Files
protocol/packages/asset-swapper/contracts/src/UniswapSampler.sol
Lawrence Forman 164a5d44d9 bsc<->development rebase (#189)
* FQT: Pack Protocol/source name into source ID (#162)

* `@0x/contracts-zero-ex`: Encode protocol ID and source name in bridge source ID
`@0x/asset-swapper`: Use new bridge source ID encoding.

* fix linter issues

* contracts cleanup (#164)

* `@0x/contracts-zero-ex`: Add PancakeSwapFeature

* `@0x/contracts-zero-ex`: Remove tokenspender/allowance target/greedy tokens stuff.'
`@0x/contract-addresses`: Add BSC addresses. Remove exchangeProxyAllowanceTarget.
`@0x/migrations`: Remove exchangeProxyAllowanceTarget.

* Update contracts/zero-ex/contracts/src/features/IPancakeSwapFeature.sol

Co-authored-by: mzhu25 <mchl.zhu.96@gmail.com>

* `@0x/contracts-zero-ex`: Add sushiswap support to PancakeSwap

* `@0x/contract-artifacts`: Regenerate artifacts
`@0x/contract-wrappers`: Regenerate wrappers

* `@0x/contract-addresses`: Add BSC addresses

Co-authored-by: mzhu25 <mchl.zhu.96@gmail.com>

Co-authored-by: mzhu25 <mchl.zhu.96@gmail.com>

* feat: Better chain support (#163)

* feat: Better chain support

* feat: better chain support refactor deployment constants (#166)

* proliferate the chainId

* Refactor sampler to remove DeploymentConstants dependency and fixed addresses

* Rework WETH out, replacing with address(0)

* wat

* hack DeploymentConstants for now

* proliferate the chainId

* Refactor sampler to remove DeploymentConstants dependency and fixed addresses

* remove duped network addresses

* Rework the bridge source encoder

* Use the constants NATIVE_FEE_TOKEN in EP consumer

* `@0x/contract-addresses`: Fix WBNB address (#170)

Co-authored-by: Lawrence Forman <lawrence@0xproject.com>

* multichain enable cakez vip (#171)

* feat: Better chain support

* feat: better chain support refactor deployment constants (#166)

* proliferate the chainId

* Refactor sampler to remove DeploymentConstants dependency and fixed addresses

* Rework WETH out, replacing with address(0)

* wat

* hack DeploymentConstants for now

* proliferate the chainId

* Refactor sampler to remove DeploymentConstants dependency and fixed addresses

* remove duped network addresses

* `asset-swapper`: enable pancake VIP route generation

Co-authored-by: Jacob Evans <jacob@dekz.net>
Co-authored-by: Lawrence Forman <me@merklejerk.com>

* `@0x/contracts-zero-ex`: Fix `PancakeSwapFeature` sushi values (#172)

* `@0x/contracts-zero-ex`: Fix `PancakeSwapFeature` sushi values

* `@0x/contracts-zero-ex`: I am a bad protocologist

Co-authored-by: Lawrence Forman <me@merklejerk.com>

* feat: BSC Nerve + Dodo + Nerve + Ellipsis (#181)

* feat: BSC Nerve + DODO v1

* CHANGELOGs

* Remove extra balance fetch

* Add Belt

* Added Ellipsis

* Update FQT address

* `@0x/contracts-zero-ex`: Delete TokenSpenderFeature and get stuff compiling

* `@0x/asset-swapper`: fix compilation

* prettier

* `@0x/asset-swapper`: Truncate LiquidityProvider source ID name

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

Co-authored-by: Jacob Evans <jacob@dekz.net>

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

Co-authored-by: Jacob Evans <jacob@dekz.net>

* `@0x/contracts-zero-ex`: Fix BakerySwap on PackageSwapFeature (#190)

* address review comments

Co-authored-by: mzhu25 <mchl.zhu.96@gmail.com>
Co-authored-by: Jacob Evans <jacob@dekz.net>
Co-authored-by: Lawrence Forman <me@merklejerk.com>
2021-03-31 18:49:44 -04:00

215 lines
8.2 KiB
Solidity

// SPDX-License-Identifier: Apache-2.0
/*
Copyright 2020 ZeroEx Intl.
Licensed under the Apache License, Version 2.0 (the "License");
you may not use this file except in compliance with the License.
You may obtain a copy of the License at
http://www.apache.org/licenses/LICENSE-2.0
Unless required by applicable law or agreed to in writing, software
distributed under the License is distributed on an "AS IS" BASIS,
WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
See the License for the specific language governing permissions and
limitations under the License.
*/
pragma solidity ^0.6;
pragma experimental ABIEncoderV2;
import "./interfaces/IUniswapExchangeQuotes.sol";
import "./SamplerUtils.sol";
interface IUniswapExchangeFactory {
/// @dev Get the exchange for a token.
/// @param tokenAddress The address of the token contract.
function getExchange(address tokenAddress)
external
view
returns (address);
}
contract UniswapSampler is
SamplerUtils
{
/// @dev Gas limit for Uniswap calls.
uint256 constant private UNISWAP_CALL_GAS = 150e3; // 150k
/// @dev Sample sell quotes from Uniswap.
/// @param router Address of the Uniswap Router
/// @param takerToken Address of the taker token (what to sell).
/// @param makerToken Address of the maker token (what to buy).
/// @param takerTokenAmounts Taker token sell amount for each sample.
/// @return makerTokenAmounts Maker amounts bought at each taker token
/// amount.
function sampleSellsFromUniswap(
address router,
address takerToken,
address makerToken,
uint256[] memory takerTokenAmounts
)
public
view
returns (uint256[] memory makerTokenAmounts)
{
_assertValidPair(makerToken, takerToken);
uint256 numSamples = takerTokenAmounts.length;
makerTokenAmounts = new uint256[](numSamples);
IUniswapExchangeQuotes takerTokenExchange = takerToken == address(0) ?
IUniswapExchangeQuotes(0) : _getUniswapExchange(router, takerToken);
IUniswapExchangeQuotes makerTokenExchange = makerToken == address(0) ?
IUniswapExchangeQuotes(0) : _getUniswapExchange(router, makerToken);
for (uint256 i = 0; i < numSamples; i++) {
bool didSucceed = true;
if (makerToken == address(0)) {
(makerTokenAmounts[i], didSucceed) = _callUniswapExchangePriceFunction(
address(takerTokenExchange),
takerTokenExchange.getTokenToEthInputPrice.selector,
takerTokenAmounts[i]
);
} else if (takerToken == address(0)) {
(makerTokenAmounts[i], didSucceed) = _callUniswapExchangePriceFunction(
address(makerTokenExchange),
makerTokenExchange.getEthToTokenInputPrice.selector,
takerTokenAmounts[i]
);
} else {
uint256 ethBought;
(ethBought, didSucceed) = _callUniswapExchangePriceFunction(
address(takerTokenExchange),
takerTokenExchange.getTokenToEthInputPrice.selector,
takerTokenAmounts[i]
);
if (ethBought != 0) {
(makerTokenAmounts[i], didSucceed) = _callUniswapExchangePriceFunction(
address(makerTokenExchange),
makerTokenExchange.getEthToTokenInputPrice.selector,
ethBought
);
} else {
makerTokenAmounts[i] = 0;
}
}
// Break early if amounts are 0
if (!didSucceed || makerTokenAmounts[i] == 0) {
break;
}
}
}
/// @dev Sample buy quotes from Uniswap.
/// @param takerToken Address of the taker token (what to sell).
/// @param makerToken Address of the maker token (what to buy).
/// @param makerTokenAmounts Maker token sell amount for each sample.
/// @return takerTokenAmounts Taker amounts sold at each maker token
/// amount.
function sampleBuysFromUniswap(
address router,
address takerToken,
address makerToken,
uint256[] memory makerTokenAmounts
)
public
view
returns (uint256[] memory takerTokenAmounts)
{
_assertValidPair(makerToken, takerToken);
uint256 numSamples = makerTokenAmounts.length;
takerTokenAmounts = new uint256[](numSamples);
IUniswapExchangeQuotes takerTokenExchange = takerToken == address(0) ?
IUniswapExchangeQuotes(0) : _getUniswapExchange(router, takerToken);
IUniswapExchangeQuotes makerTokenExchange = makerToken == address(0) ?
IUniswapExchangeQuotes(0) : _getUniswapExchange(router, makerToken);
for (uint256 i = 0; i < numSamples; i++) {
bool didSucceed = true;
if (makerToken == address(0)) {
(takerTokenAmounts[i], didSucceed) = _callUniswapExchangePriceFunction(
address(takerTokenExchange),
takerTokenExchange.getTokenToEthOutputPrice.selector,
makerTokenAmounts[i]
);
} else if (takerToken == address(0)) {
(takerTokenAmounts[i], didSucceed) = _callUniswapExchangePriceFunction(
address(makerTokenExchange),
makerTokenExchange.getEthToTokenOutputPrice.selector,
makerTokenAmounts[i]
);
} else {
uint256 ethSold;
(ethSold, didSucceed) = _callUniswapExchangePriceFunction(
address(makerTokenExchange),
makerTokenExchange.getEthToTokenOutputPrice.selector,
makerTokenAmounts[i]
);
if (ethSold != 0) {
(takerTokenAmounts[i], didSucceed) = _callUniswapExchangePriceFunction(
address(takerTokenExchange),
takerTokenExchange.getTokenToEthOutputPrice.selector,
ethSold
);
} else {
takerTokenAmounts[i] = 0;
}
}
// Break early if amounts are 0
if (!didSucceed || takerTokenAmounts[i] == 0) {
break;
}
}
}
/// @dev Gracefully calls a Uniswap pricing function.
/// @param uniswapExchangeAddress Address of an `IUniswapExchangeQuotes` exchange.
/// @param functionSelector Selector of the target function.
/// @param inputAmount Quantity parameter particular to the pricing function.
/// @return outputAmount The returned amount from the function call. Will be
/// zero if the call fails or if `uniswapExchangeAddress` is zero.
function _callUniswapExchangePriceFunction(
address uniswapExchangeAddress,
bytes4 functionSelector,
uint256 inputAmount
)
private
view
returns (uint256 outputAmount, bool didSucceed)
{
if (uniswapExchangeAddress == address(0)) {
return (outputAmount, didSucceed);
}
bytes memory resultData;
(didSucceed, resultData) =
uniswapExchangeAddress.staticcall.gas(UNISWAP_CALL_GAS)(
abi.encodeWithSelector(
functionSelector,
inputAmount
));
if (didSucceed) {
outputAmount = abi.decode(resultData, (uint256));
}
}
/// @dev Retrive an existing Uniswap exchange contract.
/// Throws if the exchange does not exist.
/// @param router Address of the Uniswap router.
/// @param tokenAddress Address of the token contract.
/// @return exchange `IUniswapExchangeQuotes` for the token.
function _getUniswapExchange(address router, address tokenAddress)
private
view
returns (IUniswapExchangeQuotes exchange)
{
exchange = IUniswapExchangeQuotes(
address(IUniswapExchangeFactory(router)
.getExchange(tokenAddress))
);
}
}