Publish

- @0x/contracts-integrations@2.7.59
 - @0x/asset-swapper@16.22.0

contracts/integrations/package.json

@@ -1,6 +1,6 @@
 {
     "name": "@0x/contracts-integrations",
-    "version": "2.7.56",
+    "version": "2.7.59",
     "private": true,
     "engines": {
         "node": ">=6.12"
@@ -93,7 +93,7 @@
         "typescript": "4.2.2"
     },
     "dependencies": {
-        "@0x/asset-swapper": "^16.19.1",
+        "@0x/asset-swapper": "^16.22.0",
         "@0x/base-contract": "^6.4.0",
         "@0x/contracts-asset-proxy": "^3.7.16",
         "@0x/contracts-erc1155": "^2.1.34",

packages/asset-swapper/CHANGELOG.json

@@ -1,4 +1,34 @@
 [
+    {
+        "version": "16.22.0",
+        "changes": [
+            {
+                "note": "IronSwap",
+                "pr": 281
+            }
+        ],
+        "timestamp": 1626214787
+    },
+    {
+        "version": "16.21.0",
+        "changes": [
+            {
+                "note": "JetSwap",
+                "pr": 280
+            }
+        ],
+        "timestamp": 1625904026
+    },
+    {
+        "version": "16.20.0",
+        "changes": [
+            {
+                "note": "ShibaSwap",
+                "pr": 276
+            }
+        ],
+        "timestamp": 1625607277
+    },
     {
         "version": "16.19.1",
         "changes": [

packages/asset-swapper/CHANGELOG.md

@@ -5,6 +5,18 @@ Edit the package's CHANGELOG.json file only.
 
 CHANGELOG
 
+## v16.22.0 - _July 13, 2021_
+
+    * IronSwap (#281)
+
+## v16.21.0 - _July 10, 2021_
+
+    * JetSwap (#280)
+
+## v16.20.0 - _July 6, 2021_
+
+    * ShibaSwap (#276)
+
 ## v16.19.1 - _July 6, 2021_
 
     * Fix LiquidityProvider fallback (#272)

packages/asset-swapper/package.json

@@ -1,6 +1,6 @@
 {
     "name": "@0x/asset-swapper",
-    "version": "16.19.1",
+    "version": "16.22.0",
     "engines": {
         "node": ">=6.12"
     },

packages/asset-swapper/src/utils/market_operation_utils/bridge_source_utils.ts

@@ -18,6 +18,8 @@ import {
     ELLIPSIS_BSC_INFOS,
     FIREBIRDONESWAP_BSC_INFOS,
     FIREBIRDONESWAP_POLYGON_INFOS,
+    IRONSWAP_POLYGON_INFOS,
+    JETSWAP_ROUTER_BY_CHAIN_ID,
     JULSWAP_ROUTER_BY_CHAIN_ID,
     KYBER_BANNED_RESERVES,
     KYBER_BRIDGED_LIQUIDITY_PREFIX,
@@ -32,6 +34,7 @@ import {
     QUICKSWAP_ROUTER_BY_CHAIN_ID,
     SADDLE_MAINNET_INFOS,
     SHELL_POOLS_BY_CHAIN_ID,
+    SHIBASWAP_ROUTER_BY_CHAIN_ID,
     SMOOTHY_BSC_INFOS,
     SMOOTHY_MAINNET_INFOS,
     SNOWSWAP_MAINNET_INFOS,
@@ -284,6 +287,19 @@ export function getSaddleInfosForPair(chainId: ChainId, takerToken: string, make
     );
 }
 
+export function getIronSwapInfosForPair(chainId: ChainId, takerToken: string, makerToken: string): CurveInfo[] {
+    if (chainId !== ChainId.Polygon) {
+        return [];
+    }
+    return Object.values(IRONSWAP_POLYGON_INFOS).filter(c =>
+        [makerToken, takerToken].every(
+            t =>
+                (c.tokens.includes(t) && c.metaTokens === undefined) ||
+                (c.tokens.includes(t) && [makerToken, takerToken].filter(v => c.metaTokens?.includes(v)).length > 0),
+        ),
+    );
+}
+
 export function getXSigmaInfosForPair(chainId: ChainId, takerToken: string, makerToken: string): CurveInfo[] {
     if (chainId !== ChainId.Mainnet) {
         return [];
@@ -334,6 +350,7 @@ export function getCurveLikeInfosForPair(
         | ERC20BridgeSource.Ellipsis
         | ERC20BridgeSource.Smoothy
         | ERC20BridgeSource.Saddle
+        | ERC20BridgeSource.IronSwap
         | ERC20BridgeSource.XSigma
         | ERC20BridgeSource.FirebirdOneSwap,
 ): CurveDetailedInfo[] {
@@ -372,6 +389,9 @@ export function getCurveLikeInfosForPair(
         case ERC20BridgeSource.FirebirdOneSwap:
             pools = getFirebirdOneSwapInfosForPair(chainId, takerToken, makerToken);
             break;
+        case ERC20BridgeSource.IronSwap:
+            pools = getIronSwapInfosForPair(chainId, takerToken, makerToken);
+            break;
         default:
             throw new Error(`Unknown Curve like source ${source}`);
     }
@@ -399,7 +419,9 @@ export function uniswapV2LikeRouterAddress(
         | ERC20BridgeSource.ComethSwap
         | ERC20BridgeSource.Dfyn
         | ERC20BridgeSource.WaultSwap
-        | ERC20BridgeSource.Polydex,
+        | ERC20BridgeSource.Polydex
+        | ERC20BridgeSource.ShibaSwap
+        | ERC20BridgeSource.JetSwap,
 ): string {
     switch (source) {
         case ERC20BridgeSource.UniswapV2:
@@ -432,6 +454,10 @@ export function uniswapV2LikeRouterAddress(
             return WAULTSWAP_ROUTER_BY_CHAIN_ID[chainId];
         case ERC20BridgeSource.Polydex:
             return POLYDEX_ROUTER_BY_CHAIN_ID[chainId];
+        case ERC20BridgeSource.ShibaSwap:
+            return SHIBASWAP_ROUTER_BY_CHAIN_ID[chainId];
+        case ERC20BridgeSource.JetSwap:
+            return JETSWAP_ROUTER_BY_CHAIN_ID[chainId];
         default:
             throw new Error(`Unknown UniswapV2 like source ${source}`);
     }

packages/asset-swapper/src/utils/market_operation_utils/constants.ts

@@ -97,6 +97,7 @@ export const SELL_SOURCE_FILTER_BY_CHAIN_ID = valueByChainId<SourceFilters>(
             ERC20BridgeSource.XSigma,
             ERC20BridgeSource.UniswapV3,
             ERC20BridgeSource.CurveV2,
+            ERC20BridgeSource.ShibaSwap,
         ]),
         [ChainId.Ropsten]: new SourceFilters([
             ERC20BridgeSource.Kyber,
@@ -131,6 +132,7 @@ export const SELL_SOURCE_FILTER_BY_CHAIN_ID = valueByChainId<SourceFilters>(
             ERC20BridgeSource.LiquidityProvider,
             ERC20BridgeSource.WaultSwap,
             ERC20BridgeSource.FirebirdOneSwap,
+            ERC20BridgeSource.JetSwap,
         ]),
         [ChainId.Polygon]: new SourceFilters([
             ERC20BridgeSource.SushiSwap,
@@ -150,6 +152,8 @@ export const SELL_SOURCE_FILTER_BY_CHAIN_ID = valueByChainId<SourceFilters>(
             ERC20BridgeSource.KyberDmm,
             ERC20BridgeSource.LiquidityProvider,
             ERC20BridgeSource.MultiHop,
+            ERC20BridgeSource.JetSwap,
+            ERC20BridgeSource.IronSwap,
         ]),
     },
     new SourceFilters([]),
@@ -192,6 +196,7 @@ export const BUY_SOURCE_FILTER_BY_CHAIN_ID = valueByChainId<SourceFilters>(
             ERC20BridgeSource.XSigma,
             ERC20BridgeSource.UniswapV3,
             ERC20BridgeSource.CurveV2,
+            ERC20BridgeSource.ShibaSwap,
         ]),
         [ChainId.Ropsten]: new SourceFilters([
             ERC20BridgeSource.Kyber,
@@ -226,6 +231,7 @@ export const BUY_SOURCE_FILTER_BY_CHAIN_ID = valueByChainId<SourceFilters>(
             ERC20BridgeSource.LiquidityProvider,
             ERC20BridgeSource.WaultSwap,
             ERC20BridgeSource.FirebirdOneSwap,
+            ERC20BridgeSource.JetSwap,
         ]),
         [ChainId.Polygon]: new SourceFilters([
             ERC20BridgeSource.SushiSwap,
@@ -245,6 +251,8 @@ export const BUY_SOURCE_FILTER_BY_CHAIN_ID = valueByChainId<SourceFilters>(
             ERC20BridgeSource.KyberDmm,
             ERC20BridgeSource.LiquidityProvider,
             ERC20BridgeSource.MultiHop,
+            ERC20BridgeSource.JetSwap,
+            ERC20BridgeSource.IronSwap,
         ]),
     },
     new SourceFilters([]),
@@ -351,6 +359,7 @@ export const MAINNET_TOKENS = {
     crETH: '0xcbc1065255cbc3ab41a6868c22d1f1c573ab89fd',
     ankrETH: '0xe95a203b1a91a908f9b9ce46459d101078c2c3cb',
     vETH: '0x898bad2774eb97cf6b94605677f43b41871410b1',
+    alETH: '0x0100546f2cd4c9d97f798ffc9755e47865ff7ee6',
     HT: '0x6f259637dcD74C767781E37Bc6133cd6A68aa161',
     // Mirror Protocol
     UST: '0xa47c8bf37f92abed4a126bda807a7b7498661acd',
@@ -361,6 +370,7 @@ export const MAINNET_TOKENS = {
     alUSD: '0xbc6da0fe9ad5f3b0d58160288917aa56653660e9',
     FRAX: '0x853d955acef822db058eb8505911ed77f175b99e',
     LUSD: '0x5f98805a4e8be255a32880fdec7f6728c6568ba0',
+    FEI: '0x956f47f50a910163d8bf957cf5846d573e7f87ca',
 };
 
 export const BSC_TOKENS = {
@@ -469,6 +479,12 @@ export const SMOOTHY_POOLS = {
 export const SADDLE_POOLS = {
     stables: '0x3911f80530595fbd01ab1516ab61255d75aeb066',
     bitcoins: '0x4f6a43ad7cba042606decaca730d4ce0a57ac62e',
+    alETH: '0xa6018520eaacc06c30ff2e1b3ee2c7c22e64196a',
+    d4: '0xc69ddcd4dfef25d8a793241834d4cc4b3668ead6',
+};
+
+export const IRONSWAP_POOLS = {
+    is3usd: '0x837503e8a8753ae17fb8c8151b8e6f586defcb57',
 };
 
 export const NERVE_POOLS = {
@@ -930,6 +946,36 @@ export const SADDLE_MAINNET_INFOS: { [name: string]: CurveInfo } = {
         metaTokens: undefined,
         gasSchedule: 150e3,
     },
+    [SADDLE_POOLS.alETH]: {
+        exchangeFunctionSelector: CurveFunctionSelectors.swap,
+        sellQuoteFunctionSelector: CurveFunctionSelectors.calculateSwap,
+        buyQuoteFunctionSelector: CurveFunctionSelectors.None,
+        poolAddress: SADDLE_POOLS.alETH,
+        tokens: [MAINNET_TOKENS.WETH, MAINNET_TOKENS.alETH, MAINNET_TOKENS.sETH],
+        metaTokens: undefined,
+        gasSchedule: 200e3,
+    },
+    [SADDLE_POOLS.d4]: {
+        exchangeFunctionSelector: CurveFunctionSelectors.swap,
+        sellQuoteFunctionSelector: CurveFunctionSelectors.calculateSwap,
+        buyQuoteFunctionSelector: CurveFunctionSelectors.None,
+        poolAddress: SADDLE_POOLS.d4,
+        tokens: [MAINNET_TOKENS.alUSD, MAINNET_TOKENS.FEI, MAINNET_TOKENS.FRAX, MAINNET_TOKENS.LUSD],
+        metaTokens: undefined,
+        gasSchedule: 150e3,
+    },
+};
+
+export const IRONSWAP_POLYGON_INFOS: { [name: string]: CurveInfo } = {
+    [IRONSWAP_POOLS.is3usd]: {
+        exchangeFunctionSelector: CurveFunctionSelectors.swap,
+        sellQuoteFunctionSelector: CurveFunctionSelectors.calculateSwap,
+        buyQuoteFunctionSelector: CurveFunctionSelectors.None,
+        poolAddress: IRONSWAP_POOLS.is3usd,
+        tokens: [POLYGON_TOKENS.USDC, POLYGON_TOKENS.USDT, POLYGON_TOKENS.DAI],
+        metaTokens: undefined,
+        gasSchedule: 150e3,
+    },
 };
 
 export const SMOOTHY_MAINNET_INFOS: { [name: string]: CurveInfo } = {
@@ -1094,6 +1140,13 @@ export const LINKSWAP_ROUTER_BY_CHAIN_ID = valueByChainId<string>(
     NULL_ADDRESS,
 );
 
+export const SHIBASWAP_ROUTER_BY_CHAIN_ID = valueByChainId<string>(
+    {
+        [ChainId.Mainnet]: '0x03f7724180aa6b939894b5ca4314783b0b36b329',
+    },
+    NULL_ADDRESS,
+);
+
 export const MSTABLE_POOLS_BY_CHAIN_ID = valueByChainId(
     {
         [ChainId.Mainnet]: {
@@ -1423,6 +1476,14 @@ export const POLYDEX_ROUTER_BY_CHAIN_ID = valueByChainId<string>(
     NULL_ADDRESS,
 );
 
+export const JETSWAP_ROUTER_BY_CHAIN_ID = valueByChainId<string>(
+    {
+        [ChainId.BSC]: '0xbe65b8f75b9f20f4c522e0067a3887fada714800',
+        [ChainId.Polygon]: '0x5c6ec38fb0e2609672bdf628b1fd605a523e5923',
+    },
+    NULL_ADDRESS,
+);
+
 const uniswapV2CloneGasSchedule = (fillData?: FillData) => {
     // TODO: Different base cost if to/from ETH.
     let gas = 90e3;
@@ -1465,6 +1526,7 @@ export const DEFAULT_GAS_SCHEDULE: Required<FeeSchedule> = {
     [ERC20BridgeSource.Ellipsis]: fillData => (fillData as CurveFillData).pool.gasSchedule,
     [ERC20BridgeSource.Smoothy]: fillData => (fillData as CurveFillData).pool.gasSchedule,
     [ERC20BridgeSource.Saddle]: fillData => (fillData as CurveFillData).pool.gasSchedule,
+    [ERC20BridgeSource.IronSwap]: fillData => (fillData as CurveFillData).pool.gasSchedule,
     [ERC20BridgeSource.XSigma]: fillData => (fillData as CurveFillData).pool.gasSchedule,
     [ERC20BridgeSource.FirebirdOneSwap]: fillData => (fillData as CurveFillData).pool.gasSchedule,
     [ERC20BridgeSource.MultiBridge]: () => 350e3,
@@ -1472,6 +1534,7 @@ export const DEFAULT_GAS_SCHEDULE: Required<FeeSchedule> = {
     [ERC20BridgeSource.SushiSwap]: uniswapV2CloneGasSchedule,
     [ERC20BridgeSource.CryptoCom]: uniswapV2CloneGasSchedule,
     [ERC20BridgeSource.Linkswap]: uniswapV2CloneGasSchedule,
+    [ERC20BridgeSource.ShibaSwap]: uniswapV2CloneGasSchedule,
     [ERC20BridgeSource.Balancer]: () => 120e3,
     [ERC20BridgeSource.BalancerV2]: () => 100e3,
     [ERC20BridgeSource.Cream]: () => 120e3,
@@ -1546,6 +1609,7 @@ export const DEFAULT_GAS_SCHEDULE: Required<FeeSchedule> = {
     [ERC20BridgeSource.ComethSwap]: uniswapV2CloneGasSchedule,
     [ERC20BridgeSource.Dfyn]: uniswapV2CloneGasSchedule,
     [ERC20BridgeSource.Polydex]: uniswapV2CloneGasSchedule,
+    [ERC20BridgeSource.JetSwap]: uniswapV2CloneGasSchedule,
 };
 
 export const DEFAULT_FEE_SCHEDULE: Required<FeeSchedule> = { ...DEFAULT_GAS_SCHEDULE };

packages/asset-swapper/src/utils/market_operation_utils/orders.ts

@@ -172,6 +172,12 @@ export function getErc20BridgeSourceToBridgeSource(source: ERC20BridgeSource): s
             return encodeBridgeSourceId(BridgeProtocol.Nerve, 'FirebirdOneSwap');
         case ERC20BridgeSource.Lido:
             return encodeBridgeSourceId(BridgeProtocol.Lido, 'Lido');
+        case ERC20BridgeSource.ShibaSwap:
+            return encodeBridgeSourceId(BridgeProtocol.UniswapV2, 'ShibaSwap');
+        case ERC20BridgeSource.JetSwap:
+            return encodeBridgeSourceId(BridgeProtocol.UniswapV2, 'JetSwap');
+        case ERC20BridgeSource.IronSwap:
+            return encodeBridgeSourceId(BridgeProtocol.Nerve, 'IronSwap');
         default:
             throw new Error(AggregationError.NoBridgeForSource);
     }
@@ -204,6 +210,7 @@ export function createBridgeDataForBridgeOrder(order: OptimizedMarketBridgeOrder
         case ERC20BridgeSource.Saddle:
         case ERC20BridgeSource.XSigma:
         case ERC20BridgeSource.FirebirdOneSwap:
+        case ERC20BridgeSource.IronSwap:
             const curveFillData = (order as OptimizedMarketBridgeOrder<CurveFillData>).fillData;
             bridgeData = encoder.encode([
                 curveFillData.pool.poolAddress,
@@ -242,6 +249,8 @@ export function createBridgeDataForBridgeOrder(order: OptimizedMarketBridgeOrder
         case ERC20BridgeSource.Dfyn:
         case ERC20BridgeSource.WaultSwap:
         case ERC20BridgeSource.Polydex:
+        case ERC20BridgeSource.ShibaSwap:
+        case ERC20BridgeSource.JetSwap:
             const uniswapV2FillData = (order as OptimizedMarketBridgeOrder<UniswapV2FillData>).fillData;
             bridgeData = encoder.encode([uniswapV2FillData.router, uniswapV2FillData.tokenAddressPath]);
             break;
@@ -421,12 +430,14 @@ export const BRIDGE_ENCODERS: {
     [ERC20BridgeSource.Saddle]: curveEncoder,
     [ERC20BridgeSource.XSigma]: curveEncoder,
     [ERC20BridgeSource.FirebirdOneSwap]: curveEncoder,
+    [ERC20BridgeSource.IronSwap]: curveEncoder,
     // UniswapV2 like, (router, address[])
     [ERC20BridgeSource.Bancor]: routerAddressPathEncoder,
     [ERC20BridgeSource.UniswapV2]: routerAddressPathEncoder,
     [ERC20BridgeSource.SushiSwap]: routerAddressPathEncoder,
     [ERC20BridgeSource.CryptoCom]: routerAddressPathEncoder,
     [ERC20BridgeSource.Linkswap]: routerAddressPathEncoder,
+    [ERC20BridgeSource.ShibaSwap]: routerAddressPathEncoder,
     // BSC
     [ERC20BridgeSource.PancakeSwap]: routerAddressPathEncoder,
     [ERC20BridgeSource.PancakeSwapV2]: routerAddressPathEncoder,
@@ -441,6 +452,7 @@ export const BRIDGE_ENCODERS: {
     [ERC20BridgeSource.ComethSwap]: routerAddressPathEncoder,
     [ERC20BridgeSource.Dfyn]: routerAddressPathEncoder,
     [ERC20BridgeSource.Polydex]: routerAddressPathEncoder,
+    [ERC20BridgeSource.JetSwap]: routerAddressPathEncoder,
     // Generic pools
     [ERC20BridgeSource.Shell]: poolEncoder,
     [ERC20BridgeSource.Component]: poolEncoder,

packages/asset-swapper/src/utils/market_operation_utils/sampler_operations.ts

@@ -1229,6 +1229,8 @@ export class SamplerOperations {
                     case ERC20BridgeSource.Dfyn:
                     case ERC20BridgeSource.WaultSwap:
                     case ERC20BridgeSource.Polydex:
+                    case ERC20BridgeSource.ShibaSwap:
+                    case ERC20BridgeSource.JetSwap:
                         const uniLikeRouter = uniswapV2LikeRouterAddress(this.chainId, source);
                         if (!isValidAddress(uniLikeRouter)) {
                             return [];
@@ -1263,6 +1265,7 @@ export class SamplerOperations {
                     case ERC20BridgeSource.Saddle:
                     case ERC20BridgeSource.XSigma:
                     case ERC20BridgeSource.FirebirdOneSwap:
+                    case ERC20BridgeSource.IronSwap:
                         return getCurveLikeInfosForPair(this.chainId, takerToken, makerToken, source).map(pool =>
                             this.getCurveSellQuotes(
                                 pool,
@@ -1499,6 +1502,8 @@ export class SamplerOperations {
                     case ERC20BridgeSource.Dfyn:
                     case ERC20BridgeSource.WaultSwap:
                     case ERC20BridgeSource.Polydex:
+                    case ERC20BridgeSource.ShibaSwap:
+                    case ERC20BridgeSource.JetSwap:
                         const uniLikeRouter = uniswapV2LikeRouterAddress(this.chainId, source);
                         if (!isValidAddress(uniLikeRouter)) {
                             return [];
@@ -1533,6 +1538,7 @@ export class SamplerOperations {
                     case ERC20BridgeSource.Saddle:
                     case ERC20BridgeSource.XSigma:
                     case ERC20BridgeSource.FirebirdOneSwap:
+                    case ERC20BridgeSource.IronSwap:
                         return getCurveLikeInfosForPair(this.chainId, takerToken, makerToken, source).map(pool =>
                             this.getCurveBuyQuotes(
                                 pool,

packages/asset-swapper/src/utils/market_operation_utils/types.ts

@@ -68,6 +68,7 @@ export enum ERC20BridgeSource {
     UniswapV3 = 'Uniswap_V3',
     CurveV2 = 'Curve_V2',
     Lido = 'Lido',
+    ShibaSwap = 'ShibaSwap',
     // BSC only
     PancakeSwap = 'PancakeSwap',
     PancakeSwapV2 = 'PancakeSwap_V2',
@@ -86,6 +87,8 @@ export enum ERC20BridgeSource {
     WaultSwap = 'WaultSwap',
     Polydex = 'Polydex',
     FirebirdOneSwap = 'FirebirdOneSwap',
+    JetSwap = 'JetSwap',
+    IronSwap = 'IronSwap',
 }
 export type SourcesWithPoolsCache = ERC20BridgeSource.Balancer | ERC20BridgeSource.BalancerV2 | ERC20BridgeSource.Cream;
 

packages/asset-swapper/src/utils/quote_requestor.ts

@@ -29,6 +29,7 @@ import { RfqMakerBlacklist } from './rfq_maker_blacklist';
 
 const MAKER_TIMEOUT_STREAK_LENGTH = 10;
 const MAKER_TIMEOUT_BLACKLIST_DURATION_MINUTES = 10;
+const FILL_RATIO_WARNING_LEVEL = 0.99;
 const rfqMakerBlacklist = new RfqMakerBlacklist(MAKER_TIMEOUT_STREAK_LENGTH, MAKER_TIMEOUT_BLACKLIST_DURATION_MINUTES);
 
 interface RfqQuote<T> {
@@ -563,6 +564,22 @@ export class QuoteRequestor {
                 this._warningLogger(order, 'Expiry too soon in RFQ-T firm quote, filtering out');
                 return false;
             } else {
+                const takerAmount = new BigNumber(order.takerAmount);
+                const fillRatio = takerAmount.div(assetFillAmount);
+                if (fillRatio.lt(1) && fillRatio.gte(FILL_RATIO_WARNING_LEVEL)) {
+                    this._warningLogger(
+                        {
+                            makerUri: result.makerUri,
+                            fillRatio,
+                            assetFillAmount,
+                            takerToken,
+                            makerToken,
+                            takerAmount: order.takerAmount,
+                            makerAmount: order.makerAmount,
+                        },
+                        'Fill ratio in warning range',
+                    );
+                }
                 return true;
             }
         });