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...

21 Commits

Author SHA1 Message Date
Ido Kleinman
02e5484353 reset package.json's states 2022-08-01 14:13:54 -07:00
Ido Kleinman
5afad5974a update contract-addresses package version 2022-08-01 14:13:43 -07:00
Kyu
3ef5de93bb Remove getBidAskLiquidityForMakerTakerAssetPairAsync (#528) 2022-07-28 09:26:07 -07:00
Kyu
ab7dc33ca4 Refactor PoolsCache (part 2) [TKR-500] (#526)
* Introduce NoOpPoolsCache and use it in unsupported chains for BeethovenX

* Use `NoOpPoolsCache` for `CreamPoolsCache` and `BalancerPoolsCache` on unsupported chains
2022-07-28 09:12:02 -07:00
Kyu
14dcee5bb6 Refactor PoolsCache (part 1) [TKR-500] (#525)
* Make _refreshPoolCacheIfRequiredAsync type-safe and remove Promise.all

* Factor out PoolsCache key logic into a function

* Use Map instead of object in PoolsCache and increase the default timeout

* Clean up PoolsCache and simplify its public interface
2022-07-28 09:04:42 -07:00
Pavel
9856e78609 Update reference.mdx (#531)
Align with `DEFAULT_QUOTE_SLIPPAGE_PERCENTAGE` value from c74e31c219/src/constants.ts (L26)
2022-07-27 12:35:16 -07:00
Github Actions
2801b066b3 Publish
- @0x/contracts-erc20@3.3.33
 - @0x/contracts-test-utils@5.4.24
 - @0x/contracts-treasury@1.4.16
 - @0x/contracts-utils@4.8.14
 - @0x/contracts-zero-ex@0.36.0
 - @0x/asset-swapper@16.64.0
 - @0x/contract-addresses@6.17.0
 - @0x/contract-wrappers@13.20.5
 - @0x/protocol-utils@11.16.0
2022-07-27 19:32:19 +00:00
Github Actions
5bc8b13fc3 Updated CHANGELOGS & MD docs 2022-07-27 19:32:17 +00:00
Kyu
36dba8f5be Update FQT addresses on mainnet and Optimism (#530) 2022-07-27 09:56:50 -07:00
Kyu
ee2c069889 Remove Mooniswap on Ethereum Mainnet (#529)
* Remove Mooniswap from EthereumBridgeAdapter

* Remove Mooniswap sampling on mainnet

* Update CHANGELOG.json
2022-07-27 08:09:27 -07:00
Kyu
6ca14ed7b2 Fix Beethoven X Cache Issue [TKR-486] (#519)
* Replace Beethoven X subgraph url and add a test

* Simplify PoolsCacheMap type

* Make `BalancerV2PoolsCache` optional for Beethoven X

* Update CHANGELOG.json
2022-07-26 09:54:05 -07:00
Kyu
a5babb9a34 Add Synthetix Atomic Swap support [TKR-324] (#518)
* Implement SyntehtixSampler

* Implement MixinSynthetix

* Update transformer_utils.ts

* Add Synthetix mainnet support

* Add Synthetix optimism support

* Fine-tune gas schedule

* Pass read proxy dynamically to SynthetixSampler

* Pass read proxy dynamically to SynthetixMixin

* Fetch Synthetix address from sampler

* Pass Synthetix address directly to MixinSynthetix

* Update CHANGELOG.json
2022-07-25 21:17:27 -07:00
Kyu
661cc4669d Fix formatting 2022-07-22 16:25:31 -07:00
Ido Kleinman
553ba5c868 Add Goerli and Mumbai liquidity and support [TKR-493] (#523)
* deployment contract addresses on goerli

* add Goerli chainID and liquidity support for Sushi, Uni1,2,3

* UniV1 fix for Goerli

* add UniV3 to Mumbai

* remove comments

* lowercase addresses

* update contract-addresses package version

* reset package.json's states
2022-07-22 16:12:58 -07:00
Kyu
d03d2f254d Remove unused dependencies in asset-swapper [TKR-484] (#521)
* Remove unused dependencies

* Remove unused devDependencies
2022-07-19 16:44:40 -07:00
Kyu
feb91a04b0 Fix typos in GMX sampling logic (#520) 2022-07-19 16:18:37 -07:00
Kyu
4d63f33aba Update CODEOWNERS (#522) 2022-07-19 16:09:42 -07:00
Kyu
b72b8b5ffd Refactor TokenAdjacency and TokenAdjacencyBuilder [TKR-324] (#517)
* Add a new TokenAdjacencyGraph implementation

* Replace old TokenAdjacencyGraph with new implementation

* Simplify token adjacency graph in constants.ts

* Fix lint error

* Update CHANGELOG.json
2022-07-18 13:02:56 -07:00
Github Actions
f7cb7a0f51 Publish
- @0x/asset-swapper@16.63.1
2022-07-12 21:26:51 +00:00
Github Actions
9fcb28f5d8 Updated CHANGELOGS & MD docs 2022-07-12 21:26:48 +00:00
Kyu
982173471c Wrap balancer fetch top pools with try and catch [TKR-481] (#515)
* Wrap balancer fetch top pool with try and catch

* Update CHANGELOG.json
2022-07-12 13:50:07 -07:00
67 changed files with 1272 additions and 717 deletions

View File

@@ -6,15 +6,15 @@
# https://git-scm.com/docs/gitignore#_pattern_format
packages/asset-swapper/ @dekz @mzhu25 @dextracker @kh-chang
packages/asset-swapper/ @dekz @dextracker @kyu-c
# Dev tools & setup
.circleci/ @dekz @mzhu25
packages/contract-addresses/ @dekz @mzhu25 @dextracker @kh-chang
packages/contract-artifacts/ @dekz @mzhu25
packages/protocol-utils/ @dekz @mzhu25
.circleci/ @dekz
packages/contract-addresses/ @dekz @dextracker @kyu-c
packages/contract-artifacts/ @dekz
packages/protocol-utils/ @dekz
# Protocol/smart contracts
contracts/ @dekz @mzhu25 @dextracker
contracts/ @dekz @dextracker

View File

@@ -1,4 +1,13 @@
[
{
"timestamp": 1658950329,
"version": "3.3.33",
"changes": [
{
"note": "Dependencies updated"
}
]
},
{
"timestamp": 1655244958,
"version": "3.3.32",

View File

@@ -5,6 +5,10 @@ Edit the package's CHANGELOG.json file only.
CHANGELOG
## v3.3.33 - _July 27, 2022_
* Dependencies updated
## v3.3.32 - _June 14, 2022_
* Dependencies updated

View File

@@ -1,6 +1,6 @@
{
"name": "@0x/contracts-erc20",
"version": "3.3.32",
"version": "3.3.33",
"engines": {
"node": ">=6.12"
},
@@ -53,8 +53,8 @@
"devDependencies": {
"@0x/abi-gen": "^5.8.0",
"@0x/contracts-gen": "^2.0.46",
"@0x/contracts-test-utils": "^5.4.23",
"@0x/contracts-utils": "^4.8.13",
"@0x/contracts-test-utils": "^5.4.24",
"@0x/contracts-utils": "^4.8.14",
"@0x/dev-utils": "^4.2.14",
"@0x/sol-compiler": "^4.8.1",
"@0x/ts-doc-gen": "^0.0.28",

View File

@@ -1,4 +1,13 @@
[
{
"timestamp": 1658950329,
"version": "5.4.24",
"changes": [
{
"note": "Dependencies updated"
}
]
},
{
"timestamp": 1655244958,
"version": "5.4.23",

View File

@@ -5,6 +5,10 @@ Edit the package's CHANGELOG.json file only.
CHANGELOG
## v5.4.24 - _July 27, 2022_
* Dependencies updated
## v5.4.23 - _June 14, 2022_
* Dependencies updated

View File

@@ -1,6 +1,6 @@
{
"name": "@0x/contracts-test-utils",
"version": "5.4.23",
"version": "5.4.24",
"engines": {
"node": ">=6.12"
},
@@ -44,7 +44,7 @@
"dependencies": {
"@0x/assert": "^3.0.34",
"@0x/base-contract": "^6.5.0",
"@0x/contract-addresses": "^6.16.0",
"@0x/contract-addresses": "^6.17.0",
"@0x/dev-utils": "^4.2.14",
"@0x/json-schemas": "^6.4.4",
"@0x/order-utils": "^10.4.28",

View File

@@ -1,4 +1,13 @@
[
{
"timestamp": 1658950329,
"version": "1.4.16",
"changes": [
{
"note": "Dependencies updated"
}
]
},
{
"timestamp": 1655244958,
"version": "1.4.15",

View File

@@ -5,6 +5,10 @@ Edit the package's CHANGELOG.json file only.
CHANGELOG
## v1.4.16 - _July 27, 2022_
* Dependencies updated
## v1.4.15 - _June 14, 2022_
* Dependencies updated

View File

@@ -1,6 +1,6 @@
{
"name": "@0x/contracts-treasury",
"version": "1.4.15",
"version": "1.4.16",
"engines": {
"node": ">=6.12"
},
@@ -47,12 +47,12 @@
"homepage": "https://github.com/0xProject/protocol/tree/main/contracts/treasury",
"devDependencies": {
"@0x/abi-gen": "^5.8.0",
"@0x/contract-addresses": "^6.16.0",
"@0x/contract-addresses": "^6.17.0",
"@0x/contracts-asset-proxy": "^3.7.19",
"@0x/contracts-erc20": "^3.3.32",
"@0x/contracts-erc20": "^3.3.33",
"@0x/contracts-gen": "^2.0.46",
"@0x/contracts-staking": "^2.0.45",
"@0x/contracts-test-utils": "^5.4.23",
"@0x/contracts-test-utils": "^5.4.24",
"@0x/sol-compiler": "^4.8.1",
"@0x/ts-doc-gen": "^0.0.28",
"@0x/tslint-config": "^4.1.4",
@@ -73,7 +73,7 @@
},
"dependencies": {
"@0x/base-contract": "^6.5.0",
"@0x/protocol-utils": "^11.15.0",
"@0x/protocol-utils": "^11.16.0",
"@0x/subproviders": "^6.6.5",
"@0x/types": "^3.3.6",
"@0x/typescript-typings": "^5.3.1",

View File

@@ -1,4 +1,13 @@
[
{
"timestamp": 1658950329,
"version": "4.8.14",
"changes": [
{
"note": "Dependencies updated"
}
]
},
{
"timestamp": 1655244958,
"version": "4.8.13",

View File

@@ -5,6 +5,10 @@ Edit the package's CHANGELOG.json file only.
CHANGELOG
## v4.8.14 - _July 27, 2022_
* Dependencies updated
## v4.8.13 - _June 14, 2022_
* Dependencies updated

View File

@@ -1,6 +1,6 @@
{
"name": "@0x/contracts-utils",
"version": "4.8.13",
"version": "4.8.14",
"engines": {
"node": ">=6.12"
},
@@ -52,7 +52,7 @@
"devDependencies": {
"@0x/abi-gen": "^5.8.0",
"@0x/contracts-gen": "^2.0.46",
"@0x/contracts-test-utils": "^5.4.23",
"@0x/contracts-test-utils": "^5.4.24",
"@0x/dev-utils": "^4.2.14",
"@0x/order-utils": "^10.4.28",
"@0x/sol-compiler": "^4.8.1",

View File

@@ -1,4 +1,14 @@
[
{
"version": "0.36.0",
"changes": [
{
"note": "Add Synthetix support in Ethereum and Optimism bridge adapters",
"pr": 518
}
],
"timestamp": 1658950329
},
{
"version": "0.35.0",
"changes": [

View File

@@ -5,6 +5,10 @@ Edit the package's CHANGELOG.json file only.
CHANGELOG
## v0.36.0 - _July 27, 2022_
* Add Synthetix support in Ethereum and Optimism bridge adapters (#518)
## v0.35.0 - _June 14, 2022_
* Adds support for Velodrome OptimismBridgeAdapter (#494)

View File

@@ -57,4 +57,5 @@ library BridgeProtocols {
uint128 internal constant PLATYPUS = 27;
uint128 internal constant BANCORV3 = 28;
uint128 internal constant VELODROME = 29;
uint128 internal constant SYNTHETIX = 30;
}

View File

@@ -37,10 +37,10 @@ import "./mixins/MixinDodoV2.sol";
import "./mixins/MixinKyberDmm.sol";
import "./mixins/MixinLido.sol";
import "./mixins/MixinMakerPSM.sol";
import "./mixins/MixinMooniswap.sol";
import "./mixins/MixinMStable.sol";
import "./mixins/MixinNerve.sol";
import "./mixins/MixinShell.sol";
import "./mixins/MixinSynthetix.sol";
import "./mixins/MixinUniswap.sol";
import "./mixins/MixinUniswapV2.sol";
import "./mixins/MixinUniswapV3.sol";
@@ -63,10 +63,10 @@ contract EthereumBridgeAdapter is
MixinKyberDmm,
MixinLido,
MixinMakerPSM,
MixinMooniswap,
MixinMStable,
MixinNerve,
MixinShell,
MixinSynthetix,
MixinUniswap,
MixinUniswapV2,
MixinUniswapV3,
@@ -79,7 +79,6 @@ contract EthereumBridgeAdapter is
MixinCompound(weth)
MixinCurve(weth)
MixinLido(weth)
MixinMooniswap(weth)
MixinUniswap(weth)
{}
@@ -163,14 +162,6 @@ contract EthereumBridgeAdapter is
sellAmount,
order.bridgeData
);
} else if (protocolId == BridgeProtocols.MOONISWAP) {
if (dryRun) { return (0, true); }
boughtAmount = _tradeMooniswap(
sellToken,
buyToken,
sellAmount,
order.bridgeData
);
} else if (protocolId == BridgeProtocols.MSTABLE) {
if (dryRun) { return (0, true); }
boughtAmount = _tradeMStable(
@@ -260,6 +251,12 @@ contract EthereumBridgeAdapter is
sellAmount,
order.bridgeData
);
} else if (protocolId == BridgeProtocols.SYNTHETIX) {
if (dryRun) { return (0, true); }
boughtAmount = _tradeSynthetix(
sellAmount,
order.bridgeData
);
} else if (protocolId == BridgeProtocols.UNKNOWN) {
if (dryRun) { return (0, true); }
boughtAmount = _tradeZeroExBridge(

View File

@@ -25,6 +25,7 @@ import "./BridgeProtocols.sol";
import "./mixins/MixinCurve.sol";
import "./mixins/MixinCurveV2.sol";
import "./mixins/MixinNerve.sol";
import "./mixins/MixinSynthetix.sol";
import "./mixins/MixinUniswapV3.sol";
import "./mixins/MixinVelodrome.sol";
import "./mixins/MixinZeroExBridge.sol";
@@ -34,6 +35,7 @@ contract OptimismBridgeAdapter is
MixinCurve,
MixinCurveV2,
MixinNerve,
MixinSynthetix,
MixinUniswapV3,
MixinVelodrome,
MixinZeroExBridge
@@ -93,6 +95,12 @@ contract OptimismBridgeAdapter is
sellAmount,
order.bridgeData
);
} else if (protocolId == BridgeProtocols.SYNTHETIX) {
if (dryRun) { return (0, true); }
boughtAmount = _tradeSynthetix(
sellAmount,
order.bridgeData
);
} else if (protocolId == BridgeProtocols.UNKNOWN) {
if (dryRun) { return (0, true); }
boughtAmount = _tradeZeroExBridge(

View File

@@ -0,0 +1,99 @@
// SPDX-License-Identifier: Apache-2.0
/*
Copyright 2022 ZeroEx Intl.
Licensed under the Apache License, Version 2.0 (the "License");
you may not use this file except in compliance with the License.
You may obtain a copy of the License at
http://www.apache.org/licenses/LICENSE-2.0
Unless required by applicable law or agreed to in writing, software
distributed under the License is distributed on an "AS IS" BASIS,
WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
See the License for the specific language governing permissions and
limitations under the License.
*/
pragma solidity ^0.6.5;
pragma experimental ABIEncoderV2;
interface ISynthetix {
// Ethereum Mainnet
function exchangeAtomically(
bytes32 sourceCurrencyKey,
uint256 sourceAmount,
bytes32 destinationCurrencyKey,
bytes32 trackingCode,
uint256 minAmount
) external returns (uint256 amountReceived);
// Optimism
function exchangeWithTracking(
bytes32 sourceCurrencyKey,
uint256 sourceAmount,
bytes32 destinationCurrencyKey,
address rewardAddress,
bytes32 trackingCode
) external returns (uint256 amountReceived);
}
contract MixinSynthetix {
address private constant rewardAddress =
0x5C80239D97E1eB216b5c3D8fBa5DE5Be5d38e4C9;
bytes32 constant trackingCode =
0x3058000000000000000000000000000000000000000000000000000000000000;
function _tradeSynthetix(uint256 sellAmount, bytes memory bridgeData)
public
returns (uint256 boughtAmount)
{
(
ISynthetix synthetix,
bytes32 sourceCurrencyKey,
bytes32 destinationCurrencyKey
) = abi.decode(
bridgeData,
(ISynthetix, bytes32, bytes32)
);
boughtAmount = exchange(
synthetix,
sourceCurrencyKey,
destinationCurrencyKey,
sellAmount
);
}
function exchange(
ISynthetix synthetix,
bytes32 sourceCurrencyKey,
bytes32 destinationCurrencyKey,
uint256 sellAmount
) internal returns (uint256 boughtAmount) {
uint256 chainId;
assembly {
chainId := chainid()
}
if (chainId == 1) {
boughtAmount = synthetix.exchangeAtomically(
sourceCurrencyKey,
sellAmount,
destinationCurrencyKey,
trackingCode,
0
);
} else {
boughtAmount = synthetix.exchangeWithTracking(
sourceCurrencyKey,
sellAmount,
destinationCurrencyKey,
rewardAddress,
trackingCode
);
}
}
}

View File

@@ -1,6 +1,6 @@
{
"name": "@0x/contracts-zero-ex",
"version": "0.35.0",
"version": "0.36.0",
"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,LiquidityProviderFeature,ILiquidityProviderFeature,NativeOrdersFeature,INativeOrdersFeature,FeeCollectorController,FeeCollector,CurveLiquidityProvider,BatchFillNativeOrdersFeature,IBatchFillNativeOrdersFeature,MultiplexFeature,IMultiplexFeature,OtcOrdersFeature,IOtcOrdersFeature,AvalancheBridgeAdapter,BSCBridgeAdapter,CeloBridgeAdapter,EthereumBridgeAdapter,FantomBridgeAdapter,OptimismBridgeAdapter,PolygonBridgeAdapter",
"abis:comment": "This list is auto-generated by contracts-gen. Don't edit manually.",
"abis": "./test/generated-artifacts/@(AbstractBridgeAdapter|AffiliateFeeTransformer|AvalancheBridgeAdapter|BSCBridgeAdapter|BatchFillNativeOrdersFeature|BootstrapFeature|BridgeProtocols|CeloBridgeAdapter|CurveLiquidityProvider|ERC1155OrdersFeature|ERC165Feature|ERC721OrdersFeature|EthereumBridgeAdapter|FantomBridgeAdapter|FeeCollector|FeeCollectorController|FillQuoteTransformer|FixinCommon|FixinEIP712|FixinERC1155Spender|FixinERC721Spender|FixinProtocolFees|FixinReentrancyGuard|FixinTokenSpender|FlashWallet|FullMigration|FundRecoveryFeature|IBatchFillNativeOrdersFeature|IBootstrapFeature|IBridgeAdapter|IERC1155OrdersFeature|IERC1155Token|IERC165Feature|IERC20Bridge|IERC20Transformer|IERC721OrdersFeature|IERC721Token|IFeature|IFeeRecipient|IFlashWallet|IFundRecoveryFeature|ILiquidityProvider|ILiquidityProviderFeature|ILiquidityProviderSandbox|IMetaTransactionsFeature|IMooniswapPool|IMultiplexFeature|INativeOrdersEvents|INativeOrdersFeature|IOtcOrdersFeature|IOwnableFeature|IPancakeSwapFeature|IPropertyValidator|ISimpleFunctionRegistryFeature|IStaking|ITakerCallback|ITestSimpleFunctionRegistryFeature|ITokenSpenderFeature|ITransformERC20Feature|IUniswapFeature|IUniswapV2Pair|IUniswapV3Feature|IUniswapV3Pool|IZeroEx|InitialMigration|LibBootstrap|LibCommonRichErrors|LibERC1155OrdersStorage|LibERC20Transformer|LibERC721OrdersStorage|LibFeeCollector|LibLiquidityProviderRichErrors|LibMetaTransactionsRichErrors|LibMetaTransactionsStorage|LibMigrate|LibNFTOrder|LibNFTOrdersRichErrors|LibNativeOrder|LibNativeOrdersRichErrors|LibNativeOrdersStorage|LibOtcOrdersStorage|LibOwnableRichErrors|LibOwnableStorage|LibProxyRichErrors|LibProxyStorage|LibReentrancyGuardStorage|LibSignature|LibSignatureRichErrors|LibSimpleFunctionRegistryRichErrors|LibSimpleFunctionRegistryStorage|LibStorage|LibTransformERC20RichErrors|LibTransformERC20Storage|LibWalletRichErrors|LiquidityProviderFeature|LiquidityProviderSandbox|LogMetadataTransformer|MetaTransactionsFeature|MixinAaveV2|MixinBalancer|MixinBalancerV2|MixinBalancerV2Batch|MixinBancor|MixinBancorV3|MixinCompound|MixinCryptoCom|MixinCurve|MixinCurveV2|MixinDodo|MixinDodoV2|MixinGMX|MixinKyberDmm|MixinLido|MixinMStable|MixinMakerPSM|MixinMooniswap|MixinNerve|MixinPlatypus|MixinShell|MixinUniswap|MixinUniswapV2|MixinUniswapV3|MixinVelodrome|MixinZeroExBridge|MooniswapLiquidityProvider|MultiplexFeature|MultiplexLiquidityProvider|MultiplexOtc|MultiplexRfq|MultiplexTransformERC20|MultiplexUniswapV2|MultiplexUniswapV3|NFTOrders|NativeOrdersCancellation|NativeOrdersFeature|NativeOrdersInfo|NativeOrdersProtocolFees|NativeOrdersSettlement|OptimismBridgeAdapter|OtcOrdersFeature|OwnableFeature|PancakeSwapFeature|PayTakerTransformer|PermissionlessTransformerDeployer|PolygonBridgeAdapter|PositiveSlippageFeeTransformer|SimpleFunctionRegistryFeature|TestBridge|TestCallTarget|TestCurve|TestDelegateCaller|TestFeeCollectorController|TestFeeRecipient|TestFillQuoteTransformerBridge|TestFillQuoteTransformerExchange|TestFillQuoteTransformerHost|TestFixinProtocolFees|TestFixinTokenSpender|TestFullMigration|TestInitialMigration|TestLibNativeOrder|TestLibSignature|TestLiquidityProvider|TestMetaTransactionsNativeOrdersFeature|TestMetaTransactionsTransformERC20Feature|TestMigrator|TestMintTokenERC20Transformer|TestMintableERC1155Token|TestMintableERC20Token|TestMintableERC721Token|TestMooniswap|TestNFTOrderPresigner|TestNativeOrdersFeature|TestNoEthRecipient|TestOrderSignerRegistryWithContractWallet|TestPermissionlessTransformerDeployerSuicidal|TestPermissionlessTransformerDeployerTransformer|TestPropertyValidator|TestRfqOriginRegistration|TestSimpleFunctionRegistryFeatureImpl1|TestSimpleFunctionRegistryFeatureImpl2|TestStaking|TestTokenSpenderERC20Token|TestTransformERC20|TestTransformerBase|TestTransformerDeployerTransformer|TestTransformerHost|TestUniswapV2Factory|TestUniswapV2Pool|TestUniswapV3Factory|TestUniswapV3Feature|TestUniswapV3Pool|TestWeth|TestWethTransformerHost|TestZeroExFeature|TransformERC20Feature|Transformer|TransformerDeployer|UniswapFeature|UniswapV3Feature|WethTransformer|ZeroEx|ZeroExOptimized).json"
"abis": "./test/generated-artifacts/@(AbstractBridgeAdapter|AffiliateFeeTransformer|AvalancheBridgeAdapter|BSCBridgeAdapter|BatchFillNativeOrdersFeature|BootstrapFeature|BridgeProtocols|CeloBridgeAdapter|CurveLiquidityProvider|ERC1155OrdersFeature|ERC165Feature|ERC721OrdersFeature|EthereumBridgeAdapter|FantomBridgeAdapter|FeeCollector|FeeCollectorController|FillQuoteTransformer|FixinCommon|FixinEIP712|FixinERC1155Spender|FixinERC721Spender|FixinProtocolFees|FixinReentrancyGuard|FixinTokenSpender|FlashWallet|FullMigration|FundRecoveryFeature|IBatchFillNativeOrdersFeature|IBootstrapFeature|IBridgeAdapter|IERC1155OrdersFeature|IERC1155Token|IERC165Feature|IERC20Bridge|IERC20Transformer|IERC721OrdersFeature|IERC721Token|IFeature|IFeeRecipient|IFlashWallet|IFundRecoveryFeature|ILiquidityProvider|ILiquidityProviderFeature|ILiquidityProviderSandbox|IMetaTransactionsFeature|IMooniswapPool|IMultiplexFeature|INativeOrdersEvents|INativeOrdersFeature|IOtcOrdersFeature|IOwnableFeature|IPancakeSwapFeature|IPropertyValidator|ISimpleFunctionRegistryFeature|IStaking|ITakerCallback|ITestSimpleFunctionRegistryFeature|ITokenSpenderFeature|ITransformERC20Feature|IUniswapFeature|IUniswapV2Pair|IUniswapV3Feature|IUniswapV3Pool|IZeroEx|InitialMigration|LibBootstrap|LibCommonRichErrors|LibERC1155OrdersStorage|LibERC20Transformer|LibERC721OrdersStorage|LibFeeCollector|LibLiquidityProviderRichErrors|LibMetaTransactionsRichErrors|LibMetaTransactionsStorage|LibMigrate|LibNFTOrder|LibNFTOrdersRichErrors|LibNativeOrder|LibNativeOrdersRichErrors|LibNativeOrdersStorage|LibOtcOrdersStorage|LibOwnableRichErrors|LibOwnableStorage|LibProxyRichErrors|LibProxyStorage|LibReentrancyGuardStorage|LibSignature|LibSignatureRichErrors|LibSimpleFunctionRegistryRichErrors|LibSimpleFunctionRegistryStorage|LibStorage|LibTransformERC20RichErrors|LibTransformERC20Storage|LibWalletRichErrors|LiquidityProviderFeature|LiquidityProviderSandbox|LogMetadataTransformer|MetaTransactionsFeature|MixinAaveV2|MixinBalancer|MixinBalancerV2|MixinBalancerV2Batch|MixinBancor|MixinBancorV3|MixinCompound|MixinCryptoCom|MixinCurve|MixinCurveV2|MixinDodo|MixinDodoV2|MixinGMX|MixinKyberDmm|MixinLido|MixinMStable|MixinMakerPSM|MixinMooniswap|MixinNerve|MixinPlatypus|MixinShell|MixinSynthetix|MixinUniswap|MixinUniswapV2|MixinUniswapV3|MixinVelodrome|MixinZeroExBridge|MooniswapLiquidityProvider|MultiplexFeature|MultiplexLiquidityProvider|MultiplexOtc|MultiplexRfq|MultiplexTransformERC20|MultiplexUniswapV2|MultiplexUniswapV3|NFTOrders|NativeOrdersCancellation|NativeOrdersFeature|NativeOrdersInfo|NativeOrdersProtocolFees|NativeOrdersSettlement|OptimismBridgeAdapter|OtcOrdersFeature|OwnableFeature|PancakeSwapFeature|PayTakerTransformer|PermissionlessTransformerDeployer|PolygonBridgeAdapter|PositiveSlippageFeeTransformer|SimpleFunctionRegistryFeature|TestBridge|TestCallTarget|TestCurve|TestDelegateCaller|TestFeeCollectorController|TestFeeRecipient|TestFillQuoteTransformerBridge|TestFillQuoteTransformerExchange|TestFillQuoteTransformerHost|TestFixinProtocolFees|TestFixinTokenSpender|TestFullMigration|TestInitialMigration|TestLibNativeOrder|TestLibSignature|TestLiquidityProvider|TestMetaTransactionsNativeOrdersFeature|TestMetaTransactionsTransformERC20Feature|TestMigrator|TestMintTokenERC20Transformer|TestMintableERC1155Token|TestMintableERC20Token|TestMintableERC721Token|TestMooniswap|TestNFTOrderPresigner|TestNativeOrdersFeature|TestNoEthRecipient|TestOrderSignerRegistryWithContractWallet|TestPermissionlessTransformerDeployerSuicidal|TestPermissionlessTransformerDeployerTransformer|TestPropertyValidator|TestRfqOriginRegistration|TestSimpleFunctionRegistryFeatureImpl1|TestSimpleFunctionRegistryFeatureImpl2|TestStaking|TestTokenSpenderERC20Token|TestTransformERC20|TestTransformerBase|TestTransformerDeployerTransformer|TestTransformerHost|TestUniswapV2Factory|TestUniswapV2Pool|TestUniswapV3Factory|TestUniswapV3Feature|TestUniswapV3Pool|TestWeth|TestWethTransformerHost|TestZeroExFeature|TransformERC20Feature|Transformer|TransformerDeployer|UniswapFeature|UniswapV3Feature|WethTransformer|ZeroEx|ZeroExOptimized).json"
},
"repository": {
"type": "git",
@@ -56,10 +56,10 @@
"homepage": "https://github.com/0xProject/protocol/tree/main/contracts/zero-ex",
"devDependencies": {
"@0x/abi-gen": "^5.8.0",
"@0x/contract-addresses": "^6.16.0",
"@0x/contracts-erc20": "^3.3.32",
"@0x/contract-addresses": "^6.17.0",
"@0x/contracts-erc20": "^3.3.33",
"@0x/contracts-gen": "^2.0.46",
"@0x/contracts-test-utils": "^5.4.23",
"@0x/contracts-test-utils": "^5.4.24",
"@0x/dev-utils": "^4.2.14",
"@0x/order-utils": "^10.4.28",
"@0x/sol-compiler": "^4.8.1",
@@ -83,7 +83,7 @@
},
"dependencies": {
"@0x/base-contract": "^6.5.0",
"@0x/protocol-utils": "^11.15.0",
"@0x/protocol-utils": "^11.16.0",
"@0x/subproviders": "^6.6.5",
"@0x/types": "^3.3.6",
"@0x/typescript-typings": "^5.3.1",

View File

@@ -124,6 +124,7 @@ import * as MixinMStable from '../test/generated-artifacts/MixinMStable.json';
import * as MixinNerve from '../test/generated-artifacts/MixinNerve.json';
import * as MixinPlatypus from '../test/generated-artifacts/MixinPlatypus.json';
import * as MixinShell from '../test/generated-artifacts/MixinShell.json';
import * as MixinSynthetix from '../test/generated-artifacts/MixinSynthetix.json';
import * as MixinUniswap from '../test/generated-artifacts/MixinUniswap.json';
import * as MixinUniswapV2 from '../test/generated-artifacts/MixinUniswapV2.json';
import * as MixinUniswapV3 from '../test/generated-artifacts/MixinUniswapV3.json';
@@ -347,6 +348,7 @@ export const artifacts = {
MixinNerve: MixinNerve as ContractArtifact,
MixinPlatypus: MixinPlatypus as ContractArtifact,
MixinShell: MixinShell as ContractArtifact,
MixinSynthetix: MixinSynthetix as ContractArtifact,
MixinUniswap: MixinUniswap as ContractArtifact,
MixinUniswapV2: MixinUniswapV2 as ContractArtifact,
MixinUniswapV3: MixinUniswapV3 as ContractArtifact,

View File

@@ -122,6 +122,7 @@ export * from '../test/generated-wrappers/mixin_mooniswap';
export * from '../test/generated-wrappers/mixin_nerve';
export * from '../test/generated-wrappers/mixin_platypus';
export * from '../test/generated-wrappers/mixin_shell';
export * from '../test/generated-wrappers/mixin_synthetix';
export * from '../test/generated-wrappers/mixin_uniswap';
export * from '../test/generated-wrappers/mixin_uniswap_v2';
export * from '../test/generated-wrappers/mixin_uniswap_v3';

View File

@@ -161,6 +161,7 @@
"test/generated-artifacts/MixinNerve.json",
"test/generated-artifacts/MixinPlatypus.json",
"test/generated-artifacts/MixinShell.json",
"test/generated-artifacts/MixinSynthetix.json",
"test/generated-artifacts/MixinUniswap.json",
"test/generated-artifacts/MixinUniswapV2.json",
"test/generated-artifacts/MixinUniswapV3.json",

View File

@@ -1,4 +1,36 @@
[
{
"version": "16.64.0",
"changes": [
{
"note": "Refactor `TokenAdjacency` and `TokenAdjacencyBuilder`",
"pr": 517
},
{
"note": "Add Synthetix support`",
"pr": 518
},
{
"note": "Replace Beethoven X subgraph URL",
"pr": 519
},
{
"note": "Remove Mooniswap on Ethereum mainnet",
"pr": 529
}
],
"timestamp": 1658950329
},
{
"version": "16.63.1",
"changes": [
{
"note": "Better error handling for balancer cache",
"pr": 515
}
],
"timestamp": 1657661207
},
{
"version": "16.63.0",
"changes": [

View File

@@ -5,6 +5,17 @@ Edit the package's CHANGELOG.json file only.
CHANGELOG
## v16.64.0 - _July 27, 2022_
* Refactor `TokenAdjacency` and `TokenAdjacencyBuilder` (#517)
* Add Synthetix support` (#518)
* Replace Beethoven X subgraph URL (#519)
* Remove Mooniswap on Ethereum mainnet (#529)
## v16.63.1 - _July 12, 2022_
* Better error handling for balancer cache (#515)
## v16.63.0 - _June 29, 2022_
* Remove JS router (#480)

View File

@@ -39,6 +39,7 @@ import "./MooniswapSampler.sol";
import "./NativeOrderSampler.sol";
import "./PlatypusSampler.sol";
import "./ShellSampler.sol";
import "./SynthetixSampler.sol";
import "./TwoHopSampler.sol";
import "./UniswapSampler.sol";
import "./UniswapV2Sampler.sol";
@@ -67,6 +68,7 @@ contract ERC20BridgeSampler is
NativeOrderSampler,
PlatypusSampler,
ShellSampler,
SynthetixSampler,
TwoHopSampler,
UniswapSampler,
UniswapV2Sampler,

View File

@@ -0,0 +1,173 @@
// SPDX-License-Identifier: Apache-2.0
/*
Copyright 2022 ZeroEx Intl.
Licensed under the Apache License, Version 2.0 (the "License");
you may not use this file except in compliance with the License.
You may obtain a copy of the License at
http://www.apache.org/licenses/LICENSE-2.0
Unless required by applicable law or agreed to in writing, software
distributed under the License is distributed on an "AS IS" BASIS,
WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
See the License for the specific language governing permissions and
limitations under the License.
*/
pragma solidity ^0.6;
pragma experimental ABIEncoderV2;
interface IReadProxyAddressResolver {
function target() external view returns (address);
}
interface IAddressResolver {
function getAddress(bytes32 name) external view returns (address);
}
interface IExchanger {
// Ethereum Mainnet
function getAmountsForAtomicExchange(
uint256 sourceAmount,
bytes32 sourceCurrencyKey,
bytes32 destinationCurrencyKey
)
external
view
returns (
uint256 amountReceived,
uint256 fee,
uint256 exchangeFeeRate
);
// Optimism
function getAmountsForExchange(
uint256 sourceAmount,
bytes32 sourceCurrencyKey,
bytes32 destinationCurrencyKey
)
external
view
returns (
uint256 amountReceived,
uint256 fee,
uint256 exchangeFeeRate
);
}
contract SynthetixSampler {
/// @dev Sample sell quotes from Synthetix Atomic Swap.
/// @param takerTokenSymbol Symbol (currency key) of the taker token (what to sell).
/// @param makerTokenSymbol Symbol (currency key) of the maker token (what to buy).
/// @param takerTokenAmounts Taker token sell amount for each sample (sorted in ascending order).
/// @return synthetix Synthetix address.
/// @return makerTokenAmounts Maker amounts bought at each taker token amount.
function sampleSellsFromSynthetix(
IReadProxyAddressResolver readProxy,
bytes32 takerTokenSymbol,
bytes32 makerTokenSymbol,
uint256[] memory takerTokenAmounts
) public view returns (address synthetix, uint256[] memory makerTokenAmounts) {
synthetix = getSynthetixAddress(readProxy);
uint256 numSamples = takerTokenAmounts.length;
makerTokenAmounts = new uint256[](numSamples);
if (numSamples == 0) {
return (synthetix, makerTokenAmounts);
}
makerTokenAmounts[0] = exchange(
readProxy,
takerTokenAmounts[0],
takerTokenSymbol,
makerTokenSymbol
);
// Synthetix atomic swap has a fixed rate. Calculate the rest based on the first value (and save gas).
for (uint256 i = 1; i < numSamples; i++) {
makerTokenAmounts[i] =
(makerTokenAmounts[0] * takerTokenAmounts[i]) /
takerTokenAmounts[0];
}
}
/// @dev Sample buy quotes from Synthetix Atomic Swap.
/// @param takerTokenSymbol Symbol (currency key) of the taker token (what to sell).
/// @param makerTokenSymbol Symbol (currency key) of the maker token (what to buy).
/// @param makerTokenAmounts Maker token buy amount for each sample (sorted in ascending order).
/// @return synthetix Synthetix address.
/// @return takerTokenAmounts Taker amounts sold at each maker token amount.
function sampleBuysFromSynthetix(
IReadProxyAddressResolver readProxy,
bytes32 takerTokenSymbol,
bytes32 makerTokenSymbol,
uint256[] memory makerTokenAmounts
) public view returns (address synthetix, uint256[] memory takerTokenAmounts) {
synthetix = getSynthetixAddress(readProxy);
// Since Synthetix atomic have a fixed rate, we can pick any reasonablely size takerTokenAmount (fixed to 1 ether here) and calculate the rest.
uint256 amountReceivedForEther = exchange(
readProxy,
1 ether,
takerTokenSymbol,
makerTokenSymbol
);
uint256 numSamples = makerTokenAmounts.length;
takerTokenAmounts = new uint256[](numSamples);
for (uint256 i = 0; i < numSamples; i++) {
takerTokenAmounts[i] =
(1 ether * makerTokenAmounts[i]) /
amountReceivedForEther;
}
}
function exchange(
IReadProxyAddressResolver readProxy,
uint256 sourceAmount,
bytes32 sourceCurrencyKey,
bytes32 destinationCurrencyKey
) private view returns (uint256 amountReceived) {
IExchanger exchanger = getExchanger(readProxy);
uint256 chainId;
assembly {
chainId := chainid()
}
if (chainId == 1) {
(amountReceived, , ) = exchanger.getAmountsForAtomicExchange(
sourceAmount,
sourceCurrencyKey,
destinationCurrencyKey
);
} else {
(amountReceived, , ) = exchanger.getAmountsForExchange(
sourceAmount,
sourceCurrencyKey,
destinationCurrencyKey
);
}
}
function getSynthetixAddress(IReadProxyAddressResolver readProxy)
private
view
returns (address)
{
return IAddressResolver(readProxy.target()).getAddress("Synthetix");
}
function getExchanger(IReadProxyAddressResolver readProxy)
private
view
returns (IExchanger)
{
return
IExchanger(
IAddressResolver(readProxy.target()).getAddress("Exchanger")
);
}
}

View File

@@ -1897,7 +1897,7 @@ ___
# Interface: SwapQuoteRequestOpts
slippagePercentage: The percentage buffer to add to account for slippage. Affects max ETH price estimates. Defaults to 0.2 (20%).
slippagePercentage: The percentage buffer to add to account for slippage. Affects max ETH price estimates. Defaults to 0.01 (1%).
gasPrice: gas price to determine protocolFee amount, default to ethGasStation fast amount

View File

@@ -1,6 +1,6 @@
{
"name": "@0x/asset-swapper",
"version": "16.63.0",
"version": "16.64.0",
"engines": {
"node": ">=6.12"
},
@@ -40,7 +40,7 @@
"config": {
"publicInterfaceContracts": "ERC20BridgeSampler,BalanceChecker,FakeTaker",
"abis:comment": "This list is auto-generated by contracts-gen. Don't edit manually.",
"abis": "./test/generated-artifacts/@(ApproximateBuys|BalanceChecker|BalancerSampler|BalancerV2BatchSampler|BalancerV2Common|BalancerV2Sampler|BancorSampler|BancorV3Sampler|CompoundSampler|CurveSampler|DODOSampler|DODOV2Sampler|ERC20BridgeSampler|FakeTaker|GMXSampler|IBalancer|IBalancerV2Vault|IBancor|IBancorV3|ICurve|IGMX|IMStable|IMooniswap|IMultiBridge|IPlatypus|IShell|IUniswapExchangeQuotes|IUniswapV2Router01|KyberDmmSampler|LidoSampler|LiquidityProviderSampler|MStableSampler|MakerPSMSampler|MooniswapSampler|NativeOrderSampler|PlatypusSampler|SamplerUtils|ShellSampler|TestNativeOrderSampler|TwoHopSampler|UniswapSampler|UniswapV2Sampler|UniswapV3Sampler|UtilitySampler|VelodromeSampler).json",
"abis": "./test/generated-artifacts/@(ApproximateBuys|BalanceChecker|BalancerSampler|BalancerV2BatchSampler|BalancerV2Common|BalancerV2Sampler|BancorSampler|BancorV3Sampler|CompoundSampler|CurveSampler|DODOSampler|DODOV2Sampler|ERC20BridgeSampler|FakeTaker|GMXSampler|IBalancer|IBalancerV2Vault|IBancor|IBancorV3|ICurve|IGMX|IMStable|IMooniswap|IMultiBridge|IPlatypus|IShell|IUniswapExchangeQuotes|IUniswapV2Router01|KyberDmmSampler|LidoSampler|LiquidityProviderSampler|MStableSampler|MakerPSMSampler|MooniswapSampler|NativeOrderSampler|PlatypusSampler|SamplerUtils|ShellSampler|SynthetixSampler|TestNativeOrderSampler|TwoHopSampler|UniswapSampler|UniswapV2Sampler|UniswapV3Sampler|UtilitySampler|VelodromeSampler).json",
"postpublish": {
"assets": []
}
@@ -61,17 +61,16 @@
"dependencies": {
"@0x/assert": "^3.0.34",
"@0x/base-contract": "^6.5.0",
"@0x/contract-addresses": "^6.16.0",
"@0x/contract-wrappers": "^13.20.4",
"@0x/contracts-erc20": "^3.3.32",
"@0x/contracts-zero-ex": "^0.35.0",
"@0x/contract-addresses": "^6.17.0",
"@0x/contract-wrappers": "^13.20.5",
"@0x/contracts-erc20": "^3.3.33",
"@0x/contracts-zero-ex": "^0.36.0",
"@0x/dev-utils": "^4.2.14",
"@0x/json-schemas": "^6.4.4",
"@0x/neon-router": "^0.3.5",
"@0x/protocol-utils": "^11.15.0",
"@0x/protocol-utils": "^11.16.0",
"@0x/quote-server": "^6.0.6",
"@0x/types": "^3.3.6",
"@0x/typescript-typings": "^5.3.1",
"@0x/utils": "^6.5.3",
"@0x/web3-wrapper": "^7.6.5",
"@balancer-labs/sdk": "0.1.6",
@@ -85,9 +84,7 @@
"axios-mock-adapter": "^1.19.0",
"balancer-labs-sor-v1": "npm:@balancer-labs/sor@0.3.2",
"cream-sor": "^0.3.3",
"decimal.js": "^10.2.0",
"ethereum-types": "^3.7.0",
"ethereumjs-util": "^7.0.10",
"fast-abi": "^0.0.4",
"graphql": "^15.4.0",
"graphql-request": "^3.4.0",
@@ -96,13 +93,8 @@
},
"devDependencies": {
"@0x/abi-gen": "^5.8.0",
"@0x/contracts-asset-proxy": "^3.7.19",
"@0x/contracts-exchange": "^3.2.38",
"@0x/contracts-exchange-libs": "^4.3.37",
"@0x/contracts-gen": "^2.0.46",
"@0x/contracts-test-utils": "^5.4.23",
"@0x/contracts-utils": "^4.8.13",
"@0x/mesh-rpc-client": "^9.4.2",
"@0x/contracts-test-utils": "^5.4.24",
"@0x/sol-compiler": "^4.8.1",
"@0x/subproviders": "^6.6.5",
"@0x/ts-doc-gen": "^0.0.28",
@@ -116,7 +108,6 @@
"chai-bignumber": "^3.0.0",
"dirty-chai": "^2.0.1",
"gitpkg": "https://github.com/0xProject/gitpkg.git",
"make-promises-safe": "^1.1.0",
"mocha": "^6.2.0",
"npm-run-all": "^4.1.2",
"nyc": "^11.0.1",

View File

@@ -157,8 +157,6 @@ export {
GetMarketOrdersRfqOpts,
LiquidityProviderFillData,
LiquidityProviderRegistry,
MarketDepth,
MarketDepthSide,
MooniswapFillData,
MultiHopFillData,
NativeRfqOrderFillData,
@@ -166,9 +164,10 @@ export {
NativeFillData,
OptimizedMarketOrder,
SourceQuoteOperation,
TokenAdjacencyGraph,
UniswapV2FillData,
} from './utils/market_operation_utils/types';
export { TokenAdjacencyGraph, TokenAdjacencyGraphBuilder } from './utils/token_adjacency_graph';
export { IdentityFillAdjustor } from './utils/market_operation_utils/identity_fill_adjustor';
export { ProtocolFeeUtils } from './utils/protocol_fee_utils';
export {

View File

@@ -32,16 +32,13 @@ import {
import { assert } from '../utils/assert';
import {
CURVE_LIQUIDITY_PROVIDER_BY_CHAIN_ID,
MOONISWAP_LIQUIDITY_PROVIDER_BY_CHAIN_ID,
NATIVE_FEE_TOKEN_BY_CHAIN_ID,
} from '../utils/market_operation_utils/constants';
import { poolEncoder } from '../utils/market_operation_utils/orders';
import {
CurveFillData,
ERC20BridgeSource,
FinalUniswapV3FillData,
LiquidityProviderFillData,
MooniswapFillData,
NativeRfqOrderFillData,
OptimizedMarketBridgeOrder,
OptimizedMarketOrder,
@@ -307,30 +304,6 @@ export class ExchangeProxySwapQuoteConsumer implements SwapQuoteConsumerBase {
};
}
if (
this.chainId === ChainId.Mainnet &&
isDirectSwapCompatible(quote, optsWithDefaults, [ERC20BridgeSource.Mooniswap])
) {
const fillData = slippedOrders[0].fillData as MooniswapFillData;
return {
calldataHexString: this._exchangeProxy
.sellToLiquidityProvider(
isFromETH ? ETH_TOKEN_ADDRESS : sellToken,
isToETH ? ETH_TOKEN_ADDRESS : buyToken,
MOONISWAP_LIQUIDITY_PROVIDER_BY_CHAIN_ID[this.chainId],
NULL_ADDRESS,
sellAmount,
minBuyAmount,
poolEncoder.encode([fillData.poolAddress]),
)
.getABIEncodedTransactionData(),
ethAmount: isFromETH ? sellAmount : ZERO_AMOUNT,
toAddress: this._exchangeProxy.address,
allowanceTarget: this.contractAddresses.exchangeProxy,
gasOverhead: ZERO_AMOUNT,
};
}
// RFQT VIP
if (
[ChainId.Mainnet, ChainId.Polygon].includes(this.chainId) &&

View File

@@ -36,9 +36,6 @@ import {
FillData,
GasSchedule,
GetMarketOrdersOpts,
MarketDepth,
MarketDepthSide,
MarketSideLiquidity,
OptimizedMarketOrder,
OptimizerResultWithReport,
} from './utils/market_operation_utils/types';
@@ -228,67 +225,6 @@ export class SwapQuoter {
return batchSwapQuotes.filter(x => x !== undefined) as MarketBuySwapQuote[];
}
/**
* Returns the bids and asks liquidity for the entire market.
* For certain sources (like AMM's) it is recommended to provide a practical maximum takerAssetAmount.
* @param makerTokenAddress The address of the maker asset
* @param takerTokenAddress The address of the taker asset
* @param takerAssetAmount The amount to sell and buy for the bids and asks.
*
* @return An object that conforms to MarketDepth that contains all of the samples and liquidity
* information for the source.
*/
public async getBidAskLiquidityForMakerTakerAssetPairAsync(
makerToken: string,
takerToken: string,
takerAssetAmount: BigNumber,
options: Partial<SwapQuoteRequestOpts> = {},
): Promise<MarketDepth> {
assert.isString('makerToken', makerToken);
assert.isString('takerToken', takerToken);
const sourceFilters = new SourceFilters([], options.excludedSources, options.includedSources);
let [sellOrders, buyOrders] = !sourceFilters.isAllowed(ERC20BridgeSource.Native)
? [[], []]
: await Promise.all([
this.orderbook.getOrdersAsync(makerToken, takerToken),
this.orderbook.getOrdersAsync(takerToken, makerToken),
]);
if (!sellOrders || sellOrders.length === 0) {
sellOrders = [createDummyOrder(makerToken, takerToken)];
}
if (!buyOrders || buyOrders.length === 0) {
buyOrders = [createDummyOrder(takerToken, makerToken)];
}
const getMarketDepthSide = (marketSideLiquidity: MarketSideLiquidity): MarketDepthSide => {
const { dexQuotes, nativeOrders } = marketSideLiquidity.quotes;
const { side } = marketSideLiquidity;
return [
...dexQuotes,
nativeOrders.map(o => {
return {
input: side === MarketOperation.Sell ? o.fillableTakerAmount : o.fillableMakerAmount,
output: side === MarketOperation.Sell ? o.fillableMakerAmount : o.fillableTakerAmount,
fillData: o,
source: ERC20BridgeSource.Native,
};
}),
];
};
const [bids, asks] = await Promise.all([
this._marketOperationUtils.getMarketBuyLiquidityAsync(buyOrders, takerAssetAmount, options),
this._marketOperationUtils.getMarketSellLiquidityAsync(sellOrders, takerAssetAmount, options),
]);
return {
bids: getMarketDepthSide(bids),
asks: getMarketDepthSide(asks),
makerTokenDecimals: asks.makerTokenDecimals,
takerTokenDecimals: asks.takerTokenDecimals,
};
}
/**
* Returns the recommended gas price for a fast transaction
*/

View File

@@ -17,11 +17,13 @@ import {
GetMarketOrdersOpts,
LiquidityProviderRegistry,
OptimizedMarketOrder,
TokenAdjacencyGraph,
} from './utils/market_operation_utils/types';
export { SamplerMetrics } from './utils/market_operation_utils/types';
import { ExtendedQuoteReportSources, PriceComparisonsReport, QuoteReport } from './utils/quote_report_generator';
import { MetricsProxy } from './utils/quote_requestor';
import { TokenAdjacencyGraph } from './utils/token_adjacency_graph';
export type Address = string;
/**
* expiryBufferMs: The number of seconds to add when calculating whether an order is expired or not. Defaults to 300s (5m).

View File

@@ -1,9 +1,9 @@
import { ChainId, getContractAddressesForChainOrThrow } from '@0x/contract-addresses';
import { FillQuoteTransformerOrderType } from '@0x/protocol-utils';
import { BigNumber } from '@0x/utils';
import { formatBytes32String } from '@ethersproject/strings';
import { formatBytes32String, parseBytes32String } from '@ethersproject/strings';
import { TokenAdjacencyGraphBuilder } from '../token_adjacency_graph_builder';
import { TokenAdjacencyGraph, TokenAdjacencyGraphBuilder } from '../token_adjacency_graph';
import { IdentityFillAdjustor } from './identity_fill_adjustor';
import { SourceFilters } from './source_filters';
@@ -32,7 +32,7 @@ import {
MultiHopFillData,
PlatypusInfo,
PsmInfo,
TokenAdjacencyGraph,
SynthetixFillData,
UniswapV2FillData,
UniswapV3FillData,
} from './types';
@@ -60,6 +60,7 @@ function valueByChainId<T>(rest: Partial<{ [key in ChainId]: T }>, defaultValue:
[ChainId.Mainnet]: defaultValue,
[ChainId.Ropsten]: defaultValue,
[ChainId.Rinkeby]: defaultValue,
[ChainId.Goerli]: defaultValue,
[ChainId.Kovan]: defaultValue,
[ChainId.Ganache]: defaultValue,
[ChainId.BSC]: defaultValue,
@@ -88,7 +89,6 @@ export const SELL_SOURCE_FILTER_BY_CHAIN_ID = valueByChainId<SourceFilters>(
ERC20BridgeSource.Bancor,
ERC20BridgeSource.BancorV3,
ERC20BridgeSource.MStable,
ERC20BridgeSource.Mooniswap,
ERC20BridgeSource.SushiSwap,
ERC20BridgeSource.Shell,
ERC20BridgeSource.MultiHop,
@@ -107,6 +107,7 @@ export const SELL_SOURCE_FILTER_BY_CHAIN_ID = valueByChainId<SourceFilters>(
ERC20BridgeSource.CurveV2,
ERC20BridgeSource.ShibaSwap,
ERC20BridgeSource.Synapse,
ERC20BridgeSource.Synthetix,
// TODO: enable after FQT has been redeployed on Ethereum mainnet
// ERC20BridgeSource.AaveV2,
// ERC20BridgeSource.Compound,
@@ -118,10 +119,17 @@ export const SELL_SOURCE_FILTER_BY_CHAIN_ID = valueByChainId<SourceFilters>(
ERC20BridgeSource.UniswapV2,
ERC20BridgeSource.UniswapV3,
ERC20BridgeSource.Curve,
ERC20BridgeSource.Mooniswap,
]),
[ChainId.Rinkeby]: new SourceFilters([ERC20BridgeSource.Native]),
[ChainId.Kovan]: new SourceFilters([ERC20BridgeSource.Native]),
[ChainId.Goerli]: new SourceFilters([
ERC20BridgeSource.Native,
ERC20BridgeSource.SushiSwap,
ERC20BridgeSource.Uniswap,
ERC20BridgeSource.UniswapV2,
ERC20BridgeSource.UniswapV3,
]),
[ChainId.PolygonMumbai]: new SourceFilters([ERC20BridgeSource.Native, ERC20BridgeSource.UniswapV3]),
[ChainId.Ganache]: new SourceFilters([ERC20BridgeSource.Native]),
[ChainId.BSC]: new SourceFilters([
ERC20BridgeSource.BakerySwap,
@@ -208,6 +216,7 @@ export const SELL_SOURCE_FILTER_BY_CHAIN_ID = valueByChainId<SourceFilters>(
ERC20BridgeSource.CurveV2,
ERC20BridgeSource.MultiHop,
ERC20BridgeSource.Velodrome,
ERC20BridgeSource.Synthetix,
]),
},
new SourceFilters([]),
@@ -228,7 +237,6 @@ export const BUY_SOURCE_FILTER_BY_CHAIN_ID = valueByChainId<SourceFilters>(
// ERC20BridgeSource.Bancor, // FIXME: Bancor Buys not implemented in Sampler
ERC20BridgeSource.BancorV3,
ERC20BridgeSource.MStable,
ERC20BridgeSource.Mooniswap,
ERC20BridgeSource.Shell,
ERC20BridgeSource.SushiSwap,
ERC20BridgeSource.MultiHop,
@@ -247,6 +255,7 @@ export const BUY_SOURCE_FILTER_BY_CHAIN_ID = valueByChainId<SourceFilters>(
ERC20BridgeSource.CurveV2,
ERC20BridgeSource.ShibaSwap,
ERC20BridgeSource.Synapse,
ERC20BridgeSource.Synthetix,
// TODO: enable after FQT has been redeployed on Ethereum mainnet
// ERC20BridgeSource.AaveV2,
// ERC20BridgeSource.Compound,
@@ -258,8 +267,15 @@ export const BUY_SOURCE_FILTER_BY_CHAIN_ID = valueByChainId<SourceFilters>(
ERC20BridgeSource.UniswapV2,
ERC20BridgeSource.UniswapV3,
ERC20BridgeSource.Curve,
ERC20BridgeSource.Mooniswap,
]),
[ChainId.Goerli]: new SourceFilters([
ERC20BridgeSource.Native,
ERC20BridgeSource.SushiSwap,
ERC20BridgeSource.Uniswap,
ERC20BridgeSource.UniswapV2,
ERC20BridgeSource.UniswapV3,
]),
[ChainId.PolygonMumbai]: new SourceFilters([ERC20BridgeSource.Native, ERC20BridgeSource.UniswapV3]),
[ChainId.Rinkeby]: new SourceFilters([ERC20BridgeSource.Native]),
[ChainId.Kovan]: new SourceFilters([ERC20BridgeSource.Native]),
[ChainId.Ganache]: new SourceFilters([ERC20BridgeSource.Native]),
@@ -348,6 +364,7 @@ export const BUY_SOURCE_FILTER_BY_CHAIN_ID = valueByChainId<SourceFilters>(
ERC20BridgeSource.CurveV2,
ERC20BridgeSource.MultiHop,
ERC20BridgeSource.Velodrome,
ERC20BridgeSource.Synthetix,
]),
},
new SourceFilters([]),
@@ -366,6 +383,8 @@ export const FEE_QUOTE_SOURCES_BY_CHAIN_ID = valueByChainId<ERC20BridgeSource[]>
[ChainId.Mainnet]: [ERC20BridgeSource.UniswapV2, ERC20BridgeSource.SushiSwap, ERC20BridgeSource.UniswapV3],
[ChainId.BSC]: [ERC20BridgeSource.PancakeSwap, ERC20BridgeSource.Mooniswap, ERC20BridgeSource.SushiSwap],
[ChainId.Ropsten]: [ERC20BridgeSource.UniswapV2, ERC20BridgeSource.SushiSwap],
[ChainId.Goerli]: [ERC20BridgeSource.UniswapV2, ERC20BridgeSource.SushiSwap],
[ChainId.PolygonMumbai]: [ERC20BridgeSource.UniswapV3],
[ChainId.Polygon]: [ERC20BridgeSource.QuickSwap, ERC20BridgeSource.SushiSwap, ERC20BridgeSource.UniswapV3],
[ChainId.Avalanche]: [ERC20BridgeSource.Pangolin, ERC20BridgeSource.TraderJoe, ERC20BridgeSource.SushiSwap],
[ChainId.Fantom]: [ERC20BridgeSource.SpiritSwap, ERC20BridgeSource.SpookySwap, ERC20BridgeSource.SushiSwap],
@@ -442,6 +461,11 @@ export const MAINNET_TOKENS = {
EURS: '0xdb25f211ab05b1c97d595516f45794528a807ad8',
sEUR: '0xd71ecff9342a5ced620049e616c5035f1db98620',
sETH: '0x5e74c9036fb86bd7ecdcb084a0673efc32ea31cb',
sJPY: '0xf6b1c627e95bfc3c1b4c9b825a032ff0fbf3e07d',
sGBP: '0x97fe22e7341a0cd8db6f6c021a24dc8f4dad855f',
sAUD: '0xf48e200eaf9906362bb1442fca31e0835773b8b4',
sKRW: '0x269895a3df4d73b077fc823dd6da1b95f72aaf9b',
sCHF: '0x0f83287ff768d1c1e17a42f44d644d7f22e8ee1d',
stETH: '0xae7ab96520de3a18e5e111b5eaab095312d7fe84',
wstETH: '0x7f39c581f595b53c5cb19bd0b3f8da6c935e2ca0',
LINK: '0x514910771af9ca656af840dff83e8264ecf986ca',
@@ -624,10 +648,6 @@ export const FANTOM_TOKENS = {
gMIM: '0xc664fc7b8487a3e10824cda768c1d239f2403bbe',
};
export const GEIST_FANTOM_POOLS = {
lendingPool: '0x9fad24f572045c7869117160a571b2e50b10d068',
};
export const OPTIMISM_TOKENS = {
WETH: '0x4200000000000000000000000000000000000006',
USDC: '0x7f5c764cbc14f9669b88837ca1490cca17c31607',
@@ -636,6 +656,21 @@ export const OPTIMISM_TOKENS = {
WBTC: '0x68f180fcce6836688e9084f035309e29bf0a2095',
nETH: '0x809dc529f07651bd43a172e8db6f4a7a0d771036',
sWETH: '0x121ab82b49b2bc4c7901ca46b8277962b4350204',
// Synthetix synths:
sAAVE: '0x00b8d5a5e1ac97cb4341c4bc4367443c8776e8d9',
sAVAX: '0xb2b42b231c68cbb0b4bf2ffebf57782fd97d3da4',
sBTC: '0x298b9b95708152ff6968aafd889c6586e9169f1d',
sETH: '0xe405de8f52ba7559f9df3c368500b6e6ae6cee49',
sEUR: '0xfbc4198702e81ae77c06d58f81b629bdf36f0a71',
sLINK: '0xc5db22719a06418028a40a9b5e9a7c02959d0d08',
sMATIC: '0x81ddfac111913d3d5218dea999216323b7cd6356',
sSOL: '0x8b2f7ae8ca8ee8428b6d76de88326bb413db2766',
sUNI: '0xf5a6115aa582fd1beea22bc93b7dc7a785f60d03',
sUSD: '0x8c6f28f2f1a3c87f0f938b96d27520d9751ec8d9',
};
export const GEIST_FANTOM_POOLS = {
lendingPool: '0x9fad24f572045c7869117160a571b2e50b10d068',
};
export const CURVE_POOLS = {
@@ -852,6 +887,15 @@ export const DEFAULT_INTERMEDIATE_TOKENS_BY_CHAIN_ID = valueByChainId<string[]>(
'0xad6d458402f60fd3bd25163575031acdce07538d', // DAI
'0x07865c6e87b9f70255377e024ace6630c1eaa37f', // USDC
],
[ChainId.Goerli]: [
getContractAddressesForChainOrThrow(ChainId.Goerli).etherToken,
'0x11fE4B6AE13d2a6055C8D9cF65c55bac32B5d844', // DAI
'0x07865c6E87B9F70255377e024ace6630C1Eaa37F', // USDC
],
[ChainId.PolygonMumbai]: [
getContractAddressesForChainOrThrow(ChainId.PolygonMumbai).etherToken,
'0xe6b8a5CF854791412c1f6EFC7CAf629f5Df1c747', // USDC
],
[ChainId.Polygon]: [
POLYGON_TOKENS.WMATIC,
POLYGON_TOKENS.WETH,
@@ -903,65 +947,74 @@ export const DEFAULT_INTERMEDIATE_TOKENS_BY_CHAIN_ID = valueByChainId<string[]>(
// attaching to a default intermediary token (stables or ETH etc) can have a large impact
export const DEFAULT_TOKEN_ADJACENCY_GRAPH_BY_CHAIN_ID = valueByChainId<TokenAdjacencyGraph>(
{
[ChainId.Mainnet]: new TokenAdjacencyGraphBuilder({
default: DEFAULT_INTERMEDIATE_TOKENS_BY_CHAIN_ID[ChainId.Mainnet],
})
[ChainId.Mainnet]: new TokenAdjacencyGraphBuilder(DEFAULT_INTERMEDIATE_TOKENS_BY_CHAIN_ID[ChainId.Mainnet])
.tap(builder => {
// Mirror Protocol
builder.add(MAINNET_TOKENS.MIR, MAINNET_TOKENS.UST);
// Convex and Curve
builder.add(MAINNET_TOKENS.cvxCRV, MAINNET_TOKENS.CRV).add(MAINNET_TOKENS.CRV, MAINNET_TOKENS.cvxCRV);
builder.addBidirectional(MAINNET_TOKENS.cvxCRV, MAINNET_TOKENS.CRV);
// Convex and FXS
builder.add(MAINNET_TOKENS.cvxFXS, MAINNET_TOKENS.FXS).add(MAINNET_TOKENS.FXS, MAINNET_TOKENS.cvxFXS);
builder.addBidirectional(MAINNET_TOKENS.cvxFXS, MAINNET_TOKENS.FXS);
// FEI TRIBE liquid in UniV2
builder.add(MAINNET_TOKENS.FEI, MAINNET_TOKENS.TRIBE).add(MAINNET_TOKENS.TRIBE, MAINNET_TOKENS.FEI);
builder.addBidirectional(MAINNET_TOKENS.FEI, MAINNET_TOKENS.TRIBE);
// FRAX ecosystem
builder.add(MAINNET_TOKENS.FRAX, MAINNET_TOKENS.FXS).add(MAINNET_TOKENS.FXS, MAINNET_TOKENS.FRAX);
builder.add(MAINNET_TOKENS.FRAX, MAINNET_TOKENS.OHM).add(MAINNET_TOKENS.OHM, MAINNET_TOKENS.FRAX);
builder.addBidirectional(MAINNET_TOKENS.FRAX, MAINNET_TOKENS.FXS);
builder.addBidirectional(MAINNET_TOKENS.FRAX, MAINNET_TOKENS.OHM);
// REDACTED CARTEL
builder
.add(MAINNET_TOKENS.OHMV2, MAINNET_TOKENS.BTRFLY)
.add(MAINNET_TOKENS.BTRFLY, MAINNET_TOKENS.OHMV2);
builder.addBidirectional(MAINNET_TOKENS.OHMV2, MAINNET_TOKENS.BTRFLY);
// Lido
builder
.add(MAINNET_TOKENS.stETH, MAINNET_TOKENS.wstETH)
.add(MAINNET_TOKENS.wstETH, MAINNET_TOKENS.stETH);
builder.addBidirectional(MAINNET_TOKENS.stETH, MAINNET_TOKENS.wstETH);
// Synthetix Atomic Swap
builder.addCompleteSubgraph([
MAINNET_TOKENS.sBTC,
MAINNET_TOKENS.sETH,
MAINNET_TOKENS.sUSD,
MAINNET_TOKENS.sEUR,
MAINNET_TOKENS.sJPY,
MAINNET_TOKENS.sGBP,
MAINNET_TOKENS.sAUD,
MAINNET_TOKENS.sKRW,
MAINNET_TOKENS.sCHF,
]);
})
// Build
.build(),
[ChainId.BSC]: new TokenAdjacencyGraphBuilder({
default: DEFAULT_INTERMEDIATE_TOKENS_BY_CHAIN_ID[ChainId.BSC],
}).build(),
[ChainId.Polygon]: new TokenAdjacencyGraphBuilder({
default: DEFAULT_INTERMEDIATE_TOKENS_BY_CHAIN_ID[ChainId.Polygon],
})
[ChainId.BSC]: new TokenAdjacencyGraphBuilder(DEFAULT_INTERMEDIATE_TOKENS_BY_CHAIN_ID[ChainId.BSC]).build(),
[ChainId.Polygon]: new TokenAdjacencyGraphBuilder(DEFAULT_INTERMEDIATE_TOKENS_BY_CHAIN_ID[ChainId.Polygon])
.tap(builder => {
builder.add(POLYGON_TOKENS.QUICK, POLYGON_TOKENS.ANY).add(POLYGON_TOKENS.ANY, POLYGON_TOKENS.QUICK);
builder.addBidirectional(POLYGON_TOKENS.QUICK, POLYGON_TOKENS.ANY);
})
.build(),
[ChainId.Avalanche]: new TokenAdjacencyGraphBuilder({
default: DEFAULT_INTERMEDIATE_TOKENS_BY_CHAIN_ID[ChainId.Avalanche],
})
[ChainId.Avalanche]: new TokenAdjacencyGraphBuilder(DEFAULT_INTERMEDIATE_TOKENS_BY_CHAIN_ID[ChainId.Avalanche])
.tap(builder => {
// Synapse nETH/aWETH pool
builder
.add(AVALANCHE_TOKENS.aWETH, AVALANCHE_TOKENS.nETH)
.add(AVALANCHE_TOKENS.nETH, AVALANCHE_TOKENS.aWETH);
builder.addBidirectional(AVALANCHE_TOKENS.aWETH, AVALANCHE_TOKENS.nETH);
// Trader Joe MAG/MIM pool
builder.add(AVALANCHE_TOKENS.MIM, AVALANCHE_TOKENS.MAG).add(AVALANCHE_TOKENS.MAG, AVALANCHE_TOKENS.MIM);
builder.addBidirectional(AVALANCHE_TOKENS.MIM, AVALANCHE_TOKENS.MAG);
})
.build(),
[ChainId.Fantom]: new TokenAdjacencyGraphBuilder(
DEFAULT_INTERMEDIATE_TOKENS_BY_CHAIN_ID[ChainId.Fantom],
).build(),
[ChainId.Celo]: new TokenAdjacencyGraphBuilder(DEFAULT_INTERMEDIATE_TOKENS_BY_CHAIN_ID[ChainId.Celo]).build(),
[ChainId.Optimism]: new TokenAdjacencyGraphBuilder(DEFAULT_INTERMEDIATE_TOKENS_BY_CHAIN_ID[ChainId.Optimism])
.tap(builder => {
// Synthetix Atomic Swap
builder.addCompleteSubgraph([
OPTIMISM_TOKENS.sAAVE,
OPTIMISM_TOKENS.sAVAX,
OPTIMISM_TOKENS.sBTC,
OPTIMISM_TOKENS.sETH,
OPTIMISM_TOKENS.sEUR,
OPTIMISM_TOKENS.sLINK,
OPTIMISM_TOKENS.sMATIC,
OPTIMISM_TOKENS.sSOL,
OPTIMISM_TOKENS.sUNI,
OPTIMISM_TOKENS.sUSD,
]);
})
.build(),
[ChainId.Fantom]: new TokenAdjacencyGraphBuilder({
default: DEFAULT_INTERMEDIATE_TOKENS_BY_CHAIN_ID[ChainId.Fantom],
}).build(),
[ChainId.Celo]: new TokenAdjacencyGraphBuilder({
default: DEFAULT_INTERMEDIATE_TOKENS_BY_CHAIN_ID[ChainId.Celo],
}).build(),
[ChainId.Optimism]: new TokenAdjacencyGraphBuilder({
default: DEFAULT_INTERMEDIATE_TOKENS_BY_CHAIN_ID[ChainId.Optimism],
}).build(),
},
new TokenAdjacencyGraphBuilder({ default: [] }).build(),
TokenAdjacencyGraph.getEmptyGraph(),
);
export const NATIVE_FEE_TOKEN_BY_CHAIN_ID = valueByChainId<string>(
@@ -970,6 +1023,8 @@ export const NATIVE_FEE_TOKEN_BY_CHAIN_ID = valueByChainId<string>(
[ChainId.BSC]: getContractAddressesForChainOrThrow(ChainId.BSC).etherToken,
[ChainId.Ganache]: getContractAddressesForChainOrThrow(ChainId.Ganache).etherToken,
[ChainId.Ropsten]: getContractAddressesForChainOrThrow(ChainId.Ropsten).etherToken,
[ChainId.Goerli]: getContractAddressesForChainOrThrow(ChainId.Goerli).etherToken,
[ChainId.PolygonMumbai]: getContractAddressesForChainOrThrow(ChainId.PolygonMumbai).etherToken,
[ChainId.Rinkeby]: getContractAddressesForChainOrThrow(ChainId.Rinkeby).etherToken,
[ChainId.Kovan]: getContractAddressesForChainOrThrow(ChainId.Kovan).etherToken,
[ChainId.Polygon]: getContractAddressesForChainOrThrow(ChainId.Polygon).etherToken,
@@ -1833,6 +1888,7 @@ export const UNISWAPV1_ROUTER_BY_CHAIN_ID = valueByChainId<string>(
{
[ChainId.Mainnet]: '0xc0a47dfe034b400b47bdad5fecda2621de6c4d95',
[ChainId.Ropsten]: '0x9c83dce8ca20e9aaf9d3efc003b2ea62abc08351',
[ChainId.Goerli]: '0x6Ce570d02D73d4c384b46135E87f8C592A8c86dA',
},
NULL_ADDRESS,
);
@@ -1841,6 +1897,7 @@ export const UNISWAPV2_ROUTER_BY_CHAIN_ID = valueByChainId<string>(
{
[ChainId.Mainnet]: '0xf164fc0ec4e93095b804a4795bbe1e041497b92a',
[ChainId.Ropsten]: '0xf164fc0ec4e93095b804a4795bbe1e041497b92a',
[ChainId.Goerli]: '0xf164fc0ec4e93095b804a4795bbe1e041497b92a',
},
NULL_ADDRESS,
);
@@ -1850,6 +1907,7 @@ export const SUSHISWAP_ROUTER_BY_CHAIN_ID = valueByChainId<string>(
[ChainId.Mainnet]: '0xd9e1ce17f2641f24ae83637ab66a2cca9c378b9f',
[ChainId.BSC]: '0x1b02da8cb0d097eb8d57a175b88c7d8b47997506',
[ChainId.Ropsten]: '0x1b02da8cb0d097eb8d57a175b88c7d8b47997506',
[ChainId.Goerli]: '0x1b02da8cb0d097eb8d57a175b88c7d8b47997506',
[ChainId.Polygon]: '0x1b02da8cb0d097eb8d57a175b88c7d8b47997506',
[ChainId.Avalanche]: '0x1b02da8cb0d097eb8d57a175b88c7d8b47997506',
[ChainId.Fantom]: '0x1b02da8cb0d097eb8d57a175b88c7d8b47997506',
@@ -1941,7 +1999,6 @@ export const KNIGHTSWAP_ROUTER_BY_CHAIN_ID = valueByChainId<string>(
export const MOONISWAP_REGISTRIES_BY_CHAIN_ID = valueByChainId(
{
[ChainId.Mainnet]: ['0xbaf9a5d4b0052359326a6cdab54babaa3a3a9643'],
[ChainId.BSC]: ['0xd41b24bba51fac0e4827b6f94c0d6ddeb183cd64'],
},
[] as string[],
@@ -2011,14 +2068,6 @@ export const MAKER_PSM_INFO_BY_CHAIN_ID = valueByChainId<PsmInfo>(
},
);
export const MOONISWAP_LIQUIDITY_PROVIDER_BY_CHAIN_ID = valueByChainId<string>(
{
[ChainId.Mainnet]: '0xa2033d6ba88756ce6a87584d69dc87bda9a4f889',
[ChainId.Ropsten]: '0x87e0393aee0fb8c10b8653c6507c182264fe5a34',
},
NULL_ADDRESS,
);
export const BANCOR_REGISTRY_BY_CHAIN_ID = valueByChainId<string>(
{
[ChainId.Mainnet]: '0x52Ae12ABe5D8BD778BD5397F99cA900624CfADD4',
@@ -2127,7 +2176,6 @@ export const LIDO_INFO_BY_CHAIN = valueByChainId<LidoInfo>(
},
);
export const BALANCER_SUBGRAPH_URL = 'https://api.thegraph.com/subgraphs/name/balancer-labs/balancer';
export const BALANCER_TOP_POOLS_FETCHED = 250;
export const BALANCER_MAX_POOLS_FETCHED = 3;
@@ -2139,13 +2187,6 @@ export const BALANCER_V2_SUBGRAPH_URL_BY_CHAIN = valueByChainId(
null,
);
export const BEETHOVEN_X_SUBGRAPH_URL_BY_CHAIN = valueByChainId<string>(
{
[ChainId.Fantom]: 'https://graph-node.beets-ftm-node.com/subgraphs/name/beethovenx',
},
'https://graph-node.beets-ftm-node.com/subgraphs/name/beethovenx',
);
export const UNISWAPV3_CONFIG_BY_CHAIN_ID = valueByChainId(
{
[ChainId.Mainnet]: {
@@ -2156,6 +2197,14 @@ export const UNISWAPV3_CONFIG_BY_CHAIN_ID = valueByChainId(
quoter: '0x61ffe014ba17989e743c5f6cb21bf9697530b21e',
router: '0xe592427a0aece92de3edee1f18e0157c05861564',
},
[ChainId.Goerli]: {
quoter: '0x61ffe014ba17989e743c5f6cb21bf9697530b21e',
router: '0xe592427a0aece92de3edee1f18e0157c05861564',
},
[ChainId.PolygonMumbai]: {
quoter: '0x61ffe014ba17989e743c5f6cb21bf9697530b21e',
router: '0xe592427a0aece92de3edee1f18e0157c05861564',
},
[ChainId.Polygon]: {
quoter: '0x61ffe014ba17989e743c5f6cb21bf9697530b21e',
router: '0xe592427a0aece92de3edee1f18e0157c05861564',
@@ -2341,6 +2390,47 @@ export const VELODROME_ROUTER_BY_CHAIN_ID = valueByChainId<string>(
NULL_ADDRESS,
);
export const SYNTHETIX_READ_PROXY_BY_CHAIN_ID = valueByChainId<string>(
{
[ChainId.Mainnet]: '0x4e3b31eb0e5cb73641ee1e65e7dcefe520ba3ef2',
[ChainId.Optimism]: '0x1cb059b7e74fd21665968c908806143e744d5f30',
},
NULL_ADDRESS,
);
export const SYNTHETIX_CURRENCY_KEYS_BY_CHAIN_ID = valueByChainId<Map<string, string>>(
{
// There is no easy way to find out what synths are supported on mainnet.
// The below list is based on https://sips.synthetix.io/sccp/sccp-190.
[ChainId.Mainnet]: new Map([
[MAINNET_TOKENS.sAUD, 'sAUD'],
[MAINNET_TOKENS.sBTC, 'sBTC'],
[MAINNET_TOKENS.sCHF, 'sCHF'],
[MAINNET_TOKENS.sETH, 'sETH'],
[MAINNET_TOKENS.sEUR, 'sEUR'],
[MAINNET_TOKENS.sGBP, 'sGBP'],
[MAINNET_TOKENS.sJPY, 'sJPY'],
[MAINNET_TOKENS.sKRW, 'sKRW'],
[MAINNET_TOKENS.sUSD, 'sUSD'],
]),
// Supported assets can be find through SynthUtil::synthsRates.
// Low liquidity tokens can be excluded.
[ChainId.Optimism]: new Map([
[OPTIMISM_TOKENS.sAAVE, 'sAAVE'],
[OPTIMISM_TOKENS.sAVAX, 'sAVAX'],
[OPTIMISM_TOKENS.sBTC, 'sBTC'],
[OPTIMISM_TOKENS.sETH, 'sETH'],
[OPTIMISM_TOKENS.sEUR, 'sEUR'],
[OPTIMISM_TOKENS.sLINK, 'sLINK'],
[OPTIMISM_TOKENS.sMATIC, 'sMATIC'],
[OPTIMISM_TOKENS.sSOL, 'sSOL'],
[OPTIMISM_TOKENS.sUNI, 'sUNI'],
[OPTIMISM_TOKENS.sUSD, 'sUSD'],
]),
},
new Map(),
);
export const VIP_ERC20_BRIDGE_SOURCES_BY_CHAIN_ID = valueByChainId<ERC20BridgeSource[]>(
{
[ChainId.Mainnet]: [
@@ -2524,7 +2614,28 @@ export const DEFAULT_GAS_SCHEDULE: Required<GasSchedule> = {
return compoundFillData.takerToken === wethAddress ? 210e3 : 250e3;
}
},
[ERC20BridgeSource.Synthetix]: (fillData?: FillData) => {
const { chainId, makerTokenSymbolBytes32, takerTokenSymbolBytes32 } = fillData as SynthetixFillData;
const makerTokenSymbol = parseBytes32String(makerTokenSymbolBytes32);
const takerTokenSymbol = parseBytes32String(takerTokenSymbolBytes32);
// Gas cost widely varies by token on mainnet.
if (chainId === ChainId.Mainnet) {
if (takerTokenSymbol === 'sBTC' || makerTokenSymbol === 'sBTC') {
return 800e3;
}
if (takerTokenSymbol === 'sETH' || makerTokenSymbol === 'sETH') {
return 700e3;
}
return 580e3;
}
// Optimism
if (takerTokenSymbol === 'sUSD' || makerTokenSymbol === 'sUSD') {
return 480e3;
}
return 580e3;
},
//
// BSC
//
@@ -2604,7 +2715,7 @@ export const DEFAULT_GET_MARKET_ORDERS_OPTS: Omit<GetMarketOrdersOpts, 'gasPrice
allowFallback: true,
shouldGenerateQuoteReport: true,
shouldIncludePriceComparisonsReport: false,
tokenAdjacencyGraph: { default: [] },
tokenAdjacencyGraph: TokenAdjacencyGraph.getEmptyGraph(),
neonRouterNumSamples: 14,
fillAdjustor: new IdentityFillAdjustor(),
};

View File

@@ -862,14 +862,9 @@ export class MarketOperationUtils {
}
private async _refreshPoolCacheIfRequiredAsync(takerToken: string, makerToken: string): Promise<void> {
void Promise.all(
Object.values(this._sampler.poolsCaches).map(async cache => {
if (!cache || cache.isFresh(takerToken, makerToken)) {
return Promise.resolve([]);
}
return cache.getFreshPoolsForPairAsync(takerToken, makerToken);
}),
);
_.values(this._sampler.poolsCaches)
.filter(cache => cache !== undefined && !cache.isFresh(takerToken, makerToken))
.forEach(cache => cache?.getFreshPoolsForPairAsync(takerToken, makerToken));
}
}

View File

@@ -12,26 +12,8 @@ import {
FillAdjustor,
MarketSideLiquidity,
MultiHopFillData,
TokenAdjacencyGraph,
} from './types';
/**
* Given a token pair, returns the intermediate tokens to consider for two-hop routes.
*/
export function getIntermediateTokens(
makerToken: string,
takerToken: string,
tokenAdjacencyGraph: TokenAdjacencyGraph,
): string[] {
const intermediateTokens = _.union(
_.get(tokenAdjacencyGraph, takerToken, tokenAdjacencyGraph.default),
_.get(tokenAdjacencyGraph, makerToken, tokenAdjacencyGraph.default),
);
return _.uniqBy(intermediateTokens, a => a.toLowerCase()).filter(
token => token.toLowerCase() !== makerToken.toLowerCase() && token.toLowerCase() !== takerToken.toLowerCase(),
);
}
/**
* Returns the best two-hop quote and the fee-adjusted rate of that quote.
*/

View File

@@ -38,6 +38,7 @@ import {
OrderDomain,
PlatypusFillData,
ShellFillData,
SynthetixFillData,
UniswapV2FillData,
UniswapV3FillData,
UniswapV3PathAmount,
@@ -210,6 +211,8 @@ export function getErc20BridgeSourceToBridgeSource(source: ERC20BridgeSource): s
return encodeBridgeSourceId(BridgeProtocol.BancorV3, 'BancorV3');
case ERC20BridgeSource.Velodrome:
return encodeBridgeSourceId(BridgeProtocol.Velodrome, 'Velodrome');
case ERC20BridgeSource.Synthetix:
return encodeBridgeSourceId(BridgeProtocol.Synthetix, 'Synthetix');
default:
throw new Error(AggregationError.NoBridgeForSource);
}
@@ -391,6 +394,14 @@ export function createBridgeDataForBridgeOrder(order: OptimizedMarketBridgeOrder
const velodromeFillData = (order as OptimizedMarketBridgeOrder<VelodromeFillData>).fillData;
bridgeData = encoder.encode([velodromeFillData.router, velodromeFillData.stable]);
break;
case ERC20BridgeSource.Synthetix:
const fillData = (order as OptimizedMarketBridgeOrder<SynthetixFillData>).fillData;
bridgeData = encoder.encode([
fillData.synthetix,
fillData.takerTokenSymbolBytes32,
fillData.makerTokenSymbolBytes32,
]);
break;
default:
throw new Error(AggregationError.NoBridgeForSource);
}
@@ -517,6 +528,7 @@ export const BRIDGE_ENCODERS: {
[ERC20BridgeSource.Compound]: AbiEncoder.create('(address)'),
[ERC20BridgeSource.Geist]: AbiEncoder.create('(address,address)'),
[ERC20BridgeSource.Velodrome]: AbiEncoder.create('(address,bool)'),
[ERC20BridgeSource.Synthetix]: AbiEncoder.create('(address,bytes32,bytes32)'),
};
function getFillTokenAmounts(fill: Fill, side: MarketOperation): [BigNumber, BigNumber] {

View File

@@ -1,14 +1,21 @@
import { ChainId } from '@0x/contract-addresses';
import { getPoolsWithTokens, parsePoolData } from 'balancer-labs-sor-v1';
import { Pool } from 'balancer-labs-sor-v1/dist/types';
import { gql, request } from 'graphql-request';
import { BALANCER_MAX_POOLS_FETCHED, BALANCER_SUBGRAPH_URL, BALANCER_TOP_POOLS_FETCHED } from '../constants';
import { DEFAULT_WARNING_LOGGER } from '../../../constants';
import { LogFunction } from '../../../types';
import { BALANCER_MAX_POOLS_FETCHED, BALANCER_TOP_POOLS_FETCHED } from '../constants';
import { CacheValue, PoolsCache } from './pools_cache';
import { NoOpPoolsCache } from './no_op_pools_cache';
import { AbstractPoolsCache, CacheValue, PoolsCache } from './pools_cache';
// tslint:disable:custom-no-magic-numbers
const ONE_DAY_MS = 24 * 60 * 60 * 1000;
// tslint:enable:custom-no-magic-numbers
// tslint:disable: member-ordering
const BALANCER_SUBGRAPH_URL = 'https://api.thegraph.com/subgraphs/name/balancer-labs/balancer';
interface BalancerPoolResponse {
id: string;
@@ -18,12 +25,21 @@ interface BalancerPoolResponse {
totalWeight: string;
}
export class BalancerPoolsCache extends PoolsCache {
constructor(
export class BalancerPoolsCache extends AbstractPoolsCache {
public static create(chainId: ChainId): PoolsCache {
if (chainId !== ChainId.Mainnet) {
return new NoOpPoolsCache();
}
return new BalancerPoolsCache();
}
private constructor(
private readonly _subgraphUrl: string = BALANCER_SUBGRAPH_URL,
cache: { [key: string]: CacheValue } = {},
cache: Map<string, CacheValue> = new Map(),
private readonly maxPoolsFetched: number = BALANCER_MAX_POOLS_FETCHED,
private readonly _topPoolsFetched: number = BALANCER_TOP_POOLS_FETCHED,
private readonly _warningLogger: LogFunction = DEFAULT_WARNING_LOGGER,
) {
super(cache);
void this._loadTopPoolsAsync();
@@ -49,7 +65,14 @@ export class BalancerPoolsCache extends PoolsCache {
[from: string]: { [to: string]: Pool[] };
} = {};
const pools = await this._fetchTopPoolsAsync();
let pools: BalancerPoolResponse[];
try {
pools = await this._fetchTopPoolsAsync();
} catch (err) {
this._warningLogger(err, 'Failed to fetch top pools for Balancer V1');
return;
}
for (const pool of pools) {
const { tokensList } = pool;
for (const from of tokensList) {

View File

@@ -6,14 +6,17 @@ import { gql, request } from 'graphql-request';
import { DEFAULT_WARNING_LOGGER } from '../../../constants';
import { LogFunction } from '../../../types';
import {
BALANCER_MAX_POOLS_FETCHED,
BALANCER_TOP_POOLS_FETCHED,
BALANCER_V2_SUBGRAPH_URL_BY_CHAIN,
} from '../constants';
import { BALANCER_MAX_POOLS_FETCHED, BALANCER_TOP_POOLS_FETCHED } from '../constants';
import { parsePoolData } from './balancer_sor_v2';
import { CacheValue, PoolsCache } from './pools_cache';
import { NoOpPoolsCache } from './no_op_pools_cache';
import { AbstractPoolsCache, CacheValue, PoolsCache } from './pools_cache';
// tslint:disable: member-ordering
const BEETHOVEN_X_SUBGRAPH_URL_BY_CHAIN = new Map<ChainId, string>([
[ChainId.Fantom, 'https://api.thegraph.com/subgraphs/name/beethovenxfi/beethovenx'],
]);
// tslint:disable-next-line:custom-no-magic-numbers
const ONE_DAY_MS = 24 * 60 * 60 * 1000;
@@ -28,7 +31,16 @@ interface BalancerPoolResponse {
amp: string | null;
}
export class BalancerV2PoolsCache extends PoolsCache {
export class BalancerV2PoolsCache extends AbstractPoolsCache {
public static createBeethovenXPoolCache(chainId: ChainId): PoolsCache {
const subgraphUrl = BEETHOVEN_X_SUBGRAPH_URL_BY_CHAIN.get(chainId);
if (subgraphUrl === undefined) {
return new NoOpPoolsCache();
}
return new BalancerV2PoolsCache(subgraphUrl);
}
private static _parseSubgraphPoolData(pool: any, takerToken: string, makerToken: string): Pool {
const tToken = pool.tokens.find((t: any) => t.address === takerToken);
const mToken = pool.tokens.find((t: any) => t.address === makerToken);
@@ -49,13 +61,12 @@ export class BalancerV2PoolsCache extends PoolsCache {
};
}
constructor(
chainId: ChainId,
private readonly subgraphUrl: string = BALANCER_V2_SUBGRAPH_URL_BY_CHAIN[chainId]!,
private constructor(
private readonly subgraphUrl: string,
private readonly maxPoolsFetched: number = BALANCER_MAX_POOLS_FETCHED,
private readonly _topPoolsFetched: number = BALANCER_TOP_POOLS_FETCHED,
private readonly _warningLogger: LogFunction = DEFAULT_WARNING_LOGGER,
cache: { [key: string]: CacheValue } = {},
cache: Map<string, CacheValue> = new Map(),
) {
super(cache);
void this._loadTopPoolsAsync();
@@ -63,19 +74,6 @@ export class BalancerV2PoolsCache extends PoolsCache {
setInterval(async () => void this._loadTopPoolsAsync(), ONE_DAY_MS / 2);
}
// protected async _fetchPoolsForPairAsync(takerToken: string, makerToken: string): Promise<Pool[]> {
// try {
// const poolData = (await getPoolsWithTokens(takerToken, makerToken)).pools;
// // Sort by maker token balance (descending)
// const pools = parsePoolData(poolData, takerToken, makerToken).sort((a, b) =>
// b.balanceOut.minus(a.balanceOut).toNumber(),
// );
// return pools.length > this.maxPoolsFetched ? pools.slice(0, this.maxPoolsFetched) : pools;
// } catch (err) {
// return [];
// }
// }
protected async _fetchTopPoolsAsync(): Promise<BalancerPoolResponse[]> {
const query = gql`
query fetchTopPools($topPoolsFetched: Int!) {
@@ -114,7 +112,14 @@ export class BalancerV2PoolsCache extends PoolsCache {
[from: string]: { [to: string]: Pool[] };
} = {};
const pools = await this._fetchTopPoolsAsync();
let pools: BalancerPoolResponse[];
try {
pools = await this._fetchTopPoolsAsync();
} catch (err) {
this._warningLogger(err, 'Failed to fetch top pools for Balancer V2');
return;
}
for (const pool of pools) {
const { tokensList } = pool;
for (const from of tokensList) {

View File

@@ -1,18 +1,20 @@
import { ChainId } from '@0x/contract-addresses';
import { Pool } from 'balancer-labs-sor-v1/dist/types';
import { getPoolsWithTokens, parsePoolData } from 'cream-sor';
import { BALANCER_MAX_POOLS_FETCHED } from '../constants';
import { CacheValue, PoolsCache } from './pools_cache';
import { NoOpPoolsCache } from './no_op_pools_cache';
import { AbstractPoolsCache, CacheValue, PoolsCache } from './pools_cache';
export class CreamPoolsCache extends PoolsCache {
constructor(
_cache: { [key: string]: CacheValue } = {},
private readonly maxPoolsFetched: number = BALANCER_MAX_POOLS_FETCHED,
) {
super(_cache);
export class CreamPoolsCache extends AbstractPoolsCache {
public static create(chainId: ChainId): PoolsCache {
if (chainId !== ChainId.Mainnet) {
return new NoOpPoolsCache();
}
return new CreamPoolsCache();
}
protected async _fetchPoolsForPairAsync(takerToken: string, makerToken: string): Promise<Pool[]> {
try {
const poolData = (await getPoolsWithTokens(takerToken, makerToken)).pools;
@@ -25,4 +27,10 @@ export class CreamPoolsCache extends PoolsCache {
return [];
}
}
private constructor(
_cache: Map<string, CacheValue> = new Map(),
private readonly maxPoolsFetched: number = BALANCER_MAX_POOLS_FETCHED,
) {
super(_cache);
}
}

View File

@@ -1,4 +1,4 @@
export { BalancerPoolsCache } from './balancer_utils';
export { BalancerV2PoolsCache } from './balancer_v2_utils';
export { CreamPoolsCache } from './cream_utils';
export { PoolsCache } from './pools_cache';
export { AbstractPoolsCache, PoolsCache } from './pools_cache';

View File

@@ -0,0 +1,21 @@
import { Pool, PoolsCache } from './pools_cache';
// tslint:disable:prefer-function-over-method
export class NoOpPoolsCache implements PoolsCache {
public async getFreshPoolsForPairAsync(
_takerToken: string,
_makerToken: string,
_timeoutMs?: number | undefined,
): Promise<Pool[]> {
return [];
}
public getPoolAddressesForPair(_takerToken: string, _makerToken: string): string[] {
return [];
}
public isFresh(_takerToken: string, _makerToken: string): boolean {
return true;
}
}

View File

@@ -10,15 +10,29 @@ export interface CacheValue {
// tslint:disable:custom-no-magic-numbers
// Cache results for 30mins
const DEFAULT_CACHE_TIME_MS = (ONE_HOUR_IN_SECONDS / 2) * ONE_SECOND_MS;
const DEFAULT_TIMEOUT_MS = 1000;
const DEFAULT_TIMEOUT_MS = 3000;
// tslint:enable:custom-no-magic-numbers
export abstract class PoolsCache {
protected static _isExpired(value: CacheValue): boolean {
export interface PoolsCache {
getFreshPoolsForPairAsync(takerToken: string, makerToken: string, timeoutMs?: number): Promise<Pool[]>;
getPoolAddressesForPair(takerToken: string, makerToken: string): string[];
isFresh(takerToken: string, makerToken: string): boolean;
}
export abstract class AbstractPoolsCache implements PoolsCache {
protected static _getKey(takerToken: string, makerToken: string): string {
return `${takerToken}-${makerToken}`;
}
protected static _isExpired(value: CacheValue | undefined): boolean {
if (value === undefined) {
return true;
}
return Date.now() >= value.expiresAt;
}
constructor(
protected readonly _cache: { [key: string]: CacheValue },
protected readonly _cache: Map<string, CacheValue>,
protected readonly _cacheTimeMs: number = DEFAULT_CACHE_TIME_MS,
) {}
@@ -31,47 +45,42 @@ export abstract class PoolsCache {
return Promise.race([this._getAndSaveFreshPoolsForPairAsync(takerToken, makerToken), timeout]);
}
public getCachedPoolAddressesForPair(
takerToken: string,
makerToken: string,
ignoreExpired: boolean = true,
): string[] | undefined {
const key = JSON.stringify([takerToken, makerToken]);
const value = this._cache[key];
if (ignoreExpired) {
return value === undefined ? [] : value.pools.map(pool => pool.id);
}
if (!value) {
return undefined;
}
if (PoolsCache._isExpired(value)) {
return undefined;
}
return (value || []).pools.map(pool => pool.id);
/**
* Returns pool addresses (can be stale) for a pair.
*
* An empty array will be returned if cache does not exist.
*/
public getPoolAddressesForPair(takerToken: string, makerToken: string): string[] {
const value = this._getValue(takerToken, makerToken);
return value === undefined ? [] : value.pools.map(pool => pool.id);
}
public isFresh(takerToken: string, makerToken: string): boolean {
const cached = this.getCachedPoolAddressesForPair(takerToken, makerToken, false);
return cached !== undefined;
const value = this._getValue(takerToken, makerToken);
return !AbstractPoolsCache._isExpired(value);
}
protected _getValue(takerToken: string, makerToken: string): CacheValue | undefined {
const key = AbstractPoolsCache._getKey(takerToken, makerToken);
return this._cache.get(key);
}
protected async _getAndSaveFreshPoolsForPairAsync(takerToken: string, makerToken: string): Promise<Pool[]> {
const key = JSON.stringify([takerToken, makerToken]);
const value = this._cache[key];
if (value === undefined || value.expiresAt >= Date.now()) {
const pools = await this._fetchPoolsForPairAsync(takerToken, makerToken);
const expiresAt = Date.now() + this._cacheTimeMs;
this._cachePoolsForPair(takerToken, makerToken, pools, expiresAt);
const key = AbstractPoolsCache._getKey(takerToken, makerToken);
const value = this._cache.get(key);
if (!AbstractPoolsCache._isExpired(value)) {
return value!.pools;
}
return this._cache[key].pools;
const pools = await this._fetchPoolsForPairAsync(takerToken, makerToken);
const expiresAt = Date.now() + this._cacheTimeMs;
this._cachePoolsForPair(takerToken, makerToken, pools, expiresAt);
return pools;
}
protected _cachePoolsForPair(takerToken: string, makerToken: string, pools: Pool[], expiresAt: number): void {
const key = JSON.stringify([takerToken, makerToken]);
this._cache[key] = {
pools,
expiresAt,
};
const key = AbstractPoolsCache._getKey(takerToken, makerToken);
this._cache.set(key, { pools, expiresAt });
}
protected abstract _fetchPoolsForPairAsync(takerToken: string, makerToken: string): Promise<Pool[]>;

View File

@@ -3,10 +3,11 @@ import { BigNumber, NULL_BYTES } from '@0x/utils';
import { SamplerOverrides } from '../../types';
import { ERC20BridgeSamplerContract } from '../../wrappers';
import { TokenAdjacencyGraph } from '../token_adjacency_graph';
import { BancorService } from './bancor_service';
import { PoolsCacheMap, SamplerOperations } from './sampler_operations';
import { BatchedOperation, LiquidityProviderRegistry, TokenAdjacencyGraph } from './types';
import { BatchedOperation, LiquidityProviderRegistry } from './types';
/**
* Generate sample amounts up to `maxFillAmount`.

View File

@@ -1,12 +1,14 @@
import { ChainId } from '@0x/contract-addresses';
import { LimitOrderFields } from '@0x/protocol-utils';
import { BigNumber, logUtils } from '@0x/utils';
import { formatBytes32String } from '@ethersproject/strings';
import * as _ from 'lodash';
import { AaveV2Sampler } from '../../noop_samplers/AaveV2Sampler';
import { GeistSampler } from '../../noop_samplers/GeistSampler';
import { SamplerCallResult, SignedNativeOrder } from '../../types';
import { ERC20BridgeSamplerContract } from '../../wrappers';
import { TokenAdjacencyGraph } from '../token_adjacency_graph';
import { AaveV2ReservesCache } from './aave_reserves_cache';
import { BancorService } from './bancor_service';
@@ -27,7 +29,6 @@ import {
BANCOR_REGISTRY_BY_CHAIN_ID,
BANCORV3_NETWORK_BY_CHAIN_ID,
BANCORV3_NETWORK_INFO_BY_CHAIN_ID,
BEETHOVEN_X_SUBGRAPH_URL_BY_CHAIN,
BEETHOVEN_X_VAULT_ADDRESS_BY_CHAIN,
COMPOUND_API_URL_BY_CHAIN_ID,
DODOV1_CONFIG_BY_CHAIN_ID,
@@ -46,6 +47,8 @@ import {
NULL_ADDRESS,
PLATYPUS_ROUTER_BY_CHAIN_ID,
SELL_SOURCE_FILTER_BY_CHAIN_ID,
SYNTHETIX_CURRENCY_KEYS_BY_CHAIN_ID,
SYNTHETIX_READ_PROXY_BY_CHAIN_ID,
UNISWAPV1_ROUTER_BY_CHAIN_ID,
UNISWAPV3_CONFIG_BY_CHAIN_ID,
VELODROME_ROUTER_BY_CHAIN_ID,
@@ -53,7 +56,6 @@ import {
} from './constants';
import { getGeistInfoForPair } from './geist_utils';
import { getLiquidityProvidersForPair } from './liquidity_provider_utils';
import { getIntermediateTokens } from './multihop_utils';
import { BalancerPoolsCache, BalancerV2PoolsCache, CreamPoolsCache, PoolsCache } from './pools_cache';
import { BalancerV2SwapInfoCache } from './pools_cache/balancer_v2_utils_new';
import { SamplerContractOperation } from './sampler_contract_operation';
@@ -93,8 +95,7 @@ import {
PsmInfo,
ShellFillData,
SourceQuoteOperation,
SourcesWithPoolsCache,
TokenAdjacencyGraph,
SynthetixFillData,
UniswapV2FillData,
UniswapV3FillData,
VelodromeFillData,
@@ -112,9 +113,12 @@ export const TWO_HOP_SOURCE_FILTERS = SourceFilters.all().exclude([
*/
export const BATCH_SOURCE_FILTERS = SourceFilters.all().exclude([ERC20BridgeSource.MultiHop, ERC20BridgeSource.Native]);
export type PoolsCacheMap = { [key in Exclude<SourcesWithPoolsCache, ERC20BridgeSource.BalancerV2>]: PoolsCache } & {
export interface PoolsCacheMap {
[ERC20BridgeSource.Balancer]: PoolsCache;
[ERC20BridgeSource.BalancerV2]: BalancerV2SwapInfoCache | undefined;
};
[ERC20BridgeSource.Beethovenx]: PoolsCache;
[ERC20BridgeSource.Cream]: PoolsCache;
}
// tslint:disable:no-inferred-empty-object-type no-unbound-method
@@ -140,7 +144,7 @@ export class SamplerOperations {
public readonly chainId: ChainId,
protected readonly _samplerContract: ERC20BridgeSamplerContract,
poolsCaches?: PoolsCacheMap,
protected readonly tokenAdjacencyGraph: TokenAdjacencyGraph = { default: [] },
protected readonly tokenAdjacencyGraph: TokenAdjacencyGraph = TokenAdjacencyGraph.getEmptyGraph(),
liquidityProviderRegistry: LiquidityProviderRegistry = {},
bancorServiceFn: () => Promise<BancorService | undefined> = async () => undefined,
) {
@@ -151,12 +155,9 @@ export class SamplerOperations {
this.poolsCaches = poolsCaches
? poolsCaches
: {
[ERC20BridgeSource.Beethovenx]: new BalancerV2PoolsCache(
chainId,
BEETHOVEN_X_SUBGRAPH_URL_BY_CHAIN[chainId],
),
[ERC20BridgeSource.Balancer]: new BalancerPoolsCache(),
[ERC20BridgeSource.Cream]: new CreamPoolsCache(),
[ERC20BridgeSource.Beethovenx]: BalancerV2PoolsCache.createBeethovenXPoolCache(chainId),
[ERC20BridgeSource.Balancer]: BalancerPoolsCache.create(chainId),
[ERC20BridgeSource.Cream]: CreamPoolsCache.create(chainId),
[ERC20BridgeSource.BalancerV2]:
BALANCER_V2_VAULT_ADDRESS_BY_CHAIN[chainId] === NULL_ADDRESS
? undefined
@@ -810,7 +811,7 @@ export class SamplerOperations {
if (_sources.length === 0) {
return SamplerOperations.constant([]);
}
const intermediateTokens = getIntermediateTokens(makerToken, takerToken, this.tokenAdjacencyGraph);
const intermediateTokens = this.tokenAdjacencyGraph.getIntermediateTokens(makerToken, takerToken);
const subOps = intermediateTokens.map(intermediateToken => {
const firstHopOps = this._getSellQuoteOperations(_sources, intermediateToken, takerToken, [ZERO_AMOUNT]);
const secondHopOps = this._getSellQuoteOperations(_sources, makerToken, intermediateToken, [ZERO_AMOUNT]);
@@ -865,7 +866,7 @@ export class SamplerOperations {
if (_sources.length === 0) {
return SamplerOperations.constant([]);
}
const intermediateTokens = getIntermediateTokens(makerToken, takerToken, this.tokenAdjacencyGraph);
const intermediateTokens = this.tokenAdjacencyGraph.getIntermediateTokens(makerToken, takerToken);
const subOps = intermediateTokens.map(intermediateToken => {
const firstHopOps = this._getBuyQuoteOperations(_sources, intermediateToken, takerToken, [
new BigNumber(0),
@@ -1310,6 +1311,60 @@ export class SamplerOperations {
});
}
public getSynthetixSellQuotes(
readProxy: string,
takerTokenSymbol: string,
makerTokenSymbol: string,
takerFillAmounts: BigNumber[],
): SourceQuoteOperation<SynthetixFillData> {
const takerTokenSymbolBytes32 = formatBytes32String(takerTokenSymbol);
const makerTokenSymbolBytes32 = formatBytes32String(makerTokenSymbol);
return new SamplerContractOperation({
source: ERC20BridgeSource.Synthetix,
contract: this._samplerContract,
function: this._samplerContract.sampleSellsFromSynthetix,
params: [readProxy, takerTokenSymbolBytes32, makerTokenSymbolBytes32, takerFillAmounts],
callback: (callResults: string, fillData: SynthetixFillData): BigNumber[] => {
const [synthetix, samples] = this._samplerContract.getABIDecodedReturnData<[string, BigNumber[]]>(
'sampleSellsFromSynthetix',
callResults,
);
fillData.synthetix = synthetix;
fillData.takerTokenSymbolBytes32 = takerTokenSymbolBytes32;
fillData.makerTokenSymbolBytes32 = makerTokenSymbolBytes32;
fillData.chainId = this.chainId;
return samples;
},
});
}
public getSynthetixBuyQuotes(
readProxy: string,
takerTokenSymbol: string,
makerTokenSymbol: string,
makerFillAmounts: BigNumber[],
): SourceQuoteOperation<SynthetixFillData> {
const takerTokenSymbolBytes32 = formatBytes32String(takerTokenSymbol);
const makerTokenSymbolBytes32 = formatBytes32String(makerTokenSymbol);
return new SamplerContractOperation({
source: ERC20BridgeSource.Synthetix,
contract: this._samplerContract,
function: this._samplerContract.sampleBuysFromSynthetix,
params: [readProxy, takerTokenSymbolBytes32, makerTokenSymbolBytes32, makerFillAmounts],
callback: (callResults: string, fillData: SynthetixFillData): BigNumber[] => {
const [synthetix, samples] = this._samplerContract.getABIDecodedReturnData<[string, BigNumber[]]>(
'sampleBuysFromSynthetix',
callResults,
);
fillData.synthetix = synthetix;
fillData.takerTokenSymbolBytes32 = takerTokenSymbolBytes32;
fillData.makerTokenSymbolBytes32 = makerTokenSymbolBytes32;
fillData.chainId = this.chainId;
return samples;
},
});
}
/**
* Returns the best price for the native token
* Best is calculated according to the fee schedule, so the price of the
@@ -1325,9 +1380,13 @@ export class SamplerOperations {
if (makerToken.toLowerCase() === nativeToken.toLowerCase()) {
return SamplerOperations.constant(new BigNumber(1));
}
const subOps = this._getSellQuoteOperations(sources, makerToken, nativeToken, [nativeFillAmount], {
default: [],
});
const subOps = this._getSellQuoteOperations(
sources,
makerToken,
nativeToken,
[nativeFillAmount],
TokenAdjacencyGraph.getEmptyGraph(),
);
return this._createBatch(
subOps,
(samples: BigNumber[][]) => {
@@ -1423,7 +1482,7 @@ export class SamplerOperations {
): SourceQuoteOperation[] {
// Find the adjacent tokens in the provided token adjacency graph,
// e.g if this is DAI->USDC we may check for DAI->WETH->USDC
const intermediateTokens = getIntermediateTokens(makerToken, takerToken, tokenAdjacencyGraph);
const intermediateTokens = tokenAdjacencyGraph.getIntermediateTokens(makerToken, takerToken);
// Drop out MultiHop and Native as we do not query those here.
const _sources = SELL_SOURCE_FILTER_BY_CHAIN_ID[this.chainId]
.exclude([ERC20BridgeSource.MultiHop, ERC20BridgeSource.Native])
@@ -1533,20 +1592,17 @@ export class SamplerOperations {
),
];
case ERC20BridgeSource.Balancer:
return (
this.poolsCaches[ERC20BridgeSource.Balancer].getCachedPoolAddressesForPair(
takerToken,
makerToken,
) || []
).map(balancerPool =>
this.getBalancerSellQuotes(
balancerPool,
makerToken,
takerToken,
takerFillAmounts,
ERC20BridgeSource.Balancer,
),
);
return this.poolsCaches[ERC20BridgeSource.Balancer]
.getPoolAddressesForPair(takerToken, makerToken)
.map(balancerPool =>
this.getBalancerSellQuotes(
balancerPool,
makerToken,
takerToken,
takerFillAmounts,
ERC20BridgeSource.Balancer,
),
);
case ERC20BridgeSource.BalancerV2: {
const cache = this.poolsCaches[source];
if (!cache) {
@@ -1564,16 +1620,15 @@ export class SamplerOperations {
);
}
case ERC20BridgeSource.Beethovenx: {
const poolIds =
this.poolsCaches[source].getCachedPoolAddressesForPair(takerToken, makerToken) || [];
const cache = this.poolsCaches[source];
const poolAddresses = cache.getPoolAddressesForPair(takerToken, makerToken);
const vault = BEETHOVEN_X_VAULT_ADDRESS_BY_CHAIN[this.chainId];
if (vault === NULL_ADDRESS) {
return [];
}
return poolIds.map(poolId =>
return poolAddresses.map(poolAddress =>
this.getBalancerV2SellQuotes(
{ poolId, vault },
{ poolId: poolAddress, vault },
makerToken,
takerToken,
takerFillAmounts,
@@ -1582,20 +1637,17 @@ export class SamplerOperations {
);
}
case ERC20BridgeSource.Cream:
return (
this.poolsCaches[ERC20BridgeSource.Cream].getCachedPoolAddressesForPair(
takerToken,
makerToken,
) || []
).map(creamPool =>
this.getBalancerSellQuotes(
creamPool,
makerToken,
takerToken,
takerFillAmounts,
ERC20BridgeSource.Cream,
),
);
return this.poolsCaches[ERC20BridgeSource.Cream]
.getPoolAddressesForPair(takerToken, makerToken)
.map(creamPool =>
this.getBalancerSellQuotes(
creamPool,
makerToken,
takerToken,
takerFillAmounts,
ERC20BridgeSource.Cream,
),
);
case ERC20BridgeSource.Dodo:
if (!isValidAddress(DODOV1_CONFIG_BY_CHAIN_ID[this.chainId].registry)) {
return [];
@@ -1695,8 +1747,8 @@ export class SamplerOperations {
);
}
case ERC20BridgeSource.GMX: {
// low liquidity mim pool dont quote
if (takerToken === AVALANCHE_TOKENS.MIM || makerToken === 'AVALANCHE_TOKENS.MIM') {
// MIM has no liquidity.
if (takerToken === AVALANCHE_TOKENS.MIM || makerToken === AVALANCHE_TOKENS.MIM) {
return [];
}
return this.getGMXSellQuotes(
@@ -1733,6 +1785,21 @@ export class SamplerOperations {
takerFillAmounts,
);
}
case ERC20BridgeSource.Synthetix: {
const readProxy = SYNTHETIX_READ_PROXY_BY_CHAIN_ID[this.chainId];
const currencyKeyMap = SYNTHETIX_CURRENCY_KEYS_BY_CHAIN_ID[this.chainId];
const takerTokenSymbol = currencyKeyMap.get(takerToken.toLowerCase());
const makerTokenSymbol = currencyKeyMap.get(makerToken.toLowerCase());
if (takerTokenSymbol === undefined || makerTokenSymbol === undefined) {
return [];
}
return this.getSynthetixSellQuotes(
readProxy,
takerTokenSymbol,
makerTokenSymbol,
takerFillAmounts,
);
}
default:
throw new Error(`Unsupported sell sample source: ${source}`);
}
@@ -1767,7 +1834,7 @@ export class SamplerOperations {
): SourceQuoteOperation[] {
// Find the adjacent tokens in the provided token adjacency graph,
// e.g if this is DAI->USDC we may check for DAI->WETH->USDC
const intermediateTokens = getIntermediateTokens(makerToken, takerToken, this.tokenAdjacencyGraph);
const intermediateTokens = this.tokenAdjacencyGraph.getIntermediateTokens(makerToken, takerToken);
const _sources = BATCH_SOURCE_FILTERS.getAllowed(sources);
return _.flatten(
_sources.map((source): SourceQuoteOperation | SourceQuoteOperation[] => {
@@ -1871,20 +1938,17 @@ export class SamplerOperations {
),
];
case ERC20BridgeSource.Balancer:
return (
this.poolsCaches[ERC20BridgeSource.Balancer].getCachedPoolAddressesForPair(
takerToken,
makerToken,
) || []
).map(poolAddress =>
this.getBalancerBuyQuotes(
poolAddress,
makerToken,
takerToken,
makerFillAmounts,
ERC20BridgeSource.Balancer,
),
);
return this.poolsCaches[ERC20BridgeSource.Balancer]
.getPoolAddressesForPair(takerToken, makerToken)
.map(poolAddress =>
this.getBalancerBuyQuotes(
poolAddress,
makerToken,
takerToken,
makerFillAmounts,
ERC20BridgeSource.Balancer,
),
);
case ERC20BridgeSource.BalancerV2: {
const cache = this.poolsCaches[source];
if (!cache) {
@@ -1908,9 +1972,8 @@ export class SamplerOperations {
);
}
case ERC20BridgeSource.Beethovenx: {
const poolIds =
this.poolsCaches[source].getCachedPoolAddressesForPair(takerToken, makerToken) || [];
const cache = this.poolsCaches[source];
const poolIds = cache.getPoolAddressesForPair(takerToken, makerToken) || [];
const vault = BEETHOVEN_X_VAULT_ADDRESS_BY_CHAIN[this.chainId];
if (vault === NULL_ADDRESS) {
return [];
@@ -1926,20 +1989,17 @@ export class SamplerOperations {
);
}
case ERC20BridgeSource.Cream:
return (
this.poolsCaches[ERC20BridgeSource.Cream].getCachedPoolAddressesForPair(
takerToken,
makerToken,
) || []
).map(poolAddress =>
this.getBalancerBuyQuotes(
poolAddress,
makerToken,
takerToken,
makerFillAmounts,
ERC20BridgeSource.Cream,
),
);
return this.poolsCaches[ERC20BridgeSource.Cream]
.getPoolAddressesForPair(takerToken, makerToken)
.map(poolAddress =>
this.getBalancerBuyQuotes(
poolAddress,
makerToken,
takerToken,
makerFillAmounts,
ERC20BridgeSource.Cream,
),
);
case ERC20BridgeSource.Dodo:
if (!isValidAddress(DODOV1_CONFIG_BY_CHAIN_ID[this.chainId].registry)) {
return [];
@@ -2027,8 +2087,8 @@ export class SamplerOperations {
return this.getCompoundBuyQuotes(cToken.tokenAddress, makerToken, takerToken, makerFillAmounts);
}
case ERC20BridgeSource.GMX: {
// bad mim pool dont quote
if (takerToken === 'AVALANCHE_TOKENS.MIM' || makerToken === 'AVALANCHE_TOKENS.MIM') {
// MIM has no liquidity.
if (takerToken === AVALANCHE_TOKENS.MIM || makerToken === AVALANCHE_TOKENS.MIM) {
return [];
}
return this.getGMXBuyQuotes(
@@ -2065,6 +2125,21 @@ export class SamplerOperations {
makerFillAmounts,
);
}
case ERC20BridgeSource.Synthetix: {
const readProxy = SYNTHETIX_READ_PROXY_BY_CHAIN_ID[this.chainId];
const currencyKeyMap = SYNTHETIX_CURRENCY_KEYS_BY_CHAIN_ID[this.chainId];
const takerTokenSymbol = currencyKeyMap.get(takerToken.toLowerCase());
const makerTokenSymbol = currencyKeyMap.get(makerToken.toLowerCase());
if (takerTokenSymbol === undefined || makerTokenSymbol === undefined) {
return [];
}
return this.getSynthetixBuyQuotes(
readProxy,
takerTokenSymbol,
makerTokenSymbol,
makerFillAmounts,
);
}
default:
throw new Error(`Unsupported buy sample source: ${source}`);
}

View File

@@ -1,3 +1,4 @@
import { ChainId } from '@0x/contract-addresses';
import {
FillQuoteTransformerLimitOrderInfo,
FillQuoteTransformerOrderType,
@@ -10,6 +11,7 @@ import { NativeOrderWithFillableAmounts, RfqFirmQuoteValidator, RfqRequestOpts }
import { QuoteRequestor, V4RFQIndicativeQuoteMM } from '../../utils/quote_requestor';
import { IRfqClient } from '../irfq_client';
import { ExtendedQuoteReportSources, PriceComparisonsReport, QuoteReport } from '../quote_report_generator';
import { TokenAdjacencyGraph } from '../token_adjacency_graph';
import { SourceFilters } from './source_filters';
@@ -66,6 +68,7 @@ export enum ERC20BridgeSource {
Compound = 'Compound',
Synapse = 'Synapse',
BancorV3 = 'BancorV3',
Synthetix = 'Synthetix',
// BSC only
PancakeSwap = 'PancakeSwap',
PancakeSwapV2 = 'PancakeSwap_V2',
@@ -105,11 +108,6 @@ export enum ERC20BridgeSource {
// Optimism
Velodrome = 'Velodrome',
}
export type SourcesWithPoolsCache =
| ERC20BridgeSource.Balancer
| ERC20BridgeSource.BalancerV2
| ERC20BridgeSource.Beethovenx
| ERC20BridgeSource.Cream;
// tslint:disable: enum-naming
/**
@@ -380,6 +378,14 @@ export interface VelodromeFillData extends FillData {
stable: boolean;
}
export interface SynthetixFillData extends FillData {
synthetix: string;
takerTokenSymbolBytes32: string;
makerTokenSymbolBytes32: string;
// Only needed for gas estimation.
chainId: ChainId;
}
/**
* Represents a node on a fill path.
*/
@@ -611,15 +617,6 @@ export interface OptimizerResultWithReport extends OptimizerResult {
priceComparisonsReport?: PriceComparisonsReport;
}
export type MarketDepthSide = Array<Array<DexSample<FillData>>>;
export interface MarketDepth {
bids: MarketDepthSide;
asks: MarketDepthSide;
makerTokenDecimals: number;
takerTokenDecimals: number;
}
export interface MarketSideLiquidity {
side: MarketOperation;
inputAmount: BigNumber;
@@ -642,11 +639,6 @@ export interface RawQuotes {
dexQuotes: Array<Array<DexSample<FillData>>>;
}
export interface TokenAdjacencyGraph {
[token: string]: string[];
default: string[];
}
export interface LiquidityProviderRegistry {
[address: string]: {
tokens: string[];

View File

@@ -0,0 +1,84 @@
import * as _ from 'lodash';
import { Address } from '../types';
export class TokenAdjacencyGraph {
private readonly _graph: Map<Address, Address[]>;
private readonly _defaultTokens: readonly Address[];
public static getEmptyGraph(): TokenAdjacencyGraph {
return new TokenAdjacencyGraphBuilder().build();
}
/** Prefer using {@link TokenAdjacencyGraphBuilder}. */
constructor(graph: Map<Address, Address[]>, defaultTokens: readonly Address[]) {
this._graph = graph;
this._defaultTokens = defaultTokens;
}
public getAdjacentTokens(fromToken: Address): readonly Address[] {
return this._graph.get(fromToken.toLowerCase()) || this._defaultTokens;
}
/** Given a token pair, returns the intermediate tokens to consider for two-hop routes. */
public getIntermediateTokens(takerToken: Address, makerToken: Address): Address[] {
// NOTE: it seems it should be a union of `to` tokens of `takerToken` and `from` tokens of `makerToken`,
// leaving it as same as the initial implementation for now.
return _.union(this.getAdjacentTokens(takerToken), this.getAdjacentTokens(makerToken)).filter(
token => token !== takerToken.toLowerCase() && token !== makerToken.toLowerCase(),
);
}
}
// tslint:disable-next-line: max-classes-per-file
export class TokenAdjacencyGraphBuilder {
private readonly _graph: Map<Address, Address[]>;
private readonly _defaultTokens: readonly Address[];
constructor(defaultTokens: readonly string[] = []) {
this._graph = new Map();
this._defaultTokens = defaultTokens.map(addr => addr.toLowerCase());
}
public add(fromToken: Address, toToken: Address): TokenAdjacencyGraphBuilder {
const fromLower = fromToken.toLowerCase();
const toLower = toToken.toLowerCase();
if (fromLower === toLower) {
throw new Error(`from token (${fromToken}) must be different from to token (${toToken})`);
}
if (!this._graph.has(fromLower)) {
this._graph.set(fromLower, [...this._defaultTokens]);
}
const toTokens = this._graph.get(fromLower)!;
if (!toTokens.includes(toLower)) {
toTokens.push(toLower);
}
return this;
}
public addBidirectional(tokenA: Address, tokenB: Address): TokenAdjacencyGraphBuilder {
return this.add(tokenA, tokenB).add(tokenB, tokenA);
}
public addCompleteSubgraph(tokens: Address[]): TokenAdjacencyGraphBuilder {
for (let i = 0; i < tokens.length; i++) {
for (let j = i + 1; j < tokens.length; j++) {
this.addBidirectional(tokens[i], tokens[j]);
}
}
return this;
}
public tap(cb: (graph: TokenAdjacencyGraphBuilder) => void): TokenAdjacencyGraphBuilder {
cb(this);
return this;
}
public build(): TokenAdjacencyGraph {
return new TokenAdjacencyGraph(this._graph, this._defaultTokens);
}
}

View File

@@ -1,25 +0,0 @@
import _ = require('lodash');
import { TokenAdjacencyGraph } from './market_operation_utils/types';
export class TokenAdjacencyGraphBuilder {
constructor(private readonly tokenAdjacency: TokenAdjacencyGraph) {}
public add(from: string, to: string | string[]): TokenAdjacencyGraphBuilder {
if (!this.tokenAdjacency[from]) {
this.tokenAdjacency[from] = [...this.tokenAdjacency.default];
}
this.tokenAdjacency[from] = [...(Array.isArray(to) ? to : [to]), ...this.tokenAdjacency[from]];
this.tokenAdjacency[from] = _.uniqBy(this.tokenAdjacency[from], a => a.toLowerCase());
return this;
}
public tap(cb: (builder: TokenAdjacencyGraphBuilder) => void): TokenAdjacencyGraphBuilder {
cb(this);
return this;
}
public build(): TokenAdjacencyGraph {
return this.tokenAdjacency;
}
}

View File

@@ -43,6 +43,7 @@ import * as NativeOrderSampler from '../test/generated-artifacts/NativeOrderSamp
import * as PlatypusSampler from '../test/generated-artifacts/PlatypusSampler.json';
import * as SamplerUtils from '../test/generated-artifacts/SamplerUtils.json';
import * as ShellSampler from '../test/generated-artifacts/ShellSampler.json';
import * as SynthetixSampler from '../test/generated-artifacts/SynthetixSampler.json';
import * as TestNativeOrderSampler from '../test/generated-artifacts/TestNativeOrderSampler.json';
import * as TwoHopSampler from '../test/generated-artifacts/TwoHopSampler.json';
import * as UniswapSampler from '../test/generated-artifacts/UniswapSampler.json';
@@ -76,6 +77,7 @@ export const artifacts = {
PlatypusSampler: PlatypusSampler as ContractArtifact,
SamplerUtils: SamplerUtils as ContractArtifact,
ShellSampler: ShellSampler as ContractArtifact,
SynthetixSampler: SynthetixSampler as ContractArtifact,
TwoHopSampler: TwoHopSampler as ContractArtifact,
UniswapSampler: UniswapSampler as ContractArtifact,
UniswapV2Sampler: UniswapV2Sampler as ContractArtifact,

View File

@@ -13,7 +13,8 @@ import * as _ from 'lodash';
import { SignedOrder } from '../src/types';
import { DexOrderSampler, getSampleAmounts } from '../src/utils/market_operation_utils/sampler';
import { ERC20BridgeSource, TokenAdjacencyGraph } from '../src/utils/market_operation_utils/types';
import { ERC20BridgeSource } from '../src/utils/market_operation_utils/types';
import { TokenAdjacencyGraphBuilder } from '../src/utils/token_adjacency_graph';
import { MockSamplerContract } from './utils/mock_sampler_contract';
import { generatePseudoRandomSalt } from './utils/utils';
@@ -29,7 +30,7 @@ describe('DexSampler tests', () => {
const wethAddress = getContractAddressesForChainOrThrow(CHAIN_ID).etherToken;
const exchangeProxyAddress = getContractAddressesForChainOrThrow(CHAIN_ID).exchangeProxy;
const tokenAdjacencyGraph: TokenAdjacencyGraph = { default: [wethAddress] };
const tokenAdjacencyGraph = new TokenAdjacencyGraphBuilder([wethAddress]).build();
describe('getSampleAmounts()', () => {
const FILL_AMOUNT = getRandomInteger(1, 1e18);

View File

@@ -15,7 +15,7 @@ import { Pool } from 'balancer-labs-sor-v1/dist/types';
import * as _ from 'lodash';
import * as TypeMoq from 'typemoq';
import { MarketOperation, QuoteRequestor, RfqRequestOpts, SignedNativeOrder } from '../src';
import { MarketOperation, QuoteRequestor, RfqRequestOpts, SignedNativeOrder, TokenAdjacencyGraph } from '../src';
import { Integrator } from '../src/types';
import { MarketOperationUtils } from '../src/utils/market_operation_utils/';
import {
@@ -24,7 +24,7 @@ import {
SOURCE_FLAGS,
ZERO_AMOUNT,
} from '../src/utils/market_operation_utils/constants';
import { PoolsCache } from '../src/utils/market_operation_utils/pools_cache';
import { AbstractPoolsCache } from '../src/utils/market_operation_utils/pools_cache';
import { DexOrderSampler } from '../src/utils/market_operation_utils/sampler';
import { BATCH_SOURCE_FILTERS } from '../src/utils/market_operation_utils/sampler_operations';
import { SourceFilters } from '../src/utils/market_operation_utils/source_filters';
@@ -39,7 +39,6 @@ import {
MarketSideLiquidity,
OptimizedMarketBridgeOrder,
OptimizerResultWithReport,
TokenAdjacencyGraph,
} from '../src/utils/market_operation_utils/types';
const MAKER_TOKEN = randomAddress();
@@ -57,7 +56,7 @@ const DEFAULT_EXCLUDED = SELL_SOURCE_FILTER_BY_CHAIN_ID[ChainId.Mainnet].sources
);
const BUY_SOURCES = BUY_SOURCE_FILTER_BY_CHAIN_ID[ChainId.Mainnet].sources;
const SELL_SOURCES = SELL_SOURCE_FILTER_BY_CHAIN_ID[ChainId.Mainnet].sources;
const TOKEN_ADJACENCY_GRAPH: TokenAdjacencyGraph = { default: [] };
const TOKEN_ADJACENCY_GRAPH = TokenAdjacencyGraph.getEmptyGraph();
const SIGNATURE = { v: 1, r: NULL_BYTES, s: NULL_BYTES, signatureType: SignatureType.EthSign };
const FOO_INTEGRATOR: Integrator = {
@@ -99,9 +98,9 @@ async function getMarketBuyOrdersAsync(
return utils.getOptimizerResultAsync(nativeOrders, makerAmount, MarketOperation.Buy, opts);
}
class MockPoolsCache extends PoolsCache {
class MockPoolsCache extends AbstractPoolsCache {
constructor(private readonly _handler: (takerToken: string, makerToken: string) => Pool[]) {
super({});
super(new Map());
}
protected async _fetchPoolsForPairAsync(takerToken: string, makerToken: string): Promise<Pool[]> {
return this._handler(takerToken, makerToken);

View File

@@ -17,8 +17,6 @@ const expect = chai.expect;
const usdcAddress = '0xa0b86991c6218b36c1d19d4a2e9eb0ce3606eb48';
const daiAddress = '0x6b175474e89094c44da98b954eedeac495271d0f';
const wethAddress = '0xc02aaa39b223fe8d0a0e5c4f27ead9083c756cc2';
const wbtcAddress = '0x2260fac5e5542a773aa44fbcfedf7c193bc2c599';
const balAddress = '0xba100000625a3754423978a60c9317c58a424e3d';
const creamAddress = '0x2ba592f78db6436527729929aaf6c908497cb200';
const timeoutMs = 5000;
@@ -30,12 +28,12 @@ describe('Pools Caches for Balancer-based sampling', () => {
expect(pools.length).greaterThan(0, `Failed to find any pools for ${takerToken} and ${makerToken}`);
expect(pools[0]).not.undefined();
expect(Object.keys(pools[0])).to.include.members(poolKeys);
const cachedPoolIds = cache.getCachedPoolAddressesForPair(takerToken, makerToken);
const cachedPoolIds = cache.getPoolAddressesForPair(takerToken, makerToken);
expect(cachedPoolIds).to.deep.equal(pools.map(p => p.id));
}
describe('BalancerPoolsCache', () => {
const cache = new BalancerPoolsCache();
const cache = BalancerPoolsCache.create(ChainId.Mainnet);
it('fetches pools', async () => {
const pairs = [
[usdcAddress, daiAddress],
@@ -43,36 +41,38 @@ describe('Pools Caches for Balancer-based sampling', () => {
[daiAddress, wethAddress],
];
await Promise.all(
// tslint:disable-next-line:promise-function-async
pairs.map(([takerToken, makerToken]) => fetchAndAssertPoolsAsync(cache, takerToken, makerToken)),
pairs.map(async ([takerToken, makerToken]) => fetchAndAssertPoolsAsync(cache, takerToken, makerToken)),
);
});
});
describe('BalancerV2PoolsCache', () => {
const cache = new BalancerV2PoolsCache(ChainId.Mainnet);
it('fetches pools', async () => {
it('fetches pools (Beethoven X - Fantom)', async () => {
const cache = BalancerV2PoolsCache.createBeethovenXPoolCache(ChainId.Fantom);
const wftmAddress = '0x21be370d5312f44cb42ce377bc9b8a0cef1a4c83';
const beetsAddress = '0xf24bcf4d1e507740041c9cfd2dddb29585adce1e';
const fantomWethAddress = '0x74b23882a30290451a17c44f4f05243b6b58c76d';
const pairs = [
[wethAddress, wbtcAddress],
[wethAddress, balAddress],
[wftmAddress, beetsAddress],
[wftmAddress, fantomWethAddress],
];
await Promise.all(
// tslint:disable-next-line:promise-function-async
pairs.map(([takerToken, makerToken]) => fetchAndAssertPoolsAsync(cache, takerToken, makerToken)),
pairs.map(async ([takerToken, makerToken]) => fetchAndAssertPoolsAsync(cache, takerToken, makerToken)),
);
});
});
describe('CreamPoolsCache', () => {
const cache = new CreamPoolsCache();
const cache = CreamPoolsCache.create(ChainId.Mainnet);
it('fetches pools', async () => {
const pairs = [
[usdcAddress, creamAddress],
[creamAddress, wethAddress],
];
await Promise.all(
// tslint:disable-next-line:promise-function-async
pairs.map(([takerToken, makerToken]) => fetchAndAssertPoolsAsync(cache, takerToken, makerToken)),
pairs.map(async ([takerToken, makerToken]) => fetchAndAssertPoolsAsync(cache, takerToken, makerToken)),
);
});
});

View File

@@ -0,0 +1,108 @@
import * as chai from 'chai';
import 'mocha';
import { TokenAdjacencyGraphBuilder } from '../src/utils/token_adjacency_graph';
import { chaiSetup } from './utils/chai_setup';
chaiSetup.configure();
const expect = chai.expect;
describe('TokenAdjacencyGraphBuilder and TokenAdjacencyGraph', () => {
describe('constructor', () => {
it('sanitizes passed default tokens to lower case', async () => {
const graph = new TokenAdjacencyGraphBuilder(['DEFAULT_1', 'DEFAULT_2']).build();
expect(graph.getAdjacentTokens('random_token')).to.deep.eq(['default_1', 'default_2']);
});
});
describe('add', () => {
it('adds a new token path to the graph', async () => {
const graph = new TokenAdjacencyGraphBuilder(['default_1', 'default_2']).add('token_a', 'token_b').build();
expect(graph.getAdjacentTokens('token_a')).to.deep.eq(['default_1', 'default_2', 'token_b']);
});
it('adds lower-cased token path to the graph', async () => {
const graph = new TokenAdjacencyGraphBuilder(['default_1', 'default_2']).add('TOKEN_A', 'TOKEN_B').build();
expect(graph.getAdjacentTokens('token_a')).to.deep.eq(['default_1', 'default_2', 'token_b']);
});
it('ignores an existing to token', async () => {
const graph = new TokenAdjacencyGraphBuilder()
.add('token_a', 'token_b')
.add('token_a', 'token_b')
.build();
expect(graph.getAdjacentTokens('token_a')).to.deep.eq(['token_b']);
});
});
describe('addBidirectional', () => {
it('adds a bidirectional path to the graph', async () => {
const graph = new TokenAdjacencyGraphBuilder(['default_1']).addBidirectional('token_a', 'token_b').build();
expect(graph.getAdjacentTokens('token_a')).to.deep.eq(['default_1', 'token_b']);
expect(graph.getAdjacentTokens('token_b')).to.deep.eq(['default_1', 'token_a']);
});
});
describe('addCompleteSubgraph', () => {
it('adds a complete subgraph to the graph', async () => {
const graph = new TokenAdjacencyGraphBuilder(['default_1'])
.addCompleteSubgraph(['token_a', 'token_b', 'token_c', 'token_d'])
.build();
expect(graph.getAdjacentTokens('token_a')).to.deep.eq(['default_1', 'token_b', 'token_c', 'token_d']);
expect(graph.getAdjacentTokens('token_b')).to.deep.eq(['default_1', 'token_a', 'token_c', 'token_d']);
expect(graph.getAdjacentTokens('token_c')).to.deep.eq(['default_1', 'token_a', 'token_b', 'token_d']);
expect(graph.getAdjacentTokens('token_d')).to.deep.eq(['default_1', 'token_a', 'token_b', 'token_c']);
});
});
describe('tap', () => {
it('applies callback correctly', async () => {
const graph = new TokenAdjacencyGraphBuilder(['default_1'])
.tap(g => {
g.add('token_a', 'token_b');
g.add('token_c', 'token_d');
})
.build();
expect(graph.getAdjacentTokens('token_a')).to.deep.eq(['default_1', 'token_b']);
expect(graph.getAdjacentTokens('token_c')).to.deep.eq(['default_1', 'token_d']);
});
});
describe('getIntermediateTokens', () => {
it('returns intermediate tokens without a duplicate ', async () => {
const graph = new TokenAdjacencyGraphBuilder(['default_1'])
.add('token_a', 'token_b')
.add('token_c', 'token_b')
.build();
expect(graph.getIntermediateTokens('token_a', 'token_c')).to.deep.eq(['default_1', 'token_b']);
});
it('returns intermediate tokens after lower-casing taker and maker tokens', async () => {
const graph = new TokenAdjacencyGraphBuilder(['default_1'])
.add('token_a', 'token_b')
.add('token_c', 'token_d')
.build();
expect(graph.getIntermediateTokens('TOKEN_a', 'token_C')).to.deep.eq(['default_1', 'token_b', 'token_d']);
});
it('returns intermediate tokens excluding taker token or maker token ', async () => {
const graph = new TokenAdjacencyGraphBuilder(['default_1'])
.addBidirectional('token_a', 'token_b')
.addBidirectional('token_b', 'token_c')
.addBidirectional('token_c', 'token_a')
.build();
expect(graph.getIntermediateTokens('token_a', 'token_c')).to.deep.eq(['default_1', 'token_b']);
});
});
});

View File

@@ -41,6 +41,7 @@ export * from '../test/generated-wrappers/native_order_sampler';
export * from '../test/generated-wrappers/platypus_sampler';
export * from '../test/generated-wrappers/sampler_utils';
export * from '../test/generated-wrappers/shell_sampler';
export * from '../test/generated-wrappers/synthetix_sampler';
export * from '../test/generated-wrappers/test_native_order_sampler';
export * from '../test/generated-wrappers/two_hop_sampler';
export * from '../test/generated-wrappers/uniswap_sampler';

View File

@@ -44,6 +44,7 @@
"test/generated-artifacts/PlatypusSampler.json",
"test/generated-artifacts/SamplerUtils.json",
"test/generated-artifacts/ShellSampler.json",
"test/generated-artifacts/SynthetixSampler.json",
"test/generated-artifacts/TestNativeOrderSampler.json",
"test/generated-artifacts/TwoHopSampler.json",
"test/generated-artifacts/UniswapSampler.json",

View File

@@ -1,4 +1,17 @@
[
{
"version": "6.17.0",
"changes": [
{
"note": "Goerli and Mumbai"
},
{
"note": "Redeploy FQT on Mainnet and Optimism",
"pr": 530
}
],
"timestamp": 1658950329
},
{
"version": "6.16.0",
"changes": [

View File

@@ -5,6 +5,11 @@ Edit the package's CHANGELOG.json file only.
CHANGELOG
## v6.17.0 - _July 27, 2022_
* Goerli and Mumbai
* Redeploy FQT on Mainnet and Optimism (#530)
## v6.16.0 - _June 14, 2022_
* Redeploy FQT on Mainnet and Optimism

View File

@@ -37,7 +37,7 @@
"wethTransformer": "0xb2bc06a4efb20fc6553a69dbfa49b7be938034a7",
"payTakerTransformer": "0x4638a7ebe75b911b995d0ec73a81e4f85f41f24e",
"affiliateFeeTransformer": "0xda6d9fc5998f550a094585cf9171f0e8ee3ac59f",
"fillQuoteTransformer": "0x26b2d9ea76f24206805d17565a5e0efcf787e0ae",
"fillQuoteTransformer": "0xd75a9019a2a1782ea670e4f4a55f04b43514ed53",
"positiveSlippageFeeTransformer": "0xa9416ce1dbde8d331210c07b5c253d94ee4cc3fd"
}
},
@@ -125,6 +125,48 @@
"positiveSlippageFeeTransformer": "0x0000000000000000000000000000000000000000"
}
},
"5": {
"erc20Proxy": "0x0000000000000000000000000000000000000000",
"erc721Proxy": "0x0000000000000000000000000000000000000000",
"zrxToken": "0x0000000000000000000000000000000000000000",
"etherToken": "0xb4fbf271143f4fbf7b91a5ded31805e42b2208d6",
"exchangeV2": "0x0000000000000000000000000000000000000000",
"exchange": "0x0000000000000000000000000000000000000000",
"assetProxyOwner": "0x0000000000000000000000000000000000000000",
"zeroExGovernor": "0x0000000000000000000000000000000000000000",
"forwarder": "0x0000000000000000000000000000000000000000",
"coordinatorRegistry": "0x0000000000000000000000000000000000000000",
"coordinator": "0x0000000000000000000000000000000000000000",
"multiAssetProxy": "0x0000000000000000000000000000000000000000",
"staticCallProxy": "0x0000000000000000000000000000000000000000",
"erc1155Proxy": "0x0000000000000000000000000000000000000000",
"devUtils": "0x0000000000000000000000000000000000000000",
"zrxVault": "0x0000000000000000000000000000000000000000",
"staking": "0x0000000000000000000000000000000000000000",
"stakingProxy": "0x0000000000000000000000000000000000000000",
"erc20BridgeProxy": "0x0000000000000000000000000000000000000000",
"erc20BridgeSampler": "0x0000000000000000000000000000000000000000",
"chaiBridge": "0x0000000000000000000000000000000000000000",
"dydxBridge": "0x0000000000000000000000000000000000000000",
"godsUnchainedValidator": "0x0000000000000000000000000000000000000000",
"broker": "0x0000000000000000000000000000000000000000",
"chainlinkStopLimit": "0x0000000000000000000000000000000000000000",
"maximumGasPrice": "0x0000000000000000000000000000000000000000",
"dexForwarderBridge": "0x0000000000000000000000000000000000000000",
"exchangeProxyGovernor": "0x7cee06249e371a1ecf8107e912294432f7f70832",
"exchangeProxy": "0xdef1c0ded9bec7f1a1670819833240f027b25eff",
"exchangeProxyTransformerDeployer": "0x2bef57ffde3098eeed9fa4f9166a81d7377533dc",
"exchangeProxyFlashWallet": "0xdb6f1920a889355780af7570773609bd8cb1f498",
"exchangeProxyLiquidityProviderSandbox": "0x0000000000000000000000000000000000000000",
"zrxTreasury": "0x0000000000000000000000000000000000000000",
"transformers": {
"wethTransformer": "0xad550dbef7b93a42e335062e808d66a70eca5a0a",
"payTakerTransformer": "0xbd3fec19e4d91a79b329b6b4a6f210c66a40a97f",
"affiliateFeeTransformer": "0x59e7371b613a6f3879694bf9db2fe3117c92a927",
"fillQuoteTransformer": "0x3edbf102250d59230ff6d3fc648f97c094f3cb27",
"positiveSlippageFeeTransformer": "0x48997b11bbc15c2fa2f141c9e93a0a2ab789a761"
}
},
"42": {
"erc20Proxy": "0xaa460127562482faa5df42f2c39a025cd4a1cc0a",
"erc721Proxy": "0x7b70a148e20b348c320208df84fdd642aab49fd0",
@@ -499,7 +541,7 @@
"wethTransformer": "0x02ce7af6520e2862f961f5d7eda746642865179c",
"payTakerTransformer": "0x085d10a34f14f6a631ea8ff7d016782ee3ffaa11",
"affiliateFeeTransformer": "0x55cf1d7535250db75bf0190493f55781ee583553",
"fillQuoteTransformer": "0xfae0ce3841afbf5625a15f0c73e03ba6660e575f",
"fillQuoteTransformer": "0x96499c097efc56ba5cf6b2a474392db17790ce96",
"positiveSlippageFeeTransformer": "0xb11e14565dfbeb702dea9bc0cb47f1a8b32f4783"
}
}

View File

@@ -47,6 +47,7 @@ export enum ChainId {
Mainnet = 1,
Ropsten = 3,
Rinkeby = 4,
Goerli = 5,
Kovan = 42,
Ganache = 1337,
BSC = 56,
@@ -55,6 +56,7 @@ export enum ChainId {
Avalanche = 43114,
Fantom = 250,
Celo = 42220,
// Arbitrum = 42161,
Optimism = 10,
}

View File

@@ -1,4 +1,13 @@
[
{
"timestamp": 1658950329,
"version": "13.20.5",
"changes": [
{
"note": "Dependencies updated"
}
]
},
{
"timestamp": 1655244958,
"version": "13.20.4",

View File

@@ -5,6 +5,10 @@ Edit the package's CHANGELOG.json file only.
CHANGELOG
## v13.20.5 - _July 27, 2022_
* Dependencies updated
## v13.20.4 - _June 14, 2022_
* Dependencies updated

View File

@@ -1,6 +1,6 @@
{
"name": "@0x/contract-wrappers",
"version": "13.20.4",
"version": "13.20.5",
"engines": {
"node": ">=6.12"
},
@@ -57,7 +57,7 @@
"dependencies": {
"@0x/assert": "^3.0.34",
"@0x/base-contract": "^6.5.0",
"@0x/contract-addresses": "^6.16.0",
"@0x/contract-addresses": "^6.17.0",
"@0x/json-schemas": "^6.4.4",
"@0x/types": "^3.3.6",
"@0x/utils": "^6.5.3",

View File

@@ -1,4 +1,14 @@
[
{
"version": "11.16.0",
"changes": [
{
"note": "Add Synthetix support`",
"pr": 518
}
],
"timestamp": 1658950329
},
{
"version": "11.15.0",
"changes": [

View File

@@ -5,6 +5,10 @@ Edit the package's CHANGELOG.json file only.
CHANGELOG
## v11.16.0 - _July 27, 2022_
* Add Synthetix support` (#518)
## v11.15.0 - _June 14, 2022_
* Add Velodrome support (#494)

View File

@@ -1,6 +1,6 @@
{
"name": "@0x/protocol-utils",
"version": "11.15.0",
"version": "11.16.0",
"engines": {
"node": ">=6.12"
},
@@ -63,8 +63,8 @@
},
"dependencies": {
"@0x/assert": "^3.0.34",
"@0x/contract-addresses": "^6.16.0",
"@0x/contract-wrappers": "^13.20.4",
"@0x/contract-addresses": "^6.17.0",
"@0x/contract-wrappers": "^13.20.5",
"@0x/json-schemas": "^6.4.4",
"@0x/subproviders": "^6.6.5",
"@0x/utils": "^6.5.3",

View File

@@ -140,6 +140,7 @@ export enum BridgeProtocol {
Platypus,
BancorV3,
Velodrome,
Synthetix,
}
// tslint:enable: enum-naming

240
yarn.lock
View File

@@ -687,17 +687,6 @@
lodash "^4.17.11"
valid-url "^1.0.9"
"@0x/assert@^3.0.6":
version "3.0.21"
resolved "https://registry.yarnpkg.com/@0x/assert/-/assert-3.0.21.tgz#b385868d1833625912fd9173a2477be5a4090aed"
dependencies:
"@0x/json-schemas" "^5.4.1"
"@0x/typescript-typings" "^5.1.6"
"@0x/utils" "^6.2.0"
"@types/node" "12.12.54"
lodash "^4.17.11"
valid-url "^1.0.9"
"@0x/base-contract@^6.4.0":
version "6.4.0"
resolved "https://registry.yarnpkg.com/@0x/base-contract/-/base-contract-6.4.0.tgz#7ffcb18b0b8d522545074cada1f4d62dce0a88ec"
@@ -749,13 +738,6 @@
ethereum-types "^3.5.0"
lodash "^4.17.11"
"@0x/contracts-dev-utils@^1.3.36":
version "1.3.36"
resolved "https://registry.yarnpkg.com/@0x/contracts-dev-utils/-/contracts-dev-utils-1.3.36.tgz#f29304a0d7375001165ef6e66695d14b6a153fd7"
dependencies:
"@0x/base-contract" "^6.4.0"
"@types/node" "12.12.54"
"@0x/contracts-erc1155@^2.1.37":
version "2.1.37"
resolved "https://registry.yarnpkg.com/@0x/contracts-erc1155/-/contracts-erc1155-2.1.37.tgz#98dc158ffd00f80771e4232ed2a5246ab4ab73c1"
@@ -785,19 +767,6 @@
"@0x/utils" "^6.4.3"
ethereum-types "^3.5.0"
"@0x/contracts-exchange@^3.2.38":
version "3.2.38"
resolved "https://registry.yarnpkg.com/@0x/contracts-exchange/-/contracts-exchange-3.2.38.tgz#51b12882283c816eebdb53f1c77805956112dfee"
dependencies:
"@0x/base-contract" "^6.4.0"
"@0x/contracts-dev-utils" "^1.3.36"
"@0x/contracts-erc1155" "^2.1.37"
"@0x/contracts-erc20" "^3.3.16"
"@0x/contracts-erc721" "^3.1.37"
"@0x/order-utils" "^10.4.28"
"@0x/utils" "^6.4.3"
lodash "^4.17.11"
"@0x/contracts-gen@^2.0.46":
version "2.0.46"
resolved "https://registry.yarnpkg.com/@0x/contracts-gen/-/contracts-gen-2.0.46.tgz#3b840b8a56b67abecb2859c1b8e1db36c309dc11"
@@ -844,15 +813,6 @@
lodash "^4.17.11"
web3-provider-engine "14.0.6"
"@0x/json-schemas@^5.4.1":
version "5.4.1"
resolved "https://registry.yarnpkg.com/@0x/json-schemas/-/json-schemas-5.4.1.tgz#488cae01fbb7f37fa9043e426f52ff32de69f6e0"
dependencies:
"@0x/typescript-typings" "^5.1.6"
"@types/node" "12.12.54"
jsonschema "^1.2.0"
lodash.values "^4.3.0"
"@0x/json-schemas@^6.0.1", "@0x/json-schemas@^6.1.3":
version "6.1.3"
resolved "https://registry.yarnpkg.com/@0x/json-schemas/-/json-schemas-6.1.3.tgz#da71ed2e50ae6813a6d4d0fe5f8ad69b8e6a7435"
@@ -871,18 +831,6 @@
ajv "^6.12.5"
lodash.values "^4.3.0"
"@0x/mesh-rpc-client@^9.4.2":
version "9.4.2"
resolved "https://registry.yarnpkg.com/@0x/mesh-rpc-client/-/mesh-rpc-client-9.4.2.tgz#6f9690fb1cb37fb0c2fd3907241af0e543c78451"
dependencies:
"@0x/assert" "^3.0.6"
"@0x/types" "^3.1.2"
"@0x/typescript-typings" "^5.0.2"
"@0x/utils" "^5.4.0"
uuid "^3.3.2"
web3-providers "^2.0.0-alpha.1"
websocket "^1.0.29"
"@0x/monorepo-scripts@^3.2.4":
version "3.2.4"
resolved "https://registry.yarnpkg.com/@0x/monorepo-scripts/-/monorepo-scripts-3.2.4.tgz#7a089db39a3bd128ee22448d341cdabcc948614b"
@@ -1119,14 +1067,6 @@
tslint-react "^3.2.0"
tsutils "3.0.0"
"@0x/types@^3.1.2", "@0x/types@^3.3.1":
version "3.3.1"
resolved "https://registry.yarnpkg.com/@0x/types/-/types-3.3.1.tgz#24f3f805d89c1235602abbef12bbeb7e92db9d63"
dependencies:
"@types/node" "12.12.54"
bignumber.js "~9.0.0"
ethereum-types "^3.4.0"
"@0x/types@^3.3.0":
version "3.3.0"
resolved "https://registry.yarnpkg.com/@0x/types/-/types-3.3.0.tgz#98c5ee91b66c7cc1719cfece6c3e5477c90bf9c5"
@@ -1162,17 +1102,6 @@
ethereum-types "^3.3.3"
popper.js "1.14.3"
"@0x/typescript-typings@^5.0.2", "@0x/typescript-typings@^5.1.6":
version "5.1.6"
resolved "https://registry.yarnpkg.com/@0x/typescript-typings/-/typescript-typings-5.1.6.tgz#f6a64c1038930fc822606f543c5bce66c2113141"
dependencies:
"@types/bn.js" "^4.11.0"
"@types/node" "12.12.54"
"@types/react" "*"
bignumber.js "~9.0.0"
ethereum-types "^3.4.0"
popper.js "1.14.3"
"@0x/typescript-typings@^5.2.0":
version "5.2.0"
resolved "https://registry.yarnpkg.com/@0x/typescript-typings/-/typescript-typings-5.2.0.tgz#3eba353a27a83697f6f4f6d65ce14506687f52b7"
@@ -1195,7 +1124,7 @@
ethereum-types "^3.7.0"
popper.js "1.14.3"
"@0x/utils@^5.1.1", "@0x/utils@^5.4.0", "@0x/utils@^5.4.1":
"@0x/utils@^5.1.1", "@0x/utils@^5.4.1":
version "5.6.4"
resolved "https://registry.yarnpkg.com/@0x/utils/-/utils-5.6.4.tgz#0158ec3243bbee444d90afbd79981321d19ccdfd"
dependencies:
@@ -1213,24 +1142,6 @@
js-sha3 "^0.7.0"
lodash "^4.17.11"
"@0x/utils@^6.2.0":
version "6.2.0"
resolved "https://registry.yarnpkg.com/@0x/utils/-/utils-6.2.0.tgz#07708d87691ac260163c01713ffac7a7f8e4c795"
dependencies:
"@0x/types" "^3.3.1"
"@0x/typescript-typings" "^5.1.6"
"@types/node" "12.12.54"
abortcontroller-polyfill "^1.1.9"
bignumber.js "~9.0.0"
chalk "^2.3.0"
detect-node "2.0.3"
ethereum-types "^3.4.0"
ethereumjs-util "^5.1.1"
ethers "~4.0.4"
isomorphic-fetch "2.2.1"
js-sha3 "^0.7.0"
lodash "^4.17.11"
"@0x/utils@^6.4.3":
version "6.4.3"
resolved "https://registry.yarnpkg.com/@0x/utils/-/utils-6.4.3.tgz#d7c710a8d8b8f2ee3a4e324dc71423078d93ff37"
@@ -1333,12 +1244,6 @@
dependencies:
regenerator-runtime "^0.13.4"
"@babel/runtime@^7.3.1":
version "7.12.13"
resolved "https://registry.yarnpkg.com/@babel/runtime/-/runtime-7.12.13.tgz#0a21452352b02542db0ffb928ac2d3ca7cb6d66d"
dependencies:
regenerator-runtime "^0.13.4"
"@balancer-labs/sdk@0.1.6":
version "0.1.6"
resolved "https://registry.yarnpkg.com/@balancer-labs/sdk/-/sdk-0.1.6.tgz#1a6f0aacfada7b0afbdf02259ef40ed37d3ecbcb"
@@ -2611,7 +2516,7 @@
dependencies:
defer-to-connect "^1.0.1"
"@types/bn.js@^4.11.0", "@types/bn.js@^4.11.3", "@types/bn.js@^4.11.4", "@types/bn.js@^4.11.5":
"@types/bn.js@^4.11.0", "@types/bn.js@^4.11.3", "@types/bn.js@^4.11.5":
version "4.11.6"
resolved "https://registry.yarnpkg.com/@types/bn.js/-/bn.js-4.11.6.tgz#c306c70d9358aaea33cd4eda092a742b9505967c"
dependencies:
@@ -2729,10 +2634,6 @@
version "12.12.54"
resolved "https://registry.yarnpkg.com/@types/node/-/node-12.12.54.tgz#a4b58d8df3a4677b6c08bfbc94b7ad7a7a5f82d1"
"@types/node@^10.12.18":
version "10.17.51"
resolved "https://registry.yarnpkg.com/@types/node/-/node-10.17.51.tgz#639538575befbcf3d3861f95c41de8e47124d674"
"@types/node@^10.3.2":
version "10.17.44"
resolved "https://registry.yarnpkg.com/@types/node/-/node-10.17.44.tgz#3945e6b702cb6403f22b779c8ea9e5c3f44ead40"
@@ -2741,10 +2642,6 @@
version "12.19.3"
resolved "https://registry.yarnpkg.com/@types/node/-/node-12.19.3.tgz#a6e252973214079155f749e8bef99cc80af182fa"
"@types/node@^12.6.1":
version "12.19.16"
resolved "https://registry.yarnpkg.com/@types/node/-/node-12.19.16.tgz#15753af35cbef636182d8d8ca55b37c8583cecb3"
"@types/normalize-package-data@^2.4.0":
version "2.4.0"
resolved "https://registry.yarnpkg.com/@types/normalize-package-data/-/normalize-package-data-2.4.0.tgz#e486d0d97396d79beedd0a6e33f4534ff6b4973e"
@@ -5812,13 +5709,6 @@ ethereum-types@^3.3.3:
"@types/node" "12.12.54"
bignumber.js "~9.0.0"
ethereum-types@^3.4.0:
version "3.4.0"
resolved "https://registry.yarnpkg.com/ethereum-types/-/ethereum-types-3.4.0.tgz#866091997c052db6a075e01e857bbfa04ca9e28b"
dependencies:
"@types/node" "12.12.54"
bignumber.js "~9.0.0"
ethereum-types@^3.5.0:
version "3.5.0"
resolved "https://registry.yarnpkg.com/ethereum-types/-/ethereum-types-3.5.0.tgz#27393f0d86f55bb1dcbff8a6af55a39c1f751c0d"
@@ -6074,7 +5964,7 @@ ethers@^4.0.39, ethers@~4.0.4:
uuid "2.0.1"
xmlhttprequest "1.8.0"
ethjs-unit@0.1.6, ethjs-unit@^0.1.6:
ethjs-unit@0.1.6:
version "0.1.6"
resolved "https://registry.yarnpkg.com/ethjs-unit/-/ethjs-unit-0.1.6.tgz#c665921e476e87bce2a9d588a6fe0405b2c41699"
dependencies:
@@ -6088,10 +5978,6 @@ ethjs-util@0.1.6, ethjs-util@^0.1.3:
is-hex-prefixed "1.0.0"
strip-hex-prefix "1.0.0"
eventemitter3@3.1.0:
version "3.1.0"
resolved "https://registry.yarnpkg.com/eventemitter3/-/eventemitter3-3.1.0.tgz#090b4d6cdbd645ed10bf750d4b5407942d7ba163"
eventemitter3@3.1.2, eventemitter3@^3.1.0:
version "3.1.2"
resolved "https://registry.yarnpkg.com/eventemitter3/-/eventemitter3-3.1.2.tgz#2d3d48f9c346698fce83a85d7d664e98535df6e7"
@@ -6100,10 +5986,6 @@ eventemitter3@4.0.4:
version "4.0.4"
resolved "https://registry.yarnpkg.com/eventemitter3/-/eventemitter3-4.0.4.tgz#b5463ace635a083d018bdc7c917b4c5f10a85384"
eventemitter3@^4.0.0:
version "4.0.7"
resolved "https://registry.yarnpkg.com/eventemitter3/-/eventemitter3-4.0.7.tgz#2de9b68f6528d5644ef5c59526a1b4a07306169f"
events@^3.0.0:
version "3.2.0"
resolved "https://registry.yarnpkg.com/events/-/events-3.2.0.tgz#93b87c18f8efcd4202a461aec4dfc0556b639379"
@@ -8044,10 +7926,6 @@ jsonparse@^1.2.0:
version "1.3.1"
resolved "https://registry.yarnpkg.com/jsonparse/-/jsonparse-1.3.1.tgz#3f4dae4a91fac315f71062f8521cc239f1366280"
jsonschema@^1.2.0:
version "1.4.0"
resolved "https://registry.yarnpkg.com/jsonschema/-/jsonschema-1.4.0.tgz#1afa34c4bc22190d8e42271ec17ac8b3404f87b2"
jsprim@^1.2.2:
version "1.4.1"
resolved "https://registry.yarnpkg.com/jsprim/-/jsprim-1.4.1.tgz#313e66bc1e5cc06e438bc1b7499c2e5c56acb6a2"
@@ -10286,10 +10164,6 @@ query-string@^5.0.1:
object-assign "^4.1.0"
strict-uri-encode "^1.0.0"
querystringify@^2.0.0:
version "2.2.0"
resolved "https://registry.yarnpkg.com/querystringify/-/querystringify-2.2.0.tgz#3345941b4153cb9d082d8eee4cda2016a9aef7f6"
quick-lru@^1.0.0:
version "1.1.0"
resolved "https://registry.yarnpkg.com/quick-lru/-/quick-lru-1.1.0.tgz#4360b17c61136ad38078397ff11416e186dcfbb8"
@@ -10668,10 +10542,6 @@ require-main-filename@^2.0.0:
version "2.0.0"
resolved "https://registry.yarnpkg.com/require-main-filename/-/require-main-filename-2.0.0.tgz#d0b329ecc7cc0f61649f62215be69af54aa8989b"
requires-port@^1.0.0:
version "1.0.0"
resolved "https://registry.yarnpkg.com/requires-port/-/requires-port-1.0.0.tgz#925d2601d39ac485e091cf0da5c6e694dc3dcaff"
resolve-cwd@^2.0.0:
version "2.0.0"
resolved "https://registry.yarnpkg.com/resolve-cwd/-/resolve-cwd-2.0.0.tgz#00a9f7387556e27038eae232caa372a6a59b665a"
@@ -12279,13 +12149,6 @@ url-parse-lax@^3.0.0:
dependencies:
prepend-http "^2.0.0"
url-parse@1.4.4:
version "1.4.4"
resolved "https://registry.yarnpkg.com/url-parse/-/url-parse-1.4.4.tgz#cac1556e95faa0303691fec5cf9d5a1bc34648f8"
dependencies:
querystringify "^2.0.0"
requires-port "^1.0.0"
url-set-query@^1.0.0:
version "1.0.0"
resolved "https://registry.yarnpkg.com/url-set-query/-/url-set-query-1.0.0.tgz#016e8cfd7c20ee05cafe7795e892bd0702faa339"
@@ -12312,10 +12175,6 @@ utf-8-validate@^5.0.2:
dependencies:
node-gyp-build "~3.7.0"
utf8@2.1.1:
version "2.1.1"
resolved "https://registry.yarnpkg.com/utf8/-/utf8-2.1.1.tgz#2e01db02f7d8d0944f77104f1609eb0c304cf768"
utf8@3.0.0, utf8@^3.0.0:
version "3.0.0"
resolved "https://registry.yarnpkg.com/utf8/-/utf8-3.0.0.tgz#f052eed1364d696e769ef058b183df88c87f69d1"
@@ -12495,16 +12354,6 @@ web3-core-helpers@1.2.11:
web3-eth-iban "1.2.11"
web3-utils "1.2.11"
web3-core-helpers@2.0.0-alpha.1:
version "2.0.0-alpha.1"
resolved "https://registry.yarnpkg.com/web3-core-helpers/-/web3-core-helpers-2.0.0-alpha.1.tgz#d20db557fe8740578105fb6b5790eb22097d1974"
dependencies:
"@babel/runtime" "^7.3.1"
lodash "^4.17.11"
web3-core "2.0.0-alpha.1"
web3-eth-iban "2.0.0-alpha.1"
web3-utils "2.0.0-alpha.1"
web3-core-method@1.2.1:
version "1.2.1"
resolved "https://registry.yarnpkg.com/web3-core-method/-/web3-core-method-1.2.1.tgz#9df1bafa2cd8be9d9937e01c6a47fc768d15d90a"
@@ -12526,19 +12375,6 @@ web3-core-method@1.2.11:
web3-core-subscriptions "1.2.11"
web3-utils "1.2.11"
web3-core-method@2.0.0-alpha.1:
version "2.0.0-alpha.1"
resolved "https://registry.yarnpkg.com/web3-core-method/-/web3-core-method-2.0.0-alpha.1.tgz#6fd59cd229550bd08cb8922c095870fc9bf35f66"
dependencies:
"@babel/runtime" "^7.3.1"
eventemitter3 "3.1.0"
lodash "^4.17.11"
rxjs "^6.4.0"
web3-core "2.0.0-alpha.1"
web3-core-helpers "2.0.0-alpha.1"
web3-core-subscriptions "2.0.0-alpha.1"
web3-utils "2.0.0-alpha.1"
web3-core-promievent@1.2.1:
version "1.2.1"
resolved "https://registry.yarnpkg.com/web3-core-promievent/-/web3-core-promievent-1.2.1.tgz#003e8a3eb82fb27b6164a6d5b9cad04acf733838"
@@ -12588,14 +12424,6 @@ web3-core-subscriptions@1.2.11:
underscore "1.9.1"
web3-core-helpers "1.2.11"
web3-core-subscriptions@2.0.0-alpha.1:
version "2.0.0-alpha.1"
resolved "https://registry.yarnpkg.com/web3-core-subscriptions/-/web3-core-subscriptions-2.0.0-alpha.1.tgz#5c2164ce8649645f6809dcdc34626ae12ec0d19b"
dependencies:
"@babel/runtime" "^7.3.1"
eventemitter3 "^4.0.0"
lodash "^4.17.11"
web3-core@1.2.1:
version "1.2.1"
resolved "https://registry.yarnpkg.com/web3-core/-/web3-core-1.2.1.tgz#7278b58fb6495065e73a77efbbce781a7fddf1a9"
@@ -12617,18 +12445,6 @@ web3-core@1.2.11:
web3-core-requestmanager "1.2.11"
web3-utils "1.2.11"
web3-core@2.0.0-alpha.1:
version "2.0.0-alpha.1"
resolved "https://registry.yarnpkg.com/web3-core/-/web3-core-2.0.0-alpha.1.tgz#4bb87b860a0bbf9fd19ae380a4773e12ac3b3010"
dependencies:
"@babel/runtime" "^7.3.1"
"@types/bn.js" "^4.11.4"
"@types/node" "^12.6.1"
lodash "^4.17.11"
web3-core-method "2.0.0-alpha.1"
web3-providers "2.0.0-alpha.1"
web3-utils "2.0.0-alpha.1"
web3-eth-abi@1.2.1:
version "1.2.1"
resolved "https://registry.yarnpkg.com/web3-eth-abi/-/web3-eth-abi-1.2.1.tgz#9b915b1c9ebf82f70cca631147035d5419064689"
@@ -12753,14 +12569,6 @@ web3-eth-iban@1.2.11:
bn.js "^4.11.9"
web3-utils "1.2.11"
web3-eth-iban@2.0.0-alpha.1:
version "2.0.0-alpha.1"
resolved "https://registry.yarnpkg.com/web3-eth-iban/-/web3-eth-iban-2.0.0-alpha.1.tgz#79f1f6061b95b5bb64eb4243a6c65dadf542077c"
dependencies:
"@babel/runtime" "^7.3.1"
bn.js "4.11.8"
web3-utils "2.0.0-alpha.1"
web3-eth-personal@1.2.1:
version "1.2.1"
resolved "https://registry.yarnpkg.com/web3-eth-personal/-/web3-eth-personal-1.2.1.tgz#244e9911b7b482dc17c02f23a061a627c6e47faf"
@@ -12932,22 +12740,6 @@ web3-providers-ws@1.2.11:
web3-core-helpers "1.2.11"
websocket "^1.0.31"
web3-providers@2.0.0-alpha.1, web3-providers@^2.0.0-alpha.1:
version "2.0.0-alpha.1"
resolved "https://registry.yarnpkg.com/web3-providers/-/web3-providers-2.0.0-alpha.1.tgz#19486aed4b014ec5d7687fac4eef2042db8b338c"
dependencies:
"@babel/runtime" "^7.3.1"
"@types/node" "^10.12.18"
eventemitter3 "3.1.0"
lodash "^4.17.11"
url-parse "1.4.4"
web3-core "2.0.0-alpha.1"
web3-core-helpers "2.0.0-alpha.1"
web3-core-method "2.0.0-alpha.1"
web3-utils "2.0.0-alpha.1"
websocket "github:web3-js/WebSocket-Node#polyfill/globalThis"
xhr2-cookies "1.1.0"
web3-shh@1.2.1:
version "1.2.1"
resolved "https://registry.yarnpkg.com/web3-shh/-/web3-shh-1.2.1.tgz#4460e3c1e07faf73ddec24ccd00da46f89152b0c"
@@ -13010,21 +12802,6 @@ web3-utils@1.3.0:
underscore "1.9.1"
utf8 "3.0.0"
web3-utils@2.0.0-alpha.1:
version "2.0.0-alpha.1"
resolved "https://registry.yarnpkg.com/web3-utils/-/web3-utils-2.0.0-alpha.1.tgz#231442adea3b58bca0c7185ee5b7743c01938682"
dependencies:
"@babel/runtime" "^7.3.1"
"@types/bn.js" "^4.11.4"
"@types/node" "^12.6.1"
bn.js "4.11.8"
eth-lib "0.2.8"
ethjs-unit "^0.1.6"
lodash "^4.17.11"
number-to-bn "1.7.0"
randombytes "^2.1.0"
utf8 "2.1.1"
web3@1.2.1:
version "1.2.1"
resolved "https://registry.yarnpkg.com/web3/-/web3-1.2.1.tgz#5d8158bcca47838ab8c2b784a2dee4c3ceb4179b"
@@ -13064,17 +12841,6 @@ websocket@1.0.32, websocket@^1.0.31:
utf-8-validate "^5.0.2"
yaeti "^0.0.6"
websocket@^1.0.29:
version "1.0.33"
resolved "https://registry.yarnpkg.com/websocket/-/websocket-1.0.33.tgz#407f763fc58e74a3fa41ca3ae5d78d3f5e3b82a5"
dependencies:
bufferutil "^4.0.1"
debug "^2.2.0"
es5-ext "^0.10.50"
typedarray-to-buffer "^3.1.5"
utf-8-validate "^5.0.2"
yaeti "^0.0.6"
"websocket@github:web3-js/WebSocket-Node#polyfill/globalThis":
version "1.0.29"
resolved "https://codeload.github.com/web3-js/WebSocket-Node/tar.gz/ef5ea2f41daf4a2113b80c9223df884b4d56c400"