Compare commits
15 Commits
@0x/migrat
...
@0x/migrat
Author | SHA1 | Date | |
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01813746e8 | ||
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7d668d8801 | ||
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797a00a33a | ||
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4b3d98f43c | ||
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9ff77c1cd5 | ||
|
18a8351671 | ||
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9a994dfcd3 | ||
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b7adc5a889 | ||
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10b0d7f363 | ||
|
e2c905a15f | ||
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8589ba728c | ||
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43512fd07a | ||
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c090608d99 | ||
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89817428ed | ||
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fce3664258 |
@@ -1,4 +1,13 @@
|
||||
[
|
||||
{
|
||||
"timestamp": 1635903615,
|
||||
"version": "3.3.22",
|
||||
"changes": [
|
||||
{
|
||||
"note": "Dependencies updated"
|
||||
}
|
||||
]
|
||||
},
|
||||
{
|
||||
"timestamp": 1634668033,
|
||||
"version": "3.3.21",
|
||||
|
@@ -5,6 +5,10 @@ Edit the package's CHANGELOG.json file only.
|
||||
|
||||
CHANGELOG
|
||||
|
||||
## v3.3.22 - _November 3, 2021_
|
||||
|
||||
* Dependencies updated
|
||||
|
||||
## v3.3.21 - _October 19, 2021_
|
||||
|
||||
* Dependencies updated
|
||||
|
@@ -1,6 +1,6 @@
|
||||
{
|
||||
"name": "@0x/contracts-erc20",
|
||||
"version": "3.3.21",
|
||||
"version": "3.3.22",
|
||||
"engines": {
|
||||
"node": ">=6.12"
|
||||
},
|
||||
@@ -53,8 +53,8 @@
|
||||
"devDependencies": {
|
||||
"@0x/abi-gen": "^5.6.2",
|
||||
"@0x/contracts-gen": "^2.0.40",
|
||||
"@0x/contracts-test-utils": "^5.4.12",
|
||||
"@0x/contracts-utils": "^4.8.2",
|
||||
"@0x/contracts-test-utils": "^5.4.13",
|
||||
"@0x/contracts-utils": "^4.8.3",
|
||||
"@0x/dev-utils": "^4.2.9",
|
||||
"@0x/sol-compiler": "^4.7.5",
|
||||
"@0x/ts-doc-gen": "^0.0.28",
|
||||
|
@@ -1,4 +1,13 @@
|
||||
[
|
||||
{
|
||||
"timestamp": 1635903615,
|
||||
"version": "5.4.13",
|
||||
"changes": [
|
||||
{
|
||||
"note": "Dependencies updated"
|
||||
}
|
||||
]
|
||||
},
|
||||
{
|
||||
"timestamp": 1634668033,
|
||||
"version": "5.4.12",
|
||||
|
@@ -5,6 +5,10 @@ Edit the package's CHANGELOG.json file only.
|
||||
|
||||
CHANGELOG
|
||||
|
||||
## v5.4.13 - _November 3, 2021_
|
||||
|
||||
* Dependencies updated
|
||||
|
||||
## v5.4.12 - _October 19, 2021_
|
||||
|
||||
* Dependencies updated
|
||||
|
@@ -1,6 +1,6 @@
|
||||
{
|
||||
"name": "@0x/contracts-test-utils",
|
||||
"version": "5.4.12",
|
||||
"version": "5.4.13",
|
||||
"engines": {
|
||||
"node": ">=6.12"
|
||||
},
|
||||
@@ -44,7 +44,7 @@
|
||||
"dependencies": {
|
||||
"@0x/assert": "^3.0.29",
|
||||
"@0x/base-contract": "^6.4.2",
|
||||
"@0x/contract-addresses": "^6.8.0",
|
||||
"@0x/contract-addresses": "^6.8.1",
|
||||
"@0x/dev-utils": "^4.2.9",
|
||||
"@0x/json-schemas": "^6.3.0",
|
||||
"@0x/order-utils": "^10.4.28",
|
||||
|
@@ -1,4 +1,13 @@
|
||||
[
|
||||
{
|
||||
"timestamp": 1635903615,
|
||||
"version": "1.4.5",
|
||||
"changes": [
|
||||
{
|
||||
"note": "Dependencies updated"
|
||||
}
|
||||
]
|
||||
},
|
||||
{
|
||||
"timestamp": 1634668033,
|
||||
"version": "1.4.4",
|
||||
|
@@ -5,6 +5,10 @@ Edit the package's CHANGELOG.json file only.
|
||||
|
||||
CHANGELOG
|
||||
|
||||
## v1.4.5 - _November 3, 2021_
|
||||
|
||||
* Dependencies updated
|
||||
|
||||
## v1.4.4 - _October 19, 2021_
|
||||
|
||||
* Dependencies updated
|
||||
|
@@ -1,6 +1,6 @@
|
||||
{
|
||||
"name": "@0x/contracts-treasury",
|
||||
"version": "1.4.4",
|
||||
"version": "1.4.5",
|
||||
"engines": {
|
||||
"node": ">=6.12"
|
||||
},
|
||||
@@ -47,12 +47,12 @@
|
||||
"homepage": "https://github.com/0xProject/protocol/tree/main/contracts/treasury",
|
||||
"devDependencies": {
|
||||
"@0x/abi-gen": "^5.6.2",
|
||||
"@0x/contract-addresses": "^6.8.0",
|
||||
"@0x/contract-addresses": "^6.8.1",
|
||||
"@0x/contracts-asset-proxy": "^3.7.19",
|
||||
"@0x/contracts-erc20": "^3.3.21",
|
||||
"@0x/contracts-erc20": "^3.3.22",
|
||||
"@0x/contracts-gen": "^2.0.40",
|
||||
"@0x/contracts-staking": "^2.0.45",
|
||||
"@0x/contracts-test-utils": "^5.4.12",
|
||||
"@0x/contracts-test-utils": "^5.4.13",
|
||||
"@0x/sol-compiler": "^4.7.5",
|
||||
"@0x/ts-doc-gen": "^0.0.28",
|
||||
"@0x/tslint-config": "^4.1.4",
|
||||
@@ -73,7 +73,7 @@
|
||||
},
|
||||
"dependencies": {
|
||||
"@0x/base-contract": "^6.4.2",
|
||||
"@0x/protocol-utils": "^1.9.3",
|
||||
"@0x/protocol-utils": "^1.9.4",
|
||||
"@0x/subproviders": "^6.6.0",
|
||||
"@0x/types": "^3.3.4",
|
||||
"@0x/typescript-typings": "^5.2.1",
|
||||
|
@@ -1,4 +1,13 @@
|
||||
[
|
||||
{
|
||||
"timestamp": 1635903615,
|
||||
"version": "4.8.3",
|
||||
"changes": [
|
||||
{
|
||||
"note": "Dependencies updated"
|
||||
}
|
||||
]
|
||||
},
|
||||
{
|
||||
"timestamp": 1634668033,
|
||||
"version": "4.8.2",
|
||||
|
@@ -5,6 +5,10 @@ Edit the package's CHANGELOG.json file only.
|
||||
|
||||
CHANGELOG
|
||||
|
||||
## v4.8.3 - _November 3, 2021_
|
||||
|
||||
* Dependencies updated
|
||||
|
||||
## v4.8.2 - _October 19, 2021_
|
||||
|
||||
* Dependencies updated
|
||||
|
@@ -1,6 +1,6 @@
|
||||
{
|
||||
"name": "@0x/contracts-utils",
|
||||
"version": "4.8.2",
|
||||
"version": "4.8.3",
|
||||
"engines": {
|
||||
"node": ">=6.12"
|
||||
},
|
||||
@@ -52,7 +52,7 @@
|
||||
"devDependencies": {
|
||||
"@0x/abi-gen": "^5.6.2",
|
||||
"@0x/contracts-gen": "^2.0.40",
|
||||
"@0x/contracts-test-utils": "^5.4.12",
|
||||
"@0x/contracts-test-utils": "^5.4.13",
|
||||
"@0x/dev-utils": "^4.2.9",
|
||||
"@0x/order-utils": "^10.4.28",
|
||||
"@0x/sol-compiler": "^4.7.5",
|
||||
|
@@ -1,4 +1,28 @@
|
||||
[
|
||||
{
|
||||
"version": "0.29.4",
|
||||
"changes": [
|
||||
{
|
||||
"note": "Prevent EP ETH balance from reducing when executin mtxs",
|
||||
"pr": 365
|
||||
}
|
||||
],
|
||||
"timestamp": 1637065617
|
||||
},
|
||||
{
|
||||
"version": "0.29.3",
|
||||
"changes": [
|
||||
{
|
||||
"note": "Register transformERC20() and remove transformERC20Staging()",
|
||||
"pr": 355
|
||||
},
|
||||
{
|
||||
"note": "Add OtcOrders to FullMigration",
|
||||
"pr": 350
|
||||
}
|
||||
],
|
||||
"timestamp": 1635903615
|
||||
},
|
||||
{
|
||||
"timestamp": 1634668033,
|
||||
"version": "0.29.2",
|
||||
|
@@ -5,6 +5,15 @@ Edit the package's CHANGELOG.json file only.
|
||||
|
||||
CHANGELOG
|
||||
|
||||
## v0.29.4 - _November 16, 2021_
|
||||
|
||||
* Prevent EP ETH balance from reducing when executin mtxs (#365)
|
||||
|
||||
## v0.29.3 - _November 3, 2021_
|
||||
|
||||
* Register transformERC20() and remove transformERC20Staging() (#355)
|
||||
* Add OtcOrders to FullMigration (#350)
|
||||
|
||||
## v0.29.2 - _October 19, 2021_
|
||||
|
||||
* Dependencies updated
|
||||
|
@@ -78,7 +78,7 @@ contract MetaTransactionsFeature is
|
||||
/// @dev Name of this feature.
|
||||
string public constant override FEATURE_NAME = "MetaTransactions";
|
||||
/// @dev Version of this feature.
|
||||
uint256 public immutable override FEATURE_VERSION = _encodeVersion(1, 2, 0);
|
||||
uint256 public immutable override FEATURE_VERSION = _encodeVersion(1, 2, 1);
|
||||
/// @dev EIP712 typehash of the `MetaTransactionData` struct.
|
||||
bytes32 public immutable MTX_EIP712_TYPEHASH = keccak256(
|
||||
"MetaTransactionData("
|
||||
@@ -105,6 +105,17 @@ contract MetaTransactionsFeature is
|
||||
}
|
||||
}
|
||||
|
||||
/// @dev Ensures that the ETH balance of `this` does not go below the
|
||||
/// initial ETH balance before the call (excluding ETH attached to the call).
|
||||
modifier doesNotReduceEthBalance() {
|
||||
uint256 initialBalance = address(this).balance - msg.value;
|
||||
_;
|
||||
require(
|
||||
initialBalance <= address(this).balance,
|
||||
"MetaTransactionsFeature/ETH_LEAK"
|
||||
);
|
||||
}
|
||||
|
||||
constructor(address zeroExAddress)
|
||||
public
|
||||
FixinCommon()
|
||||
@@ -140,6 +151,7 @@ contract MetaTransactionsFeature is
|
||||
payable
|
||||
override
|
||||
nonReentrant(REENTRANCY_MTX)
|
||||
doesNotReduceEthBalance
|
||||
refundsAttachedEth
|
||||
returns (bytes memory returnResult)
|
||||
{
|
||||
@@ -164,6 +176,7 @@ contract MetaTransactionsFeature is
|
||||
payable
|
||||
override
|
||||
nonReentrant(REENTRANCY_MTX)
|
||||
doesNotReduceEthBalance
|
||||
refundsAttachedEth
|
||||
returns (bytes[] memory returnResults)
|
||||
{
|
||||
|
@@ -75,7 +75,7 @@ contract TransformERC20Feature is
|
||||
_registerFeatureFunction(this.setTransformerDeployer.selector);
|
||||
_registerFeatureFunction(this.setQuoteSigner.selector);
|
||||
_registerFeatureFunction(this.getQuoteSigner.selector);
|
||||
_registerFeatureFunction(this.transformERC20Staging.selector);
|
||||
_registerFeatureFunction(this.transformERC20.selector);
|
||||
_registerFeatureFunction(this._transformERC20.selector);
|
||||
if (this.getTransformWallet() == IFlashWallet(address(0))) {
|
||||
// Create the transform wallet if it doesn't exist.
|
||||
@@ -145,44 +145,6 @@ contract TransformERC20Feature is
|
||||
LibTransformERC20Storage.getStorage().wallet = wallet;
|
||||
}
|
||||
|
||||
/// @dev Wrapper for `transformERC20`. This selector will be temporarily
|
||||
/// registered to the Exchange Proxy so that we can migrate 0x API
|
||||
/// with no downtime. Once 0x API has been updated to point to this
|
||||
/// function, we can safely re-register `transformERC20`, point
|
||||
/// 0x API back to `transformERC20`, and deregister this function.
|
||||
/// @param inputToken The token being provided by the sender.
|
||||
/// If `0xeee...`, ETH is implied and should be provided with the call.`
|
||||
/// @param outputToken The token to be acquired by the sender.
|
||||
/// `0xeee...` implies ETH.
|
||||
/// @param inputTokenAmount The amount of `inputToken` to take from the sender.
|
||||
/// If set to `uint256(-1)`, the entire spendable balance of the taker
|
||||
/// will be solt.
|
||||
/// @param minOutputTokenAmount The minimum amount of `outputToken` the sender
|
||||
/// must receive for the entire transformation to succeed. If set to zero,
|
||||
/// the minimum output token transfer will not be asserted.
|
||||
/// @param transformations The transformations to execute on the token balance(s)
|
||||
/// in sequence.
|
||||
/// @return outputTokenAmount The amount of `outputToken` received by the sender.
|
||||
function transformERC20Staging(
|
||||
IERC20TokenV06 inputToken,
|
||||
IERC20TokenV06 outputToken,
|
||||
uint256 inputTokenAmount,
|
||||
uint256 minOutputTokenAmount,
|
||||
Transformation[] memory transformations
|
||||
)
|
||||
public
|
||||
payable
|
||||
returns (uint256 outputTokenAmount)
|
||||
{
|
||||
return transformERC20(
|
||||
inputToken,
|
||||
outputToken,
|
||||
inputTokenAmount,
|
||||
minOutputTokenAmount,
|
||||
transformations
|
||||
);
|
||||
}
|
||||
|
||||
/// @dev Executes a series of transformations to convert an ERC20 `inputToken`
|
||||
/// to an ERC20 `outputToken`.
|
||||
/// @param inputToken The token being provided by the sender.
|
||||
@@ -283,8 +245,8 @@ contract TransformERC20Feature is
|
||||
}
|
||||
// Transfer output tokens from wallet to recipient
|
||||
outputTokenAmount = _executeOutputTokenTransfer(
|
||||
args.outputToken,
|
||||
state.wallet,
|
||||
args.outputToken,
|
||||
state.wallet,
|
||||
args.recipient
|
||||
);
|
||||
}
|
||||
|
@@ -25,6 +25,7 @@ import "../features/interfaces/IOwnableFeature.sol";
|
||||
import "../features/TransformERC20Feature.sol";
|
||||
import "../features/MetaTransactionsFeature.sol";
|
||||
import "../features/NativeOrdersFeature.sol";
|
||||
import "../features/OtcOrdersFeature.sol";
|
||||
import "./InitialMigration.sol";
|
||||
|
||||
|
||||
@@ -40,6 +41,7 @@ contract FullMigration {
|
||||
TransformERC20Feature transformERC20;
|
||||
MetaTransactionsFeature metaTransactions;
|
||||
NativeOrdersFeature nativeOrders;
|
||||
OtcOrdersFeature otcOrders;
|
||||
}
|
||||
|
||||
/// @dev Parameters needed to initialize features.
|
||||
@@ -173,5 +175,16 @@ contract FullMigration {
|
||||
address(this)
|
||||
);
|
||||
}
|
||||
// OtcOrdersFeature
|
||||
{
|
||||
// Register the feature.
|
||||
ownable.migrate(
|
||||
address(features.otcOrders),
|
||||
abi.encodeWithSelector(
|
||||
OtcOrdersFeature.migrate.selector
|
||||
),
|
||||
address(this)
|
||||
);
|
||||
}
|
||||
}
|
||||
}
|
||||
|
@@ -46,6 +46,10 @@ contract TestMetaTransactionsTransformERC20Feature is
|
||||
payable
|
||||
returns (uint256 outputTokenAmount)
|
||||
{
|
||||
if (msg.value == 555) {
|
||||
tx.origin.transfer(1);
|
||||
}
|
||||
|
||||
if (msg.value == 666) {
|
||||
revert('FAIL');
|
||||
}
|
||||
|
@@ -1,6 +1,6 @@
|
||||
{
|
||||
"name": "@0x/contracts-zero-ex",
|
||||
"version": "0.29.2",
|
||||
"version": "0.29.4",
|
||||
"engines": {
|
||||
"node": ">=6.12"
|
||||
},
|
||||
@@ -56,10 +56,10 @@
|
||||
"homepage": "https://github.com/0xProject/protocol/tree/main/contracts/zero-ex",
|
||||
"devDependencies": {
|
||||
"@0x/abi-gen": "^5.6.2",
|
||||
"@0x/contract-addresses": "^6.8.0",
|
||||
"@0x/contracts-erc20": "^3.3.21",
|
||||
"@0x/contract-addresses": "^6.8.1",
|
||||
"@0x/contracts-erc20": "^3.3.22",
|
||||
"@0x/contracts-gen": "^2.0.40",
|
||||
"@0x/contracts-test-utils": "^5.4.12",
|
||||
"@0x/contracts-test-utils": "^5.4.13",
|
||||
"@0x/dev-utils": "^4.2.9",
|
||||
"@0x/order-utils": "^10.4.28",
|
||||
"@0x/sol-compiler": "^4.7.5",
|
||||
@@ -83,7 +83,7 @@
|
||||
},
|
||||
"dependencies": {
|
||||
"@0x/base-contract": "^6.4.2",
|
||||
"@0x/protocol-utils": "^1.9.3",
|
||||
"@0x/protocol-utils": "^1.9.4",
|
||||
"@0x/subproviders": "^6.6.0",
|
||||
"@0x/types": "^3.3.4",
|
||||
"@0x/typescript-typings": "^5.2.1",
|
||||
|
@@ -12,6 +12,7 @@ import {
|
||||
IZeroExContract,
|
||||
MetaTransactionsFeatureContract,
|
||||
NativeOrdersFeatureContract,
|
||||
OtcOrdersFeatureContract,
|
||||
OwnableFeatureContract,
|
||||
SimpleFunctionRegistryFeatureContract,
|
||||
TransformERC20FeatureContract,
|
||||
@@ -113,6 +114,7 @@ export interface FullFeatures extends BootstrapFeatures {
|
||||
transformERC20: string;
|
||||
metaTransactions: string;
|
||||
nativeOrders: string;
|
||||
otcOrders: string;
|
||||
}
|
||||
|
||||
/**
|
||||
@@ -123,6 +125,7 @@ export interface FullFeatureArtifacts extends BootstrapFeatureArtifacts {
|
||||
metaTransactions: SimpleContractArtifact;
|
||||
nativeOrders: SimpleContractArtifact;
|
||||
feeCollectorController: SimpleContractArtifact;
|
||||
otcOrders: SimpleContractArtifact;
|
||||
}
|
||||
|
||||
/**
|
||||
@@ -155,6 +158,7 @@ const DEFAULT_FULL_FEATURES_ARTIFACTS = {
|
||||
metaTransactions: artifacts.MetaTransactionsFeature,
|
||||
nativeOrders: artifacts.NativeOrdersFeature,
|
||||
feeCollectorController: artifacts.FeeCollectorController,
|
||||
otcOrders: artifacts.OtcOrdersFeature,
|
||||
};
|
||||
|
||||
/**
|
||||
@@ -222,6 +226,18 @@ export async function deployFullFeaturesAsync(
|
||||
_config.protocolFeeMultiplier,
|
||||
)
|
||||
).address,
|
||||
otcOrders:
|
||||
features.otcOrders ||
|
||||
(
|
||||
await OtcOrdersFeatureContract.deployFrom0xArtifactAsync(
|
||||
_featureArtifacts.otcOrders,
|
||||
provider,
|
||||
txDefaults,
|
||||
artifacts,
|
||||
_config.zeroExAddress,
|
||||
_config.wethAddress,
|
||||
)
|
||||
).address,
|
||||
};
|
||||
}
|
||||
|
||||
|
@@ -38,6 +38,7 @@ blockchainTests.resets('MetaTransactions feature', env => {
|
||||
let nativeOrdersFeature: TestMetaTransactionsNativeOrdersFeatureContract;
|
||||
|
||||
const MAX_FEE_AMOUNT = new BigNumber('1e18');
|
||||
const TRANSFORM_ERC20_ONE_WEI_VALUE = new BigNumber(555);
|
||||
const TRANSFORM_ERC20_FAILING_VALUE = new BigNumber(666);
|
||||
const TRANSFORM_ERC20_REENTER_VALUE = new BigNumber(777);
|
||||
const TRANSFORM_ERC20_BATCH_REENTER_VALUE = new BigNumber(888);
|
||||
@@ -597,7 +598,7 @@ blockchainTests.resets('MetaTransactions feature', env => {
|
||||
);
|
||||
});
|
||||
|
||||
it('cannot reenter `executeMetaTransaction()`', async () => {
|
||||
it('cannot reduce initial ETH balance', async () => {
|
||||
const args = getRandomTransformERC20Args();
|
||||
const mtx = getRandomMetaTransaction({
|
||||
callData: transformERC20Feature
|
||||
@@ -609,58 +610,23 @@ blockchainTests.resets('MetaTransactions feature', env => {
|
||||
args.transformations,
|
||||
)
|
||||
.getABIEncodedTransactionData(),
|
||||
value: TRANSFORM_ERC20_REENTER_VALUE,
|
||||
value: TRANSFORM_ERC20_ONE_WEI_VALUE,
|
||||
});
|
||||
const mtxHash = mtx.getHash();
|
||||
const signature = await mtx.getSignatureWithProviderAsync(env.provider);
|
||||
const callOpts = {
|
||||
gasPrice: mtx.maxGasPrice,
|
||||
value: mtx.value,
|
||||
};
|
||||
const tx = feature.executeMetaTransaction(mtx, signature).awaitTransactionSuccessAsync(callOpts);
|
||||
return expect(tx).to.revertWith(
|
||||
new ZeroExRevertErrors.MetaTransactions.MetaTransactionCallFailedError(
|
||||
mtxHash,
|
||||
undefined,
|
||||
new ZeroExRevertErrors.Common.IllegalReentrancyError(
|
||||
feature.getSelector('executeMetaTransaction'),
|
||||
REENTRANCY_FLAG_MTX,
|
||||
).encode(),
|
||||
),
|
||||
// Send pre-existing ETH to the EP.
|
||||
await env.web3Wrapper.awaitTransactionSuccessAsync(
|
||||
await env.web3Wrapper.sendTransactionAsync({
|
||||
from: owner,
|
||||
to: zeroEx.address,
|
||||
value: new BigNumber(1),
|
||||
}),
|
||||
);
|
||||
});
|
||||
|
||||
it('cannot reenter `batchExecuteMetaTransactions()`', async () => {
|
||||
const args = getRandomTransformERC20Args();
|
||||
const mtx = getRandomMetaTransaction({
|
||||
callData: transformERC20Feature
|
||||
.transformERC20(
|
||||
args.inputToken,
|
||||
args.outputToken,
|
||||
args.inputTokenAmount,
|
||||
args.minOutputTokenAmount,
|
||||
args.transformations,
|
||||
)
|
||||
.getABIEncodedTransactionData(),
|
||||
value: TRANSFORM_ERC20_BATCH_REENTER_VALUE,
|
||||
});
|
||||
const mtxHash = mtx.getHash();
|
||||
const signature = await mtx.getSignatureWithProviderAsync(env.provider);
|
||||
const callOpts = {
|
||||
gasPrice: mtx.maxGasPrice,
|
||||
value: mtx.value,
|
||||
};
|
||||
const tx = feature.executeMetaTransaction(mtx, signature).awaitTransactionSuccessAsync(callOpts);
|
||||
return expect(tx).to.revertWith(
|
||||
new ZeroExRevertErrors.MetaTransactions.MetaTransactionCallFailedError(
|
||||
mtxHash,
|
||||
undefined,
|
||||
new ZeroExRevertErrors.Common.IllegalReentrancyError(
|
||||
feature.getSelector('batchExecuteMetaTransactions'),
|
||||
REENTRANCY_FLAG_MTX,
|
||||
).encode(),
|
||||
),
|
||||
);
|
||||
return expect(tx).to.revertWith('MetaTransactionsFeature/ETH_LEAK');
|
||||
});
|
||||
});
|
||||
|
||||
@@ -817,6 +783,37 @@ blockchainTests.resets('MetaTransactions feature', env => {
|
||||
),
|
||||
);
|
||||
});
|
||||
|
||||
it('cannot reduce initial ETH balance', async () => {
|
||||
const args = getRandomTransformERC20Args();
|
||||
const mtx = getRandomMetaTransaction({
|
||||
callData: transformERC20Feature
|
||||
.transformERC20(
|
||||
args.inputToken,
|
||||
args.outputToken,
|
||||
args.inputTokenAmount,
|
||||
args.minOutputTokenAmount,
|
||||
args.transformations,
|
||||
)
|
||||
.getABIEncodedTransactionData(),
|
||||
value: TRANSFORM_ERC20_ONE_WEI_VALUE,
|
||||
});
|
||||
const signature = await mtx.getSignatureWithProviderAsync(env.provider);
|
||||
const callOpts = {
|
||||
gasPrice: mtx.maxGasPrice,
|
||||
value: mtx.value,
|
||||
};
|
||||
// Send pre-existing ETH to the EP.
|
||||
await env.web3Wrapper.awaitTransactionSuccessAsync(
|
||||
await env.web3Wrapper.sendTransactionAsync({
|
||||
from: owner,
|
||||
to: zeroEx.address,
|
||||
value: new BigNumber(1),
|
||||
}),
|
||||
);
|
||||
const tx = feature.batchExecuteMetaTransactions([mtx], [signature]).awaitTransactionSuccessAsync(callOpts);
|
||||
return expect(tx).to.revertWith('MetaTransactionsFeature/ETH_LEAK');
|
||||
});
|
||||
});
|
||||
|
||||
describe('getMetaTransactionExecutedBlock()', () => {
|
||||
|
@@ -1,4 +1,43 @@
|
||||
[
|
||||
{
|
||||
"version": "16.33.0",
|
||||
"changes": [
|
||||
{
|
||||
"note": "Add support for Uniswap V3 1 bps pools",
|
||||
"pr": 366
|
||||
}
|
||||
],
|
||||
"timestamp": 1637065617
|
||||
},
|
||||
{
|
||||
"version": "16.32.0",
|
||||
"changes": [
|
||||
{
|
||||
"note": "Extended Quote Report",
|
||||
"pr": 361
|
||||
}
|
||||
],
|
||||
"timestamp": 1636480845
|
||||
},
|
||||
{
|
||||
"timestamp": 1635903615,
|
||||
"version": "16.31.0",
|
||||
"changes": [
|
||||
{
|
||||
"note": "Added `Curve`, `Curve_V2` and `KyberDmm` to Avalanche",
|
||||
"pr": 363
|
||||
}
|
||||
]
|
||||
},
|
||||
{
|
||||
"timestamp": 1635903615,
|
||||
"version": "16.30.1",
|
||||
"changes": [
|
||||
{
|
||||
"note": "Dependencies updated"
|
||||
}
|
||||
]
|
||||
},
|
||||
{
|
||||
"version": "16.30.0",
|
||||
"changes": [
|
||||
|
@@ -5,6 +5,22 @@ Edit the package's CHANGELOG.json file only.
|
||||
|
||||
CHANGELOG
|
||||
|
||||
## v16.33.0 - _November 16, 2021_
|
||||
|
||||
* Add support for Uniswap V3 1 bps pools (#366)
|
||||
|
||||
## v16.32.0 - _November 9, 2021_
|
||||
|
||||
* Extended Quote Report (#361)
|
||||
|
||||
## v16.31.0 - _November 3, 2021_
|
||||
|
||||
* Added `Curve`, `Curve_V2` and `KyberDmm` to Avalanche (#363)
|
||||
|
||||
## v16.30.1 - _November 3, 2021_
|
||||
|
||||
* Dependencies updated
|
||||
|
||||
## v16.30.0 - _October 19, 2021_
|
||||
|
||||
* Fantom deployment (#347)
|
||||
|
@@ -159,8 +159,11 @@ contract KyberDmmSampler
|
||||
(path[i], path[i + 1])
|
||||
returns (address[] memory allPools)
|
||||
{
|
||||
if (allPools.length == 0) {
|
||||
return new address[](0);
|
||||
}
|
||||
|
||||
uint256 maxSupply = 0;
|
||||
require(allPools.length >= 1, "KyberDMMSampler/NO_POOLS_FOUND");
|
||||
for (uint256 j = 0; j < allPools.length; j++) {
|
||||
uint256 totalSupply = IKyberDmmPool(allPools[j]).totalSupply();
|
||||
if (totalSupply > maxSupply) {
|
||||
|
@@ -174,8 +174,9 @@ contract UniswapV3Sampler
|
||||
tokenPath.length - startIndex >= 2,
|
||||
"UniswapV3Sampler/tokenPath too short"
|
||||
);
|
||||
uint24[3] memory validPoolFees = [
|
||||
uint24[4] memory validPoolFees = [
|
||||
// The launch pool fees. Could get hairier if they add more.
|
||||
uint24(0.0001e6),
|
||||
uint24(0.0005e6),
|
||||
uint24(0.003e6),
|
||||
uint24(0.01e6)
|
||||
|
@@ -1,6 +1,6 @@
|
||||
{
|
||||
"name": "@0x/asset-swapper",
|
||||
"version": "16.30.0",
|
||||
"version": "16.33.0",
|
||||
"engines": {
|
||||
"node": ">=6.12"
|
||||
},
|
||||
@@ -60,14 +60,14 @@
|
||||
"dependencies": {
|
||||
"@0x/assert": "^3.0.29",
|
||||
"@0x/base-contract": "^6.4.2",
|
||||
"@0x/contract-addresses": "^6.8.0",
|
||||
"@0x/contract-wrappers": "^13.18.1",
|
||||
"@0x/contracts-erc20": "^3.3.21",
|
||||
"@0x/contracts-zero-ex": "^0.29.2",
|
||||
"@0x/contract-addresses": "^6.8.1",
|
||||
"@0x/contract-wrappers": "^13.18.2",
|
||||
"@0x/contracts-erc20": "^3.3.22",
|
||||
"@0x/contracts-zero-ex": "^0.29.4",
|
||||
"@0x/dev-utils": "^4.2.9",
|
||||
"@0x/json-schemas": "^6.3.0",
|
||||
"@0x/neon-router": "^0.2.1",
|
||||
"@0x/protocol-utils": "^1.9.3",
|
||||
"@0x/protocol-utils": "^1.9.4",
|
||||
"@0x/quote-server": "^6.0.6",
|
||||
"@0x/types": "^3.3.4",
|
||||
"@0x/typescript-typings": "^5.2.1",
|
||||
@@ -98,10 +98,10 @@
|
||||
"@0x/contracts-exchange": "^3.2.38",
|
||||
"@0x/contracts-exchange-libs": "^4.3.37",
|
||||
"@0x/contracts-gen": "^2.0.40",
|
||||
"@0x/contracts-test-utils": "^5.4.12",
|
||||
"@0x/contracts-utils": "^4.8.2",
|
||||
"@0x/contracts-test-utils": "^5.4.13",
|
||||
"@0x/contracts-utils": "^4.8.3",
|
||||
"@0x/mesh-rpc-client": "^9.4.2",
|
||||
"@0x/migrations": "^8.1.9",
|
||||
"@0x/migrations": "^8.1.11",
|
||||
"@0x/sol-compiler": "^4.7.5",
|
||||
"@0x/subproviders": "^6.6.0",
|
||||
"@0x/ts-doc-gen": "^0.0.28",
|
||||
|
@@ -162,14 +162,20 @@ export {
|
||||
export { ProtocolFeeUtils } from './utils/protocol_fee_utils';
|
||||
export {
|
||||
BridgeQuoteReportEntry,
|
||||
jsonifyFillData,
|
||||
MultiHopQuoteReportEntry,
|
||||
NativeLimitOrderQuoteReportEntry,
|
||||
NativeRfqOrderQuoteReportEntry,
|
||||
QuoteReport,
|
||||
QuoteReportEntry,
|
||||
ExtendedQuoteReport,
|
||||
ExtendedQuoteReportSources,
|
||||
ExtendedQuoteReportEntry,
|
||||
ExtendedQuoteReportIndexedEntry,
|
||||
ExtendedQuoteReportIndexedEntryOutbound,
|
||||
PriceComparisonsReport,
|
||||
} from './utils/quote_report_generator';
|
||||
export { QuoteRequestor } from './utils/quote_requestor';
|
||||
export { QuoteRequestor, V4RFQIndicativeQuoteMM } from './utils/quote_requestor';
|
||||
export { ERC20BridgeSamplerContract, BalanceCheckerContract, FakeTakerContract } from './wrappers';
|
||||
import { ERC20BridgeSource } from './utils/market_operation_utils/types';
|
||||
export type Native = ERC20BridgeSource.Native;
|
||||
|
@@ -505,6 +505,7 @@ function createSwapQuote(
|
||||
const {
|
||||
optimizedOrders,
|
||||
quoteReport,
|
||||
extendedQuoteReportSources,
|
||||
sourceFlags,
|
||||
takerAmountPerEth,
|
||||
makerAmountPerEth,
|
||||
@@ -532,6 +533,7 @@ function createSwapQuote(
|
||||
takerAmountPerEth,
|
||||
makerAmountPerEth,
|
||||
quoteReport,
|
||||
extendedQuoteReportSources,
|
||||
isTwoHop,
|
||||
priceComparisonsReport,
|
||||
};
|
||||
|
@@ -19,7 +19,7 @@ import {
|
||||
OptimizedMarketOrder,
|
||||
TokenAdjacencyGraph,
|
||||
} from './utils/market_operation_utils/types';
|
||||
import { PriceComparisonsReport, QuoteReport } from './utils/quote_report_generator';
|
||||
import { ExtendedQuoteReportSources, PriceComparisonsReport, QuoteReport } from './utils/quote_report_generator';
|
||||
import { MetricsProxy } from './utils/quote_requestor';
|
||||
|
||||
/**
|
||||
@@ -171,6 +171,7 @@ export interface SwapQuoteBase {
|
||||
worstCaseQuoteInfo: SwapQuoteInfo;
|
||||
sourceBreakdown: SwapQuoteOrdersBreakdown;
|
||||
quoteReport?: QuoteReport;
|
||||
extendedQuoteReportSources?: ExtendedQuoteReportSources;
|
||||
priceComparisonsReport?: PriceComparisonsReport;
|
||||
isTwoHop: boolean;
|
||||
makerTokenDecimals: number;
|
||||
|
@@ -11,9 +11,11 @@ import {
|
||||
COMETHSWAP_ROUTER_BY_CHAIN_ID,
|
||||
COMPONENT_POOLS_BY_CHAIN_ID,
|
||||
CRYPTO_COM_ROUTER_BY_CHAIN_ID,
|
||||
CURVE_AVALANCHE_INFOS,
|
||||
CURVE_FANTOM_INFOS,
|
||||
CURVE_MAINNET_INFOS,
|
||||
CURVE_POLYGON_INFOS,
|
||||
CURVE_V2_AVALANCHE_INFOS,
|
||||
CURVE_V2_FANTOM_INFOS,
|
||||
CURVE_V2_MAINNET_INFOS,
|
||||
CURVE_V2_POLYGON_INFOS,
|
||||
@@ -146,6 +148,15 @@ export function getCurveInfosForPair(chainId: ChainId, takerToken: string, maker
|
||||
[makerToken, takerToken].filter(v => c.metaTokens?.includes(v)).length > 0),
|
||||
),
|
||||
);
|
||||
case ChainId.Avalanche:
|
||||
return Object.values(CURVE_AVALANCHE_INFOS).filter(c =>
|
||||
[makerToken, takerToken].every(
|
||||
t =>
|
||||
(c.tokens.includes(t) && c.metaTokens === undefined) ||
|
||||
(c.tokens.includes(t) &&
|
||||
[makerToken, takerToken].filter(v => c.metaTokens?.includes(v)).length > 0),
|
||||
),
|
||||
);
|
||||
default:
|
||||
return [];
|
||||
}
|
||||
@@ -181,6 +192,15 @@ export function getCurveV2InfosForPair(chainId: ChainId, takerToken: string, mak
|
||||
[makerToken, takerToken].filter(v => c.metaTokens?.includes(v)).length > 0),
|
||||
),
|
||||
);
|
||||
case ChainId.Avalanche:
|
||||
return Object.values(CURVE_V2_AVALANCHE_INFOS).filter(c =>
|
||||
[makerToken, takerToken].every(
|
||||
t =>
|
||||
(c.tokens.includes(t) && c.metaTokens === undefined) ||
|
||||
(c.tokens.includes(t) &&
|
||||
[makerToken, takerToken].filter(v => c.metaTokens?.includes(v)).length > 0),
|
||||
),
|
||||
);
|
||||
default:
|
||||
return [];
|
||||
}
|
||||
|
@@ -136,6 +136,7 @@ export const SELL_SOURCE_FILTER_BY_CHAIN_ID = valueByChainId<SourceFilters>(
|
||||
ERC20BridgeSource.FirebirdOneSwap,
|
||||
ERC20BridgeSource.JetSwap,
|
||||
ERC20BridgeSource.ACryptos,
|
||||
ERC20BridgeSource.KyberDmm,
|
||||
]),
|
||||
[ChainId.Polygon]: new SourceFilters([
|
||||
ERC20BridgeSource.SushiSwap,
|
||||
@@ -163,6 +164,9 @@ export const SELL_SOURCE_FILTER_BY_CHAIN_ID = valueByChainId<SourceFilters>(
|
||||
ERC20BridgeSource.Pangolin,
|
||||
ERC20BridgeSource.TraderJoe,
|
||||
ERC20BridgeSource.SushiSwap,
|
||||
ERC20BridgeSource.Curve,
|
||||
ERC20BridgeSource.CurveV2,
|
||||
ERC20BridgeSource.KyberDmm,
|
||||
]),
|
||||
[ChainId.Fantom]: new SourceFilters([
|
||||
ERC20BridgeSource.MultiHop,
|
||||
@@ -250,6 +254,7 @@ export const BUY_SOURCE_FILTER_BY_CHAIN_ID = valueByChainId<SourceFilters>(
|
||||
ERC20BridgeSource.FirebirdOneSwap,
|
||||
ERC20BridgeSource.JetSwap,
|
||||
ERC20BridgeSource.ACryptos,
|
||||
ERC20BridgeSource.KyberDmm,
|
||||
]),
|
||||
[ChainId.Polygon]: new SourceFilters([
|
||||
ERC20BridgeSource.SushiSwap,
|
||||
@@ -277,6 +282,9 @@ export const BUY_SOURCE_FILTER_BY_CHAIN_ID = valueByChainId<SourceFilters>(
|
||||
ERC20BridgeSource.Pangolin,
|
||||
ERC20BridgeSource.TraderJoe,
|
||||
ERC20BridgeSource.SushiSwap,
|
||||
ERC20BridgeSource.Curve,
|
||||
ERC20BridgeSource.CurveV2,
|
||||
ERC20BridgeSource.KyberDmm,
|
||||
]),
|
||||
[ChainId.Fantom]: new SourceFilters([
|
||||
ERC20BridgeSource.MultiHop,
|
||||
@@ -449,8 +457,13 @@ export const POLYGON_TOKENS = {
|
||||
export const AVALANCHE_TOKENS = {
|
||||
WAVAX: '0xb31f66aa3c1e785363f0875a1b74e27b85fd66c7',
|
||||
WETH: '0x49d5c2bdffac6ce2bfdb6640f4f80f226bc10bab',
|
||||
USDT: '0xc7198437980c041c805a1edcba50c1ce5db95118',
|
||||
WBTC: '0x50b7545627a5162f82a992c33b87adc75187b218',
|
||||
DAI: '0xd586e7f844cea2f87f50152665bcbc2c279d8d70',
|
||||
USDC: '0xa7d7079b0fead91f3e65f86e8915cb59c1a4c664',
|
||||
USDT: '0xc7198437980c041c805a1edcba50c1ce5db95118',
|
||||
aDAI: '0x47afa96cdc9fab46904a55a6ad4bf6660b53c38a',
|
||||
aUSDC: '0x46a51127c3ce23fb7ab1de06226147f446e4a857',
|
||||
aUSDT: '0x532e6537fea298397212f09a61e03311686f548e',
|
||||
};
|
||||
|
||||
export const FANTOM_TOKENS = {
|
||||
@@ -524,6 +537,14 @@ export const CURVE_V2_POLYGON_POOLS = {
|
||||
atricrypto3: '0x1d8b86e3d88cdb2d34688e87e72f388cb541b7c8',
|
||||
};
|
||||
|
||||
export const CURVE_AVALANCHE_POOLS = {
|
||||
aave: '0x7f90122bf0700f9e7e1f688fe926940e8839f353',
|
||||
};
|
||||
|
||||
export const CURVE_V2_AVALANCHE_POOLS = {
|
||||
atricrypto: '0x58e57ca18b7a47112b877e31929798cd3d703b0f',
|
||||
};
|
||||
|
||||
export const CURVE_FANTOM_POOLS = {
|
||||
fUSDT: '0x92d5ebf3593a92888c25c0abef126583d4b5312e',
|
||||
twoPool: '0x27e611fd27b276acbd5ffd632e5eaebec9761e40',
|
||||
@@ -631,6 +652,7 @@ export const DEFAULT_INTERMEDIATE_TOKENS_BY_CHAIN_ID = valueByChainId<string[]>(
|
||||
AVALANCHE_TOKENS.WETH,
|
||||
AVALANCHE_TOKENS.DAI,
|
||||
AVALANCHE_TOKENS.USDT,
|
||||
AVALANCHE_TOKENS.USDC,
|
||||
],
|
||||
[ChainId.Fantom]: [FANTOM_TOKENS.WFTM, FANTOM_TOKENS.WETH, FANTOM_TOKENS.DAI, FANTOM_TOKENS.USDC],
|
||||
},
|
||||
@@ -999,6 +1021,37 @@ export const CURVE_V2_POLYGON_INFOS: { [name: string]: CurveInfo } = {
|
||||
}),
|
||||
};
|
||||
|
||||
export const CURVE_AVALANCHE_INFOS: { [name: string]: CurveInfo } = {
|
||||
['aave_exchangeunderlying']: createCurveExchangeUnderlyingPool({
|
||||
tokens: [AVALANCHE_TOKENS.DAI, AVALANCHE_TOKENS.USDC, AVALANCHE_TOKENS.USDT],
|
||||
pool: CURVE_AVALANCHE_POOLS.aave,
|
||||
gasSchedule: 850e3,
|
||||
}),
|
||||
['aave_exchange']: createCurveExchangePool({
|
||||
tokens: [AVALANCHE_TOKENS.aDAI, AVALANCHE_TOKENS.aUSDC, AVALANCHE_TOKENS.aUSDT],
|
||||
pool: CURVE_AVALANCHE_POOLS.aave,
|
||||
gasSchedule: 150e3,
|
||||
}),
|
||||
};
|
||||
|
||||
export const CURVE_V2_AVALANCHE_INFOS: { [name: string]: CurveInfo } = {
|
||||
[CURVE_V2_AVALANCHE_POOLS.atricrypto]: {
|
||||
exchangeFunctionSelector: CurveFunctionSelectors.exchange_underlying_v2,
|
||||
sellQuoteFunctionSelector: CurveFunctionSelectors.get_dy_underlying_v2,
|
||||
buyQuoteFunctionSelector: CurveFunctionSelectors.None,
|
||||
tokens: [
|
||||
AVALANCHE_TOKENS.DAI,
|
||||
AVALANCHE_TOKENS.USDC,
|
||||
AVALANCHE_TOKENS.USDT,
|
||||
AVALANCHE_TOKENS.WBTC,
|
||||
AVALANCHE_TOKENS.WETH,
|
||||
],
|
||||
metaTokens: undefined,
|
||||
poolAddress: CURVE_V2_AVALANCHE_POOLS.atricrypto,
|
||||
gasSchedule: 1300e3,
|
||||
},
|
||||
};
|
||||
|
||||
// TODO: modify gasSchedule
|
||||
export const CURVE_FANTOM_INFOS: { [name: string]: CurveInfo } = {
|
||||
[CURVE_FANTOM_POOLS.ren]: createCurveExchangePool({
|
||||
@@ -1389,6 +1442,9 @@ export const KYBER_DMM_ROUTER_BY_CHAIN_ID = valueByChainId<string>(
|
||||
{
|
||||
[ChainId.Mainnet]: '0x1c87257f5e8609940bc751a07bb085bb7f8cdbe6',
|
||||
[ChainId.Polygon]: '0x546c79662e028b661dfb4767664d0273184e4dd1',
|
||||
[ChainId.BSC]: '0x78df70615ffc8066cc0887917f2cd72092c86409',
|
||||
[ChainId.Avalanche]: '0x8efa5a9ad6d594cf76830267077b78ce0bc5a5f8',
|
||||
[ChainId.Fantom]: '0x5d5a5a0a465129848c2549669e12cdc2f8de039a',
|
||||
},
|
||||
NULL_ADDRESS,
|
||||
);
|
||||
|
@@ -18,12 +18,15 @@ import {
|
||||
|
||||
import {
|
||||
dexSampleToReportSource,
|
||||
ExtendedQuoteReportSources,
|
||||
generateExtendedQuoteReportSources,
|
||||
generateQuoteReport,
|
||||
multiHopSampleToReportSource,
|
||||
nativeOrderToReportEntry,
|
||||
PriceComparisonsReport,
|
||||
QuoteReport,
|
||||
} from './../quote_report_generator';
|
||||
|
||||
import { getComparisonPrices } from './comparison_price';
|
||||
import {
|
||||
BUY_SOURCE_FILTER_BY_CHAIN_ID,
|
||||
@@ -78,6 +81,25 @@ export class MarketOperationUtils {
|
||||
return generateQuoteReport(side, quotes.nativeOrders, liquidityDelivered, comparisonPrice, quoteRequestor);
|
||||
}
|
||||
|
||||
private static _computeExtendedQuoteReportSources(
|
||||
quoteRequestor: QuoteRequestor | undefined,
|
||||
marketSideLiquidity: MarketSideLiquidity,
|
||||
amount: BigNumber,
|
||||
optimizerResult: OptimizerResult,
|
||||
comparisonPrice?: BigNumber | undefined,
|
||||
): ExtendedQuoteReportSources {
|
||||
const { side, quotes } = marketSideLiquidity;
|
||||
const { liquidityDelivered } = optimizerResult;
|
||||
return generateExtendedQuoteReportSources(
|
||||
side,
|
||||
quotes,
|
||||
liquidityDelivered,
|
||||
amount,
|
||||
comparisonPrice,
|
||||
quoteRequestor,
|
||||
);
|
||||
}
|
||||
|
||||
private static _computePriceComparisonsReport(
|
||||
quoteRequestor: QuoteRequestor | undefined,
|
||||
marketSideLiquidity: MarketSideLiquidity,
|
||||
@@ -702,6 +724,16 @@ export class MarketOperationUtils {
|
||||
);
|
||||
}
|
||||
|
||||
// Always compute the Extended Quote Report
|
||||
let extendedQuoteReportSources: ExtendedQuoteReportSources | undefined;
|
||||
extendedQuoteReportSources = MarketOperationUtils._computeExtendedQuoteReportSources(
|
||||
_opts.rfqt ? _opts.rfqt.quoteRequestor : undefined,
|
||||
marketSideLiquidity,
|
||||
amount,
|
||||
optimizerResult,
|
||||
wholeOrderPrice,
|
||||
);
|
||||
|
||||
let priceComparisonsReport: PriceComparisonsReport | undefined;
|
||||
if (_opts.shouldIncludePriceComparisonsReport) {
|
||||
priceComparisonsReport = MarketOperationUtils._computePriceComparisonsReport(
|
||||
@@ -710,7 +742,7 @@ export class MarketOperationUtils {
|
||||
wholeOrderPrice,
|
||||
);
|
||||
}
|
||||
return { ...optimizerResult, quoteReport, priceComparisonsReport };
|
||||
return { ...optimizerResult, quoteReport, extendedQuoteReportSources, priceComparisonsReport };
|
||||
}
|
||||
|
||||
private async _refreshPoolCacheIfRequiredAsync(takerToken: string, makerToken: string): Promise<void> {
|
||||
|
@@ -3,13 +3,12 @@ import {
|
||||
FillQuoteTransformerOrderType,
|
||||
FillQuoteTransformerRfqOrderInfo,
|
||||
} from '@0x/protocol-utils';
|
||||
import { V4RFQIndicativeQuote } from '@0x/quote-server';
|
||||
import { MarketOperation } from '@0x/types';
|
||||
import { BigNumber } from '@0x/utils';
|
||||
|
||||
import { NativeOrderWithFillableAmounts, RfqFirmQuoteValidator, RfqRequestOpts } from '../../types';
|
||||
import { QuoteRequestor } from '../../utils/quote_requestor';
|
||||
import { PriceComparisonsReport, QuoteReport } from '../quote_report_generator';
|
||||
import { QuoteRequestor, V4RFQIndicativeQuoteMM } from '../../utils/quote_requestor';
|
||||
import { ExtendedQuoteReportSources, PriceComparisonsReport, QuoteReport } from '../quote_report_generator';
|
||||
|
||||
import { CollapsedPath } from './path';
|
||||
import { SourceFilters } from './source_filters';
|
||||
@@ -491,6 +490,7 @@ export interface OptimizerResult {
|
||||
|
||||
export interface OptimizerResultWithReport extends OptimizerResult {
|
||||
quoteReport?: QuoteReport;
|
||||
extendedQuoteReportSources?: ExtendedQuoteReportSources;
|
||||
priceComparisonsReport?: PriceComparisonsReport;
|
||||
}
|
||||
|
||||
@@ -519,7 +519,7 @@ export interface MarketSideLiquidity {
|
||||
|
||||
export interface RawQuotes {
|
||||
nativeOrders: NativeOrderWithFillableAmounts[];
|
||||
rfqtIndicativeQuotes: V4RFQIndicativeQuote[];
|
||||
rfqtIndicativeQuotes: V4RFQIndicativeQuoteMM[];
|
||||
twoHopQuotes: Array<DexSample<MultiHopFillData>>;
|
||||
dexQuotes: Array<Array<DexSample<FillData>>>;
|
||||
}
|
||||
|
@@ -14,8 +14,9 @@ import {
|
||||
NativeFillData,
|
||||
NativeLimitOrderFillData,
|
||||
NativeRfqOrderFillData,
|
||||
RawQuotes,
|
||||
} from './market_operation_utils/types';
|
||||
import { QuoteRequestor } from './quote_requestor';
|
||||
import { QuoteRequestor, V4RFQIndicativeQuoteMM } from './quote_requestor';
|
||||
|
||||
export interface QuoteReportEntryBase {
|
||||
liquiditySource: ERC20BridgeSource;
|
||||
@@ -36,30 +37,77 @@ export interface NativeLimitOrderQuoteReportEntry extends QuoteReportEntryBase {
|
||||
liquiditySource: ERC20BridgeSource.Native;
|
||||
fillData: NativeFillData;
|
||||
fillableTakerAmount: BigNumber;
|
||||
isRfqt: false;
|
||||
isRFQ: false;
|
||||
}
|
||||
|
||||
export interface NativeRfqOrderQuoteReportEntry extends QuoteReportEntryBase {
|
||||
liquiditySource: ERC20BridgeSource.Native;
|
||||
fillData: NativeFillData;
|
||||
fillableTakerAmount: BigNumber;
|
||||
isRfqt: true;
|
||||
isRFQ: true;
|
||||
nativeOrder: RfqOrderFields;
|
||||
makerUri: string;
|
||||
comparisonPrice?: number;
|
||||
}
|
||||
|
||||
export interface IndicativeRfqOrderQuoteReportEntry extends QuoteReportEntryBase {
|
||||
liquiditySource: ERC20BridgeSource.Native;
|
||||
fillableTakerAmount: BigNumber;
|
||||
isRFQ: true;
|
||||
makerUri?: string;
|
||||
comparisonPrice?: number;
|
||||
}
|
||||
|
||||
export type QuoteReportEntry =
|
||||
| BridgeQuoteReportEntry
|
||||
| MultiHopQuoteReportEntry
|
||||
| NativeLimitOrderQuoteReportEntry
|
||||
| NativeRfqOrderQuoteReportEntry;
|
||||
|
||||
export type ExtendedQuoteReportEntry =
|
||||
| BridgeQuoteReportEntry
|
||||
| MultiHopQuoteReportEntry
|
||||
| NativeLimitOrderQuoteReportEntry
|
||||
| NativeRfqOrderQuoteReportEntry
|
||||
| IndicativeRfqOrderQuoteReportEntry;
|
||||
|
||||
export type ExtendedQuoteReportIndexedEntry = ExtendedQuoteReportEntry & {
|
||||
quoteEntryIndex: number;
|
||||
isDelivered: boolean;
|
||||
};
|
||||
|
||||
export type ExtendedQuoteReportIndexedEntryOutbound = Omit<ExtendedQuoteReportIndexedEntry, 'fillData'> & {
|
||||
fillData?: string;
|
||||
};
|
||||
|
||||
export interface QuoteReport {
|
||||
sourcesConsidered: QuoteReportEntry[];
|
||||
sourcesDelivered: QuoteReportEntry[];
|
||||
}
|
||||
|
||||
export interface ExtendedQuoteReportSources {
|
||||
sourcesConsidered: ExtendedQuoteReportIndexedEntry[];
|
||||
sourcesDelivered: ExtendedQuoteReportIndexedEntry[] | undefined;
|
||||
}
|
||||
|
||||
export interface ExtendedQuoteReport {
|
||||
quoteId?: string;
|
||||
taker?: string;
|
||||
timestamp: number;
|
||||
firmQuoteReport: boolean;
|
||||
submissionBy: 'taker' | 'metaTxn' | 'rfqm';
|
||||
buyAmount?: string;
|
||||
sellAmount?: string;
|
||||
buyTokenAddress: string;
|
||||
sellTokenAddress: string;
|
||||
integratorId?: string;
|
||||
slippageBips?: number;
|
||||
zeroExTransactionHash?: string;
|
||||
decodedUniqueId?: string;
|
||||
sourcesConsidered: ExtendedQuoteReportIndexedEntryOutbound[];
|
||||
sourcesDelivered: ExtendedQuoteReportIndexedEntryOutbound[] | undefined;
|
||||
}
|
||||
|
||||
export interface PriceComparisonsReport {
|
||||
dexSources: BridgeQuoteReportEntry[];
|
||||
multiHopSources: MultiHopQuoteReportEntry[];
|
||||
@@ -80,7 +128,7 @@ export function generateQuoteReport(
|
||||
const nativeOrderSourcesConsidered = nativeOrders.map(order =>
|
||||
nativeOrderToReportEntry(order.type, order as any, order.fillableTakerAmount, comparisonPrice, quoteRequestor),
|
||||
);
|
||||
const sourcesConsidered = [...nativeOrderSourcesConsidered.filter(order => order.isRfqt)];
|
||||
const sourcesConsidered = [...nativeOrderSourcesConsidered.filter(order => order.isRFQ)];
|
||||
|
||||
let sourcesDelivered;
|
||||
if (Array.isArray(liquidityDelivered)) {
|
||||
@@ -116,6 +164,105 @@ export function generateQuoteReport(
|
||||
};
|
||||
}
|
||||
|
||||
/**
|
||||
* Generates a report of sources considered while computing the optimized
|
||||
* swap quote, the sources ultimately included in the computed quote. This
|
||||
* extende version incudes all considered quotes, not only native liquidity.
|
||||
*/
|
||||
export function generateExtendedQuoteReportSources(
|
||||
marketOperation: MarketOperation,
|
||||
quotes: RawQuotes,
|
||||
liquidityDelivered: ReadonlyArray<CollapsedFill> | DexSample<MultiHopFillData>,
|
||||
amount: BigNumber,
|
||||
comparisonPrice?: BigNumber | undefined,
|
||||
quoteRequestor?: QuoteRequestor,
|
||||
): ExtendedQuoteReportSources {
|
||||
const sourcesConsidered: ExtendedQuoteReportEntry[] = [];
|
||||
|
||||
// NativeOrders
|
||||
sourcesConsidered.push(
|
||||
...quotes.nativeOrders.map(order =>
|
||||
nativeOrderToReportEntry(
|
||||
order.type,
|
||||
order as any,
|
||||
order.fillableTakerAmount,
|
||||
comparisonPrice,
|
||||
quoteRequestor,
|
||||
),
|
||||
),
|
||||
);
|
||||
|
||||
// IndicativeQuotes
|
||||
sourcesConsidered.push(
|
||||
...quotes.rfqtIndicativeQuotes.map(order => indicativeQuoteToReportEntry(order, comparisonPrice)),
|
||||
);
|
||||
|
||||
// MultiHop
|
||||
sourcesConsidered.push(...quotes.twoHopQuotes.map(quote => multiHopSampleToReportSource(quote, marketOperation)));
|
||||
|
||||
// Dex Quotes
|
||||
sourcesConsidered.push(
|
||||
..._.flatten(
|
||||
quotes.dexQuotes.map(dex =>
|
||||
dex
|
||||
.filter(quote => isDexSampleForTotalAmount(quote, marketOperation, amount))
|
||||
.map(quote => dexSampleToReportSource(quote, marketOperation)),
|
||||
),
|
||||
),
|
||||
);
|
||||
const sourcesConsideredIndexed = sourcesConsidered.map(
|
||||
(quote, index): ExtendedQuoteReportIndexedEntry => {
|
||||
return {
|
||||
...quote,
|
||||
quoteEntryIndex: index,
|
||||
isDelivered: false,
|
||||
};
|
||||
},
|
||||
);
|
||||
let sourcesDelivered;
|
||||
if (Array.isArray(liquidityDelivered)) {
|
||||
// create easy way to look up fillable amounts
|
||||
const nativeOrderSignaturesToFillableAmounts = _.fromPairs(
|
||||
quotes.nativeOrders.map(o => {
|
||||
return [_nativeDataToId(o), o.fillableTakerAmount];
|
||||
}),
|
||||
);
|
||||
// map sources delivered
|
||||
sourcesDelivered = liquidityDelivered.map(collapsedFill => {
|
||||
if (_isNativeOrderFromCollapsedFill(collapsedFill)) {
|
||||
return nativeOrderToReportEntry(
|
||||
collapsedFill.type,
|
||||
collapsedFill.fillData,
|
||||
nativeOrderSignaturesToFillableAmounts[_nativeDataToId(collapsedFill.fillData)],
|
||||
comparisonPrice,
|
||||
quoteRequestor,
|
||||
);
|
||||
} else {
|
||||
return dexSampleToReportSource(collapsedFill, marketOperation);
|
||||
}
|
||||
});
|
||||
} else {
|
||||
sourcesDelivered = [
|
||||
// tslint:disable-next-line: no-unnecessary-type-assertion
|
||||
multiHopSampleToReportSource(liquidityDelivered as DexSample<MultiHopFillData>, marketOperation),
|
||||
];
|
||||
}
|
||||
const sourcesDeliveredIndexed = sourcesDelivered.map(
|
||||
(quote, index): ExtendedQuoteReportIndexedEntry => {
|
||||
return {
|
||||
...quote,
|
||||
quoteEntryIndex: index,
|
||||
isDelivered: false,
|
||||
};
|
||||
},
|
||||
);
|
||||
|
||||
return {
|
||||
sourcesConsidered: sourcesConsideredIndexed,
|
||||
sourcesDelivered: sourcesDeliveredIndexed,
|
||||
};
|
||||
}
|
||||
|
||||
function _nativeDataToId(data: { signature: Signature }): string {
|
||||
const { v, r, s } = data.signature;
|
||||
return `${v}${r}${s}`;
|
||||
@@ -153,6 +300,22 @@ export function dexSampleToReportSource(ds: DexSample, marketOperation: MarketOp
|
||||
}
|
||||
}
|
||||
|
||||
/**
|
||||
* Checks if a DEX sample is the one that represents the whole amount requested by taker
|
||||
* NOTE: this is used for the QuoteReport to filter samples
|
||||
*/
|
||||
function isDexSampleForTotalAmount(ds: DexSample, marketOperation: MarketOperation, amount: BigNumber): boolean {
|
||||
// input and output map to different values
|
||||
// based on the market operation
|
||||
if (marketOperation === MarketOperation.Buy) {
|
||||
return ds.input === amount;
|
||||
} else if (marketOperation === MarketOperation.Sell) {
|
||||
return ds.output === amount;
|
||||
} else {
|
||||
throw new Error(`Unexpected marketOperation ${marketOperation}`);
|
||||
}
|
||||
}
|
||||
|
||||
/**
|
||||
* Generates a report sample for a MultiHop source
|
||||
* NOTE: this is used for the QuoteReport and quote price comparison data
|
||||
@@ -208,17 +371,17 @@ export function nativeOrderToReportEntry(
|
||||
};
|
||||
|
||||
// if we find this is an rfqt order, label it as such and associate makerUri
|
||||
const isRfqt = type === FillQuoteTransformerOrderType.Rfq;
|
||||
const isRFQ = type === FillQuoteTransformerOrderType.Rfq;
|
||||
const rfqtMakerUri =
|
||||
isRfqt && quoteRequestor ? quoteRequestor.getMakerUriForSignature(fillData.signature) : undefined;
|
||||
isRFQ && quoteRequestor ? quoteRequestor.getMakerUriForSignature(fillData.signature) : undefined;
|
||||
|
||||
if (isRfqt) {
|
||||
if (isRFQ) {
|
||||
const nativeOrder = fillData.order as RfqOrderFields;
|
||||
// tslint:disable-next-line: no-object-literal-type-assertion
|
||||
return {
|
||||
liquiditySource: ERC20BridgeSource.Native,
|
||||
...nativeOrderBase,
|
||||
isRfqt: true,
|
||||
isRFQ: true,
|
||||
makerUri: rfqtMakerUri || '',
|
||||
...(comparisonPrice ? { comparisonPrice: comparisonPrice.toNumber() } : {}),
|
||||
nativeOrder,
|
||||
@@ -229,8 +392,49 @@ export function nativeOrderToReportEntry(
|
||||
return {
|
||||
liquiditySource: ERC20BridgeSource.Native,
|
||||
...nativeOrderBase,
|
||||
isRfqt: false,
|
||||
isRFQ: false,
|
||||
fillData,
|
||||
};
|
||||
}
|
||||
}
|
||||
|
||||
/**
|
||||
* Generates a report entry for an indicative RFQ Quote
|
||||
* NOTE: this is used for the QuoteReport and quote price comparison data
|
||||
*/
|
||||
export function indicativeQuoteToReportEntry(
|
||||
order: V4RFQIndicativeQuoteMM,
|
||||
comparisonPrice?: BigNumber | undefined,
|
||||
): IndicativeRfqOrderQuoteReportEntry {
|
||||
const nativeOrderBase = {
|
||||
makerAmount: order.makerAmount,
|
||||
takerAmount: order.takerAmount,
|
||||
fillableTakerAmount: order.takerAmount,
|
||||
};
|
||||
|
||||
// tslint:disable-next-line: no-object-literal-type-assertion
|
||||
return {
|
||||
liquiditySource: ERC20BridgeSource.Native,
|
||||
...nativeOrderBase,
|
||||
isRFQ: true,
|
||||
makerUri: order.makerUri,
|
||||
fillData: {},
|
||||
...(comparisonPrice ? { comparisonPrice: comparisonPrice.toNumber() } : {}),
|
||||
};
|
||||
}
|
||||
|
||||
/**
|
||||
* For the extended quote report, we output the filldata as JSON
|
||||
*/
|
||||
export function jsonifyFillData(source: ExtendedQuoteReportIndexedEntry): ExtendedQuoteReportIndexedEntryOutbound {
|
||||
return {
|
||||
...source,
|
||||
fillData: JSON.stringify(source.fillData, (key: string, value: any) => {
|
||||
if (key === '_samplerContract') {
|
||||
return {};
|
||||
} else {
|
||||
return value;
|
||||
}
|
||||
}),
|
||||
};
|
||||
}
|
||||
|
@@ -39,6 +39,10 @@ interface RfqQuote<T> {
|
||||
makerUri: string;
|
||||
}
|
||||
|
||||
export interface V4RFQIndicativeQuoteMM extends V4RFQIndicativeQuote {
|
||||
makerUri: string;
|
||||
}
|
||||
|
||||
export interface MetricsProxy {
|
||||
/**
|
||||
* Increments a counter that is tracking valid Firm Quotes that are dropped due to low expiration.
|
||||
@@ -343,7 +347,7 @@ export class QuoteRequestor {
|
||||
marketOperation: MarketOperation,
|
||||
comparisonPrice: BigNumber | undefined,
|
||||
options: RfqmRequestOptions,
|
||||
): Promise<V4RFQIndicativeQuote[]> {
|
||||
): Promise<V4RFQIndicativeQuoteMM[]> {
|
||||
const _opts: RfqRequestOpts = {
|
||||
...constants.DEFAULT_RFQT_REQUEST_OPTS,
|
||||
...options,
|
||||
@@ -367,7 +371,7 @@ export class QuoteRequestor {
|
||||
marketOperation: MarketOperation,
|
||||
comparisonPrice: BigNumber | undefined,
|
||||
options: RfqRequestOpts,
|
||||
): Promise<V4RFQIndicativeQuote[]> {
|
||||
): Promise<V4RFQIndicativeQuoteMM[]> {
|
||||
const _opts: RfqRequestOpts = { ...constants.DEFAULT_RFQT_REQUEST_OPTS, ...options };
|
||||
// Originally a takerAddress was required for indicative quotes, but
|
||||
// now we've eliminated that requirement. @0x/quote-server, however,
|
||||
@@ -398,8 +402,8 @@ export class QuoteRequestor {
|
||||
return this._orderSignatureToMakerUri[nativeDataToId({ signature })];
|
||||
}
|
||||
|
||||
private _isValidRfqtIndicativeQuoteResponse(response: V4RFQIndicativeQuote): boolean {
|
||||
const requiredKeys: Array<keyof V4RFQIndicativeQuote> = [
|
||||
private _isValidRfqtIndicativeQuoteResponse(response: V4RFQIndicativeQuoteMM): boolean {
|
||||
const requiredKeys: Array<keyof V4RFQIndicativeQuoteMM> = [
|
||||
'makerAmount',
|
||||
'takerAmount',
|
||||
'makerToken',
|
||||
@@ -545,7 +549,10 @@ export class QuoteRequestor {
|
||||
},
|
||||
});
|
||||
rfqMakerBlacklist.logTimeoutOrLackThereof(typedMakerUrl.url, latencyMs >= timeoutMs);
|
||||
return { response: response.data, makerUri: typedMakerUrl.url };
|
||||
return {
|
||||
response: { ...response.data, makerUri: typedMakerUrl.url },
|
||||
makerUri: typedMakerUrl.url,
|
||||
};
|
||||
} else {
|
||||
if (this._altRfqCreds === undefined) {
|
||||
throw new Error(`don't have credentials for alt MM`);
|
||||
@@ -694,7 +701,6 @@ export class QuoteRequestor {
|
||||
} else {
|
||||
const secondsRemaining = msRemainingUntilExpiration.div(ONE_SECOND_MS);
|
||||
this._metrics?.measureExpirationForValidOrder(isLastLook, order.maker, secondsRemaining);
|
||||
|
||||
const takerAmount = new BigNumber(order.takerAmount);
|
||||
const fillRatio = takerAmount.div(assetFillAmount);
|
||||
if (fillRatio.lt(1) && fillRatio.gte(FILL_RATIO_WARNING_LEVEL)) {
|
||||
@@ -744,9 +750,9 @@ export class QuoteRequestor {
|
||||
comparisonPrice: BigNumber | undefined,
|
||||
options: RfqRequestOpts,
|
||||
assetOfferings: RfqMakerAssetOfferings,
|
||||
): Promise<V4RFQIndicativeQuote[]> {
|
||||
): Promise<V4RFQIndicativeQuoteMM[]> {
|
||||
// fetch quotes
|
||||
const rawQuotes = await this._getQuotesAsync<V4RFQIndicativeQuote>(
|
||||
const rawQuotes = await this._getQuotesAsync<V4RFQIndicativeQuoteMM>(
|
||||
makerToken,
|
||||
takerToken,
|
||||
assetFillAmount,
|
||||
@@ -758,7 +764,7 @@ export class QuoteRequestor {
|
||||
);
|
||||
|
||||
// validate
|
||||
const validationFunction = (o: V4RFQIndicativeQuote) => this._isValidRfqtIndicativeQuoteResponse(o);
|
||||
const validationFunction = (o: V4RFQIndicativeQuoteMM) => this._isValidRfqtIndicativeQuoteResponse(o);
|
||||
const validQuotes = rawQuotes.filter(result => {
|
||||
const order = result.response;
|
||||
if (!validationFunction(order)) {
|
||||
|
@@ -159,7 +159,11 @@ describe('MarketOperationUtils tests', () => {
|
||||
} else {
|
||||
requestor
|
||||
.setup(r => r.requestRfqtIndicativeQuotesAsync(...args))
|
||||
.returns(async () => results.map(r => r.order))
|
||||
.returns(async () =>
|
||||
results.map(r => {
|
||||
return { ...r.order, makerUri: 'https://foo.bar/' };
|
||||
}),
|
||||
)
|
||||
.verifiable(verifiable);
|
||||
}
|
||||
return requestor;
|
||||
|
@@ -155,7 +155,7 @@ describe('generateQuoteReport', async () => {
|
||||
makerAmount: rfqtOrder1.order.makerAmount,
|
||||
takerAmount: rfqtOrder1.order.takerAmount,
|
||||
fillableTakerAmount: rfqtOrder1.fillableTakerAmount,
|
||||
isRfqt: true,
|
||||
isRFQ: true,
|
||||
makerUri: 'https://rfqt1.provider.club',
|
||||
nativeOrder: rfqtOrder1.order,
|
||||
fillData: {
|
||||
@@ -167,7 +167,7 @@ describe('generateQuoteReport', async () => {
|
||||
makerAmount: rfqtOrder2.order.makerAmount,
|
||||
takerAmount: rfqtOrder2.order.takerAmount,
|
||||
fillableTakerAmount: rfqtOrder2.fillableTakerAmount,
|
||||
isRfqt: true,
|
||||
isRFQ: true,
|
||||
makerUri: 'https://rfqt2.provider.club',
|
||||
nativeOrder: rfqtOrder2.order,
|
||||
fillData: {
|
||||
@@ -179,7 +179,7 @@ describe('generateQuoteReport', async () => {
|
||||
makerAmount: orderbookOrder2.order.makerAmount,
|
||||
takerAmount: orderbookOrder2.order.takerAmount,
|
||||
fillableTakerAmount: orderbookOrder2.fillableTakerAmount,
|
||||
isRfqt: false,
|
||||
isRFQ: false,
|
||||
fillData: {
|
||||
order: orderbookOrder2.order,
|
||||
} as NativeLimitOrderFillData,
|
||||
@@ -263,7 +263,7 @@ describe('generateQuoteReport', async () => {
|
||||
makerAmount: orderbookOrder1.order.makerAmount,
|
||||
takerAmount: orderbookOrder1.order.takerAmount,
|
||||
fillableTakerAmount: orderbookOrder1.fillableTakerAmount,
|
||||
isRfqt: false,
|
||||
isRFQ: false,
|
||||
fillData: {
|
||||
order: orderbookOrder1.order,
|
||||
} as NativeLimitOrderFillData,
|
||||
|
@@ -494,15 +494,18 @@ describe('QuoteRequestor', async () => {
|
||||
expiry: makeThreeMinuteExpiry(),
|
||||
};
|
||||
|
||||
const goodMMUri1 = 'https://1337.0.0.1';
|
||||
const goodMMUri2 = 'https://37.0.0.1';
|
||||
|
||||
mockedRequests.push({
|
||||
...mockedDefaults,
|
||||
endpoint: 'https://1337.0.0.1',
|
||||
endpoint: goodMMUri1,
|
||||
responseData: successfulQuote1,
|
||||
});
|
||||
// [GOOD] Another Successful response
|
||||
mockedRequests.push({
|
||||
...mockedDefaults,
|
||||
endpoint: 'https://37.0.0.1',
|
||||
endpoint: goodMMUri2,
|
||||
responseData: successfulQuote1,
|
||||
});
|
||||
|
||||
@@ -532,6 +535,16 @@ describe('QuoteRequestor', async () => {
|
||||
responseData: { ...successfulQuote1, takerToken: otherToken1 },
|
||||
});
|
||||
|
||||
const assetOfferings: { [k: string]: [[string, string]] } = {
|
||||
'https://420.0.0.1': [[makerToken, takerToken]],
|
||||
'https://421.0.0.1': [[makerToken, takerToken]],
|
||||
'https://422.0.0.1': [[makerToken, takerToken]],
|
||||
'https://423.0.0.1': [[makerToken, takerToken]],
|
||||
'https://424.0.0.1': [[makerToken, takerToken]],
|
||||
};
|
||||
assetOfferings[goodMMUri1] = [[makerToken, takerToken]];
|
||||
assetOfferings[goodMMUri2] = [[makerToken, takerToken]];
|
||||
|
||||
return testHelpers.withMockedRfqQuotes(
|
||||
mockedRequests,
|
||||
[],
|
||||
@@ -539,15 +552,7 @@ describe('QuoteRequestor', async () => {
|
||||
async () => {
|
||||
const qr = new QuoteRequestor(
|
||||
{}, // No RFQ-T asset offerings
|
||||
{
|
||||
'https://1337.0.0.1': [[makerToken, takerToken]],
|
||||
'https://37.0.0.1': [[makerToken, takerToken]],
|
||||
'https://420.0.0.1': [[makerToken, takerToken]],
|
||||
'https://421.0.0.1': [[makerToken, takerToken]],
|
||||
'https://422.0.0.1': [[makerToken, takerToken]],
|
||||
'https://423.0.0.1': [[makerToken, takerToken]],
|
||||
'https://424.0.0.1': [[makerToken, takerToken]],
|
||||
},
|
||||
assetOfferings,
|
||||
quoteRequestorHttpClient,
|
||||
);
|
||||
const resp = await qr.requestRfqmIndicativeQuotesAsync(
|
||||
@@ -572,7 +577,12 @@ describe('QuoteRequestor', async () => {
|
||||
},
|
||||
},
|
||||
);
|
||||
expect(resp.sort()).to.eql([successfulQuote1, successfulQuote1].sort());
|
||||
expect(resp.sort()).to.eql(
|
||||
[
|
||||
{ ...successfulQuote1, makerUri: goodMMUri1 },
|
||||
{ ...successfulQuote1, makerUri: goodMMUri2 },
|
||||
].sort(),
|
||||
);
|
||||
},
|
||||
quoteRequestorHttpClient,
|
||||
);
|
||||
@@ -622,9 +632,12 @@ describe('QuoteRequestor', async () => {
|
||||
expiry: makeThreeMinuteExpiry(),
|
||||
};
|
||||
|
||||
const goodMMUri1 = 'https://1337.0.0.1';
|
||||
const goodMMUri2 = 'https://37.0.0.1';
|
||||
|
||||
mockedRequests.push({
|
||||
...mockedDefaults,
|
||||
endpoint: 'https://1337.0.0.1',
|
||||
endpoint: goodMMUri1,
|
||||
responseData: successfulQuote1,
|
||||
});
|
||||
// Test out a bad response code, ensure it doesnt cause throw
|
||||
@@ -655,28 +668,26 @@ describe('QuoteRequestor', async () => {
|
||||
// Another Successful response
|
||||
mockedRequests.push({
|
||||
...mockedDefaults,
|
||||
endpoint: 'https://37.0.0.1',
|
||||
endpoint: goodMMUri2,
|
||||
responseData: successfulQuote1,
|
||||
});
|
||||
|
||||
const assetOfferings: { [k: string]: [[string, string]] } = {
|
||||
'https://420.0.0.1': [[makerToken, takerToken]],
|
||||
'https://421.0.0.1': [[makerToken, takerToken]],
|
||||
'https://422.0.0.1': [[makerToken, takerToken]],
|
||||
'https://423.0.0.1': [[makerToken, takerToken]],
|
||||
'https://424.0.0.1': [[makerToken, takerToken]],
|
||||
};
|
||||
assetOfferings[goodMMUri1] = [[makerToken, takerToken]];
|
||||
assetOfferings[goodMMUri2] = [[makerToken, takerToken]];
|
||||
|
||||
return testHelpers.withMockedRfqQuotes(
|
||||
mockedRequests,
|
||||
[],
|
||||
RfqQuoteEndpoint.Indicative,
|
||||
async () => {
|
||||
const qr = new QuoteRequestor(
|
||||
{
|
||||
'https://1337.0.0.1': [[makerToken, takerToken]],
|
||||
'https://420.0.0.1': [[makerToken, takerToken]],
|
||||
'https://421.0.0.1': [[makerToken, takerToken]],
|
||||
'https://422.0.0.1': [[makerToken, takerToken]],
|
||||
'https://423.0.0.1': [[makerToken, takerToken]],
|
||||
'https://424.0.0.1': [[makerToken, takerToken]],
|
||||
'https://37.0.0.1': [[makerToken, takerToken]],
|
||||
},
|
||||
{},
|
||||
quoteRequestorHttpClient,
|
||||
);
|
||||
const qr = new QuoteRequestor(assetOfferings, {}, quoteRequestorHttpClient);
|
||||
const resp = await qr.requestRfqtIndicativeQuotesAsync(
|
||||
makerToken,
|
||||
takerToken,
|
||||
@@ -693,7 +704,12 @@ describe('QuoteRequestor', async () => {
|
||||
intentOnFilling: true,
|
||||
},
|
||||
);
|
||||
expect(resp.sort()).to.eql([successfulQuote1, successfulQuote1].sort());
|
||||
expect(resp.sort()).to.eql(
|
||||
[
|
||||
{ ...successfulQuote1, makerUri: goodMMUri1 },
|
||||
{ ...successfulQuote1, makerUri: goodMMUri2 },
|
||||
].sort(),
|
||||
);
|
||||
},
|
||||
quoteRequestorHttpClient,
|
||||
);
|
||||
@@ -784,7 +800,7 @@ describe('QuoteRequestor', async () => {
|
||||
makerEndpointMaxResponseTimeMs: maxTimeoutMs,
|
||||
},
|
||||
);
|
||||
expect(resp.sort()).to.eql([successfulQuote1].sort()); // notice only one result, despite two requests made
|
||||
expect(resp.sort()).to.eql([{ ...successfulQuote1, makerUri: 'https://1337.0.0.1' }].sort()); // notice only one result, despite two requests made
|
||||
},
|
||||
quoteRequestorHttpClient,
|
||||
);
|
||||
@@ -847,7 +863,7 @@ describe('QuoteRequestor', async () => {
|
||||
intentOnFilling: true,
|
||||
},
|
||||
);
|
||||
expect(resp.sort()).to.eql([successfulQuote1].sort());
|
||||
expect(resp.sort()).to.eql([{ ...successfulQuote1, makerUri: 'https://1337.0.0.1' }].sort());
|
||||
},
|
||||
quoteRequestorHttpClient,
|
||||
);
|
||||
|
@@ -1,4 +1,13 @@
|
||||
[
|
||||
{
|
||||
"timestamp": 1635903615,
|
||||
"version": "6.8.1",
|
||||
"changes": [
|
||||
{
|
||||
"note": "Dependencies updated"
|
||||
}
|
||||
]
|
||||
},
|
||||
{
|
||||
"version": "6.8.0",
|
||||
"changes": [
|
||||
|
@@ -5,6 +5,10 @@ Edit the package's CHANGELOG.json file only.
|
||||
|
||||
CHANGELOG
|
||||
|
||||
## v6.8.1 - _November 3, 2021_
|
||||
|
||||
* Dependencies updated
|
||||
|
||||
## v6.8.0 - _October 19, 2021_
|
||||
|
||||
* Fantom deployment (#347)
|
||||
|
@@ -244,11 +244,11 @@
|
||||
"exchangeProxyLiquidityProviderSandbox": "0x0000000000000000000000000000000000000000",
|
||||
"zrxTreasury": "0x0000000000000000000000000000000000000000",
|
||||
"transformers": {
|
||||
"wethTransformer": "0xc6b0d3c45a6b5092808196cb00df5c357d55e1d5",
|
||||
"payTakerTransformer": "0x7209185959d7227fb77274e1e88151d7c4c368d3",
|
||||
"affiliateFeeTransformer": "0x3f16ca81691dab9184cb4606c361d73c4fd2510a",
|
||||
"fillQuoteTransformer": "0x99356167edba8fbdc36959e3f5d0c43d1ba9c6db",
|
||||
"positiveSlippageFeeTransformer": "0x45b3a72221e571017c0f0ec42189e11d149d0ace"
|
||||
"wethTransformer": "0x7209185959d7227fb77274e1e88151d7c4c368d3",
|
||||
"payTakerTransformer": "0x3f16ca81691dab9184cb4606c361d73c4fd2510a",
|
||||
"affiliateFeeTransformer": "0x99356167edba8fbdc36959e3f5d0c43d1ba9c6db",
|
||||
"fillQuoteTransformer": "0x45b3a72221e571017c0f0ec42189e11d149d0ace",
|
||||
"positiveSlippageFeeTransformer": "0xdd66c23e07b4d6925b6089b5fe6fc9e62941afe8"
|
||||
}
|
||||
},
|
||||
"137": {
|
||||
|
@@ -1,6 +1,6 @@
|
||||
{
|
||||
"name": "@0x/contract-addresses",
|
||||
"version": "6.8.0",
|
||||
"version": "6.8.1",
|
||||
"engines": {
|
||||
"node": ">=6.12"
|
||||
},
|
||||
|
@@ -1,4 +1,13 @@
|
||||
[
|
||||
{
|
||||
"timestamp": 1635903615,
|
||||
"version": "13.18.2",
|
||||
"changes": [
|
||||
{
|
||||
"note": "Dependencies updated"
|
||||
}
|
||||
]
|
||||
},
|
||||
{
|
||||
"timestamp": 1634668033,
|
||||
"version": "13.18.1",
|
||||
|
@@ -5,6 +5,10 @@ Edit the package's CHANGELOG.json file only.
|
||||
|
||||
CHANGELOG
|
||||
|
||||
## v13.18.2 - _November 3, 2021_
|
||||
|
||||
* Dependencies updated
|
||||
|
||||
## v13.18.1 - _October 19, 2021_
|
||||
|
||||
* Dependencies updated
|
||||
|
@@ -1,6 +1,6 @@
|
||||
{
|
||||
"name": "@0x/contract-wrappers",
|
||||
"version": "13.18.1",
|
||||
"version": "13.18.2",
|
||||
"engines": {
|
||||
"node": ">=6.12"
|
||||
},
|
||||
@@ -57,7 +57,7 @@
|
||||
"dependencies": {
|
||||
"@0x/assert": "^3.0.29",
|
||||
"@0x/base-contract": "^6.4.2",
|
||||
"@0x/contract-addresses": "^6.8.0",
|
||||
"@0x/contract-addresses": "^6.8.1",
|
||||
"@0x/json-schemas": "^6.3.0",
|
||||
"@0x/types": "^3.3.4",
|
||||
"@0x/utils": "^6.4.4",
|
||||
|
@@ -1,4 +1,23 @@
|
||||
[
|
||||
{
|
||||
"timestamp": 1637065617,
|
||||
"version": "8.1.11",
|
||||
"changes": [
|
||||
{
|
||||
"note": "Dependencies updated"
|
||||
}
|
||||
]
|
||||
},
|
||||
{
|
||||
"version": "8.1.10",
|
||||
"changes": [
|
||||
{
|
||||
"note": "Add OtcOrders to fullMigrateAsync",
|
||||
"pr": 350
|
||||
}
|
||||
],
|
||||
"timestamp": 1635903615
|
||||
},
|
||||
{
|
||||
"timestamp": 1634668033,
|
||||
"version": "8.1.9",
|
||||
|
@@ -5,6 +5,14 @@ Edit the package's CHANGELOG.json file only.
|
||||
|
||||
CHANGELOG
|
||||
|
||||
## v8.1.11 - _November 16, 2021_
|
||||
|
||||
* Dependencies updated
|
||||
|
||||
## v8.1.10 - _November 3, 2021_
|
||||
|
||||
* Add OtcOrders to fullMigrateAsync (#350)
|
||||
|
||||
## v8.1.9 - _October 19, 2021_
|
||||
|
||||
* Dependencies updated
|
||||
|
@@ -1,6 +1,6 @@
|
||||
{
|
||||
"name": "@0x/migrations",
|
||||
"version": "8.1.9",
|
||||
"version": "8.1.11",
|
||||
"engines": {
|
||||
"node": ">=6.12"
|
||||
},
|
||||
@@ -68,20 +68,20 @@
|
||||
},
|
||||
"dependencies": {
|
||||
"@0x/base-contract": "^6.4.2",
|
||||
"@0x/contract-addresses": "^6.8.0",
|
||||
"@0x/contract-addresses": "^6.8.1",
|
||||
"@0x/contracts-asset-proxy": "^3.7.19",
|
||||
"@0x/contracts-coordinator": "^3.1.38",
|
||||
"@0x/contracts-dev-utils": "^1.3.36",
|
||||
"@0x/contracts-erc1155": "^2.1.37",
|
||||
"@0x/contracts-erc20": "^3.3.21",
|
||||
"@0x/contracts-erc20": "^3.3.22",
|
||||
"@0x/contracts-erc721": "^3.1.37",
|
||||
"@0x/contracts-exchange": "^3.2.38",
|
||||
"@0x/contracts-exchange-forwarder": "^4.2.38",
|
||||
"@0x/contracts-extensions": "^6.2.32",
|
||||
"@0x/contracts-multisig": "^4.1.38",
|
||||
"@0x/contracts-staking": "^2.0.45",
|
||||
"@0x/contracts-utils": "^4.8.2",
|
||||
"@0x/contracts-zero-ex": "^0.29.2",
|
||||
"@0x/contracts-utils": "^4.8.3",
|
||||
"@0x/contracts-zero-ex": "^0.29.4",
|
||||
"@0x/sol-compiler": "^4.7.5",
|
||||
"@0x/subproviders": "^6.6.0",
|
||||
"@0x/typescript-typings": "^5.2.1",
|
||||
|
@@ -1,4 +1,13 @@
|
||||
[
|
||||
{
|
||||
"timestamp": 1635903615,
|
||||
"version": "1.9.4",
|
||||
"changes": [
|
||||
{
|
||||
"note": "Dependencies updated"
|
||||
}
|
||||
]
|
||||
},
|
||||
{
|
||||
"timestamp": 1634668033,
|
||||
"version": "1.9.3",
|
||||
|
@@ -5,6 +5,10 @@ Edit the package's CHANGELOG.json file only.
|
||||
|
||||
CHANGELOG
|
||||
|
||||
## v1.9.4 - _November 3, 2021_
|
||||
|
||||
* Dependencies updated
|
||||
|
||||
## v1.9.3 - _October 19, 2021_
|
||||
|
||||
* Dependencies updated
|
||||
|
@@ -1,6 +1,6 @@
|
||||
{
|
||||
"name": "@0x/protocol-utils",
|
||||
"version": "1.9.3",
|
||||
"version": "1.9.4",
|
||||
"engines": {
|
||||
"node": ">=6.12"
|
||||
},
|
||||
@@ -63,8 +63,8 @@
|
||||
},
|
||||
"dependencies": {
|
||||
"@0x/assert": "^3.0.29",
|
||||
"@0x/contract-addresses": "^6.8.0",
|
||||
"@0x/contract-wrappers": "^13.18.1",
|
||||
"@0x/contract-addresses": "^6.8.1",
|
||||
"@0x/contract-wrappers": "^13.18.2",
|
||||
"@0x/json-schemas": "^6.3.0",
|
||||
"@0x/subproviders": "^6.6.0",
|
||||
"@0x/utils": "^6.4.4",
|
||||
|
@@ -6402,6 +6402,7 @@ fake-merkle-patricia-tree@^1.0.1:
|
||||
fast-abi@^0.0.2:
|
||||
version "0.0.2"
|
||||
resolved "https://registry.yarnpkg.com/fast-abi/-/fast-abi-0.0.2.tgz#da5f796fd7c7b0c966d916ee21daae3eca61c07c"
|
||||
integrity sha512-k/2s63SkFf6jU2LyF6oQC5/N+L90q6VD1wkp2NXo+DSHoTeOJD2Q6Egpcs+bTPODik0CHxjb7lORgsG+QCRq/Q==
|
||||
dependencies:
|
||||
"@mapbox/node-pre-gyp" "^1.0.4"
|
||||
neon-cli "^0.8.0"
|
||||
|
Reference in New Issue
Block a user