Compare commits
6 Commits
@0x/contra
...
OtcOrdersI
| Author | SHA1 | Date | |
|---|---|---|---|
|
4a18c1b0f8 | ||
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3c30c92acf | ||
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cc1cc69ba5 | ||
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4f57736c82 | ||
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f466f8310f | ||
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8f5e7d7fb5 |
@@ -10,7 +10,6 @@ jobs:
|
||||
working_directory: ~/repo
|
||||
steps:
|
||||
- checkout
|
||||
- run: git submodule update --init --recursive
|
||||
- run: echo 'export PATH=$HOME/CIRCLE_PROJECT_REPONAME/node_modules/.bin:$PATH' >> $BASH_ENV
|
||||
- run:
|
||||
name: install-yarn
|
||||
@@ -78,17 +77,6 @@ jobs:
|
||||
keys:
|
||||
- repo-{{ .Environment.CIRCLE_SHA1 }}
|
||||
- run: yarn wsrun -p @0x/contracts-multisig -p @0x/contracts-utils -p @0x/contracts-exchange-libs -p @0x/contracts-erc20 -p @0x/contracts-erc721 -p @0x/contracts-erc1155 -p @0x/contracts-asset-proxy -p @0x/contracts-broker -p @0x/contracts-zero-ex -m --serial -c test:circleci
|
||||
test-foundry:
|
||||
resource_class: medium+
|
||||
docker:
|
||||
- image: ghcr.io/foundry-rs/foundry:latest
|
||||
working_directory: ~/repo/contracts/zero-ex
|
||||
steps:
|
||||
- restore_cache:
|
||||
keys:
|
||||
- repo-{{ .Environment.CIRCLE_SHA1 }}
|
||||
# - run: forge install
|
||||
- run: forge test
|
||||
test-publish:
|
||||
resource_class: large
|
||||
environment:
|
||||
@@ -193,9 +181,6 @@ workflows:
|
||||
# - test-contracts-extra-ganache:
|
||||
# requires:
|
||||
# - build
|
||||
- test-foundry:
|
||||
requires:
|
||||
- build
|
||||
- test-contracts-rest-ganache:
|
||||
requires:
|
||||
- build
|
||||
|
||||
9
.gitignore
vendored
9
.gitignore
vendored
@@ -173,15 +173,6 @@ contracts/zero-ex/test/generated-wrappers/
|
||||
contracts/treasury/generated-wrappers/
|
||||
contracts/treasury/test/generated-wrappers/
|
||||
|
||||
# foundry artifacts
|
||||
contracts/zero-ex/foundry-artifacts/
|
||||
|
||||
# foundry cache
|
||||
contracts/zero-ex/foundry-cache/
|
||||
|
||||
# typechain wrappers
|
||||
contracts/zero-ex/typechain-wrappers/
|
||||
|
||||
# Doc README copy
|
||||
packages/*/docs/README.md
|
||||
|
||||
|
||||
3
.gitmodules
vendored
3
.gitmodules
vendored
@@ -1,3 +0,0 @@
|
||||
[submodule "contracts/zero-ex/contracts/deps/forge-std"]
|
||||
path = contracts/zero-ex/contracts/deps/forge-std
|
||||
url = https://github.com/foundry-rs/forge-std
|
||||
12
CODEOWNERS
12
CODEOWNERS
@@ -6,15 +6,15 @@
|
||||
|
||||
# https://git-scm.com/docs/gitignore#_pattern_format
|
||||
|
||||
packages/asset-swapper/ @dekz @dextracker @kyu-c
|
||||
packages/asset-swapper/ @dekz @mzhu25 @dextracker @kh-chang
|
||||
|
||||
# Dev tools & setup
|
||||
|
||||
.circleci/ @dekz
|
||||
packages/contract-addresses/ @dekz @dextracker @kyu-c
|
||||
packages/contract-artifacts/ @dekz
|
||||
packages/protocol-utils/ @dekz
|
||||
.circleci/ @dekz @mzhu25
|
||||
packages/contract-addresses/ @dekz @mzhu25 @dextracker @kh-chang
|
||||
packages/contract-artifacts/ @dekz @mzhu25
|
||||
packages/protocol-utils/ @dekz @mzhu25
|
||||
|
||||
# Protocol/smart contracts
|
||||
|
||||
contracts/ @dekz @dextracker
|
||||
contracts/ @dekz @mzhu25 @dextracker
|
||||
|
||||
@@ -1,40 +1,4 @@
|
||||
[
|
||||
{
|
||||
"timestamp": 1660093941,
|
||||
"version": "3.3.36",
|
||||
"changes": [
|
||||
{
|
||||
"note": "Dependencies updated"
|
||||
}
|
||||
]
|
||||
},
|
||||
{
|
||||
"timestamp": 1660073235,
|
||||
"version": "3.3.35",
|
||||
"changes": [
|
||||
{
|
||||
"note": "Dependencies updated"
|
||||
}
|
||||
]
|
||||
},
|
||||
{
|
||||
"timestamp": 1659750766,
|
||||
"version": "3.3.34",
|
||||
"changes": [
|
||||
{
|
||||
"note": "Dependencies updated"
|
||||
}
|
||||
]
|
||||
},
|
||||
{
|
||||
"timestamp": 1658950329,
|
||||
"version": "3.3.33",
|
||||
"changes": [
|
||||
{
|
||||
"note": "Dependencies updated"
|
||||
}
|
||||
]
|
||||
},
|
||||
{
|
||||
"timestamp": 1655244958,
|
||||
"version": "3.3.32",
|
||||
|
||||
@@ -5,22 +5,6 @@ Edit the package's CHANGELOG.json file only.
|
||||
|
||||
CHANGELOG
|
||||
|
||||
## v3.3.36 - _August 10, 2022_
|
||||
|
||||
* Dependencies updated
|
||||
|
||||
## v3.3.35 - _August 9, 2022_
|
||||
|
||||
* Dependencies updated
|
||||
|
||||
## v3.3.34 - _August 6, 2022_
|
||||
|
||||
* Dependencies updated
|
||||
|
||||
## v3.3.33 - _July 27, 2022_
|
||||
|
||||
* Dependencies updated
|
||||
|
||||
## v3.3.32 - _June 14, 2022_
|
||||
|
||||
* Dependencies updated
|
||||
|
||||
@@ -1,6 +1,6 @@
|
||||
{
|
||||
"name": "@0x/contracts-erc20",
|
||||
"version": "3.3.36",
|
||||
"version": "3.3.32",
|
||||
"engines": {
|
||||
"node": ">=6.12"
|
||||
},
|
||||
@@ -53,8 +53,8 @@
|
||||
"devDependencies": {
|
||||
"@0x/abi-gen": "^5.8.0",
|
||||
"@0x/contracts-gen": "^2.0.46",
|
||||
"@0x/contracts-test-utils": "^5.4.27",
|
||||
"@0x/contracts-utils": "^4.8.17",
|
||||
"@0x/contracts-test-utils": "^5.4.23",
|
||||
"@0x/contracts-utils": "^4.8.13",
|
||||
"@0x/dev-utils": "^4.2.14",
|
||||
"@0x/sol-compiler": "^4.8.1",
|
||||
"@0x/ts-doc-gen": "^0.0.28",
|
||||
|
||||
@@ -1,40 +1,4 @@
|
||||
[
|
||||
{
|
||||
"timestamp": 1660093941,
|
||||
"version": "5.4.27",
|
||||
"changes": [
|
||||
{
|
||||
"note": "Dependencies updated"
|
||||
}
|
||||
]
|
||||
},
|
||||
{
|
||||
"timestamp": 1660073235,
|
||||
"version": "5.4.26",
|
||||
"changes": [
|
||||
{
|
||||
"note": "Dependencies updated"
|
||||
}
|
||||
]
|
||||
},
|
||||
{
|
||||
"timestamp": 1659750766,
|
||||
"version": "5.4.25",
|
||||
"changes": [
|
||||
{
|
||||
"note": "Dependencies updated"
|
||||
}
|
||||
]
|
||||
},
|
||||
{
|
||||
"timestamp": 1658950329,
|
||||
"version": "5.4.24",
|
||||
"changes": [
|
||||
{
|
||||
"note": "Dependencies updated"
|
||||
}
|
||||
]
|
||||
},
|
||||
{
|
||||
"timestamp": 1655244958,
|
||||
"version": "5.4.23",
|
||||
|
||||
@@ -5,22 +5,6 @@ Edit the package's CHANGELOG.json file only.
|
||||
|
||||
CHANGELOG
|
||||
|
||||
## v5.4.27 - _August 10, 2022_
|
||||
|
||||
* Dependencies updated
|
||||
|
||||
## v5.4.26 - _August 9, 2022_
|
||||
|
||||
* Dependencies updated
|
||||
|
||||
## v5.4.25 - _August 6, 2022_
|
||||
|
||||
* Dependencies updated
|
||||
|
||||
## v5.4.24 - _July 27, 2022_
|
||||
|
||||
* Dependencies updated
|
||||
|
||||
## v5.4.23 - _June 14, 2022_
|
||||
|
||||
* Dependencies updated
|
||||
|
||||
@@ -1,6 +1,6 @@
|
||||
{
|
||||
"name": "@0x/contracts-test-utils",
|
||||
"version": "5.4.27",
|
||||
"version": "5.4.23",
|
||||
"engines": {
|
||||
"node": ">=6.12"
|
||||
},
|
||||
@@ -44,7 +44,7 @@
|
||||
"dependencies": {
|
||||
"@0x/assert": "^3.0.34",
|
||||
"@0x/base-contract": "^6.5.0",
|
||||
"@0x/contract-addresses": "^6.19.2",
|
||||
"@0x/contract-addresses": "^6.16.0",
|
||||
"@0x/dev-utils": "^4.2.14",
|
||||
"@0x/json-schemas": "^6.4.4",
|
||||
"@0x/order-utils": "^10.4.28",
|
||||
|
||||
@@ -1,40 +1,4 @@
|
||||
[
|
||||
{
|
||||
"timestamp": 1660093941,
|
||||
"version": "1.4.19",
|
||||
"changes": [
|
||||
{
|
||||
"note": "Dependencies updated"
|
||||
}
|
||||
]
|
||||
},
|
||||
{
|
||||
"timestamp": 1660073235,
|
||||
"version": "1.4.18",
|
||||
"changes": [
|
||||
{
|
||||
"note": "Dependencies updated"
|
||||
}
|
||||
]
|
||||
},
|
||||
{
|
||||
"timestamp": 1659750766,
|
||||
"version": "1.4.17",
|
||||
"changes": [
|
||||
{
|
||||
"note": "Dependencies updated"
|
||||
}
|
||||
]
|
||||
},
|
||||
{
|
||||
"timestamp": 1658950329,
|
||||
"version": "1.4.16",
|
||||
"changes": [
|
||||
{
|
||||
"note": "Dependencies updated"
|
||||
}
|
||||
]
|
||||
},
|
||||
{
|
||||
"timestamp": 1655244958,
|
||||
"version": "1.4.15",
|
||||
|
||||
@@ -5,22 +5,6 @@ Edit the package's CHANGELOG.json file only.
|
||||
|
||||
CHANGELOG
|
||||
|
||||
## v1.4.19 - _August 10, 2022_
|
||||
|
||||
* Dependencies updated
|
||||
|
||||
## v1.4.18 - _August 9, 2022_
|
||||
|
||||
* Dependencies updated
|
||||
|
||||
## v1.4.17 - _August 6, 2022_
|
||||
|
||||
* Dependencies updated
|
||||
|
||||
## v1.4.16 - _July 27, 2022_
|
||||
|
||||
* Dependencies updated
|
||||
|
||||
## v1.4.15 - _June 14, 2022_
|
||||
|
||||
* Dependencies updated
|
||||
|
||||
@@ -1,6 +1,6 @@
|
||||
{
|
||||
"name": "@0x/contracts-treasury",
|
||||
"version": "1.4.19",
|
||||
"version": "1.4.15",
|
||||
"engines": {
|
||||
"node": ">=6.12"
|
||||
},
|
||||
@@ -47,12 +47,12 @@
|
||||
"homepage": "https://github.com/0xProject/protocol/tree/main/contracts/treasury",
|
||||
"devDependencies": {
|
||||
"@0x/abi-gen": "^5.8.0",
|
||||
"@0x/contract-addresses": "^6.19.2",
|
||||
"@0x/contract-addresses": "^6.16.0",
|
||||
"@0x/contracts-asset-proxy": "^3.7.19",
|
||||
"@0x/contracts-erc20": "^3.3.36",
|
||||
"@0x/contracts-erc20": "^3.3.32",
|
||||
"@0x/contracts-gen": "^2.0.46",
|
||||
"@0x/contracts-staking": "^2.0.45",
|
||||
"@0x/contracts-test-utils": "^5.4.27",
|
||||
"@0x/contracts-test-utils": "^5.4.23",
|
||||
"@0x/sol-compiler": "^4.8.1",
|
||||
"@0x/ts-doc-gen": "^0.0.28",
|
||||
"@0x/tslint-config": "^4.1.4",
|
||||
@@ -73,7 +73,7 @@
|
||||
},
|
||||
"dependencies": {
|
||||
"@0x/base-contract": "^6.5.0",
|
||||
"@0x/protocol-utils": "^11.16.3",
|
||||
"@0x/protocol-utils": "^11.15.0",
|
||||
"@0x/subproviders": "^6.6.5",
|
||||
"@0x/types": "^3.3.6",
|
||||
"@0x/typescript-typings": "^5.3.1",
|
||||
|
||||
@@ -1,40 +1,4 @@
|
||||
[
|
||||
{
|
||||
"timestamp": 1660093941,
|
||||
"version": "4.8.17",
|
||||
"changes": [
|
||||
{
|
||||
"note": "Dependencies updated"
|
||||
}
|
||||
]
|
||||
},
|
||||
{
|
||||
"timestamp": 1660073235,
|
||||
"version": "4.8.16",
|
||||
"changes": [
|
||||
{
|
||||
"note": "Dependencies updated"
|
||||
}
|
||||
]
|
||||
},
|
||||
{
|
||||
"timestamp": 1659750766,
|
||||
"version": "4.8.15",
|
||||
"changes": [
|
||||
{
|
||||
"note": "Dependencies updated"
|
||||
}
|
||||
]
|
||||
},
|
||||
{
|
||||
"timestamp": 1658950329,
|
||||
"version": "4.8.14",
|
||||
"changes": [
|
||||
{
|
||||
"note": "Dependencies updated"
|
||||
}
|
||||
]
|
||||
},
|
||||
{
|
||||
"timestamp": 1655244958,
|
||||
"version": "4.8.13",
|
||||
|
||||
@@ -5,22 +5,6 @@ Edit the package's CHANGELOG.json file only.
|
||||
|
||||
CHANGELOG
|
||||
|
||||
## v4.8.17 - _August 10, 2022_
|
||||
|
||||
* Dependencies updated
|
||||
|
||||
## v4.8.16 - _August 9, 2022_
|
||||
|
||||
* Dependencies updated
|
||||
|
||||
## v4.8.15 - _August 6, 2022_
|
||||
|
||||
* Dependencies updated
|
||||
|
||||
## v4.8.14 - _July 27, 2022_
|
||||
|
||||
* Dependencies updated
|
||||
|
||||
## v4.8.13 - _June 14, 2022_
|
||||
|
||||
* Dependencies updated
|
||||
|
||||
@@ -1,6 +1,6 @@
|
||||
{
|
||||
"name": "@0x/contracts-utils",
|
||||
"version": "4.8.17",
|
||||
"version": "4.8.13",
|
||||
"engines": {
|
||||
"node": ">=6.12"
|
||||
},
|
||||
@@ -52,7 +52,7 @@
|
||||
"devDependencies": {
|
||||
"@0x/abi-gen": "^5.8.0",
|
||||
"@0x/contracts-gen": "^2.0.46",
|
||||
"@0x/contracts-test-utils": "^5.4.27",
|
||||
"@0x/contracts-test-utils": "^5.4.23",
|
||||
"@0x/dev-utils": "^4.2.14",
|
||||
"@0x/order-utils": "^10.4.28",
|
||||
"@0x/sol-compiler": "^4.8.1",
|
||||
|
||||
@@ -1,42 +1,4 @@
|
||||
[
|
||||
{
|
||||
"timestamp": 1660093941,
|
||||
"version": "0.36.3",
|
||||
"changes": [
|
||||
{
|
||||
"note": "Dependencies updated"
|
||||
}
|
||||
]
|
||||
},
|
||||
{
|
||||
"version": "0.36.2",
|
||||
"changes": [
|
||||
{
|
||||
"note": "Add Foundry support",
|
||||
"pr": 534
|
||||
}
|
||||
],
|
||||
"timestamp": 1659976271
|
||||
},
|
||||
{
|
||||
"timestamp": 1659750766,
|
||||
"version": "0.36.1",
|
||||
"changes": [
|
||||
{
|
||||
"note": "Dependencies updated"
|
||||
}
|
||||
]
|
||||
},
|
||||
{
|
||||
"version": "0.36.0",
|
||||
"changes": [
|
||||
{
|
||||
"note": "Add Synthetix support in Ethereum and Optimism bridge adapters",
|
||||
"pr": 518
|
||||
}
|
||||
],
|
||||
"timestamp": 1658950329
|
||||
},
|
||||
{
|
||||
"version": "0.35.0",
|
||||
"changes": [
|
||||
|
||||
@@ -5,22 +5,6 @@ Edit the package's CHANGELOG.json file only.
|
||||
|
||||
CHANGELOG
|
||||
|
||||
## v0.36.3 - _August 10, 2022_
|
||||
|
||||
* Dependencies updated
|
||||
|
||||
## v0.36.2 - _August 8, 2022_
|
||||
|
||||
* Add Foundry support (#534)
|
||||
|
||||
## v0.36.1 - _August 6, 2022_
|
||||
|
||||
* Dependencies updated
|
||||
|
||||
## v0.36.0 - _July 27, 2022_
|
||||
|
||||
* Add Synthetix support in Ethereum and Optimism bridge adapters (#518)
|
||||
|
||||
## v0.35.0 - _June 14, 2022_
|
||||
|
||||
* Adds support for Velodrome OptimismBridgeAdapter (#494)
|
||||
|
||||
@@ -2,10 +2,6 @@
|
||||
|
||||
This package contains contracts for the ZeroEx extensible contract architecture.
|
||||
|
||||
> **_NOTE:_** This repo is undergoing a tooling change. If adding a contract, you will need to
|
||||
> add it to `compiler.json`. You can generate the entire list by running the following:
|
||||
> `find . -type f -name "*.sol" | grep -v foundry | grep -v "contracts/dep" | grep -v "node_modules"`
|
||||
|
||||
## Installation
|
||||
|
||||
**Install**
|
||||
|
||||
@@ -1,212 +1,6 @@
|
||||
{
|
||||
"artifactsDir": "./test/generated-artifacts",
|
||||
"contractsDir": "./contracts",
|
||||
"contracts": [
|
||||
"./contracts/src/IZeroEx.sol",
|
||||
"./contracts/src/ZeroEx.sol",
|
||||
"./contracts/src/ZeroExOptimized.sol",
|
||||
"./contracts/src/errors/LibCommonRichErrors.sol",
|
||||
"./contracts/src/errors/LibLiquidityProviderRichErrors.sol",
|
||||
"./contracts/src/errors/LibMetaTransactionsRichErrors.sol",
|
||||
"./contracts/src/errors/LibNFTOrdersRichErrors.sol",
|
||||
"./contracts/src/errors/LibNativeOrdersRichErrors.sol",
|
||||
"./contracts/src/errors/LibOwnableRichErrors.sol",
|
||||
"./contracts/src/errors/LibProxyRichErrors.sol",
|
||||
"./contracts/src/errors/LibSignatureRichErrors.sol",
|
||||
"./contracts/src/errors/LibSimpleFunctionRegistryRichErrors.sol",
|
||||
"./contracts/src/errors/LibTransformERC20RichErrors.sol",
|
||||
"./contracts/src/errors/LibWalletRichErrors.sol",
|
||||
"./contracts/src/external/FeeCollector.sol",
|
||||
"./contracts/src/external/FeeCollectorController.sol",
|
||||
"./contracts/src/external/FlashWallet.sol",
|
||||
"./contracts/src/external/IFlashWallet.sol",
|
||||
"./contracts/src/external/ILiquidityProviderSandbox.sol",
|
||||
"./contracts/src/external/LibFeeCollector.sol",
|
||||
"./contracts/src/external/LiquidityProviderSandbox.sol",
|
||||
"./contracts/src/external/PermissionlessTransformerDeployer.sol",
|
||||
"./contracts/src/external/TransformerDeployer.sol",
|
||||
"./contracts/src/features/BatchFillNativeOrdersFeature.sol",
|
||||
"./contracts/src/features/BootstrapFeature.sol",
|
||||
"./contracts/src/features/ERC165Feature.sol",
|
||||
"./contracts/src/features/FundRecoveryFeature.sol",
|
||||
"./contracts/src/features/LiquidityProviderFeature.sol",
|
||||
"./contracts/src/features/MetaTransactionsFeature.sol",
|
||||
"./contracts/src/features/NativeOrdersFeature.sol",
|
||||
"./contracts/src/features/OtcOrdersFeature.sol",
|
||||
"./contracts/src/features/OwnableFeature.sol",
|
||||
"./contracts/src/features/PancakeSwapFeature.sol",
|
||||
"./contracts/src/features/SimpleFunctionRegistryFeature.sol",
|
||||
"./contracts/src/features/TransformERC20Feature.sol",
|
||||
"./contracts/src/features/UniswapFeature.sol",
|
||||
"./contracts/src/features/UniswapV3Feature.sol",
|
||||
"./contracts/src/features/interfaces/IBatchFillNativeOrdersFeature.sol",
|
||||
"./contracts/src/features/interfaces/IBootstrapFeature.sol",
|
||||
"./contracts/src/features/interfaces/IERC1155OrdersFeature.sol",
|
||||
"./contracts/src/features/interfaces/IERC165Feature.sol",
|
||||
"./contracts/src/features/interfaces/IERC721OrdersFeature.sol",
|
||||
"./contracts/src/features/interfaces/IFeature.sol",
|
||||
"./contracts/src/features/interfaces/IFundRecoveryFeature.sol",
|
||||
"./contracts/src/features/interfaces/ILiquidityProviderFeature.sol",
|
||||
"./contracts/src/features/interfaces/IMetaTransactionsFeature.sol",
|
||||
"./contracts/src/features/interfaces/IMultiplexFeature.sol",
|
||||
"./contracts/src/features/interfaces/INativeOrdersEvents.sol",
|
||||
"./contracts/src/features/interfaces/INativeOrdersFeature.sol",
|
||||
"./contracts/src/features/interfaces/IOtcOrdersFeature.sol",
|
||||
"./contracts/src/features/interfaces/IOwnableFeature.sol",
|
||||
"./contracts/src/features/interfaces/IPancakeSwapFeature.sol",
|
||||
"./contracts/src/features/interfaces/ISimpleFunctionRegistryFeature.sol",
|
||||
"./contracts/src/features/interfaces/ITokenSpenderFeature.sol",
|
||||
"./contracts/src/features/interfaces/ITransformERC20Feature.sol",
|
||||
"./contracts/src/features/interfaces/IUniswapFeature.sol",
|
||||
"./contracts/src/features/interfaces/IUniswapV3Feature.sol",
|
||||
"./contracts/src/features/libs/LibNFTOrder.sol",
|
||||
"./contracts/src/features/libs/LibNativeOrder.sol",
|
||||
"./contracts/src/features/libs/LibSignature.sol",
|
||||
"./contracts/src/features/multiplex/MultiplexFeature.sol",
|
||||
"./contracts/src/features/multiplex/MultiplexLiquidityProvider.sol",
|
||||
"./contracts/src/features/multiplex/MultiplexOtc.sol",
|
||||
"./contracts/src/features/multiplex/MultiplexRfq.sol",
|
||||
"./contracts/src/features/multiplex/MultiplexTransformERC20.sol",
|
||||
"./contracts/src/features/multiplex/MultiplexUniswapV2.sol",
|
||||
"./contracts/src/features/multiplex/MultiplexUniswapV3.sol",
|
||||
"./contracts/src/features/native_orders/NativeOrdersCancellation.sol",
|
||||
"./contracts/src/features/native_orders/NativeOrdersInfo.sol",
|
||||
"./contracts/src/features/native_orders/NativeOrdersProtocolFees.sol",
|
||||
"./contracts/src/features/native_orders/NativeOrdersSettlement.sol",
|
||||
"./contracts/src/features/nft_orders/ERC1155OrdersFeature.sol",
|
||||
"./contracts/src/features/nft_orders/ERC721OrdersFeature.sol",
|
||||
"./contracts/src/features/nft_orders/NFTOrders.sol",
|
||||
"./contracts/src/fixins/FixinCommon.sol",
|
||||
"./contracts/src/fixins/FixinEIP712.sol",
|
||||
"./contracts/src/fixins/FixinERC1155Spender.sol",
|
||||
"./contracts/src/fixins/FixinERC721Spender.sol",
|
||||
"./contracts/src/fixins/FixinProtocolFees.sol",
|
||||
"./contracts/src/fixins/FixinReentrancyGuard.sol",
|
||||
"./contracts/src/fixins/FixinTokenSpender.sol",
|
||||
"./contracts/src/liquidity-providers/CurveLiquidityProvider.sol",
|
||||
"./contracts/src/liquidity-providers/MooniswapLiquidityProvider.sol",
|
||||
"./contracts/src/migrations/FullMigration.sol",
|
||||
"./contracts/src/migrations/InitialMigration.sol",
|
||||
"./contracts/src/migrations/LibBootstrap.sol",
|
||||
"./contracts/src/migrations/LibMigrate.sol",
|
||||
"./contracts/src/storage/LibERC1155OrdersStorage.sol",
|
||||
"./contracts/src/storage/LibERC721OrdersStorage.sol",
|
||||
"./contracts/src/storage/LibMetaTransactionsStorage.sol",
|
||||
"./contracts/src/storage/LibNativeOrdersStorage.sol",
|
||||
"./contracts/src/storage/LibOtcOrdersStorage.sol",
|
||||
"./contracts/src/storage/LibOwnableStorage.sol",
|
||||
"./contracts/src/storage/LibProxyStorage.sol",
|
||||
"./contracts/src/storage/LibReentrancyGuardStorage.sol",
|
||||
"./contracts/src/storage/LibSimpleFunctionRegistryStorage.sol",
|
||||
"./contracts/src/storage/LibStorage.sol",
|
||||
"./contracts/src/storage/LibTransformERC20Storage.sol",
|
||||
"./contracts/src/transformers/AffiliateFeeTransformer.sol",
|
||||
"./contracts/src/transformers/FillQuoteTransformer.sol",
|
||||
"./contracts/src/transformers/IERC20Transformer.sol",
|
||||
"./contracts/src/transformers/LibERC20Transformer.sol",
|
||||
"./contracts/src/transformers/LogMetadataTransformer.sol",
|
||||
"./contracts/src/transformers/PayTakerTransformer.sol",
|
||||
"./contracts/src/transformers/PositiveSlippageFeeTransformer.sol",
|
||||
"./contracts/src/transformers/Transformer.sol",
|
||||
"./contracts/src/transformers/WethTransformer.sol",
|
||||
"./contracts/src/transformers/bridges/AbstractBridgeAdapter.sol",
|
||||
"./contracts/src/transformers/bridges/AvalancheBridgeAdapter.sol",
|
||||
"./contracts/src/transformers/bridges/BSCBridgeAdapter.sol",
|
||||
"./contracts/src/transformers/bridges/BridgeProtocols.sol",
|
||||
"./contracts/src/transformers/bridges/CeloBridgeAdapter.sol",
|
||||
"./contracts/src/transformers/bridges/EthereumBridgeAdapter.sol",
|
||||
"./contracts/src/transformers/bridges/FantomBridgeAdapter.sol",
|
||||
"./contracts/src/transformers/bridges/IBridgeAdapter.sol",
|
||||
"./contracts/src/transformers/bridges/OptimismBridgeAdapter.sol",
|
||||
"./contracts/src/transformers/bridges/PolygonBridgeAdapter.sol",
|
||||
"./contracts/src/transformers/bridges/mixins/MixinAaveV2.sol",
|
||||
"./contracts/src/transformers/bridges/mixins/MixinBalancer.sol",
|
||||
"./contracts/src/transformers/bridges/mixins/MixinBalancerV2.sol",
|
||||
"./contracts/src/transformers/bridges/mixins/MixinBalancerV2Batch.sol",
|
||||
"./contracts/src/transformers/bridges/mixins/MixinBancor.sol",
|
||||
"./contracts/src/transformers/bridges/mixins/MixinBancorV3.sol",
|
||||
"./contracts/src/transformers/bridges/mixins/MixinCompound.sol",
|
||||
"./contracts/src/transformers/bridges/mixins/MixinCryptoCom.sol",
|
||||
"./contracts/src/transformers/bridges/mixins/MixinCurve.sol",
|
||||
"./contracts/src/transformers/bridges/mixins/MixinCurveV2.sol",
|
||||
"./contracts/src/transformers/bridges/mixins/MixinDodo.sol",
|
||||
"./contracts/src/transformers/bridges/mixins/MixinDodoV2.sol",
|
||||
"./contracts/src/transformers/bridges/mixins/MixinGMX.sol",
|
||||
"./contracts/src/transformers/bridges/mixins/MixinKyberDmm.sol",
|
||||
"./contracts/src/transformers/bridges/mixins/MixinLido.sol",
|
||||
"./contracts/src/transformers/bridges/mixins/MixinMStable.sol",
|
||||
"./contracts/src/transformers/bridges/mixins/MixinMakerPSM.sol",
|
||||
"./contracts/src/transformers/bridges/mixins/MixinMooniswap.sol",
|
||||
"./contracts/src/transformers/bridges/mixins/MixinNerve.sol",
|
||||
"./contracts/src/transformers/bridges/mixins/MixinPlatypus.sol",
|
||||
"./contracts/src/transformers/bridges/mixins/MixinShell.sol",
|
||||
"./contracts/src/transformers/bridges/mixins/MixinSynthetix.sol",
|
||||
"./contracts/src/transformers/bridges/mixins/MixinUniswap.sol",
|
||||
"./contracts/src/transformers/bridges/mixins/MixinUniswapV2.sol",
|
||||
"./contracts/src/transformers/bridges/mixins/MixinUniswapV3.sol",
|
||||
"./contracts/src/transformers/bridges/mixins/MixinVelodrome.sol",
|
||||
"./contracts/src/transformers/bridges/mixins/MixinZeroExBridge.sol",
|
||||
"./contracts/src/vendor/IERC1155Token.sol",
|
||||
"./contracts/src/vendor/IERC721Token.sol",
|
||||
"./contracts/src/vendor/IFeeRecipient.sol",
|
||||
"./contracts/src/vendor/ILiquidityProvider.sol",
|
||||
"./contracts/src/vendor/IMooniswapPool.sol",
|
||||
"./contracts/src/vendor/IPropertyValidator.sol",
|
||||
"./contracts/src/vendor/ITakerCallback.sol",
|
||||
"./contracts/src/vendor/IUniswapV2Pair.sol",
|
||||
"./contracts/src/vendor/IUniswapV3Pool.sol",
|
||||
"./contracts/src/vendor/v3/IERC20Bridge.sol",
|
||||
"./contracts/src/vendor/v3/IStaking.sol",
|
||||
"./contracts/test/ITestSimpleFunctionRegistryFeature.sol",
|
||||
"./contracts/test/TestBridge.sol",
|
||||
"./contracts/test/TestCallTarget.sol",
|
||||
"./contracts/test/TestDelegateCaller.sol",
|
||||
"./contracts/test/TestFeeCollectorController.sol",
|
||||
"./contracts/test/TestFeeRecipient.sol",
|
||||
"./contracts/test/TestFillQuoteTransformerBridge.sol",
|
||||
"./contracts/test/TestFillQuoteTransformerExchange.sol",
|
||||
"./contracts/test/TestFillQuoteTransformerHost.sol",
|
||||
"./contracts/test/TestFixinProtocolFees.sol",
|
||||
"./contracts/test/TestFixinTokenSpender.sol",
|
||||
"./contracts/test/TestFullMigration.sol",
|
||||
"./contracts/test/TestInitialMigration.sol",
|
||||
"./contracts/test/TestLibNativeOrder.sol",
|
||||
"./contracts/test/TestLibSignature.sol",
|
||||
"./contracts/test/TestMetaTransactionsNativeOrdersFeature.sol",
|
||||
"./contracts/test/TestMetaTransactionsTransformERC20Feature.sol",
|
||||
"./contracts/test/TestMigrator.sol",
|
||||
"./contracts/test/TestMintTokenERC20Transformer.sol",
|
||||
"./contracts/test/TestNFTOrderPresigner.sol",
|
||||
"./contracts/test/TestNativeOrdersFeature.sol",
|
||||
"./contracts/test/TestNoEthRecipient.sol",
|
||||
"./contracts/test/TestOrderSignerRegistryWithContractWallet.sol",
|
||||
"./contracts/test/TestPermissionlessTransformerDeployerSuicidal.sol",
|
||||
"./contracts/test/TestPermissionlessTransformerDeployerTransformer.sol",
|
||||
"./contracts/test/TestPropertyValidator.sol",
|
||||
"./contracts/test/TestRfqOriginRegistration.sol",
|
||||
"./contracts/test/TestSimpleFunctionRegistryFeatureImpl1.sol",
|
||||
"./contracts/test/TestSimpleFunctionRegistryFeatureImpl2.sol",
|
||||
"./contracts/test/TestStaking.sol",
|
||||
"./contracts/test/TestTransformERC20.sol",
|
||||
"./contracts/test/TestTransformerBase.sol",
|
||||
"./contracts/test/TestTransformerDeployerTransformer.sol",
|
||||
"./contracts/test/TestTransformerHost.sol",
|
||||
"./contracts/test/TestUniswapV3Feature.sol",
|
||||
"./contracts/test/TestWethTransformerHost.sol",
|
||||
"./contracts/test/TestZeroExFeature.sol",
|
||||
"./contracts/test/integration/TestCurve.sol",
|
||||
"./contracts/test/integration/TestLiquidityProvider.sol",
|
||||
"./contracts/test/integration/TestMooniswap.sol",
|
||||
"./contracts/test/integration/TestUniswapV2Factory.sol",
|
||||
"./contracts/test/integration/TestUniswapV2Pool.sol",
|
||||
"./contracts/test/integration/TestUniswapV3Factory.sol",
|
||||
"./contracts/test/integration/TestUniswapV3Pool.sol",
|
||||
"./contracts/test/tokens/TestMintableERC1155Token.sol",
|
||||
"./contracts/test/tokens/TestMintableERC20Token.sol",
|
||||
"./contracts/test/tokens/TestMintableERC721Token.sol",
|
||||
"./contracts/test/tokens/TestTokenSpenderERC20Token.sol",
|
||||
"./contracts/test/tokens/TestWeth.sol"
|
||||
],
|
||||
"useDockerisedSolc": false,
|
||||
"isOfflineMode": false,
|
||||
"shouldSaveStandardInput": true,
|
||||
|
||||
Submodule contracts/zero-ex/contracts/deps/forge-std deleted from 1680d7fb3e
@@ -31,6 +31,7 @@ import "../features/libs/LibNativeOrder.sol";
|
||||
import "./bridges/IBridgeAdapter.sol";
|
||||
import "./Transformer.sol";
|
||||
import "./LibERC20Transformer.sol";
|
||||
import "../IZeroEx.sol";
|
||||
|
||||
/// @dev A transformer that fills an ERC20 market sell/buy quote.
|
||||
/// This transformer shortcuts bridge orders and fills them directly
|
||||
@@ -52,7 +53,8 @@ contract FillQuoteTransformer is
|
||||
enum OrderType {
|
||||
Bridge,
|
||||
Limit,
|
||||
Rfq
|
||||
Rfq,
|
||||
Otc
|
||||
}
|
||||
|
||||
struct LimitOrderInfo {
|
||||
@@ -69,6 +71,13 @@ contract FillQuoteTransformer is
|
||||
uint256 maxTakerTokenFillAmount;
|
||||
}
|
||||
|
||||
struct OtcOrderInfo {
|
||||
LibNativeOrder.OtcOrder order;
|
||||
LibSignature.Signature signature;
|
||||
// Maximum taker token amount of this limit order to fill.
|
||||
uint256 maxTakerTokenFillAmount;
|
||||
}
|
||||
|
||||
/// @dev Transform data to ABI-encode and pass into `transform()`.
|
||||
struct TransformData {
|
||||
// Whether we are performing a market sell or buy.
|
||||
@@ -86,6 +95,8 @@ contract FillQuoteTransformer is
|
||||
LimitOrderInfo[] limitOrders;
|
||||
// Native RFQ orders. Sorted by fill sequence.
|
||||
RfqOrderInfo[] rfqOrders;
|
||||
// Otc orders. Sorted by fill sequence.
|
||||
OtcOrderInfo[] otcOrders;
|
||||
|
||||
// The sequence to fill the orders in. Each item will fill the next
|
||||
// order of that type in either `bridgeOrders`, `limitOrders`,
|
||||
@@ -123,7 +134,7 @@ contract FillQuoteTransformer is
|
||||
uint256 soldAmount;
|
||||
uint256 protocolFee;
|
||||
uint256 takerTokenBalanceRemaining;
|
||||
uint256[3] currentIndices;
|
||||
uint256[4] currentIndices;
|
||||
OrderType currentOrderType;
|
||||
}
|
||||
|
||||
@@ -147,12 +158,12 @@ contract FillQuoteTransformer is
|
||||
IBridgeAdapter public immutable bridgeAdapter;
|
||||
|
||||
/// @dev The exchange proxy contract.
|
||||
INativeOrdersFeature public immutable zeroEx;
|
||||
IZeroEx public immutable zeroEx;
|
||||
|
||||
/// @dev Create this contract.
|
||||
/// @param bridgeAdapter_ The bridge adapter contract.
|
||||
/// @param zeroEx_ The Exchange Proxy contract.
|
||||
constructor(IBridgeAdapter bridgeAdapter_, INativeOrdersFeature zeroEx_)
|
||||
constructor(IBridgeAdapter bridgeAdapter_, IZeroEx zeroEx_)
|
||||
public
|
||||
Transformer()
|
||||
{
|
||||
@@ -183,7 +194,8 @@ contract FillQuoteTransformer is
|
||||
|
||||
if (data.bridgeOrders.length
|
||||
+ data.limitOrders.length
|
||||
+ data.rfqOrders.length != data.fillSequence.length
|
||||
+ data.rfqOrders.length
|
||||
+ data.otcOrders.length != data.fillSequence.length
|
||||
) {
|
||||
LibTransformERC20RichErrors.InvalidTransformDataError(
|
||||
LibTransformERC20RichErrors.InvalidTransformDataErrorCode.INVALID_ARRAY_LENGTH,
|
||||
@@ -198,9 +210,10 @@ contract FillQuoteTransformer is
|
||||
|
||||
// Approve the exchange proxy to spend our sell tokens if native orders
|
||||
// are present.
|
||||
if (data.limitOrders.length + data.rfqOrders.length != 0) {
|
||||
if (data.limitOrders.length + data.rfqOrders.length + data.otcOrders.length != 0) {
|
||||
data.sellToken.approveIfBelow(address(zeroEx), data.fillAmount);
|
||||
// Compute the protocol fee if a limit order is present.
|
||||
|
||||
if (data.limitOrders.length != 0) {
|
||||
state.protocolFee = uint256(zeroEx.getProtocolFeeMultiplier())
|
||||
.safeMul(tx.gasprice);
|
||||
@@ -222,6 +235,7 @@ contract FillQuoteTransformer is
|
||||
|
||||
state.currentOrderType = OrderType(data.fillSequence[i]);
|
||||
uint256 orderIndex = state.currentIndices[uint256(state.currentOrderType)];
|
||||
|
||||
// Fill the order.
|
||||
FillOrderResults memory results;
|
||||
if (state.currentOrderType == OrderType.Bridge) {
|
||||
@@ -230,6 +244,8 @@ contract FillQuoteTransformer is
|
||||
results = _fillLimitOrder(data.limitOrders[orderIndex], data, state);
|
||||
} else if (state.currentOrderType == OrderType.Rfq) {
|
||||
results = _fillRfqOrder(data.rfqOrders[orderIndex], data, state);
|
||||
} else if (state.currentOrderType == OrderType.Otc) {
|
||||
results = _fillOtcOrder(data.otcOrders[orderIndex], data, state);
|
||||
} else {
|
||||
revert("INVALID_ORDER_TYPE");
|
||||
}
|
||||
@@ -402,6 +418,41 @@ contract FillQuoteTransformer is
|
||||
} catch {}
|
||||
}
|
||||
|
||||
// Fill a single RFQ order.
|
||||
function _fillOtcOrder(
|
||||
OtcOrderInfo memory orderInfo,
|
||||
TransformData memory data,
|
||||
FillState memory state
|
||||
)
|
||||
private
|
||||
returns (FillOrderResults memory results)
|
||||
{
|
||||
uint256 takerTokenFillAmount = LibSafeMathV06.min256(
|
||||
_computeTakerTokenFillAmount(
|
||||
data,
|
||||
state,
|
||||
orderInfo.order.takerAmount,
|
||||
orderInfo.order.makerAmount,
|
||||
0
|
||||
),
|
||||
orderInfo.maxTakerTokenFillAmount
|
||||
);
|
||||
try
|
||||
zeroEx.fillOtcOrder
|
||||
(
|
||||
orderInfo.order,
|
||||
orderInfo.signature,
|
||||
takerTokenFillAmount.safeDowncastToUint128()
|
||||
)
|
||||
returns (uint128 takerTokenFilledAmount, uint128 makerTokenFilledAmount)
|
||||
{
|
||||
results.takerTokenSoldAmount = takerTokenFilledAmount;
|
||||
results.makerTokenBoughtAmount = makerTokenFilledAmount;
|
||||
} catch {
|
||||
revert("FillQuoteTransformer/OTC_ORDER_FILL_FAILED");
|
||||
}
|
||||
}
|
||||
|
||||
// Compute the next taker token fill amount of a generic order.
|
||||
function _computeTakerTokenFillAmount(
|
||||
TransformData memory data,
|
||||
|
||||
@@ -30,7 +30,6 @@ import "./mixins/MixinAaveV2.sol";
|
||||
import "./mixins/MixinNerve.sol";
|
||||
import "./mixins/MixinPlatypus.sol";
|
||||
import "./mixins/MixinUniswapV2.sol";
|
||||
import "./mixins/MixinWOOFi.sol";
|
||||
import "./mixins/MixinZeroExBridge.sol";
|
||||
|
||||
contract AvalancheBridgeAdapter is
|
||||
@@ -43,7 +42,6 @@ contract AvalancheBridgeAdapter is
|
||||
MixinNerve,
|
||||
MixinPlatypus,
|
||||
MixinUniswapV2,
|
||||
MixinWOOFi,
|
||||
MixinZeroExBridge
|
||||
{
|
||||
constructor(IEtherTokenV06 weth)
|
||||
@@ -122,14 +120,6 @@ contract AvalancheBridgeAdapter is
|
||||
sellAmount,
|
||||
order.bridgeData
|
||||
);
|
||||
} else if (protocolId == BridgeProtocols.WOOFI) {
|
||||
if (dryRun) { return (0, true); }
|
||||
boughtAmount = _tradeWOOFi(
|
||||
sellToken,
|
||||
buyToken,
|
||||
sellAmount,
|
||||
order.bridgeData
|
||||
);
|
||||
} else if (protocolId == BridgeProtocols.UNKNOWN) {
|
||||
if (dryRun) { return (0, true); }
|
||||
boughtAmount = _tradeZeroExBridge(
|
||||
|
||||
@@ -29,7 +29,6 @@ import "./mixins/MixinKyberDmm.sol";
|
||||
import "./mixins/MixinMooniswap.sol";
|
||||
import "./mixins/MixinNerve.sol";
|
||||
import "./mixins/MixinUniswapV2.sol";
|
||||
import "./mixins/MixinWOOFi.sol";
|
||||
import "./mixins/MixinZeroExBridge.sol";
|
||||
|
||||
contract BSCBridgeAdapter is
|
||||
@@ -41,7 +40,6 @@ contract BSCBridgeAdapter is
|
||||
MixinMooniswap,
|
||||
MixinNerve,
|
||||
MixinUniswapV2,
|
||||
MixinWOOFi,
|
||||
MixinZeroExBridge
|
||||
{
|
||||
constructor(IEtherTokenV06 weth)
|
||||
@@ -113,14 +111,6 @@ contract BSCBridgeAdapter is
|
||||
sellAmount,
|
||||
order.bridgeData
|
||||
);
|
||||
} else if (protocolId == BridgeProtocols.WOOFI) {
|
||||
if (dryRun) { return (0, true); }
|
||||
boughtAmount = _tradeWOOFi(
|
||||
sellToken,
|
||||
buyToken,
|
||||
sellAmount,
|
||||
order.bridgeData
|
||||
);
|
||||
} else if (protocolId == BridgeProtocols.UNKNOWN) {
|
||||
if (dryRun) { return (0, true); }
|
||||
boughtAmount = _tradeZeroExBridge(
|
||||
|
||||
@@ -57,6 +57,4 @@ library BridgeProtocols {
|
||||
uint128 internal constant PLATYPUS = 27;
|
||||
uint128 internal constant BANCORV3 = 28;
|
||||
uint128 internal constant VELODROME = 29;
|
||||
uint128 internal constant SYNTHETIX = 30;
|
||||
uint128 internal constant WOOFI = 31;
|
||||
}
|
||||
|
||||
@@ -37,10 +37,10 @@ import "./mixins/MixinDodoV2.sol";
|
||||
import "./mixins/MixinKyberDmm.sol";
|
||||
import "./mixins/MixinLido.sol";
|
||||
import "./mixins/MixinMakerPSM.sol";
|
||||
import "./mixins/MixinMooniswap.sol";
|
||||
import "./mixins/MixinMStable.sol";
|
||||
import "./mixins/MixinNerve.sol";
|
||||
import "./mixins/MixinShell.sol";
|
||||
import "./mixins/MixinSynthetix.sol";
|
||||
import "./mixins/MixinUniswap.sol";
|
||||
import "./mixins/MixinUniswapV2.sol";
|
||||
import "./mixins/MixinUniswapV3.sol";
|
||||
@@ -63,10 +63,10 @@ contract EthereumBridgeAdapter is
|
||||
MixinKyberDmm,
|
||||
MixinLido,
|
||||
MixinMakerPSM,
|
||||
MixinMooniswap,
|
||||
MixinMStable,
|
||||
MixinNerve,
|
||||
MixinShell,
|
||||
MixinSynthetix,
|
||||
MixinUniswap,
|
||||
MixinUniswapV2,
|
||||
MixinUniswapV3,
|
||||
@@ -79,6 +79,7 @@ contract EthereumBridgeAdapter is
|
||||
MixinCompound(weth)
|
||||
MixinCurve(weth)
|
||||
MixinLido(weth)
|
||||
MixinMooniswap(weth)
|
||||
MixinUniswap(weth)
|
||||
{}
|
||||
|
||||
@@ -162,6 +163,14 @@ contract EthereumBridgeAdapter is
|
||||
sellAmount,
|
||||
order.bridgeData
|
||||
);
|
||||
} else if (protocolId == BridgeProtocols.MOONISWAP) {
|
||||
if (dryRun) { return (0, true); }
|
||||
boughtAmount = _tradeMooniswap(
|
||||
sellToken,
|
||||
buyToken,
|
||||
sellAmount,
|
||||
order.bridgeData
|
||||
);
|
||||
} else if (protocolId == BridgeProtocols.MSTABLE) {
|
||||
if (dryRun) { return (0, true); }
|
||||
boughtAmount = _tradeMStable(
|
||||
@@ -251,12 +260,6 @@ contract EthereumBridgeAdapter is
|
||||
sellAmount,
|
||||
order.bridgeData
|
||||
);
|
||||
} else if (protocolId == BridgeProtocols.SYNTHETIX) {
|
||||
if (dryRun) { return (0, true); }
|
||||
boughtAmount = _tradeSynthetix(
|
||||
sellAmount,
|
||||
order.bridgeData
|
||||
);
|
||||
} else if (protocolId == BridgeProtocols.UNKNOWN) {
|
||||
if (dryRun) { return (0, true); }
|
||||
boughtAmount = _tradeZeroExBridge(
|
||||
|
||||
@@ -28,7 +28,6 @@ import "./mixins/MixinCurve.sol";
|
||||
import "./mixins/MixinCurveV2.sol";
|
||||
import "./mixins/MixinNerve.sol";
|
||||
import "./mixins/MixinUniswapV2.sol";
|
||||
import "./mixins/MixinWOOFi.sol";
|
||||
import "./mixins/MixinZeroExBridge.sol";
|
||||
|
||||
contract FantomBridgeAdapter is
|
||||
@@ -39,7 +38,6 @@ contract FantomBridgeAdapter is
|
||||
MixinCurveV2,
|
||||
MixinNerve,
|
||||
MixinUniswapV2,
|
||||
MixinWOOFi,
|
||||
MixinZeroExBridge
|
||||
{
|
||||
constructor(IEtherTokenV06 weth)
|
||||
@@ -105,14 +103,6 @@ contract FantomBridgeAdapter is
|
||||
sellAmount,
|
||||
order.bridgeData
|
||||
);
|
||||
} else if (protocolId == BridgeProtocols.WOOFI) {
|
||||
if (dryRun) { return (0, true); }
|
||||
boughtAmount = _tradeWOOFi(
|
||||
sellToken,
|
||||
buyToken,
|
||||
sellAmount,
|
||||
order.bridgeData
|
||||
);
|
||||
} else if (protocolId == BridgeProtocols.UNKNOWN) {
|
||||
if (dryRun) { return (0, true); }
|
||||
boughtAmount = _tradeZeroExBridge(
|
||||
|
||||
@@ -25,7 +25,6 @@ import "./BridgeProtocols.sol";
|
||||
import "./mixins/MixinCurve.sol";
|
||||
import "./mixins/MixinCurveV2.sol";
|
||||
import "./mixins/MixinNerve.sol";
|
||||
import "./mixins/MixinSynthetix.sol";
|
||||
import "./mixins/MixinUniswapV3.sol";
|
||||
import "./mixins/MixinVelodrome.sol";
|
||||
import "./mixins/MixinZeroExBridge.sol";
|
||||
@@ -35,7 +34,6 @@ contract OptimismBridgeAdapter is
|
||||
MixinCurve,
|
||||
MixinCurveV2,
|
||||
MixinNerve,
|
||||
MixinSynthetix,
|
||||
MixinUniswapV3,
|
||||
MixinVelodrome,
|
||||
MixinZeroExBridge
|
||||
@@ -95,12 +93,6 @@ contract OptimismBridgeAdapter is
|
||||
sellAmount,
|
||||
order.bridgeData
|
||||
);
|
||||
} else if (protocolId == BridgeProtocols.SYNTHETIX) {
|
||||
if (dryRun) { return (0, true); }
|
||||
boughtAmount = _tradeSynthetix(
|
||||
sellAmount,
|
||||
order.bridgeData
|
||||
);
|
||||
} else if (protocolId == BridgeProtocols.UNKNOWN) {
|
||||
if (dryRun) { return (0, true); }
|
||||
boughtAmount = _tradeZeroExBridge(
|
||||
|
||||
@@ -34,7 +34,6 @@ import "./mixins/MixinMStable.sol";
|
||||
import "./mixins/MixinNerve.sol";
|
||||
import "./mixins/MixinUniswapV2.sol";
|
||||
import "./mixins/MixinUniswapV3.sol";
|
||||
import "./mixins/MixinWOOFi.sol";
|
||||
import "./mixins/MixinZeroExBridge.sol";
|
||||
|
||||
contract PolygonBridgeAdapter is
|
||||
@@ -51,7 +50,6 @@ contract PolygonBridgeAdapter is
|
||||
MixinNerve,
|
||||
MixinUniswapV2,
|
||||
MixinUniswapV3,
|
||||
MixinWOOFi,
|
||||
MixinZeroExBridge
|
||||
{
|
||||
constructor(IEtherTokenV06 weth)
|
||||
@@ -159,14 +157,6 @@ contract PolygonBridgeAdapter is
|
||||
sellAmount,
|
||||
order.bridgeData
|
||||
);
|
||||
} else if (protocolId == BridgeProtocols.WOOFI) {
|
||||
if (dryRun) { return (0, true); }
|
||||
boughtAmount = _tradeWOOFi(
|
||||
sellToken,
|
||||
buyToken,
|
||||
sellAmount,
|
||||
order.bridgeData
|
||||
);
|
||||
} else if (protocolId == BridgeProtocols.UNKNOWN) {
|
||||
if (dryRun) { return (0, true); }
|
||||
boughtAmount = _tradeZeroExBridge(
|
||||
|
||||
@@ -1,99 +0,0 @@
|
||||
// SPDX-License-Identifier: Apache-2.0
|
||||
/*
|
||||
|
||||
Copyright 2022 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;
|
||||
|
||||
interface ISynthetix {
|
||||
// Ethereum Mainnet
|
||||
function exchangeAtomically(
|
||||
bytes32 sourceCurrencyKey,
|
||||
uint256 sourceAmount,
|
||||
bytes32 destinationCurrencyKey,
|
||||
bytes32 trackingCode,
|
||||
uint256 minAmount
|
||||
) external returns (uint256 amountReceived);
|
||||
|
||||
// Optimism
|
||||
function exchangeWithTracking(
|
||||
bytes32 sourceCurrencyKey,
|
||||
uint256 sourceAmount,
|
||||
bytes32 destinationCurrencyKey,
|
||||
address rewardAddress,
|
||||
bytes32 trackingCode
|
||||
) external returns (uint256 amountReceived);
|
||||
}
|
||||
|
||||
contract MixinSynthetix {
|
||||
address private constant rewardAddress =
|
||||
0x5C80239D97E1eB216b5c3D8fBa5DE5Be5d38e4C9;
|
||||
bytes32 constant trackingCode =
|
||||
0x3058000000000000000000000000000000000000000000000000000000000000;
|
||||
|
||||
function _tradeSynthetix(uint256 sellAmount, bytes memory bridgeData)
|
||||
public
|
||||
returns (uint256 boughtAmount)
|
||||
{
|
||||
(
|
||||
ISynthetix synthetix,
|
||||
bytes32 sourceCurrencyKey,
|
||||
bytes32 destinationCurrencyKey
|
||||
) = abi.decode(
|
||||
bridgeData,
|
||||
(ISynthetix, bytes32, bytes32)
|
||||
);
|
||||
|
||||
boughtAmount = exchange(
|
||||
synthetix,
|
||||
sourceCurrencyKey,
|
||||
destinationCurrencyKey,
|
||||
sellAmount
|
||||
);
|
||||
}
|
||||
|
||||
function exchange(
|
||||
ISynthetix synthetix,
|
||||
bytes32 sourceCurrencyKey,
|
||||
bytes32 destinationCurrencyKey,
|
||||
uint256 sellAmount
|
||||
) internal returns (uint256 boughtAmount) {
|
||||
uint256 chainId;
|
||||
assembly {
|
||||
chainId := chainid()
|
||||
}
|
||||
|
||||
if (chainId == 1) {
|
||||
boughtAmount = synthetix.exchangeAtomically(
|
||||
sourceCurrencyKey,
|
||||
sellAmount,
|
||||
destinationCurrencyKey,
|
||||
trackingCode,
|
||||
0
|
||||
);
|
||||
} else {
|
||||
boughtAmount = synthetix.exchangeWithTracking(
|
||||
sourceCurrencyKey,
|
||||
sellAmount,
|
||||
destinationCurrencyKey,
|
||||
rewardAddress,
|
||||
trackingCode
|
||||
);
|
||||
}
|
||||
}
|
||||
}
|
||||
@@ -1,136 +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;
|
||||
|
||||
import "@0x/contracts-erc20/contracts/src/v06/LibERC20TokenV06.sol";
|
||||
import "@0x/contracts-erc20/contracts/src/v06/IERC20TokenV06.sol";
|
||||
import "@0x/contracts-erc20/contracts/src/v06/IEtherTokenV06.sol";
|
||||
import "../IBridgeAdapter.sol";
|
||||
import "@0x/contracts-utils/contracts/src/v06/LibSafeMathV06.sol";
|
||||
|
||||
/// @dev WooFI pool interface.
|
||||
interface IWooPP {
|
||||
function quoteToken() external view returns (address);
|
||||
|
||||
function sellBase(
|
||||
address baseToken,
|
||||
uint256 baseAmount,
|
||||
uint256 minQuoteAmount,
|
||||
address to,
|
||||
address rebateTo
|
||||
) external returns (uint256 quoteAmount);
|
||||
|
||||
function sellQuote(
|
||||
address baseToken,
|
||||
uint256 quoteAmount,
|
||||
uint256 minBaseAmount,
|
||||
address to,
|
||||
address rebateTo
|
||||
) external returns (uint256 baseAmount);
|
||||
|
||||
/// @dev Query the amount for selling the base token amount.
|
||||
/// @param baseToken the base token to sell
|
||||
/// @param baseAmount the amount to sell
|
||||
/// @return quoteAmount the swapped quote amount
|
||||
function querySellBase(
|
||||
address baseToken,
|
||||
uint256 baseAmount
|
||||
) external view returns (uint256 quoteAmount);
|
||||
|
||||
}
|
||||
|
||||
contract MixinWOOFi{
|
||||
|
||||
using LibERC20TokenV06 for IERC20TokenV06;
|
||||
using LibERC20TokenV06 for IEtherTokenV06;
|
||||
using LibSafeMathV06 for uint256;
|
||||
|
||||
address constant rebateAddress = 0xBfdcBB4C05843163F491C24f9c0019c510786304;
|
||||
|
||||
// /// @dev Swaps an exact amount of input tokens for as many output tokens as possible.
|
||||
// /// @param _amountIn Amount of input tokens to send
|
||||
// /// @param _minAmountOut The minimum amount of output tokens that must be received for the transaction not to revert.
|
||||
// /// @param _tokenIn Input token
|
||||
// /// @param _tokenOut Output token
|
||||
// /// @param _to recipient of tokens
|
||||
// /// @param pool WOOFi pool where the swap will happen
|
||||
function _tradeWOOFi(
|
||||
IERC20TokenV06 sellToken,
|
||||
IERC20TokenV06 buyToken,
|
||||
uint256 sellAmount,
|
||||
bytes memory bridgeData
|
||||
)
|
||||
public
|
||||
returns (uint256 boughtAmount)
|
||||
{
|
||||
(IWooPP _pool) = abi.decode(bridgeData, (IWooPP));
|
||||
uint256 beforeBalance = buyToken.balanceOf(address(this));
|
||||
|
||||
sellToken.approveIfBelow(address(_pool), sellAmount);
|
||||
|
||||
_swap(
|
||||
sellAmount,
|
||||
address(sellToken),
|
||||
address(buyToken),
|
||||
_pool
|
||||
);
|
||||
boughtAmount = buyToken.balanceOf(address(this)).safeSub(beforeBalance);
|
||||
}
|
||||
|
||||
function _swap(
|
||||
uint _amountIn,
|
||||
address _tokenIn,
|
||||
address _tokenOut,
|
||||
IWooPP pool
|
||||
) internal {
|
||||
address quoteToken = pool.quoteToken();
|
||||
if (_tokenIn == quoteToken) {
|
||||
pool.sellQuote(
|
||||
_tokenOut,
|
||||
_amountIn,
|
||||
1,
|
||||
address(this),
|
||||
rebateAddress
|
||||
);
|
||||
} else if (_tokenOut == quoteToken) {
|
||||
pool.sellBase(
|
||||
_tokenIn,
|
||||
_amountIn,
|
||||
1,
|
||||
address(this),
|
||||
rebateAddress
|
||||
);
|
||||
} else {
|
||||
uint256 quoteAmount = pool.sellBase(
|
||||
_tokenIn,
|
||||
_amountIn,
|
||||
0,
|
||||
address(this),
|
||||
rebateAddress
|
||||
);
|
||||
IERC20TokenV06(pool.quoteToken()).approveIfBelow(address(pool), quoteAmount);
|
||||
pool.sellQuote(
|
||||
_tokenOut,
|
||||
quoteAmount,
|
||||
1,
|
||||
address(this),
|
||||
rebateAddress
|
||||
);
|
||||
}
|
||||
}
|
||||
|
||||
}
|
||||
@@ -1,30 +0,0 @@
|
||||
// SPDX-License-Identifier: Apache-2.0
|
||||
/*
|
||||
|
||||
Copyright 2022 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;
|
||||
|
||||
import "forge-std/Test.sol";
|
||||
|
||||
contract ContractTest is Test {
|
||||
function setUp() public {}
|
||||
|
||||
function testExample() public {
|
||||
assertTrue(true);
|
||||
}
|
||||
}
|
||||
@@ -1,8 +0,0 @@
|
||||
[default]
|
||||
src = 'contracts/src'
|
||||
out = 'foundry-artifacts'
|
||||
test = 'contracts/test/foundry'
|
||||
libs = ["contracts/deps/", "../utils/contracts/src/"]
|
||||
remappings = ['@0x/contracts-utils/=../utils/', '@0x/contracts-erc20/=../erc20/', 'src/=./contracts/src']
|
||||
cache_path = 'foundry-cache'
|
||||
optimizer_runs = 1000000
|
||||
@@ -1,6 +1,6 @@
|
||||
{
|
||||
"name": "@0x/contracts-zero-ex",
|
||||
"version": "0.36.3",
|
||||
"version": "0.35.0",
|
||||
"engines": {
|
||||
"node": ">=6.12"
|
||||
},
|
||||
@@ -38,13 +38,12 @@
|
||||
"docs:md": "ts-doc-gen --sourceDir='$PROJECT_FILES' --output=$MD_FILE_DIR --fileExtension=mdx --tsconfig=./typedoc-tsconfig.json",
|
||||
"docs:json": "typedoc --excludePrivate --excludeExternals --excludeProtected --ignoreCompilerErrors --target ES5 --tsconfig typedoc-tsconfig.json --json $JSON_FILE_PATH $PROJECT_FILES",
|
||||
"publish:private": "yarn build && gitpkg publish",
|
||||
"rollback": "node ./lib/scripts/rollback.js",
|
||||
"typechain": "typechain --target=ethers-v5 --out-dir='typechain-wrappers' './foundry-artifacts/**/*.json'"
|
||||
"rollback": "node ./lib/scripts/rollback.js"
|
||||
},
|
||||
"config": {
|
||||
"publicInterfaceContracts": "IZeroEx,ZeroEx,FullMigration,InitialMigration,IFlashWallet,IERC20Transformer,IOwnableFeature,ISimpleFunctionRegistryFeature,ITransformERC20Feature,FillQuoteTransformer,PayTakerTransformer,PositiveSlippageFeeTransformer,WethTransformer,OwnableFeature,SimpleFunctionRegistryFeature,TransformERC20Feature,AffiliateFeeTransformer,MetaTransactionsFeature,LogMetadataTransformer,LiquidityProviderFeature,ILiquidityProviderFeature,NativeOrdersFeature,INativeOrdersFeature,FeeCollectorController,FeeCollector,CurveLiquidityProvider,BatchFillNativeOrdersFeature,IBatchFillNativeOrdersFeature,MultiplexFeature,IMultiplexFeature,OtcOrdersFeature,IOtcOrdersFeature,AvalancheBridgeAdapter,BSCBridgeAdapter,CeloBridgeAdapter,EthereumBridgeAdapter,FantomBridgeAdapter,OptimismBridgeAdapter,PolygonBridgeAdapter",
|
||||
"abis:comment": "This list is auto-generated by contracts-gen. Don't edit manually.",
|
||||
"abis": "./test/generated-artifacts/@(AbstractBridgeAdapter|AffiliateFeeTransformer|AvalancheBridgeAdapter|BSCBridgeAdapter|BatchFillNativeOrdersFeature|BootstrapFeature|BridgeProtocols|CeloBridgeAdapter|CurveLiquidityProvider|ERC1155OrdersFeature|ERC165Feature|ERC721OrdersFeature|EthereumBridgeAdapter|FantomBridgeAdapter|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|MixinBancorV3|MixinCompound|MixinCryptoCom|MixinCurve|MixinCurveV2|MixinDodo|MixinDodoV2|MixinGMX|MixinKyberDmm|MixinLido|MixinMStable|MixinMakerPSM|MixinMooniswap|MixinNerve|MixinPlatypus|MixinShell|MixinSynthetix|MixinUniswap|MixinUniswapV2|MixinUniswapV3|MixinVelodrome|MixinZeroExBridge|MooniswapLiquidityProvider|MultiplexFeature|MultiplexLiquidityProvider|MultiplexOtc|MultiplexRfq|MultiplexTransformERC20|MultiplexUniswapV2|MultiplexUniswapV3|NFTOrders|NativeOrdersCancellation|NativeOrdersFeature|NativeOrdersInfo|NativeOrdersProtocolFees|NativeOrdersSettlement|OptimismBridgeAdapter|OtcOrdersFeature|OwnableFeature|PancakeSwapFeature|PayTakerTransformer|PermissionlessTransformerDeployer|PolygonBridgeAdapter|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/@(AbstractBridgeAdapter|AffiliateFeeTransformer|AvalancheBridgeAdapter|BSCBridgeAdapter|BatchFillNativeOrdersFeature|BootstrapFeature|BridgeProtocols|CeloBridgeAdapter|CurveLiquidityProvider|ERC1155OrdersFeature|ERC165Feature|ERC721OrdersFeature|EthereumBridgeAdapter|FantomBridgeAdapter|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|MixinBancorV3|MixinCompound|MixinCryptoCom|MixinCurve|MixinCurveV2|MixinDodo|MixinDodoV2|MixinGMX|MixinKyberDmm|MixinLido|MixinMStable|MixinMakerPSM|MixinMooniswap|MixinNerve|MixinPlatypus|MixinShell|MixinUniswap|MixinUniswapV2|MixinUniswapV3|MixinVelodrome|MixinZeroExBridge|MooniswapLiquidityProvider|MultiplexFeature|MultiplexLiquidityProvider|MultiplexOtc|MultiplexRfq|MultiplexTransformERC20|MultiplexUniswapV2|MultiplexUniswapV3|NFTOrders|NativeOrdersCancellation|NativeOrdersFeature|NativeOrdersInfo|NativeOrdersProtocolFees|NativeOrdersSettlement|OptimismBridgeAdapter|OtcOrdersFeature|OwnableFeature|PancakeSwapFeature|PayTakerTransformer|PermissionlessTransformerDeployer|PolygonBridgeAdapter|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",
|
||||
@@ -57,16 +56,15 @@
|
||||
"homepage": "https://github.com/0xProject/protocol/tree/main/contracts/zero-ex",
|
||||
"devDependencies": {
|
||||
"@0x/abi-gen": "^5.8.0",
|
||||
"@0x/contract-addresses": "^6.19.2",
|
||||
"@0x/contracts-erc20": "^3.3.36",
|
||||
"@0x/contract-addresses": "^6.16.0",
|
||||
"@0x/contracts-erc20": "^3.3.32",
|
||||
"@0x/contracts-gen": "^2.0.46",
|
||||
"@0x/contracts-test-utils": "^5.4.27",
|
||||
"@0x/contracts-test-utils": "^5.4.23",
|
||||
"@0x/dev-utils": "^4.2.14",
|
||||
"@0x/order-utils": "^10.4.28",
|
||||
"@0x/sol-compiler": "^4.8.1",
|
||||
"@0x/ts-doc-gen": "^0.0.28",
|
||||
"@0x/tslint-config": "^4.1.4",
|
||||
"@typechain/ethers-v5": "^10.0.0",
|
||||
"@types/isomorphic-fetch": "^0.0.35",
|
||||
"@types/lodash": "4.14.104",
|
||||
"@types/mocha": "^5.2.7",
|
||||
@@ -80,13 +78,12 @@
|
||||
"solhint": "^1.4.1",
|
||||
"truffle": "^5.0.32",
|
||||
"tslint": "5.11.0",
|
||||
"typechain": "^8.0.0",
|
||||
"typedoc": "~0.16.11",
|
||||
"typescript": "4.6.3"
|
||||
},
|
||||
"dependencies": {
|
||||
"@0x/base-contract": "^6.5.0",
|
||||
"@0x/protocol-utils": "^11.16.3",
|
||||
"@0x/protocol-utils": "^11.15.0",
|
||||
"@0x/subproviders": "^6.6.5",
|
||||
"@0x/types": "^3.3.6",
|
||||
"@0x/typescript-typings": "^5.3.1",
|
||||
|
||||
@@ -124,7 +124,6 @@ import * as MixinMStable from '../test/generated-artifacts/MixinMStable.json';
|
||||
import * as MixinNerve from '../test/generated-artifacts/MixinNerve.json';
|
||||
import * as MixinPlatypus from '../test/generated-artifacts/MixinPlatypus.json';
|
||||
import * as MixinShell from '../test/generated-artifacts/MixinShell.json';
|
||||
import * as MixinSynthetix from '../test/generated-artifacts/MixinSynthetix.json';
|
||||
import * as MixinUniswap from '../test/generated-artifacts/MixinUniswap.json';
|
||||
import * as MixinUniswapV2 from '../test/generated-artifacts/MixinUniswapV2.json';
|
||||
import * as MixinUniswapV3 from '../test/generated-artifacts/MixinUniswapV3.json';
|
||||
@@ -348,7 +347,6 @@ export const artifacts = {
|
||||
MixinNerve: MixinNerve as ContractArtifact,
|
||||
MixinPlatypus: MixinPlatypus as ContractArtifact,
|
||||
MixinShell: MixinShell as ContractArtifact,
|
||||
MixinSynthetix: MixinSynthetix as ContractArtifact,
|
||||
MixinUniswap: MixinUniswap as ContractArtifact,
|
||||
MixinUniswapV2: MixinUniswapV2 as ContractArtifact,
|
||||
MixinUniswapV3: MixinUniswapV3 as ContractArtifact,
|
||||
|
||||
@@ -12,10 +12,13 @@ import {
|
||||
FillQuoteTransformerData,
|
||||
FillQuoteTransformerLimitOrderInfo,
|
||||
FillQuoteTransformerOrderType as OrderType,
|
||||
FillQuoteTransformerOtcOrderInfo,
|
||||
FillQuoteTransformerRfqOrderInfo,
|
||||
FillQuoteTransformerSide as Side,
|
||||
LimitOrder,
|
||||
LimitOrderFields,
|
||||
OtcOrder,
|
||||
OtcOrderFields,
|
||||
RfqOrder,
|
||||
RfqOrderFields,
|
||||
Signature,
|
||||
@@ -26,7 +29,7 @@ import * as _ from 'lodash';
|
||||
|
||||
import { artifacts } from '../artifacts';
|
||||
import { TestFillQuoteTransformerBridgeContract } from '../generated-wrappers/test_fill_quote_transformer_bridge';
|
||||
import { getRandomLimitOrder, getRandomRfqOrder } from '../utils/orders';
|
||||
import { getRandomLimitOrder, getRandomOtcOrder, getRandomRfqOrder } from '../utils/orders';
|
||||
import {
|
||||
EthereumBridgeAdapterContract,
|
||||
FillQuoteTransformerContract,
|
||||
@@ -142,6 +145,18 @@ blockchainTests.resets('FillQuoteTransformer', env => {
|
||||
};
|
||||
}
|
||||
|
||||
function createOtcOrder(fields: Partial<OtcOrderFields> = {}): OtcOrder {
|
||||
return getRandomOtcOrder({
|
||||
makerToken: makerToken.address,
|
||||
takerToken: takerToken.address,
|
||||
makerAmount: getRandomInteger('0.1e18', '1e18'),
|
||||
takerAmount: getRandomInteger('0.1e18', '1e18'),
|
||||
maker,
|
||||
taker,
|
||||
...fields,
|
||||
});
|
||||
}
|
||||
|
||||
function createOrderSignature(preFilledTakerAmount: Numberish = 0): Signature {
|
||||
return {
|
||||
// The r field of the signature is the pre-filled amount.
|
||||
@@ -254,6 +269,24 @@ blockchainTests.resets('FillQuoteTransformer', env => {
|
||||
};
|
||||
}
|
||||
|
||||
function fillOtcOrder(oi: FillQuoteTransformerOtcOrderInfo): FillOrderResults {
|
||||
const preFilledTakerAmount = orderSignatureToPreFilledTakerAmount(oi.signature);
|
||||
if (preFilledTakerAmount.gte(oi.order.takerAmount) || preFilledTakerAmount.eq(REVERT_AMOUNT)) {
|
||||
return EMPTY_FILL_ORDER_RESULTS;
|
||||
}
|
||||
const takerTokenFillAmount = BigNumber.min(
|
||||
computeTakerTokenFillAmount(oi.order.takerAmount, oi.order.makerAmount),
|
||||
oi.order.takerAmount.minus(preFilledTakerAmount),
|
||||
oi.maxTakerTokenFillAmount,
|
||||
);
|
||||
const fillRatio = takerTokenFillAmount.div(oi.order.takerAmount);
|
||||
return {
|
||||
...EMPTY_FILL_ORDER_RESULTS,
|
||||
takerTokenSoldAmount: takerTokenFillAmount,
|
||||
makerTokenBoughtAmount: fillRatio.times(oi.order.makerAmount).integerValue(BigNumber.ROUND_DOWN),
|
||||
};
|
||||
}
|
||||
|
||||
function fillRfqOrder(oi: FillQuoteTransformerRfqOrderInfo): FillOrderResults {
|
||||
const preFilledTakerAmount = orderSignatureToPreFilledTakerAmount(oi.signature);
|
||||
if (preFilledTakerAmount.gte(oi.order.takerAmount) || preFilledTakerAmount.eq(REVERT_AMOUNT)) {
|
||||
@@ -296,6 +329,11 @@ blockchainTests.resets('FillQuoteTransformer', env => {
|
||||
results = fillLimitOrder(data.limitOrders[orderIndices[orderType]]);
|
||||
}
|
||||
break;
|
||||
case OrderType.Otc:
|
||||
{
|
||||
results = fillOtcOrder(data.otcOrders[orderIndices[orderType]]);
|
||||
}
|
||||
break;
|
||||
case OrderType.Rfq:
|
||||
{
|
||||
results = fillRfqOrder(data.rfqOrders[orderIndices[orderType]]);
|
||||
@@ -393,6 +431,7 @@ blockchainTests.resets('FillQuoteTransformer', env => {
|
||||
buyToken: makerToken.address,
|
||||
bridgeOrders: [],
|
||||
limitOrders: [],
|
||||
otcOrders: [],
|
||||
rfqOrders: [],
|
||||
fillSequence: [],
|
||||
fillAmount: MAX_UINT256,
|
||||
@@ -447,7 +486,7 @@ blockchainTests.resets('FillQuoteTransformer', env => {
|
||||
}
|
||||
|
||||
describe('sell quotes', () => {
|
||||
it('can fully sell to a single bridge order with -1 fillAmount', async () => {
|
||||
it.only('can fully sell to a single bridge order with -1 fillAmount', async () => {
|
||||
const bridgeOrders = [createBridgeOrder()];
|
||||
const data = createTransformData({
|
||||
bridgeOrders,
|
||||
@@ -624,6 +663,24 @@ blockchainTests.resets('FillQuoteTransformer', env => {
|
||||
return assertFinalBalancesAsync(qfr);
|
||||
});
|
||||
|
||||
it('can fully sell to a single OTC order', async () => {
|
||||
const otcOrders = [createOtcOrder()];
|
||||
const data = createTransformData({
|
||||
otcOrders: otcOrders.map(o => ({
|
||||
order: o,
|
||||
maxTakerTokenFillAmount: MAX_UINT256,
|
||||
signature: createOrderSignature(),
|
||||
})),
|
||||
fillAmount: BigNumber.sum(...otcOrders.map(o => o.takerAmount)),
|
||||
fillSequence: otcOrders.map(() => OrderType.Rfq),
|
||||
});
|
||||
const qfr = getExpectedQuoteFillResults(data, createSimulationState());
|
||||
await executeTransformAsync({
|
||||
data,
|
||||
takerTokenBalance: qfr.takerTokensSpent,
|
||||
});
|
||||
return assertFinalBalancesAsync(qfr);
|
||||
});
|
||||
it('can fully sell to a single RFQ order', async () => {
|
||||
const rfqOrders = [createRfqOrder()];
|
||||
const data = createTransformData({
|
||||
@@ -1117,6 +1174,30 @@ blockchainTests.resets('FillQuoteTransformer', env => {
|
||||
return assertFinalBalancesAsync(qfr);
|
||||
});
|
||||
|
||||
it('can fully buy to a single OTC order', async () => {
|
||||
const otcOrders = [createOtcOrder()];
|
||||
const totalTakerTokens = BigNumber.sum(...otcOrders.map(o => o.takerAmount));
|
||||
const data = createTransformData({
|
||||
side: Side.Buy,
|
||||
otcOrders: otcOrders.map(o => ({
|
||||
order: o,
|
||||
maxTakerTokenFillAmount: MAX_UINT256,
|
||||
signature: createOrderSignature(),
|
||||
})),
|
||||
fillAmount: BigNumber.sum(...otcOrders.map(o => o.makerAmount)),
|
||||
fillSequence: otcOrders.map(() => OrderType.Rfq),
|
||||
});
|
||||
const qfr = getExpectedQuoteFillResults(
|
||||
data,
|
||||
createSimulationState({ takerTokenBalance: totalTakerTokens }),
|
||||
);
|
||||
await executeTransformAsync({
|
||||
data,
|
||||
takerTokenBalance: qfr.takerTokensSpent,
|
||||
});
|
||||
return assertFinalBalancesAsync(qfr);
|
||||
});
|
||||
|
||||
it('can fully buy to a single RFQ order', async () => {
|
||||
const rfqOrders = [createRfqOrder()];
|
||||
const totalTakerTokens = BigNumber.sum(...rfqOrders.map(o => o.takerAmount));
|
||||
|
||||
@@ -122,7 +122,6 @@ export * from '../test/generated-wrappers/mixin_mooniswap';
|
||||
export * from '../test/generated-wrappers/mixin_nerve';
|
||||
export * from '../test/generated-wrappers/mixin_platypus';
|
||||
export * from '../test/generated-wrappers/mixin_shell';
|
||||
export * from '../test/generated-wrappers/mixin_synthetix';
|
||||
export * from '../test/generated-wrappers/mixin_uniswap';
|
||||
export * from '../test/generated-wrappers/mixin_uniswap_v2';
|
||||
export * from '../test/generated-wrappers/mixin_uniswap_v3';
|
||||
|
||||
@@ -161,7 +161,6 @@
|
||||
"test/generated-artifacts/MixinNerve.json",
|
||||
"test/generated-artifacts/MixinPlatypus.json",
|
||||
"test/generated-artifacts/MixinShell.json",
|
||||
"test/generated-artifacts/MixinSynthetix.json",
|
||||
"test/generated-artifacts/MixinUniswap.json",
|
||||
"test/generated-artifacts/MixinUniswapV2.json",
|
||||
"test/generated-artifacts/MixinUniswapV3.json",
|
||||
|
||||
@@ -1,74 +1,12 @@
|
||||
[
|
||||
{
|
||||
"timestamp": 1660093941,
|
||||
"version": "16.66.3",
|
||||
"changes": [
|
||||
{
|
||||
"note": "Dependencies updated"
|
||||
}
|
||||
]
|
||||
},
|
||||
{
|
||||
"version": "16.66.2",
|
||||
"changes": [
|
||||
{
|
||||
"note": "Upgrade dependency",
|
||||
"pr": 543
|
||||
}
|
||||
],
|
||||
"timestamp": 1660073235
|
||||
},
|
||||
{
|
||||
"version": "16.66.1",
|
||||
"changes": [
|
||||
{
|
||||
"note": "Upgrade dependency",
|
||||
"pr": 538
|
||||
}
|
||||
],
|
||||
"timestamp": 1659926840
|
||||
},
|
||||
{
|
||||
"version": "16.66.0",
|
||||
"changes": [
|
||||
{
|
||||
"note": "Add WOOFi support",
|
||||
"pr": 513
|
||||
}
|
||||
],
|
||||
"timestamp": 1659750766
|
||||
},
|
||||
{
|
||||
"version": "16.65.0",
|
||||
"changes": [
|
||||
{
|
||||
"note": "Use 0x gas api instead of eth gas station api",
|
||||
"pr": 532
|
||||
}
|
||||
],
|
||||
"timestamp": 1659391840
|
||||
},
|
||||
{
|
||||
"version": "16.64.0",
|
||||
"changes": [
|
||||
{
|
||||
"note": "Refactor `TokenAdjacency` and `TokenAdjacencyBuilder`",
|
||||
"pr": 517
|
||||
},
|
||||
{
|
||||
"note": "Add Synthetix support`",
|
||||
"pr": 518
|
||||
},
|
||||
{
|
||||
"note": "Replace Beethoven X subgraph URL",
|
||||
"pr": 519
|
||||
},
|
||||
{
|
||||
"note": "Remove Mooniswap on Ethereum mainnet",
|
||||
"pr": 529
|
||||
"note": "Add support for OTC orders in the fillQuoteTransformer",
|
||||
"pr": 516
|
||||
}
|
||||
],
|
||||
"timestamp": 1658950329
|
||||
]
|
||||
},
|
||||
{
|
||||
"version": "16.63.1",
|
||||
|
||||
@@ -5,33 +5,6 @@ Edit the package's CHANGELOG.json file only.
|
||||
|
||||
CHANGELOG
|
||||
|
||||
## v16.66.3 - _August 10, 2022_
|
||||
|
||||
* Dependencies updated
|
||||
|
||||
## v16.66.2 - _August 9, 2022_
|
||||
|
||||
* Upgrade dependency (#543)
|
||||
|
||||
## v16.66.1 - _August 8, 2022_
|
||||
|
||||
* Upgrade dependency (#538)
|
||||
|
||||
## v16.66.0 - _August 6, 2022_
|
||||
|
||||
* Add WOOFi support (#513)
|
||||
|
||||
## v16.65.0 - _August 1, 2022_
|
||||
|
||||
* Use 0x gas api instead of eth gas station api (#532)
|
||||
|
||||
## v16.64.0 - _July 27, 2022_
|
||||
|
||||
* Refactor `TokenAdjacency` and `TokenAdjacencyBuilder` (#517)
|
||||
* Add Synthetix support` (#518)
|
||||
* Replace Beethoven X subgraph URL (#519)
|
||||
* Remove Mooniswap on Ethereum mainnet (#529)
|
||||
|
||||
## v16.63.1 - _July 12, 2022_
|
||||
|
||||
* Better error handling for balancer cache (#515)
|
||||
|
||||
@@ -39,13 +39,11 @@ import "./MooniswapSampler.sol";
|
||||
import "./NativeOrderSampler.sol";
|
||||
import "./PlatypusSampler.sol";
|
||||
import "./ShellSampler.sol";
|
||||
import "./SynthetixSampler.sol";
|
||||
import "./TwoHopSampler.sol";
|
||||
import "./UniswapSampler.sol";
|
||||
import "./UniswapV2Sampler.sol";
|
||||
import "./UniswapV3Sampler.sol";
|
||||
import "./VelodromeSampler.sol";
|
||||
import "./WooPPSampler.sol";
|
||||
import "./UtilitySampler.sol";
|
||||
|
||||
|
||||
@@ -69,13 +67,11 @@ contract ERC20BridgeSampler is
|
||||
NativeOrderSampler,
|
||||
PlatypusSampler,
|
||||
ShellSampler,
|
||||
SynthetixSampler,
|
||||
TwoHopSampler,
|
||||
UniswapSampler,
|
||||
UniswapV2Sampler,
|
||||
UniswapV3Sampler,
|
||||
VelodromeSampler,
|
||||
WooPPSampler,
|
||||
UtilitySampler
|
||||
{
|
||||
|
||||
|
||||
@@ -1,173 +0,0 @@
|
||||
// SPDX-License-Identifier: Apache-2.0
|
||||
/*
|
||||
|
||||
Copyright 2022 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;
|
||||
|
||||
interface IReadProxyAddressResolver {
|
||||
function target() external view returns (address);
|
||||
}
|
||||
|
||||
interface IAddressResolver {
|
||||
function getAddress(bytes32 name) external view returns (address);
|
||||
}
|
||||
|
||||
interface IExchanger {
|
||||
// Ethereum Mainnet
|
||||
function getAmountsForAtomicExchange(
|
||||
uint256 sourceAmount,
|
||||
bytes32 sourceCurrencyKey,
|
||||
bytes32 destinationCurrencyKey
|
||||
)
|
||||
external
|
||||
view
|
||||
returns (
|
||||
uint256 amountReceived,
|
||||
uint256 fee,
|
||||
uint256 exchangeFeeRate
|
||||
);
|
||||
|
||||
// Optimism
|
||||
function getAmountsForExchange(
|
||||
uint256 sourceAmount,
|
||||
bytes32 sourceCurrencyKey,
|
||||
bytes32 destinationCurrencyKey
|
||||
)
|
||||
external
|
||||
view
|
||||
returns (
|
||||
uint256 amountReceived,
|
||||
uint256 fee,
|
||||
uint256 exchangeFeeRate
|
||||
);
|
||||
}
|
||||
|
||||
contract SynthetixSampler {
|
||||
|
||||
/// @dev Sample sell quotes from Synthetix Atomic Swap.
|
||||
/// @param takerTokenSymbol Symbol (currency key) of the taker token (what to sell).
|
||||
/// @param makerTokenSymbol Symbol (currency key) of the maker token (what to buy).
|
||||
/// @param takerTokenAmounts Taker token sell amount for each sample (sorted in ascending order).
|
||||
/// @return synthetix Synthetix address.
|
||||
/// @return makerTokenAmounts Maker amounts bought at each taker token amount.
|
||||
function sampleSellsFromSynthetix(
|
||||
IReadProxyAddressResolver readProxy,
|
||||
bytes32 takerTokenSymbol,
|
||||
bytes32 makerTokenSymbol,
|
||||
uint256[] memory takerTokenAmounts
|
||||
) public view returns (address synthetix, uint256[] memory makerTokenAmounts) {
|
||||
synthetix = getSynthetixAddress(readProxy);
|
||||
uint256 numSamples = takerTokenAmounts.length;
|
||||
makerTokenAmounts = new uint256[](numSamples);
|
||||
if (numSamples == 0) {
|
||||
return (synthetix, makerTokenAmounts);
|
||||
}
|
||||
|
||||
makerTokenAmounts[0] = exchange(
|
||||
readProxy,
|
||||
takerTokenAmounts[0],
|
||||
takerTokenSymbol,
|
||||
makerTokenSymbol
|
||||
);
|
||||
|
||||
// Synthetix atomic swap has a fixed rate. Calculate the rest based on the first value (and save gas).
|
||||
for (uint256 i = 1; i < numSamples; i++) {
|
||||
makerTokenAmounts[i] =
|
||||
(makerTokenAmounts[0] * takerTokenAmounts[i]) /
|
||||
takerTokenAmounts[0];
|
||||
}
|
||||
}
|
||||
|
||||
/// @dev Sample buy quotes from Synthetix Atomic Swap.
|
||||
/// @param takerTokenSymbol Symbol (currency key) of the taker token (what to sell).
|
||||
/// @param makerTokenSymbol Symbol (currency key) of the maker token (what to buy).
|
||||
/// @param makerTokenAmounts Maker token buy amount for each sample (sorted in ascending order).
|
||||
/// @return synthetix Synthetix address.
|
||||
/// @return takerTokenAmounts Taker amounts sold at each maker token amount.
|
||||
function sampleBuysFromSynthetix(
|
||||
IReadProxyAddressResolver readProxy,
|
||||
bytes32 takerTokenSymbol,
|
||||
bytes32 makerTokenSymbol,
|
||||
uint256[] memory makerTokenAmounts
|
||||
) public view returns (address synthetix, uint256[] memory takerTokenAmounts) {
|
||||
synthetix = getSynthetixAddress(readProxy);
|
||||
// Since Synthetix atomic have a fixed rate, we can pick any reasonablely size takerTokenAmount (fixed to 1 ether here) and calculate the rest.
|
||||
uint256 amountReceivedForEther = exchange(
|
||||
readProxy,
|
||||
1 ether,
|
||||
takerTokenSymbol,
|
||||
makerTokenSymbol
|
||||
);
|
||||
|
||||
uint256 numSamples = makerTokenAmounts.length;
|
||||
takerTokenAmounts = new uint256[](numSamples);
|
||||
|
||||
for (uint256 i = 0; i < numSamples; i++) {
|
||||
takerTokenAmounts[i] =
|
||||
(1 ether * makerTokenAmounts[i]) /
|
||||
amountReceivedForEther;
|
||||
}
|
||||
}
|
||||
|
||||
function exchange(
|
||||
IReadProxyAddressResolver readProxy,
|
||||
uint256 sourceAmount,
|
||||
bytes32 sourceCurrencyKey,
|
||||
bytes32 destinationCurrencyKey
|
||||
) private view returns (uint256 amountReceived) {
|
||||
IExchanger exchanger = getExchanger(readProxy);
|
||||
uint256 chainId;
|
||||
assembly {
|
||||
chainId := chainid()
|
||||
}
|
||||
|
||||
if (chainId == 1) {
|
||||
(amountReceived, , ) = exchanger.getAmountsForAtomicExchange(
|
||||
sourceAmount,
|
||||
sourceCurrencyKey,
|
||||
destinationCurrencyKey
|
||||
);
|
||||
} else {
|
||||
(amountReceived, , ) = exchanger.getAmountsForExchange(
|
||||
sourceAmount,
|
||||
sourceCurrencyKey,
|
||||
destinationCurrencyKey
|
||||
);
|
||||
}
|
||||
}
|
||||
|
||||
function getSynthetixAddress(IReadProxyAddressResolver readProxy)
|
||||
private
|
||||
view
|
||||
returns (address)
|
||||
{
|
||||
return IAddressResolver(readProxy.target()).getAddress("Synthetix");
|
||||
}
|
||||
|
||||
function getExchanger(IReadProxyAddressResolver readProxy)
|
||||
private
|
||||
view
|
||||
returns (IExchanger)
|
||||
{
|
||||
return
|
||||
IExchanger(
|
||||
IAddressResolver(readProxy.target()).getAddress("Exchanger")
|
||||
);
|
||||
}
|
||||
}
|
||||
@@ -1,121 +0,0 @@
|
||||
// SPDX-License-Identifier: UNLICENSED
|
||||
pragma solidity ^0.6;
|
||||
pragma experimental ABIEncoderV2;
|
||||
import "./SamplerUtils.sol";
|
||||
import "./ApproximateBuys.sol";
|
||||
|
||||
interface IWooPP {
|
||||
/// @dev get the quote token address (immutable)
|
||||
/// @return address of quote token
|
||||
function quoteToken() external view returns (address);
|
||||
|
||||
/// @dev Query the amount for selling the base token amount.
|
||||
/// @param baseToken the base token to sell
|
||||
/// @param baseAmount the amount to sell
|
||||
/// @return quoteAmount the swapped quote amount
|
||||
function querySellBase(address baseToken, uint256 baseAmount) external view returns (uint256 quoteAmount);
|
||||
|
||||
/// @dev Query the amount for selling the quote token.
|
||||
/// @param baseToken the base token to receive (buy)
|
||||
/// @param quoteAmount the amount to sell
|
||||
/// @return baseAmount the swapped base token amount
|
||||
function querySellQuote(address baseToken, uint256 quoteAmount) external view returns (uint256 baseAmount);
|
||||
}
|
||||
|
||||
contract WooPPSampler is SamplerUtils, ApproximateBuys{
|
||||
|
||||
function query(
|
||||
uint amountIn,
|
||||
address tokenIn,
|
||||
address tokenOut,
|
||||
address pool
|
||||
) internal view returns (uint256 amountOut) {
|
||||
if (amountIn == 0) {
|
||||
return 0;
|
||||
}
|
||||
address quoteToken = IWooPP(pool).quoteToken();
|
||||
if (tokenIn == quoteToken) {
|
||||
amountOut = IWooPP(pool).querySellQuote(tokenOut, amountIn);
|
||||
} else if (tokenOut == quoteToken) {
|
||||
amountOut = IWooPP(pool).querySellBase(tokenIn, amountIn);
|
||||
} else {
|
||||
uint quoteAmount = IWooPP(pool).querySellBase(tokenIn, amountIn);
|
||||
amountOut = IWooPP(pool).querySellQuote(tokenOut, quoteAmount);
|
||||
}
|
||||
}
|
||||
|
||||
/// @dev Sample sell quotes from WooFI.
|
||||
/// @param pool Address of the pool we are sampling from
|
||||
/// @param takerToken Address of the taker token (what to sell).
|
||||
/// @param makerToken Address of the maker token (what to buy).
|
||||
/// @param takerTokenAmounts Taker token sell amount for each sample (sorted in ascending order).
|
||||
/// @return makerTokenAmounts Maker amounts bought at each taker token
|
||||
/// amount.
|
||||
function sampleSellsFromWooPP(
|
||||
address pool,
|
||||
address takerToken,
|
||||
address makerToken,
|
||||
uint256[] memory takerTokenAmounts
|
||||
)
|
||||
public
|
||||
view
|
||||
returns (uint256[] memory makerTokenAmounts)
|
||||
{
|
||||
uint256 numSamples = takerTokenAmounts.length;
|
||||
makerTokenAmounts = new uint256[](numSamples);
|
||||
for (uint256 i = 0; i < numSamples; i++) {
|
||||
makerTokenAmounts[i] = query(takerTokenAmounts[i], takerToken, makerToken, pool);
|
||||
|
||||
if (makerTokenAmounts[i] == 0) {
|
||||
break;
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
/// @dev Sample buy quotes from WooFI.
|
||||
/// @param pool Address of the pool we are sampling from
|
||||
/// @param takerToken Address of the taker token (what to sell).
|
||||
/// @param makerToken Address of the maker token (what to buy).
|
||||
/// @param makerTokenAmounts Maker token sell amount for each sample (sorted in ascending order).
|
||||
/// @return takerTokenAmounts Taker amounts bought at each taker token
|
||||
/// amount.
|
||||
function sampleBuysFromWooPP(
|
||||
address pool,
|
||||
address takerToken,
|
||||
address makerToken,
|
||||
uint256[] memory makerTokenAmounts
|
||||
)
|
||||
public
|
||||
view
|
||||
returns (uint256[] memory takerTokenAmounts)
|
||||
{
|
||||
uint256 numSamples = makerTokenAmounts.length;
|
||||
takerTokenAmounts = _sampleApproximateBuys(
|
||||
ApproximateBuyQuoteOpts({
|
||||
takerTokenData: abi.encode(pool,takerToken, makerToken),
|
||||
makerTokenData: abi.encode(pool, makerToken, takerToken),
|
||||
getSellQuoteCallback: _sampleSellForApproximateBuyFromWoofi
|
||||
}),
|
||||
makerTokenAmounts
|
||||
);
|
||||
}
|
||||
|
||||
function _sampleSellForApproximateBuyFromWoofi(
|
||||
bytes memory takerTokenData,
|
||||
bytes memory makerTokenData,
|
||||
uint256 sellAmount
|
||||
) internal view returns (uint256) {
|
||||
(address _pool, address _takerToken, address _makerToken) = abi.decode(takerTokenData, (address, address, address));
|
||||
(bool success, bytes memory resultData) = address(this).staticcall(abi.encodeWithSelector(
|
||||
this.sampleSellsFromWooPP.selector,
|
||||
_pool,
|
||||
_takerToken,
|
||||
_makerToken,
|
||||
_toSingleValueArray(sellAmount)
|
||||
));
|
||||
if(!success) {
|
||||
return 0;
|
||||
}
|
||||
return abi.decode(resultData, (uint256[]))[0];
|
||||
}
|
||||
}
|
||||
@@ -1897,7 +1897,7 @@ ___
|
||||
|
||||
# Interface: SwapQuoteRequestOpts
|
||||
|
||||
slippagePercentage: The percentage buffer to add to account for slippage. Affects max ETH price estimates. Defaults to 0.01 (1%).
|
||||
slippagePercentage: The percentage buffer to add to account for slippage. Affects max ETH price estimates. Defaults to 0.2 (20%).
|
||||
gasPrice: gas price to determine protocolFee amount, default to ethGasStation fast amount
|
||||
|
||||
|
||||
|
||||
@@ -1,6 +1,6 @@
|
||||
{
|
||||
"name": "@0x/asset-swapper",
|
||||
"version": "16.66.3",
|
||||
"version": "16.63.1",
|
||||
"engines": {
|
||||
"node": ">=6.12"
|
||||
},
|
||||
@@ -40,7 +40,7 @@
|
||||
"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|BancorV3Sampler|CompoundSampler|CurveSampler|DODOSampler|DODOV2Sampler|ERC20BridgeSampler|FakeTaker|GMXSampler|IBalancer|IBalancerV2Vault|IBancor|IBancorV3|ICurve|IGMX|IMStable|IMooniswap|IMultiBridge|IPlatypus|IShell|IUniswapExchangeQuotes|IUniswapV2Router01|KyberDmmSampler|LidoSampler|LiquidityProviderSampler|MStableSampler|MakerPSMSampler|MooniswapSampler|NativeOrderSampler|PlatypusSampler|SamplerUtils|ShellSampler|SynthetixSampler|TestNativeOrderSampler|TwoHopSampler|UniswapSampler|UniswapV2Sampler|UniswapV3Sampler|UtilitySampler|VelodromeSampler|WooPPSampler).json",
|
||||
"abis": "./test/generated-artifacts/@(ApproximateBuys|BalanceChecker|BalancerSampler|BalancerV2BatchSampler|BalancerV2Common|BalancerV2Sampler|BancorSampler|BancorV3Sampler|CompoundSampler|CurveSampler|DODOSampler|DODOV2Sampler|ERC20BridgeSampler|FakeTaker|GMXSampler|IBalancer|IBalancerV2Vault|IBancor|IBancorV3|ICurve|IGMX|IMStable|IMooniswap|IMultiBridge|IPlatypus|IShell|IUniswapExchangeQuotes|IUniswapV2Router01|KyberDmmSampler|LidoSampler|LiquidityProviderSampler|MStableSampler|MakerPSMSampler|MooniswapSampler|NativeOrderSampler|PlatypusSampler|SamplerUtils|ShellSampler|TestNativeOrderSampler|TwoHopSampler|UniswapSampler|UniswapV2Sampler|UniswapV3Sampler|UtilitySampler|VelodromeSampler).json",
|
||||
"postpublish": {
|
||||
"assets": []
|
||||
}
|
||||
@@ -61,17 +61,17 @@
|
||||
"dependencies": {
|
||||
"@0x/assert": "^3.0.34",
|
||||
"@0x/base-contract": "^6.5.0",
|
||||
"@0x/contract-addresses": "^6.19.2",
|
||||
"@0x/contract-wrappers": "^13.20.8",
|
||||
"@0x/contracts-erc20": "^3.3.36",
|
||||
"@0x/contracts-zero-ex": "^0.36.3",
|
||||
"@0x/contract-addresses": "^6.16.0",
|
||||
"@0x/contract-wrappers": "^13.20.4",
|
||||
"@0x/contracts-erc20": "^3.3.32",
|
||||
"@0x/contracts-zero-ex": "^0.35.0",
|
||||
"@0x/dev-utils": "^4.2.14",
|
||||
"@0x/fast-abi": "^0.0.5",
|
||||
"@0x/json-schemas": "^6.4.4",
|
||||
"@0x/neon-router": "^0.3.5",
|
||||
"@0x/protocol-utils": "^11.16.3",
|
||||
"@0x/quote-server": "^8.0.0",
|
||||
"@0x/protocol-utils": "^11.15.0",
|
||||
"@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",
|
||||
@@ -85,22 +85,30 @@
|
||||
"axios-mock-adapter": "^1.19.0",
|
||||
"balancer-labs-sor-v1": "npm:@balancer-labs/sor@0.3.2",
|
||||
"cream-sor": "^0.3.3",
|
||||
"decimal.js": "^10.2.0",
|
||||
"ethereum-types": "^3.7.0",
|
||||
"ethereumjs-util": "^7.0.10",
|
||||
"fast-abi": "^0.0.4",
|
||||
"graphql": "^15.4.0",
|
||||
"graphql-request": "^3.4.0",
|
||||
"heartbeats": "^5.0.1",
|
||||
"lodash": "^4.17.15",
|
||||
"msw": "^0.44.2"
|
||||
"lodash": "^4.17.11"
|
||||
},
|
||||
"devDependencies": {
|
||||
"@0x/abi-gen": "^5.8.0",
|
||||
"@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": "^5.4.27",
|
||||
"@0x/contracts-test-utils": "^5.4.23",
|
||||
"@0x/contracts-utils": "^4.8.13",
|
||||
"@0x/mesh-rpc-client": "^9.4.2",
|
||||
"@0x/sol-compiler": "^4.8.1",
|
||||
"@0x/subproviders": "^6.6.5",
|
||||
"@0x/ts-doc-gen": "^0.0.28",
|
||||
"@0x/tslint-config": "^4.1.4",
|
||||
"@types/lodash": "4.14.137",
|
||||
"@0x/types": "^3.3.6",
|
||||
"@types/lodash": "4.14.104",
|
||||
"@types/mocha": "^5.2.7",
|
||||
"@types/node": "12.12.54",
|
||||
"chai": "^4.0.1",
|
||||
@@ -108,11 +116,12 @@
|
||||
"chai-bignumber": "^3.0.0",
|
||||
"dirty-chai": "^2.0.1",
|
||||
"gitpkg": "https://github.com/0xProject/gitpkg.git",
|
||||
"make-promises-safe": "^1.1.0",
|
||||
"mocha": "^6.2.0",
|
||||
"npm-run-all": "^4.1.2",
|
||||
"nyc": "^11.0.1",
|
||||
"shx": "^0.2.2",
|
||||
"tslint": "^6.1.3",
|
||||
"tslint": "5.11.0",
|
||||
"typedoc": "~0.16.11",
|
||||
"typemoq": "^2.1.0",
|
||||
"typescript": "4.6.3"
|
||||
|
||||
@@ -19,7 +19,7 @@ import {
|
||||
DEFAULT_TOKEN_ADJACENCY_GRAPH_BY_CHAIN_ID,
|
||||
} from './utils/market_operation_utils/constants';
|
||||
|
||||
const ZERO_EX_GAS_API_URL = 'https://gas.api.0x.org/source/median';
|
||||
const ETH_GAS_STATION_API_URL = 'https://ethgasstation.info/api/ethgasAPI.json';
|
||||
const NULL_BYTES = '0x';
|
||||
const NULL_ERC20_ASSET_DATA = '0xf47261b00000000000000000000000000000000000000000000000000000000000000000';
|
||||
const NULL_ADDRESS = '0x0000000000000000000000000000000000000000';
|
||||
@@ -48,7 +48,7 @@ const DEFAULT_SWAP_QUOTER_OPTS: SwapQuoterOpts = {
|
||||
orderRefreshIntervalMs: 10000, // 10 seconds
|
||||
...DEFAULT_ORDER_PRUNER_OPTS,
|
||||
samplerGasLimit: 500e6,
|
||||
zeroExGasApiUrl: ZERO_EX_GAS_API_URL,
|
||||
ethGasStationUrl: ETH_GAS_STATION_API_URL,
|
||||
rfqt: {
|
||||
integratorsWhitelist: [],
|
||||
makerAssetOfferings: {},
|
||||
@@ -95,10 +95,11 @@ export { DEFAULT_FEE_SCHEDULE, DEFAULT_GAS_SCHEDULE } from './utils/market_opera
|
||||
|
||||
export const POSITIVE_SLIPPAGE_FEE_TRANSFORMER_GAS = new BigNumber(30000);
|
||||
|
||||
// tslint:disable-next-line: custom-no-magic-numbers
|
||||
export const KEEP_ALIVE_TTL = 5 * 60 * ONE_SECOND_MS;
|
||||
|
||||
export const constants = {
|
||||
ZERO_EX_GAS_API_URL,
|
||||
ETH_GAS_STATION_API_URL,
|
||||
PROTOCOL_FEE_MULTIPLIER,
|
||||
POSITIVE_SLIPPAGE_FEE_TRANSFORMER_GAS,
|
||||
NULL_BYTES,
|
||||
|
||||
@@ -157,6 +157,8 @@ export {
|
||||
GetMarketOrdersRfqOpts,
|
||||
LiquidityProviderFillData,
|
||||
LiquidityProviderRegistry,
|
||||
MarketDepth,
|
||||
MarketDepthSide,
|
||||
MooniswapFillData,
|
||||
MultiHopFillData,
|
||||
NativeRfqOrderFillData,
|
||||
@@ -164,10 +166,9 @@ export {
|
||||
NativeFillData,
|
||||
OptimizedMarketOrder,
|
||||
SourceQuoteOperation,
|
||||
TokenAdjacencyGraph,
|
||||
UniswapV2FillData,
|
||||
} from './utils/market_operation_utils/types';
|
||||
|
||||
export { TokenAdjacencyGraph, TokenAdjacencyGraphBuilder } from './utils/token_adjacency_graph';
|
||||
export { IdentityFillAdjustor } from './utils/market_operation_utils/identity_fill_adjustor';
|
||||
export { ProtocolFeeUtils } from './utils/protocol_fee_utils';
|
||||
export {
|
||||
|
||||
@@ -32,13 +32,17 @@ import {
|
||||
import { assert } from '../utils/assert';
|
||||
import {
|
||||
CURVE_LIQUIDITY_PROVIDER_BY_CHAIN_ID,
|
||||
MOONISWAP_LIQUIDITY_PROVIDER_BY_CHAIN_ID,
|
||||
NATIVE_FEE_TOKEN_BY_CHAIN_ID,
|
||||
} from '../utils/market_operation_utils/constants';
|
||||
import { poolEncoder } from '../utils/market_operation_utils/orders';
|
||||
import {
|
||||
CurveFillData,
|
||||
ERC20BridgeSource,
|
||||
FinalUniswapV3FillData,
|
||||
LiquidityProviderFillData,
|
||||
MooniswapFillData,
|
||||
NativeOtcOrderFillData,
|
||||
NativeRfqOrderFillData,
|
||||
OptimizedMarketBridgeOrder,
|
||||
OptimizedMarketOrder,
|
||||
@@ -46,6 +50,7 @@ import {
|
||||
} from '../utils/market_operation_utils/types';
|
||||
|
||||
import {
|
||||
multiplexOtcOrder,
|
||||
multiplexPlpEncoder,
|
||||
multiplexRfqEncoder,
|
||||
MultiplexSubcall,
|
||||
@@ -61,6 +66,7 @@ import {
|
||||
requiresTransformERC20,
|
||||
} from './quote_consumer_utils';
|
||||
|
||||
// tslint:disable-next-line:custom-no-magic-numbers
|
||||
const MAX_UINT256 = new BigNumber(2).pow(256).minus(1);
|
||||
const { NULL_ADDRESS, NULL_BYTES, ZERO_AMOUNT } = constants;
|
||||
|
||||
@@ -303,6 +309,30 @@ export class ExchangeProxySwapQuoteConsumer implements SwapQuoteConsumerBase {
|
||||
};
|
||||
}
|
||||
|
||||
if (
|
||||
this.chainId === ChainId.Mainnet &&
|
||||
isDirectSwapCompatible(quote, optsWithDefaults, [ERC20BridgeSource.Mooniswap])
|
||||
) {
|
||||
const fillData = slippedOrders[0].fillData as MooniswapFillData;
|
||||
return {
|
||||
calldataHexString: this._exchangeProxy
|
||||
.sellToLiquidityProvider(
|
||||
isFromETH ? ETH_TOKEN_ADDRESS : sellToken,
|
||||
isToETH ? ETH_TOKEN_ADDRESS : buyToken,
|
||||
MOONISWAP_LIQUIDITY_PROVIDER_BY_CHAIN_ID[this.chainId],
|
||||
NULL_ADDRESS,
|
||||
sellAmount,
|
||||
minBuyAmount,
|
||||
poolEncoder.encode([fillData.poolAddress]),
|
||||
)
|
||||
.getABIEncodedTransactionData(),
|
||||
ethAmount: isFromETH ? sellAmount : ZERO_AMOUNT,
|
||||
toAddress: this._exchangeProxy.address,
|
||||
allowanceTarget: this.contractAddresses.exchangeProxy,
|
||||
gasOverhead: ZERO_AMOUNT,
|
||||
};
|
||||
}
|
||||
|
||||
// RFQT VIP
|
||||
if (
|
||||
[ChainId.Mainnet, ChainId.Polygon].includes(this.chainId) &&
|
||||
@@ -312,18 +342,7 @@ export class ExchangeProxySwapQuoteConsumer implements SwapQuoteConsumerBase {
|
||||
!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 fillAmountPerOrder = generateFillAmounts(sellAmount, quote);
|
||||
const callData =
|
||||
quote.orders.length === 1
|
||||
? this._exchangeProxy
|
||||
@@ -346,6 +365,46 @@ export class ExchangeProxySwapQuoteConsumer implements SwapQuoteConsumerBase {
|
||||
};
|
||||
}
|
||||
|
||||
// OTC orders
|
||||
if (
|
||||
[ChainId.Mainnet, ChainId.Ropsten].includes(this.chainId) && // @todo goerli and polygon?
|
||||
quote.orders.every(o => o.type === FillQuoteTransformerOrderType.Otc) &&
|
||||
!requiresTransformERC20(optsWithDefaults)
|
||||
) {
|
||||
const otcOrdersData = quote.orders.map(o => o.fillData as NativeOtcOrderFillData);
|
||||
const fillAmountPerOrder = generateFillAmounts(sellAmount, quote);
|
||||
// grab the amount to fill on each OtcOrder (if more than 1, fallback to multiplexBatchFill)
|
||||
|
||||
let callData;
|
||||
// if we have more than one otc order we want to batch fill them,
|
||||
if (quote.orders.length === 1) {
|
||||
// if the otc orders takerToken is the native asset
|
||||
if (isFromETH) {
|
||||
callData = this._exchangeProxy
|
||||
.fillOtcOrderWithEth(otcOrdersData[0].order, otcOrdersData[0].signature)
|
||||
.getABIEncodedTransactionData();
|
||||
}
|
||||
// if the otc orders makerToken is the native asset
|
||||
if (isToETH) {
|
||||
callData = this._exchangeProxy
|
||||
.fillOtcOrderForEth(otcOrdersData[0].order, otcOrdersData[0].signature, fillAmountPerOrder[0])
|
||||
.getABIEncodedTransactionData();
|
||||
} else {
|
||||
// if the otc order contains 2 erc20 tokens
|
||||
callData = this._exchangeProxy
|
||||
.fillOtcOrder(otcOrdersData[0].order, otcOrdersData[0].signature, fillAmountPerOrder[0])
|
||||
.getABIEncodedTransactionData();
|
||||
}
|
||||
return {
|
||||
calldataHexString: callData,
|
||||
ethAmount: isFromETH ? sellAmount : 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(
|
||||
@@ -539,11 +598,12 @@ export class ExchangeProxySwapQuoteConsumer implements SwapQuoteConsumerBase {
|
||||
for_loop: for (const [i, order] of quote.orders.entries()) {
|
||||
switch_statement: switch (order.source) {
|
||||
case ERC20BridgeSource.Native:
|
||||
if (order.type !== FillQuoteTransformerOrderType.Rfq) {
|
||||
if (order.type !== FillQuoteTransformerOrderType.Rfq && order.type !== FillQuoteTransformerOrderType.Otc) {
|
||||
// Should never happen because we check `isMultiplexBatchFillCompatible`
|
||||
// before calling this function.
|
||||
throw new Error('Multiplex batch fill only supported for RFQ native orders');
|
||||
throw new Error('Multiplex batch fill only supported for RFQ native orders and OTC Orders');
|
||||
}
|
||||
if (order.type !== FillQuoteTransformerOrderType.Otc) {
|
||||
subcalls.push({
|
||||
id: MultiplexSubcall.Rfq,
|
||||
sellAmount: order.takerAmount,
|
||||
@@ -552,6 +612,16 @@ export class ExchangeProxySwapQuoteConsumer implements SwapQuoteConsumerBase {
|
||||
signature: order.fillData.signature,
|
||||
}),
|
||||
});
|
||||
} else {
|
||||
subcalls.push({
|
||||
id: MultiplexSubcall.Otc,
|
||||
sellAmount: order.takerAmount,
|
||||
data: multiplexOtcOrder.encode({
|
||||
order: order.fillData.order,
|
||||
signature: order.fillData.signature,
|
||||
}),
|
||||
});
|
||||
}
|
||||
break switch_statement;
|
||||
case ERC20BridgeSource.UniswapV2:
|
||||
case ERC20BridgeSource.SushiSwap:
|
||||
@@ -702,6 +772,17 @@ export class ExchangeProxySwapQuoteConsumer implements SwapQuoteConsumerBase {
|
||||
}
|
||||
}
|
||||
|
||||
function generateFillAmounts(sellAmount: BigNumber, quote: MarketBuySwapQuote | MarketSellSwapQuote): BigNumber[] {
|
||||
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;
|
||||
}
|
||||
|
||||
function slipNonNativeOrders(quote: MarketSellSwapQuote | MarketBuySwapQuote): OptimizedMarketOrder[] {
|
||||
const slippage = getMaxQuoteSlippageRate(quote);
|
||||
if (slippage === 0) {
|
||||
|
||||
@@ -1,4 +1,4 @@
|
||||
import { RfqOrder, SIGNATURE_ABI } from '@0x/protocol-utils';
|
||||
import { OtcOrder, RfqOrder, SIGNATURE_ABI } from '@0x/protocol-utils';
|
||||
import { AbiEncoder } from '@0x/utils';
|
||||
|
||||
export enum MultiplexSubcall {
|
||||
@@ -26,6 +26,10 @@ export const multiplexRfqEncoder = AbiEncoder.create([
|
||||
{ name: 'order', type: 'tuple', components: RfqOrder.STRUCT_ABI },
|
||||
{ name: 'signature', type: 'tuple', components: SIGNATURE_ABI },
|
||||
]);
|
||||
export const multiplexOtcOrder = AbiEncoder.create([
|
||||
{ name: 'order', type: 'tuple', components: OtcOrder.STRUCT_ABI },
|
||||
{ name: 'signature', type: 'tuple', components: SIGNATURE_ABI },
|
||||
]);
|
||||
export const multiplexUniswapEncoder = AbiEncoder.create([
|
||||
{ name: 'tokens', type: 'address[]' },
|
||||
{ name: 'isSushi', type: 'bool' },
|
||||
|
||||
@@ -113,11 +113,15 @@ function isOptimizedRfqOrder(x: OptimizedMarketOrder): x is OptimizedMarketOrder
|
||||
*/
|
||||
export function getFQTTransformerDataFromOptimizedOrders(
|
||||
orders: OptimizedMarketOrder[],
|
||||
): Pick<FillQuoteTransformerData, 'bridgeOrders' | 'limitOrders' | 'rfqOrders' | 'fillSequence'> {
|
||||
const fqtData: Pick<FillQuoteTransformerData, 'bridgeOrders' | 'limitOrders' | 'rfqOrders' | 'fillSequence'> = {
|
||||
): Pick<FillQuoteTransformerData, 'bridgeOrders' | 'limitOrders' | 'rfqOrders' | 'otcOrders' | 'fillSequence'> {
|
||||
const fqtData: Pick<
|
||||
FillQuoteTransformerData,
|
||||
'bridgeOrders' | 'limitOrders' | 'rfqOrders' | 'otcOrders' | 'fillSequence'
|
||||
> = {
|
||||
bridgeOrders: [],
|
||||
limitOrders: [],
|
||||
rfqOrders: [],
|
||||
otcOrders: [],
|
||||
fillSequence: [],
|
||||
};
|
||||
|
||||
|
||||
@@ -1,9 +1,9 @@
|
||||
import { ChainId, getContractAddressesForChainOrThrow } from '@0x/contract-addresses';
|
||||
import { FastABI } from '@0x/fast-abi';
|
||||
import { FillQuoteTransformerOrderType, LimitOrder } from '@0x/protocol-utils';
|
||||
import { BigNumber, providerUtils } from '@0x/utils';
|
||||
import Axios, { AxiosInstance } from 'axios';
|
||||
import { BlockParamLiteral, MethodAbi, SupportedProvider, ZeroExProvider } from 'ethereum-types';
|
||||
import { FastABI } from 'fast-abi';
|
||||
import { Agent as HttpAgent } from 'http';
|
||||
import { Agent as HttpsAgent } from 'https';
|
||||
import * as _ from 'lodash';
|
||||
@@ -36,6 +36,9 @@ import {
|
||||
FillData,
|
||||
GasSchedule,
|
||||
GetMarketOrdersOpts,
|
||||
MarketDepth,
|
||||
MarketDepthSide,
|
||||
MarketSideLiquidity,
|
||||
OptimizedMarketOrder,
|
||||
OptimizerResultWithReport,
|
||||
} from './utils/market_operation_utils/types';
|
||||
@@ -109,7 +112,7 @@ export class SwapQuoter {
|
||||
};
|
||||
this._protocolFeeUtils = ProtocolFeeUtils.getInstance(
|
||||
constants.PROTOCOL_FEE_UTILS_POLLING_INTERVAL_IN_MS,
|
||||
options.zeroExGasApiUrl,
|
||||
options.ethGasStationUrl,
|
||||
);
|
||||
// Allow the sampler bytecode to be overwritten using geths override functionality
|
||||
const samplerBytecode = _.get(artifacts.ERC20BridgeSampler, 'compilerOutput.evm.deployedBytecode.object');
|
||||
@@ -225,6 +228,67 @@ export class SwapQuoter {
|
||||
return batchSwapQuotes.filter(x => x !== undefined) as MarketBuySwapQuote[];
|
||||
}
|
||||
|
||||
/**
|
||||
* Returns the bids and asks liquidity for the entire market.
|
||||
* For certain sources (like AMM's) it is recommended to provide a practical maximum takerAssetAmount.
|
||||
* @param makerTokenAddress The address of the maker asset
|
||||
* @param takerTokenAddress The address of the taker asset
|
||||
* @param takerAssetAmount The amount to sell and buy for the bids and asks.
|
||||
*
|
||||
* @return An object that conforms to MarketDepth that contains all of the samples and liquidity
|
||||
* information for the source.
|
||||
*/
|
||||
public async getBidAskLiquidityForMakerTakerAssetPairAsync(
|
||||
makerToken: string,
|
||||
takerToken: string,
|
||||
takerAssetAmount: BigNumber,
|
||||
options: Partial<SwapQuoteRequestOpts> = {},
|
||||
): Promise<MarketDepth> {
|
||||
assert.isString('makerToken', makerToken);
|
||||
assert.isString('takerToken', takerToken);
|
||||
const sourceFilters = new SourceFilters([], options.excludedSources, options.includedSources);
|
||||
|
||||
let [sellOrders, buyOrders] = !sourceFilters.isAllowed(ERC20BridgeSource.Native)
|
||||
? [[], []]
|
||||
: await Promise.all([
|
||||
this.orderbook.getOrdersAsync(makerToken, takerToken),
|
||||
this.orderbook.getOrdersAsync(takerToken, makerToken),
|
||||
]);
|
||||
if (!sellOrders || sellOrders.length === 0) {
|
||||
sellOrders = [createDummyOrder(makerToken, takerToken)];
|
||||
}
|
||||
if (!buyOrders || buyOrders.length === 0) {
|
||||
buyOrders = [createDummyOrder(takerToken, makerToken)];
|
||||
}
|
||||
|
||||
const getMarketDepthSide = (marketSideLiquidity: MarketSideLiquidity): MarketDepthSide => {
|
||||
const { dexQuotes, nativeOrders } = marketSideLiquidity.quotes;
|
||||
const { side } = marketSideLiquidity;
|
||||
|
||||
return [
|
||||
...dexQuotes,
|
||||
nativeOrders.map(o => {
|
||||
return {
|
||||
input: side === MarketOperation.Sell ? o.fillableTakerAmount : o.fillableMakerAmount,
|
||||
output: side === MarketOperation.Sell ? o.fillableMakerAmount : o.fillableTakerAmount,
|
||||
fillData: o,
|
||||
source: ERC20BridgeSource.Native,
|
||||
};
|
||||
}),
|
||||
];
|
||||
};
|
||||
const [bids, asks] = await Promise.all([
|
||||
this._marketOperationUtils.getMarketBuyLiquidityAsync(buyOrders, takerAssetAmount, options),
|
||||
this._marketOperationUtils.getMarketSellLiquidityAsync(sellOrders, takerAssetAmount, options),
|
||||
]);
|
||||
return {
|
||||
bids: getMarketDepthSide(bids),
|
||||
asks: getMarketDepthSide(asks),
|
||||
makerTokenDecimals: asks.makerTokenDecimals,
|
||||
takerTokenDecimals: asks.takerTokenDecimals,
|
||||
};
|
||||
}
|
||||
|
||||
/**
|
||||
* Returns the recommended gas price for a fast transaction
|
||||
*/
|
||||
|
||||
@@ -17,13 +17,11 @@ import {
|
||||
GetMarketOrdersOpts,
|
||||
LiquidityProviderRegistry,
|
||||
OptimizedMarketOrder,
|
||||
TokenAdjacencyGraph,
|
||||
} from './utils/market_operation_utils/types';
|
||||
export { SamplerMetrics } from './utils/market_operation_utils/types';
|
||||
import { ExtendedQuoteReportSources, PriceComparisonsReport, QuoteReport } from './utils/quote_report_generator';
|
||||
import { MetricsProxy } from './utils/quote_requestor';
|
||||
import { TokenAdjacencyGraph } from './utils/token_adjacency_graph';
|
||||
export { SamplerMetrics } from './utils/market_operation_utils/types';
|
||||
|
||||
export type Address = string;
|
||||
|
||||
/**
|
||||
* expiryBufferMs: The number of seconds to add when calculating whether an order is expired or not. Defaults to 300s (5m).
|
||||
@@ -337,7 +335,7 @@ export interface SwapQuoterOpts extends OrderPrunerOpts {
|
||||
contractAddresses?: AssetSwapperContractAddresses;
|
||||
samplerGasLimit?: number;
|
||||
multiBridgeAddress?: string;
|
||||
zeroExGasApiUrl?: string;
|
||||
ethGasStationUrl?: string;
|
||||
rfqt?: SwapQuoterRfqOpts;
|
||||
samplerOverrides?: SamplerOverrides;
|
||||
tokenAdjacencyGraph?: TokenAdjacencyGraph;
|
||||
|
||||
@@ -104,7 +104,9 @@ function parseIndicativeQuoteResponseFromAltMM(
|
||||
takerAmount,
|
||||
// HACK: alt implementation does not return an expiration with indicative quotes
|
||||
// return now + { IMPUTED EXPIRY SECONDS } to have it included after order checks
|
||||
expiry: new BigNumber(Date.now() / 1000)
|
||||
expiry:
|
||||
// tslint:disable-next-line:custom-no-magic-numbers
|
||||
new BigNumber(Date.now() / 1000)
|
||||
.integerValue(BigNumber.ROUND_DOWN)
|
||||
.plus(constants.ALT_MM_IMPUTED_INDICATIVE_EXPIRY_SECONDS),
|
||||
};
|
||||
@@ -241,6 +243,7 @@ export async function returnQuoteFromAltMMAsync<ResponseT>(
|
||||
// empty response will get filtered out in validation
|
||||
const emptyResponse = {};
|
||||
|
||||
// tslint:disable-next-line:custom-no-magic-numbers
|
||||
if (response.status !== SUCCESS_CODE) {
|
||||
const rejectedRequestInfo = {
|
||||
status: response.status,
|
||||
|
||||
@@ -40,6 +40,7 @@ interface Cache {
|
||||
[key: string]: AaveReserve[];
|
||||
}
|
||||
|
||||
// tslint:disable-next-line:custom-no-magic-numbers
|
||||
const RESERVES_REFRESH_INTERVAL_MS = 30 * constants.ONE_MINUTE_MS;
|
||||
|
||||
/**
|
||||
|
||||
@@ -33,8 +33,8 @@ import {
|
||||
MSTABLE_POOLS_BY_CHAIN_ID,
|
||||
NERVE_BSC_INFOS,
|
||||
NULL_ADDRESS,
|
||||
PANCAKESWAPV2_ROUTER_BY_CHAIN_ID,
|
||||
PANCAKESWAP_ROUTER_BY_CHAIN_ID,
|
||||
PANCAKESWAPV2_ROUTER_BY_CHAIN_ID,
|
||||
PANGOLIN_ROUTER_BY_CHAIN_ID,
|
||||
PLATYPUS_AVALANCHE_INFOS,
|
||||
QUICKSWAP_ROUTER_BY_CHAIN_ID,
|
||||
|
||||
@@ -19,6 +19,7 @@ interface Cache {
|
||||
[key: string]: CToken;
|
||||
}
|
||||
|
||||
// tslint:disable-next-line:custom-no-magic-numbers
|
||||
const CTOKEN_REFRESH_INTERVAL_MS = 30 * constants.ONE_MINUTE_MS;
|
||||
|
||||
/**
|
||||
|
||||
@@ -1,9 +1,9 @@
|
||||
import { ChainId, getContractAddressesForChainOrThrow } from '@0x/contract-addresses';
|
||||
import { FillQuoteTransformerOrderType } from '@0x/protocol-utils';
|
||||
import { BigNumber } from '@0x/utils';
|
||||
import { formatBytes32String, parseBytes32String } from '@ethersproject/strings';
|
||||
import { formatBytes32String } from '@ethersproject/strings';
|
||||
|
||||
import { TokenAdjacencyGraph, TokenAdjacencyGraphBuilder } from '../token_adjacency_graph';
|
||||
import { TokenAdjacencyGraphBuilder } from '../token_adjacency_graph_builder';
|
||||
|
||||
import { IdentityFillAdjustor } from './identity_fill_adjustor';
|
||||
import { SourceFilters } from './source_filters';
|
||||
@@ -32,13 +32,12 @@ import {
|
||||
MultiHopFillData,
|
||||
PlatypusInfo,
|
||||
PsmInfo,
|
||||
SynthetixFillData,
|
||||
TokenAdjacencyGraph,
|
||||
UniswapV2FillData,
|
||||
UniswapV3FillData,
|
||||
WOOFiFillData,
|
||||
} from './types';
|
||||
|
||||
// tslint:disable: no-bitwise
|
||||
// tslint:disable: custom-no-magic-numbers no-bitwise
|
||||
|
||||
export const ERC20_PROXY_ID = '0xf47261b0';
|
||||
export const WALLET_SIGNATURE = '0x04';
|
||||
@@ -61,7 +60,6 @@ function valueByChainId<T>(rest: Partial<{ [key in ChainId]: T }>, defaultValue:
|
||||
[ChainId.Mainnet]: defaultValue,
|
||||
[ChainId.Ropsten]: defaultValue,
|
||||
[ChainId.Rinkeby]: defaultValue,
|
||||
[ChainId.Goerli]: defaultValue,
|
||||
[ChainId.Kovan]: defaultValue,
|
||||
[ChainId.Ganache]: defaultValue,
|
||||
[ChainId.BSC]: defaultValue,
|
||||
@@ -90,6 +88,7 @@ export const SELL_SOURCE_FILTER_BY_CHAIN_ID = valueByChainId<SourceFilters>(
|
||||
ERC20BridgeSource.Bancor,
|
||||
ERC20BridgeSource.BancorV3,
|
||||
ERC20BridgeSource.MStable,
|
||||
ERC20BridgeSource.Mooniswap,
|
||||
ERC20BridgeSource.SushiSwap,
|
||||
ERC20BridgeSource.Shell,
|
||||
ERC20BridgeSource.MultiHop,
|
||||
@@ -108,7 +107,6 @@ export const SELL_SOURCE_FILTER_BY_CHAIN_ID = valueByChainId<SourceFilters>(
|
||||
ERC20BridgeSource.CurveV2,
|
||||
ERC20BridgeSource.ShibaSwap,
|
||||
ERC20BridgeSource.Synapse,
|
||||
ERC20BridgeSource.Synthetix,
|
||||
// TODO: enable after FQT has been redeployed on Ethereum mainnet
|
||||
// ERC20BridgeSource.AaveV2,
|
||||
// ERC20BridgeSource.Compound,
|
||||
@@ -120,17 +118,10 @@ export const SELL_SOURCE_FILTER_BY_CHAIN_ID = valueByChainId<SourceFilters>(
|
||||
ERC20BridgeSource.UniswapV2,
|
||||
ERC20BridgeSource.UniswapV3,
|
||||
ERC20BridgeSource.Curve,
|
||||
ERC20BridgeSource.Mooniswap,
|
||||
]),
|
||||
[ChainId.Rinkeby]: new SourceFilters([ERC20BridgeSource.Native]),
|
||||
[ChainId.Kovan]: new SourceFilters([ERC20BridgeSource.Native]),
|
||||
[ChainId.Goerli]: new SourceFilters([
|
||||
ERC20BridgeSource.Native,
|
||||
ERC20BridgeSource.SushiSwap,
|
||||
ERC20BridgeSource.Uniswap,
|
||||
ERC20BridgeSource.UniswapV2,
|
||||
ERC20BridgeSource.UniswapV3,
|
||||
]),
|
||||
[ChainId.PolygonMumbai]: new SourceFilters([ERC20BridgeSource.Native, ERC20BridgeSource.UniswapV3]),
|
||||
[ChainId.Ganache]: new SourceFilters([ERC20BridgeSource.Native]),
|
||||
[ChainId.BSC]: new SourceFilters([
|
||||
ERC20BridgeSource.BakerySwap,
|
||||
@@ -155,7 +146,6 @@ export const SELL_SOURCE_FILTER_BY_CHAIN_ID = valueByChainId<SourceFilters>(
|
||||
ERC20BridgeSource.BiSwap,
|
||||
ERC20BridgeSource.MDex,
|
||||
ERC20BridgeSource.KnightSwap,
|
||||
ERC20BridgeSource.WOOFi,
|
||||
]),
|
||||
[ChainId.Polygon]: new SourceFilters([
|
||||
ERC20BridgeSource.SushiSwap,
|
||||
@@ -178,7 +168,6 @@ export const SELL_SOURCE_FILTER_BY_CHAIN_ID = valueByChainId<SourceFilters>(
|
||||
ERC20BridgeSource.UniswapV3,
|
||||
ERC20BridgeSource.Synapse,
|
||||
ERC20BridgeSource.MeshSwap,
|
||||
ERC20BridgeSource.WOOFi,
|
||||
]),
|
||||
[ChainId.Avalanche]: new SourceFilters([
|
||||
ERC20BridgeSource.MultiHop,
|
||||
@@ -192,7 +181,6 @@ export const SELL_SOURCE_FILTER_BY_CHAIN_ID = valueByChainId<SourceFilters>(
|
||||
ERC20BridgeSource.Synapse,
|
||||
ERC20BridgeSource.GMX,
|
||||
ERC20BridgeSource.Platypus,
|
||||
ERC20BridgeSource.WOOFi,
|
||||
]),
|
||||
[ChainId.Fantom]: new SourceFilters([
|
||||
ERC20BridgeSource.MultiHop,
|
||||
@@ -206,7 +194,6 @@ export const SELL_SOURCE_FILTER_BY_CHAIN_ID = valueByChainId<SourceFilters>(
|
||||
ERC20BridgeSource.SushiSwap,
|
||||
ERC20BridgeSource.Synapse,
|
||||
ERC20BridgeSource.Yoshi,
|
||||
ERC20BridgeSource.WOOFi,
|
||||
]),
|
||||
[ChainId.Celo]: new SourceFilters([
|
||||
ERC20BridgeSource.UbeSwap,
|
||||
@@ -221,7 +208,6 @@ export const SELL_SOURCE_FILTER_BY_CHAIN_ID = valueByChainId<SourceFilters>(
|
||||
ERC20BridgeSource.CurveV2,
|
||||
ERC20BridgeSource.MultiHop,
|
||||
ERC20BridgeSource.Velodrome,
|
||||
ERC20BridgeSource.Synthetix,
|
||||
]),
|
||||
},
|
||||
new SourceFilters([]),
|
||||
@@ -242,6 +228,7 @@ export const BUY_SOURCE_FILTER_BY_CHAIN_ID = valueByChainId<SourceFilters>(
|
||||
// ERC20BridgeSource.Bancor, // FIXME: Bancor Buys not implemented in Sampler
|
||||
ERC20BridgeSource.BancorV3,
|
||||
ERC20BridgeSource.MStable,
|
||||
ERC20BridgeSource.Mooniswap,
|
||||
ERC20BridgeSource.Shell,
|
||||
ERC20BridgeSource.SushiSwap,
|
||||
ERC20BridgeSource.MultiHop,
|
||||
@@ -260,7 +247,6 @@ export const BUY_SOURCE_FILTER_BY_CHAIN_ID = valueByChainId<SourceFilters>(
|
||||
ERC20BridgeSource.CurveV2,
|
||||
ERC20BridgeSource.ShibaSwap,
|
||||
ERC20BridgeSource.Synapse,
|
||||
ERC20BridgeSource.Synthetix,
|
||||
// TODO: enable after FQT has been redeployed on Ethereum mainnet
|
||||
// ERC20BridgeSource.AaveV2,
|
||||
// ERC20BridgeSource.Compound,
|
||||
@@ -272,15 +258,8 @@ export const BUY_SOURCE_FILTER_BY_CHAIN_ID = valueByChainId<SourceFilters>(
|
||||
ERC20BridgeSource.UniswapV2,
|
||||
ERC20BridgeSource.UniswapV3,
|
||||
ERC20BridgeSource.Curve,
|
||||
ERC20BridgeSource.Mooniswap,
|
||||
]),
|
||||
[ChainId.Goerli]: new SourceFilters([
|
||||
ERC20BridgeSource.Native,
|
||||
ERC20BridgeSource.SushiSwap,
|
||||
ERC20BridgeSource.Uniswap,
|
||||
ERC20BridgeSource.UniswapV2,
|
||||
ERC20BridgeSource.UniswapV3,
|
||||
]),
|
||||
[ChainId.PolygonMumbai]: new SourceFilters([ERC20BridgeSource.Native, ERC20BridgeSource.UniswapV3]),
|
||||
[ChainId.Rinkeby]: new SourceFilters([ERC20BridgeSource.Native]),
|
||||
[ChainId.Kovan]: new SourceFilters([ERC20BridgeSource.Native]),
|
||||
[ChainId.Ganache]: new SourceFilters([ERC20BridgeSource.Native]),
|
||||
@@ -307,7 +286,6 @@ export const BUY_SOURCE_FILTER_BY_CHAIN_ID = valueByChainId<SourceFilters>(
|
||||
ERC20BridgeSource.BiSwap,
|
||||
ERC20BridgeSource.MDex,
|
||||
ERC20BridgeSource.KnightSwap,
|
||||
ERC20BridgeSource.WOOFi,
|
||||
]),
|
||||
[ChainId.Polygon]: new SourceFilters([
|
||||
ERC20BridgeSource.SushiSwap,
|
||||
@@ -330,7 +308,6 @@ export const BUY_SOURCE_FILTER_BY_CHAIN_ID = valueByChainId<SourceFilters>(
|
||||
ERC20BridgeSource.UniswapV3,
|
||||
ERC20BridgeSource.Synapse,
|
||||
ERC20BridgeSource.MeshSwap,
|
||||
ERC20BridgeSource.WOOFi,
|
||||
]),
|
||||
[ChainId.Avalanche]: new SourceFilters([
|
||||
ERC20BridgeSource.MultiHop,
|
||||
@@ -344,7 +321,6 @@ export const BUY_SOURCE_FILTER_BY_CHAIN_ID = valueByChainId<SourceFilters>(
|
||||
ERC20BridgeSource.Synapse,
|
||||
ERC20BridgeSource.GMX,
|
||||
ERC20BridgeSource.Platypus,
|
||||
ERC20BridgeSource.WOOFi,
|
||||
]),
|
||||
[ChainId.Fantom]: new SourceFilters([
|
||||
ERC20BridgeSource.MultiHop,
|
||||
@@ -358,7 +334,6 @@ export const BUY_SOURCE_FILTER_BY_CHAIN_ID = valueByChainId<SourceFilters>(
|
||||
ERC20BridgeSource.SushiSwap,
|
||||
ERC20BridgeSource.Synapse,
|
||||
ERC20BridgeSource.Yoshi,
|
||||
ERC20BridgeSource.WOOFi,
|
||||
]),
|
||||
[ChainId.Celo]: new SourceFilters([
|
||||
ERC20BridgeSource.UbeSwap,
|
||||
@@ -373,7 +348,6 @@ export const BUY_SOURCE_FILTER_BY_CHAIN_ID = valueByChainId<SourceFilters>(
|
||||
ERC20BridgeSource.CurveV2,
|
||||
ERC20BridgeSource.MultiHop,
|
||||
ERC20BridgeSource.Velodrome,
|
||||
ERC20BridgeSource.Synthetix,
|
||||
]),
|
||||
},
|
||||
new SourceFilters([]),
|
||||
@@ -392,8 +366,6 @@ export const FEE_QUOTE_SOURCES_BY_CHAIN_ID = valueByChainId<ERC20BridgeSource[]>
|
||||
[ChainId.Mainnet]: [ERC20BridgeSource.UniswapV2, ERC20BridgeSource.SushiSwap, ERC20BridgeSource.UniswapV3],
|
||||
[ChainId.BSC]: [ERC20BridgeSource.PancakeSwap, ERC20BridgeSource.Mooniswap, ERC20BridgeSource.SushiSwap],
|
||||
[ChainId.Ropsten]: [ERC20BridgeSource.UniswapV2, ERC20BridgeSource.SushiSwap],
|
||||
[ChainId.Goerli]: [ERC20BridgeSource.UniswapV2, ERC20BridgeSource.SushiSwap],
|
||||
[ChainId.PolygonMumbai]: [ERC20BridgeSource.UniswapV3],
|
||||
[ChainId.Polygon]: [ERC20BridgeSource.QuickSwap, ERC20BridgeSource.SushiSwap, ERC20BridgeSource.UniswapV3],
|
||||
[ChainId.Avalanche]: [ERC20BridgeSource.Pangolin, ERC20BridgeSource.TraderJoe, ERC20BridgeSource.SushiSwap],
|
||||
[ChainId.Fantom]: [ERC20BridgeSource.SpiritSwap, ERC20BridgeSource.SpookySwap, ERC20BridgeSource.SushiSwap],
|
||||
@@ -415,6 +387,23 @@ export const SOURCE_FLAGS: { [key in ERC20BridgeSource]: bigint } & {
|
||||
})),
|
||||
);
|
||||
|
||||
const MIRROR_WRAPPED_TOKENS = {
|
||||
mAAPL: '0xd36932143f6ebdedd872d5fb0651f4b72fd15a84',
|
||||
mSLV: '0x9d1555d8cb3c846bb4f7d5b1b1080872c3166676',
|
||||
mIAU: '0x1d350417d9787e000cc1b95d70e9536dcd91f373',
|
||||
mAMZN: '0x0cae9e4d663793c2a2a0b211c1cf4bbca2b9caa7',
|
||||
mGOOGL: '0x4b70ccd1cf9905be1faed025eadbd3ab124efe9a',
|
||||
mTSLA: '0x21ca39943e91d704678f5d00b6616650f066fd63',
|
||||
mQQQ: '0x13b02c8de71680e71f0820c996e4be43c2f57d15',
|
||||
mTWTR: '0xedb0414627e6f1e3f082de65cd4f9c693d78cca9',
|
||||
mMSFT: '0x41bbedd7286daab5910a1f15d12cbda839852bd7',
|
||||
mNFLX: '0xc8d674114bac90148d11d3c1d33c61835a0f9dcd',
|
||||
mBABA: '0x676ce85f66adb8d7b8323aeefe17087a3b8cb363',
|
||||
mUSO: '0x31c63146a635eb7465e5853020b39713ac356991',
|
||||
mVIXY: '0xf72fcd9dcf0190923fadd44811e240ef4533fc86',
|
||||
mLUNA: '0xd2877702675e6ceb975b4a1dff9fb7baf4c91ea9',
|
||||
};
|
||||
|
||||
// Mainnet tokens
|
||||
// Not an exhaustive list, just enough so we don't repeat ourselves
|
||||
export const MAINNET_TOKENS = {
|
||||
@@ -453,11 +442,6 @@ export const MAINNET_TOKENS = {
|
||||
EURS: '0xdb25f211ab05b1c97d595516f45794528a807ad8',
|
||||
sEUR: '0xd71ecff9342a5ced620049e616c5035f1db98620',
|
||||
sETH: '0x5e74c9036fb86bd7ecdcb084a0673efc32ea31cb',
|
||||
sJPY: '0xf6b1c627e95bfc3c1b4c9b825a032ff0fbf3e07d',
|
||||
sGBP: '0x97fe22e7341a0cd8db6f6c021a24dc8f4dad855f',
|
||||
sAUD: '0xf48e200eaf9906362bb1442fca31e0835773b8b4',
|
||||
sKRW: '0x269895a3df4d73b077fc823dd6da1b95f72aaf9b',
|
||||
sCHF: '0x0f83287ff768d1c1e17a42f44d644d7f22e8ee1d',
|
||||
stETH: '0xae7ab96520de3a18e5e111b5eaab095312d7fe84',
|
||||
wstETH: '0x7f39c581f595b53c5cb19bd0b3f8da6c935e2ca0',
|
||||
LINK: '0x514910771af9ca656af840dff83e8264ecf986ca',
|
||||
@@ -478,7 +462,10 @@ export const MAINNET_TOKENS = {
|
||||
vETH: '0x898bad2774eb97cf6b94605677f43b41871410b1',
|
||||
alETH: '0x0100546f2cd4c9d97f798ffc9755e47865ff7ee6',
|
||||
HT: '0x6f259637dcD74C767781E37Bc6133cd6A68aa161',
|
||||
// Mirror Protocol
|
||||
UST: '0xa47c8bf37f92abed4a126bda807a7b7498661acd',
|
||||
MIR: '0x09a3ecafa817268f77be1283176b946c4ff2e608',
|
||||
...MIRROR_WRAPPED_TOKENS,
|
||||
// StableSwap "open pools" (crv.finance)
|
||||
STABLEx: '0xcd91538b91b4ba7797d39a2f66e63810b50a33d0',
|
||||
alUSD: '0xbc6da0fe9ad5f3b0d58160288917aa56653660e9',
|
||||
@@ -531,7 +518,6 @@ export const BSC_TOKENS = {
|
||||
pBTC: '0xed28a457a5a76596ac48d87c0f577020f6ea1c4c',
|
||||
nUSD: '0x23b891e5c62e0955ae2bd185990103928ab817b3',
|
||||
BSW: '0x965F527D9159dCe6288a2219DB51fc6Eef120dD1',
|
||||
WOO: '0x4691937a7508860f876c9c0a2a617e7d9e945d4b',
|
||||
};
|
||||
|
||||
export const POLYGON_TOKENS = {
|
||||
@@ -551,7 +537,6 @@ export const POLYGON_TOKENS = {
|
||||
WEXPOLY: '0x4c4bf319237d98a30a929a96112effa8da3510eb',
|
||||
nUSD: '0xb6c473756050de474286bed418b77aeac39b02af',
|
||||
ANY: '0x6aB6d61428fde76768D7b45D8BFeec19c6eF91A8',
|
||||
WOO: '0x1b815d120b3ef02039ee11dc2d33de7aa4a8c603',
|
||||
};
|
||||
|
||||
export const AVALANCHE_TOKENS = {
|
||||
@@ -578,7 +563,6 @@ export const AVALANCHE_TOKENS = {
|
||||
UST: '0xb599c3590f42f8f995ecfa0f85d2980b76862fc1',
|
||||
FRAX: '0xd24c2ad096400b6fbcd2ad8b24e7acbc21a1da64',
|
||||
YUSD: '0x111111111111ed1d73f860f57b2798b683f2d325',
|
||||
WOO: '0xabc9547b534519ff73921b1fba6e672b5f58d083',
|
||||
};
|
||||
|
||||
export const CELO_TOKENS = {
|
||||
@@ -638,7 +622,10 @@ export const FANTOM_TOKENS = {
|
||||
gWBTC: '0x38aca5484b8603373acc6961ecd57a6a594510a3',
|
||||
gCRV: '0x690754a168b022331caa2467207c61919b3f8a98',
|
||||
gMIM: '0xc664fc7b8487a3e10824cda768c1d239f2403bbe',
|
||||
WOO: '0x6626c47c00f1d87902fc13eecfac3ed06d5e8d8a',
|
||||
};
|
||||
|
||||
export const GEIST_FANTOM_POOLS = {
|
||||
lendingPool: '0x9fad24f572045c7869117160a571b2e50b10d068',
|
||||
};
|
||||
|
||||
export const OPTIMISM_TOKENS = {
|
||||
@@ -649,21 +636,6 @@ export const OPTIMISM_TOKENS = {
|
||||
WBTC: '0x68f180fcce6836688e9084f035309e29bf0a2095',
|
||||
nETH: '0x809dc529f07651bd43a172e8db6f4a7a0d771036',
|
||||
sWETH: '0x121ab82b49b2bc4c7901ca46b8277962b4350204',
|
||||
// Synthetix synths:
|
||||
sAAVE: '0x00b8d5a5e1ac97cb4341c4bc4367443c8776e8d9',
|
||||
sAVAX: '0xb2b42b231c68cbb0b4bf2ffebf57782fd97d3da4',
|
||||
sBTC: '0x298b9b95708152ff6968aafd889c6586e9169f1d',
|
||||
sETH: '0xe405de8f52ba7559f9df3c368500b6e6ae6cee49',
|
||||
sEUR: '0xfbc4198702e81ae77c06d58f81b629bdf36f0a71',
|
||||
sLINK: '0xc5db22719a06418028a40a9b5e9a7c02959d0d08',
|
||||
sMATIC: '0x81ddfac111913d3d5218dea999216323b7cd6356',
|
||||
sSOL: '0x8b2f7ae8ca8ee8428b6d76de88326bb413db2766',
|
||||
sUNI: '0xf5a6115aa582fd1beea22bc93b7dc7a785f60d03',
|
||||
sUSD: '0x8c6f28f2f1a3c87f0f938b96d27520d9751ec8d9',
|
||||
};
|
||||
|
||||
export const GEIST_FANTOM_POOLS = {
|
||||
lendingPool: '0x9fad24f572045c7869117160a571b2e50b10d068',
|
||||
};
|
||||
|
||||
export const CURVE_POOLS = {
|
||||
@@ -715,6 +687,8 @@ export const CURVE_POOLS = {
|
||||
eurt: '0xfd5db7463a3ab53fd211b4af195c5bccc1a03890',
|
||||
ethcrv: '0x8301ae4fc9c624d1d396cbdaa1ed877821d7c511',
|
||||
ethcvx: '0xb576491f1e6e5e62f1d8f26062ee822b40b0e0d4',
|
||||
mimust: '0x55a8a39bc9694714e2874c1ce77aa1e599461e18',
|
||||
usttri_wormhole: '0xceaf7747579696a2f0bb206a14210e3c9e6fb269',
|
||||
fei_tri: '0x06cb22615ba53e60d67bf6c341a0fd5e718e1655',
|
||||
rai_tri: '0x618788357d0ebd8a37e763adab3bc575d54c2c7d',
|
||||
DOLA_tri: '0xaa5a67c256e27a5d80712c51971408db3370927d',
|
||||
@@ -855,39 +829,6 @@ export const PLATYPUS_AVALANCHE_POOLS = {
|
||||
sAVAX: '0x4658ea7e9960d6158a261104aaa160cc953bb6ba',
|
||||
};
|
||||
|
||||
export const WOOFI_POOL_BY_CHAIN_ID = valueByChainId<string>(
|
||||
{
|
||||
[ChainId.BSC]: '0xbf365ce9cfcb2d5855521985e351ba3bcf77fd3f',
|
||||
[ChainId.Fantom]: '0x9503e7517d3c5bc4f9e4a1c6ae4f8b33ac2546f2',
|
||||
[ChainId.Avalanche]: '0x1df3009c57a8b143c6246149f00b090bce3b8f88',
|
||||
[ChainId.Polygon]: '0x7400b665c8f4f3a951a99f1ee9872efb8778723d',
|
||||
},
|
||||
NULL_ADDRESS,
|
||||
);
|
||||
|
||||
export const WOOFI_SUPPORTED_TOKENS = new Set([
|
||||
BSC_TOKENS.USDT,
|
||||
BSC_TOKENS.WBNB,
|
||||
BSC_TOKENS.WOO,
|
||||
BSC_TOKENS.WETH,
|
||||
BSC_TOKENS.BTCB,
|
||||
AVALANCHE_TOKENS.nUSDC,
|
||||
AVALANCHE_TOKENS.WAVAX,
|
||||
AVALANCHE_TOKENS.WBTC,
|
||||
AVALANCHE_TOKENS.WETH,
|
||||
AVALANCHE_TOKENS.WOO,
|
||||
FANTOM_TOKENS.USDC,
|
||||
FANTOM_TOKENS.WFTM,
|
||||
FANTOM_TOKENS.WETH,
|
||||
FANTOM_TOKENS.WBTC,
|
||||
FANTOM_TOKENS.WOO,
|
||||
POLYGON_TOKENS.USDC,
|
||||
POLYGON_TOKENS.WMATIC,
|
||||
POLYGON_TOKENS.WBTC,
|
||||
POLYGON_TOKENS.WETH,
|
||||
POLYGON_TOKENS.WOO,
|
||||
]);
|
||||
|
||||
export const DEFAULT_INTERMEDIATE_TOKENS_BY_CHAIN_ID = valueByChainId<string[]>(
|
||||
{
|
||||
[ChainId.Mainnet]: [
|
||||
@@ -911,15 +852,6 @@ export const DEFAULT_INTERMEDIATE_TOKENS_BY_CHAIN_ID = valueByChainId<string[]>(
|
||||
'0xad6d458402f60fd3bd25163575031acdce07538d', // DAI
|
||||
'0x07865c6e87b9f70255377e024ace6630c1eaa37f', // USDC
|
||||
],
|
||||
[ChainId.Goerli]: [
|
||||
getContractAddressesForChainOrThrow(ChainId.Goerli).etherToken,
|
||||
'0x11fE4B6AE13d2a6055C8D9cF65c55bac32B5d844', // DAI
|
||||
'0x07865c6E87B9F70255377e024ace6630C1Eaa37F', // USDC
|
||||
],
|
||||
[ChainId.PolygonMumbai]: [
|
||||
getContractAddressesForChainOrThrow(ChainId.PolygonMumbai).etherToken,
|
||||
'0xe6b8a5CF854791412c1f6EFC7CAf629f5Df1c747', // USDC
|
||||
],
|
||||
[ChainId.Polygon]: [
|
||||
POLYGON_TOKENS.WMATIC,
|
||||
POLYGON_TOKENS.WETH,
|
||||
@@ -971,72 +903,65 @@ export const DEFAULT_INTERMEDIATE_TOKENS_BY_CHAIN_ID = valueByChainId<string[]>(
|
||||
// attaching to a default intermediary token (stables or ETH etc) can have a large impact
|
||||
export const DEFAULT_TOKEN_ADJACENCY_GRAPH_BY_CHAIN_ID = valueByChainId<TokenAdjacencyGraph>(
|
||||
{
|
||||
[ChainId.Mainnet]: new TokenAdjacencyGraphBuilder(DEFAULT_INTERMEDIATE_TOKENS_BY_CHAIN_ID[ChainId.Mainnet])
|
||||
[ChainId.Mainnet]: new TokenAdjacencyGraphBuilder({
|
||||
default: DEFAULT_INTERMEDIATE_TOKENS_BY_CHAIN_ID[ChainId.Mainnet],
|
||||
})
|
||||
.tap(builder => {
|
||||
// Mirror Protocol
|
||||
builder.add(MAINNET_TOKENS.MIR, MAINNET_TOKENS.UST);
|
||||
// Convex and Curve
|
||||
builder.addBidirectional(MAINNET_TOKENS.cvxCRV, MAINNET_TOKENS.CRV);
|
||||
builder.add(MAINNET_TOKENS.cvxCRV, MAINNET_TOKENS.CRV).add(MAINNET_TOKENS.CRV, MAINNET_TOKENS.cvxCRV);
|
||||
// Convex and FXS
|
||||
builder.addBidirectional(MAINNET_TOKENS.cvxFXS, MAINNET_TOKENS.FXS);
|
||||
builder.add(MAINNET_TOKENS.cvxFXS, MAINNET_TOKENS.FXS).add(MAINNET_TOKENS.FXS, MAINNET_TOKENS.cvxFXS);
|
||||
// FEI TRIBE liquid in UniV2
|
||||
builder.addBidirectional(MAINNET_TOKENS.FEI, MAINNET_TOKENS.TRIBE);
|
||||
builder.add(MAINNET_TOKENS.FEI, MAINNET_TOKENS.TRIBE).add(MAINNET_TOKENS.TRIBE, MAINNET_TOKENS.FEI);
|
||||
// FRAX ecosystem
|
||||
builder.addBidirectional(MAINNET_TOKENS.FRAX, MAINNET_TOKENS.FXS);
|
||||
builder.addBidirectional(MAINNET_TOKENS.FRAX, MAINNET_TOKENS.OHM);
|
||||
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.addBidirectional(MAINNET_TOKENS.OHMV2, MAINNET_TOKENS.BTRFLY);
|
||||
builder
|
||||
.add(MAINNET_TOKENS.OHMV2, MAINNET_TOKENS.BTRFLY)
|
||||
.add(MAINNET_TOKENS.BTRFLY, MAINNET_TOKENS.OHMV2);
|
||||
// Lido
|
||||
builder.addBidirectional(MAINNET_TOKENS.stETH, MAINNET_TOKENS.wstETH);
|
||||
// Synthetix Atomic Swap
|
||||
builder.addCompleteSubgraph([
|
||||
MAINNET_TOKENS.sBTC,
|
||||
MAINNET_TOKENS.sETH,
|
||||
MAINNET_TOKENS.sUSD,
|
||||
MAINNET_TOKENS.sEUR,
|
||||
MAINNET_TOKENS.sJPY,
|
||||
MAINNET_TOKENS.sGBP,
|
||||
MAINNET_TOKENS.sAUD,
|
||||
MAINNET_TOKENS.sKRW,
|
||||
MAINNET_TOKENS.sCHF,
|
||||
]);
|
||||
builder
|
||||
.add(MAINNET_TOKENS.stETH, MAINNET_TOKENS.wstETH)
|
||||
.add(MAINNET_TOKENS.wstETH, MAINNET_TOKENS.stETH);
|
||||
})
|
||||
// Build
|
||||
.build(),
|
||||
[ChainId.BSC]: new TokenAdjacencyGraphBuilder(DEFAULT_INTERMEDIATE_TOKENS_BY_CHAIN_ID[ChainId.BSC]).build(),
|
||||
[ChainId.Polygon]: new TokenAdjacencyGraphBuilder(DEFAULT_INTERMEDIATE_TOKENS_BY_CHAIN_ID[ChainId.Polygon])
|
||||
[ChainId.BSC]: new TokenAdjacencyGraphBuilder({
|
||||
default: DEFAULT_INTERMEDIATE_TOKENS_BY_CHAIN_ID[ChainId.BSC],
|
||||
}).build(),
|
||||
[ChainId.Polygon]: new TokenAdjacencyGraphBuilder({
|
||||
default: DEFAULT_INTERMEDIATE_TOKENS_BY_CHAIN_ID[ChainId.Polygon],
|
||||
})
|
||||
.tap(builder => {
|
||||
builder.addBidirectional(POLYGON_TOKENS.QUICK, POLYGON_TOKENS.ANY);
|
||||
builder.add(POLYGON_TOKENS.QUICK, POLYGON_TOKENS.ANY).add(POLYGON_TOKENS.ANY, POLYGON_TOKENS.QUICK);
|
||||
})
|
||||
.build(),
|
||||
[ChainId.Avalanche]: new TokenAdjacencyGraphBuilder(DEFAULT_INTERMEDIATE_TOKENS_BY_CHAIN_ID[ChainId.Avalanche])
|
||||
[ChainId.Avalanche]: new TokenAdjacencyGraphBuilder({
|
||||
default: DEFAULT_INTERMEDIATE_TOKENS_BY_CHAIN_ID[ChainId.Avalanche],
|
||||
})
|
||||
.tap(builder => {
|
||||
// Synapse nETH/aWETH pool
|
||||
builder.addBidirectional(AVALANCHE_TOKENS.aWETH, AVALANCHE_TOKENS.nETH);
|
||||
builder
|
||||
.add(AVALANCHE_TOKENS.aWETH, AVALANCHE_TOKENS.nETH)
|
||||
.add(AVALANCHE_TOKENS.nETH, AVALANCHE_TOKENS.aWETH);
|
||||
// Trader Joe MAG/MIM pool
|
||||
builder.addBidirectional(AVALANCHE_TOKENS.MIM, AVALANCHE_TOKENS.MAG);
|
||||
})
|
||||
.build(),
|
||||
[ChainId.Fantom]: new TokenAdjacencyGraphBuilder(
|
||||
DEFAULT_INTERMEDIATE_TOKENS_BY_CHAIN_ID[ChainId.Fantom],
|
||||
).build(),
|
||||
[ChainId.Celo]: new TokenAdjacencyGraphBuilder(DEFAULT_INTERMEDIATE_TOKENS_BY_CHAIN_ID[ChainId.Celo]).build(),
|
||||
[ChainId.Optimism]: new TokenAdjacencyGraphBuilder(DEFAULT_INTERMEDIATE_TOKENS_BY_CHAIN_ID[ChainId.Optimism])
|
||||
.tap(builder => {
|
||||
// Synthetix Atomic Swap
|
||||
builder.addCompleteSubgraph([
|
||||
OPTIMISM_TOKENS.sAAVE,
|
||||
OPTIMISM_TOKENS.sAVAX,
|
||||
OPTIMISM_TOKENS.sBTC,
|
||||
OPTIMISM_TOKENS.sETH,
|
||||
OPTIMISM_TOKENS.sEUR,
|
||||
OPTIMISM_TOKENS.sLINK,
|
||||
OPTIMISM_TOKENS.sMATIC,
|
||||
OPTIMISM_TOKENS.sSOL,
|
||||
OPTIMISM_TOKENS.sUNI,
|
||||
OPTIMISM_TOKENS.sUSD,
|
||||
]);
|
||||
builder.add(AVALANCHE_TOKENS.MIM, AVALANCHE_TOKENS.MAG).add(AVALANCHE_TOKENS.MAG, AVALANCHE_TOKENS.MIM);
|
||||
})
|
||||
.build(),
|
||||
[ChainId.Fantom]: new TokenAdjacencyGraphBuilder({
|
||||
default: DEFAULT_INTERMEDIATE_TOKENS_BY_CHAIN_ID[ChainId.Fantom],
|
||||
}).build(),
|
||||
[ChainId.Celo]: new TokenAdjacencyGraphBuilder({
|
||||
default: DEFAULT_INTERMEDIATE_TOKENS_BY_CHAIN_ID[ChainId.Celo],
|
||||
}).build(),
|
||||
[ChainId.Optimism]: new TokenAdjacencyGraphBuilder({
|
||||
default: DEFAULT_INTERMEDIATE_TOKENS_BY_CHAIN_ID[ChainId.Optimism],
|
||||
}).build(),
|
||||
},
|
||||
TokenAdjacencyGraph.getEmptyGraph(),
|
||||
new TokenAdjacencyGraphBuilder({ default: [] }).build(),
|
||||
);
|
||||
|
||||
export const NATIVE_FEE_TOKEN_BY_CHAIN_ID = valueByChainId<string>(
|
||||
@@ -1045,8 +970,6 @@ export const NATIVE_FEE_TOKEN_BY_CHAIN_ID = valueByChainId<string>(
|
||||
[ChainId.BSC]: getContractAddressesForChainOrThrow(ChainId.BSC).etherToken,
|
||||
[ChainId.Ganache]: getContractAddressesForChainOrThrow(ChainId.Ganache).etherToken,
|
||||
[ChainId.Ropsten]: getContractAddressesForChainOrThrow(ChainId.Ropsten).etherToken,
|
||||
[ChainId.Goerli]: getContractAddressesForChainOrThrow(ChainId.Goerli).etherToken,
|
||||
[ChainId.PolygonMumbai]: getContractAddressesForChainOrThrow(ChainId.PolygonMumbai).etherToken,
|
||||
[ChainId.Rinkeby]: getContractAddressesForChainOrThrow(ChainId.Rinkeby).etherToken,
|
||||
[ChainId.Kovan]: getContractAddressesForChainOrThrow(ChainId.Kovan).etherToken,
|
||||
[ChainId.Polygon]: getContractAddressesForChainOrThrow(ChainId.Polygon).etherToken,
|
||||
@@ -1380,6 +1303,16 @@ 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,
|
||||
@@ -1900,7 +1833,6 @@ export const UNISWAPV1_ROUTER_BY_CHAIN_ID = valueByChainId<string>(
|
||||
{
|
||||
[ChainId.Mainnet]: '0xc0a47dfe034b400b47bdad5fecda2621de6c4d95',
|
||||
[ChainId.Ropsten]: '0x9c83dce8ca20e9aaf9d3efc003b2ea62abc08351',
|
||||
[ChainId.Goerli]: '0x6Ce570d02D73d4c384b46135E87f8C592A8c86dA',
|
||||
},
|
||||
NULL_ADDRESS,
|
||||
);
|
||||
@@ -1909,7 +1841,6 @@ export const UNISWAPV2_ROUTER_BY_CHAIN_ID = valueByChainId<string>(
|
||||
{
|
||||
[ChainId.Mainnet]: '0xf164fc0ec4e93095b804a4795bbe1e041497b92a',
|
||||
[ChainId.Ropsten]: '0xf164fc0ec4e93095b804a4795bbe1e041497b92a',
|
||||
[ChainId.Goerli]: '0xf164fc0ec4e93095b804a4795bbe1e041497b92a',
|
||||
},
|
||||
NULL_ADDRESS,
|
||||
);
|
||||
@@ -1919,7 +1850,6 @@ export const SUSHISWAP_ROUTER_BY_CHAIN_ID = valueByChainId<string>(
|
||||
[ChainId.Mainnet]: '0xd9e1ce17f2641f24ae83637ab66a2cca9c378b9f',
|
||||
[ChainId.BSC]: '0x1b02da8cb0d097eb8d57a175b88c7d8b47997506',
|
||||
[ChainId.Ropsten]: '0x1b02da8cb0d097eb8d57a175b88c7d8b47997506',
|
||||
[ChainId.Goerli]: '0x1b02da8cb0d097eb8d57a175b88c7d8b47997506',
|
||||
[ChainId.Polygon]: '0x1b02da8cb0d097eb8d57a175b88c7d8b47997506',
|
||||
[ChainId.Avalanche]: '0x1b02da8cb0d097eb8d57a175b88c7d8b47997506',
|
||||
[ChainId.Fantom]: '0x1b02da8cb0d097eb8d57a175b88c7d8b47997506',
|
||||
@@ -2011,6 +1941,7 @@ export const KNIGHTSWAP_ROUTER_BY_CHAIN_ID = valueByChainId<string>(
|
||||
|
||||
export const MOONISWAP_REGISTRIES_BY_CHAIN_ID = valueByChainId(
|
||||
{
|
||||
[ChainId.Mainnet]: ['0xbaf9a5d4b0052359326a6cdab54babaa3a3a9643'],
|
||||
[ChainId.BSC]: ['0xd41b24bba51fac0e4827b6f94c0d6ddeb183cd64'],
|
||||
},
|
||||
[] as string[],
|
||||
@@ -2080,6 +2011,14 @@ export const MAKER_PSM_INFO_BY_CHAIN_ID = valueByChainId<PsmInfo>(
|
||||
},
|
||||
);
|
||||
|
||||
export const MOONISWAP_LIQUIDITY_PROVIDER_BY_CHAIN_ID = valueByChainId<string>(
|
||||
{
|
||||
[ChainId.Mainnet]: '0xa2033d6ba88756ce6a87584d69dc87bda9a4f889',
|
||||
[ChainId.Ropsten]: '0x87e0393aee0fb8c10b8653c6507c182264fe5a34',
|
||||
},
|
||||
NULL_ADDRESS,
|
||||
);
|
||||
|
||||
export const BANCOR_REGISTRY_BY_CHAIN_ID = valueByChainId<string>(
|
||||
{
|
||||
[ChainId.Mainnet]: '0x52Ae12ABe5D8BD778BD5397F99cA900624CfADD4',
|
||||
@@ -2188,6 +2127,7 @@ export const LIDO_INFO_BY_CHAIN = valueByChainId<LidoInfo>(
|
||||
},
|
||||
);
|
||||
|
||||
export const BALANCER_SUBGRAPH_URL = 'https://api.thegraph.com/subgraphs/name/balancer-labs/balancer';
|
||||
export const BALANCER_TOP_POOLS_FETCHED = 250;
|
||||
export const BALANCER_MAX_POOLS_FETCHED = 3;
|
||||
|
||||
@@ -2199,6 +2139,13 @@ export const BALANCER_V2_SUBGRAPH_URL_BY_CHAIN = valueByChainId(
|
||||
null,
|
||||
);
|
||||
|
||||
export const BEETHOVEN_X_SUBGRAPH_URL_BY_CHAIN = valueByChainId<string>(
|
||||
{
|
||||
[ChainId.Fantom]: 'https://graph-node.beets-ftm-node.com/subgraphs/name/beethovenx',
|
||||
},
|
||||
'https://graph-node.beets-ftm-node.com/subgraphs/name/beethovenx',
|
||||
);
|
||||
|
||||
export const UNISWAPV3_CONFIG_BY_CHAIN_ID = valueByChainId(
|
||||
{
|
||||
[ChainId.Mainnet]: {
|
||||
@@ -2209,14 +2156,6 @@ export const UNISWAPV3_CONFIG_BY_CHAIN_ID = valueByChainId(
|
||||
quoter: '0x61ffe014ba17989e743c5f6cb21bf9697530b21e',
|
||||
router: '0xe592427a0aece92de3edee1f18e0157c05861564',
|
||||
},
|
||||
[ChainId.Goerli]: {
|
||||
quoter: '0x61ffe014ba17989e743c5f6cb21bf9697530b21e',
|
||||
router: '0xe592427a0aece92de3edee1f18e0157c05861564',
|
||||
},
|
||||
[ChainId.PolygonMumbai]: {
|
||||
quoter: '0x61ffe014ba17989e743c5f6cb21bf9697530b21e',
|
||||
router: '0xe592427a0aece92de3edee1f18e0157c05861564',
|
||||
},
|
||||
[ChainId.Polygon]: {
|
||||
quoter: '0x61ffe014ba17989e743c5f6cb21bf9697530b21e',
|
||||
router: '0xe592427a0aece92de3edee1f18e0157c05861564',
|
||||
@@ -2402,47 +2341,6 @@ export const VELODROME_ROUTER_BY_CHAIN_ID = valueByChainId<string>(
|
||||
NULL_ADDRESS,
|
||||
);
|
||||
|
||||
export const SYNTHETIX_READ_PROXY_BY_CHAIN_ID = valueByChainId<string>(
|
||||
{
|
||||
[ChainId.Mainnet]: '0x4e3b31eb0e5cb73641ee1e65e7dcefe520ba3ef2',
|
||||
[ChainId.Optimism]: '0x1cb059b7e74fd21665968c908806143e744d5f30',
|
||||
},
|
||||
NULL_ADDRESS,
|
||||
);
|
||||
|
||||
export const SYNTHETIX_CURRENCY_KEYS_BY_CHAIN_ID = valueByChainId<Map<string, string>>(
|
||||
{
|
||||
// There is no easy way to find out what synths are supported on mainnet.
|
||||
// The below list is based on https://sips.synthetix.io/sccp/sccp-190.
|
||||
[ChainId.Mainnet]: new Map([
|
||||
[MAINNET_TOKENS.sAUD, 'sAUD'],
|
||||
[MAINNET_TOKENS.sBTC, 'sBTC'],
|
||||
[MAINNET_TOKENS.sCHF, 'sCHF'],
|
||||
[MAINNET_TOKENS.sETH, 'sETH'],
|
||||
[MAINNET_TOKENS.sEUR, 'sEUR'],
|
||||
[MAINNET_TOKENS.sGBP, 'sGBP'],
|
||||
[MAINNET_TOKENS.sJPY, 'sJPY'],
|
||||
[MAINNET_TOKENS.sKRW, 'sKRW'],
|
||||
[MAINNET_TOKENS.sUSD, 'sUSD'],
|
||||
]),
|
||||
// Supported assets can be find through SynthUtil::synthsRates.
|
||||
// Low liquidity tokens can be excluded.
|
||||
[ChainId.Optimism]: new Map([
|
||||
[OPTIMISM_TOKENS.sAAVE, 'sAAVE'],
|
||||
[OPTIMISM_TOKENS.sAVAX, 'sAVAX'],
|
||||
[OPTIMISM_TOKENS.sBTC, 'sBTC'],
|
||||
[OPTIMISM_TOKENS.sETH, 'sETH'],
|
||||
[OPTIMISM_TOKENS.sEUR, 'sEUR'],
|
||||
[OPTIMISM_TOKENS.sLINK, 'sLINK'],
|
||||
[OPTIMISM_TOKENS.sMATIC, 'sMATIC'],
|
||||
[OPTIMISM_TOKENS.sSOL, 'sSOL'],
|
||||
[OPTIMISM_TOKENS.sUNI, 'sUNI'],
|
||||
[OPTIMISM_TOKENS.sUSD, 'sUSD'],
|
||||
]),
|
||||
},
|
||||
new Map(),
|
||||
);
|
||||
|
||||
export const VIP_ERC20_BRIDGE_SOURCES_BY_CHAIN_ID = valueByChainId<ERC20BridgeSource[]>(
|
||||
{
|
||||
[ChainId.Mainnet]: [
|
||||
@@ -2484,6 +2382,7 @@ const uniswapV2CloneGasSchedule = (fillData?: FillData) => {
|
||||
* I.e remove the overhead cost of ExchangeProxy (130k) and
|
||||
* the ethereum transaction cost (21k)
|
||||
*/
|
||||
// tslint:disable:custom-no-magic-numbers
|
||||
export const DEFAULT_GAS_SCHEDULE: Required<GasSchedule> = {
|
||||
[ERC20BridgeSource.Native]: fillData => {
|
||||
// TODO jacob re-order imports so there is no circular rependency with SignedNativeOrder
|
||||
@@ -2625,28 +2524,7 @@ export const DEFAULT_GAS_SCHEDULE: Required<GasSchedule> = {
|
||||
return compoundFillData.takerToken === wethAddress ? 210e3 : 250e3;
|
||||
}
|
||||
},
|
||||
[ERC20BridgeSource.Synthetix]: (fillData?: FillData) => {
|
||||
const { chainId, makerTokenSymbolBytes32, takerTokenSymbolBytes32 } = fillData as SynthetixFillData;
|
||||
const makerTokenSymbol = parseBytes32String(makerTokenSymbolBytes32);
|
||||
const takerTokenSymbol = parseBytes32String(takerTokenSymbolBytes32);
|
||||
|
||||
// Gas cost widely varies by token on mainnet.
|
||||
if (chainId === ChainId.Mainnet) {
|
||||
if (takerTokenSymbol === 'sBTC' || makerTokenSymbol === 'sBTC') {
|
||||
return 800e3;
|
||||
}
|
||||
if (takerTokenSymbol === 'sETH' || makerTokenSymbol === 'sETH') {
|
||||
return 700e3;
|
||||
}
|
||||
return 580e3;
|
||||
}
|
||||
|
||||
// Optimism
|
||||
if (takerTokenSymbol === 'sUSD' || makerTokenSymbol === 'sUSD') {
|
||||
return 480e3;
|
||||
}
|
||||
return 580e3;
|
||||
},
|
||||
//
|
||||
// BSC
|
||||
//
|
||||
@@ -2657,19 +2535,7 @@ export const DEFAULT_GAS_SCHEDULE: Required<GasSchedule> = {
|
||||
[ERC20BridgeSource.CheeseSwap]: uniswapV2CloneGasSchedule,
|
||||
[ERC20BridgeSource.WaultSwap]: uniswapV2CloneGasSchedule,
|
||||
[ERC20BridgeSource.ACryptos]: fillData => (fillData as CurveFillData).pool.gasSchedule,
|
||||
[ERC20BridgeSource.WOOFi]: (fillData?: FillData) => {
|
||||
const woofiFillData = fillData as WOOFiFillData;
|
||||
const quoteTokenAddresses = [BSC_TOKENS.USDT, AVALANCHE_TOKENS.nUSDC, FANTOM_TOKENS.USDC, POLYGON_TOKENS.USDC];
|
||||
|
||||
if (
|
||||
quoteTokenAddresses.includes(woofiFillData.takerToken) ||
|
||||
quoteTokenAddresses.includes(woofiFillData.makerToken)
|
||||
) {
|
||||
return 500e3;
|
||||
} else {
|
||||
return 100e4;
|
||||
}
|
||||
},
|
||||
//
|
||||
// Polygon
|
||||
//
|
||||
@@ -2720,7 +2586,10 @@ export const POSITIVE_SLIPPAGE_FEE_TRANSFORMER_GAS = new BigNumber(20000);
|
||||
|
||||
export const DEFAULT_FEE_ESTIMATE = { gas: 0, fee: ZERO_AMOUNT };
|
||||
|
||||
// tslint:enable:custom-no-magic-numbers
|
||||
|
||||
export const DEFAULT_GET_MARKET_ORDERS_OPTS: Omit<GetMarketOrdersOpts, 'gasPrice'> = {
|
||||
// tslint:disable-next-line: custom-no-magic-numbers
|
||||
runLimit: 2 ** 15,
|
||||
excludedSources: [],
|
||||
excludedFeeSources: [],
|
||||
@@ -2735,7 +2604,7 @@ export const DEFAULT_GET_MARKET_ORDERS_OPTS: Omit<GetMarketOrdersOpts, 'gasPrice
|
||||
allowFallback: true,
|
||||
shouldGenerateQuoteReport: true,
|
||||
shouldIncludePriceComparisonsReport: false,
|
||||
tokenAdjacencyGraph: TokenAdjacencyGraph.getEmptyGraph(),
|
||||
tokenAdjacencyGraph: { default: [] },
|
||||
neonRouterNumSamples: 14,
|
||||
fillAdjustor: new IdentityFillAdjustor(),
|
||||
};
|
||||
|
||||
@@ -29,6 +29,7 @@ import {
|
||||
PriceComparisonsReport,
|
||||
QuoteReport,
|
||||
} from './../quote_report_generator';
|
||||
|
||||
import { getComparisonPrices } from './comparison_price';
|
||||
import {
|
||||
BUY_SOURCE_FILTER_BY_CHAIN_ID,
|
||||
@@ -861,9 +862,14 @@ export class MarketOperationUtils {
|
||||
}
|
||||
|
||||
private async _refreshPoolCacheIfRequiredAsync(takerToken: string, makerToken: string): Promise<void> {
|
||||
_.values(this._sampler.poolsCaches)
|
||||
.filter(cache => cache !== undefined && !cache.isFresh(takerToken, makerToken))
|
||||
.forEach(cache => cache?.getFreshPoolsForPairAsync(takerToken, makerToken));
|
||||
void Promise.all(
|
||||
Object.values(this._sampler.poolsCaches).map(async cache => {
|
||||
if (!cache || cache.isFresh(takerToken, makerToken)) {
|
||||
return Promise.resolve([]);
|
||||
}
|
||||
return cache.getFreshPoolsForPairAsync(takerToken, makerToken);
|
||||
}),
|
||||
);
|
||||
}
|
||||
}
|
||||
|
||||
|
||||
@@ -12,8 +12,26 @@ import {
|
||||
FillAdjustor,
|
||||
MarketSideLiquidity,
|
||||
MultiHopFillData,
|
||||
TokenAdjacencyGraph,
|
||||
} from './types';
|
||||
|
||||
/**
|
||||
* Given a token pair, returns the intermediate tokens to consider for two-hop routes.
|
||||
*/
|
||||
export function getIntermediateTokens(
|
||||
makerToken: string,
|
||||
takerToken: string,
|
||||
tokenAdjacencyGraph: TokenAdjacencyGraph,
|
||||
): string[] {
|
||||
const intermediateTokens = _.union(
|
||||
_.get(tokenAdjacencyGraph, takerToken, tokenAdjacencyGraph.default),
|
||||
_.get(tokenAdjacencyGraph, makerToken, tokenAdjacencyGraph.default),
|
||||
);
|
||||
return _.uniqBy(intermediateTokens, a => a.toLowerCase()).filter(
|
||||
token => token.toLowerCase() !== makerToken.toLowerCase() && token.toLowerCase() !== takerToken.toLowerCase(),
|
||||
);
|
||||
}
|
||||
|
||||
/**
|
||||
* Returns the best two-hop quote and the fee-adjusted rate of that quote.
|
||||
*/
|
||||
|
||||
@@ -38,12 +38,10 @@ import {
|
||||
OrderDomain,
|
||||
PlatypusFillData,
|
||||
ShellFillData,
|
||||
SynthetixFillData,
|
||||
UniswapV2FillData,
|
||||
UniswapV3FillData,
|
||||
UniswapV3PathAmount,
|
||||
VelodromeFillData,
|
||||
WOOFiFillData,
|
||||
} from './types';
|
||||
|
||||
// tslint:disable completed-docs
|
||||
@@ -212,10 +210,6 @@ export function getErc20BridgeSourceToBridgeSource(source: ERC20BridgeSource): s
|
||||
return encodeBridgeSourceId(BridgeProtocol.BancorV3, 'BancorV3');
|
||||
case ERC20BridgeSource.Velodrome:
|
||||
return encodeBridgeSourceId(BridgeProtocol.Velodrome, 'Velodrome');
|
||||
case ERC20BridgeSource.Synthetix:
|
||||
return encodeBridgeSourceId(BridgeProtocol.Synthetix, 'Synthetix');
|
||||
case ERC20BridgeSource.WOOFi:
|
||||
return encodeBridgeSourceId(BridgeProtocol.WOOFi, 'WOOFi');
|
||||
default:
|
||||
throw new Error(AggregationError.NoBridgeForSource);
|
||||
}
|
||||
@@ -397,18 +391,6 @@ export function createBridgeDataForBridgeOrder(order: OptimizedMarketBridgeOrder
|
||||
const velodromeFillData = (order as OptimizedMarketBridgeOrder<VelodromeFillData>).fillData;
|
||||
bridgeData = encoder.encode([velodromeFillData.router, velodromeFillData.stable]);
|
||||
break;
|
||||
case ERC20BridgeSource.Synthetix:
|
||||
const fillData = (order as OptimizedMarketBridgeOrder<SynthetixFillData>).fillData;
|
||||
bridgeData = encoder.encode([
|
||||
fillData.synthetix,
|
||||
fillData.takerTokenSymbolBytes32,
|
||||
fillData.makerTokenSymbolBytes32,
|
||||
]);
|
||||
break;
|
||||
case ERC20BridgeSource.WOOFi:
|
||||
const woofiFillData = (order as OptimizedMarketBridgeOrder<WOOFiFillData>).fillData;
|
||||
bridgeData = encoder.encode([woofiFillData.poolAddress]);
|
||||
break;
|
||||
default:
|
||||
throw new Error(AggregationError.NoBridgeForSource);
|
||||
}
|
||||
@@ -535,8 +517,6 @@ export const BRIDGE_ENCODERS: {
|
||||
[ERC20BridgeSource.Compound]: AbiEncoder.create('(address)'),
|
||||
[ERC20BridgeSource.Geist]: AbiEncoder.create('(address,address)'),
|
||||
[ERC20BridgeSource.Velodrome]: AbiEncoder.create('(address,bool)'),
|
||||
[ERC20BridgeSource.Synthetix]: AbiEncoder.create('(address,bytes32,bytes32)'),
|
||||
[ERC20BridgeSource.WOOFi]: AbiEncoder.create('(address)'),
|
||||
};
|
||||
|
||||
function getFillTokenAmounts(fill: Fill, side: MarketOperation): [BigNumber, BigNumber] {
|
||||
|
||||
@@ -14,7 +14,7 @@ import { dexSampleToFill, ethToOutputAmount, nativeOrderToFill } from './fills';
|
||||
import { Path, PathPenaltyOpts } from './path';
|
||||
import { DexSample, ERC20BridgeSource, FeeSchedule, Fill, FillAdjustor, FillData, SamplerMetrics } from './types';
|
||||
|
||||
// tslint:disable: prefer-for-of completed-docs no-bitwise
|
||||
// tslint:disable: prefer-for-of custom-no-magic-numbers completed-docs no-bitwise
|
||||
|
||||
// NOTE: The Rust router will panic with less than 3 samples
|
||||
const MIN_NUM_SAMPLE_INPUTS = 3;
|
||||
|
||||
@@ -1,19 +1,16 @@
|
||||
import { ChainId } from '@0x/contract-addresses';
|
||||
import { getPoolsWithTokens, parsePoolData } from 'balancer-labs-sor-v1';
|
||||
import { Pool } from 'balancer-labs-sor-v1/dist/types';
|
||||
import { gql, request } from 'graphql-request';
|
||||
|
||||
import { DEFAULT_WARNING_LOGGER } from '../../../constants';
|
||||
import { LogFunction } from '../../../types';
|
||||
import { BALANCER_MAX_POOLS_FETCHED, BALANCER_TOP_POOLS_FETCHED } from '../constants';
|
||||
import { BALANCER_MAX_POOLS_FETCHED, BALANCER_SUBGRAPH_URL, BALANCER_TOP_POOLS_FETCHED } from '../constants';
|
||||
|
||||
import { NoOpPoolsCache } from './no_op_pools_cache';
|
||||
import { AbstractPoolsCache, CacheValue, PoolsCache } from './pools_cache';
|
||||
import { CacheValue, PoolsCache } from './pools_cache';
|
||||
|
||||
// tslint:disable:custom-no-magic-numbers
|
||||
const ONE_DAY_MS = 24 * 60 * 60 * 1000;
|
||||
// tslint:disable: member-ordering
|
||||
|
||||
const BALANCER_SUBGRAPH_URL = 'https://api.thegraph.com/subgraphs/name/balancer-labs/balancer';
|
||||
// tslint:enable:custom-no-magic-numbers
|
||||
|
||||
interface BalancerPoolResponse {
|
||||
id: string;
|
||||
@@ -23,18 +20,10 @@ interface BalancerPoolResponse {
|
||||
totalWeight: string;
|
||||
}
|
||||
|
||||
export class BalancerPoolsCache extends AbstractPoolsCache {
|
||||
public static create(chainId: ChainId): PoolsCache {
|
||||
if (chainId !== ChainId.Mainnet) {
|
||||
return new NoOpPoolsCache();
|
||||
}
|
||||
|
||||
return new BalancerPoolsCache();
|
||||
}
|
||||
|
||||
private constructor(
|
||||
export class BalancerPoolsCache extends PoolsCache {
|
||||
constructor(
|
||||
private readonly _subgraphUrl: string = BALANCER_SUBGRAPH_URL,
|
||||
cache: Map<string, CacheValue> = new Map(),
|
||||
cache: { [key: string]: CacheValue } = {},
|
||||
private readonly maxPoolsFetched: number = BALANCER_MAX_POOLS_FETCHED,
|
||||
private readonly _topPoolsFetched: number = BALANCER_TOP_POOLS_FETCHED,
|
||||
private readonly _warningLogger: LogFunction = DEFAULT_WARNING_LOGGER,
|
||||
@@ -6,18 +6,16 @@ import { gql, request } from 'graphql-request';
|
||||
|
||||
import { DEFAULT_WARNING_LOGGER } from '../../../constants';
|
||||
import { LogFunction } from '../../../types';
|
||||
import { BALANCER_MAX_POOLS_FETCHED, BALANCER_TOP_POOLS_FETCHED } from '../constants';
|
||||
import {
|
||||
BALANCER_MAX_POOLS_FETCHED,
|
||||
BALANCER_TOP_POOLS_FETCHED,
|
||||
BALANCER_V2_SUBGRAPH_URL_BY_CHAIN,
|
||||
} from '../constants';
|
||||
|
||||
import { parsePoolData } from './balancer_sor_v2';
|
||||
import { NoOpPoolsCache } from './no_op_pools_cache';
|
||||
import { AbstractPoolsCache, CacheValue, PoolsCache } from './pools_cache';
|
||||
|
||||
// tslint:disable: member-ordering
|
||||
|
||||
const BEETHOVEN_X_SUBGRAPH_URL_BY_CHAIN = new Map<ChainId, string>([
|
||||
[ChainId.Fantom, 'https://api.thegraph.com/subgraphs/name/beethovenxfi/beethovenx'],
|
||||
]);
|
||||
import { CacheValue, PoolsCache } from './pools_cache';
|
||||
|
||||
// tslint:disable-next-line:custom-no-magic-numbers
|
||||
const ONE_DAY_MS = 24 * 60 * 60 * 1000;
|
||||
|
||||
interface BalancerPoolResponse {
|
||||
@@ -30,16 +28,7 @@ interface BalancerPoolResponse {
|
||||
amp: string | null;
|
||||
}
|
||||
|
||||
export class BalancerV2PoolsCache extends AbstractPoolsCache {
|
||||
public static createBeethovenXPoolCache(chainId: ChainId): PoolsCache {
|
||||
const subgraphUrl = BEETHOVEN_X_SUBGRAPH_URL_BY_CHAIN.get(chainId);
|
||||
if (subgraphUrl === undefined) {
|
||||
return new NoOpPoolsCache();
|
||||
}
|
||||
|
||||
return new BalancerV2PoolsCache(subgraphUrl);
|
||||
}
|
||||
|
||||
export class BalancerV2PoolsCache extends PoolsCache {
|
||||
private static _parseSubgraphPoolData(pool: any, takerToken: string, makerToken: string): Pool {
|
||||
const tToken = pool.tokens.find((t: any) => t.address === takerToken);
|
||||
const mToken = pool.tokens.find((t: any) => t.address === makerToken);
|
||||
@@ -60,12 +49,13 @@ export class BalancerV2PoolsCache extends AbstractPoolsCache {
|
||||
};
|
||||
}
|
||||
|
||||
private constructor(
|
||||
private readonly subgraphUrl: string,
|
||||
constructor(
|
||||
chainId: 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,
|
||||
cache: Map<string, CacheValue> = new Map(),
|
||||
cache: { [key: string]: CacheValue } = {},
|
||||
) {
|
||||
super(cache);
|
||||
void this._loadTopPoolsAsync();
|
||||
@@ -73,6 +63,19 @@ export class BalancerV2PoolsCache extends AbstractPoolsCache {
|
||||
setInterval(async () => void this._loadTopPoolsAsync(), ONE_DAY_MS / 2);
|
||||
}
|
||||
|
||||
// protected async _fetchPoolsForPairAsync(takerToken: string, makerToken: string): Promise<Pool[]> {
|
||||
// try {
|
||||
// const poolData = (await getPoolsWithTokens(takerToken, makerToken)).pools;
|
||||
// // Sort by maker token balance (descending)
|
||||
// const pools = parsePoolData(poolData, takerToken, makerToken).sort((a, b) =>
|
||||
// b.balanceOut.minus(a.balanceOut).toNumber(),
|
||||
// );
|
||||
// return pools.length > this.maxPoolsFetched ? pools.slice(0, this.maxPoolsFetched) : pools;
|
||||
// } catch (err) {
|
||||
// return [];
|
||||
// }
|
||||
// }
|
||||
|
||||
protected async _fetchTopPoolsAsync(): Promise<BalancerPoolResponse[]> {
|
||||
const query = gql`
|
||||
query fetchTopPools($topPoolsFetched: Int!) {
|
||||
@@ -20,6 +20,7 @@ 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 {
|
||||
@@ -1,20 +1,18 @@
|
||||
import { ChainId } from '@0x/contract-addresses';
|
||||
import { Pool } from 'balancer-labs-sor-v1/dist/types';
|
||||
import { getPoolsWithTokens, parsePoolData } from 'cream-sor';
|
||||
|
||||
import { BALANCER_MAX_POOLS_FETCHED } from '../constants';
|
||||
|
||||
import { NoOpPoolsCache } from './no_op_pools_cache';
|
||||
import { AbstractPoolsCache, CacheValue, PoolsCache } from './pools_cache';
|
||||
import { CacheValue, PoolsCache } from './pools_cache';
|
||||
|
||||
export class CreamPoolsCache extends AbstractPoolsCache {
|
||||
public static create(chainId: ChainId): PoolsCache {
|
||||
if (chainId !== ChainId.Mainnet) {
|
||||
return new NoOpPoolsCache();
|
||||
export class CreamPoolsCache extends PoolsCache {
|
||||
constructor(
|
||||
_cache: { [key: string]: CacheValue } = {},
|
||||
private readonly maxPoolsFetched: number = BALANCER_MAX_POOLS_FETCHED,
|
||||
) {
|
||||
super(_cache);
|
||||
}
|
||||
|
||||
return new CreamPoolsCache();
|
||||
}
|
||||
protected async _fetchPoolsForPairAsync(takerToken: string, makerToken: string): Promise<Pool[]> {
|
||||
try {
|
||||
const poolData = (await getPoolsWithTokens(takerToken, makerToken)).pools;
|
||||
@@ -27,10 +25,4 @@ export class CreamPoolsCache extends AbstractPoolsCache {
|
||||
return [];
|
||||
}
|
||||
}
|
||||
private constructor(
|
||||
_cache: Map<string, CacheValue> = new Map(),
|
||||
private readonly maxPoolsFetched: number = BALANCER_MAX_POOLS_FETCHED,
|
||||
) {
|
||||
super(_cache);
|
||||
}
|
||||
}
|
||||
@@ -1,4 +1,4 @@
|
||||
export { BalancerPoolsCache } from './balancer_pools_cache';
|
||||
export { BalancerV2PoolsCache } from './balancer_v2_pools_cache';
|
||||
export { CreamPoolsCache } from './cream_pools_cache';
|
||||
export { AbstractPoolsCache, PoolsCache } from './pools_cache';
|
||||
export { BalancerPoolsCache } from './balancer_utils';
|
||||
export { BalancerV2PoolsCache } from './balancer_v2_utils';
|
||||
export { CreamPoolsCache } from './cream_utils';
|
||||
export { PoolsCache } from './pools_cache';
|
||||
|
||||
@@ -1,21 +0,0 @@
|
||||
import { Pool, PoolsCache } from './pools_cache';
|
||||
|
||||
// tslint:disable:prefer-function-over-method
|
||||
|
||||
export class NoOpPoolsCache implements PoolsCache {
|
||||
public async getFreshPoolsForPairAsync(
|
||||
_takerToken: string,
|
||||
_makerToken: string,
|
||||
_timeoutMs?: number | undefined,
|
||||
): Promise<Pool[]> {
|
||||
return [];
|
||||
}
|
||||
|
||||
public getPoolAddressesForPair(_takerToken: string, _makerToken: string): string[] {
|
||||
return [];
|
||||
}
|
||||
|
||||
public isFresh(_takerToken: string, _makerToken: string): boolean {
|
||||
return true;
|
||||
}
|
||||
}
|
||||
@@ -1,15 +1,18 @@
|
||||
import { ONE_HOUR_IN_SECONDS, ONE_SECOND_MS } from '../constants';
|
||||
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.
|
||||
|
||||
@@ -7,30 +7,18 @@ export interface CacheValue {
|
||||
pools: Pool[];
|
||||
}
|
||||
|
||||
// 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 = 3000;
|
||||
const DEFAULT_TIMEOUT_MS = 1000;
|
||||
// tslint:enable:custom-no-magic-numbers
|
||||
|
||||
export interface PoolsCache {
|
||||
getFreshPoolsForPairAsync(takerToken: string, makerToken: string, timeoutMs?: number): Promise<Pool[]>;
|
||||
getPoolAddressesForPair(takerToken: string, makerToken: string): string[];
|
||||
isFresh(takerToken: string, makerToken: string): boolean;
|
||||
}
|
||||
|
||||
export abstract class AbstractPoolsCache implements PoolsCache {
|
||||
protected static _getKey(takerToken: string, makerToken: string): string {
|
||||
return `${takerToken}-${makerToken}`;
|
||||
}
|
||||
|
||||
protected static _isExpired(value: CacheValue | undefined): boolean {
|
||||
if (value === undefined) {
|
||||
return true;
|
||||
}
|
||||
export abstract class PoolsCache {
|
||||
protected static _isExpired(value: CacheValue): boolean {
|
||||
return Date.now() >= value.expiresAt;
|
||||
}
|
||||
|
||||
constructor(
|
||||
protected readonly _cache: Map<string, CacheValue>,
|
||||
protected readonly _cache: { [key: string]: CacheValue },
|
||||
protected readonly _cacheTimeMs: number = DEFAULT_CACHE_TIME_MS,
|
||||
) {}
|
||||
|
||||
@@ -43,42 +31,47 @@ export abstract class AbstractPoolsCache implements PoolsCache {
|
||||
return Promise.race([this._getAndSaveFreshPoolsForPairAsync(takerToken, makerToken), timeout]);
|
||||
}
|
||||
|
||||
/**
|
||||
* Returns pool addresses (can be stale) for a pair.
|
||||
*
|
||||
* An empty array will be returned if cache does not exist.
|
||||
*/
|
||||
public getPoolAddressesForPair(takerToken: string, makerToken: string): string[] {
|
||||
const value = this._getValue(takerToken, makerToken);
|
||||
public getCachedPoolAddressesForPair(
|
||||
takerToken: string,
|
||||
makerToken: string,
|
||||
ignoreExpired: boolean = true,
|
||||
): string[] | undefined {
|
||||
const key = JSON.stringify([takerToken, makerToken]);
|
||||
const value = this._cache[key];
|
||||
if (ignoreExpired) {
|
||||
return value === undefined ? [] : value.pools.map(pool => pool.id);
|
||||
}
|
||||
if (!value) {
|
||||
return undefined;
|
||||
}
|
||||
if (PoolsCache._isExpired(value)) {
|
||||
return undefined;
|
||||
}
|
||||
return (value || []).pools.map(pool => pool.id);
|
||||
}
|
||||
|
||||
public isFresh(takerToken: string, makerToken: string): boolean {
|
||||
const value = this._getValue(takerToken, makerToken);
|
||||
return !AbstractPoolsCache._isExpired(value);
|
||||
}
|
||||
|
||||
protected _getValue(takerToken: string, makerToken: string): CacheValue | undefined {
|
||||
const key = AbstractPoolsCache._getKey(takerToken, makerToken);
|
||||
return this._cache.get(key);
|
||||
const cached = this.getCachedPoolAddressesForPair(takerToken, makerToken, false);
|
||||
return cached !== undefined;
|
||||
}
|
||||
|
||||
protected async _getAndSaveFreshPoolsForPairAsync(takerToken: string, makerToken: string): Promise<Pool[]> {
|
||||
const key = AbstractPoolsCache._getKey(takerToken, makerToken);
|
||||
const value = this._cache.get(key);
|
||||
if (!AbstractPoolsCache._isExpired(value)) {
|
||||
return value!.pools;
|
||||
}
|
||||
|
||||
const key = JSON.stringify([takerToken, makerToken]);
|
||||
const value = this._cache[key];
|
||||
if (value === undefined || value.expiresAt >= Date.now()) {
|
||||
const pools = await this._fetchPoolsForPairAsync(takerToken, makerToken);
|
||||
const expiresAt = Date.now() + this._cacheTimeMs;
|
||||
this._cachePoolsForPair(takerToken, makerToken, pools, expiresAt);
|
||||
return pools;
|
||||
}
|
||||
return this._cache[key].pools;
|
||||
}
|
||||
|
||||
protected _cachePoolsForPair(takerToken: string, makerToken: string, pools: Pool[], expiresAt: number): void {
|
||||
const key = AbstractPoolsCache._getKey(takerToken, makerToken);
|
||||
this._cache.set(key, { pools, expiresAt });
|
||||
const key = JSON.stringify([takerToken, makerToken]);
|
||||
this._cache[key] = {
|
||||
pools,
|
||||
expiresAt,
|
||||
};
|
||||
}
|
||||
|
||||
protected abstract _fetchPoolsForPairAsync(takerToken: string, makerToken: string): Promise<Pool[]>;
|
||||
|
||||
@@ -3,11 +3,10 @@ import { BigNumber, NULL_BYTES } from '@0x/utils';
|
||||
|
||||
import { SamplerOverrides } from '../../types';
|
||||
import { ERC20BridgeSamplerContract } from '../../wrappers';
|
||||
import { TokenAdjacencyGraph } from '../token_adjacency_graph';
|
||||
|
||||
import { BancorService } from './bancor_service';
|
||||
import { PoolsCacheMap, SamplerOperations } from './sampler_operations';
|
||||
import { BatchedOperation, LiquidityProviderRegistry } from './types';
|
||||
import { BatchedOperation, LiquidityProviderRegistry, TokenAdjacencyGraph } from './types';
|
||||
|
||||
/**
|
||||
* Generate sample amounts up to `maxFillAmount`.
|
||||
|
||||
@@ -1,14 +1,12 @@
|
||||
import { ChainId } from '@0x/contract-addresses';
|
||||
import { LimitOrderFields } from '@0x/protocol-utils';
|
||||
import { BigNumber, logUtils } from '@0x/utils';
|
||||
import { formatBytes32String } from '@ethersproject/strings';
|
||||
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';
|
||||
import { TokenAdjacencyGraph } from '../token_adjacency_graph';
|
||||
|
||||
import { AaveV2ReservesCache } from './aave_reserves_cache';
|
||||
import { BancorService } from './bancor_service';
|
||||
@@ -26,9 +24,10 @@ import {
|
||||
AAVE_V2_SUBGRAPH_URL_BY_CHAIN_ID,
|
||||
AVALANCHE_TOKENS,
|
||||
BALANCER_V2_VAULT_ADDRESS_BY_CHAIN,
|
||||
BANCOR_REGISTRY_BY_CHAIN_ID,
|
||||
BANCORV3_NETWORK_BY_CHAIN_ID,
|
||||
BANCORV3_NETWORK_INFO_BY_CHAIN_ID,
|
||||
BANCOR_REGISTRY_BY_CHAIN_ID,
|
||||
BEETHOVEN_X_SUBGRAPH_URL_BY_CHAIN,
|
||||
BEETHOVEN_X_VAULT_ADDRESS_BY_CHAIN,
|
||||
COMPOUND_API_URL_BY_CHAIN_ID,
|
||||
DODOV1_CONFIG_BY_CHAIN_ID,
|
||||
@@ -47,19 +46,16 @@ import {
|
||||
NULL_ADDRESS,
|
||||
PLATYPUS_ROUTER_BY_CHAIN_ID,
|
||||
SELL_SOURCE_FILTER_BY_CHAIN_ID,
|
||||
SYNTHETIX_CURRENCY_KEYS_BY_CHAIN_ID,
|
||||
SYNTHETIX_READ_PROXY_BY_CHAIN_ID,
|
||||
UNISWAPV1_ROUTER_BY_CHAIN_ID,
|
||||
UNISWAPV3_CONFIG_BY_CHAIN_ID,
|
||||
VELODROME_ROUTER_BY_CHAIN_ID,
|
||||
WOOFI_POOL_BY_CHAIN_ID,
|
||||
WOOFI_SUPPORTED_TOKENS,
|
||||
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_swap_info_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';
|
||||
@@ -97,11 +93,11 @@ import {
|
||||
PsmInfo,
|
||||
ShellFillData,
|
||||
SourceQuoteOperation,
|
||||
SynthetixFillData,
|
||||
SourcesWithPoolsCache,
|
||||
TokenAdjacencyGraph,
|
||||
UniswapV2FillData,
|
||||
UniswapV3FillData,
|
||||
VelodromeFillData,
|
||||
WOOFiFillData,
|
||||
} from './types';
|
||||
|
||||
/**
|
||||
@@ -116,12 +112,9 @@ export const TWO_HOP_SOURCE_FILTERS = SourceFilters.all().exclude([
|
||||
*/
|
||||
export const BATCH_SOURCE_FILTERS = SourceFilters.all().exclude([ERC20BridgeSource.MultiHop, ERC20BridgeSource.Native]);
|
||||
|
||||
export interface PoolsCacheMap {
|
||||
[ERC20BridgeSource.Balancer]: PoolsCache;
|
||||
export type PoolsCacheMap = { [key in Exclude<SourcesWithPoolsCache, ERC20BridgeSource.BalancerV2>]: PoolsCache } & {
|
||||
[ERC20BridgeSource.BalancerV2]: BalancerV2SwapInfoCache | undefined;
|
||||
[ERC20BridgeSource.Beethovenx]: PoolsCache;
|
||||
[ERC20BridgeSource.Cream]: PoolsCache;
|
||||
}
|
||||
};
|
||||
|
||||
// tslint:disable:no-inferred-empty-object-type no-unbound-method
|
||||
|
||||
@@ -147,7 +140,7 @@ export class SamplerOperations {
|
||||
public readonly chainId: ChainId,
|
||||
protected readonly _samplerContract: ERC20BridgeSamplerContract,
|
||||
poolsCaches?: PoolsCacheMap,
|
||||
protected readonly tokenAdjacencyGraph: TokenAdjacencyGraph = TokenAdjacencyGraph.getEmptyGraph(),
|
||||
protected readonly tokenAdjacencyGraph: TokenAdjacencyGraph = { default: [] },
|
||||
liquidityProviderRegistry: LiquidityProviderRegistry = {},
|
||||
bancorServiceFn: () => Promise<BancorService | undefined> = async () => undefined,
|
||||
) {
|
||||
@@ -158,9 +151,12 @@ export class SamplerOperations {
|
||||
this.poolsCaches = poolsCaches
|
||||
? poolsCaches
|
||||
: {
|
||||
[ERC20BridgeSource.Beethovenx]: BalancerV2PoolsCache.createBeethovenXPoolCache(chainId),
|
||||
[ERC20BridgeSource.Balancer]: BalancerPoolsCache.create(chainId),
|
||||
[ERC20BridgeSource.Cream]: CreamPoolsCache.create(chainId),
|
||||
[ERC20BridgeSource.Beethovenx]: new BalancerV2PoolsCache(
|
||||
chainId,
|
||||
BEETHOVEN_X_SUBGRAPH_URL_BY_CHAIN[chainId],
|
||||
),
|
||||
[ERC20BridgeSource.Balancer]: new BalancerPoolsCache(),
|
||||
[ERC20BridgeSource.Cream]: new CreamPoolsCache(),
|
||||
[ERC20BridgeSource.BalancerV2]:
|
||||
BALANCER_V2_VAULT_ADDRESS_BY_CHAIN[chainId] === NULL_ADDRESS
|
||||
? undefined
|
||||
@@ -814,7 +810,7 @@ export class SamplerOperations {
|
||||
if (_sources.length === 0) {
|
||||
return SamplerOperations.constant([]);
|
||||
}
|
||||
const intermediateTokens = this.tokenAdjacencyGraph.getIntermediateTokens(makerToken, takerToken);
|
||||
const intermediateTokens = getIntermediateTokens(makerToken, takerToken, this.tokenAdjacencyGraph);
|
||||
const subOps = intermediateTokens.map(intermediateToken => {
|
||||
const firstHopOps = this._getSellQuoteOperations(_sources, intermediateToken, takerToken, [ZERO_AMOUNT]);
|
||||
const secondHopOps = this._getSellQuoteOperations(_sources, makerToken, intermediateToken, [ZERO_AMOUNT]);
|
||||
@@ -869,7 +865,7 @@ export class SamplerOperations {
|
||||
if (_sources.length === 0) {
|
||||
return SamplerOperations.constant([]);
|
||||
}
|
||||
const intermediateTokens = this.tokenAdjacencyGraph.getIntermediateTokens(makerToken, takerToken);
|
||||
const intermediateTokens = getIntermediateTokens(makerToken, takerToken, this.tokenAdjacencyGraph);
|
||||
const subOps = intermediateTokens.map(intermediateToken => {
|
||||
const firstHopOps = this._getBuyQuoteOperations(_sources, intermediateToken, takerToken, [
|
||||
new BigNumber(0),
|
||||
@@ -1314,89 +1310,6 @@ export class SamplerOperations {
|
||||
});
|
||||
}
|
||||
|
||||
public getSynthetixSellQuotes(
|
||||
readProxy: string,
|
||||
takerTokenSymbol: string,
|
||||
makerTokenSymbol: string,
|
||||
takerFillAmounts: BigNumber[],
|
||||
): SourceQuoteOperation<SynthetixFillData> {
|
||||
const takerTokenSymbolBytes32 = formatBytes32String(takerTokenSymbol);
|
||||
const makerTokenSymbolBytes32 = formatBytes32String(makerTokenSymbol);
|
||||
return new SamplerContractOperation({
|
||||
source: ERC20BridgeSource.Synthetix,
|
||||
contract: this._samplerContract,
|
||||
function: this._samplerContract.sampleSellsFromSynthetix,
|
||||
params: [readProxy, takerTokenSymbolBytes32, makerTokenSymbolBytes32, takerFillAmounts],
|
||||
callback: (callResults: string, fillData: SynthetixFillData): BigNumber[] => {
|
||||
const [synthetix, samples] = this._samplerContract.getABIDecodedReturnData<[string, BigNumber[]]>(
|
||||
'sampleSellsFromSynthetix',
|
||||
callResults,
|
||||
);
|
||||
fillData.synthetix = synthetix;
|
||||
fillData.takerTokenSymbolBytes32 = takerTokenSymbolBytes32;
|
||||
fillData.makerTokenSymbolBytes32 = makerTokenSymbolBytes32;
|
||||
fillData.chainId = this.chainId;
|
||||
return samples;
|
||||
},
|
||||
});
|
||||
}
|
||||
|
||||
public getSynthetixBuyQuotes(
|
||||
readProxy: string,
|
||||
takerTokenSymbol: string,
|
||||
makerTokenSymbol: string,
|
||||
makerFillAmounts: BigNumber[],
|
||||
): SourceQuoteOperation<SynthetixFillData> {
|
||||
const takerTokenSymbolBytes32 = formatBytes32String(takerTokenSymbol);
|
||||
const makerTokenSymbolBytes32 = formatBytes32String(makerTokenSymbol);
|
||||
return new SamplerContractOperation({
|
||||
source: ERC20BridgeSource.Synthetix,
|
||||
contract: this._samplerContract,
|
||||
function: this._samplerContract.sampleBuysFromSynthetix,
|
||||
params: [readProxy, takerTokenSymbolBytes32, makerTokenSymbolBytes32, makerFillAmounts],
|
||||
callback: (callResults: string, fillData: SynthetixFillData): BigNumber[] => {
|
||||
const [synthetix, samples] = this._samplerContract.getABIDecodedReturnData<[string, BigNumber[]]>(
|
||||
'sampleBuysFromSynthetix',
|
||||
callResults,
|
||||
);
|
||||
fillData.synthetix = synthetix;
|
||||
fillData.takerTokenSymbolBytes32 = takerTokenSymbolBytes32;
|
||||
fillData.makerTokenSymbolBytes32 = makerTokenSymbolBytes32;
|
||||
fillData.chainId = this.chainId;
|
||||
return samples;
|
||||
},
|
||||
});
|
||||
}
|
||||
public getWOOFiSellQuotes(
|
||||
poolAddress: string,
|
||||
takerToken: string,
|
||||
makerToken: string,
|
||||
makerFillAmounts: BigNumber[],
|
||||
): SourceQuoteOperation<WOOFiFillData> {
|
||||
return new SamplerContractOperation({
|
||||
fillData: { poolAddress, takerToken, makerToken },
|
||||
source: ERC20BridgeSource.WOOFi,
|
||||
contract: this._samplerContract,
|
||||
function: this._samplerContract.sampleSellsFromWooPP,
|
||||
params: [poolAddress, takerToken, makerToken, makerFillAmounts],
|
||||
});
|
||||
}
|
||||
|
||||
public getWOOFiBuyQuotes(
|
||||
poolAddress: string,
|
||||
takerToken: string,
|
||||
makerToken: string,
|
||||
makerFillAmounts: BigNumber[],
|
||||
): SourceQuoteOperation<WOOFiFillData> {
|
||||
return new SamplerContractOperation({
|
||||
fillData: { poolAddress, takerToken, makerToken },
|
||||
source: ERC20BridgeSource.WOOFi,
|
||||
contract: this._samplerContract,
|
||||
function: this._samplerContract.sampleBuysFromWooPP,
|
||||
params: [poolAddress, takerToken, makerToken, makerFillAmounts],
|
||||
});
|
||||
}
|
||||
|
||||
/**
|
||||
* Returns the best price for the native token
|
||||
* Best is calculated according to the fee schedule, so the price of the
|
||||
@@ -1412,13 +1325,9 @@ export class SamplerOperations {
|
||||
if (makerToken.toLowerCase() === nativeToken.toLowerCase()) {
|
||||
return SamplerOperations.constant(new BigNumber(1));
|
||||
}
|
||||
const subOps = this._getSellQuoteOperations(
|
||||
sources,
|
||||
makerToken,
|
||||
nativeToken,
|
||||
[nativeFillAmount],
|
||||
TokenAdjacencyGraph.getEmptyGraph(),
|
||||
);
|
||||
const subOps = this._getSellQuoteOperations(sources, makerToken, nativeToken, [nativeFillAmount], {
|
||||
default: [],
|
||||
});
|
||||
return this._createBatch(
|
||||
subOps,
|
||||
(samples: BigNumber[][]) => {
|
||||
@@ -1514,7 +1423,7 @@ export class SamplerOperations {
|
||||
): SourceQuoteOperation[] {
|
||||
// Find the adjacent tokens in the provided token adjacency graph,
|
||||
// e.g if this is DAI->USDC we may check for DAI->WETH->USDC
|
||||
const intermediateTokens = tokenAdjacencyGraph.getIntermediateTokens(makerToken, takerToken);
|
||||
const intermediateTokens = getIntermediateTokens(makerToken, takerToken, tokenAdjacencyGraph);
|
||||
// Drop out MultiHop and Native as we do not query those here.
|
||||
const _sources = SELL_SOURCE_FILTER_BY_CHAIN_ID[this.chainId]
|
||||
.exclude([ERC20BridgeSource.MultiHop, ERC20BridgeSource.Native])
|
||||
@@ -1624,9 +1533,12 @@ export class SamplerOperations {
|
||||
),
|
||||
];
|
||||
case ERC20BridgeSource.Balancer:
|
||||
return this.poolsCaches[ERC20BridgeSource.Balancer]
|
||||
.getPoolAddressesForPair(takerToken, makerToken)
|
||||
.map(balancerPool =>
|
||||
return (
|
||||
this.poolsCaches[ERC20BridgeSource.Balancer].getCachedPoolAddressesForPair(
|
||||
takerToken,
|
||||
makerToken,
|
||||
) || []
|
||||
).map(balancerPool =>
|
||||
this.getBalancerSellQuotes(
|
||||
balancerPool,
|
||||
makerToken,
|
||||
@@ -1652,15 +1564,16 @@ export class SamplerOperations {
|
||||
);
|
||||
}
|
||||
case ERC20BridgeSource.Beethovenx: {
|
||||
const cache = this.poolsCaches[source];
|
||||
const poolAddresses = cache.getPoolAddressesForPair(takerToken, makerToken);
|
||||
const poolIds =
|
||||
this.poolsCaches[source].getCachedPoolAddressesForPair(takerToken, makerToken) || [];
|
||||
|
||||
const vault = BEETHOVEN_X_VAULT_ADDRESS_BY_CHAIN[this.chainId];
|
||||
if (vault === NULL_ADDRESS) {
|
||||
return [];
|
||||
}
|
||||
return poolAddresses.map(poolAddress =>
|
||||
return poolIds.map(poolId =>
|
||||
this.getBalancerV2SellQuotes(
|
||||
{ poolId: poolAddress, vault },
|
||||
{ poolId, vault },
|
||||
makerToken,
|
||||
takerToken,
|
||||
takerFillAmounts,
|
||||
@@ -1669,9 +1582,12 @@ export class SamplerOperations {
|
||||
);
|
||||
}
|
||||
case ERC20BridgeSource.Cream:
|
||||
return this.poolsCaches[ERC20BridgeSource.Cream]
|
||||
.getPoolAddressesForPair(takerToken, makerToken)
|
||||
.map(creamPool =>
|
||||
return (
|
||||
this.poolsCaches[ERC20BridgeSource.Cream].getCachedPoolAddressesForPair(
|
||||
takerToken,
|
||||
makerToken,
|
||||
) || []
|
||||
).map(creamPool =>
|
||||
this.getBalancerSellQuotes(
|
||||
creamPool,
|
||||
makerToken,
|
||||
@@ -1779,8 +1695,8 @@ export class SamplerOperations {
|
||||
);
|
||||
}
|
||||
case ERC20BridgeSource.GMX: {
|
||||
// MIM has no liquidity.
|
||||
if (takerToken === AVALANCHE_TOKENS.MIM || makerToken === AVALANCHE_TOKENS.MIM) {
|
||||
// low liquidity mim pool dont quote
|
||||
if (takerToken === AVALANCHE_TOKENS.MIM || makerToken === 'AVALANCHE_TOKENS.MIM') {
|
||||
return [];
|
||||
}
|
||||
return this.getGMXSellQuotes(
|
||||
@@ -1817,32 +1733,6 @@ export class SamplerOperations {
|
||||
takerFillAmounts,
|
||||
);
|
||||
}
|
||||
case ERC20BridgeSource.Synthetix: {
|
||||
const readProxy = SYNTHETIX_READ_PROXY_BY_CHAIN_ID[this.chainId];
|
||||
const currencyKeyMap = SYNTHETIX_CURRENCY_KEYS_BY_CHAIN_ID[this.chainId];
|
||||
const takerTokenSymbol = currencyKeyMap.get(takerToken.toLowerCase());
|
||||
const makerTokenSymbol = currencyKeyMap.get(makerToken.toLowerCase());
|
||||
if (takerTokenSymbol === undefined || makerTokenSymbol === undefined) {
|
||||
return [];
|
||||
}
|
||||
return this.getSynthetixSellQuotes(
|
||||
readProxy,
|
||||
takerTokenSymbol,
|
||||
makerTokenSymbol,
|
||||
takerFillAmounts,
|
||||
);
|
||||
}
|
||||
case ERC20BridgeSource.WOOFi: {
|
||||
if (!(WOOFI_SUPPORTED_TOKENS.has(takerToken) && WOOFI_SUPPORTED_TOKENS.has(makerToken))) {
|
||||
return [];
|
||||
}
|
||||
return this.getWOOFiSellQuotes(
|
||||
WOOFI_POOL_BY_CHAIN_ID[this.chainId],
|
||||
takerToken,
|
||||
makerToken,
|
||||
takerFillAmounts,
|
||||
);
|
||||
}
|
||||
default:
|
||||
throw new Error(`Unsupported sell sample source: ${source}`);
|
||||
}
|
||||
@@ -1877,7 +1767,7 @@ export class SamplerOperations {
|
||||
): SourceQuoteOperation[] {
|
||||
// Find the adjacent tokens in the provided token adjacency graph,
|
||||
// e.g if this is DAI->USDC we may check for DAI->WETH->USDC
|
||||
const intermediateTokens = this.tokenAdjacencyGraph.getIntermediateTokens(makerToken, takerToken);
|
||||
const intermediateTokens = getIntermediateTokens(makerToken, takerToken, this.tokenAdjacencyGraph);
|
||||
const _sources = BATCH_SOURCE_FILTERS.getAllowed(sources);
|
||||
return _.flatten(
|
||||
_sources.map((source): SourceQuoteOperation | SourceQuoteOperation[] => {
|
||||
@@ -1981,9 +1871,12 @@ export class SamplerOperations {
|
||||
),
|
||||
];
|
||||
case ERC20BridgeSource.Balancer:
|
||||
return this.poolsCaches[ERC20BridgeSource.Balancer]
|
||||
.getPoolAddressesForPair(takerToken, makerToken)
|
||||
.map(poolAddress =>
|
||||
return (
|
||||
this.poolsCaches[ERC20BridgeSource.Balancer].getCachedPoolAddressesForPair(
|
||||
takerToken,
|
||||
makerToken,
|
||||
) || []
|
||||
).map(poolAddress =>
|
||||
this.getBalancerBuyQuotes(
|
||||
poolAddress,
|
||||
makerToken,
|
||||
@@ -2015,8 +1908,9 @@ export class SamplerOperations {
|
||||
);
|
||||
}
|
||||
case ERC20BridgeSource.Beethovenx: {
|
||||
const cache = this.poolsCaches[source];
|
||||
const poolIds = cache.getPoolAddressesForPair(takerToken, makerToken) || [];
|
||||
const poolIds =
|
||||
this.poolsCaches[source].getCachedPoolAddressesForPair(takerToken, makerToken) || [];
|
||||
|
||||
const vault = BEETHOVEN_X_VAULT_ADDRESS_BY_CHAIN[this.chainId];
|
||||
if (vault === NULL_ADDRESS) {
|
||||
return [];
|
||||
@@ -2032,9 +1926,12 @@ export class SamplerOperations {
|
||||
);
|
||||
}
|
||||
case ERC20BridgeSource.Cream:
|
||||
return this.poolsCaches[ERC20BridgeSource.Cream]
|
||||
.getPoolAddressesForPair(takerToken, makerToken)
|
||||
.map(poolAddress =>
|
||||
return (
|
||||
this.poolsCaches[ERC20BridgeSource.Cream].getCachedPoolAddressesForPair(
|
||||
takerToken,
|
||||
makerToken,
|
||||
) || []
|
||||
).map(poolAddress =>
|
||||
this.getBalancerBuyQuotes(
|
||||
poolAddress,
|
||||
makerToken,
|
||||
@@ -2130,8 +2027,8 @@ export class SamplerOperations {
|
||||
return this.getCompoundBuyQuotes(cToken.tokenAddress, makerToken, takerToken, makerFillAmounts);
|
||||
}
|
||||
case ERC20BridgeSource.GMX: {
|
||||
// MIM has no liquidity.
|
||||
if (takerToken === AVALANCHE_TOKENS.MIM || makerToken === AVALANCHE_TOKENS.MIM) {
|
||||
// bad mim pool dont quote
|
||||
if (takerToken === 'AVALANCHE_TOKENS.MIM' || makerToken === 'AVALANCHE_TOKENS.MIM') {
|
||||
return [];
|
||||
}
|
||||
return this.getGMXBuyQuotes(
|
||||
@@ -2168,32 +2065,6 @@ export class SamplerOperations {
|
||||
makerFillAmounts,
|
||||
);
|
||||
}
|
||||
case ERC20BridgeSource.Synthetix: {
|
||||
const readProxy = SYNTHETIX_READ_PROXY_BY_CHAIN_ID[this.chainId];
|
||||
const currencyKeyMap = SYNTHETIX_CURRENCY_KEYS_BY_CHAIN_ID[this.chainId];
|
||||
const takerTokenSymbol = currencyKeyMap.get(takerToken.toLowerCase());
|
||||
const makerTokenSymbol = currencyKeyMap.get(makerToken.toLowerCase());
|
||||
if (takerTokenSymbol === undefined || makerTokenSymbol === undefined) {
|
||||
return [];
|
||||
}
|
||||
return this.getSynthetixBuyQuotes(
|
||||
readProxy,
|
||||
takerTokenSymbol,
|
||||
makerTokenSymbol,
|
||||
makerFillAmounts,
|
||||
);
|
||||
}
|
||||
case ERC20BridgeSource.WOOFi: {
|
||||
if (!(WOOFI_SUPPORTED_TOKENS.has(takerToken) && WOOFI_SUPPORTED_TOKENS.has(makerToken))) {
|
||||
return [];
|
||||
}
|
||||
return this.getWOOFiBuyQuotes(
|
||||
WOOFI_POOL_BY_CHAIN_ID[this.chainId],
|
||||
takerToken,
|
||||
makerToken,
|
||||
makerFillAmounts,
|
||||
);
|
||||
}
|
||||
default:
|
||||
throw new Error(`Unsupported buy sample source: ${source}`);
|
||||
}
|
||||
|
||||
@@ -1,7 +1,7 @@
|
||||
import { ChainId } from '@0x/contract-addresses';
|
||||
import {
|
||||
FillQuoteTransformerLimitOrderInfo,
|
||||
FillQuoteTransformerOrderType,
|
||||
FillQuoteTransformerOtcOrderInfo,
|
||||
FillQuoteTransformerRfqOrderInfo,
|
||||
} from '@0x/protocol-utils';
|
||||
import { MarketOperation } from '@0x/types';
|
||||
@@ -11,7 +11,6 @@ import { NativeOrderWithFillableAmounts, RfqFirmQuoteValidator, RfqRequestOpts }
|
||||
import { QuoteRequestor, V4RFQIndicativeQuoteMM } from '../../utils/quote_requestor';
|
||||
import { IRfqClient } from '../irfq_client';
|
||||
import { ExtendedQuoteReportSources, PriceComparisonsReport, QuoteReport } from '../quote_report_generator';
|
||||
import { TokenAdjacencyGraph } from '../token_adjacency_graph';
|
||||
|
||||
import { SourceFilters } from './source_filters';
|
||||
|
||||
@@ -68,8 +67,6 @@ export enum ERC20BridgeSource {
|
||||
Compound = 'Compound',
|
||||
Synapse = 'Synapse',
|
||||
BancorV3 = 'BancorV3',
|
||||
Synthetix = 'Synthetix',
|
||||
WOOFi = 'WOOFi',
|
||||
// BSC only
|
||||
PancakeSwap = 'PancakeSwap',
|
||||
PancakeSwapV2 = 'PancakeSwap_V2',
|
||||
@@ -109,6 +106,11 @@ export enum ERC20BridgeSource {
|
||||
// Optimism
|
||||
Velodrome = 'Velodrome',
|
||||
}
|
||||
export type SourcesWithPoolsCache =
|
||||
| ERC20BridgeSource.Balancer
|
||||
| ERC20BridgeSource.BalancerV2
|
||||
| ERC20BridgeSource.Beethovenx
|
||||
| ERC20BridgeSource.Cream;
|
||||
|
||||
// tslint:disable: enum-naming
|
||||
/**
|
||||
@@ -195,7 +197,8 @@ export interface FillData {}
|
||||
// `FillData` for native fills. Represents a single native order
|
||||
export type NativeRfqOrderFillData = FillQuoteTransformerRfqOrderInfo;
|
||||
export type NativeLimitOrderFillData = FillQuoteTransformerLimitOrderInfo;
|
||||
export type NativeFillData = NativeRfqOrderFillData | NativeLimitOrderFillData;
|
||||
export type NativeOtcOrderFillData = FillQuoteTransformerOtcOrderInfo;
|
||||
export type NativeFillData = NativeRfqOrderFillData | NativeLimitOrderFillData | NativeOtcOrderFillData;
|
||||
|
||||
// Represents an individual DEX sample from the sampler contract
|
||||
export interface DexSample<TFillData extends FillData = FillData> {
|
||||
@@ -374,25 +377,11 @@ export interface PlatypusFillData extends FillData {
|
||||
tokenAddressPath: string[];
|
||||
}
|
||||
|
||||
export interface WOOFiFillData extends FillData {
|
||||
poolAddress: string;
|
||||
takerToken: string;
|
||||
makerToken: string;
|
||||
}
|
||||
|
||||
export interface VelodromeFillData extends FillData {
|
||||
router: string;
|
||||
stable: boolean;
|
||||
}
|
||||
|
||||
export interface SynthetixFillData extends FillData {
|
||||
synthetix: string;
|
||||
takerTokenSymbolBytes32: string;
|
||||
makerTokenSymbolBytes32: string;
|
||||
// Only needed for gas estimation.
|
||||
chainId: ChainId;
|
||||
}
|
||||
|
||||
/**
|
||||
* Represents a node on a fill path.
|
||||
*/
|
||||
@@ -449,7 +438,8 @@ export interface OptimizedRfqOrder extends OptimizedMarketOrderBase<NativeRfqOrd
|
||||
export type OptimizedMarketOrder =
|
||||
| OptimizedMarketBridgeOrder<FillData>
|
||||
| OptimizedMarketOrderBase<NativeLimitOrderFillData>
|
||||
| OptimizedMarketOrderBase<NativeRfqOrderFillData>;
|
||||
| OptimizedMarketOrderBase<NativeRfqOrderFillData>
|
||||
| OptimizedMarketOrderBase<NativeOtcOrderFillData>;
|
||||
|
||||
export interface GetMarketOrdersRfqOpts extends RfqRequestOpts {
|
||||
rfqClient?: IRfqClient;
|
||||
@@ -624,6 +614,15 @@ export interface OptimizerResultWithReport extends OptimizerResult {
|
||||
priceComparisonsReport?: PriceComparisonsReport;
|
||||
}
|
||||
|
||||
export type MarketDepthSide = Array<Array<DexSample<FillData>>>;
|
||||
|
||||
export interface MarketDepth {
|
||||
bids: MarketDepthSide;
|
||||
asks: MarketDepthSide;
|
||||
makerTokenDecimals: number;
|
||||
takerTokenDecimals: number;
|
||||
}
|
||||
|
||||
export interface MarketSideLiquidity {
|
||||
side: MarketOperation;
|
||||
inputAmount: BigNumber;
|
||||
@@ -646,6 +645,11 @@ export interface RawQuotes {
|
||||
dexQuotes: Array<Array<DexSample<FillData>>>;
|
||||
}
|
||||
|
||||
export interface TokenAdjacencyGraph {
|
||||
[token: string]: string[];
|
||||
default: string[];
|
||||
}
|
||||
|
||||
export interface LiquidityProviderRegistry {
|
||||
[address: string]: {
|
||||
tokens: string[];
|
||||
|
||||
@@ -6,36 +6,28 @@ import { SwapQuoterError } from '../types';
|
||||
|
||||
const MAX_ERROR_COUNT = 5;
|
||||
|
||||
interface GasOracleResponse {
|
||||
result: {
|
||||
// gas price in wei
|
||||
fast: number;
|
||||
};
|
||||
}
|
||||
|
||||
export class ProtocolFeeUtils {
|
||||
private static _instance: ProtocolFeeUtils;
|
||||
private readonly _zeroExGasApiUrl: string;
|
||||
private readonly _ethGasStationUrl!: string;
|
||||
private readonly _gasPriceHeart: any;
|
||||
private _gasPriceEstimation: BigNumber = constants.ZERO_AMOUNT;
|
||||
private _errorCount: number = 0;
|
||||
|
||||
public static getInstance(
|
||||
gasPricePollingIntervalInMs: number,
|
||||
zeroExGasApiUrl: string = constants.ZERO_EX_GAS_API_URL,
|
||||
ethGasStationUrl: string = constants.ETH_GAS_STATION_API_URL,
|
||||
initialGasPrice: BigNumber = constants.ZERO_AMOUNT,
|
||||
): ProtocolFeeUtils {
|
||||
if (!ProtocolFeeUtils._instance) {
|
||||
ProtocolFeeUtils._instance = new ProtocolFeeUtils(
|
||||
gasPricePollingIntervalInMs,
|
||||
zeroExGasApiUrl,
|
||||
ethGasStationUrl,
|
||||
initialGasPrice,
|
||||
);
|
||||
}
|
||||
return ProtocolFeeUtils._instance;
|
||||
}
|
||||
|
||||
/** @returns gas price (in wei) */
|
||||
public async getGasPriceEstimationOrThrowAsync(shouldHardRefresh?: boolean): Promise<BigNumber> {
|
||||
if (this._gasPriceEstimation.eq(constants.ZERO_AMOUNT)) {
|
||||
return this._getGasPriceFromGasStationOrThrowAsync();
|
||||
@@ -56,21 +48,27 @@ export class ProtocolFeeUtils {
|
||||
|
||||
private constructor(
|
||||
gasPricePollingIntervalInMs: number,
|
||||
zeroExGasApiUrl: string = constants.ZERO_EX_GAS_API_URL,
|
||||
ethGasStationUrl: string = constants.ETH_GAS_STATION_API_URL,
|
||||
initialGasPrice: BigNumber = constants.ZERO_AMOUNT,
|
||||
) {
|
||||
this._gasPriceHeart = heartbeats.createHeart(gasPricePollingIntervalInMs);
|
||||
this._gasPriceEstimation = initialGasPrice;
|
||||
this._zeroExGasApiUrl = zeroExGasApiUrl;
|
||||
this._ethGasStationUrl = ethGasStationUrl;
|
||||
this._initializeHeartBeat();
|
||||
}
|
||||
|
||||
// tslint:disable-next-line: prefer-function-over-method
|
||||
private async _getGasPriceFromGasStationOrThrowAsync(): Promise<BigNumber> {
|
||||
try {
|
||||
const res = await fetch(this._zeroExGasApiUrl);
|
||||
const gasInfo: GasOracleResponse = await res.json();
|
||||
const gasPriceWei = new BigNumber(gasInfo.result.fast);
|
||||
const res = await fetch(this._ethGasStationUrl);
|
||||
const gasInfo = await res.json();
|
||||
// Eth Gas Station result is gwei * 10
|
||||
// tslint:disable-next-line:custom-no-magic-numbers
|
||||
const BASE_TEN = 10;
|
||||
const gasPriceGwei = new BigNumber(gasInfo.fast / BASE_TEN);
|
||||
// tslint:disable-next-line:custom-no-magic-numbers
|
||||
const unit = new BigNumber(BASE_TEN).pow(9);
|
||||
const gasPriceWei = unit.times(gasPriceGwei);
|
||||
// Reset the error count to 0 once we have a successful response
|
||||
this._errorCount = 0;
|
||||
return gasPriceWei;
|
||||
|
||||
@@ -11,8 +11,6 @@ import {
|
||||
FillData,
|
||||
MultiHopFillData,
|
||||
NativeFillData,
|
||||
NativeLimitOrderFillData,
|
||||
NativeRfqOrderFillData,
|
||||
RawQuotes,
|
||||
} from './market_operation_utils/types';
|
||||
import { QuoteRequestor, V4RFQIndicativeQuoteMM } from './quote_requestor';
|
||||
@@ -353,7 +351,7 @@ function _isNativeOrderFromCollapsedFill(cf: Fill): cf is Fill<NativeFillData> {
|
||||
*/
|
||||
export function nativeOrderToReportEntry(
|
||||
type: FillQuoteTransformerOrderType,
|
||||
fillData: NativeLimitOrderFillData | NativeRfqOrderFillData,
|
||||
fillData: NativeFillData,
|
||||
fillableAmount: BigNumber,
|
||||
comparisonPrice?: BigNumber | undefined,
|
||||
quoteRequestor?: QuoteRequestor,
|
||||
|
||||
@@ -1,84 +0,0 @@
|
||||
import * as _ from 'lodash';
|
||||
|
||||
import { Address } from '../types';
|
||||
|
||||
export class TokenAdjacencyGraph {
|
||||
private readonly _graph: Map<Address, Address[]>;
|
||||
private readonly _defaultTokens: readonly Address[];
|
||||
|
||||
public static getEmptyGraph(): TokenAdjacencyGraph {
|
||||
return new TokenAdjacencyGraphBuilder().build();
|
||||
}
|
||||
|
||||
/** Prefer using {@link TokenAdjacencyGraphBuilder}. */
|
||||
constructor(graph: Map<Address, Address[]>, defaultTokens: readonly Address[]) {
|
||||
this._graph = graph;
|
||||
this._defaultTokens = defaultTokens;
|
||||
}
|
||||
|
||||
public getAdjacentTokens(fromToken: Address): readonly Address[] {
|
||||
return this._graph.get(fromToken.toLowerCase()) || this._defaultTokens;
|
||||
}
|
||||
|
||||
/** Given a token pair, returns the intermediate tokens to consider for two-hop routes. */
|
||||
public getIntermediateTokens(takerToken: Address, makerToken: Address): Address[] {
|
||||
// NOTE: it seems it should be a union of `to` tokens of `takerToken` and `from` tokens of `makerToken`,
|
||||
// leaving it as same as the initial implementation for now.
|
||||
return _.union(this.getAdjacentTokens(takerToken), this.getAdjacentTokens(makerToken)).filter(
|
||||
token => token !== takerToken.toLowerCase() && token !== makerToken.toLowerCase(),
|
||||
);
|
||||
}
|
||||
}
|
||||
|
||||
// tslint:disable-next-line: max-classes-per-file
|
||||
export class TokenAdjacencyGraphBuilder {
|
||||
private readonly _graph: Map<Address, Address[]>;
|
||||
private readonly _defaultTokens: readonly Address[];
|
||||
|
||||
constructor(defaultTokens: readonly string[] = []) {
|
||||
this._graph = new Map();
|
||||
this._defaultTokens = defaultTokens.map(addr => addr.toLowerCase());
|
||||
}
|
||||
|
||||
public add(fromToken: Address, toToken: Address): TokenAdjacencyGraphBuilder {
|
||||
const fromLower = fromToken.toLowerCase();
|
||||
const toLower = toToken.toLowerCase();
|
||||
|
||||
if (fromLower === toLower) {
|
||||
throw new Error(`from token (${fromToken}) must be different from to token (${toToken})`);
|
||||
}
|
||||
|
||||
if (!this._graph.has(fromLower)) {
|
||||
this._graph.set(fromLower, [...this._defaultTokens]);
|
||||
}
|
||||
|
||||
const toTokens = this._graph.get(fromLower)!;
|
||||
if (!toTokens.includes(toLower)) {
|
||||
toTokens.push(toLower);
|
||||
}
|
||||
|
||||
return this;
|
||||
}
|
||||
|
||||
public addBidirectional(tokenA: Address, tokenB: Address): TokenAdjacencyGraphBuilder {
|
||||
return this.add(tokenA, tokenB).add(tokenB, tokenA);
|
||||
}
|
||||
|
||||
public addCompleteSubgraph(tokens: Address[]): TokenAdjacencyGraphBuilder {
|
||||
for (let i = 0; i < tokens.length; i++) {
|
||||
for (let j = i + 1; j < tokens.length; j++) {
|
||||
this.addBidirectional(tokens[i], tokens[j]);
|
||||
}
|
||||
}
|
||||
return this;
|
||||
}
|
||||
|
||||
public tap(cb: (graph: TokenAdjacencyGraphBuilder) => void): TokenAdjacencyGraphBuilder {
|
||||
cb(this);
|
||||
return this;
|
||||
}
|
||||
|
||||
public build(): TokenAdjacencyGraph {
|
||||
return new TokenAdjacencyGraph(this._graph, this._defaultTokens);
|
||||
}
|
||||
}
|
||||
@@ -0,0 +1,25 @@
|
||||
import _ = require('lodash');
|
||||
|
||||
import { TokenAdjacencyGraph } from './market_operation_utils/types';
|
||||
|
||||
export class TokenAdjacencyGraphBuilder {
|
||||
constructor(private readonly tokenAdjacency: TokenAdjacencyGraph) {}
|
||||
|
||||
public add(from: string, to: string | string[]): TokenAdjacencyGraphBuilder {
|
||||
if (!this.tokenAdjacency[from]) {
|
||||
this.tokenAdjacency[from] = [...this.tokenAdjacency.default];
|
||||
}
|
||||
this.tokenAdjacency[from] = [...(Array.isArray(to) ? to : [to]), ...this.tokenAdjacency[from]];
|
||||
this.tokenAdjacency[from] = _.uniqBy(this.tokenAdjacency[from], a => a.toLowerCase());
|
||||
return this;
|
||||
}
|
||||
|
||||
public tap(cb: (builder: TokenAdjacencyGraphBuilder) => void): TokenAdjacencyGraphBuilder {
|
||||
cb(this);
|
||||
return this;
|
||||
}
|
||||
|
||||
public build(): TokenAdjacencyGraph {
|
||||
return this.tokenAdjacency;
|
||||
}
|
||||
}
|
||||
@@ -43,7 +43,6 @@ import * as NativeOrderSampler from '../test/generated-artifacts/NativeOrderSamp
|
||||
import * as PlatypusSampler from '../test/generated-artifacts/PlatypusSampler.json';
|
||||
import * as SamplerUtils from '../test/generated-artifacts/SamplerUtils.json';
|
||||
import * as ShellSampler from '../test/generated-artifacts/ShellSampler.json';
|
||||
import * as SynthetixSampler from '../test/generated-artifacts/SynthetixSampler.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';
|
||||
@@ -51,7 +50,6 @@ import * as UniswapV2Sampler from '../test/generated-artifacts/UniswapV2Sampler.
|
||||
import * as UniswapV3Sampler from '../test/generated-artifacts/UniswapV3Sampler.json';
|
||||
import * as UtilitySampler from '../test/generated-artifacts/UtilitySampler.json';
|
||||
import * as VelodromeSampler from '../test/generated-artifacts/VelodromeSampler.json';
|
||||
import * as WooPPSampler from '../test/generated-artifacts/WooPPSampler.json';
|
||||
export const artifacts = {
|
||||
ApproximateBuys: ApproximateBuys as ContractArtifact,
|
||||
BalanceChecker: BalanceChecker as ContractArtifact,
|
||||
@@ -78,14 +76,12 @@ export const artifacts = {
|
||||
PlatypusSampler: PlatypusSampler as ContractArtifact,
|
||||
SamplerUtils: SamplerUtils as ContractArtifact,
|
||||
ShellSampler: ShellSampler as ContractArtifact,
|
||||
SynthetixSampler: SynthetixSampler as ContractArtifact,
|
||||
TwoHopSampler: TwoHopSampler as ContractArtifact,
|
||||
UniswapSampler: UniswapSampler as ContractArtifact,
|
||||
UniswapV2Sampler: UniswapV2Sampler as ContractArtifact,
|
||||
UniswapV3Sampler: UniswapV3Sampler as ContractArtifact,
|
||||
UtilitySampler: UtilitySampler as ContractArtifact,
|
||||
VelodromeSampler: VelodromeSampler as ContractArtifact,
|
||||
WooPPSampler: WooPPSampler as ContractArtifact,
|
||||
IBalancer: IBalancer as ContractArtifact,
|
||||
IBalancerV2Vault: IBalancerV2Vault as ContractArtifact,
|
||||
IBancor: IBancor as ContractArtifact,
|
||||
|
||||
@@ -13,8 +13,7 @@ import * as _ from 'lodash';
|
||||
|
||||
import { SignedOrder } from '../src/types';
|
||||
import { DexOrderSampler, getSampleAmounts } from '../src/utils/market_operation_utils/sampler';
|
||||
import { ERC20BridgeSource } from '../src/utils/market_operation_utils/types';
|
||||
import { TokenAdjacencyGraphBuilder } from '../src/utils/token_adjacency_graph';
|
||||
import { ERC20BridgeSource, TokenAdjacencyGraph } from '../src/utils/market_operation_utils/types';
|
||||
|
||||
import { MockSamplerContract } from './utils/mock_sampler_contract';
|
||||
import { generatePseudoRandomSalt } from './utils/utils';
|
||||
@@ -30,7 +29,7 @@ describe('DexSampler tests', () => {
|
||||
const wethAddress = getContractAddressesForChainOrThrow(CHAIN_ID).etherToken;
|
||||
const exchangeProxyAddress = getContractAddressesForChainOrThrow(CHAIN_ID).exchangeProxy;
|
||||
|
||||
const tokenAdjacencyGraph = new TokenAdjacencyGraphBuilder([wethAddress]).build();
|
||||
const tokenAdjacencyGraph: TokenAdjacencyGraph = { default: [wethAddress] };
|
||||
|
||||
describe('getSampleAmounts()', () => {
|
||||
const FILL_AMOUNT = getRandomInteger(1, 1e18);
|
||||
|
||||
@@ -15,7 +15,7 @@ import { Pool } from 'balancer-labs-sor-v1/dist/types';
|
||||
import * as _ from 'lodash';
|
||||
import * as TypeMoq from 'typemoq';
|
||||
|
||||
import { MarketOperation, QuoteRequestor, RfqRequestOpts, SignedNativeOrder, TokenAdjacencyGraph } from '../src';
|
||||
import { MarketOperation, QuoteRequestor, RfqRequestOpts, SignedNativeOrder } from '../src';
|
||||
import { Integrator } from '../src/types';
|
||||
import { MarketOperationUtils } from '../src/utils/market_operation_utils/';
|
||||
import {
|
||||
@@ -24,7 +24,7 @@ import {
|
||||
SOURCE_FLAGS,
|
||||
ZERO_AMOUNT,
|
||||
} from '../src/utils/market_operation_utils/constants';
|
||||
import { AbstractPoolsCache } from '../src/utils/market_operation_utils/pools_cache';
|
||||
import { PoolsCache } from '../src/utils/market_operation_utils/pools_cache';
|
||||
import { DexOrderSampler } from '../src/utils/market_operation_utils/sampler';
|
||||
import { BATCH_SOURCE_FILTERS } from '../src/utils/market_operation_utils/sampler_operations';
|
||||
import { SourceFilters } from '../src/utils/market_operation_utils/source_filters';
|
||||
@@ -39,6 +39,7 @@ import {
|
||||
MarketSideLiquidity,
|
||||
OptimizedMarketBridgeOrder,
|
||||
OptimizerResultWithReport,
|
||||
TokenAdjacencyGraph,
|
||||
} from '../src/utils/market_operation_utils/types';
|
||||
|
||||
const MAKER_TOKEN = randomAddress();
|
||||
@@ -56,7 +57,7 @@ const DEFAULT_EXCLUDED = SELL_SOURCE_FILTER_BY_CHAIN_ID[ChainId.Mainnet].sources
|
||||
);
|
||||
const BUY_SOURCES = BUY_SOURCE_FILTER_BY_CHAIN_ID[ChainId.Mainnet].sources;
|
||||
const SELL_SOURCES = SELL_SOURCE_FILTER_BY_CHAIN_ID[ChainId.Mainnet].sources;
|
||||
const TOKEN_ADJACENCY_GRAPH = TokenAdjacencyGraph.getEmptyGraph();
|
||||
const TOKEN_ADJACENCY_GRAPH: TokenAdjacencyGraph = { default: [] };
|
||||
|
||||
const SIGNATURE = { v: 1, r: NULL_BYTES, s: NULL_BYTES, signatureType: SignatureType.EthSign };
|
||||
const FOO_INTEGRATOR: Integrator = {
|
||||
@@ -98,9 +99,9 @@ async function getMarketBuyOrdersAsync(
|
||||
return utils.getOptimizerResultAsync(nativeOrders, makerAmount, MarketOperation.Buy, opts);
|
||||
}
|
||||
|
||||
class MockPoolsCache extends AbstractPoolsCache {
|
||||
class MockPoolsCache extends PoolsCache {
|
||||
constructor(private readonly _handler: (takerToken: string, makerToken: string) => Pool[]) {
|
||||
super(new Map());
|
||||
super({});
|
||||
}
|
||||
protected async _fetchPoolsForPairAsync(takerToken: string, makerToken: string): Promise<Pool[]> {
|
||||
return this._handler(takerToken, makerToken);
|
||||
|
||||
@@ -17,6 +17,8 @@ const expect = chai.expect;
|
||||
const usdcAddress = '0xa0b86991c6218b36c1d19d4a2e9eb0ce3606eb48';
|
||||
const daiAddress = '0x6b175474e89094c44da98b954eedeac495271d0f';
|
||||
const wethAddress = '0xc02aaa39b223fe8d0a0e5c4f27ead9083c756cc2';
|
||||
const wbtcAddress = '0x2260fac5e5542a773aa44fbcfedf7c193bc2c599';
|
||||
const balAddress = '0xba100000625a3754423978a60c9317c58a424e3d';
|
||||
const creamAddress = '0x2ba592f78db6436527729929aaf6c908497cb200';
|
||||
|
||||
const timeoutMs = 5000;
|
||||
@@ -28,12 +30,12 @@ describe('Pools Caches for Balancer-based sampling', () => {
|
||||
expect(pools.length).greaterThan(0, `Failed to find any pools for ${takerToken} and ${makerToken}`);
|
||||
expect(pools[0]).not.undefined();
|
||||
expect(Object.keys(pools[0])).to.include.members(poolKeys);
|
||||
const cachedPoolIds = cache.getPoolAddressesForPair(takerToken, makerToken);
|
||||
const cachedPoolIds = cache.getCachedPoolAddressesForPair(takerToken, makerToken);
|
||||
expect(cachedPoolIds).to.deep.equal(pools.map(p => p.id));
|
||||
}
|
||||
|
||||
describe('BalancerPoolsCache', () => {
|
||||
const cache = BalancerPoolsCache.create(ChainId.Mainnet);
|
||||
const cache = new BalancerPoolsCache();
|
||||
it('fetches pools', async () => {
|
||||
const pairs = [
|
||||
[usdcAddress, daiAddress],
|
||||
@@ -41,38 +43,36 @@ describe('Pools Caches for Balancer-based sampling', () => {
|
||||
[daiAddress, wethAddress],
|
||||
];
|
||||
await Promise.all(
|
||||
pairs.map(async ([takerToken, makerToken]) => fetchAndAssertPoolsAsync(cache, takerToken, makerToken)),
|
||||
// tslint:disable-next-line:promise-function-async
|
||||
pairs.map(([takerToken, makerToken]) => fetchAndAssertPoolsAsync(cache, takerToken, makerToken)),
|
||||
);
|
||||
});
|
||||
});
|
||||
|
||||
describe('BalancerV2PoolsCache', () => {
|
||||
it('fetches pools (Beethoven X - Fantom)', async () => {
|
||||
const cache = BalancerV2PoolsCache.createBeethovenXPoolCache(ChainId.Fantom);
|
||||
const wftmAddress = '0x21be370d5312f44cb42ce377bc9b8a0cef1a4c83';
|
||||
const beetsAddress = '0xf24bcf4d1e507740041c9cfd2dddb29585adce1e';
|
||||
const fantomWethAddress = '0x74b23882a30290451a17c44f4f05243b6b58c76d';
|
||||
|
||||
const cache = new BalancerV2PoolsCache(ChainId.Mainnet);
|
||||
it('fetches pools', async () => {
|
||||
const pairs = [
|
||||
[wftmAddress, beetsAddress],
|
||||
[wftmAddress, fantomWethAddress],
|
||||
[wethAddress, wbtcAddress],
|
||||
[wethAddress, balAddress],
|
||||
];
|
||||
|
||||
await Promise.all(
|
||||
pairs.map(async ([takerToken, makerToken]) => fetchAndAssertPoolsAsync(cache, takerToken, makerToken)),
|
||||
// tslint:disable-next-line:promise-function-async
|
||||
pairs.map(([takerToken, makerToken]) => fetchAndAssertPoolsAsync(cache, takerToken, makerToken)),
|
||||
);
|
||||
});
|
||||
});
|
||||
|
||||
describe('CreamPoolsCache', () => {
|
||||
const cache = CreamPoolsCache.create(ChainId.Mainnet);
|
||||
const cache = new CreamPoolsCache();
|
||||
it('fetches pools', async () => {
|
||||
const pairs = [
|
||||
[usdcAddress, creamAddress],
|
||||
[creamAddress, wethAddress],
|
||||
];
|
||||
await Promise.all(
|
||||
pairs.map(async ([takerToken, makerToken]) => fetchAndAssertPoolsAsync(cache, takerToken, makerToken)),
|
||||
// tslint:disable-next-line:promise-function-async
|
||||
pairs.map(([takerToken, makerToken]) => fetchAndAssertPoolsAsync(cache, takerToken, makerToken)),
|
||||
);
|
||||
});
|
||||
});
|
||||
|
||||
@@ -1,45 +0,0 @@
|
||||
import * as chai from 'chai';
|
||||
import 'mocha';
|
||||
import { rest } from 'msw';
|
||||
import { setupServer } from 'msw/node';
|
||||
|
||||
import { ProtocolFeeUtils } from '../src';
|
||||
|
||||
import { chaiSetup } from './utils/chai_setup';
|
||||
chaiSetup.configure();
|
||||
const expect = chai.expect;
|
||||
|
||||
const server = setupServer(
|
||||
rest.get('https://mock-0x-gas-api.org/median', (_req, res, ctx) => {
|
||||
return res(
|
||||
ctx.json({
|
||||
result: {
|
||||
source: 'MEDIAN',
|
||||
timestamp: 1659386474,
|
||||
instant: 22000000000,
|
||||
fast: 18848500000,
|
||||
standard: 14765010000,
|
||||
low: 13265000000,
|
||||
},
|
||||
}),
|
||||
);
|
||||
}),
|
||||
);
|
||||
|
||||
describe('ProtocolFeeUtils', () => {
|
||||
describe('getGasPriceEstimationOrThrowAsync', () => {
|
||||
beforeEach(() => {
|
||||
server.listen();
|
||||
});
|
||||
|
||||
afterEach(() => {
|
||||
server.close();
|
||||
});
|
||||
|
||||
it('parses fast gas price response correctly', async () => {
|
||||
const utils = ProtocolFeeUtils.getInstance(420000, 'https://mock-0x-gas-api.org/median');
|
||||
const gasPrice = await utils.getGasPriceEstimationOrThrowAsync();
|
||||
expect(gasPrice.toNumber()).to.eq(18848500000);
|
||||
});
|
||||
});
|
||||
});
|
||||
@@ -1,108 +0,0 @@
|
||||
import * as chai from 'chai';
|
||||
import 'mocha';
|
||||
|
||||
import { TokenAdjacencyGraphBuilder } from '../src/utils/token_adjacency_graph';
|
||||
|
||||
import { chaiSetup } from './utils/chai_setup';
|
||||
|
||||
chaiSetup.configure();
|
||||
const expect = chai.expect;
|
||||
|
||||
describe('TokenAdjacencyGraphBuilder and TokenAdjacencyGraph', () => {
|
||||
describe('constructor', () => {
|
||||
it('sanitizes passed default tokens to lower case', async () => {
|
||||
const graph = new TokenAdjacencyGraphBuilder(['DEFAULT_1', 'DEFAULT_2']).build();
|
||||
|
||||
expect(graph.getAdjacentTokens('random_token')).to.deep.eq(['default_1', 'default_2']);
|
||||
});
|
||||
});
|
||||
|
||||
describe('add', () => {
|
||||
it('adds a new token path to the graph', async () => {
|
||||
const graph = new TokenAdjacencyGraphBuilder(['default_1', 'default_2']).add('token_a', 'token_b').build();
|
||||
|
||||
expect(graph.getAdjacentTokens('token_a')).to.deep.eq(['default_1', 'default_2', 'token_b']);
|
||||
});
|
||||
|
||||
it('adds lower-cased token path to the graph', async () => {
|
||||
const graph = new TokenAdjacencyGraphBuilder(['default_1', 'default_2']).add('TOKEN_A', 'TOKEN_B').build();
|
||||
|
||||
expect(graph.getAdjacentTokens('token_a')).to.deep.eq(['default_1', 'default_2', 'token_b']);
|
||||
});
|
||||
|
||||
it('ignores an existing to token', async () => {
|
||||
const graph = new TokenAdjacencyGraphBuilder()
|
||||
.add('token_a', 'token_b')
|
||||
.add('token_a', 'token_b')
|
||||
.build();
|
||||
|
||||
expect(graph.getAdjacentTokens('token_a')).to.deep.eq(['token_b']);
|
||||
});
|
||||
});
|
||||
|
||||
describe('addBidirectional', () => {
|
||||
it('adds a bidirectional path to the graph', async () => {
|
||||
const graph = new TokenAdjacencyGraphBuilder(['default_1']).addBidirectional('token_a', 'token_b').build();
|
||||
|
||||
expect(graph.getAdjacentTokens('token_a')).to.deep.eq(['default_1', 'token_b']);
|
||||
expect(graph.getAdjacentTokens('token_b')).to.deep.eq(['default_1', 'token_a']);
|
||||
});
|
||||
});
|
||||
|
||||
describe('addCompleteSubgraph', () => {
|
||||
it('adds a complete subgraph to the graph', async () => {
|
||||
const graph = new TokenAdjacencyGraphBuilder(['default_1'])
|
||||
.addCompleteSubgraph(['token_a', 'token_b', 'token_c', 'token_d'])
|
||||
.build();
|
||||
|
||||
expect(graph.getAdjacentTokens('token_a')).to.deep.eq(['default_1', 'token_b', 'token_c', 'token_d']);
|
||||
expect(graph.getAdjacentTokens('token_b')).to.deep.eq(['default_1', 'token_a', 'token_c', 'token_d']);
|
||||
expect(graph.getAdjacentTokens('token_c')).to.deep.eq(['default_1', 'token_a', 'token_b', 'token_d']);
|
||||
expect(graph.getAdjacentTokens('token_d')).to.deep.eq(['default_1', 'token_a', 'token_b', 'token_c']);
|
||||
});
|
||||
});
|
||||
|
||||
describe('tap', () => {
|
||||
it('applies callback correctly', async () => {
|
||||
const graph = new TokenAdjacencyGraphBuilder(['default_1'])
|
||||
.tap(g => {
|
||||
g.add('token_a', 'token_b');
|
||||
g.add('token_c', 'token_d');
|
||||
})
|
||||
.build();
|
||||
|
||||
expect(graph.getAdjacentTokens('token_a')).to.deep.eq(['default_1', 'token_b']);
|
||||
expect(graph.getAdjacentTokens('token_c')).to.deep.eq(['default_1', 'token_d']);
|
||||
});
|
||||
});
|
||||
|
||||
describe('getIntermediateTokens', () => {
|
||||
it('returns intermediate tokens without a duplicate ', async () => {
|
||||
const graph = new TokenAdjacencyGraphBuilder(['default_1'])
|
||||
.add('token_a', 'token_b')
|
||||
.add('token_c', 'token_b')
|
||||
.build();
|
||||
|
||||
expect(graph.getIntermediateTokens('token_a', 'token_c')).to.deep.eq(['default_1', 'token_b']);
|
||||
});
|
||||
|
||||
it('returns intermediate tokens after lower-casing taker and maker tokens', async () => {
|
||||
const graph = new TokenAdjacencyGraphBuilder(['default_1'])
|
||||
.add('token_a', 'token_b')
|
||||
.add('token_c', 'token_d')
|
||||
.build();
|
||||
|
||||
expect(graph.getIntermediateTokens('TOKEN_a', 'token_C')).to.deep.eq(['default_1', 'token_b', 'token_d']);
|
||||
});
|
||||
|
||||
it('returns intermediate tokens excluding taker token or maker token ', async () => {
|
||||
const graph = new TokenAdjacencyGraphBuilder(['default_1'])
|
||||
.addBidirectional('token_a', 'token_b')
|
||||
.addBidirectional('token_b', 'token_c')
|
||||
.addBidirectional('token_c', 'token_a')
|
||||
.build();
|
||||
|
||||
expect(graph.getIntermediateTokens('token_a', 'token_c')).to.deep.eq(['default_1', 'token_b']);
|
||||
});
|
||||
});
|
||||
});
|
||||
@@ -41,7 +41,6 @@ export * from '../test/generated-wrappers/native_order_sampler';
|
||||
export * from '../test/generated-wrappers/platypus_sampler';
|
||||
export * from '../test/generated-wrappers/sampler_utils';
|
||||
export * from '../test/generated-wrappers/shell_sampler';
|
||||
export * from '../test/generated-wrappers/synthetix_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';
|
||||
@@ -49,4 +48,3 @@ export * from '../test/generated-wrappers/uniswap_v2_sampler';
|
||||
export * from '../test/generated-wrappers/uniswap_v3_sampler';
|
||||
export * from '../test/generated-wrappers/utility_sampler';
|
||||
export * from '../test/generated-wrappers/velodrome_sampler';
|
||||
export * from '../test/generated-wrappers/woo_p_p_sampler';
|
||||
|
||||
@@ -44,14 +44,12 @@
|
||||
"test/generated-artifacts/PlatypusSampler.json",
|
||||
"test/generated-artifacts/SamplerUtils.json",
|
||||
"test/generated-artifacts/ShellSampler.json",
|
||||
"test/generated-artifacts/SynthetixSampler.json",
|
||||
"test/generated-artifacts/TestNativeOrderSampler.json",
|
||||
"test/generated-artifacts/TwoHopSampler.json",
|
||||
"test/generated-artifacts/UniswapSampler.json",
|
||||
"test/generated-artifacts/UniswapV2Sampler.json",
|
||||
"test/generated-artifacts/UniswapV3Sampler.json",
|
||||
"test/generated-artifacts/UtilitySampler.json",
|
||||
"test/generated-artifacts/VelodromeSampler.json",
|
||||
"test/generated-artifacts/WooPPSampler.json"
|
||||
"test/generated-artifacts/VelodromeSampler.json"
|
||||
]
|
||||
}
|
||||
|
||||
@@ -1,8 +1,6 @@
|
||||
{
|
||||
"extends": ["@0x/tslint-config"],
|
||||
"rules": {
|
||||
"array-type": false,
|
||||
"custom-no-magic-numbers": false,
|
||||
"max-file-line-count": false,
|
||||
"binary-expression-operand-order": false
|
||||
},
|
||||
|
||||
@@ -1,46 +1,4 @@
|
||||
[
|
||||
{
|
||||
"timestamp": 1660093941,
|
||||
"version": "6.19.2",
|
||||
"changes": [
|
||||
{
|
||||
"note": "Dependencies updated"
|
||||
}
|
||||
]
|
||||
},
|
||||
{
|
||||
"version": "6.19.1",
|
||||
"changes": [
|
||||
{
|
||||
"note": "Fix lowercase addresses",
|
||||
"pr": 543
|
||||
}
|
||||
],
|
||||
"timestamp": 1660073235
|
||||
},
|
||||
{
|
||||
"version": "6.19.0",
|
||||
"changes": [
|
||||
{
|
||||
"note": "Goerli and Mumbai updated verified contracts addresses",
|
||||
"pr": 537
|
||||
}
|
||||
],
|
||||
"timestamp": 1659750766
|
||||
},
|
||||
{
|
||||
"version": "6.17.0",
|
||||
"changes": [
|
||||
{
|
||||
"note": "Goerli and Mumbai"
|
||||
},
|
||||
{
|
||||
"note": "Redeploy FQT on Mainnet and Optimism",
|
||||
"pr": 530
|
||||
}
|
||||
],
|
||||
"timestamp": 1658950329
|
||||
},
|
||||
{
|
||||
"version": "6.16.0",
|
||||
"changes": [
|
||||
|
||||
@@ -5,23 +5,6 @@ Edit the package's CHANGELOG.json file only.
|
||||
|
||||
CHANGELOG
|
||||
|
||||
## v6.19.2 - _August 10, 2022_
|
||||
|
||||
* Dependencies updated
|
||||
|
||||
## v6.19.1 - _August 9, 2022_
|
||||
|
||||
* Fix lowercase addresses (#543)
|
||||
|
||||
## v6.19.0 - _August 6, 2022_
|
||||
|
||||
* Goerli and Mumbai updated verified contracts addresses (#537)
|
||||
|
||||
## v6.17.0 - _July 27, 2022_
|
||||
|
||||
* Goerli and Mumbai
|
||||
* Redeploy FQT on Mainnet and Optimism (#530)
|
||||
|
||||
## v6.16.0 - _June 14, 2022_
|
||||
|
||||
* Redeploy FQT on Mainnet and Optimism
|
||||
|
||||
@@ -37,7 +37,7 @@
|
||||
"wethTransformer": "0xb2bc06a4efb20fc6553a69dbfa49b7be938034a7",
|
||||
"payTakerTransformer": "0x4638a7ebe75b911b995d0ec73a81e4f85f41f24e",
|
||||
"affiliateFeeTransformer": "0xda6d9fc5998f550a094585cf9171f0e8ee3ac59f",
|
||||
"fillQuoteTransformer": "0xd75a9019a2a1782ea670e4f4a55f04b43514ed53",
|
||||
"fillQuoteTransformer": "0x26b2d9ea76f24206805d17565a5e0efcf787e0ae",
|
||||
"positiveSlippageFeeTransformer": "0xa9416ce1dbde8d331210c07b5c253d94ee4cc3fd"
|
||||
}
|
||||
},
|
||||
@@ -125,48 +125,6 @@
|
||||
"positiveSlippageFeeTransformer": "0x0000000000000000000000000000000000000000"
|
||||
}
|
||||
},
|
||||
"5": {
|
||||
"erc20Proxy": "0x0000000000000000000000000000000000000000",
|
||||
"erc721Proxy": "0x0000000000000000000000000000000000000000",
|
||||
"zrxToken": "0x0000000000000000000000000000000000000000",
|
||||
"etherToken": "0xb4fbf271143f4fbf7b91a5ded31805e42b2208d6",
|
||||
"exchangeV2": "0x0000000000000000000000000000000000000000",
|
||||
"exchange": "0x0000000000000000000000000000000000000000",
|
||||
"assetProxyOwner": "0x0000000000000000000000000000000000000000",
|
||||
"zeroExGovernor": "0x0000000000000000000000000000000000000000",
|
||||
"forwarder": "0x0000000000000000000000000000000000000000",
|
||||
"coordinatorRegistry": "0x0000000000000000000000000000000000000000",
|
||||
"coordinator": "0x0000000000000000000000000000000000000000",
|
||||
"multiAssetProxy": "0x0000000000000000000000000000000000000000",
|
||||
"staticCallProxy": "0x0000000000000000000000000000000000000000",
|
||||
"erc1155Proxy": "0x0000000000000000000000000000000000000000",
|
||||
"devUtils": "0x0000000000000000000000000000000000000000",
|
||||
"zrxVault": "0x0000000000000000000000000000000000000000",
|
||||
"staking": "0x0000000000000000000000000000000000000000",
|
||||
"stakingProxy": "0x0000000000000000000000000000000000000000",
|
||||
"erc20BridgeProxy": "0x0000000000000000000000000000000000000000",
|
||||
"erc20BridgeSampler": "0x0000000000000000000000000000000000000000",
|
||||
"chaiBridge": "0x0000000000000000000000000000000000000000",
|
||||
"dydxBridge": "0x0000000000000000000000000000000000000000",
|
||||
"godsUnchainedValidator": "0x0000000000000000000000000000000000000000",
|
||||
"broker": "0x0000000000000000000000000000000000000000",
|
||||
"chainlinkStopLimit": "0x0000000000000000000000000000000000000000",
|
||||
"maximumGasPrice": "0x0000000000000000000000000000000000000000",
|
||||
"dexForwarderBridge": "0x0000000000000000000000000000000000000000",
|
||||
"exchangeProxyGovernor": "0xf289f8a9d26f9a32ecc8602e92e634d71a91d490",
|
||||
"exchangeProxy": "0xf91bb752490473b8342a3e964e855b9f9a2a668e",
|
||||
"exchangeProxyTransformerDeployer": "0x7b4f0063cc0097c19c6b8cc74ecaf630621e2be6",
|
||||
"exchangeProxyFlashWallet": "0xf15469c80a1965f5f90be5651fcb6c6f3392b2a1",
|
||||
"exchangeProxyLiquidityProviderSandbox": "0x0000000000000000000000000000000000000000",
|
||||
"zrxTreasury": "0x0000000000000000000000000000000000000000",
|
||||
"transformers": {
|
||||
"wethTransformer": "0x5e485f1ab8aa2a71d533f2bc15af64dd10fa44e9",
|
||||
"payTakerTransformer": "0x0c59ced2ffce5fceb40f665def2146f76c576f34",
|
||||
"affiliateFeeTransformer": "0x6f4d30df1ecaed54239af95efa2964f9252fd0a3",
|
||||
"fillQuoteTransformer": "0x841b18c263a290c41ac41b6afbf4c1d31b0c6b36",
|
||||
"positiveSlippageFeeTransformer": "0x5d6ab5729a08775c69035730bcfbad65759c4f4d"
|
||||
}
|
||||
},
|
||||
"42": {
|
||||
"erc20Proxy": "0xaa460127562482faa5df42f2c39a025cd4a1cc0a",
|
||||
"erc721Proxy": "0x7b70a148e20b348c320208df84fdd642aab49fd0",
|
||||
@@ -247,7 +205,7 @@
|
||||
"wethTransformer": "0xac3d95668c092e895cd83a9cbafe9c7d9906471f",
|
||||
"payTakerTransformer": "0x4f5e8ca2cadecd4a467ae441e4b03de4278a4574",
|
||||
"affiliateFeeTransformer": "0x1be34ab9b2acb5c4ddd89454bdce637967e65230",
|
||||
"fillQuoteTransformer": "0xbd7fd6e116fc8589bb658fba3a2cc6273050bcf2",
|
||||
"fillQuoteTransformer": "0x0b72d55485e8d877f73cc8b14ea3e010b3e804fd",
|
||||
"positiveSlippageFeeTransformer": "0x7f5c79ad1788573b1145f4651a248523c54f5d1f"
|
||||
}
|
||||
},
|
||||
@@ -331,7 +289,7 @@
|
||||
"wethTransformer": "0xe309d011cc6f189a3e8dcba85922715a019fed38",
|
||||
"payTakerTransformer": "0x5ba7b9be86cda01cfbf56e0fb97184783be9dda1",
|
||||
"affiliateFeeTransformer": "0xbed27284b42e5684e987169cf1da09c5d6c49fa8",
|
||||
"fillQuoteTransformer": "0x01c082e47c8dc6dedd01e3fcb07bfd3eb72e044d",
|
||||
"fillQuoteTransformer": "0xd4a518760030dae1adbde9496f8a3b478e83932a",
|
||||
"positiveSlippageFeeTransformer": "0x4cd8f1c0df4d40fcc1e073845d5f6f4ed5cc8dab"
|
||||
}
|
||||
},
|
||||
@@ -363,18 +321,18 @@
|
||||
"chainlinkStopLimit": "0x0000000000000000000000000000000000000000",
|
||||
"maximumGasPrice": "0x0000000000000000000000000000000000000000",
|
||||
"dexForwarderBridge": "0x0000000000000000000000000000000000000000",
|
||||
"exchangeProxyGovernor": "0x30186b2e187aeddabf019089f9375a8dc53138e4",
|
||||
"exchangeProxy": "0xf471d32cb40837bf24529fcf17418fc1a4807626",
|
||||
"exchangeProxyTransformerDeployer": "0x05481589f447a0767def2b0ed98a04ea5f5eba50",
|
||||
"exchangeProxyFlashWallet": "0x64254cf2f3abd765bee46f8445b76e2bb0af5a2c",
|
||||
"exchangeProxyLiquidityProviderSandbox": "0x0000000000000000000000000000000000000000",
|
||||
"exchangeProxyGovernor": "0x4cf19577bcb5e784f315e952f97a6dc247f03140",
|
||||
"exchangeProxy": "0xdef1c0ded9bec7f1a1670819833240f027b25eff",
|
||||
"exchangeProxyTransformerDeployer": "0xa8220408bcb5b327875fd82145d379a83dfd7d61",
|
||||
"exchangeProxyFlashWallet": "0xdb6f1920a889355780af7570773609bd8cb1f498",
|
||||
"exchangeProxyLiquidityProviderSandbox": "0xe6f76f5090f8d64015113841a0c9bc5d14755d6f",
|
||||
"zrxTreasury": "0x0000000000000000000000000000000000000000",
|
||||
"transformers": {
|
||||
"wethTransformer": "0x445af2e5791cc9a72f81c49a3dc90cf3b03d2a62",
|
||||
"payTakerTransformer": "0xe3e8652fb306873f9dc87222423ffd51b967f014",
|
||||
"affiliateFeeTransformer": "0xbd901aff2ce18355537594a17ebb0a38ca44d8b6",
|
||||
"fillQuoteTransformer": "0xbfac39aea3c0a6222266cef674ec39c3b5387852",
|
||||
"positiveSlippageFeeTransformer": "0x33ab86b46d84d30538a9b35c7ece4d5673caa778"
|
||||
"wethTransformer": "0x44a65ee6b33f70eda7b854abe8d81e925984c932",
|
||||
"payTakerTransformer": "0x2f4868ed9cae9a4cdba063818dce19f411be4e75",
|
||||
"affiliateFeeTransformer": "0x843c0ac5b1b373be51800c8f1caffe54cc29dd22",
|
||||
"fillQuoteTransformer": "0x750cb81ee6d64e29e1e358ba155925000bf044d4",
|
||||
"positiveSlippageFeeTransformer": "0x30aebc4c68effa70e21612b39b94299a8778d0cb"
|
||||
}
|
||||
},
|
||||
"43114": {
|
||||
@@ -415,7 +373,7 @@
|
||||
"wethTransformer": "0x9b8b52391071d71cd4ad1e61d7f273268fa34c6c",
|
||||
"payTakerTransformer": "0x898c6fde239d646c73f0a57e3570b6f86a3d62a3",
|
||||
"affiliateFeeTransformer": "0x34617b855411e52fbc05899435f44cbd0503022c",
|
||||
"fillQuoteTransformer": "0xcee9118bc14e1fe740c54c754b901629b322ee4f",
|
||||
"fillQuoteTransformer": "0xb6c9c52ce7094fc96d8bd5d3ecd0c6feeafe3457",
|
||||
"positiveSlippageFeeTransformer": "0x470ba89da18a6db6e8a0567b3c9214b960861857"
|
||||
}
|
||||
},
|
||||
@@ -457,7 +415,7 @@
|
||||
"wethTransformer": "0x9b6aa8f26a92108e7d1f66373d757bb955112703",
|
||||
"payTakerTransformer": "0x32df54951d33d7460e15fa59b1fcc262183ce4c2",
|
||||
"affiliateFeeTransformer": "0x67efa679a4b56c38713d478e649c88247f4f8e88",
|
||||
"fillQuoteTransformer": "0xe40f81ef6e9c95ba04c659b8d032eab73152aafd",
|
||||
"fillQuoteTransformer": "0x641efe8a57ad39353fe22f77d211ef6b17b0590b",
|
||||
"positiveSlippageFeeTransformer": "0xe87d69b285005cc82b53b844322652c49ed64600"
|
||||
}
|
||||
},
|
||||
@@ -541,7 +499,7 @@
|
||||
"wethTransformer": "0x02ce7af6520e2862f961f5d7eda746642865179c",
|
||||
"payTakerTransformer": "0x085d10a34f14f6a631ea8ff7d016782ee3ffaa11",
|
||||
"affiliateFeeTransformer": "0x55cf1d7535250db75bf0190493f55781ee583553",
|
||||
"fillQuoteTransformer": "0x96499c097efc56ba5cf6b2a474392db17790ce96",
|
||||
"fillQuoteTransformer": "0xfae0ce3841afbf5625a15f0c73e03ba6660e575f",
|
||||
"positiveSlippageFeeTransformer": "0xb11e14565dfbeb702dea9bc0cb47f1a8b32f4783"
|
||||
}
|
||||
}
|
||||
|
||||
@@ -1,6 +1,6 @@
|
||||
{
|
||||
"name": "@0x/contract-addresses",
|
||||
"version": "6.19.2",
|
||||
"version": "6.16.0",
|
||||
"engines": {
|
||||
"node": ">=6.12"
|
||||
},
|
||||
|
||||
@@ -47,7 +47,6 @@ export enum ChainId {
|
||||
Mainnet = 1,
|
||||
Ropsten = 3,
|
||||
Rinkeby = 4,
|
||||
Goerli = 5,
|
||||
Kovan = 42,
|
||||
Ganache = 1337,
|
||||
BSC = 56,
|
||||
@@ -56,7 +55,6 @@ export enum ChainId {
|
||||
Avalanche = 43114,
|
||||
Fantom = 250,
|
||||
Celo = 42220,
|
||||
// Arbitrum = 42161,
|
||||
Optimism = 10,
|
||||
}
|
||||
|
||||
|
||||
@@ -1,40 +1,4 @@
|
||||
[
|
||||
{
|
||||
"timestamp": 1660093941,
|
||||
"version": "13.20.8",
|
||||
"changes": [
|
||||
{
|
||||
"note": "Dependencies updated"
|
||||
}
|
||||
]
|
||||
},
|
||||
{
|
||||
"timestamp": 1660073235,
|
||||
"version": "13.20.7",
|
||||
"changes": [
|
||||
{
|
||||
"note": "Dependencies updated"
|
||||
}
|
||||
]
|
||||
},
|
||||
{
|
||||
"timestamp": 1659750766,
|
||||
"version": "13.20.6",
|
||||
"changes": [
|
||||
{
|
||||
"note": "Dependencies updated"
|
||||
}
|
||||
]
|
||||
},
|
||||
{
|
||||
"timestamp": 1658950329,
|
||||
"version": "13.20.5",
|
||||
"changes": [
|
||||
{
|
||||
"note": "Dependencies updated"
|
||||
}
|
||||
]
|
||||
},
|
||||
{
|
||||
"timestamp": 1655244958,
|
||||
"version": "13.20.4",
|
||||
|
||||
@@ -5,22 +5,6 @@ Edit the package's CHANGELOG.json file only.
|
||||
|
||||
CHANGELOG
|
||||
|
||||
## v13.20.8 - _August 10, 2022_
|
||||
|
||||
* Dependencies updated
|
||||
|
||||
## v13.20.7 - _August 9, 2022_
|
||||
|
||||
* Dependencies updated
|
||||
|
||||
## v13.20.6 - _August 6, 2022_
|
||||
|
||||
* Dependencies updated
|
||||
|
||||
## v13.20.5 - _July 27, 2022_
|
||||
|
||||
* Dependencies updated
|
||||
|
||||
## v13.20.4 - _June 14, 2022_
|
||||
|
||||
* Dependencies updated
|
||||
|
||||
@@ -1,6 +1,6 @@
|
||||
{
|
||||
"name": "@0x/contract-wrappers",
|
||||
"version": "13.20.8",
|
||||
"version": "13.20.4",
|
||||
"engines": {
|
||||
"node": ">=6.12"
|
||||
},
|
||||
@@ -57,7 +57,7 @@
|
||||
"dependencies": {
|
||||
"@0x/assert": "^3.0.34",
|
||||
"@0x/base-contract": "^6.5.0",
|
||||
"@0x/contract-addresses": "^6.19.2",
|
||||
"@0x/contract-addresses": "^6.16.0",
|
||||
"@0x/json-schemas": "^6.4.4",
|
||||
"@0x/types": "^3.3.6",
|
||||
"@0x/utils": "^6.5.3",
|
||||
|
||||
@@ -1,40 +1,12 @@
|
||||
[
|
||||
{
|
||||
"timestamp": 1660093941,
|
||||
"version": "11.16.3",
|
||||
"changes": [
|
||||
{
|
||||
"note": "Dependencies updated"
|
||||
}
|
||||
]
|
||||
},
|
||||
{
|
||||
"timestamp": 1660073235,
|
||||
"version": "11.16.2",
|
||||
"changes": [
|
||||
{
|
||||
"note": "Dependencies updated"
|
||||
}
|
||||
]
|
||||
},
|
||||
{
|
||||
"timestamp": 1659750766,
|
||||
"version": "11.16.1",
|
||||
"changes": [
|
||||
{
|
||||
"note": "Dependencies updated"
|
||||
}
|
||||
]
|
||||
},
|
||||
{
|
||||
"version": "11.16.0",
|
||||
"changes": [
|
||||
{
|
||||
"note": "Add Synthetix support`",
|
||||
"pr": 518
|
||||
"note": "Add Otc order support to the fillQuoteTransformer",
|
||||
"pr": 516
|
||||
}
|
||||
],
|
||||
"timestamp": 1658950329
|
||||
]
|
||||
},
|
||||
{
|
||||
"version": "11.15.0",
|
||||
|
||||
@@ -5,22 +5,6 @@ Edit the package's CHANGELOG.json file only.
|
||||
|
||||
CHANGELOG
|
||||
|
||||
## v11.16.3 - _August 10, 2022_
|
||||
|
||||
* Dependencies updated
|
||||
|
||||
## v11.16.2 - _August 9, 2022_
|
||||
|
||||
* Dependencies updated
|
||||
|
||||
## v11.16.1 - _August 6, 2022_
|
||||
|
||||
* Dependencies updated
|
||||
|
||||
## v11.16.0 - _July 27, 2022_
|
||||
|
||||
* Add Synthetix support` (#518)
|
||||
|
||||
## v11.15.0 - _June 14, 2022_
|
||||
|
||||
* Add Velodrome support (#494)
|
||||
|
||||
@@ -1,6 +1,6 @@
|
||||
{
|
||||
"name": "@0x/protocol-utils",
|
||||
"version": "11.16.3",
|
||||
"version": "11.15.0",
|
||||
"engines": {
|
||||
"node": ">=6.12"
|
||||
},
|
||||
@@ -63,8 +63,8 @@
|
||||
},
|
||||
"dependencies": {
|
||||
"@0x/assert": "^3.0.34",
|
||||
"@0x/contract-addresses": "^6.19.2",
|
||||
"@0x/contract-wrappers": "^13.20.8",
|
||||
"@0x/contract-addresses": "^6.16.0",
|
||||
"@0x/contract-wrappers": "^13.20.4",
|
||||
"@0x/json-schemas": "^6.4.4",
|
||||
"@0x/subproviders": "^6.6.5",
|
||||
"@0x/utils": "^6.5.3",
|
||||
|
||||
@@ -1,7 +1,7 @@
|
||||
import { AbiEncoder, BigNumber, hexUtils, NULL_ADDRESS } from '@0x/utils';
|
||||
import * as ethjs from 'ethereumjs-util';
|
||||
|
||||
import { LimitOrder, LimitOrderFields, RfqOrder, RfqOrderFields } from './orders';
|
||||
import { LimitOrder, LimitOrderFields, OtcOrder, OtcOrderFields, RfqOrder, RfqOrderFields } from './orders';
|
||||
import { Signature, SIGNATURE_ABI } from './signature_utils';
|
||||
|
||||
const BRIDGE_ORDER_ABI_COMPONENTS = [
|
||||
@@ -39,6 +39,20 @@ const RFQ_ORDER_INFO_ABI_COMPONENTS = [
|
||||
{ name: 'maxTakerTokenFillAmount', type: 'uint256' },
|
||||
];
|
||||
|
||||
const OTC_ORDER_INFO_ABI_COMPONENTS = [
|
||||
{
|
||||
name: 'order',
|
||||
type: 'tuple',
|
||||
components: OtcOrder.STRUCT_ABI,
|
||||
},
|
||||
{
|
||||
name: 'signature',
|
||||
type: 'tuple',
|
||||
components: SIGNATURE_ABI,
|
||||
},
|
||||
{ name: 'maxTakerTokenFillAmount', type: 'uint256' },
|
||||
];
|
||||
|
||||
/**
|
||||
* ABI encoder for `FillQuoteTransformer.TransformData`
|
||||
*/
|
||||
@@ -60,6 +74,11 @@ export const fillQuoteTransformerDataEncoder = AbiEncoder.create([
|
||||
type: 'tuple[]',
|
||||
components: LIMIT_ORDER_INFO_ABI_COMPONENTS,
|
||||
},
|
||||
{
|
||||
name: 'otcOrders',
|
||||
type: 'tuple[]',
|
||||
components: OTC_ORDER_INFO_ABI_COMPONENTS,
|
||||
},
|
||||
{
|
||||
name: 'rfqOrders',
|
||||
type: 'tuple[]',
|
||||
@@ -87,6 +106,7 @@ export enum FillQuoteTransformerOrderType {
|
||||
Bridge,
|
||||
Limit,
|
||||
Rfq,
|
||||
Otc,
|
||||
}
|
||||
|
||||
/**
|
||||
@@ -99,6 +119,7 @@ export interface FillQuoteTransformerData {
|
||||
bridgeOrders: FillQuoteTransformerBridgeOrder[];
|
||||
limitOrders: FillQuoteTransformerLimitOrderInfo[];
|
||||
rfqOrders: FillQuoteTransformerRfqOrderInfo[];
|
||||
otcOrders: FillQuoteTransformerOtcOrderInfo[];
|
||||
fillSequence: FillQuoteTransformerOrderType[];
|
||||
fillAmount: BigNumber;
|
||||
refundReceiver: string;
|
||||
@@ -140,8 +161,6 @@ export enum BridgeProtocol {
|
||||
Platypus,
|
||||
BancorV3,
|
||||
Velodrome,
|
||||
Synthetix,
|
||||
WOOFi,
|
||||
}
|
||||
// tslint:enable: enum-naming
|
||||
|
||||
@@ -178,6 +197,11 @@ export type FillQuoteTransformerLimitOrderInfo = FillQuoteTransformerNativeOrder
|
||||
*/
|
||||
export type FillQuoteTransformerRfqOrderInfo = FillQuoteTransformerNativeOrderInfo<RfqOrderFields>;
|
||||
|
||||
/**
|
||||
* `FillQuoteTransformer.OtcOrderInfo`
|
||||
*/
|
||||
export type FillQuoteTransformerOtcOrderInfo = FillQuoteTransformerNativeOrderInfo<OtcOrderFields>;
|
||||
|
||||
/**
|
||||
* ABI-encode a `FillQuoteTransformer.TransformData` type.
|
||||
*/
|
||||
|
||||
Reference in New Issue
Block a user