Compare commits

..

17 Commits

Author SHA1 Message Date
Romain Butteaud
7f8a4101d5 rpc sellLiquidity wrapper async 2021-09-17 16:34:07 -07:00
Romain Butteaud
15b7cf3986 rewrite rpc sampler client 2021-09-17 13:32:26 -07:00
Romain Butteaud
5d4481f0f0 use jayson for JSONRPC 2021-09-15 17:02:16 -07:00
Romain Butteaud
2a9871d706 feat: WIP sampler service client 2021-09-14 11:35:00 -07:00
Github Actions
254b850a8b Publish
- @0x/contracts-erc20@3.3.18
 - @0x/contracts-test-utils@5.4.10
 - @0x/contracts-treasury@1.3.4
 - @0x/contracts-utils@4.7.18
 - @0x/contracts-zero-ex@0.28.3
 - @0x/asset-swapper@16.27.0
 - @0x/contract-addresses@6.7.0
 - @0x/contract-wrappers@13.17.6
 - @0x/migrations@8.1.4
 - @0x/protocol-utils@1.8.4
2021-09-01 01:31:37 +00:00
Github Actions
e2242e5955 Updated CHANGELOGS & MD docs 2021-09-01 01:31:34 +00:00
Jacob Evans
7a0255fee7 feat: 🔺 (#312)
* feat: Avalanche

* Update Addresses for Avalanche deployment

* Cleanup

* Rebased development
2021-09-01 11:11:56 +10:00
Github Actions
ec6522cfbf Publish
- @0x/asset-swapper@16.26.2
2021-08-31 07:06:30 +00:00
Github Actions
1bf96e91bb Updated CHANGELOGS & MD docs 2021-08-31 07:06:27 +00:00
Romain Butteaud
eb733cc58f add: Curve new pools (CVX-CRX, MIM, atricrypto3) (#315)
* add: Curve new pools (CVX-CRX, MIM, atricrypto3)

* prettier

* fix: AS CHANGELOG

* fix: update monorepo-scripts
2021-08-30 23:45:47 -07:00
Jacob Evans
d9fdcf813b fix: UST spam by temporarily disabling (#316) 2021-08-31 16:17:17 +10:00
Romain Butteaud
88bd1c9cea add: Curve new pools (CVX-CRX, MIM, atricrypto3) - CHANGELOG (#314)
* add: Curve new pools (CVX-CRX, MIM, atricrypto3)

* prettier

* fix: AS CHANGELOG
2021-08-30 16:19:32 -07:00
Romain Butteaud
9e759e82b4 add: Curve new pools (CVX-CRX, MIM, atricrypto3) (#313)
* add: Curve new pools (CVX-CRX, MIM, atricrypto3)

* prettier
2021-08-30 15:22:10 -07:00
Daniel Pyrathon
da433854ac fix: added prometheus changes on expiration (#308)
* added prometheus changes on expiration

* added unit tests

* prettier

* addressed comments

* remove unused tests

* fix lint:

* Update quote_requestor_test.ts
2021-08-23 13:59:49 -07:00
Github Actions
ed3524e0d7 Publish
- @0x/contracts-zero-ex@0.28.2
 - @0x/asset-swapper@16.26.1
 - @0x/migrations@8.1.3
2021-08-19 23:12:22 +00:00
Github Actions
20e23bf3f6 Updated CHANGELOGS & MD docs 2021-08-19 23:12:19 +00:00
David Walsh
be4f85690e Add ethers as a dependency of @0x/contracts-zero-ex (#310) 2021-08-19 16:25:47 -06:00
46 changed files with 678 additions and 681 deletions

View File

@@ -1,4 +1,13 @@
[
{
"timestamp": 1630459879,
"version": "3.3.18",
"changes": [
{
"note": "Dependencies updated"
}
]
},
{
"timestamp": 1629353596,
"version": "3.3.17",

View File

@@ -5,6 +5,10 @@ Edit the package's CHANGELOG.json file only.
CHANGELOG
## v3.3.18 - _September 1, 2021_
* Dependencies updated
## v3.3.17 - _August 19, 2021_
* Dependencies updated

View File

@@ -1,6 +1,6 @@
{
"name": "@0x/contracts-erc20",
"version": "3.3.17",
"version": "3.3.18",
"engines": {
"node": ">=6.12"
},
@@ -53,8 +53,8 @@
"devDependencies": {
"@0x/abi-gen": "^5.6.0",
"@0x/contracts-gen": "^2.0.38",
"@0x/contracts-test-utils": "^5.4.9",
"@0x/contracts-utils": "^4.7.17",
"@0x/contracts-test-utils": "^5.4.10",
"@0x/contracts-utils": "^4.7.18",
"@0x/dev-utils": "^4.2.7",
"@0x/sol-compiler": "^4.7.3",
"@0x/ts-doc-gen": "^0.0.28",

View File

@@ -1,4 +1,13 @@
[
{
"timestamp": 1630459879,
"version": "5.4.10",
"changes": [
{
"note": "Dependencies updated"
}
]
},
{
"timestamp": 1629353596,
"version": "5.4.9",

View File

@@ -5,6 +5,10 @@ Edit the package's CHANGELOG.json file only.
CHANGELOG
## v5.4.10 - _September 1, 2021_
* Dependencies updated
## v5.4.9 - _August 19, 2021_
* Dependencies updated

View File

@@ -1,6 +1,6 @@
{
"name": "@0x/contracts-test-utils",
"version": "5.4.9",
"version": "5.4.10",
"engines": {
"node": ">=6.12"
},
@@ -44,7 +44,7 @@
"dependencies": {
"@0x/assert": "^3.0.27",
"@0x/base-contract": "^6.4.0",
"@0x/contract-addresses": "^6.6.1",
"@0x/contract-addresses": "^6.7.0",
"@0x/dev-utils": "^4.2.7",
"@0x/json-schemas": "^6.1.3",
"@0x/order-utils": "^10.4.28",

View File

@@ -1,4 +1,13 @@
[
{
"timestamp": 1630459879,
"version": "1.3.4",
"changes": [
{
"note": "Dependencies updated"
}
]
},
{
"timestamp": 1629353596,
"version": "1.3.3",

View File

@@ -5,6 +5,10 @@ Edit the package's CHANGELOG.json file only.
CHANGELOG
## v1.3.4 - _September 1, 2021_
* Dependencies updated
## v1.3.3 - _August 19, 2021_
* Dependencies updated

View File

@@ -1,6 +1,6 @@
{
"name": "@0x/contracts-treasury",
"version": "1.3.3",
"version": "1.3.4",
"engines": {
"node": ">=6.12"
},
@@ -47,12 +47,12 @@
"homepage": "https://github.com/0xProject/protocol/tree/main/contracts/treasury",
"devDependencies": {
"@0x/abi-gen": "^5.6.0",
"@0x/contract-addresses": "^6.6.1",
"@0x/contract-addresses": "^6.7.0",
"@0x/contracts-asset-proxy": "^3.7.19",
"@0x/contracts-erc20": "^3.3.17",
"@0x/contracts-erc20": "^3.3.18",
"@0x/contracts-gen": "^2.0.38",
"@0x/contracts-staking": "^2.0.45",
"@0x/contracts-test-utils": "^5.4.9",
"@0x/contracts-test-utils": "^5.4.10",
"@0x/sol-compiler": "^4.7.3",
"@0x/ts-doc-gen": "^0.0.28",
"@0x/tslint-config": "^4.1.4",
@@ -73,7 +73,7 @@
},
"dependencies": {
"@0x/base-contract": "^6.4.0",
"@0x/protocol-utils": "^1.8.3",
"@0x/protocol-utils": "^1.8.4",
"@0x/subproviders": "^6.5.3",
"@0x/types": "^3.3.3",
"@0x/typescript-typings": "^5.2.0",

View File

@@ -1,4 +1,13 @@
[
{
"timestamp": 1630459879,
"version": "4.7.18",
"changes": [
{
"note": "Dependencies updated"
}
]
},
{
"timestamp": 1629353596,
"version": "4.7.17",

View File

@@ -5,6 +5,10 @@ Edit the package's CHANGELOG.json file only.
CHANGELOG
## v4.7.18 - _September 1, 2021_
* Dependencies updated
## v4.7.17 - _August 19, 2021_
* Dependencies updated

View File

@@ -1,6 +1,6 @@
{
"name": "@0x/contracts-utils",
"version": "4.7.17",
"version": "4.7.18",
"engines": {
"node": ">=6.12"
},
@@ -52,7 +52,7 @@
"devDependencies": {
"@0x/abi-gen": "^5.6.0",
"@0x/contracts-gen": "^2.0.38",
"@0x/contracts-test-utils": "^5.4.9",
"@0x/contracts-test-utils": "^5.4.10",
"@0x/dev-utils": "^4.2.7",
"@0x/order-utils": "^10.4.28",
"@0x/sol-compiler": "^4.7.3",

View File

@@ -1,4 +1,23 @@
[
{
"timestamp": 1630459879,
"version": "0.28.3",
"changes": [
{
"note": "Dependencies updated"
}
]
},
{
"version": "0.28.2",
"changes": [
{
"note": "Add ethers as an explicit dependency",
"pr": 310
}
],
"timestamp": 1629414734
},
{
"timestamp": 1629353596,
"version": "0.28.1",

View File

@@ -5,6 +5,14 @@ Edit the package's CHANGELOG.json file only.
CHANGELOG
## v0.28.3 - _September 1, 2021_
* Dependencies updated
## v0.28.2 - _August 19, 2021_
* Add ethers as an explicit dependency (#310)
## v0.28.1 - _August 19, 2021_
* Dependencies updated

View File

@@ -1,6 +1,6 @@
{
"name": "@0x/contracts-zero-ex",
"version": "0.28.1",
"version": "0.28.3",
"engines": {
"node": ">=6.12"
},
@@ -56,10 +56,10 @@
"homepage": "https://github.com/0xProject/protocol/tree/main/contracts/zero-ex",
"devDependencies": {
"@0x/abi-gen": "^5.6.0",
"@0x/contract-addresses": "^6.6.1",
"@0x/contracts-erc20": "^3.3.17",
"@0x/contract-addresses": "^6.7.0",
"@0x/contracts-erc20": "^3.3.18",
"@0x/contracts-gen": "^2.0.38",
"@0x/contracts-test-utils": "^5.4.9",
"@0x/contracts-test-utils": "^5.4.10",
"@0x/dev-utils": "^4.2.7",
"@0x/order-utils": "^10.4.28",
"@0x/sol-compiler": "^4.7.3",
@@ -83,14 +83,15 @@
},
"dependencies": {
"@0x/base-contract": "^6.4.0",
"@0x/protocol-utils": "^1.8.3",
"@0x/protocol-utils": "^1.8.4",
"@0x/subproviders": "^6.5.3",
"@0x/types": "^3.3.3",
"@0x/typescript-typings": "^5.2.0",
"@0x/utils": "^6.4.3",
"@0x/web3-wrapper": "^7.5.3",
"ethereum-types": "^3.5.0",
"ethereumjs-util": "^7.0.10"
"ethereumjs-util": "^7.0.10",
"ethers": "~4.0.4"
},
"publishConfig": {
"access": "public"

View File

@@ -60,7 +60,7 @@
"ignoreDependencyVersionsForPackage": "contract-wrappers"
},
"devDependencies": {
"@0x/monorepo-scripts": "^3.1.7",
"@0x/monorepo-scripts": "^3.2.0",
"@0x-lerna-fork/lerna": "3.16.10",
"@0xproject/npm-cli-login": "^0.0.11",
"async-child-process": "^1.1.1",

View File

@@ -1,4 +1,32 @@
[
{
"version": "16.27.0",
"changes": [
{
"note": "Avalanche deployment",
"pr": 312
}
],
"timestamp": 1630459879
},
{
"version": "16.26.2",
"changes": [
{
"note": "chore: Curve new pools (CVX-CRX, MIM, atricrypto3)"
}
],
"timestamp": 1630393585
},
{
"timestamp": 1629414734,
"version": "16.26.1",
"changes": [
{
"note": "Dependencies updated"
}
]
},
{
"version": "16.26.0",
"changes": [

View File

@@ -5,6 +5,18 @@ Edit the package's CHANGELOG.json file only.
CHANGELOG
## v16.27.0 - _September 1, 2021_
* Avalanche deployment (#312)
## v16.26.2 - _August 31, 2021_
* chore: Curve new pools (CVX-CRX, MIM, atricrypto3)
## v16.26.1 - _August 19, 2021_
* Dependencies updated
## v16.26.0 - _August 19, 2021_
* feat: Enable partial Native fills to be consumed, previously for v3 they were dropped (#309)

View File

@@ -1,6 +1,6 @@
{
"name": "@0x/asset-swapper",
"version": "16.26.0",
"version": "16.27.0",
"engines": {
"node": ">=6.12"
},
@@ -60,13 +60,13 @@
"dependencies": {
"@0x/assert": "^3.0.27",
"@0x/base-contract": "^6.4.0",
"@0x/contract-addresses": "^6.6.1",
"@0x/contract-wrappers": "^13.17.5",
"@0x/contracts-erc20": "^3.3.17",
"@0x/contract-addresses": "^6.7.0",
"@0x/contract-wrappers": "^13.17.6",
"@0x/contracts-erc20": "^3.3.18",
"@0x/contracts-zero-ex": "^0.27.0",
"@0x/dev-utils": "^4.2.7",
"@0x/json-schemas": "^6.1.3",
"@0x/protocol-utils": "^1.8.3",
"@0x/protocol-utils": "^1.8.4",
"@0x/quote-server": "^6.0.2",
"@0x/types": "^3.3.3",
"@0x/typescript-typings": "^5.2.0",
@@ -97,10 +97,10 @@
"@0x/contracts-exchange": "^3.2.38",
"@0x/contracts-exchange-libs": "^4.3.37",
"@0x/contracts-gen": "^2.0.38",
"@0x/contracts-test-utils": "^5.4.9",
"@0x/contracts-utils": "^4.7.17",
"@0x/contracts-test-utils": "^5.4.10",
"@0x/contracts-utils": "^4.7.18",
"@0x/mesh-rpc-client": "^9.4.2",
"@0x/migrations": "^8.1.2",
"@0x/migrations": "^8.1.4",
"@0x/sol-compiler": "^4.7.3",
"@0x/subproviders": "^6.5.3",
"@0x/ts-doc-gen": "^0.0.28",

View File

@@ -0,0 +1,40 @@
import { Client as RPCClient, JSONRPCVersionOneResponse } from 'jayson';
import {
LiquidityResponse,
RpcLiquidityRequest,
RPCSamplerCallback,
} from './utils/market_operation_utils/sampler_types';
const RPC_SAMPLER_SERVICE_URL = '';
const RPC_SAMPLER_SERVICE_PORT = 7002;
export class RpcSamplerClient {
private readonly _rpcUrl: string;
private readonly _rpcClient: RPCClient;
/**
* @param rpcUrl URL to the Sampler Service to which JSON RPC requests should be sent
*/
constructor() {
this._rpcUrl = RPC_SAMPLER_SERVICE_URL;
this._rpcClient = RPCClient.http({ port: RPC_SAMPLER_SERVICE_PORT });
}
public getSellLiquidity(reqs: RpcLiquidityRequest[], rpcSamplerCallback: RPCSamplerCallback): void {
try {
this._rpcClient.request(`get_sell_liquidity`, [reqs], (err: any, response: JSONRPCVersionOneResponse) => {
return rpcSamplerCallback(err, response.result);
});
} catch (err) {
throw new Error(`error with sampler service: ${err}`);
}
}
public async getSellLiquidityWrapperAsync(reqs: RpcLiquidityRequest[]): Promise<LiquidityResponse[]> {
return new Promise(resolve => {
this.getSellLiquidity(reqs, (err, liquidityResponses: LiquidityResponse[]) => {
return resolve(liquidityResponses);
});
});
}
}

View File

@@ -10,6 +10,7 @@ import * as _ from 'lodash';
import { artifacts } from './artifacts';
import { constants, INVALID_SIGNATURE, KEEP_ALIVE_TTL } from './constants';
import { RpcSamplerClient } from './rpc_sampler_client';
import {
AssetSwapperContractAddresses,
MarketBuySwapQuote,
@@ -143,6 +144,7 @@ export class SwapQuoter {
this._marketOperationUtils = new MarketOperationUtils(
new DexOrderSampler(
this.chainId,
new RpcSamplerClient(),
samplerContract,
samplerOverrides,
undefined, // pools caches for balancer and cream

View File

@@ -31,6 +31,7 @@ import {
NULL_ADDRESS,
PANCAKESWAP_ROUTER_BY_CHAIN_ID,
PANCAKESWAPV2_ROUTER_BY_CHAIN_ID,
PANGOLIN_ROUTER_BY_CHAIN_ID,
POLYDEX_ROUTER_BY_CHAIN_ID,
QUICKSWAP_ROUTER_BY_CHAIN_ID,
SADDLE_MAINNET_INFOS,
@@ -41,6 +42,7 @@ import {
SNOWSWAP_MAINNET_INFOS,
SUSHISWAP_ROUTER_BY_CHAIN_ID,
SWERVE_MAINNET_INFOS,
TRADER_JOE_ROUTER_BY_CHAIN_ID,
UNISWAPV2_ROUTER_BY_CHAIN_ID,
WAULTSWAP_ROUTER_BY_CHAIN_ID,
XSIGMA_MAINNET_INFOS,
@@ -439,7 +441,9 @@ export function uniswapV2LikeRouterAddress(
| ERC20BridgeSource.WaultSwap
| ERC20BridgeSource.Polydex
| ERC20BridgeSource.ShibaSwap
| ERC20BridgeSource.JetSwap,
| ERC20BridgeSource.JetSwap
| ERC20BridgeSource.TraderJoe
| ERC20BridgeSource.Pangolin,
): string {
switch (source) {
case ERC20BridgeSource.UniswapV2:
@@ -476,6 +480,10 @@ export function uniswapV2LikeRouterAddress(
return SHIBASWAP_ROUTER_BY_CHAIN_ID[chainId];
case ERC20BridgeSource.JetSwap:
return JETSWAP_ROUTER_BY_CHAIN_ID[chainId];
case ERC20BridgeSource.Pangolin:
return PANGOLIN_ROUTER_BY_CHAIN_ID[chainId];
case ERC20BridgeSource.TraderJoe:
return TRADER_JOE_ROUTER_BY_CHAIN_ID[chainId];
default:
throw new Error(`Unknown UniswapV2 like source ${source}`);
}

View File

@@ -56,6 +56,7 @@ function valueByChainId<T>(rest: Partial<{ [key in ChainId]: T }>, defaultValue:
[ChainId.BSC]: defaultValue,
[ChainId.Polygon]: defaultValue,
[ChainId.PolygonMumbai]: defaultValue,
[ChainId.Avalanche]: defaultValue,
...(rest || {}),
};
}
@@ -157,6 +158,12 @@ export const SELL_SOURCE_FILTER_BY_CHAIN_ID = valueByChainId<SourceFilters>(
ERC20BridgeSource.JetSwap,
ERC20BridgeSource.IronSwap,
]),
[ChainId.Avalanche]: new SourceFilters([
ERC20BridgeSource.MultiHop,
ERC20BridgeSource.Pangolin,
ERC20BridgeSource.TraderJoe,
ERC20BridgeSource.SushiSwap,
]),
},
new SourceFilters([]),
);
@@ -258,6 +265,12 @@ export const BUY_SOURCE_FILTER_BY_CHAIN_ID = valueByChainId<SourceFilters>(
ERC20BridgeSource.JetSwap,
ERC20BridgeSource.IronSwap,
]),
[ChainId.Avalanche]: new SourceFilters([
ERC20BridgeSource.MultiHop,
ERC20BridgeSource.Pangolin,
ERC20BridgeSource.TraderJoe,
ERC20BridgeSource.SushiSwap,
]),
},
new SourceFilters([]),
);
@@ -276,6 +289,7 @@ export const FEE_QUOTE_SOURCES_BY_CHAIN_ID = valueByChainId<ERC20BridgeSource[]>
[ChainId.BSC]: [ERC20BridgeSource.PancakeSwap, ERC20BridgeSource.Mooniswap, ERC20BridgeSource.SushiSwap],
[ChainId.Ropsten]: [ERC20BridgeSource.UniswapV2, ERC20BridgeSource.SushiSwap],
[ChainId.Polygon]: [ERC20BridgeSource.QuickSwap, ERC20BridgeSource.SushiSwap],
[ChainId.Avalanche]: [ERC20BridgeSource.Pangolin, ERC20BridgeSource.TraderJoe, ERC20BridgeSource.SushiSwap],
},
[],
);
@@ -379,6 +393,8 @@ export const MAINNET_TOKENS = {
ESS: '0x24ae124c4cc33d6791f8e8b63520ed7107ac8b3e',
cvxCRV: '0x62b9c7356a2dc64a1969e19c23e4f579f9810aa7',
CRV: '0xd533a949740bb3306d119cc777fa900ba034cd52',
MIM: '0x99d8a9c45b2eca8864373a26d1459e3dff1e17f3',
EURT: '0xc581b735a1688071a1746c968e0798d642ede491',
};
export const BSC_TOKENS = {
@@ -414,6 +430,13 @@ export const POLYGON_TOKENS = {
WEXPOLY: '0x4c4bf319237d98a30a929a96112effa8da3510eb',
};
export const AVALANCHE_TOKENS = {
WAVAX: '0xb31f66aa3c1e785363f0875a1b74e27b85fd66c7',
WETH: '0x49d5c2bdffac6ce2bfdb6640f4f80f226bc10bab',
USDT: '0xc7198437980c041c805a1edcba50c1ce5db95118',
DAI: '0xd586e7f844cea2f87f50152665bcbc2c279d8d70',
};
export const CURVE_POOLS = {
compound: '0xa2b47e3d5c44877cca798226b7b8118f9bfb7a56', // 0.Compound
// 1.USDT is dead
@@ -455,6 +478,9 @@ export const CURVE_POOLS = {
LUSD: '0xed279fdd11ca84beef15af5d39bb4d4bee23f0ca',
BUSD: '0x4807862aa8b2bf68830e4c8dc86d0e9a998e085a',
DSU3CRV: '0x6ec80df362d7042c50d4469bcfbc174c9dd9109a',
cvxcrv: '0x9d0464996170c6b9e75eed71c68b99ddedf279e8',
mim: '0x5a6a4d54456819380173272a5e8e9b9904bdf41b',
eurt: '0xfd5db7463a3ab53fd211b4af195c5bccc1a03890',
};
export const CURVE_V2_POOLS = {
@@ -469,6 +495,7 @@ export const CURVE_POLYGON_POOLS = {
export const CURVE_V2_POLYGON_POOLS = {
atricrypto: '0x3fcd5de6a9fc8a99995c406c77dda3ed7e406f81',
atricrypto3: '0x1d8b86e3d88cdb2d34688e87e72f388cb541b7c8',
};
export const SWERVE_POOLS = {
@@ -563,6 +590,12 @@ export const DEFAULT_INTERMEDIATE_TOKENS_BY_CHAIN_ID = valueByChainId<string[]>(
POLYGON_TOKENS.USDT,
POLYGON_TOKENS.WBTC,
],
[ChainId.Avalanche]: [
AVALANCHE_TOKENS.WAVAX,
AVALANCHE_TOKENS.WETH,
AVALANCHE_TOKENS.DAI,
AVALANCHE_TOKENS.USDT,
],
},
[],
);
@@ -576,10 +609,7 @@ export const DEFAULT_TOKEN_ADJACENCY_GRAPH_BY_CHAIN_ID = valueByChainId<TokenAdj
})
.tap(builder => {
// Mirror Protocol
builder
.add(MAINNET_TOKENS.MIR, MAINNET_TOKENS.UST)
.add(MAINNET_TOKENS.UST, [MAINNET_TOKENS.MIR, ...Object.values(MIRROR_WRAPPED_TOKENS)]);
Object.values(MIRROR_WRAPPED_TOKENS).forEach(t => builder.add(t, MAINNET_TOKENS.UST));
builder.add(MAINNET_TOKENS.MIR, MAINNET_TOKENS.UST);
// Convex and Curve
builder.add(MAINNET_TOKENS.cvxCRV, MAINNET_TOKENS.CRV).add(MAINNET_TOKENS.CRV, MAINNET_TOKENS.cvxCRV);
})
@@ -591,6 +621,9 @@ export const DEFAULT_TOKEN_ADJACENCY_GRAPH_BY_CHAIN_ID = valueByChainId<TokenAdj
[ChainId.Polygon]: new TokenAdjacencyGraphBuilder({
default: DEFAULT_INTERMEDIATE_TOKENS_BY_CHAIN_ID[ChainId.Polygon],
}).build(),
[ChainId.Avalanche]: new TokenAdjacencyGraphBuilder({
default: DEFAULT_INTERMEDIATE_TOKENS_BY_CHAIN_ID[ChainId.Avalanche],
}).build(),
},
new TokenAdjacencyGraphBuilder({ default: [] }).build(),
);
@@ -604,6 +637,7 @@ export const NATIVE_FEE_TOKEN_BY_CHAIN_ID = valueByChainId<string>(
[ChainId.Rinkeby]: getContractAddressesForChainOrThrow(ChainId.Rinkeby).etherToken,
[ChainId.Kovan]: getContractAddressesForChainOrThrow(ChainId.Kovan).etherToken,
[ChainId.Polygon]: getContractAddressesForChainOrThrow(ChainId.Polygon).etherToken,
[ChainId.Avalanche]: getContractAddressesForChainOrThrow(ChainId.Avalanche).etherToken,
},
NULL_ADDRESS,
);
@@ -775,6 +809,11 @@ export const CURVE_MAINNET_INFOS: { [name: string]: CurveInfo } = {
pool: CURVE_POOLS.eurs,
gasSchedule: 320e3,
}),
[CURVE_POOLS.eurt]: createCurveExchangePool({
tokens: [MAINNET_TOKENS.EURT, MAINNET_TOKENS.sEUR],
pool: CURVE_POOLS.eurt,
gasSchedule: 320e3,
}),
[CURVE_POOLS.aave]: createCurveExchangeUnderlyingPool({
tokens: [MAINNET_TOKENS.DAI, MAINNET_TOKENS.USDC, MAINNET_TOKENS.USDT],
pool: CURVE_POOLS.aave,
@@ -863,6 +902,16 @@ export const CURVE_MAINNET_INFOS: { [name: string]: CurveInfo } = {
pool: CURVE_POOLS.DSU3CRV,
gasSchedule: 387e3,
}),
[CURVE_POOLS.mim]: createCurveMetaTriPool({
tokens: [MAINNET_TOKENS.MIM],
pool: CURVE_POOLS.mim,
gasSchedule: 300e3,
}),
[CURVE_POOLS.cvxcrv]: createCurveExchangePool({
tokens: [MAINNET_TOKENS.CRV, MAINNET_TOKENS.cvxCRV],
pool: CURVE_POOLS.cvxcrv,
gasSchedule: 105e3,
}),
};
export const CURVE_V2_MAINNET_INFOS: { [name: string]: CurveInfo } = {
@@ -902,6 +951,11 @@ export const CURVE_V2_POLYGON_INFOS: { [name: string]: CurveInfo } = {
pool: CURVE_V2_POLYGON_POOLS.atricrypto,
gasSchedule: 300e3,
}),
[CURVE_V2_POLYGON_POOLS.atricrypto3]: createCurveV2MetaTriPool({
tokens: [POLYGON_TOKENS.WBTC, POLYGON_TOKENS.WETH],
pool: CURVE_V2_POLYGON_POOLS.atricrypto3,
gasSchedule: 300e3,
}),
};
export const SWERVE_MAINNET_INFOS: { [name: string]: CurveInfo } = {
@@ -1196,6 +1250,7 @@ export const SUSHISWAP_ROUTER_BY_CHAIN_ID = valueByChainId<string>(
[ChainId.BSC]: '0x1b02da8cb0d097eb8d57a175b88c7d8b47997506',
[ChainId.Ropsten]: '0x1b02da8cb0d097eb8d57a175b88c7d8b47997506',
[ChainId.Polygon]: '0x1b02da8cb0d097eb8d57a175b88c7d8b47997506',
[ChainId.Avalanche]: '0x1b02da8cb0d097eb8d57a175b88c7d8b47997506',
},
NULL_ADDRESS,
);
@@ -1568,6 +1623,20 @@ export const JETSWAP_ROUTER_BY_CHAIN_ID = valueByChainId<string>(
NULL_ADDRESS,
);
export const PANGOLIN_ROUTER_BY_CHAIN_ID = valueByChainId<string>(
{
[ChainId.Avalanche]: '0xe54ca86531e17ef3616d22ca28b0d458b6c89106',
},
NULL_ADDRESS,
);
export const TRADER_JOE_ROUTER_BY_CHAIN_ID = valueByChainId<string>(
{
[ChainId.Avalanche]: '0x60ae616a2155ee3d9a68541ba4544862310933d4',
},
NULL_ADDRESS,
);
const uniswapV2CloneGasSchedule = (fillData?: FillData) => {
// TODO: Different base cost if to/from ETH.
let gas = 90e3;
@@ -1696,6 +1765,12 @@ export const DEFAULT_GAS_SCHEDULE: Required<FeeSchedule> = {
[ERC20BridgeSource.Dfyn]: uniswapV2CloneGasSchedule,
[ERC20BridgeSource.Polydex]: uniswapV2CloneGasSchedule,
[ERC20BridgeSource.JetSwap]: uniswapV2CloneGasSchedule,
//
// Avalanche
//
[ERC20BridgeSource.Pangolin]: uniswapV2CloneGasSchedule,
[ERC20BridgeSource.TraderJoe]: uniswapV2CloneGasSchedule,
};
export const DEFAULT_FEE_SCHEDULE: Required<FeeSchedule> = { ...DEFAULT_GAS_SCHEDULE };

View File

@@ -124,90 +124,90 @@ export class MarketOperationUtils {
): Promise<MarketSideLiquidity> {
const _opts = { ...DEFAULT_GET_MARKET_ORDERS_OPTS, ...opts };
const { makerToken, takerToken } = nativeOrders[0].order;
const sampleAmounts = getSampleAmounts(takerAmount, _opts.numSamples, _opts.sampleDistributionBase);
// const sampleAmounts = getSampleAmounts(takerAmount, _opts.numSamples, _opts.sampleDistributionBase);
const requestFilters = new SourceFilters().exclude(_opts.excludedSources).include(_opts.includedSources);
const quoteSourceFilters = this._sellSources.merge(requestFilters);
const feeSourceFilters = this._feeSources.exclude(_opts.excludedFeeSources);
// Used to determine whether the tx origin is an EOA or a contract
const txOrigin = (_opts.rfqt && _opts.rfqt.txOrigin) || NULL_ADDRESS;
// const txOrigin = (_opts.rfqt && _opts.rfqt.txOrigin) || NULL_ADDRESS;
const sellQuotes = this._sampler.getCachedSellQuotesAsync(quoteSourceFilters.sources, makerToken, takerToken, takerAmount);
// Call the sampler contract.
const samplerPromise = this._sampler.executeAsync(
this._sampler.getTokenDecimals([makerToken, takerToken]),
// Get native order fillable amounts.
this._sampler.getLimitOrderFillableTakerAmounts(nativeOrders, this.contractAddresses.exchangeProxy),
// Get ETH -> maker token price.
this._sampler.getMedianSellRate(
feeSourceFilters.sources,
makerToken,
this._nativeFeeToken,
this._nativeFeeTokenAmount,
),
// Get ETH -> taker token price.
this._sampler.getMedianSellRate(
feeSourceFilters.sources,
takerToken,
this._nativeFeeToken,
this._nativeFeeTokenAmount,
),
// Get sell quotes for taker -> maker.
this._sampler.getSellQuotes(quoteSourceFilters.sources, makerToken, takerToken, sampleAmounts),
this._sampler.getTwoHopSellQuotes(
quoteSourceFilters.isAllowed(ERC20BridgeSource.MultiHop) ? quoteSourceFilters.sources : [],
makerToken,
takerToken,
takerAmount,
),
this._sampler.isAddressContract(txOrigin),
);
// const samplerPromise = this._sampler.executeAsync(
// // this._sampler.getTokenDecimals([makerToken, takerToken]),
// // // Get native order fillable amounts.
// // this._sampler.getLimitOrderFillableTakerAmounts(nativeOrders, this.contractAddresses.exchangeProxy),
// // // Get ETH -> maker token price.
// // this._sampler.getMedianSellRate(
// // feeSourceFilters.sources,
// // makerToken,
// // this._nativeFeeToken,
// // this._nativeFeeTokenAmount,
// // ),
// // // Get ETH -> taker token price.
// // this._sampler.getMedianSellRate(
// // feeSourceFilters.sources,
// // takerToken,
// // this._nativeFeeToken,
// // this._nativeFeeTokenAmount,
// // ),
// // Get sell quotes for taker -> maker.
// this._sampler.getCachedSellQuotesAsync(quoteSourceFilters.sources, makerToken, takerToken, takerAmount),
// // this._sampler.getTwoHopSellQuotes(
// // quoteSourceFilters.isAllowed(ERC20BridgeSource.MultiHop) ? quoteSourceFilters.sources : [],
// // makerToken,
// // takerToken,
// // takerAmount,
// // ),
// // this._sampler.isAddressContract(txOrigin),
// );
// Refresh the cached pools asynchronously if required
void this._refreshPoolCacheIfRequiredAsync(takerToken, makerToken);
// void this._refreshPoolCacheIfRequiredAsync(takerToken, makerToken);
const [
[
tokenDecimals,
orderFillableTakerAmounts,
outputAmountPerEth,
inputAmountPerEth,
// tokenDecimals,
// orderFillableTakerAmounts,
// outputAmountPerEth,
// inputAmountPerEth,
dexQuotes,
rawTwoHopQuotes,
isTxOriginContract,
],
] = await Promise.all([samplerPromise]);
// rawTwoHopQuotes,
// isTxOriginContract,
] = await Promise.all([sellQuotes]);
// Filter out any invalid two hop quotes where we couldn't find a route
const twoHopQuotes = rawTwoHopQuotes.filter(
q => q && q.fillData && q.fillData.firstHopSource && q.fillData.secondHopSource,
);
// const twoHopQuotes = rawTwoHopQuotes.filter(
// q => q && q.fillData && q.fillData.firstHopSource && q.fillData.secondHopSource,
// );
const [makerTokenDecimals, takerTokenDecimals] = tokenDecimals;
// const [makerTokenDecimals, takerTokenDecimals] = tokenDecimals;
const isRfqSupported = !!(_opts.rfqt && !isTxOriginContract);
const limitOrdersWithFillableAmounts = nativeOrders.map((order, i) => ({
...order,
...getNativeAdjustedFillableAmountsFromTakerAmount(order, orderFillableTakerAmounts[i]),
}));
// const isRfqSupported = !!(_opts.rfqt && !isTxOriginContract);
// const limitOrdersWithFillableAmounts = nativeOrders.map((order, i) => ({
// ...order,
// ...getNativeAdjustedFillableAmountsFromTakerAmount(order, orderFillableTakerAmounts[i]),
// }));
return {
side: MarketOperation.Sell,
inputAmount: takerAmount,
inputToken: takerToken,
outputToken: makerToken,
outputAmountPerEth,
inputAmountPerEth,
outputAmountPerEth: new BigNumber(1),
inputAmountPerEth: new BigNumber(1),
quoteSourceFilters,
makerTokenDecimals: makerTokenDecimals.toNumber(),
takerTokenDecimals: takerTokenDecimals.toNumber(),
makerTokenDecimals: 18,
takerTokenDecimals: 18,
quotes: {
nativeOrders: limitOrdersWithFillableAmounts,
nativeOrders: [],
rfqtIndicativeQuotes: [],
twoHopQuotes,
twoHopQuotes: [],
dexQuotes,
},
isRfqSupported,
isRfqSupported: true,
};
}

View File

@@ -182,6 +182,10 @@ export function getErc20BridgeSourceToBridgeSource(source: ERC20BridgeSource): s
return encodeBridgeSourceId(BridgeProtocol.Curve, 'ACryptoS');
case ERC20BridgeSource.Clipper:
return encodeBridgeSourceId(BridgeProtocol.Clipper, 'Clipper');
case ERC20BridgeSource.Pangolin:
return encodeBridgeSourceId(BridgeProtocol.UniswapV2, 'Pangolin');
case ERC20BridgeSource.TraderJoe:
return encodeBridgeSourceId(BridgeProtocol.UniswapV2, 'TraderJoe');
default:
throw new Error(AggregationError.NoBridgeForSource);
}
@@ -256,6 +260,8 @@ export function createBridgeDataForBridgeOrder(order: OptimizedMarketBridgeOrder
case ERC20BridgeSource.Polydex:
case ERC20BridgeSource.ShibaSwap:
case ERC20BridgeSource.JetSwap:
case ERC20BridgeSource.Pangolin:
case ERC20BridgeSource.TraderJoe:
const uniswapV2FillData = (order as OptimizedMarketBridgeOrder<UniswapV2FillData>).fillData;
bridgeData = encoder.encode([uniswapV2FillData.router, uniswapV2FillData.tokenAddressPath]);
break;
@@ -448,6 +454,8 @@ export const BRIDGE_ENCODERS: {
[ERC20BridgeSource.CryptoCom]: routerAddressPathEncoder,
[ERC20BridgeSource.Linkswap]: routerAddressPathEncoder,
[ERC20BridgeSource.ShibaSwap]: routerAddressPathEncoder,
[ERC20BridgeSource.Pangolin]: routerAddressPathEncoder,
[ERC20BridgeSource.TraderJoe]: routerAddressPathEncoder,
// BSC
[ERC20BridgeSource.PancakeSwap]: routerAddressPathEncoder,
[ERC20BridgeSource.PancakeSwapV2]: routerAddressPathEncoder,

View File

@@ -1,5 +1,6 @@
import { ChainId } from '@0x/contract-addresses';
import { BigNumber, NULL_BYTES } from '@0x/utils';
import { RpcSamplerClient } from '../../rpc_sampler_client';
import { SamplerOverrides } from '../../types';
import { ERC20BridgeSamplerContract } from '../../wrappers';
@@ -34,6 +35,7 @@ type BatchedOperationResult<T> = T extends BatchedOperation<infer TResult> ? TRe
export class DexOrderSampler extends SamplerOperations {
constructor(
public readonly chainId: ChainId,
rpcSamplerClient: RpcSamplerClient,
_samplerContract: ERC20BridgeSamplerContract,
private readonly _samplerOverrides?: SamplerOverrides,
poolsCaches?: { [key in ERC20BridgeSource]: PoolsCache },
@@ -41,7 +43,7 @@ export class DexOrderSampler extends SamplerOperations {
liquidityProviderRegistry?: LiquidityProviderRegistry,
bancorServiceFn: () => Promise<BancorService | undefined> = async () => undefined,
) {
super(chainId, _samplerContract, poolsCaches, tokenAdjacencyGraph, liquidityProviderRegistry, bancorServiceFn);
super(chainId, rpcSamplerClient, _samplerContract, poolsCaches, tokenAdjacencyGraph, liquidityProviderRegistry, bancorServiceFn);
}
/* Type overloads for `executeAsync()`. Could skip this if we would upgrade TS. */

View File

@@ -3,6 +3,7 @@ import { LimitOrderFields } from '@0x/protocol-utils';
import { BigNumber, logUtils } from '@0x/utils';
import * as _ from 'lodash';
import { RpcSamplerClient } from '../../rpc_sampler_client';
import { SamplerCallResult, SignedNativeOrder } from '../../types';
import { ERC20BridgeSamplerContract } from '../../wrappers';
@@ -44,6 +45,7 @@ import { getLiquidityProvidersForPair } from './liquidity_provider_utils';
import { getIntermediateTokens } from './multihop_utils';
import { BalancerPoolsCache, BalancerV2PoolsCache, CreamPoolsCache, PoolsCache } from './pools_cache';
import { SamplerContractOperation } from './sampler_contract_operation';
import { Address, LiquidityResponse, RpcLiquidityRequest } from './sampler_types';
import { SourceFilters } from './source_filters';
import {
BalancerFillData,
@@ -56,6 +58,7 @@ import {
DexSample,
DODOFillData,
ERC20BridgeSource,
FillData,
GenericRouterFillData,
HopInfo,
KyberDmmFillData,
@@ -95,6 +98,8 @@ export const BATCH_SOURCE_FILTERS = SourceFilters.all().exclude([ERC20BridgeSour
* Composable operations that can be batched in a single transaction,
* for use with `DexOrderSampler.executeAsync()`.
*/
export declare type JSONRPCQuoteCallback = (err: Error | null, dexQuotes: Array<Array<DexSample<FillData>>>) => void;
export class SamplerOperations {
public readonly liquidityProviderRegistry: LiquidityProviderRegistry;
public readonly poolsCaches: { [key in SourcesWithPoolsCache]: PoolsCache };
@@ -109,6 +114,7 @@ export class SamplerOperations {
constructor(
public readonly chainId: ChainId,
protected readonly rpcSamplerClient: RpcSamplerClient,
protected readonly _samplerContract: ERC20BridgeSamplerContract,
poolsCaches?: { [key in SourcesWithPoolsCache]: PoolsCache },
protected readonly tokenAdjacencyGraph: TokenAdjacencyGraph = { default: [] },
@@ -130,8 +136,101 @@ export class SamplerOperations {
bancorServiceFn()
.then(service => (this._bancorService = service))
.catch(/* do nothing */);
this.rpcSamplerClient = new RpcSamplerClient();
}
public async getTokenDecimalsAsync(tokens: Address[]): Promise<number[]> {
return [];
// return (await this.rpcSamplerClient.getTokensAsync(tokens)).map(t => t.decimals);
}
public async getCachedSellQuotesAsync(
sources: ERC20BridgeSource[],
makerToken: string,
takerToken: string,
takerAmount: BigNumber,
// callback: JSONRPCQuoteCallback,
): Promise<Array<Array<DexSample<FillData>>>> {
// ): Promise<void> {
const rpcLiquidityRequests: RpcLiquidityRequest[] = sources.map(source => {
return {
tokenPath: [makerToken, takerToken],
inputAmount: takerAmount.toString(),
source,
demand: true,
};
});
const liquidityResponses: LiquidityResponse[] = await this.rpcSamplerClient.getSellLiquidityWrapperAsync(rpcLiquidityRequests);
const dexQuotes: Array<Array<DexSample<FillData>>> = liquidityResponses.map((liquidityResponse: LiquidityResponse) => {
const dexSample: Array<DexSample<FillData>> = liquidityResponse.liquidityCurves.map((point, j) => {
const fillData: DexSample = {
source: liquidityResponse.source,
fillData: point[j].encodedFillData,
input: new BigNumber(point[j].sellAmount.toString()), // TODO Romain: prob a better way
output: new BigNumber(point[j].buyAmount.toString()),
// gasCost: new BigNumber(point[j].gasCost.toString()),
};
return fillData;
});
return dexSample;
});
return dexQuotes;
}
public async getBuyQuotesAsync(
sources: ERC20BridgeSource[],
makerToken: string,
takerToken: string,
takerAmount: BigNumber,
): Promise<Array<Array<DexSample<FillData>>>> {
return [];
// const rpcLiquidityRequests: RpcLiquidityRequest[] = sources.map(source => {
// return {
// tokenPath: [makerToken, takerToken],
// inputAmount: takerAmount.toString(),
// source,
// demand: true,
// };
// });
// const rpcLiquidityResponse = await this.rpcSamplerClient.getBuyLiquidityAsync(rpcLiquidityRequests);
// const dexQuotes: Array<Array<DexSample<FillData>>> = rpcLiquidityResponse.map((response, i) => {
// const dexSample: Array<DexSample<FillData>> = response.liquidityCurve.map((point, j) => {
// const fillData: DexSample = {
// source: sources[i],
// fillData: point.encodedFillData,
// input: point.sellAmount,
// output: point.buyAmount,
// };
// return fillData;
// });
// return dexSample;
// });
// return dexQuotes;
}
public async getMedianSellRateAsync(
sources: ERC20BridgeSource[],
makerToken: string,
takerToken: string,
takerFillAmount: BigNumber,
): Promise<BigNumber> {
return new BigNumber(0);
// const samples = await this.getSellQuotesAsync(sources, makerToken, takerToken, takerFillAmount);
// if (samples.length === 0) {
// return ZERO_AMOUNT;
// }
// const flatSortedSamples = samples
// .reduce((acc, v) => acc.concat(...v))
// .filter(v => !v.output.isZero())
// .sort((a, b) => a.output.comparedTo(b.output));
// if (flatSortedSamples.length === 0) {
// return ZERO_AMOUNT;
// }
// const medianSample = flatSortedSamples[Math.floor(flatSortedSamples.length / 2)];
// return medianSample.output.div(takerFillAmount);
}
// Legacy
public getTokenDecimals(tokens: string[]): BatchedOperation<BigNumber[]> {
return new SamplerContractOperation({
source: ERC20BridgeSource.Native,
@@ -1196,6 +1295,8 @@ export class SamplerOperations {
case ERC20BridgeSource.Polydex:
case ERC20BridgeSource.ShibaSwap:
case ERC20BridgeSource.JetSwap:
case ERC20BridgeSource.Pangolin:
case ERC20BridgeSource.TraderJoe:
const uniLikeRouter = uniswapV2LikeRouterAddress(this.chainId, source);
if (!isValidAddress(uniLikeRouter)) {
return [];
@@ -1489,6 +1590,8 @@ export class SamplerOperations {
case ERC20BridgeSource.Polydex:
case ERC20BridgeSource.ShibaSwap:
case ERC20BridgeSource.JetSwap:
case ERC20BridgeSource.Pangolin:
case ERC20BridgeSource.TraderJoe:
const uniLikeRouter = uniswapV2LikeRouterAddress(this.chainId, source);
if (!isValidAddress(uniLikeRouter)) {
return [];

View File

@@ -0,0 +1,36 @@
import { BigNumber } from '@0x/utils';
import { ERC20BridgeSource } from './types';
export type Bytes = string;
export type Address = Bytes;
export type LiquiditySource = ERC20BridgeSource;
export declare type RPCSamplerCallback = (err: Error | null, liquidityResponses: LiquidityResponse[]) => void;
export interface RpcLiquidityRequest {
tokenPath: Address[];
inputAmount: string;
source: LiquiditySource;
demand: boolean;
}
export interface LiquidityCurvePoint {
sellAmount: bigint;
buyAmount: bigint;
encodedFillData: Bytes;
gasCost: number;
}
export interface LiquidityResponse {
source: LiquiditySource;
liquidityCurves: LiquidityCurvePoint[][];
}
export interface TokenResponse {
address: Address;
symbol: string;
decimals: number;
gasCost: number;
}

View File

@@ -12,6 +12,7 @@ import { QuoteRequestor } from '../../utils/quote_requestor';
import { PriceComparisonsReport, QuoteReport } from '../quote_report_generator';
import { CollapsedPath } from './path';
import { LiquiditySource } from './sampler_types';
import { SourceFilters } from './source_filters';
/**
@@ -91,6 +92,9 @@ export enum ERC20BridgeSource {
FirebirdOneSwap = 'FirebirdOneSwap',
JetSwap = 'JetSwap',
IronSwap = 'IronSwap',
// Avalanche
Pangolin = 'Pangolin',
TraderJoe = 'TraderJoe',
}
export type SourcesWithPoolsCache = ERC20BridgeSource.Balancer | ERC20BridgeSource.BalancerV2 | ERC20BridgeSource.Cream;
@@ -172,6 +176,7 @@ export interface DexSample<TFillData extends FillData = FillData> {
fillData: TFillData;
input: BigNumber;
output: BigNumber;
// gasCost: BigNumber;
}
export interface CurveFillData extends FillData {
fromTokenIdx: number;

View File

@@ -25,6 +25,7 @@ import {
} from '../types';
import { returnQuoteFromAltMMAsync } from './alt_mm_implementation_utils';
import { ONE_SECOND_MS } from './market_operation_utils/constants';
import { RfqMakerBlacklist } from './rfq_maker_blacklist';
const MAKER_TIMEOUT_STREAK_LENGTH = 10;
@@ -177,6 +178,12 @@ export class QuoteRequestor {
}
}
public static getDurationUntilExpirationMs(expirationTimeSeconds: BigNumber): BigNumber {
const expirationTimeMs = expirationTimeSeconds.times(constants.ONE_SECOND_MS);
const currentTimeMs = new BigNumber(Date.now());
return BigNumber.max(expirationTimeMs.minus(currentTimeMs), 0);
}
private static _makerSupportsPair(
typedMakerUrl: TypedMakerUrl,
makerToken: string,
@@ -361,12 +368,6 @@ export class QuoteRequestor {
return true;
}
private _isExpirationTooSoon(expirationTimeSeconds: BigNumber): boolean {
const expirationTimeMs = expirationTimeSeconds.times(constants.ONE_SECOND_MS);
const currentTimeMs = new BigNumber(Date.now());
return expirationTimeMs.isLessThan(currentTimeMs.plus(this._expiryBufferMs));
}
private async _getQuotesAsync<ResponseT>(
makerToken: string,
takerToken: string,
@@ -587,12 +588,15 @@ export class QuoteRequestor {
return false;
}
const isLastLook = Boolean(options.isLastLook);
if (this._isExpirationTooSoon(new BigNumber(order.expiry))) {
const msRemainingUntilExpiration = QuoteRequestor.getDurationUntilExpirationMs(new BigNumber(order.expiry));
const isExpirationTooSoon = msRemainingUntilExpiration.lt(this._expiryBufferMs);
if (isExpirationTooSoon) {
this._warningLogger(order, 'Expiry too soon in RFQ-T firm quote, filtering out');
this._metrics?.incrementExpirationToSoonCounter(isLastLook, order.maker);
return false;
} else {
this._metrics?.measureExpirationForValidOrder(isLastLook, order.maker, order.expiry);
const secondsRemaining = msRemainingUntilExpiration.div(ONE_SECOND_MS);
this._metrics?.measureExpirationForValidOrder(isLastLook, order.maker, secondsRemaining);
const takerAmount = new BigNumber(order.takerAmount);
const fillRatio = takerAmount.div(assetFillAmount);
@@ -673,7 +677,9 @@ export class QuoteRequestor {
this._warningLogger(order, 'Unexpected token or taker address in RFQ order, filtering out');
return false;
}
if (this._isExpirationTooSoon(new BigNumber(order.expiry))) {
const msRemainingUntilExpiration = QuoteRequestor.getDurationUntilExpirationMs(new BigNumber(order.expiry));
const isExpirationTooSoon = msRemainingUntilExpiration.lt(this._expiryBufferMs);
if (isExpirationTooSoon) {
this._warningLogger(order, 'Expiry too soon in RFQ indicative quote, filtering out');
return false;
} else {

View File

@@ -1,567 +0,0 @@
import { ChainId, getContractAddressesForChainOrThrow } from '@0x/contract-addresses';
import {
constants,
expect,
getRandomFloat,
getRandomInteger,
randomAddress,
toBaseUnitAmount,
} from '@0x/contracts-test-utils';
import { FillQuoteTransformerOrderType, LimitOrderFields, SignatureType } from '@0x/protocol-utils';
import { BigNumber, hexUtils, NULL_ADDRESS } from '@0x/utils';
import * as _ from 'lodash';
import { SignedOrder } from '../src/types';
import { DexOrderSampler, getSampleAmounts } from '../src/utils/market_operation_utils/sampler';
import { ERC20BridgeSource, TokenAdjacencyGraph } from '../src/utils/market_operation_utils/types';
import { MockSamplerContract } from './utils/mock_sampler_contract';
import { generatePseudoRandomSalt } from './utils/utils';
const CHAIN_ID = 1;
const EMPTY_BYTES32 = '0x0000000000000000000000000000000000000000000000000000000000000000';
// tslint:disable: custom-no-magic-numbers
describe('DexSampler tests', () => {
const MAKER_TOKEN = randomAddress();
const TAKER_TOKEN = randomAddress();
const chainId = ChainId.Mainnet;
const wethAddress = getContractAddressesForChainOrThrow(CHAIN_ID).etherToken;
const exchangeProxyAddress = getContractAddressesForChainOrThrow(CHAIN_ID).exchangeProxy;
const tokenAdjacencyGraph: TokenAdjacencyGraph = { default: [wethAddress] };
describe('getSampleAmounts()', () => {
const FILL_AMOUNT = getRandomInteger(1, 1e18);
const NUM_SAMPLES = 16;
it('generates the correct number of amounts', () => {
const amounts = getSampleAmounts(FILL_AMOUNT, NUM_SAMPLES);
expect(amounts).to.be.length(NUM_SAMPLES);
});
it('first amount is nonzero', () => {
const amounts = getSampleAmounts(FILL_AMOUNT, NUM_SAMPLES);
expect(amounts[0]).to.not.bignumber.eq(0);
});
it('last amount is the fill amount', () => {
const amounts = getSampleAmounts(FILL_AMOUNT, NUM_SAMPLES);
expect(amounts[NUM_SAMPLES - 1]).to.bignumber.eq(FILL_AMOUNT);
});
it('can generate a single amount', () => {
const amounts = getSampleAmounts(FILL_AMOUNT, 1);
expect(amounts).to.be.length(1);
expect(amounts[0]).to.bignumber.eq(FILL_AMOUNT);
});
it('generates ascending amounts', () => {
const amounts = getSampleAmounts(FILL_AMOUNT, NUM_SAMPLES);
for (const i of _.times(NUM_SAMPLES).slice(1)) {
const prev = amounts[i - 1];
const amount = amounts[i];
expect(prev).to.bignumber.lt(amount);
}
});
});
function createOrder(overrides?: Partial<LimitOrderFields>): SignedOrder<LimitOrderFields> {
const o: SignedOrder<LimitOrderFields> = {
order: {
salt: generatePseudoRandomSalt(),
expiry: getRandomInteger(0, 2 ** 64),
makerToken: MAKER_TOKEN,
takerToken: TAKER_TOKEN,
makerAmount: getRandomInteger(1, 1e18),
takerAmount: getRandomInteger(1, 1e18),
takerTokenFeeAmount: constants.ZERO_AMOUNT,
chainId: CHAIN_ID,
pool: EMPTY_BYTES32,
feeRecipient: NULL_ADDRESS,
sender: NULL_ADDRESS,
maker: NULL_ADDRESS,
taker: NULL_ADDRESS,
verifyingContract: exchangeProxyAddress,
...overrides,
},
signature: { v: 1, r: hexUtils.random(), s: hexUtils.random(), signatureType: SignatureType.EthSign },
type: FillQuoteTransformerOrderType.Limit,
};
return o;
}
const ORDERS = _.times(4, () => createOrder());
const SIMPLE_ORDERS = ORDERS.map(o => _.omit(o.order, ['chainId', 'verifyingContract']));
describe('operations', () => {
it('getLimitOrderFillableMakerAssetAmounts()', async () => {
const expectedFillableAmounts = ORDERS.map(() => getRandomInteger(0, 100e18));
const sampler = new MockSamplerContract({
getLimitOrderFillableMakerAssetAmounts: (orders, signatures) => {
expect(orders).to.deep.eq(SIMPLE_ORDERS);
expect(signatures).to.deep.eq(ORDERS.map(o => o.signature));
return expectedFillableAmounts;
},
});
const dexOrderSampler = new DexOrderSampler(
chainId,
sampler,
undefined,
undefined,
undefined,
undefined,
async () => undefined,
);
const [fillableAmounts] = await dexOrderSampler.executeAsync(
dexOrderSampler.getLimitOrderFillableMakerAmounts(ORDERS, exchangeProxyAddress),
);
expect(fillableAmounts).to.deep.eq(expectedFillableAmounts);
});
it('getLimitOrderFillableTakerAssetAmounts()', async () => {
const expectedFillableAmounts = ORDERS.map(() => getRandomInteger(0, 100e18));
const sampler = new MockSamplerContract({
getLimitOrderFillableTakerAssetAmounts: (orders, signatures) => {
expect(orders).to.deep.eq(SIMPLE_ORDERS);
expect(signatures).to.deep.eq(ORDERS.map(o => o.signature));
return expectedFillableAmounts;
},
});
const dexOrderSampler = new DexOrderSampler(
chainId,
sampler,
undefined,
undefined,
undefined,
undefined,
async () => undefined,
);
const [fillableAmounts] = await dexOrderSampler.executeAsync(
dexOrderSampler.getLimitOrderFillableTakerAmounts(ORDERS, exchangeProxyAddress),
);
expect(fillableAmounts).to.deep.eq(expectedFillableAmounts);
});
it('getKyberSellQuotes()', async () => {
const expectedTakerToken = randomAddress();
const expectedMakerToken = randomAddress();
const expectedTakerFillAmounts = getSampleAmounts(new BigNumber(100e18), 10);
const expectedMakerFillAmounts = getSampleAmounts(new BigNumber(100e18), 10);
const sampler = new MockSamplerContract({
sampleSellsFromKyberNetwork: (_reserveOffset, takerToken, makerToken, fillAmounts) => {
expect(takerToken).to.eq(expectedTakerToken);
expect(makerToken).to.eq(expectedMakerToken);
expect(fillAmounts).to.deep.eq(expectedTakerFillAmounts);
return ['0x', '0x', expectedMakerFillAmounts];
},
});
const dexOrderSampler = new DexOrderSampler(
chainId,
sampler,
undefined,
undefined,
undefined,
undefined,
async () => undefined,
);
const [fillableAmounts] = await dexOrderSampler.executeAsync(
dexOrderSampler.getKyberSellQuotes(
{ hintHandler: randomAddress(), networkProxy: randomAddress(), weth: randomAddress() },
new BigNumber(0),
expectedMakerToken,
expectedTakerToken,
expectedTakerFillAmounts,
),
);
expect(fillableAmounts).to.deep.eq(expectedMakerFillAmounts);
});
it('getLiquidityProviderSellQuotes()', async () => {
const expectedMakerToken = randomAddress();
const expectedTakerToken = randomAddress();
const poolAddress = randomAddress();
const gasCost = 123;
const sampler = new MockSamplerContract({
sampleSellsFromLiquidityProvider: (providerAddress, takerToken, makerToken, _fillAmounts) => {
expect(providerAddress).to.eq(poolAddress);
expect(takerToken).to.eq(expectedTakerToken);
expect(makerToken).to.eq(expectedMakerToken);
return [toBaseUnitAmount(1001)];
},
});
const dexOrderSampler = new DexOrderSampler(
chainId,
sampler,
undefined,
undefined,
undefined,
{
[poolAddress]: { tokens: [expectedMakerToken, expectedTakerToken], gasCost },
},
async () => undefined,
);
const [result] = await dexOrderSampler.executeAsync(
dexOrderSampler.getSellQuotes(
[ERC20BridgeSource.LiquidityProvider],
expectedMakerToken,
expectedTakerToken,
[toBaseUnitAmount(1000)],
),
);
expect(result).to.deep.equal([
[
{
source: 'LiquidityProvider',
output: toBaseUnitAmount(1001),
input: toBaseUnitAmount(1000),
fillData: { poolAddress, gasCost },
},
],
]);
});
it('getLiquidityProviderBuyQuotes()', async () => {
const expectedMakerToken = randomAddress();
const expectedTakerToken = randomAddress();
const poolAddress = randomAddress();
const gasCost = 321;
const sampler = new MockSamplerContract({
sampleBuysFromLiquidityProvider: (providerAddress, takerToken, makerToken, _fillAmounts) => {
expect(providerAddress).to.eq(poolAddress);
expect(takerToken).to.eq(expectedTakerToken);
expect(makerToken).to.eq(expectedMakerToken);
return [toBaseUnitAmount(999)];
},
});
const dexOrderSampler = new DexOrderSampler(
chainId,
sampler,
undefined,
undefined,
undefined,
{
[poolAddress]: { tokens: [expectedMakerToken, expectedTakerToken], gasCost },
},
async () => undefined,
);
const [result] = await dexOrderSampler.executeAsync(
dexOrderSampler.getBuyQuotes(
[ERC20BridgeSource.LiquidityProvider],
expectedMakerToken,
expectedTakerToken,
[toBaseUnitAmount(1000)],
),
);
expect(result).to.deep.equal([
[
{
source: 'LiquidityProvider',
output: toBaseUnitAmount(999),
input: toBaseUnitAmount(1000),
fillData: { poolAddress, gasCost },
},
],
]);
});
it('getUniswapSellQuotes()', async () => {
const expectedTakerToken = randomAddress();
const expectedMakerToken = randomAddress();
const expectedTakerFillAmounts = getSampleAmounts(new BigNumber(100e18), 10);
const expectedMakerFillAmounts = getSampleAmounts(new BigNumber(100e18), 10);
const sampler = new MockSamplerContract({
sampleSellsFromUniswap: (_router, takerToken, makerToken, fillAmounts) => {
expect(takerToken).to.eq(expectedTakerToken);
expect(makerToken).to.eq(expectedMakerToken);
expect(fillAmounts).to.deep.eq(expectedTakerFillAmounts);
return expectedMakerFillAmounts;
},
});
const dexOrderSampler = new DexOrderSampler(
chainId,
sampler,
undefined,
undefined,
undefined,
undefined,
async () => undefined,
);
const [fillableAmounts] = await dexOrderSampler.executeAsync(
dexOrderSampler.getUniswapSellQuotes(
randomAddress(),
expectedMakerToken,
expectedTakerToken,
expectedTakerFillAmounts,
),
);
expect(fillableAmounts).to.deep.eq(expectedMakerFillAmounts);
});
it('getUniswapV2SellQuotes()', async () => {
const expectedTakerToken = randomAddress();
const expectedMakerToken = randomAddress();
const expectedTakerFillAmounts = getSampleAmounts(new BigNumber(100e18), 10);
const expectedMakerFillAmounts = getSampleAmounts(new BigNumber(100e18), 10);
const sampler = new MockSamplerContract({
sampleSellsFromUniswapV2: (_router, path, fillAmounts) => {
expect(path).to.deep.eq([expectedMakerToken, expectedTakerToken]);
expect(fillAmounts).to.deep.eq(expectedTakerFillAmounts);
return expectedMakerFillAmounts;
},
});
const dexOrderSampler = new DexOrderSampler(
chainId,
sampler,
undefined,
undefined,
undefined,
undefined,
async () => undefined,
);
const [fillableAmounts] = await dexOrderSampler.executeAsync(
dexOrderSampler.getUniswapV2SellQuotes(
NULL_ADDRESS,
[expectedMakerToken, expectedTakerToken],
expectedTakerFillAmounts,
),
);
expect(fillableAmounts).to.deep.eq(expectedMakerFillAmounts);
});
it('getUniswapBuyQuotes()', async () => {
const expectedTakerToken = randomAddress();
const expectedMakerToken = randomAddress();
const expectedTakerFillAmounts = getSampleAmounts(new BigNumber(100e18), 10);
const expectedMakerFillAmounts = getSampleAmounts(new BigNumber(100e18), 10);
const sampler = new MockSamplerContract({
sampleBuysFromUniswap: (_router, takerToken, makerToken, fillAmounts) => {
expect(takerToken).to.eq(expectedTakerToken);
expect(makerToken).to.eq(expectedMakerToken);
expect(fillAmounts).to.deep.eq(expectedMakerFillAmounts);
return expectedTakerFillAmounts;
},
});
const dexOrderSampler = new DexOrderSampler(
chainId,
sampler,
undefined,
undefined,
undefined,
undefined,
async () => undefined,
);
const [fillableAmounts] = await dexOrderSampler.executeAsync(
dexOrderSampler.getUniswapBuyQuotes(
randomAddress(),
expectedMakerToken,
expectedTakerToken,
expectedMakerFillAmounts,
),
);
expect(fillableAmounts).to.deep.eq(expectedTakerFillAmounts);
});
interface RatesBySource {
[src: string]: BigNumber;
}
it('getSellQuotes()', async () => {
const expectedTakerToken = randomAddress();
const expectedMakerToken = randomAddress();
const sources = [ERC20BridgeSource.Uniswap, ERC20BridgeSource.UniswapV2];
const ratesBySource: RatesBySource = {
[ERC20BridgeSource.Kyber]: getRandomFloat(0, 100),
[ERC20BridgeSource.Uniswap]: getRandomFloat(0, 100),
[ERC20BridgeSource.UniswapV2]: getRandomFloat(0, 100),
};
const expectedTakerFillAmounts = getSampleAmounts(new BigNumber(100e18), 3);
let uniswapRouter: string;
let uniswapV2Router: string;
const sampler = new MockSamplerContract({
sampleSellsFromUniswap: (router, takerToken, makerToken, fillAmounts) => {
uniswapRouter = router;
expect(takerToken).to.eq(expectedTakerToken);
expect(makerToken).to.eq(expectedMakerToken);
expect(fillAmounts).to.deep.eq(expectedTakerFillAmounts);
return fillAmounts.map(a => a.times(ratesBySource[ERC20BridgeSource.Uniswap]).integerValue());
},
sampleSellsFromUniswapV2: (router, path, fillAmounts) => {
uniswapV2Router = router;
if (path.length === 2) {
expect(path).to.deep.eq([expectedTakerToken, expectedMakerToken]);
} else if (path.length === 3) {
expect(path).to.deep.eq([expectedTakerToken, wethAddress, expectedMakerToken]);
} else {
expect(path).to.have.lengthOf.within(2, 3);
}
expect(fillAmounts).to.deep.eq(expectedTakerFillAmounts);
return fillAmounts.map(a => a.times(ratesBySource[ERC20BridgeSource.UniswapV2]).integerValue());
},
});
const dexOrderSampler = new DexOrderSampler(
chainId,
sampler,
undefined,
undefined,
tokenAdjacencyGraph,
undefined,
async () => undefined,
);
const [quotes] = await dexOrderSampler.executeAsync(
dexOrderSampler.getSellQuotes(
sources,
expectedMakerToken,
expectedTakerToken,
expectedTakerFillAmounts,
),
);
const expectedQuotes = sources.map(s =>
expectedTakerFillAmounts.map(a => ({
source: s,
input: a,
output: a.times(ratesBySource[s]).integerValue(),
fillData: (() => {
if (s === ERC20BridgeSource.UniswapV2) {
return {
router: uniswapV2Router,
tokenAddressPath: [expectedTakerToken, expectedMakerToken],
};
}
// TODO jacob pass through
if (s === ERC20BridgeSource.Uniswap) {
return { router: uniswapRouter };
}
return {};
})(),
})),
);
const uniswapV2ETHQuotes = [
expectedTakerFillAmounts.map(a => ({
source: ERC20BridgeSource.UniswapV2,
input: a,
output: a.times(ratesBySource[ERC20BridgeSource.UniswapV2]).integerValue(),
fillData: {
router: uniswapV2Router,
tokenAddressPath: [expectedTakerToken, wethAddress, expectedMakerToken],
},
})),
];
// extra quote for Uniswap V2, which provides a direct quote (tokenA -> tokenB) AND an ETH quote (tokenA -> ETH -> tokenB)
const additionalSourceCount = 1;
expect(quotes).to.have.lengthOf(sources.length + additionalSourceCount);
expect(quotes).to.deep.eq(expectedQuotes.concat(uniswapV2ETHQuotes));
});
it('getBuyQuotes()', async () => {
const expectedTakerToken = randomAddress();
const expectedMakerToken = randomAddress();
const sources = [ERC20BridgeSource.Uniswap, ERC20BridgeSource.UniswapV2];
const ratesBySource: RatesBySource = {
[ERC20BridgeSource.Uniswap]: getRandomFloat(0, 100),
[ERC20BridgeSource.UniswapV2]: getRandomFloat(0, 100),
};
const expectedMakerFillAmounts = getSampleAmounts(new BigNumber(100e18), 3);
let uniswapRouter: string;
let uniswapV2Router: string;
const sampler = new MockSamplerContract({
sampleBuysFromUniswap: (router, takerToken, makerToken, fillAmounts) => {
uniswapRouter = router;
expect(takerToken).to.eq(expectedTakerToken);
expect(makerToken).to.eq(expectedMakerToken);
expect(fillAmounts).to.deep.eq(expectedMakerFillAmounts);
return fillAmounts.map(a => a.times(ratesBySource[ERC20BridgeSource.Uniswap]).integerValue());
},
sampleBuysFromUniswapV2: (router, path, fillAmounts) => {
uniswapV2Router = router;
if (path.length === 2) {
expect(path).to.deep.eq([expectedTakerToken, expectedMakerToken]);
} else if (path.length === 3) {
expect(path).to.deep.eq([expectedTakerToken, wethAddress, expectedMakerToken]);
} else {
expect(path).to.have.lengthOf.within(2, 3);
}
expect(fillAmounts).to.deep.eq(expectedMakerFillAmounts);
return fillAmounts.map(a => a.times(ratesBySource[ERC20BridgeSource.UniswapV2]).integerValue());
},
});
const dexOrderSampler = new DexOrderSampler(
chainId,
sampler,
undefined,
undefined,
tokenAdjacencyGraph,
undefined,
async () => undefined,
);
const [quotes] = await dexOrderSampler.executeAsync(
dexOrderSampler.getBuyQuotes(sources, expectedMakerToken, expectedTakerToken, expectedMakerFillAmounts),
);
const expectedQuotes = sources.map(s =>
expectedMakerFillAmounts.map(a => ({
source: s,
input: a,
output: a.times(ratesBySource[s]).integerValue(),
fillData: (() => {
if (s === ERC20BridgeSource.UniswapV2) {
return {
router: uniswapV2Router,
tokenAddressPath: [expectedTakerToken, expectedMakerToken],
};
}
if (s === ERC20BridgeSource.Uniswap) {
return { router: uniswapRouter };
}
return {};
})(),
})),
);
const uniswapV2ETHQuotes = [
expectedMakerFillAmounts.map(a => ({
source: ERC20BridgeSource.UniswapV2,
input: a,
output: a.times(ratesBySource[ERC20BridgeSource.UniswapV2]).integerValue(),
fillData: {
router: uniswapV2Router,
tokenAddressPath: [expectedTakerToken, wethAddress, expectedMakerToken],
},
})),
];
// extra quote for Uniswap V2, which provides a direct quote (tokenA -> tokenB) AND an ETH quote (tokenA -> ETH -> tokenB)
expect(quotes).to.have.lengthOf(sources.length + 1);
expect(quotes).to.deep.eq(expectedQuotes.concat(uniswapV2ETHQuotes));
});
describe('batched operations', () => {
it('getLimitOrderFillableMakerAssetAmounts(), getLimitOrderFillableTakerAssetAmounts()', async () => {
const expectedFillableTakerAmounts = ORDERS.map(() => getRandomInteger(0, 100e18));
const expectedFillableMakerAmounts = ORDERS.map(() => getRandomInteger(0, 100e18));
const sampler = new MockSamplerContract({
getLimitOrderFillableMakerAssetAmounts: (orders, signatures) => {
expect(orders).to.deep.eq(SIMPLE_ORDERS);
expect(signatures).to.deep.eq(ORDERS.map(o => o.signature));
return expectedFillableMakerAmounts;
},
getLimitOrderFillableTakerAssetAmounts: (orders, signatures) => {
expect(orders).to.deep.eq(SIMPLE_ORDERS);
expect(signatures).to.deep.eq(ORDERS.map(o => o.signature));
return expectedFillableTakerAmounts;
},
});
const dexOrderSampler = new DexOrderSampler(
chainId,
sampler,
undefined,
undefined,
undefined,
undefined,
async () => undefined,
);
const [fillableMakerAmounts, fillableTakerAmounts] = await dexOrderSampler.executeAsync(
dexOrderSampler.getLimitOrderFillableMakerAmounts(ORDERS, exchangeProxyAddress),
dexOrderSampler.getLimitOrderFillableTakerAmounts(ORDERS, exchangeProxyAddress),
);
expect(fillableMakerAmounts).to.deep.eq(expectedFillableMakerAmounts);
expect(fillableTakerAmounts).to.deep.eq(expectedFillableTakerAmounts);
});
});
});
});
// tslint:disable-next-line: max-file-line-count

View File

@@ -1,4 +1,14 @@
[
{
"version": "6.7.0",
"changes": [
{
"note": "Avalanche deployment",
"pr": 312
}
],
"timestamp": 1630459879
},
{
"timestamp": 1629353596,
"version": "6.6.1",

View File

@@ -5,6 +5,10 @@ Edit the package's CHANGELOG.json file only.
CHANGELOG
## v6.7.0 - _September 1, 2021_
* Avalanche deployment (#312)
## v6.6.1 - _August 19, 2021_
* Dependencies updated

View File

@@ -334,5 +334,47 @@
"fillQuoteTransformer": "0x750cb81ee6d64e29e1e358ba155925000bf044d4",
"positiveSlippageFeeTransformer": "0x30aebc4c68effa70e21612b39b94299a8778d0cb"
}
},
"43114": {
"erc20Proxy": "0x0000000000000000000000000000000000000000",
"erc721Proxy": "0x0000000000000000000000000000000000000000",
"zrxToken": "0x0000000000000000000000000000000000000000",
"etherToken": "0xb31f66aa3c1e785363f0875a1b74e27b85fd66c7",
"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": "0xca7bab1b2d1ec7d81710b7f9e2ab4e6788930588",
"exchangeProxy": "0xdef1c0ded9bec7f1a1670819833240f027b25eff",
"exchangeProxyTransformerDeployer": "0xa60b57833dce6260f4f2411c811755dd980bc0a7",
"exchangeProxyFlashWallet": "0xdb6f1920a889355780af7570773609bd8cb1f498",
"exchangeProxyLiquidityProviderSandbox": "0x8953c63d0858d286cc407cd6f8e26b9cbd02a511",
"zrxTreasury": "0x0000000000000000000000000000000000000000",
"transformers": {
"wethTransformer": "0x9b8b52391071d71cd4ad1e61d7f273268fa34c6c",
"payTakerTransformer": "0x898c6fde239d646c73f0a57e3570b6f86a3d62a3",
"affiliateFeeTransformer": "0x34617b855411e52fbc05899435f44cbd0503022c",
"fillQuoteTransformer": "0x8a5417dd7ffde61ec61e11b45797e16686e1d6b9",
"positiveSlippageFeeTransformer": "0x470ba89da18a6db6e8a0567b3c9214b960861857"
}
}
}

View File

@@ -1,6 +1,6 @@
{
"name": "@0x/contract-addresses",
"version": "6.6.1",
"version": "6.7.0",
"engines": {
"node": ">=6.12"
},

View File

@@ -52,6 +52,7 @@ export enum ChainId {
BSC = 56,
Polygon = 137,
PolygonMumbai = 80001,
Avalanche = 43114,
}
/**

View File

@@ -1,4 +1,13 @@
[
{
"timestamp": 1630459879,
"version": "13.17.6",
"changes": [
{
"note": "Dependencies updated"
}
]
},
{
"timestamp": 1629353596,
"version": "13.17.5",

View File

@@ -5,6 +5,10 @@ Edit the package's CHANGELOG.json file only.
CHANGELOG
## v13.17.6 - _September 1, 2021_
* Dependencies updated
## v13.17.5 - _August 19, 2021_
* Dependencies updated

View File

@@ -1,6 +1,6 @@
{
"name": "@0x/contract-wrappers",
"version": "13.17.5",
"version": "13.17.6",
"engines": {
"node": ">=6.12"
},
@@ -57,7 +57,7 @@
"dependencies": {
"@0x/assert": "^3.0.27",
"@0x/base-contract": "^6.4.0",
"@0x/contract-addresses": "^6.6.1",
"@0x/contract-addresses": "^6.7.0",
"@0x/json-schemas": "^6.1.3",
"@0x/types": "^3.3.3",
"@0x/utils": "^6.4.3",

View File

@@ -1,4 +1,22 @@
[
{
"timestamp": 1630459879,
"version": "8.1.4",
"changes": [
{
"note": "Dependencies updated"
}
]
},
{
"timestamp": 1629414734,
"version": "8.1.3",
"changes": [
{
"note": "Dependencies updated"
}
]
},
{
"timestamp": 1629353596,
"version": "8.1.2",

View File

@@ -5,6 +5,14 @@ Edit the package's CHANGELOG.json file only.
CHANGELOG
## v8.1.4 - _September 1, 2021_
* Dependencies updated
## v8.1.3 - _August 19, 2021_
* Dependencies updated
## v8.1.2 - _August 19, 2021_
* Dependencies updated

View File

@@ -1,6 +1,6 @@
{
"name": "@0x/migrations",
"version": "8.1.2",
"version": "8.1.4",
"engines": {
"node": ">=6.12"
},
@@ -68,20 +68,20 @@
},
"dependencies": {
"@0x/base-contract": "^6.4.0",
"@0x/contract-addresses": "^6.6.1",
"@0x/contract-addresses": "^6.7.0",
"@0x/contracts-asset-proxy": "^3.7.19",
"@0x/contracts-coordinator": "^3.1.38",
"@0x/contracts-dev-utils": "^1.3.36",
"@0x/contracts-erc1155": "^2.1.37",
"@0x/contracts-erc20": "^3.3.17",
"@0x/contracts-erc20": "^3.3.18",
"@0x/contracts-erc721": "^3.1.37",
"@0x/contracts-exchange": "^3.2.38",
"@0x/contracts-exchange-forwarder": "^4.2.38",
"@0x/contracts-extensions": "^6.2.32",
"@0x/contracts-multisig": "^4.1.38",
"@0x/contracts-staking": "^2.0.45",
"@0x/contracts-utils": "^4.7.17",
"@0x/contracts-zero-ex": "^0.28.1",
"@0x/contracts-utils": "^4.7.18",
"@0x/contracts-zero-ex": "^0.28.3",
"@0x/sol-compiler": "^4.7.3",
"@0x/subproviders": "^6.5.3",
"@0x/typescript-typings": "^5.2.0",

View File

@@ -1,4 +1,13 @@
[
{
"timestamp": 1630459879,
"version": "1.8.4",
"changes": [
{
"note": "Dependencies updated"
}
]
},
{
"timestamp": 1629353596,
"version": "1.8.3",

View File

@@ -5,6 +5,10 @@ Edit the package's CHANGELOG.json file only.
CHANGELOG
## v1.8.4 - _September 1, 2021_
* Dependencies updated
## v1.8.3 - _August 19, 2021_
* Dependencies updated

View File

@@ -1,6 +1,6 @@
{
"name": "@0x/protocol-utils",
"version": "1.8.3",
"version": "1.8.4",
"engines": {
"node": ">=6.12"
},
@@ -63,8 +63,8 @@
},
"dependencies": {
"@0x/assert": "^3.0.27",
"@0x/contract-addresses": "^6.6.1",
"@0x/contract-wrappers": "^13.17.5",
"@0x/contract-addresses": "^6.7.0",
"@0x/contract-wrappers": "^13.17.6",
"@0x/json-schemas": "^6.1.3",
"@0x/subproviders": "^6.5.3",
"@0x/utils": "^6.4.3",

View File

@@ -902,12 +902,13 @@
web3-providers "^2.0.0-alpha.1"
websocket "^1.0.29"
"@0x/monorepo-scripts@^3.1.7":
version "3.1.7"
resolved "https://registry.yarnpkg.com/@0x/monorepo-scripts/-/monorepo-scripts-3.1.7.tgz#17e719b9e26875958562532ed705cd770d107a43"
"@0x/monorepo-scripts@^3.2.0":
version "3.2.0"
resolved "https://registry.yarnpkg.com/@0x/monorepo-scripts/-/monorepo-scripts-3.2.0.tgz#a4cacf2fd7f4d8f23cd042e4f6aa8fe360aa2c08"
integrity sha512-5z6LYHUIIyZOBGZALZL23LZ76NFfNF9B8IgZS4Oc+j6fFj2bFgTzyj8KqpYHOQXtYmFAom4lSfBelvP9li/oGQ==
dependencies:
"@0x/types" "^3.3.3"
"@0x/utils" "^6.4.3"
"@0x/types" "^3.3.4"
"@0x/utils" "^6.4.4"
"@lerna/batch-packages" "^3.0.0-beta.18"
"@types/depcheck" "^0.6.0"
"@types/node" "12.12.54"
@@ -1140,6 +1141,15 @@
bignumber.js "~9.0.0"
ethereum-types "^3.5.0"
"@0x/types@^3.3.4":
version "3.3.4"
resolved "https://registry.yarnpkg.com/@0x/types/-/types-3.3.4.tgz#184946b1674f7f5b4cfb73105952b499a67fc23e"
integrity sha512-lB6maU/D1TEBrJXQcbwzGilmugX9qrfhxbyPr8r89TinSHe2SS694tTKIyI+ijnTbhyVjWzEnA95iuWxhPmP5g==
dependencies:
"@types/node" "12.12.54"
bignumber.js "~9.0.0"
ethereum-types "^3.6.0"
"@0x/typescript-typings@^5.0.1", "@0x/typescript-typings@^5.1.5":
version "5.1.5"
resolved "https://registry.yarnpkg.com/@0x/typescript-typings/-/typescript-typings-5.1.5.tgz#dd0ad20ef42dad9d054886fd1da72839145b5863"
@@ -1173,6 +1183,18 @@
ethereum-types "^3.5.0"
popper.js "1.14.3"
"@0x/typescript-typings@^5.2.1":
version "5.2.1"
resolved "https://registry.yarnpkg.com/@0x/typescript-typings/-/typescript-typings-5.2.1.tgz#bc82d0f39688b174142ebb5b2fd6a01c1d2f0163"
integrity sha512-2yswstFMy/cpF+MrJclEZc8BNceBAVovwzRYdz1CyGPfzMT1Kh8jVGeexx0KvVw58KrhxMgcRD4mzCSHNqzjPA==
dependencies:
"@types/bn.js" "^4.11.0"
"@types/node" "12.12.54"
"@types/react" "*"
bignumber.js "~9.0.0"
ethereum-types "^3.6.0"
popper.js "1.14.3"
"@0x/utils@^5.1.1", "@0x/utils@^5.4.0", "@0x/utils@^5.4.1":
version "5.6.4"
resolved "https://registry.yarnpkg.com/@0x/utils/-/utils-5.6.4.tgz#0158ec3243bbee444d90afbd79981321d19ccdfd"
@@ -1228,6 +1250,26 @@
js-sha3 "^0.7.0"
lodash "^4.17.11"
"@0x/utils@^6.4.4":
version "6.4.4"
resolved "https://registry.yarnpkg.com/@0x/utils/-/utils-6.4.4.tgz#de9782a7ee2af77580a98a8c6db010dda7f56b94"
integrity sha512-gTfK14tdMNtsmHC6FCrWz221+MYJNdDBdhA1hhnT+Kvru22uvhdTpP2udy7296/4yHZaEkDt5ZkvgJMsJCEhbg==
dependencies:
"@0x/types" "^3.3.4"
"@0x/typescript-typings" "^5.2.1"
"@types/mocha" "^5.2.7"
"@types/node" "12.12.54"
abortcontroller-polyfill "^1.1.9"
bignumber.js "~9.0.0"
chalk "^2.3.0"
detect-node "2.0.3"
ethereum-types "^3.6.0"
ethereumjs-util "^7.1.0"
ethers "~4.0.4"
isomorphic-fetch "2.2.1"
js-sha3 "^0.7.0"
lodash "^4.17.11"
"@0x/web3-wrapper@^7.5.3":
version "7.5.3"
resolved "https://registry.yarnpkg.com/@0x/web3-wrapper/-/web3-wrapper-7.5.3.tgz#f36c3a2e5ffcbca2b3deef1a15e7485eb91dba7e"
@@ -5805,6 +5847,14 @@ ethereum-types@^3.5.0:
"@types/node" "12.12.54"
bignumber.js "~9.0.0"
ethereum-types@^3.6.0:
version "3.6.0"
resolved "https://registry.yarnpkg.com/ethereum-types/-/ethereum-types-3.6.0.tgz#7cf0a7258537b1f8d113dd51d050189a742a9a6e"
integrity sha512-iJX96C9W1elWhCZKUiSQfWn9fC+EO+xU2TvAE/p7QhMwcGibihKsxcG27B/4WZAudd8jNoeIhY4PH2qQPLuUfw==
dependencies:
"@types/node" "12.12.54"
bignumber.js "~9.0.0"
ethereumjs-abi@0.6.5:
version "0.6.5"
resolved "https://registry.yarnpkg.com/ethereumjs-abi/-/ethereumjs-abi-0.6.5.tgz#5a637ef16ab43473fa72a29ad90871405b3f5241"