crowetic/protocol
1
0
Fork 0
Code Issues Pull Requests Actions Packages Projects Releases Wiki Activity
16,525 Commits 83 Branches 5,211 Tags
525bc8197bbd30e3275f96a32dd1a5391fb64b04
Commit Graph

98 Commits

Author SHA1 Message Date
Daniel Pyrathon
525bc8197b Revive quote report (#184) 
* Revives Quote Report

* prettier

* Remove unused parameters

* updated a few issues with tests

* Remove old code

* Fixed other unit tests
 2021-03-30 09:57:03 -07:00
phil-ociraptor
06b3464756 Rename {Rfqt=>Rfq} for types in Asset Swapper (#179) 
* Rename {Rfqt=>Rfq} for types in Asset Swapper

* PR edit 1 - fix build errors

* PR edit 2 - rename mocked types used in tests

* PR edit 3 - fix broken test build

* PR edit 4 - rename SwapQuoterRfqOpts and add changelog entry
 2021-03-23 17:21:50 -05:00
Romain Butteaud
f98609686d feat: opt-in positive slippage fee for integrators (#101) 
* feat: Positive Slippage Fee

* fix: rename ethToTakerAssetRate to takerAssetPriceForOneEth

* fix: rename takerAssetPriceForOneEth to takerAssetsPerEth

* fix: export AffiliateFeeType

* rebased off development

* Add a gasOverhead for non-deterministic operations

* CHANGELOGs

* rename outputTokens to outputAmount

* Confirm transformer addresses on Mainnet and Ropsten

* fix import

Co-authored-by: Jacob Evans <jacob@dekz.net>
 2021-02-24 12:51:58 +10:00
Jacob Evans
49cb00a9ab feat: DODO V2, Linkswap (#152) 
* feat: DODO V2

* Fix typo

* feat: Linkswap (#153)

* fix: intermediate hops WBTC (#154)

* feat: Linkswap

* fix: Re-add WBTC in default hop tokens

* Update review changes

* FQT deploy + no gas limit ETH refund (#155)

* `@0x/contracts-zero-ex`: refund ETH with no gas limit in FQT
`@0x/contract-addresses`: Deploy FQT

* Update packages/contract-addresses/CHANGELOG.json

Co-authored-by: mzhu25 <mchl.zhu.96@gmail.com>

Co-authored-by: Lawrence Forman <me@merklejerk.com>
Co-authored-by: mzhu25 <mchl.zhu.96@gmail.com>

Co-authored-by: Lawrence Forman <lawrence@0xproject.com>
Co-authored-by: Lawrence Forman <me@merklejerk.com>
Co-authored-by: mzhu25 <mchl.zhu.96@gmail.com>
 2021-02-24 12:19:26 +10:00
Jacob Evans
c6919eb25a feat: Mirror Protocol tokens (#142) 
* feat: Mirror Protocol tokens

* added .tap to builder
 2021-02-17 10:14:38 +10:00
Jacob Evans
3f4bb933d1 feat: v4 final (#136) 
* v4 FillQuoteTransformer (#104)

* Update FQT to support v4 orders

* `@0x/contracts-zero-ex`: Tweak FQT
`@0x/contracts-zero-ex`: Drop `ERC20BridgeTransfer` event and add `PartialQuoteFill` event.

* `@0x/contracts-utils`: Add `LibSafeMathV06.downcastToUint128()`

* `@0x/protocol-utils`: Update transformer utils for V4 FQT

* `@0x/contracts-zero-ex`: Fixing FQT tests...

* `@0x/contracts-zero-ex`: rename FQT bridge event

* `@0x/contracts-zero-ex`: Un-`only` tests

* `@0x/migrations`: Update `BridgeAdapter` deployment

* `@0x/contracts-integrations`: Delete `mtx_tests`

* `@0x/protocol-utils`: Address review comments

* `@0x/contracts-zero-ex`: Address review comments

* `@0x/migrations`: Update migrations

Co-authored-by: Michael Zhu <mchl.zhu.96@gmail.com>
Co-authored-by: Lawrence Forman <me@merklejerk.com>

* v4: Asset-swapper (main branch) (#113)

* refactor quote_requestor

* WIP v4/asset-swapper: Clean up SwapQuoter and remove @0x/orderbook

* Start replacing SignedOrder everywhere

* wip: new order type

* wip

* remove order-utils from most places

* hack: Play around with VerboseX types (#119)

* hack: Play around with VerboseX types

* More hacks

* Fix up the bridgeData encodings

* Rework Orderbook return type

* feat: Don't charge a protocol fee for RFQ orders WIP (#121)

* fix simple build errors

* simplify types a little

* remove SwapQuoteCalculator: unnecessary abstraction

* Fix all ./src build errors; make types consistent

* export more types for use in 0x API; modify Orderbook interface

* stop overriding APIOrder

* feat: RFQ v4 + consolidated bridge encoders (#125)

* feat: check if taker address is contract

* Rework bridge data

* Worst case adjustments

* RFQT v4

* Future/v4 validate orders (#126)

* RFQT v4

* v4 validate native orders

* use default invalid signature

* refactor rfqt validations in swap quoter

* fix types

* fix RFQT unlisted api key

* remove priceAwareRFQFlag

* adjust maker/taker amounts

* update JSON schemas

* filter zero fillable orders

Co-authored-by: xianny <xianny@gmail.com>

* fix type export

Co-authored-by: xianny <xianny@gmail.com>

* remove order-utils as much as possible

* work on tests compile

* Comment out quote reporter test

* updated tests

* restore order-utils accidental changes

* some lints

* Remove old fill_test

* ts lint disable for now

* update quote report

* Re-enable quote report tests

* make fill data required field

* fix lint

* type guards

* force fillData as required

* fix lint

* fix naming

* exports

* adjust MultiBridge by slippage

* cleanups (checkpoint 1)

* cleanup types (checkpoint #2)

* remove unused deps

* `@0x/contract-addresses`: Deploy new FQT (#129)

Co-authored-by: Lawrence Forman <me@merklejerk.com>

* commit bump to republish

* DRY up the rfqt mocker

* fix: Balancer load top pools (#131)

* fix: Balancer load top 250 pools

* refetch top pools on an interval

Co-authored-by: Jacob Evans <jacob@dekz.net>
Co-authored-by: Kim Persson <kimpers@users.noreply.github.com>
Co-authored-by: Lawrence Forman <lawrence@0xproject.com>
Co-authored-by: Lawrence Forman <me@merklejerk.com>

* Update post rebase

* prettier

* Remove test helpers exported in asset-swapper

* Clean up from review comments

* prettier

* lint

* recreate rfqt mocker

* change merge and INVALID_SIGNATURE

Co-authored-by: Lawrence Forman <lawrence@0xproject.com>
Co-authored-by: Michael Zhu <mchl.zhu.96@gmail.com>
Co-authored-by: Lawrence Forman <me@merklejerk.com>
Co-authored-by: Xianny <8582774+xianny@users.noreply.github.com>
Co-authored-by: Kim Persson <kimpers@users.noreply.github.com>
 2021-02-10 19:20:15 +10:00
mzhu25
cc9f43ba3b Reenable PLP VIP and add gasCost field to LiquidityProviderRegistry (#65) 2020-12-02 17:26:48 -08:00
Jacob Evans
f698721484 feat: [asset-swapper] Add Crypto.com as a source (#43) 
* feat: [asset-swapper] Add Crypto.com as a source

* Exclude in tests

* Disable hop sources to avoid excess inaccuracy

* Added CryptoCom Bridge and FQT rollup

* update test

* Deploy CryptoCom bridge

* Update package.json

* CHANGELOGs
 2020-12-01 12:52:48 +10:00
Alex Kroeger
927fe2b58b Improved ComparisonPrice function (#32) 
* separated comparison price function into a new file, accounted for backup orders

* removed scratch code

* Adjusted documentation, object naming

* Refactored comparisonPrice function to use adjusted rate from optimizer, used native order fee schedule to adjust for order fees

* Small fixes to function, added unit tests

* Adjusted fee calculation for comparisonPrice function

* use available OptimalPathRate object

* fix lint error in test, separate out fee calculation

* Fixed market operation utils test, added additional checks for fee schedule

* removed unused dep, prettier
 2020-11-18 17:12:35 -08:00
mzhu25
7403c0255a Feature/liquidity provider sandbox (#16) 
* Update liquidity provider feature to use sandbox

* add support for liquidity provider feature in the exchange proxy swap quote consumer

* Move to off-chain liquidity provider registry

* Update ILiquidityProvider interface

* Remove some unused artifacts and wrappers

* Consolidate ILiquidityProvider

* prettier

* lint

* Address PR feedback

* Add failover to sandbox

* Add test for failover behavior in LiquidityProviderSandbox

* Update changelogs

* Emit events for the new LiquidityProvider scenarios

* Fix swap quote consumer bug

* post-rebase fixes

* `@0x/contracts-zero-ex`: bump feature versions

* Add default field to TokenAdjacencyGraph

* update addresses

Co-authored-by: Lawrence Forman <me@merklejerk.com>
 2020-11-13 12:22:21 -08:00
Daniel Pyrathon
36bd8f68c9 adds amendments to the rollout feature flag. Rollout indicative quote… (#30) 
* adds amendments to the rollout feature flag. Rollout indicative quotes indipendently from firm quotes.

* Updates based on Brandon's feedback
 2020-11-05 12:46:06 -08:00
Jacob Evans
e10a81023a feat: [asset-swapper] more hops via token adjacency (#24) 
* feat: [asset-swapper] more hops via token adjacency

* fix lint

* CHANGELOG
 2020-11-03 07:48:37 +10:00
Jacob Evans
717db99b38 fix: Support Multiple Shells (#17) 
* fix: Support Multiple Shells

* CHANGEGLOG
 2020-10-29 17:09:23 +10:00
Daniel Pyrathon
689a8881c2 fix: Changed price-aware RFQ flag to be a argument parameter (#13) 
* Changed price-aware RFQ flag to be a argument parameter

* prettified tests

* lint
 2020-10-27 12:56:26 -07:00
Jacob Evans
99f5be8378 chore: [asset swapper] sampler Solidity 0.6 + Bridge addresses in AS (#4) 
* Refactor excess interfaces

* Compiles on 0.6

* Refactored into try/catch

* Rebase and Refactored to v06

* Handle invalid registry in LP

* Update packages/asset-swapper/contracts/src/LiquidityProviderSampler.sol

Co-authored-by: Lawrence Forman <lawrence@0xproject.com>

* chore: [asset-swapper] Move Bridge Addresses and Gas schedule

* curve->pool

* lint

* Refactor to fix module load order

* Move FEE Schedule

* rollup: Swerve/Sushi/SnowSwap/DODO (#7)

* rollup: Swerve/Sushi

* DODO Rollup + Snowswap Swerve

* hardcode addresses temporarily

* rebase

* rename to SUSHISWAP_ROUTER

* CHANGELOGs

* CHANGELOGs

Co-authored-by: Lawrence Forman <lawrence@0xproject.com>
 2020-10-27 15:16:09 +10:00
Daniel Pyrathon
0571244e9e Merge pull request #2720 from 0xProject/refactor_rfq_comparison_price_integration 
feat: Refactor rfq comparison price integration
 2020-10-20 16:17:04 -07:00
F. Eugene Aumson
a9d0cec6d1 Ran prettier 2020-10-20 14:17:48 -04:00
F. Eugene Aumson
b5e3f0b90c Disable tests per IS_PRICE_AWARE_RFQ_ENABLED flag 2020-10-20 13:48:46 -04:00
Romain Butteaud
3182c12b4d feat: use pool attribute instead of curve for all Curve like pools 2020-10-19 13:24:44 -07:00
Romain Butteaud
891aa8e8bf feat: SnowSwap 2020-10-19 13:24:44 -07:00
Daniel Pyrathon
0ae1c926d3 Merge branch 'development' of github.com:0xProject/0x-monorepo into refactor_rfq_comparison_price_integration 
# Conflicts:
#	packages/asset-swapper/src/utils/market_operation_utils/index.ts
 2020-10-16 15:16:59 -07:00
Alex Kroeger
7161bbe836 prettier 2020-10-14 11:38:05 -07:00
F. Eugene Aumson
05b25c6229 Ran prettier 2020-10-14 13:02:17 -04:00
F. Eugene Aumson
2db52c6983 Fixed linter error 
ERROR: 793:24  no-unnecessary-type-assertion  This assertion is unnecessary since it does not change the type of the expression.
 2020-10-14 13:02:17 -04:00
F. Eugene Aumson
6e2eb9c5bb Merge branch 'development' into refactor_rfq_comparison_price_integration 2020-10-14 11:57:58 -04:00
Alex Kroeger
eb27e260e0 merged into development to grab dodo 2020-10-13 23:23:05 -07:00
Alex Kroeger
c72aa653e8 Integrated CREAM into asset-swapper 2020-10-13 20:27:08 -07:00
Jacob Evans
4d04b72674 feat: DODO (#2701) 
* feat: DODO

* DODO Bridge

* export DODOFillData

* Use deployed DODOHelper

* Deployed Bridge. Half of buys supported

* other half of buys

* refactor

* CHANGELOGs

* Lint
 2020-10-13 18:20:31 +10:00
F. Eugene Aumson
4aa5a89cd7 Merge branch 'development' into refactor_rfq_comparison_price_integration 2020-10-12 12:44:30 -04:00
Alex Kroeger
629d48c766 removed unused functions 2020-10-08 16:43:52 -07:00
Alex Kroeger
c8886febb9 removed v0-specific code in asset-swapper 2020-10-08 16:43:52 -07:00
Daniel Pyrathon
199808dc44 Merge branch 'development' of github.com:0xProject/0x-monorepo into refactor_rfq_comparison_price_integration 
# Conflicts:
#	packages/asset-swapper/src/utils/market_operation_utils/index.ts
 2020-10-07 14:28:35 -07:00
Jacob Evans
7698f21517 feat: [asset-swapper] Shell 🐚 (#2722) 
* feat: [asset-swapper] Shell

* Deployed and Changelogs

* Glue up the deployed address

* Glue for FQT rollup
 2020-10-06 15:55:51 +10:00
Daniel Pyrathon
efef5f122f added fix 2020-10-05 17:24:23 -07:00
Daniel Pyrathon
83c942ad8c Added fix for decimals 2020-10-05 17:20:43 -07:00
Michael Zhu
961273a2ff Fix broken test 2020-10-05 10:09:06 -07:00
Michael Zhu
12ff4ec438 Add tests for exchange proxy gas overhead accounting in the path optimizer 2020-10-05 10:09:06 -07:00
Michael Zhu
c6d738ed0c Refactor asset-swapper 2020-10-05 10:09:06 -07:00
Daniel Pyrathon
1588c1f362 Added initial unit tests and implementation 2020-10-02 15:04:50 -07:00
Daniel Pyrathon
9e42dce5c4 added initial implementation 2020-10-01 14:28:36 -07:00
Daniel Pyrathon
c13ffb2072 added linting and prettifying 2020-09-30 13:54:48 -07:00
Daniel Pyrathon
a24f01c90f added a few fixed and added some comments: 2020-09-29 23:07:14 -07:00
Daniel Pyrathon
708e34602b added further unit tests 2020-09-29 23:00:02 -07:00
Daniel Pyrathon
d60c8ddd5a added more unit tests 2020-09-29 22:25:24 -07:00
Daniel Pyrathon
eea63292f0 added initial RFQ tests 2020-09-29 17:02:12 -07:00
Lawrence Forman
f84b375cde UniswapFeature (#2703) 
* Minimal Uniswap accessor.

* Add comments

* Safe math

* mainnet gas benchmark

* Assembler Uniswap

* Selectors and addresses

* Fix bugs in ABI encoders

* Typo

* AsmUniswap test

* Fix wantAmount computation

* Golfing

* Bypass AllowanceTarget

* Generalized asm uniswapper

* Implement ordering

* Fix pair computation

* #6 Golfing Iron

* Remove 'to' argument (saves 377 gas)

* New contract api

* `@0x/contracts-zero-ex`: Add `UniswapFeature`

* `@0x/contract-artifacts`: Regenerate artifacts

* `@0x/contract-wrappers`: Regenerate wrappers

* `@0x/asset-swapper`: Add Uniswap VIP support.
`@0x/asset-swapper`: Add `includeSources` support.

* `@0x/contracts-zero-ex`: Fix misleading comments in `UniswapFeature`.
`@0x/asset-swapper`: Fix linter errors.

* `@0x/asset-swapper`: Fix source filter bugs.

* `@0x/contracts-zero-ex`: `UniswapFeature`: Reduce calldata size for AllowanceTarget call
`@0x/asset-swapper`: Fix failing test.

* `@0x/contracts-zero-ex`: Fix ETH buy tokens not being normalized to WETH.

* `@0x/asset-swapper`: Fix multi-hop weirdness with source filters.

* `@0x/asset-swapper`: Fix failing test.

* `@0x/asset-swapper`: Really fix that broken AS test.

* `@0x/asset-swapper`: use filter objects instead of source array for valid buy and sell sources/

* `@0x/asset-swapper`: Move some source filtering logic into the sampler operations.

* `@0x/contracts-zero-ex`: Address PR feedback

* `@0x/contracts-zero-ex`: Fix feature version bug.

* `@0x/asset-swapper`: Did I actually fix AS tests this time? Who knows.

Co-authored-by: Remco Bloemen <remco@0x.org>
Co-authored-by: Michael Zhu <mchl.zhu.96@gmail.com>
Co-authored-by: Lawrence Forman <me@merklejerk.com>
 2020-09-23 16:27:48 +10:00
Jacob Evans
630108ccb6 feat: Swerve Finance and SushiSwap (#2698) 
* feat: Swerve Finance

* export SwerveFillData

* test and CHANGELOG

* feat: Sushiswap (#2700)

* feat: SushiSwap

* Changelog

* fix tests

* Deployed SushiSwap bridge

* Fix test

* IGNORED_EXCESSIVE_TYPES
 2020-09-09 21:35:24 +10:00
Jacob Evans
a2f0d5eedf feat: better Kyber quotes (#2683) 
* feat: Kyber rework

* Get additional reserves per token
 2020-08-27 15:58:57 +10:00
mzhu25
bab34c2d21 Feature/bunny hop (#2647) 
* `@0x/contracts-erc20-bridge-sampler`: Add TwoHopSampler + refactor

* `@0x/asset-swapper`: Refactor + add two-hop skeleton

* Round out two-hop support in asset-swapper

* Add BalancerSampler, use it for two-hop quotes

* Fix bugs discovered from simbot

* rebases are hard

* Add intermediate token to MultiHop source breakdown

* Fix market buy bugs

* Use hybrid on-chain/off-chain sampling for Balancer

* Another day, another rebase

* Update changelogs

* Address PR feedback, CI fixes

* Address more PR feedback
 2020-08-27 08:20:09 +10:00
Jacob Evans
cc31445189 feat: asset-swapper mooniswap (#2675) 
* feat: asset-swapper sampler early exit

* feat: asset-swapper mooniswap

* tests and linter

* deploy to mainnet

* CHANGELOGs

* fix excluded sources difference

* typo
 2020-08-24 11:21:01 +10:00