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22 Commits

Author SHA1 Message Date
Jacob Evans
ee985240fb chore: FillAdjustor and clean up JS router and unused functions [TKR-403] (#480) 
* Remove old JS router and add a FillAdjustor

Clean up JS router and unused functions

Remove more unused functions, add adjustment of fills

Comment on why we use fill over sample

update CODEOWNERS

lint

Clean up Fill removing unused properties

Remove CollapsedFills, omit flags bigint

Create GasSchedule vs FeeSchedule, return Fill and gas on OptimizedOrder

Use Fill Adjustment in Phase2 of routing

Fix Limit orders being treated as VIP

* Fix case where dex liquidity is empty

* Use best gas adjusted pricing for fee sources

* CHANGELOG
 2022-06-29 18:10:56 +10:00
Jorge Pérez
a045a3afb8 Chore: Do not send empty entries on Quote Report (#501) 
* Chore: Do not send empty entries on Quote Report

* Changelog
 2022-06-13 15:52:59 -05:00
Jorge Pérez
d14aebf724 Fix the filter for considered sources on indicative sells for Quote Report (#466) 2022-05-02 15:45:15 -05:00
mzhu25
389bb77439 Add estimatedGas to ExtendedQuoteReport (#463) 2022-04-21 13:52:13 -07:00
Kim Persson
c9c7ac8559 feat: add block number to quote report data [TKR-314] (#448) 
* feat: add blockNumber to MarketSideLiquidity response

* fix: return block number back in swap quote response

* chore: add asset-swapper changelog entry
 2022-03-31 15:42:34 +02:00
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