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feat: better Kyber quotes (#2683)

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* feat: Kyber rework

* Get additional reserves per token
This commit is contained in:
Jacob Evans
2020-08-27 15:58:57 +10:00
committed by GitHub
parent 2f9b894d71
commit a2f0d5eedf
28 changed files with 444 additions and 394 deletions
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27
packages/asset-swapper/test/dex_sampler_test.ts
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@@ -135,16 +135,21 @@ describe('DexSampler tests', () => {
const expectedTakerFillAmounts = getSampleAmounts(new BigNumber(100e18), 10);
const expectedMakerFillAmounts = getSampleAmounts(new BigNumber(100e18), 10);
const sampler = new MockSamplerContract({
sampleSellsFromKyberNetwork: (takerToken, makerToken, fillAmounts) => {
sampleSellsFromKyberNetwork: (_reserveId, takerToken, makerToken, fillAmounts) => {
expect(takerToken).to.eq(expectedTakerToken);
expect(makerToken).to.eq(expectedMakerToken);
expect(fillAmounts).to.deep.eq(expectedTakerFillAmounts);
return expectedMakerFillAmounts;
return ['0x', expectedMakerFillAmounts];
},
});
const dexOrderSampler = new DexOrderSampler(sampler);
const [fillableAmounts] = await dexOrderSampler.executeAsync(
dexOrderSampler.getKyberSellQuotes(expectedMakerToken, expectedTakerToken, expectedTakerFillAmounts),
dexOrderSampler.getKyberSellQuotes(
'0x',
expectedMakerToken,
expectedTakerToken,
expectedTakerFillAmounts,
),
);
expect(fillableAmounts).to.deep.eq(expectedMakerFillAmounts);
});
@@ -373,12 +378,7 @@ describe('DexSampler tests', () => {
it('getSellQuotes()', async () => {
const expectedTakerToken = randomAddress();
const expectedMakerToken = randomAddress();
const sources = [
ERC20BridgeSource.Kyber,
ERC20BridgeSource.Eth2Dai,
ERC20BridgeSource.Uniswap,
ERC20BridgeSource.UniswapV2,
];
const sources = [ERC20BridgeSource.Eth2Dai, ERC20BridgeSource.Uniswap, ERC20BridgeSource.UniswapV2];
const ratesBySource: RatesBySource = {
[ERC20BridgeSource.Kyber]: getRandomFloat(0, 100),
[ERC20BridgeSource.Eth2Dai]: getRandomFloat(0, 100),
@@ -387,12 +387,6 @@ describe('DexSampler tests', () => {
};
const expectedTakerFillAmounts = getSampleAmounts(new BigNumber(100e18), 3);
const sampler = new MockSamplerContract({
sampleSellsFromKyberNetwork: (takerToken, makerToken, fillAmounts) => {
expect(takerToken).to.eq(expectedTakerToken);
expect(makerToken).to.eq(expectedMakerToken);
expect(fillAmounts).to.deep.eq(expectedTakerFillAmounts);
return fillAmounts.map(a => a.times(ratesBySource[ERC20BridgeSource.Kyber]).integerValue());
},
sampleSellsFromUniswap: (takerToken, makerToken, fillAmounts) => {
expect(takerToken).to.eq(expectedTakerToken);
expect(makerToken).to.eq(expectedMakerToken);
@@ -449,7 +443,8 @@ describe('DexSampler tests', () => {
})),
];
// extra quote for Uniswap V2, which provides a direct quote (tokenA -> tokenB) AND an ETH quote (tokenA -> ETH -> tokenB)
expect(quotes).to.have.lengthOf(sources.length + 1);
const additionalSourceCount = 1;
expect(quotes).to.have.lengthOf(sources.length + additionalSourceCount);
expect(quotes).to.deep.eq(expectedQuotes.concat(uniswapV2ETHQuotes));
});
it('getSellQuotes() uses samples from Balancer', async () => {