6525,9 +6525,9 @@ flush-write-stream@^1.0.0, flush-write-stream@^1.0.2:
readable-stream "^2.3.6"
follow-redirects@^1.14.4:
version "1.14.5"
resolved "https://registry.yarnpkg.com/follow-redirects/-/follow-redirects-1.14.5.tgz#f09a5848981d3c772b5392309778523f8d85c381"
integrity sha512-wtphSXy7d4/OR+MvIFbCVBDzZ5520qV8XfPklSN5QtxuMUJZ+b0Wnst1e1lCDocfzuCkHqj8k0FpZqO+UIaKNA==
version "1.14.8"
resolved "https://registry.yarnpkg.com/follow-redirects/-/follow-redirects-1.14.8.tgz#016996fb9a11a100566398b1c6839337d7bfa8fc"
integrity sha512-1x0S9UVJHsQprFcEC/qnNzBLcIxsjAV905f/UkQxbclCsoTWlacCNOpQa/anodLl2uaEKFhfWOvM2Qg77+15zA==
follow-redirects@^1.12.1:
version "1.14.9"
@@ -13295,9 +13295,9 @@ ws@^5.1.1:
async-limiter "~1.0.0"
ws@^7.0.0:
version "7.5.5"
resolved "https://registry.yarnpkg.com/ws/-/ws-7.5.5.tgz#8b4bc4af518cfabd0473ae4f99144287b33eb881"
integrity sha512-BAkMFcAzl8as1G/hArkxOxq3G7pjUqQ3gzYbLL0/5zNkph70e+lCoxBGnm6AW1+/aiNeV4fnKqZ8m4GZewmH2w==
version "7.5.7"
resolved "https://registry.yarnpkg.com/ws/-/ws-7.5.7.tgz#9e0ac77ee50af70d58326ecff7e85eb3fa375e67"
integrity sha512-KMvVuFzpKBuiIXW3E4u3mySRO2/mCHSyZDJQM5NQ9Q9KHWHWh0NHgfbRMLLrceUK5qAL4ytALJbpRMjixFZh8A==
wsrun@^5.2.4:
version "5.2.4"