feat: Support ETH based Curve pools (#220)

* feat: Support ETH based Curve pools * Disable Curve VIP for WETH trades * feat: Support for sETH and ankrETH (Curve) * Disable SnowSwap ETH pools * feat: add BUSD Curve 3pool * fix changelog Co-authored-by: Romain Butteaud <romain.butteaud@gmail.com>
2021-05-05 07:33:41 +10:00
parent c68b5d7844
commit c00ce9daac
8 changed files with 125 additions and 36 deletions
--- a/contracts/zero-ex/CHANGELOG.json
+++ b/contracts/zero-ex/CHANGELOG.json
@@ -1,4 +1,13 @@
 [
+    {
+        "version": "0.23.0",
+        "changes": [
+            {
+                "note": "Added ETH support to `MixinCurve`",
+                "pr": 220
+            }
+        ]
+    },
    {
        "timestamp": 1619830995,
        "version": "0.22.3",
--- a/contracts/zero-ex/contracts/src/transformers/bridges/BridgeAdapter.sol
+++ b/contracts/zero-ex/contracts/src/transformers/bridges/BridgeAdapter.sol
@@ -65,7 +65,7 @@ contract BridgeAdapter is
        MixinBalancer()
        MixinBancor(weth)
        MixinCoFiX()
-        MixinCurve()
+        MixinCurve(weth)
        MixinCryptoCom()
        MixinDodo()
        MixinDodoV2()
--- a/contracts/zero-ex/contracts/src/transformers/bridges/mixins/MixinCurve.sol
+++ b/contracts/zero-ex/contracts/src/transformers/bridges/mixins/MixinCurve.sol
@@ -21,6 +21,7 @@ pragma solidity ^0.6.5;
 pragma experimental ABIEncoderV2;

 import "@0x/contracts-utils/contracts/src/v06/errors/LibRichErrorsV06.sol";
+import "@0x/contracts-erc20/contracts/src/v06/IEtherTokenV06.sol";
 import "@0x/contracts-erc20/contracts/src/v06/LibERC20TokenV06.sol";
 import "@0x/contracts-erc20/contracts/src/v06/IERC20TokenV06.sol";
 import "@0x/contracts-utils/contracts/src/v06/LibSafeMathV06.sol";
@@ -31,6 +32,15 @@ contract MixinCurve {
    using LibSafeMathV06 for uint256;
    using LibRichErrorsV06 for bytes;

+    /// @dev Mainnet address of the WETH contract.
+    IEtherTokenV06 private immutable WETH;
+
+    constructor(IEtherTokenV06 weth)
+        public
+    {
+        WETH = weth;
+    }
+

    struct CurveBridgeData {
        address curveAddress;
@@ -50,10 +60,17 @@ contract MixinCurve {
    {
        // Decode the bridge data to get the Curve metadata.
        CurveBridgeData memory data = abi.decode(bridgeData, (CurveBridgeData));
-        sellToken.approveIfBelow(data.curveAddress, sellAmount);
+        uint256 payableAmount;
+        if (sellToken == WETH) {
+            payableAmount = sellAmount;
+            WETH.withdraw(sellAmount);
+        } else {
+            sellToken.approveIfBelow(data.curveAddress, sellAmount);
+        }
+
        uint256 beforeBalance = buyToken.balanceOf(address(this));
        (bool success, bytes memory resultData) =
-            data.curveAddress.call(abi.encodeWithSelector(
+            data.curveAddress.call{value: payableAmount}(abi.encodeWithSelector(
                data.exchangeFunctionSelector,
                data.fromCoinIdx,
                data.toCoinIdx,
@@ -65,6 +82,12 @@ contract MixinCurve {
        if (!success) {
            resultData.rrevert();
        }
+
+        if (buyToken == WETH) {
+            boughtAmount = address(this).balance;
+            WETH.deposit{ value: boughtAmount }();
+        }
+
        return buyToken.balanceOf(address(this)).safeSub(beforeBalance);
    }
 }
--- a/packages/asset-swapper/CHANGELOG.json
+++ b/packages/asset-swapper/CHANGELOG.json
@@ -1,13 +1,4 @@
 [
-    {
-        "version": "6.10.1",
-        "changes": [
-            {
-                "note": "Reactivate PancakeSwapV2 and BakerySwap VIP on BSC",
-                "pr": 222
-            }
-        ]
-    },
    {
        "version": "6.10.0",
        "changes": [
@@ -18,6 +9,18 @@
            {
                "note": "Fix exchangeProxyGasOverhead for fallback path",
                "pr": 215
+            },
+            {
+                "note": "Enable ETH based Curve pools",
+                "pr": 220
+            },
+            {
+                "note": "Reactivate PancakeSwapV2 and BakerySwap VIP on BSC",
+                "pr": 222
+            },
+            {
+                "note": "Disable WETH based SnowSwap pools",
+                "pr": 220
            }
        ]
    },
--- a/packages/asset-swapper/src/quote_consumers/exchange_proxy_swap_quote_consumer.ts
+++ b/packages/asset-swapper/src/quote_consumers/exchange_proxy_swap_quote_consumer.ts
@@ -259,7 +259,11 @@ export class ExchangeProxySwapQuoteConsumer implements SwapQuoteConsumerBase {

        if (
            this.chainId === ChainId.Mainnet &&
-            isDirectSwapCompatible(quote, optsWithDefaults, [ERC20BridgeSource.Curve, ERC20BridgeSource.Swerve])
+            isDirectSwapCompatible(quote, optsWithDefaults, [ERC20BridgeSource.Curve, ERC20BridgeSource.Swerve]) &&
+            // Curve VIP cannot currently support WETH buy/sell as the functionality needs to WITHDRAW or DEPOSIT
+            // into WETH prior/post the trade.
+            // ETH buy/sell is supported
+            ![sellToken, buyToken].includes(NATIVE_FEE_TOKEN_BY_CHAIN_ID[ChainId.Mainnet])
        ) {
            const fillData = slippedOrders[0].fills[0].fillData as CurveFillData;
            return {
--- a/packages/asset-swapper/src/utils/market_operation_utils/bridge_source_utils.ts
+++ b/packages/asset-swapper/src/utils/market_operation_utils/bridge_source_utils.ts
@@ -233,6 +233,11 @@ export function getShellLikeInfosForPair(
    }
 }

+export interface CurveDetailedInfo extends CurveInfo {
+    makerTokenIdx: number;
+    takerTokenIdx: number;
+}
+
 export function getCurveLikeInfosForPair(
    chainId: ChainId,
    takerToken: string,
@@ -247,29 +252,44 @@ export function getCurveLikeInfosForPair(
        | ERC20BridgeSource.Smoothy
        | ERC20BridgeSource.Saddle
        | ERC20BridgeSource.XSigma,
-): CurveInfo[] {
+): CurveDetailedInfo[] {
+    let pools: CurveInfo[] = [];
    switch (source) {
        case ERC20BridgeSource.Curve:
-            return getCurveInfosForPair(chainId, takerToken, makerToken);
+            pools = getCurveInfosForPair(chainId, takerToken, makerToken);
+            break;
        case ERC20BridgeSource.Swerve:
-            return getSwerveInfosForPair(chainId, takerToken, makerToken);
+            pools = getSwerveInfosForPair(chainId, takerToken, makerToken);
+            break;
        case ERC20BridgeSource.SnowSwap:
-            return getSnowSwapInfosForPair(chainId, takerToken, makerToken);
+            pools = getSnowSwapInfosForPair(chainId, takerToken, makerToken);
+            break;
        case ERC20BridgeSource.Nerve:
-            return getNerveInfosForPair(chainId, takerToken, makerToken);
+            pools = getNerveInfosForPair(chainId, takerToken, makerToken);
+            break;
        case ERC20BridgeSource.Belt:
-            return getBeltInfosForPair(chainId, takerToken, makerToken);
+            pools = getBeltInfosForPair(chainId, takerToken, makerToken);
+            break;
        case ERC20BridgeSource.Ellipsis:
-            return getEllipsisInfosForPair(chainId, takerToken, makerToken);
+            pools = getEllipsisInfosForPair(chainId, takerToken, makerToken);
+            break;
        case ERC20BridgeSource.Smoothy:
-            return getSmoothyInfosForPair(chainId, takerToken, makerToken);
+            pools = getSmoothyInfosForPair(chainId, takerToken, makerToken);
+            break;
        case ERC20BridgeSource.Saddle:
-            return getSaddleInfosForPair(chainId, takerToken, makerToken);
+            pools = getSaddleInfosForPair(chainId, takerToken, makerToken);
+            break;
        case ERC20BridgeSource.XSigma:
-            return getXSigmaInfosForPair(chainId, takerToken, makerToken);
+            pools = getXSigmaInfosForPair(chainId, takerToken, makerToken);
+            break;
        default:
            throw new Error(`Unknown Curve like source ${source}`);
    }
+    return pools.map(pool => ({
+        ...pool,
+        makerTokenIdx: pool.tokens.indexOf(makerToken),
+        takerTokenIdx: pool.tokens.indexOf(takerToken),
+    }));
 }

 export function uniswapV2LikeRouterAddress(
--- a/packages/asset-swapper/src/utils/market_operation_utils/constants.ts
+++ b/packages/asset-swapper/src/utils/market_operation_utils/constants.ts
@@ -332,11 +332,11 @@ export const CURVE_POOLS = {
    oBTC: '0xd81da8d904b52208541bade1bd6595d8a251f8dd', // 21.obtc
    UST: '0x890f4e345b1daed0367a877a1612f86a1f86985f', // 22.ust
    eurs: '0x0ce6a5ff5217e38315f87032cf90686c96627caa', // 23.eurs
-    // seth: '0xc5424b857f758e906013f3555dad202e4bdb4567', // 24.seth
+    seth: '0xc5424b857f758e906013f3555dad202e4bdb4567', // 24.seth
    aave: '0xdebf20617708857ebe4f679508e7b7863a8a8eee', // 25.aave
-    // curve steth: '0xdc24316b9ae028f1497c275eb9192a3ea0f67022' // 26.stETH
+    steth: '0xdc24316b9ae028f1497c275eb9192a3ea0f67022', // 26.stETH
    saave: '0xeb16ae0052ed37f479f7fe63849198df1765a733', // saave
-    // ankreth: '0xa96a65c051bf88b4095ee1f2451c2a9d43f53ae2', // ankreth
+    ankreth: '0xa96a65c051bf88b4095ee1f2451c2a9d43f53ae2', // ankreth
    USDP: '0x42d7025938bec20b69cbae5a77421082407f053a', // usdp
    ib: '0x2dded6da1bf5dbdf597c45fcfaa3194e53ecfeaf', // iron bank
    link: '0xf178c0b5bb7e7abf4e12a4838c7b7c5ba2c623c0', // link
@@ -346,6 +346,7 @@ export const CURVE_POOLS = {
    alUSD: '0x43b4fdfd4ff969587185cdb6f0bd875c5fc83f8c',
    FRAX: '0xd632f22692fac7611d2aa1c0d552930d43caed3b',
    LUSD: '0xed279fdd11ca84beef15af5d39bb4d4bee23f0ca',
+    BUSD: '0x4807862aa8b2bf68830e4c8dc86d0e9a998e085a',
 };

 export const SWERVE_POOLS = {
@@ -355,7 +356,12 @@ export const SWERVE_POOLS = {
 export const SNOWSWAP_POOLS = {
    yUSD: '0xbf7ccd6c446acfcc5df023043f2167b62e81899b',
    yVault: '0x4571753311e37ddb44faa8fb78a6df9a6e3c6c0b',
-    eth: '0x16bea2e63adade5984298d53a4d4d9c09e278192',
+    // POOL Disabled as it uses WETH over ETH
+    // There is a conflict with Curve and SnowSwap
+    // where Curve uses ETH and SnowSwap uses WETH
+    // To re-enable this we need to flag an WETH
+    // unwrap or not
+    // eth: '0x16bea2e63adade5984298d53a4d4d9c09e278192',
 };

 export const SMOOTHY_POOLS = {
@@ -641,6 +647,29 @@ export const CURVE_MAINNET_INFOS: { [name: string]: CurveInfo } = {
        pool: CURVE_POOLS.LUSD,
        gasSchedule: 387e3,
    }),
+    [CURVE_POOLS.BUSD]: createCurveMetaTriPool({
+        token: MAINNET_TOKENS.BUSD,
+        pool: CURVE_POOLS.BUSD,
+        gasSchedule: 387e3,
+    }),
+    [CURVE_POOLS.steth]: createCurveExchangePool({
+        // This pool uses ETH
+        tokens: [MAINNET_TOKENS.WETH, MAINNET_TOKENS.stETH],
+        pool: CURVE_POOLS.steth,
+        gasSchedule: 151e3,
+    }),
+    [CURVE_POOLS.seth]: createCurveExchangePool({
+        // This pool uses ETH
+        tokens: [MAINNET_TOKENS.WETH, MAINNET_TOKENS.sETH],
+        pool: CURVE_POOLS.seth,
+        gasSchedule: 187e3,
+    }),
+    [CURVE_POOLS.ankreth]: createCurveExchangePool({
+        // This pool uses ETH
+        tokens: [MAINNET_TOKENS.WETH, MAINNET_TOKENS.ankrETH],
+        pool: CURVE_POOLS.ankreth,
+        gasSchedule: 125e3,
+    }),
 };

 export const SWERVE_MAINNET_INFOS: { [name: string]: CurveInfo } = {
@@ -667,11 +696,12 @@ export const SNOWSWAP_MAINNET_INFOS: { [name: string]: CurveInfo } = {
        pool: SNOWSWAP_POOLS.yVault,
        gasSchedule: 1490e3,
    }),
-    [SNOWSWAP_POOLS.eth]: createCurveExchangePool({
-        tokens: [MAINNET_TOKENS.WETH, MAINNET_TOKENS.vETH, MAINNET_TOKENS.ankrETH, MAINNET_TOKENS.crETH],
-        pool: SNOWSWAP_POOLS.eth,
-        gasSchedule: 990e3,
-    }),
+    // Unsupported due to collision with WETH and ETH with execution using MixinCurve
+    // [SNOWSWAP_POOLS.eth]: createCurveExchangePool({
+    //     tokens: [MAINNET_TOKENS.WETH, MAINNET_TOKENS.vETH, MAINNET_TOKENS.ankrETH, MAINNET_TOKENS.crETH],
+    //     pool: SNOWSWAP_POOLS.eth,
+    //     gasSchedule: 990e3,
+    // }),
 };

 export const BELT_BSC_INFOS: { [name: string]: CurveInfo } = {
--- a/packages/asset-swapper/src/utils/market_operation_utils/sampler_operations.ts
+++ b/packages/asset-swapper/src/utils/market_operation_utils/sampler_operations.ts
@@ -1136,8 +1136,8 @@ export class SamplerOperations {
                            return getCurveLikeInfosForPair(this.chainId, takerToken, makerToken, source).map(pool =>
                                this.getCurveSellQuotes(
                                    pool,
-                                    pool.tokens.indexOf(takerToken),
-                                    pool.tokens.indexOf(makerToken),
+                                    pool.takerTokenIdx,
+                                    pool.makerTokenIdx,
                                    takerFillAmounts,
                                    source,
                                ),
@@ -1351,8 +1351,8 @@ export class SamplerOperations {
                            return getCurveLikeInfosForPair(this.chainId, takerToken, makerToken, source).map(pool =>
                                this.getCurveBuyQuotes(
                                    pool,
-                                    pool.tokens.indexOf(takerToken),
-                                    pool.tokens.indexOf(makerToken),
+                                    pool.takerTokenIdx,
+                                    pool.makerTokenIdx,
                                    makerFillAmounts,
                                    source,
                                ),