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:
Kim Persson
2021-10-04 12:09:54 +02:00
committed by GitHub
parent 34314960ef
commit d06daf2957
12 changed files with 528 additions and 36 deletions

View File

@@ -959,6 +959,13 @@
typedoc "~0.16.11"
yargs "^10.0.3"
"@0x/neon-router@^0.1.3":
version "0.1.3"
resolved "https://registry.yarnpkg.com/@0x/neon-router/-/neon-router-0.1.3.tgz#70da4c17ca4b59dfe8b5e539673e364a70e62ebd"
integrity sha512-EfdrG829NalYjAK5/nMTD6YyJQgUzgssL2Hvyphu1ugWxWlZ3QMM9qpZsKt82hUiyZT/64I4JJ3hkerMhTaHeg==
dependencies:
"@mapbox/node-pre-gyp" "^1.0.5"
"@0x/order-utils@^10.2.4", "@0x/order-utils@^10.4.28":
version "10.4.28"
resolved "https://registry.yarnpkg.com/@0x/order-utils/-/order-utils-10.4.28.tgz#c7b2f7d87a7f9834f9aa6186fbac68f32a05a81d"
@@ -2473,6 +2480,21 @@
semver "^7.3.4"
tar "^6.1.0"
"@mapbox/node-pre-gyp@^1.0.5":
version "1.0.5"
resolved "https://registry.yarnpkg.com/@mapbox/node-pre-gyp/-/node-pre-gyp-1.0.5.tgz#2a0b32fcb416fb3f2250fd24cb2a81421a4f5950"
integrity sha512-4srsKPXWlIxp5Vbqz5uLfBN+du2fJChBoYn/f2h991WLdk7jUvcSk/McVLSv/X+xQIPI8eGD5GjrnygdyHnhPA==
dependencies:
detect-libc "^1.0.3"
https-proxy-agent "^5.0.0"
make-dir "^3.1.0"
node-fetch "^2.6.1"
nopt "^5.0.0"
npmlog "^4.1.2"
rimraf "^3.0.2"
semver "^7.3.4"
tar "^6.1.0"
"@mrmlnc/readdir-enhanced@^2.2.1":
version "2.2.1"
resolved "https://registry.yarnpkg.com/@mrmlnc/readdir-enhanced/-/readdir-enhanced-2.2.1.tgz#524af240d1a360527b730475ecfa1344aa540dde"