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13 Commits

Author SHA1 Message Date
Github Actions
b358559421 Publish
- @0x/contracts-integrations@2.7.60
 - @0x/asset-swapper@16.23.0
2021-07-16 22:11:44 +00:00
Github Actions
df5aad8e8e Updated CHANGELOGS & MD docs 2021-07-16 22:11:39 +00:00
Andreas Andreakis
8dbf79db59 fix: lint (#289) 2021-07-16 12:24:56 -07:00
Andreas Andreakis
1839608e84 feat: ACryptoS StableSwap (#284) 2021-07-15 15:19:40 -07:00
Github Actions
6e3e795b8b Publish
- @0x/contracts-integrations@2.7.59
 - @0x/asset-swapper@16.22.0
2021-07-13 22:19:54 +00:00
Github Actions
d9c410a7e3 Updated CHANGELOGS & MD docs 2021-07-13 22:19:49 +00:00
Romain Butteaud
609727afe8 feat: Saddle alETH, D4 pools (#283) 2021-07-13 14:22:16 -07:00
Romain Butteaud
8a5c74c0b4 feat: IronSwap (#281)
* feat: IronSwap

* feat: IronSwap, changelog

* feat: IronSwap, prettier
2021-07-13 14:07:45 -07:00
Github Actions
cd93f3b07e Publish
- @0x/contracts-integrations@2.7.58
 - @0x/asset-swapper@16.21.0
2021-07-10 08:00:34 +00:00
Github Actions
8397b12de6 Updated CHANGELOGS & MD docs 2021-07-10 08:00:29 +00:00
Romain Butteaud
3f85acec3a feat: JetSwap (#280)
* feat: JetSwap

* feat: JetSwap, changelog
2021-07-10 00:18:29 -07:00
phil-ociraptor
d6a9e3d600 fix: uncaught type error while logging (#277) 2021-07-07 14:28:42 -05:00
phil-ociraptor
361569ac2f chore: emit a log when a quote is returned that is between 99-100% of quote (#275) 2021-07-06 17:19:41 -05:00
10 changed files with 231 additions and 5 deletions

View File

@@ -1,6 +1,6 @@
{
"name": "@0x/contracts-integrations",
"version": "2.7.57",
"version": "2.7.60",
"private": true,
"engines": {
"node": ">=6.12"
@@ -93,7 +93,7 @@
"typescript": "4.2.2"
},
"dependencies": {
"@0x/asset-swapper": "^16.20.0",
"@0x/asset-swapper": "^16.23.0",
"@0x/base-contract": "^6.4.0",
"@0x/contracts-asset-proxy": "^3.7.16",
"@0x/contracts-erc1155": "^2.1.34",

View File

@@ -1,4 +1,34 @@
[
{
"version": "16.23.0",
"changes": [
{
"note": "ACryptoS",
"pr": 284
}
],
"timestamp": 1626473497
},
{
"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": [

View File

@@ -5,6 +5,18 @@ Edit the package's CHANGELOG.json file only.
CHANGELOG
## v16.23.0 - _July 16, 2021_
* ACryptoS (#284)
## v16.22.0 - _July 13, 2021_
* IronSwap (#281)
## v16.21.0 - _July 10, 2021_
* JetSwap (#280)
## v16.20.0 - _July 6, 2021_
* ShibaSwap (#276)

View File

@@ -1,6 +1,6 @@
{
"name": "@0x/asset-swapper",
"version": "16.20.0",
"version": "16.23.0",
"engines": {
"node": ">=6.12"
},

View File

@@ -2,6 +2,7 @@ import { ChainId } from '@0x/contract-addresses';
import { BigNumber, NULL_BYTES } from '@0x/utils';
import {
ACRYPTOS_BSC_INFOS,
APESWAP_ROUTER_BY_CHAIN_ID,
BAKERYSWAP_ROUTER_BY_CHAIN_ID,
BELT_BSC_INFOS,
@@ -18,6 +19,8 @@ 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,
@@ -285,6 +288,19 @@ 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 [];
@@ -298,6 +314,19 @@ export function getXSigmaInfosForPair(chainId: ChainId, takerToken: string, make
);
}
export function getAcryptosInfosForPair(chainId: ChainId, takerToken: string, makerToken: string): CurveInfo[] {
if (chainId !== ChainId.BSC) {
return [];
}
return Object.values(ACRYPTOS_BSC_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 getShellLikeInfosForPair(
chainId: ChainId,
takerToken: string,
@@ -335,8 +364,10 @@ export function getCurveLikeInfosForPair(
| ERC20BridgeSource.Ellipsis
| ERC20BridgeSource.Smoothy
| ERC20BridgeSource.Saddle
| ERC20BridgeSource.IronSwap
| ERC20BridgeSource.XSigma
| ERC20BridgeSource.FirebirdOneSwap,
| ERC20BridgeSource.FirebirdOneSwap
| ERC20BridgeSource.ACryptos,
): CurveDetailedInfo[] {
let pools: CurveInfo[] = [];
switch (source) {
@@ -373,6 +404,12 @@ export function getCurveLikeInfosForPair(
case ERC20BridgeSource.FirebirdOneSwap:
pools = getFirebirdOneSwapInfosForPair(chainId, takerToken, makerToken);
break;
case ERC20BridgeSource.IronSwap:
pools = getIronSwapInfosForPair(chainId, takerToken, makerToken);
break;
case ERC20BridgeSource.ACryptos:
pools = getAcryptosInfosForPair(chainId, takerToken, makerToken);
break;
default:
throw new Error(`Unknown Curve like source ${source}`);
}
@@ -401,7 +438,8 @@ export function uniswapV2LikeRouterAddress(
| ERC20BridgeSource.Dfyn
| ERC20BridgeSource.WaultSwap
| ERC20BridgeSource.Polydex
| ERC20BridgeSource.ShibaSwap,
| ERC20BridgeSource.ShibaSwap
| ERC20BridgeSource.JetSwap,
): string {
switch (source) {
case ERC20BridgeSource.UniswapV2:
@@ -436,6 +474,8 @@ export function uniswapV2LikeRouterAddress(
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}`);
}

View File

@@ -132,6 +132,8 @@ export const SELL_SOURCE_FILTER_BY_CHAIN_ID = valueByChainId<SourceFilters>(
ERC20BridgeSource.LiquidityProvider,
ERC20BridgeSource.WaultSwap,
ERC20BridgeSource.FirebirdOneSwap,
ERC20BridgeSource.JetSwap,
ERC20BridgeSource.ACryptos,
]),
[ChainId.Polygon]: new SourceFilters([
ERC20BridgeSource.SushiSwap,
@@ -151,6 +153,8 @@ export const SELL_SOURCE_FILTER_BY_CHAIN_ID = valueByChainId<SourceFilters>(
ERC20BridgeSource.KyberDmm,
ERC20BridgeSource.LiquidityProvider,
ERC20BridgeSource.MultiHop,
ERC20BridgeSource.JetSwap,
ERC20BridgeSource.IronSwap,
]),
},
new SourceFilters([]),
@@ -228,6 +232,8 @@ export const BUY_SOURCE_FILTER_BY_CHAIN_ID = valueByChainId<SourceFilters>(
ERC20BridgeSource.LiquidityProvider,
ERC20BridgeSource.WaultSwap,
ERC20BridgeSource.FirebirdOneSwap,
ERC20BridgeSource.JetSwap,
ERC20BridgeSource.ACryptos,
]),
[ChainId.Polygon]: new SourceFilters([
ERC20BridgeSource.SushiSwap,
@@ -247,6 +253,8 @@ export const BUY_SOURCE_FILTER_BY_CHAIN_ID = valueByChainId<SourceFilters>(
ERC20BridgeSource.KyberDmm,
ERC20BridgeSource.LiquidityProvider,
ERC20BridgeSource.MultiHop,
ERC20BridgeSource.JetSwap,
ERC20BridgeSource.IronSwap,
]),
},
new SourceFilters([]),
@@ -353,6 +361,7 @@ export const MAINNET_TOKENS = {
crETH: '0xcbc1065255cbc3ab41a6868c22d1f1c573ab89fd',
ankrETH: '0xe95a203b1a91a908f9b9ce46459d101078c2c3cb',
vETH: '0x898bad2774eb97cf6b94605677f43b41871410b1',
alETH: '0x0100546f2cd4c9d97f798ffc9755e47865ff7ee6',
HT: '0x6f259637dcD74C767781E37Bc6133cd6A68aa161',
// Mirror Protocol
UST: '0xa47c8bf37f92abed4a126bda807a7b7498661acd',
@@ -363,6 +372,7 @@ export const MAINNET_TOKENS = {
alUSD: '0xbc6da0fe9ad5f3b0d58160288917aa56653660e9',
FRAX: '0x853d955acef822db058eb8505911ed77f175b99e',
LUSD: '0x5f98805a4e8be255a32880fdec7f6728c6568ba0',
FEI: '0x956f47f50a910163d8bf957cf5846d573e7f87ca',
};
export const BSC_TOKENS = {
@@ -373,8 +383,12 @@ export const BSC_TOKENS = {
DAI: '0x1af3f329e8be154074d8769d1ffa4ee058b1dbc3',
PAX: '0xb7f8cd00c5a06c0537e2abff0b58033d02e5e094',
UST: '0x23396cf899ca06c4472205fc903bdb4de249d6fc',
VAI: '0x4bd17003473389a42daf6a0a729f6fdb328bbbd7',
WEX: '0xa9c41a46a6b3531d28d5c32f6633dd2ff05dfb90',
WETH: '0x2170ed0880ac9a755fd29b2688956bd959f933f8',
BTCB: '0x7130d2a12b9bcbfae4f2634d864a1ee1ce3ead9c',
renBTC: '0xfce146bf3146100cfe5db4129cf6c82b0ef4ad8c',
pBTC: '0xed28a457a5a76596ac48d87c0f577020f6ea1c4c',
};
export const POLYGON_TOKENS = {
@@ -471,6 +485,12 @@ 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 = {
@@ -497,6 +517,13 @@ export const FIREBIRDONESWAP_POLYGON_POOLS = {
oneswap: '0x01c9475dbd36e46d1961572c8de24b74616bae9e',
};
export const ACRYPTOS_POOLS = {
acs4usd: '0xb3f0c9ea1f05e312093fdb031e789a756659b0ac',
acs4vai: '0x191409d5a4effe25b0f4240557ba2192d18a191e',
acs4ust: '0x99c92765efc472a9709ced86310d64c4573c4b77',
acs3btc: '0xbe7caa236544d1b9a0e7f91e94b9f5bfd3b5ca81',
};
export const DEFAULT_INTERMEDIATE_TOKENS_BY_CHAIN_ID = valueByChainId<string[]>(
{
[ChainId.Mainnet]: [
@@ -932,6 +959,36 @@ 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 } = {
@@ -1003,6 +1060,44 @@ export const FIREBIRDONESWAP_POLYGON_INFOS: { [name: string]: CurveInfo } = {
},
};
const ACRYPTOS_ACS4USD_POOL_BSC_TOKENS = [BSC_TOKENS.BUSD, BSC_TOKENS.USDT, BSC_TOKENS.DAI, BSC_TOKENS.USDC];
const createAcryptosMetaUsdPool = (info: { tokens: string[]; pool: string; gasSchedule: number }) => ({
exchangeFunctionSelector: CurveFunctionSelectors.exchange_underlying,
sellQuoteFunctionSelector: CurveFunctionSelectors.get_dy_underlying,
buyQuoteFunctionSelector: CurveFunctionSelectors.None,
tokens: [...info.tokens, ...ACRYPTOS_ACS4USD_POOL_BSC_TOKENS],
metaTokens: info.tokens,
poolAddress: info.pool,
gasSchedule: info.gasSchedule,
});
export const ACRYPTOS_BSC_INFOS: { [name: string]: CurveInfo } = {
[ACRYPTOS_POOLS.acs4usd]: createCurveExchangePool({
tokens: ACRYPTOS_ACS4USD_POOL_BSC_TOKENS,
pool: ACRYPTOS_POOLS.acs4usd,
gasSchedule: 145e3,
}),
[ACRYPTOS_POOLS.acs4vai]: createAcryptosMetaUsdPool({
tokens: [BSC_TOKENS.VAI],
pool: ACRYPTOS_POOLS.acs4vai,
gasSchedule: 300e3,
}),
[ACRYPTOS_POOLS.acs4ust]: createAcryptosMetaUsdPool({
tokens: [BSC_TOKENS.UST],
pool: ACRYPTOS_POOLS.acs4ust,
gasSchedule: 300e3,
}),
[ACRYPTOS_POOLS.acs3btc]: createCurveExchangePool({
tokens: [BSC_TOKENS.BTCB, BSC_TOKENS.renBTC, BSC_TOKENS.pBTC],
pool: ACRYPTOS_POOLS.acs3btc,
gasSchedule: 145e3,
}),
};
/**
* Kyber reserve prefixes
* 0xff Fed price reserve
@@ -1432,6 +1527,14 @@ 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;
@@ -1474,6 +1577,7 @@ 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,
@@ -1548,6 +1652,7 @@ export const DEFAULT_GAS_SCHEDULE: Required<FeeSchedule> = {
[ERC20BridgeSource.CheeseSwap]: uniswapV2CloneGasSchedule,
[ERC20BridgeSource.JulSwap]: uniswapV2CloneGasSchedule,
[ERC20BridgeSource.WaultSwap]: uniswapV2CloneGasSchedule,
[ERC20BridgeSource.ACryptos]: fillData => (fillData as CurveFillData).pool.gasSchedule,
//
// Polygon
@@ -1556,6 +1661,7 @@ 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 };

View File

@@ -174,6 +174,12 @@ export function getErc20BridgeSourceToBridgeSource(source: ERC20BridgeSource): s
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');
case ERC20BridgeSource.ACryptos:
return encodeBridgeSourceId(BridgeProtocol.Curve, 'ACryptoS');
default:
throw new Error(AggregationError.NoBridgeForSource);
}
@@ -206,6 +212,8 @@ export function createBridgeDataForBridgeOrder(order: OptimizedMarketBridgeOrder
case ERC20BridgeSource.Saddle:
case ERC20BridgeSource.XSigma:
case ERC20BridgeSource.FirebirdOneSwap:
case ERC20BridgeSource.IronSwap:
case ERC20BridgeSource.ACryptos:
const curveFillData = (order as OptimizedMarketBridgeOrder<CurveFillData>).fillData;
bridgeData = encoder.encode([
curveFillData.pool.poolAddress,
@@ -245,6 +253,7 @@ export function createBridgeDataForBridgeOrder(order: OptimizedMarketBridgeOrder
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;
@@ -424,6 +433,8 @@ export const BRIDGE_ENCODERS: {
[ERC20BridgeSource.Saddle]: curveEncoder,
[ERC20BridgeSource.XSigma]: curveEncoder,
[ERC20BridgeSource.FirebirdOneSwap]: curveEncoder,
[ERC20BridgeSource.IronSwap]: curveEncoder,
[ERC20BridgeSource.ACryptos]: curveEncoder,
// UniswapV2 like, (router, address[])
[ERC20BridgeSource.Bancor]: routerAddressPathEncoder,
[ERC20BridgeSource.UniswapV2]: routerAddressPathEncoder,
@@ -445,6 +456,7 @@ export const BRIDGE_ENCODERS: {
[ERC20BridgeSource.ComethSwap]: routerAddressPathEncoder,
[ERC20BridgeSource.Dfyn]: routerAddressPathEncoder,
[ERC20BridgeSource.Polydex]: routerAddressPathEncoder,
[ERC20BridgeSource.JetSwap]: routerAddressPathEncoder,
// Generic pools
[ERC20BridgeSource.Shell]: poolEncoder,
[ERC20BridgeSource.Component]: poolEncoder,

View File

@@ -1230,6 +1230,7 @@ export class SamplerOperations {
case ERC20BridgeSource.WaultSwap:
case ERC20BridgeSource.Polydex:
case ERC20BridgeSource.ShibaSwap:
case ERC20BridgeSource.JetSwap:
const uniLikeRouter = uniswapV2LikeRouterAddress(this.chainId, source);
if (!isValidAddress(uniLikeRouter)) {
return [];
@@ -1264,6 +1265,8 @@ export class SamplerOperations {
case ERC20BridgeSource.Saddle:
case ERC20BridgeSource.XSigma:
case ERC20BridgeSource.FirebirdOneSwap:
case ERC20BridgeSource.IronSwap:
case ERC20BridgeSource.ACryptos:
return getCurveLikeInfosForPair(this.chainId, takerToken, makerToken, source).map(pool =>
this.getCurveSellQuotes(
pool,
@@ -1501,6 +1504,7 @@ export class SamplerOperations {
case ERC20BridgeSource.WaultSwap:
case ERC20BridgeSource.Polydex:
case ERC20BridgeSource.ShibaSwap:
case ERC20BridgeSource.JetSwap:
const uniLikeRouter = uniswapV2LikeRouterAddress(this.chainId, source);
if (!isValidAddress(uniLikeRouter)) {
return [];
@@ -1535,6 +1539,8 @@ export class SamplerOperations {
case ERC20BridgeSource.Saddle:
case ERC20BridgeSource.XSigma:
case ERC20BridgeSource.FirebirdOneSwap:
case ERC20BridgeSource.IronSwap:
case ERC20BridgeSource.ACryptos:
return getCurveLikeInfosForPair(this.chainId, takerToken, makerToken, source).map(pool =>
this.getCurveBuyQuotes(
pool,

View File

@@ -80,6 +80,7 @@ export enum ERC20BridgeSource {
CafeSwap = 'CafeSwap',
CheeseSwap = 'CheeseSwap',
JulSwap = 'JulSwap',
ACryptos = 'ACryptoS',
// Polygon only
QuickSwap = 'QuickSwap',
ComethSwap = 'ComethSwap',
@@ -87,6 +88,8 @@ export enum ERC20BridgeSource {
WaultSwap = 'WaultSwap',
Polydex = 'Polydex',
FirebirdOneSwap = 'FirebirdOneSwap',
JetSwap = 'JetSwap',
IronSwap = 'IronSwap',
}
export type SourcesWithPoolsCache = ERC20BridgeSource.Balancer | ERC20BridgeSource.BalancerV2 | ERC20BridgeSource.Cream;

View File

@@ -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;
}
});