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17 Commits

Author SHA1 Message Date
Jorge Pérez
b7adc5a889 feat: Extended Quote Report 
* Extended Quote report for indicative quote

* feat: Only save 'full' quotes on quote report

* Unify extended quote report
 2021-11-09 13:05:01 -06:00
Kim Persson
7d34e09a12 fix: add separate priceComparisonsReport to fix missing quoteReport data [TKR-91] (#219) 
* fix: add separate priceComparisonsReport to fix missing quoteReport data

* chore: remove notice about unconfirmed Uniswap V3 addresses

* refactor: move price comparisons computation logic into separate method

* chore: add AS changelog entry
 2021-05-06 14:54:54 +02:00
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
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
Jacob Evans
d6bc0a3368 fix: [asset-swapper] prevent error when multihop data is not present (#80) 
* fix: [asset-swapper] prevent error when multihop is not present for a route

* Update changelog

Co-authored-by: Michael Zhu <mchl.zhu.96@gmail.com>
 2021-01-28 13:04:32 -08:00
Daniel Pyrathon
e2e14a977a fix: [WIP] Adds RFQ price-aware comparison price to Quote Report (#18) 
* Adds RFQ price-aware comparison price to Quote Report

* added linting fix

* added small lints

* better syntax
 2020-10-29 08:48:01 -07:00
Michael Zhu
c6d738ed0c Refactor asset-swapper 2020-10-05 10:09:06 -07:00
Kim Persson
5f570b772d asset-swapper: Quote report pass back optional fill data (#2702) 
* ADDS quote report: pass back optional fill data for dex samples

* ADDS return fillData for Multihop in quote report

* FIXES quote report generator tests handle passing back fillData

* FIXES typing multi hop report source will always have fillData

* ADDS asset-swapper CHANGELOG entry
 2020-09-24 15:06:44 +02:00
Steve Klebanoff
d34d46b7fd change look up from order hash to order signature 2020-09-04 09:54:47 -05:00
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
Steve Klebanoff
3e99c95791 Linting 2020-07-22 13:26:31 -07:00
Steve Klebanoff
4f83521be8 Merge branch 'development' into feature/new-order-reporter-merged 2020-07-22 13:25:35 -07:00
Steve Klebanoff
8763713596 ds -> dq 2020-07-13 15:49:39 -07:00
Steve Klebanoff
120714ecfc linting and remove unused function 2020-07-08 15:49:42 -07:00
Steve Klebanoff
934fbca860 make QuoteReport optional instead of forcing it for bash operaitons, fix tests so build works 2020-07-07 11:00:03 -07:00
Steve Klebanoff
f64a42ebb5 return quote report 2020-07-06 22:18:22 -07:00
Steve Klebanoff
e79db7de89 new quotereporter type 2020-07-06 22:07:33 -07:00