CHANGELOG

fix: Prevent BalancerV2/BeethovenX pool explosion
Publish
2022-02-11 15:26:09 +10:00 · 2022-02-11 15:23:53 +10:00 · 2022-02-10 15:34:41 +00:00 · 2022-02-10 15:34:38 +00:00 · 2022-02-10 16:15:54 +01:00 · 2022-02-10 12:12:08 +00:00
12 changed files with 111 additions and 248 deletions
--- a/packages/asset-swapper/CHANGELOG.json
+++ b/packages/asset-swapper/CHANGELOG.json
@@ -1,4 +1,45 @@
 [
+    {
+        "version": "16.49.5",
+        "changes": [
+            {
+                "note": "Fix BalancerV2/BeethovenX loading too many pools on startup",
+                "pr": 420
+            }
+        ]
+    },
+    {
+        "version": "16.49.4",
+        "changes": [
+            {
+                "note": "Reverts 'Improve Uniswap V3 gas schedule' due to issue with buys",
+                "pr": 419
+            }
+        ],
+        "timestamp": 1644507275
+    },
+    {
+        "version": "16.49.3",
+        "changes": [
+            {
+                "note": "Fix `slippage` inconsistency when recalculated in exchange proxy quote consumer",
+                "pr": 412
+            },
+            {
+                "note": "Fix incorrect output scaling when input is less than desired amount, update fast-abi",
+                "pr": 401
+            },
+            {
+                "note": "Improve Uniswap V3 gas schedule",
+                "pr": 397
+            },
+            {
+                "note": "Fix add Native as VIP and use Path to compare all sources vs vip only",
+                "pr": 413
+            }
+        ],
+        "timestamp": 1644495123
+    },
    {
        "version": "16.49.2",
        "changes": [
--- a/packages/asset-swapper/CHANGELOG.md
+++ b/packages/asset-swapper/CHANGELOG.md
@@ -5,6 +5,17 @@ Edit the package's CHANGELOG.json file only.

 CHANGELOG

+## v16.49.4 - _February 10, 2022_
+
+    * Reverts 'Improve Uniswap V3 gas schedule' due to issue with buys (#419)
+
+## v16.49.3 - _February 10, 2022_
+
+    * Fix `slippage` inconsistency when recalculated in exchange proxy quote consumer (#412)
+    * Fix incorrect output scaling when input is less than desired amount, update fast-abi (#401)
+    * Improve Uniswap V3 gas schedule (#397)
+    * Fix add Native as VIP and use Path to compare all sources vs vip only (#413)
+
 ## v16.49.2 - _January 31, 2022_

    * Fix ABI encoding error with two hop buys due to applying slippage to uint(-1) values (#410)
--- a/packages/asset-swapper/package.json
+++ b/packages/asset-swapper/package.json
@@ -1,6 +1,6 @@
 {
    "name": "@0x/asset-swapper",
-    "version": "16.49.2",
+    "version": "16.49.4",
    "engines": {
        "node": ">=6.12"
    },
@@ -86,7 +86,7 @@
        "decimal.js": "^10.2.0",
        "ethereum-types": "^3.6.0",
        "ethereumjs-util": "^7.0.10",
-        "fast-abi": "^0.0.2",
+        "fast-abi": "^0.0.4",
        "graphql": "^15.4.0",
        "graphql-request": "^3.4.0",
        "heartbeats": "^5.0.1",
--- a/packages/asset-swapper/src/quote_consumers/exchange_proxy_swap_quote_consumer.ts
+++ b/packages/asset-swapper/src/quote_consumers/exchange_proxy_swap_quote_consumer.ts
@@ -691,7 +691,7 @@ export class ExchangeProxySwapQuoteConsumer implements SwapQuoteConsumerBase {

 function slipNonNativeOrders(quote: MarketSellSwapQuote | MarketBuySwapQuote): OptimizedMarketOrder[] {
    const slippage = getMaxQuoteSlippageRate(quote);
-    if (!slippage) {
+    if (slippage === 0) {
        return quote.orders;
    }
    return quote.orders.map(o => {
@@ -716,18 +716,5 @@ function slipNonNativeOrders(quote: MarketSellSwapQuote | MarketBuySwapQuote): O
 }

 function getMaxQuoteSlippageRate(quote: MarketBuySwapQuote | MarketSellSwapQuote): number {
-    if (quote.type === MarketOperation.Buy) {
-        // (worstCaseTaker - bestCaseTaker) / bestCaseTaker
-        // where worstCaseTaker >= bestCaseTaker
-        return quote.worstCaseQuoteInfo.takerAmount
-            .minus(quote.bestCaseQuoteInfo.takerAmount)
-            .div(quote.bestCaseQuoteInfo.takerAmount)
-            .toNumber();
-    }
-    // (bestCaseMaker - worstCaseMaker) / bestCaseMaker
-    // where bestCaseMaker >= worstCaseMaker
-    return quote.bestCaseQuoteInfo.makerAmount
-        .minus(quote.worstCaseQuoteInfo.makerAmount)
-        .div(quote.bestCaseQuoteInfo.makerAmount)
-        .toNumber();
+    return quote.worstCaseQuoteInfo.slippage;
 }
--- a/packages/asset-swapper/src/swap_quoter.ts
+++ b/packages/asset-swapper/src/swap_quoter.ts
@@ -578,8 +578,8 @@ function calculateQuoteInfo(
    });

    return {
-        bestCaseQuoteInfo: fillResultsToQuoteInfo(bestCaseFillResult),
-        worstCaseQuoteInfo: fillResultsToQuoteInfo(worstCaseFillResult),
+        bestCaseQuoteInfo: fillResultsToQuoteInfo(bestCaseFillResult, 0),
+        worstCaseQuoteInfo: fillResultsToQuoteInfo(worstCaseFillResult, slippage),
        sourceBreakdown: getSwapQuoteOrdersBreakdown(bestCaseFillResult.fillAmountBySource),
    };
 }
@@ -600,6 +600,7 @@ function calculateTwoHopQuoteInfo(
        }),
    ).toNumber();
    const isSell = operation === MarketOperation.Sell;
+
    return {
        bestCaseQuoteInfo: {
            makerAmount: isSell ? secondHopFill.output : secondHopFill.input,
@@ -608,6 +609,7 @@ function calculateTwoHopQuoteInfo(
            feeTakerTokenAmount: constants.ZERO_AMOUNT,
            protocolFeeInWeiAmount: constants.ZERO_AMOUNT,
            gas,
+            slippage: 0,
        },
        // TODO jacob consolidate this with quote simulation worstCase
        worstCaseQuoteInfo: {
@@ -616,13 +618,14 @@ function calculateTwoHopQuoteInfo(
                : secondHopOrder.makerAmount,
            takerAmount: isSell
                ? firstHopOrder.takerAmount
-                : firstHopOrder.takerAmount.times(1 + slippage).integerValue(),
+                : firstHopOrder.takerAmount.times(1 + slippage).integerValue(BigNumber.ROUND_UP),
            totalTakerAmount: isSell
                ? firstHopOrder.takerAmount
-                : firstHopOrder.takerAmount.times(1 + slippage).integerValue(),
+                : firstHopOrder.takerAmount.times(1 + slippage).integerValue(BigNumber.ROUND_UP),
            feeTakerTokenAmount: constants.ZERO_AMOUNT,
            protocolFeeInWeiAmount: constants.ZERO_AMOUNT,
            gas,
+            slippage,
        },
        sourceBreakdown: {
            [ERC20BridgeSource.MultiHop]: {
@@ -648,7 +651,7 @@ function getSwapQuoteOrdersBreakdown(fillAmountBySource: { [source: string]: Big
    return breakdown;
 }

-function fillResultsToQuoteInfo(fr: QuoteFillResult): SwapQuoteInfo {
+function fillResultsToQuoteInfo(fr: QuoteFillResult, slippage: number): SwapQuoteInfo {
    return {
        makerAmount: fr.totalMakerAssetAmount,
        takerAmount: fr.takerAssetAmount,
@@ -656,6 +659,7 @@ function fillResultsToQuoteInfo(fr: QuoteFillResult): SwapQuoteInfo {
        feeTakerTokenAmount: fr.takerFeeTakerAssetAmount,
        protocolFeeInWeiAmount: fr.protocolFeeAmount,
        gas: fr.gas,
+        slippage,
    };
 }

--- a/packages/asset-swapper/src/types.ts
+++ b/packages/asset-swapper/src/types.ts
@@ -208,6 +208,7 @@ export type SwapQuote = MarketBuySwapQuote | MarketSellSwapQuote;
 * makerTokenAmount: The amount of makerAsset that will be acquired through the swap.
 * protocolFeeInWeiAmount: The amount of ETH to pay (in WEI) as protocol fee to perform the swap for desired asset.
 * gas: Amount of estimated gas needed to fill the quote.
+ * slippage: Amount of slippage to allow for.
 */
 export interface SwapQuoteInfo {
    feeTakerTokenAmount: BigNumber;
@@ -216,6 +217,7 @@ export interface SwapQuoteInfo {
    makerAmount: BigNumber;
    protocolFeeInWeiAmount: BigNumber;
    gas: number;
+    slippage: number;
 }

 /**
--- a/packages/asset-swapper/src/utils/market_operation_utils/constants.ts
+++ b/packages/asset-swapper/src/utils/market_operation_utils/constants.ts
@@ -2221,7 +2221,14 @@ export const SPOOKYSWAP_ROUTER_BY_CHAIN_ID = valueByChainId<string>(

 export const VIP_ERC20_BRIDGE_SOURCES_BY_CHAIN_ID = valueByChainId<ERC20BridgeSource[]>(
    {
-        [ChainId.Mainnet]: [ERC20BridgeSource.UniswapV2, ERC20BridgeSource.SushiSwap, ERC20BridgeSource.UniswapV3],
+        [ChainId.Mainnet]: [
+            ERC20BridgeSource.UniswapV2,
+            ERC20BridgeSource.SushiSwap,
+            ERC20BridgeSource.UniswapV3,
+            ERC20BridgeSource.Curve,
+            ERC20BridgeSource.LiquidityProvider,
+            ERC20BridgeSource.Native,
+        ],
        [ChainId.BSC]: [
            ERC20BridgeSource.PancakeSwap,
            ERC20BridgeSource.PancakeSwapV2,
@@ -2231,6 +2238,8 @@ export const VIP_ERC20_BRIDGE_SOURCES_BY_CHAIN_ID = valueByChainId<ERC20BridgeSo
            ERC20BridgeSource.CafeSwap,
            ERC20BridgeSource.CheeseSwap,
            ERC20BridgeSource.JulSwap,
+            ERC20BridgeSource.LiquidityProvider,
+            ERC20BridgeSource.Native,
        ],
    },
    [],
--- a/packages/asset-swapper/src/utils/market_operation_utils/path_optimizer.ts
+++ b/packages/asset-swapper/src/utils/market_operation_utils/path_optimizer.ts
@@ -10,13 +10,11 @@ import { VIP_ERC20_BRIDGE_SOURCES_BY_CHAIN_ID } from '../market_operation_utils/

 import { dexSamplesToFills, ethToOutputAmount, nativeOrdersToFills } from './fills';
 import { DEFAULT_PATH_PENALTY_OPTS, Path, PathPenaltyOpts } from './path';
-import { getRate } from './rate_utils';
 import { DexSample, ERC20BridgeSource, FeeSchedule, Fill, FillData, SamplerMetrics } from './types';

 // tslint:disable: prefer-for-of custom-no-magic-numbers completed-docs no-bitwise

 const RUN_LIMIT_DECAY_FACTOR = 0.5;
-const FILL_QUOTE_TRANSFORMER_GAS_OVERHEAD = new BigNumber(150e3);
 // NOTE: The Rust router will panic with less than 3 samples
 const MIN_NUM_SAMPLE_INPUTS = 3;

@@ -275,16 +273,14 @@ function findRoutesAndCreateOptimalPath(
        }

        // TODO(kimpers): remove once we have solved the rounding/precision loss issues in the Rust router
-        const scaleOutput = (fillInput: BigNumber, output: BigNumber) =>
-            output
-                .dividedBy(fillInput)
-                .times(rustInputAdjusted)
-                .decimalPlaces(0, side === MarketOperation.Sell ? BigNumber.ROUND_FLOOR : BigNumber.ROUND_CEIL);
+        const maxSampledOutput = BigNumber.max(...routeSamples.map(s => s.output));
+        const scaleOutput = (output: BigNumber) => BigNumber.min(output.times(scale), maxSampledOutput);
+
        adjustedFills.push({
            ...fill,
            input: rustInputAdjusted,
-            output: scaleOutput(fill.input, fill.output),
-            adjustedOutput: scaleOutput(fill.input, fill.adjustedOutput),
+            output: scaleOutput(fill.output),
+            adjustedOutput: scaleOutput(fill.adjustedOutput),
            index: 0,
            parent: undefined,
            sourcePathId: sourcePathId ?? hexUtils.random(),
@@ -295,7 +291,7 @@ function findRoutesAndCreateOptimalPath(
        return undefined;
    }

-    const pathFromRustInputs = Path.create(side, adjustedFills, input);
+    const pathFromRustInputs = Path.create(side, adjustedFills, input, opts);

    return pathFromRustInputs;
 }
@@ -360,17 +356,7 @@ export function findOptimalRustPathFromSamples(
                    timingMs: performance.now() - beforeTimeMs,
                });

-            const { input: allSourcesInput, output: allSourcesOutput } = allSourcesPath.adjustedSize();
-            // NOTE: For sell quotes input is the taker asset and for buy quotes input is the maker asset
-            const gasCostInWei = FILL_QUOTE_TRANSFORMER_GAS_OVERHEAD.times(opts.gasPrice);
-            const fqtOverheadInOutputToken = gasCostInWei.times(opts.outputAmountPerEth);
-            const outputWithFqtOverhead =
-                side === MarketOperation.Sell
-                    ? allSourcesOutput.minus(fqtOverheadInOutputToken)
-                    : allSourcesOutput.plus(fqtOverheadInOutputToken);
-            const allSourcesAdjustedRateWithFqtOverhead = getRate(side, allSourcesInput, outputWithFqtOverhead);
-
-            if (vipSourcesPath?.adjustedRate().isGreaterThan(allSourcesAdjustedRateWithFqtOverhead)) {
+            if (vipSourcesPath?.isBetterThan(allSourcesPath)) {
                return vipSourcesPath;
            }
        }
--- a/packages/asset-swapper/src/utils/market_operation_utils/pools_cache/balancer_v2_utils.ts
+++ b/packages/asset-swapper/src/utils/market_operation_utils/pools_cache/balancer_v2_utils.ts
@@ -130,7 +130,13 @@ export class BalancerV2PoolsCache extends PoolsCache {
                        );
                        // Cache this as we progress through
                        const expiresAt = Date.now() + this._cacheTimeMs;
-                        this._cachePoolsForPair(from, to, fromToPools[from][to], expiresAt);
+                        this._cachePoolsForPair(
+                            from,
+                            to,
+                            // Clamp the amount of pools in this pair direction to the max
+                            fromToPools[from][to].slice(0, this.maxPoolsFetched),
+                            expiresAt,
+                        );
                    } catch (err) {
                        this._warningLogger(err, `Failed to load Balancer V2 top pools`);
                        // soldier on
@@ -144,6 +150,8 @@ export class BalancerV2PoolsCache extends PoolsCache {
        query getPools {
            pools(
              first: ${this.maxPoolsFetched},
+              orderBy: swapsCount
+              orderDirection: desc
              where: {
                tokensList_contains: ["${takerToken}", "${makerToken}"]
              }
--- a/packages/asset-swapper/test/exchange_proxy_swap_quote_consumer_test.ts
+++ b/packages/asset-swapper/test/exchange_proxy_swap_quote_consumer_test.ts
@@ -125,6 +125,7 @@ describe('ExchangeProxySwapQuoteConsumer', () => {
                gas: Math.floor(Math.random() * 8e6),
                protocolFeeInWeiAmount: getRandomAmount(),
                feeTakerTokenAmount: getRandomAmount(),
+                slippage: 0,
            },
            worstCaseQuoteInfo: {
                makerAmount: makerTokenFillAmount,
@@ -133,6 +134,7 @@ describe('ExchangeProxySwapQuoteConsumer', () => {
                gas: Math.floor(Math.random() * 8e6),
                protocolFeeInWeiAmount: getRandomAmount(),
                feeTakerTokenAmount: getRandomAmount(),
+                slippage: 0,
            },
            makerAmountPerEth: getRandomInteger(1, 1e9),
            takerAmountPerEth: getRandomInteger(1, 1e9),
--- a/packages/asset-swapper/test/utils/swap_quote.ts
+++ b/packages/asset-swapper/test/utils/swap_quote.ts
@@ -24,6 +24,7 @@ export async function getFullyFillableSwapQuoteWithNoFeesAsync(
        totalTakerAmount: takerAmount,
        protocolFeeInWeiAmount: protocolFeePerOrder.times(orders.length),
        gas: 200e3,
+        slippage: 0,
    };

    const breakdown = {
--- a/yarn.lock
+++ b/yarn.lock
@@ -2993,12 +2993,6 @@ ansi-escapes@^3.2.0:
  version "3.2.0"
  resolved "https://registry.yarnpkg.com/ansi-escapes/-/ansi-escapes-3.2.0.tgz#8780b98ff9dbf5638152d1f1fe5c1d7b4442976b"

-ansi-escapes@^4.2.1:
-  version "4.3.2"
-  resolved "https://registry.yarnpkg.com/ansi-escapes/-/ansi-escapes-4.3.2.tgz#6b2291d1db7d98b6521d5f1efa42d0f3a9feb65e"
-  dependencies:
-    type-fest "^0.21.3"
-
 ansi-regex@^2.0.0:
  version "2.1.1"
  resolved "https://registry.yarnpkg.com/ansi-regex/-/ansi-regex-2.1.1.tgz#c3b33ab5ee360d86e0e628f0468ae7ef27d654df"
@@ -3109,14 +3103,6 @@ arr-union@^3.1.0:
  version "3.1.0"
  resolved "https://registry.yarnpkg.com/arr-union/-/arr-union-3.1.0.tgz#e39b09aea9def866a8f206e288af63919bae39c4"

-array-back@^3.0.1:
-  version "3.1.0"
-  resolved "https://registry.yarnpkg.com/array-back/-/array-back-3.1.0.tgz#b8859d7a508871c9a7b2cf42f99428f65e96bfb0"
-
-array-back@^4.0.1:
-  version "4.0.1"
-  resolved "https://registry.yarnpkg.com/array-back/-/array-back-4.0.1.tgz#9b80312935a52062e1a233a9c7abeb5481b30e90"
-
 array-differ@^2.0.3:
  version "2.1.0"
  resolved "https://registry.yarnpkg.com/array-differ/-/array-differ-2.1.0.tgz#4b9c1c3f14b906757082925769e8ab904f4801b1"
@@ -4261,6 +4247,11 @@ caniuse-lite@^1.0.30000844:
  version "1.0.30001151"
  resolved "https://registry.yarnpkg.com/caniuse-lite/-/caniuse-lite-1.0.30001151.tgz#1ddfde5e6fff02aad7940b4edb7d3ac76b0cb00b"

+cargo-cp-artifact@^0.1.6:
+  version "0.1.6"
+  resolved "https://registry.yarnpkg.com/cargo-cp-artifact/-/cargo-cp-artifact-0.1.6.tgz#df1bc9dad036ae0f4230639a869182e1d5850f89"
+  integrity sha512-CQw0doK/aaF7j041666XzuilHxqMxaKkn+I5vmBsd8SAwS0cO5CqVEVp0xJwOKstyqWZ6WK4Ww3O6p26x/Goyg==
+
 caseless@~0.12.0:
  version "0.12.0"
  resolved "https://registry.yarnpkg.com/caseless/-/caseless-0.12.0.tgz#1b681c21ff84033c826543090689420d187151dc"
@@ -4311,13 +4302,6 @@ chalk@^4.0.0:
    ansi-styles "^4.1.0"
    supports-color "^7.1.0"

-chalk@^4.1.0:
-  version "4.1.1"
-  resolved "https://registry.yarnpkg.com/chalk/-/chalk-4.1.1.tgz#c80b3fab28bf6371e6863325eee67e618b77e6ad"
-  dependencies:
-    ansi-styles "^4.1.0"
-    supports-color "^7.1.0"
-
 change-case@^3.0.2:
  version "3.1.0"
  resolved "https://registry.yarnpkg.com/change-case/-/change-case-3.1.0.tgz#0e611b7edc9952df2e8513b27b42de72647dd17e"
@@ -4435,12 +4419,6 @@ cli-cursor@^2.1.0:
  dependencies:
    restore-cursor "^2.0.0"

-cli-cursor@^3.1.0:
-  version "3.1.0"
-  resolved "https://registry.yarnpkg.com/cli-cursor/-/cli-cursor-3.1.0.tgz#264305a7ae490d1d03bf0c9ba7c925d1753af307"
-  dependencies:
-    restore-cursor "^3.1.0"
-
 cli-format@^3.0.9:
  version "3.0.9"
  resolved "https://registry.yarnpkg.com/cli-format/-/cli-format-3.0.9.tgz#ea2cf6df891a8deaaa0dae7d9b8bd21dd8661bb2"
@@ -4455,10 +4433,6 @@ cli-width@^2.0.0:
  version "2.2.1"
  resolved "https://registry.yarnpkg.com/cli-width/-/cli-width-2.2.1.tgz#b0433d0b4e9c847ef18868a4ef16fd5fc8271c48"

-cli-width@^3.0.0:
-  version "3.0.0"
-  resolved "https://registry.yarnpkg.com/cli-width/-/cli-width-3.0.0.tgz#a2f48437a2caa9a22436e794bf071ec9e61cedf6"
-
 cliui@^3.2.0:
  version "3.2.0"
  resolved "https://registry.yarnpkg.com/cliui/-/cliui-3.2.0.tgz#120601537a916d29940f934da3b48d585a39213d"
@@ -4591,30 +4565,6 @@ command-exists@^1.2.8:
  version "1.2.9"
  resolved "https://registry.yarnpkg.com/command-exists/-/command-exists-1.2.9.tgz#c50725af3808c8ab0260fd60b01fbfa25b954f69"

-command-line-args@^5.1.1:
-  version "5.1.1"
-  resolved "https://registry.yarnpkg.com/command-line-args/-/command-line-args-5.1.1.tgz#88e793e5bb3ceb30754a86863f0401ac92fd369a"
-  dependencies:
-    array-back "^3.0.1"
-    find-replace "^3.0.0"
-    lodash.camelcase "^4.3.0"
-    typical "^4.0.0"
-
-command-line-commands@^3.0.1:
-  version "3.0.2"
-  resolved "https://registry.yarnpkg.com/command-line-commands/-/command-line-commands-3.0.2.tgz#53872a1181db837f21906b1228e260a4eeb42ee4"
-  dependencies:
-    array-back "^4.0.1"
-
-command-line-usage@^6.1.0:
-  version "6.1.1"
-  resolved "https://registry.yarnpkg.com/command-line-usage/-/command-line-usage-6.1.1.tgz#c908e28686108917758a49f45efb4f02f76bc03f"
-  dependencies:
-    array-back "^4.0.1"
-    chalk "^2.4.2"
-    table-layout "^1.0.1"
-    typical "^5.2.0"
-
 commander@2.18.0:
  version "2.18.0"
  resolved "https://registry.yarnpkg.com/commander/-/commander-2.18.0.tgz#2bf063ddee7c7891176981a2cc798e5754bc6970"
@@ -5152,7 +5102,7 @@ deep-equal@~1.1.1:
    object-keys "^1.1.1"
    regexp.prototype.flags "^1.2.0"

-deep-extend@^0.6.0, deep-extend@~0.6.0:
+deep-extend@^0.6.0:
  version "0.6.0"
  resolved "https://registry.yarnpkg.com/deep-extend/-/deep-extend-0.6.0.tgz#c4fa7c95404a17a9c3e8ca7e1537312b736330ac"

@@ -6399,13 +6349,13 @@ fake-merkle-patricia-tree@^1.0.1:
  dependencies:
    checkpoint-store "^1.1.0"

-fast-abi@^0.0.2:
-  version "0.0.2"
-  resolved "https://registry.yarnpkg.com/fast-abi/-/fast-abi-0.0.2.tgz#da5f796fd7c7b0c966d916ee21daae3eca61c07c"
-  integrity sha512-k/2s63SkFf6jU2LyF6oQC5/N+L90q6VD1wkp2NXo+DSHoTeOJD2Q6Egpcs+bTPODik0CHxjb7lORgsG+QCRq/Q==
+fast-abi@^0.0.4:
+  version "0.0.4"
+  resolved "https://registry.yarnpkg.com/fast-abi/-/fast-abi-0.0.4.tgz#c6a547d0fe75862a9eea6fe5aa7ab135e6ab62a0"
+  integrity sha512-BM/x54z6i5L+VnHk1c1xt4sSlx4SCIZNQJ3tNBrM88ytOSd/JY/2pRVkx/RxY3sdF6X5exgB6YVemCqVLzQzUA==
  dependencies:
    "@mapbox/node-pre-gyp" "^1.0.4"
-    neon-cli "^0.8.0"
+    cargo-cp-artifact "^0.1.6"
    uuid "^8.3.2"

 fast-deep-equal@^3.1.1, fast-deep-equal@^3.1.3:
@@ -6457,12 +6407,6 @@ figures@^2.0.0:
  dependencies:
    escape-string-regexp "^1.0.5"

-figures@^3.0.0:
-  version "3.2.0"
-  resolved "https://registry.yarnpkg.com/figures/-/figures-3.2.0.tgz#625c18bd293c604dc4a8ddb2febf0c88341746af"
-  dependencies:
-    escape-string-regexp "^1.0.5"
-
 file-entry-cache@^5.0.1:
  version "5.0.1"
  resolved "https://registry.yarnpkg.com/file-entry-cache/-/file-entry-cache-5.0.1.tgz#ca0f6efa6dd3d561333fb14515065c2fafdf439c"
@@ -6534,12 +6478,6 @@ find-cache-dir@^0.1.1:
    mkdirp "^0.5.1"
    pkg-dir "^1.0.0"

-find-replace@^3.0.0:
-  version "3.0.0"
-  resolved "https://registry.yarnpkg.com/find-replace/-/find-replace-3.0.0.tgz#3e7e23d3b05167a76f770c9fbd5258b0def68c38"
-  dependencies:
-    array-back "^3.0.1"
-
 find-up@3.0.0, find-up@^3.0.0:
  version "3.0.0"
  resolved "https://registry.yarnpkg.com/find-up/-/find-up-3.0.0.tgz#49169f1d7993430646da61ecc5ae355c21c97b73"
@@ -6903,12 +6841,6 @@ ghauth@^2.0.0:
    read "~1.0.5"
    xtend "~4.0.0"

-git-config@0.0.7:
-  version "0.0.7"
-  resolved "https://registry.yarnpkg.com/git-config/-/git-config-0.0.7.tgz#a9c8a3ef07a776c3d72261356d8b727b62202b28"
-  dependencies:
-    iniparser "~1.0.5"
-
 git-raw-commits@2.0.0:
  version "2.0.0"
  resolved "https://registry.yarnpkg.com/git-raw-commits/-/git-raw-commits-2.0.0.tgz#d92addf74440c14bcc5c83ecce3fb7f8a79118b5"
@@ -7506,10 +7438,6 @@ ini@^1.3.2, ini@^1.3.4, ini@~1.3.0:
  version "1.3.5"
  resolved "https://registry.yarnpkg.com/ini/-/ini-1.3.5.tgz#eee25f56db1c9ec6085e0c22778083f596abf927"

-iniparser@~1.0.5:
-  version "1.0.5"
-  resolved "https://registry.yarnpkg.com/iniparser/-/iniparser-1.0.5.tgz#836d6befe6dfbfcee0bccf1cf9f2acc7027f783d"
-
 init-package-json@^1.10.3:
  version "1.10.3"
  resolved "https://registry.yarnpkg.com/init-package-json/-/init-package-json-1.10.3.tgz#45ffe2f610a8ca134f2bd1db5637b235070f6cbe"
@@ -7541,24 +7469,6 @@ inquirer@^6.2.0, inquirer@^6.2.2:
    strip-ansi "^5.1.0"
    through "^2.3.6"

-inquirer@^7.3.3:
-  version "7.3.3"
-  resolved "https://registry.yarnpkg.com/inquirer/-/inquirer-7.3.3.tgz#04d176b2af04afc157a83fd7c100e98ee0aad003"
-  dependencies:
-    ansi-escapes "^4.2.1"
-    chalk "^4.1.0"
-    cli-cursor "^3.1.0"
-    cli-width "^3.0.0"
-    external-editor "^3.0.3"
-    figures "^3.0.0"
-    lodash "^4.17.19"
-    mute-stream "0.0.8"
-    run-async "^2.4.0"
-    rxjs "^6.6.0"
-    string-width "^4.1.0"
-    strip-ansi "^6.0.0"
-    through "^2.3.6"
-
 interpret@^1.0.0:
  version "1.4.0"
  resolved "https://registry.yarnpkg.com/interpret/-/interpret-1.4.0.tgz#665ab8bc4da27a774a40584e812e3e0fa45b1a1e"
@@ -8528,10 +8438,6 @@ lodash._reinterpolate@^3.0.0:
  version "3.0.0"
  resolved "https://registry.yarnpkg.com/lodash._reinterpolate/-/lodash._reinterpolate-3.0.0.tgz#0ccf2d89166af03b3663c796538b75ac6e114d9d"

-lodash.camelcase@^4.3.0:
-  version "4.3.0"
-  resolved "https://registry.yarnpkg.com/lodash.camelcase/-/lodash.camelcase-4.3.0.tgz#b28aa6288a2b9fc651035c7711f65ab6190331a6"
-
 lodash.clonedeep@^4.5.0:
  version "4.5.0"
  resolved "https://registry.yarnpkg.com/lodash.clonedeep/-/lodash.clonedeep-4.5.0.tgz#e23f3f9c4f8fbdde872529c1071857a086e5ccef"
@@ -8589,10 +8495,6 @@ lodash@4.17.20, lodash@^4.17.11, lodash@^4.17.12, lodash@^4.17.14, lodash@^4.17.
  version "4.17.20"
  resolved "https://registry.yarnpkg.com/lodash/-/lodash-4.17.20.tgz#b44a9b6297bcb698f1c51a3545a2b3b368d59c52"

-lodash@^4.17.19:
-  version "4.17.21"
-  resolved "https://registry.yarnpkg.com/lodash/-/lodash-4.17.21.tgz#679591c564c3bffaae8454cf0b3df370c3d6911c"
-
 log-driver@^1.2.7:
  version "1.2.7"
  resolved "https://registry.yarnpkg.com/log-driver/-/log-driver-1.2.7.tgz#63b95021f0702fedfa2c9bb0a24e7797d71871d8"
@@ -8746,10 +8648,6 @@ make-promises-safe@^1.1.0:
  version "1.1.0"
  resolved "https://registry.yarnpkg.com/make-promises-safe/-/make-promises-safe-1.1.0.tgz#b4d28c61ef8ad5502f38dbb3a0ee89627f76ad61"

-make-promises-safe@^5.1.0:
-  version "5.1.0"
-  resolved "https://registry.yarnpkg.com/make-promises-safe/-/make-promises-safe-5.1.0.tgz#dd9d311f555bcaa144f12e225b3d37785f0aa8f2"
-
 map-age-cleaner@^0.1.1:
  version "0.1.3"
  resolved "https://registry.yarnpkg.com/map-age-cleaner/-/map-age-cleaner-0.1.3.tgz#7d583a7306434c055fe474b0f45078e6e1b4b92a"
@@ -8985,7 +8883,7 @@ mimic-fn@^1.0.0:
  version "1.2.0"
  resolved "https://registry.yarnpkg.com/mimic-fn/-/mimic-fn-1.2.0.tgz#820c86a39334640e99516928bd03fca88057d022"

-mimic-fn@^2.0.0, mimic-fn@^2.1.0:
+mimic-fn@^2.0.0:
  version "2.1.0"
  resolved "https://registry.yarnpkg.com/mimic-fn/-/mimic-fn-2.1.0.tgz#7ed2c2ccccaf84d3ffcb7a69b57711fc2083401b"

@@ -9255,7 +9153,7 @@ mute-stream@0.0.7:
  version "0.0.7"
  resolved "https://registry.yarnpkg.com/mute-stream/-/mute-stream-0.0.7.tgz#3075ce93bc21b8fab43e1bc4da7e8115ed1e7bab"

-mute-stream@0.0.8, mute-stream@~0.0.4:
+mute-stream@~0.0.4:
  version "0.0.8"
  resolved "https://registry.yarnpkg.com/mute-stream/-/mute-stream-0.0.8.tgz#1630c42b2251ff81e2a283de96a5497ea92e5e0d"

@@ -9315,25 +9213,6 @@ neo-async@^2.6.0:
  version "2.6.2"
  resolved "https://registry.yarnpkg.com/neo-async/-/neo-async-2.6.2.tgz#b4aafb93e3aeb2d8174ca53cf163ab7d7308305f"

-neon-cli@^0.8.0:
-  version "0.8.0"
-  resolved "https://registry.yarnpkg.com/neon-cli/-/neon-cli-0.8.0.tgz#bca2e1cbc9706c65bf736a7057e6b3bf28f55857"
-  dependencies:
-    chalk "^4.1.0"
-    command-line-args "^5.1.1"
-    command-line-commands "^3.0.1"
-    command-line-usage "^6.1.0"
-    git-config "0.0.7"
-    handlebars "^4.7.6"
-    inquirer "^7.3.3"
-    make-promises-safe "^5.1.0"
-    rimraf "^3.0.2"
-    semver "^7.3.2"
-    toml "^3.0.0"
-    ts-typed-json "^0.3.2"
-    validate-npm-package-license "^3.0.4"
-    validate-npm-package-name "^3.0.0"
-
 next-tick@~1.0.0:
  version "1.0.0"
  resolved "https://registry.yarnpkg.com/next-tick/-/next-tick-1.0.0.tgz#ca86d1fe8828169b0120208e3dc8424b9db8342c"
@@ -9751,12 +9630,6 @@ onetime@^2.0.0:
  dependencies:
    mimic-fn "^1.0.0"

-onetime@^5.1.0:
-  version "5.1.2"
-  resolved "https://registry.yarnpkg.com/onetime/-/onetime-5.1.2.tgz#d0e96ebb56b07476df1dd9c4806e5237985ca45e"
-  dependencies:
-    mimic-fn "^2.1.0"
-
 optionator@^0.8.1, optionator@^0.8.2:
  version "0.8.3"
  resolved "https://registry.yarnpkg.com/optionator/-/optionator-0.8.3.tgz#84fa1d036fe9d3c7e21d99884b601167ec8fb495"
@@ -10779,10 +10652,6 @@ redent@^3.0.0:
    indent-string "^4.0.0"
    strip-indent "^3.0.0"

-reduce-flatten@^2.0.0:
-  version "2.0.0"
-  resolved "https://registry.yarnpkg.com/reduce-flatten/-/reduce-flatten-2.0.0.tgz#734fd84e65f375d7ca4465c69798c25c9d10ae27"
-
 regenerate@^1.2.1:
  version "1.4.1"
  resolved "https://registry.yarnpkg.com/regenerate/-/regenerate-1.4.1.tgz#cad92ad8e6b591773485fbe05a485caf4f457e6f"
@@ -10985,13 +10854,6 @@ restore-cursor@^2.0.0:
    onetime "^2.0.0"
    signal-exit "^3.0.2"

-restore-cursor@^3.1.0:
-  version "3.1.0"
-  resolved "https://registry.yarnpkg.com/restore-cursor/-/restore-cursor-3.1.0.tgz#39f67c54b3a7a58cea5236d95cf0034239631f7e"
-  dependencies:
-    onetime "^5.1.0"
-    signal-exit "^3.0.2"
-
 resumer@~0.0.0:
  version "0.0.0"
  resolved "https://registry.yarnpkg.com/resumer/-/resumer-0.0.0.tgz#f1e8f461e4064ba39e82af3cdc2a8c893d076759"
@@ -11045,7 +10907,7 @@ rlp@^2.0.0, rlp@^2.2.1, rlp@^2.2.2, rlp@^2.2.3, rlp@^2.2.4:
  dependencies:
    bn.js "^4.11.1"

-run-async@^2.2.0, run-async@^2.4.0:
+run-async@^2.2.0:
  version "2.4.1"
  resolved "https://registry.yarnpkg.com/run-async/-/run-async-2.4.1.tgz#8440eccf99ea3e70bd409d49aab88e10c189a455"

@@ -11065,12 +10927,6 @@ rxjs@^6.4.0, rxjs@^6.5.3:
  dependencies:
    tslib "^1.9.0"

-rxjs@^6.6.0:
-  version "6.6.7"
-  resolved "https://registry.yarnpkg.com/rxjs/-/rxjs-6.6.7.tgz#90ac018acabf491bf65044235d5863c4dab804c9"
-  dependencies:
-    tslib "^1.9.0"
-
 safe-buffer@5.1.2, safe-buffer@~5.1.0, safe-buffer@~5.1.1:
  version "5.1.2"
  resolved "https://registry.yarnpkg.com/safe-buffer/-/safe-buffer-5.1.2.tgz#991ec69d296e0313747d59bdfd2b745c35f8828d"
@@ -11691,14 +11547,6 @@ string-width@^3.0.0, string-width@^3.1.0:
    is-fullwidth-code-point "^2.0.0"
    strip-ansi "^5.1.0"

-string-width@^4.1.0:
-  version "4.2.2"
-  resolved "https://registry.yarnpkg.com/string-width/-/string-width-4.2.2.tgz#dafd4f9559a7585cfba529c6a0a4f73488ebd4c5"
-  dependencies:
-    emoji-regex "^8.0.0"
-    is-fullwidth-code-point "^3.0.0"
-    strip-ansi "^6.0.0"
-
 string-width@^4.2.0:
  version "4.2.0"
  resolved "https://registry.yarnpkg.com/string-width/-/string-width-4.2.0.tgz#952182c46cc7b2c313d1596e623992bd163b72b5"
@@ -11911,15 +11759,6 @@ swarm-js@^0.1.40:
    tar "^4.0.2"
    xhr-request "^1.0.1"

-table-layout@^1.0.1:
-  version "1.0.2"
-  resolved "https://registry.yarnpkg.com/table-layout/-/table-layout-1.0.2.tgz#c4038a1853b0136d63365a734b6931cf4fad4a04"
-  dependencies:
-    array-back "^4.0.1"
-    deep-extend "~0.6.0"
-    typical "^5.2.0"
-    wordwrapjs "^4.0.0"
-
 table@^5.2.3:
  version "5.4.6"
  resolved "https://registry.yarnpkg.com/table/-/table-5.4.6.tgz#1292d19500ce3f86053b05f0e8e7e4a3bb21079e"
@@ -12200,10 +12039,6 @@ toidentifier@1.0.0:
  version "1.0.0"
  resolved "https://registry.yarnpkg.com/toidentifier/-/toidentifier-1.0.0.tgz#7e1be3470f1e77948bc43d94a3c8f4d7752ba553"

-toml@^3.0.0:
-  version "3.0.0"
-  resolved "https://registry.yarnpkg.com/toml/-/toml-3.0.0.tgz#342160f1af1904ec9d204d03a5d61222d762c5ee"
-
 toposort@^2.0.2:
  version "2.0.2"
  resolved "https://registry.yarnpkg.com/toposort/-/toposort-2.0.2.tgz#ae21768175d1559d48bef35420b2f4962f09c330"
@@ -12249,10 +12084,6 @@ truffle@^5.0.32:
    mocha "8.1.2"
    original-require "1.0.1"

-ts-typed-json@^0.3.2:
-  version "0.3.2"
-  resolved "https://registry.yarnpkg.com/ts-typed-json/-/ts-typed-json-0.3.2.tgz#f4f20f45950bae0a383857f7b0a94187eca1b56a"
-
 tslib@1.9.0:
  version "1.9.0"
  resolved "https://registry.yarnpkg.com/tslib/-/tslib-1.9.0.tgz#e37a86fda8cbbaf23a057f473c9f4dc64e5fc2e8"
@@ -12342,10 +12173,6 @@ type-fest@^0.13.1:
  version "0.13.1"
  resolved "https://registry.yarnpkg.com/type-fest/-/type-fest-0.13.1.tgz#0172cb5bce80b0bd542ea348db50c7e21834d934"

-type-fest@^0.21.3:
-  version "0.21.3"
-  resolved "https://registry.yarnpkg.com/type-fest/-/type-fest-0.21.3.tgz#d260a24b0198436e133fa26a524a6d65fa3b2e37"
-
 type-fest@^0.3.0:
  version "0.3.1"
  resolved "https://registry.yarnpkg.com/type-fest/-/type-fest-0.3.1.tgz#63d00d204e059474fe5e1b7c011112bbd1dc29e1"
@@ -12449,14 +12276,6 @@ typewiselite@~1.0.0:
  version "1.0.0"
  resolved "https://registry.yarnpkg.com/typewiselite/-/typewiselite-1.0.0.tgz#c8882fa1bb1092c06005a97f34ef5c8508e3664e"

-typical@^4.0.0:
-  version "4.0.0"
-  resolved "https://registry.yarnpkg.com/typical/-/typical-4.0.0.tgz#cbeaff3b9d7ae1e2bbfaf5a4e6f11eccfde94fc4"
-
-typical@^5.2.0:
-  version "5.2.0"
-  resolved "https://registry.yarnpkg.com/typical/-/typical-5.2.0.tgz#4daaac4f2b5315460804f0acf6cb69c52bb93066"
-
 u2f-api@0.2.7:
  version "0.2.7"
  resolved "https://registry.yarnpkg.com/u2f-api/-/u2f-api-0.2.7.tgz#17bf196b242f6bf72353d9858e6a7566cc192720"
@@ -12688,7 +12507,7 @@ valid-url@^1.0.9:
  version "1.0.9"
  resolved "https://registry.yarnpkg.com/valid-url/-/valid-url-1.0.9.tgz#1c14479b40f1397a75782f115e4086447433a200"

-validate-npm-package-license@^3.0.1, validate-npm-package-license@^3.0.3, validate-npm-package-license@^3.0.4:
+validate-npm-package-license@^3.0.1, validate-npm-package-license@^3.0.3:
  version "3.0.4"
  resolved "https://registry.yarnpkg.com/validate-npm-package-license/-/validate-npm-package-license-3.0.4.tgz#fc91f6b9c7ba15c857f4cb2c5defeec39d4f410a"
  dependencies:
@@ -13467,13 +13286,6 @@ wordwrap@^1.0.0:
  version "1.0.0"
  resolved "https://registry.yarnpkg.com/wordwrap/-/wordwrap-1.0.0.tgz#27584810891456a4171c8d0226441ade90cbcaeb"

-wordwrapjs@^4.0.0:
-  version "4.0.1"
-  resolved "https://registry.yarnpkg.com/wordwrapjs/-/wordwrapjs-4.0.1.tgz#d9790bccfb110a0fc7836b5ebce0937b37a8b98f"
-  dependencies:
-    reduce-flatten "^2.0.0"
-    typical "^5.2.0"
-
 workerpool@6.0.0:
  version "6.0.0"
  resolved "https://registry.yarnpkg.com/workerpool/-/workerpool-6.0.0.tgz#85aad67fa1a2c8ef9386a1b43539900f61d03d58"
Author	SHA1	Message	Date
Jacob Evans	532653711f	CHANGELOG	2022-02-11 15:26:09 +10:00
Jacob Evans	f75b4a24c7	fix: Prevent BalancerV2/BeethovenX pool explosion	2022-02-11 15:23:53 +10:00
Github Actions	e084807a8f	Publish - @0x/asset-swapper@16.49.4	2022-02-10 15:34:41 +00:00
Github Actions	1c7d512829	Updated CHANGELOGS & MD docs	2022-02-10 15:34:38 +00:00
Kim Persson	df0e0866e4	fix: Revert Improve Uniswap V3 gas schedule (#397 ) (#419 ) * Revert "feat: Improve Uniswap V3 gas schedule (#397)" This reverts commit `84e4819e6e`. * chore: Add changelog entry	2022-02-10 16:15:54 +01:00
Github Actions	9e6efc3676	Publish - @0x/asset-swapper@16.49.3	2022-02-10 12:12:08 +00:00
Github Actions	3aef29dace	Updated CHANGELOGS & MD docs	2022-02-10 12:12:05 +00:00
Kim Persson	9a16e00577	fix: router RFQ underutilization (#413 ) * fix: pass EP overhead to Path & use path comparison all & vip routes * chore: add changelog entry for asset-swapper	2022-02-10 12:55:30 +01:00
Kim Persson	84e4819e6e	feat: Improve Uniswap V3 gas schedule (#397 ) * feat: UniswapV3Sampler use QuoterV2 for sells WIP * feat: UniswapV3Sampler for QuoterV2 buys WIP * refactor: separate logic to remove stack too deep issue * feat: Use initializedTicksCrossed from Uniswap QuoterV2 for gas est. * fix: use Quoter gasUsed instead of estimating gas from pools + ticks * refactor: clean up UniswapV3Sampler & remove old Quoter interface * refactor: unify code for buys and sells while handling stack too deep * fix: use mean gas price from all sample estimating UniV3 gas schedule * fix: fallback to legacy Uniswap V3 gas estimate if we can't get gasUsed * refactor: use named function instead of fat arrow * chore: add asset-swapper changelog entry	2022-02-10 11:16:24 +01:00
Kim Persson	25dd6bc79a	fix: incorrect output scaling when input is less than desired amount (#401 ) * fix: incorrect output scaling when input is less than desired amount * chore: bump fast-abi * chore: add changelog entry for asset-swapper	2022-02-10 10:43:44 +01:00
Jacob Evans	5d2cdb00c2	fix: slippage inconsistency when recalculated in exchange proxy quote consumer (#412 ) * fix: Pass slippage down rather than recalculate due to accuracy * CHANGELOG	2022-02-04 10:37:38 +10:00