feat: support ExchangeProxy for swap quotes (Swap V1) #262

xianny · 2020-06-18T21:38:17Z

Description

Introduces swap/v1 and preserves old functionality in swap/v0.

Changes:

Selling of ERC20 and receiving ETH in v1 is no longer an error but is supported with parameters (isToEth) to the ExchangeProxy.
SwapQuoteConsumer exports call data for ExchangeProxy
Support RFQT via EP (specify taker address as EP FlashWallet)
Support ETH output and input (using EP parameters), removing any Forwarder references
Add allowance target to response
disabled shouldBatchBridgeOrders (waiting for "on-chain fills without protocol fees" to ship)

Note on versioning
This PR adds paths for V0 and V1 functionality within the code. This approach is less than ideal as code complexity can quickly grow unmanageable. We're doing this as a one-off because V1 does not have significant changes compared to V0. We'll need to revisit our approach for future major version bumps.

Additional context: Technically V1 does not have breaking interface changes from V0 and might not warrant a major version bump. However, one of our integrators who rely on hardcoded contract addresses or users not expecting a new allowance target will have a badd experience. We'll be running V0 and V1 concurrently to support them. Discussion is still open as to how we will approach similar situations in the future.

Testing Instructions

Existing unit tests have been copied and moved swap_test.ts -> swap_v0_test.ts with no meaningful changes. These should still pass.

swap_test.ts has the same tests as before, with one difference. When sellToken=ETH it should return the exchange proxy address instead of the forwarder address as the to field.

Protocol Fee is 0 when only on-chain sources are used. Value is also 0 when non ETH sell.
On-chain sources are no longer rolled up into DFB.
To address is ExchangeProxy.
DAI -> ETH is supported.

Checklist

Update documentation as needed. Website Documentation PR:
Prefix PR title with [WIP] if necessary.
Add tests to cover changes as needed.

This PR now includes Balancer changes from #277
DO NOT MERGE until:

BalancerBridge 0x-monorepo#2613 has been approved & merged
@0x/asset-swapper and @0x/contract-addresses are updated to non-gitpkg versions, or at least gitpkg publishes that are on the monorepo development branch
simbot comparing staging vs prod looks good

src/services/swap_service.ts

xianny · 2020-06-24T21:59:09Z

deploy staging

.github/workflows/ci-build.yml

package.json

src/handlers/swap_handlers.ts

src/services/swap_service.ts

test/swap_test.ts

.github/workflows/ci-build.yml

xianny · 2020-06-25T17:33:41Z

deploy staging

dorothy-zbornak

looking good!

src/routers/swap_router.ts

src/services/swap_service.ts

outdated

dekz · 2020-07-09T00:37:00Z

deploy staging

…dgeSource and gas/fee schedules

xianny · 2020-07-10T22:01:57Z

deploy staging

moodlezoup · 2020-07-11T02:11:12Z

deploy staging

moodlezoup · 2020-07-14T03:51:29Z

deploy staging

moodlezoup · 2020-07-14T16:54:11Z

deploy staging

dekz · 2020-07-15T05:47:16Z

deploy staging

dekz · 2020-07-15T10:47:38Z

Realized prices

Revert rate

Response time

dekz · 2020-07-15T12:47:42Z

deploy staging

dekz · 2020-07-15T14:01:28Z

Typescript 3.9.6 update + crazy market conditions

Response time

Realized Price

dekz · 2020-07-15T22:20:14Z

deploy production

# [1.11.0](v1.10.2...v1.11.0) (2020-07-20) ### Features * support ExchangeProxy for swap quotes (Swap V1) ([#262](#262)) ([3415d63](3415d63)), closes [#268](#268) [#269](#269) [#282](#282) * Updates BZRX token address to new BZRX token ([#279](#279)) ([8032d96](8032d96))

github-actions · 2020-07-20T17:19:02Z

🎉 This PR is included in version 1.11.0 🎉

The release is available on:

GitHub release
v1.11.0

Your semantic-release bot 📦🚀

xianny force-pushed the feat/allowance-target branch from ed60524 to 04817eb Compare June 23, 2020 20:32

xianny changed the title ~~wip - EP allowance target~~ feat: support ExchangeProxy in swap (swap v1) Jun 23, 2020

xianny changed the title ~~feat: support ExchangeProxy in swap (swap v1)~~ feat: support ExchangeProxy for swap quotes (Swap V1) Jun 23, 2020

xianny marked this pull request as ready for review June 23, 2020 21:34

xianny requested a review from dekz June 23, 2020 21:34

xianny force-pushed the feat/allowance-target branch 2 times, most recently from 24e147b to c0ad8bd Compare June 23, 2020 23:01

dekz reviewed Jun 24, 2020

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xianny requested a review from dekz June 24, 2020 00:27

dekz suggested changes Jun 24, 2020

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xianny force-pushed the feat/allowance-target branch 2 times, most recently from c4f64f2 to d79a170 Compare June 24, 2020 22:27

dekz force-pushed the feat/allowance-target branch 3 times, most recently from 0a2fad6 to e57bb80 Compare June 25, 2020 04:03

dekz self-requested a review June 25, 2020 04:47

dekz previously requested changes Jun 25, 2020

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dekz force-pushed the feat/allowance-target branch from 2a98d3b to 7b443d7 Compare June 25, 2020 06:18

xianny force-pushed the feat/allowance-target branch 3 times, most recently from 03f92e7 to 7264975 Compare June 25, 2020 17:15

xianny commented Jun 25, 2020

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xianny requested review from dekz and dorothy-zbornak June 25, 2020 17:33

dorothy-zbornak approved these changes Jun 25, 2020

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dekz requested a review from dorothy-zbornak June 26, 2020 07:57

dekz force-pushed the feat/allowance-target branch from 324e35b to 1d0235f Compare June 26, 2020 08:59

moodlezoup and others added 3 commits July 10, 2020 13:39

Add Balancer as a source and make changes to reflect updates ERC20Bri…

6d15016

…dgeSource and gas/fee schedules

update asset-swapper with balancer changes

90409be

Merge branch 'feat/balancer' into feat/allowance-target

37cccb2

xianny force-pushed the feat/allowance-target branch from f4ef0a1 to 37cccb2 Compare July 10, 2020 21:41

try adding @balancer-labs/sor as direct dep

c79c1f3

Use faster AssetSwapper version 🤞

1967bfc

moodlezoup force-pushed the feat/allowance-target branch from 09baeb2 to 1967bfc Compare July 11, 2020 01:48

Use new AssetSwapper gitpkg

9bb0987

Try bumping down runLimit to 2 ** 13

125eb1d

Update to latest packages

556ee28

for ganache do not override as its unsupported

feaf5d4

dekz force-pushed the feat/allowance-target branch from 5e8955e to feaf5d4 Compare July 15, 2020 09:24

use flash wallet address in contract-addresses

fb9b8d9

dekz force-pushed the feat/allowance-target branch from 2dfe8cb to fb9b8d9 Compare July 15, 2020 10:33

chore: upgrade to typescript 3.9.6 (#282)

78cd7d7

dekz merged commit 3415d63 into master Jul 15, 2020

dekz deleted the feat/allowance-target branch July 15, 2020 22:07

github-actions bot added the released label Jul 20, 2020

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feat: support ExchangeProxy for swap quotes (Swap V1) #262

feat: support ExchangeProxy for swap quotes (Swap V1) #262

xianny commented Jun 18, 2020 •

edited by dekz

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feat: support ExchangeProxy for swap quotes (Swap V1) #262

feat: support ExchangeProxy for swap quotes (Swap V1) #262

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xianny commented Jun 18, 2020 • edited by dekz Loading

Description

Testing Instructions

Checklist

xianny commented Jun 24, 2020

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xianny commented Jul 10, 2020

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moodlezoup commented Jul 14, 2020

dekz commented Jul 15, 2020

dekz commented Jul 15, 2020

Realized prices

Revert rate

Response time

dekz commented Jul 15, 2020

dekz commented Jul 15, 2020 • edited Loading

Typescript 3.9.6 update + crazy market conditions

Response time

Realized Price

dekz commented Jul 15, 2020

github-actions bot commented Jul 20, 2020

xianny commented Jun 18, 2020 •

edited by dekz

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