feat: initial integration of new router (#295)
* feat: integrate Rust router with asset-swapper WIP * fix: produce outputFees in the format the Rust router expects * fix: correct output fee calc and only use the rust router for sells * fix: make sure numbers sent to the rust router are integers * hack: try to debug why rust router output is being overestimated WIP * refactor: clean up router debugging code * fix: don't use negative output fees for sells * feat: try VIP sources in isolation and compare with routing all sources * fix: adjust for FQT overhead when choosing between VIP, all sources WIP * fix: pass gasPrice to path_optimizer for EP overhead calculations * feat: buy support with the Rust Router WIP * chore: WIP commit trying to get buys working * refactor: use samples instead of fills for the Rust router * feat: add vip handling hack to sample based routing * fix: revert to 200 samplings for rust router when using pure samples * refactor: remove old hacky Path based Rust code, add back feature toggle * fix: scale both fill output and adjustedOutput my same factor as input * feat: initial plumbing for supporting RFQ/Limit orders * fix: incorrect bump of input amount by one base unit before routing * fix: add fake samples for rfq/limit orders to fulfill the 3 sample req * fix pass rfq orders in the correct format to the rust router * chore: remove debugging logs and clean up code & comments * fix: use published version of @0x/neon-router * hack: scale routed amounts to account for precision loss of number/f64 * refactor: clean up code and address initial review comments * fix: only remove trailing 0 output samples before passing to the router * refactor: consolidate eth to output token calc into ethToOutputAmount fn * fix: interpolate input between samples on output amount instead of price * fix: return no path when we have no samples, add sanity asserts * refactor: fix interpolation comment wording * fix: remove double adjusted source route input amount * chore: update changelog for asset-swapper
This commit is contained in:
22
yarn.lock
22
yarn.lock
@@ -959,6 +959,13 @@
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typedoc "~0.16.11"
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yargs "^10.0.3"
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"@0x/neon-router@^0.1.3":
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version "0.1.3"
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resolved "https://registry.yarnpkg.com/@0x/neon-router/-/neon-router-0.1.3.tgz#70da4c17ca4b59dfe8b5e539673e364a70e62ebd"
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integrity sha512-EfdrG829NalYjAK5/nMTD6YyJQgUzgssL2Hvyphu1ugWxWlZ3QMM9qpZsKt82hUiyZT/64I4JJ3hkerMhTaHeg==
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dependencies:
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"@mapbox/node-pre-gyp" "^1.0.5"
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"@0x/order-utils@^10.2.4", "@0x/order-utils@^10.4.28":
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version "10.4.28"
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resolved "https://registry.yarnpkg.com/@0x/order-utils/-/order-utils-10.4.28.tgz#c7b2f7d87a7f9834f9aa6186fbac68f32a05a81d"
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@@ -2473,6 +2480,21 @@
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semver "^7.3.4"
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tar "^6.1.0"
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"@mapbox/node-pre-gyp@^1.0.5":
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version "1.0.5"
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resolved "https://registry.yarnpkg.com/@mapbox/node-pre-gyp/-/node-pre-gyp-1.0.5.tgz#2a0b32fcb416fb3f2250fd24cb2a81421a4f5950"
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integrity sha512-4srsKPXWlIxp5Vbqz5uLfBN+du2fJChBoYn/f2h991WLdk7jUvcSk/McVLSv/X+xQIPI8eGD5GjrnygdyHnhPA==
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dependencies:
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detect-libc "^1.0.3"
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https-proxy-agent "^5.0.0"
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make-dir "^3.1.0"
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node-fetch "^2.6.1"
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nopt "^5.0.0"
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npmlog "^4.1.2"
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rimraf "^3.0.2"
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semver "^7.3.4"
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tar "^6.1.0"
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"@mrmlnc/readdir-enhanced@^2.2.1":
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version "2.2.1"
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resolved "https://registry.yarnpkg.com/@mrmlnc/readdir-enhanced/-/readdir-enhanced-2.2.1.tgz#524af240d1a360527b730475ecfa1344aa540dde"
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