Publish

- @0x/asset-swapper@16.57.3

packages/asset-swapper/CHANGELOG.json

@@ -1,4 +1,37 @@
 [
+    {
+        "version": "16.57.3",
+        "changes": [
+            {
+                "note": "Fix a runtime error related to BalancerV2SwapInfoCache",
+                "pr": 472
+            }
+        ],
+        "timestamp": 1652146864
+    },
+    {
+        "version": "16.57.2",
+        "changes": [
+            {
+                "note": "Fix missing AMM quotes on indicative Quote Reports",
+                "pr": 466
+            }
+        ],
+        "timestamp": 1651526551
+    },
+    {
+        "version": "16.57.1",
+        "changes": [
+            {
+                "note": "Added QUICK/ANY pair on Polygon",
+                "pr": 464
+            },
+            {
+                "note": "Added cvxFXS/FXS curve pool on mainnet",
+                "pr": 465
+            }
+        ]
+    },
     {
         "version": "16.57.0",
         "changes": [

packages/asset-swapper/CHANGELOG.md

@@ -5,6 +5,19 @@ Edit the package's CHANGELOG.json file only.
 
 CHANGELOG
 
+## v16.57.3 - _May 10, 2022_
+
+    * Fix a runtime error related to BalancerV2SwapInfoCache (#472)
+
+## v16.57.2 - _May 2, 2022_
+
+    * Fix missing AMM quotes on indicative Quote Reports (#466)
+
+## v16.57.1 - _Invalid date_
+
+    * Added QUICK/ANY pair on Polygon (#464)
+    * Added cvxFXS/FXS curve pool on mainnet (#465)
+
 ## v16.57.0 - _April 22, 2022_
 
     * Add BalancerV2 batch swap support (#462)

packages/asset-swapper/package.json

@@ -1,6 +1,6 @@
 {
     "name": "@0x/asset-swapper",
-    "version": "16.57.0",
+    "version": "16.57.3",
     "engines": {
         "node": ">=6.12"
     },

packages/asset-swapper/src/utils/market_operation_utils/constants.ts

@@ -479,6 +479,7 @@ export const MAINNET_TOKENS = {
     alUSD: '0xbc6da0fe9ad5f3b0d58160288917aa56653660e9',
     // Frax ecosystem
     FRAX: '0x853d955acef822db058eb8505911ed77f175b99e',
+    cvxFXS: '0xfeef77d3f69374f66429c91d732a244f074bdf74',
     FXS: '0x3432b6a60d23ca0dfca7761b7ab56459d9c964d0',
     OHM: '0x383518188c0c6d7730d91b2c03a03c837814a899',
     OHMV2: '0x64aa3364f17a4d01c6f1751fd97c2bd3d7e7f1d5',
@@ -542,6 +543,7 @@ export const POLYGON_TOKENS = {
     BANANA: '0x5d47baba0d66083c52009271faf3f50dcc01023c',
     WEXPOLY: '0x4c4bf319237d98a30a929a96112effa8da3510eb',
     nUSD: '0xb6c473756050de474286bed418b77aeac39b02af',
+    ANY: '0x6aB6d61428fde76768D7b45D8BFeec19c6eF91A8',
 };
 
 export const AVALANCHE_TOKENS = {
@@ -561,6 +563,7 @@ export const AVALANCHE_TOKENS = {
     nUSD: '0xcfc37a6ab183dd4aed08c204d1c2773c0b1bdf46',
     aWETH: '0x53f7c5869a859f0aec3d334ee8b4cf01e3492f21',
     MIM: '0x130966628846bfd36ff31a822705796e8cb8c18d',
+    MAG: '0x1d60109178C48E4A937D8AB71699D8eBb6F7c5dE',
 };
 
 export const CELO_TOKENS = {
@@ -680,6 +683,7 @@ export const CURVE_POOLS = {
     BUSD: '0x4807862aa8b2bf68830e4c8dc86d0e9a998e085a',
     DSU3CRV: '0x6ec80df362d7042c50d4469bcfbc174c9dd9109a',
     cvxcrv: '0x9d0464996170c6b9e75eed71c68b99ddedf279e8',
+    cvxfxs: '0xd658a338613198204dca1143ac3f01a722b5d94a',
     mim: '0x5a6a4d54456819380173272a5e8e9b9904bdf41b',
     eurt: '0xfd5db7463a3ab53fd211b4af195c5bccc1a03890',
     ethcrv: '0x8301ae4fc9c624d1d396cbdaa1ed877821d7c511',
@@ -878,6 +882,7 @@ export const DEFAULT_INTERMEDIATE_TOKENS_BY_CHAIN_ID = valueByChainId<string[]>(
             AVALANCHE_TOKENS.nUSD,
             AVALANCHE_TOKENS.nETH,
             AVALANCHE_TOKENS.aWETH,
+            AVALANCHE_TOKENS.MIM,
         ],
         [ChainId.Fantom]: [
             FANTOM_TOKENS.WFTM,
@@ -919,6 +924,8 @@ export const DEFAULT_TOKEN_ADJACENCY_GRAPH_BY_CHAIN_ID = valueByChainId<TokenAdj
                 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);
+                // Convex and FXS
+                builder.add(MAINNET_TOKENS.cvxFXS, MAINNET_TOKENS.FXS).add(MAINNET_TOKENS.FXS, MAINNET_TOKENS.cvxFXS);
                 // FEI TRIBE liquid in UniV2
                 builder.add(MAINNET_TOKENS.FEI, MAINNET_TOKENS.TRIBE).add(MAINNET_TOKENS.TRIBE, MAINNET_TOKENS.FEI);
                 // FRAX ecosystem
@@ -936,15 +943,21 @@ export const DEFAULT_TOKEN_ADJACENCY_GRAPH_BY_CHAIN_ID = valueByChainId<TokenAdj
         }).build(),
         [ChainId.Polygon]: new TokenAdjacencyGraphBuilder({
             default: DEFAULT_INTERMEDIATE_TOKENS_BY_CHAIN_ID[ChainId.Polygon],
-        }).build(),
+        })
+            .tap(builder => {
+                builder.add(POLYGON_TOKENS.QUICK, POLYGON_TOKENS.ANY).add(POLYGON_TOKENS.ANY, POLYGON_TOKENS.QUICK);
+            })
+            .build(),
         [ChainId.Avalanche]: new TokenAdjacencyGraphBuilder({
             default: DEFAULT_INTERMEDIATE_TOKENS_BY_CHAIN_ID[ChainId.Avalanche],
         })
             .tap(builder => {
-                // Synape nETH/aWETH pool
+                // Synapse nETH/aWETH pool
                 builder
                     .add(AVALANCHE_TOKENS.aWETH, AVALANCHE_TOKENS.nETH)
                     .add(AVALANCHE_TOKENS.nETH, AVALANCHE_TOKENS.aWETH);
+                // Trader Joe MAG/MIM pool
+                builder.add(AVALANCHE_TOKENS.MIM, AVALANCHE_TOKENS.MAG).add(AVALANCHE_TOKENS.MAG, AVALANCHE_TOKENS.MIM);
             })
             .build(),
         [ChainId.Fantom]: new TokenAdjacencyGraphBuilder({
@@ -1359,6 +1372,11 @@ export const CURVE_MAINNET_INFOS: { [name: string]: CurveInfo } = {
         pool: CURVE_POOLS.stgusdc,
         gasSchedule: 250e3,
     }),
+    [CURVE_POOLS.cvxfxs]: createCurveFactoryCryptoExchangePool({
+        tokens: [MAINNET_TOKENS.FXS, MAINNET_TOKENS.cvxFXS],
+        pool: CURVE_POOLS.cvxfxs,
+        gasSchedule: 390e3,
+    }),
 };
 
 export const CURVE_V2_MAINNET_INFOS: { [name: string]: CurveInfo } = {

packages/asset-swapper/src/utils/market_operation_utils/index.ts

@@ -777,7 +777,7 @@ 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.isFresh(takerToken, makerToken)) {
+                if (!cache || cache.isFresh(takerToken, makerToken)) {
                     return Promise.resolve([]);
                 }
                 return cache.getFreshPoolsForPairAsync(takerToken, makerToken);

packages/asset-swapper/src/utils/market_operation_utils/sampler_operations.ts

@@ -107,7 +107,7 @@ 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 } & {
-    [ERC20BridgeSource.BalancerV2]: BalancerV2SwapInfoCache;
+    [ERC20BridgeSource.BalancerV2]: BalancerV2SwapInfoCache | undefined;
 };
 
 // tslint:disable:no-inferred-empty-object-type no-unbound-method
@@ -151,7 +151,10 @@ export class SamplerOperations {
                   ),
                   [ERC20BridgeSource.Balancer]: new BalancerPoolsCache(),
                   [ERC20BridgeSource.Cream]: new CreamPoolsCache(),
-                  [ERC20BridgeSource.BalancerV2]: new BalancerV2SwapInfoCache(chainId),
+                  [ERC20BridgeSource.BalancerV2]:
+                      BALANCER_V2_VAULT_ADDRESS_BY_CHAIN[chainId] === NULL_ADDRESS
+                          ? undefined
+                          : new BalancerV2SwapInfoCache(chainId),
               };
 
         const aaveSubgraphUrl = AAVE_V2_SUBGRAPH_URL_BY_CHAIN_ID[chainId];
@@ -571,7 +574,7 @@ export class SamplerOperations {
         });
     }
 
-    public getBalancerV2MulthopSellQuotes(
+    public getBalancerV2MultihopSellQuotes(
         vault: string,
         quoteSwaps: BalancerSwapInfo, // Should always be sell swap steps.
         fillSwaps: BalancerSwapInfo, // Should always be sell swap steps.
@@ -592,7 +595,7 @@ export class SamplerOperations {
         });
     }
 
-    public getBalancerV2MulthopBuyQuotes(
+    public getBalancerV2MultihopBuyQuotes(
         vault: string,
         quoteSwaps: BalancerSwapInfo, // Should always be buy swap steps.
         fillSwaps: BalancerSwapInfo, // Should always be a sell quote.
@@ -1499,15 +1502,19 @@ export class SamplerOperations {
                             ),
                         );
                     case ERC20BridgeSource.BalancerV2: {
-                        const swaps = this.poolsCaches[source].getCachedSwapInfoForPair(takerToken, makerToken);
+                        const cache = this.poolsCaches[source];
+                        if (!cache) {
+                            return [];
+                        }
 
+                        const swaps = cache.getCachedSwapInfoForPair(takerToken, makerToken);
                         const vault = BALANCER_V2_VAULT_ADDRESS_BY_CHAIN[this.chainId];
                         if (!swaps || vault === NULL_ADDRESS) {
                             return [];
                         }
                         // Changed to retrieve queryBatchSwap for swap steps > 1 of length
                         return swaps.swapInfoExactIn.map(swapInfo =>
-                            this.getBalancerV2MulthopSellQuotes(vault, swapInfo, swapInfo, takerFillAmounts, source),
+                            this.getBalancerV2MultihopSellQuotes(vault, swapInfo, swapInfo, takerFillAmounts, source),
                         );
                     }
                     case ERC20BridgeSource.Beethovenx: {
@@ -1822,15 +1829,19 @@ export class SamplerOperations {
                             ),
                         );
                     case ERC20BridgeSource.BalancerV2: {
-                        const swaps = this.poolsCaches[source].getCachedSwapInfoForPair(takerToken, makerToken);
+                        const cache = this.poolsCaches[source];
+                        if (!cache) {
+                            return [];
+                        }
 
+                        const swaps = cache.getCachedSwapInfoForPair(takerToken, makerToken);
                         const vault = BALANCER_V2_VAULT_ADDRESS_BY_CHAIN[this.chainId];
                         if (!swaps || vault === NULL_ADDRESS) {
                             return [];
                         }
                         // Changed to retrieve queryBatchSwap for swap steps > 1 of length
                         return swaps.swapInfoExactOut.map((quoteSwapInfo, i) =>
-                            this.getBalancerV2MulthopBuyQuotes(
+                            this.getBalancerV2MultihopBuyQuotes(
                                 vault,
                                 quoteSwapInfo,
                                 swaps.swapInfoExactIn[i],

packages/asset-swapper/src/utils/quote_report_generator.ts

@@ -207,7 +207,7 @@ export function generateExtendedQuoteReportSources(
         ..._.flatten(
             quotes.dexQuotes.map(dex =>
                 dex
-                    .filter(quote => isDexSampleForTotalAmount(quote, marketOperation, amount))
+                    .filter(quote => isDexSampleForTotalAmount(quote, amount))
                     .map(quote => dexSampleToReportSource(quote, marketOperation)),
             ),
         ),
@@ -306,16 +306,8 @@ export function dexSampleToReportSource(ds: DexSample, marketOperation: MarketOp
  * Checks if a DEX sample is the one that represents the whole amount requested by taker
  * NOTE: this is used for the QuoteReport to filter samples
  */
-function isDexSampleForTotalAmount(ds: DexSample, marketOperation: MarketOperation, amount: BigNumber): boolean {
-    // input and output map to different values
-    // based on the market operation
-    if (marketOperation === MarketOperation.Buy) {
-        return ds.input === amount;
-    } else if (marketOperation === MarketOperation.Sell) {
-        return ds.output === amount;
-    } else {
-        throw new Error(`Unexpected marketOperation ${marketOperation}`);
-    }
+function isDexSampleForTotalAmount(ds: DexSample, amount: BigNumber): boolean {
+    return ds.input.eq(amount);
 }
 
 /**

yarn.lock

@@ -980,6 +980,23 @@
     ethers "~4.0.4"
     lodash "^4.17.11"
 
+"@0x/protocol-utils@^1.0.1":
+  version "1.11.2"
+  resolved "https://registry.yarnpkg.com/@0x/protocol-utils/-/protocol-utils-1.11.2.tgz#c27ccf3410b99d8c364550bc18dc8b04dc2e967e"
+  integrity sha512-DmYCWb3fB1NSBbR7JV2Tr4oXr/3rDzVpECWUvntCyIwdohHSM7ytjYbL9ilvlH3vuDK85CSyFWNrbSP6xZfTpA==
+  dependencies:
+    "@0x/assert" "^3.0.34"
+    "@0x/contract-addresses" "^6.12.1"
+    "@0x/contract-wrappers" "^13.20.0"
+    "@0x/json-schemas" "^6.4.4"
+    "@0x/subproviders" "^6.6.5"
+    "@0x/utils" "^6.5.3"
+    "@0x/web3-wrapper" "^7.6.5"
+    chai "^4.0.1"
+    ethereumjs-util "^7.0.10"
+    ethers "~4.0.4"
+    lodash "^4.17.11"
+
 "@0x/quote-server@^6.0.6":
   version "6.0.6"
   resolved "https://registry.yarnpkg.com/@0x/quote-server/-/quote-server-6.0.6.tgz#0f0bf50647efc4bff039a491689974af7e8c5776"