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feat: Enable partial Native order fills. Union intermediary tokens (#309)

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* feat: Enable partial Native order fills

* change intermediary tokens to be a UNION.

Hint to cvxCRV and CRV

* Pin asset-swapper to use contracts-zero-ex 0.27.0 for now

* feat: Retire Eth2Dai/Oasis
This commit is contained in:
Jacob Evans
2021-08-19 15:21:23 +10:00
committed by GitHub
parent 68656b4a4d
commit 9727f0cebe
18 changed files with 105 additions and 778 deletions
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94
packages/asset-swapper/test/dex_sampler_test.ts
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@@ -264,39 +264,6 @@ describe('DexSampler tests', () => {
]);
});
it('getEth2DaiSellQuotes()', async () => {
const expectedTakerToken = randomAddress();
const expectedMakerToken = randomAddress();
const expectedTakerFillAmounts = getSampleAmounts(new BigNumber(100e18), 10);
const expectedMakerFillAmounts = getSampleAmounts(new BigNumber(100e18), 10);
const sampler = new MockSamplerContract({
sampleSellsFromEth2Dai: (_router, takerToken, makerToken, fillAmounts) => {
expect(takerToken).to.eq(expectedTakerToken);
expect(makerToken).to.eq(expectedMakerToken);
expect(fillAmounts).to.deep.eq(expectedTakerFillAmounts);
return expectedMakerFillAmounts;
},
});
const dexOrderSampler = new DexOrderSampler(
chainId,
sampler,
undefined,
undefined,
undefined,
undefined,
async () => undefined,
);
const [fillableAmounts] = await dexOrderSampler.executeAsync(
dexOrderSampler.getEth2DaiSellQuotes(
randomAddress(),
expectedMakerToken,
expectedTakerToken,
expectedTakerFillAmounts,
),
);
expect(fillableAmounts).to.deep.eq(expectedMakerFillAmounts);
});
it('getUniswapSellQuotes()', async () => {
const expectedTakerToken = randomAddress();
const expectedMakerToken = randomAddress();
@@ -361,39 +328,6 @@ describe('DexSampler tests', () => {
expect(fillableAmounts).to.deep.eq(expectedMakerFillAmounts);
});
it('getEth2DaiBuyQuotes()', async () => {
const expectedTakerToken = randomAddress();
const expectedMakerToken = randomAddress();
const expectedTakerFillAmounts = getSampleAmounts(new BigNumber(100e18), 10);
const expectedMakerFillAmounts = getSampleAmounts(new BigNumber(100e18), 10);
const sampler = new MockSamplerContract({
sampleBuysFromEth2Dai: (_router, takerToken, makerToken, fillAmounts) => {
expect(takerToken).to.eq(expectedTakerToken);
expect(makerToken).to.eq(expectedMakerToken);
expect(fillAmounts).to.deep.eq(expectedMakerFillAmounts);
return expectedTakerFillAmounts;
},
});
const dexOrderSampler = new DexOrderSampler(
chainId,
sampler,
undefined,
undefined,
undefined,
undefined,
async () => undefined,
);
const [fillableAmounts] = await dexOrderSampler.executeAsync(
dexOrderSampler.getEth2DaiBuyQuotes(
randomAddress(),
expectedMakerToken,
expectedTakerToken,
expectedMakerFillAmounts,
),
);
expect(fillableAmounts).to.deep.eq(expectedTakerFillAmounts);
});
it('getUniswapBuyQuotes()', async () => {
const expectedTakerToken = randomAddress();
const expectedMakerToken = randomAddress();
@@ -434,17 +368,15 @@ describe('DexSampler tests', () => {
it('getSellQuotes()', async () => {
const expectedTakerToken = randomAddress();
const expectedMakerToken = randomAddress();
const sources = [ERC20BridgeSource.Eth2Dai, ERC20BridgeSource.Uniswap, ERC20BridgeSource.UniswapV2];
const sources = [ERC20BridgeSource.Uniswap, ERC20BridgeSource.UniswapV2];
const ratesBySource: RatesBySource = {
[ERC20BridgeSource.Kyber]: getRandomFloat(0, 100),
[ERC20BridgeSource.Eth2Dai]: getRandomFloat(0, 100),
[ERC20BridgeSource.Uniswap]: getRandomFloat(0, 100),
[ERC20BridgeSource.UniswapV2]: getRandomFloat(0, 100),
};
const expectedTakerFillAmounts = getSampleAmounts(new BigNumber(100e18), 3);
let uniswapRouter: string;
let uniswapV2Router: string;
let eth2DaiRouter: string;
const sampler = new MockSamplerContract({
sampleSellsFromUniswap: (router, takerToken, makerToken, fillAmounts) => {
uniswapRouter = router;
@@ -453,13 +385,6 @@ describe('DexSampler tests', () => {
expect(fillAmounts).to.deep.eq(expectedTakerFillAmounts);
return fillAmounts.map(a => a.times(ratesBySource[ERC20BridgeSource.Uniswap]).integerValue());
},
sampleSellsFromEth2Dai: (router, takerToken, makerToken, fillAmounts) => {
eth2DaiRouter = router;
expect(takerToken).to.eq(expectedTakerToken);
expect(makerToken).to.eq(expectedMakerToken);
expect(fillAmounts).to.deep.eq(expectedTakerFillAmounts);
return fillAmounts.map(a => a.times(ratesBySource[ERC20BridgeSource.Eth2Dai]).integerValue());
},
sampleSellsFromUniswapV2: (router, path, fillAmounts) => {
uniswapV2Router = router;
if (path.length === 2) {
@@ -502,9 +427,6 @@ describe('DexSampler tests', () => {
tokenAddressPath: [expectedTakerToken, expectedMakerToken],
};
}
if (s === ERC20BridgeSource.Eth2Dai) {
return { router: eth2DaiRouter };
}
// TODO jacob pass through
if (s === ERC20BridgeSource.Uniswap) {
return { router: uniswapRouter };
@@ -532,16 +454,14 @@ describe('DexSampler tests', () => {
it('getBuyQuotes()', async () => {
const expectedTakerToken = randomAddress();
const expectedMakerToken = randomAddress();
const sources = [ERC20BridgeSource.Eth2Dai, ERC20BridgeSource.Uniswap, ERC20BridgeSource.UniswapV2];
const sources = [ERC20BridgeSource.Uniswap, ERC20BridgeSource.UniswapV2];
const ratesBySource: RatesBySource = {
[ERC20BridgeSource.Eth2Dai]: getRandomFloat(0, 100),
[ERC20BridgeSource.Uniswap]: getRandomFloat(0, 100),
[ERC20BridgeSource.UniswapV2]: getRandomFloat(0, 100),
};
const expectedMakerFillAmounts = getSampleAmounts(new BigNumber(100e18), 3);
let uniswapRouter: string;
let uniswapV2Router: string;
let eth2DaiRouter: string;
const sampler = new MockSamplerContract({
sampleBuysFromUniswap: (router, takerToken, makerToken, fillAmounts) => {
uniswapRouter = router;
@@ -550,13 +470,6 @@ describe('DexSampler tests', () => {
expect(fillAmounts).to.deep.eq(expectedMakerFillAmounts);
return fillAmounts.map(a => a.times(ratesBySource[ERC20BridgeSource.Uniswap]).integerValue());
},
sampleBuysFromEth2Dai: (router, takerToken, makerToken, fillAmounts) => {
eth2DaiRouter = router;
expect(takerToken).to.eq(expectedTakerToken);
expect(makerToken).to.eq(expectedMakerToken);
expect(fillAmounts).to.deep.eq(expectedMakerFillAmounts);
return fillAmounts.map(a => a.times(ratesBySource[ERC20BridgeSource.Eth2Dai]).integerValue());
},
sampleBuysFromUniswapV2: (router, path, fillAmounts) => {
uniswapV2Router = router;
if (path.length === 2) {
@@ -594,9 +507,6 @@ describe('DexSampler tests', () => {
tokenAddressPath: [expectedTakerToken, expectedMakerToken],
};
}
if (s === ERC20BridgeSource.Eth2Dai) {
return { router: eth2DaiRouter };
}
if (s === ERC20BridgeSource.Uniswap) {
return { router: uniswapRouter };
}