Publish

- @0x/contracts-integrations@2.7.13 - @0x/asset-swapper@5.4.0
Updated CHANGELOGS & MD docs
2020-12-07 20:42:41 +00:00 · 2020-12-07 20:42:34 +00:00 · 2020-12-07 20:40:56 +01:00
9 changed files with 41 additions and 4 deletions
--- a/contracts/integrations/package.json
+++ b/contracts/integrations/package.json
@@ -1,6 +1,6 @@
 {
    "name": "@0x/contracts-integrations",
-    "version": "2.7.12",
+    "version": "2.7.13",
    "private": true,
    "engines": {
        "node": ">=6.12"
@@ -92,7 +92,7 @@
        "typescript": "3.0.1"
    },
    "dependencies": {
-        "@0x/asset-swapper": "^5.3.1",
+        "@0x/asset-swapper": "^5.4.0",
        "@0x/base-contract": "^6.2.13",
        "@0x/contracts-asset-proxy": "^3.6.7",
        "@0x/contracts-erc1155": "^2.1.16",
--- a/packages/asset-swapper/CHANGELOG.json
+++ b/packages/asset-swapper/CHANGELOG.json
@@ -1,4 +1,14 @@
 [
+    {
+        "version": "5.4.0",
+        "changes": [
+            {
+                "note": "Add `takerAssetToEthRate` and `makerAssetToEthRate` to swap quote response",
+                "pr": 49
+            }
+        ],
+        "timestamp": 1607373752
+    },
    {
        "timestamp": 1607036724,
        "version": "5.3.1",
--- a/packages/asset-swapper/CHANGELOG.md
+++ b/packages/asset-swapper/CHANGELOG.md
@@ -5,6 +5,10 @@ Edit the package's CHANGELOG.json file only.

 CHANGELOG

+## v5.4.0 - _December 7, 2020_
+
+    * Add `takerAssetToEthRate` and `makerAssetToEthRate` to swap quote response (#49)
+
 ## v5.3.1 - _December 3, 2020_

    * Dependencies updated
--- a/packages/asset-swapper/package.json
+++ b/packages/asset-swapper/package.json
@@ -1,6 +1,6 @@
 {
    "name": "@0x/asset-swapper",
-    "version": "5.3.1",
+    "version": "5.4.0",
    "engines": {
        "node": ">=6.12"
    },
--- a/packages/asset-swapper/src/types.ts
+++ b/packages/asset-swapper/src/types.ts
@@ -198,6 +198,8 @@ export interface SwapQuoteBase {
    isTwoHop: boolean;
    makerTokenDecimals: number;
    takerTokenDecimals: number;
+    takerAssetToEthRate: BigNumber;
+    makerAssetToEthRate: BigNumber;
 }

 /**
--- a/packages/asset-swapper/src/utils/market_operation_utils/index.ts
+++ b/packages/asset-swapper/src/utils/market_operation_utils/index.ts
@@ -543,6 +543,10 @@ export class MarketOperationUtils {
            exchangeProxyOverhead: opts.exchangeProxyOverhead || (() => ZERO_AMOUNT),
        };

+        // NOTE: For sell quotes input is the taker asset and for buy quotes input is the maker asset
+        const takerAssetToEthRate = side === MarketOperation.Sell ? ethToInputRate : ethToOutputRate;
+        const makerAssetToEthRate = side === MarketOperation.Sell ? ethToOutputRate : ethToInputRate;
+
        // Find the unoptimized best rate to calculate savings from optimizer
        const _unoptimizedPath = fillsToSortedPaths(fills, side, inputAmount, optimizerOpts)[0];
        const unoptimizedPath = _unoptimizedPath ? _unoptimizedPath.collapse(orderOpts) : undefined;
@@ -565,6 +569,8 @@ export class MarketOperationUtils {
                marketSideLiquidity,
                adjustedRate: bestTwoHopRate,
                unoptimizedPath,
+                takerAssetToEthRate,
+                makerAssetToEthRate,
            };
        }

@@ -598,6 +604,8 @@ export class MarketOperationUtils {
            marketSideLiquidity,
            adjustedRate: optimalPathRate,
            unoptimizedPath,
+            takerAssetToEthRate,
+            makerAssetToEthRate,
        };
    }

--- a/packages/asset-swapper/src/utils/market_operation_utils/types.ts
+++ b/packages/asset-swapper/src/utils/market_operation_utils/types.ts
@@ -346,6 +346,8 @@ export interface OptimizerResult {
    marketSideLiquidity: MarketSideLiquidity;
    adjustedRate: BigNumber;
    unoptimizedPath?: CollapsedPath;
+    takerAssetToEthRate: BigNumber;
+    makerAssetToEthRate: BigNumber;
 }

 export interface OptimizerResultWithReport extends OptimizerResult {
--- a/packages/asset-swapper/src/utils/swap_quote_calculator.ts
+++ b/packages/asset-swapper/src/utils/swap_quote_calculator.ts
@@ -170,7 +170,14 @@ function createSwapQuote(
    gasPrice: BigNumber,
    gasSchedule: FeeSchedule,
 ): SwapQuote {
-    const { optimizedOrders, quoteReport, sourceFlags, unoptimizedPath } = optimizerResult;
+    const {
+        optimizedOrders,
+        quoteReport,
+        sourceFlags,
+        unoptimizedPath,
+        takerAssetToEthRate,
+        makerAssetToEthRate,
+    } = optimizerResult;
    const isTwoHop = sourceFlags === SOURCE_FLAGS[ERC20BridgeSource.MultiHop];

    // Calculate quote info
@@ -203,6 +210,8 @@ function createSwapQuote(
        sourceBreakdown,
        makerTokenDecimals,
        takerTokenDecimals,
+        takerAssetToEthRate,
+        makerAssetToEthRate,
        quoteReport,
        isTwoHop,
    };
--- a/packages/asset-swapper/test/utils/swap_quote.ts
+++ b/packages/asset-swapper/test/utils/swap_quote.ts
@@ -41,6 +41,8 @@ export async function getFullyFillableSwapQuoteWithNoFeesAsync(
        unoptimizedOrders: orders.map(order => ({ ...order, fills: [] })),
        sourceBreakdown: breakdown,
        isTwoHop: false,
+        takerAssetToEthRate: constants.ZERO_AMOUNT,
+        makerAssetToEthRate: constants.ZERO_AMOUNT,
    };

    if (operation === MarketOperation.Buy) {
Author	SHA1	Message	Date
Github Actions	7c7fc51ccf	Publish - @0x/contracts-integrations@2.7.13 - @0x/asset-swapper@5.4.0	2020-12-07 20:42:41 +00:00
Github Actions	fa22f6de0d	Updated CHANGELOGS & MD docs	2020-12-07 20:42:34 +00:00
Kim Persson	4f41214af2	feat: add takerAssetToEthRate and makerAssetToEthRate to quote response (#49 ) * ADDS expose ethToTakerAssetRate and ethToTakerAssetRate * REFACTORS rename to more correct takerAssetToEth/makerAssetToEth naming * ADDS asset-swapper change log entry	2020-12-07 20:40:56 +01:00