Compare commits

..

44 Commits

Author SHA1 Message Date
Michael Zhu
373acf0419 Add ERC165Feature 2022-01-19 21:37:04 -08:00
Michael Zhu
f08b718e68 Bump package versions and regenerate contract wrappers 2022-01-19 21:37:01 -08:00
Michael Zhu
11a638e1fe Add ERC1155OrdersFeeature tests 2022-01-19 21:31:25 -08:00
Michael Zhu
50d793bb06 Add ERC1155Order to protocol-utils 2022-01-19 21:31:25 -08:00
Michael Zhu
f22d04c9ab update AbiEncoder.create params 2022-01-19 21:31:25 -08:00
Michael Zhu
15b6448194 Update comments 2022-01-19 21:31:25 -08:00
Michael Zhu
7424c115d6 Rearrange event fields to better align with struct fields 2022-01-19 21:31:25 -08:00
Michael Zhu
85b6c8decb Address PR feedback 2022-01-19 21:31:25 -08:00
Michael Zhu
3a3e447dc1 Refactor TS tooling 2022-01-19 21:31:25 -08:00
Michael Zhu
9047abbc9b disable dex sampler tests 2022-01-19 21:31:25 -08:00
Michael Zhu
e692d5d94a Remove maker address from preSigned mapping 2022-01-19 21:31:25 -08:00
Michael Zhu
05c37753ec Typos 2022-01-19 21:31:25 -08:00
Michael Zhu
160deee6ca Fix ERC721OrdersFeature tests 2022-01-19 21:31:25 -08:00
Michael Zhu
2709b66161 Fix order hashing 2022-01-19 21:31:25 -08:00
Michael Zhu
d0c4ac7836 Refactor ERC1155OrdersFeature to inherit from NFTOrders 2022-01-19 21:31:25 -08:00
Michael Zhu
cf0898fd4b ERC721OrdersFeature inherits from NFTOrders 2022-01-19 21:31:25 -08:00
Michael Zhu
8ec25edff4 Commence refactor, abstract base contract 2022-01-19 21:31:25 -08:00
Michael Zhu
b6b90e30d8 ERC1155OrdersFeature contracts 2022-01-19 21:31:25 -08:00
Michael Zhu
7bf1b0750e Sanity check maker address in preSign 2022-01-19 21:31:25 -08:00
Michael Zhu
2005054ec8 Remove revertIfIncomplete from batchMatch 2022-01-19 21:31:25 -08:00
Lawrence Forman
cc70ad9d3c address feedback from original PR (#391)
* address feedback from original PR

* Update contracts/zero-ex/contracts/src/features/ERC721OrdersFeature.sol

Co-authored-by: Kim Persson <kimpers@users.noreply.github.com>

* address review feedback and improve order parameter naming

* Add batchCancel function

* Emit order fields in preSign

* Fix tests

Co-authored-by: Lawrence Forman <me@merklejerk.com>
Co-authored-by: Kim Persson <kimpers@users.noreply.github.com>
Co-authored-by: Michael Zhu <mchl.zhu.96@gmail.com>
2022-01-19 21:31:25 -08:00
Michael Zhu
db07fad051 tmp 2022-01-19 21:31:25 -08:00
Michael Zhu
91bfce9145 TestMintableERC721Token 2022-01-19 21:31:25 -08:00
Michael Zhu
5fc608ed2f create zero-ex/contracts/test/integration/ and tokens/ directories 2022-01-19 21:31:25 -08:00
Michael Zhu
9b626ee37a Add ERC721Orders TS class 2022-01-19 21:31:25 -08:00
Michael Zhu
4ae56d5876 Assembly optimizations in LibERC721Order 2022-01-19 21:31:25 -08:00
Michael Zhu
fd5d549c43 Add taker callback 2022-01-19 21:31:25 -08:00
Michael Zhu
180110de50 Add IERC721OrdersFeature to IZeroEx 2022-01-19 21:31:25 -08:00
Michael Zhu
d186cddc29 Cancel using just the order nonce 2022-01-19 21:31:25 -08:00
Michael Zhu
fbabd2f264 Add presign support for ERC721 orders 2022-01-19 21:31:25 -08:00
Michael Zhu
35f375a525 Add comments 2022-01-19 21:31:25 -08:00
Michael Zhu
29892db0fd add rich errors for ERC721OrdersFeature 2022-01-19 21:31:25 -08:00
Michael Zhu
2cbb107380 Use SafeMath where necessary 2022-01-19 21:31:25 -08:00
Michael Zhu
599d590fbc Implement matching functions 2022-01-19 21:31:25 -08:00
Michael Zhu
9651b41264 Add missing @return comments 2022-01-19 21:31:25 -08:00
Michael Zhu
b6f118ef32 left/right orders -> sell/buy orders 2022-01-19 21:31:25 -08:00
Michael Zhu
2cc11c87d1 Implement batchBuyERC721s 2022-01-19 21:31:25 -08:00
Michael Zhu
7fa2eb4c2a implement onERC721Received 2022-01-19 21:31:25 -08:00
Michael Zhu
35d839c651 Add isValidERC721OrderSignature to interface 2022-01-19 21:31:25 -08:00
Michael Zhu
a009779a88 Implement basic functionality for ERC721 orders (buy, sell, cancel, etc) 2022-01-19 21:31:25 -08:00
Michael Zhu
9aa7945bc4 Storage lib for ERC721 orders feature 2022-01-19 21:31:25 -08:00
Michael Zhu
e7d198ef16 Add ERC721OrdersFeature interface 2022-01-19 21:31:25 -08:00
Michael Zhu
4e7e6eb634 Add ERC721 interface to vendor/ 2022-01-19 21:31:25 -08:00
Michael Zhu
f745023625 add LibERC721Order.sol 2022-01-19 21:31:25 -08:00
141 changed files with 3274 additions and 12399 deletions

View File

@@ -4,7 +4,7 @@ jobs:
build:
resource_class: xlarge
docker:
- image: node:16
- image: node:12
environment:
NODE_OPTIONS: '--max-old-space-size=16384'
working_directory: ~/repo
@@ -19,6 +19,7 @@ jobs:
command: yarn --frozen-lockfile --ignore-engines install || yarn --frozen-lockfile --ignore-engines install
- setup_remote_docker
- run: yarn build:ci || yarn build:ci || yarn build:ci || yarn build:ci || yarn build:ci || yarn build:ci
- run: yarn build:ts || yarn build:ts || yarn build:ts || yarn build:ts || yarn build:ts || yarn build:ts
- save_cache:
key: repo-{{ .Environment.CIRCLE_SHA1 }}
paths:
@@ -30,7 +31,7 @@ jobs:
test-exchange-ganache:
resource_class: medium+
docker:
- image: node:16
- image: node:12
working_directory: ~/repo
steps:
- restore_cache:
@@ -40,7 +41,7 @@ jobs:
test-integrations-ganache:
resource_class: medium+
docker:
- image: node:16
- image: node:12
working_directory: ~/repo
steps:
- restore_cache:
@@ -50,7 +51,7 @@ jobs:
test-contracts-staking-ganache:
resource_class: medium+
docker:
- image: node:16
- image: node:12
working_directory: ~/repo
steps:
- restore_cache:
@@ -60,7 +61,7 @@ jobs:
test-contracts-extra-ganache:
resource_class: medium+
docker:
- image: node:16
- image: node:12
working_directory: ~/repo
steps:
- restore_cache:
@@ -70,7 +71,7 @@ jobs:
test-contracts-rest-ganache:
resource_class: medium+
docker:
- image: node:16
- image: node:12
working_directory: ~/repo
steps:
- restore_cache:
@@ -82,7 +83,7 @@ jobs:
environment:
NODE_OPTIONS: '--max-old-space-size=6442'
docker:
- image: node:16
- image: node:12
- image: 0xorg/verdaccio
working_directory: ~/repo
steps:
@@ -96,7 +97,7 @@ jobs:
path: ~/.npm/_logs
test-doc-generation:
docker:
- image: node:16
- image: node:12
working_directory: ~/repo
steps:
- restore_cache:
@@ -107,10 +108,8 @@ jobs:
no_output_timeout: 1200
test-rest:
docker:
- image: node:16
- image: node:12
working_directory: ~/repo
environment:
RUST_ROUTER: "true"
steps:
- restore_cache:
keys:
@@ -137,7 +136,7 @@ jobs:
resource_class: large
working_directory: ~/repo
docker:
- image: node:16
- image: node:12
steps:
- restore_cache:
keys:
@@ -148,7 +147,7 @@ jobs:
- run: yarn diff_md_docs:ci
submit-coverage:
docker:
- image: node:16
- image: node:12
working_directory: ~/repo
steps:
- restore_cache:

View File

@@ -28,7 +28,7 @@ jobs:
fetch-depth: 0
- uses: actions/setup-node@v1
with:
node-version: 16
node-version: 10
- uses: actions/setup-python@v2
- name: 'configure git'
run: |

View File

@@ -1,40 +1,4 @@
[
{
"timestamp": 1650611093,
"version": "3.3.29",
"changes": [
{
"note": "Dependencies updated"
}
]
},
{
"timestamp": 1648739346,
"version": "3.3.28",
"changes": [
{
"note": "Dependencies updated"
}
]
},
{
"timestamp": 1646225739,
"version": "3.3.27",
"changes": [
{
"note": "Dependencies updated"
}
]
},
{
"timestamp": 1645569128,
"version": "3.3.26",
"changes": [
{
"note": "Dependencies updated"
}
]
},
{
"timestamp": 1640364306,
"version": "3.3.25",

View File

@@ -5,22 +5,6 @@ Edit the package's CHANGELOG.json file only.
CHANGELOG
## v3.3.29 - _April 22, 2022_
* Dependencies updated
## v3.3.28 - _March 31, 2022_
* Dependencies updated
## v3.3.27 - _March 2, 2022_
* Dependencies updated
## v3.3.26 - _February 22, 2022_
* Dependencies updated
## v3.3.25 - _December 24, 2021_
* Dependencies updated

View File

@@ -1,6 +1,6 @@
{
"name": "@0x/contracts-erc20",
"version": "3.3.29",
"version": "3.3.25",
"engines": {
"node": ">=6.12"
},
@@ -51,18 +51,18 @@
},
"homepage": "https://github.com/0xProject/protocol/tree/main/contracts/tokens",
"devDependencies": {
"@0x/abi-gen": "^5.8.0",
"@0x/contracts-gen": "^2.0.46",
"@0x/contracts-test-utils": "^5.4.20",
"@0x/contracts-utils": "^4.8.10",
"@0x/dev-utils": "^4.2.14",
"@0x/sol-compiler": "^4.8.1",
"@0x/abi-gen": "^5.7.2",
"@0x/contracts-gen": "^2.0.43",
"@0x/contracts-test-utils": "^5.4.16",
"@0x/contracts-utils": "^4.8.6",
"@0x/dev-utils": "^4.2.11",
"@0x/sol-compiler": "^4.7.8",
"@0x/ts-doc-gen": "^0.0.28",
"@0x/tslint-config": "^4.1.4",
"@0x/types": "^3.3.6",
"@0x/typescript-typings": "^5.3.1",
"@0x/utils": "^6.5.3",
"@0x/web3-wrapper": "^7.6.5",
"@0x/types": "^3.3.4",
"@0x/typescript-typings": "^5.2.1",
"@0x/utils": "^6.5.0",
"@0x/web3-wrapper": "^7.6.2",
"@types/lodash": "4.14.104",
"@types/mocha": "^5.2.7",
"@types/node": "12.12.54",
@@ -70,7 +70,7 @@
"chai-as-promised": "^7.1.0",
"chai-bignumber": "^3.0.0",
"dirty-chai": "^2.0.1",
"ethereum-types": "^3.7.0",
"ethereum-types": "^3.6.0",
"lodash": "^4.17.11",
"make-promises-safe": "^1.1.0",
"mocha": "^6.2.0",
@@ -79,10 +79,10 @@
"solhint": "^1.4.1",
"tslint": "5.11.0",
"typedoc": "~0.16.11",
"typescript": "4.6.3"
"typescript": "4.2.2"
},
"dependencies": {
"@0x/base-contract": "^6.5.0",
"@0x/base-contract": "^6.4.5",
"ethers": "~4.0.4"
},
"publishConfig": {

View File

@@ -1,40 +1,4 @@
[
{
"timestamp": 1650611093,
"version": "5.4.20",
"changes": [
{
"note": "Dependencies updated"
}
]
},
{
"timestamp": 1648739346,
"version": "5.4.19",
"changes": [
{
"note": "Dependencies updated"
}
]
},
{
"timestamp": 1646225739,
"version": "5.4.18",
"changes": [
{
"note": "Dependencies updated"
}
]
},
{
"timestamp": 1645569128,
"version": "5.4.17",
"changes": [
{
"note": "Dependencies updated"
}
]
},
{
"timestamp": 1640364306,
"version": "5.4.16",

View File

@@ -5,22 +5,6 @@ Edit the package's CHANGELOG.json file only.
CHANGELOG
## v5.4.20 - _April 22, 2022_
* Dependencies updated
## v5.4.19 - _March 31, 2022_
* Dependencies updated
## v5.4.18 - _March 2, 2022_
* Dependencies updated
## v5.4.17 - _February 22, 2022_
* Dependencies updated
## v5.4.16 - _December 24, 2021_
* Dependencies updated

View File

@@ -1,6 +1,6 @@
{
"name": "@0x/contracts-test-utils",
"version": "5.4.20",
"version": "5.4.16",
"engines": {
"node": ">=6.12"
},
@@ -34,28 +34,28 @@
},
"homepage": "https://github.com/0xProject/protocol/tree/main/contracts/test-utils",
"devDependencies": {
"@0x/sol-compiler": "^4.8.1",
"@0x/sol-compiler": "^4.7.8",
"@0x/tslint-config": "^4.1.4",
"npm-run-all": "^4.1.2",
"shx": "^0.2.2",
"tslint": "5.11.0",
"typescript": "4.6.3"
"typescript": "4.2.2"
},
"dependencies": {
"@0x/assert": "^3.0.34",
"@0x/base-contract": "^6.5.0",
"@0x/contract-addresses": "^6.13.0",
"@0x/dev-utils": "^4.2.14",
"@0x/json-schemas": "^6.4.4",
"@0x/assert": "^3.0.31",
"@0x/base-contract": "^6.4.5",
"@0x/contract-addresses": "^6.11.0",
"@0x/dev-utils": "^4.2.11",
"@0x/json-schemas": "^6.4.1",
"@0x/order-utils": "^10.4.28",
"@0x/sol-coverage": "^4.0.45",
"@0x/sol-profiler": "^4.1.35",
"@0x/sol-trace": "^3.0.45",
"@0x/subproviders": "^6.6.5",
"@0x/types": "^3.3.6",
"@0x/typescript-typings": "^5.3.1",
"@0x/utils": "^6.5.3",
"@0x/web3-wrapper": "^7.6.5",
"@0x/sol-coverage": "^4.0.42",
"@0x/sol-profiler": "^4.1.32",
"@0x/sol-trace": "^3.0.42",
"@0x/subproviders": "^6.6.2",
"@0x/types": "^3.3.4",
"@0x/typescript-typings": "^5.2.1",
"@0x/utils": "^6.5.0",
"@0x/web3-wrapper": "^7.6.2",
"@types/bn.js": "^4.11.0",
"@types/js-combinatorics": "^0.5.29",
"@types/lodash": "4.14.104",
@@ -67,7 +67,7 @@
"chai-bignumber": "^3.0.0",
"decimal.js": "^10.2.0",
"dirty-chai": "^2.0.1",
"ethereum-types": "^3.7.0",
"ethereum-types": "^3.6.0",
"ethereumjs-util": "^7.0.10",
"ethers": "~4.0.4",
"js-combinatorics": "^0.5.3",

View File

@@ -1,40 +1,4 @@
[
{
"timestamp": 1650611093,
"version": "1.4.12",
"changes": [
{
"note": "Dependencies updated"
}
]
},
{
"timestamp": 1648739346,
"version": "1.4.11",
"changes": [
{
"note": "Dependencies updated"
}
]
},
{
"timestamp": 1646225739,
"version": "1.4.10",
"changes": [
{
"note": "Dependencies updated"
}
]
},
{
"timestamp": 1645569128,
"version": "1.4.9",
"changes": [
{
"note": "Dependencies updated"
}
]
},
{
"timestamp": 1640364306,
"version": "1.4.8",

View File

@@ -5,22 +5,6 @@ Edit the package's CHANGELOG.json file only.
CHANGELOG
## v1.4.12 - _April 22, 2022_
* Dependencies updated
## v1.4.11 - _March 31, 2022_
* Dependencies updated
## v1.4.10 - _March 2, 2022_
* Dependencies updated
## v1.4.9 - _February 22, 2022_
* Dependencies updated
## v1.4.8 - _December 24, 2021_
* Dependencies updated

View File

@@ -1,6 +1,6 @@
{
"name": "@0x/contracts-treasury",
"version": "1.4.12",
"version": "1.4.8",
"engines": {
"node": ">=6.12"
},
@@ -46,14 +46,14 @@
},
"homepage": "https://github.com/0xProject/protocol/tree/main/contracts/treasury",
"devDependencies": {
"@0x/abi-gen": "^5.8.0",
"@0x/contract-addresses": "^6.13.0",
"@0x/abi-gen": "^5.7.2",
"@0x/contract-addresses": "^6.11.0",
"@0x/contracts-asset-proxy": "^3.7.19",
"@0x/contracts-erc20": "^3.3.29",
"@0x/contracts-gen": "^2.0.46",
"@0x/contracts-erc20": "^3.3.25",
"@0x/contracts-gen": "^2.0.43",
"@0x/contracts-staking": "^2.0.45",
"@0x/contracts-test-utils": "^5.4.20",
"@0x/sol-compiler": "^4.8.1",
"@0x/contracts-test-utils": "^5.4.16",
"@0x/sol-compiler": "^4.7.8",
"@0x/ts-doc-gen": "^0.0.28",
"@0x/tslint-config": "^4.1.4",
"@types/isomorphic-fetch": "^0.0.35",
@@ -69,17 +69,17 @@
"solhint": "^1.4.1",
"tslint": "5.11.0",
"typedoc": "~0.16.11",
"typescript": "4.6.3"
"typescript": "4.2.2"
},
"dependencies": {
"@0x/base-contract": "^6.5.0",
"@0x/protocol-utils": "^11.12.0",
"@0x/subproviders": "^6.6.5",
"@0x/types": "^3.3.6",
"@0x/typescript-typings": "^5.3.1",
"@0x/utils": "^6.5.3",
"@0x/web3-wrapper": "^7.6.5",
"ethereum-types": "^3.7.0",
"@0x/base-contract": "^6.4.5",
"@0x/protocol-utils": "^1.10.1",
"@0x/subproviders": "^6.6.2",
"@0x/types": "^3.3.4",
"@0x/typescript-typings": "^5.2.1",
"@0x/utils": "^6.5.0",
"@0x/web3-wrapper": "^7.6.2",
"ethereum-types": "^3.6.0",
"ethereumjs-util": "^7.0.10"
},
"publishConfig": {

View File

@@ -1,40 +1,4 @@
[
{
"timestamp": 1650611093,
"version": "4.8.10",
"changes": [
{
"note": "Dependencies updated"
}
]
},
{
"timestamp": 1648739346,
"version": "4.8.9",
"changes": [
{
"note": "Dependencies updated"
}
]
},
{
"timestamp": 1646225739,
"version": "4.8.8",
"changes": [
{
"note": "Dependencies updated"
}
]
},
{
"timestamp": 1645569128,
"version": "4.8.7",
"changes": [
{
"note": "Dependencies updated"
}
]
},
{
"timestamp": 1640364306,
"version": "4.8.6",

View File

@@ -5,22 +5,6 @@ Edit the package's CHANGELOG.json file only.
CHANGELOG
## v4.8.10 - _April 22, 2022_
* Dependencies updated
## v4.8.9 - _March 31, 2022_
* Dependencies updated
## v4.8.8 - _March 2, 2022_
* Dependencies updated
## v4.8.7 - _February 22, 2022_
* Dependencies updated
## v4.8.6 - _December 24, 2021_
* Dependencies updated

View File

@@ -1,6 +1,6 @@
{
"name": "@0x/contracts-utils",
"version": "4.8.10",
"version": "4.8.6",
"engines": {
"node": ">=6.12"
},
@@ -50,15 +50,15 @@
},
"homepage": "https://github.com/0xProject/protocol/tree/main/contracts/utils",
"devDependencies": {
"@0x/abi-gen": "^5.8.0",
"@0x/contracts-gen": "^2.0.46",
"@0x/contracts-test-utils": "^5.4.20",
"@0x/dev-utils": "^4.2.14",
"@0x/abi-gen": "^5.7.2",
"@0x/contracts-gen": "^2.0.43",
"@0x/contracts-test-utils": "^5.4.16",
"@0x/dev-utils": "^4.2.11",
"@0x/order-utils": "^10.4.28",
"@0x/sol-compiler": "^4.8.1",
"@0x/sol-compiler": "^4.7.8",
"@0x/tslint-config": "^4.1.4",
"@0x/types": "^3.3.6",
"@0x/web3-wrapper": "^7.6.5",
"@0x/types": "^3.3.4",
"@0x/web3-wrapper": "^7.6.2",
"@types/bn.js": "^4.11.0",
"@types/lodash": "4.14.104",
"@types/mocha": "^5.2.7",
@@ -76,14 +76,14 @@
"solhint": "^1.4.1",
"truffle": "^5.0.32",
"tslint": "5.11.0",
"typescript": "4.6.3"
"typescript": "4.2.2"
},
"dependencies": {
"@0x/base-contract": "^6.5.0",
"@0x/typescript-typings": "^5.3.1",
"@0x/utils": "^6.5.3",
"@0x/base-contract": "^6.4.5",
"@0x/typescript-typings": "^5.2.1",
"@0x/utils": "^6.5.0",
"bn.js": "^4.11.8",
"ethereum-types": "^3.7.0"
"ethereum-types": "^3.6.0"
},
"publishConfig": {
"access": "public"

View File

@@ -1,42 +1,4 @@
[
{
"version": "0.32.0",
"changes": [
{
"note": "Add support for `BalancerV2Batch` fills in FQT",
"pr": 462
}
],
"timestamp": 1650611093
},
{
"timestamp": 1648739346,
"version": "0.31.2",
"changes": [
{
"note": "Dependencies updated"
}
]
},
{
"timestamp": 1646225739,
"version": "0.31.1",
"changes": [
{
"note": "Dependencies updated"
}
]
},
{
"version": "0.31.0",
"changes": [
{
"note": "Add ERC721OrdersFeature, ERC1155OrdersFeature, and ERC165Feature",
"pr": 429
}
],
"timestamp": 1645569128
},
{
"timestamp": 1640364306,
"version": "0.30.1",

View File

@@ -5,22 +5,6 @@ Edit the package's CHANGELOG.json file only.
CHANGELOG
## v0.32.0 - _April 22, 2022_
* Add support for `BalancerV2Batch` fills in FQT (#462)
## v0.31.2 - _March 31, 2022_
* Dependencies updated
## v0.31.1 - _March 2, 2022_
* Dependencies updated
## v0.31.0 - _February 22, 2022_
* Add ERC721OrdersFeature, ERC1155OrdersFeature, and ERC165Feature (#429)
## v0.30.1 - _December 24, 2021_
* Dependencies updated

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@@ -26,7 +26,7 @@ library LibNFTOrdersRichErrors {
function OverspentEthError(
uint256 ethSpent,
uint256 ethAvailable
uint256 msgValue
)
internal
pure
@@ -35,7 +35,7 @@ library LibNFTOrdersRichErrors {
return abi.encodeWithSelector(
bytes4(keccak256("OverspentEthError(uint256,uint256)")),
ethSpent,
ethAvailable
msgValue
);
}

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@@ -17,7 +17,7 @@
*/
pragma solidity ^0.6;
pragma solidity ^0.6.5;
pragma experimental ABIEncoderV2;
import "../fixins/FixinCommon.sol";

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@@ -17,7 +17,7 @@
*/
pragma solidity ^0.6;
pragma solidity ^0.6.5;
pragma experimental ABIEncoderV2;
import "@0x/contracts-erc20/contracts/src/v06/IERC20TokenV06.sol";
@@ -55,11 +55,11 @@ interface IERC1155OrdersFeature {
);
/// @dev Emitted whenever an `ERC1155Order` is cancelled.
/// @param orderHash The hash the order.
/// @param maker The maker of the order.
/// @param nonce The nonce of the order that was cancelled.
event ERC1155OrderCancelled(
address maker,
uint256 nonce
bytes32 orderHash,
address maker
);
/// @dev Emitted when an `ERC1155Order` is pre-signed.
@@ -125,20 +125,18 @@ interface IERC1155OrdersFeature {
external
payable;
/// @dev Cancel a single ERC1155 order by its nonce. The caller
/// should be the maker of the order. Silently succeeds if
/// an order with the same nonce has already been filled or
/// cancelled.
/// @param orderNonce The order nonce.
function cancelERC1155Order(uint256 orderNonce)
/// @dev Cancel a single ERC1155 order. The caller should be the
/// maker of the order. Silently succeeds if the order has
/// already been filled or cancelled.
/// @param order The order to cancel.
function cancelERC1155Order(LibNFTOrder.ERC1155Order calldata order)
external;
/// @dev Cancel multiple ERC1155 orders by their nonces. The caller
/// should be the maker of the orders. Silently succeeds if
/// an order with the same nonce has already been filled or
/// cancelled.
/// @param orderNonces The order nonces.
function batchCancelERC1155Orders(uint256[] calldata orderNonces)
/// @dev Cancel multiple ERC1155 orders. The caller should be the
/// maker of the orders. Silently succeeds if an order has
/// already been filled or cancelled.
/// @param orders The orders to cancel.
function batchCancelERC1155Orders(LibNFTOrder.ERC1155Order[] calldata orders)
external;
/// @dev Buys multiple ERC1155 assets by filling the
@@ -147,9 +145,6 @@ interface IERC1155OrdersFeature {
/// @param signatures The order signatures.
/// @param erc1155TokenAmounts The amounts of the ERC1155 assets
/// to buy for each order.
/// @param callbackData The data (if any) to pass to the taker
/// callback for each order. Refer to the `callbackData`
/// parameter to for `buyERC1155`.
/// @param revertIfIncomplete If true, reverts if this
/// function fails to fill any individual order.
/// @return successes An array of booleans corresponding to whether
@@ -158,7 +153,6 @@ interface IERC1155OrdersFeature {
LibNFTOrder.ERC1155Order[] calldata sellOrders,
LibSignature.Signature[] calldata signatures,
uint128[] calldata erc1155TokenAmounts,
bytes[] calldata callbackData,
bool revertIfIncomplete
)
external
@@ -232,7 +226,7 @@ interface IERC1155OrdersFeature {
view
returns (LibNFTOrder.OrderInfo memory orderInfo);
/// @dev Get the EIP-712 hash of an ERC1155 order.
/// @dev Get the canonical hash of an ERC1155 order.
/// @param order The ERC1155 order.
/// @return orderHash The order hash.
function getERC1155OrderHash(LibNFTOrder.ERC1155Order calldata order)

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@@ -17,7 +17,7 @@
*/
pragma solidity ^0.6;
pragma solidity ^0.6.5;
pragma experimental ABIEncoderV2;

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@@ -17,7 +17,7 @@
*/
pragma solidity ^0.6;
pragma solidity ^0.6.5;
pragma experimental ABIEncoderV2;
import "@0x/contracts-erc20/contracts/src/v06/IERC20TokenV06.sol";
@@ -138,9 +138,6 @@ interface IERC721OrdersFeature {
/// given orders.
/// @param sellOrders The ERC721 sell orders.
/// @param signatures The order signatures.
/// @param callbackData The data (if any) to pass to the taker
/// callback for each order. Refer to the `callbackData`
/// parameter to for `buyERC721`.
/// @param revertIfIncomplete If true, reverts if this
/// function fails to fill any individual order.
/// @return successes An array of booleans corresponding to whether
@@ -148,7 +145,6 @@ interface IERC721OrdersFeature {
function batchBuyERC721s(
LibNFTOrder.ERC721Order[] calldata sellOrders,
LibSignature.Signature[] calldata signatures,
bytes[] calldata callbackData,
bool revertIfIncomplete
)
external
@@ -262,7 +258,7 @@ interface IERC721OrdersFeature {
view
returns (LibNFTOrder.OrderStatus status);
/// @dev Get the EIP-712 hash of an ERC721 order.
/// @dev Get the canonical hash of an ERC721 order.
/// @param order The ERC721 order.
/// @return orderHash The order hash.
function getERC721OrderHash(LibNFTOrder.ERC721Order calldata order)

View File

@@ -17,7 +17,7 @@
*/
pragma solidity ^0.6;
pragma solidity ^0.6.5;
pragma experimental ABIEncoderV2;
import "@0x/contracts-erc20/contracts/src/v06/IERC20TokenV06.sol";
@@ -263,8 +263,93 @@ library LibNFTOrder {
pure
returns (bytes32 structHash)
{
bytes32 propertiesHash = _propertiesHash(order.erc721TokenProperties);
bytes32 feesHash = _feesHash(order.fees);
// We give `order.erc721TokenProperties.length == 0` and
// `order.erc721TokenProperties.length == 1` special treatment
// because we expect these to be the most common.
bytes32 propertiesHash;
if (order.erc721TokenProperties.length == 0) {
propertiesHash = _EMPTY_ARRAY_KECCAK256;
} else if (order.erc721TokenProperties.length == 1) {
Property memory property = order
.erc721TokenProperties[0];
if (
address(property.propertyValidator) == address(0) &&
property.propertyData.length == 0
) {
propertiesHash = _NULL_PROPERTY_STRUCT_HASH;
} else {
// propertiesHash = keccak256(abi.encodePacked(keccak256(abi.encode(
// _PROPERTY_TYPEHASH,
// order.erc721TokenProperties[0].propertyValidator,
// keccak256(order.erc721TokenProperties[0].propertyData)
// ))));
bytes32 dataHash = keccak256(property.propertyData);
assembly {
// Load free memory pointer
let mem := mload(64)
mstore(mem, _PROPERTY_TYPEHASH)
// property.propertyValidator
mstore(add(mem, 32), and(ADDRESS_MASK, mload(property)))
// keccak256(property.propertyData)
mstore(add(mem, 64), dataHash)
mstore(mem, keccak256(mem, 96))
propertiesHash := keccak256(mem, 32)
}
}
} else {
bytes32[] memory propertyStructHashArray = new bytes32[](
order.erc721TokenProperties.length
);
for (uint256 i = 0; i < order.erc721TokenProperties.length; i++) {
propertyStructHashArray[i] = keccak256(abi.encode(
_PROPERTY_TYPEHASH,
order.erc721TokenProperties[i].propertyValidator,
keccak256(order.erc721TokenProperties[i].propertyData)
));
}
propertiesHash = keccak256(abi.encodePacked(propertyStructHashArray));
}
// We give `order.fees.length == 0` and
// `order.fees.length == 1` special treatment
// because we expect these to be the most common.
bytes32 feesHash;
if (order.fees.length == 0) {
feesHash = _EMPTY_ARRAY_KECCAK256;
} else if (order.fees.length == 1) {
// feesHash = keccak256(abi.encodePacked(keccak256(abi.encode(
// _FEE_TYPEHASH,
// order.fees[0].recipient,
// order.fees[0].amount,
// keccak256(order.fees[0].feeData)
// ))));
Fee memory fee = order.fees[0];
bytes32 dataHash = keccak256(fee.feeData);
assembly {
// Load free memory pointer
let mem := mload(64)
mstore(mem, _FEE_TYPEHASH)
// fee.recipient
mstore(add(mem, 32), and(ADDRESS_MASK, mload(fee)))
// fee.amount
mstore(add(mem, 64), mload(add(fee, 32)))
// keccak256(fee.feeData)
mstore(add(mem, 96), dataHash)
mstore(mem, keccak256(mem, 128))
feesHash := keccak256(mem, 32)
}
} else {
bytes32[] memory feeStructHashArray = new bytes32[](order.fees.length);
for (uint256 i = 0; i < order.fees.length; i++) {
feeStructHashArray[i] = keccak256(abi.encode(
_FEE_TYPEHASH,
order.fees[i].recipient,
order.fees[i].amount,
keccak256(order.fees[i].feeData)
));
}
feesHash = keccak256(abi.encodePacked(feeStructHashArray));
}
// Hash in place, equivalent to:
// return keccak256(abi.encode(
@@ -288,18 +373,18 @@ library LibNFTOrder {
let feesHashPos := add(order, 224) // order + (32 * 7)
let propertiesHashPos := add(order, 320) // order + (32 * 10)
let typeHashMemBefore := mload(typeHashPos)
let feeHashMemBefore := mload(feesHashPos)
let propertiesHashMemBefore := mload(propertiesHashPos)
let temp1 := mload(typeHashPos)
let temp2 := mload(feesHashPos)
let temp3 := mload(propertiesHashPos)
mstore(typeHashPos, _ERC_721_ORDER_TYPEHASH)
mstore(feesHashPos, feesHash)
mstore(propertiesHashPos, propertiesHash)
structHash := keccak256(typeHashPos, 384 /* 32 * 12 */ )
mstore(typeHashPos, typeHashMemBefore)
mstore(feesHashPos, feeHashMemBefore)
mstore(propertiesHashPos, propertiesHashMemBefore)
mstore(typeHashPos, temp1)
mstore(feesHashPos, temp2)
mstore(propertiesHashPos, temp3)
}
return structHash;
}
@@ -312,8 +397,93 @@ library LibNFTOrder {
pure
returns (bytes32 structHash)
{
bytes32 propertiesHash = _propertiesHash(order.erc1155TokenProperties);
bytes32 feesHash = _feesHash(order.fees);
// We give `order.erc1155TokenProperties.length == 0` and
// `order.erc1155TokenProperties.length == 1` special treatment
// because we expect these to be the most common.
bytes32 propertiesHash;
if (order.erc1155TokenProperties.length == 0) {
propertiesHash = _EMPTY_ARRAY_KECCAK256;
} else if (order.erc1155TokenProperties.length == 1) {
Property memory property = order
.erc1155TokenProperties[0];
if (
address(property.propertyValidator) == address(0) &&
property.propertyData.length == 0
) {
propertiesHash = _NULL_PROPERTY_STRUCT_HASH;
} else {
// propertiesHash = keccak256(abi.encodePacked(keccak256(abi.encode(
// _PROPERTY_TYPEHASH,
// order.erc1155TokenProperties[0].propertyValidator,
// keccak256(order.erc1155TokenProperties[0].propertyData)
// ))));
bytes32 dataHash = keccak256(property.propertyData);
assembly {
// Load free memory pointer
let mem := mload(64)
mstore(mem, _PROPERTY_TYPEHASH)
// property.propertyValidator
mstore(add(mem, 32), and(ADDRESS_MASK, mload(property)))
// keccak256(property.propertyData)
mstore(add(mem, 64), dataHash)
mstore(mem, keccak256(mem, 96))
propertiesHash := keccak256(mem, 32)
}
}
} else {
bytes32[] memory propertyStructHashArray = new bytes32[](
order.erc1155TokenProperties.length
);
for (uint256 i = 0; i < order.erc1155TokenProperties.length; i++) {
propertyStructHashArray[i] = keccak256(abi.encode(
_PROPERTY_TYPEHASH,
order.erc1155TokenProperties[i].propertyValidator,
keccak256(order.erc1155TokenProperties[i].propertyData)
));
}
propertiesHash = keccak256(abi.encodePacked(propertyStructHashArray));
}
// We give `order.fees.length == 0` and
// `order.fees.length == 1` special treatment
// because we expect these to be the most common.
bytes32 feesHash;
if (order.fees.length == 0) {
feesHash = _EMPTY_ARRAY_KECCAK256;
} else if (order.fees.length == 1) {
// feesHash = keccak256(abi.encodePacked(keccak256(abi.encode(
// _FEE_TYPEHASH,
// order.fees[0].recipient,
// order.fees[0].amount,
// keccak256(order.fees[0].feeData)
// ))));
Fee memory fee = order.fees[0];
bytes32 dataHash = keccak256(fee.feeData);
assembly {
// Load free memory pointer
let mem := mload(64)
mstore(mem, _FEE_TYPEHASH)
// fee.recipient
mstore(add(mem, 32), and(ADDRESS_MASK, mload(fee)))
// fee.amount
mstore(add(mem, 64), mload(add(fee, 32)))
// keccak256(fee.feeData)
mstore(add(mem, 96), dataHash)
mstore(mem, keccak256(mem, 128))
feesHash := keccak256(mem, 32)
}
} else {
bytes32[] memory feeStructHashArray = new bytes32[](order.fees.length);
for (uint256 i = 0; i < order.fees.length; i++) {
feeStructHashArray[i] = keccak256(abi.encode(
_FEE_TYPEHASH,
order.fees[i].recipient,
order.fees[i].amount,
keccak256(order.fees[i].feeData)
));
}
feesHash = keccak256(abi.encodePacked(feeStructHashArray));
}
// Hash in place, equivalent to:
// return keccak256(abi.encode(
@@ -338,122 +508,19 @@ library LibNFTOrder {
let feesHashPos := add(order, 224) // order + (32 * 7)
let propertiesHashPos := add(order, 320) // order + (32 * 10)
let typeHashMemBefore := mload(typeHashPos)
let feesHashMemBefore := mload(feesHashPos)
let propertiesHashMemBefore := mload(propertiesHashPos)
let temp1 := mload(typeHashPos)
let temp2 := mload(feesHashPos)
let temp3 := mload(propertiesHashPos)
mstore(typeHashPos, _ERC_1155_ORDER_TYPEHASH)
mstore(feesHashPos, feesHash)
mstore(propertiesHashPos, propertiesHash)
structHash := keccak256(typeHashPos, 416 /* 32 * 12 */ )
mstore(typeHashPos, typeHashMemBefore)
mstore(feesHashPos, feesHashMemBefore)
mstore(propertiesHashPos, propertiesHashMemBefore)
mstore(typeHashPos, temp1)
mstore(feesHashPos, temp2)
mstore(propertiesHashPos, temp3)
}
return structHash;
}
// Hashes the `properties` array as part of computing the
// EIP-712 hash of an `ERC721Order` or `ERC1155Order`.
function _propertiesHash(Property[] memory properties)
private
pure
returns (bytes32 propertiesHash)
{
uint256 numProperties = properties.length;
// We give `properties.length == 0` and `properties.length == 1`
// special treatment because we expect these to be the most common.
if (numProperties == 0) {
propertiesHash = _EMPTY_ARRAY_KECCAK256;
} else if (numProperties == 1) {
Property memory property = properties[0];
if (
address(property.propertyValidator) == address(0) &&
property.propertyData.length == 0
) {
propertiesHash = _NULL_PROPERTY_STRUCT_HASH;
} else {
// propertiesHash = keccak256(abi.encodePacked(keccak256(abi.encode(
// _PROPERTY_TYPEHASH,
// properties[0].propertyValidator,
// keccak256(properties[0].propertyData)
// ))));
bytes32 dataHash = keccak256(property.propertyData);
assembly {
// Load free memory pointer
let mem := mload(64)
mstore(mem, _PROPERTY_TYPEHASH)
// property.propertyValidator
mstore(add(mem, 32), and(ADDRESS_MASK, mload(property)))
// keccak256(property.propertyData)
mstore(add(mem, 64), dataHash)
mstore(mem, keccak256(mem, 96))
propertiesHash := keccak256(mem, 32)
}
}
} else {
bytes32[] memory propertyStructHashArray = new bytes32[](numProperties);
for (uint256 i = 0; i < numProperties; i++) {
propertyStructHashArray[i] = keccak256(abi.encode(
_PROPERTY_TYPEHASH,
properties[i].propertyValidator,
keccak256(properties[i].propertyData)
));
}
assembly {
propertiesHash := keccak256(add(propertyStructHashArray, 32), mul(numProperties, 32))
}
}
}
// Hashes the `fees` array as part of computing the
// EIP-712 hash of an `ERC721Order` or `ERC1155Order`.
function _feesHash(Fee[] memory fees)
private
pure
returns (bytes32 feesHash)
{
uint256 numFees = fees.length;
// We give `fees.length == 0` and `fees.length == 1`
// special treatment because we expect these to be the most common.
if (numFees == 0) {
feesHash = _EMPTY_ARRAY_KECCAK256;
} else if (numFees == 1) {
// feesHash = keccak256(abi.encodePacked(keccak256(abi.encode(
// _FEE_TYPEHASH,
// fees[0].recipient,
// fees[0].amount,
// keccak256(fees[0].feeData)
// ))));
Fee memory fee = fees[0];
bytes32 dataHash = keccak256(fee.feeData);
assembly {
// Load free memory pointer
let mem := mload(64)
mstore(mem, _FEE_TYPEHASH)
// fee.recipient
mstore(add(mem, 32), and(ADDRESS_MASK, mload(fee)))
// fee.amount
mstore(add(mem, 64), mload(add(fee, 32)))
// keccak256(fee.feeData)
mstore(add(mem, 96), dataHash)
mstore(mem, keccak256(mem, 128))
feesHash := keccak256(mem, 32)
}
} else {
bytes32[] memory feeStructHashArray = new bytes32[](numFees);
for (uint256 i = 0; i < numFees; i++) {
feeStructHashArray[i] = keccak256(abi.encode(
_FEE_TYPEHASH,
fees[i].recipient,
fees[i].amount,
keccak256(fees[i].feeData)
));
}
assembly {
feesHash := keccak256(add(feeStructHashArray, 32), mul(numFees, 32))
}
}
}
}

View File

@@ -17,7 +17,7 @@
*/
pragma solidity ^0.6;
pragma solidity ^0.6.5;
pragma experimental ABIEncoderV2;
import "@0x/contracts-erc20/contracts/src/v06/IEtherTokenV06.sol";
@@ -51,6 +51,10 @@ contract ERC1155OrdersFeature is
/// @dev The magic return value indicating the success of a `onERC1155Received`.
bytes4 private constant ERC1155_RECEIVED_MAGIC_BYTES = this.onERC1155Received.selector;
/// @dev Highest bit of a uint256, used to flag cancelled orders.
uint256 private constant CANCEL_BIT = 1 << 255;
/// @dev Second-highest bit of a uint256, used to flag pre-signed orders.
uint256 private constant PRESIGN_BIT = 1 << 254;
constructor(address zeroExAddress, IEtherTokenV06 weth)
@@ -152,7 +156,7 @@ contract ERC1155OrdersFeature is
)
);
uint256 ethBalanceAfter = address(this).balance;
// Cannot use pre-existing ETH balance
// Cannot spent more than `msg.value`
if (ethBalanceAfter < ethBalanceBefore) {
LibNFTOrdersRichErrors.OverspentEthError(
ethBalanceBefore - ethBalanceAfter + msg.value,
@@ -163,36 +167,39 @@ contract ERC1155OrdersFeature is
_transferEth(msg.sender, ethBalanceAfter - ethBalanceBefore);
}
/// @dev Cancel a single ERC1155 order by its nonce. The caller
/// should be the maker of the order. Silently succeeds if
/// an order with the same nonce has already been filled or
/// cancelled.
/// @param orderNonce The order nonce.
function cancelERC1155Order(uint256 orderNonce)
/// @dev Cancel a single ERC1155 order. The caller should be the
/// maker of the order. Silently succeeds if the order has
/// already been filled or cancelled.
/// @param order The order to cancel.
function cancelERC1155Order(LibNFTOrder.ERC1155Order memory order)
public
override
{
// The bitvector is indexed by the lower 8 bits of the nonce.
uint256 flag = 1 << (orderNonce & 255);
// Update order cancellation bit vector to indicate that the order
// has been cancelled/filled by setting the designated bit to 1.
LibERC1155OrdersStorage.getStorage().orderCancellationByMaker
[msg.sender][uint248(orderNonce >> 8)] |= flag;
require(
order.maker == msg.sender,
"ERC1155OrdersFeature::cancelERC1155Order/ONLY_MAKER"
);
emit ERC1155OrderCancelled(msg.sender, orderNonce);
bytes32 orderHash = getERC1155OrderHash(order);
// Set the high bit on the order state variable to indicate
// a cancel. It's OK to cancel twice.
LibERC1155OrdersStorage.Storage storage stor =
LibERC1155OrdersStorage.getStorage();
stor.orderState[orderHash] |= CANCEL_BIT;
emit ERC1155OrderCancelled(orderHash, msg.sender);
}
/// @dev Cancel multiple ERC1155 orders by their nonces. The caller
/// should be the maker of the orders. Silently succeeds if
/// an order with the same nonce has already been filled or
/// cancelled.
/// @param orderNonces The order nonces.
function batchCancelERC1155Orders(uint256[] calldata orderNonces)
external
/// @dev Cancel multiple ERC1155 orders. The caller should be the
/// maker of the orders. Silently succeeds if an order has
/// already been filled or cancelled.
/// @param orders The orders to cancel.
function batchCancelERC1155Orders(LibNFTOrder.ERC1155Order[] memory orders)
public
override
{
for (uint256 i = 0; i < orderNonces.length; i++) {
cancelERC1155Order(orderNonces[i]);
for (uint256 i = 0; i < orders.length; i++) {
cancelERC1155Order(orders[i]);
}
}
@@ -202,9 +209,6 @@ contract ERC1155OrdersFeature is
/// @param signatures The order signatures.
/// @param erc1155FillAmounts The amounts of the ERC1155 assets
/// to buy for each order.
/// @param callbackData The data (if any) to pass to the taker
/// callback for each order. Refer to the `callbackData`
/// parameter to for `buyERC1155`.
/// @param revertIfIncomplete If true, reverts if this
/// function fails to fill any individual order.
/// @return successes An array of booleans corresponding to whether
@@ -213,7 +217,6 @@ contract ERC1155OrdersFeature is
LibNFTOrder.ERC1155Order[] memory sellOrders,
LibSignature.Signature[] memory signatures,
uint128[] calldata erc1155FillAmounts,
bytes[] memory callbackData,
bool revertIfIncomplete
)
public
@@ -223,60 +226,50 @@ contract ERC1155OrdersFeature is
{
require(
sellOrders.length == signatures.length &&
sellOrders.length == erc1155FillAmounts.length &&
sellOrders.length == callbackData.length,
sellOrders.length == erc1155FillAmounts.length,
"ERC1155OrdersFeature::batchBuyERC1155s/ARRAY_LENGTH_MISMATCH"
);
successes = new bool[](sellOrders.length);
uint256 ethBalanceBefore = address(this).balance
.safeSub(msg.value);
if (revertIfIncomplete) {
for (uint256 i = 0; i < sellOrders.length; i++) {
// Will revert if _buyERC1155 reverts.
_buyERC1155(
uint256 ethSpent = 0;
for (uint256 i = 0; i < sellOrders.length; i++) {
bytes memory returnData;
// Delegatecall `_buyERC1155` to track ETH consumption while
// preserving execution context.
// Note that `_buyERC1155` is a public function but should _not_
// be registered in the Exchange Proxy.
(successes[i], returnData) = _implementation.delegatecall(
abi.encodeWithSelector(
this._buyERC1155.selector,
sellOrders[i],
signatures[i],
BuyParams(
erc1155FillAmounts[i],
address(this).balance.safeSub(ethBalanceBefore), // Remaining ETH available
callbackData[i]
msg.value - ethSpent, // Remaining ETH available
new bytes(0) // No taker callback; allowing a
// callback would potentially mess
// up the ETH accounting here.
)
);
successes[i] = true;
}
} else {
for (uint256 i = 0; i < sellOrders.length; i++) {
// Delegatecall `_buyERC1155` to catch swallow reverts while
// preserving execution context.
// Note that `_buyERC1155` is a public function but should _not_
// be registered in the Exchange Proxy.
(successes[i], ) = _implementation.delegatecall(
abi.encodeWithSelector(
this._buyERC1155.selector,
sellOrders[i],
signatures[i],
BuyParams(
erc1155FillAmounts[i],
address(this).balance.safeSub(ethBalanceBefore), // Remaining ETH available
callbackData[i]
)
)
);
)
);
if (successes[i]) {
(uint256 _ethSpent) = abi.decode(returnData, (uint256));
ethSpent = ethSpent.safeAdd(_ethSpent);
} else if (revertIfIncomplete) {
// Bubble up revert
returnData.rrevert();
}
}
// Cannot use pre-existing ETH balance
uint256 ethBalanceAfter = address(this).balance;
if (ethBalanceAfter < ethBalanceBefore) {
if (ethSpent > msg.value) {
LibNFTOrdersRichErrors.OverspentEthError(
msg.value + (ethBalanceBefore - ethBalanceAfter),
ethSpent,
msg.value
).rrevert();
}
// Refund
_transferEth(msg.sender, ethBalanceAfter - ethBalanceBefore);
_transferEth(msg.sender, msg.value - ethSpent);
}
/// @dev Callback for the ERC1155 `safeTransferFrom` function.
@@ -357,9 +350,9 @@ contract ERC1155OrdersFeature is
LibERC1155OrdersStorage.Storage storage stor =
LibERC1155OrdersStorage.getStorage();
// Set `preSigned` to true on the order state variable
// Set the second-highest bit on the order state variable
// to indicate that the order has been pre-signed.
stor.orderState[orderHash].preSigned = true;
stor.orderState[orderHash] |= PRESIGN_BIT;
emit ERC1155OrderPreSigned(
order.direction,
@@ -415,8 +408,10 @@ contract ERC1155OrdersFeature is
)
public
payable
returns (uint256 ethSpent)
{
uint256 erc20FillAmount = _buyNFT(
uint256 erc20FillAmount;
(erc20FillAmount, ethSpent) = _buyNFT(
sellOrder.asNFTOrder(),
signature,
params
@@ -469,8 +464,9 @@ contract ERC1155OrdersFeature is
{
if (signature.signatureType == LibSignature.SignatureType.PRESIGNED) {
// Check if order hash has been pre-signed by the maker.
bool isPreSigned = LibERC1155OrdersStorage.getStorage()
.orderState[orderHash].preSigned;
uint256 orderState = LibERC1155OrdersStorage.getStorage()
.orderState[orderHash];
bool isPreSigned = orderState & PRESIGN_BIT != 0;
if (!isPreSigned) {
LibNFTOrdersRichErrors.InvalidSignerError(maker, address(0)).rrevert();
}
@@ -516,10 +512,10 @@ contract ERC1155OrdersFeature is
override
{
LibERC1155OrdersStorage.Storage storage stor = LibERC1155OrdersStorage.getStorage();
uint128 filledAmount = stor.orderState[orderHash].filledAmount;
uint128 currentFilledAmount = uint128(stor.orderState[orderHash]);
// Filled amount should never overflow 128 bits
assert(filledAmount + fillAmount > filledAmount);
stor.orderState[orderHash].filledAmount = filledAmount + fillAmount;
assert(currentFilledAmount + fillAmount > currentFilledAmount);
stor.orderState[orderHash] += fillAmount;
}
/// @dev If the given order is buying an ERC1155 asset, checks
@@ -557,6 +553,23 @@ contract ERC1155OrdersFeature is
orderInfo.orderAmount = order.erc1155TokenAmount;
orderInfo.orderHash = getERC1155OrderHash(order);
{
LibERC1155OrdersStorage.Storage storage stor =
LibERC1155OrdersStorage.getStorage();
uint256 orderState = stor.orderState[orderInfo.orderHash];
orderInfo.remainingAmount = order.erc1155TokenAmount
.safeSub128(uint128(orderState));
if (orderInfo.remainingAmount == 0) {
orderInfo.status = LibNFTOrder.OrderStatus.UNFILLABLE;
return orderInfo;
}
if (orderState & CANCEL_BIT != 0) {
orderInfo.status = LibNFTOrder.OrderStatus.UNFILLABLE;
return orderInfo;
}
}
// Only buy orders with `erc1155TokenId` == 0 can be property
// orders.
if (order.erc1155TokenProperties.length > 0 &&
@@ -582,29 +595,6 @@ contract ERC1155OrdersFeature is
return orderInfo;
}
{
LibERC1155OrdersStorage.Storage storage stor =
LibERC1155OrdersStorage.getStorage();
LibERC1155OrdersStorage.OrderState storage orderState =
stor.orderState[orderInfo.orderHash];
orderInfo.remainingAmount = order.erc1155TokenAmount
.safeSub128(orderState.filledAmount);
// `orderCancellationByMaker` is indexed by maker and nonce.
uint256 orderCancellationBitVector =
stor.orderCancellationByMaker[order.maker][uint248(order.nonce >> 8)];
// The bitvector is indexed by the lower 8 bits of the nonce.
uint256 flag = 1 << (order.nonce & 255);
if (orderInfo.remainingAmount == 0 ||
orderCancellationBitVector & flag != 0)
{
orderInfo.status = LibNFTOrder.OrderStatus.UNFILLABLE;
return orderInfo;
}
}
// Otherwise, the order is fillable.
orderInfo.status = LibNFTOrder.OrderStatus.FILLABLE;
}
@@ -621,7 +611,7 @@ contract ERC1155OrdersFeature is
return getERC1155OrderInfo(order.asERC1155Order());
}
/// @dev Get the EIP-712 hash of an ERC1155 order.
/// @dev Get the canonical hash of an ERC1155 order.
/// @param order The ERC1155 order.
/// @return orderHash The order hash.
function getERC1155OrderHash(LibNFTOrder.ERC1155Order memory order)

View File

@@ -17,7 +17,7 @@
*/
pragma solidity ^0.6;
pragma solidity ^0.6.5;
pragma experimental ABIEncoderV2;
import "@0x/contracts-erc20/contracts/src/v06/IEtherTokenV06.sol";
@@ -142,10 +142,10 @@ contract ERC721OrdersFeature is
callbackData
);
uint256 ethBalanceAfter = address(this).balance;
// Cannot use pre-existing ETH balance
// Cannot spent more than `msg.value`
if (ethBalanceAfter < ethBalanceBefore) {
LibNFTOrdersRichErrors.OverspentEthError(
msg.value + (ethBalanceBefore - ethBalanceAfter),
ethBalanceBefore - ethBalanceAfter + msg.value,
msg.value
).rrevert();
}
@@ -164,7 +164,11 @@ contract ERC721OrdersFeature is
{
// Mark order as cancelled
_setOrderStatusBit(msg.sender, orderNonce);
emit ERC721OrderCancelled(msg.sender, orderNonce);
emit ERC721OrderCancelled(
msg.sender,
orderNonce
);
}
/// @dev Cancel multiple ERC721 orders by their nonces. The caller
@@ -187,15 +191,11 @@ contract ERC721OrdersFeature is
/// @param signatures The order signatures.
/// @param revertIfIncomplete If true, reverts if this
/// function fails to fill any individual order.
/// @param callbackData The data (if any) to pass to the taker
/// callback for each order. Refer to the `callbackData`
/// parameter to for `buyERC721`.
/// @return successes An array of booleans corresponding to whether
/// each order in `orders` was successfully filled.
function batchBuyERC721s(
LibNFTOrder.ERC721Order[] memory sellOrders,
LibSignature.Signature[] memory signatures,
bytes[] memory callbackData,
bool revertIfIncomplete
)
public
@@ -204,54 +204,47 @@ contract ERC721OrdersFeature is
returns (bool[] memory successes)
{
require(
sellOrders.length == signatures.length &&
sellOrders.length == callbackData.length,
sellOrders.length == signatures.length,
"ERC721OrdersFeature::batchBuyERC721s/ARRAY_LENGTH_MISMATCH"
);
successes = new bool[](sellOrders.length);
uint256 ethBalanceBefore = address(this).balance
.safeSub(msg.value);
if (revertIfIncomplete) {
for (uint256 i = 0; i < sellOrders.length; i++) {
// Will revert if _buyERC721 reverts.
_buyERC721(
uint256 ethSpent = 0;
for (uint256 i = 0; i < sellOrders.length; i++) {
bytes memory returnData;
// Delegatecall `_buyERC721` to track ETH consumption while
// preserving execution context.
// Note that `_buyERC721` is a public function but should _not_
// be registered in the Exchange Proxy.
(successes[i], returnData) = _implementation.delegatecall(
abi.encodeWithSelector(
this._buyERC721.selector,
sellOrders[i],
signatures[i],
address(this).balance.safeSub(ethBalanceBefore),
callbackData[i]
);
successes[i] = true;
}
} else {
for (uint256 i = 0; i < sellOrders.length; i++) {
// Delegatecall `_buyERC721` to swallow reverts while
// preserving execution context.
// Note that `_buyERC721` is a public function but should _not_
// be registered in the Exchange Proxy.
(successes[i], ) = _implementation.delegatecall(
abi.encodeWithSelector(
this._buyERC721.selector,
sellOrders[i],
signatures[i],
address(this).balance.safeSub(ethBalanceBefore), // Remaining ETH available
callbackData[i]
)
);
msg.value - ethSpent, // Remaining ETH available
new bytes(0) // No taker callback; allowing a
// callback would potentially mess
// up the ETH accounting here.
)
);
if (successes[i]) {
(uint256 _ethSpent) = abi.decode(returnData, (uint256));
ethSpent = ethSpent.safeAdd(_ethSpent);
} else if (revertIfIncomplete) {
// Bubble up revert
returnData.rrevert();
}
}
// Cannot use pre-existing ETH balance
uint256 ethBalanceAfter = address(this).balance;
if (ethBalanceAfter < ethBalanceBefore) {
if (ethSpent > msg.value) {
LibNFTOrdersRichErrors.OverspentEthError(
msg.value + (ethBalanceBefore - ethBalanceAfter),
ethSpent,
msg.value
).rrevert();
}
// Refund
_transferEth(msg.sender, ethBalanceAfter - ethBalanceBefore);
_transferEth(msg.sender, msg.value - ethSpent);
}
/// @dev Matches a pair of complementary orders that have
@@ -275,14 +268,6 @@ contract ERC721OrdersFeature is
override
returns (uint256 profit)
{
// The ERC721 tokens must match
if (sellOrder.erc721Token != buyOrder.erc721Token) {
LibNFTOrdersRichErrors.ERC721TokenMismatchError(
address(sellOrder.erc721Token),
address(buyOrder.erc721Token)
).rrevert();
}
LibNFTOrder.NFTOrder memory sellNFTOrder = sellOrder.asNFTOrder();
LibNFTOrder.NFTOrder memory buyNFTOrder = buyOrder.asNFTOrder();
@@ -309,6 +294,28 @@ contract ERC721OrdersFeature is
_updateOrderState(buyNFTOrder, buyOrderInfo.orderHash, 1);
}
// The ERC721 tokens must match
if (sellOrder.erc721Token != buyOrder.erc721Token) {
LibNFTOrdersRichErrors.ERC721TokenMismatchError(
address(sellOrder.erc721Token),
address(buyOrder.erc721Token)
).rrevert();
}
{
// The ERC20 tokens must match. Okay if the sell order specifies ETH
// and the buy order specifies WETH; we will unwrap the WETH before
// sending it to `sellOrder.maker`.
bool isWethBuyEthSell =
address(sellOrder.erc20Token) == NATIVE_TOKEN_ADDRESS &&
buyOrder.erc20Token == WETH;
if (sellOrder.erc20Token != buyOrder.erc20Token && !isWethBuyEthSell) {
LibNFTOrdersRichErrors.ERC20TokenMismatchError(
address(sellOrder.erc20Token),
address(buyOrder.erc20Token)
).rrevert();
}
}
// The buyer must be willing to pay at least the amount that the
// seller is asking.
if (buyOrder.erc20TokenAmount < sellOrder.erc20TokenAmount) {
@@ -368,10 +375,10 @@ contract ERC721OrdersFeature is
// the `erc20Token`, which in this case is WETH.
_payFees(
buyNFTOrder,
buyOrder.maker, // payer
1, // fillAmount
1, // orderAmount
false // useNativeToken
buyOrder.maker,
1,
1,
false
);
// Step 5: Pay fees for the sell order. The `erc20Token` of the
@@ -381,10 +388,10 @@ contract ERC721OrdersFeature is
// sell order fees.
uint256 sellOrderFees = _payFees(
sellNFTOrder,
address(this), // payer
1, // fillAmount
1, // orderAmount
true // useNativeToken
address(this),
1,
1,
true
);
// Step 6: The spread must be enough to cover the sell order fees.
@@ -405,14 +412,6 @@ contract ERC721OrdersFeature is
_transferEth(msg.sender, profit);
}
} else {
// ERC20 tokens must match
if (sellOrder.erc20Token != buyOrder.erc20Token) {
LibNFTOrdersRichErrors.ERC20TokenMismatchError(
address(sellOrder.erc20Token),
address(buyOrder.erc20Token)
).rrevert();
}
// Step 1: Transfer the ERC20 token from the buyer to the seller.
// Note that we transfer `sellOrder.erc20TokenAmount`, which
// is at most `buyOrder.erc20TokenAmount`.
@@ -429,10 +428,10 @@ contract ERC721OrdersFeature is
// `buyOrder.erc20TokenAmount` _plus_ `buyOrder.fees`.
_payFees(
buyNFTOrder,
buyOrder.maker, // payer
1, // fillAmount
1, // orderAmount
false // useNativeToken
buyOrder.maker,
1,
1,
false
);
// Step 3: Pay fees for the sell order. These are paid by the buyer
@@ -441,10 +440,10 @@ contract ERC721OrdersFeature is
// so, we revert in the following step.
uint256 sellOrderFees = _payFees(
sellNFTOrder,
buyOrder.maker, // payer
1, // fillAmount
1, // orderAmount
false // useNativeToken
buyOrder.maker,
1,
1,
false
);
// Step 4: The spread must be enough to cover the sell order fees.
@@ -458,7 +457,7 @@ contract ERC721OrdersFeature is
).rrevert();
}
// Step 5: We calculate the profit as:
// Step 7: We calculate the profit as:
// profit = buyOrder.erc20TokenAmount - sellOrder.erc20TokenAmount - sellOrderFees
// = spread - sellOrderFees
// I.e. the buyer would've been willing to pay up to `profit`
@@ -689,8 +688,9 @@ contract ERC721OrdersFeature is
)
public
payable
returns (uint256 ethSpent)
{
_buyNFT(
(, ethSpent) = _buyNFT(
sellOrder.asNFTOrder(),
signature,
BuyParams(
@@ -801,7 +801,7 @@ contract ERC721OrdersFeature is
private
{
// The bitvector is indexed by the lower 8 bits of the nonce.
uint256 flag = 1 << (nonce & 255);
uint256 flag = 1 << (nonce % 256);
// Update order status bit vector to indicate that the given order
// has been cancelled/filled by setting the designated bit to 1.
LibERC721OrdersStorage.getStorage().orderStatusByMaker
@@ -870,7 +870,7 @@ contract ERC721OrdersFeature is
uint256 orderStatusBitVector =
stor.orderStatusByMaker[order.maker][uint248(order.nonce >> 8)];
// The bitvector is indexed by the lower 8 bits of the nonce.
uint256 flag = 1 << (order.nonce & 255);
uint256 flag = 1 << (order.nonce % 256);
// If the designated bit is set, the order has been cancelled or
// previously filled, so it is now unfillable.
if (orderStatusBitVector & flag != 0) {
@@ -897,7 +897,7 @@ contract ERC721OrdersFeature is
orderInfo.remainingAmount = orderInfo.status == LibNFTOrder.OrderStatus.FILLABLE ? 1 : 0;
}
/// @dev Get the EIP-712 hash of an ERC721 order.
/// @dev Get the canonical hash of an ERC721 order.
/// @param order The ERC721 order.
/// @return orderHash The order hash.
function getERC721OrderHash(LibNFTOrder.ERC721Order memory order)

View File

@@ -17,7 +17,7 @@
*/
pragma solidity ^0.6;
pragma solidity ^0.6.5;
pragma experimental ABIEncoderV2;
import "@0x/contracts-erc20/contracts/src/v06/IERC20TokenV06.sol";
@@ -191,7 +191,7 @@ abstract contract NFTOrders is
BuyParams memory params
)
internal
returns (uint256 erc20FillAmount)
returns (uint256 erc20FillAmount, uint256 ethSpent)
{
LibNFTOrder.OrderInfo memory orderInfo = _getOrderInfo(sellOrder);
// Check that the order can be filled.
@@ -231,7 +231,6 @@ abstract contract NFTOrders is
params.buyAmount
);
uint256 ethAvailable = params.ethAvailable;
if (params.takerCallbackData.length > 0) {
require(
msg.sender != address(this),
@@ -241,9 +240,7 @@ abstract contract NFTOrders is
// Invoke the callback
bytes4 callbackResult = ITakerCallback(msg.sender)
.zeroExTakerCallback(orderInfo.orderHash, params.takerCallbackData);
// Update `ethAvailable` with amount acquired during
// the callback
ethAvailable = ethAvailable.safeAdd(
params.ethAvailable = params.ethAvailable.safeAdd(
address(this).balance.safeSub(ethBalanceBeforeCallback)
);
// Check for the magic success bytes
@@ -254,21 +251,30 @@ abstract contract NFTOrders is
}
if (address(sellOrder.erc20Token) == NATIVE_TOKEN_ADDRESS) {
// Check that we have enough ETH.
if (params.ethAvailable < erc20FillAmount) {
LibNFTOrdersRichErrors.InsufficientEthError(
params.ethAvailable,
erc20FillAmount
).rrevert();
}
// Transfer ETH to the seller.
_transferEth(payable(sellOrder.maker), erc20FillAmount);
// Fees are paid from the EP's current balance of ETH.
_payEthFees(
uint256 ethFees = _payFees(
sellOrder,
address(this),
params.buyAmount,
orderInfo.orderAmount,
erc20FillAmount,
ethAvailable
true
);
// Sum the amount of ETH spent.
ethSpent = erc20FillAmount.safeAdd(ethFees);
} else if (sellOrder.erc20Token == WETH) {
// If there is enough ETH available, fill the WETH order
// (including fees) using that ETH.
// Otherwise, transfer WETH from the taker.
if (ethAvailable >= erc20FillAmount) {
if (params.ethAvailable >= erc20FillAmount) {
// Wrap ETH.
WETH.deposit{value: erc20FillAmount}();
// TODO: Probably safe to just use WETH.transfer for some
@@ -279,14 +285,16 @@ abstract contract NFTOrders is
sellOrder.maker,
erc20FillAmount
);
// Fees are paid from the EP's current balance of ETH.
_payEthFees(
// Pay fees using ETH.
uint256 ethFees = _payFees(
sellOrder,
address(this),
params.buyAmount,
orderInfo.orderAmount,
erc20FillAmount,
ethAvailable
true
);
// Sum the amount of ETH spent.
ethSpent = erc20FillAmount.safeAdd(ethFees);
} else {
// Transfer WETH from the buyer to the seller.
_transferERC20TokensFrom(
@@ -395,33 +403,6 @@ abstract contract NFTOrders is
_validateOrderSignature(orderInfo.orderHash, signature, buyOrder.maker);
}
function _payEthFees(
LibNFTOrder.NFTOrder memory order,
uint128 fillAmount,
uint128 orderAmount,
uint256 ethSpent,
uint256 ethAvailable
)
private
{
// Pay fees using ETH.
uint256 ethFees = _payFees(
order,
address(this),
fillAmount,
orderAmount,
true
);
// Update amount of ETH spent.
ethSpent = ethSpent.safeAdd(ethFees);
if (ethSpent > ethAvailable) {
LibNFTOrdersRichErrors.OverspentEthError(
ethSpent,
ethAvailable
).rrevert();
}
}
function _payFees(
LibNFTOrder.NFTOrder memory order,
address payer,
@@ -432,15 +413,6 @@ abstract contract NFTOrders is
internal
returns (uint256 totalFeesPaid)
{
// Make assertions about ETH case
if (useNativeToken) {
assert(payer == address(this));
assert(
order.erc20Token == WETH ||
address(order.erc20Token) == NATIVE_TOKEN_ADDRESS
);
}
for (uint256 i = 0; i < order.fees.length; i++) {
LibNFTOrder.Fee memory fee = order.fees[i];
@@ -453,7 +425,7 @@ abstract contract NFTOrders is
if (fillAmount == orderAmount) {
feeFillAmount = fee.amount;
} else {
// Round against the fee recipient
// Round in favor of the taker or maker
feeFillAmount = LibMathV06.getPartialAmountFloor(
fillAmount,
orderAmount,
@@ -465,6 +437,11 @@ abstract contract NFTOrders is
}
if (useNativeToken) {
assert(payer == address(this));
assert(
order.erc20Token == WETH ||
address(order.erc20Token) == NATIVE_TOKEN_ADDRESS
);
// Transfer ETH to the fee recipient.
_transferEth(payable(fee.recipient), feeFillAmount);
} else {
@@ -529,31 +506,31 @@ abstract contract NFTOrders is
order.nftId
).rrevert();
}
} else {
// Validate each property
for (uint256 i = 0; i < order.nftProperties.length; i++) {
LibNFTOrder.Property memory property = order.nftProperties[i];
// `address(0)` is interpreted as a no-op. Any token ID
// will satisfy a property with `propertyValidator == address(0)`.
if (address(property.propertyValidator) == address(0)) {
continue;
}
}
// Call the property validator and throw a descriptive error
// if the call reverts.
try property.propertyValidator.validateProperty(
// Validate each property
for (uint256 i = 0; i < order.nftProperties.length; i++) {
LibNFTOrder.Property memory property = order.nftProperties[i];
// `address(0)` is interpreted as a no-op. Any token ID
// will satisfy a property with `propertyValidator == address(0)`.
if (address(property.propertyValidator) == address(0)) {
continue;
}
// Call the property validator and throw a descriptive error
// if the call reverts.
try property.propertyValidator.validateProperty(
order.nft,
tokenId,
property.propertyData
) {} catch (bytes memory errorData) {
LibNFTOrdersRichErrors.PropertyValidationFailedError(
address(property.propertyValidator),
order.nft,
tokenId,
property.propertyData
) {} catch (bytes memory errorData) {
LibNFTOrdersRichErrors.PropertyValidationFailedError(
address(property.propertyValidator),
order.nft,
tokenId,
property.propertyData,
errorData
).rrevert();
}
property.propertyData,
errorData
).rrevert();
}
}
}

View File

@@ -17,7 +17,7 @@
*/
pragma solidity ^0.6;
pragma solidity ^0.6.5;
pragma experimental ABIEncoderV2;
import "@0x/contracts-utils/contracts/src/v06/LibSafeMathV06.sol";

View File

@@ -17,7 +17,7 @@
*/
pragma solidity ^0.6;
pragma solidity ^0.6.5;
pragma experimental ABIEncoderV2;
import "@0x/contracts-utils/contracts/src/v06/LibSafeMathV06.sol";

View File

@@ -17,7 +17,7 @@
*/
pragma solidity ^0.6;
pragma solidity ^0.6.5;
pragma experimental ABIEncoderV2;
import "./LibStorage.sol";
@@ -26,20 +26,12 @@ import "./LibStorage.sol";
/// @dev Storage helpers for `ERC1155OrdersFeature`.
library LibERC1155OrdersStorage {
struct OrderState {
// The amount (denominated in the ERC1155 asset)
// that the order has been filled by.
uint128 filledAmount;
// Whether the order has been pre-signed.
bool preSigned;
}
/// @dev Storage bucket for this feature.
struct Storage {
// Mapping from order hash to order state:
mapping(bytes32 => OrderState) orderState;
// maker => nonce range => order cancellation bit vector
mapping(address => mapping(uint248 => uint256)) orderCancellationByMaker;
// The lower `uint128` is the taker token fill amount.
// The highest bit will be `1` if the order was cancelled.
// The second-highest bit will be `1` if the order was pre-signed.
mapping(bytes32 => uint256) orderState;
}
/// @dev Get the storage bucket for this contract.

View File

@@ -17,7 +17,7 @@
*/
pragma solidity ^0.6;
pragma solidity ^0.6.5;
pragma experimental ABIEncoderV2;
import "./LibStorage.sol";

View File

@@ -17,7 +17,7 @@
*/
pragma solidity ^0.6;
pragma solidity ^0.6.5;
pragma experimental ABIEncoderV2;

View File

@@ -25,7 +25,6 @@ import "./BridgeProtocols.sol";
import "./mixins/MixinAaveV2.sol";
import "./mixins/MixinBalancer.sol";
import "./mixins/MixinBalancerV2.sol";
import "./mixins/MixinBalancerV2Batch.sol";
import "./mixins/MixinBancor.sol";
import "./mixins/MixinCoFiX.sol";
import "./mixins/MixinCompound.sol";
@@ -53,7 +52,6 @@ contract BridgeAdapter is
MixinAaveV2,
MixinBalancer,
MixinBalancerV2,
MixinBalancerV2Batch,
MixinBancor,
MixinCoFiX,
MixinCompound,
@@ -161,11 +159,6 @@ contract BridgeAdapter is
sellAmount,
order.bridgeData
);
} else if (protocolId == BridgeProtocols.BALANCERV2BATCH) {
boughtAmount = _tradeBalancerV2Batch(
sellAmount,
order.bridgeData
);
} else if (protocolId == BridgeProtocols.KYBER) {
boughtAmount = _tradeKyber(
sellToken,

View File

@@ -27,30 +27,29 @@ library BridgeProtocols {
// A incrementally increasing, append-only list of protocol IDs.
// We don't use an enum so solidity doesn't throw when we pass in a
// new protocol ID that hasn't been rolled up yet.
uint128 internal constant UNKNOWN = 0;
uint128 internal constant CURVE = 1;
uint128 internal constant UNISWAPV2 = 2;
uint128 internal constant UNISWAP = 3;
uint128 internal constant BALANCER = 4;
uint128 internal constant KYBER = 5;
uint128 internal constant MOONISWAP = 6;
uint128 internal constant MSTABLE = 7;
uint128 internal constant OASIS = 8;
uint128 internal constant SHELL = 9;
uint128 internal constant DODO = 10;
uint128 internal constant DODOV2 = 11;
uint128 internal constant CRYPTOCOM = 12;
uint128 internal constant BANCOR = 13;
uint128 internal constant COFIX = 14;
uint128 internal constant NERVE = 15;
uint128 internal constant MAKERPSM = 16;
uint128 internal constant BALANCERV2 = 17;
uint128 internal constant UNISWAPV3 = 18;
uint128 internal constant KYBERDMM = 19;
uint128 internal constant CURVEV2 = 20;
uint128 internal constant LIDO = 21;
uint128 internal constant CLIPPER = 22; // Not used: Clipper is now using PLP interface
uint128 internal constant AAVEV2 = 23;
uint128 internal constant COMPOUND = 24;
uint128 internal constant BALANCERV2BATCH = 25;
uint128 internal constant UNKNOWN = 0;
uint128 internal constant CURVE = 1;
uint128 internal constant UNISWAPV2 = 2;
uint128 internal constant UNISWAP = 3;
uint128 internal constant BALANCER = 4;
uint128 internal constant KYBER = 5;
uint128 internal constant MOONISWAP = 6;
uint128 internal constant MSTABLE = 7;
uint128 internal constant OASIS = 8;
uint128 internal constant SHELL = 9;
uint128 internal constant DODO = 10;
uint128 internal constant DODOV2 = 11;
uint128 internal constant CRYPTOCOM = 12;
uint128 internal constant BANCOR = 13;
uint128 internal constant COFIX = 14;
uint128 internal constant NERVE = 15;
uint128 internal constant MAKERPSM = 16;
uint128 internal constant BALANCERV2 = 17;
uint128 internal constant UNISWAPV3 = 18;
uint128 internal constant KYBERDMM = 19;
uint128 internal constant CURVEV2 = 20;
uint128 internal constant LIDO = 21;
uint128 internal constant CLIPPER = 22; // Not used: Clipper is now using PLP interface
uint128 internal constant AAVEV2 = 23;
uint128 internal constant COMPOUND = 24;
}

View File

@@ -1,107 +0,0 @@
// SPDX-License-Identifier: Apache-2.0
/*
Copyright 2020 ZeroEx Intl.
Licensed under the Apache License, Version 2.0 (the "License");
you may not use this file except in compliance with the License.
You may obtain a copy of the License at
http://www.apache.org/licenses/LICENSE-2.0
Unless required by applicable law or agreed to in writing, software
distributed under the License is distributed on an "AS IS" BASIS,
WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
See the License for the specific language governing permissions and
limitations under the License.
*/
pragma solidity ^0.6.5;
pragma experimental ABIEncoderV2;
import "@0x/contracts-erc20/contracts/src/v06/LibERC20TokenV06.sol";
import "@0x/contracts-erc20/contracts/src/v06/IERC20TokenV06.sol";
interface IBalancerV2BatchSwapVault {
enum SwapKind { GIVEN_IN, GIVEN_OUT }
struct BatchSwapStep {
bytes32 poolId;
uint256 assetInIndex;
uint256 assetOutIndex;
uint256 amount;
bytes userData;
}
struct FundManagement {
address sender;
bool fromInternalBalance;
address payable recipient;
bool toInternalBalance;
}
function batchSwap(
SwapKind kind,
BatchSwapStep[] calldata swaps,
IERC20TokenV06[] calldata assets,
FundManagement calldata funds,
int256[] calldata limits,
uint256 deadline
) external returns (int256[] memory amounts);
}
contract MixinBalancerV2Batch {
using LibERC20TokenV06 for IERC20TokenV06;
struct BalancerV2BatchBridgeData {
IBalancerV2BatchSwapVault vault;
IBalancerV2BatchSwapVault.BatchSwapStep[] swapSteps;
IERC20TokenV06[] assets;
}
function _tradeBalancerV2Batch(
uint256 sellAmount,
bytes memory bridgeData
)
internal
returns (uint256 boughtAmount)
{
// Decode the bridge data.
(
IBalancerV2BatchSwapVault vault,
IBalancerV2BatchSwapVault.BatchSwapStep[] memory swapSteps,
address[] memory assets_
) = abi.decode(bridgeData, (IBalancerV2BatchSwapVault, IBalancerV2BatchSwapVault.BatchSwapStep[], address[]));
IERC20TokenV06[] memory assets;
assembly { assets := assets_ }
// Grant an allowance to the exchange to spend `fromTokenAddress` token.
assets[0].approveIfBelow(address(vault), sellAmount);
swapSteps[0].amount = sellAmount;
int256[] memory limits = new int256[](assets.length);
for (uint256 i = 0; i < limits.length; ++i) {
limits[i] = type(int256).max;
}
int256[] memory amounts = vault.batchSwap(
IBalancerV2BatchSwapVault.SwapKind.GIVEN_IN,
swapSteps,
assets,
IBalancerV2BatchSwapVault.FundManagement({
sender: address(this),
fromInternalBalance: false,
recipient: payable(address(this)),
toInternalBalance: false
}),
limits,
block.timestamp + 1
);
require(amounts[amounts.length - 1] <= 0, 'Unexpected BalancerV2Batch output');
return uint256(amounts[amounts.length - 1] * -1);
}
}

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@@ -17,7 +17,7 @@
*/
pragma solidity ^0.6;
pragma solidity ^0.6.5;
pragma experimental ABIEncoderV2;

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@@ -17,7 +17,7 @@
*/
pragma solidity ^0.6;
pragma solidity ^0.6.5;
interface IERC721Token {
@@ -143,11 +143,11 @@ interface IERC721Token {
/// @dev Throws if `_tokenId` is not a valid NFT.
/// @param _tokenId The NFT to find the approved address for
/// @return The approved address for this NFT, or the zero address if there is none
function getApproved(uint256 _tokenId)
function getApproved(uint256 _tokenId)
external
view
returns (address);
/// @notice Query if an address is an authorized operator for another address
/// @param _owner The address that owns the NFTs
/// @param _operator The address that acts on behalf of the owner

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@@ -17,7 +17,7 @@
*/
pragma solidity ^0.6;
pragma solidity ^0.6.5;
pragma experimental ABIEncoderV2;

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@@ -17,7 +17,7 @@
*/
pragma solidity ^0.6;
pragma solidity ^0.6.5;
pragma experimental ABIEncoderV2;

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@@ -17,7 +17,7 @@
*/
pragma solidity ^0.6;
pragma solidity ^0.6.5;
pragma experimental ABIEncoderV2;

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@@ -85,9 +85,9 @@ contract TestNFTOrderPresigner {
zeroEx.cancelERC721Order(orderNonce);
}
function cancelERC1155Order(uint256 orderNonce)
function cancelERC1155Order(LibNFTOrder.ERC1155Order calldata order)
external
{
zeroEx.cancelERC1155Order(orderNonce);
zeroEx.cancelERC1155Order(order);
}
}

View File

@@ -1,6 +1,6 @@
{
"name": "@0x/contracts-zero-ex",
"version": "0.32.0",
"version": "0.30.1",
"engines": {
"node": ">=6.12"
},
@@ -43,7 +43,7 @@
"config": {
"publicInterfaceContracts": "IZeroEx,ZeroEx,FullMigration,InitialMigration,IFlashWallet,IERC20Transformer,IOwnableFeature,ISimpleFunctionRegistryFeature,ITransformERC20Feature,FillQuoteTransformer,PayTakerTransformer,PositiveSlippageFeeTransformer,WethTransformer,OwnableFeature,SimpleFunctionRegistryFeature,TransformERC20Feature,AffiliateFeeTransformer,MetaTransactionsFeature,LogMetadataTransformer,BridgeAdapter,LiquidityProviderFeature,ILiquidityProviderFeature,NativeOrdersFeature,INativeOrdersFeature,FeeCollectorController,FeeCollector,CurveLiquidityProvider,BatchFillNativeOrdersFeature,IBatchFillNativeOrdersFeature,MultiplexFeature,IMultiplexFeature,OtcOrdersFeature,IOtcOrdersFeature",
"abis:comment": "This list is auto-generated by contracts-gen. Don't edit manually.",
"abis": "./test/generated-artifacts/@(AffiliateFeeTransformer|BatchFillNativeOrdersFeature|BootstrapFeature|BridgeAdapter|BridgeProtocols|CurveLiquidityProvider|ERC1155OrdersFeature|ERC165Feature|ERC721OrdersFeature|FeeCollector|FeeCollectorController|FillQuoteTransformer|FixinCommon|FixinEIP712|FixinERC1155Spender|FixinERC721Spender|FixinProtocolFees|FixinReentrancyGuard|FixinTokenSpender|FlashWallet|FullMigration|FundRecoveryFeature|IBatchFillNativeOrdersFeature|IBootstrapFeature|IBridgeAdapter|IERC1155OrdersFeature|IERC1155Token|IERC165Feature|IERC20Bridge|IERC20Transformer|IERC721OrdersFeature|IERC721Token|IFeature|IFeeRecipient|IFlashWallet|IFundRecoveryFeature|ILiquidityProvider|ILiquidityProviderFeature|ILiquidityProviderSandbox|IMetaTransactionsFeature|IMooniswapPool|IMultiplexFeature|INativeOrdersEvents|INativeOrdersFeature|IOtcOrdersFeature|IOwnableFeature|IPancakeSwapFeature|IPropertyValidator|ISimpleFunctionRegistryFeature|IStaking|ITakerCallback|ITestSimpleFunctionRegistryFeature|ITokenSpenderFeature|ITransformERC20Feature|IUniswapFeature|IUniswapV2Pair|IUniswapV3Feature|IUniswapV3Pool|IZeroEx|InitialMigration|LibBootstrap|LibCommonRichErrors|LibERC1155OrdersStorage|LibERC20Transformer|LibERC721OrdersStorage|LibFeeCollector|LibLiquidityProviderRichErrors|LibMetaTransactionsRichErrors|LibMetaTransactionsStorage|LibMigrate|LibNFTOrder|LibNFTOrdersRichErrors|LibNativeOrder|LibNativeOrdersRichErrors|LibNativeOrdersStorage|LibOtcOrdersStorage|LibOwnableRichErrors|LibOwnableStorage|LibProxyRichErrors|LibProxyStorage|LibReentrancyGuardStorage|LibSignature|LibSignatureRichErrors|LibSimpleFunctionRegistryRichErrors|LibSimpleFunctionRegistryStorage|LibStorage|LibTransformERC20RichErrors|LibTransformERC20Storage|LibWalletRichErrors|LiquidityProviderFeature|LiquidityProviderSandbox|LogMetadataTransformer|MetaTransactionsFeature|MixinAaveV2|MixinBalancer|MixinBalancerV2|MixinBalancerV2Batch|MixinBancor|MixinCoFiX|MixinCompound|MixinCryptoCom|MixinCurve|MixinCurveV2|MixinDodo|MixinDodoV2|MixinKyber|MixinKyberDmm|MixinLido|MixinMStable|MixinMakerPSM|MixinMooniswap|MixinNerve|MixinOasis|MixinShell|MixinUniswap|MixinUniswapV2|MixinUniswapV3|MixinZeroExBridge|MooniswapLiquidityProvider|MultiplexFeature|MultiplexLiquidityProvider|MultiplexOtc|MultiplexRfq|MultiplexTransformERC20|MultiplexUniswapV2|MultiplexUniswapV3|NFTOrders|NativeOrdersCancellation|NativeOrdersFeature|NativeOrdersInfo|NativeOrdersProtocolFees|NativeOrdersSettlement|OtcOrdersFeature|OwnableFeature|PancakeSwapFeature|PayTakerTransformer|PermissionlessTransformerDeployer|PositiveSlippageFeeTransformer|SimpleFunctionRegistryFeature|TestBridge|TestCallTarget|TestCurve|TestDelegateCaller|TestFeeCollectorController|TestFeeRecipient|TestFillQuoteTransformerBridge|TestFillQuoteTransformerExchange|TestFillQuoteTransformerHost|TestFixinProtocolFees|TestFixinTokenSpender|TestFullMigration|TestInitialMigration|TestLibNativeOrder|TestLibSignature|TestLiquidityProvider|TestMetaTransactionsNativeOrdersFeature|TestMetaTransactionsTransformERC20Feature|TestMigrator|TestMintTokenERC20Transformer|TestMintableERC1155Token|TestMintableERC20Token|TestMintableERC721Token|TestMooniswap|TestNFTOrderPresigner|TestNativeOrdersFeature|TestNoEthRecipient|TestOrderSignerRegistryWithContractWallet|TestPermissionlessTransformerDeployerSuicidal|TestPermissionlessTransformerDeployerTransformer|TestPropertyValidator|TestRfqOriginRegistration|TestSimpleFunctionRegistryFeatureImpl1|TestSimpleFunctionRegistryFeatureImpl2|TestStaking|TestTokenSpenderERC20Token|TestTransformERC20|TestTransformerBase|TestTransformerDeployerTransformer|TestTransformerHost|TestUniswapV2Factory|TestUniswapV2Pool|TestUniswapV3Factory|TestUniswapV3Feature|TestUniswapV3Pool|TestWeth|TestWethTransformerHost|TestZeroExFeature|TransformERC20Feature|Transformer|TransformerDeployer|UniswapFeature|UniswapV3Feature|WethTransformer|ZeroEx|ZeroExOptimized).json"
"abis": "./test/generated-artifacts/@(AffiliateFeeTransformer|BatchFillNativeOrdersFeature|BootstrapFeature|BridgeAdapter|BridgeProtocols|CurveLiquidityProvider|ERC1155OrdersFeature|ERC165Feature|ERC721OrdersFeature|FeeCollector|FeeCollectorController|FillQuoteTransformer|FixinCommon|FixinEIP712|FixinERC1155Spender|FixinERC721Spender|FixinProtocolFees|FixinReentrancyGuard|FixinTokenSpender|FlashWallet|FullMigration|FundRecoveryFeature|IBatchFillNativeOrdersFeature|IBootstrapFeature|IBridgeAdapter|IERC1155OrdersFeature|IERC1155Token|IERC165Feature|IERC20Bridge|IERC20Transformer|IERC721OrdersFeature|IERC721Token|IFeature|IFeeRecipient|IFlashWallet|IFundRecoveryFeature|ILiquidityProvider|ILiquidityProviderFeature|ILiquidityProviderSandbox|IMetaTransactionsFeature|IMooniswapPool|IMultiplexFeature|INativeOrdersEvents|INativeOrdersFeature|IOtcOrdersFeature|IOwnableFeature|IPancakeSwapFeature|IPropertyValidator|ISimpleFunctionRegistryFeature|IStaking|ITakerCallback|ITestSimpleFunctionRegistryFeature|ITokenSpenderFeature|ITransformERC20Feature|IUniswapFeature|IUniswapV2Pair|IUniswapV3Feature|IUniswapV3Pool|IZeroEx|InitialMigration|LibBootstrap|LibCommonRichErrors|LibERC1155OrdersStorage|LibERC20Transformer|LibERC721OrdersStorage|LibFeeCollector|LibLiquidityProviderRichErrors|LibMetaTransactionsRichErrors|LibMetaTransactionsStorage|LibMigrate|LibNFTOrder|LibNFTOrdersRichErrors|LibNativeOrder|LibNativeOrdersRichErrors|LibNativeOrdersStorage|LibOtcOrdersStorage|LibOwnableRichErrors|LibOwnableStorage|LibProxyRichErrors|LibProxyStorage|LibReentrancyGuardStorage|LibSignature|LibSignatureRichErrors|LibSimpleFunctionRegistryRichErrors|LibSimpleFunctionRegistryStorage|LibStorage|LibTransformERC20RichErrors|LibTransformERC20Storage|LibWalletRichErrors|LiquidityProviderFeature|LiquidityProviderSandbox|LogMetadataTransformer|MetaTransactionsFeature|MixinAaveV2|MixinBalancer|MixinBalancerV2|MixinBancor|MixinCoFiX|MixinCompound|MixinCryptoCom|MixinCurve|MixinCurveV2|MixinDodo|MixinDodoV2|MixinKyber|MixinKyberDmm|MixinLido|MixinMStable|MixinMakerPSM|MixinMooniswap|MixinNerve|MixinOasis|MixinShell|MixinUniswap|MixinUniswapV2|MixinUniswapV3|MixinZeroExBridge|MooniswapLiquidityProvider|MultiplexFeature|MultiplexLiquidityProvider|MultiplexOtc|MultiplexRfq|MultiplexTransformERC20|MultiplexUniswapV2|MultiplexUniswapV3|NFTOrders|NativeOrdersCancellation|NativeOrdersFeature|NativeOrdersInfo|NativeOrdersProtocolFees|NativeOrdersSettlement|OtcOrdersFeature|OwnableFeature|PancakeSwapFeature|PayTakerTransformer|PermissionlessTransformerDeployer|PositiveSlippageFeeTransformer|SimpleFunctionRegistryFeature|TestBridge|TestCallTarget|TestCurve|TestDelegateCaller|TestFeeCollectorController|TestFeeRecipient|TestFillQuoteTransformerBridge|TestFillQuoteTransformerExchange|TestFillQuoteTransformerHost|TestFixinProtocolFees|TestFixinTokenSpender|TestFullMigration|TestInitialMigration|TestLibNativeOrder|TestLibSignature|TestLiquidityProvider|TestMetaTransactionsNativeOrdersFeature|TestMetaTransactionsTransformERC20Feature|TestMigrator|TestMintTokenERC20Transformer|TestMintableERC1155Token|TestMintableERC20Token|TestMintableERC721Token|TestMooniswap|TestNFTOrderPresigner|TestNativeOrdersFeature|TestNoEthRecipient|TestOrderSignerRegistryWithContractWallet|TestPermissionlessTransformerDeployerSuicidal|TestPermissionlessTransformerDeployerTransformer|TestPropertyValidator|TestRfqOriginRegistration|TestSimpleFunctionRegistryFeatureImpl1|TestSimpleFunctionRegistryFeatureImpl2|TestStaking|TestTokenSpenderERC20Token|TestTransformERC20|TestTransformerBase|TestTransformerDeployerTransformer|TestTransformerHost|TestUniswapV2Factory|TestUniswapV2Pool|TestUniswapV3Factory|TestUniswapV3Feature|TestUniswapV3Pool|TestWeth|TestWethTransformerHost|TestZeroExFeature|TransformERC20Feature|Transformer|TransformerDeployer|UniswapFeature|UniswapV3Feature|WethTransformer|ZeroEx|ZeroExOptimized).json"
},
"repository": {
"type": "git",
@@ -55,14 +55,14 @@
},
"homepage": "https://github.com/0xProject/protocol/tree/main/contracts/zero-ex",
"devDependencies": {
"@0x/abi-gen": "^5.8.0",
"@0x/contract-addresses": "^6.13.0",
"@0x/contracts-erc20": "^3.3.29",
"@0x/contracts-gen": "^2.0.46",
"@0x/contracts-test-utils": "^5.4.20",
"@0x/dev-utils": "^4.2.14",
"@0x/abi-gen": "^5.7.2",
"@0x/contract-addresses": "^6.11.0",
"@0x/contracts-erc20": "^3.3.25",
"@0x/contracts-gen": "^2.0.43",
"@0x/contracts-test-utils": "^5.4.16",
"@0x/dev-utils": "^4.2.11",
"@0x/order-utils": "^10.4.28",
"@0x/sol-compiler": "^4.8.1",
"@0x/sol-compiler": "^4.7.8",
"@0x/ts-doc-gen": "^0.0.28",
"@0x/tslint-config": "^4.1.4",
"@types/isomorphic-fetch": "^0.0.35",
@@ -79,17 +79,17 @@
"truffle": "^5.0.32",
"tslint": "5.11.0",
"typedoc": "~0.16.11",
"typescript": "4.6.3"
"typescript": "4.2.2"
},
"dependencies": {
"@0x/base-contract": "^6.5.0",
"@0x/protocol-utils": "^11.12.0",
"@0x/subproviders": "^6.6.5",
"@0x/types": "^3.3.6",
"@0x/typescript-typings": "^5.3.1",
"@0x/utils": "^6.5.3",
"@0x/web3-wrapper": "^7.6.5",
"ethereum-types": "^3.7.0",
"@0x/base-contract": "^6.4.5",
"@0x/protocol-utils": "^1.10.1",
"@0x/subproviders": "^6.6.2",
"@0x/types": "^3.3.4",
"@0x/typescript-typings": "^5.2.1",
"@0x/utils": "^6.5.0",
"@0x/web3-wrapper": "^7.6.2",
"ethereum-types": "^3.6.0",
"ethereumjs-util": "^7.0.10",
"ethers": "~4.0.4"
},

View File

@@ -101,7 +101,6 @@ import * as MetaTransactionsFeature from '../test/generated-artifacts/MetaTransa
import * as MixinAaveV2 from '../test/generated-artifacts/MixinAaveV2.json';
import * as MixinBalancer from '../test/generated-artifacts/MixinBalancer.json';
import * as MixinBalancerV2 from '../test/generated-artifacts/MixinBalancerV2.json';
import * as MixinBalancerV2Batch from '../test/generated-artifacts/MixinBalancerV2Batch.json';
import * as MixinBancor from '../test/generated-artifacts/MixinBancor.json';
import * as MixinCoFiX from '../test/generated-artifacts/MixinCoFiX.json';
import * as MixinCompound from '../test/generated-artifacts/MixinCompound.json';
@@ -314,7 +313,6 @@ export const artifacts = {
MixinAaveV2: MixinAaveV2 as ContractArtifact,
MixinBalancer: MixinBalancer as ContractArtifact,
MixinBalancerV2: MixinBalancerV2 as ContractArtifact,
MixinBalancerV2Batch: MixinBalancerV2Batch as ContractArtifact,
MixinBancor: MixinBancor as ContractArtifact,
MixinCoFiX: MixinCoFiX as ContractArtifact,
MixinCompound: MixinCompound as ContractArtifact,

View File

@@ -32,7 +32,7 @@ import {
TestWethContract,
} from '../wrappers';
blockchainTests.resets('ERC1155OrdersFeature', env => {
blockchainTests.resets.only('ERC1155OrdersFeature', env => {
const { NULL_ADDRESS, MAX_UINT256, ZERO_AMOUNT: ZERO } = constants;
const ETH_TOKEN_ADDRESS = '0xeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeee';
@@ -347,22 +347,22 @@ blockchainTests.resets('ERC1155OrdersFeature', env => {
describe('cancelERC1155Order', () => {
it('can cancel an order', async () => {
const order = getTestERC1155Order();
const tx = await zeroEx.cancelERC1155Order(order.nonce).awaitTransactionSuccessAsync({
const tx = await zeroEx.cancelERC1155Order(order).awaitTransactionSuccessAsync({
from: maker,
});
verifyEventsFromLogs(tx.logs, [{ maker, nonce: order.nonce }], IZeroExEvents.ERC1155OrderCancelled);
verifyEventsFromLogs(tx.logs, [{ orderHash: order.getHash(), maker }], IZeroExEvents.ERC1155OrderCancelled);
const orderInfo = await zeroEx.getERC1155OrderInfo(order).callAsync();
expect(orderInfo.status).to.equal(NFTOrder.OrderStatus.Unfillable);
});
it('cancelling an order twice silently succeeds', async () => {
const order = getTestERC1155Order();
await zeroEx.cancelERC1155Order(order.nonce).awaitTransactionSuccessAsync({
await zeroEx.cancelERC1155Order(order).awaitTransactionSuccessAsync({
from: maker,
});
const tx = await zeroEx.cancelERC1155Order(order.nonce).awaitTransactionSuccessAsync({
const tx = await zeroEx.cancelERC1155Order(order).awaitTransactionSuccessAsync({
from: maker,
});
verifyEventsFromLogs(tx.logs, [{ maker, nonce: order.nonce }], IZeroExEvents.ERC1155OrderCancelled);
verifyEventsFromLogs(tx.logs, [{ orderHash: order.getHash(), maker }], IZeroExEvents.ERC1155OrderCancelled);
const orderInfo = await zeroEx.getERC1155OrderInfo(order).callAsync();
expect(orderInfo.status).to.equal(NFTOrder.OrderStatus.Unfillable);
});
@@ -427,7 +427,7 @@ blockchainTests.resets('ERC1155OrdersFeature', env => {
});
const signature = await order.getSignatureWithProviderAsync(env.provider);
await mintAssetsAsync(order);
await zeroEx.cancelERC1155Order(order.nonce).awaitTransactionSuccessAsync({
await zeroEx.cancelERC1155Order(order).awaitTransactionSuccessAsync({
from: maker,
});
const tx = zeroEx
@@ -990,7 +990,7 @@ blockchainTests.resets('ERC1155OrdersFeature', env => {
});
const signature = await order.getSignatureWithProviderAsync(env.provider);
await mintAssetsAsync(order);
await zeroEx.cancelERC1155Order(order.nonce).awaitTransactionSuccessAsync({
await zeroEx.cancelERC1155Order(order).awaitTransactionSuccessAsync({
from: maker,
});
const tx = zeroEx
@@ -1352,7 +1352,6 @@ blockchainTests.resets('ERC1155OrdersFeature', env => {
[order],
[signature, signature],
[order.erc1155TokenAmount, order.erc1155TokenAmount],
[NULL_BYTES, NULL_BYTES],
false,
)
.awaitTransactionSuccessAsync({
@@ -1383,7 +1382,6 @@ blockchainTests.resets('ERC1155OrdersFeature', env => {
[order1, order2],
[signature1, signature2],
[order1.erc1155TokenAmount, order2.erc1155TokenAmount],
[NULL_BYTES, NULL_BYTES],
false,
)
.awaitTransactionSuccessAsync({
@@ -1419,7 +1417,6 @@ blockchainTests.resets('ERC1155OrdersFeature', env => {
[order1, order2],
[signature1, signature2],
[order1.erc1155TokenAmount, order2.erc1155TokenAmount],
[NULL_BYTES, NULL_BYTES],
false,
);
const successes = await tx.callAsync({
@@ -1463,7 +1460,6 @@ blockchainTests.resets('ERC1155OrdersFeature', env => {
[order1, order2],
[signature1, signature2],
[order1.erc1155TokenAmount, order2.erc1155TokenAmount],
[NULL_BYTES, NULL_BYTES],
true,
)
.awaitTransactionSuccessAsync({
@@ -1492,7 +1488,6 @@ blockchainTests.resets('ERC1155OrdersFeature', env => {
[order1, order2],
[signature1, signature2],
[order1.erc1155TokenAmount, order2.erc1155TokenAmount],
[NULL_BYTES, NULL_BYTES],
true,
)
.awaitTransactionSuccessAsync({
@@ -1578,7 +1573,7 @@ blockchainTests.resets('ERC1155OrdersFeature', env => {
});
await mintAssetsAsync(order);
await contractMaker.preSignERC1155Order(order).awaitTransactionSuccessAsync();
await contractMaker.cancelERC1155Order(order.nonce).awaitTransactionSuccessAsync();
await contractMaker.cancelERC1155Order(order).awaitTransactionSuccessAsync();
const tx = zeroEx
.sellERC1155(
order,

View File

@@ -1228,7 +1228,7 @@ blockchainTests.resets('ERC721OrdersFeature', env => {
});
const signature = await order.getSignatureWithProviderAsync(env.provider);
await mintAssetsAsync(order);
const tx = zeroEx.batchBuyERC721s([order], [signature, signature], [], false).awaitTransactionSuccessAsync({
const tx = zeroEx.batchBuyERC721s([order], [signature, signature], false).awaitTransactionSuccessAsync({
from: taker,
});
return expect(tx).to.revertWith('ERC721OrdersFeature::batchBuyERC721s/ARRAY_LENGTH_MISMATCH');
@@ -1250,7 +1250,7 @@ blockchainTests.resets('ERC721OrdersFeature', env => {
value: order2.erc20TokenAmount,
});
await zeroEx
.batchBuyERC721s([order1, order2], [signature1, signature2], [NULL_BYTES, NULL_BYTES], false)
.batchBuyERC721s([order1, order2], [signature1, signature2], false)
.awaitTransactionSuccessAsync({
from: taker,
});
@@ -1278,12 +1278,7 @@ blockchainTests.resets('ERC721OrdersFeature', env => {
from: taker,
value: order2.erc20TokenAmount,
});
const tx = zeroEx.batchBuyERC721s(
[order1, order2],
[signature1, signature2],
[NULL_BYTES, NULL_BYTES],
false,
);
const tx = zeroEx.batchBuyERC721s([order1, order2], [signature1, signature2], false);
const successes = await tx.callAsync({
from: taker,
});
@@ -1319,7 +1314,7 @@ blockchainTests.resets('ERC721OrdersFeature', env => {
value: order2.erc20TokenAmount,
});
const tx = zeroEx
.batchBuyERC721s([order1, order2], [signature1, signature2], [NULL_BYTES, NULL_BYTES], true)
.batchBuyERC721s([order1, order2], [signature1, signature2], true)
.awaitTransactionSuccessAsync({
from: taker,
});
@@ -1340,7 +1335,7 @@ blockchainTests.resets('ERC721OrdersFeature', env => {
await erc721Token.mint(maker, order2.erc721TokenId).awaitTransactionSuccessAsync();
const takerEthBalanceBefore = await env.web3Wrapper.getBalanceInWeiAsync(taker);
await zeroEx
.batchBuyERC721s([order1, order2], [signature1, signature2], [NULL_BYTES, NULL_BYTES], true)
.batchBuyERC721s([order1, order2], [signature1, signature2], true)
.awaitTransactionSuccessAsync({
from: taker,
value: order1.erc20TokenAmount.plus(order2.erc20TokenAmount).plus(1),
@@ -1500,11 +1495,9 @@ blockchainTests.resets('ERC721OrdersFeature', env => {
const buyOrder = getTestERC721Order({
direction: NFTOrder.TradeDirection.BuyNFT,
erc20Token: weth.address,
erc20TokenAmount: sellOrder.erc20TokenAmount,
erc721TokenId: sellOrder.erc721TokenId,
});
const buySignature = await buyOrder.getSignatureWithProviderAsync(env.provider);
await mintAssetsAsync(buyOrder, sellOrder.erc721TokenId, sellOrder.maker);
const tx = zeroEx
.matchERC721Orders(sellOrder, buyOrder, sellSignature, buySignature)
.awaitTransactionSuccessAsync({

View File

@@ -99,7 +99,6 @@ export * from '../test/generated-wrappers/meta_transactions_feature';
export * from '../test/generated-wrappers/mixin_aave_v2';
export * from '../test/generated-wrappers/mixin_balancer';
export * from '../test/generated-wrappers/mixin_balancer_v2';
export * from '../test/generated-wrappers/mixin_balancer_v2_batch';
export * from '../test/generated-wrappers/mixin_bancor';
export * from '../test/generated-wrappers/mixin_co_fi_x';
export * from '../test/generated-wrappers/mixin_compound';

View File

@@ -132,7 +132,6 @@
"test/generated-artifacts/MixinAaveV2.json",
"test/generated-artifacts/MixinBalancer.json",
"test/generated-artifacts/MixinBalancerV2.json",
"test/generated-artifacts/MixinBalancerV2Batch.json",
"test/generated-artifacts/MixinBancor.json",
"test/generated-artifacts/MixinCoFiX.json",
"test/generated-artifacts/MixinCompound.json",

View File

@@ -4,28 +4,23 @@ Audits
Below are links to our third-party audit reports.
+----------------------+---------------------------------------------------------------------------------------------------------------------------+
| **Release** | **Reports** |
+----------------------+---------------------------------------------------------------------------------------------------------------------------+
| ERC721OrdersFeature | * `ABDK Consulting <https://s3.us-east-2.amazonaws.com/zeips.0x.org/audits/abdk-consulting/ABDK_0x_Solidity_v_1_0.pdf>`__ |
| | |
| | |
| ERC1155OrdersFeature | |
+----------------------+---------------------------------------------------------------------------------------------------------------------------+
| Exchange V4 | * `Consensys Diligence (December 2020) <https://consensys.net/diligence/audits/2020/12/0x-exchange-v4/>`__ |
+----------------------+---------------------------------------------------------------------------------------------------------------------------+
| Exchange V3 | * `Trail of Bits <http://zeips.0x.org.s3-website.us-east-2.amazonaws.com/audits/56/trail-of-bits/audit.pdf>`__ |
| | * `Consensys Diligence (Exchange) <https://diligence.consensys.net/audits/2019/09/0x-v3-exchange/>`__ |
| | * `Consensys Diligence (Staking) <https://diligence.consensys.net/audits/2019/10/0x-v3-staking/>`__ |
+----------------------+---------------------------------------------------------------------------------------------------------------------------+
| Exchange V2.1 | * `First <https://docs.google.com/document/d/1jYv6V21MfCSwCS5fxD6ZyaLWGzkpRSUO0lZpST94XsA/edit>`_ |
| | * `Consensys Diligence <https://github.com/ConsenSys/0x_audit_report_2018-07-23>`_ |
+----------------------+---------------------------------------------------------------------------------------------------------------------------+
| MultiAssetProxy | * `Consensys Diligence <https://github.com/ConsenSys/0x-audit-report-2018-12>`__ |
+----------------------+---------------------------------------------------------------------------------------------------------------------------+
| ERC1155Proxy | * `Consensys Diligence <https://github.com/ConsenSys/0x-audit-report-2019-05>`__ |
+----------------------+---------------------------------------------------------------------------------------------------------------------------+
| StaticCallProxy | * No third-party audit. |
+----------------------+---------------------------------------------------------------------------------------------------------------------------+
| ERC20BridgeProxy | * No third-party audit. |
+----------------------+---------------------------------------------------------------------------------------------------------------------------+
+------------------+---------------------------------------------------------------------------------------------------------------+
| **Release** | **Reports** |
+------------------+---------------------------------------------------------------------------------------------------------------+
| Exchange V4 | * `Consensys Diligence (December 2020) <https://consensys.net/diligence/audits/2020/12/0x-exchange-v4/>`__ |
+------------------+---------------------------------------------------------------------------------------------------------------+
| Exchange V3 | * `Trail of Bits <http://zeips.0x.org.s3-website.us-east-2.amazonaws.com/audits/56/trail-of-bits/audit.pdf>`_ |
| | * `Consensys Diligence (Exchange) <https://diligence.consensys.net/audits/2019/09/0x-v3-exchange/>`__ |
| | * `Consensys Diligence (Staking) <https://diligence.consensys.net/audits/2019/10/0x-v3-staking/>`__ |
+------------------+---------------------------------------------------------------------------------------------------------------+
| Exchange V2.1 | * `First <https://docs.google.com/document/d/1jYv6V21MfCSwCS5fxD6ZyaLWGzkpRSUO0lZpST94XsA/edit>`_ |
| | * `Consensys Diligence <https://github.com/ConsenSys/0x_audit_report_2018-07-23>`_ |
+------------------+---------------------------------------------------------------------------------------------------------------+
| MultiAssetProxy | * `Consensys Diligence <https://github.com/ConsenSys/0x-audit-report-2018-12>`__ |
+------------------+---------------------------------------------------------------------------------------------------------------+
| ERC1155Proxy | * `Consensys Diligence <https://github.com/ConsenSys/0x-audit-report-2019-05>`__ |
+------------------+---------------------------------------------------------------------------------------------------------------+
| StaticCallProxy | * No third-party audit. |
+------------------+---------------------------------------------------------------------------------------------------------------+
| ERC20BridgeProxy | * No third-party audit. |
+------------------+---------------------------------------------------------------------------------------------------------------+

View File

@@ -2,15 +2,47 @@
Bounties
###############################
We run an ongoing bug bounty for the 0x Protocol smart contracts! The program is open to anyone and
rewards up to **$100,000 for critical exploits**. The scope and disclosure instructions are below.
The bug bounties on this page apply only to the *0x smart contracts* on Ethereum mainnet, Binance Smart Chain, Polygon, Avalanche, Fantom, Celo, Optimism and future deployments in other EVM-compatible networks announced through our official communication channels.
Rewards
-------
The severity of reported vulnerabilities will be graded according to the `CVSS <https://www.first.org/cvss/>`_ (Common Vulnerability Scoring Standard).
The following table will serve as a guideline for reward decisions:
Bug reports pertaining to 0x API and 0x web interfaces (e.g. Matcha, 0x.org), both in terms of UI/UX or servers/infrastructure, are not eligible. Only the first reporter of a given contract vulnerability will be rewarded, and findings already discovered as part of a formal audit are ineligible.
+----------------------------+---------------------+
| **Exploit Score** | **Reward** |
+----------------------------+---------------------+
| Critical (CVSS 9.0 - 10.0) | $10,000 - $100,000 |
+----------------------------+---------------------+
| High (CVSS 7.0 - 8.9) | $2,500 - $10,000 |
+----------------------------+---------------------+
| Medium (CVSS 4.0 - 6.9) | $1,000 - $2,500 |
+----------------------------+---------------------+
| Low (CVSS 0.0 - 3.9) | $0 - $1,000 |
+----------------------------+---------------------+
Overview
--------
Please note that any rewards will ultimately be awarded at the discretion of ZeroEx Intl. All rewards will be paid out in ZRX.
0x has completed smart contract audits with Consensys Diligence, Trail of Bits and ABDK. We run a continuous bug bounty program for the V4 release of the 0x core contracts.
Areas of Interest
-----------------
+---------------------------+---------------------------------------------------------------------------------------------------------------------------------------------------------+
| **Area** | **Examples** |
+---------------------------+---------------------------------------------------------------------------------------------------------------------------------------------------------+
| Loss of funds | * A user loses funds in a way that they did not explicitly authorize (e.g an account is able to gain access to an ``AssetProxy`` and drain user funds). |
| | * A user authorized a transaction or trade but spends more assets than normally expected (e.g an order is allowed to be over-filled). |
+---------------------------+---------------------------------------------------------------------------------------------------------------------------------------------------------+
| Unintended contract state | * A user is able to update the state of a contract such that it is no longer useable (e.g permanently lock a mutex). |
| | * Any assets get unexpectedly "stuck" in a contract with regular use of the contract's public methods. |
| | * An action taken in the staking contracts is applied to an incorrect epoch. |
+---------------------------+---------------------------------------------------------------------------------------------------------------------------------------------------------+
| Bypassing time locks | * The ``ZeroExGovernor`` is allowed to bypass the timelock for transactions where it is not explicitly allowed to do so. |
| | * A user is allowed to bypass the ``ZeroExGovernor``. |
+---------------------------+---------------------------------------------------------------------------------------------------------------------------------------------------------+
| Incorrect math | * Overflows or underflow result in unexpected behavior. |
| | * The staking reward payouts are incorrect. |
+---------------------------+---------------------------------------------------------------------------------------------------------------------------------------------------------+
Scope
-----
@@ -19,14 +51,14 @@ The following contracts are in scope of the bug bounty. Please note that any bug
+------------------+-----------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------+--------------------------------------------------------------------------------------------------------------------------------------+
| **Release** | **Contracts** | **Commit Hash** |
+------------------+-----------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------+--------------------------------------------------------------------------------------------------------------------------------------+
| Exchange V4 | * Documentation at `https://protocol.0x.org/en/latest/ <https://protocol.0x.org/en/latest/>`__ | `2cbeb9c <https://github.com/0xProject/protocol/tree/audit/nft-orders-address-findings/contracts/zero-ex/contracts/src>`__ |
| | * `ZeroEx.sol <https://github.com/0xProject/protocol/tree/audit/nft-orders-address-findings/contracts/zero-ex/contracts/src/ZeroEx.sol>`__ | |
| | * `ZeroExOptimized.sol <https://github.com/0xProject/protocol/tree/audit/nft-orders-address-findings/contracts/zero-ex/contracts/src/ZeroExOptimized.sol>`__ | |
| | * `external/*.sol <https://github.com/0xProject/protocol/tree/audit/nft-orders-address-findings/contracts/zero-ex/contracts/src/external>`__ | |
| | * `features/**.sol <https://github.com/0xProject/protocol/tree/audit/nft-orders-address-findings/contracts/zero-ex/contracts/src/features>`__ | |
| | * `fixins/*.sol <https://github.com/0xProject/protocol/tree/audit/nft-orders-address-findings/contracts/zero-ex/contracts/src/fixins>`__ | |
| | * `migrations/*.sol <https://github.com/0xProject/protocol/tree/audit/nft-orders-address-findings/contracts/zero-ex/contracts/src/migrations>`__ | |
| | * `storage/*.sol <https://github.com/0xProject/protocol/tree/audit/nft-orders-address-findings/contracts/zero-ex/contracts/src/storage>`__ | |
| Exchange V4 | * Documentation at `https://0xprotocol.readthedocs.io/en/latest/ <https://0xprotocol.readthedocs.io/en/latest/>`__ | `72a74e7c66 <https://github.com/0xProject/protocol/tree/72a74e7c66e27da02dd9f4ce604ad057c740c304/contracts/zero-ex/contracts/src>`__ |
| | * `ZeroEx.sol <https://github.com/0xProject/protocol/blob/72a74e7c66e27da02dd9f4ce604ad057c740c304/contracts/zero-ex/contracts/src/ZeroEx.sol>`__ | |
| | * `ZeroExOptimized.sol <https://github.com/0xProject/protocol/blob/72a74e7c66e27da02dd9f4ce604ad057c740c304/contracts/zero-ex/contracts/src/ZeroExOptimized.sol>`__ | |
| | * `external/*.sol <https://github.com/0xProject/protocol/tree/72a74e7c66e27da02dd9f4ce604ad057c740c304/contracts/zero-ex/contracts/src/external>`__ | |
| | * `features/**.sol <https://github.com/0xProject/protocol/tree/72a74e7c66e27da02dd9f4ce604ad057c740c304/contracts/zero-ex/contracts/src/features>`__ | |
| | * `fixins/*.sol <https://github.com/0xProject/protocol/tree/72a74e7c66e27da02dd9f4ce604ad057c740c304/contracts/zero-ex/contracts/src/fixins>`__ | |
| | * `migrations/*.sol <https://github.com/0xProject/protocol/tree/72a74e7c66e27da02dd9f4ce604ad057c740c304/contracts/zero-ex/contracts/src/migrations>`__ | |
| | * `storage/*.sol <https://github.com/0xProject/protocol/tree/72a74e7c66e27da02dd9f4ce604ad057c740c304/contracts/zero-ex/contracts/src/storage>`__ | |
+------------------+-----------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------+--------------------------------------------------------------------------------------------------------------------------------------+
| Exchange V3 | * `ERC20BridgeProxy.sol <https://github.com/0xProject/0x-monorepo/blob/fb8360edfd4f42f2d2b127b95c156eb1b0daa02b/contracts/asset-proxy/contracts/src/ERC20BridgeProxy.sol>`_ (`spec <https://github.com/0xProject/0x-protocol-specification/blob/master/asset-proxy/erc20-bridge-proxy.md>`__) | `fb8360edfd <https://github.com/0xProject/0x-monorepo/tree/fb8360edfd4f42f2d2b127b95c156eb1b0daa02b/contracts>`__ |
| | * `Exchange.sol <https://github.com/0xProject/0x-monorepo/blob/fb8360edfd4f42f2d2b127b95c156eb1b0daa02b/contracts/exchange/contracts/src/Exchange.sol>`__ (`spec <https://github.com/0xProject/0x-protocol-specification/blob/master/v3/v3-specification.md>`__) | |
@@ -35,7 +67,7 @@ The following contracts are in scope of the bug bounty. Please note that any bug
| | * `StakingProxy.sol <https://github.com/0xProject/0x-monorepo/blob/fb8360edfd4f42f2d2b127b95c156eb1b0daa02b/contracts/staking/contracts/src/StakingProxy.sol>`_ (`spec <https://github.com/0xProject/0x-protocol-specification/blob/master/staking/staking-specification.md>`__) | |
| | * `ZrxVault.sol <https://github.com/0xProject/0x-monorepo/blob/fb8360edfd4f42f2d2b127b95c156eb1b0daa02b/contracts/staking/contracts/src/ZrxVault.sol>`_ (`spec <https://github.com/0xProject/0x-protocol-specification/blob/master/staking/staking-specification.md>`__) | |
+------------------+-----------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------+--------------------------------------------------------------------------------------------------------------------------------------+
| Exchange V2.1 | * `src/2.0.0/protocol <https://github.com/0xProject/0x-monorepo/tree/ff70c5ecfe28eff14e1a372c5e493b8f5363e1d0/packages/contracts/src/2.0.0/protocol>`_ | `ff70c5ecfe <https://github.com/0xProject/0x-monorepo/tree/ff70c5ecfe28eff14e1a372c5e493b8f5363e1d0/packages/contracts/src/2.0.0>`_ |
| Exchange V2.1 | * `src/2.0.0/protocol <https://github.com/0xProject/0x-monorepo/tree/ff70c5ecfe28eff14e1a372c5e493b8f5363e1d0/packages/contracts/src/2.0.0/protocol>`_ | `ff70c5ecfe <https://github.com/0xProject/0x-monorepo/tree/ff70c5ecfe28eff14e1a372c5e493b8f5363e1d0/contracts>`_ |
| | * `src/2.0.0/utils <https://github.com/0xProject/0x-monorepo/tree/ff70c5ecfe28eff14e1a372c5e493b8f5363e1d0/packages/contracts/src/2.0.0/utils>`_ | |
+------------------+-----------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------+--------------------------------------------------------------------------------------------------------------------------------------+
| MultiAssetProxy | * `MultiAssetProxy.sol <https://github.com/0xProject/0x-monorepo/blob/c4d9ef9f83508154fe9db35796b6b86aeb0f2240/contracts/asset-proxy/contracts/src/MultiAssetProxy.sol>`_ | `c4d9ef9f83 <https://github.com/0xProject/0x-monorepo/tree/c4d9ef9f83508154fe9db35796b6b86aeb0f2240/contracts>`_ |
@@ -46,37 +78,9 @@ The following contracts are in scope of the bug bounty. Please note that any bug
+------------------+-----------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------+--------------------------------------------------------------------------------------------------------------------------------------+
| ERC20BridgeProxy | * `ERC20BridgeProxy.sol <https://github.com/0xProject/0x-monorepo/blob/281658ba349a2c5088b40b503998bea5020284a6/contracts/asset-proxy/contracts/src/ERC20BridgeProxy.sol>`__ | `281658ba34 <https://github.com/0xProject/0x-monorepo/tree/281658ba349a2c5088b40b503998bea5020284a6/contracts>`_ |
+------------------+-----------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------+--------------------------------------------------------------------------------------------------------------------------------------+
| ExchangeProxy | * `contracts/src <https://github.com/0xProject/protocol/tree/audit/nft-orders-address-findings/contracts/zero-ex/contracts/src>`__ | `2cbeb9c <https://github.com/0xProject/protocol/tree/audit/nft-orders-address-findings/contracts/zero-ex/contracts/src>`_ |
| ExchangeProxy | * `contracts/src <https://github.com/0xProject/0x-monorepo/tree/7967a8416c76e34ff5a0a4eb80e7b33ff8c0e297/contracts/zero-ex>`__ | `7967a8416c <https://github.com/0xProject/0x-monorepo/tree/7967a8416c76e34ff5a0a4eb80e7b33ff8c0e297/contracts>`_ |
+------------------+-----------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------+--------------------------------------------------------------------------------------------------------------------------------------+
Bounties
--------
The bounty program will pay out rewards according to the severity of a vulnerability. The severity of reported vulnerabilities will be graded according to the `CVSS <https://www.first.org/cvss/>`__ (Common Vulnerability Scoring Standard).
The final reward amount is at the sole discretion of 0x Labs and will be paid in the specified sum in either USD or ETH.
+----------------------------+---------------------+
| **Exploit Score** | **Reward** |
+----------------------------+---------------------+
| Critical (CVSS 9.0 - 10.0) | up to $1,000,000 |
+----------------------------+---------------------+
| High (CVSS 7.0 - 8.9) | up to $350,000 |
+----------------------------+---------------------+
| Medium (CVSS 4.0 - 6.9) | up to $35,000 |
+----------------------------+---------------------+
| Low (CVSS 0.0 - 3.9) | up to $5,000 |
+----------------------------+---------------------+
Recent Inclusions
-----------------
+---------------------------+---------------------------------------------------------------------------------------------------------------------------------------------------------+
| **Change** | **** |
+---------------------------+---------------------------------------------------------------------------------------------------------------------------------------------------------+
| NFT feature | * Trade ERC721 and ERC1155 assets. See `ZEIP-93 <https://github.com/0xProject/ZEIPs/issues/93>`__ for more details |
+---------------------------+---------------------------------------------------------------------------------------------------------------------------------------------------------+
Disclosures
-----------
Please e-mail all submissions to security@0x.org with the subject "BUG BOUNTY". Your submission

View File

@@ -17,10 +17,3 @@ Known tokens:
- LINK
- sUSD
- USDT
Tokens with Fees on Transfer
----------------------------
These tokens do not follow the ERC20 specification. As such the protocol expects the transfer to transfer
the specified amount, or revert. Since tokens with transfer fees do not meet this criteria, the behaviour
of the protocol with these tokens is unspecified. In most cases it will result in an overall transaction failure
due to various slippage protections.

View File

@@ -17,12 +17,10 @@ This page outlines upcoming releases and expected changes.
+---------------------------------------------+---------------------------------------------------------------+----------------------+-------------+-------------------------------------------------------------------------------------------------------------------------------------+
| **Name** | **Overview** | **Est Release Date** | **Status** | **Additional** |
+---------------------------------------------+---------------------------------------------------------------+----------------------+-------------+-------------------------------------------------------------------------------------------------------------------------------------+
| `Nifty`_ | ERC721 and ERC1155 support | 02/14/22 | Vote | |
| `Amaretto`_ | Protocol 4.1: Efficiency + Batch Fills | 03/15/21 | Development | |
+---------------------------------------------+---------------------------------------------------------------+----------------------+-------------+-------------------------------------------------------------------------------------------------------------------------------------+
| *The following releases have been deployed* | | | | |
+---------------------------------------------+---------------------------------------------------------------+----------------------+-------------+-------------------------------------------------------------------------------------------------------------------------------------+
| `Amaretto`_ | Protocol 4.1: Efficiency + Batch Fills | 03/15/21 | Deployed | |
+---------------------------------------------+---------------------------------------------------------------+----------------------+-------------+-------------------------------------------------------------------------------------------------------------------------------------+
| `Babooshka`_ | Connect Exchange Proxy to Staking | 02/08/21 | Deployed | `Release Notes <https://github.com/0xProject/0x-migrations/blob/main/src/exchange-proxy/migrations/log/9_babooshka.md>`__ |
+---------------------------------------------+---------------------------------------------------------------+----------------------+-------------+-------------------------------------------------------------------------------------------------------------------------------------+
| `Squire`_ | Aggregation for `V4 Orders <../basics/orders.html>`_ | 02/04/21 | Deployed | N/A |
@@ -47,19 +45,6 @@ This page outlines upcoming releases and expected changes.
Upcoming
========
Nifty
--------
- ERC721 and ERC1155 order types
- Batch fills for NFT orders
- Property based orders
- Ability to receive ETH in NFT orders
Past
=====
Amaretto
--------
@@ -68,6 +53,10 @@ Amaretto
- Mooniswap VIP
- Curve / Swerve VIP (via PLP Sandbox)
Past
=====
Babooshka
----------

View File

@@ -57,22 +57,18 @@ Liquidity Aggregation
Liquidity can be pulled from other Decentralized Exchanges (DEX) to supplement native liquidity (0x orders). This is currently used by 0x API to provide the aggregate the best prices across the entire DEX Ecosystem. Check out `https://matcha.xyz <https://matcha.xyz>`_ to see this in action!
Below are just a few of the Supported DEX's on Ethereum:
Supported DEX's:
* Balancer v1/v2
* Bancor v1/v2
* Balancer
* Curve
* Dodo v1/v2
* DoDo
* Kyber
* MakerPSM
* MStable
* Mooniswap
* Oasis
* Shell
* Sushiswap
* Shibaswap
* Smoothy
* Uniswap v1/v2/v3
* Uniswap v1/v2
This transformation is implemented by the `FillQuoteTransformer <../architecture/transformers.html>`_. Abi-Encode the following struct to get the ``data``:

View File

@@ -6,17 +6,16 @@ Addresses
.. note::
This page is auto-generated. See the `contract-addresses <https://github.com/0xProject/protocol/blob/development/packages/contract-addresses/addresses.json>`_ package for an exhaustive list of contracts across all networks.
The Exchange Proxy may have different addresses on various networks, see the `Exchange Proxy Addresses <./addresses.html#exchange-proxy-addresses>`__ table for an exhaustive list.
Exchange V4
===================
.. csv-table::
exchangeProxy, `0xdef1c0ded9bec7f1a1670819833240f027b25eff <https://etherscan.io/address/0xdef1c0ded9bec7f1a1670819833240f027b25eff>`__
exchangeProxyFlashWallet, `0x22f9dcf4647084d6c31b2765f6910cd85c178c18 <https://etherscan.io/address/0x22f9dcf4647084d6c31b2765f6910cd85c178c18>`__
exchangeProxyGovernor, `0x618f9c67ce7bf1a50afa1e7e0238422601b0ff6e <https://etherscan.io/address/0x618f9c67ce7bf1a50afa1e7e0238422601b0ff6e>`__
exchangeProxyLiquidityProviderSandbox, `0x407b4128e9ecad8769b2332312a9f655cb9f5f3a <https://etherscan.io/address/0x407b4128e9ecad8769b2332312a9f655cb9f5f3a>`__
exchangeProxyTransformerDeployer, `0x39dce47a67ad34344eab877eae3ef1fa2a1d50bb <https://etherscan.io/address/0x39dce47a67ad34344eab877eae3ef1fa2a1d50bb>`__
exchangeProxy, `0xdef1c0ded9bec7f1a1670819833240f027b25eff <https://etherscan.io/address//0xdef1c0ded9bec7f1a1670819833240f027b25eff>`_
exchangeProxyAllowanceTarget, `0xf740b67da229f2f10bcbd38a7979992fcc71b8eb <https://etherscan.io/address//0xf740b67da229f2f10bcbd38a7979992fcc71b8eb>`_
exchangeProxyFlashWallet, `0x22f9dcf4647084d6c31b2765f6910cd85c178c18 <https://etherscan.io/address//0x22f9dcf4647084d6c31b2765f6910cd85c178c18>`_
exchangeProxyGovernor, `0x618f9c67ce7bf1a50afa1e7e0238422601b0ff6e <https://etherscan.io/address//0x618f9c67ce7bf1a50afa1e7e0238422601b0ff6e>`_
exchangeProxyLiquidityProviderSandbox, `0x407b4128e9ecad8769b2332312a9f655cb9f5f3a <https://etherscan.io/address//0x407b4128e9ecad8769b2332312a9f655cb9f5f3a>`_
exchangeProxyTransformerDeployer, `0x39dce47a67ad34344eab877eae3ef1fa2a1d50bb <https://etherscan.io/address//0x39dce47a67ad34344eab877eae3ef1fa2a1d50bb>`_
@@ -24,11 +23,10 @@ Transformers
===================
.. csv-table::
wethTransformer, `0xb2bc06a4efb20fc6553a69dbfa49b7be938034a7 <https://etherscan.io/address/0xb2bc06a4efb20fc6553a69dbfa49b7be938034a7>`__
payTakerTransformer, `0x4638a7ebe75b911b995d0ec73a81e4f85f41f24e <https://etherscan.io/address/0x4638a7ebe75b911b995d0ec73a81e4f85f41f24e>`__
affiliateFeeTransformer, `0xda6d9fc5998f550a094585cf9171f0e8ee3ac59f <https://etherscan.io/address/0xda6d9fc5998f550a094585cf9171f0e8ee3ac59f>`__
fillQuoteTransformer, `0xb4fa284689c9784a60d840eb136bb16c5246191f <https://etherscan.io/address/0xb4fa284689c9784a60d840eb136bb16c5246191f>`__
positiveSlippageFeeTransformer, `0xa9416ce1dbde8d331210c07b5c253d94ee4cc3fd <https://etherscan.io/address/0xa9416ce1dbde8d331210c07b5c253d94ee4cc3fd>`__
wethTransformer, `0xb2bc06a4efb20fc6553a69dbfa49b7be938034a7 <https://etherscan.io/address//0xb2bc06a4efb20fc6553a69dbfa49b7be938034a7>`_
payTakerTransformer, `0x4638a7ebe75b911b995d0ec73a81e4f85f41f24e <https://etherscan.io/address//0x4638a7ebe75b911b995d0ec73a81e4f85f41f24e>`_
fillQuoteTransformer, `0x5ce5174d7442061135ea849970ffc7763920e0fd <https://etherscan.io/address//0x5ce5174d7442061135ea849970ffc7763920e0fd>`_
affiliateFeeTransformer, `0xda6d9fc5998f550a094585cf9171f0e8ee3ac59f <https://etherscan.io/address//0xda6d9fc5998f550a094585cf9171f0e8ee3ac59f>`_
@@ -36,10 +34,10 @@ ZRX / Staking
===================
.. csv-table::
staking, `0x2a17c35ff147b32f13f19f2e311446eeb02503f3 <https://etherscan.io/address/0x2a17c35ff147b32f13f19f2e311446eeb02503f3>`__
stakingProxy, `0xa26e80e7dea86279c6d778d702cc413e6cffa777 <https://etherscan.io/address/0xa26e80e7dea86279c6d778d702cc413e6cffa777>`__
zrxToken, `0xe41d2489571d322189246dafa5ebde1f4699f498 <https://etherscan.io/address/0xe41d2489571d322189246dafa5ebde1f4699f498>`__
zrxVault, `0xba7f8b5fb1b19c1211c5d49550fcd149177a5eaf <https://etherscan.io/address/0xba7f8b5fb1b19c1211c5d49550fcd149177a5eaf>`__
staking, `0x2a17c35ff147b32f13f19f2e311446eeb02503f3 <https://etherscan.io/address//0x2a17c35ff147b32f13f19f2e311446eeb02503f3>`_
stakingProxy, `0xa26e80e7dea86279c6d778d702cc413e6cffa777 <https://etherscan.io/address//0xa26e80e7dea86279c6d778d702cc413e6cffa777>`_
zrxToken, `0xe41d2489571d322189246dafa5ebde1f4699f498 <https://etherscan.io/address//0xe41d2489571d322189246dafa5ebde1f4699f498>`_
zrxVault, `0xba7f8b5fb1b19c1211c5d49550fcd149177a5eaf <https://etherscan.io/address//0xba7f8b5fb1b19c1211c5d49550fcd149177a5eaf>`_
@@ -47,22 +45,9 @@ Miscellaneous
===================
.. csv-table::
devUtils, `0x74134cf88b21383713e096a5ecf59e297dc7f547 <https://etherscan.io/address/0x74134cf88b21383713e096a5ecf59e297dc7f547>`__
etherToken, `0xc02aaa39b223fe8d0a0e5c4f27ead9083c756cc2 <https://etherscan.io/address/0xc02aaa39b223fe8d0a0e5c4f27ead9083c756cc2>`__
erc20BridgeSampler, `0xd8c38704c9937ea3312de29f824b4ad3450a5e61 <https://etherscan.io/address/0xd8c38704c9937ea3312de29f824b4ad3450a5e61>`__
devUtils, `0x74134cf88b21383713e096a5ecf59e297dc7f547 <https://etherscan.io/address//0x74134cf88b21383713e096a5ecf59e297dc7f547>`_
etherToken, `0xc02aaa39b223fe8d0a0e5c4f27ead9083c756cc2 <https://etherscan.io/address//0xc02aaa39b223fe8d0a0e5c4f27ead9083c756cc2>`_
erc20BridgeSampler, `0xd8c38704c9937ea3312de29f824b4ad3450a5e61 <https://etherscan.io/address//0xd8c38704c9937ea3312de29f824b4ad3450a5e61>`_
Exchange Proxy Addresses
=========================
Note: Some addresses have changed across various networks
.. csv-table::
Ethereum, `0xdef1c0ded9bec7f1a1670819833240f027b25eff <https://etherscan.io/address/0xdef1c0ded9bec7f1a1670819833240f027b25eff>`__
Optimism, `0xdef1abe32c034e558cdd535791643c58a13acc10 <https://optimistic.etherscan.io/address/0xdef1abe32c034e558cdd535791643c58a13acc10>`__
Binance Smart Chain, `0xdef1c0ded9bec7f1a1670819833240f027b25eff <https://bscscan.com/address/0xdef1c0ded9bec7f1a1670819833240f027b25eff>`__
Polygon, `0xdef1c0ded9bec7f1a1670819833240f027b25eff <https://polygonscan.com/address/0xdef1c0ded9bec7f1a1670819833240f027b25eff>`__
Avalanche, `0xdef1c0ded9bec7f1a1670819833240f027b25eff <https://snowtrace.io/address/0xdef1c0ded9bec7f1a1670819833240f027b25eff>`__
Fantom, `0xdef189deaef76e379df891899eb5a00a94cbc250 <https://ftmscan.com/address/0xdef189deaef76e379df891899eb5a00a94cbc250>`__
Celo, `0xdef1c0ded9bec7f1a1670819833240f027b25eff <https://explorer.celo.org/address/0xdef1c0ded9bec7f1a1670819833240f027b25eff>`__

View File

@@ -2,4 +2,6 @@
Allowances
###############################
Both maker and taker allowance should be be set directly on the `Exchange Proxy contract <./addresses.html#exchange-proxy-addresses>`_.
Both maker and taker allowance should be be set directly on the `Exchange Proxy contract <./addresses.html#exchange-v4>`_.
For takers, legacy allowances set on the `Allowance Target <./addresses.html#exchange-v4>`_ will continue to work during this transition period but will suffer a gas penalty. It's highly encouraged to migrate allowances over to the Exchange Proxy as soon as possible to avoid interruption.

View File

@@ -61,18 +61,6 @@ illustrates how events are emitted when trading through the Exchange Proxy.
+-------------------------------+-----------------------------------------------------------------------------------------------------------------------------------------------------------+---------------------+
| `TransformerMetadata`_ | A general, customizable event emitted that can be emitted by transformers as-needed. | FlashWallet |
+-------------------------------+-----------------------------------------------------------------------------------------------------------------------------------------------------------+---------------------+
| `ERC1155OrderFilled`_ | Emitted when a `V4 ERC1155 Order <./orders.html#erc1155-orders>`_ is filled. | ExchangeProxy |
+-------------------------------+-----------------------------------------------------------------------------------------------------------------------------------------------------------+---------------------+
| `ERC721OrderFilled`_ | Emitted when a `V4 ERC721 Order <./orders.html#erc721-orders>`_ is filled. | ExchangeProxy |
+-------------------------------+-----------------------------------------------------------------------------------------------------------------------------------------------------------+---------------------+
| `ERC1155OrderCancelled`_ | Emitted when a `V4 ERC1155 Order <./orders.html#erc1155-orders>`_ is cancelled. | ExchangeProxy |
+-------------------------------+-----------------------------------------------------------------------------------------------------------------------------------------------------------+---------------------+
| `ERC721OrderCancelled`_ | Emitted when a `V4 ERC721 Order <./orders.html#erc721-orders>`_ is cancelled. | ExchangeProxy |
+-------------------------------+-----------------------------------------------------------------------------------------------------------------------------------------------------------+---------------------+
| `ERC1155OrderPreSigned`_ | Emitted when a `V4 ERC1155 Order <./orders.html#erc1155-orders>`_ is signed on-chain. | ExchangeProxy |
+-------------------------------+-----------------------------------------------------------------------------------------------------------------------------------------------------------+---------------------+
| `ERC721OrderPreSigned`_ | Emitted when a `V4 ERC721 Order <./orders.html#erc721-orders>`_ is signed on-chain. | ExchangeProxy |
+-------------------------------+-----------------------------------------------------------------------------------------------------------------------------------------------------------+---------------------+
Deployed
@@ -386,143 +374,6 @@ TransformerMetadata
);
ERC721OrderFilled
-------------------
.. code-block:: solidity
/// @dev Emitted whenever an `ERC721Order` is filled.
/// @param direction Whether the order is selling or
/// buying the ERC721 token.
/// @param maker The maker of the order.
/// @param taker The taker of the order.
/// @param nonce The unique maker nonce in the order.
/// @param erc20Token The address of the ERC20 token.
/// @param erc20TokenAmount The amount of ERC20 token
/// to sell or buy.
/// @param erc721Token The address of the ERC721 token.
/// @param erc721TokenId The ID of the ERC721 asset.
/// @param matcher If this order was matched with another using `matchERC721Orders()`,
/// this will be the address of the caller. If not, this will be `address(0)`.
event ERC721OrderFilled(
LibNFTOrder.TradeDirection direction,
address maker,
address taker,
uint256 nonce,
IERC20TokenV06 erc20Token,
uint256 erc20TokenAmount,
IERC721Token erc721Token,
uint256 erc721TokenId,
address matcher
);
ERC721OrderCancelled
---------------------
.. code-block:: solidity
/// @dev Emitted whenever an `ERC721Order` is cancelled.
/// @param maker The maker of the order.
/// @param nonce The nonce of the order that was cancelled.
event ERC721OrderCancelled(
address maker,
uint256 nonce
);
ERC721OrderPreSigned
---------------------
.. code-block:: solidity
/// @dev Emitted when an `ERC721Order` is pre-signed.
/// Contains all the fields of the order.
event ERC721OrderPreSigned(
LibNFTOrder.TradeDirection direction,
address maker,
address taker,
uint256 expiry,
uint256 nonce,
IERC20TokenV06 erc20Token,
uint256 erc20TokenAmount,
LibNFTOrder.Fee[] fees,
IERC721Token erc721Token,
uint256 erc721TokenId,
LibNFTOrder.Property[] erc721TokenProperties
);
ERC1155OrderFilled
-------------------
.. code-block:: solidity
/// @dev Emitted whenever an `ERC1155Order` is filled.
/// @param direction Whether the order is selling or
/// buying the ERC1155 token.
/// @param maker The maker of the order.
/// @param taker The taker of the order.
/// @param nonce The unique maker nonce in the order.
/// @param erc20Token The address of the ERC20 token.
/// @param erc20FillAmount The amount of ERC20 token filled.
/// @param erc1155Token The address of the ERC1155 token.
/// @param erc1155TokenId The ID of the ERC1155 asset.
/// @param erc1155FillAmount The amount of ERC1155 asset filled.
/// @param matcher Currently unused.
event ERC1155OrderFilled(
LibNFTOrder.TradeDirection direction,
address maker,
address taker,
uint256 nonce,
IERC20TokenV06 erc20Token,
uint256 erc20FillAmount,
IERC1155Token erc1155Token,
uint256 erc1155TokenId,
uint128 erc1155FillAmount,
address matcher
);
ERC1155OrderCancelled
---------------------
.. code-block:: solidity
/// @dev Emitted whenever an `ERC1155Order` is cancelled.
/// @param orderHash The hash the order.
/// @param maker The maker of the order.
event ERC1155OrderCancelled(
bytes32 orderHash,
address maker
);
ERC1155OrderPreSigned
---------------------
.. code-block:: solidity
/// @dev Emitted when an `ERC1155Order` is pre-signed.
/// Contains all the fields of the order.
event ERC1155OrderPreSigned(
LibNFTOrder.TradeDirection direction,
address maker,
address taker,
uint256 expiry,
uint256 nonce,
IERC20TokenV06 erc20Token,
uint256 erc20TokenAmount,
LibNFTOrder.Fee[] fees,
IERC1155Token erc1155Token,
uint256 erc1155TokenId,
LibNFTOrder.Property[] erc1155TokenProperties,
uint128 erc1155TokenAmount
);

View File

@@ -67,46 +67,6 @@ Below is a catalog of basic Exchange functionality. For more advanced usage, lik
| `transferProtocolFeesForPools`_ | Transfers protocol fees from escrow to the 0x Staking System. |
| | This should be called near the end of each epoch. |
+-----------------------------------------+--------------------------------------------------------------------------+
| **NFT Orders** | **Overview** |
+-----------------------------------------+--------------------------------------------------------------------------+
| `sellERC721`_ | These are specialised orders for NFT trading |
+-----------------------------------------+ |
| `buyERC721`_ | |
+-----------------------------------------+ |
| `batchBuyERC721s`_ | |
+-----------------------------------------+ |
| `matchERC721Orders`_ | |
+-----------------------------------------+ |
| `batchMatchERC721Orders`_ | |
+-----------------------------------------+ |
| `preSignERC721Order`_ | |
+-----------------------------------------+ |
| `validateERC721OrderSignature`_ | |
+-----------------------------------------+ |
| `validateERC721OrderProperties`_ | |
+-----------------------------------------+ |
| `getERC721OrderStatus`_ | |
+-----------------------------------------+ |
| `getERC721OrderHash`_ | |
+-----------------------------------------+ +
| `sellERC1155`_ | |
+-----------------------------------------+ +
| `buyERC1155`_ | |
+-----------------------------------------+ +
| `batchCancelERC1155Orders`_ | |
+-----------------------------------------+ +
| `batchBuyERC1155s`_ | |
+-----------------------------------------+ +
| `preSignERC1155Order`_ | |
+-----------------------------------------+ +
| `validateERC1155OrderSignature`_ | |
+-----------------------------------------+ +
| `validateERC1155OrderProperties`_ | |
+-----------------------------------------+ +
| `getERC1155OrderInfo`_ | |
+-----------------------------------------+ +
| `getERC1155OrderHash`_ | |
+-----------------------------------------+--------------------------------------------------------------------------+
Limit Orders
@@ -773,490 +733,3 @@ This function transfers protocol fees from `Fee Collectors <../architecture/fee_
/// @param poolIds Staking pool IDs
function transferProtocolFeesForPools(bytes32[] calldata poolIds)
external;
NFT Orders
==========
sellERC721
----------------------------
This function sells an ERC721 token given a buy order.
.. code-block:: solidity
/// @dev Sells an ERC721 asset to fill the given order.
/// @param buyOrder The ERC721 buy order.
/// @param signature The order signature from the maker.
/// @param erc721TokenId The ID of the ERC721 asset being
/// sold. If the given order specifies properties,
/// the asset must satisfy those properties. Otherwise,
/// it must equal the tokenId in the order.
/// @param unwrapNativeToken If this parameter is true and the
/// ERC20 token of the order is e.g. WETH, unwraps the
/// token before transferring it to the taker.
/// @param callbackData If this parameter is non-zero, invokes
/// `zeroExERC721OrderCallback` on `msg.sender` after
/// the ERC20 tokens have been transferred to `msg.sender`
/// but before transferring the ERC721 asset to the buyer.
function sellERC721(
LibNFTOrder.ERC721Order _calldata_ buyOrder,
LibSignature.Signature _calldata_ signature,
uint256 erc721TokenId,
bool unwrapNativeToken,
bytes _calldata_ callbackData
)
_external_;
buyERC721
----------------------------
This function buys an ERC721 token given a sell order.
.. code-block:: solidity
/// @dev Buys an ERC721 asset by filling the given order.
/// @param sellOrder The ERC721 sell order.
/// @param signature The order signature.
/// @param callbackData If this parameter is non-zero, invokes
/// `zeroExERC721OrderCallback` on `msg.sender` after
/// the ERC721 asset has been transferred to `msg.sender`
/// but before transferring the ERC20 tokens to the seller.
/// Native tokens acquired during the callback can be used
/// to fill the order.
function buyERC721(
LibNFTOrder.ERC721Order _calldata_ sellOrder,
LibSignature.Signature _calldata_ signature,
bytes _calldata_ callbackData
)
_external_
_payable_;
cancelERC721Order
----------------------------
This function cancels an ERC721 order using the order `nonce` field.
.. code-block:: solidity
/// @dev Cancel a single ERC721 order by its nonce. The caller
/// should be the maker of the order. Silently succeeds if
/// an order with the same nonce has already been filled or
/// cancelled.
/// @param orderNonce The order nonce.
function cancelERC721Order(uint256 orderNonce)
_external_;
batchCancelERC721Orders
----------------------------
This function cancels an number of ERC721 order using the order `nonce` field.
.. code-block:: solidity
/// @dev Cancel multiple ERC721 orders by their nonces. The caller
/// should be the maker of the orders. Silently succeeds if
/// an order with the same nonce has already been filled or
/// cancelled.
/// @param orderNonces The order nonces.
function batchCancelERC721Orders(uint256[] _calldata_ orderNonces)
_external_;
batchBuyERC721s
----------------------------
This function buys a number of ERC721's. If you wish the transaction to revert unless ALL NFT's are purchased, set `revertIfIncomplete` to true.
.. code-block:: solidity
/// @dev Buys multiple ERC721 assets by filling the
/// given orders.
/// @param sellOrders The ERC721 sell orders.
/// @param signatures The order signatures.
/// @param revertIfIncomplete If true, reverts if this
/// function fails to fill any individual order.
/// @return successes An array of booleans corresponding to whether
/// each order in `orders` was successfully filled.
function batchBuyERC721s(
LibNFTOrder.ERC721Order[] _calldata_ sellOrders,
LibSignature.Signature[] _calldata_ signatures,
bool revertIfIncomplete
)
_external_
_payable_
returns (bool[] _memory_ successes);
matchERC721Orders
----------------------------
This function matches a buy order and a sell order together. The matcher receives any spread in price.
.. code-block:: solidity
/// @dev Matches a pair of complementary orders that have
/// a non-negative spread. Each order is filled at
/// their respective price, and the matcher receives
/// a profit denominated in the ERC20 token.
/// @param sellOrder Order selling an ERC721 asset.
/// @param buyOrder Order buying an ERC721 asset.
/// @param sellOrderSignature Signature for the sell order.
/// @param buyOrderSignature Signature for the buy order.
/// @return profit The amount of profit earned by the caller
/// of this function (denominated in the ERC20 token
/// of the matched orders).
function matchERC721Orders(
LibNFTOrder.ERC721Order _calldata_ sellOrder,
LibNFTOrder.ERC721Order _calldata_ buyOrder,
LibSignature.Signature _calldata_ sellOrderSignature,
LibSignature.Signature _calldata_ buyOrderSignature
)
_external_
returns (uint256 profit);
batchMatchERC721Orders
----------------------------
This function matches a buy orders and a sell orders together. The matcher receives any spread in price.
.. code-block:: solidity
/// @dev Matches pairs of complementary orders that have
/// non-negative spreads. Each order is filled at
/// their respective price, and the matcher receives
/// a profit denominated in the ERC20 token.
/// @param sellOrders Orders selling ERC721 assets.
/// @param buyOrders Orders buying ERC721 assets.
/// @param sellOrderSignatures Signatures for the sell orders.
/// @param buyOrderSignatures Signatures for the buy orders.
/// @return profits The amount of profit earned by the caller
/// of this function for each pair of matched orders
/// (denominated in the ERC20 token of the order pair).
/// @return successes An array of booleans corresponding to
/// whether each pair of orders was successfully matched.
function batchMatchERC721Orders(
LibNFTOrder.ERC721Order[] _calldata_ sellOrders,
LibNFTOrder.ERC721Order[] _calldata_ buyOrders,
LibSignature.Signature[] _calldata_ sellOrderSignatures,
LibSignature.Signature[] _calldata_ buyOrderSignatures
)
_external_
returns (uint256[] _memory_ profits, bool[] _memory_ successes);
preSignERC721Order
----------------------------
This function pre-signs an order. Useful for contracts that wish to buy or sell an NFT.
.. code-block:: solidity
/// @dev Approves an ERC721 order on-chain. After pre-signing
/// the order, the `PRESIGNED` signature type will become
/// valid for that order and signer.
/// @param order An ERC721 order.
function preSignERC721Order(LibNFTOrder.ERC721Order _calldata_ order)
_external_;
validateERC721OrderSignature
----------------------------
A read function to validate an ERC721 order signature.
.. code-block:: solidity
/// @dev Checks whether the given signature is valid for the
/// the given ERC721 order. Reverts if not.
/// @param order The ERC721 order.
/// @param signature The signature to validate.
function validateERC721OrderSignature(
LibNFTOrder.ERC721Order _calldata_ order,
LibSignature.Signature _calldata_ signature
)
_external_
_view_;
validateERC721OrderProperties
---------------------------------
A read function to validate a property based order with a particular token id.
.. code-block:: solidity
/// @dev If the given order is buying an ERC721 asset, checks
/// whether or not the given token ID satisfies the required
/// properties specified in the order. If the order does not
/// specify any properties, this function instead checks
/// whether the given token ID matches the ID in the order.
/// Reverts if any checks fail, or if the order is selling
/// an ERC721 asset.
/// @param order The ERC721 order.
/// @param erc721TokenId The ID of the ERC721 asset.
function validateERC721OrderProperties(
LibNFTOrder.ERC721Order _calldata_ order,
uint256 erc721TokenId
)
_external_
_view_;
getERC721OrderStatus
----------------------------
A read function to return the order status. E.g whether it is filled, cancelled or expired.
.. code-block:: solidity
/// @dev Get the current status of an ERC721 order.
/// @param order The ERC721 order.
/// @return status The status of the order.
function getERC721OrderStatus(LibNFTOrder.ERC721Order _calldata_ order)
_external_
_view_
returns (LibNFTOrder.OrderStatus status);
getERC721OrderHash
----------------------------
A read function to return the uniquie order hash.
.. code-block:: solidity
/// @dev Get the canonical hash of an ERC721 order.
/// @param order The ERC721 order.
/// @return orderHash The order hash.
function getERC721OrderHash(LibNFTOrder.ERC721Order _calldata_ order)
_external_
_view_
returns (bytes32 orderHash);
getERC721OrderStatusBitVector
---------------------------------
.. code-block:: solidity
/// @dev Get the order status bit vector for the given
/// maker address and nonce range.
/// @param maker The maker of the order.
/// @param nonceRange Order status bit vectors are indexed
/// by maker address and the upper 248 bits of the
/// order nonce. We define `nonceRange` to be these
/// 248 bits.
/// @return bitVector The order status bit vector for the
/// given maker and nonce range.
function getERC721OrderStatusBitVector(address maker, uint248 nonceRange)
_external_
_view_
returns (uint256 bitVector);
sellERC1155
----------------------------
Sells an ERC115 token given a buy order.
.. code-block:: solidity
/// @dev Sells an ERC1155 asset to fill the given order.
/// @param buyOrder The ERC1155 buy order.
/// @param signature The order signature from the maker.
/// @param erc1155TokenId The ID of the ERC1155 asset being
/// sold. If the given order specifies properties,
/// the asset must satisfy those properties. Otherwise,
/// it must equal the tokenId in the order.
/// @param erc1155SellAmount The amount of the ERC1155 asset
/// to sell.
/// @param unwrapNativeToken If this parameter is true and the
/// ERC20 token of the order is e.g. WETH, unwraps the
/// token before transferring it to the taker.
/// @param callbackData If this parameter is non-zero, invokes
/// `zeroExERC1155OrderCallback` on `msg.sender` after
/// the ERC20 tokens have been transferred to `msg.sender`
/// but before transferring the ERC1155 asset to the buyer.
function sellERC1155(
LibNFTOrder.ERC1155Order _calldata_ buyOrder,
LibSignature.Signature _calldata_ signature,
uint256 erc1155TokenId,
uint128 erc1155SellAmount,
bool unwrapNativeToken,
bytes _calldata_ callbackData
)
_external_;
buyERC1155
----------------------------
Buys an ERC115 token given a sell order.
.. code-block:: solidity
/// @dev Buys an ERC1155 asset by filling the given order.
/// @param sellOrder The ERC1155 sell order.
/// @param signature The order signature.
/// @param erc1155BuyAmount The amount of the ERC1155 asset
/// to buy.
/// @param callbackData If this parameter is non-zero, invokes
/// `zeroExERC1155OrderCallback` on `msg.sender` after
/// the ERC1155 asset has been transferred to `msg.sender`
/// but before transferring the ERC20 tokens to the seller.
/// Native tokens acquired during the callback can be used
/// to fill the order.
function buyERC1155(
LibNFTOrder.ERC1155Order _calldata_ sellOrder,
LibSignature.Signature _calldata_ signature,
uint128 erc1155BuyAmount,
bytes _calldata_ callbackData
)
_external_
_payable_;
cancelERC1155Order
----------------------------
Cancels an ERC115 order given the order struct.
.. code-block:: solidity
/// @dev Cancel a single ERC1155 order. The caller should be the
/// maker of the order. Silently succeeds if the order has
/// already been filled or cancelled.
/// @param order The order to cancel.
function cancelERC1155Order(LibNFTOrder.ERC1155Order _calldata_ order)
_external_;
batchCancelERC1155Orders
----------------------------
Cancels a number of ERC115 orders.
.. code-block:: solidity
/// @dev Cancel multiple ERC1155 orders. The caller should be the
/// maker of the orders. Silently succeeds if an order has
/// already been filled or cancelled.
/// @param orders The orders to cancel.
function batchCancelERC1155Orders(LibNFTOrder.ERC1155Order[] _calldata_ orders)
_external_;
batchBuyERC1155s
----------------------------
Buys multiple ERC1155 assets given the sell orders.
.. code-block:: solidity
/// @dev Buys multiple ERC1155 assets by filling the
/// given orders.
/// @param sellOrders The ERC1155 sell orders.
/// @param signatures The order signatures.
/// @param erc1155TokenAmounts The amounts of the ERC1155 assets
/// to buy for each order.
/// @param revertIfIncomplete If true, reverts if this
/// function fails to fill any individual order.
/// @return successes An array of booleans corresponding to whether
/// each order in `orders` was successfully filled.
function batchBuyERC1155s(
LibNFTOrder.ERC1155Order[] _calldata_ sellOrders,
LibSignature.Signature[] _calldata_ signatures,
uint128[] _calldata_ erc1155TokenAmounts,
bool revertIfIncomplete
)
_external_
_payable_
returns (bool[] _memory_ successes);
preSignERC1155Order
----------------------------
Pre-signs the order on-chain. This is useful for smart contracts.
.. code-block:: solidity
/// @dev Approves an ERC1155 order on-chain. After pre-signing
/// the order, the `PRESIGNED` signature type will become
/// valid for that order and signer.
/// @param order An ERC1155 order.
function preSignERC1155Order(LibNFTOrder.ERC1155Order _calldata_ order)
_external_;
validateERC1155OrderSignature
---------------------------------
A read function to validate the ERC1155 order signatures.
.. code-block:: solidity
/// @dev Checks whether the given signature is valid for the
/// the given ERC1155 order. Reverts if not.
/// @param order The ERC1155 order.
/// @param signature The signature to validate.
function validateERC1155OrderSignature(
LibNFTOrder.ERC1155Order calldata order,
LibSignature.Signature calldata signature
)
external
view;
validateERC1155OrderProperties
---------------------------------
A read function to validate the specific ERC1155 asset against a property based order.
.. code-block:: solidity
/// @dev If the given order is buying an ERC1155 asset, checks
/// whether or not the given token ID satisfies the required
/// properties specified in the order. If the order does not
/// specify any properties, this function instead checks
/// whether the given token ID matches the ID in the order.
/// Reverts if any checks fail, or if the order is selling
/// an ERC1155 asset.
/// @param order The ERC1155 order.
/// @param erc1155TokenId The ID of the ERC1155 asset.
function validateERC1155OrderProperties(
LibNFTOrder.ERC1155Order calldata order,
uint256 erc1155TokenId
)
external
view;
getERC1155OrderInfo
----------------------------
A read function to get the ERC1155 order info. Such as whether it has been cancelled, expired or filled.
.. code-block:: solidity
/// @dev Get the order info for an ERC1155 order.
/// @param order The ERC1155 order.
/// @return orderInfo Infor about the order.
function getERC1155OrderInfo(LibNFTOrder.ERC1155Order calldata order)
external
view
returns (LibNFTOrder.OrderInfo memory orderInfo);
getERC1155OrderHash
----------------------------
A read function to calculate the unique order hash.
.. code-block:: solidity
/// @dev Get the canonical hash of an ERC1155 order.
/// @param order The ERC1155 order.
/// @return orderHash The order hash.
function getERC1155OrderHash(LibNFTOrder.ERC1155Order calldata order)
external
view
returns (bytes32 orderHash);

View File

@@ -89,160 +89,10 @@ The ``RFQOrder`` struct has the following fields:
+-----------------+-------------+----------------------------------------------------------------------------------------------------------------------------+
NFT Orders
===========
NFT orders in 0x V4 are optimized for this specific use case. They are up to 54% cheaper than alternatives currently on Ethereum.
Unlike 0x Limit orders, there is a `direction` of the trade, either buy or sell. ERC20's can be exchanged for either ERC721 or ERC1155.
Property based orders can also be created by specifying the properties field in the respective order.
A number of fees can be embedded in the order.
`NFT Swap SDK <https://docs.swapsdk.xyz/0x-v4>`__ is a friendly library that will help you easily create and consume NFT orders in 0x V4. You can find their `documentation here <https://docs.swapsdk.xyz/0x-v4>`__.
ERC721 Orders
*************
The ``ERC721Order`` struct has the following fields:
+----------------------------+-----------------+------------------------------------------------------------------------------------------+
| Field | Type | Description |
+----------------------------+-----------------+------------------------------------------------------------------------------------------+
| ``direction`` | ``enum`` | The trade direction, either sell the NFT or buy the NFT |
+----------------------------+-----------------+------------------------------------------------------------------------------------------+
| ``maker`` | ``address`` | The address of the maker, and signer, of this order. [required] |
+----------------------------+-----------------+------------------------------------------------------------------------------------------+
| ``taker`` | ``address`` | Allowed taker address. Set to zero to allow any taker. [optional; default 0] |
+----------------------------+-----------------+------------------------------------------------------------------------------------------+
| ``expiry`` | ``uint256`` | The Unix timestamp in seconds when this order expires. [required] |
+----------------------------+-----------------+------------------------------------------------------------------------------------------+
| ``nonce`` | ``uint256`` | Number used to uniquiely represent this order. Used for cancellations. [required] |
+----------------------------+-----------------+------------------------------------------------------------------------------------------+
| ``erc20Token`` | ``address`` | The ERC20 token used to pay for the ERC721 token. [required] |
+----------------------------+-----------------+------------------------------------------------------------------------------------------+
| ``erc20TokenAmount`` | ``uint256`` | The amount of erc20Token being sold. [required] |
+----------------------------+-----------------+------------------------------------------------------------------------------------------+
| ``fees`` | ``Fees[]`` | An array of structs containing the fee data [optional] |
+----------------------------+-----------------+------------------------------------------------------------------------------------------+
| ``erc721Token`` | ``address`` | The ERC721 token. [required] |
+----------------------------+-----------------+------------------------------------------------------------------------------------------+
| ``erc721TokenId`` | ``uint256`` | The ERC721 token id. [required] |
+----------------------------+-----------------+------------------------------------------------------------------------------------------+
| ``erc721TokenProperties`` | ``Property[]`` | Properties to validate for a property based order. [optional] |
+----------------------------+-----------------+------------------------------------------------------------------------------------------+
ERC1155 Orders
***************
The ``ERC1155Order`` struct has the following fields:
+----------------------------+-----------------+------------------------------------------------------------------------------------------+
| Field | Type | Description |
+----------------------------+-----------------+------------------------------------------------------------------------------------------+
| ``direction`` | ``enum`` | The trade direction, either sell the NFT or buy the NFT |
+----------------------------+-----------------+------------------------------------------------------------------------------------------+
| ``maker`` | ``address`` | The address of the maker, and signer, of this order. [required] |
+----------------------------+-----------------+------------------------------------------------------------------------------------------+
| ``taker`` | ``address`` | Allowed taker address. Set to zero to allow any taker. [optional; default 0] |
+----------------------------+-----------------+------------------------------------------------------------------------------------------+
| ``expiry`` | ``uint256`` | The Unix timestamp in seconds when this order expires. [required] |
+----------------------------+-----------------+------------------------------------------------------------------------------------------+
| ``nonce`` | ``uint256`` | Number used to uniquiely represent this order. Used for cancellations. [required] |
+----------------------------+-----------------+------------------------------------------------------------------------------------------+
| ``erc20Token`` | ``address`` | The ERC20 token used to pay for the ERC721 token. [required] |
+----------------------------+-----------------+------------------------------------------------------------------------------------------+
| ``erc20TokenAmount`` | ``uint256`` | The amount of erc20Token being sold. [required] |
+----------------------------+-----------------+------------------------------------------------------------------------------------------+
| ``fees`` | ``Fees[]`` | An array of structs containing the fee data [optional] |
+----------------------------+-----------------+------------------------------------------------------------------------------------------+
| ``erc1155Token`` | ``address`` | The ERC1155 token. [required] |
+----------------------------+-----------------+------------------------------------------------------------------------------------------+
| ``erc1155TokenId`` | ``uint256`` | The ERC1155 token id. [required] |
+----------------------------+-----------------+------------------------------------------------------------------------------------------+
| ``erc1155TokenProperties`` | ``Property[]`` | Properties to validate for a property based order. [optional] |
+----------------------------+-----------------+------------------------------------------------------------------------------------------+
| ``erc1155TokenAmount`` | ``uin128`` | The ERC1155 amount. [required] |
+----------------------------+-----------------+------------------------------------------------------------------------------------------+
NFT Order Property
******************
For Property based NFT orders, the properties have the following fields:
+----------------------------+-----------------+------------------------------------------------------------------------------------------+
| Field | Type | Description |
+----------------------------+-----------------+------------------------------------------------------------------------------------------+
| ``propertyValidator`` | ``address`` | The address of the contract which implements `IPropertyValidator`. |
+----------------------------+-----------------+------------------------------------------------------------------------------------------+
| ``propertyData`` | ``bytes`` | The address of the maker, and signer, of this order. |
+----------------------------+-----------------+------------------------------------------------------------------------------------------+
The property validator contract must implement the following interface when Property based orders are used.
.. code-block:: solidity
/// @dev Checks that the given ERC721/ERC1155 asset satisfies the properties encoded in `propertyData`.
/// Should revert if the asset does not satisfy the specified properties.
/// @param tokenAddress The ERC721/ERC1155 token contract address.
/// @param tokenId The ERC721/ERC1155 tokenId of the asset to check.
/// @param propertyData Encoded properties or auxiliary data needed to perform the check.
function validateProperty(
address tokenAddress,
uint256 tokenId,
bytes calldata propertyData
)
external
view;
NFT Order Fee
**************
For NFT orders with fees, the fees have the following fields:
+----------------------------+-----------------+------------------------------------------------------------------------------------------+
| Field | Type | Description |
+----------------------------+-----------------+------------------------------------------------------------------------------------------+
| ``receipient`` | ``address`` | The receipient of the fees. |
+----------------------------+-----------------+------------------------------------------------------------------------------------------+
| ``amount`` | ``uint256`` | The amount of fee to be paid to recipient. |
+----------------------------+-----------------+------------------------------------------------------------------------------------------+
| ``feeData`` | ``bytes`` | If provided the recipient (contract) will be called with this feeData [optional] |
+----------------------------+-----------------+------------------------------------------------------------------------------------------+
The contract must implement the following interface when the `feeData` is present.
.. code-block:: solidity
interface IFeeRecipient {
/// @dev A callback function invoked in the ERC721Feature for each ERC721
/// order fee that get paid. Integrators can make use of this callback
/// to implement arbitrary fee-handling logic, e.g. splitting the fee
/// between multiple parties.
/// @param tokenAddress The address of the token in which the received fee is
/// denominated. `0xEeeeeEeeeEeEeeEeEeEeeEEEeeeeEeeeeeeeEEeE` indicates
/// that the fee was paid in the native token (e.g. ETH).
/// @param amount The amount of the given token received.
/// @param feeData Arbitrary data encoded in the `Fee` used by this callback.
/// @return success The selector of this function (0x0190805e),
/// indicating that the callback succeeded.
function receiveFeeCallback(
address tokenAddress,
uint256 amount,
bytes calldata feeData
)
external
returns (bytes4 success);
}
How To Sign
==============
Orders must be signed by the `maker` or a registered order signer (`registerAllowedOrderSigner <./functions.html#registerallowedrfqorigins>`_). This signature is needed to fill an order, see `Basic Functionality <./functions.html>`_.
Both Limit & RFQ orders must be signed by the `maker` or a registered order signer (`registerAllowedOrderSigner <./functions.html#registerallowedrfqorigins>`_). This signature is needed to fill an order, see `Basic Functionality <./functions.html>`_.
The protocol accepts signatures defined by the following struct:

View File

@@ -60,9 +60,9 @@ copyright = u'2016, ZeroEx Inc'
# built documents.
#
# The short X.Y version.
version = '4.1'
version = '4.0'
# The full version, including alpha/beta/rc tags.
release = '4.1'
release = '4.0'
# The language for content autogenerated by Sphinx. Refer to documentation
# for a list of supported languages.

View File

@@ -12,6 +12,7 @@ sections = [
"name": "Exchange V4",
"contracts": [
'exchangeProxy',
'exchangeProxyAllowanceTarget',
'exchangeProxyFlashWallet',
'exchangeProxyGovernor',
'exchangeProxyLiquidityProviderSandbox',
@@ -49,43 +50,18 @@ sections = [
}
]
networks = {
'1': 'Ethereum',
'10': 'Optimism',
'56': 'Binance Smart Chain',
'137': 'Polygon',
'43114': 'Avalanche',
'250': 'Fantom',
'42220': 'Celo',
}
def printRow(contract, address):
etherscanLink = "%s/%s"%("https://etherscan.io/address/", address)
print(" %s, `%s <%s>`_"%(contract, address, etherscanLink))
etherscanByNetwork = {
'1': 'https://etherscan.io/address',
'10': 'https://optimistic.etherscan.io/address',
'56': 'https://bscscan.com/address',
'137': 'https://polygonscan.com/address',
'43114': 'https://snowtrace.io/address',
'250': 'https://ftmscan.com/address',
'42220': 'https://explorer.celo.org/address',
}
def getLinkableAddress(address, network):
etherscanLink = "%s/%s"%(etherscanByNetwork[network], address)
return "`%s <%s>`__"%(address, etherscanLink)
def printRow(contract, address, network):
etherscanLink = "%s/%s"%(etherscanByNetwork[network], address)
print(" %s, %s"%(contract, getLinkableAddress(address, network)))
def printTable(contracts, addresses, network):
def printTable(contracts, addresses):
print(".. csv-table::\n")
for contract in contracts:
if isinstance(addresses[contract], str):
printRow(contract, addresses[contract], network)
if isinstance(addresses[contract], unicode):
printRow(contract, addresses[contract])
else:
for contract,address in addresses[contract].items():
printRow(contract, address, network)
printRow(contract, address)
print(
@@ -96,8 +72,6 @@ Addresses
.. note::
This page is auto-generated. See the `contract-addresses <https://github.com/0xProject/protocol/blob/development/packages/contract-addresses/addresses.json>`_ package for an exhaustive list of contracts across all networks.
The Exchange Proxy may have different addresses on various networks, see the `Exchange Proxy Addresses <./addresses.html#exchange-proxy-addresses>`__ table for an exhaustive list.
'''
)
@@ -105,13 +79,6 @@ with open('../packages/contract-addresses/addresses.json') as f:
addresses = json.load(f)
for section in sections:
print("%s\n==================="%(section["name"]))
printTable(section["contracts"], addresses["1"], "1")
printTable(section["contracts"], addresses["1"])
print("\n\n")
print("Exchange Proxy Addresses \n=========================")
print("Note: Some addresses have changed across various networks\n")
print(".. csv-table::\n")
for network in networks:
# etherscanLink = "%s/%s"%("https://etherscan.io/address/", address)
# print(" %s, `%s <%s>`_"%(contract, address, etherscanLink))
print(" %s, %s"%(networks[network], getLinkableAddress(addresses[network]["exchangeProxy"], network)))

View File

@@ -60,22 +60,21 @@
"ignoreDependencyVersionsForPackage": "contract-wrappers"
},
"devDependencies": {
"@0x/monorepo-scripts": "^3.2.1",
"@0x-lerna-fork/lerna": "3.16.10",
"@0x/monorepo-scripts": "^3.2.4",
"@0xproject/npm-cli-login": "^0.0.11",
"async-child-process": "^1.1.1",
"coveralls": "^3.0.0",
"ganache-cli": "6.12.2",
"ganache-cli": "6.8.0-istanbul.0",
"lcov-result-merger": "^3.0.0",
"lerna": "^3.0.0-beta.25",
"npm-run-all": "^4.1.2",
"prettier": "1.19.1",
"source-map-support": "^0.5.6",
"typescript": "4.6.3",
"typescript": "4.2.2",
"wsrun": "^5.2.4"
},
"resolutions": {
"merkle-patricia-tree": "3.0.0",
"**/bignumber.js": "^9.0.2"
"merkle-patricia-tree": "^2.3.2"
}
}

View File

@@ -1,264 +1,4 @@
[
{
"version": "16.57.0",
"changes": [
{
"note": "Add BalancerV2 batch swap support",
"pr": 462
}
],
"timestamp": 1650611093
},
{
"version": "16.56.0",
"changes": [
{
"note": "Add estimatedGas to ExtendedQuoteReport",
"pr": 463
}
],
"timestamp": 1650575781
},
{
"version": "16.55.0",
"changes": [
{
"note": "Fix fillRfqOrder VIP being used for swaps that need transformERC20",
"pr": 461
}
],
"timestamp": 1649347667
},
{
"version": "16.54.0",
"changes": [
{
"note": "Add true VIP support for eligible RFQt swaps",
"pr": 458
}
],
"timestamp": 1649215576
},
{
"version": "16.53.0",
"changes": [
{
"note": "Adds support for STG/USDC pool on Curve Mainnet",
"pr": 451
},
{
"note": "Use neon-router in asset-swapper tests",
"pr": 453
},
{
"note": "Add sampler blocknumber to quote report data",
"pr": 448
}
],
"timestamp": 1648739346
},
{
"version": "16.52.0",
"changes": [
{
"note": "Adds support for mobius money on celo",
"pr": 423
}
]
},
{
"version": "16.51.0",
"changes": [
{
"note": "Added `Curve` `YFI-ETH` pool",
"pr": 444
}
],
"timestamp": 1646888282
},
{
"version": "16.50.3",
"changes": [
{
"note": "Routing glue optimization",
"pr": 439
},
{
"note": "Move VIP source routing into neon-router & disable fallback orders for native/plp",
"pr": 440
}
],
"timestamp": 1646837959
},
{
"version": "16.50.2",
"changes": [
{
"note": "Update `Uniswap_V3` address on `Ropsten`",
"pr": 441
}
],
"timestamp": 1646617024
},
{
"version": "16.50.1",
"changes": [
{
"note": "Add BTRFLY/WETH Curve pool on mainnet",
"pr": 437
},
{
"note": "Lower Uniswap V3 Sampler gas allowance",
"pr": 438
}
],
"timestamp": 1646312638
},
{
"version": "16.50.0",
"changes": [
{
"note": "Adding support for Geist on `Fantom`",
"pr": 398
},
{
"note": "Improve Uniswap V3 gas schedule",
"pr": 424
}
],
"timestamp": 1646225739
},
{
"version": "16.49.9",
"changes": [
{
"note": "Fix native order scaling & filter out 1 wei quotes",
"pr": "430"
}
],
"timestamp": 1645696356
},
{
"timestamp": 1645569128,
"version": "16.49.8",
"changes": [
{
"note": "Dependencies updated"
}
]
},
{
"version": "16.49.7",
"changes": [
{
"note": "Fix native order handling for very small quotes and bump `neon-router` dependency",
"pr": 425
}
],
"timestamp": 1645534245
},
{
"version": "16.49.6",
"changes": [
{
"note": "Fixed btrfly routing to include the ohmV2/dai, ohmV2/btfly, and ohmV2/weth pools",
"pr": 427
}
],
"timestamp": 1645113751
},
{
"version": "16.49.5",
"changes": [
{
"note": "Fix scaling 1 base unit to 0, round output to base units",
"pr": 422
}
],
"timestamp": 1644844353
},
{
"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": [
{
"note": "Fix ABI encoding error with two hop buys due to applying slippage to uint(-1) values",
"pr": 410
}
],
"timestamp": 1643653482
},
{
"version": "16.49.1",
"changes": [
{
"note": "Fix WorstCaseQuoteInfo encoding bug",
"pr": 402
}
],
"timestamp": 1643613597
},
{
"version": "16.49.0",
"changes": [
{
"note": "Add more curve pools",
"pr": 409
}
],
"timestamp": 1643407900
},
{
"version": "16.48.0",
"changes": [
{
"note": "Use `MIM` as an intermediate asset on `Fantom`",
"pr": 405
}
],
"timestamp": 1643148019
},
{
"version": "16.47.0",
"changes": [
{
"note": "Adding support for Synapse on all networks",
"pr": 400
}
],
"timestamp": 1643136662
},
{
"version": "16.46.0",
"changes": [

View File

@@ -5,106 +5,6 @@ Edit the package's CHANGELOG.json file only.
CHANGELOG
## v16.57.0 - _April 22, 2022_
* Add BalancerV2 batch swap support (#462)
## v16.56.0 - _April 21, 2022_
* Add estimatedGas to ExtendedQuoteReport (#463)
## v16.55.0 - _April 7, 2022_
* Fix fillRfqOrder VIP being used for swaps that need transformERC20 (#461)
## v16.54.0 - _April 6, 2022_
* Add true VIP support for eligible RFQt swaps (#458)
## v16.53.0 - _March 31, 2022_
* Adds support for STG/USDC pool on Curve Mainnet (#451)
* Use neon-router in asset-swapper tests (#453)
* Add sampler blocknumber to quote report data (#448)
## v16.52.0 - _Invalid date_
* Adds support for mobius money on celo (#423)
## v16.51.0 - _March 10, 2022_
* Added `Curve` `YFI-ETH` pool (#444)
## v16.50.3 - _March 9, 2022_
* Routing glue optimization (#439)
* Move VIP source routing into neon-router & disable fallback orders for native/plp (#440)
## v16.50.2 - _March 7, 2022_
* Update `Uniswap_V3` address on `Ropsten` (#441)
## v16.50.1 - _March 3, 2022_
* Add BTRFLY/WETH Curve pool on mainnet (#437)
* Lower Uniswap V3 Sampler gas allowance (#438)
## v16.50.0 - _March 2, 2022_
* Adding support for Geist on `Fantom` (#398)
* Improve Uniswap V3 gas schedule (#424)
## v16.49.9 - _February 24, 2022_
* Fix native order scaling & filter out 1 wei quotes (#430)
## v16.49.8 - _February 22, 2022_
* Dependencies updated
## v16.49.7 - _February 22, 2022_
* Fix native order handling for very small quotes and bump `neon-router` dependency (#425)
## v16.49.6 - _February 17, 2022_
* Fixed btrfly routing to include the ohmV2/dai, ohmV2/btfly, and ohmV2/weth pools (#427)
## v16.49.5 - _February 14, 2022_
* Fix scaling 1 base unit to 0, round output to base units (#422)
## 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)
## v16.49.1 - _January 31, 2022_
* Fix WorstCaseQuoteInfo encoding bug (#402)
## v16.49.0 - _January 28, 2022_
* Add more curve pools (#409)
## v16.48.0 - _January 25, 2022_
* Use `MIM` as an intermediate asset on `Fantom` (#405)
## v16.47.0 - _January 25, 2022_
* Adding support for Synapse on all networks (#400)
## v16.46.0 - _January 11, 2022_
* Enable `Curve` ETH/CVX pool (#394)

View File

@@ -6,7 +6,7 @@
"shouldSaveStandardInput": true,
"compilerSettings": {
"evmVersion": "istanbul",
"optimizer": { "enabled": true, "runs": 200, "details": { "yul": false, "deduplicate": true } },
"optimizer": { "enabled": true, "runs": 200, "details": { "yul": true, "deduplicate": true } },
"outputSelection": {
"*": {
"*": [

View File

@@ -1,105 +0,0 @@
// SPDX-License-Identifier: Apache-2.0
/*
Copyright 2021 ZeroEx Intl.
Licensed under the Apache License, Version 2.0 (the "License");
you may not use this file except in compliance with the License.
You may obtain a copy of the License at
http://www.apache.org/licenses/LICENSE-2.0
Unless required by applicable law or agreed to in writing, software
distributed under the License is distributed on an "AS IS" BASIS,
WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
See the License for the specific language governing permissions and
limitations under the License.
*/
pragma solidity ^0.6;
pragma experimental ABIEncoderV2;
import "./interfaces/IBalancerV2Vault.sol";
import "./BalancerV2Common.sol";
contract BalancerV2BatchSampler is BalancerV2Common {
// Replaces amount for first step with each takerTokenAmount and calls queryBatchSwap using supplied steps
/// @dev Sample sell quotes from Balancer V2 supporting multihops.
/// @param swapSteps Array of swap steps (can be >= 1).
/// @param swapAssets Array of token address for swaps.
/// @param takerTokenAmounts Taker token sell amount for each sample.
function sampleMultihopSellsFromBalancerV2(
IBalancerV2Vault vault,
IBalancerV2Vault.BatchSwapStep[] memory swapSteps,
address[] memory swapAssets,
uint256[] memory takerTokenAmounts
)
public
returns (uint256[] memory makerTokenAmounts)
{
uint256 numSamples = takerTokenAmounts.length;
makerTokenAmounts = new uint256[](numSamples);
IBalancerV2Vault.FundManagement memory swapFunds =
_createSwapFunds();
for (uint256 i = 0; i < numSamples; i++) {
swapSteps[0].amount = takerTokenAmounts[i];
try
// For sells we specify the takerToken which is what the vault will receive from the trade
vault.queryBatchSwap(IBalancerV2Vault.SwapKind.GIVEN_IN, swapSteps, swapAssets, swapFunds)
// amounts represent pool balance deltas from the swap (incoming balance, outgoing balance)
returns (int256[] memory amounts) {
// Outgoing balance is negative so we need to flip the sign
// Note - queryBatchSwap will return a delta for each token in the assets array and last asset should be tokenOut
int256 amountOutFromPool = amounts[amounts.length - 1] * -1;
if (amountOutFromPool <= 0) {
break;
}
makerTokenAmounts[i] = uint256(amountOutFromPool);
} catch {
// Swallow failures, leaving all results as zero.
break;
}
}
}
// Replaces amount for first step with each makerTokenAmount and calls queryBatchSwap using supplied steps
/// @dev Sample buy quotes from Balancer V2 supporting multihops.
/// @param swapSteps Array of swap steps (can be >= 1).
/// @param swapAssets Array of token address for swaps.
/// @param makerTokenAmounts Maker token buy amount for each sample.
function sampleMultihopBuysFromBalancerV2(
IBalancerV2Vault vault,
IBalancerV2Vault.BatchSwapStep[] memory swapSteps,
address[] memory swapAssets,
uint256[] memory makerTokenAmounts
)
public
returns (uint256[] memory takerTokenAmounts)
{
uint256 numSamples = makerTokenAmounts.length;
takerTokenAmounts = new uint256[](numSamples);
IBalancerV2Vault.FundManagement memory swapFunds =
_createSwapFunds();
for (uint256 i = 0; i < numSamples; i++) {
swapSteps[0].amount = makerTokenAmounts[i];
try
// Uses GIVEN_OUT type for Buy
vault.queryBatchSwap(IBalancerV2Vault.SwapKind.GIVEN_OUT, swapSteps, swapAssets, swapFunds)
// amounts represent pool balance deltas from the swap (incoming balance, outgoing balance)
returns (int256[] memory amounts) {
int256 amountIntoPool = amounts[0];
if (amountIntoPool <= 0) {
break;
}
takerTokenAmounts[i] = uint256(amountIntoPool);
} catch {
// Swallow failures, leaving all results as zero.
break;
}
}
}
}

View File

@@ -1,41 +0,0 @@
// SPDX-License-Identifier: Apache-2.0
/*
Copyright 2021 ZeroEx Intl.
Licensed under the Apache License, Version 2.0 (the "License");
you may not use this file except in compliance with the License.
You may obtain a copy of the License at
http://www.apache.org/licenses/LICENSE-2.0
Unless required by applicable law or agreed to in writing, software
distributed under the License is distributed on an "AS IS" BASIS,
WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
See the License for the specific language governing permissions and
limitations under the License.
*/
pragma solidity ^0.6;
pragma experimental ABIEncoderV2;
import "./interfaces/IBalancerV2Vault.sol";
contract BalancerV2Common {
function _createSwapFunds()
internal
view
returns (IBalancerV2Vault.FundManagement memory)
{
return
IBalancerV2Vault.FundManagement({
sender: address(this),
fromInternalBalance: false,
recipient: payable(address(this)),
toInternalBalance: false
});
}
}

View File

@@ -21,11 +21,44 @@ pragma solidity ^0.6;
pragma experimental ABIEncoderV2;
import "./SamplerUtils.sol";
import "./interfaces/IBalancerV2Vault.sol";
import "./BalancerV2Common.sol";
/// @dev Minimal Balancer V2 Vault interface
/// for documentation refer to https://github.com/balancer-labs/balancer-core-v2/blob/master/contracts/vault/interfaces/IVault.sol
interface IBalancerV2Vault {
enum SwapKind { GIVEN_IN, GIVEN_OUT }
contract BalancerV2Sampler is SamplerUtils, BalancerV2Common {
struct BatchSwapStep {
bytes32 poolId;
uint256 assetInIndex;
uint256 assetOutIndex;
uint256 amount;
bytes userData;
}
struct FundManagement {
address sender;
bool fromInternalBalance;
address payable recipient;
bool toInternalBalance;
}
function queryBatchSwap(
SwapKind kind,
BatchSwapStep[] calldata swaps,
IAsset[] calldata assets,
FundManagement calldata funds
) external returns (int256[] memory assetDeltas);
}
interface IAsset {
// solhint-disable-previous-line no-empty-blocks
}
contract BalancerV2Sampler is SamplerUtils {
struct BalancerV2PoolInfo {
bytes32 poolId;
address vault;
}
/// @dev Sample sell quotes from Balancer V2.
/// @param poolInfo Struct with pool related data
@@ -35,7 +68,7 @@ contract BalancerV2Sampler is SamplerUtils, BalancerV2Common {
/// @return makerTokenAmounts Maker amounts bought at each taker token
/// amount.
function sampleSellsFromBalancerV2(
IBalancerV2Vault.BalancerV2PoolInfo memory poolInfo,
BalancerV2PoolInfo memory poolInfo,
address takerToken,
address makerToken,
uint256[] memory takerTokenAmounts
@@ -45,9 +78,9 @@ contract BalancerV2Sampler is SamplerUtils, BalancerV2Common {
{
_assertValidPair(makerToken, takerToken);
IBalancerV2Vault vault = IBalancerV2Vault(poolInfo.vault);
address[] memory swapAssets = new address[](2);
swapAssets[0] = takerToken;
swapAssets[1] = makerToken;
IAsset[] memory swapAssets = new IAsset[](2);
swapAssets[0] = IAsset(takerToken);
swapAssets[1] = IAsset(makerToken);
uint256 numSamples = takerTokenAmounts.length;
makerTokenAmounts = new uint256[](numSamples);
@@ -64,7 +97,7 @@ contract BalancerV2Sampler is SamplerUtils, BalancerV2Common {
// amounts represent pool balance deltas from the swap (incoming balance, outgoing balance)
returns (int256[] memory amounts) {
// Outgoing balance is negative so we need to flip the sign
int256 amountOutFromPool = amounts[amounts.length - 1] * -1;
int256 amountOutFromPool = amounts[1] * -1;
if (amountOutFromPool <= 0) {
break;
}
@@ -84,7 +117,7 @@ contract BalancerV2Sampler is SamplerUtils, BalancerV2Common {
/// @return takerTokenAmounts Taker amounts sold at each maker token
/// amount.
function sampleBuysFromBalancerV2(
IBalancerV2Vault.BalancerV2PoolInfo memory poolInfo,
BalancerV2PoolInfo memory poolInfo,
address takerToken,
address makerToken,
uint256[] memory makerTokenAmounts
@@ -94,9 +127,9 @@ contract BalancerV2Sampler is SamplerUtils, BalancerV2Common {
{
_assertValidPair(makerToken, takerToken);
IBalancerV2Vault vault = IBalancerV2Vault(poolInfo.vault);
address[] memory swapAssets = new address[](2);
swapAssets[0] = takerToken;
swapAssets[1] = makerToken;
IAsset[] memory swapAssets = new IAsset[](2);
swapAssets[0] = IAsset(takerToken);
swapAssets[1] = IAsset(makerToken);
uint256 numSamples = makerTokenAmounts.length;
takerTokenAmounts = new uint256[](numSamples);
@@ -124,7 +157,7 @@ contract BalancerV2Sampler is SamplerUtils, BalancerV2Common {
}
function _createSwapSteps(
IBalancerV2Vault.BalancerV2PoolInfo memory poolInfo,
BalancerV2PoolInfo memory poolInfo,
uint256 amount
) private pure returns (IBalancerV2Vault.BatchSwapStep[] memory) {
IBalancerV2Vault.BatchSwapStep[] memory swapSteps =
@@ -139,4 +172,18 @@ contract BalancerV2Sampler is SamplerUtils, BalancerV2Common {
return swapSteps;
}
function _createSwapFunds()
private
view
returns (IBalancerV2Vault.FundManagement memory)
{
return
IBalancerV2Vault.FundManagement({
sender: address(this),
fromInternalBalance: false,
recipient: payable(address(this)),
toInternalBalance: false
});
}
}

View File

@@ -22,8 +22,9 @@ pragma experimental ABIEncoderV2;
import "./interfaces/IBancor.sol";
contract CompilerHack {}
contract BancorSampler {
contract BancorSampler is CompilerHack {
/// @dev Base gas limit for Bancor calls.
uint256 constant private BANCOR_CALL_GAS = 300e3; // 300k

View File

@@ -22,7 +22,6 @@ pragma experimental ABIEncoderV2;
import "./BalancerSampler.sol";
import "./BalancerV2Sampler.sol";
import "./BalancerV2BatchSampler.sol";
import "./BancorSampler.sol";
import "./CompoundSampler.sol";
import "./CurveSampler.sol";
@@ -33,6 +32,7 @@ import "./KyberDmmSampler.sol";
import "./LidoSampler.sol";
import "./LiquidityProviderSampler.sol";
import "./MakerPSMSampler.sol";
import "./MultiBridgeSampler.sol";
import "./MStableSampler.sol";
import "./MooniswapSampler.sol";
import "./NativeOrderSampler.sol";
@@ -48,7 +48,6 @@ import "./UtilitySampler.sol";
contract ERC20BridgeSampler is
BalancerSampler,
BalancerV2Sampler,
BalancerV2BatchSampler,
BancorSampler,
CompoundSampler,
CurveSampler,
@@ -61,6 +60,7 @@ contract ERC20BridgeSampler is
MakerPSMSampler,
MStableSampler,
MooniswapSampler,
MultiBridgeSampler,
NativeOrderSampler,
ShellSampler,
SmoothySampler,
@@ -92,6 +92,4 @@ contract ERC20BridgeSampler is
(callResults[i].success, callResults[i].data) = address(this).call(callDatas[i]);
}
}
receive() external payable {}
}

View File

@@ -0,0 +1,82 @@
// SPDX-License-Identifier: Apache-2.0
/*
Copyright 2020 ZeroEx Intl.
Licensed under the Apache License, Version 2.0 (the "License");
you may not use this file except in compliance with the License.
You may obtain a copy of the License at
http://www.apache.org/licenses/LICENSE-2.0
Unless required by applicable law or agreed to in writing, software
distributed under the License is distributed on an "AS IS" BASIS,
WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
See the License for the specific language governing permissions and
limitations under the License.
*/
pragma solidity ^0.6;
pragma experimental ABIEncoderV2;
import "./interfaces/IMultiBridge.sol";
contract MultiBridgeSampler {
/// @dev Default gas limit for multibridge calls.
uint256 constant private DEFAULT_CALL_GAS = 400e3; // 400k
/// @dev Sample sell quotes from MultiBridge.
/// @param multibridge Address of the MultiBridge contract.
/// @param takerToken Address of the taker token (what to sell).
/// @param intermediateToken The address of the intermediate token to
/// use in an indirect route.
/// @param makerToken Address of the maker token (what to buy).
/// @param takerTokenAmounts Taker token sell amount for each sample.
/// @return makerTokenAmounts Maker amounts bought at each taker token
/// amount.
function sampleSellsFromMultiBridge(
address multibridge,
address takerToken,
address intermediateToken,
address makerToken,
uint256[] memory takerTokenAmounts
)
public
view
returns (uint256[] memory makerTokenAmounts)
{
// Initialize array of maker token amounts.
uint256 numSamples = takerTokenAmounts.length;
makerTokenAmounts = new uint256[](numSamples);
// If no address provided, return all zeros.
if (multibridge == address(0)) {
return makerTokenAmounts;
}
for (uint256 i = 0; i < numSamples; i++) {
(bool didSucceed, bytes memory resultData) =
multibridge.staticcall.gas(DEFAULT_CALL_GAS)(
abi.encodeWithSelector(
IMultiBridge(0).getSellQuote.selector,
takerToken,
intermediateToken,
makerToken,
takerTokenAmounts[i]
));
uint256 buyAmount = 0;
if (didSucceed) {
buyAmount = abi.decode(resultData, (uint256));
}
// Exit early if the amount is too high for the source to serve
if (buyAmount == 0) {
break;
}
makerTokenAmounts[i] = buyAmount;
}
}
}

View File

@@ -22,43 +22,17 @@ pragma experimental ABIEncoderV2;
import "@0x/contracts-erc20/contracts/src/v06/IERC20TokenV06.sol";
interface IUniswapV3QuoterV2 {
interface IUniswapV3Quoter {
function factory()
external
view
returns (IUniswapV3Factory factory);
// @notice Returns the amount out received for a given exact input swap without executing the swap
// @param path The path of the swap, i.e. each token pair and the pool fee
// @param amountIn The amount of the first token to swap
// @return amountOut The amount of the last token that would be received
// @return sqrtPriceX96AfterList List of the sqrt price after the swap for each pool in the path
// @return initializedTicksCrossedList List of the initialized ticks that the swap crossed for each pool in the path
// @return gasEstimate The estimate of the gas that the swap consumes
function quoteExactInput(bytes memory path, uint256 amountIn)
external
returns (
uint256 amountOut,
uint160[] memory sqrtPriceX96AfterList,
uint32[] memory initializedTicksCrossedList,
uint256 gasEstimate
);
// @notice Returns the amount in required for a given exact output swap without executing the swap
// @param path The path of the swap, i.e. each token pair and the pool fee. Path must be provided in reverse order
// @param amountOut The amount of the last token to receive
// @return amountIn The amount of first token required to be paid
// @return sqrtPriceX96AfterList List of the sqrt price after the swap for each pool in the path
// @return initializedTicksCrossedList List of the initialized ticks that the swap crossed for each pool in the path
// @return gasEstimate The estimate of the gas that the swap consumes
returns (uint256 amountOut);
function quoteExactOutput(bytes memory path, uint256 amountOut)
external
returns (
uint256 amountIn,
uint160[] memory sqrtPriceX96AfterList,
uint32[] memory initializedTicksCrossedList,
uint256 gasEstimate
);
returns (uint256 amountIn);
}
interface IUniswapV3Factory {
@@ -77,25 +51,23 @@ interface IUniswapV3Pool {
contract UniswapV3Sampler
{
/// @dev Gas limit for UniswapV3 calls. This is 100% a guess.
uint256 constant private QUOTE_GAS = 700e3;
uint256 constant private QUOTE_GAS = 600e3;
/// @dev Sample sell quotes from UniswapV3.
/// @param quoter UniswapV3 Quoter contract.
/// @param path Token route. Should be takerToken -> makerToken
/// @param takerTokenAmounts Taker token sell amount for each sample.
/// @return uniswapPaths The encoded uniswap path for each sample.
/// @return uniswapGasUsed Estimated amount of gas used
/// @return makerTokenAmounts Maker amounts bought at each taker token
/// amount.
function sampleSellsFromUniswapV3(
IUniswapV3QuoterV2 quoter,
IUniswapV3Quoter quoter,
IERC20TokenV06[] memory path,
uint256[] memory takerTokenAmounts
)
public
returns (
bytes[] memory uniswapPaths,
uint256[] memory uniswapGasUsed,
uint256[] memory makerTokenAmounts
)
{
@@ -104,39 +76,31 @@ contract UniswapV3Sampler
makerTokenAmounts = new uint256[](takerTokenAmounts.length);
uniswapPaths = new bytes[](takerTokenAmounts.length);
uniswapGasUsed = new uint256[](takerTokenAmounts.length);
for (uint256 i = 0; i < takerTokenAmounts.length; ++i) {
// Pick the best result from all the paths.
bytes memory topUniswapPath;
uint256 topBuyAmount = 0;
for (uint256 j = 0; j < poolPaths.length; ++j) {
bytes memory uniswapPath = _toUniswapPath(path, poolPaths[j]);
try quoter.quoteExactInput
{ gas: QUOTE_GAS }
(uniswapPath, takerTokenAmounts[i])
returns (
uint256 buyAmount,
uint160[] memory, /* sqrtPriceX96AfterList */
uint32[] memory, /* initializedTicksCrossedList */
uint256 gasUsed
)
try
quoter.quoteExactInput
{ gas: QUOTE_GAS }
(uniswapPath, takerTokenAmounts[i])
returns (uint256 buyAmount)
{
if (topBuyAmount <= buyAmount) {
topBuyAmount = buyAmount;
uniswapPaths[i] = uniswapPath;
uniswapGasUsed[i] = gasUsed;
topUniswapPath = uniswapPath;
}
} catch {}
} catch { }
}
// Break early if we can't complete the sells.
// Break early if we can't complete the buys.
if (topBuyAmount == 0) {
// HACK(kimpers): To avoid too many local variables, paths and gas used is set directly in the loop
// then reset if no valid valid quote was found
uniswapPaths[i] = "";
uniswapGasUsed[i] = 0;
break;
}
makerTokenAmounts[i] = topBuyAmount;
uniswapPaths[i] = topUniswapPath;
}
}
@@ -145,18 +109,16 @@ contract UniswapV3Sampler
/// @param path Token route. Should be takerToken -> makerToken.
/// @param makerTokenAmounts Maker token buy amount for each sample.
/// @return uniswapPaths The encoded uniswap path for each sample.
/// @return uniswapGasUsed Estimated amount of gas used
/// @return takerTokenAmounts Taker amounts sold at each maker token
/// amount.
function sampleBuysFromUniswapV3(
IUniswapV3QuoterV2 quoter,
IUniswapV3Quoter quoter,
IERC20TokenV06[] memory path,
uint256[] memory makerTokenAmounts
)
public
returns (
bytes[] memory uniswapPaths,
uint256[] memory uniswapGasUsed,
uint256[] memory takerTokenAmounts
)
{
@@ -166,10 +128,10 @@ contract UniswapV3Sampler
takerTokenAmounts = new uint256[](makerTokenAmounts.length);
uniswapPaths = new bytes[](makerTokenAmounts.length);
uniswapGasUsed = new uint256[](makerTokenAmounts.length);
for (uint256 i = 0; i < makerTokenAmounts.length; ++i) {
// Pick the best result from all the paths.
bytes memory topUniswapPath;
uint256 topSellAmount = 0;
for (uint256 j = 0; j < poolPaths.length; ++j) {
// quoter requires path to be reversed for buys.
@@ -181,30 +143,21 @@ contract UniswapV3Sampler
quoter.quoteExactOutput
{ gas: QUOTE_GAS }
(uniswapPath, makerTokenAmounts[i])
returns (
uint256 sellAmount,
uint160[] memory, /* sqrtPriceX96AfterList */
uint32[] memory, /* initializedTicksCrossedList */
uint256 gasUsed
)
returns (uint256 sellAmount)
{
if (topSellAmount == 0 || topSellAmount >= sellAmount) {
topSellAmount = sellAmount;
// But the output path should still be encoded for sells.
uniswapPaths[i] = _toUniswapPath(path, poolPaths[j]);
uniswapGasUsed[i] = gasUsed;
topUniswapPath = _toUniswapPath(path, poolPaths[j]);
}
} catch {}
}
// Break early if we can't complete the buys.
if (topSellAmount == 0) {
// HACK(kimpers): To avoid too many local variables, paths and gas used is set directly in the loop
// then reset if no valid valid quote was found
uniswapPaths[i] = "";
uniswapGasUsed[i] = 0;
break;
}
takerTokenAmounts[i] = topSellAmount;
uniswapPaths[i] = topUniswapPath;
}
}
@@ -283,7 +236,6 @@ contract UniswapV3Sampler
function _reverseTokenPath(IERC20TokenV06[] memory tokenPath)
private
pure
returns (IERC20TokenV06[] memory reversed)
{
reversed = new IERC20TokenV06[](tokenPath.length);
@@ -294,7 +246,6 @@ contract UniswapV3Sampler
function _reversePoolPath(IUniswapV3Pool[] memory poolPath)
private
pure
returns (IUniswapV3Pool[] memory reversed)
{
reversed = new IUniswapV3Pool[](poolPath.length);

View File

@@ -1,54 +0,0 @@
// SPDX-License-Identifier: Apache-2.0
/*
Copyright 2020 ZeroEx Intl.
Licensed under the Apache License, Version 2.0 (the "License");
you may not use this file except in compliance with the License.
You may obtain a copy of the License at
http://www.apache.org/licenses/LICENSE-2.0
Unless required by applicable law or agreed to in writing, software
distributed under the License is distributed on an "AS IS" BASIS,
WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
See the License for the specific language governing permissions and
limitations under the License.
*/
pragma solidity ^0.6;
pragma experimental ABIEncoderV2;
/// @dev Minimal Balancer V2 Vault interface
/// for documentation refer to https://github.com/balancer-labs/balancer-core-v2/blob/master/contracts/vault/interfaces/IVault.sol
interface IBalancerV2Vault {
enum SwapKind { GIVEN_IN, GIVEN_OUT }
struct BatchSwapStep {
bytes32 poolId;
uint256 assetInIndex;
uint256 assetOutIndex;
uint256 amount;
bytes userData;
}
struct FundManagement {
address sender;
bool fromInternalBalance;
address payable recipient;
bool toInternalBalance;
}
struct BalancerV2PoolInfo {
bytes32 poolId;
address vault;
}
function queryBatchSwap(
SwapKind kind,
BatchSwapStep[] calldata swaps,
address[] calldata assets,
FundManagement calldata funds
) external returns (int256[] memory assetDeltas);
}

View File

@@ -0,0 +1,39 @@
// SPDX-License-Identifier: Apache-2.0
pragma solidity ^0.6;
pragma experimental ABIEncoderV2;
contract DummyLiquidityProvider
{
/// @dev Quotes the amount of `makerToken` that would be obtained by
/// selling `sellAmount` of `takerToken`.
/// @param sellAmount Amount of `takerToken` to sell.
/// @return makerTokenAmount Amount of `makerToken` that would be obtained.
function getSellQuote(
address, /* takerToken */
address, /* makerToken */
uint256 sellAmount
)
external
view
returns (uint256 makerTokenAmount)
{
makerTokenAmount = sellAmount - 1;
}
/// @dev Quotes the amount of `takerToken` that would need to be sold in
/// order to obtain `buyAmount` of `makerToken`.
/// @param buyAmount Amount of `makerToken` to buy.
/// @return takerTokenAmount Amount of `takerToken` that would need to be sold.
function getBuyQuote(
address, /* takerToken */
address, /* makerToken */
uint256 buyAmount
)
external
view
returns (uint256 takerTokenAmount)
{
takerTokenAmount = buyAmount + 1;
}
}

View File

@@ -0,0 +1,455 @@
// SPDX-License-Identifier: Apache-2.0
/*
Copyright 2020 ZeroEx Intl.
Licensed under the Apache License, Version 2.0 (the "License");
you may not use this file except in compliance with the License.
You may obtain a copy of the License at
http://www.apache.org/licenses/LICENSE-2.0
Unless required by applicable law or agreed to in writing, software
distributed under the License is distributed on an "AS IS" BASIS,
WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
See the License for the specific language governing permissions and
limitations under the License.
*/
pragma solidity ^0.6;
pragma experimental ABIEncoderV2;
import "../src/ERC20BridgeSampler.sol";
import "../src/interfaces/IKyberNetwork.sol";
import "../src/interfaces/IUniswapV2Router01.sol";
library LibDeterministicQuotes {
address private constant WETH_ADDRESS = 0xC02aaA39b223FE8D0A0e5C4F27eAD9083C756Cc2;
uint256 private constant RATE_DENOMINATOR = 1 ether;
uint256 private constant MIN_RATE = RATE_DENOMINATOR / 100;
uint256 private constant MAX_RATE = 100 * RATE_DENOMINATOR;
uint8 private constant MIN_DECIMALS = 4;
uint8 private constant MAX_DECIMALS = 20;
function getDeterministicSellQuote(
bytes32 salt,
address sellToken,
address buyToken,
uint256 sellAmount
)
internal
pure
returns (uint256 buyAmount)
{
uint256 sellBase = uint256(10) ** getDeterministicTokenDecimals(sellToken);
uint256 buyBase = uint256(10) ** getDeterministicTokenDecimals(buyToken);
uint256 rate = getDeterministicRate(salt, sellToken, buyToken);
return sellAmount * rate * buyBase / sellBase / RATE_DENOMINATOR;
}
function getDeterministicBuyQuote(
bytes32 salt,
address sellToken,
address buyToken,
uint256 buyAmount
)
internal
pure
returns (uint256 sellAmount)
{
uint256 sellBase = uint256(10) ** getDeterministicTokenDecimals(sellToken);
uint256 buyBase = uint256(10) ** getDeterministicTokenDecimals(buyToken);
uint256 rate = getDeterministicRate(salt, sellToken, buyToken);
return buyAmount * RATE_DENOMINATOR * sellBase / rate / buyBase;
}
function getDeterministicTokenDecimals(address token)
internal
pure
returns (uint8 decimals)
{
if (token == WETH_ADDRESS) {
return 18;
}
bytes32 seed = keccak256(abi.encodePacked(token));
return uint8(uint256(seed) % (MAX_DECIMALS - MIN_DECIMALS)) + MIN_DECIMALS;
}
function getDeterministicRate(bytes32 salt, address sellToken, address buyToken)
internal
pure
returns (uint256 rate)
{
bytes32 seed = keccak256(abi.encodePacked(salt, sellToken, buyToken));
return uint256(seed) % (MAX_RATE - MIN_RATE) + MIN_RATE;
}
}
contract TestDeploymentConstants {
// solhint-disable separate-by-one-line-in-contract
// Mainnet addresses ///////////////////////////////////////////////////////
/// @dev Mainnet address of the WETH contract.
address constant private WETH_ADDRESS = 0xC02aaA39b223FE8D0A0e5C4F27eAD9083C756Cc2;
/// @dev Overridable way to get the WETH address.
/// @return wethAddress The WETH address.
function _getWethAddress()
internal
view
returns (address wethAddress)
{
return WETH_ADDRESS;
}
}
contract FailTrigger {
// Give this address a balance to force operations to fail.
address payable constant public FAILURE_ADDRESS = 0xe9dB8717BC5DFB20aaf538b4a5a02B7791FF430C;
// Funds `FAILURE_ADDRESS`.
function enableFailTrigger() external payable {
FAILURE_ADDRESS.transfer(msg.value);
}
function _revertIfShouldFail() internal view {
if (FAILURE_ADDRESS.balance != 0) {
revert("FAIL_TRIGGERED");
}
}
}
contract TestERC20BridgeSamplerUniswapExchange is
IUniswapExchangeQuotes,
TestDeploymentConstants,
FailTrigger
{
bytes32 constant private BASE_SALT = 0x1d6a6a0506b0b4a554b907a4c29d9f4674e461989d9c1921feb17b26716385ab;
address public tokenAddress;
bytes32 public salt;
constructor(address _tokenAddress) public {
tokenAddress = _tokenAddress;
salt = keccak256(abi.encodePacked(BASE_SALT, _tokenAddress));
}
// Deterministic `IUniswapExchangeQuotes.getEthToTokenInputPrice()`.
function getEthToTokenInputPrice(
uint256 ethSold
)
override
external
view
returns (uint256 tokensBought)
{
_revertIfShouldFail();
return LibDeterministicQuotes.getDeterministicSellQuote(
salt,
tokenAddress,
_getWethAddress(),
ethSold
);
}
// Deterministic `IUniswapExchangeQuotes.getEthToTokenOutputPrice()`.
function getEthToTokenOutputPrice(
uint256 tokensBought
)
override
external
view
returns (uint256 ethSold)
{
_revertIfShouldFail();
return LibDeterministicQuotes.getDeterministicBuyQuote(
salt,
_getWethAddress(),
tokenAddress,
tokensBought
);
}
// Deterministic `IUniswapExchangeQuotes.getTokenToEthInputPrice()`.
function getTokenToEthInputPrice(
uint256 tokensSold
)
override
external
view
returns (uint256 ethBought)
{
_revertIfShouldFail();
return LibDeterministicQuotes.getDeterministicSellQuote(
salt,
tokenAddress,
_getWethAddress(),
tokensSold
);
}
// Deterministic `IUniswapExchangeQuotes.getTokenToEthOutputPrice()`.
function getTokenToEthOutputPrice(
uint256 ethBought
)
override
external
view
returns (uint256 tokensSold)
{
_revertIfShouldFail();
return LibDeterministicQuotes.getDeterministicBuyQuote(
salt,
_getWethAddress(),
tokenAddress,
ethBought
);
}
}
contract TestERC20BridgeSamplerUniswapV2Router01 is
IUniswapV2Router01,
TestDeploymentConstants,
FailTrigger
{
bytes32 constant private SALT = 0xadc7fcb33c735913b8635927e66896b356a53a912ab2ceff929e60a04b53b3c1;
// Deterministic `IUniswapV2Router01.getAmountsOut()`.
function getAmountsOut(uint256 amountIn, address[] calldata path)
override
external
view
returns (uint256[] memory amounts)
{
require(path.length >= 2, "PATH_TOO_SHORT");
_revertIfShouldFail();
amounts = new uint256[](path.length);
amounts[0] = amountIn;
for (uint256 i = 0; i < path.length - 1; ++i) {
amounts[i + 1] = LibDeterministicQuotes.getDeterministicSellQuote(
SALT,
path[i],
path[i + 1],
amounts[i]
);
}
}
// Deterministic `IUniswapV2Router01.getAmountsInt()`.
function getAmountsIn(uint256 amountOut, address[] calldata path)
override
external
view
returns (uint256[] memory amounts)
{
require(path.length >= 2, "PATH_TOO_SHORT");
_revertIfShouldFail();
amounts = new uint256[](path.length);
amounts[path.length - 1] = amountOut;
for (uint256 i = path.length - 1; i > 0; --i) {
amounts[i - 1] = LibDeterministicQuotes.getDeterministicBuyQuote(
SALT,
path[i - 1],
path[i],
amounts[i]
);
}
}
}
// solhint-disable space-after-comma
contract TestERC20BridgeSamplerKyberNetwork is
TestDeploymentConstants,
FailTrigger
{
bytes32 constant private SALT = 0x0ff3ca9d46195c39f9a12afb74207b4970349fb3cfb1e459bbf170298d326bc7;
address constant public ETH_ADDRESS = 0xEeeeeEeeeEeEeeEeEeEeeEEEeeeeEeeeeeeeEEeE;
enum TradeType {BestOfAll, MaskIn, MaskOut, Split}
enum ProcessWithRate {NotRequired, Required}
// IKyberHintHandler
function buildTokenToEthHint(
address tokenSrc,
TradeType /* tokenToEthType */,
bytes32[] calldata /* tokenToEthReserveIds */,
uint256[] calldata /* tokenToEthSplits */
) external view returns (bytes memory hint)
{
return abi.encode(tokenSrc);
}
function buildEthToTokenHint(
address tokenDest,
TradeType /* ethToTokenType */,
bytes32[] calldata /* ethToTokenReserveIds */,
uint256[] calldata /* ethToTokenSplits */
) external view returns (bytes memory hint)
{
return abi.encode(tokenDest);
}
// IKyberHintHandler
function buildTokenToTokenHint(
address tokenSrc,
TradeType /* tokenToEthType */,
bytes32[] calldata /* tokenToEthReserveIds */,
uint256[] calldata /* tokenToEthSplits */,
address /* tokenDest */,
TradeType /* EthToTokenType */,
bytes32[] calldata /* EthToTokenReserveIds */,
uint256[] calldata /* EthToTokenSplits */
) external view returns (bytes memory hint)
{
return abi.encode(tokenSrc);
}
// IKyberHintHandler
function getTradingReserves(
address tokenSrc,
address tokenDest,
bool isTokenToToken,
bytes calldata hint
)
external
view
returns (
bytes32[] memory reserveIds,
uint256[] memory splitValuesBps,
ProcessWithRate processWithRate
)
{
reserveIds = new bytes32[](1);
reserveIds[0] = bytes32(uint256(1));
splitValuesBps = new uint256[](0);
processWithRate = ProcessWithRate.NotRequired;
}
// Deterministic `IKyberNetworkProxy.getExpectedRateAfterFee()`.
function getExpectedRateAfterFee(
address fromToken,
address toToken,
uint256 /* srcQty */,
uint256 /* fee */,
bytes calldata /* hint */
)
external
view
returns
(uint256 expectedRate)
{
_revertIfShouldFail();
fromToken = fromToken == ETH_ADDRESS ? _getWethAddress() : fromToken;
toToken = toToken == ETH_ADDRESS ? _getWethAddress() : toToken;
expectedRate = LibDeterministicQuotes.getDeterministicRate(
SALT,
fromToken,
toToken
);
}
// Deterministic `IKyberNetworkProxy.getExpectedRate()`.
function getExpectedRate(
address fromToken,
address toToken,
uint256
)
external
view
returns (uint256 expectedRate, uint256)
{
_revertIfShouldFail();
fromToken = fromToken == ETH_ADDRESS ? _getWethAddress() : fromToken;
toToken = toToken == ETH_ADDRESS ? _getWethAddress() : toToken;
expectedRate = LibDeterministicQuotes.getDeterministicRate(
SALT,
fromToken,
toToken
);
}
}
contract TestERC20BridgeSamplerUniswapExchangeFactory is
IUniswapExchangeFactory
{
mapping (address => IUniswapExchangeQuotes) private _exchangesByToken;
// Creates Uniswap exchange contracts for tokens.
function createTokenExchanges(address[] calldata tokenAddresses)
external
{
for (uint256 i = 0; i < tokenAddresses.length; i++) {
address tokenAddress = tokenAddresses[i];
_exchangesByToken[tokenAddress] =
new TestERC20BridgeSamplerUniswapExchange(tokenAddress);
}
}
// `IUniswapExchangeFactory.getExchange()`.
function getExchange(address tokenAddress)
override
external
view
returns (address)
{
return address(_exchangesByToken[tokenAddress]);
}
}
contract TestERC20BridgeSampler is
ERC20BridgeSampler,
FailTrigger
{
TestERC20BridgeSamplerUniswapExchangeFactory public uniswap;
TestERC20BridgeSamplerUniswapV2Router01 public uniswapV2Router;
TestERC20BridgeSamplerKyberNetwork public kyber;
uint8 private constant MAX_ORDER_STATUS = uint8(IExchange.OrderStatus.CANCELLED) + 1;
constructor() public ERC20BridgeSampler() {
uniswap = new TestERC20BridgeSamplerUniswapExchangeFactory();
uniswapV2Router = new TestERC20BridgeSamplerUniswapV2Router01();
kyber = new TestERC20BridgeSamplerKyberNetwork();
}
// Creates Uniswap exchange contracts for tokens.
function createTokenExchanges(address[] calldata tokenAddresses)
external
{
uniswap.createTokenExchanges(tokenAddresses);
}
// Overridden to return deterministic states.
function getLimitOrderFillableTakerAmount(
IExchange.LimitOrder memory order,
IExchange.Signature memory,
IExchange
)
override
public
view
returns (uint256 fillableTakerAmount)
{
return uint256(keccak256(abi.encode(order.salt))) % order.takerAmount;
}
// Overriden to return deterministic decimals.
function _getTokenDecimals(address tokenAddress)
override
internal
view
returns (uint8 decimals)
{
return LibDeterministicQuotes.getDeterministicTokenDecimals(tokenAddress);
}
}

View File

@@ -1,6 +1,6 @@
{
"name": "@0x/asset-swapper",
"version": "16.57.0",
"version": "16.46.0",
"engines": {
"node": ">=6.12"
},
@@ -39,7 +39,7 @@
"config": {
"publicInterfaceContracts": "ERC20BridgeSampler,BalanceChecker,FakeTaker",
"abis:comment": "This list is auto-generated by contracts-gen. Don't edit manually.",
"abis": "./test/generated-artifacts/@(ApproximateBuys|BalanceChecker|BalancerSampler|BalancerV2BatchSampler|BalancerV2Common|BalancerV2Sampler|BancorSampler|CompoundSampler|CurveSampler|DODOSampler|DODOV2Sampler|ERC20BridgeSampler|FakeTaker|IBalancer|IBalancerV2Vault|IBancor|ICurve|IKyberNetwork|IMStable|IMooniswap|IMultiBridge|IShell|ISmoothy|IUniswapExchangeQuotes|IUniswapV2Router01|KyberDmmSampler|KyberSampler|LidoSampler|LiquidityProviderSampler|MStableSampler|MakerPSMSampler|MooniswapSampler|NativeOrderSampler|SamplerUtils|ShellSampler|SmoothySampler|TestNativeOrderSampler|TwoHopSampler|UniswapSampler|UniswapV2Sampler|UniswapV3Sampler|UtilitySampler).json",
"abis": "./test/generated-artifacts/@(ApproximateBuys|BalanceChecker|BalancerSampler|BalancerV2Sampler|BancorSampler|CompoundSampler|CurveSampler|DODOSampler|DODOV2Sampler|DummyLiquidityProvider|ERC20BridgeSampler|FakeTaker|IBalancer|IBancor|ICurve|IKyberNetwork|IMStable|IMooniswap|IMultiBridge|IShell|ISmoothy|IUniswapExchangeQuotes|IUniswapV2Router01|KyberDmmSampler|KyberSampler|LidoSampler|LiquidityProviderSampler|MStableSampler|MakerPSMSampler|MooniswapSampler|MultiBridgeSampler|NativeOrderSampler|SamplerUtils|ShellSampler|SmoothySampler|TestERC20BridgeSampler|TestNativeOrderSampler|TwoHopSampler|UniswapSampler|UniswapV2Sampler|UniswapV3Sampler|UtilitySampler).json",
"postpublish": {
"assets": []
}
@@ -58,22 +58,21 @@
"registry": "git@github.com:0xProject/gitpkg-registry.git"
},
"dependencies": {
"@0x/assert": "^3.0.34",
"@0x/base-contract": "^6.5.0",
"@0x/contract-addresses": "^6.13.0",
"@0x/contract-wrappers": "^13.20.1",
"@0x/contracts-erc20": "^3.3.29",
"@0x/contracts-zero-ex": "^0.32.0",
"@0x/dev-utils": "^4.2.14",
"@0x/json-schemas": "^6.4.4",
"@0x/neon-router": "^0.3.5",
"@0x/protocol-utils": "^11.12.0",
"@0x/assert": "^3.0.31",
"@0x/base-contract": "^6.4.5",
"@0x/contract-addresses": "^6.11.0",
"@0x/contract-wrappers": "^13.18.5",
"@0x/contracts-erc20": "^3.3.25",
"@0x/contracts-zero-ex": "^0.30.1",
"@0x/dev-utils": "^4.2.11",
"@0x/json-schemas": "^6.4.1",
"@0x/neon-router": "^0.3.1",
"@0x/protocol-utils": "^1.10.1",
"@0x/quote-server": "^6.0.6",
"@0x/types": "^3.3.6",
"@0x/typescript-typings": "^5.3.1",
"@0x/utils": "^6.5.3",
"@0x/web3-wrapper": "^7.6.5",
"@balancer-labs/sdk": "^0.1.6",
"@0x/types": "^3.3.4",
"@0x/typescript-typings": "^5.2.1",
"@0x/utils": "^6.5.0",
"@0x/web3-wrapper": "^7.6.2",
"@balancer-labs/sor": "0.3.2",
"@bancor/sdk": "0.2.9",
"@ethersproject/abi": "^5.0.1",
@@ -85,30 +84,29 @@
"axios-mock-adapter": "^1.19.0",
"cream-sor": "^0.3.3",
"decimal.js": "^10.2.0",
"ethereum-types": "^3.7.0",
"ethereum-types": "^3.6.0",
"ethereumjs-util": "^7.0.10",
"fast-abi": "^0.0.4",
"fast-abi": "^0.0.2",
"graphql": "^15.4.0",
"graphql-request": "^3.4.0",
"heartbeats": "^5.0.1",
"lodash": "^4.17.11",
"sorV2": "npm:@balancer-labs/sor"
"lodash": "^4.17.11"
},
"devDependencies": {
"@0x/abi-gen": "^5.8.0",
"@0x/abi-gen": "^5.7.2",
"@0x/contracts-asset-proxy": "^3.7.19",
"@0x/contracts-exchange": "^3.2.38",
"@0x/contracts-exchange-libs": "^4.3.37",
"@0x/contracts-gen": "^2.0.46",
"@0x/contracts-test-utils": "^5.4.20",
"@0x/contracts-utils": "^4.8.10",
"@0x/contracts-gen": "^2.0.43",
"@0x/contracts-test-utils": "^5.4.16",
"@0x/contracts-utils": "^4.8.6",
"@0x/mesh-rpc-client": "^9.4.2",
"@0x/migrations": "^8.1.18",
"@0x/sol-compiler": "^4.8.1",
"@0x/subproviders": "^6.6.5",
"@0x/migrations": "^8.1.14",
"@0x/sol-compiler": "^4.7.8",
"@0x/subproviders": "^6.6.2",
"@0x/ts-doc-gen": "^0.0.28",
"@0x/tslint-config": "^4.1.4",
"@0x/types": "^3.3.6",
"@0x/types": "^3.3.4",
"@types/lodash": "4.14.104",
"@types/mocha": "^5.2.7",
"@types/node": "12.12.54",
@@ -125,7 +123,7 @@
"tslint": "5.11.0",
"typedoc": "~0.16.11",
"typemoq": "^2.1.0",
"typescript": "4.6.3"
"typescript": "4.2.2"
},
"publishConfig": {
"access": "public"

View File

@@ -1,57 +0,0 @@
import { BigNumber } from '@0x/utils';
import { ZERO_AMOUNT } from '../constants';
export interface GeistInfo {
lendingPool: string;
gToken: string;
underlyingToken: string;
}
// tslint:disable-next-line:no-unnecessary-class
export class GeistSampler {
public static sampleSellsFromGeist(
geistInfo: GeistInfo,
takerToken: string,
makerToken: string,
takerTokenAmounts: BigNumber[],
): BigNumber[] {
// Deposit/Withdrawal underlying <-> gToken is always 1:1
if (
(takerToken.toLowerCase() === geistInfo.gToken.toLowerCase() &&
makerToken.toLowerCase() === geistInfo.underlyingToken.toLowerCase()) ||
(takerToken.toLowerCase() === geistInfo.underlyingToken.toLowerCase() &&
makerToken.toLowerCase() === geistInfo.gToken.toLowerCase())
) {
return takerTokenAmounts;
}
// Not matching the reserve return 0 results
const numSamples = takerTokenAmounts.length;
const makerTokenAmounts = new Array(numSamples);
makerTokenAmounts.fill(ZERO_AMOUNT);
return makerTokenAmounts;
}
public static sampleBuysFromGeist(
geistInfo: GeistInfo,
takerToken: string,
makerToken: string,
makerTokenAmounts: BigNumber[],
): BigNumber[] {
// Deposit/Withdrawal underlying <-> gToken is always 1:1
if (
(takerToken.toLowerCase() === geistInfo.gToken.toLowerCase() &&
makerToken.toLowerCase() === geistInfo.underlyingToken.toLowerCase()) ||
(takerToken.toLowerCase() === geistInfo.underlyingToken.toLowerCase() &&
makerToken.toLowerCase() === geistInfo.gToken.toLowerCase())
) {
return makerTokenAmounts;
}
// Not matching the reserve return 0 results
const numSamples = makerTokenAmounts.length;
const takerTokenAmounts = new Array(numSamples);
takerTokenAmounts.fill(ZERO_AMOUNT);
return takerTokenAmounts;
}
}

View File

@@ -42,7 +42,6 @@ import {
FinalUniswapV3FillData,
LiquidityProviderFillData,
MooniswapFillData,
NativeRfqOrderFillData,
OptimizedMarketBridgeOrder,
OptimizedMarketOrder,
UniswapV2FillData,
@@ -61,7 +60,6 @@ import {
isDirectSwapCompatible,
isMultiplexBatchFillCompatible,
isMultiplexMultiHopFillCompatible,
requiresTransformERC20,
} from './quote_consumer_utils';
// tslint:disable-next-line:custom-no-magic-numbers
@@ -335,49 +333,6 @@ export class ExchangeProxySwapQuoteConsumer implements SwapQuoteConsumerBase {
};
}
// RFQT VIP
if (
[ChainId.Mainnet, ChainId.Polygon].includes(this.chainId) &&
!isToETH &&
!isFromETH &&
quote.orders.every(o => o.type === FillQuoteTransformerOrderType.Rfq) &&
!requiresTransformERC20(optsWithDefaults)
) {
const rfqOrdersData = quote.orders.map(o => o.fillData as NativeRfqOrderFillData);
const fillAmountPerOrder = (() => {
// Don't think order taker amounts are clipped to actual sell amount
// (the last one might be too large) so figure them out manually.
let remaining = sellAmount;
const fillAmounts = [];
for (const o of quote.orders) {
const fillAmount = BigNumber.min(o.takerAmount, remaining);
fillAmounts.push(fillAmount);
remaining = remaining.minus(fillAmount);
}
return fillAmounts;
})();
const callData =
quote.orders.length === 1
? this._exchangeProxy
.fillRfqOrder(rfqOrdersData[0].order, rfqOrdersData[0].signature, fillAmountPerOrder[0])
.getABIEncodedTransactionData()
: this._exchangeProxy
.batchFillRfqOrders(
rfqOrdersData.map(d => d.order),
rfqOrdersData.map(d => d.signature),
fillAmountPerOrder,
true,
)
.getABIEncodedTransactionData();
return {
calldataHexString: callData,
ethAmount: ZERO_AMOUNT,
toAddress: this._exchangeProxy.address,
allowanceTarget: this._exchangeProxy.address,
gasOverhead: ZERO_AMOUNT,
};
}
if (this.chainId === ChainId.Mainnet && isMultiplexBatchFillCompatible(quote, optsWithDefaults)) {
return {
calldataHexString: this._encodeMultiplexBatchFillCalldata(
@@ -736,7 +691,7 @@ export class ExchangeProxySwapQuoteConsumer implements SwapQuoteConsumerBase {
function slipNonNativeOrders(quote: MarketSellSwapQuote | MarketBuySwapQuote): OptimizedMarketOrder[] {
const slippage = getMaxQuoteSlippageRate(quote);
if (slippage === 0) {
if (!slippage) {
return quote.orders;
}
return quote.orders.map(o => {
@@ -746,20 +701,25 @@ function slipNonNativeOrders(quote: MarketSellSwapQuote | MarketBuySwapQuote): O
return {
...o,
...(quote.type === MarketOperation.Sell
? {
makerAmount: o.makerAmount.eq(MAX_UINT256)
? MAX_UINT256
: o.makerAmount.times(1 - slippage).integerValue(BigNumber.ROUND_DOWN),
}
: {
takerAmount: o.takerAmount.eq(MAX_UINT256)
? MAX_UINT256
: o.takerAmount.times(1 + slippage).integerValue(BigNumber.ROUND_UP),
}),
? { makerAmount: o.makerAmount.times(1 - slippage).integerValue(BigNumber.ROUND_DOWN) }
: { takerAmount: o.takerAmount.times(1 + slippage).integerValue(BigNumber.ROUND_UP) }),
};
});
}
function getMaxQuoteSlippageRate(quote: MarketBuySwapQuote | MarketSellSwapQuote): number {
return quote.worstCaseQuoteInfo.slippage;
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();
}

View File

@@ -519,7 +519,7 @@ function createSwapQuote(
: calculateQuoteInfo(optimizedOrders, operation, assetFillAmount, gasPrice, gasSchedule, slippage);
// Put together the swap quote
const { makerTokenDecimals, takerTokenDecimals, blockNumber } = optimizerResult.marketSideLiquidity;
const { makerTokenDecimals, takerTokenDecimals } = optimizerResult.marketSideLiquidity;
const swapQuote = {
makerToken,
takerToken,
@@ -536,7 +536,6 @@ function createSwapQuote(
extendedQuoteReportSources,
isTwoHop,
priceComparisonsReport,
blockNumber,
};
if (operation === MarketOperation.Buy) {
@@ -579,8 +578,8 @@ function calculateQuoteInfo(
});
return {
bestCaseQuoteInfo: fillResultsToQuoteInfo(bestCaseFillResult, 0),
worstCaseQuoteInfo: fillResultsToQuoteInfo(worstCaseFillResult, slippage),
bestCaseQuoteInfo: fillResultsToQuoteInfo(bestCaseFillResult),
worstCaseQuoteInfo: fillResultsToQuoteInfo(worstCaseFillResult),
sourceBreakdown: getSwapQuoteOrdersBreakdown(bestCaseFillResult.fillAmountBySource),
};
}
@@ -600,33 +599,29 @@ function calculateTwoHopQuoteInfo(
secondHopSource: _.pick(secondHopFill, 'source', 'fillData'),
}),
).toNumber();
const isSell = operation === MarketOperation.Sell;
return {
bestCaseQuoteInfo: {
makerAmount: isSell ? secondHopFill.output : secondHopFill.input,
takerAmount: isSell ? firstHopFill.input : firstHopFill.output,
totalTakerAmount: isSell ? firstHopFill.input : firstHopFill.output,
makerAmount: operation === MarketOperation.Sell ? secondHopFill.output : secondHopFill.input,
takerAmount: operation === MarketOperation.Sell ? firstHopFill.input : firstHopFill.output,
totalTakerAmount: operation === MarketOperation.Sell ? firstHopFill.input : firstHopFill.output,
feeTakerTokenAmount: constants.ZERO_AMOUNT,
protocolFeeInWeiAmount: constants.ZERO_AMOUNT,
gas,
slippage: 0,
},
// TODO jacob consolidate this with quote simulation worstCase
worstCaseQuoteInfo: {
makerAmount: isSell
makerAmount: MarketOperation.Sell
? secondHopOrder.makerAmount.times(1 - slippage).integerValue()
: secondHopOrder.makerAmount,
takerAmount: isSell
takerAmount: MarketOperation.Sell
? firstHopOrder.takerAmount
: firstHopOrder.takerAmount.times(1 + slippage).integerValue(BigNumber.ROUND_UP),
totalTakerAmount: isSell
: firstHopOrder.takerAmount.times(1 + slippage).integerValue(),
totalTakerAmount: MarketOperation.Sell
? firstHopOrder.takerAmount
: firstHopOrder.takerAmount.times(1 + slippage).integerValue(BigNumber.ROUND_UP),
: firstHopOrder.takerAmount.times(1 + slippage).integerValue(),
feeTakerTokenAmount: constants.ZERO_AMOUNT,
protocolFeeInWeiAmount: constants.ZERO_AMOUNT,
gas,
slippage,
},
sourceBreakdown: {
[ERC20BridgeSource.MultiHop]: {
@@ -652,7 +647,7 @@ function getSwapQuoteOrdersBreakdown(fillAmountBySource: { [source: string]: Big
return breakdown;
}
function fillResultsToQuoteInfo(fr: QuoteFillResult, slippage: number): SwapQuoteInfo {
function fillResultsToQuoteInfo(fr: QuoteFillResult): SwapQuoteInfo {
return {
makerAmount: fr.totalMakerAssetAmount,
takerAmount: fr.takerAssetAmount,
@@ -660,7 +655,6 @@ function fillResultsToQuoteInfo(fr: QuoteFillResult, slippage: number): SwapQuot
feeTakerTokenAmount: fr.takerFeeTakerAssetAmount,
protocolFeeInWeiAmount: fr.protocolFeeAmount,
gas: fr.gas,
slippage,
};
}

View File

@@ -179,7 +179,6 @@ export interface SwapQuoteBase {
takerTokenDecimals: number;
takerAmountPerEth: BigNumber;
makerAmountPerEth: BigNumber;
blockNumber: number;
}
/**
@@ -209,7 +208,6 @@ 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;
@@ -218,7 +216,6 @@ export interface SwapQuoteInfo {
makerAmount: BigNumber;
protocolFeeInWeiAmount: BigNumber;
gas: number;
slippage: number;
}
/**

View File

@@ -14,7 +14,6 @@ import {
CURVE_AVALANCHE_INFOS,
CURVE_FANTOM_INFOS,
CURVE_MAINNET_INFOS,
CURVE_OPTIMISM_INFOS,
CURVE_POLYGON_INFOS,
CURVE_V2_AVALANCHE_INFOS,
CURVE_V2_FANTOM_INFOS,
@@ -31,7 +30,6 @@ import {
KYBER_BRIDGED_LIQUIDITY_PREFIX,
MAX_DODOV2_POOLS_QUERIED,
MAX_KYBER_RESERVES_QUERIED,
MOBIUSMONEY_CELO_INFOS,
MORPHEUSSWAP_ROUTER_BY_CHAIN_ID,
MSTABLE_POOLS_BY_CHAIN_ID,
NERVE_BSC_INFOS,
@@ -51,12 +49,6 @@ import {
SPOOKYSWAP_ROUTER_BY_CHAIN_ID,
SUSHISWAP_ROUTER_BY_CHAIN_ID,
SWERVE_MAINNET_INFOS,
SYNAPSE_AVALANCHE_INFOS,
SYNAPSE_BSC_INFOS,
SYNAPSE_FANTOM_INFOS,
SYNAPSE_MAINNET_INFOS,
SYNAPSE_OPTIMISM_INFOS,
SYNAPSE_POLYGON_INFOS,
TRADER_JOE_ROUTER_BY_CHAIN_ID,
UBESWAP_ROUTER_BY_CHAIN_ID,
UNISWAPV2_ROUTER_BY_CHAIN_ID,
@@ -167,15 +159,6 @@ export function getCurveInfosForPair(chainId: ChainId, takerToken: string, maker
[makerToken, takerToken].filter(v => c.metaTokens?.includes(v)).length > 0),
),
);
case ChainId.Optimism:
return Object.values(CURVE_OPTIMISM_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),
),
);
default:
return [];
}
@@ -264,67 +247,6 @@ export function getNerveInfosForPair(chainId: ChainId, takerToken: string, maker
);
}
export function getSynapseInfosForPair(chainId: ChainId, takerToken: string, makerToken: string): CurveInfo[] {
switch (chainId) {
case ChainId.Mainnet:
return Object.values(SYNAPSE_MAINNET_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),
),
);
case ChainId.Optimism:
return Object.values(SYNAPSE_OPTIMISM_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),
),
);
case ChainId.BSC:
return Object.values(SYNAPSE_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),
),
);
case ChainId.Polygon:
return Object.values(SYNAPSE_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),
),
);
case ChainId.Fantom:
return Object.values(SYNAPSE_FANTOM_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),
),
);
case ChainId.Avalanche:
return Object.values(SYNAPSE_AVALANCHE_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),
),
);
default:
return [];
}
}
export function getFirebirdOneSwapInfosForPair(chainId: ChainId, takerToken: string, makerToken: string): CurveInfo[] {
if (chainId === ChainId.BSC) {
return Object.values(FIREBIRDONESWAP_BSC_INFOS).filter(c =>
@@ -450,18 +372,6 @@ export function getAcryptosInfosForPair(chainId: ChainId, takerToken: string, ma
),
);
}
export function getMobiusMoneyInfoForPair(chainId: ChainId, takerToken: string, makerToken: string): CurveInfo[] {
if (chainId !== ChainId.Celo) {
return [];
}
return Object.values(MOBIUSMONEY_CELO_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,
@@ -496,7 +406,6 @@ export function getCurveLikeInfosForPair(
| ERC20BridgeSource.Swerve
| ERC20BridgeSource.SnowSwap
| ERC20BridgeSource.Nerve
| ERC20BridgeSource.Synapse
| ERC20BridgeSource.Belt
| ERC20BridgeSource.Ellipsis
| ERC20BridgeSource.Smoothy
@@ -504,8 +413,7 @@ export function getCurveLikeInfosForPair(
| ERC20BridgeSource.IronSwap
| ERC20BridgeSource.XSigma
| ERC20BridgeSource.FirebirdOneSwap
| ERC20BridgeSource.ACryptos
| ERC20BridgeSource.MobiusMoney,
| ERC20BridgeSource.ACryptos,
): CurveDetailedInfo[] {
let pools: CurveInfo[] = [];
switch (source) {
@@ -524,9 +432,6 @@ export function getCurveLikeInfosForPair(
case ERC20BridgeSource.Nerve:
pools = getNerveInfosForPair(chainId, takerToken, makerToken);
break;
case ERC20BridgeSource.Synapse:
pools = getSynapseInfosForPair(chainId, takerToken, makerToken);
break;
case ERC20BridgeSource.Belt:
pools = getBeltInfosForPair(chainId, takerToken, makerToken);
break;
@@ -551,9 +456,6 @@ export function getCurveLikeInfosForPair(
case ERC20BridgeSource.ACryptos:
pools = getAcryptosInfosForPair(chainId, takerToken, makerToken);
break;
case ERC20BridgeSource.MobiusMoney:
pools = getMobiusMoneyInfoForPair(chainId, takerToken, makerToken);
break;
default:
throw new Error(`Unknown Curve like source ${source}`);
}

View File

@@ -8,7 +8,6 @@ import { TokenAdjacencyGraphBuilder } from '../token_adjacency_graph_builder';
import { SourceFilters } from './source_filters';
import {
AaveV2FillData,
BalancerV2BatchSwapFillData,
BancorFillData,
CompoundFillData,
CurveFillData,
@@ -18,10 +17,7 @@ import {
ERC20BridgeSource,
FeeSchedule,
FillData,
FinalUniswapV3FillData,
GeistFillData,
GetMarketOrdersOpts,
isFinalUniswapV3FillData,
KyberSamplerOpts,
LidoInfo,
LiquidityProviderFillData,
@@ -108,7 +104,6 @@ export const SELL_SOURCE_FILTER_BY_CHAIN_ID = valueByChainId<SourceFilters>(
ERC20BridgeSource.UniswapV3,
ERC20BridgeSource.CurveV2,
ERC20BridgeSource.ShibaSwap,
ERC20BridgeSource.Synapse,
// TODO: enable after FQT has been redeployed on Ethereum mainnet
// ERC20BridgeSource.AaveV2,
// ERC20BridgeSource.Compound,
@@ -135,7 +130,6 @@ export const SELL_SOURCE_FILTER_BY_CHAIN_ID = valueByChainId<SourceFilters>(
ERC20BridgeSource.Mooniswap,
ERC20BridgeSource.MultiHop,
ERC20BridgeSource.Nerve,
ERC20BridgeSource.Synapse,
ERC20BridgeSource.PancakeSwap,
ERC20BridgeSource.PancakeSwapV2,
ERC20BridgeSource.SushiSwap,
@@ -173,7 +167,6 @@ export const SELL_SOURCE_FILTER_BY_CHAIN_ID = valueByChainId<SourceFilters>(
ERC20BridgeSource.IronSwap,
ERC20BridgeSource.AaveV2,
ERC20BridgeSource.UniswapV3,
ERC20BridgeSource.Synapse,
]),
[ChainId.Avalanche]: new SourceFilters([
ERC20BridgeSource.MultiHop,
@@ -184,34 +177,24 @@ export const SELL_SOURCE_FILTER_BY_CHAIN_ID = valueByChainId<SourceFilters>(
ERC20BridgeSource.CurveV2,
ERC20BridgeSource.KyberDmm,
ERC20BridgeSource.AaveV2,
ERC20BridgeSource.Synapse,
]),
[ChainId.Fantom]: new SourceFilters([
ERC20BridgeSource.MultiHop,
ERC20BridgeSource.Beethovenx,
ERC20BridgeSource.Curve,
ERC20BridgeSource.CurveV2,
ERC20BridgeSource.Geist,
ERC20BridgeSource.JetSwap,
ERC20BridgeSource.MorpheusSwap,
ERC20BridgeSource.SpiritSwap,
ERC20BridgeSource.SpookySwap,
ERC20BridgeSource.SushiSwap,
ERC20BridgeSource.Synapse,
]),
[ChainId.Celo]: new SourceFilters([
ERC20BridgeSource.UbeSwap,
ERC20BridgeSource.SushiSwap,
ERC20BridgeSource.MultiHop,
ERC20BridgeSource.MobiusMoney,
]),
[ChainId.Optimism]: new SourceFilters([
ERC20BridgeSource.UniswapV3,
ERC20BridgeSource.Synapse,
ERC20BridgeSource.Curve,
ERC20BridgeSource.CurveV2,
ERC20BridgeSource.MultiHop,
]),
[ChainId.Optimism]: new SourceFilters([ERC20BridgeSource.UniswapV3]),
},
new SourceFilters([]),
);
@@ -254,7 +237,6 @@ export const BUY_SOURCE_FILTER_BY_CHAIN_ID = valueByChainId<SourceFilters>(
ERC20BridgeSource.UniswapV3,
ERC20BridgeSource.CurveV2,
ERC20BridgeSource.ShibaSwap,
ERC20BridgeSource.Synapse,
// TODO: enable after FQT has been redeployed on Ethereum mainnet
// ERC20BridgeSource.AaveV2,
// ERC20BridgeSource.Compound,
@@ -281,7 +263,6 @@ export const BUY_SOURCE_FILTER_BY_CHAIN_ID = valueByChainId<SourceFilters>(
ERC20BridgeSource.Mooniswap,
ERC20BridgeSource.MultiHop,
ERC20BridgeSource.Nerve,
ERC20BridgeSource.Synapse,
ERC20BridgeSource.PancakeSwap,
ERC20BridgeSource.PancakeSwapV2,
ERC20BridgeSource.SushiSwap,
@@ -296,7 +277,6 @@ export const BUY_SOURCE_FILTER_BY_CHAIN_ID = valueByChainId<SourceFilters>(
ERC20BridgeSource.JetSwap,
ERC20BridgeSource.ACryptos,
ERC20BridgeSource.KyberDmm,
ERC20BridgeSource.Synapse,
]),
[ChainId.Polygon]: new SourceFilters([
ERC20BridgeSource.SushiSwap,
@@ -320,7 +300,6 @@ export const BUY_SOURCE_FILTER_BY_CHAIN_ID = valueByChainId<SourceFilters>(
ERC20BridgeSource.IronSwap,
ERC20BridgeSource.AaveV2,
ERC20BridgeSource.UniswapV3,
ERC20BridgeSource.Synapse,
]),
[ChainId.Avalanche]: new SourceFilters([
ERC20BridgeSource.MultiHop,
@@ -331,34 +310,24 @@ export const BUY_SOURCE_FILTER_BY_CHAIN_ID = valueByChainId<SourceFilters>(
ERC20BridgeSource.CurveV2,
ERC20BridgeSource.KyberDmm,
ERC20BridgeSource.AaveV2,
ERC20BridgeSource.Synapse,
]),
[ChainId.Fantom]: new SourceFilters([
ERC20BridgeSource.MultiHop,
ERC20BridgeSource.Beethovenx,
ERC20BridgeSource.Curve,
ERC20BridgeSource.CurveV2,
ERC20BridgeSource.Geist,
ERC20BridgeSource.JetSwap,
ERC20BridgeSource.MorpheusSwap,
ERC20BridgeSource.SpiritSwap,
ERC20BridgeSource.SpookySwap,
ERC20BridgeSource.SushiSwap,
ERC20BridgeSource.Synapse,
]),
[ChainId.Celo]: new SourceFilters([
ERC20BridgeSource.UbeSwap,
ERC20BridgeSource.SushiSwap,
ERC20BridgeSource.MultiHop,
ERC20BridgeSource.MobiusMoney,
]),
[ChainId.Optimism]: new SourceFilters([
ERC20BridgeSource.UniswapV3,
ERC20BridgeSource.Synapse,
ERC20BridgeSource.Curve,
ERC20BridgeSource.CurveV2,
ERC20BridgeSource.MultiHop,
]),
[ChainId.Optimism]: new SourceFilters([ERC20BridgeSource.UniswapV3]),
},
new SourceFilters([]),
);
@@ -481,10 +450,6 @@ export const MAINNET_TOKENS = {
FRAX: '0x853d955acef822db058eb8505911ed77f175b99e',
FXS: '0x3432b6a60d23ca0dfca7761b7ab56459d9c964d0',
OHM: '0x383518188c0c6d7730d91b2c03a03c837814a899',
OHMV2: '0x64aa3364f17a4d01c6f1751fd97c2bd3d7e7f1d5',
BTRFLY: '0xc0d4ceb216b3ba9c3701b291766fdcba977cec3a',
// Stargate
STG: '0xaf5191b0de278c7286d6c7cc6ab6bb8a73ba2cd6',
//
LUSD: '0x5f98805a4e8be255a32880fdec7f6728c6568ba0',
// Fei Ecosystem
@@ -497,16 +462,7 @@ export const MAINNET_TOKENS = {
CRV: '0xd533a949740bb3306d119cc777fa900ba034cd52',
MIM: '0x99d8a9c45b2eca8864373a26d1459e3dff1e17f3',
EURT: '0xc581b735a1688071a1746c968e0798d642ede491',
// Synapse ecosystem
nUSD: '0x1b84765de8b7566e4ceaf4d0fd3c5af52d3dde4f',
CVX: '0x4e3fbd56cd56c3e72c1403e103b45db9da5b9d2b',
UST_WORMHOLE: '0xa693b19d2931d498c5b318df961919bb4aee87a5',
RAI: '0x03ab458634910aad20ef5f1c8ee96f1d6ac54919',
DOLA: '0x865377367054516e17014ccded1e7d814edc9ce4',
OUSD: '0x2a8e1e676ec238d8a992307b495b45b3feaa5e86',
agEUR: '0x1a7e4e63778b4f12a199c062f3efdd288afcbce8',
ibEUR: '0x96e61422b6a9ba0e068b6c5add4ffabc6a4aae27',
YFI: '0x0bc529c00c6401aef6d220be8c6ea1667f6ad93e',
};
export const BSC_TOKENS = {
@@ -523,7 +479,6 @@ export const BSC_TOKENS = {
BTCB: '0x7130d2a12b9bcbfae4f2634d864a1ee1ce3ead9c',
renBTC: '0xfce146bf3146100cfe5db4129cf6c82b0ef4ad8c',
pBTC: '0xed28a457a5a76596ac48d87c0f577020f6ea1c4c',
nUSD: '0x23b891e5c62e0955ae2bd185990103928ab817b3',
};
export const POLYGON_TOKENS = {
@@ -541,7 +496,6 @@ export const POLYGON_TOKENS = {
DFYN: '0xc168e40227e4ebd8c1cae80f7a55a4f0e6d66c97',
BANANA: '0x5d47baba0d66083c52009271faf3f50dcc01023c',
WEXPOLY: '0x4c4bf319237d98a30a929a96112effa8da3510eb',
nUSD: '0xb6c473756050de474286bed418b77aeac39b02af',
};
export const AVALANCHE_TOKENS = {
@@ -549,18 +503,11 @@ export const AVALANCHE_TOKENS = {
WETH: '0x49d5c2bdffac6ce2bfdb6640f4f80f226bc10bab',
WBTC: '0x50b7545627a5162f82a992c33b87adc75187b218',
DAI: '0xd586e7f844cea2f87f50152665bcbc2c279d8d70',
// bridged USDC
USDC: '0xa7d7079b0fead91f3e65f86e8915cb59c1a4c664',
// native USDC on Avalanche
nUSDC: '0xb97ef9ef8734c71904d8002f8b6bc66dd9c48a6e',
USDT: '0xc7198437980c041c805a1edcba50c1ce5db95118',
aDAI: '0x47afa96cdc9fab46904a55a6ad4bf6660b53c38a',
aUSDC: '0x46a51127c3ce23fb7ab1de06226147f446e4a857',
aUSDT: '0x532e6537fea298397212f09a61e03311686f548e',
nETH: '0x19e1ae0ee35c0404f835521146206595d37981ae',
nUSD: '0xcfc37a6ab183dd4aed08c204d1c2773c0b1bdf46',
aWETH: '0x53f7c5869a859f0aec3d334ee8b4cf01e3492f21',
MIM: '0x130966628846bfd36ff31a822705796e8cb8c18d',
};
export const CELO_TOKENS = {
@@ -568,11 +515,11 @@ export const CELO_TOKENS = {
// Some of these tokens are Optics bridge? tokens which
// had an issue and migrated from v1 to v2
WETHv1: '0xe919f65739c26a42616b7b8eedc6b5524d1e3ac4',
oWETH: '0x122013fd7df1c6f636a5bb8f03108e876548b455',
WETH: '0x122013fd7df1c6f636a5bb8f03108e876548b455',
WBTC: '0xbaab46e28388d2779e6e31fd00cf0e5ad95e327b',
cUSD: '0x765de816845861e75a25fca122bb6898b8b1282a',
// ??
cBTC: '0xd629eb00deced2a080b7ec630ef6ac117e614f1b',
WBTCv1: '0xd629eb00deced2a080b7ec630ef6ac117e614f1b',
cETH: '0x2def4285787d58a2f811af24755a8150622f4361',
UBE: '0x00be915b9dcf56a3cbe739d9b9c202ca692409ec',
// Moolah
@@ -581,22 +528,6 @@ export const CELO_TOKENS = {
mCEUR: '0xe273ad7ee11dcfaa87383ad5977ee1504ac07568',
amCUSD: '0x64defa3544c695db8c535d289d843a189aa26b98',
MOO: '0x17700282592d6917f6a73d0bf8accf4d578c131e',
//
wBTC: '0x2260fac5e5542a773aa44fbcfedf7c193bc2c599',
wETH: '0xc02aaa39b223fe8d0a0e5c4f27ead9083c756cc2',
wBTCO: '0xbe50a3013a1c94768a1abb78c3cb79ab28fc1ace',
pUSDC: '0xcc82628f6a8defa1e2b0ad7ed448bef3647f7941',
cUSDC: '0x2a3684e9dc20b857375ea04235f2f7edbe818fa7',
cUSDC_V2: '0xef4229c8c3250c675f21bcefa42f58efbff6002a',
pUSDC_V2: '0x1bfc26ce035c368503fae319cc2596716428ca44',
pUSD: '0xeadf4a7168a82d30ba0619e64d5bcf5b30b45226',
pCELO: '0x301a61d01a63c8d670c2b8a43f37d12ef181f997',
aaUSDC: '0xb70e0a782b058bfdb0d109a3599bec1f19328e36',
asUSDC: '0xcd7d7ff64746c1909e44db8e95331f9316478817',
mcUSDT: '0xcfffe0c89a779c09df3df5624f54cdf7ef5fdd5d',
mcUSDC: '0x93db49be12b864019da9cb147ba75cdc0506190e',
DAI: '0x90ca507a5d4458a4c6c6249d186b6dcb02a5bccd',
};
export const FANTOM_TOKENS = {
@@ -606,24 +537,7 @@ export const FANTOM_TOKENS = {
DAI: '0x8d11ec38a3eb5e956b052f67da8bdc9bef8abf3e',
fUSDT: '0x049d68029688eabf473097a2fc38ef61633a3c7a',
WBTC: '0x321162cd933e2be498cd2267a90534a804051b11',
WCRV: '0x1e4f97b9f9f913c46f1632781732927b9019c68b',
renBTC: '0xdbf31df14b66535af65aac99c32e9ea844e14501',
MIM: '0x82f0b8b456c1a451378467398982d4834b6829c1',
nUSD: '0xed2a7edd7413021d440b09d654f3b87712abab66',
nETH: '0x67c10c397dd0ba417329543c1a40eb48aaa7cd00',
gfUSDT: '0x940f41f0ec9ba1a34cf001cc03347ac092f5f6b5',
gUSDC: '0xe578c856933d8e1082740bf7661e379aa2a30b26',
gDAI: '0x07e6332dd090d287d3489245038daf987955dcfb',
FRAX: '0xdc301622e621166bd8e82f2ca0a26c13ad0be355',
gFTM: '0x39b3bd37208cbade74d0fcbdbb12d606295b430a',
gETH: '0x25c130b2624cf12a4ea30143ef50c5d68cefa22f',
gWBTC: '0x38aca5484b8603373acc6961ecd57a6a594510a3',
gCRV: '0x690754a168b022331caa2467207c61919b3f8a98',
gMIM: '0xc664fc7b8487a3e10824cda768c1d239f2403bbe',
};
export const GEIST_FANTOM_POOLS = {
lendingPool: '0x9fad24f572045c7869117160a571b2e50b10d068',
};
export const OPTIMISM_TOKENS = {
@@ -632,8 +546,6 @@ export const OPTIMISM_TOKENS = {
USDT: '0x94b008aa00579c1307b0ef2c499ad98a8ce58e58',
DAI: '0xda10009cbd5d07dd0cecc66161fc93d7c9000da1',
WBTC: '0x68f180fcce6836688e9084f035309e29bf0a2095',
nETH: '0x809dc529f07651bd43a172e8db6f4a7a0d771036',
sWETH: '0x121ab82b49b2bc4c7901ca46b8277962b4350204',
};
export const CURVE_POOLS = {
@@ -669,8 +581,6 @@ export const CURVE_POOLS = {
USDP: '0x42d7025938bec20b69cbae5a77421082407f053a', // usdp
ib: '0x2dded6da1bf5dbdf597c45fcfaa3194e53ecfeaf', // iron bank
link: '0xf178c0b5bb7e7abf4e12a4838c7b7c5ba2c623c0', // link
btrflyweth: '0xf43b15ab692fde1f9c24a9fce700adcc809d5391', // redacted cartel
stgusdc: '0x3211c6cbef1429da3d0d58494938299c92ad5860', // stargate
// StableSwap "open pools" (crv.finance)
TUSD: '0xecd5e75afb02efa118af914515d6521aabd189f1',
STABLEx: '0x3252efd4ea2d6c78091a1f43982ee2c3659cc3d1',
@@ -684,16 +594,6 @@ export const CURVE_POOLS = {
eurt: '0xfd5db7463a3ab53fd211b4af195c5bccc1a03890',
ethcrv: '0x8301ae4fc9c624d1d396cbdaa1ed877821d7c511',
ethcvx: '0xb576491f1e6e5e62f1d8f26062ee822b40b0e0d4',
mimust: '0x55a8a39bc9694714e2874c1ce77aa1e599461e18',
usttri_wormhole: '0xceaf7747579696a2f0bb206a14210e3c9e6fb269',
fei_tri: '0x06cb22615ba53e60d67bf6c341a0fd5e718e1655',
rai_tri: '0x618788357d0ebd8a37e763adab3bc575d54c2c7d',
DOLA_tri: '0xaa5a67c256e27a5d80712c51971408db3370927d',
OUSD_tri: '0x87650d7bbfc3a9f10587d7778206671719d9910d',
d3pool: '0xbaaa1f5dba42c3389bdbc2c9d2de134f5cd0dc89',
triEURpool: '0xb9446c4ef5ebe66268da6700d26f96273de3d571',
ibEURsEUR: '0x19b080fe1ffa0553469d20ca36219f17fcf03859',
wethyfi: '0xc26b89a667578ec7b3f11b2f98d6fd15c07c54ba',
};
export const CURVE_V2_POOLS = {
@@ -707,13 +607,12 @@ export const CURVE_POLYGON_POOLS = {
};
export const CURVE_V2_POLYGON_POOLS = {
atricrypto: '0x3fcd5de6a9fc8a99995c406c77dda3ed7e406f81',
atricrypto3: '0x1d8b86e3d88cdb2d34688e87e72f388cb541b7c8',
};
export const CURVE_AVALANCHE_POOLS = {
aave: '0x7f90122bf0700f9e7e1f688fe926940e8839f353',
mim: '0xaea2e71b631fa93683bcf256a8689dfa0e094fcd',
USDC: '0x3a43a5851a3e3e0e25a3c1089670269786be1577',
};
export const CURVE_V2_AVALANCHE_POOLS = {
@@ -724,19 +623,12 @@ export const CURVE_FANTOM_POOLS = {
fUSDT: '0x92d5ebf3593a92888c25c0abef126583d4b5312e',
twoPool: '0x27e611fd27b276acbd5ffd632e5eaebec9761e40',
ren: '0x3ef6a01a0f81d6046290f3e2a8c5b843e738e604',
tri_v2: '0x2dd7c9371965472e5a5fd28fbe165007c61439e1',
geist: '0x0fa949783947bf6c1b171db13aeacbb488845b3f',
FRAX_twoPool: '0x7a656b342e14f745e2b164890e88017e27ae7320',
};
export const CURVE_V2_FANTOM_POOLS = {
tricrypto: '0x3a1659ddcf2339be3aea159ca010979fb49155ff',
};
export const CURVE_OPTIMISM_POOLS = {
tri: '0x1337bedc9d22ecbe766df105c9623922a27963ec',
};
export const SWERVE_POOLS = {
y: '0x329239599afb305da0a2ec69c58f8a6697f9f88d',
};
@@ -771,37 +663,6 @@ export const NERVE_POOLS = {
threePool: '0x1b3771a66ee31180906972580ade9b81afc5fcdc',
};
export const SYNAPSE_MAINNET_POOLS = {
nUSDLP: '0x1116898dda4015ed8ddefb84b6e8bc24528af2d8',
};
export const SYNAPSE_OPTIMISM_POOLS = {
nETHLP: '0xe27bff97ce92c3e1ff7aa9f86781fdd6d48f5ee9',
};
export const SYNAPSE_BSC_POOLS = {
nUSDLP: '0x28ec0b36f0819ecb5005cab836f4ed5a2eca4d13',
};
export const SYNAPSE_POLYGON_POOLS = {
nUSDLP: '0x85fcd7dd0a1e1a9fcd5fd886ed522de8221c3ee5',
};
export const SYNAPSE_FANTOM_POOLS = {
nUSDLP: '0x2913e812cf0dcca30fb28e6cac3d2dcff4497688',
nETHLP: '0x8d9ba570d6cb60c7e3e0f31343efe75ab8e65fb1',
};
export const SYNAPSE_AVALANCHE_POOLS = {
nUSDLP: '0xed2a7edd7413021d440b09d654f3b87712abab66',
nETHLP: '0x77a7e60555bc18b4be44c181b2575eee46212d44',
};
export const SYNAPSE_ARBITRUM_POOLS = {
nUSDLP: '0x0db3fe3b770c95a0b99d1ed6f2627933466c0dd8',
nETHLP: '0xd70a52248e546a3b260849386410c7170c7bd1e9',
};
export const BELT_POOLS = {
vPool: '0xf16d312d119c13dd27fd0dc814b0bcdcaaa62dfd',
};
@@ -821,14 +682,6 @@ export const FIREBIRDONESWAP_BSC_POOLS = {
export const FIREBIRDONESWAP_POLYGON_POOLS = {
oneswap: '0x01c9475dbd36e46d1961572c8de24b74616bae9e',
};
export const MOBIUSMONEY_CELO_POOLS = {
usdc_optics_v2: '0x9906589ea8fd27504974b7e8201df5bbde986b03',
dai_optics_v2: '0xf3f65dfe0c8c8f2986da0fec159abe6fd4e700b4',
weth_optics_v2: '0x74ef28d635c6c5800dd3cd62d4c4f8752daacb09',
pusdc_optics_v2: '0xcce0d62ce14fb3e4363eb92db37ff3630836c252',
usdc_allbridge_solana: '0x63c1914bf00a9b395a2bf89aada55a5615a3656e',
usdc_poly_optics: '0xa2f0e57d4ceacf025e81c76f28b9ad6e9fbe8735',
};
export const ACRYPTOS_POOLS = {
acs4usd: '0xb3f0c9ea1f05e312093fdb031e789a756659b0ac',
@@ -867,7 +720,6 @@ export const DEFAULT_INTERMEDIATE_TOKENS_BY_CHAIN_ID = valueByChainId<string[]>(
POLYGON_TOKENS.DAI,
POLYGON_TOKENS.USDT,
POLYGON_TOKENS.WBTC,
POLYGON_TOKENS.nUSD,
],
[ChainId.Avalanche]: [
AVALANCHE_TOKENS.WAVAX,
@@ -875,34 +727,10 @@ export const DEFAULT_INTERMEDIATE_TOKENS_BY_CHAIN_ID = valueByChainId<string[]>(
AVALANCHE_TOKENS.DAI,
AVALANCHE_TOKENS.USDT,
AVALANCHE_TOKENS.USDC,
AVALANCHE_TOKENS.nUSD,
AVALANCHE_TOKENS.nETH,
AVALANCHE_TOKENS.aWETH,
],
[ChainId.Fantom]: [
FANTOM_TOKENS.WFTM,
FANTOM_TOKENS.WETH,
FANTOM_TOKENS.DAI,
FANTOM_TOKENS.USDC,
FANTOM_TOKENS.nUSD,
FANTOM_TOKENS.nETH,
FANTOM_TOKENS.MIM,
],
[ChainId.Celo]: [
CELO_TOKENS.WCELO,
CELO_TOKENS.mCUSD,
CELO_TOKENS.WETHv1,
CELO_TOKENS.amCUSD,
CELO_TOKENS.WBTC,
],
[ChainId.Optimism]: [
OPTIMISM_TOKENS.WETH,
OPTIMISM_TOKENS.DAI,
OPTIMISM_TOKENS.USDC,
OPTIMISM_TOKENS.USDT,
OPTIMISM_TOKENS.nETH,
OPTIMISM_TOKENS.sWETH,
],
[ChainId.Fantom]: [FANTOM_TOKENS.WFTM, FANTOM_TOKENS.WETH, FANTOM_TOKENS.DAI, FANTOM_TOKENS.USDC],
[ChainId.Celo]: [CELO_TOKENS.WCELO, CELO_TOKENS.mCUSD, CELO_TOKENS.WETH, CELO_TOKENS.amCUSD, CELO_TOKENS.WBTC],
[ChainId.Optimism]: [OPTIMISM_TOKENS.WETH, OPTIMISM_TOKENS.DAI, OPTIMISM_TOKENS.USDC],
},
[],
);
@@ -924,10 +752,6 @@ export const DEFAULT_TOKEN_ADJACENCY_GRAPH_BY_CHAIN_ID = valueByChainId<TokenAdj
// FRAX ecosystem
builder.add(MAINNET_TOKENS.FRAX, MAINNET_TOKENS.FXS).add(MAINNET_TOKENS.FXS, MAINNET_TOKENS.FRAX);
builder.add(MAINNET_TOKENS.FRAX, MAINNET_TOKENS.OHM).add(MAINNET_TOKENS.OHM, MAINNET_TOKENS.FRAX);
// REDACTED CARTEL
builder
.add(MAINNET_TOKENS.OHMV2, MAINNET_TOKENS.BTRFLY)
.add(MAINNET_TOKENS.BTRFLY, MAINNET_TOKENS.OHMV2);
})
// Build
.build(),
@@ -939,14 +763,7 @@ export const DEFAULT_TOKEN_ADJACENCY_GRAPH_BY_CHAIN_ID = valueByChainId<TokenAdj
}).build(),
[ChainId.Avalanche]: new TokenAdjacencyGraphBuilder({
default: DEFAULT_INTERMEDIATE_TOKENS_BY_CHAIN_ID[ChainId.Avalanche],
})
.tap(builder => {
// Synape nETH/aWETH pool
builder
.add(AVALANCHE_TOKENS.aWETH, AVALANCHE_TOKENS.nETH)
.add(AVALANCHE_TOKENS.nETH, AVALANCHE_TOKENS.aWETH);
})
.build(),
}).build(),
[ChainId.Fantom]: new TokenAdjacencyGraphBuilder({
default: DEFAULT_INTERMEDIATE_TOKENS_BY_CHAIN_ID[ChainId.Fantom],
}).build(),
@@ -987,7 +804,6 @@ const CURVE_TRI_POOL_MAINNET_TOKENS = [MAINNET_TOKENS.DAI, MAINNET_TOKENS.USDC,
const CURVE_TRI_BTC_POOL_TOKEN = [MAINNET_TOKENS.RenBTC, MAINNET_TOKENS.WBTC, MAINNET_TOKENS.sBTC];
const CURVE_POLYGON_ATRICRYPTO_UNDERLYING_TOKENS = [POLYGON_TOKENS.DAI, POLYGON_TOKENS.USDC, POLYGON_TOKENS.USDT];
const CURVE_POLYGON_ATRICRYPTO_TOKENS = [POLYGON_TOKENS.amDAI, POLYGON_TOKENS.amUSDC, POLYGON_TOKENS.amUSDT];
const CURVE_FANTOM_TWO_POOL_TOKENS = [FANTOM_TOKENS.DAI, FANTOM_TOKENS.USDC];
const createCurveExchangePool = (info: { tokens: string[]; pool: string; gasSchedule: number }) => ({
exchangeFunctionSelector: CurveFunctionSelectors.exchange,
@@ -1029,16 +845,6 @@ const createCurveMetaTriBtcPool = (info: { tokens: string[]; pool: string; gasSc
gasSchedule: info.gasSchedule,
});
const createCurveMetaTwoPoolFantom = (info: { tokens: string[]; pool: string; gasSchedule: number }) => ({
exchangeFunctionSelector: CurveFunctionSelectors.exchange_underlying,
sellQuoteFunctionSelector: CurveFunctionSelectors.get_dy_underlying,
buyQuoteFunctionSelector: CurveFunctionSelectors.None,
tokens: [...info.tokens, ...CURVE_FANTOM_TWO_POOL_TOKENS],
metaTokens: info.tokens,
poolAddress: info.pool,
gasSchedule: info.gasSchedule,
});
const createCurveExchangeV2Pool = (info: { tokens: string[]; pool: string; gasSchedule: number }) => ({
exchangeFunctionSelector: CurveFunctionSelectors.exchange_v2,
sellQuoteFunctionSelector: CurveFunctionSelectors.get_dy_v2,
@@ -1059,25 +865,6 @@ const createCurveV2MetaTriPool = (info: { tokens: string[]; pool: string; gasSch
gasSchedule: info.gasSchedule,
});
const createCurveFactoryCryptoExchangePool = (info: { tokens: string[]; pool: string; gasSchedule: number }) => ({
exchangeFunctionSelector: CurveFunctionSelectors.exchange_underlying_uint256,
sellQuoteFunctionSelector: CurveFunctionSelectors.get_dy_uint256,
buyQuoteFunctionSelector: CurveFunctionSelectors.None,
tokens: info.tokens,
metaTokens: undefined,
poolAddress: info.pool,
gasSchedule: info.gasSchedule,
});
const MOBIUSMONEY_CELO_SHARED: CurveInfo = {
exchangeFunctionSelector: CurveFunctionSelectors.swap,
sellQuoteFunctionSelector: CurveFunctionSelectors.calculateSwap,
buyQuoteFunctionSelector: CurveFunctionSelectors.None,
metaTokens: undefined,
gasSchedule: 150e3,
poolAddress: NULL_ADDRESS,
tokens: [],
};
/**
* Mainnet Curve configuration
* The tokens are in order of their index, which each curve defines
@@ -1299,66 +1086,6 @@ export const CURVE_MAINNET_INFOS: { [name: string]: CurveInfo } = {
sellQuoteFunctionSelector: CurveFunctionSelectors.get_dy_uint256,
exchangeFunctionSelector: CurveFunctionSelectors.exchange_underlying_uint256,
},
[CURVE_POOLS.mimust]: createCurveExchangePool({
tokens: [MAINNET_TOKENS.MIM, MAINNET_TOKENS.UST],
pool: CURVE_POOLS.mimust,
gasSchedule: 105e3,
}),
[CURVE_POOLS.usttri_wormhole]: createCurveMetaTriPool({
tokens: [MAINNET_TOKENS.UST_WORMHOLE],
pool: CURVE_POOLS.usttri_wormhole,
gasSchedule: 340e3,
}),
[CURVE_POOLS.fei_tri]: createCurveMetaTriPool({
tokens: [MAINNET_TOKENS.FEI],
pool: CURVE_POOLS.fei_tri,
gasSchedule: 340e3,
}),
[CURVE_POOLS.rai_tri]: createCurveMetaTriPool({
tokens: [MAINNET_TOKENS.RAI],
pool: CURVE_POOLS.rai_tri,
gasSchedule: 340e3,
}),
[CURVE_POOLS.DOLA_tri]: createCurveMetaTriPool({
tokens: [MAINNET_TOKENS.DOLA],
pool: CURVE_POOLS.DOLA_tri,
gasSchedule: 340e3,
}),
[CURVE_POOLS.OUSD_tri]: createCurveMetaTriPool({
tokens: [MAINNET_TOKENS.OUSD],
pool: CURVE_POOLS.OUSD_tri,
gasSchedule: 340e3,
}),
[CURVE_POOLS.d3pool]: createCurveExchangePool({
tokens: [MAINNET_TOKENS.FRAX, MAINNET_TOKENS.FEI, MAINNET_TOKENS.alUSD],
pool: CURVE_POOLS.d3pool,
gasSchedule: 176e3,
}),
[CURVE_POOLS.triEURpool]: createCurveExchangePool({
tokens: [MAINNET_TOKENS.agEUR, MAINNET_TOKENS.EURT, MAINNET_TOKENS.EURS],
pool: CURVE_POOLS.triEURpool,
gasSchedule: 176e3,
}),
[CURVE_POOLS.ibEURsEUR]: createCurveExchangePool({
tokens: [MAINNET_TOKENS.ibEUR, MAINNET_TOKENS.sEUR],
pool: CURVE_POOLS.ibEURsEUR,
gasSchedule: 176e3,
}),
[CURVE_POOLS.btrflyweth]: createCurveFactoryCryptoExchangePool({
tokens: [MAINNET_TOKENS.WETH, MAINNET_TOKENS.BTRFLY],
pool: CURVE_POOLS.btrflyweth,
gasSchedule: 250e3,
}),
[CURVE_POOLS.wethyfi]: createCurveFactoryCryptoExchangePool({
tokens: [MAINNET_TOKENS.WETH, MAINNET_TOKENS.YFI],
pool: CURVE_POOLS.wethyfi,
gasSchedule: 250e3,
}),
[CURVE_POOLS.stgusdc]: createCurveFactoryCryptoExchangePool({
tokens: [MAINNET_TOKENS.STG, MAINNET_TOKENS.USDC],
pool: CURVE_POOLS.stgusdc,
gasSchedule: 250e3,
}),
};
export const CURVE_V2_MAINNET_INFOS: { [name: string]: CurveInfo } = {
@@ -1393,6 +1120,11 @@ export const CURVE_POLYGON_INFOS: { [name: string]: CurveInfo } = {
};
export const CURVE_V2_POLYGON_INFOS: { [name: string]: CurveInfo } = {
[CURVE_V2_POLYGON_POOLS.atricrypto]: createCurveV2MetaTriPool({
tokens: [POLYGON_TOKENS.WBTC, POLYGON_TOKENS.WETH],
pool: CURVE_V2_POLYGON_POOLS.atricrypto,
gasSchedule: 300e3,
}),
[CURVE_V2_POLYGON_POOLS.atricrypto3]: createCurveV2MetaTriPool({
tokens: [POLYGON_TOKENS.WBTC, POLYGON_TOKENS.WETH],
pool: CURVE_V2_POLYGON_POOLS.atricrypto3,
@@ -1411,16 +1143,6 @@ export const CURVE_AVALANCHE_INFOS: { [name: string]: CurveInfo } = {
pool: CURVE_AVALANCHE_POOLS.aave,
gasSchedule: 150e3,
}),
[CURVE_AVALANCHE_POOLS.mim]: createCurveExchangePool({
tokens: [AVALANCHE_TOKENS.MIM, AVALANCHE_TOKENS.USDT, AVALANCHE_TOKENS.USDC],
pool: CURVE_AVALANCHE_POOLS.mim,
gasSchedule: 150e3,
}),
[CURVE_AVALANCHE_POOLS.USDC]: createCurveExchangePool({
tokens: [AVALANCHE_TOKENS.USDC, AVALANCHE_TOKENS.nUSDC],
pool: CURVE_AVALANCHE_POOLS.USDC,
gasSchedule: 150e3,
}),
};
export const CURVE_V2_AVALANCHE_INFOS: { [name: string]: CurveInfo } = {
@@ -1458,26 +1180,6 @@ export const CURVE_FANTOM_INFOS: { [name: string]: CurveInfo } = {
pool: CURVE_FANTOM_POOLS.fUSDT,
gasSchedule: 587e3,
}),
[CURVE_FANTOM_POOLS.tri_v2]: createCurveExchangePool({
tokens: [FANTOM_TOKENS.MIM, FANTOM_TOKENS.fUSDT, FANTOM_TOKENS.USDC],
pool: CURVE_FANTOM_POOLS.tri_v2,
gasSchedule: 176e3,
}),
['geist_exchangeunderlying']: createCurveExchangeUnderlyingPool({
tokens: [FANTOM_TOKENS.DAI, FANTOM_TOKENS.USDC, FANTOM_TOKENS.fUSDT],
pool: CURVE_FANTOM_POOLS.geist,
gasSchedule: 850e3,
}),
['geist_exchange']: createCurveExchangePool({
tokens: [FANTOM_TOKENS.gDAI, FANTOM_TOKENS.gUSDC, FANTOM_TOKENS.gfUSDT],
pool: CURVE_FANTOM_POOLS.geist,
gasSchedule: 150e3,
}),
[CURVE_FANTOM_POOLS.FRAX_twoPool]: createCurveMetaTwoPoolFantom({
tokens: [FANTOM_TOKENS.FRAX],
pool: CURVE_FANTOM_POOLS.FRAX_twoPool,
gasSchedule: 411e3,
}),
};
export const CURVE_V2_FANTOM_INFOS: { [name: string]: CurveInfo } = {
@@ -1488,14 +1190,6 @@ export const CURVE_V2_FANTOM_INFOS: { [name: string]: CurveInfo } = {
}),
};
export const CURVE_OPTIMISM_INFOS: { [name: string]: CurveInfo } = {
[CURVE_OPTIMISM_POOLS.tri]: createCurveExchangePool({
tokens: [OPTIMISM_TOKENS.DAI, OPTIMISM_TOKENS.USDC, OPTIMISM_TOKENS.USDT],
pool: CURVE_OPTIMISM_POOLS.tri,
gasSchedule: 150e3,
}),
};
export const SWERVE_MAINNET_INFOS: { [name: string]: CurveInfo } = {
[SWERVE_POOLS.y]: createCurveExchangePool({
tokens: [MAINNET_TOKENS.DAI, MAINNET_TOKENS.USDC, MAINNET_TOKENS.USDT, MAINNET_TOKENS.TUSD],
@@ -1649,87 +1343,6 @@ export const NERVE_BSC_INFOS: { [name: string]: CurveInfo } = {
},
};
export const SYNAPSE_BSC_INFOS: { [name: string]: CurveInfo } = {
[SYNAPSE_BSC_POOLS.nUSDLP]: {
exchangeFunctionSelector: CurveFunctionSelectors.swap,
sellQuoteFunctionSelector: CurveFunctionSelectors.calculateSwap,
buyQuoteFunctionSelector: CurveFunctionSelectors.None,
poolAddress: SYNAPSE_BSC_POOLS.nUSDLP,
tokens: [BSC_TOKENS.nUSD, BSC_TOKENS.BUSD, BSC_TOKENS.USDC, BSC_TOKENS.USDT],
metaTokens: undefined,
gasSchedule: 140e3,
},
};
export const SYNAPSE_FANTOM_INFOS: { [name: string]: CurveInfo } = {
[SYNAPSE_FANTOM_POOLS.nUSDLP]: {
exchangeFunctionSelector: CurveFunctionSelectors.swap,
sellQuoteFunctionSelector: CurveFunctionSelectors.calculateSwap,
buyQuoteFunctionSelector: CurveFunctionSelectors.None,
poolAddress: SYNAPSE_FANTOM_POOLS.nUSDLP,
tokens: [FANTOM_TOKENS.nUSD, FANTOM_TOKENS.MIM, FANTOM_TOKENS.USDC, FANTOM_TOKENS.fUSDT],
metaTokens: undefined,
gasSchedule: 140e3,
},
};
export const SYNAPSE_MAINNET_INFOS: { [name: string]: CurveInfo } = {
[SYNAPSE_MAINNET_POOLS.nUSDLP]: {
exchangeFunctionSelector: CurveFunctionSelectors.swap,
sellQuoteFunctionSelector: CurveFunctionSelectors.calculateSwap,
buyQuoteFunctionSelector: CurveFunctionSelectors.None,
poolAddress: SYNAPSE_MAINNET_POOLS.nUSDLP,
tokens: [MAINNET_TOKENS.DAI, MAINNET_TOKENS.USDC, MAINNET_TOKENS.USDT],
metaTokens: undefined,
gasSchedule: 140e3,
},
};
export const SYNAPSE_OPTIMISM_INFOS: { [name: string]: CurveInfo } = {
[SYNAPSE_OPTIMISM_POOLS.nETHLP]: {
exchangeFunctionSelector: CurveFunctionSelectors.swap,
sellQuoteFunctionSelector: CurveFunctionSelectors.calculateSwap,
buyQuoteFunctionSelector: CurveFunctionSelectors.None,
poolAddress: SYNAPSE_OPTIMISM_POOLS.nETHLP,
tokens: [OPTIMISM_TOKENS.nETH, OPTIMISM_TOKENS.sWETH],
metaTokens: undefined,
gasSchedule: 140e3,
},
};
export const SYNAPSE_POLYGON_INFOS: { [name: string]: CurveInfo } = {
[SYNAPSE_POLYGON_POOLS.nUSDLP]: {
exchangeFunctionSelector: CurveFunctionSelectors.swap,
sellQuoteFunctionSelector: CurveFunctionSelectors.calculateSwap,
buyQuoteFunctionSelector: CurveFunctionSelectors.None,
poolAddress: SYNAPSE_POLYGON_POOLS.nUSDLP,
tokens: [POLYGON_TOKENS.nUSD, POLYGON_TOKENS.DAI, POLYGON_TOKENS.USDC, POLYGON_TOKENS.USDT],
metaTokens: undefined,
gasSchedule: 140e3,
},
};
export const SYNAPSE_AVALANCHE_INFOS: { [name: string]: CurveInfo } = {
[SYNAPSE_AVALANCHE_POOLS.nUSDLP]: {
exchangeFunctionSelector: CurveFunctionSelectors.swap,
sellQuoteFunctionSelector: CurveFunctionSelectors.calculateSwap,
buyQuoteFunctionSelector: CurveFunctionSelectors.None,
poolAddress: SYNAPSE_AVALANCHE_POOLS.nUSDLP,
tokens: [AVALANCHE_TOKENS.nUSD, AVALANCHE_TOKENS.DAI, AVALANCHE_TOKENS.USDC, AVALANCHE_TOKENS.USDT],
metaTokens: undefined,
gasSchedule: 140e3,
},
[SYNAPSE_AVALANCHE_POOLS.nETHLP]: {
exchangeFunctionSelector: CurveFunctionSelectors.swap,
sellQuoteFunctionSelector: CurveFunctionSelectors.calculateSwap,
buyQuoteFunctionSelector: CurveFunctionSelectors.None,
poolAddress: SYNAPSE_AVALANCHE_POOLS.nETHLP,
tokens: [AVALANCHE_TOKENS.nETH, AVALANCHE_TOKENS.aWETH],
metaTokens: undefined,
gasSchedule: 140e3,
},
};
export const FIREBIRDONESWAP_BSC_INFOS: { [name: string]: CurveInfo } = {
[FIREBIRDONESWAP_BSC_POOLS.oneswap]: {
exchangeFunctionSelector: CurveFunctionSelectors.swap,
@@ -1754,39 +1367,6 @@ export const FIREBIRDONESWAP_POLYGON_INFOS: { [name: string]: CurveInfo } = {
},
};
export const MOBIUSMONEY_CELO_INFOS: { [name: string]: CurveInfo } = {
[MOBIUSMONEY_CELO_POOLS.usdc_optics_v2]: {
...MOBIUSMONEY_CELO_SHARED,
poolAddress: MOBIUSMONEY_CELO_POOLS.usdc_optics_v2,
tokens: [CELO_TOKENS.cUSD, CELO_TOKENS.cUSDC_V2],
},
[MOBIUSMONEY_CELO_POOLS.weth_optics_v2]: {
...MOBIUSMONEY_CELO_SHARED,
poolAddress: MOBIUSMONEY_CELO_POOLS.weth_optics_v2,
tokens: [CELO_TOKENS.cETH, CELO_TOKENS.oWETH],
},
[MOBIUSMONEY_CELO_POOLS.pusdc_optics_v2]: {
...MOBIUSMONEY_CELO_SHARED,
poolAddress: MOBIUSMONEY_CELO_POOLS.pusdc_optics_v2,
tokens: [CELO_TOKENS.cUSD, CELO_TOKENS.pUSDC_V2],
},
[MOBIUSMONEY_CELO_POOLS.usdc_allbridge_solana]: {
...MOBIUSMONEY_CELO_SHARED,
poolAddress: MOBIUSMONEY_CELO_POOLS.usdc_allbridge_solana,
tokens: [CELO_TOKENS.cUSD, CELO_TOKENS.asUSDC],
},
[MOBIUSMONEY_CELO_POOLS.usdc_poly_optics]: {
...MOBIUSMONEY_CELO_SHARED,
poolAddress: MOBIUSMONEY_CELO_POOLS.usdc_poly_optics,
tokens: [CELO_TOKENS.cUSD, CELO_TOKENS.pUSD],
},
[MOBIUSMONEY_CELO_POOLS.dai_optics_v2]: {
...MOBIUSMONEY_CELO_SHARED,
poolAddress: MOBIUSMONEY_CELO_POOLS.dai_optics_v2,
tokens: [CELO_TOKENS.cUSD, CELO_TOKENS.DAI],
},
};
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 }) => ({
@@ -2118,13 +1698,6 @@ export const COMPONENT_POOLS_BY_CHAIN_ID = valueByChainId(
},
);
export const GEIST_INFO_ADDRESS_BY_CHAIN_ID = valueByChainId<string>(
{
[ChainId.Fantom]: '0xd8321aa83fb0a4ecd6348d4577431310a6e0814d',
},
NULL_ADDRESS,
);
export const BALANCER_V2_VAULT_ADDRESS_BY_CHAIN = valueByChainId<string>(
{
[ChainId.Mainnet]: '0xba12222222228d8ba445958a75a0704d566bf2c8',
@@ -2157,12 +1730,11 @@ export const BALANCER_SUBGRAPH_URL = 'https://api.thegraph.com/subgraphs/name/ba
export const BALANCER_TOP_POOLS_FETCHED = 250;
export const BALANCER_MAX_POOLS_FETCHED = 3;
export const BALANCER_V2_SUBGRAPH_URL_BY_CHAIN = valueByChainId(
export const BALANCER_V2_SUBGRAPH_URL_BY_CHAIN = valueByChainId<string>(
{
[ChainId.Mainnet]: 'https://api.thegraph.com/subgraphs/name/balancer-labs/balancer-v2',
[ChainId.Polygon]: 'https://api.thegraph.com/subgraphs/name/balancer-labs/balancer-polygon-v2',
},
null,
'https://api.thegraph.com/subgraphs/name/balancer-labs/balancer-v2',
);
export const BEETHOVEN_X_SUBGRAPH_URL_BY_CHAIN = valueByChainId<string>(
@@ -2175,19 +1747,19 @@ export const BEETHOVEN_X_SUBGRAPH_URL_BY_CHAIN = valueByChainId<string>(
export const UNISWAPV3_CONFIG_BY_CHAIN_ID = valueByChainId(
{
[ChainId.Mainnet]: {
quoter: '0x61ffe014ba17989e743c5f6cb21bf9697530b21e',
quoter: '0xb27308f9f90d607463bb33ea1bebb41c27ce5ab6',
router: '0xe592427a0aece92de3edee1f18e0157c05861564',
},
[ChainId.Ropsten]: {
quoter: '0x61ffe014ba17989e743c5f6cb21bf9697530b21e',
router: '0xe592427a0aece92de3edee1f18e0157c05861564',
quoter: '0x2f9e608fd881861b8916257b76613cb22ee0652c',
router: '0x03782388516e94fcd4c18666303601a12aa729ea',
},
[ChainId.Polygon]: {
quoter: '0x61ffe014ba17989e743c5f6cb21bf9697530b21e',
quoter: '0xb27308f9f90d607463bb33ea1bebb41c27ce5ab6',
router: '0xe592427a0aece92de3edee1f18e0157c05861564',
},
[ChainId.Optimism]: {
quoter: '0x61ffe014ba17989e743c5f6cb21bf9697530b21e',
quoter: '0xb27308f9f90d607463bb33ea1bebb41c27ce5ab6',
router: '0xe592427a0aece92de3edee1f18e0157c05861564',
},
},
@@ -2357,14 +1929,7 @@ 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,
ERC20BridgeSource.Curve,
ERC20BridgeSource.LiquidityProvider,
ERC20BridgeSource.Native,
],
[ChainId.Mainnet]: [ERC20BridgeSource.UniswapV2, ERC20BridgeSource.SushiSwap, ERC20BridgeSource.UniswapV3],
[ChainId.BSC]: [
ERC20BridgeSource.PancakeSwap,
ERC20BridgeSource.PancakeSwapV2,
@@ -2374,8 +1939,6 @@ export const VIP_ERC20_BRIDGE_SOURCES_BY_CHAIN_ID = valueByChainId<ERC20BridgeSo
ERC20BridgeSource.CafeSwap,
ERC20BridgeSource.CheeseSwap,
ERC20BridgeSource.JulSwap,
ERC20BridgeSource.LiquidityProvider,
ERC20BridgeSource.Native,
],
},
[],
@@ -2419,7 +1982,6 @@ export const DEFAULT_GAS_SCHEDULE: Required<FeeSchedule> = {
[ERC20BridgeSource.Swerve]: fillData => (fillData as CurveFillData).pool.gasSchedule,
[ERC20BridgeSource.SnowSwap]: fillData => (fillData as CurveFillData).pool.gasSchedule,
[ERC20BridgeSource.Nerve]: fillData => (fillData as CurveFillData).pool.gasSchedule,
[ERC20BridgeSource.Synapse]: fillData => (fillData as CurveFillData).pool.gasSchedule,
[ERC20BridgeSource.Belt]: fillData => (fillData as CurveFillData).pool.gasSchedule,
[ERC20BridgeSource.Ellipsis]: fillData => (fillData as CurveFillData).pool.gasSchedule,
[ERC20BridgeSource.Smoothy]: fillData => (fillData as CurveFillData).pool.gasSchedule,
@@ -2427,7 +1989,6 @@ export const DEFAULT_GAS_SCHEDULE: Required<FeeSchedule> = {
[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.MobiusMoney]: fillData => (fillData as CurveFillData).pool.gasSchedule,
[ERC20BridgeSource.MultiBridge]: () => 350e3,
[ERC20BridgeSource.UniswapV2]: uniswapV2CloneGasSchedule,
[ERC20BridgeSource.SushiSwap]: uniswapV2CloneGasSchedule,
@@ -2435,9 +1996,7 @@ export const DEFAULT_GAS_SCHEDULE: Required<FeeSchedule> = {
[ERC20BridgeSource.Linkswap]: uniswapV2CloneGasSchedule,
[ERC20BridgeSource.ShibaSwap]: uniswapV2CloneGasSchedule,
[ERC20BridgeSource.Balancer]: () => 120e3,
[ERC20BridgeSource.BalancerV2]: (fillData?: FillData) => {
return 100e3 + ((fillData as BalancerV2BatchSwapFillData).swapSteps.length - 1) * 50e3;
},
[ERC20BridgeSource.BalancerV2]: () => 100e3,
[ERC20BridgeSource.Cream]: () => 120e3,
[ERC20BridgeSource.MStable]: () => 200e3,
[ERC20BridgeSource.MakerPsm]: (fillData?: FillData) => {
@@ -2482,34 +2041,11 @@ export const DEFAULT_GAS_SCHEDULE: Required<FeeSchedule> = {
return gas;
},
[ERC20BridgeSource.UniswapV3]: (fillData?: FillData) => {
const uniFillData = fillData as UniswapV3FillData | FinalUniswapV3FillData;
// NOTE: This base value was heuristically chosen by looking at how much it generally
// underestimated gas usage
const base = 34e3; // 34k base
let gas = base;
if (isFinalUniswapV3FillData(uniFillData)) {
gas += uniFillData.gasUsed;
} else {
// NOTE: We don't actually know which of the paths would be used in the router
// therefore we estimate using the median of gas usage returned from UniswapV3
// For the best case scenario (least amount of hops & ticks) this will
// overestimate the gas usage
const pathAmountsWithGasUsed = uniFillData.pathAmounts.filter(p => p.gasUsed > 0);
const medianGasUsedForPath =
pathAmountsWithGasUsed[Math.floor(pathAmountsWithGasUsed.length / 2)]?.gasUsed ?? 0;
gas += medianGasUsedForPath;
let gas = 100e3;
const path = (fillData as UniswapV3FillData).tokenAddressPath;
if (path.length > 2) {
gas += (path.length - 2) * 32e3; // +32k for each hop.
}
// If we for some reason could not read `gasUsed` when sampling
// fall back to legacy gas estimation
if (gas === base) {
gas = 100e3;
const path = uniFillData.tokenAddressPath;
if (path.length > 2) {
gas += (path.length - 2) * 32e3; // +32k for each hop.
}
}
return gas;
},
[ERC20BridgeSource.Lido]: () => 226e3,
@@ -2518,10 +2054,6 @@ export const DEFAULT_GAS_SCHEDULE: Required<FeeSchedule> = {
// NOTE: The Aave deposit method is more expensive than the withdraw
return aaveFillData.takerToken === aaveFillData.underlyingToken ? 400e3 : 300e3;
},
[ERC20BridgeSource.Geist]: (fillData?: FillData) => {
const geistFillData = fillData as GeistFillData;
return geistFillData.takerToken === geistFillData.underlyingToken ? 400e3 : 300e3;
},
[ERC20BridgeSource.Compound]: (fillData?: FillData) => {
// NOTE: cETH is handled differently than other cTokens
const wethAddress = NATIVE_FEE_TOKEN_BY_CHAIN_ID[ChainId.Mainnet];

View File

@@ -96,7 +96,6 @@ export function nativeOrdersToFills(
outputAmountPerEth: BigNumber,
inputAmountPerEth: BigNumber,
fees: FeeSchedule,
filterNegativeAdjustedRateOrders: boolean = true,
): Fill[] {
const sourcePathId = hexUtils.random();
// Create a single path from all orders.
@@ -127,8 +126,8 @@ export function nativeOrdersToFills(
side === MarketOperation.Sell ? clippedOutput.minus(outputPenalty) : clippedOutput.plus(outputPenalty);
const adjustedRate =
side === MarketOperation.Sell ? adjustedOutput.div(clippedInput) : clippedInput.div(adjustedOutput);
// Optionally skip orders with rates that are <= 0.
if (filterNegativeAdjustedRateOrders && adjustedRate.lte(0)) {
// Skip orders with rates that are <= 0.
if (adjustedRate.lte(0)) {
continue;
}
fills.push({
@@ -175,9 +174,9 @@ export function dexSamplesToFills(
const { source, fillData } = sample;
const input = sample.input.minus(prevSample ? prevSample.input : 0);
const output = sample.output.minus(prevSample ? prevSample.output : 0);
const fee = fees[source] === undefined ? 0 : fees[source]!(sample.fillData) || 0;
let penalty = ZERO_AMOUNT;
if (i === 0) {
const fee = fees[source] === undefined ? 0 : fees[source]!(sample.fillData) || 0;
// Only the first fill in a DEX path incurs a penalty.
penalty = ethToOutputAmount({
input,

View File

@@ -1,36 +0,0 @@
import { FANTOM_TOKENS, GEIST_FANTOM_POOLS } from './constants';
import { GeistInfo } from './types';
const gTokenToUnderlyingToken = new Map<string, string>([
[FANTOM_TOKENS.gFTM, FANTOM_TOKENS.WFTM],
[FANTOM_TOKENS.gfUSDT, FANTOM_TOKENS.fUSDT],
[FANTOM_TOKENS.gDAI, FANTOM_TOKENS.DAI],
[FANTOM_TOKENS.gUSDC, FANTOM_TOKENS.USDC],
[FANTOM_TOKENS.gETH, FANTOM_TOKENS.WETH],
[FANTOM_TOKENS.gWBTC, FANTOM_TOKENS.WBTC],
[FANTOM_TOKENS.gCRV, FANTOM_TOKENS.WCRV],
[FANTOM_TOKENS.gMIM, FANTOM_TOKENS.MIM],
]);
/**
* Returns GeistInfo for a certain pair if that pair exists on Geist
*/
export function getGeistInfoForPair(takerToken: string, makerToken: string): GeistInfo | undefined {
let gToken;
let underlyingToken;
if (gTokenToUnderlyingToken.get(takerToken) === makerToken) {
gToken = takerToken;
underlyingToken = makerToken;
} else if (gTokenToUnderlyingToken.get(makerToken) === takerToken) {
gToken = makerToken;
underlyingToken = takerToken;
} else {
return undefined;
}
return {
lendingPool: GEIST_FANTOM_POOLS.lendingPool,
gToken,
underlyingToken,
};
}

View File

@@ -42,7 +42,7 @@ import { createFills } from './fills';
import { getBestTwoHopQuote } from './multihop_utils';
import { createOrdersFromTwoHopSample } from './orders';
import { Path, PathPenaltyOpts } from './path';
import { findOptimalPathJSAsync, findOptimalRustPathFromSamples } from './path_optimizer';
import { fillsToSortedPaths, findOptimalPathJSAsync, findOptimalRustPathFromSamples } from './path_optimizer';
import { DexOrderSampler, getSampleAmounts } from './sampler';
import { SourceFilters } from './source_filters';
import {
@@ -241,7 +241,6 @@ export class MarketOperationUtils {
dexQuotes,
},
isRfqSupported,
blockNumber: blockNumber.toNumber(),
};
}
@@ -270,7 +269,6 @@ export class MarketOperationUtils {
// Call the sampler contract.
const samplerPromise = this._sampler.executeAsync(
this._sampler.getBlockNumber(),
this._sampler.getTokenDecimals([makerToken, takerToken]),
// Get native order fillable amounts.
this._sampler.getLimitOrderFillableMakerAmounts(nativeOrders, this.contractAddresses.exchangeProxy),
@@ -304,7 +302,6 @@ export class MarketOperationUtils {
const [
[
blockNumber,
tokenDecimals,
orderFillableMakerAmounts,
ethToMakerAssetRate,
@@ -345,7 +342,6 @@ export class MarketOperationUtils {
dexQuotes,
},
isRfqSupported,
blockNumber: blockNumber.toNumber(),
};
}
@@ -376,7 +372,6 @@ export class MarketOperationUtils {
const feeSourceFilters = this._feeSources.exclude(_opts.excludedFeeSources);
const ops = [
this._sampler.getBlockNumber(),
...batchNativeOrders.map(orders =>
this._sampler.getLimitOrderFillableMakerAmounts(orders, this.contractAddresses.exchangeProxy),
),
@@ -401,15 +396,13 @@ export class MarketOperationUtils {
),
];
const [blockNumberRaw, ...executeResults] = await this._sampler.executeBatchAsync(ops);
const executeResults = await this._sampler.executeBatchAsync(ops);
const batchOrderFillableMakerAmounts = executeResults.splice(0, batchNativeOrders.length) as BigNumber[][];
const batchEthToTakerAssetRate = executeResults.splice(0, batchNativeOrders.length) as BigNumber[];
const batchDexQuotes = executeResults.splice(0, batchNativeOrders.length) as DexSample[][][];
const batchTokenDecimals = executeResults.splice(0, batchNativeOrders.length) as number[][];
const inputAmountPerEth = ZERO_AMOUNT;
const blockNumber: number = (blockNumberRaw as BigNumber).toNumber();
return Promise.all(
batchNativeOrders.map(async (nativeOrders, i) => {
if (nativeOrders.length === 0) {
@@ -442,7 +435,6 @@ export class MarketOperationUtils {
twoHopQuotes: [],
},
isRfqSupported: false,
blockNumber,
},
{
bridgeSlippage: _opts.bridgeSlippage,
@@ -501,6 +493,18 @@ export class MarketOperationUtils {
} as NativeOrderWithFillableAmounts),
);
// Convert native orders and dex quotes into `Fill` objects.
const fills = createFills({
side,
orders: [...nativeOrders, ...augmentedRfqtIndicativeQuotes],
dexQuotes,
targetInput: inputAmount,
outputAmountPerEth,
inputAmountPerEth,
excludedSources: opts.excludedSources,
feeSchedule: opts.feeSchedule,
});
// Find the optimal path.
const penaltyOpts: PathPenaltyOpts = {
outputAmountPerEth,
@@ -513,11 +517,13 @@ export class MarketOperationUtils {
const takerAmountPerEth = side === MarketOperation.Sell ? inputAmountPerEth : outputAmountPerEth;
const makerAmountPerEth = side === MarketOperation.Sell ? outputAmountPerEth : inputAmountPerEth;
let fills: Fill[][];
// Find the unoptimized best rate to calculate savings from optimizer
const _unoptimizedPath = fillsToSortedPaths(fills, side, inputAmount, penaltyOpts)[0];
const unoptimizedPath = _unoptimizedPath ? _unoptimizedPath.collapse(orderOpts) : undefined;
// Find the optimal path using Rust router if enabled, otherwise fallback to JS Router
let optimalPath: Path | undefined;
if (SHOULD_USE_RUST_ROUTER) {
fills = [[]];
optimalPath = findOptimalRustPathFromSamples(
side,
dexQuotes,
@@ -530,18 +536,6 @@ export class MarketOperationUtils {
opts.samplerMetrics,
);
} else {
// Convert native orders and dex quotes into `Fill` objects.
fills = createFills({
side,
orders: [...nativeOrders, ...augmentedRfqtIndicativeQuotes],
dexQuotes,
targetInput: inputAmount,
outputAmountPerEth,
inputAmountPerEth,
excludedSources: opts.excludedSources,
feeSchedule: opts.feeSchedule,
});
optimalPath = await findOptimalPathJSAsync(
side,
fills,
@@ -567,6 +561,7 @@ export class MarketOperationUtils {
sourceFlags: SOURCE_FLAGS[ERC20BridgeSource.MultiHop],
marketSideLiquidity,
adjustedRate: bestTwoHopRate,
unoptimizedPath,
takerAmountPerEth,
makerAmountPerEth,
};
@@ -578,10 +573,7 @@ export class MarketOperationUtils {
}
// Generate a fallback path if required
// TODO(kimpers): Will experiment with disabling this and see how it affects revert rate
// to avoid yet another router roundtrip
// TODO: clean this up if we don't need it
// await this._addOptionalFallbackAsync(side, inputAmount, optimalPath, dexQuotes, fills, opts, penaltyOpts);
await this._addOptionalFallbackAsync(side, inputAmount, optimalPath, dexQuotes, fills, opts, penaltyOpts);
const collapsedPath = optimalPath.collapse(orderOpts);
return {
@@ -590,6 +582,7 @@ export class MarketOperationUtils {
sourceFlags: collapsedPath.sourceFlags,
marketSideLiquidity,
adjustedRate: optimalPathRate,
unoptimizedPath,
takerAmountPerEth,
makerAmountPerEth,
};
@@ -785,8 +778,6 @@ export class MarketOperationUtils {
);
}
/*
* TODO(kimpers): Remove this when we know that it's safe to drop the fallbacks on native orders
// tslint:disable-next-line: prefer-function-over-method
private async _addOptionalFallbackAsync(
side: MarketOperation,
@@ -852,7 +843,6 @@ export class MarketOperationUtils {
}
}
}
*/
}
// tslint:disable: max-file-line-count

View File

@@ -8,7 +8,6 @@ import {
AaveV2FillData,
AggregationError,
BalancerFillData,
BalancerV2BatchSwapFillData,
BalancerV2FillData,
BancorFillData,
CollapsedFill,
@@ -19,7 +18,6 @@ import {
ERC20BridgeSource,
FillData,
FinalUniswapV3FillData,
GeistFillData,
GenericRouterFillData,
KyberDmmFillData,
KyberFillData,
@@ -38,7 +36,6 @@ import {
ShellFillData,
UniswapV2FillData,
UniswapV3FillData,
UniswapV3PathAmount,
} from './types';
// tslint:disable completed-docs
@@ -87,7 +84,7 @@ export function getErc20BridgeSourceToBridgeSource(source: ERC20BridgeSource): s
case ERC20BridgeSource.Balancer:
return encodeBridgeSourceId(BridgeProtocol.Balancer, 'Balancer');
case ERC20BridgeSource.BalancerV2:
return encodeBridgeSourceId(BridgeProtocol.BalancerV2Batch, 'BalancerV2');
return encodeBridgeSourceId(BridgeProtocol.BalancerV2, 'BalancerV2');
case ERC20BridgeSource.Bancor:
return encodeBridgeSourceId(BridgeProtocol.Bancor, 'Bancor');
// case ERC20BridgeSource.CoFiX:
@@ -137,8 +134,6 @@ export function getErc20BridgeSourceToBridgeSource(source: ERC20BridgeSource): s
return encodeBridgeSourceId(BridgeProtocol.UniswapV2, 'BakerySwap');
case ERC20BridgeSource.Nerve:
return encodeBridgeSourceId(BridgeProtocol.Nerve, 'Nerve');
case ERC20BridgeSource.Synapse:
return encodeBridgeSourceId(BridgeProtocol.Nerve, 'Synapse');
case ERC20BridgeSource.Belt:
return encodeBridgeSourceId(BridgeProtocol.Curve, 'Belt');
case ERC20BridgeSource.Ellipsis:
@@ -205,10 +200,6 @@ export function getErc20BridgeSourceToBridgeSource(source: ERC20BridgeSource): s
return encodeBridgeSourceId(BridgeProtocol.AaveV2, 'AaveV2');
case ERC20BridgeSource.Compound:
return encodeBridgeSourceId(BridgeProtocol.Compound, 'Compound');
case ERC20BridgeSource.Geist:
return encodeBridgeSourceId(BridgeProtocol.AaveV2, 'Geist');
case ERC20BridgeSource.MobiusMoney:
return encodeBridgeSourceId(BridgeProtocol.Nerve, 'MobiusMoney');
default:
throw new Error(AggregationError.NoBridgeForSource);
}
@@ -235,7 +226,6 @@ export function createBridgeDataForBridgeOrder(order: OptimizedMarketBridgeOrder
case ERC20BridgeSource.Swerve:
case ERC20BridgeSource.SnowSwap:
case ERC20BridgeSource.Nerve:
case ERC20BridgeSource.Synapse:
case ERC20BridgeSource.Belt:
case ERC20BridgeSource.Ellipsis:
case ERC20BridgeSource.Smoothy:
@@ -244,7 +234,6 @@ export function createBridgeDataForBridgeOrder(order: OptimizedMarketBridgeOrder
case ERC20BridgeSource.FirebirdOneSwap:
case ERC20BridgeSource.IronSwap:
case ERC20BridgeSource.ACryptos:
case ERC20BridgeSource.MobiusMoney:
const curveFillData = (order as OptimizedMarketBridgeOrder<CurveFillData>).fillData;
bridgeData = encoder.encode([
curveFillData.pool.poolAddress,
@@ -259,18 +248,9 @@ export function createBridgeDataForBridgeOrder(order: OptimizedMarketBridgeOrder
bridgeData = encoder.encode([balancerFillData.poolAddress]);
break;
case ERC20BridgeSource.BalancerV2:
{
const balancerV2FillData = (order as OptimizedMarketBridgeOrder<BalancerV2BatchSwapFillData>).fillData;
bridgeData = encoder.encode([
balancerV2FillData.vault,
balancerV2FillData.swapSteps,
balancerV2FillData.assets,
]);
}
break;
case ERC20BridgeSource.Beethovenx:
const beethovenFillData = (order as OptimizedMarketBridgeOrder<BalancerV2FillData>).fillData;
const { vault, poolId } = beethovenFillData;
const balancerV2FillData = (order as OptimizedMarketBridgeOrder<BalancerV2FillData>).fillData;
const { vault, poolId } = balancerV2FillData;
bridgeData = encoder.encode([vault, poolId]);
break;
case ERC20BridgeSource.Bancor:
@@ -373,10 +353,6 @@ export function createBridgeDataForBridgeOrder(order: OptimizedMarketBridgeOrder
const compoundFillData = (order as OptimizedMarketBridgeOrder<CompoundFillData>).fillData;
bridgeData = encoder.encode([compoundFillData.cToken]);
break;
case ERC20BridgeSource.Geist:
const geistFillData = (order as OptimizedMarketBridgeOrder<GeistFillData>).fillData;
bridgeData = encoder.encode([geistFillData.lendingPool, geistFillData.gToken]);
break;
default:
throw new Error(AggregationError.NoBridgeForSource);
@@ -408,14 +384,11 @@ function createFinalBridgeOrderFillDataFromCollapsedFill(fill: CollapsedFill): F
switch (fill.source) {
case ERC20BridgeSource.UniswapV3: {
const fd = fill.fillData as UniswapV3FillData;
const { uniswapPath, gasUsed } = getBestUniswapV3PathAmountForInputAmount(fd, fill.input);
const finalFillData: FinalUniswapV3FillData = {
return {
router: fd.router,
tokenAddressPath: fd.tokenAddressPath,
uniswapPath,
gasUsed,
uniswapPath: getBestUniswapV3PathForInputAmount(fd, fill.input),
};
return finalFillData;
}
default:
break;
@@ -423,21 +396,18 @@ function createFinalBridgeOrderFillDataFromCollapsedFill(fill: CollapsedFill): F
return fill.fillData;
}
function getBestUniswapV3PathAmountForInputAmount(
fillData: UniswapV3FillData,
inputAmount: BigNumber,
): UniswapV3PathAmount {
function getBestUniswapV3PathForInputAmount(fillData: UniswapV3FillData, inputAmount: BigNumber): string {
if (fillData.pathAmounts.length === 0) {
throw new Error(`No Uniswap V3 paths`);
}
// Find the best path that can satisfy `inputAmount`.
// Assumes `fillData.pathAmounts` is sorted ascending.
for (const pathAmount of fillData.pathAmounts) {
if (pathAmount.inputAmount.gte(inputAmount)) {
return pathAmount;
for (const { inputAmount: pathInputAmount, uniswapPath } of fillData.pathAmounts) {
if (pathInputAmount.gte(inputAmount)) {
return uniswapPath;
}
}
return fillData.pathAmounts[fillData.pathAmounts.length - 1];
return fillData.pathAmounts[fillData.pathAmounts.length - 1].uniswapPath;
}
export function getMakerTakerTokens(opts: CreateOrderFromPathOpts): [string, string] {
@@ -493,7 +463,6 @@ export const BRIDGE_ENCODERS: {
[ERC20BridgeSource.Swerve]: curveEncoder,
[ERC20BridgeSource.SnowSwap]: curveEncoder,
[ERC20BridgeSource.Nerve]: curveEncoder,
[ERC20BridgeSource.Synapse]: curveEncoder,
[ERC20BridgeSource.Belt]: curveEncoder,
[ERC20BridgeSource.Ellipsis]: curveEncoder,
[ERC20BridgeSource.Smoothy]: curveEncoder,
@@ -502,7 +471,6 @@ export const BRIDGE_ENCODERS: {
[ERC20BridgeSource.FirebirdOneSwap]: curveEncoder,
[ERC20BridgeSource.IronSwap]: curveEncoder,
[ERC20BridgeSource.ACryptos]: curveEncoder,
[ERC20BridgeSource.MobiusMoney]: curveEncoder,
// UniswapV2 like, (router, address[])
[ERC20BridgeSource.Bancor]: routerAddressPathEncoder,
[ERC20BridgeSource.UniswapV2]: routerAddressPathEncoder,
@@ -543,21 +511,7 @@ export const BRIDGE_ENCODERS: {
[ERC20BridgeSource.Uniswap]: poolEncoder,
// Custom integrations
[ERC20BridgeSource.MakerPsm]: makerPsmEncoder,
[ERC20BridgeSource.BalancerV2]: AbiEncoder.create([
{ name: 'vault', type: 'address' },
{
name: 'swapSteps',
type: 'tuple[]',
components: [
{ name: 'poolId', type: 'bytes32' },
{ name: 'assetInIndex', type: 'uint256' },
{ name: 'assetOutIndex', type: 'uint256' },
{ name: 'amount', type: 'uint256' },
{ name: 'userData', type: 'bytes' },
],
},
{ name: 'assets', type: 'address[]' },
]),
[ERC20BridgeSource.BalancerV2]: balancerV2Encoder,
[ERC20BridgeSource.Beethovenx]: balancerV2Encoder,
[ERC20BridgeSource.UniswapV3]: AbiEncoder.create([
{ name: 'router', type: 'address' },
@@ -567,7 +521,6 @@ export const BRIDGE_ENCODERS: {
[ERC20BridgeSource.Lido]: AbiEncoder.create('(address)'),
[ERC20BridgeSource.AaveV2]: AbiEncoder.create('(address,address)'),
[ERC20BridgeSource.Compound]: AbiEncoder.create('(address)'),
[ERC20BridgeSource.Geist]: AbiEncoder.create('(address,address)'),
};
function getFillTokenAmounts(fill: CollapsedFill, side: MarketOperation): [BigNumber, BigNumber] {

View File

@@ -122,8 +122,17 @@ export class Path {
++i;
continue;
}
// If there are contiguous bridge orders, we can batch them together.
// TODO jacob pretty sure this is from DFB and we can remove
const contiguousBridgeFills = [collapsedFills[i]];
for (let j = i + 1; j < collapsedFills.length; ++j) {
if (collapsedFills[j].source === ERC20BridgeSource.Native) {
break;
}
contiguousBridgeFills.push(collapsedFills[j]);
}
this.orders.push(createBridgeOrder(collapsedFills[i], makerToken, takerToken, opts.side));
this.orders.push(createBridgeOrder(contiguousBridgeFills[0], makerToken, takerToken, opts.side));
i += 1;
}
return this as CollapsedPath;

View File

@@ -5,24 +5,23 @@ import { BigNumber, hexUtils } from '@0x/utils';
import * as _ from 'lodash';
import { performance } from 'perf_hooks';
import { DEFAULT_WARNING_LOGGER } from '../../constants';
import { MarketOperation, NativeOrderWithFillableAmounts } from '../../types';
import { VIP_ERC20_BRIDGE_SOURCES_BY_CHAIN_ID } from '../market_operation_utils/constants';
import { VIP_ERC20_BRIDGE_SOURCES_BY_CHAIN_ID, ZERO_AMOUNT } from './constants';
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;
const isDexSample = (obj: DexSample | NativeOrderWithFillableAmounts): obj is DexSample => !!(obj as DexSample).source;
const ONE_BASE_UNIT = new BigNumber(1);
function nativeOrderToNormalizedAmounts(
side: MarketOperation,
nativeOrder: NativeOrderWithFillableAmounts,
@@ -76,15 +75,7 @@ function findRoutesAndCreateOptimalPath(
opts: PathPenaltyOpts,
fees: FeeSchedule,
neonRouterNumSamples: number,
vipSourcesSet: Set<ERC20BridgeSource>,
): { allSourcesPath: Path | undefined; vipSourcesPath: Path | undefined } | undefined {
// Currently the rust router is unable to handle 1 base unit sized quotes and will error out
// To avoid flooding the logs with these errors we just return an insufficient liquidity error
// which is how the JS router handles these quotes today
if (input.isLessThanOrEqualTo(ONE_BASE_UNIT)) {
return undefined;
}
): Path | undefined {
const createFill = (sample: DexSample): Fill | undefined => {
const fills = dexSamplesToFills(side, [sample], opts.outputAmountPerEth, opts.inputAmountPerEth, fees);
// NOTE: If the sample has 0 output dexSamplesToFills will return [] because no fill can be created
@@ -95,127 +86,6 @@ function findRoutesAndCreateOptimalPath(
return fills[0];
};
const createPathFromStrategy = (sourcesRustRoute: Float64Array, sourcesOutputAmounts: Float64Array) => {
const routesAndSamplesAndOutputs = _.zip(
sourcesRustRoute,
samplesAndNativeOrdersWithResults,
sourcesOutputAmounts,
sampleSourcePathIds,
);
const adjustedFills: Fill[] = [];
const totalRoutedAmount = BigNumber.sum(...sourcesRustRoute);
const scale = input.dividedBy(totalRoutedAmount);
for (const [
routeInput,
routeSamplesAndNativeOrders,
outputAmount,
sourcePathId,
] of routesAndSamplesAndOutputs) {
if (!Number.isFinite(outputAmount)) {
DEFAULT_WARNING_LOGGER(rustArgs, `neon-router: invalid route outputAmount ${outputAmount}`);
return undefined;
}
if (!routeInput || !routeSamplesAndNativeOrders || !outputAmount) {
continue;
}
// TODO(kimpers): [TKR-241] amounts are sometimes clipped in the router due to precision loss for number/f64
// we can work around it by scaling it and rounding up. However now we end up with a total amount of a couple base units too much
const rustInputAdjusted = BigNumber.min(
new BigNumber(routeInput).multipliedBy(scale).integerValue(BigNumber.ROUND_CEIL),
input,
);
const current = routeSamplesAndNativeOrders[routeSamplesAndNativeOrders.length - 1];
if (!isDexSample(current)) {
const nativeFill = nativeOrdersToFills(
side,
[current],
rustInputAdjusted,
opts.outputAmountPerEth,
opts.inputAmountPerEth,
fees,
false,
)[0] as Fill | undefined;
// Note: If the order has an adjusted rate of less than or equal to 0 it will be skipped
// and nativeFill will be `undefined`
if (nativeFill) {
// NOTE: For Limit/RFQ orders we are done here. No need to scale output
adjustedFills.push({ ...nativeFill, sourcePathId: sourcePathId ?? hexUtils.random() });
}
continue;
}
// NOTE: For DexSamples only
let fill = createFill(current);
if (!fill) {
continue;
}
const routeSamples = routeSamplesAndNativeOrders as Array<DexSample<FillData>>;
// Descend to approach a closer fill for fillData which may not be consistent
// throughout the path (UniswapV3) and for a closer guesstimate at
// gas used
assert.assert(routeSamples.length >= 1, 'Found no sample to use for source');
for (let k = routeSamples.length - 1; k >= 0; k--) {
if (k === 0) {
fill = createFill(routeSamples[0]) ?? fill;
}
if (rustInputAdjusted.isGreaterThan(routeSamples[k].input)) {
const left = routeSamples[k];
const right = routeSamples[k + 1];
if (left && right) {
fill =
createFill({
...right, // default to the greater (for gas used)
input: rustInputAdjusted,
output: new BigNumber(outputAmount),
}) ?? fill;
} else {
assert.assert(Boolean(left || right), 'No valid sample to use');
fill = createFill(left || right) ?? fill;
}
break;
}
}
// TODO(kimpers): remove once we have solved the rounding/precision loss issues in the Rust router
const maxSampledOutput = BigNumber.max(...routeSamples.map(s => s.output));
// Scale output by scale factor but never go above the largest sample in sell quotes (unknown liquidity) or below 1 base unit (unfillable)
const scaleOutput = (output: BigNumber) => {
// Don't try to scale 0 output as it will be clamped to 1
if (output.eq(ZERO_AMOUNT)) {
return output;
}
const scaled = output
.times(scale)
.decimalPlaces(0, side === MarketOperation.Sell ? BigNumber.ROUND_FLOOR : BigNumber.ROUND_CEIL);
const capped = MarketOperation.Sell ? BigNumber.min(scaled, maxSampledOutput) : scaled;
return BigNumber.max(capped, 1);
};
adjustedFills.push({
...fill,
input: rustInputAdjusted,
output: scaleOutput(fill.output),
adjustedOutput: scaleOutput(fill.adjustedOutput),
index: 0,
parent: undefined,
sourcePathId: sourcePathId ?? hexUtils.random(),
});
}
if (adjustedFills.length === 0) {
return undefined;
}
const pathFromRustInputs = Path.create(side, adjustedFills, input, opts);
return pathFromRustInputs;
};
const samplesAndNativeOrdersWithResults: Array<DexSample[] | NativeOrderWithFillableAmounts[]> = [];
const serializedPaths: SerializedPath[] = [];
const sampleSourcePathIds: string[] = [];
@@ -227,9 +97,8 @@ function findRoutesAndCreateOptimalPath(
const sourcePathId = hexUtils.random();
const singleSourceSamplesWithOutput = [...singleSourceSamples];
for (let i = singleSourceSamples.length - 1; i >= 0; i--) {
const currentOutput = singleSourceSamples[i].output;
if (currentOutput.isZero() || !currentOutput.isFinite()) {
// Remove trailing 0/invalid output samples
if (singleSourceSamples[i].output.isZero()) {
// Remove trailing 0 output samples
singleSourceSamplesWithOutput.pop();
} else {
break;
@@ -259,7 +128,6 @@ function findRoutesAndCreateOptimalPath(
inputs: [],
outputs: [],
outputFees: [],
isVip: vipSourcesSet.has(singleSourceSamplesWithOutput[0]?.source),
},
);
@@ -288,24 +156,10 @@ function findRoutesAndCreateOptimalPath(
const inputs = [];
const outputs = [];
const outputFees = [];
// NOTE: Limit orders can be both larger or smaller than the input amount
// If the order is larger than the input we can scale the order to the size of
// the quote input (order pricing is constant) and then create 13 "samples" up to
// and including the full quote input amount.
// If the order is smaller we don't need to scale anything, we will just end up
// with trailing duplicate samples for the order input as we cannot go higher
const scaleToInput = BigNumber.min(input.dividedBy(normalizedOrderInput), 1);
for (let i = 1; i <= 13; i++) {
const fraction = i / 13;
const currentInput = BigNumber.min(
normalizedOrderInput.times(scaleToInput).times(fraction),
normalizedOrderInput,
);
const currentOutput = BigNumber.min(
normalizedOrderOutput.times(scaleToInput).times(fraction),
normalizedOrderOutput,
);
const currentInput = BigNumber.min(normalizedOrderInput.times(fraction), normalizedOrderInput);
const currentOutput = BigNumber.min(normalizedOrderOutput.times(fraction), normalizedOrderOutput);
const id = `${ERC20BridgeSource.Native}-${serializedPaths.length}-${idx}-${i}`;
inputs.push(currentInput.integerValue().toNumber());
outputs.push(currentOutput.integerValue().toNumber());
@@ -318,7 +172,6 @@ function findRoutesAndCreateOptimalPath(
inputs,
outputs,
outputFees,
isVip: true,
};
samplesAndNativeOrdersWithResults.push([nativeOrder]);
@@ -337,42 +190,114 @@ function findRoutesAndCreateOptimalPath(
};
const allSourcesRustRoute = new Float64Array(rustArgs.pathsIn.length);
const allSourcesOutputAmounts = new Float64Array(rustArgs.pathsIn.length);
const vipSourcesRustRoute = new Float64Array(rustArgs.pathsIn.length);
const vipSourcesOutputAmounts = new Float64Array(rustArgs.pathsIn.length);
route(
rustArgs,
allSourcesRustRoute,
allSourcesOutputAmounts,
vipSourcesRustRoute,
vipSourcesOutputAmounts,
neonRouterNumSamples,
);
const strategySourcesOutputAmounts = new Float64Array(rustArgs.pathsIn.length);
route(rustArgs, allSourcesRustRoute, strategySourcesOutputAmounts, neonRouterNumSamples);
assert.assert(
rustArgs.pathsIn.length === allSourcesRustRoute.length,
'different number of sources in the Router output than the input',
);
assert.assert(
rustArgs.pathsIn.length === allSourcesOutputAmounts.length,
'different number of sources in the Router output amounts results than the input',
);
assert.assert(
rustArgs.pathsIn.length === vipSourcesRustRoute.length,
'different number of sources in the Router output than the input',
);
assert.assert(
rustArgs.pathsIn.length === vipSourcesOutputAmounts.length,
rustArgs.pathsIn.length === strategySourcesOutputAmounts.length,
'different number of sources in the Router output amounts results than the input',
);
const allSourcesPath = createPathFromStrategy(allSourcesRustRoute, allSourcesOutputAmounts);
const vipSourcesPath = createPathFromStrategy(vipSourcesRustRoute, vipSourcesOutputAmounts);
const routesAndSamplesAndOutputs = _.zip(
allSourcesRustRoute,
samplesAndNativeOrdersWithResults,
strategySourcesOutputAmounts,
sampleSourcePathIds,
);
const adjustedFills: Fill[] = [];
const totalRoutedAmount = BigNumber.sum(...allSourcesRustRoute);
return {
allSourcesPath,
vipSourcesPath,
};
const scale = input.dividedBy(totalRoutedAmount);
for (const [routeInput, routeSamplesAndNativeOrders, outputAmount, sourcePathId] of routesAndSamplesAndOutputs) {
if (!routeInput || !routeSamplesAndNativeOrders || !outputAmount || !Number.isFinite(outputAmount)) {
continue;
}
// TODO(kimpers): [TKR-241] amounts are sometimes clipped in the router due to precision loss for number/f64
// we can work around it by scaling it and rounding up. However now we end up with a total amount of a couple base units too much
const rustInputAdjusted = BigNumber.min(
new BigNumber(routeInput).multipliedBy(scale).integerValue(BigNumber.ROUND_CEIL),
input,
);
const current = routeSamplesAndNativeOrders[routeSamplesAndNativeOrders.length - 1];
if (!isDexSample(current)) {
const nativeFill = nativeOrdersToFills(
side,
[current],
rustInputAdjusted,
opts.outputAmountPerEth,
opts.inputAmountPerEth,
fees,
)[0] as Fill | undefined;
// Note: If the order has an adjusted rate of less than or equal to 0 it will be skipped
// and nativeFill will be `undefined`
if (nativeFill) {
// NOTE: For Limit/RFQ orders we are done here. No need to scale output
adjustedFills.push({ ...nativeFill, sourcePathId: sourcePathId ?? hexUtils.random() });
}
continue;
}
// NOTE: For DexSamples only
let fill = createFill(current);
if (!fill) {
continue;
}
const routeSamples = routeSamplesAndNativeOrders as Array<DexSample<FillData>>;
// Descend to approach a closer fill for fillData which may not be consistent
// throughout the path (UniswapV3) and for a closer guesstimate at
// gas used
assert.assert(routeSamples.length >= 1, 'Found no sample to use for source');
for (let k = routeSamples.length - 1; k >= 0; k--) {
if (k === 0) {
fill = createFill(routeSamples[0]) ?? fill;
}
if (rustInputAdjusted.isGreaterThan(routeSamples[k].input)) {
const left = routeSamples[k];
const right = routeSamples[k + 1];
if (left && right) {
fill =
createFill({
...right, // default to the greater (for gas used)
input: rustInputAdjusted,
output: new BigNumber(outputAmount),
}) ?? fill;
} else {
assert.assert(Boolean(left || right), 'No valid sample to use');
fill = createFill(left || right) ?? fill;
}
break;
}
}
// 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);
adjustedFills.push({
...fill,
input: rustInputAdjusted,
output: scaleOutput(fill.input, fill.output),
adjustedOutput: scaleOutput(fill.input, fill.adjustedOutput),
index: 0,
parent: undefined,
sourcePathId: sourcePathId ?? hexUtils.random(),
});
}
if (adjustedFills.length === 0) {
return undefined;
}
const pathFromRustInputs = Path.create(side, adjustedFills, input);
return pathFromRustInputs;
}
export function findOptimalRustPathFromSamples(
@@ -386,18 +311,9 @@ export function findOptimalRustPathFromSamples(
neonRouterNumSamples: number,
samplerMetrics?: SamplerMetrics,
): Path | undefined {
const beforeTimeMs = performance.now();
const sendMetrics = () => {
// tslint:disable-next-line: no-unused-expression
samplerMetrics &&
samplerMetrics.logRouterDetails({
router: 'neon-router',
type: 'total',
timingMs: performance.now() - beforeTimeMs,
});
};
const vipSourcesSet = new Set(VIP_ERC20_BRIDGE_SOURCES_BY_CHAIN_ID[chainId]);
const paths = findRoutesAndCreateOptimalPath(
const beforeAllTimeMs = performance.now();
let beforeTimeMs = performance.now();
const allSourcesPath = findRoutesAndCreateOptimalPath(
side,
samples,
nativeOrders,
@@ -405,22 +321,68 @@ export function findOptimalRustPathFromSamples(
opts,
fees,
neonRouterNumSamples,
vipSourcesSet,
);
if (!paths) {
sendMetrics();
// tslint:disable-next-line: no-unused-expression
samplerMetrics &&
samplerMetrics.logRouterDetails({
router: 'neon-router',
type: 'all',
timingMs: performance.now() - beforeTimeMs,
});
if (!allSourcesPath) {
return undefined;
}
const { allSourcesPath, vipSourcesPath } = paths;
const vipSources = VIP_ERC20_BRIDGE_SOURCES_BY_CHAIN_ID[chainId];
if (!allSourcesPath || vipSourcesPath?.isBetterThan(allSourcesPath)) {
sendMetrics();
return vipSourcesPath;
// HACK(kimpers): The Rust router currently doesn't account for VIP sources correctly
// we need to try to route them in isolation and compare with the results all sources
if (vipSources.length > 0) {
beforeTimeMs = performance.now();
const vipSourcesSet = new Set(vipSources);
const vipSourcesSamples = samples.filter(s => s[0] && vipSourcesSet.has(s[0].source));
if (vipSourcesSamples.length > 0) {
const vipSourcesPath = findRoutesAndCreateOptimalPath(
side,
vipSourcesSamples,
[],
input,
opts,
fees,
neonRouterNumSamples,
);
// tslint:disable-next-line: no-unused-expression
samplerMetrics &&
samplerMetrics.logRouterDetails({
router: 'neon-router',
type: 'vip',
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)) {
return vipSourcesPath;
}
}
}
// tslint:disable-next-line: no-unused-expression
samplerMetrics &&
samplerMetrics.logRouterDetails({
router: 'neon-router',
type: 'total',
timingMs: performance.now() - beforeAllTimeMs,
});
sendMetrics();
return allSourcesPath;
}

View File

@@ -51,7 +51,7 @@ export class BalancerV2PoolsCache extends PoolsCache {
constructor(
chainId: ChainId,
private readonly subgraphUrl: string = BALANCER_V2_SUBGRAPH_URL_BY_CHAIN[chainId]!,
private readonly subgraphUrl: string = BALANCER_V2_SUBGRAPH_URL_BY_CHAIN[chainId],
private readonly maxPoolsFetched: number = BALANCER_MAX_POOLS_FETCHED,
private readonly _topPoolsFetched: number = BALANCER_TOP_POOLS_FETCHED,
private readonly _warningLogger: LogFunction = DEFAULT_WARNING_LOGGER,

View File

@@ -1,190 +0,0 @@
import { ChainId } from '@0x/contract-addresses';
import { BigNumber } from '@0x/utils';
import {
BalancerSDK,
BalancerSdkConfig,
formatSequence,
getTokenAddressesForSwap,
NewPath,
parseToPoolsDict,
PoolDictionary,
RouteProposer,
SwapTypes,
} from '@balancer-labs/sdk';
import { DEFAULT_WARNING_LOGGER } from '../../../constants';
import { LogFunction } from '../../../types';
import { BALANCER_V2_SUBGRAPH_URL_BY_CHAIN, ONE_SECOND_MS } from '../constants';
import { BalancerSwapInfo, BalancerSwaps } from '../types';
import { CacheValue, EMPTY_BALANCER_SWAPS, SwapInfoCache } from './pair_swaps_cache';
import { SubgraphPoolDataService } from './sgPoolDataService';
// tslint:disable-next-line:custom-no-magic-numbers
const ONE_DAY_MS = 24 * 60 * 60 * ONE_SECOND_MS;
export interface BalancerPoolResponse {
poolType: string;
id: string;
tokens: Array<{ address: string }>;
tokensList: string[];
}
export class BalancerV2SwapInfoCache extends SwapInfoCache {
private static readonly _MAX_POOLS_PER_PATH = 4;
private static readonly _MAX_CANDIDATE_PATHS_PER_PAIR = 2;
private readonly _routeProposer: RouteProposer;
private readonly _poolDataService: SubgraphPoolDataService;
constructor(
chainId: ChainId,
subgraphUrl: string | null = BALANCER_V2_SUBGRAPH_URL_BY_CHAIN[chainId],
private readonly _warningLogger: LogFunction = DEFAULT_WARNING_LOGGER,
cache: { [key: string]: CacheValue } = {},
) {
super(cache);
const config: BalancerSdkConfig = {
network: chainId as number, // wtf TS
rpcUrl: '', // Not actually used by SDK for this.
};
const balancerSdk = new BalancerSDK(config);
// The RouteProposer finds paths between a token pair using direct/multihop/linearPool routes
this._routeProposer = balancerSdk.sor.routeProposer;
// Uses Subgraph to retrieve up to date pool data required for routeProposer
this._poolDataService = new SubgraphPoolDataService({
chainId,
subgraphUrl,
});
void this._loadTopPoolsAsync();
// Reload the top pools every 12 hours
setInterval(async () => void this._loadTopPoolsAsync(), ONE_DAY_MS / 2);
}
protected async _loadTopPoolsAsync(): Promise<void> {
const fromToSwapInfo: {
[from: string]: { [to: string]: BalancerSwaps };
} = {};
// Retrieve pool data from Subgraph
const pools = await this._poolDataService.getPools();
// timestamp is used for Element pools
const timestamp = Math.floor(Date.now() / ONE_SECOND_MS);
const poolsDict = parseToPoolsDict(pools, timestamp);
for (const pool of pools) {
const { tokensList } = pool;
// tslint:disable-next-line: await-promise
await null; // This loop can be CPU heavy so yield to event loop.
for (const from of tokensList) {
for (const to of tokensList.filter(t => t.toLowerCase() !== from.toLowerCase())) {
fromToSwapInfo[from] = fromToSwapInfo[from] || {};
// If a record for pair already exists skip as all paths alreay found
if (fromToSwapInfo[from][to]) {
continue;
} else {
try {
const expiresAt = Date.now() + this._cacheTimeMs;
// Retrieve swap steps and assets for a token pair
// This only needs to be called once per pair as all paths will be created from single call
const pairSwapInfo = this._getPoolPairSwapInfo(poolsDict, from, to);
fromToSwapInfo[from][to] = pairSwapInfo;
this._cacheSwapInfoForPair(from, to, fromToSwapInfo[from][to], expiresAt);
} catch (err) {
this._warningLogger(err, `Failed to load Balancer V2 top pools`);
// soldier on
}
}
}
}
}
}
/**
* Will retrieve fresh pair and path data from Subgraph and return and array of swap info for pair..
* @param takerToken Address of takerToken.
* @param makerToken Address of makerToken.
* @returns Swap data for pair consisting of assets and swap steps for ExactIn and ExactOut swap types.
*/
protected async _fetchSwapInfoForPairAsync(takerToken: string, makerToken: string): Promise<BalancerSwaps> {
try {
// retrieve up to date pools from SG
const pools = await this._poolDataService.getPools();
// timestamp is used for Element pools
const timestamp = Math.floor(Date.now() / ONE_SECOND_MS);
const poolDictionary = parseToPoolsDict(pools, timestamp);
return this._getPoolPairSwapInfo(poolDictionary, takerToken, makerToken);
} catch (e) {
return EMPTY_BALANCER_SWAPS;
}
}
/**
* Uses pool data from provided dictionary to find top swap paths for token pair.
* @param pools Dictionary of pool data.
* @param takerToken Address of taker token.
* @param makerToken Address of maker token.
* @returns Swap data for pair consisting of assets and swap steps for ExactIn and ExactOut swap types.
*/
private _getPoolPairSwapInfo(pools: PoolDictionary, takerToken: string, makerToken: string): BalancerSwaps {
/*
Uses Balancer SDK to construct available paths for pair.
Paths can be direct, i.e. both tokens are in same pool or multihop.
Will also create paths for the new Balancer Linear pools.
These are returned in order of available liquidity which is useful for filtering.
*/
const paths = this._routeProposer.getCandidatePathsFromDict(
takerToken,
makerToken,
SwapTypes.SwapExactIn,
pools,
BalancerV2SwapInfoCache._MAX_POOLS_PER_PATH,
);
if (paths.length === 0) {
return EMPTY_BALANCER_SWAPS;
}
// Convert paths data to swap information suitable for queryBatchSwap. Only use top 2 liquid paths
return formatSwaps(paths.slice(0, BalancerV2SwapInfoCache._MAX_CANDIDATE_PATHS_PER_PAIR));
}
}
/**
* Given an array of Balancer paths, returns swap information that can be passed to queryBatchSwap.
* @param paths Array of Balancer paths.
* @returns Formatted swap data consisting of assets and swap steps for ExactIn and ExactOut swap types.
*/
function formatSwaps(paths: NewPath[]): BalancerSwaps {
const formattedSwapsExactIn: BalancerSwapInfo[] = [];
const formattedSwapsExactOut: BalancerSwapInfo[] = [];
let assets: string[];
paths.forEach(path => {
// Add a swap amount for each swap so we can use formatSequence. (This will be overwritten with actual amount during query)
path.swaps.forEach(s => (s.swapAmount = '0'));
const tokenAddresses = getTokenAddressesForSwap(path.swaps);
// Formats for both ExactIn and ExactOut swap types
const swapsExactIn = formatSequence(SwapTypes.SwapExactIn, path.swaps, tokenAddresses);
const swapsExactOut = formatSequence(SwapTypes.SwapExactOut, path.swaps, tokenAddresses);
assets = tokenAddresses;
formattedSwapsExactIn.push({
assets,
swapSteps: swapsExactIn.map(s => ({
...s,
amount: new BigNumber(s.amount),
})),
});
formattedSwapsExactOut.push({
assets,
swapSteps: swapsExactOut.map(s => ({
...s,
amount: new BigNumber(s.amount),
})),
});
});
const formattedSwaps: BalancerSwaps = {
swapInfoExactIn: formattedSwapsExactIn,
swapInfoExactOut: formattedSwapsExactOut,
};
return formattedSwaps;
}

View File

@@ -1,91 +0,0 @@
import { BalancerSwaps } from '../types';
import { ONE_HOUR_IN_SECONDS, ONE_SECOND_MS } from '../constants';
export interface CacheValue {
expiresAt: number;
balancerSwaps: BalancerSwaps;
}
// tslint:disable:custom-no-magic-numbers
// Cache results for 30mins
const DEFAULT_CACHE_TIME_MS = (ONE_HOUR_IN_SECONDS / 2) * ONE_SECOND_MS;
const DEFAULT_TIMEOUT_MS = ONE_SECOND_MS;
export const EMPTY_BALANCER_SWAPS = { swapInfoExactIn: [], swapInfoExactOut: [] };
// tslint:enable:custom-no-magic-numbers
/**
* Caches SwapInfo for a pair of tokens.
* SwapInfo includes swap steps and asset information for those swap steps.
*/
export abstract class SwapInfoCache {
protected static _isExpired(value: CacheValue): boolean {
return Date.now() >= value.expiresAt;
}
constructor(
protected readonly _cache: { [key: string]: CacheValue },
protected readonly _cacheTimeMs: number = DEFAULT_CACHE_TIME_MS,
) {}
public async getFreshPoolsForPairAsync(
takerToken: string,
makerToken: string,
timeoutMs: number = DEFAULT_TIMEOUT_MS,
): Promise<BalancerSwaps> {
const timeout = new Promise<BalancerSwaps>(resolve => setTimeout(resolve, timeoutMs, []));
return Promise.race([this._getAndSaveFreshSwapInfoForPairAsync(takerToken, makerToken), timeout]);
}
public getCachedSwapInfoForPair(
takerToken: string,
makerToken: string,
ignoreExpired: boolean = true,
): BalancerSwaps | undefined {
const key = JSON.stringify([takerToken, makerToken]);
const value = this._cache[key];
if (ignoreExpired) {
return value === undefined ? EMPTY_BALANCER_SWAPS : value.balancerSwaps;
}
if (!value) {
return undefined;
}
if (SwapInfoCache._isExpired(value)) {
return undefined;
}
return value.balancerSwaps;
}
public isFresh(takerToken: string, makerToken: string): boolean {
const cached = this.getCachedSwapInfoForPair(takerToken, makerToken, false);
return cached !== undefined;
}
protected async _getAndSaveFreshSwapInfoForPairAsync(
takerToken: string,
makerToken: string,
): Promise<BalancerSwaps> {
const key = JSON.stringify([takerToken, makerToken]);
const value = this._cache[key];
if (value === undefined || value.expiresAt >= Date.now()) {
const swapInfo = await this._fetchSwapInfoForPairAsync(takerToken, makerToken);
const expiresAt = Date.now() + this._cacheTimeMs;
this._cacheSwapInfoForPair(takerToken, makerToken, swapInfo, expiresAt);
}
return this._cache[key].balancerSwaps;
}
protected _cacheSwapInfoForPair(
takerToken: string,
makerToken: string,
swapInfo: BalancerSwaps,
expiresAt: number,
): void {
const key = JSON.stringify([takerToken, makerToken]);
this._cache[key] = {
expiresAt,
balancerSwaps: swapInfo,
};
}
protected abstract _fetchSwapInfoForPairAsync(takerToken: string, makerToken: string): Promise<BalancerSwaps>;
}

View File

@@ -1,114 +0,0 @@
import { ChainId } from '@0x/contract-addresses';
import { logUtils } from '@0x/utils';
import { PoolDataService, SubgraphPoolBase } from '@balancer-labs/sdk';
import { gql, request } from 'graphql-request';
const queryWithLinear = gql`
query fetchTopPoolsWithLinear($maxPoolsFetched: Int!) {
pools: pools(
first: $maxPoolsFetched
where: { swapEnabled: true }
orderBy: totalLiquidity
orderDirection: desc
) {
id
address
poolType
swapFee
totalShares
tokens {
address
balance
decimals
weight
priceRate
}
tokensList
totalWeight
amp
expiryTime
unitSeconds
principalToken
baseToken
swapEnabled
wrappedIndex
mainIndex
lowerTarget
upperTarget
}
}
`;
const queryWithOutLinear = gql`
query fetchTopPoolsWithoutLinear($maxPoolsFetched: Int!) {
pools: pools(
first: $maxPoolsFetched
where: { swapEnabled: true }
orderBy: totalLiquidity
orderDirection: desc
) {
id
address
poolType
swapFee
totalShares
tokens {
address
balance
decimals
weight
priceRate
}
tokensList
totalWeight
amp
expiryTime
unitSeconds
principalToken
baseToken
swapEnabled
}
}
`;
const QUERY_BY_CHAIN_ID: { [chainId: number]: string } = {
[ChainId.Mainnet]: queryWithLinear,
[ChainId.Polygon]: queryWithOutLinear,
};
const DEFAULT_MAX_POOLS_FETCHED = 96;
/**
* Simple service to query required info from Subgraph for Balancer Pools.
* Because Balancer Subgraphs have slightly different schema depending on network the queries are adjusted as needed.
*/
export class SubgraphPoolDataService implements PoolDataService {
private readonly _gqlQuery: string | undefined;
constructor(
private readonly _config: {
chainId: number;
subgraphUrl: string | null;
maxPoolsFetched?: number;
},
) {
this._config.maxPoolsFetched = this._config.maxPoolsFetched || DEFAULT_MAX_POOLS_FETCHED;
this._gqlQuery = QUERY_BY_CHAIN_ID[this._config.chainId];
}
// tslint:disable-next-line: async-suffix
public async getPools(): Promise<SubgraphPoolBase[]> {
if (!this._gqlQuery || !this._config.subgraphUrl) {
return [];
}
try {
const { pools } = await request<{ pools: SubgraphPoolBase[] }>(this._config.subgraphUrl, this._gqlQuery, {
maxPoolsFetched: this._config.maxPoolsFetched,
});
return pools;
} catch (err) {
logUtils.warn(`Failed to fetch BalancerV2 subgraph pools: ${err.message}`);
return [];
}
}
}

View File

@@ -5,8 +5,9 @@ import { SamplerOverrides } from '../../types';
import { ERC20BridgeSamplerContract } from '../../wrappers';
import { BancorService } from './bancor_service';
import { PoolsCacheMap, SamplerOperations } from './sampler_operations';
import { BatchedOperation, LiquidityProviderRegistry, TokenAdjacencyGraph } from './types';
import { PoolsCache } from './pools_cache';
import { SamplerOperations } from './sampler_operations';
import { BatchedOperation, ERC20BridgeSource, LiquidityProviderRegistry, TokenAdjacencyGraph } from './types';
/**
* Generate sample amounts up to `maxFillAmount`.
@@ -36,7 +37,7 @@ export class DexOrderSampler extends SamplerOperations {
public readonly chainId: ChainId,
_samplerContract: ERC20BridgeSamplerContract,
private readonly _samplerOverrides?: SamplerOverrides,
poolsCaches?: PoolsCacheMap,
poolsCaches?: { [key in ERC20BridgeSource]: PoolsCache },
tokenAdjacencyGraph?: TokenAdjacencyGraph,
liquidityProviderRegistry?: LiquidityProviderRegistry,
bancorServiceFn: () => Promise<BancorService | undefined> = async () => undefined,

View File

@@ -4,7 +4,6 @@ import { BigNumber, logUtils } from '@0x/utils';
import * as _ from 'lodash';
import { AaveV2Sampler } from '../../noop_samplers/AaveV2Sampler';
import { GeistSampler } from '../../noop_samplers/GeistSampler';
import { SamplerCallResult, SignedNativeOrder } from '../../types';
import { ERC20BridgeSamplerContract } from '../../wrappers';
@@ -47,11 +46,9 @@ import {
UNISWAPV3_CONFIG_BY_CHAIN_ID,
ZERO_AMOUNT,
} from './constants';
import { getGeistInfoForPair } from './geist_utils';
import { getLiquidityProvidersForPair } from './liquidity_provider_utils';
import { getIntermediateTokens } from './multihop_utils';
import { BalancerPoolsCache, BalancerV2PoolsCache, CreamPoolsCache, PoolsCache } from './pools_cache';
import { BalancerV2SwapInfoCache } from './pools_cache/balancer_v2_utils_new';
import { SamplerContractOperation } from './sampler_contract_operation';
import { SamplerNoOperation } from './sampler_no_operation';
import { SourceFilters } from './source_filters';
@@ -59,8 +56,6 @@ import {
AaveV2FillData,
AaveV2Info,
BalancerFillData,
BalancerSwapInfo,
BalancerV2BatchSwapFillData,
BalancerV2FillData,
BalancerV2PoolInfo,
BancorFillData,
@@ -71,8 +66,6 @@ import {
DexSample,
DODOFillData,
ERC20BridgeSource,
GeistFillData,
GeistInfo,
GenericRouterFillData,
HopInfo,
KyberDmmFillData,
@@ -106,10 +99,6 @@ export const TWO_HOP_SOURCE_FILTERS = SourceFilters.all().exclude([
*/
export const BATCH_SOURCE_FILTERS = SourceFilters.all().exclude([ERC20BridgeSource.MultiHop, ERC20BridgeSource.Native]);
export type PoolsCacheMap = { [key in Exclude<SourcesWithPoolsCache, ERC20BridgeSource.BalancerV2>]: PoolsCache } & {
[ERC20BridgeSource.BalancerV2]: BalancerV2SwapInfoCache;
};
// tslint:disable:no-inferred-empty-object-type no-unbound-method
/**
@@ -118,7 +107,7 @@ export type PoolsCacheMap = { [key in Exclude<SourcesWithPoolsCache, ERC20Bridge
*/
export class SamplerOperations {
public readonly liquidityProviderRegistry: LiquidityProviderRegistry;
public readonly poolsCaches: PoolsCacheMap;
public readonly poolsCaches: { [key in SourcesWithPoolsCache]: PoolsCache };
public readonly aaveReservesCache: AaveV2ReservesCache | undefined;
public readonly compoundCTokenCache: CompoundCTokenCache | undefined;
protected _bancorService?: BancorService;
@@ -133,7 +122,7 @@ export class SamplerOperations {
constructor(
public readonly chainId: ChainId,
protected readonly _samplerContract: ERC20BridgeSamplerContract,
poolsCaches?: PoolsCacheMap,
poolsCaches?: { [key in SourcesWithPoolsCache]: PoolsCache },
protected readonly tokenAdjacencyGraph: TokenAdjacencyGraph = { default: [] },
liquidityProviderRegistry: LiquidityProviderRegistry = {},
bancorServiceFn: () => Promise<BancorService | undefined> = async () => undefined,
@@ -145,13 +134,13 @@ export class SamplerOperations {
this.poolsCaches = poolsCaches
? poolsCaches
: {
[ERC20BridgeSource.BalancerV2]: new BalancerV2PoolsCache(chainId),
[ERC20BridgeSource.Beethovenx]: new BalancerV2PoolsCache(
chainId,
BEETHOVEN_X_SUBGRAPH_URL_BY_CHAIN[chainId],
),
[ERC20BridgeSource.Balancer]: new BalancerPoolsCache(),
[ERC20BridgeSource.Cream]: new CreamPoolsCache(),
[ERC20BridgeSource.BalancerV2]: new BalancerV2SwapInfoCache(chainId),
};
const aaveSubgraphUrl = AAVE_V2_SUBGRAPH_URL_BY_CHAIN_ID[chainId];
@@ -571,49 +560,6 @@ export class SamplerOperations {
});
}
public getBalancerV2MulthopSellQuotes(
vault: string,
quoteSwaps: BalancerSwapInfo, // Should always be sell swap steps.
fillSwaps: BalancerSwapInfo, // Should always be sell swap steps.
takerFillAmounts: BigNumber[],
source: ERC20BridgeSource,
): SourceQuoteOperation<BalancerV2BatchSwapFillData> {
const quoteSwapSteps = quoteSwaps.swapSteps.map(s => ({
...s,
assetInIndex: new BigNumber(s.assetInIndex),
assetOutIndex: new BigNumber(s.assetOutIndex),
}));
return new SamplerContractOperation({
source,
fillData: { vault, swapSteps: fillSwaps.swapSteps, assets: fillSwaps.assets },
contract: this._samplerContract,
function: this._samplerContract.sampleMultihopSellsFromBalancerV2,
params: [vault, quoteSwapSteps, quoteSwaps.assets, takerFillAmounts],
});
}
public getBalancerV2MulthopBuyQuotes(
vault: string,
quoteSwaps: BalancerSwapInfo, // Should always be buy swap steps.
fillSwaps: BalancerSwapInfo, // Should always be a sell quote.
makerFillAmounts: BigNumber[],
source: ERC20BridgeSource,
): SourceQuoteOperation<BalancerV2BatchSwapFillData> {
const quoteSwapSteps = quoteSwaps.swapSteps.map(s => ({
...s,
assetInIndex: new BigNumber(s.assetInIndex),
assetOutIndex: new BigNumber(s.assetOutIndex),
}));
return new SamplerContractOperation({
source,
// NOTE: fillData is set up for sells but quote function is set up for buys.
fillData: { vault, swapSteps: fillSwaps.swapSteps, assets: fillSwaps.assets },
contract: this._samplerContract,
function: this._samplerContract.sampleMultihopBuysFromBalancerV2,
params: [vault, quoteSwapSteps, quoteSwaps.assets, makerFillAmounts],
});
}
public getBalancerV2SellQuotes(
poolInfo: BalancerV2PoolInfo,
makerToken: string,
@@ -821,17 +767,16 @@ export class SamplerOperations {
function: this._samplerContract.sampleSellsFromUniswapV3,
params: [quoter, tokenAddressPath, takerFillAmounts],
callback: (callResults: string, fillData: UniswapV3FillData): BigNumber[] => {
const [paths, gasUsed, samples] = this._samplerContract.getABIDecodedReturnData<
[string[], BigNumber[], BigNumber[]]
>('sampleSellsFromUniswapV3', callResults);
const [paths, samples] = this._samplerContract.getABIDecodedReturnData<[string[], BigNumber[]]>(
'sampleSellsFromUniswapV3',
callResults,
);
fillData.router = router;
fillData.tokenAddressPath = tokenAddressPath;
fillData.pathAmounts = paths.map((uniswapPath, i) => ({
uniswapPath,
inputAmount: takerFillAmounts[i],
gasUsed: gasUsed[i].toNumber(),
}));
return samples;
},
});
@@ -850,15 +795,15 @@ export class SamplerOperations {
function: this._samplerContract.sampleBuysFromUniswapV3,
params: [quoter, tokenAddressPath, makerFillAmounts],
callback: (callResults: string, fillData: UniswapV3FillData): BigNumber[] => {
const [paths, gasUsed, samples] = this._samplerContract.getABIDecodedReturnData<
[string[], BigNumber[], BigNumber[]]
>('sampleBuysFromUniswapV3', callResults);
const [paths, samples] = this._samplerContract.getABIDecodedReturnData<[string[], BigNumber[]]>(
'sampleBuysFromUniswapV3',
callResults,
);
fillData.router = router;
fillData.tokenAddressPath = tokenAddressPath;
fillData.pathAmounts = paths.map((uniswapPath, i) => ({
uniswapPath,
inputAmount: makerFillAmounts[i],
gasUsed: gasUsed[i].toNumber(),
}));
return samples;
},
@@ -1206,34 +1151,6 @@ export class SamplerOperations {
});
}
// tslint:disable-next-line:prefer-function-over-method
public getGeistSellQuotes(
geistInfo: GeistInfo,
makerToken: string,
takerToken: string,
takerFillAmounts: BigNumber[],
): SourceQuoteOperation<GeistFillData> {
return new SamplerNoOperation({
source: ERC20BridgeSource.Geist,
fillData: { ...geistInfo, takerToken },
callback: () => GeistSampler.sampleSellsFromGeist(geistInfo, takerToken, makerToken, takerFillAmounts),
});
}
// tslint:disable-next-line:prefer-function-over-method
public getGeistBuyQuotes(
geistInfo: GeistInfo,
makerToken: string,
takerToken: string,
makerFillAmounts: BigNumber[],
): SourceQuoteOperation<GeistFillData> {
return new SamplerNoOperation({
source: ERC20BridgeSource.Geist,
fillData: { ...geistInfo, takerToken },
callback: () => GeistSampler.sampleBuysFromGeist(geistInfo, takerToken, makerToken, makerFillAmounts),
});
}
public getCompoundSellQuotes(
cToken: string,
makerToken: string,
@@ -1425,7 +1342,6 @@ export class SamplerOperations {
case ERC20BridgeSource.Swerve:
case ERC20BridgeSource.SnowSwap:
case ERC20BridgeSource.Nerve:
case ERC20BridgeSource.Synapse:
case ERC20BridgeSource.Belt:
case ERC20BridgeSource.Ellipsis:
case ERC20BridgeSource.Saddle:
@@ -1433,7 +1349,6 @@ export class SamplerOperations {
case ERC20BridgeSource.FirebirdOneSwap:
case ERC20BridgeSource.IronSwap:
case ERC20BridgeSource.ACryptos:
case ERC20BridgeSource.MobiusMoney:
return getCurveLikeInfosForPair(this.chainId, takerToken, makerToken, source).map(pool =>
this.getCurveSellQuotes(
pool,
@@ -1498,23 +1413,15 @@ export class SamplerOperations {
ERC20BridgeSource.Balancer,
),
);
case ERC20BridgeSource.BalancerV2: {
const swaps = this.poolsCaches[source].getCachedSwapInfoForPair(takerToken, makerToken);
const vault = BALANCER_V2_VAULT_ADDRESS_BY_CHAIN[this.chainId];
if (!swaps || vault === NULL_ADDRESS) {
return [];
}
// Changed to retrieve queryBatchSwap for swap steps > 1 of length
return swaps.swapInfoExactIn.map(swapInfo =>
this.getBalancerV2MulthopSellQuotes(vault, swapInfo, swapInfo, takerFillAmounts, source),
);
}
case ERC20BridgeSource.Beethovenx: {
case ERC20BridgeSource.BalancerV2:
case ERC20BridgeSource.Beethovenx:
const poolIds =
this.poolsCaches[source].getCachedPoolAddressesForPair(takerToken, makerToken) || [];
const vault = BEETHOVEN_X_VAULT_ADDRESS_BY_CHAIN[this.chainId];
const vault =
source === ERC20BridgeSource.BalancerV2
? BALANCER_V2_VAULT_ADDRESS_BY_CHAIN[this.chainId]
: BEETHOVEN_X_VAULT_ADDRESS_BY_CHAIN[this.chainId];
if (vault === NULL_ADDRESS) {
return [];
}
@@ -1527,7 +1434,6 @@ export class SamplerOperations {
source,
),
);
}
case ERC20BridgeSource.Cream:
return (
this.poolsCaches[ERC20BridgeSource.Cream].getCachedPoolAddressesForPair(
@@ -1641,13 +1547,6 @@ export class SamplerOperations {
};
return this.getAaveV2SellQuotes(info, makerToken, takerToken, takerFillAmounts);
}
case ERC20BridgeSource.Geist: {
const info: GeistInfo | undefined = getGeistInfoForPair(takerToken, makerToken);
if (!info) {
return [];
}
return this.getGeistSellQuotes(info, makerToken, takerToken, takerFillAmounts);
}
case ERC20BridgeSource.Compound: {
if (!this.compoundCTokenCache) {
return [];
@@ -1678,7 +1577,7 @@ export class SamplerOperations {
takerToken: string,
makerFillAmounts: BigNumber[],
): SourceQuoteOperation[] {
// Find the adjacent tokens in the provided token adjacency graph,
// Find the adjacent tokens in the provided tooken adjacency graph,
// e.g if this is DAI->USDC we may check for DAI->WETH->USDC
const intermediateTokens = getIntermediateTokens(makerToken, takerToken, this.tokenAdjacencyGraph);
const _sources = BATCH_SOURCE_FILTERS.getAllowed(sources);
@@ -1748,7 +1647,6 @@ export class SamplerOperations {
case ERC20BridgeSource.Swerve:
case ERC20BridgeSource.SnowSwap:
case ERC20BridgeSource.Nerve:
case ERC20BridgeSource.Synapse:
case ERC20BridgeSource.Belt:
case ERC20BridgeSource.Ellipsis:
case ERC20BridgeSource.Saddle:
@@ -1756,7 +1654,6 @@ export class SamplerOperations {
case ERC20BridgeSource.FirebirdOneSwap:
case ERC20BridgeSource.IronSwap:
case ERC20BridgeSource.ACryptos:
case ERC20BridgeSource.MobiusMoney:
return getCurveLikeInfosForPair(this.chainId, takerToken, makerToken, source).map(pool =>
this.getCurveBuyQuotes(
pool,
@@ -1821,29 +1718,15 @@ export class SamplerOperations {
ERC20BridgeSource.Balancer,
),
);
case ERC20BridgeSource.BalancerV2: {
const swaps = this.poolsCaches[source].getCachedSwapInfoForPair(takerToken, makerToken);
const vault = BALANCER_V2_VAULT_ADDRESS_BY_CHAIN[this.chainId];
if (!swaps || vault === NULL_ADDRESS) {
return [];
}
// Changed to retrieve queryBatchSwap for swap steps > 1 of length
return swaps.swapInfoExactOut.map((quoteSwapInfo, i) =>
this.getBalancerV2MulthopBuyQuotes(
vault,
quoteSwapInfo,
swaps.swapInfoExactIn[i],
makerFillAmounts,
source,
),
);
}
case ERC20BridgeSource.Beethovenx: {
case ERC20BridgeSource.BalancerV2:
case ERC20BridgeSource.Beethovenx:
const poolIds =
this.poolsCaches[source].getCachedPoolAddressesForPair(takerToken, makerToken) || [];
const vault = BEETHOVEN_X_VAULT_ADDRESS_BY_CHAIN[this.chainId];
const vault =
source === ERC20BridgeSource.BalancerV2
? BALANCER_V2_VAULT_ADDRESS_BY_CHAIN[this.chainId]
: BEETHOVEN_X_VAULT_ADDRESS_BY_CHAIN[this.chainId];
if (vault === NULL_ADDRESS) {
return [];
}
@@ -1856,7 +1739,6 @@ export class SamplerOperations {
source,
),
);
}
case ERC20BridgeSource.Cream:
return (
this.poolsCaches[ERC20BridgeSource.Cream].getCachedPoolAddressesForPair(
@@ -1965,13 +1847,6 @@ export class SamplerOperations {
};
return this.getAaveV2BuyQuotes(info, makerToken, takerToken, makerFillAmounts);
}
case ERC20BridgeSource.Geist: {
const info: GeistInfo | undefined = getGeistInfoForPair(takerToken, makerToken);
if (!info) {
return [];
}
return this.getGeistBuyQuotes(info, makerToken, takerToken, makerFillAmounts);
}
case ERC20BridgeSource.Compound: {
if (!this.compoundCTokenCache) {
return [];

View File

@@ -10,6 +10,7 @@ import { NativeOrderWithFillableAmounts, RfqFirmQuoteValidator, RfqRequestOpts }
import { QuoteRequestor, V4RFQIndicativeQuoteMM } from '../../utils/quote_requestor';
import { ExtendedQuoteReportSources, PriceComparisonsReport, QuoteReport } from '../quote_report_generator';
import { CollapsedPath } from './path';
import { SourceFilters } from './source_filters';
/**
@@ -69,7 +70,6 @@ export enum ERC20BridgeSource {
ShibaSwap = 'ShibaSwap',
AaveV2 = 'Aave_V2',
Compound = 'Compound',
Synapse = 'Synapse',
// BSC only
PancakeSwap = 'PancakeSwap',
PancakeSwapV2 = 'PancakeSwap_V2',
@@ -96,13 +96,11 @@ export enum ERC20BridgeSource {
TraderJoe = 'TraderJoe',
// Celo only
UbeSwap = 'UbeSwap',
MobiusMoney = 'MobiusMoney',
// Fantom
SpiritSwap = 'SpiritSwap',
SpookySwap = 'SpookySwap',
Beethovenx = 'Beethovenx',
MorpheusSwap = 'MorpheusSwap',
Geist = 'Geist',
}
export type SourcesWithPoolsCache =
| ERC20BridgeSource.Balancer
@@ -117,7 +115,7 @@ export type SourcesWithPoolsCache =
export enum CurveFunctionSelectors {
None = '0x00000000',
exchange = '0x3df02124',
exchange_underlying = '0xa6417ed6', // exchange_underlying(int128 i, int128 j, uint256 dx, uint256 min_dy)
exchange_underlying = '0xa6417ed6',
get_dy_underlying = '0x07211ef7',
get_dx_underlying = '0x0e71d1b9',
get_dy = '0x5e0d443f', // get_dy(int128,int128,uint256)
@@ -132,7 +130,7 @@ export enum CurveFunctionSelectors {
// Smoothy
swap_uint256 = '0x5673b02d', // swap(uint256,uint256,uint256,uint256)
get_swap_amount = '0x45cf2ef6', // getSwapAmount(uint256,uint256,uint256)
// Nerve BSC, Saddle Mainnet, Synapse
// Nerve BSC, Saddle Mainnet
swap = '0x91695586', // swap(uint8,uint8,uint256,uint256,uint256)
calculateSwap = '0xa95b089f', // calculateSwap(uint8,uint8,uint256)
}
@@ -182,12 +180,6 @@ export interface AaveV2Info {
underlyingToken: string;
}
export interface GeistInfo {
lendingPool: string;
gToken: string;
underlyingToken: string;
}
// Internal `fillData` field for `Fill` objects.
export interface FillData {}
@@ -209,23 +201,6 @@ export interface CurveFillData extends FillData {
pool: CurveInfo;
}
export interface BalancerBatchSwapStep {
poolId: string;
assetInIndex: number;
assetOutIndex: number;
amount: BigNumber;
userData: string;
}
export interface BalancerSwaps {
swapInfoExactIn: BalancerSwapInfo[];
swapInfoExactOut: BalancerSwapInfo[];
}
export interface BalancerSwapInfo {
assets: string[];
swapSteps: BalancerBatchSwapStep[];
}
export interface BalancerFillData extends FillData {
poolAddress: string;
}
@@ -235,12 +210,6 @@ export interface BalancerV2FillData extends FillData {
poolId: string;
}
export interface BalancerV2BatchSwapFillData extends FillData {
vault: string;
swapSteps: BalancerBatchSwapStep[];
assets: string[];
}
export interface UniswapV2FillData extends FillData {
tokenAddressPath: string[];
router: string;
@@ -298,34 +267,19 @@ export interface HopInfo {
returnData: string;
}
export interface UniswapV3PathAmount {
uniswapPath: string;
inputAmount: BigNumber;
gasUsed: number;
}
export interface UniswapV3FillData extends FillData {
tokenAddressPath: string[];
router: string;
pathAmounts: UniswapV3PathAmount[];
pathAmounts: Array<{ uniswapPath: string; inputAmount: BigNumber }>;
}
export interface KyberDmmFillData extends UniswapV2FillData {
poolsPath: string[];
}
/**
* Determines whether FillData is UniswapV3FillData or FinalUniswapV3FillData
*/
export function isFinalUniswapV3FillData(
data: UniswapV3FillData | FinalUniswapV3FillData,
): data is FinalUniswapV3FillData {
return !!(data as FinalUniswapV3FillData).uniswapPath;
}
export interface FinalUniswapV3FillData extends Omit<UniswapV3FillData, 'pathAmounts'> {
export interface FinalUniswapV3FillData extends Omit<UniswapV3FillData, 'uniswapPaths'> {
// The uniswap-encoded path that can fll the maximum input amount.
uniswapPath: string;
gasUsed: number;
}
export interface LidoFillData extends FillData {
@@ -346,13 +300,6 @@ export interface CompoundFillData extends FillData {
makerToken: string;
}
export interface GeistFillData extends FillData {
lendingPool: string;
gToken: string;
underlyingToken: string;
takerToken: string;
}
/**
* Represents a node on a fill path.
*/
@@ -602,6 +549,7 @@ export interface OptimizerResult {
liquidityDelivered: CollapsedFill[] | DexSample<MultiHopFillData>;
marketSideLiquidity: MarketSideLiquidity;
adjustedRate: BigNumber;
unoptimizedPath?: CollapsedPath;
takerAmountPerEth: BigNumber;
makerAmountPerEth: BigNumber;
}
@@ -633,7 +581,6 @@ export interface MarketSideLiquidity {
takerTokenDecimals: number;
quotes: RawQuotes;
isRfqSupported: boolean;
blockNumber: number;
}
export interface RawQuotes {

View File

@@ -106,8 +106,6 @@ export interface ExtendedQuoteReport {
decodedUniqueId?: string;
sourcesConsidered: ExtendedQuoteReportIndexedEntryOutbound[];
sourcesDelivered: ExtendedQuoteReportIndexedEntryOutbound[] | undefined;
blockNumber: number | undefined;
estimatedGas: string;
}
export interface PriceComparisonsReport {

View File

@@ -8,18 +8,16 @@ import { ContractArtifact } from 'ethereum-types';
import * as ApproximateBuys from '../test/generated-artifacts/ApproximateBuys.json';
import * as BalanceChecker from '../test/generated-artifacts/BalanceChecker.json';
import * as BalancerSampler from '../test/generated-artifacts/BalancerSampler.json';
import * as BalancerV2BatchSampler from '../test/generated-artifacts/BalancerV2BatchSampler.json';
import * as BalancerV2Common from '../test/generated-artifacts/BalancerV2Common.json';
import * as BalancerV2Sampler from '../test/generated-artifacts/BalancerV2Sampler.json';
import * as BancorSampler from '../test/generated-artifacts/BancorSampler.json';
import * as CompoundSampler from '../test/generated-artifacts/CompoundSampler.json';
import * as CurveSampler from '../test/generated-artifacts/CurveSampler.json';
import * as DODOSampler from '../test/generated-artifacts/DODOSampler.json';
import * as DODOV2Sampler from '../test/generated-artifacts/DODOV2Sampler.json';
import * as DummyLiquidityProvider from '../test/generated-artifacts/DummyLiquidityProvider.json';
import * as ERC20BridgeSampler from '../test/generated-artifacts/ERC20BridgeSampler.json';
import * as FakeTaker from '../test/generated-artifacts/FakeTaker.json';
import * as IBalancer from '../test/generated-artifacts/IBalancer.json';
import * as IBalancerV2Vault from '../test/generated-artifacts/IBalancerV2Vault.json';
import * as IBancor from '../test/generated-artifacts/IBancor.json';
import * as ICurve from '../test/generated-artifacts/ICurve.json';
import * as IKyberNetwork from '../test/generated-artifacts/IKyberNetwork.json';
@@ -37,10 +35,12 @@ import * as LiquidityProviderSampler from '../test/generated-artifacts/Liquidity
import * as MakerPSMSampler from '../test/generated-artifacts/MakerPSMSampler.json';
import * as MooniswapSampler from '../test/generated-artifacts/MooniswapSampler.json';
import * as MStableSampler from '../test/generated-artifacts/MStableSampler.json';
import * as MultiBridgeSampler from '../test/generated-artifacts/MultiBridgeSampler.json';
import * as NativeOrderSampler from '../test/generated-artifacts/NativeOrderSampler.json';
import * as SamplerUtils from '../test/generated-artifacts/SamplerUtils.json';
import * as ShellSampler from '../test/generated-artifacts/ShellSampler.json';
import * as SmoothySampler from '../test/generated-artifacts/SmoothySampler.json';
import * as TestERC20BridgeSampler from '../test/generated-artifacts/TestERC20BridgeSampler.json';
import * as TestNativeOrderSampler from '../test/generated-artifacts/TestNativeOrderSampler.json';
import * as TwoHopSampler from '../test/generated-artifacts/TwoHopSampler.json';
import * as UniswapSampler from '../test/generated-artifacts/UniswapSampler.json';
@@ -51,8 +51,6 @@ export const artifacts = {
ApproximateBuys: ApproximateBuys as ContractArtifact,
BalanceChecker: BalanceChecker as ContractArtifact,
BalancerSampler: BalancerSampler as ContractArtifact,
BalancerV2BatchSampler: BalancerV2BatchSampler as ContractArtifact,
BalancerV2Common: BalancerV2Common as ContractArtifact,
BalancerV2Sampler: BalancerV2Sampler as ContractArtifact,
BancorSampler: BancorSampler as ContractArtifact,
CompoundSampler: CompoundSampler as ContractArtifact,
@@ -68,6 +66,7 @@ export const artifacts = {
MStableSampler: MStableSampler as ContractArtifact,
MakerPSMSampler: MakerPSMSampler as ContractArtifact,
MooniswapSampler: MooniswapSampler as ContractArtifact,
MultiBridgeSampler: MultiBridgeSampler as ContractArtifact,
NativeOrderSampler: NativeOrderSampler as ContractArtifact,
SamplerUtils: SamplerUtils as ContractArtifact,
ShellSampler: ShellSampler as ContractArtifact,
@@ -78,7 +77,6 @@ export const artifacts = {
UniswapV3Sampler: UniswapV3Sampler as ContractArtifact,
UtilitySampler: UtilitySampler as ContractArtifact,
IBalancer: IBalancer as ContractArtifact,
IBalancerV2Vault: IBalancerV2Vault as ContractArtifact,
IBancor: IBancor as ContractArtifact,
ICurve: ICurve as ContractArtifact,
IKyberNetwork: IKyberNetwork as ContractArtifact,
@@ -89,5 +87,7 @@ export const artifacts = {
ISmoothy: ISmoothy as ContractArtifact,
IUniswapExchangeQuotes: IUniswapExchangeQuotes as ContractArtifact,
IUniswapV2Router01: IUniswapV2Router01 as ContractArtifact,
DummyLiquidityProvider: DummyLiquidityProvider as ContractArtifact,
TestERC20BridgeSampler: TestERC20BridgeSampler as ContractArtifact,
TestNativeOrderSampler: TestNativeOrderSampler as ContractArtifact,
};

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@@ -66,7 +66,6 @@ const buyMarketSideLiquidity: MarketSideLiquidity = {
},
quoteSourceFilters: new SourceFilters(),
isRfqSupported: false,
blockNumber: 1337420,
};
const sellMarketSideLiquidity: MarketSideLiquidity = {
@@ -88,7 +87,6 @@ const sellMarketSideLiquidity: MarketSideLiquidity = {
},
quoteSourceFilters: new SourceFilters(),
isRfqSupported: false,
blockNumber: 1337420,
};
describe('getComparisonPrices', async () => {

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@@ -125,7 +125,6 @@ describe('ExchangeProxySwapQuoteConsumer', () => {
gas: Math.floor(Math.random() * 8e6),
protocolFeeInWeiAmount: getRandomAmount(),
feeTakerTokenAmount: getRandomAmount(),
slippage: 0,
},
worstCaseQuoteInfo: {
makerAmount: makerTokenFillAmount,
@@ -134,14 +133,12 @@ describe('ExchangeProxySwapQuoteConsumer', () => {
gas: Math.floor(Math.random() * 8e6),
protocolFeeInWeiAmount: getRandomAmount(),
feeTakerTokenAmount: getRandomAmount(),
slippage: 0,
},
makerAmountPerEth: getRandomInteger(1, 1e9),
takerAmountPerEth: getRandomInteger(1, 1e9),
...(side === MarketOperation.Buy
? { type: MarketOperation.Buy, makerTokenFillAmount }
: { type: MarketOperation.Sell, takerTokenFillAmount }),
blockNumber: 1337420,
};
}

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@@ -483,8 +483,7 @@ describe('MarketOperationUtils tests', () => {
});
it('queries `numSamples` samples', async () => {
// neon-router requires at least 3 samples
const numSamples = _.random(3, NUM_SAMPLES);
const numSamples = _.random(1, NUM_SAMPLES);
let actualNumSamples = 0;
replaceSamplerOps({
getSellQuotes: (sources, makerToken, takerToken, amounts, wethAddress) => {
@@ -502,7 +501,6 @@ describe('MarketOperationUtils tests', () => {
await getMarketSellOrdersAsync(marketOperationUtils, ORDERS, FILL_AMOUNT, {
...DEFAULT_OPTS,
numSamples,
neonRouterNumSamples: numSamples,
});
expect(actualNumSamples).eq(numSamples);
});
@@ -748,7 +746,6 @@ describe('MarketOperationUtils tests', () => {
],
},
isRfqSupported: true,
blockNumber: 1337420,
};
});
const result = await mockedMarketOpUtils.object.getOptimizerResultAsync(
@@ -1081,8 +1078,7 @@ describe('MarketOperationUtils tests', () => {
const ETH_TO_MAKER_RATE = 1.5;
// TODO: disabled as this is not supported by neon-router
it.skip('factors in fees for native orders', async () => {
it('factors in fees for native orders', async () => {
// Native orders will have the best rates but have fees,
// dropping their effective rates.
const nativeFeeRate = 0.06;
@@ -1185,9 +1181,7 @@ describe('MarketOperationUtils tests', () => {
expect(orderSources.sort()).to.deep.eq(expectedSources.sort());
});
// NOTE: Currently fallbacks for native orders are disabled
// TODO: remove this if we remove fallbacks completely
it.skip('does not create a fallback if below maxFallbackSlippage', async () => {
it('does not create a fallback if below maxFallbackSlippage', async () => {
const rates: RatesBySource = {};
rates[ERC20BridgeSource.Native] = [1, 1, 0.01, 0.01];
rates[ERC20BridgeSource.Uniswap] = [1, 1, 0.01, 0.01];
@@ -1331,8 +1325,7 @@ describe('MarketOperationUtils tests', () => {
});
it('queries `numSamples` samples', async () => {
// neon-router requires at least 3 samples
const numSamples = _.random(3, 16);
const numSamples = _.random(1, 16);
let actualNumSamples = 0;
replaceSamplerOps({
getBuyQuotes: (sources, makerToken, takerToken, amounts, wethAddress) => {
@@ -1350,8 +1343,6 @@ describe('MarketOperationUtils tests', () => {
await getMarketBuyOrdersAsync(marketOperationUtils, ORDERS, FILL_AMOUNT, {
...DEFAULT_OPTS,
numSamples,
// Make sure to use same number of samples in neon-router for compatibility
neonRouterNumSamples: numSamples,
});
expect(actualNumSamples).eq(numSamples);
});
@@ -1503,8 +1494,7 @@ describe('MarketOperationUtils tests', () => {
}
});
// TODO: disabled as this is not supported by neon-router
it.skip('can mix convex sources', async () => {
it('can mix convex sources', async () => {
const rates: RatesBySource = { ...ZERO_RATES };
rates[ERC20BridgeSource.Native] = [0.4, 0.3, 0.2, 0.1];
rates[ERC20BridgeSource.Uniswap] = [0.5, 0.05, 0.05, 0.05];
@@ -1531,8 +1521,7 @@ describe('MarketOperationUtils tests', () => {
const ETH_TO_TAKER_RATE = 1.5;
// TODO: disabled as this is not supported by neon-router
it.skip('factors in fees for native orders', async () => {
it('factors in fees for native orders', async () => {
// Native orders will have the best rates but have fees,
// dropping their effective rates.
const nativeFeeRate = 0.06;
@@ -1609,9 +1598,7 @@ describe('MarketOperationUtils tests', () => {
expect(orderSources.sort()).to.deep.eq(expectedSources.sort());
});
// NOTE: Currently fallbacks for native orders are disabled
// TODO: remove this if we remove fallbacks completely
it.skip('does not create a fallback if below maxFallbackSlippage', async () => {
it('does not create a fallback if below maxFallbackSlippage', async () => {
const rates: RatesBySource = { ...ZERO_RATES };
rates[ERC20BridgeSource.Native] = [1, 1, 0.01, 0.01];
rates[ERC20BridgeSource.Uniswap] = [1, 1, 0.01, 0.01];

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@@ -24,7 +24,6 @@ export async function getFullyFillableSwapQuoteWithNoFeesAsync(
totalTakerAmount: takerAmount,
protocolFeeInWeiAmount: protocolFeePerOrder.times(orders.length),
gas: 200e3,
slippage: 0,
};
const breakdown = {
@@ -44,7 +43,6 @@ export async function getFullyFillableSwapQuoteWithNoFeesAsync(
makerAmountPerEth: constants.ZERO_AMOUNT,
makerTokenDecimals: 18,
takerTokenDecimals: 18,
blockNumber: 1337420,
};
if (operation === MarketOperation.Buy) {

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@@ -6,18 +6,16 @@
export * from '../test/generated-wrappers/approximate_buys';
export * from '../test/generated-wrappers/balance_checker';
export * from '../test/generated-wrappers/balancer_sampler';
export * from '../test/generated-wrappers/balancer_v2_batch_sampler';
export * from '../test/generated-wrappers/balancer_v2_common';
export * from '../test/generated-wrappers/balancer_v2_sampler';
export * from '../test/generated-wrappers/bancor_sampler';
export * from '../test/generated-wrappers/compound_sampler';
export * from '../test/generated-wrappers/curve_sampler';
export * from '../test/generated-wrappers/d_o_d_o_sampler';
export * from '../test/generated-wrappers/d_o_d_o_v2_sampler';
export * from '../test/generated-wrappers/dummy_liquidity_provider';
export * from '../test/generated-wrappers/erc20_bridge_sampler';
export * from '../test/generated-wrappers/fake_taker';
export * from '../test/generated-wrappers/i_balancer';
export * from '../test/generated-wrappers/i_balancer_v2_vault';
export * from '../test/generated-wrappers/i_bancor';
export * from '../test/generated-wrappers/i_curve';
export * from '../test/generated-wrappers/i_kyber_network';
@@ -35,10 +33,12 @@ export * from '../test/generated-wrappers/liquidity_provider_sampler';
export * from '../test/generated-wrappers/m_stable_sampler';
export * from '../test/generated-wrappers/maker_p_s_m_sampler';
export * from '../test/generated-wrappers/mooniswap_sampler';
export * from '../test/generated-wrappers/multi_bridge_sampler';
export * from '../test/generated-wrappers/native_order_sampler';
export * from '../test/generated-wrappers/sampler_utils';
export * from '../test/generated-wrappers/shell_sampler';
export * from '../test/generated-wrappers/smoothy_sampler';
export * from '../test/generated-wrappers/test_erc20_bridge_sampler';
export * from '../test/generated-wrappers/test_native_order_sampler';
export * from '../test/generated-wrappers/two_hop_sampler';
export * from '../test/generated-wrappers/uniswap_sampler';

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@@ -9,18 +9,16 @@
"test/generated-artifacts/ApproximateBuys.json",
"test/generated-artifacts/BalanceChecker.json",
"test/generated-artifacts/BalancerSampler.json",
"test/generated-artifacts/BalancerV2BatchSampler.json",
"test/generated-artifacts/BalancerV2Common.json",
"test/generated-artifacts/BalancerV2Sampler.json",
"test/generated-artifacts/BancorSampler.json",
"test/generated-artifacts/CompoundSampler.json",
"test/generated-artifacts/CurveSampler.json",
"test/generated-artifacts/DODOSampler.json",
"test/generated-artifacts/DODOV2Sampler.json",
"test/generated-artifacts/DummyLiquidityProvider.json",
"test/generated-artifacts/ERC20BridgeSampler.json",
"test/generated-artifacts/FakeTaker.json",
"test/generated-artifacts/IBalancer.json",
"test/generated-artifacts/IBalancerV2Vault.json",
"test/generated-artifacts/IBancor.json",
"test/generated-artifacts/ICurve.json",
"test/generated-artifacts/IKyberNetwork.json",
@@ -38,10 +36,12 @@
"test/generated-artifacts/MStableSampler.json",
"test/generated-artifacts/MakerPSMSampler.json",
"test/generated-artifacts/MooniswapSampler.json",
"test/generated-artifacts/MultiBridgeSampler.json",
"test/generated-artifacts/NativeOrderSampler.json",
"test/generated-artifacts/SamplerUtils.json",
"test/generated-artifacts/ShellSampler.json",
"test/generated-artifacts/SmoothySampler.json",
"test/generated-artifacts/TestERC20BridgeSampler.json",
"test/generated-artifacts/TestNativeOrderSampler.json",
"test/generated-artifacts/TwoHopSampler.json",
"test/generated-artifacts/UniswapSampler.json",

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