Compare commits
24 Commits
@0x/contra
...
@0x/protoc
Author | SHA1 | Date | |
---|---|---|---|
|
33e260f9db | ||
|
c44f8d0060 | ||
|
411548a33e | ||
|
9a17ce1383 | ||
|
2b120d0669 | ||
|
6d877d5242 | ||
|
e4abd690e7 | ||
|
2a194384b6 | ||
|
1e069e6f8a | ||
|
a019bb913d | ||
|
9ce73931f7 | ||
|
97020df178 | ||
|
dfb7b3de8f | ||
|
9e152912fe | ||
|
b2c2f1e1aa | ||
|
629c7d8e92 | ||
|
62f24d4356 | ||
|
ae281c33ca | ||
|
5d034dd106 | ||
|
c1f8df0eca | ||
|
76dda9eeda | ||
|
a9b84a92ac | ||
|
0f7e881899 | ||
|
6045f777ab |
@@ -1,6 +1,6 @@
|
||||
{
|
||||
"name": "@0x/contracts-integrations",
|
||||
"version": "2.7.30",
|
||||
"version": "2.7.36",
|
||||
"private": true,
|
||||
"engines": {
|
||||
"node": ">=6.12"
|
||||
@@ -65,9 +65,9 @@
|
||||
"@0x/contracts-utils": "^4.7.6",
|
||||
"@0x/coordinator-server": "^1.0.5",
|
||||
"@0x/dev-utils": "^4.2.1",
|
||||
"@0x/migrations": "^8.0.0",
|
||||
"@0x/migrations": "^8.0.2",
|
||||
"@0x/order-utils": "^10.4.19",
|
||||
"@0x/protocol-utils": "^1.4.0",
|
||||
"@0x/protocol-utils": "^1.5.0",
|
||||
"@0x/sol-compiler": "^4.6.1",
|
||||
"@0x/tslint-config": "^4.1.3",
|
||||
"@0x/web3-wrapper": "^7.4.1",
|
||||
@@ -93,7 +93,7 @@
|
||||
"typescript": "4.2.2"
|
||||
},
|
||||
"dependencies": {
|
||||
"@0x/asset-swapper": "^6.4.0",
|
||||
"@0x/asset-swapper": "^6.7.0",
|
||||
"@0x/base-contract": "^6.2.18",
|
||||
"@0x/contracts-asset-proxy": "^3.7.9",
|
||||
"@0x/contracts-erc1155": "^2.1.27",
|
||||
@@ -103,7 +103,7 @@
|
||||
"@0x/contracts-multisig": "^4.1.28",
|
||||
"@0x/contracts-staking": "^2.0.35",
|
||||
"@0x/contracts-test-utils": "^5.3.24",
|
||||
"@0x/contracts-zero-ex": "^0.21.0",
|
||||
"@0x/contracts-zero-ex": "^0.22.0",
|
||||
"@0x/subproviders": "^6.4.1",
|
||||
"@0x/types": "^3.3.1",
|
||||
"@0x/typescript-typings": "^5.1.6",
|
||||
|
@@ -1,4 +1,22 @@
|
||||
[
|
||||
{
|
||||
"timestamp": 1619481586,
|
||||
"version": "1.1.3",
|
||||
"changes": [
|
||||
{
|
||||
"note": "Dependencies updated"
|
||||
}
|
||||
]
|
||||
},
|
||||
{
|
||||
"timestamp": 1618259868,
|
||||
"version": "1.1.2",
|
||||
"changes": [
|
||||
{
|
||||
"note": "Dependencies updated"
|
||||
}
|
||||
]
|
||||
},
|
||||
{
|
||||
"timestamp": 1617311315,
|
||||
"version": "1.1.1",
|
||||
|
@@ -5,6 +5,14 @@ Edit the package's CHANGELOG.json file only.
|
||||
|
||||
CHANGELOG
|
||||
|
||||
## v1.1.3 - _April 26, 2021_
|
||||
|
||||
* Dependencies updated
|
||||
|
||||
## v1.1.2 - _April 12, 2021_
|
||||
|
||||
* Dependencies updated
|
||||
|
||||
## v1.1.1 - _April 1, 2021_
|
||||
|
||||
* Dependencies updated
|
||||
|
@@ -1,6 +1,6 @@
|
||||
{
|
||||
"name": "@0x/contracts-treasury",
|
||||
"version": "1.1.1",
|
||||
"version": "1.1.3",
|
||||
"engines": {
|
||||
"node": ">=6.12"
|
||||
},
|
||||
@@ -73,7 +73,7 @@
|
||||
},
|
||||
"dependencies": {
|
||||
"@0x/base-contract": "^6.2.18",
|
||||
"@0x/protocol-utils": "^1.4.0",
|
||||
"@0x/protocol-utils": "^1.5.0",
|
||||
"@0x/subproviders": "^6.4.1",
|
||||
"@0x/types": "^3.3.1",
|
||||
"@0x/typescript-typings": "^5.1.6",
|
||||
|
@@ -1,4 +1,23 @@
|
||||
[
|
||||
{
|
||||
"version": "0.22.0",
|
||||
"changes": [
|
||||
{
|
||||
"note": "Add order signer registry to NativeOrdersFeature",
|
||||
"pr": 195
|
||||
}
|
||||
],
|
||||
"timestamp": 1619481586
|
||||
},
|
||||
{
|
||||
"timestamp": 1618259868,
|
||||
"version": "0.21.1",
|
||||
"changes": [
|
||||
{
|
||||
"note": "Dependencies updated"
|
||||
}
|
||||
]
|
||||
},
|
||||
{
|
||||
"version": "0.21.0",
|
||||
"changes": [
|
||||
|
@@ -5,6 +5,14 @@ Edit the package's CHANGELOG.json file only.
|
||||
|
||||
CHANGELOG
|
||||
|
||||
## v0.22.0 - _April 26, 2021_
|
||||
|
||||
* Add order signer registry to NativeOrdersFeature (#195)
|
||||
|
||||
## v0.21.1 - _April 12, 2021_
|
||||
|
||||
* Dependencies updated
|
||||
|
||||
## v0.21.0 - _April 1, 2021_
|
||||
|
||||
* Encoding protocol ID and source name in bridge source ID (#162)
|
||||
|
@@ -88,6 +88,21 @@ library LibNativeOrdersRichErrors {
|
||||
);
|
||||
}
|
||||
|
||||
function InvalidSignerError(
|
||||
address maker,
|
||||
address signer
|
||||
)
|
||||
internal
|
||||
pure
|
||||
returns (bytes memory)
|
||||
{
|
||||
return abi.encodeWithSelector(
|
||||
bytes4(keccak256("InvalidSignerError(address,address)")),
|
||||
maker,
|
||||
signer
|
||||
);
|
||||
}
|
||||
|
||||
function OrderNotFillableBySenderError(
|
||||
bytes32 orderHash,
|
||||
address sender,
|
||||
|
@@ -74,9 +74,13 @@ contract NativeOrdersFeature is
|
||||
_registerFeatureFunction(this.batchCancelLimitOrders.selector);
|
||||
_registerFeatureFunction(this.batchCancelRfqOrders.selector);
|
||||
_registerFeatureFunction(this.cancelPairLimitOrders.selector);
|
||||
_registerFeatureFunction(this.cancelPairLimitOrdersWithSigner.selector);
|
||||
_registerFeatureFunction(this.batchCancelPairLimitOrders.selector);
|
||||
_registerFeatureFunction(this.batchCancelPairLimitOrdersWithSigner.selector);
|
||||
_registerFeatureFunction(this.cancelPairRfqOrders.selector);
|
||||
_registerFeatureFunction(this.cancelPairRfqOrdersWithSigner.selector);
|
||||
_registerFeatureFunction(this.batchCancelPairRfqOrders.selector);
|
||||
_registerFeatureFunction(this.batchCancelPairRfqOrdersWithSigner.selector);
|
||||
_registerFeatureFunction(this.getLimitOrderInfo.selector);
|
||||
_registerFeatureFunction(this.getRfqOrderInfo.selector);
|
||||
_registerFeatureFunction(this.getLimitOrderHash.selector);
|
||||
@@ -87,6 +91,8 @@ contract NativeOrdersFeature is
|
||||
_registerFeatureFunction(this.getRfqOrderRelevantState.selector);
|
||||
_registerFeatureFunction(this.batchGetLimitOrderRelevantStates.selector);
|
||||
_registerFeatureFunction(this.batchGetRfqOrderRelevantStates.selector);
|
||||
_registerFeatureFunction(this.registerAllowedOrderSigner.selector);
|
||||
_registerFeatureFunction(this.isValidOrderSigner.selector);
|
||||
return LibMigrate.MIGRATE_SUCCESS;
|
||||
}
|
||||
}
|
||||
|
@@ -113,4 +113,14 @@ interface INativeOrdersEvents {
|
||||
address[] addrs,
|
||||
bool allowed
|
||||
);
|
||||
|
||||
/// @dev Emitted when new order signers are registered
|
||||
/// @param maker The maker address that is registering a designated signer.
|
||||
/// @param signer The address that will sign on behalf of maker.
|
||||
/// @param allowed Indicates whether the address should be allowed.
|
||||
event OrderSignerRegistered(
|
||||
address maker,
|
||||
address signer,
|
||||
bool allowed
|
||||
);
|
||||
}
|
||||
|
@@ -137,13 +137,13 @@ interface INativeOrdersFeature is
|
||||
external
|
||||
returns (uint128 takerTokenFilledAmount, uint128 makerTokenFilledAmount);
|
||||
|
||||
/// @dev Cancel a single limit order. The caller must be the maker.
|
||||
/// @dev Cancel a single limit order. The caller must be the maker or a valid order signer.
|
||||
/// Silently succeeds if the order has already been cancelled.
|
||||
/// @param order The limit order.
|
||||
function cancelLimitOrder(LibNativeOrder.LimitOrder calldata order)
|
||||
external;
|
||||
|
||||
/// @dev Cancel a single RFQ order. The caller must be the maker.
|
||||
/// @dev Cancel a single RFQ order. The caller must be the maker or a valid order signer.
|
||||
/// Silently succeeds if the order has already been cancelled.
|
||||
/// @param order The RFQ order.
|
||||
function cancelRfqOrder(LibNativeOrder.RfqOrder calldata order)
|
||||
@@ -156,13 +156,13 @@ interface INativeOrdersFeature is
|
||||
function registerAllowedRfqOrigins(address[] memory origins, bool allowed)
|
||||
external;
|
||||
|
||||
/// @dev Cancel multiple limit orders. The caller must be the maker.
|
||||
/// @dev Cancel multiple limit orders. The caller must be the maker or a valid order signer.
|
||||
/// Silently succeeds if the order has already been cancelled.
|
||||
/// @param orders The limit orders.
|
||||
function batchCancelLimitOrders(LibNativeOrder.LimitOrder[] calldata orders)
|
||||
external;
|
||||
|
||||
/// @dev Cancel multiple RFQ orders. The caller must be the maker.
|
||||
/// @dev Cancel multiple RFQ orders. The caller must be the maker or a valid order signer.
|
||||
/// Silently succeeds if the order has already been cancelled.
|
||||
/// @param orders The RFQ orders.
|
||||
function batchCancelRfqOrders(LibNativeOrder.RfqOrder[] calldata orders)
|
||||
@@ -183,7 +183,23 @@ interface INativeOrdersFeature is
|
||||
external;
|
||||
|
||||
/// @dev Cancel all limit orders for a given maker and pair with a salt less
|
||||
/// than the value provided. The caller must be the maker. Subsequent
|
||||
/// than the value provided. The caller must be a signer registered to the maker.
|
||||
/// Subsequent calls to this function with the same maker and pair require the
|
||||
/// new salt to be >= the old salt.
|
||||
/// @param maker The maker for which to cancel.
|
||||
/// @param makerToken The maker token.
|
||||
/// @param takerToken The taker token.
|
||||
/// @param minValidSalt The new minimum valid salt.
|
||||
function cancelPairLimitOrdersWithSigner(
|
||||
address maker,
|
||||
IERC20TokenV06 makerToken,
|
||||
IERC20TokenV06 takerToken,
|
||||
uint256 minValidSalt
|
||||
)
|
||||
external;
|
||||
|
||||
/// @dev Cancel all limit orders for a given maker and pairs with salts less
|
||||
/// than the values provided. The caller must be the maker. Subsequent
|
||||
/// calls to this function with the same caller and pair require the
|
||||
/// new salt to be >= the old salt.
|
||||
/// @param makerTokens The maker tokens.
|
||||
@@ -196,6 +212,22 @@ interface INativeOrdersFeature is
|
||||
)
|
||||
external;
|
||||
|
||||
/// @dev Cancel all limit orders for a given maker and pairs with salts less
|
||||
/// than the values provided. The caller must be a signer registered to the maker.
|
||||
/// Subsequent calls to this function with the same maker and pair require the
|
||||
/// new salt to be >= the old salt.
|
||||
/// @param maker The maker for which to cancel.
|
||||
/// @param makerTokens The maker tokens.
|
||||
/// @param takerTokens The taker tokens.
|
||||
/// @param minValidSalts The new minimum valid salts.
|
||||
function batchCancelPairLimitOrdersWithSigner(
|
||||
address maker,
|
||||
IERC20TokenV06[] memory makerTokens,
|
||||
IERC20TokenV06[] memory takerTokens,
|
||||
uint256[] memory minValidSalts
|
||||
)
|
||||
external;
|
||||
|
||||
/// @dev Cancel all RFQ orders for a given maker and pair with a salt less
|
||||
/// than the value provided. The caller must be the maker. Subsequent
|
||||
/// calls to this function with the same caller and pair require the
|
||||
@@ -211,7 +243,23 @@ interface INativeOrdersFeature is
|
||||
external;
|
||||
|
||||
/// @dev Cancel all RFQ orders for a given maker and pair with a salt less
|
||||
/// than the value provided. The caller must be the maker. Subsequent
|
||||
/// than the value provided. The caller must be a signer registered to the maker.
|
||||
/// Subsequent calls to this function with the same maker and pair require the
|
||||
/// new salt to be >= the old salt.
|
||||
/// @param maker The maker for which to cancel.
|
||||
/// @param makerToken The maker token.
|
||||
/// @param takerToken The taker token.
|
||||
/// @param minValidSalt The new minimum valid salt.
|
||||
function cancelPairRfqOrdersWithSigner(
|
||||
address maker,
|
||||
IERC20TokenV06 makerToken,
|
||||
IERC20TokenV06 takerToken,
|
||||
uint256 minValidSalt
|
||||
)
|
||||
external;
|
||||
|
||||
/// @dev Cancel all RFQ orders for a given maker and pairs with salts less
|
||||
/// than the values provided. The caller must be the maker. Subsequent
|
||||
/// calls to this function with the same caller and pair require the
|
||||
/// new salt to be >= the old salt.
|
||||
/// @param makerTokens The maker tokens.
|
||||
@@ -224,6 +272,22 @@ interface INativeOrdersFeature is
|
||||
)
|
||||
external;
|
||||
|
||||
/// @dev Cancel all RFQ orders for a given maker and pairs with salts less
|
||||
/// than the values provided. The caller must be a signer registered to the maker.
|
||||
/// Subsequent calls to this function with the same maker and pair require the
|
||||
/// new salt to be >= the old salt.
|
||||
/// @param maker The maker for which to cancel.
|
||||
/// @param makerTokens The maker tokens.
|
||||
/// @param takerTokens The taker tokens.
|
||||
/// @param minValidSalts The new minimum valid salts.
|
||||
function batchCancelPairRfqOrdersWithSigner(
|
||||
address maker,
|
||||
IERC20TokenV06[] memory makerTokens,
|
||||
IERC20TokenV06[] memory takerTokens,
|
||||
uint256[] memory minValidSalts
|
||||
)
|
||||
external;
|
||||
|
||||
/// @dev Get the order info for a limit order.
|
||||
/// @param order The limit order.
|
||||
/// @return orderInfo Info about the order.
|
||||
@@ -345,4 +409,25 @@ interface INativeOrdersFeature is
|
||||
uint128[] memory actualFillableTakerTokenAmounts,
|
||||
bool[] memory isSignatureValids
|
||||
);
|
||||
|
||||
/// @dev Register a signer who can sign on behalf of msg.sender
|
||||
/// This allows one to sign on behalf of a contract that calls this function
|
||||
/// @param signer The address from which you plan to generate signatures
|
||||
/// @param allowed True to register, false to unregister.
|
||||
function registerAllowedOrderSigner(
|
||||
address signer,
|
||||
bool allowed
|
||||
)
|
||||
external;
|
||||
|
||||
/// @dev checks if a given address is registered to sign on behalf of a maker address
|
||||
/// @param maker The maker address encoded in an order (can be a contract)
|
||||
/// @param signer The address that is providing a signature
|
||||
function isValidOrderSigner(
|
||||
address maker,
|
||||
address signer
|
||||
)
|
||||
external
|
||||
view
|
||||
returns (bool isAllowed);
|
||||
}
|
||||
|
@@ -48,14 +48,14 @@ abstract contract NativeOrdersCancellation is
|
||||
// solhint-disable no-empty-blocks
|
||||
}
|
||||
|
||||
/// @dev Cancel a single limit order. The caller must be the maker.
|
||||
/// @dev Cancel a single limit order. The caller must be the maker or a valid order signer.
|
||||
/// Silently succeeds if the order has already been cancelled.
|
||||
/// @param order The limit order.
|
||||
function cancelLimitOrder(LibNativeOrder.LimitOrder memory order)
|
||||
public
|
||||
{
|
||||
bytes32 orderHash = getLimitOrderHash(order);
|
||||
if (msg.sender != order.maker) {
|
||||
if (msg.sender != order.maker && !isValidOrderSigner(order.maker, msg.sender)) {
|
||||
LibNativeOrdersRichErrors.OnlyOrderMakerAllowed(
|
||||
orderHash,
|
||||
msg.sender,
|
||||
@@ -65,14 +65,14 @@ abstract contract NativeOrdersCancellation is
|
||||
_cancelOrderHash(orderHash, order.maker);
|
||||
}
|
||||
|
||||
/// @dev Cancel a single RFQ order. The caller must be the maker.
|
||||
/// @dev Cancel a single RFQ order. The caller must be the maker or a valid order signer.
|
||||
/// Silently succeeds if the order has already been cancelled.
|
||||
/// @param order The RFQ order.
|
||||
function cancelRfqOrder(LibNativeOrder.RfqOrder memory order)
|
||||
public
|
||||
{
|
||||
bytes32 orderHash = getRfqOrderHash(order);
|
||||
if (msg.sender != order.maker) {
|
||||
if (msg.sender != order.maker && !isValidOrderSigner(order.maker, msg.sender)) {
|
||||
LibNativeOrdersRichErrors.OnlyOrderMakerAllowed(
|
||||
orderHash,
|
||||
msg.sender,
|
||||
@@ -82,7 +82,7 @@ abstract contract NativeOrdersCancellation is
|
||||
_cancelOrderHash(orderHash, order.maker);
|
||||
}
|
||||
|
||||
/// @dev Cancel multiple limit orders. The caller must be the maker.
|
||||
/// @dev Cancel multiple limit orders. The caller must be the maker or a valid order signer.
|
||||
/// Silently succeeds if the order has already been cancelled.
|
||||
/// @param orders The limit orders.
|
||||
function batchCancelLimitOrders(LibNativeOrder.LimitOrder[] memory orders)
|
||||
@@ -93,7 +93,7 @@ abstract contract NativeOrdersCancellation is
|
||||
}
|
||||
}
|
||||
|
||||
/// @dev Cancel multiple RFQ orders. The caller must be the maker.
|
||||
/// @dev Cancel multiple RFQ orders. The caller must be the maker or a valid order signer.
|
||||
/// Silently succeeds if the order has already been cancelled.
|
||||
/// @param orders The RFQ orders.
|
||||
function batchCancelRfqOrders(LibNativeOrder.RfqOrder[] memory orders)
|
||||
@@ -118,33 +118,34 @@ abstract contract NativeOrdersCancellation is
|
||||
)
|
||||
public
|
||||
{
|
||||
LibNativeOrdersStorage.Storage storage stor =
|
||||
LibNativeOrdersStorage.getStorage();
|
||||
_cancelPairLimitOrders(msg.sender, makerToken, takerToken, minValidSalt);
|
||||
}
|
||||
|
||||
uint256 oldMinValidSalt =
|
||||
stor.limitOrdersMakerToMakerTokenToTakerTokenToMinValidOrderSalt
|
||||
[msg.sender]
|
||||
[address(makerToken)]
|
||||
[address(takerToken)];
|
||||
|
||||
// New min salt must >= the old one.
|
||||
if (oldMinValidSalt > minValidSalt) {
|
||||
LibNativeOrdersRichErrors.
|
||||
CancelSaltTooLowError(minValidSalt, oldMinValidSalt)
|
||||
.rrevert();
|
||||
/// @dev Cancel all limit orders for a given maker and pair with a salt less
|
||||
/// than the value provided. The caller must be a signer registered to the maker.
|
||||
/// Subsequent calls to this function with the same caller and pair require the
|
||||
/// new salt to be >= the old salt.
|
||||
/// @param maker the maker for whom the msg.sender is the signer.
|
||||
/// @param makerToken The maker token.
|
||||
/// @param takerToken The taker token.
|
||||
/// @param minValidSalt The new minimum valid salt.
|
||||
function cancelPairLimitOrdersWithSigner(
|
||||
address maker,
|
||||
IERC20TokenV06 makerToken,
|
||||
IERC20TokenV06 takerToken,
|
||||
uint256 minValidSalt
|
||||
)
|
||||
public
|
||||
{
|
||||
// verify that the signer is authorized for the maker
|
||||
if (!isValidOrderSigner(maker, msg.sender)) {
|
||||
LibNativeOrdersRichErrors.InvalidSignerError(
|
||||
maker,
|
||||
msg.sender
|
||||
).rrevert();
|
||||
}
|
||||
|
||||
stor.limitOrdersMakerToMakerTokenToTakerTokenToMinValidOrderSalt
|
||||
[msg.sender]
|
||||
[address(makerToken)]
|
||||
[address(takerToken)] = minValidSalt;
|
||||
|
||||
emit PairCancelledLimitOrders(
|
||||
msg.sender,
|
||||
address(makerToken),
|
||||
address(takerToken),
|
||||
minValidSalt
|
||||
);
|
||||
_cancelPairLimitOrders(maker, makerToken, takerToken, minValidSalt);
|
||||
}
|
||||
|
||||
/// @dev Cancel all limit orders for a given maker and pair with a salt less
|
||||
@@ -168,7 +169,47 @@ abstract contract NativeOrdersCancellation is
|
||||
);
|
||||
|
||||
for (uint256 i = 0; i < makerTokens.length; ++i) {
|
||||
cancelPairLimitOrders(
|
||||
_cancelPairLimitOrders(
|
||||
msg.sender,
|
||||
makerTokens[i],
|
||||
takerTokens[i],
|
||||
minValidSalts[i]
|
||||
);
|
||||
}
|
||||
}
|
||||
|
||||
/// @dev Cancel all limit orders for a given maker and pair with a salt less
|
||||
/// than the value provided. The caller must be a signer registered to the maker.
|
||||
/// Subsequent calls to this function with the same caller and pair require the
|
||||
/// new salt to be >= the old salt.
|
||||
/// @param maker the maker for whom the msg.sender is the signer.
|
||||
/// @param makerTokens The maker tokens.
|
||||
/// @param takerTokens The taker tokens.
|
||||
/// @param minValidSalts The new minimum valid salts.
|
||||
function batchCancelPairLimitOrdersWithSigner(
|
||||
address maker,
|
||||
IERC20TokenV06[] memory makerTokens,
|
||||
IERC20TokenV06[] memory takerTokens,
|
||||
uint256[] memory minValidSalts
|
||||
)
|
||||
public
|
||||
{
|
||||
require(
|
||||
makerTokens.length == takerTokens.length &&
|
||||
makerTokens.length == minValidSalts.length,
|
||||
"NativeOrdersFeature/MISMATCHED_PAIR_ORDERS_ARRAY_LENGTHS"
|
||||
);
|
||||
|
||||
if (!isValidOrderSigner(maker, msg.sender)) {
|
||||
LibNativeOrdersRichErrors.InvalidSignerError(
|
||||
maker,
|
||||
msg.sender
|
||||
).rrevert();
|
||||
}
|
||||
|
||||
for (uint256 i = 0; i < makerTokens.length; ++i) {
|
||||
_cancelPairLimitOrders(
|
||||
maker,
|
||||
makerTokens[i],
|
||||
takerTokens[i],
|
||||
minValidSalts[i]
|
||||
@@ -190,33 +231,33 @@ abstract contract NativeOrdersCancellation is
|
||||
)
|
||||
public
|
||||
{
|
||||
LibNativeOrdersStorage.Storage storage stor =
|
||||
LibNativeOrdersStorage.getStorage();
|
||||
_cancelPairRfqOrders(msg.sender, makerToken, takerToken, minValidSalt);
|
||||
}
|
||||
|
||||
uint256 oldMinValidSalt =
|
||||
stor.rfqOrdersMakerToMakerTokenToTakerTokenToMinValidOrderSalt
|
||||
[msg.sender]
|
||||
[address(makerToken)]
|
||||
[address(takerToken)];
|
||||
|
||||
// New min salt must >= the old one.
|
||||
if (oldMinValidSalt > minValidSalt) {
|
||||
LibNativeOrdersRichErrors.
|
||||
CancelSaltTooLowError(minValidSalt, oldMinValidSalt)
|
||||
.rrevert();
|
||||
/// @dev Cancel all RFQ orders for a given maker and pair with a salt less
|
||||
/// than the value provided. The caller must be a signer registered to the maker.
|
||||
/// Subsequent calls to this function with the same caller and pair require the
|
||||
/// new salt to be >= the old salt.
|
||||
/// @param maker the maker for whom the msg.sender is the signer.
|
||||
/// @param makerToken The maker token.
|
||||
/// @param takerToken The taker token.
|
||||
/// @param minValidSalt The new minimum valid salt.
|
||||
function cancelPairRfqOrdersWithSigner(
|
||||
address maker,
|
||||
IERC20TokenV06 makerToken,
|
||||
IERC20TokenV06 takerToken,
|
||||
uint256 minValidSalt
|
||||
)
|
||||
public
|
||||
{
|
||||
if (!isValidOrderSigner(maker, msg.sender)) {
|
||||
LibNativeOrdersRichErrors.InvalidSignerError(
|
||||
maker,
|
||||
msg.sender
|
||||
).rrevert();
|
||||
}
|
||||
|
||||
stor.rfqOrdersMakerToMakerTokenToTakerTokenToMinValidOrderSalt
|
||||
[msg.sender]
|
||||
[address(makerToken)]
|
||||
[address(takerToken)] = minValidSalt;
|
||||
|
||||
emit PairCancelledRfqOrders(
|
||||
msg.sender,
|
||||
address(makerToken),
|
||||
address(takerToken),
|
||||
minValidSalt
|
||||
);
|
||||
_cancelPairRfqOrders(maker, makerToken, takerToken, minValidSalt);
|
||||
}
|
||||
|
||||
/// @dev Cancel all RFQ orders for a given maker and pair with a salt less
|
||||
@@ -240,7 +281,47 @@ abstract contract NativeOrdersCancellation is
|
||||
);
|
||||
|
||||
for (uint256 i = 0; i < makerTokens.length; ++i) {
|
||||
cancelPairRfqOrders(
|
||||
_cancelPairRfqOrders(
|
||||
msg.sender,
|
||||
makerTokens[i],
|
||||
takerTokens[i],
|
||||
minValidSalts[i]
|
||||
);
|
||||
}
|
||||
}
|
||||
|
||||
/// @dev Cancel all RFQ orders for a given maker and pairs with salts less
|
||||
/// than the values provided. The caller must be a signer registered to the maker.
|
||||
/// Subsequent calls to this function with the same caller and pair require the
|
||||
/// new salt to be >= the old salt.
|
||||
/// @param maker the maker for whom the msg.sender is the signer.
|
||||
/// @param makerTokens The maker tokens.
|
||||
/// @param takerTokens The taker tokens.
|
||||
/// @param minValidSalts The new minimum valid salts.
|
||||
function batchCancelPairRfqOrdersWithSigner(
|
||||
address maker,
|
||||
IERC20TokenV06[] memory makerTokens,
|
||||
IERC20TokenV06[] memory takerTokens,
|
||||
uint256[] memory minValidSalts
|
||||
)
|
||||
public
|
||||
{
|
||||
require(
|
||||
makerTokens.length == takerTokens.length &&
|
||||
makerTokens.length == minValidSalts.length,
|
||||
"NativeOrdersFeature/MISMATCHED_PAIR_ORDERS_ARRAY_LENGTHS"
|
||||
);
|
||||
|
||||
if (!isValidOrderSigner(maker, msg.sender)) {
|
||||
LibNativeOrdersRichErrors.InvalidSignerError(
|
||||
maker,
|
||||
msg.sender
|
||||
).rrevert();
|
||||
}
|
||||
|
||||
for (uint256 i = 0; i < makerTokens.length; ++i) {
|
||||
_cancelPairRfqOrders(
|
||||
maker,
|
||||
makerTokens[i],
|
||||
takerTokens[i],
|
||||
minValidSalts[i]
|
||||
@@ -262,4 +343,90 @@ abstract contract NativeOrdersCancellation is
|
||||
|
||||
emit OrderCancelled(orderHash, maker);
|
||||
}
|
||||
|
||||
/// @dev Cancel all RFQ orders for a given maker and pair with a salt less
|
||||
/// than the value provided.
|
||||
/// @param maker The target maker address
|
||||
/// @param makerToken The maker token.
|
||||
/// @param takerToken The taker token.
|
||||
/// @param minValidSalt The new minimum valid salt.
|
||||
function _cancelPairRfqOrders(
|
||||
address maker,
|
||||
IERC20TokenV06 makerToken,
|
||||
IERC20TokenV06 takerToken,
|
||||
uint256 minValidSalt
|
||||
)
|
||||
private
|
||||
{
|
||||
LibNativeOrdersStorage.Storage storage stor =
|
||||
LibNativeOrdersStorage.getStorage();
|
||||
|
||||
uint256 oldMinValidSalt =
|
||||
stor.rfqOrdersMakerToMakerTokenToTakerTokenToMinValidOrderSalt
|
||||
[maker]
|
||||
[address(makerToken)]
|
||||
[address(takerToken)];
|
||||
|
||||
// New min salt must >= the old one.
|
||||
if (oldMinValidSalt > minValidSalt) {
|
||||
LibNativeOrdersRichErrors.
|
||||
CancelSaltTooLowError(minValidSalt, oldMinValidSalt)
|
||||
.rrevert();
|
||||
}
|
||||
|
||||
stor.rfqOrdersMakerToMakerTokenToTakerTokenToMinValidOrderSalt
|
||||
[maker]
|
||||
[address(makerToken)]
|
||||
[address(takerToken)] = minValidSalt;
|
||||
|
||||
emit PairCancelledRfqOrders(
|
||||
maker,
|
||||
address(makerToken),
|
||||
address(takerToken),
|
||||
minValidSalt
|
||||
);
|
||||
}
|
||||
|
||||
/// @dev Cancel all limit orders for a given maker and pair with a salt less
|
||||
/// than the value provided.
|
||||
/// @param maker The target maker address
|
||||
/// @param makerToken The maker token.
|
||||
/// @param takerToken The taker token.
|
||||
/// @param minValidSalt The new minimum valid salt.
|
||||
function _cancelPairLimitOrders(
|
||||
address maker,
|
||||
IERC20TokenV06 makerToken,
|
||||
IERC20TokenV06 takerToken,
|
||||
uint256 minValidSalt
|
||||
)
|
||||
private
|
||||
{
|
||||
LibNativeOrdersStorage.Storage storage stor =
|
||||
LibNativeOrdersStorage.getStorage();
|
||||
|
||||
uint256 oldMinValidSalt =
|
||||
stor.limitOrdersMakerToMakerTokenToTakerTokenToMinValidOrderSalt
|
||||
[maker]
|
||||
[address(makerToken)]
|
||||
[address(takerToken)];
|
||||
|
||||
// New min salt must >= the old one.
|
||||
if (oldMinValidSalt > minValidSalt) {
|
||||
LibNativeOrdersRichErrors.
|
||||
CancelSaltTooLowError(minValidSalt, oldMinValidSalt)
|
||||
.rrevert();
|
||||
}
|
||||
|
||||
stor.limitOrdersMakerToMakerTokenToTakerTokenToMinValidOrderSalt
|
||||
[maker]
|
||||
[address(makerToken)]
|
||||
[address(takerToken)] = minValidSalt;
|
||||
|
||||
emit PairCancelledLimitOrders(
|
||||
maker,
|
||||
address(makerToken),
|
||||
address(takerToken),
|
||||
minValidSalt
|
||||
);
|
||||
}
|
||||
}
|
||||
|
@@ -168,8 +168,10 @@ abstract contract NativeOrdersInfo is
|
||||
orderInfo: orderInfo
|
||||
})
|
||||
);
|
||||
isSignatureValid = order.maker ==
|
||||
LibSignature.getSignerOfHash(orderInfo.orderHash, signature);
|
||||
address signerOfHash = LibSignature.getSignerOfHash(orderInfo.orderHash, signature);
|
||||
isSignatureValid =
|
||||
(order.maker == signerOfHash) ||
|
||||
isValidOrderSigner(order.maker, signerOfHash);
|
||||
}
|
||||
|
||||
/// @dev Get order info, fillable amount, and signature validity for an RFQ order.
|
||||
@@ -202,8 +204,10 @@ abstract contract NativeOrdersInfo is
|
||||
orderInfo: orderInfo
|
||||
})
|
||||
);
|
||||
isSignatureValid = order.maker ==
|
||||
LibSignature.getSignerOfHash(orderInfo.orderHash, signature);
|
||||
address signerOfHash = LibSignature.getSignerOfHash(orderInfo.orderHash, signature);
|
||||
isSignatureValid =
|
||||
(order.maker == signerOfHash) ||
|
||||
isValidOrderSigner(order.maker, signerOfHash);
|
||||
}
|
||||
|
||||
/// @dev Batch version of `getLimitOrderRelevantState()`, without reverting.
|
||||
@@ -389,4 +393,22 @@ abstract contract NativeOrdersInfo is
|
||||
uint256(params.orderTakerAmount)
|
||||
).safeDowncastToUint128();
|
||||
}
|
||||
|
||||
/// @dev checks if a given address is registered to sign on behalf of a maker address
|
||||
/// @param maker The maker address encoded in an order (can be a contract)
|
||||
/// @param signer The address that is providing a signature
|
||||
function isValidOrderSigner(
|
||||
address maker,
|
||||
address signer
|
||||
)
|
||||
public
|
||||
view
|
||||
returns (bool isValid)
|
||||
{
|
||||
// returns false if it the mapping doesn't exist
|
||||
return LibNativeOrdersStorage.getStorage()
|
||||
.orderSignerRegistry
|
||||
[maker]
|
||||
[signer];
|
||||
}
|
||||
}
|
||||
|
@@ -370,7 +370,7 @@ abstract contract NativeOrdersSettlement is
|
||||
orderInfo.orderHash,
|
||||
params.signature
|
||||
);
|
||||
if (signer != params.order.maker) {
|
||||
if (signer != params.order.maker && !isValidOrderSigner(params.order.maker, signer)) {
|
||||
LibNativeOrdersRichErrors.OrderNotSignedByMakerError(
|
||||
orderInfo.orderHash,
|
||||
signer,
|
||||
@@ -478,7 +478,7 @@ abstract contract NativeOrdersSettlement is
|
||||
// Signature must be valid for the order.
|
||||
{
|
||||
address signer = LibSignature.getSignerOfHash(orderInfo.orderHash, signature);
|
||||
if (signer != order.maker) {
|
||||
if (signer != order.maker && !isValidOrderSigner(order.maker, signer)) {
|
||||
LibNativeOrdersRichErrors.OrderNotSignedByMakerError(
|
||||
orderInfo.orderHash,
|
||||
signer,
|
||||
@@ -565,4 +565,21 @@ abstract contract NativeOrdersSettlement is
|
||||
makerTokenFilledAmount
|
||||
);
|
||||
}
|
||||
|
||||
/// @dev register a signer who can sign on behalf of msg.sender
|
||||
/// @param signer The address from which you plan to generate signatures
|
||||
/// @param allowed True to register, false to unregister.
|
||||
function registerAllowedOrderSigner(
|
||||
address signer,
|
||||
bool allowed
|
||||
)
|
||||
external
|
||||
{
|
||||
LibNativeOrdersStorage.Storage storage stor =
|
||||
LibNativeOrdersStorage.getStorage();
|
||||
|
||||
stor.orderSignerRegistry[msg.sender][signer] = allowed;
|
||||
|
||||
emit OrderSignerRegistered(msg.sender, signer, allowed);
|
||||
}
|
||||
}
|
||||
|
@@ -43,6 +43,9 @@ library LibNativeOrdersStorage {
|
||||
// For a given order origin, which tx.origin addresses are allowed to
|
||||
// fill the order.
|
||||
mapping(address => mapping(address => bool)) originRegistry;
|
||||
// For a given maker address, which addresses are allowed to
|
||||
// sign on its behalf.
|
||||
mapping(address => mapping(address => bool)) orderSignerRegistry;
|
||||
}
|
||||
|
||||
/// @dev Get the storage bucket for this contract.
|
||||
|
@@ -0,0 +1,55 @@
|
||||
// SPDX-License-Identifier: Apache-2.0
|
||||
/*
|
||||
|
||||
Copyright 2021 ZeroEx Intl.
|
||||
|
||||
Licensed under the Apache License, Version 2.0 (the "License");
|
||||
you may not use this file except in compliance with the License.
|
||||
You may obtain a copy of the License at
|
||||
|
||||
http://www.apache.org/licenses/LICENSE-2.0
|
||||
|
||||
Unless required by applicable law or agreed to in writing, software
|
||||
distributed under the License is distributed on an "AS IS" BASIS,
|
||||
WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
|
||||
See the License for the specific language governing permissions and
|
||||
limitations under the License.
|
||||
|
||||
*/
|
||||
|
||||
pragma solidity ^0.6.5;
|
||||
pragma experimental ABIEncoderV2;
|
||||
|
||||
import "@0x/contracts-utils/contracts/src/v06/OwnableV06.sol";
|
||||
import "@0x/contracts-erc20/contracts/src/v06/IERC20TokenV06.sol";
|
||||
import "../src/IZeroEx.sol";
|
||||
|
||||
contract TestOrderSignerRegistryWithContractWallet is OwnableV06 {
|
||||
|
||||
IZeroEx immutable zeroex;
|
||||
|
||||
constructor(IZeroEx _zeroex) public {
|
||||
zeroex = _zeroex;
|
||||
}
|
||||
|
||||
function registerAllowedOrderSigner(
|
||||
address signer,
|
||||
bool allowed
|
||||
)
|
||||
external
|
||||
onlyOwner
|
||||
{
|
||||
zeroex.registerAllowedOrderSigner(signer, allowed);
|
||||
}
|
||||
|
||||
function approveERC20(
|
||||
IERC20TokenV06 token,
|
||||
address spender,
|
||||
uint256 value
|
||||
)
|
||||
external
|
||||
onlyOwner
|
||||
{
|
||||
token.approve(spender, value);
|
||||
}
|
||||
}
|
@@ -1,6 +1,6 @@
|
||||
{
|
||||
"name": "@0x/contracts-zero-ex",
|
||||
"version": "0.21.0",
|
||||
"version": "0.22.0",
|
||||
"engines": {
|
||||
"node": ">=6.12"
|
||||
},
|
||||
@@ -43,7 +43,7 @@
|
||||
"config": {
|
||||
"publicInterfaceContracts": "IZeroEx,ZeroEx,FullMigration,InitialMigration,IFlashWallet,IERC20Transformer,IOwnableFeature,ISimpleFunctionRegistryFeature,ITransformERC20Feature,FillQuoteTransformer,PayTakerTransformer,PositiveSlippageFeeTransformer,WethTransformer,OwnableFeature,SimpleFunctionRegistryFeature,TransformERC20Feature,AffiliateFeeTransformer,MetaTransactionsFeature,LogMetadataTransformer,BridgeAdapter,LiquidityProviderFeature,ILiquidityProviderFeature,NativeOrdersFeature,INativeOrdersFeature,FeeCollectorController,FeeCollector,CurveLiquidityProvider,BatchFillNativeOrdersFeature,IBatchFillNativeOrdersFeature,MultiplexFeature,IMultiplexFeature",
|
||||
"abis:comment": "This list is auto-generated by contracts-gen. Don't edit manually.",
|
||||
"abis": "./test/generated-artifacts/@(AffiliateFeeTransformer|BatchFillNativeOrdersFeature|BootstrapFeature|BridgeAdapter|BridgeProtocols|CurveLiquidityProvider|FeeCollector|FeeCollectorController|FillQuoteTransformer|FixinCommon|FixinEIP712|FixinProtocolFees|FixinReentrancyGuard|FixinTokenSpender|FlashWallet|FullMigration|IBatchFillNativeOrdersFeature|IBootstrapFeature|IBridgeAdapter|IERC20Bridge|IERC20Transformer|IFeature|IFlashWallet|ILiquidityProvider|ILiquidityProviderFeature|ILiquidityProviderSandbox|IMetaTransactionsFeature|IMooniswapPool|IMultiplexFeature|INativeOrdersEvents|INativeOrdersFeature|IOwnableFeature|IPancakeSwapFeature|ISimpleFunctionRegistryFeature|IStaking|ITestSimpleFunctionRegistryFeature|ITokenSpenderFeature|ITransformERC20Feature|IUniswapFeature|IUniswapV2Pair|IZeroEx|InitialMigration|LibBootstrap|LibCommonRichErrors|LibERC20Transformer|LibFeeCollector|LibLiquidityProviderRichErrors|LibMetaTransactionsRichErrors|LibMetaTransactionsStorage|LibMigrate|LibNativeOrder|LibNativeOrdersRichErrors|LibNativeOrdersStorage|LibOwnableRichErrors|LibOwnableStorage|LibProxyRichErrors|LibProxyStorage|LibReentrancyGuardStorage|LibSignature|LibSignatureRichErrors|LibSimpleFunctionRegistryRichErrors|LibSimpleFunctionRegistryStorage|LibStorage|LibTransformERC20RichErrors|LibTransformERC20Storage|LibWalletRichErrors|LiquidityProviderFeature|LiquidityProviderSandbox|LogMetadataTransformer|MetaTransactionsFeature|MixinBalancer|MixinBancor|MixinCoFiX|MixinCryptoCom|MixinCurve|MixinDodo|MixinDodoV2|MixinKyber|MixinMStable|MixinMakerPSM|MixinMooniswap|MixinNerve|MixinOasis|MixinShell|MixinUniswap|MixinUniswapV2|MixinZeroExBridge|MooniswapLiquidityProvider|MultiplexFeature|NativeOrdersCancellation|NativeOrdersFeature|NativeOrdersInfo|NativeOrdersProtocolFees|NativeOrdersSettlement|OwnableFeature|PancakeSwapFeature|PayTakerTransformer|PermissionlessTransformerDeployer|PositiveSlippageFeeTransformer|SimpleFunctionRegistryFeature|TestBridge|TestCallTarget|TestCurve|TestDelegateCaller|TestFeeCollectorController|TestFillQuoteTransformerBridge|TestFillQuoteTransformerExchange|TestFillQuoteTransformerHost|TestFixinProtocolFees|TestFixinTokenSpender|TestFullMigration|TestInitialMigration|TestLibNativeOrder|TestLibSignature|TestLiquidityProvider|TestMetaTransactionsNativeOrdersFeature|TestMetaTransactionsTransformERC20Feature|TestMigrator|TestMintTokenERC20Transformer|TestMintableERC20Token|TestMooniswap|TestNativeOrdersFeature|TestPermissionlessTransformerDeployerSuicidal|TestPermissionlessTransformerDeployerTransformer|TestRfqOriginRegistration|TestSimpleFunctionRegistryFeatureImpl1|TestSimpleFunctionRegistryFeatureImpl2|TestStaking|TestTokenSpenderERC20Token|TestTransformERC20|TestTransformerBase|TestTransformerDeployerTransformer|TestTransformerHost|TestWeth|TestWethTransformerHost|TestZeroExFeature|TransformERC20Feature|Transformer|TransformerDeployer|UniswapFeature|WethTransformer|ZeroEx|ZeroExOptimized).json"
|
||||
"abis": "./test/generated-artifacts/@(AffiliateFeeTransformer|BatchFillNativeOrdersFeature|BootstrapFeature|BridgeAdapter|BridgeProtocols|CurveLiquidityProvider|FeeCollector|FeeCollectorController|FillQuoteTransformer|FixinCommon|FixinEIP712|FixinProtocolFees|FixinReentrancyGuard|FixinTokenSpender|FlashWallet|FullMigration|IBatchFillNativeOrdersFeature|IBootstrapFeature|IBridgeAdapter|IERC20Bridge|IERC20Transformer|IFeature|IFlashWallet|ILiquidityProvider|ILiquidityProviderFeature|ILiquidityProviderSandbox|IMetaTransactionsFeature|IMooniswapPool|IMultiplexFeature|INativeOrdersEvents|INativeOrdersFeature|IOwnableFeature|IPancakeSwapFeature|ISimpleFunctionRegistryFeature|IStaking|ITestSimpleFunctionRegistryFeature|ITokenSpenderFeature|ITransformERC20Feature|IUniswapFeature|IUniswapV2Pair|IZeroEx|InitialMigration|LibBootstrap|LibCommonRichErrors|LibERC20Transformer|LibFeeCollector|LibLiquidityProviderRichErrors|LibMetaTransactionsRichErrors|LibMetaTransactionsStorage|LibMigrate|LibNativeOrder|LibNativeOrdersRichErrors|LibNativeOrdersStorage|LibOwnableRichErrors|LibOwnableStorage|LibProxyRichErrors|LibProxyStorage|LibReentrancyGuardStorage|LibSignature|LibSignatureRichErrors|LibSimpleFunctionRegistryRichErrors|LibSimpleFunctionRegistryStorage|LibStorage|LibTransformERC20RichErrors|LibTransformERC20Storage|LibWalletRichErrors|LiquidityProviderFeature|LiquidityProviderSandbox|LogMetadataTransformer|MetaTransactionsFeature|MixinBalancer|MixinBancor|MixinCoFiX|MixinCryptoCom|MixinCurve|MixinDodo|MixinDodoV2|MixinKyber|MixinMStable|MixinMakerPSM|MixinMooniswap|MixinNerve|MixinOasis|MixinShell|MixinUniswap|MixinUniswapV2|MixinZeroExBridge|MooniswapLiquidityProvider|MultiplexFeature|NativeOrdersCancellation|NativeOrdersFeature|NativeOrdersInfo|NativeOrdersProtocolFees|NativeOrdersSettlement|OwnableFeature|PancakeSwapFeature|PayTakerTransformer|PermissionlessTransformerDeployer|PositiveSlippageFeeTransformer|SimpleFunctionRegistryFeature|TestBridge|TestCallTarget|TestCurve|TestDelegateCaller|TestFeeCollectorController|TestFillQuoteTransformerBridge|TestFillQuoteTransformerExchange|TestFillQuoteTransformerHost|TestFixinProtocolFees|TestFixinTokenSpender|TestFullMigration|TestInitialMigration|TestLibNativeOrder|TestLibSignature|TestLiquidityProvider|TestMetaTransactionsNativeOrdersFeature|TestMetaTransactionsTransformERC20Feature|TestMigrator|TestMintTokenERC20Transformer|TestMintableERC20Token|TestMooniswap|TestNativeOrdersFeature|TestOrderSignerRegistryWithContractWallet|TestPermissionlessTransformerDeployerSuicidal|TestPermissionlessTransformerDeployerTransformer|TestRfqOriginRegistration|TestSimpleFunctionRegistryFeatureImpl1|TestSimpleFunctionRegistryFeatureImpl2|TestStaking|TestTokenSpenderERC20Token|TestTransformERC20|TestTransformerBase|TestTransformerDeployerTransformer|TestTransformerHost|TestWeth|TestWethTransformerHost|TestZeroExFeature|TransformERC20Feature|Transformer|TransformerDeployer|UniswapFeature|WethTransformer|ZeroEx|ZeroExOptimized).json"
|
||||
},
|
||||
"repository": {
|
||||
"type": "git",
|
||||
@@ -83,7 +83,7 @@
|
||||
},
|
||||
"dependencies": {
|
||||
"@0x/base-contract": "^6.2.18",
|
||||
"@0x/protocol-utils": "^1.4.0",
|
||||
"@0x/protocol-utils": "^1.5.0",
|
||||
"@0x/subproviders": "^6.4.1",
|
||||
"@0x/types": "^3.3.1",
|
||||
"@0x/typescript-typings": "^5.1.6",
|
||||
|
@@ -127,6 +127,7 @@ import * as TestMintableERC20Token from '../test/generated-artifacts/TestMintabl
|
||||
import * as TestMintTokenERC20Transformer from '../test/generated-artifacts/TestMintTokenERC20Transformer.json';
|
||||
import * as TestMooniswap from '../test/generated-artifacts/TestMooniswap.json';
|
||||
import * as TestNativeOrdersFeature from '../test/generated-artifacts/TestNativeOrdersFeature.json';
|
||||
import * as TestOrderSignerRegistryWithContractWallet from '../test/generated-artifacts/TestOrderSignerRegistryWithContractWallet.json';
|
||||
import * as TestPermissionlessTransformerDeployerSuicidal from '../test/generated-artifacts/TestPermissionlessTransformerDeployerSuicidal.json';
|
||||
import * as TestPermissionlessTransformerDeployerTransformer from '../test/generated-artifacts/TestPermissionlessTransformerDeployerTransformer.json';
|
||||
import * as TestRfqOriginRegistration from '../test/generated-artifacts/TestRfqOriginRegistration.json';
|
||||
@@ -278,6 +279,7 @@ export const artifacts = {
|
||||
TestMintableERC20Token: TestMintableERC20Token as ContractArtifact,
|
||||
TestMooniswap: TestMooniswap as ContractArtifact,
|
||||
TestNativeOrdersFeature: TestNativeOrdersFeature as ContractArtifact,
|
||||
TestOrderSignerRegistryWithContractWallet: TestOrderSignerRegistryWithContractWallet as ContractArtifact,
|
||||
TestPermissionlessTransformerDeployerSuicidal: TestPermissionlessTransformerDeployerSuicidal as ContractArtifact,
|
||||
TestPermissionlessTransformerDeployerTransformer: TestPermissionlessTransformerDeployerTransformer as ContractArtifact,
|
||||
TestRfqOriginRegistration: TestRfqOriginRegistration as ContractArtifact,
|
||||
|
@@ -7,7 +7,15 @@ import {
|
||||
randomAddress,
|
||||
verifyEventsFromLogs,
|
||||
} from '@0x/contracts-test-utils';
|
||||
import { LimitOrder, LimitOrderFields, OrderStatus, RevertErrors, RfqOrder, RfqOrderFields } from '@0x/protocol-utils';
|
||||
import {
|
||||
LimitOrder,
|
||||
LimitOrderFields,
|
||||
OrderStatus,
|
||||
RevertErrors,
|
||||
RfqOrder,
|
||||
RfqOrderFields,
|
||||
SignatureType,
|
||||
} from '@0x/protocol-utils';
|
||||
import { AnyRevertError, BigNumber } from '@0x/utils';
|
||||
import { TransactionReceiptWithDecodedLogs } from 'ethereum-types';
|
||||
|
||||
@@ -25,7 +33,11 @@ import {
|
||||
getRandomRfqOrder,
|
||||
NativeOrdersTestEnvironment,
|
||||
} from '../utils/orders';
|
||||
import { TestMintableERC20TokenContract, TestRfqOriginRegistrationContract } from '../wrappers';
|
||||
import {
|
||||
TestMintableERC20TokenContract,
|
||||
TestOrderSignerRegistryWithContractWalletContract,
|
||||
TestRfqOriginRegistrationContract,
|
||||
} from '../wrappers';
|
||||
|
||||
blockchainTests.resets('NativeOrdersFeature', env => {
|
||||
const { NULL_ADDRESS, MAX_UINT256, NULL_BYTES32, ZERO_AMOUNT } = constants;
|
||||
@@ -36,17 +48,28 @@ blockchainTests.resets('NativeOrdersFeature', env => {
|
||||
let taker: string;
|
||||
let notMaker: string;
|
||||
let notTaker: string;
|
||||
let contractWalletOwner: string;
|
||||
let contractWalletSigner: string;
|
||||
let zeroEx: IZeroExContract;
|
||||
let verifyingContract: string;
|
||||
let makerToken: TestMintableERC20TokenContract;
|
||||
let takerToken: TestMintableERC20TokenContract;
|
||||
let wethToken: TestMintableERC20TokenContract;
|
||||
let testRfqOriginRegistration: TestRfqOriginRegistrationContract;
|
||||
let contractWallet: TestOrderSignerRegistryWithContractWalletContract;
|
||||
let testUtils: NativeOrdersTestEnvironment;
|
||||
|
||||
before(async () => {
|
||||
let owner;
|
||||
[owner, maker, taker, notMaker, notTaker] = await env.getAccountAddressesAsync();
|
||||
[
|
||||
owner,
|
||||
maker,
|
||||
taker,
|
||||
notMaker,
|
||||
notTaker,
|
||||
contractWalletOwner,
|
||||
contractWalletSigner,
|
||||
] = await env.getAccountAddressesAsync();
|
||||
[makerToken, takerToken, wethToken] = await Promise.all(
|
||||
[...new Array(3)].map(async () =>
|
||||
TestMintableERC20TokenContract.deployFrom0xArtifactAsync(
|
||||
@@ -82,6 +105,21 @@ blockchainTests.resets('NativeOrdersFeature', env => {
|
||||
env.txDefaults,
|
||||
artifacts,
|
||||
);
|
||||
// contract wallet for signer delegation
|
||||
contractWallet = await TestOrderSignerRegistryWithContractWalletContract.deployFrom0xArtifactAsync(
|
||||
artifacts.TestOrderSignerRegistryWithContractWallet,
|
||||
env.provider,
|
||||
{
|
||||
from: contractWalletOwner,
|
||||
},
|
||||
artifacts,
|
||||
zeroEx.address,
|
||||
);
|
||||
|
||||
await contractWallet
|
||||
.approveERC20(makerToken.address, zeroEx.address, MAX_UINT256)
|
||||
.awaitTransactionSuccessAsync({ from: contractWalletOwner });
|
||||
|
||||
testUtils = new NativeOrdersTestEnvironment(
|
||||
maker,
|
||||
taker,
|
||||
@@ -1569,4 +1607,432 @@ blockchainTests.resets('NativeOrdersFeature', env => {
|
||||
}
|
||||
});
|
||||
});
|
||||
|
||||
describe('registerAllowedSigner()', () => {
|
||||
it('fires appropriate events', async () => {
|
||||
const receiptAllow = await contractWallet
|
||||
.registerAllowedOrderSigner(contractWalletSigner, true)
|
||||
.awaitTransactionSuccessAsync({ from: contractWalletOwner });
|
||||
|
||||
verifyEventsFromLogs(
|
||||
receiptAllow.logs,
|
||||
[
|
||||
{
|
||||
maker: contractWallet.address,
|
||||
signer: contractWalletSigner,
|
||||
allowed: true,
|
||||
},
|
||||
],
|
||||
IZeroExEvents.OrderSignerRegistered,
|
||||
);
|
||||
|
||||
// then disallow signer
|
||||
const receiptDisallow = await contractWallet
|
||||
.registerAllowedOrderSigner(contractWalletSigner, false)
|
||||
.awaitTransactionSuccessAsync({ from: contractWalletOwner });
|
||||
|
||||
verifyEventsFromLogs(
|
||||
receiptDisallow.logs,
|
||||
[
|
||||
{
|
||||
maker: contractWallet.address,
|
||||
signer: contractWalletSigner,
|
||||
allowed: false,
|
||||
},
|
||||
],
|
||||
IZeroExEvents.OrderSignerRegistered,
|
||||
);
|
||||
});
|
||||
|
||||
it('allows for fills on orders signed by a approved signer', async () => {
|
||||
const order = getTestRfqOrder({ maker: contractWallet.address });
|
||||
const sig = await order.getSignatureWithProviderAsync(
|
||||
env.provider,
|
||||
SignatureType.EthSign,
|
||||
contractWalletSigner,
|
||||
);
|
||||
|
||||
// covers taker
|
||||
await testUtils.prepareBalancesForOrdersAsync([order]);
|
||||
// need to provide contract wallet with a balance
|
||||
await makerToken.mint(contractWallet.address, order.makerAmount).awaitTransactionSuccessAsync();
|
||||
|
||||
await contractWallet
|
||||
.registerAllowedOrderSigner(contractWalletSigner, true)
|
||||
.awaitTransactionSuccessAsync({ from: contractWalletOwner });
|
||||
|
||||
await zeroEx.fillRfqOrder(order, sig, order.takerAmount).awaitTransactionSuccessAsync({ from: taker });
|
||||
|
||||
const info = await zeroEx.getRfqOrderInfo(order).callAsync();
|
||||
assertOrderInfoEquals(info, {
|
||||
status: OrderStatus.Filled,
|
||||
orderHash: order.getHash(),
|
||||
takerTokenFilledAmount: order.takerAmount,
|
||||
});
|
||||
});
|
||||
|
||||
it('disallows fills if the signer is revoked', async () => {
|
||||
const order = getTestRfqOrder({ maker: contractWallet.address });
|
||||
const sig = await order.getSignatureWithProviderAsync(
|
||||
env.provider,
|
||||
SignatureType.EthSign,
|
||||
contractWalletSigner,
|
||||
);
|
||||
|
||||
// covers taker
|
||||
await testUtils.prepareBalancesForOrdersAsync([order]);
|
||||
// need to provide contract wallet with a balance
|
||||
await makerToken.mint(contractWallet.address, order.makerAmount).awaitTransactionSuccessAsync();
|
||||
|
||||
// first allow signer
|
||||
await contractWallet
|
||||
.registerAllowedOrderSigner(contractWalletSigner, true)
|
||||
.awaitTransactionSuccessAsync({ from: contractWalletOwner });
|
||||
|
||||
// then disallow signer
|
||||
await contractWallet
|
||||
.registerAllowedOrderSigner(contractWalletSigner, false)
|
||||
.awaitTransactionSuccessAsync({ from: contractWalletOwner });
|
||||
|
||||
const tx = zeroEx.fillRfqOrder(order, sig, order.takerAmount).awaitTransactionSuccessAsync({ from: taker });
|
||||
return expect(tx).to.revertWith(
|
||||
new RevertErrors.NativeOrders.OrderNotSignedByMakerError(
|
||||
order.getHash(),
|
||||
contractWalletSigner,
|
||||
order.maker,
|
||||
),
|
||||
);
|
||||
});
|
||||
|
||||
it(`doesn't allow fills with an unapproved signer`, async () => {
|
||||
const order = getTestRfqOrder({ maker: contractWallet.address });
|
||||
const sig = await order.getSignatureWithProviderAsync(env.provider, SignatureType.EthSign, maker);
|
||||
|
||||
// covers taker
|
||||
await testUtils.prepareBalancesForOrdersAsync([order]);
|
||||
// need to provide contract wallet with a balance
|
||||
await makerToken.mint(contractWallet.address, order.makerAmount).awaitTransactionSuccessAsync();
|
||||
|
||||
const tx = zeroEx.fillRfqOrder(order, sig, order.takerAmount).awaitTransactionSuccessAsync({ from: taker });
|
||||
return expect(tx).to.revertWith(
|
||||
new RevertErrors.NativeOrders.OrderNotSignedByMakerError(order.getHash(), maker, order.maker),
|
||||
);
|
||||
});
|
||||
|
||||
it(`allows an approved signer to cancel an RFQ order`, async () => {
|
||||
const order = getTestRfqOrder({ maker: contractWallet.address });
|
||||
|
||||
await contractWallet
|
||||
.registerAllowedOrderSigner(contractWalletSigner, true)
|
||||
.awaitTransactionSuccessAsync({ from: contractWalletOwner });
|
||||
|
||||
const receipt = await zeroEx
|
||||
.cancelRfqOrder(order)
|
||||
.awaitTransactionSuccessAsync({ from: contractWalletSigner });
|
||||
|
||||
verifyEventsFromLogs(
|
||||
receipt.logs,
|
||||
[{ maker: contractWallet.address, orderHash: order.getHash() }],
|
||||
IZeroExEvents.OrderCancelled,
|
||||
);
|
||||
|
||||
const info = await zeroEx.getRfqOrderInfo(order).callAsync();
|
||||
assertOrderInfoEquals(info, {
|
||||
status: OrderStatus.Cancelled,
|
||||
orderHash: order.getHash(),
|
||||
takerTokenFilledAmount: new BigNumber(0),
|
||||
});
|
||||
});
|
||||
|
||||
it(`allows an approved signer to cancel a limit order`, async () => {
|
||||
const order = getTestLimitOrder({ maker: contractWallet.address });
|
||||
|
||||
await contractWallet
|
||||
.registerAllowedOrderSigner(contractWalletSigner, true)
|
||||
.awaitTransactionSuccessAsync({ from: contractWalletOwner });
|
||||
|
||||
const receipt = await zeroEx
|
||||
.cancelLimitOrder(order)
|
||||
.awaitTransactionSuccessAsync({ from: contractWalletSigner });
|
||||
|
||||
verifyEventsFromLogs(
|
||||
receipt.logs,
|
||||
[{ maker: contractWallet.address, orderHash: order.getHash() }],
|
||||
IZeroExEvents.OrderCancelled,
|
||||
);
|
||||
|
||||
const info = await zeroEx.getLimitOrderInfo(order).callAsync();
|
||||
assertOrderInfoEquals(info, {
|
||||
status: OrderStatus.Cancelled,
|
||||
orderHash: order.getHash(),
|
||||
takerTokenFilledAmount: new BigNumber(0),
|
||||
});
|
||||
});
|
||||
|
||||
it(`doesn't allow an unapproved signer to cancel an RFQ order`, async () => {
|
||||
const order = getTestRfqOrder({ maker: contractWallet.address });
|
||||
|
||||
const tx = zeroEx.cancelRfqOrder(order).awaitTransactionSuccessAsync({ from: maker });
|
||||
|
||||
return expect(tx).to.revertWith(
|
||||
new RevertErrors.NativeOrders.OnlyOrderMakerAllowed(order.getHash(), maker, order.maker),
|
||||
);
|
||||
});
|
||||
|
||||
it(`doesn't allow an unapproved signer to cancel a limit order`, async () => {
|
||||
const order = getTestLimitOrder({ maker: contractWallet.address });
|
||||
|
||||
const tx = zeroEx.cancelLimitOrder(order).awaitTransactionSuccessAsync({ from: maker });
|
||||
|
||||
return expect(tx).to.revertWith(
|
||||
new RevertErrors.NativeOrders.OnlyOrderMakerAllowed(order.getHash(), maker, order.maker),
|
||||
);
|
||||
});
|
||||
|
||||
it(`allows a signer to cancel pair RFQ orders`, async () => {
|
||||
const order = getTestRfqOrder({ maker: contractWallet.address, salt: new BigNumber(1) });
|
||||
|
||||
await contractWallet
|
||||
.registerAllowedOrderSigner(contractWalletSigner, true)
|
||||
.awaitTransactionSuccessAsync({ from: contractWalletOwner });
|
||||
|
||||
// Cancel salts <= the order's
|
||||
const minValidSalt = order.salt.plus(1);
|
||||
|
||||
const receipt = await zeroEx
|
||||
.cancelPairRfqOrdersWithSigner(
|
||||
contractWallet.address,
|
||||
makerToken.address,
|
||||
takerToken.address,
|
||||
minValidSalt,
|
||||
)
|
||||
.awaitTransactionSuccessAsync({ from: contractWalletSigner });
|
||||
verifyEventsFromLogs(
|
||||
receipt.logs,
|
||||
[
|
||||
{
|
||||
maker: contractWallet.address,
|
||||
makerToken: makerToken.address,
|
||||
takerToken: takerToken.address,
|
||||
minValidSalt,
|
||||
},
|
||||
],
|
||||
IZeroExEvents.PairCancelledRfqOrders,
|
||||
);
|
||||
|
||||
const info = await zeroEx.getRfqOrderInfo(order).callAsync();
|
||||
|
||||
assertOrderInfoEquals(info, {
|
||||
status: OrderStatus.Cancelled,
|
||||
orderHash: order.getHash(),
|
||||
takerTokenFilledAmount: new BigNumber(0),
|
||||
});
|
||||
});
|
||||
|
||||
it(`doesn't allow an unapproved signer to cancel pair RFQ orders`, async () => {
|
||||
const minValidSalt = new BigNumber(2);
|
||||
|
||||
const tx = zeroEx
|
||||
.cancelPairRfqOrdersWithSigner(
|
||||
contractWallet.address,
|
||||
makerToken.address,
|
||||
takerToken.address,
|
||||
minValidSalt,
|
||||
)
|
||||
.awaitTransactionSuccessAsync({ from: maker });
|
||||
|
||||
return expect(tx).to.revertWith(
|
||||
new RevertErrors.NativeOrders.InvalidSignerError(contractWallet.address, maker),
|
||||
);
|
||||
});
|
||||
|
||||
it(`allows a signer to cancel pair limit orders`, async () => {
|
||||
const order = getTestLimitOrder({ maker: contractWallet.address, salt: new BigNumber(1) });
|
||||
|
||||
await contractWallet
|
||||
.registerAllowedOrderSigner(contractWalletSigner, true)
|
||||
.awaitTransactionSuccessAsync({ from: contractWalletOwner });
|
||||
|
||||
// Cancel salts <= the order's
|
||||
const minValidSalt = order.salt.plus(1);
|
||||
|
||||
const receipt = await zeroEx
|
||||
.cancelPairLimitOrdersWithSigner(
|
||||
contractWallet.address,
|
||||
makerToken.address,
|
||||
takerToken.address,
|
||||
minValidSalt,
|
||||
)
|
||||
.awaitTransactionSuccessAsync({ from: contractWalletSigner });
|
||||
verifyEventsFromLogs(
|
||||
receipt.logs,
|
||||
[
|
||||
{
|
||||
maker: contractWallet.address,
|
||||
makerToken: makerToken.address,
|
||||
takerToken: takerToken.address,
|
||||
minValidSalt,
|
||||
},
|
||||
],
|
||||
IZeroExEvents.PairCancelledLimitOrders,
|
||||
);
|
||||
|
||||
const info = await zeroEx.getLimitOrderInfo(order).callAsync();
|
||||
|
||||
assertOrderInfoEquals(info, {
|
||||
status: OrderStatus.Cancelled,
|
||||
orderHash: order.getHash(),
|
||||
takerTokenFilledAmount: new BigNumber(0),
|
||||
});
|
||||
});
|
||||
|
||||
it(`doesn't allow an unapproved signer to cancel pair limit orders`, async () => {
|
||||
const minValidSalt = new BigNumber(2);
|
||||
|
||||
const tx = zeroEx
|
||||
.cancelPairLimitOrdersWithSigner(
|
||||
contractWallet.address,
|
||||
makerToken.address,
|
||||
takerToken.address,
|
||||
minValidSalt,
|
||||
)
|
||||
.awaitTransactionSuccessAsync({ from: maker });
|
||||
|
||||
return expect(tx).to.revertWith(
|
||||
new RevertErrors.NativeOrders.InvalidSignerError(contractWallet.address, maker),
|
||||
);
|
||||
});
|
||||
|
||||
it(`allows a signer to cancel multiple RFQ order pairs`, async () => {
|
||||
const orders = [
|
||||
getTestRfqOrder({ maker: contractWallet.address, salt: new BigNumber(1) }),
|
||||
// Flip the tokens for the other order.
|
||||
getTestRfqOrder({
|
||||
makerToken: takerToken.address,
|
||||
takerToken: makerToken.address,
|
||||
maker: contractWallet.address,
|
||||
salt: new BigNumber(1),
|
||||
}),
|
||||
];
|
||||
|
||||
await contractWallet
|
||||
.registerAllowedOrderSigner(contractWalletSigner, true)
|
||||
.awaitTransactionSuccessAsync({ from: contractWalletOwner });
|
||||
|
||||
const minValidSalt = new BigNumber(2);
|
||||
const receipt = await zeroEx
|
||||
.batchCancelPairRfqOrdersWithSigner(
|
||||
contractWallet.address,
|
||||
[makerToken.address, takerToken.address],
|
||||
[takerToken.address, makerToken.address],
|
||||
[minValidSalt, minValidSalt],
|
||||
)
|
||||
.awaitTransactionSuccessAsync({ from: contractWalletSigner });
|
||||
verifyEventsFromLogs(
|
||||
receipt.logs,
|
||||
[
|
||||
{
|
||||
maker: contractWallet.address,
|
||||
makerToken: makerToken.address,
|
||||
takerToken: takerToken.address,
|
||||
minValidSalt,
|
||||
},
|
||||
{
|
||||
maker: contractWallet.address,
|
||||
makerToken: takerToken.address,
|
||||
takerToken: makerToken.address,
|
||||
minValidSalt,
|
||||
},
|
||||
],
|
||||
IZeroExEvents.PairCancelledRfqOrders,
|
||||
);
|
||||
const statuses = (await Promise.all(orders.map(o => zeroEx.getRfqOrderInfo(o).callAsync()))).map(
|
||||
oi => oi.status,
|
||||
);
|
||||
expect(statuses).to.deep.eq([OrderStatus.Cancelled, OrderStatus.Cancelled]);
|
||||
});
|
||||
|
||||
it(`doesn't allow an unapproved signer to batch cancel pair rfq orders`, async () => {
|
||||
const minValidSalt = new BigNumber(2);
|
||||
|
||||
const tx = zeroEx
|
||||
.batchCancelPairRfqOrdersWithSigner(
|
||||
contractWallet.address,
|
||||
[makerToken.address, takerToken.address],
|
||||
[takerToken.address, makerToken.address],
|
||||
[minValidSalt, minValidSalt],
|
||||
)
|
||||
.awaitTransactionSuccessAsync({ from: maker });
|
||||
|
||||
return expect(tx).to.revertWith(
|
||||
new RevertErrors.NativeOrders.InvalidSignerError(contractWallet.address, maker),
|
||||
);
|
||||
});
|
||||
|
||||
it(`allows a signer to cancel multiple limit order pairs`, async () => {
|
||||
const orders = [
|
||||
getTestLimitOrder({ maker: contractWallet.address, salt: new BigNumber(1) }),
|
||||
// Flip the tokens for the other order.
|
||||
getTestLimitOrder({
|
||||
makerToken: takerToken.address,
|
||||
takerToken: makerToken.address,
|
||||
maker: contractWallet.address,
|
||||
salt: new BigNumber(1),
|
||||
}),
|
||||
];
|
||||
|
||||
await contractWallet
|
||||
.registerAllowedOrderSigner(contractWalletSigner, true)
|
||||
.awaitTransactionSuccessAsync({ from: contractWalletOwner });
|
||||
|
||||
const minValidSalt = new BigNumber(2);
|
||||
const receipt = await zeroEx
|
||||
.batchCancelPairLimitOrdersWithSigner(
|
||||
contractWallet.address,
|
||||
[makerToken.address, takerToken.address],
|
||||
[takerToken.address, makerToken.address],
|
||||
[minValidSalt, minValidSalt],
|
||||
)
|
||||
.awaitTransactionSuccessAsync({ from: contractWalletSigner });
|
||||
verifyEventsFromLogs(
|
||||
receipt.logs,
|
||||
[
|
||||
{
|
||||
maker: contractWallet.address,
|
||||
makerToken: makerToken.address,
|
||||
takerToken: takerToken.address,
|
||||
minValidSalt,
|
||||
},
|
||||
{
|
||||
maker: contractWallet.address,
|
||||
makerToken: takerToken.address,
|
||||
takerToken: makerToken.address,
|
||||
minValidSalt,
|
||||
},
|
||||
],
|
||||
IZeroExEvents.PairCancelledLimitOrders,
|
||||
);
|
||||
const statuses = (await Promise.all(orders.map(o => zeroEx.getLimitOrderInfo(o).callAsync()))).map(
|
||||
oi => oi.status,
|
||||
);
|
||||
expect(statuses).to.deep.eq([OrderStatus.Cancelled, OrderStatus.Cancelled]);
|
||||
});
|
||||
|
||||
it(`doesn't allow an unapproved signer to batch cancel pair limit orders`, async () => {
|
||||
const minValidSalt = new BigNumber(2);
|
||||
|
||||
const tx = zeroEx
|
||||
.batchCancelPairLimitOrdersWithSigner(
|
||||
contractWallet.address,
|
||||
[makerToken.address, takerToken.address],
|
||||
[takerToken.address, makerToken.address],
|
||||
[minValidSalt, minValidSalt],
|
||||
)
|
||||
.awaitTransactionSuccessAsync({ from: maker });
|
||||
|
||||
return expect(tx).to.revertWith(
|
||||
new RevertErrors.NativeOrders.InvalidSignerError(contractWallet.address, maker),
|
||||
);
|
||||
});
|
||||
});
|
||||
});
|
||||
|
@@ -125,6 +125,7 @@ export * from '../test/generated-wrappers/test_mint_token_erc20_transformer';
|
||||
export * from '../test/generated-wrappers/test_mintable_erc20_token';
|
||||
export * from '../test/generated-wrappers/test_mooniswap';
|
||||
export * from '../test/generated-wrappers/test_native_orders_feature';
|
||||
export * from '../test/generated-wrappers/test_order_signer_registry_with_contract_wallet';
|
||||
export * from '../test/generated-wrappers/test_permissionless_transformer_deployer_suicidal';
|
||||
export * from '../test/generated-wrappers/test_permissionless_transformer_deployer_transformer';
|
||||
export * from '../test/generated-wrappers/test_rfq_origin_registration';
|
||||
|
@@ -156,6 +156,7 @@
|
||||
"test/generated-artifacts/TestMintableERC20Token.json",
|
||||
"test/generated-artifacts/TestMooniswap.json",
|
||||
"test/generated-artifacts/TestNativeOrdersFeature.json",
|
||||
"test/generated-artifacts/TestOrderSignerRegistryWithContractWallet.json",
|
||||
"test/generated-artifacts/TestPermissionlessTransformerDeployerSuicidal.json",
|
||||
"test/generated-artifacts/TestPermissionlessTransformerDeployerTransformer.json",
|
||||
"test/generated-artifacts/TestRfqOriginRegistration.json",
|
||||
|
@@ -53,6 +53,8 @@ illustrates how events are emitted when trading through the Exchange Proxy.
|
||||
+-------------------------------+-----------------------------------------------------------------------------------------------------------------------------------------------------------+---------------------+
|
||||
| `RfqOrderOriginsAllowed`_ | Emitted when a tx.origin is added/removed for RFQ, via `registerAllowedRfqOrigins <./functions.html#registerallowedrfqorigins>`_ | ExchangeProxy |
|
||||
+-------------------------------+-----------------------------------------------------------------------------------------------------------------------------------------------------------+---------------------+
|
||||
| `OrderSignerRegistered`_ | Emitted when an order signer is added/removed for a maker, via `registerAllowedOrderSigner <./functions.html#registerallowedordersigner>`_ | ExchangeProxy |
|
||||
+-------------------------------+-----------------------------------------------------------------------------------------------------------------------------------------------------------+---------------------+
|
||||
| `TransformedERC20`_ | Emitted when an `ERC20 Transformation <../advanced/erc20_transformations.html>`_ completes. | ExchangeProxy |
|
||||
+-------------------------------+-----------------------------------------------------------------------------------------------------------------------------------------------------------+---------------------+
|
||||
| `TransformerDeployerUpdated`_ | Emitted when the Transformer Deployer is upgraded. | ExchangeProxy |
|
||||
@@ -227,7 +229,7 @@ PairCancelledLimitOrders
|
||||
);
|
||||
|
||||
PairCancelledRfqOrders
|
||||
------------------------
|
||||
----------------------
|
||||
|
||||
.. code-block:: solidity
|
||||
|
||||
@@ -311,6 +313,21 @@ RfqOrderOriginsAllowed
|
||||
bool allowed
|
||||
);
|
||||
|
||||
OrderSignerRegistered
|
||||
-------------------------
|
||||
|
||||
.. code-block:: solidity
|
||||
|
||||
/// @dev Emitted when new order signers are registered
|
||||
/// @param maker The maker address that is registering a designated signer.
|
||||
/// @param signer The address that will sign on behalf of maker.
|
||||
/// @param allowed Indicates whether the address should be allowed.
|
||||
event OrderSignerRegistered(
|
||||
address maker,
|
||||
address signer,
|
||||
bool allowed
|
||||
);
|
||||
|
||||
|
||||
TransformedERC20
|
||||
----------------
|
||||
|
@@ -4,54 +4,69 @@ Basic Functionality
|
||||
|
||||
Below is a catalog of basic Exchange functionality. For more advanced usage, like meta-transactions and dex aggregation, see the Advanced section.
|
||||
|
||||
+---------------------------------+--------------------------------------------------------------------------+
|
||||
| **Limit Orders** | **Overview** |
|
||||
+---------------------------------+--------------------------------------------------------------------------+
|
||||
| `fillLimitOrder`_ | Fills a Limit Order up to the amount requested. |
|
||||
+---------------------------------+--------------------------------------------------------------------------+
|
||||
| `fillOrKillLimitOrder`_ | Fills exactly the amount requested or reverts. |
|
||||
+---------------------------------+--------------------------------------------------------------------------+
|
||||
| `cancelLimitOrder`_ | Cancels an order so that it can no longer be filled. |
|
||||
+---------------------------------+--------------------------------------------------------------------------+
|
||||
| `batchCancelLimitOrders`_ | A batch call to `cancelLimitOrder`. |
|
||||
+---------------------------------+--------------------------------------------------------------------------+
|
||||
| `cancelPairLimitOrders`_ | Cancels Limit orders in a specific market pair. |
|
||||
| | Ex: Cancel all Limit Orders selling WETH for USDC. |
|
||||
+---------------------------------+--------------------------------------------------------------------------+
|
||||
| `batchCancelPairLimitOrders`_ | A batch call to `cancelPairLimitOrders`. |
|
||||
+---------------------------------+--------------------------------------------------------------------------+
|
||||
| `getLimitOrderInfo`_ | Returns the state of a given order. |
|
||||
+---------------------------------+--------------------------------------------------------------------------+
|
||||
| `getLimitOrderHash`_ | Returns the EIP-712 hash for an order. |
|
||||
+---------------------------------+--------------------------------------------------------------------------+
|
||||
| **RFQ Orders** | **Overview** |
|
||||
+---------------------------------+--------------------------------------------------------------------------+
|
||||
| `fillRfqOrder`_ | These are analogous to the above LimitOrder functions. |
|
||||
+---------------------------------+ |
|
||||
| `fillOrKillRfqOrder`_ | |
|
||||
+---------------------------------+ |
|
||||
| `cancelRfqOrder`_ | |
|
||||
+---------------------------------+ |
|
||||
| `batchCancelRfqOrders`_ | |
|
||||
+---------------------------------+ |
|
||||
| `cancelPairRfqOrders`_ | |
|
||||
+---------------------------------+ |
|
||||
| `batchCancelPairRfqOrders`_ | |
|
||||
+---------------------------------+ |
|
||||
| `getRfqOrderInfo`_ | |
|
||||
+---------------------------------+ |
|
||||
| `getRfqOrderHash`_ | |
|
||||
+---------------------------------+--------------------------------------------------------------------------+
|
||||
| `registerAllowedRfqOrigins`_ | Register tx.origin addresses that are allowed to fill an RFQ order. |
|
||||
+---------------------------------+--------------------------------------------------------------------------+
|
||||
| **Protocol Fees** | **Overview** |
|
||||
+---------------------------------+--------------------------------------------------------------------------+
|
||||
| `getProtocolFeeMultiplier`_ | Takers of limit orders pay a protocol fee of `Multiplier * tx.gasprice`. |
|
||||
| | This returns the `Multiplier`. |
|
||||
+---------------------------------+--------------------------------------------------------------------------+
|
||||
| `transferProtocolFeesForPools`_ | Transfers protocol fees from escrow to the 0x Staking System. |
|
||||
| | This should be called near the end of each epoch. |
|
||||
+---------------------------------+--------------------------------------------------------------------------+
|
||||
+-----------------------------------------+--------------------------------------------------------------------------+
|
||||
| **Limit Orders** | **Overview** |
|
||||
+-----------------------------------------+--------------------------------------------------------------------------+
|
||||
| `fillLimitOrder`_ | Fills a Limit Order up to the amount requested. |
|
||||
+-----------------------------------------+--------------------------------------------------------------------------+
|
||||
| `fillOrKillLimitOrder`_ | Fills exactly the amount requested or reverts. |
|
||||
+-----------------------------------------+--------------------------------------------------------------------------+
|
||||
| `cancelLimitOrder`_ | Cancels an order so that it can no longer be filled. |
|
||||
+-----------------------------------------+--------------------------------------------------------------------------+
|
||||
| `batchCancelLimitOrders`_ | A batch call to `cancelLimitOrder`. |
|
||||
+-----------------------------------------+--------------------------------------------------------------------------+
|
||||
| `cancelPairLimitOrders`_ | Cancels Limit orders in a specific market pair. |
|
||||
| | Ex: Cancel all Limit Orders selling WETH for USDC. |
|
||||
+-----------------------------------------+--------------------------------------------------------------------------+
|
||||
| `cancelPairLimitOrdersWithSigner`_ | Same functionality to ``cancelPairLimitOrders`` but called by a |
|
||||
| | registered order signer instead of the maker itself. |
|
||||
+-----------------------------------------+--------------------------------------------------------------------------+
|
||||
| `batchCancelPairLimitOrders`_ | A batch call to `cancelPairLimitOrders`. |
|
||||
+-----------------------------------------+--------------------------------------------------------------------------+
|
||||
| `batchCancelPairLimitOrdersWithSigner`_ | Same functionality to ``cancelPairLimitOrders`` but called by a |
|
||||
| | registered order signer instead of the maker itself. |
|
||||
+-----------------------------------------+--------------------------------------------------------------------------+
|
||||
| `getLimitOrderInfo`_ | Returns the state of a given order. |
|
||||
+-----------------------------------------+--------------------------------------------------------------------------+
|
||||
| `getLimitOrderHash`_ | Returns the EIP-712 hash for an order. |
|
||||
+-----------------------------------------+--------------------------------------------------------------------------+
|
||||
| **RFQ Orders** | **Overview** |
|
||||
+-----------------------------------------+--------------------------------------------------------------------------+
|
||||
| `fillRfqOrder`_ | These are analogous to the above LimitOrder functions. |
|
||||
+-----------------------------------------+ |
|
||||
| `fillOrKillRfqOrder`_ | |
|
||||
+-----------------------------------------+ |
|
||||
| `cancelRfqOrder`_ | |
|
||||
+-----------------------------------------+ |
|
||||
| `batchCancelRfqOrders`_ | |
|
||||
+-----------------------------------------+ |
|
||||
| `cancelPairRfqOrders`_ | |
|
||||
+-----------------------------------------+ |
|
||||
| `cancelPairRfqOrdersWithSigner`_ | |
|
||||
+-----------------------------------------+ |
|
||||
| `batchCancelPairRfqOrders`_ | |
|
||||
+-----------------------------------------+ |
|
||||
| `batchCancelPairRfqOrdersWithSigner`_ | |
|
||||
+-----------------------------------------+ |
|
||||
| `getRfqOrderInfo`_ | |
|
||||
+-----------------------------------------+ |
|
||||
| `getRfqOrderHash`_ | |
|
||||
+-----------------------------------------+--------------------------------------------------------------------------+
|
||||
| `registerAllowedRfqOrigins`_ | Register tx.origin addresses that are allowed to fill an RFQ order. |
|
||||
+-----------------------------------------+--------------------------------------------------------------------------+
|
||||
| `registerAllowedOrderSigner`_ | Register addresses that can sign orders on behalf of ``msg.sender``. |
|
||||
+-----------------------------------------+--------------------------------------------------------------------------+
|
||||
| `isValidOrderSigner`_ | Returns whether a given address is allowed to sign orders for a given |
|
||||
| | maker address. |
|
||||
+-----------------------------------------+--------------------------------------------------------------------------+
|
||||
| **Protocol Fees** | **Overview** |
|
||||
+-----------------------------------------+--------------------------------------------------------------------------+
|
||||
| `getProtocolFeeMultiplier`_ | Takers of limit orders pay a protocol fee of `Multiplier * tx.gasprice`. |
|
||||
| | This returns the `Multiplier`. |
|
||||
+-----------------------------------------+--------------------------------------------------------------------------+
|
||||
| `transferProtocolFeesForPools`_ | Transfers protocol fees from escrow to the 0x Staking System. |
|
||||
| | This should be called near the end of each epoch. |
|
||||
+-----------------------------------------+--------------------------------------------------------------------------+
|
||||
|
||||
|
||||
Limit Orders
|
||||
@@ -131,7 +146,7 @@ This function cancels a single limit order created by the caller:
|
||||
)
|
||||
external;
|
||||
|
||||
This function emits an `OrderCancelled <../basics/events.html#ordercancelled>`_ event if the cancellation is successful. The call will revert if ``msg.sender != order.maker``.
|
||||
This function emits an `OrderCancelled <../basics/events.html#ordercancelled>`_ event if the cancellation is successful. The call will revert if ``msg.sender != order.maker`` or ``!isValidOrderSigner(maker, msg.sender)``.
|
||||
|
||||
batchCancelLimitOrders
|
||||
----------------------
|
||||
@@ -146,7 +161,7 @@ This function cancels multiple limit orders created by the caller:
|
||||
)
|
||||
external;
|
||||
|
||||
This function emits an `OrderCancelled <../basics/events.html#ordercancelled>`_ event for each order it cancels. The call will revert if ``msg.sender != order.maker`` for any of the orders.
|
||||
This function emits an `OrderCancelled <../basics/events.html#ordercancelled>`_ event for each order it cancels. The call will revert if ``msg.sender != order.maker`` or ``!isValidOrderSigner(maker, msg.sender)`` for any of the orders.
|
||||
|
||||
cancelPairLimitOrders
|
||||
---------------------
|
||||
@@ -162,10 +177,32 @@ This function cancels all limit orders created by the caller with with a maker a
|
||||
)
|
||||
external;
|
||||
|
||||
This function emits a `PairCancelledLimitOrders <../basics/events.html#paircancelledlimitorders>`_ event, or reverts in one of the following scenarios:
|
||||
This function emits a `PairCancelledLimitOrders <../basics/events.html#paircancelledlimitorders>`_ event, or reverts if the ``salt`` parameter is ≤ to a previous ``salt``.
|
||||
|
||||
- ``msg.sender != order.maker``
|
||||
- The ``salt`` parameter is ≤ to a previous ``salt``.
|
||||
cancelPairLimitOrdersWithSigner
|
||||
-------------------------------
|
||||
|
||||
Same functionality as ``cancelPairLimitOrders`` but ``msg.sender`` is a registered order signer instead of the maker itself.
|
||||
|
||||
.. code-block:: solidity
|
||||
|
||||
/// @dev Cancel all limit orders for a given maker and pair with a salt less
|
||||
/// than the value provided. The caller must be a signer registered to the maker.
|
||||
/// Subsequent calls to this function with the same maker and pair require the
|
||||
/// new salt to be >= the old salt.
|
||||
/// @param maker The maker for which to cancel.
|
||||
/// @param makerToken The maker token.
|
||||
/// @param takerToken The taker token.
|
||||
/// @param minValidSalt The new minimum valid salt.
|
||||
function cancelPairLimitOrdersWithSigner(
|
||||
address maker,
|
||||
IERC20TokenV06 makerToken,
|
||||
IERC20TokenV06 takerToken,
|
||||
uint256 minValidSalt
|
||||
)
|
||||
external;
|
||||
|
||||
Reverts if ``!isValidOrderSigner(maker, msg.sender)``.
|
||||
|
||||
batchCancelPairLimitOrders
|
||||
--------------------------
|
||||
@@ -183,6 +220,31 @@ This function performs multiple ``cancelPairLimitOrders()`` at once. Each respec
|
||||
|
||||
This function emits a `PairCancelledLimitOrders <../basics/events.html#paircancelledlimitorders>`_ event for each market pair it cancels. It reverts if any of the individual cancellations revert.
|
||||
|
||||
batchCancelPairLimitOrdersWithSigner
|
||||
------------------------------------
|
||||
|
||||
Same functionality as ``batchCancelPairLimitOrders`` but ``msg.sender`` is a registered order signer instead of the maker itself.
|
||||
|
||||
.. code-block:: solidity
|
||||
|
||||
/// @dev Cancel all limit orders for a given maker and pairs with salts less
|
||||
/// than the values provided. The caller must be a signer registered to the maker.
|
||||
/// Subsequent calls to this function with the same maker and pair require the
|
||||
/// new salt to be >= the old salt.
|
||||
/// @param maker The maker for which to cancel.
|
||||
/// @param makerTokens The maker tokens.
|
||||
/// @param takerTokens The taker tokens.
|
||||
/// @param minValidSalts The new minimum valid salts.
|
||||
function batchCancelPairLimitOrdersWithSigner(
|
||||
address maker,
|
||||
IERC20TokenV06[] memory makerTokens,
|
||||
IERC20TokenV06[] memory takerTokens,
|
||||
uint256[] memory minValidSalts
|
||||
)
|
||||
external;
|
||||
|
||||
Reverts if ``!isValidOrderSigner(maker, msg.sender)``.
|
||||
|
||||
getLimitOrderInfo
|
||||
-----------------
|
||||
|
||||
@@ -369,7 +431,7 @@ Similar to limit orders, RFQ orders can be cancelled on-chain through a variety
|
||||
)
|
||||
external;
|
||||
|
||||
This function emits an `OrderCancelled <../basics/events.html#ordercancelled>`_ event if the cancellation is successful. The call will revert if ``msg.sender != order.maker``.
|
||||
This function emits an `OrderCancelled <../basics/events.html#ordercancelled>`_ event if the cancellation is successful. The call will revert if ``msg.sender != order.maker`` or ``!isValidOrderSigner(maker, msg.sender)``.
|
||||
|
||||
batchCancelRfqOrders
|
||||
--------------------
|
||||
@@ -384,7 +446,7 @@ This function cancels multiple RFQ orders created by the caller:
|
||||
)
|
||||
external;
|
||||
|
||||
This function emits an `OrderCancelled <../basics/events.html#ordercancelled>`_ event for each order it cancels. The call will revert if ``msg.sender != order.maker`` for any of the orders.
|
||||
This function emits an `OrderCancelled <../basics/events.html#ordercancelled>`_ event for each order it cancels. The call will revert if ``msg.sender != order.maker`` or ``!isValidOrderSigner(maker, msg.sender)`` for any orders for any of the orders.
|
||||
|
||||
cancelPairRfqOrders
|
||||
-------------------
|
||||
@@ -400,10 +462,32 @@ This function cancels all RFQ orders created by the caller with with a maker and
|
||||
)
|
||||
external;
|
||||
|
||||
This function emits a `PairCancelledRfqOrders <../basics/events.html#paircancelledrfqorders>`_ event, or reverts in one of the following scenarios:
|
||||
This function emits a `PairCancelledRfqOrders <../basics/events.html#paircancelledrfqorders>`_ event, or reverts if the ``salt`` parameter is ≤ to a previous ``salt``.
|
||||
|
||||
- ``msg.sender != order.maker``
|
||||
- The ``salt`` parameter is ≤ to a previous ``salt``.
|
||||
cancelPairRfqOrdersWithSigner
|
||||
-----------------------------
|
||||
|
||||
Same functionality as ``cancelPairRfqOrders`` but ``msg.sender`` is a registered order signer instead of the maker itself.
|
||||
|
||||
.. code-block:: solidity
|
||||
|
||||
/// @dev Cancel all RFQ orders for a given maker and pair with a salt less
|
||||
/// than the value provided. The caller must be a signer registered to the maker.
|
||||
/// Subsequent calls to this function with the same maker and pair require the
|
||||
/// new salt to be >= the old salt.
|
||||
/// @param maker The maker for which to cancel.
|
||||
/// @param makerToken The maker token.
|
||||
/// @param takerToken The taker token.
|
||||
/// @param minValidSalt The new minimum valid salt.
|
||||
function cancelPairRfqOrdersWithSigner(
|
||||
address maker,
|
||||
IERC20TokenV06 makerToken,
|
||||
IERC20TokenV06 takerToken,
|
||||
uint256 minValidSalt
|
||||
)
|
||||
external;
|
||||
|
||||
Reverts if ``!isValidOrderSigner(maker, msg.sender)``.
|
||||
|
||||
batchCancelPairRfqOrders
|
||||
------------------------
|
||||
@@ -421,6 +505,31 @@ batchCancelPairRfqOrders
|
||||
|
||||
This function emits a `PairCancelledRfqOrders <../basics/events.html#paircancelledrfqorders>`_ event for each market pair it cancels. It reverts if any of the individual cancellations revert.
|
||||
|
||||
batchCancelPairRfqOrdersWithSigner
|
||||
----------------------------------
|
||||
|
||||
Same functionality as ``batchCancelPairRfqOrders`` but ``msg.sender`` is a registered order signer instead of the maker itself.
|
||||
|
||||
.. code-block:: solidity
|
||||
|
||||
/// @dev Cancel all RFQ orders for a given maker and pairs with salts less
|
||||
/// than the values provided. The caller must be a signer registered to the maker.
|
||||
/// Subsequent calls to this function with the same maker and pair require the
|
||||
/// new salt to be >= the old salt.
|
||||
/// @param maker The maker for which to cancel.
|
||||
/// @param makerTokens The maker tokens.
|
||||
/// @param takerTokens The taker tokens.
|
||||
/// @param minValidSalts The new minimum valid salts.
|
||||
function batchCancelPairRfqOrdersWithSigner(
|
||||
address maker,
|
||||
IERC20TokenV06[] memory makerTokens,
|
||||
IERC20TokenV06[] memory takerTokens,
|
||||
uint256[] memory minValidSalts
|
||||
)
|
||||
external;
|
||||
|
||||
Reverts if ``!isValidOrderSigner(maker, msg.sender)``.
|
||||
|
||||
getRfqOrderInfo
|
||||
---------------
|
||||
|
||||
@@ -549,6 +658,47 @@ Looking at the 2nd use case, a maker can register valid tx origins using this fu
|
||||
|
||||
This function emits a `RfqOrderOriginsAllowed <../basics/events.html#rfqorderoriginsallowed>`_ event.
|
||||
|
||||
registerAllowedOrderSigner
|
||||
--------------------------
|
||||
|
||||
Calls to fill functions require a signature provided by the maker. In cases where the signer can't be the maker itself (e.g. a contract wallet), the maker can delegate signing to another address.
|
||||
|
||||
To register a new delegated order signer, the maker can call ``registerAllowedOrderSigner`` with ``allowed == true``.
|
||||
|
||||
To revoke permission to a signer, the maker can call ``registerAllowedOrderSigner`` with ``allowed == false``.
|
||||
|
||||
.. code-block:: solidity
|
||||
|
||||
/// @dev Register a signer who can sign on behalf of msg.sender
|
||||
/// This allows one to sign on behalf of a contract that calls this function
|
||||
/// @param signer The address from which you plan to generate signatures
|
||||
/// @param allowed True to register, false to unregister.
|
||||
function registerAllowedOrderSigner(
|
||||
address signer,
|
||||
bool allowed
|
||||
)
|
||||
external;
|
||||
|
||||
This function emits an `OrderSignerRegistered <../basics/events.html#ordersignerregistered>`_ event.
|
||||
|
||||
isValidOrderSigner
|
||||
------------------
|
||||
|
||||
Returns whether the ``signer`` is allowed to sign orders on behalf of the ``maker``.
|
||||
|
||||
.. code-block:: solidity
|
||||
|
||||
/// @dev checks if a given address is registered to sign on behalf of a maker address
|
||||
/// @param maker The maker address encoded in an order (can be a contract)
|
||||
/// @param signer The address that is providing a signature
|
||||
function isValidOrderSigner(
|
||||
address maker,
|
||||
address signer
|
||||
)
|
||||
external
|
||||
view
|
||||
returns (bool isAllowed);
|
||||
|
||||
|
||||
Protocol Fees
|
||||
=============
|
||||
|
@@ -92,7 +92,7 @@ The ``RFQOrder`` struct has the following fields:
|
||||
How To Sign
|
||||
==============
|
||||
|
||||
Both Limit & RFQ orders must be signed by the `maker`. This signature is needed to fill an order, see `Basic Functionality <./functions.html>`_.
|
||||
Both Limit & RFQ orders must be signed by the `maker` or a registered order signer (`registerAllowedOrderSigner <./functions.html#registerallowedrfqorigins>`_). This signature is needed to fill an order, see `Basic Functionality <./functions.html>`_.
|
||||
|
||||
The protocol accepts signatures defined by the following struct:
|
||||
|
||||
|
@@ -4,7 +4,7 @@ Protocol Fees
|
||||
|
||||
An ETH protocol fee is paid by the Taker each time a `Limit Order <./orders.html#limit-orders>`_ is `filled <./functions.html>`_.
|
||||
The fee is proportional to the gas cost of filling an order and scales linearly with gas price. The cost is currently ``70k * tx.gasprice``.
|
||||
Every 10 days, these fees are aggregated and distributed to the makers as a liquidity reward: the reward is proportional to the maker's collected fees and staked ZRX relative to other makers.
|
||||
At the end of every Staking Epoch, these fees are aggregated and distributed to the makers as a liquidity reward: the reward is proportional to the maker's collected fees and staked ZRX relative to other makers.
|
||||
To learn more about protocol fees and liquidity incentives, see the `Official Spec <https://github.com/0xProject/0x-protocol-specification/blob/master/staking/staking-specification.md>`_.
|
||||
|
||||
.. note::
|
||||
|
@@ -1,7 +1,82 @@
|
||||
[
|
||||
{
|
||||
"version": "6.7.0",
|
||||
"changes": [
|
||||
{
|
||||
"note": "Support PancakeSwap V2",
|
||||
"pr": 211
|
||||
}
|
||||
],
|
||||
"timestamp": 1619481586
|
||||
},
|
||||
{
|
||||
"version": "6.6.1",
|
||||
"changes": [
|
||||
{
|
||||
"note": "Fixing Positive Slippage logic to not force the EP route",
|
||||
"pr": 209
|
||||
}
|
||||
]
|
||||
},
|
||||
{
|
||||
"version": "6.6.0",
|
||||
"changes": [
|
||||
{
|
||||
"note": "Support `Ropsten` network",
|
||||
"pr": 203
|
||||
}
|
||||
],
|
||||
"timestamp": 1618592834
|
||||
},
|
||||
{
|
||||
"version": "6.5.3",
|
||||
"changes": [
|
||||
{
|
||||
"note": "Apply slippage to bridge orders in consumer",
|
||||
"pr": 198
|
||||
}
|
||||
],
|
||||
"timestamp": 1618433771
|
||||
},
|
||||
{
|
||||
"timestamp": 1618314654,
|
||||
"version": "6.5.2",
|
||||
"changes": [
|
||||
{
|
||||
"note": "Dependencies updated"
|
||||
}
|
||||
]
|
||||
},
|
||||
{
|
||||
"timestamp": 1618259868,
|
||||
"version": "6.5.1",
|
||||
"changes": [
|
||||
{
|
||||
"note": "Dependencies updated"
|
||||
}
|
||||
]
|
||||
},
|
||||
{
|
||||
"version": "6.5.0",
|
||||
"changes": [
|
||||
{
|
||||
"note": "Add Kyber DMM to Ethereum mainnet",
|
||||
"pr": 194
|
||||
},
|
||||
{
|
||||
"note": "Add default LiquidityProvider registry and allow LiquidityProvider gasCost to be a function of tokens",
|
||||
"pr": 196
|
||||
}
|
||||
],
|
||||
"timestamp": 1617913615
|
||||
},
|
||||
{
|
||||
"version": "6.4.0",
|
||||
"changes": [
|
||||
{
|
||||
"note": "Added Component, Smoothy, Saddle, Curve open pools, tweeks gas schedule, adding SushiSwap as a fee quote source",
|
||||
"pr": 182
|
||||
},
|
||||
{
|
||||
"note": "Use SOURCE_FLAGS.rfqOrder in comparisonPrice",
|
||||
"pr": 177
|
||||
|
@@ -5,8 +5,38 @@ Edit the package's CHANGELOG.json file only.
|
||||
|
||||
CHANGELOG
|
||||
|
||||
## v6.7.0 - _April 26, 2021_
|
||||
|
||||
* Support PancakeSwap V2 (#211)
|
||||
|
||||
## v6.6.1 - _Invalid date_
|
||||
|
||||
* Fixing Positive Slippage logic to not force the EP route (#209)
|
||||
|
||||
## v6.6.0 - _April 16, 2021_
|
||||
|
||||
* Support `Ropsten` network (#203)
|
||||
|
||||
## v6.5.3 - _April 14, 2021_
|
||||
|
||||
* Apply slippage to bridge orders in consumer (#198)
|
||||
|
||||
## v6.5.2 - _April 13, 2021_
|
||||
|
||||
* Dependencies updated
|
||||
|
||||
## v6.5.1 - _April 12, 2021_
|
||||
|
||||
* Dependencies updated
|
||||
|
||||
## v6.5.0 - _April 8, 2021_
|
||||
|
||||
* Add Kyber DMM to Ethereum mainnet (#194)
|
||||
* Add default LiquidityProvider registry and allow LiquidityProvider gasCost to be a function of tokens (#196)
|
||||
|
||||
## v6.4.0 - _April 1, 2021_
|
||||
|
||||
* Added Component, Smoothy, Saddle, Curve open pools, tweeks gas schedule, adding SushiSwap as a fee quote source (#182)
|
||||
* Use SOURCE_FLAGS.rfqOrder in comparisonPrice (#177)
|
||||
* Add a cancel token to ensure timeouts are respected (#176)
|
||||
* Rename {Rfqt=>Rfq} for many types in Asset Swapper (#179)
|
||||
|
@@ -34,6 +34,7 @@ import "./MStableSampler.sol";
|
||||
import "./MooniswapSampler.sol";
|
||||
import "./NativeOrderSampler.sol";
|
||||
import "./ShellSampler.sol";
|
||||
import "./SmoothySampler.sol";
|
||||
import "./TwoHopSampler.sol";
|
||||
import "./UniswapSampler.sol";
|
||||
import "./UniswapV2Sampler.sol";
|
||||
@@ -55,6 +56,7 @@ contract ERC20BridgeSampler is
|
||||
MultiBridgeSampler,
|
||||
NativeOrderSampler,
|
||||
ShellSampler,
|
||||
SmoothySampler,
|
||||
TwoHopSampler,
|
||||
UniswapSampler,
|
||||
UniswapV2Sampler,
|
||||
|
@@ -20,10 +20,20 @@
|
||||
pragma solidity ^0.6;
|
||||
pragma experimental ABIEncoderV2;
|
||||
|
||||
import "./ApproximateBuys.sol";
|
||||
import "./interfaces/IShell.sol";
|
||||
import "./SamplerUtils.sol";
|
||||
|
||||
contract ShellSampler
|
||||
|
||||
contract ShellSampler is
|
||||
SamplerUtils,
|
||||
ApproximateBuys
|
||||
{
|
||||
|
||||
struct ShellInfo {
|
||||
address poolAddress;
|
||||
}
|
||||
|
||||
/// @dev Default gas limit for Shell calls.
|
||||
uint256 constant private DEFAULT_CALL_GAS = 300e3; // 300k
|
||||
|
||||
@@ -56,10 +66,6 @@ contract ShellSampler
|
||||
returns (uint256 amount)
|
||||
{
|
||||
makerTokenAmounts[i] = amount;
|
||||
// Break early if there are 0 amounts
|
||||
if (makerTokenAmounts[i] == 0) {
|
||||
break;
|
||||
}
|
||||
} catch (bytes memory) {
|
||||
// Swallow failures, leaving all results as zero.
|
||||
break;
|
||||
@@ -84,26 +90,37 @@ contract ShellSampler
|
||||
view
|
||||
returns (uint256[] memory takerTokenAmounts)
|
||||
{
|
||||
// Initialize array of maker token amounts.
|
||||
uint256 numSamples = makerTokenAmounts.length;
|
||||
takerTokenAmounts = new uint256[](numSamples);
|
||||
return _sampleApproximateBuys(
|
||||
ApproximateBuyQuoteOpts({
|
||||
makerTokenData: abi.encode(makerToken, pool),
|
||||
takerTokenData: abi.encode(takerToken, pool),
|
||||
getSellQuoteCallback: _sampleSellForApproximateBuyFromShell
|
||||
}),
|
||||
makerTokenAmounts
|
||||
);
|
||||
}
|
||||
|
||||
for (uint256 i = 0; i < numSamples; i++) {
|
||||
try
|
||||
IShell(pool).viewTargetSwap
|
||||
{gas: DEFAULT_CALL_GAS}
|
||||
(takerToken, makerToken, makerTokenAmounts[i])
|
||||
returns (uint256 amount)
|
||||
{
|
||||
takerTokenAmounts[i] = amount;
|
||||
// Break early if there are 0 amounts
|
||||
if (takerTokenAmounts[i] == 0) {
|
||||
break;
|
||||
}
|
||||
} catch (bytes memory) {
|
||||
// Swallow failures, leaving all results as zero.
|
||||
break;
|
||||
}
|
||||
function _sampleSellForApproximateBuyFromShell(
|
||||
bytes memory takerTokenData,
|
||||
bytes memory makerTokenData,
|
||||
uint256 sellAmount
|
||||
)
|
||||
private
|
||||
view
|
||||
returns (uint256 buyAmount)
|
||||
{
|
||||
(address takerToken, address pool) = abi.decode(takerTokenData, (address, address));
|
||||
(address makerToken) = abi.decode(makerTokenData, (address));
|
||||
|
||||
try
|
||||
this.sampleSellsFromShell
|
||||
(pool, takerToken, makerToken, _toSingleValueArray(sellAmount))
|
||||
returns (uint256[] memory amounts)
|
||||
{
|
||||
return amounts[0];
|
||||
} catch (bytes memory) {
|
||||
// Swallow failures, leaving all results as zero.
|
||||
return 0;
|
||||
}
|
||||
}
|
||||
}
|
||||
|
156
packages/asset-swapper/contracts/src/SmoothySampler.sol
Normal file
156
packages/asset-swapper/contracts/src/SmoothySampler.sol
Normal file
@@ -0,0 +1,156 @@
|
||||
// SPDX-License-Identifier: Apache-2.0
|
||||
/*
|
||||
|
||||
Copyright 2020 ZeroEx Intl.
|
||||
|
||||
Licensed under the Apache License, Version 2.0 (the "License");
|
||||
you may not use this file except in compliance with the License.
|
||||
You may obtain a copy of the License at
|
||||
|
||||
http://www.apache.org/licenses/LICENSE-2.0
|
||||
|
||||
Unless required by applicable law or agreed to in writing, software
|
||||
distributed under the License is distributed on an "AS IS" BASIS,
|
||||
WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
|
||||
See the License for the specific language governing permissions and
|
||||
limitations under the License.
|
||||
|
||||
*/
|
||||
|
||||
pragma solidity ^0.6;
|
||||
pragma experimental ABIEncoderV2;
|
||||
|
||||
// import "./interfaces/ISmoothy.sol";
|
||||
import "./ApproximateBuys.sol";
|
||||
import "./SamplerUtils.sol";
|
||||
import "./interfaces/ISmoothy.sol";
|
||||
|
||||
contract SmoothySampler is
|
||||
SamplerUtils,
|
||||
ApproximateBuys
|
||||
{
|
||||
/// @dev Information for sampling from smoothy sources.
|
||||
struct SmoothyInfo {
|
||||
address poolAddress;
|
||||
bytes4 sellQuoteFunctionSelector;
|
||||
bytes4 buyQuoteFunctionSelector;
|
||||
}
|
||||
|
||||
/// @dev Base gas limit for Smoothy calls.
|
||||
uint256 constant private SMOOTHY_CALL_GAS = 600e3;
|
||||
|
||||
/// @dev Sample sell quotes from Smoothy.
|
||||
/// @param smoothyInfo Smoothy information specific to this token pair.
|
||||
/// @param fromTokenIdx Index of the taker token (what to sell).
|
||||
/// @param toTokenIdx Index of the maker token (what to buy).
|
||||
/// @param takerTokenAmounts Taker token sell amount for each sample.
|
||||
/// @return makerTokenAmounts Maker amounts bought at each taker token
|
||||
/// amount.
|
||||
function sampleSellsFromSmoothy(
|
||||
SmoothyInfo memory smoothyInfo,
|
||||
int128 fromTokenIdx,
|
||||
int128 toTokenIdx,
|
||||
uint256[] memory takerTokenAmounts
|
||||
)
|
||||
public
|
||||
view
|
||||
returns (uint256[] memory makerTokenAmounts)
|
||||
{
|
||||
// Basically a Curve fork
|
||||
|
||||
// Smoothy only keep a percentage of its tokens available in reserve
|
||||
uint256 poolReserveMakerAmount = ISmoothy(smoothyInfo.poolAddress).getBalance(uint256(toTokenIdx)) -
|
||||
ISmoothy(smoothyInfo.poolAddress)._yBalances(uint256(toTokenIdx));
|
||||
(, , , uint256 decimals) = ISmoothy(smoothyInfo.poolAddress).getTokenStats(uint256(toTokenIdx));
|
||||
poolReserveMakerAmount = poolReserveMakerAmount/(10**(18-decimals));
|
||||
|
||||
uint256 numSamples = takerTokenAmounts.length;
|
||||
makerTokenAmounts = new uint256[](numSamples);
|
||||
for (uint256 i = 0; i < numSamples; i++) {
|
||||
(bool didSucceed, bytes memory resultData) =
|
||||
smoothyInfo.poolAddress.staticcall.gas(SMOOTHY_CALL_GAS)(
|
||||
abi.encodeWithSelector(
|
||||
smoothyInfo.sellQuoteFunctionSelector,
|
||||
fromTokenIdx,
|
||||
toTokenIdx,
|
||||
takerTokenAmounts[i]
|
||||
));
|
||||
uint256 buyAmount = 0;
|
||||
if (didSucceed) {
|
||||
buyAmount = abi.decode(resultData, (uint256));
|
||||
}
|
||||
|
||||
// Make sure the quoted buyAmount is available in the pool reserve
|
||||
if (buyAmount >= poolReserveMakerAmount) {
|
||||
// Assign pool reserve amount for all higher samples to break early
|
||||
for (uint256 j = i; j < numSamples; j++) {
|
||||
makerTokenAmounts[j] = poolReserveMakerAmount;
|
||||
}
|
||||
break;
|
||||
} else {
|
||||
makerTokenAmounts[i] = buyAmount;
|
||||
}
|
||||
|
||||
// Break early if there are 0 amounts
|
||||
if (makerTokenAmounts[i] == 0) {
|
||||
break;
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
/// @dev Sample buy quotes from Smoothy.
|
||||
/// @param smoothyInfo Smoothy information specific to this token pair.
|
||||
/// @param fromTokenIdx Index of the taker token (what to sell).
|
||||
/// @param toTokenIdx Index of the maker token (what to buy).
|
||||
/// @param makerTokenAmounts Maker token buy amount for each sample.
|
||||
/// @return takerTokenAmounts Taker amounts sold at each maker token
|
||||
/// amount.
|
||||
function sampleBuysFromSmoothy(
|
||||
SmoothyInfo memory smoothyInfo,
|
||||
int128 fromTokenIdx,
|
||||
int128 toTokenIdx,
|
||||
uint256[] memory makerTokenAmounts
|
||||
)
|
||||
public
|
||||
view
|
||||
returns (uint256[] memory takerTokenAmounts)
|
||||
{
|
||||
// Buys not supported so approximate it.
|
||||
return _sampleApproximateBuys(
|
||||
ApproximateBuyQuoteOpts({
|
||||
makerTokenData: abi.encode(toTokenIdx, smoothyInfo),
|
||||
takerTokenData: abi.encode(fromTokenIdx, smoothyInfo),
|
||||
getSellQuoteCallback: _sampleSellForApproximateBuyFromSmoothy
|
||||
}),
|
||||
makerTokenAmounts
|
||||
);
|
||||
}
|
||||
|
||||
function _sampleSellForApproximateBuyFromSmoothy(
|
||||
bytes memory takerTokenData,
|
||||
bytes memory makerTokenData,
|
||||
uint256 sellAmount
|
||||
)
|
||||
private
|
||||
view
|
||||
returns (uint256 buyAmount)
|
||||
{
|
||||
(int128 takerTokenIdx, SmoothyInfo memory smoothyInfo) =
|
||||
abi.decode(takerTokenData, (int128, SmoothyInfo));
|
||||
(int128 makerTokenIdx) =
|
||||
abi.decode(makerTokenData, (int128));
|
||||
(bool success, bytes memory resultData) =
|
||||
address(this).staticcall(abi.encodeWithSelector(
|
||||
this.sampleSellsFromSmoothy.selector,
|
||||
smoothyInfo,
|
||||
takerTokenIdx,
|
||||
makerTokenIdx,
|
||||
_toSingleValueArray(sellAmount)
|
||||
));
|
||||
if (!success) {
|
||||
return 0;
|
||||
}
|
||||
// solhint-disable-next-line indent
|
||||
return abi.decode(resultData, (uint256[]))[0];
|
||||
}
|
||||
}
|
45
packages/asset-swapper/contracts/src/interfaces/ISmoothy.sol
Normal file
45
packages/asset-swapper/contracts/src/interfaces/ISmoothy.sol
Normal file
@@ -0,0 +1,45 @@
|
||||
// SPDX-License-Identifier: Apache-2.0
|
||||
/*
|
||||
|
||||
Copyright 2021 ZeroEx Intl.
|
||||
|
||||
Licensed under the Apache License, Version 2.0 (the "License");
|
||||
you may not use this file except in compliance with the License.
|
||||
You may obtain a copy of the License at
|
||||
|
||||
http://www.apache.org/licenses/LICENSE-2.0
|
||||
|
||||
Unless required by applicable law or agreed to in writing, software
|
||||
distributed under the License is distributed on an "AS IS" BASIS,
|
||||
WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
|
||||
See the License for the specific language governing permissions and
|
||||
limitations under the License.
|
||||
|
||||
*/
|
||||
|
||||
pragma solidity ^0.6;
|
||||
|
||||
|
||||
interface ISmoothy {
|
||||
|
||||
function getBalance (
|
||||
uint256 tid
|
||||
)
|
||||
external
|
||||
view
|
||||
returns (uint256 balance);
|
||||
|
||||
function _yBalances (
|
||||
uint256 tid
|
||||
)
|
||||
external
|
||||
view
|
||||
returns (uint256 balance);
|
||||
|
||||
function getTokenStats (
|
||||
uint256 tid
|
||||
)
|
||||
external
|
||||
view
|
||||
returns (uint256 softWeight, uint256 hardWeight, uint256 balance, uint256 decimals);
|
||||
}
|
@@ -1,6 +1,6 @@
|
||||
{
|
||||
"name": "@0x/asset-swapper",
|
||||
"version": "6.4.0",
|
||||
"version": "6.7.0",
|
||||
"engines": {
|
||||
"node": ">=6.12"
|
||||
},
|
||||
@@ -38,7 +38,7 @@
|
||||
"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|BancorSampler|CurveSampler|DODOSampler|DODOV2Sampler|DummyLiquidityProvider|ERC20BridgeSampler|Eth2DaiSampler|FakeTaker|IBalancer|IBancor|ICurve|IEth2Dai|IKyberNetwork|IMStable|IMooniswap|IMultiBridge|IShell|IUniswapExchangeQuotes|IUniswapV2Router01|KyberSampler|LiquidityProviderSampler|MStableSampler|MakerPSMSampler|MooniswapSampler|MultiBridgeSampler|NativeOrderSampler|SamplerUtils|ShellSampler|TestERC20BridgeSampler|TestNativeOrderSampler|TwoHopSampler|UniswapSampler|UniswapV2Sampler|UtilitySampler).json",
|
||||
"abis": "./test/generated-artifacts/@(ApproximateBuys|BalanceChecker|BalancerSampler|BancorSampler|CurveSampler|DODOSampler|DODOV2Sampler|DummyLiquidityProvider|ERC20BridgeSampler|Eth2DaiSampler|FakeTaker|IBalancer|IBancor|ICurve|IEth2Dai|IKyberNetwork|IMStable|IMooniswap|IMultiBridge|IShell|ISmoothy|IUniswapExchangeQuotes|IUniswapV2Router01|KyberSampler|LiquidityProviderSampler|MStableSampler|MakerPSMSampler|MooniswapSampler|MultiBridgeSampler|NativeOrderSampler|SamplerUtils|ShellSampler|SmoothySampler|TestERC20BridgeSampler|TestNativeOrderSampler|TwoHopSampler|UniswapSampler|UniswapV2Sampler|UtilitySampler).json",
|
||||
"postpublish": {
|
||||
"assets": []
|
||||
}
|
||||
@@ -62,10 +62,10 @@
|
||||
"@0x/contract-addresses": "^6.0.0",
|
||||
"@0x/contract-wrappers": "^13.15.0",
|
||||
"@0x/contracts-erc20": "^3.3.6",
|
||||
"@0x/contracts-zero-ex": "^0.21.0",
|
||||
"@0x/contracts-zero-ex": "^0.22.0",
|
||||
"@0x/dev-utils": "^4.2.1",
|
||||
"@0x/json-schemas": "^5.4.1",
|
||||
"@0x/protocol-utils": "^1.4.0",
|
||||
"@0x/protocol-utils": "^1.5.0",
|
||||
"@0x/quote-server": "^5.0.0",
|
||||
"@0x/types": "^3.3.1",
|
||||
"@0x/typescript-typings": "^5.1.6",
|
||||
@@ -96,7 +96,7 @@
|
||||
"@0x/contracts-test-utils": "^5.3.24",
|
||||
"@0x/contracts-utils": "^4.7.6",
|
||||
"@0x/mesh-rpc-client": "^9.4.2",
|
||||
"@0x/migrations": "^8.0.0",
|
||||
"@0x/migrations": "^8.0.2",
|
||||
"@0x/sol-compiler": "^4.6.1",
|
||||
"@0x/subproviders": "^6.4.1",
|
||||
"@0x/ts-doc-gen": "^0.0.28",
|
||||
|
@@ -23,6 +23,7 @@ import {
|
||||
CalldataInfo,
|
||||
ExchangeProxyContractOpts,
|
||||
MarketBuySwapQuote,
|
||||
MarketOperation,
|
||||
MarketSellSwapQuote,
|
||||
SwapQuote,
|
||||
SwapQuoteConsumerBase,
|
||||
@@ -43,6 +44,7 @@ import {
|
||||
LiquidityProviderFillData,
|
||||
MooniswapFillData,
|
||||
OptimizedMarketBridgeOrder,
|
||||
OptimizedMarketOrder,
|
||||
UniswapV2FillData,
|
||||
} from '../utils/market_operation_utils/types';
|
||||
|
||||
@@ -136,7 +138,10 @@ export class ExchangeProxySwapQuoteConsumer implements SwapQuoteConsumerBase {
|
||||
const buyToken = quote.makerToken;
|
||||
|
||||
// Take the bounds from the worst case
|
||||
const sellAmount = quote.worstCaseQuoteInfo.totalTakerAmount;
|
||||
const sellAmount = BigNumber.max(
|
||||
quote.bestCaseQuoteInfo.totalTakerAmount,
|
||||
quote.worstCaseQuoteInfo.totalTakerAmount,
|
||||
);
|
||||
let minBuyAmount = quote.worstCaseQuoteInfo.makerAmount;
|
||||
let ethAmount = quote.worstCaseQuoteInfo.protocolFeeInWeiAmount;
|
||||
|
||||
@@ -144,13 +149,15 @@ export class ExchangeProxySwapQuoteConsumer implements SwapQuoteConsumerBase {
|
||||
ethAmount = ethAmount.plus(sellAmount);
|
||||
}
|
||||
|
||||
const slippedOrders = slipNonNativeOrders(quote);
|
||||
|
||||
// VIP routes.
|
||||
if (
|
||||
this.chainId === ChainId.Mainnet &&
|
||||
isDirectSwapCompatible(quote, optsWithDefaults, [ERC20BridgeSource.UniswapV2, ERC20BridgeSource.SushiSwap])
|
||||
) {
|
||||
const source = quote.orders[0].source;
|
||||
const fillData = (quote.orders[0] as OptimizedMarketBridgeOrder<UniswapV2FillData>).fillData;
|
||||
const source = slippedOrders[0].source;
|
||||
const fillData = (slippedOrders[0] as OptimizedMarketBridgeOrder<UniswapV2FillData>).fillData;
|
||||
return {
|
||||
calldataHexString: this._exchangeProxy
|
||||
.sellToUniswap(
|
||||
@@ -183,8 +190,8 @@ export class ExchangeProxySwapQuoteConsumer implements SwapQuoteConsumerBase {
|
||||
ERC20BridgeSource.SushiSwap,
|
||||
])
|
||||
) {
|
||||
const source = quote.orders[0].source;
|
||||
const fillData = (quote.orders[0] as OptimizedMarketBridgeOrder<UniswapV2FillData>).fillData;
|
||||
const source = slippedOrders[0].source;
|
||||
const fillData = (slippedOrders[0] as OptimizedMarketBridgeOrder<UniswapV2FillData>).fillData;
|
||||
return {
|
||||
calldataHexString: this._exchangeProxy
|
||||
.sellToPancakeSwap(
|
||||
@@ -213,7 +220,7 @@ export class ExchangeProxySwapQuoteConsumer implements SwapQuoteConsumerBase {
|
||||
this.chainId === ChainId.Mainnet &&
|
||||
isDirectSwapCompatible(quote, optsWithDefaults, [ERC20BridgeSource.LiquidityProvider])
|
||||
) {
|
||||
const fillData = (quote.orders[0] as OptimizedMarketBridgeOrder<LiquidityProviderFillData>).fillData;
|
||||
const fillData = (slippedOrders[0] as OptimizedMarketBridgeOrder<LiquidityProviderFillData>).fillData;
|
||||
const target = fillData.poolAddress;
|
||||
return {
|
||||
calldataHexString: this._exchangeProxy
|
||||
@@ -238,7 +245,7 @@ export class ExchangeProxySwapQuoteConsumer implements SwapQuoteConsumerBase {
|
||||
this.chainId === ChainId.Mainnet &&
|
||||
isDirectSwapCompatible(quote, optsWithDefaults, [ERC20BridgeSource.Curve, ERC20BridgeSource.Swerve])
|
||||
) {
|
||||
const fillData = quote.orders[0].fills[0].fillData as CurveFillData;
|
||||
const fillData = slippedOrders[0].fills[0].fillData as CurveFillData;
|
||||
return {
|
||||
calldataHexString: this._exchangeProxy
|
||||
.sellToLiquidityProvider(
|
||||
@@ -267,7 +274,7 @@ export class ExchangeProxySwapQuoteConsumer implements SwapQuoteConsumerBase {
|
||||
this.chainId === ChainId.Mainnet &&
|
||||
isDirectSwapCompatible(quote, optsWithDefaults, [ERC20BridgeSource.Mooniswap])
|
||||
) {
|
||||
const fillData = quote.orders[0].fills[0].fillData as MooniswapFillData;
|
||||
const fillData = slippedOrders[0].fills[0].fillData as MooniswapFillData;
|
||||
return {
|
||||
calldataHexString: this._exchangeProxy
|
||||
.sellToLiquidityProvider(
|
||||
@@ -289,7 +296,7 @@ export class ExchangeProxySwapQuoteConsumer implements SwapQuoteConsumerBase {
|
||||
|
||||
if (this.chainId === ChainId.Mainnet && isMultiplexBatchFillCompatible(quote, optsWithDefaults)) {
|
||||
return {
|
||||
calldataHexString: this._encodeMultiplexBatchFillCalldata(quote),
|
||||
calldataHexString: this._encodeMultiplexBatchFillCalldata({ ...quote, orders: slippedOrders }),
|
||||
ethAmount,
|
||||
toAddress: this._exchangeProxy.address,
|
||||
allowanceTarget: this._exchangeProxy.address,
|
||||
@@ -298,7 +305,10 @@ export class ExchangeProxySwapQuoteConsumer implements SwapQuoteConsumerBase {
|
||||
}
|
||||
if (this.chainId === ChainId.Mainnet && isMultiplexMultiHopFillCompatible(quote, optsWithDefaults)) {
|
||||
return {
|
||||
calldataHexString: this._encodeMultiplexMultiHopFillCalldata(quote, optsWithDefaults),
|
||||
calldataHexString: this._encodeMultiplexMultiHopFillCalldata(
|
||||
{ ...quote, orders: slippedOrders },
|
||||
optsWithDefaults,
|
||||
),
|
||||
ethAmount,
|
||||
toAddress: this._exchangeProxy.address,
|
||||
allowanceTarget: this._exchangeProxy.address,
|
||||
@@ -321,10 +331,10 @@ export class ExchangeProxySwapQuoteConsumer implements SwapQuoteConsumerBase {
|
||||
|
||||
// If it's two hop we have an intermediate token this is needed to encode the individual FQT
|
||||
// and we also want to ensure no dust amount is left in the flash wallet
|
||||
const intermediateToken = quote.isTwoHop ? quote.orders[0].makerToken : NULL_ADDRESS;
|
||||
const intermediateToken = quote.isTwoHop ? slippedOrders[0].makerToken : NULL_ADDRESS;
|
||||
// This transformer will fill the quote.
|
||||
if (quote.isTwoHop) {
|
||||
const [firstHopOrder, secondHopOrder] = quote.orders;
|
||||
const [firstHopOrder, secondHopOrder] = slippedOrders;
|
||||
transforms.push({
|
||||
deploymentNonce: this.transformerNonces.fillQuoteTransformer,
|
||||
data: encodeFillQuoteTransformerData({
|
||||
@@ -349,14 +359,13 @@ export class ExchangeProxySwapQuoteConsumer implements SwapQuoteConsumerBase {
|
||||
});
|
||||
} else {
|
||||
const fillAmount = isBuyQuote(quote) ? quote.makerTokenFillAmount : quote.takerTokenFillAmount;
|
||||
|
||||
transforms.push({
|
||||
deploymentNonce: this.transformerNonces.fillQuoteTransformer,
|
||||
data: encodeFillQuoteTransformerData({
|
||||
side: isBuyQuote(quote) ? FillQuoteTransformerSide.Buy : FillQuoteTransformerSide.Sell,
|
||||
sellToken,
|
||||
buyToken,
|
||||
...getFQTTransformerDataFromOptimizedOrders(quote.orders),
|
||||
...getFQTTransformerDataFromOptimizedOrders(slippedOrders),
|
||||
refundReceiver: refundReceiver || NULL_ADDRESS,
|
||||
fillAmount: !isBuyQuote(quote) && shouldSellEntireBalance ? MAX_UINT256 : fillAmount,
|
||||
}),
|
||||
@@ -598,3 +607,38 @@ export class ExchangeProxySwapQuoteConsumer implements SwapQuoteConsumerBase {
|
||||
.getABIEncodedTransactionData();
|
||||
}
|
||||
}
|
||||
|
||||
function slipNonNativeOrders(quote: MarketSellSwapQuote | MarketBuySwapQuote): OptimizedMarketOrder[] {
|
||||
const slippage = getMaxQuoteSlippageRate(quote);
|
||||
if (!slippage) {
|
||||
return quote.orders;
|
||||
}
|
||||
return quote.orders.map(o => {
|
||||
if (o.source === ERC20BridgeSource.Native) {
|
||||
return o;
|
||||
}
|
||||
return {
|
||||
...o,
|
||||
...(quote.type === MarketOperation.Sell
|
||||
? { makerAmount: o.makerAmount.times(1 - slippage).integerValue(BigNumber.ROUND_DOWN) }
|
||||
: { takerAmount: o.takerAmount.times(1 + slippage).integerValue(BigNumber.ROUND_UP) }),
|
||||
};
|
||||
});
|
||||
}
|
||||
|
||||
function getMaxQuoteSlippageRate(quote: MarketBuySwapQuote | MarketSellSwapQuote): number {
|
||||
if (quote.type === MarketOperation.Buy) {
|
||||
// (worstCaseTaker - bestCaseTaker) / bestCaseTaker
|
||||
// where worstCaseTaker >= bestCaseTaker
|
||||
return quote.worstCaseQuoteInfo.takerAmount
|
||||
.minus(quote.bestCaseQuoteInfo.takerAmount)
|
||||
.div(quote.bestCaseQuoteInfo.takerAmount)
|
||||
.toNumber();
|
||||
}
|
||||
// (bestCaseMaker - worstCaseMaker) / bestCaseMaker
|
||||
// where bestCaseMaker >= worstCaseMaker
|
||||
return quote.bestCaseQuoteInfo.makerAmount
|
||||
.minus(quote.worstCaseQuoteInfo.makerAmount)
|
||||
.div(quote.bestCaseQuoteInfo.makerAmount)
|
||||
.toNumber();
|
||||
}
|
||||
|
@@ -1,6 +1,6 @@
|
||||
import { FillQuoteTransformerData, FillQuoteTransformerOrderType } from '@0x/protocol-utils';
|
||||
|
||||
import { AffiliateFeeType, ExchangeProxyContractOpts, MarketBuySwapQuote, MarketOperation, SwapQuote } from '../types';
|
||||
import { ExchangeProxyContractOpts, MarketBuySwapQuote, MarketOperation, SwapQuote } from '../types';
|
||||
import {
|
||||
createBridgeDataForBridgeOrder,
|
||||
getErc20BridgeSourceToBridgeSource,
|
||||
@@ -70,6 +70,7 @@ export function isMultiplexMultiHopFillCompatible(quote: SwapQuote, opts: Exchan
|
||||
/**
|
||||
* Returns true iff a quote can be filled via a VIP feature.
|
||||
*/
|
||||
|
||||
export function isDirectSwapCompatible(
|
||||
quote: SwapQuote,
|
||||
opts: ExchangeProxyContractOpts,
|
||||
@@ -163,10 +164,6 @@ export function requiresTransformERC20(opts: ExchangeProxyContractOpts): boolean
|
||||
if (!opts.affiliateFee.buyTokenFeeAmount.eq(0) || !opts.affiliateFee.sellTokenFeeAmount.eq(0)) {
|
||||
return true;
|
||||
}
|
||||
// Has a positive slippage fee.
|
||||
if (opts.affiliateFee.feeType === AffiliateFeeType.PositiveSlippageFee) {
|
||||
return true;
|
||||
}
|
||||
// VIP does not support selling the entire balance
|
||||
if (opts.shouldSellEntireBalance) {
|
||||
return true;
|
||||
|
@@ -591,9 +591,10 @@ function calculateTwoHopQuoteInfo(
|
||||
: secondHopOrder.makerAmount,
|
||||
takerAmount: MarketOperation.Sell
|
||||
? firstHopOrder.takerAmount
|
||||
: // tslint:disable-next-line: binary-expression-operand-order
|
||||
firstHopOrder.takerAmount.times(1 + slippage).integerValue(),
|
||||
totalTakerAmount: firstHopOrder.takerAmount,
|
||||
: firstHopOrder.takerAmount.times(1 + slippage).integerValue(),
|
||||
totalTakerAmount: MarketOperation.Sell
|
||||
? firstHopOrder.takerAmount
|
||||
: firstHopOrder.takerAmount.times(1 + slippage).integerValue(),
|
||||
feeTakerTokenAmount: constants.ZERO_AMOUNT,
|
||||
protocolFeeInWeiAmount: constants.ZERO_AMOUNT,
|
||||
gas,
|
||||
|
@@ -3,11 +3,11 @@ import { SDK } from '@bancor/sdk';
|
||||
import { Ethereum } from '@bancor/sdk/dist/blockchains/ethereum';
|
||||
import { BlockchainType } from '@bancor/sdk/dist/types';
|
||||
|
||||
import { TOKENS } from './constants';
|
||||
import { MAINNET_TOKENS } from './constants';
|
||||
|
||||
const findToken = (tokenAddress: string, graph: object): string =>
|
||||
// If we're looking for WETH it is stored by Bancor as the 0xeee address
|
||||
tokenAddress.toLowerCase() === TOKENS.WETH.toLowerCase()
|
||||
tokenAddress.toLowerCase() === MAINNET_TOKENS.WETH.toLowerCase()
|
||||
? '0xEeeeeEeeeEeEeeEeEeEeeEEEeeeeEeeeeeeeEEeE'
|
||||
: Object.keys(graph).filter(k => k.toLowerCase() === tokenAddress.toLowerCase())[0];
|
||||
|
||||
|
@@ -4,19 +4,25 @@ import { BigNumber, NULL_BYTES } from '@0x/utils';
|
||||
import {
|
||||
BAKERYSWAP_ROUTER_BY_CHAIN_ID,
|
||||
BELT_BSC_INFOS,
|
||||
COMPONENT_POOLS_BY_CHAIN_ID,
|
||||
CRYPTO_COM_ROUTER_BY_CHAIN_ID,
|
||||
CURVE_MAINNET_INFOS,
|
||||
ELLIPSIS_BSC_INFOS,
|
||||
KYBER_BRIDGED_LIQUIDITY_PREFIX,
|
||||
MAINNET_CURVE_INFOS,
|
||||
MAINNET_SNOWSWAP_INFOS,
|
||||
MAINNET_SWERVE_INFOS,
|
||||
KYBER_DMM_ROUTER_BY_CHAIN_ID,
|
||||
MAX_DODOV2_POOLS_QUERIED,
|
||||
MAX_KYBER_RESERVES_QUERIED,
|
||||
NERVE_BSC_INFOS,
|
||||
NULL_ADDRESS,
|
||||
PANCAKESWAP_ROUTER_BY_CHAIN_ID,
|
||||
PANCAKESWAP_V2_ROUTER_BY_CHAIN_ID,
|
||||
SADDLE_MAINNET_INFOS,
|
||||
SHELL_POOLS_BY_CHAIN_ID,
|
||||
SMOOTHY_BSC_INFOS,
|
||||
SMOOTHY_MAINNET_INFOS,
|
||||
SNOWSWAP_MAINNET_INFOS,
|
||||
SUSHISWAP_ROUTER_BY_CHAIN_ID,
|
||||
SWERVE_MAINNET_INFOS,
|
||||
UNISWAPV2_ROUTER_BY_CHAIN_ID,
|
||||
} from './constants';
|
||||
import { CurveInfo, ERC20BridgeSource } from './types';
|
||||
@@ -60,12 +66,22 @@ export function getShellsForPair(chainId: ChainId, takerToken: string, makerToke
|
||||
.map(i => i.poolAddress);
|
||||
}
|
||||
|
||||
// tslint:disable completed-docs
|
||||
export function getComponentForPair(chainId: ChainId, takerToken: string, makerToken: string): string[] {
|
||||
if (chainId !== ChainId.Mainnet) {
|
||||
return [];
|
||||
}
|
||||
return Object.values(COMPONENT_POOLS_BY_CHAIN_ID[chainId])
|
||||
.filter(c => [makerToken, takerToken].every(t => c.tokens.includes(t)))
|
||||
.map(i => i.poolAddress);
|
||||
}
|
||||
|
||||
// tslint:disable completed-docs
|
||||
export function getCurveInfosForPair(chainId: ChainId, takerToken: string, makerToken: string): CurveInfo[] {
|
||||
if (chainId !== ChainId.Mainnet) {
|
||||
return [];
|
||||
}
|
||||
return Object.values(MAINNET_CURVE_INFOS).filter(c =>
|
||||
return Object.values(CURVE_MAINNET_INFOS).filter(c =>
|
||||
[makerToken, takerToken].every(
|
||||
t =>
|
||||
(c.tokens.includes(t) && c.metaToken === undefined) ||
|
||||
@@ -78,7 +94,7 @@ export function getSwerveInfosForPair(chainId: ChainId, takerToken: string, make
|
||||
if (chainId !== ChainId.Mainnet) {
|
||||
return [];
|
||||
}
|
||||
return Object.values(MAINNET_SWERVE_INFOS).filter(c =>
|
||||
return Object.values(SWERVE_MAINNET_INFOS).filter(c =>
|
||||
[makerToken, takerToken].every(
|
||||
t =>
|
||||
(c.tokens.includes(t) && c.metaToken === undefined) ||
|
||||
@@ -91,7 +107,7 @@ export function getSnowSwapInfosForPair(chainId: ChainId, takerToken: string, ma
|
||||
if (chainId !== ChainId.Mainnet) {
|
||||
return [];
|
||||
}
|
||||
return Object.values(MAINNET_SNOWSWAP_INFOS).filter(c =>
|
||||
return Object.values(SNOWSWAP_MAINNET_INFOS).filter(c =>
|
||||
[makerToken, takerToken].every(
|
||||
t =>
|
||||
(c.tokens.includes(t) && c.metaToken === undefined) ||
|
||||
@@ -139,6 +155,61 @@ export function getEllipsisInfosForPair(chainId: ChainId, takerToken: string, ma
|
||||
);
|
||||
}
|
||||
|
||||
export function getSmoothyInfosForPair(chainId: ChainId, takerToken: string, makerToken: string): CurveInfo[] {
|
||||
if (chainId === ChainId.BSC) {
|
||||
return Object.values(SMOOTHY_BSC_INFOS).filter(c =>
|
||||
[makerToken, takerToken].every(
|
||||
t =>
|
||||
(c.tokens.includes(t) && c.metaToken === undefined) ||
|
||||
(c.tokens.includes(t) &&
|
||||
c.metaToken !== undefined &&
|
||||
[makerToken, takerToken].includes(c.metaToken)),
|
||||
),
|
||||
);
|
||||
} else if (chainId === ChainId.Mainnet) {
|
||||
return Object.values(SMOOTHY_MAINNET_INFOS).filter(c =>
|
||||
[makerToken, takerToken].every(
|
||||
t =>
|
||||
(c.tokens.includes(t) && c.metaToken === undefined) ||
|
||||
(c.tokens.includes(t) &&
|
||||
c.metaToken !== undefined &&
|
||||
[makerToken, takerToken].includes(c.metaToken)),
|
||||
),
|
||||
);
|
||||
} else {
|
||||
return [];
|
||||
}
|
||||
}
|
||||
|
||||
export function getSaddleInfosForPair(chainId: ChainId, takerToken: string, makerToken: string): CurveInfo[] {
|
||||
if (chainId !== ChainId.Mainnet) {
|
||||
return [];
|
||||
}
|
||||
return Object.values(SADDLE_MAINNET_INFOS).filter(c =>
|
||||
[makerToken, takerToken].every(
|
||||
t =>
|
||||
(c.tokens.includes(t) && c.metaToken === undefined) ||
|
||||
(c.tokens.includes(t) && c.metaToken !== undefined && [makerToken, takerToken].includes(c.metaToken)),
|
||||
),
|
||||
);
|
||||
}
|
||||
|
||||
export function getShellLikeInfosForPair(
|
||||
chainId: ChainId,
|
||||
takerToken: string,
|
||||
makerToken: string,
|
||||
source: ERC20BridgeSource.Shell | ERC20BridgeSource.Component,
|
||||
): string[] {
|
||||
switch (source) {
|
||||
case ERC20BridgeSource.Shell:
|
||||
return getShellsForPair(chainId, takerToken, makerToken);
|
||||
case ERC20BridgeSource.Component:
|
||||
return getComponentForPair(chainId, takerToken, makerToken);
|
||||
default:
|
||||
throw new Error(`Unknown Shell like source ${source}`);
|
||||
}
|
||||
}
|
||||
|
||||
export function getCurveLikeInfosForPair(
|
||||
chainId: ChainId,
|
||||
takerToken: string,
|
||||
@@ -149,7 +220,9 @@ export function getCurveLikeInfosForPair(
|
||||
| ERC20BridgeSource.SnowSwap
|
||||
| ERC20BridgeSource.Nerve
|
||||
| ERC20BridgeSource.Belt
|
||||
| ERC20BridgeSource.Ellipsis,
|
||||
| ERC20BridgeSource.Ellipsis
|
||||
| ERC20BridgeSource.Smoothy
|
||||
| ERC20BridgeSource.Saddle,
|
||||
): CurveInfo[] {
|
||||
switch (source) {
|
||||
case ERC20BridgeSource.Curve:
|
||||
@@ -164,6 +237,10 @@ export function getCurveLikeInfosForPair(
|
||||
return getBeltInfosForPair(chainId, takerToken, makerToken);
|
||||
case ERC20BridgeSource.Ellipsis:
|
||||
return getEllipsisInfosForPair(chainId, takerToken, makerToken);
|
||||
case ERC20BridgeSource.Smoothy:
|
||||
return getSmoothyInfosForPair(chainId, takerToken, makerToken);
|
||||
case ERC20BridgeSource.Saddle:
|
||||
return getSaddleInfosForPair(chainId, takerToken, makerToken);
|
||||
default:
|
||||
throw new Error(`Unknown Curve like source ${source}`);
|
||||
}
|
||||
@@ -176,7 +253,9 @@ export function uniswapV2LikeRouterAddress(
|
||||
| ERC20BridgeSource.SushiSwap
|
||||
| ERC20BridgeSource.CryptoCom
|
||||
| ERC20BridgeSource.PancakeSwap
|
||||
| ERC20BridgeSource.BakerySwap,
|
||||
| ERC20BridgeSource.BakerySwap
|
||||
| ERC20BridgeSource.KyberDmm
|
||||
| ERC20BridgeSource.PancakeSwapV2,
|
||||
): string {
|
||||
switch (source) {
|
||||
case ERC20BridgeSource.UniswapV2:
|
||||
@@ -189,6 +268,10 @@ export function uniswapV2LikeRouterAddress(
|
||||
return PANCAKESWAP_ROUTER_BY_CHAIN_ID[chainId];
|
||||
case ERC20BridgeSource.BakerySwap:
|
||||
return BAKERYSWAP_ROUTER_BY_CHAIN_ID[chainId];
|
||||
case ERC20BridgeSource.KyberDmm:
|
||||
return KYBER_DMM_ROUTER_BY_CHAIN_ID[chainId];
|
||||
case ERC20BridgeSource.PancakeSwapV2:
|
||||
return PANCAKESWAP_V2_ROUTER_BY_CHAIN_ID[chainId];
|
||||
default:
|
||||
throw new Error(`Unknown UniswapV2 like source ${source}`);
|
||||
}
|
||||
|
File diff suppressed because it is too large
Load Diff
@@ -5,8 +5,22 @@ export function getLiquidityProvidersForPair(
|
||||
registry: LiquidityProviderRegistry,
|
||||
takerToken: string,
|
||||
makerToken: string,
|
||||
): string[] {
|
||||
): Array<{ providerAddress: string; gasCost: number }> {
|
||||
return Object.entries(registry)
|
||||
.filter(([, plp]) => [makerToken, takerToken].every(t => plp.tokens.includes(t)))
|
||||
.map(([providerAddress]) => providerAddress);
|
||||
.map(([providerAddress]) => {
|
||||
let gasCost: number;
|
||||
if (typeof registry[providerAddress].gasCost === 'number') {
|
||||
gasCost = registry[providerAddress].gasCost as number;
|
||||
} else {
|
||||
gasCost = (registry[providerAddress].gasCost as (takerToken: string, makerToken: string) => number)(
|
||||
takerToken,
|
||||
makerToken,
|
||||
);
|
||||
}
|
||||
return {
|
||||
providerAddress,
|
||||
gasCost,
|
||||
};
|
||||
});
|
||||
}
|
||||
|
@@ -89,6 +89,8 @@ export function getErc20BridgeSourceToBridgeSource(source: ERC20BridgeSource): s
|
||||
return encodeBridgeSourceId(BridgeProtocol.Dodo, 'Dodo');
|
||||
case ERC20BridgeSource.Kyber:
|
||||
return encodeBridgeSourceId(BridgeProtocol.Kyber, 'Kyber');
|
||||
case ERC20BridgeSource.KyberDmm:
|
||||
return encodeBridgeSourceId(BridgeProtocol.UniswapV2, 'KyberDmm');
|
||||
case ERC20BridgeSource.LiquidityProvider:
|
||||
// "LiquidityProvider" is too long to encode (17 characters).
|
||||
return encodeBridgeSourceId(BridgeProtocol.Unknown, 'LP');
|
||||
@@ -126,6 +128,14 @@ export function getErc20BridgeSourceToBridgeSource(source: ERC20BridgeSource): s
|
||||
return encodeBridgeSourceId(BridgeProtocol.Curve, 'Belt');
|
||||
case ERC20BridgeSource.Ellipsis:
|
||||
return encodeBridgeSourceId(BridgeProtocol.Curve, 'Ellipsis');
|
||||
case ERC20BridgeSource.Component:
|
||||
return encodeBridgeSourceId(BridgeProtocol.Shell, 'Component');
|
||||
case ERC20BridgeSource.Smoothy:
|
||||
return encodeBridgeSourceId(BridgeProtocol.Curve, 'Smoothy');
|
||||
case ERC20BridgeSource.Saddle:
|
||||
return encodeBridgeSourceId(BridgeProtocol.Nerve, 'Saddle');
|
||||
case ERC20BridgeSource.PancakeSwapV2:
|
||||
return encodeBridgeSourceId(BridgeProtocol.UniswapV2, 'PancakeSwapV2');
|
||||
default:
|
||||
throw new Error(AggregationError.NoBridgeForSource);
|
||||
}
|
||||
@@ -153,6 +163,8 @@ export function createBridgeDataForBridgeOrder(order: OptimizedMarketBridgeOrder
|
||||
case ERC20BridgeSource.Nerve:
|
||||
case ERC20BridgeSource.Belt:
|
||||
case ERC20BridgeSource.Ellipsis:
|
||||
case ERC20BridgeSource.Smoothy:
|
||||
case ERC20BridgeSource.Saddle:
|
||||
const curveFillData = (order as OptimizedMarketBridgeOrder<CurveFillData>).fillData;
|
||||
bridgeData = encoder.encode([
|
||||
curveFillData.pool.poolAddress,
|
||||
@@ -176,6 +188,8 @@ export function createBridgeDataForBridgeOrder(order: OptimizedMarketBridgeOrder
|
||||
case ERC20BridgeSource.Linkswap:
|
||||
case ERC20BridgeSource.PancakeSwap:
|
||||
case ERC20BridgeSource.BakerySwap:
|
||||
case ERC20BridgeSource.KyberDmm:
|
||||
case ERC20BridgeSource.PancakeSwapV2:
|
||||
const uniswapV2FillData = (order as OptimizedMarketBridgeOrder<UniswapV2FillData>).fillData;
|
||||
bridgeData = encoder.encode([uniswapV2FillData.router, uniswapV2FillData.tokenAddressPath]);
|
||||
break;
|
||||
@@ -200,6 +214,7 @@ export function createBridgeDataForBridgeOrder(order: OptimizedMarketBridgeOrder
|
||||
bridgeData = encoder.encode([dodoV2FillData.poolAddress, dodoV2FillData.isSellBase]);
|
||||
break;
|
||||
case ERC20BridgeSource.Shell:
|
||||
case ERC20BridgeSource.Component:
|
||||
const shellFillData = (order as OptimizedMarketBridgeOrder<ShellFillData>).fillData;
|
||||
bridgeData = encoder.encode([shellFillData.poolAddress]);
|
||||
break;
|
||||
@@ -299,14 +314,18 @@ export const BRIDGE_ENCODERS: {
|
||||
[ERC20BridgeSource.Nerve]: curveEncoder,
|
||||
[ERC20BridgeSource.Belt]: curveEncoder,
|
||||
[ERC20BridgeSource.Ellipsis]: curveEncoder,
|
||||
[ERC20BridgeSource.Smoothy]: curveEncoder,
|
||||
[ERC20BridgeSource.Saddle]: curveEncoder,
|
||||
// UniswapV2 like, (router, address[])
|
||||
[ERC20BridgeSource.Bancor]: routerAddressPathEncoder,
|
||||
[ERC20BridgeSource.UniswapV2]: routerAddressPathEncoder,
|
||||
[ERC20BridgeSource.SushiSwap]: routerAddressPathEncoder,
|
||||
[ERC20BridgeSource.CryptoCom]: routerAddressPathEncoder,
|
||||
[ERC20BridgeSource.Linkswap]: routerAddressPathEncoder,
|
||||
[ERC20BridgeSource.KyberDmm]: routerAddressPathEncoder,
|
||||
// Generic pools
|
||||
[ERC20BridgeSource.Shell]: poolEncoder,
|
||||
[ERC20BridgeSource.Component]: poolEncoder,
|
||||
[ERC20BridgeSource.Mooniswap]: poolEncoder,
|
||||
[ERC20BridgeSource.Eth2Dai]: poolEncoder,
|
||||
[ERC20BridgeSource.MStable]: poolEncoder,
|
||||
@@ -318,6 +337,7 @@ export const BRIDGE_ENCODERS: {
|
||||
// BSC
|
||||
[ERC20BridgeSource.PancakeSwap]: routerAddressPathEncoder,
|
||||
[ERC20BridgeSource.BakerySwap]: routerAddressPathEncoder,
|
||||
[ERC20BridgeSource.PancakeSwapV2]: routerAddressPathEncoder,
|
||||
};
|
||||
|
||||
function getFillTokenAmounts(fill: CollapsedFill, side: MarketOperation): [BigNumber, BigNumber] {
|
||||
|
@@ -12,7 +12,7 @@ import {
|
||||
getCurveLikeInfosForPair,
|
||||
getDodoV2Offsets,
|
||||
getKyberOffsets,
|
||||
getShellsForPair,
|
||||
getShellLikeInfosForPair,
|
||||
isAllowedKyberReserveId,
|
||||
isBadTokenForSource,
|
||||
isValidAddress,
|
||||
@@ -24,7 +24,8 @@ import {
|
||||
DODOV2_FACTORIES_BY_CHAIN_ID,
|
||||
KYBER_CONFIG_BY_CHAIN_ID,
|
||||
LINKSWAP_ROUTER_BY_CHAIN_ID,
|
||||
LIQUIDITY_PROVIDER_REGISTRY,
|
||||
LIQUIDITY_PROVIDER_REGISTRY_BY_CHAIN_ID,
|
||||
MAINNET_TOKENS,
|
||||
MAKER_PSM_INFO_BY_CHAIN_ID,
|
||||
MAX_UINT256,
|
||||
MOONISWAP_REGISTRIES_BY_CHAIN_ID,
|
||||
@@ -34,7 +35,6 @@ import {
|
||||
NULL_BYTES,
|
||||
OASIS_ROUTER_BY_CHAIN_ID,
|
||||
SELL_SOURCE_FILTER_BY_CHAIN_ID,
|
||||
TOKENS,
|
||||
UNISWAPV1_ROUTER_BY_CHAIN_ID,
|
||||
ZERO_AMOUNT,
|
||||
} from './constants';
|
||||
@@ -87,6 +87,7 @@ export const BATCH_SOURCE_FILTERS = SourceFilters.all().exclude([ERC20BridgeSour
|
||||
* for use with `DexOrderSampler.executeAsync()`.
|
||||
*/
|
||||
export class SamplerOperations {
|
||||
public readonly liquidityProviderRegistry: LiquidityProviderRegistry;
|
||||
protected _bancorService?: BancorService;
|
||||
public static constant<T>(result: T): BatchedOperation<T> {
|
||||
return {
|
||||
@@ -102,9 +103,13 @@ export class SamplerOperations {
|
||||
public readonly balancerPoolsCache: BalancerPoolsCache = new BalancerPoolsCache(),
|
||||
public readonly creamPoolsCache: CreamPoolsCache = new CreamPoolsCache(),
|
||||
protected readonly tokenAdjacencyGraph: TokenAdjacencyGraph = { default: [] },
|
||||
public readonly liquidityProviderRegistry: LiquidityProviderRegistry = LIQUIDITY_PROVIDER_REGISTRY,
|
||||
liquidityProviderRegistry: LiquidityProviderRegistry = {},
|
||||
bancorServiceFn: () => Promise<BancorService | undefined> = async () => undefined,
|
||||
) {
|
||||
this.liquidityProviderRegistry = {
|
||||
...LIQUIDITY_PROVIDER_REGISTRY_BY_CHAIN_ID[chainId],
|
||||
...liquidityProviderRegistry,
|
||||
};
|
||||
// Initialize the Bancor service, fetching paths in the background
|
||||
bancorServiceFn()
|
||||
.then(service => (this._bancorService = service))
|
||||
@@ -277,12 +282,13 @@ export class SamplerOperations {
|
||||
makerToken: string,
|
||||
takerToken: string,
|
||||
takerFillAmounts: BigNumber[],
|
||||
gasCost: number,
|
||||
): SourceQuoteOperation<LiquidityProviderFillData> {
|
||||
return new SamplerContractOperation({
|
||||
source: ERC20BridgeSource.LiquidityProvider,
|
||||
fillData: {
|
||||
poolAddress: providerAddress,
|
||||
gasCost: this.liquidityProviderRegistry[providerAddress].gasCost,
|
||||
gasCost,
|
||||
},
|
||||
contract: this._samplerContract,
|
||||
function: this._samplerContract.sampleSellsFromLiquidityProvider,
|
||||
@@ -295,12 +301,13 @@ export class SamplerOperations {
|
||||
makerToken: string,
|
||||
takerToken: string,
|
||||
makerFillAmounts: BigNumber[],
|
||||
gasCost: number,
|
||||
): SourceQuoteOperation<LiquidityProviderFillData> {
|
||||
return new SamplerContractOperation({
|
||||
source: ERC20BridgeSource.LiquidityProvider,
|
||||
fillData: {
|
||||
poolAddress: providerAddress,
|
||||
gasCost: this.liquidityProviderRegistry[providerAddress].gasCost,
|
||||
gasCost,
|
||||
},
|
||||
contract: this._samplerContract,
|
||||
function: this._samplerContract.sampleBuysFromLiquidityProvider,
|
||||
@@ -396,6 +403,62 @@ export class SamplerOperations {
|
||||
});
|
||||
}
|
||||
|
||||
public getSmoothySellQuotes(
|
||||
pool: CurveInfo,
|
||||
fromTokenIdx: number,
|
||||
toTokenIdx: number,
|
||||
takerFillAmounts: BigNumber[],
|
||||
): SourceQuoteOperation<CurveFillData> {
|
||||
return new SamplerContractOperation({
|
||||
source: ERC20BridgeSource.Smoothy,
|
||||
fillData: {
|
||||
pool,
|
||||
fromTokenIdx,
|
||||
toTokenIdx,
|
||||
},
|
||||
contract: this._samplerContract,
|
||||
function: this._samplerContract.sampleSellsFromSmoothy,
|
||||
params: [
|
||||
{
|
||||
poolAddress: pool.poolAddress,
|
||||
sellQuoteFunctionSelector: pool.sellQuoteFunctionSelector,
|
||||
buyQuoteFunctionSelector: pool.buyQuoteFunctionSelector,
|
||||
},
|
||||
new BigNumber(fromTokenIdx),
|
||||
new BigNumber(toTokenIdx),
|
||||
takerFillAmounts,
|
||||
],
|
||||
});
|
||||
}
|
||||
|
||||
public getSmoothyBuyQuotes(
|
||||
pool: CurveInfo,
|
||||
fromTokenIdx: number,
|
||||
toTokenIdx: number,
|
||||
makerFillAmounts: BigNumber[],
|
||||
): SourceQuoteOperation<CurveFillData> {
|
||||
return new SamplerContractOperation({
|
||||
source: ERC20BridgeSource.Smoothy,
|
||||
fillData: {
|
||||
pool,
|
||||
fromTokenIdx,
|
||||
toTokenIdx,
|
||||
},
|
||||
contract: this._samplerContract,
|
||||
function: this._samplerContract.sampleBuysFromSmoothy,
|
||||
params: [
|
||||
{
|
||||
poolAddress: pool.poolAddress,
|
||||
sellQuoteFunctionSelector: pool.sellQuoteFunctionSelector,
|
||||
buyQuoteFunctionSelector: pool.buyQuoteFunctionSelector,
|
||||
},
|
||||
new BigNumber(fromTokenIdx),
|
||||
new BigNumber(toTokenIdx),
|
||||
makerFillAmounts,
|
||||
],
|
||||
});
|
||||
}
|
||||
|
||||
public getBalancerSellQuotes(
|
||||
poolAddress: string,
|
||||
makerToken: string,
|
||||
@@ -743,9 +806,10 @@ export class SamplerOperations {
|
||||
makerToken: string,
|
||||
takerToken: string,
|
||||
takerFillAmounts: BigNumber[],
|
||||
source: ERC20BridgeSource = ERC20BridgeSource.Shell,
|
||||
): SourceQuoteOperation<ShellFillData> {
|
||||
return new SamplerContractOperation({
|
||||
source: ERC20BridgeSource.Shell,
|
||||
source,
|
||||
fillData: { poolAddress },
|
||||
contract: this._samplerContract,
|
||||
function: this._samplerContract.sampleSellsFromShell,
|
||||
@@ -758,9 +822,10 @@ export class SamplerOperations {
|
||||
makerToken: string,
|
||||
takerToken: string,
|
||||
makerFillAmounts: BigNumber[],
|
||||
source: ERC20BridgeSource = ERC20BridgeSource.Shell,
|
||||
): SourceQuoteOperation {
|
||||
return new SamplerContractOperation({
|
||||
source: ERC20BridgeSource.Shell,
|
||||
source,
|
||||
fillData: { poolAddress },
|
||||
contract: this._samplerContract,
|
||||
function: this._samplerContract.sampleBuysFromShell,
|
||||
@@ -1022,6 +1087,8 @@ export class SamplerOperations {
|
||||
case ERC20BridgeSource.CryptoCom:
|
||||
case ERC20BridgeSource.PancakeSwap:
|
||||
case ERC20BridgeSource.BakerySwap:
|
||||
case ERC20BridgeSource.KyberDmm:
|
||||
case ERC20BridgeSource.PancakeSwapV2:
|
||||
const uniLikeRouter = uniswapV2LikeRouterAddress(this.chainId, source);
|
||||
if (!isValidAddress(uniLikeRouter)) {
|
||||
return [];
|
||||
@@ -1046,6 +1113,7 @@ export class SamplerOperations {
|
||||
case ERC20BridgeSource.Nerve:
|
||||
case ERC20BridgeSource.Belt:
|
||||
case ERC20BridgeSource.Ellipsis:
|
||||
case ERC20BridgeSource.Saddle:
|
||||
return getCurveLikeInfosForPair(this.chainId, takerToken, makerToken, source).map(pool =>
|
||||
this.getCurveSellQuotes(
|
||||
pool,
|
||||
@@ -1055,13 +1123,33 @@ export class SamplerOperations {
|
||||
source,
|
||||
),
|
||||
);
|
||||
case ERC20BridgeSource.Smoothy:
|
||||
return getCurveLikeInfosForPair(this.chainId, takerToken, makerToken, source).map(pool =>
|
||||
this.getSmoothySellQuotes(
|
||||
pool,
|
||||
pool.tokens.indexOf(takerToken),
|
||||
pool.tokens.indexOf(makerToken),
|
||||
takerFillAmounts,
|
||||
),
|
||||
);
|
||||
case ERC20BridgeSource.Shell:
|
||||
case ERC20BridgeSource.Component:
|
||||
return getShellLikeInfosForPair(this.chainId, takerToken, makerToken, source).map(pool =>
|
||||
this.getShellSellQuotes(pool, makerToken, takerToken, takerFillAmounts, source),
|
||||
);
|
||||
case ERC20BridgeSource.LiquidityProvider:
|
||||
return getLiquidityProvidersForPair(
|
||||
this.liquidityProviderRegistry,
|
||||
takerToken,
|
||||
makerToken,
|
||||
).map(pool =>
|
||||
this.getLiquidityProviderSellQuotes(pool, makerToken, takerToken, takerFillAmounts),
|
||||
).map(({ providerAddress, gasCost }) =>
|
||||
this.getLiquidityProviderSellQuotes(
|
||||
providerAddress,
|
||||
makerToken,
|
||||
takerToken,
|
||||
takerFillAmounts,
|
||||
gasCost,
|
||||
),
|
||||
);
|
||||
case ERC20BridgeSource.MStable:
|
||||
return isValidAddress(MSTABLE_ROUTER_BY_CHAIN_ID[this.chainId])
|
||||
@@ -1104,10 +1192,6 @@ export class SamplerOperations {
|
||||
ERC20BridgeSource.Cream,
|
||||
),
|
||||
);
|
||||
case ERC20BridgeSource.Shell:
|
||||
return getShellsForPair(this.chainId, takerToken, makerToken).map(pool =>
|
||||
this.getShellSellQuotes(pool, makerToken, takerToken, takerFillAmounts),
|
||||
);
|
||||
case ERC20BridgeSource.Dodo:
|
||||
if (!isValidAddress(DODO_CONFIG_BY_CHAIN_ID[this.chainId].registry)) {
|
||||
return [];
|
||||
@@ -1151,7 +1235,7 @@ export class SamplerOperations {
|
||||
return [
|
||||
[takerToken, makerToken],
|
||||
...getIntermediateTokens(makerToken, takerToken, {
|
||||
default: [TOKENS.LINK, TOKENS.WETH],
|
||||
default: [MAINNET_TOKENS.LINK, MAINNET_TOKENS.WETH],
|
||||
}).map(t => [takerToken, t, makerToken]),
|
||||
].map(path =>
|
||||
this.getUniswapV2SellQuotes(
|
||||
@@ -1213,6 +1297,8 @@ export class SamplerOperations {
|
||||
case ERC20BridgeSource.CryptoCom:
|
||||
case ERC20BridgeSource.PancakeSwap:
|
||||
case ERC20BridgeSource.BakerySwap:
|
||||
case ERC20BridgeSource.KyberDmm:
|
||||
case ERC20BridgeSource.PancakeSwapV2:
|
||||
const uniLikeRouter = uniswapV2LikeRouterAddress(this.chainId, source);
|
||||
if (!isValidAddress(uniLikeRouter)) {
|
||||
return [];
|
||||
@@ -1237,6 +1323,7 @@ export class SamplerOperations {
|
||||
case ERC20BridgeSource.Nerve:
|
||||
case ERC20BridgeSource.Belt:
|
||||
case ERC20BridgeSource.Ellipsis:
|
||||
case ERC20BridgeSource.Saddle:
|
||||
return getCurveLikeInfosForPair(this.chainId, takerToken, makerToken, source).map(pool =>
|
||||
this.getCurveBuyQuotes(
|
||||
pool,
|
||||
@@ -1246,13 +1333,33 @@ export class SamplerOperations {
|
||||
source,
|
||||
),
|
||||
);
|
||||
case ERC20BridgeSource.Smoothy:
|
||||
return getCurveLikeInfosForPair(this.chainId, takerToken, makerToken, source).map(pool =>
|
||||
this.getSmoothyBuyQuotes(
|
||||
pool,
|
||||
pool.tokens.indexOf(takerToken),
|
||||
pool.tokens.indexOf(makerToken),
|
||||
makerFillAmounts,
|
||||
),
|
||||
);
|
||||
case ERC20BridgeSource.Shell:
|
||||
case ERC20BridgeSource.Component:
|
||||
return getShellLikeInfosForPair(this.chainId, takerToken, makerToken, source).map(pool =>
|
||||
this.getShellBuyQuotes(pool, makerToken, takerToken, makerFillAmounts, source),
|
||||
);
|
||||
case ERC20BridgeSource.LiquidityProvider:
|
||||
return getLiquidityProvidersForPair(
|
||||
this.liquidityProviderRegistry,
|
||||
takerToken,
|
||||
makerToken,
|
||||
).map(pool =>
|
||||
this.getLiquidityProviderBuyQuotes(pool, makerToken, takerToken, makerFillAmounts),
|
||||
).map(({ providerAddress, gasCost }) =>
|
||||
this.getLiquidityProviderBuyQuotes(
|
||||
providerAddress,
|
||||
makerToken,
|
||||
takerToken,
|
||||
makerFillAmounts,
|
||||
gasCost,
|
||||
),
|
||||
);
|
||||
case ERC20BridgeSource.MStable:
|
||||
return isValidAddress(MSTABLE_ROUTER_BY_CHAIN_ID[this.chainId])
|
||||
@@ -1295,10 +1402,6 @@ export class SamplerOperations {
|
||||
ERC20BridgeSource.Cream,
|
||||
),
|
||||
);
|
||||
case ERC20BridgeSource.Shell:
|
||||
return getShellsForPair(this.chainId, takerToken, makerToken).map(pool =>
|
||||
this.getShellBuyQuotes(pool, makerToken, takerToken, makerFillAmounts),
|
||||
);
|
||||
case ERC20BridgeSource.Dodo:
|
||||
if (!isValidAddress(DODO_CONFIG_BY_CHAIN_ID[this.chainId].registry)) {
|
||||
return [];
|
||||
@@ -1337,7 +1440,7 @@ export class SamplerOperations {
|
||||
[takerToken, makerToken],
|
||||
// LINK is the base asset in many of the pools on Linkswap
|
||||
...getIntermediateTokens(makerToken, takerToken, {
|
||||
default: [TOKENS.LINK, TOKENS.WETH],
|
||||
default: [MAINNET_TOKENS.LINK, MAINNET_TOKENS.WETH],
|
||||
}).map(t => [takerToken, t, makerToken]),
|
||||
].map(path =>
|
||||
this.getUniswapV2BuyQuotes(
|
||||
|
@@ -59,12 +59,17 @@ export enum ERC20BridgeSource {
|
||||
DodoV2 = 'DODO_V2',
|
||||
CryptoCom = 'CryptoCom',
|
||||
Linkswap = 'Linkswap',
|
||||
// Other
|
||||
KyberDmm = 'KyberDMM',
|
||||
Smoothy = 'Smoothy',
|
||||
Component = 'Component',
|
||||
Saddle = 'Saddle',
|
||||
// BSC only
|
||||
PancakeSwap = 'PancakeSwap',
|
||||
BakerySwap = 'BakerySwap',
|
||||
Nerve = 'Nerve',
|
||||
Belt = 'Belt',
|
||||
Ellipsis = 'Ellipsis',
|
||||
PancakeSwapV2 = 'PancakeSwap_V2',
|
||||
}
|
||||
|
||||
// tslint:disable: enum-naming
|
||||
@@ -79,9 +84,12 @@ export enum CurveFunctionSelectors {
|
||||
get_dx_underlying = '0x0e71d1b9',
|
||||
get_dy = '0x5e0d443f',
|
||||
get_dx = '0x67df02ca',
|
||||
// Nerve BSC
|
||||
swap = '0x91695586',
|
||||
calculateSwap = '0xa95b089f',
|
||||
// Smoothy
|
||||
swap_uint256 = '0x5673b02d', // swap(uint256,uint256,uint256,uint256)
|
||||
get_swap_amount = '0x45cf2ef6', // getSwapAmount(uint256,uint256,uint256)
|
||||
// Nerve BSC, Saddle Mainnet
|
||||
swap = '0x91695586', // swap(uint8,uint8,uint256,uint256,uint256)
|
||||
calculateSwap = '0xa95b089f', // calculateSwap(uint8,uint8,uint256)
|
||||
}
|
||||
// tslint:enable: enum-naming
|
||||
|
||||
@@ -95,6 +103,7 @@ export interface CurveInfo {
|
||||
poolAddress: string;
|
||||
tokens: string[];
|
||||
metaToken: string | undefined;
|
||||
gasSchedule: number;
|
||||
}
|
||||
|
||||
/**
|
||||
@@ -439,7 +448,7 @@ export interface TokenAdjacencyGraph {
|
||||
export interface LiquidityProviderRegistry {
|
||||
[address: string]: {
|
||||
tokens: string[];
|
||||
gasCost: number;
|
||||
gasCost: number | ((takerToken: string, makerToken: string) => number);
|
||||
};
|
||||
}
|
||||
|
||||
|
@@ -83,7 +83,7 @@ export class QuoteRequestor {
|
||||
sellTokenAddress: string, // taker token
|
||||
assetFillAmount: BigNumber,
|
||||
comparisonPrice?: BigNumber,
|
||||
isLastLook: boolean = false,
|
||||
isLastLook?: boolean | undefined,
|
||||
): TakerRequestQueryParams {
|
||||
const { buyAmountBaseUnits, sellAmountBaseUnits } =
|
||||
marketOperation === MarketOperation.Buy
|
||||
@@ -111,9 +111,11 @@ export class QuoteRequestor {
|
||||
buyTokenAddress,
|
||||
sellTokenAddress,
|
||||
comparisonPrice: comparisonPrice === undefined ? undefined : comparisonPrice.toString(),
|
||||
isLastLook: isLastLook.toString(),
|
||||
protocolVersion: '4',
|
||||
};
|
||||
if (isLastLook) {
|
||||
requestParamsWithBigNumbers.isLastLook = isLastLook.toString();
|
||||
}
|
||||
|
||||
// convert BigNumbers to strings
|
||||
// so they are digestible by axios
|
||||
|
@@ -129,11 +129,10 @@ export function simulateWorstCaseFill(quoteInfo: QuoteFillInfo): QuoteFillResult
|
||||
};
|
||||
// Adjust the output by 1-slippage for the worst case if it is a sell
|
||||
// Adjust the output by 1+slippage for the worst case if it is a buy
|
||||
const outputMultiplier =
|
||||
result.output =
|
||||
quoteInfo.side === MarketOperation.Sell
|
||||
? new BigNumber(1).minus(opts.slippage)
|
||||
: new BigNumber(1).plus(opts.slippage);
|
||||
result.output = result.output.times(outputMultiplier).integerValue();
|
||||
? result.output.times(1 - opts.slippage).integerValue(BigNumber.ROUND_DOWN)
|
||||
: result.output.times(1 + opts.slippage).integerValue(BigNumber.ROUND_UP);
|
||||
return fromIntermediateQuoteFillResult(result, quoteInfo);
|
||||
}
|
||||
|
||||
|
@@ -25,6 +25,7 @@ import * as IMooniswap from '../test/generated-artifacts/IMooniswap.json';
|
||||
import * as IMStable from '../test/generated-artifacts/IMStable.json';
|
||||
import * as IMultiBridge from '../test/generated-artifacts/IMultiBridge.json';
|
||||
import * as IShell from '../test/generated-artifacts/IShell.json';
|
||||
import * as ISmoothy from '../test/generated-artifacts/ISmoothy.json';
|
||||
import * as IUniswapExchangeQuotes from '../test/generated-artifacts/IUniswapExchangeQuotes.json';
|
||||
import * as IUniswapV2Router01 from '../test/generated-artifacts/IUniswapV2Router01.json';
|
||||
import * as KyberSampler from '../test/generated-artifacts/KyberSampler.json';
|
||||
@@ -36,6 +37,7 @@ import * as MultiBridgeSampler from '../test/generated-artifacts/MultiBridgeSamp
|
||||
import * as NativeOrderSampler from '../test/generated-artifacts/NativeOrderSampler.json';
|
||||
import * as SamplerUtils from '../test/generated-artifacts/SamplerUtils.json';
|
||||
import * as ShellSampler from '../test/generated-artifacts/ShellSampler.json';
|
||||
import * as SmoothySampler from '../test/generated-artifacts/SmoothySampler.json';
|
||||
import * as TestERC20BridgeSampler from '../test/generated-artifacts/TestERC20BridgeSampler.json';
|
||||
import * as TestNativeOrderSampler from '../test/generated-artifacts/TestNativeOrderSampler.json';
|
||||
import * as TwoHopSampler from '../test/generated-artifacts/TwoHopSampler.json';
|
||||
@@ -62,6 +64,7 @@ export const artifacts = {
|
||||
NativeOrderSampler: NativeOrderSampler as ContractArtifact,
|
||||
SamplerUtils: SamplerUtils as ContractArtifact,
|
||||
ShellSampler: ShellSampler as ContractArtifact,
|
||||
SmoothySampler: SmoothySampler as ContractArtifact,
|
||||
TwoHopSampler: TwoHopSampler as ContractArtifact,
|
||||
UniswapSampler: UniswapSampler as ContractArtifact,
|
||||
UniswapV2Sampler: UniswapV2Sampler as ContractArtifact,
|
||||
@@ -75,6 +78,7 @@ export const artifacts = {
|
||||
IMooniswap: IMooniswap as ContractArtifact,
|
||||
IMultiBridge: IMultiBridge as ContractArtifact,
|
||||
IShell: IShell as ContractArtifact,
|
||||
ISmoothy: ISmoothy as ContractArtifact,
|
||||
IUniswapExchangeQuotes: IUniswapExchangeQuotes as ContractArtifact,
|
||||
IUniswapV2Router01: IUniswapV2Router01 as ContractArtifact,
|
||||
DummyLiquidityProvider: DummyLiquidityProvider as ContractArtifact,
|
||||
|
@@ -3,7 +3,7 @@ import { blockchainTests, describe, expect, toBaseUnitAmount, Web3ProviderEngine
|
||||
import { RPCSubprovider } from '@0x/subproviders';
|
||||
import { BigNumber, NULL_BYTES, providerUtils } from '@0x/utils';
|
||||
|
||||
import { KYBER_CONFIG_BY_CHAIN_ID, TOKENS } from '../../src/utils/market_operation_utils/constants';
|
||||
import { KYBER_CONFIG_BY_CHAIN_ID, MAINNET_TOKENS } from '../../src/utils/market_operation_utils/constants';
|
||||
import { artifacts } from '../artifacts';
|
||||
import { ERC20BridgeSamplerContract } from '../wrappers';
|
||||
|
||||
@@ -80,9 +80,9 @@ blockchainTests.skip('Mainnet Sampler Tests', env => {
|
||||
});
|
||||
});
|
||||
describe('Kyber', () => {
|
||||
const WETH = TOKENS.WETH;
|
||||
const DAI = TOKENS.DAI;
|
||||
const USDC = TOKENS.USDC;
|
||||
const WETH = MAINNET_TOKENS.WETH;
|
||||
const DAI = MAINNET_TOKENS.DAI;
|
||||
const USDC = MAINNET_TOKENS.USDC;
|
||||
const RESERVE_OFFSET = new BigNumber(0);
|
||||
const KYBER_OPTS = {
|
||||
...KYBER_CONFIG_BY_CHAIN_ID[ChainId.Mainnet],
|
||||
|
@@ -68,6 +68,11 @@ const DEFAULT_EXCLUDED = [
|
||||
ERC20BridgeSource.PancakeSwap,
|
||||
ERC20BridgeSource.BakerySwap,
|
||||
ERC20BridgeSource.MakerPsm,
|
||||
ERC20BridgeSource.KyberDmm,
|
||||
ERC20BridgeSource.Smoothy,
|
||||
ERC20BridgeSource.Component,
|
||||
ERC20BridgeSource.Saddle,
|
||||
ERC20BridgeSource.PancakeSwapV2,
|
||||
];
|
||||
const BUY_SOURCES = BUY_SOURCE_FILTER_BY_CHAIN_ID[ChainId.Mainnet].sources;
|
||||
const SELL_SOURCES = SELL_SOURCE_FILTER_BY_CHAIN_ID[ChainId.Mainnet].sources;
|
||||
@@ -282,32 +287,12 @@ describe('MarketOperationUtils tests', () => {
|
||||
[source: string]: Numberish[];
|
||||
}
|
||||
|
||||
const ZERO_RATES: RatesBySource = {
|
||||
[ERC20BridgeSource.Native]: _.times(NUM_SAMPLES, () => 0),
|
||||
[ERC20BridgeSource.Eth2Dai]: _.times(NUM_SAMPLES, () => 0),
|
||||
[ERC20BridgeSource.Uniswap]: _.times(NUM_SAMPLES, () => 0),
|
||||
[ERC20BridgeSource.Kyber]: _.times(NUM_SAMPLES, () => 0),
|
||||
[ERC20BridgeSource.UniswapV2]: _.times(NUM_SAMPLES, () => 0),
|
||||
[ERC20BridgeSource.Balancer]: _.times(NUM_SAMPLES, () => 0),
|
||||
[ERC20BridgeSource.Bancor]: _.times(NUM_SAMPLES, () => 0),
|
||||
[ERC20BridgeSource.Curve]: _.times(NUM_SAMPLES, () => 0),
|
||||
[ERC20BridgeSource.LiquidityProvider]: _.times(NUM_SAMPLES, () => 0),
|
||||
[ERC20BridgeSource.MStable]: _.times(NUM_SAMPLES, () => 0),
|
||||
[ERC20BridgeSource.Mooniswap]: _.times(NUM_SAMPLES, () => 0),
|
||||
[ERC20BridgeSource.Swerve]: _.times(NUM_SAMPLES, () => 0),
|
||||
[ERC20BridgeSource.SnowSwap]: _.times(NUM_SAMPLES, () => 0),
|
||||
[ERC20BridgeSource.SushiSwap]: _.times(NUM_SAMPLES, () => 0),
|
||||
[ERC20BridgeSource.MultiHop]: _.times(NUM_SAMPLES, () => 0),
|
||||
[ERC20BridgeSource.Shell]: _.times(NUM_SAMPLES, () => 0),
|
||||
[ERC20BridgeSource.Cream]: _.times(NUM_SAMPLES, () => 0),
|
||||
[ERC20BridgeSource.Dodo]: _.times(NUM_SAMPLES, () => 0),
|
||||
[ERC20BridgeSource.DodoV2]: _.times(NUM_SAMPLES, () => 0),
|
||||
[ERC20BridgeSource.CryptoCom]: _.times(NUM_SAMPLES, () => 0),
|
||||
[ERC20BridgeSource.Linkswap]: _.times(NUM_SAMPLES, () => 0),
|
||||
[ERC20BridgeSource.PancakeSwap]: _.times(NUM_SAMPLES, () => 0),
|
||||
[ERC20BridgeSource.BakerySwap]: _.times(NUM_SAMPLES, () => 0),
|
||||
[ERC20BridgeSource.MakerPsm]: _.times(NUM_SAMPLES, () => 0),
|
||||
};
|
||||
const ZERO_RATES: RatesBySource = Object.assign(
|
||||
{},
|
||||
...Object.values(ERC20BridgeSource).map(source => ({
|
||||
[source]: _.times(NUM_SAMPLES, () => 0),
|
||||
})),
|
||||
);
|
||||
|
||||
const DEFAULT_RATES: RatesBySource = {
|
||||
...ZERO_RATES,
|
||||
@@ -358,12 +343,35 @@ describe('MarketOperationUtils tests', () => {
|
||||
fromTokenIdx: 0,
|
||||
toTokenIdx: 1,
|
||||
},
|
||||
[ERC20BridgeSource.Smoothy]: {
|
||||
pool: {
|
||||
poolAddress: randomAddress(),
|
||||
tokens: [TAKER_TOKEN, MAKER_TOKEN],
|
||||
exchangeFunctionSelector: hexUtils.random(4),
|
||||
sellQuoteFunctionSelector: hexUtils.random(4),
|
||||
buyQuoteFunctionSelector: hexUtils.random(4),
|
||||
},
|
||||
fromTokenIdx: 0,
|
||||
toTokenIdx: 1,
|
||||
},
|
||||
[ERC20BridgeSource.Saddle]: {
|
||||
pool: {
|
||||
poolAddress: randomAddress(),
|
||||
tokens: [TAKER_TOKEN, MAKER_TOKEN],
|
||||
exchangeFunctionSelector: hexUtils.random(4),
|
||||
sellQuoteFunctionSelector: hexUtils.random(4),
|
||||
buyQuoteFunctionSelector: hexUtils.random(4),
|
||||
},
|
||||
fromTokenIdx: 0,
|
||||
toTokenIdx: 1,
|
||||
},
|
||||
[ERC20BridgeSource.LiquidityProvider]: { poolAddress: randomAddress() },
|
||||
[ERC20BridgeSource.SushiSwap]: { tokenAddressPath: [] },
|
||||
[ERC20BridgeSource.Mooniswap]: { poolAddress: randomAddress() },
|
||||
[ERC20BridgeSource.Native]: { order: new LimitOrder() },
|
||||
[ERC20BridgeSource.MultiHop]: {},
|
||||
[ERC20BridgeSource.Shell]: { poolAddress: randomAddress() },
|
||||
[ERC20BridgeSource.Component]: { poolAddress: randomAddress() },
|
||||
[ERC20BridgeSource.Cream]: { poolAddress: randomAddress() },
|
||||
[ERC20BridgeSource.Dodo]: {},
|
||||
[ERC20BridgeSource.DodoV2]: {},
|
||||
@@ -372,6 +380,7 @@ describe('MarketOperationUtils tests', () => {
|
||||
[ERC20BridgeSource.Uniswap]: { router: randomAddress() },
|
||||
[ERC20BridgeSource.Eth2Dai]: { router: randomAddress() },
|
||||
[ERC20BridgeSource.MakerPsm]: {},
|
||||
[ERC20BridgeSource.KyberDmm]: { tokenAddressPath: [] },
|
||||
};
|
||||
|
||||
const DEFAULT_OPS = {
|
||||
@@ -907,6 +916,7 @@ describe('MarketOperationUtils tests', () => {
|
||||
intentOnFilling: true,
|
||||
quoteRequestor: {
|
||||
requestRfqtIndicativeQuotesAsync: requestor.object.requestRfqtIndicativeQuotesAsync,
|
||||
getMakerUriForSignature: requestor.object.getMakerUriForSignature,
|
||||
} as any,
|
||||
},
|
||||
},
|
||||
|
@@ -272,7 +272,6 @@ describe('QuoteRequestor', async () => {
|
||||
comparisonPrice: undefined,
|
||||
takerAddress,
|
||||
txOrigin,
|
||||
isLastLook: 'false',
|
||||
protocolVersion: '4',
|
||||
};
|
||||
const mockedDefaults = {
|
||||
@@ -579,7 +578,6 @@ describe('QuoteRequestor', async () => {
|
||||
comparisonPrice: undefined,
|
||||
takerAddress,
|
||||
txOrigin: takerAddress,
|
||||
isLastLook: 'false',
|
||||
protocolVersion: '4',
|
||||
};
|
||||
const mockedDefaults = {
|
||||
@@ -688,7 +686,6 @@ describe('QuoteRequestor', async () => {
|
||||
takerAddress,
|
||||
txOrigin: takerAddress,
|
||||
protocolVersion: '4',
|
||||
isLastLook: 'false',
|
||||
};
|
||||
const mockedDefaults = {
|
||||
requestApiKey: apiKey,
|
||||
@@ -773,7 +770,6 @@ describe('QuoteRequestor', async () => {
|
||||
comparisonPrice: undefined,
|
||||
takerAddress,
|
||||
txOrigin: takerAddress,
|
||||
isLastLook: 'false',
|
||||
protocolVersion: '4',
|
||||
};
|
||||
// Successful response
|
||||
|
@@ -23,6 +23,7 @@ export * from '../test/generated-wrappers/i_m_stable';
|
||||
export * from '../test/generated-wrappers/i_mooniswap';
|
||||
export * from '../test/generated-wrappers/i_multi_bridge';
|
||||
export * from '../test/generated-wrappers/i_shell';
|
||||
export * from '../test/generated-wrappers/i_smoothy';
|
||||
export * from '../test/generated-wrappers/i_uniswap_exchange_quotes';
|
||||
export * from '../test/generated-wrappers/i_uniswap_v2_router01';
|
||||
export * from '../test/generated-wrappers/kyber_sampler';
|
||||
@@ -34,6 +35,7 @@ export * from '../test/generated-wrappers/multi_bridge_sampler';
|
||||
export * from '../test/generated-wrappers/native_order_sampler';
|
||||
export * from '../test/generated-wrappers/sampler_utils';
|
||||
export * from '../test/generated-wrappers/shell_sampler';
|
||||
export * from '../test/generated-wrappers/smoothy_sampler';
|
||||
export * from '../test/generated-wrappers/test_erc20_bridge_sampler';
|
||||
export * from '../test/generated-wrappers/test_native_order_sampler';
|
||||
export * from '../test/generated-wrappers/two_hop_sampler';
|
||||
|
@@ -26,6 +26,7 @@
|
||||
"test/generated-artifacts/IMooniswap.json",
|
||||
"test/generated-artifacts/IMultiBridge.json",
|
||||
"test/generated-artifacts/IShell.json",
|
||||
"test/generated-artifacts/ISmoothy.json",
|
||||
"test/generated-artifacts/IUniswapExchangeQuotes.json",
|
||||
"test/generated-artifacts/IUniswapV2Router01.json",
|
||||
"test/generated-artifacts/KyberSampler.json",
|
||||
@@ -37,6 +38,7 @@
|
||||
"test/generated-artifacts/NativeOrderSampler.json",
|
||||
"test/generated-artifacts/SamplerUtils.json",
|
||||
"test/generated-artifacts/ShellSampler.json",
|
||||
"test/generated-artifacts/SmoothySampler.json",
|
||||
"test/generated-artifacts/TestERC20BridgeSampler.json",
|
||||
"test/generated-artifacts/TestNativeOrderSampler.json",
|
||||
"test/generated-artifacts/TwoHopSampler.json",
|
||||
|
@@ -1,7 +1,8 @@
|
||||
{
|
||||
"extends": ["@0x/tslint-config"],
|
||||
"rules": {
|
||||
"max-file-line-count": false
|
||||
"max-file-line-count": false,
|
||||
"binary-expression-operand-order": false
|
||||
},
|
||||
"linterOptions": {
|
||||
"exclude": ["src/artifacts.ts", "test/artifacts.ts"]
|
||||
|
@@ -1,6 +1,6 @@
|
||||
{
|
||||
"name": "@0x/contract-wrappers-test",
|
||||
"version": "12.2.39",
|
||||
"version": "12.2.41",
|
||||
"engines": {
|
||||
"node": ">=6.12"
|
||||
},
|
||||
@@ -34,7 +34,7 @@
|
||||
"@0x/contract-wrappers": "^13.15.0",
|
||||
"@0x/contracts-test-utils": "^5.3.24",
|
||||
"@0x/dev-utils": "^4.2.1",
|
||||
"@0x/migrations": "^8.0.0",
|
||||
"@0x/migrations": "^8.0.2",
|
||||
"@0x/order-utils": "^10.4.19",
|
||||
"@0x/subproviders": "^6.4.1",
|
||||
"@0x/ts-doc-gen": "^0.0.28",
|
||||
|
@@ -1,4 +1,22 @@
|
||||
[
|
||||
{
|
||||
"timestamp": 1619481586,
|
||||
"version": "8.0.2",
|
||||
"changes": [
|
||||
{
|
||||
"note": "Dependencies updated"
|
||||
}
|
||||
]
|
||||
},
|
||||
{
|
||||
"timestamp": 1618259868,
|
||||
"version": "8.0.1",
|
||||
"changes": [
|
||||
{
|
||||
"note": "Dependencies updated"
|
||||
}
|
||||
]
|
||||
},
|
||||
{
|
||||
"version": "8.0.0",
|
||||
"changes": [
|
||||
|
@@ -5,6 +5,14 @@ Edit the package's CHANGELOG.json file only.
|
||||
|
||||
CHANGELOG
|
||||
|
||||
## v8.0.2 - _April 26, 2021_
|
||||
|
||||
* Dependencies updated
|
||||
|
||||
## v8.0.1 - _April 12, 2021_
|
||||
|
||||
* Dependencies updated
|
||||
|
||||
## v8.0.0 - _April 1, 2021_
|
||||
|
||||
* Remove exchangeProxyAllowanceTarget
|
||||
|
@@ -1,6 +1,6 @@
|
||||
{
|
||||
"name": "@0x/migrations",
|
||||
"version": "8.0.0",
|
||||
"version": "8.0.2",
|
||||
"engines": {
|
||||
"node": ">=6.12"
|
||||
},
|
||||
@@ -81,7 +81,7 @@
|
||||
"@0x/contracts-multisig": "^4.1.28",
|
||||
"@0x/contracts-staking": "^2.0.35",
|
||||
"@0x/contracts-utils": "^4.7.6",
|
||||
"@0x/contracts-zero-ex": "^0.21.0",
|
||||
"@0x/contracts-zero-ex": "^0.22.0",
|
||||
"@0x/sol-compiler": "^4.6.1",
|
||||
"@0x/subproviders": "^6.4.1",
|
||||
"@0x/typescript-typings": "^5.1.6",
|
||||
|
@@ -1,7 +1,30 @@
|
||||
[
|
||||
{
|
||||
"version": "1.5.0",
|
||||
"changes": [
|
||||
{
|
||||
"note": "Add support for orderSignerRegistry in getSignatureWithProviderAsync()",
|
||||
"pr": 195
|
||||
}
|
||||
],
|
||||
"timestamp": 1619481586
|
||||
},
|
||||
{
|
||||
"timestamp": 1618259868,
|
||||
"version": "1.4.1",
|
||||
"changes": [
|
||||
{
|
||||
"note": "Dependencies updated"
|
||||
}
|
||||
]
|
||||
},
|
||||
{
|
||||
"version": "1.4.0",
|
||||
"changes": [
|
||||
{
|
||||
"note": "Added Smoothy, Component, Saddle",
|
||||
"pr": 182
|
||||
},
|
||||
{
|
||||
"note": "Added Nerve",
|
||||
"pr": 181
|
||||
|
@@ -5,8 +5,17 @@ Edit the package's CHANGELOG.json file only.
|
||||
|
||||
CHANGELOG
|
||||
|
||||
## v1.5.0 - _April 26, 2021_
|
||||
|
||||
* Add support for orderSignerRegistry in getSignatureWithProviderAsync() (#195)
|
||||
|
||||
## v1.4.1 - _April 12, 2021_
|
||||
|
||||
* Dependencies updated
|
||||
|
||||
## v1.4.0 - _April 1, 2021_
|
||||
|
||||
* Added Smoothy, Component, Saddle (#182)
|
||||
* Added Nerve (#181)
|
||||
|
||||
## v1.3.1 - _March 17, 2021_
|
||||
|
@@ -1,6 +1,6 @@
|
||||
{
|
||||
"name": "@0x/protocol-utils",
|
||||
"version": "1.4.0",
|
||||
"version": "1.5.0",
|
||||
"engines": {
|
||||
"node": ">=6.12"
|
||||
},
|
||||
|
@@ -114,12 +114,13 @@ export abstract class OrderBase {
|
||||
public async getSignatureWithProviderAsync(
|
||||
provider: SupportedProvider,
|
||||
type: SignatureType = SignatureType.EthSign,
|
||||
signer: string = this.maker,
|
||||
): Promise<Signature> {
|
||||
switch (type) {
|
||||
case SignatureType.EIP712:
|
||||
return eip712SignTypedDataWithProviderAsync(this.getEIP712TypedData(), this.maker, provider);
|
||||
return eip712SignTypedDataWithProviderAsync(this.getEIP712TypedData(), signer, provider);
|
||||
case SignatureType.EthSign:
|
||||
return ethSignHashWithProviderAsync(this.getHash(), this.maker, provider);
|
||||
return ethSignHashWithProviderAsync(this.getHash(), signer, provider);
|
||||
default:
|
||||
throw new Error(`Cannot sign with signature type: ${type}`);
|
||||
}
|
||||
|
@@ -49,6 +49,15 @@ export class OrderNotSignedByMakerError extends RevertError {
|
||||
}
|
||||
}
|
||||
|
||||
export class InvalidSignerError extends RevertError {
|
||||
constructor(maker?: string, signer?: string) {
|
||||
super('InvalidSignerError', 'InvalidSignerError(address maker, address signer)', {
|
||||
maker,
|
||||
signer,
|
||||
});
|
||||
}
|
||||
}
|
||||
|
||||
export class OrderNotFillableBySenderError extends RevertError {
|
||||
constructor(orderHash?: string, sender?: string, orderSender?: string) {
|
||||
super(
|
||||
@@ -135,6 +144,7 @@ const types = [
|
||||
FillOrKillFailedError,
|
||||
OnlyOrderMakerAllowed,
|
||||
BatchFillIncompleteError,
|
||||
InvalidSignerError,
|
||||
];
|
||||
|
||||
// Register the types we've defined.
|
||||
|
@@ -126,6 +126,9 @@ export enum BridgeProtocol {
|
||||
CoFiX,
|
||||
Nerve,
|
||||
MakerPsm,
|
||||
Smoothy,
|
||||
Component,
|
||||
Saddle,
|
||||
}
|
||||
// tslint:enable: enum-naming
|
||||
|
||||
|
Reference in New Issue
Block a user