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Integrated CREAM into asset-swapper

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This commit is contained in:
Alex Kroeger
2020-10-13 20:27:08 -07:00
parent c6b9ea5723
commit c72aa653e8
14 changed files with 357 additions and 7 deletions
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93
packages/asset-swapper/test/market_operation_utils_test.ts
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@@ -25,6 +25,7 @@ import {
SOURCE_FLAGS,
ZERO_AMOUNT,
} from '../src/utils/market_operation_utils/constants';
import { CreamPoolsCache } from '../src/utils/market_operation_utils/cream_utils';
import { createFills } from '../src/utils/market_operation_utils/fills';
import { DexOrderSampler } from '../src/utils/market_operation_utils/sampler';
import { BATCH_SOURCE_FILTERS } from '../src/utils/market_operation_utils/sampler_operations';
@@ -51,6 +52,7 @@ const DEFAULT_EXCLUDED = [
ERC20BridgeSource.SushiSwap,
ERC20BridgeSource.MultiHop,
ERC20BridgeSource.Shell,
ERC20BridgeSource.Cream,
];
const BUY_SOURCES = BUY_SOURCE_FILTER.sources;
const SELL_SOURCES = SELL_SOURCE_FILTER.sources;
@@ -288,6 +290,7 @@ describe('MarketOperationUtils tests', () => {
[ERC20BridgeSource.SushiSwap]: _.times(NUM_SAMPLES, () => 0),
[ERC20BridgeSource.MultiHop]: _.times(NUM_SAMPLES, () => 0),
[ERC20BridgeSource.Shell]: _.times(NUM_SAMPLES, () => 0),
[ERC20BridgeSource.Cream]: _.times(NUM_SAMPLES, () => 0),
};
const DEFAULT_RATES: RatesBySource = {
@@ -334,6 +337,7 @@ describe('MarketOperationUtils tests', () => {
[ERC20BridgeSource.Native]: { order: createOrder() },
[ERC20BridgeSource.MultiHop]: {},
[ERC20BridgeSource.Shell]: {},
[ERC20BridgeSource.Cream]: { poolAddress: randomAddress() },
};
const DEFAULT_OPS = {
@@ -370,6 +374,30 @@ describe('MarketOperationUtils tests', () => {
DEFAULT_FILL_DATA[ERC20BridgeSource.Balancer],
),
],
getCreamSellQuotesOffChainAsync: (
_makerToken: string,
_takerToken: string,
takerFillAmounts: BigNumber[],
) => [
createSamplesFromRates(
ERC20BridgeSource.Cream,
takerFillAmounts,
createDecreasingRates(takerFillAmounts.length),
DEFAULT_FILL_DATA[ERC20BridgeSource.Cream],
),
],
getCreamBuyQuotesOffChainAsync: (
_makerToken: string,
_takerToken: string,
makerFillAmounts: BigNumber[],
) => [
createSamplesFromRates(
ERC20BridgeSource.Cream,
makerFillAmounts,
createDecreasingRates(makerFillAmounts.length).map(r => new BigNumber(1).div(r)),
DEFAULT_FILL_DATA[ERC20BridgeSource.Cream],
),
],
getBancorSellQuotesOffChainAsync: (_makerToken: string, _takerToken: string, takerFillAmounts: BigNumber[]) =>
createSamplesFromRates(
ERC20BridgeSource.Bancor,
@@ -389,6 +417,7 @@ describe('MarketOperationUtils tests', () => {
return ops;
},
balancerPoolsCache: new BalancerPoolsCache(),
creamPoolsCache: new CreamPoolsCache(),
} as any) as DexOrderSampler;
function replaceSamplerOps(ops: Partial<typeof DEFAULT_OPS> = {}): void {
@@ -492,6 +521,14 @@ describe('MarketOperationUtils tests', () => {
sourcesPolled = sourcesPolled.concat(ERC20BridgeSource.Balancer);
return DEFAULT_OPS.getBalancerSellQuotesOffChainAsync(makerToken, takerToken, takerFillAmounts);
},
getCreamSellQuotesOffChainAsync: (
makerToken: string,
takerToken: string,
takerFillAmounts: BigNumber[],
) => {
sourcesPolled = sourcesPolled.concat(ERC20BridgeSource.Cream);
return DEFAULT_OPS.getCreamSellQuotesOffChainAsync(makerToken, takerToken, takerFillAmounts);
},
});
await marketOperationUtils.getMarketSellOrdersAsync(ORDERS, FILL_AMOUNT, {
...DEFAULT_OPTS,
@@ -522,6 +559,14 @@ describe('MarketOperationUtils tests', () => {
args.sources = args.sources.concat(ERC20BridgeSource.Balancer);
return DEFAULT_OPS.getBalancerSellQuotesOffChainAsync(makerToken, takerToken, takerFillAmounts);
},
getCreamSellQuotesOffChainAsync: (
makerToken: string,
takerToken: string,
takerFillAmounts: BigNumber[],
) => {
args.sources = args.sources.concat(ERC20BridgeSource.Cream);
return DEFAULT_OPS.getCreamSellQuotesOffChainAsync(makerToken, takerToken, takerFillAmounts);
},
});
const registryAddress = randomAddress();
const newMarketOperationUtils = new MarketOperationUtils(
@@ -563,6 +608,14 @@ describe('MarketOperationUtils tests', () => {
sourcesPolled = sourcesPolled.concat(ERC20BridgeSource.Balancer);
return DEFAULT_OPS.getBalancerSellQuotesOffChainAsync(makerToken, takerToken, takerFillAmounts);
},
getCreamSellQuotesOffChainAsync: (
makerToken: string,
takerToken: string,
takerFillAmounts: BigNumber[],
) => {
sourcesPolled = sourcesPolled.concat(ERC20BridgeSource.Cream);
return DEFAULT_OPS.getCreamSellQuotesOffChainAsync(makerToken, takerToken, takerFillAmounts);
},
});
await marketOperationUtils.getMarketSellOrdersAsync(ORDERS, FILL_AMOUNT, {
...DEFAULT_OPTS,
@@ -594,6 +647,14 @@ describe('MarketOperationUtils tests', () => {
sourcesPolled = sourcesPolled.concat(ERC20BridgeSource.Balancer);
return DEFAULT_OPS.getBalancerSellQuotesOffChainAsync(makerToken, takerToken, takerFillAmounts);
},
getCreamSellQuotesOffChainAsync: (
makerToken: string,
takerToken: string,
takerFillAmounts: BigNumber[],
) => {
sourcesPolled = sourcesPolled.concat(ERC20BridgeSource.Cream);
return DEFAULT_OPS.getCreamSellQuotesOffChainAsync(makerToken, takerToken, takerFillAmounts);
},
});
await marketOperationUtils.getMarketSellOrdersAsync(ORDERS, FILL_AMOUNT, {
...DEFAULT_OPTS,
@@ -984,6 +1045,14 @@ describe('MarketOperationUtils tests', () => {
sourcesPolled = sourcesPolled.concat(ERC20BridgeSource.Balancer);
return DEFAULT_OPS.getBalancerBuyQuotesOffChainAsync(makerToken, takerToken, makerFillAmounts);
},
getCreamBuyQuotesOffChainAsync: (
makerToken: string,
takerToken: string,
makerFillAmounts: BigNumber[],
) => {
sourcesPolled = sourcesPolled.concat(ERC20BridgeSource.Cream);
return DEFAULT_OPS.getCreamBuyQuotesOffChainAsync(makerToken, takerToken, makerFillAmounts);
},
});
await marketOperationUtils.getMarketBuyOrdersAsync(ORDERS, FILL_AMOUNT, {
...DEFAULT_OPTS,
@@ -1014,6 +1083,14 @@ describe('MarketOperationUtils tests', () => {
args.sources = args.sources.concat(ERC20BridgeSource.Balancer);
return DEFAULT_OPS.getBalancerBuyQuotesOffChainAsync(makerToken, takerToken, makerFillAmounts);
},
getCreamBuyQuotesOffChainAsync: (
makerToken: string,
takerToken: string,
makerFillAmounts: BigNumber[],
) => {
args.sources = args.sources.concat(ERC20BridgeSource.Cream);
return DEFAULT_OPS.getCreamBuyQuotesOffChainAsync(makerToken, takerToken, makerFillAmounts);
},
});
const registryAddress = randomAddress();
const newMarketOperationUtils = new MarketOperationUtils(
@@ -1055,6 +1132,14 @@ describe('MarketOperationUtils tests', () => {
sourcesPolled = sourcesPolled.concat(ERC20BridgeSource.Balancer);
return DEFAULT_OPS.getBalancerBuyQuotesOffChainAsync(makerToken, takerToken, makerFillAmounts);
},
getCreamBuyQuotesOffChainAsync: (
makerToken: string,
takerToken: string,
makerFillAmounts: BigNumber[],
) => {
sourcesPolled = sourcesPolled.concat(ERC20BridgeSource.Cream);
return DEFAULT_OPS.getCreamBuyQuotesOffChainAsync(makerToken, takerToken, makerFillAmounts);
},
});
await marketOperationUtils.getMarketBuyOrdersAsync(ORDERS, FILL_AMOUNT, {
...DEFAULT_OPTS,
@@ -1086,6 +1171,14 @@ describe('MarketOperationUtils tests', () => {
sourcesPolled = sourcesPolled.concat(ERC20BridgeSource.Balancer);
return DEFAULT_OPS.getBalancerBuyQuotesOffChainAsync(makerToken, takerToken, makerFillAmounts);
},
getCreamBuyQuotesOffChainAsync: (
makerToken: string,
takerToken: string,
makerFillAmounts: BigNumber[],
) => {
sourcesPolled = sourcesPolled.concat(ERC20BridgeSource.Cream);
return DEFAULT_OPS.getCreamBuyQuotesOffChainAsync(makerToken, takerToken, makerFillAmounts);
},
});
await marketOperationUtils.getMarketBuyOrdersAsync(ORDERS, FILL_AMOUNT, {
...DEFAULT_OPTS,