Asset-swapper aggregator utils #2353

dorothy-zbornak · 2019-11-20T02:13:59Z

Description

Adds aggregator utils to @0x/asset-swapper, which can be found in src/utils/aggregate.ts.

Improving Quotes

The main functions of interest are improveMarketSellAsync()and improveMarketBuyAsync(). Each takes native orders, a fill amount, and some options. They will poll on-chain DEXes and return a mixture of native and bridge orders that can be passed into marketBuy() or marketFill() on the Exchange contract.

/**
 * Improve a market sell operation by (potentially) merging native orders with
 * generated bridge orders.
 * @param samplerContract The `IERC20BridgeSamplerContract` contract.
 * @param nativeOrders Native orders.
 * @param takerAmount Amount of taker asset to sell.
 * @param opts Options object.
 * @return Improved orders.
 */
export async function improveMarketSellAsync(
    samplerContract: IERC20BridgeSamplerContract,
    nativeOrders: SignedOrderWithoutDomain[],
    takerAmount: BigNumber,
    opts?: Partial<ImproveOrdersOpts>,
): Promise<SignedOrderWithoutDomain[]>;

/**
 * Improve a market buy operation by (potentially) merging native orders with
 * generated bridge orders.
 * @param samplerContract The `IERC20BridgeSamplerContract` contract.
 * @param nativeOrders Native orders.
 * @param makerAmount Amount of maker asset to buy.
 * @param opts Options object.
 * @return Improved orders.
 */
export async function improveMarketBuyAsync(
    samplerContract: IERC20BridgeSamplerContract,
    nativeOrders: SignedOrderWithoutDomain[],
    makerAmount: BigNumber,
    opts?: Partial<ImproveOrdersOpts>,
): Promise<SignedOrderWithoutDomain[]>;

Options

An options object can be passed into either function, which control slippage on bridge orders, sources used, and performance of the mixing algorithm.

/**
 * Options for `improveMarketBuyAsync()` and `improveMarketSellAsync()`.
 */
export interface ImproveOrdersOpts {
    /**
     * Liquidity sources to exclude. Default is none.
     */
    excludedSources: ERC20BridgeSource[];
    /**
     * Whether to prevent mixing Kyber orders with Uniswap and Eth2Dai orders.
     */
    noConflicts: boolean;
    /**
     * Complexity limit on the search algorithm, i.e., maximum number of
     * nodes to visit. Default is 1024.
     */
    runLimit: number;
    /**
     * When generating bridge orders, we use
     * sampled rate * (1 - bridgeSlippage)
     * as the rate for calculating maker/taker asset amounts.
     * This should be a small positive number (e.g., 0.0005) to make up for
     * small discrepancies between samples and truth.
     * Default is 0.0005 (5 basis points).
     */
    bridgeSlippage: number;
    /**
     * Number of samples to take for each DEX quote.
     */
    numSamples: number;
    /**
     * Dust amount, as a fraction of the fill amount.
     * Default is 0.01 (100 basis points).
     */
    dustThreshold: number;
}

Changes to the `ERC20BridgeSampler` contract.

Previously, queryOrdersAndSampleSells/Buys() would return the OrderInfo for each order passed in, along with DEX samples. Now it calls DevUtils.getOrderRelevantStates() and returns the actual fillable maker or taker amount (depending on whether it's a buy or sell). Also, if the order status is not FILLABLE or the signature is invalid, this amount will be zero.

TODO

Fold this library into asset-swapper's quoting logic.
The addresses of the bridge contracts in aggregate.ts are wrong and will need to be updated once the final versions of the bridges have been deployed.
Incorporate native order fees
Fix outstanding/breaking TODOs (mainly the redundant work)
Fix test coverage
Add Sampler to @0x/contract-addresses
If no nativeOrders pass in a "dummy order" such that swapper now uses only other DEX sources to prepare quote.
Gas is not accounted for. Not sure how we want to deal with these.

Testing instructions

Types of changes

Checklist:

Prefix PR title with [WIP] if necessary.
Update documentation as needed.
Add new entries to the relevant CHANGELOG.jsons.

buildsize · 2019-11-25T16:43:03Z

File name	Previous Size	New Size	Change
init.py	60.25 KB	60.25 KB	0 bytes (0%)
abi_gen_dummy.ts	77.76 KB	[deleted]
lib_dummy.ts	7.13 KB	[deleted]
test_lib_dummy.ts	10.38 KB	[deleted]
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coveralls · 2019-11-26T21:07:16Z

Coverage remained the same at 77.804% when pulling 12f8cb0 on feat/asset-swapper/ERC20BridgeAggregator into 6808e0d on development.

dekz · 2019-11-27T07:38:01Z

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

+        ...IMPROVE_ORDERS_OPTS_DEFAULTS,
+        ...opts,
+    };
+    const [orderInfos, dexQuotes] = await queryNetworkAsync(


Thoughts on using DevUtils.getOrderRelevantState in the Sampler and returning [orderInfos, fillableTakerAssetAmount, isValidSignature].

We perform this to ensure the order is valid and check how much is fillable. We could skip that check a by combining it in the Sampler and reduce an RPC call.

Yeah, I'm down for something like that. It looks like there's some more complex pruning rules being applied. So maybe the sampler contract can query those states and pass them into an orderFilter callback in opts.

Hmm, really all we care about is how much taker asset is fillable. I think I'll just have the contract return that quantity, which will also be zero if the signature is invalid or if the order status is not FILLABLE.

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

dekz · 2019-11-27T07:40:50Z

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

+    if (!provider) {
+        throw new Error(AggregationError.MissingProvider);
+    }
+    const sampler = new ERC20BridgeSamplerContract(SAMPLER_ADDRESS, provider);


I'd even consider just passing in the entire ERC20BridgeSampler, won't have to deal with optional providers here or in ImproveOrdersOpts

dekz · 2019-11-27T07:42:11Z

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

+/**
+ * Create ERC20Proxy asset data.
+ */
+export function createERC20AssetData(tokenAddress: string): string {


we can re-use DevUtils here which performs this pure in memory.

I hate DevUtils but OK 🙄

On second thought, how about we wait until DevUtils is sorted out since switching this one function won't really do me any favors right now.

dekz · 2019-11-27T07:43:49Z

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

+/**
+ * Create ERC20Bridge asset data.
+ */
+export function createBridgeAssetData(tokenAddress: string, bridgeAddress: string, bridgeData: string): string {


We should add an asana task to get this encoding/decoding into DevUtils and re-use from that.

(if it fits)

dekz · 2019-11-27T07:45:37Z

packages/asset-swapper/package.json

@@ -43,6 +43,7 @@
        "@0x/assert": "^2.2.0-beta.2",
        "@0x/contract-addresses": "^3.3.0-beta.4",
        "@0x/abi-gen-wrappers": "^5.4.0-beta.3",
+        "@0x/contracts-erc20-bridge-sampler": "^1.0.0-beta.1",


TODO add this to abi-gen-wrappers/export from contract-wrappers. These have pruned artifacts and won't bloat out the asset-swapper bundle size.

dekz · 2019-11-27T07:50:11Z

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

+    nativeOrders: OrderWithoutDomain[],
+    takerAmount: BigNumber,
+    opts?: Partial<ImproveOrdersOpts>,
+): Promise<OrderWithoutDomain[]> {


Is this correct in terms of turning it into a WalletSignature?

const improvedOrders = await improveMarketBuyAsync(prunedOrders, assetFillAmount, { provider: this.provider, }); const improvedSignedOrders = improvedOrders.map(i => ({ ...i, signature: '0x04', chainId: this.chainId, exchangeAddress: this._contractAddresses.exchange, }));

IIRC

Wallet = 0x04 EIP1271Wallet = 0x07

Well, for the bridge orders. You still have to map the native orders to their respective (probably non-Wallet) signatures. I'll handle signatures in the upcoming iteration, though, so it'll be moot.

dekz · 2019-11-27T07:53:21Z

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

+    opts?: Partial<ImproveOrdersOpts>,
+): Promise<OrderWithoutDomain[]> {
+    if (nativeOrders.length === 0) {
+        throw new Error(AggregationError.EmptyOrders);


What is the flow for just retrieving a bunch of BridgeOrders if there are no NativeOrders for this asset pair?

Just use sampleBuys/sampleSells directly?

I would just pass in an empty order to keep the entry point the same.

dave4506 · 2019-12-02T20:05:22Z

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

@@ -0,0 +1,800 @@
+import { IERC20BridgeSamplerContract } from '@0x/contracts-erc20-bridge-sampler';


@dekz highlighted above, but will need to rebase this PR with development we switched back to using @0x/contract-wrappers for bundle size reasons.

dave4506

This looks awesome! Only minor feedback on the design of the algorithm.

Thought though: @dekz @dorothy-zbornak
While this algorithm searches for optimal paths with random walks, can we optimize further with a linear algebra interpretation of the paths?

I am thinking that with some pruning we can get a rather sparse matrix representation of the edges and Fill Paths, with some modified form of dijkstra's algorithm or some other optimization algorithm and an efficient sparse matrix typescript library, we may be able to see performance gains?

Just a shower thought, maybe for a later upgrade if performance becomes an issue.

dave4506 · 2019-12-02T20:07:04Z

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

+import { constants } from '../constants';
+
+const { NULL_BYTES, NULL_ADDRESS } = constants;
+const ZERO = new BigNumber(0);


nit. these should be constants.ts

dave4506 · 2019-12-02T20:13:05Z

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

+    parent?: Fill;
+    // Arbitrary data to store in this Fill object. Used to reconstruct orders
+    // from paths.
+    data?: any;


Feel like a more verbose name here other than data would help

This should actually just be FillData, if we need more data entries, we can always add it.

We can use a union type to capture all of the 'types' that data can be.

dave4506 · 2019-12-02T20:18:40Z

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

+     * Dust amount, as a fraction of the fill amount.
+     * Default is 0.01 (100 basis points).
+     */
+    dustThreshold: number;


nit. prefer dustAmountThreshhold

idk, we seem to use amount for flat amounts, whereas this is a %. Maybe dustFractionThreshold?

dave4506 · 2019-12-02T20:28:53Z

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

+    return path;
+}
+
+function createBuyPathFromNativeOrders(orders: SignedOrderWithoutDomain[], fillableAmounts: BigNumber[]): Fill[] {


Can we reuse some of the logic from above? (as in dedup the logic) Not a big issue

Turns out these are subtly different enough to make it not worth it.

dave4506 · 2019-12-02T20:33:56Z

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

+            currentPathOutput: ZERO,
+            currentPathFlags: 0,
+        };
+        // Visit all valid combintations of fills to find the optimal path.


Suggested change

// Visit all valid combintations of fills to find the optimal path.

// Visit all valid combinations of fills to find the optimal path.

dave4506 · 2019-12-02T20:38:13Z

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

+    const optimalPath = optimizer.optimize(
+        sortFillsByPrice(allFills),
+        takerAmount,
+        pickOptimalPath(allPaths, takerAmount),


is it possible to move this pickOptimalPath logic into FillsOptimizer? Seems like it makes more sense there.

pickOptimalPath just picks the shortest path of those passed in, but FillsOptimizer's job is to actually generate new paths so idk if that's a great fit.

hysz · 2019-12-02T23:10:05Z

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

+ * Convert a source to a canonical address used by the sampler contract.
+ */
+export const SOURCE_TO_ADDRESS: { [key: string]: string } = {
+    [ERC20BridgeSource.Eth2Dai]: '0x39755357759cE0d7f32dC8dC45414CCa409AE24e',


How would y'all feel about putting these in a central location, like contract-addresses? (or even just a JSON file in here called contract-addresses.json with mappings for the various networks)

Yes, for sure, once these are actually all deployed.

Just realized these are DEX addresses. Yeah, idk, feels weird to put non 0x stuff in contract-addresses. 🤔

hysz · 2019-12-03T02:05:26Z

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

+/**
+ * Class for finding optimized fill paths.
+ */
+export class FillsOptimizer {


I know that AMM's like the one used by Uniswap will give you a worse price the more you fill. Is this the case for all of our sources?

As a rule, yes. In practice, we often see quotes up to and beyond $10k, for high liquidity pairs, that are virtually linear (i.e., rates are essentially constant).

Well, as a rule except for maybe Kyber, which is why we fall back to the flood fill.

dorothy-zbornak · 2019-12-03T04:25:33Z

This looks awesome! Only minor feedback on the design of the algorithm.

Thought though: @dekz @dorothy-zbornak
While this algorithm searches for optimal paths with random walks, can we optimize further with a linear algebra interpretation of the paths?

I am thinking that with some pruning we can get a rather sparse matrix representation of the edges and Fill Paths, with some modified form of dijkstra's algorithm or some other optimization algorithm and an efficient sparse matrix typescript library, we may be able to see performance gains?

Just a shower thought, maybe for a later upgrade if performance becomes an issue.

Yeah, there is no doubt we can optimize this algo to reduce the space complexity. The pruning done here is not super aggressive. One obvious one we can do for buys is avoid traversing paths that would exceed the global minimum cost. There are some issues with using LA to find ideal splits, like not being able to partially fill orders (except for the last) with market functions, so we might have to go down the route of having a custom forwarder for asset-swapper.

Another thing worth noting is that in most cases (knock on wood), this algo does approximate the globally optimal solution early on, because the solution for combining convex quotes should just be discoverable using a simple greedy algorithm. Because the fill nodes are sorted by price, this solution is walked over sooner rather than later.

dave4506 · 2019-12-06T03:27:09Z

Adding back the [WIP] tag, to finish the work with integrating asset-swapper with the aggregator utils and wrapping up the TODO tasks.

xianny · 2019-12-14T01:37:47Z

packages/contract-wrappers/CHANGELOG.json

+            },
+            {
+                "note": "Add `IERC20BridgeSampler` wrapper",
+                "pr": 2353


I think this needs a new entry; current entry is already published

xianny · 2019-12-14T01:38:05Z

packages/contract-artifacts/CHANGELOG.json

@@ -5,6 +5,10 @@
            {
                "note": "Add `IAssetData` artifact",
                "pr": 2373
+            },


this needs a new entry right? current entry is already published

xianny · 2019-12-14T01:39:07Z

packages/types/CHANGELOG.json

@@ -14,6 +14,10 @@
            {
                "note": "Add `ERC20BridgeAssetData`",
                "pr": 2373


same; this needs a new entry

dekz · 2019-12-15T02:08:55Z

Thanks for catching that @xianny. I pushed a fix to that.

dekz

This looks good to me, I think we can do a follow up clean up/refactor once this is shipped. Most of my comments are subjective styling.

One refactor which would be great to have is in the tests which are pretty complex to follow (especially with the dependance on ERC20BridgeSource being a num enum.

From a blackbox perspective this has been performing very competitively, so mad props to @dave4506 and @dorothy-zbornak.

dekz · 2019-12-15T20:28:51Z

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

@@ -1,41 +1,73 @@
 import { Order } from '@0x/types';
 import { BigNumber } from '@0x/utils';
+import * as heartbeats from 'heartbeats';
 import * as _ from 'lodash';


We're not using lodash in this file.

Suggested change

import * as _ from 'lodash';

dekz · 2019-12-15T20:30:09Z

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

    // tslint:disable-next-line:prefer-function-over-method
-    public async getProtocolFeeMultiplierAsync(): Promise<BigNumber> {
+    public getProtocolFeeMultiplier(): BigNumber {


I'd consider keeping this async for the future, we might want to poll every few minutes. Keeping it async now would prevent a breaking future change. Not a huge deal though.

dekz · 2019-12-15T20:38:16Z

packages/asset-swapper/test/market_operation_utils_test.ts

+        };
+    }
+
+    function getSourceFromAssetData(assetData: string): ERC20BridgeSource {


This is a useful function for data purposes (determining the composition). We should move it into utils.

Probably not this version though; it's not very thorough.

dekz · 2019-12-15T20:40:30Z

packages/asset-swapper/test/market_operation_utils_test.ts

+    function getSourceFromAddress(sourceAddress: string): ERC20BridgeSource {
+        for (const k of Object.keys(SOURCE_TO_ADDRESS)) {
+            if (SOURCE_TO_ADDRESS[k].toLowerCase() === sourceAddress.toLowerCase()) {
+                return parseInt(k, 10) as ERC20BridgeSource;


TODO I don't think we should rely on the enum default ints. It's definitely bitten me before, i.e

if (ERC20BridgeSource.Native) // if (0)

There is a lot of logic dependent on this though so let's have a TODO item to replace this with String enums

dekz · 2019-12-15T20:41:21Z

packages/asset-swapper/test/market_operation_utils_test.ts

+            queryOrdersAndSampleBuys: (orders, signatures, sources, fillAmounts) => [
+                orders.map(o => o.makerAssetAmount),
+                sources.map(s =>
+                    shortZip(fillAmounts, rates[getSourceFromAddress(s)]).map(([f, r]) =>


This hurt my brain 🤣

I can rewrite this to be clearer.

dekz · 2019-12-15T22:27:12Z

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

+    });
+}
+
+function getOrderTokens(order: SignedOrder): [string, string] {


TODO assetDataUtils is back

dekz · 2019-12-15T22:28:04Z

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

+ * Common exception messages thrown by aggregation logic.
+ */
+export enum AggregationError {
+    NoOptimalPath = 'no optimal path',


Suggested change

NoOptimalPath = 'no optimal path',

NoOptimalPath = 'NO_OPTIMAL_PATH',

dekz · 2019-12-15T22:28:21Z

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

+ */
+export enum AggregationError {
+    NoOptimalPath = 'no optimal path',
+    EmptyOrders = 'empty orders',


Suggested change

EmptyOrders = 'empty orders',

EmptyOrders = 'EMPTY_ORDERS',

dekz · 2019-12-15T22:29:24Z

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

+    public async getSignedOrdersWithFillableAmountsAsync(
+        signedOrders: SignedOrder[],
+    ): Promise<SignedOrderWithFillableAmounts[]> {
+        const signatures = _.map(signedOrders, o => o.signature);


Suggested change

const signatures = _.map(signedOrders, o => o.signature);

const signatures = signedOrders.map(o => o.signature);

dekz · 2019-12-15T22:29:32Z

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

+import { DevUtilsContract } from '@0x/contract-wrappers';
+import { orderCalculationUtils } from '@0x/order-utils';
+import { OrderStatus, SignedOrder } from '@0x/types';
+import * as _ from 'lodash';


Suggested change

import * as _ from 'lodash';

`@0x/contract-addresses`: Make kyber lowercase.

dorothy-zbornak

Addressed most of @dekz's comments. I think this is in a pretty good place now. Awesome work, @dave4506. Would approve this PR if I was allowed to.

dorothy-zbornak · 2019-12-16T08:10:31Z

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

+ * Create ERC20Bridge asset data.
+ */
+export function createBridgeAssetData(tokenAddress: string, bridgeAddress: string, bridgeData: string): string {
+    const encoder = AbiEncoder.createMethod('ERC20Bridge', [


TODO once we get bridge stuff in assetDataUtils.

It's already in there :)

* `@0x/asset-swapper`: Add ERC20Bridge aggregator library. * `@0x/asset-swapper`: Finish off `aggregate.ts`. * `@0x/types`: Add `OrderWithoutDomain` type. * `@0x/asset-swapper`: Add testing infra for sampler/aggregator. * `@0x/types`: Add `SignedOrderWithoutDomain` type. * `@0x/asset-swapper`: Update aggregator to take and return orders with signatures. * `@0x/asset-swapper`: Fix broken aggregator tests. * `@0x/asset-swapper`: Pass the sampler contract into aggregator entry points. * `@0x/contract-artifacts`: Add `IERC20BridgeSampler` artifact. * `@0x/contract-wrappers`: Add `IERC20BridgeSampler` wrapper. * `@0x/asset-swapper`: Address review comments. * fixed testing * refactored aggregate.ts and embeded into asset-swapper * added adjusted rates for taker and maker fees * remove PrunedSignedOrders * updated contract-addresses and addressed some other todos * streamlined logic * patched in lawrences changes * renamed aggregator utils and removed market_utils.ts * added ack heartbeats * fixed bug * patches * added dummy order things * Dummy with valid sig * Tweak gas price calculation to wei * added test coverage and fixed bugs * fixed migrations * Fix CHANGELOGs and types export * Deploy latest ERC20BridgeSampler on Mainnet * `@0x/types` Revert CHANGELOG. * `@0x/asset-swapper`: Address review comments. `@0x/contract-addresses`: Make kyber lowercase. * made protocol fee multiplier async * `@0x/asset-swapper: Fix build errors and do some code cleanup. * use assetDataUtils where possible

dorothy-zbornak force-pushed the feat/asset-swapper/ERC20BridgeAggregator branch from 4f93259 to e94dc90 Compare November 20, 2019 03:23

dorothy-zbornak force-pushed the feat/asset-swapper/ERC20BridgeAggregator branch from 6170fbd to b2ac850 Compare November 26, 2019 20:46

dorothy-zbornak force-pushed the feat/asset-swapper/ERC20BridgeAggregator branch from b2ac850 to e3d6017 Compare November 26, 2019 21:07

dorothy-zbornak marked this pull request as ready for review November 26, 2019 21:07

dorothy-zbornak requested review from BMillman19, dave4506 and fragosti as code owners November 26, 2019 21:07

dorothy-zbornak requested review from dave4506 and removed request for dave4506 November 26, 2019 21:07

dorothy-zbornak force-pushed the feat/asset-swapper/ERC20BridgeAggregator branch from e3d6017 to de451c7 Compare November 26, 2019 21:12

dorothy-zbornak changed the title ~~[WIP] asset-swapper aggregator utils~~ asset-swapper aggregator utils Nov 26, 2019

dekz reviewed Nov 27, 2019

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dorothy-zbornak requested review from abandeali1 and hysz as code owners November 27, 2019 22:52

dave4506 reviewed Dec 2, 2019

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hysz reviewed Dec 3, 2019

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dorothy-zbornak force-pushed the feat/asset-swapper/ERC20BridgeAggregator branch from b0bd256 to eece31f Compare December 4, 2019 00:58

dorothy-zbornak requested a review from albrow as a code owner December 4, 2019 00:58

dorothy-zbornak force-pushed the feat/asset-swapper/ERC20BridgeAggregator branch 2 times, most recently from f06b7b9 to fc84a08 Compare December 4, 2019 05:18

dorothy-zbornak requested a review from xianny as a code owner December 4, 2019 05:18

dorothy-zbornak force-pushed the feat/asset-swapper/ERC20BridgeAggregator branch from fc84a08 to 1e2de2a Compare December 4, 2019 06:28

dave4506 force-pushed the feat/asset-swapper/ERC20BridgeAggregator branch from 1e2de2a to 8389937 Compare December 6, 2019 03:22

dave4506 changed the title ~~asset-swapper aggregator utils~~ [WIP] asset-swapper aggregator utils Dec 6, 2019

dave4506 removed the request for review from albrow December 12, 2019 20:00

David Sun and others added 7 commits December 13, 2019 17:31

fixed bug

08c7ee5

patches

1997384

added dummy order things

eb0bd96

Dummy with valid sig

b7da180

added test coverage and fixed bugs

e7d1b2b

Tweak gas price calculation to wei

9e4738c

fixed migrations

c135945

dorothy-zbornak force-pushed the feat/asset-swapper/ERC20BridgeAggregator branch from d81bac0 to c135945 Compare December 14, 2019 01:32

xianny reviewed Dec 14, 2019

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dekz force-pushed the feat/asset-swapper/ERC20BridgeAggregator branch from 97fdc35 to f49cb9a Compare December 15, 2019 02:24

Fix CHANGELOGs and types export

72be518

dekz force-pushed the feat/asset-swapper/ERC20BridgeAggregator branch from f49cb9a to 72be518 Compare December 15, 2019 02:25

Deploy latest ERC20BridgeSampler on Mainnet

13fc6a7

dave4506 changed the title ~~[WIP] asset-swapper aggregator utils~~ Asset-swapper aggregator utils Dec 15, 2019

dekz force-pushed the feat/asset-swapper/ERC20BridgeAggregator branch from 34447d2 to 13fc6a7 Compare December 15, 2019 05:17

dekz approved these changes Dec 15, 2019

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dorothy-zbornak added 2 commits December 15, 2019 20:07

@0x/types Revert CHANGELOG.

1f26d08

@0x/asset-swapper: Address review comments.

7d02e54

`@0x/contract-addresses`: Make kyber lowercase.

dorothy-zbornak force-pushed the feat/asset-swapper/ERC20BridgeAggregator branch from 7a24477 to 7d02e54 Compare December 16, 2019 08:09

dorothy-zbornak commented Dec 16, 2019

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dave4506 and others added 3 commits December 16, 2019 08:48

made protocol fee multiplier async

245dc24

`@0x/asset-swapper: Fix build errors and do some code cleanup.

642b67c

use assetDataUtils where possible

12f8cb0

xianny force-pushed the feat/asset-swapper/ERC20BridgeAggregator branch from b4292b8 to 12f8cb0 Compare December 16, 2019 19:54

xianny merged commit 9949085 into development Dec 16, 2019

xianny deleted the feat/asset-swapper/ERC20BridgeAggregator branch December 16, 2019 20:36

		@@ -0,0 +1,800 @@
		import { IERC20BridgeSamplerContract } from '@0x/contracts-erc20-bridge-sampler';

	// Visit all valid combintations of fills to find the optimal path.
	// Visit all valid combinations of fills to find the optimal path.

	NoOptimalPath = 'no optimal path',
	NoOptimalPath = 'NO_OPTIMAL_PATH',

	const signatures = _.map(signedOrders, o => o.signature);
	const signatures = signedOrders.map(o => o.signature);

Asset-swapper aggregator utils #2353

Asset-swapper aggregator utils #2353

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dorothy-zbornak commented Nov 20, 2019 • edited by dave4506 Loading

Description

Improving Quotes

Options

Changes to the ERC20BridgeSampler contract.

TODO

Testing instructions

Types of changes

Checklist:

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dave4506 Dec 2, 2019 • edited Loading

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dorothy-zbornak commented Dec 3, 2019

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dekz commented Dec 15, 2019

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dorothy-zbornak commented Nov 20, 2019 •

edited by dave4506

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Changes to the `ERC20BridgeSampler` contract.

buildsize bot commented Nov 25, 2019 •

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