🔂 Liquidity Provider Asset Swapper integration

contracts/erc20-bridge-sampler/contracts/src/DummyLiquidityProvider.sol

@@ -0,0 +1,38 @@
+pragma solidity ^0.5.9;
+pragma experimental ABIEncoderV2;
+
+
+contract DummyLiquidityProvider
+{
+    /// @dev Quotes the amount of `makerToken` that would be obtained by
+    ///      selling `sellAmount` of `takerToken`.
+    /// @param sellAmount Amount of `takerToken` to sell.
+    /// @return makerTokenAmount Amount of `makerToken` that would be obtained.
+    function getSellQuote(
+        address, /* takerToken */
+        address, /* makerToken */
+        uint256 sellAmount
+    )
+        external
+        view
+        returns (uint256 makerTokenAmount)
+    {
+        makerTokenAmount = sellAmount - 1;
+    }
+
+    /// @dev Quotes the amount of `takerToken` that would need to be sold in
+    ///      order to obtain `buyAmount` of `makerToken`.
+    /// @param buyAmount Amount of `makerToken` to buy.
+    /// @return takerTokenAmount Amount of `takerToken` that would need to be sold.
+    function getBuyQuote(
+        address, /* takerToken */
+        address, /* makerToken */
+        uint256 buyAmount
+    )
+        external
+        view
+        returns (uint256 takerTokenAmount)
+    {
+        takerTokenAmount = buyAmount + 1;
+    }
+}

contracts/erc20-bridge-sampler/contracts/src/DummyLiquidityProviderRegistry.sol

@@ -0,0 +1,44 @@
+pragma solidity ^0.5.9;
+pragma experimental ABIEncoderV2;
+
+
+contract DummyLiquidityProviderRegistry
+{
+    address private constant NULL_ADDRESS = address(0x0);
+
+    mapping (address => mapping (address => address)) internal _gAddressBook;
+
+    /// @dev Sets address of pool for a market given market (xAsset, yAsset).
+    /// @param xToken First asset managed by pool.
+    /// @param yToken Second asset managed by pool.
+    /// @param poolAddress Address of pool.
+    function setLiquidityProviderForMarket(
+        address xToken,
+        address yToken,
+        address poolAddress
+    )
+        external
+    {
+        _gAddressBook[xToken][yToken] = poolAddress;
+        _gAddressBook[yToken][xToken] = poolAddress;
+    }
+
+    /// @dev Returns the address of pool for a market given market (xAsset, yAsset), or reverts if pool does not exist.
+    /// @param xToken First asset managed by pool.
+    /// @param yToken Second asset managed by pool.
+    /// @return Address of pool.
+    function getLiquidityProviderForMarket(
+        address xToken,
+        address yToken
+    )
+        external
+        view
+        returns (address poolAddress)
+    {
+        poolAddress = _gAddressBook[xToken][yToken];
+        require(
+            poolAddress != NULL_ADDRESS,
+            "Registry/MARKET_PAIR_NOT_SET"
+        );
+    }
+}

contracts/erc20-bridge-sampler/package.json

@@ -36,9 +36,9 @@
         "compile:truffle": "truffle compile"
     },
     "config": {
-        "publicInterfaceContracts": "ERC20BridgeSampler,IERC20BridgeSampler,ILiquidityProvider,ILiquidityProviderRegistry",
+        "publicInterfaceContracts": "ERC20BridgeSampler,IERC20BridgeSampler,ILiquidityProvider,ILiquidityProviderRegistry,DummyLiquidityProviderRegistry,DummyLiquidityProvider",
         "abis:comment": "This list is auto-generated by contracts-gen. Don't edit manually.",
-        "abis": "./test/generated-artifacts/@(ERC20BridgeSampler|ICurve|IDevUtils|IERC20BridgeSampler|IEth2Dai|IKyberNetwork|ILiquidityProvider|ILiquidityProviderRegistry|IUniswapExchangeQuotes|TestERC20BridgeSampler).json"
+        "abis": "./test/generated-artifacts/@(DummyLiquidityProvider|DummyLiquidityProviderRegistry|ERC20BridgeSampler|ICurve|IDevUtils|IERC20BridgeSampler|IEth2Dai|IKyberNetwork|ILiquidityProvider|ILiquidityProviderRegistry|IUniswapExchangeQuotes|TestERC20BridgeSampler).json"
     },
     "repository": {
         "type": "git",

contracts/erc20-bridge-sampler/src/artifacts.ts

@@ -5,6 +5,8 @@
  */
 import { ContractArtifact } from 'ethereum-types';
 
+import * as DummyLiquidityProvider from '../generated-artifacts/DummyLiquidityProvider.json';
+import * as DummyLiquidityProviderRegistry from '../generated-artifacts/DummyLiquidityProviderRegistry.json';
 import * as ERC20BridgeSampler from '../generated-artifacts/ERC20BridgeSampler.json';
 import * as IERC20BridgeSampler from '../generated-artifacts/IERC20BridgeSampler.json';
 import * as ILiquidityProvider from '../generated-artifacts/ILiquidityProvider.json';
@@ -14,4 +16,6 @@ export const artifacts = {
     IERC20BridgeSampler: IERC20BridgeSampler as ContractArtifact,
     ILiquidityProvider: ILiquidityProvider as ContractArtifact,
     ILiquidityProviderRegistry: ILiquidityProviderRegistry as ContractArtifact,
+    DummyLiquidityProviderRegistry: DummyLiquidityProviderRegistry as ContractArtifact,
+    DummyLiquidityProvider: DummyLiquidityProvider as ContractArtifact,
 };

contracts/erc20-bridge-sampler/src/wrappers.ts

@@ -3,6 +3,8 @@
  * Warning: This file is auto-generated by contracts-gen. Don't edit manually.
  * -----------------------------------------------------------------------------
  */
+export * from '../generated-wrappers/dummy_liquidity_provider';
+export * from '../generated-wrappers/dummy_liquidity_provider_registry';
 export * from '../generated-wrappers/erc20_bridge_sampler';
 export * from '../generated-wrappers/i_erc20_bridge_sampler';
 export * from '../generated-wrappers/i_liquidity_provider';

contracts/erc20-bridge-sampler/test/artifacts.ts

@@ -5,6 +5,8 @@
  */
 import { ContractArtifact } from 'ethereum-types';
 
+import * as DummyLiquidityProvider from '../test/generated-artifacts/DummyLiquidityProvider.json';
+import * as DummyLiquidityProviderRegistry from '../test/generated-artifacts/DummyLiquidityProviderRegistry.json';
 import * as ERC20BridgeSampler from '../test/generated-artifacts/ERC20BridgeSampler.json';
 import * as ICurve from '../test/generated-artifacts/ICurve.json';
 import * as IDevUtils from '../test/generated-artifacts/IDevUtils.json';
@@ -16,6 +18,8 @@ import * as ILiquidityProviderRegistry from '../test/generated-artifacts/ILiquid
 import * as IUniswapExchangeQuotes from '../test/generated-artifacts/IUniswapExchangeQuotes.json';
 import * as TestERC20BridgeSampler from '../test/generated-artifacts/TestERC20BridgeSampler.json';
 export const artifacts = {
+    DummyLiquidityProvider: DummyLiquidityProvider as ContractArtifact,
+    DummyLiquidityProviderRegistry: DummyLiquidityProviderRegistry as ContractArtifact,
     ERC20BridgeSampler: ERC20BridgeSampler as ContractArtifact,
     ICurve: ICurve as ContractArtifact,
     IDevUtils: IDevUtils as ContractArtifact,

contracts/erc20-bridge-sampler/test/erc20-bridge-sampler.ts

@@ -11,7 +11,11 @@ import { BigNumber, hexUtils } from '@0x/utils';
 import * as _ from 'lodash';
 
 import { artifacts } from './artifacts';
-import { TestERC20BridgeSamplerContract } from './wrappers';
+import {
+    DummyLiquidityProviderContract,
+    DummyLiquidityProviderRegistryContract,
+    TestERC20BridgeSamplerContract,
+} from './wrappers';
 
 blockchainTests('erc20-bridge-sampler', env => {
     let testContract: TestERC20BridgeSamplerContract;
@@ -716,6 +720,90 @@ blockchainTests('erc20-bridge-sampler', env => {
         });
     });
 
+    describe('getLiquidityProviderFromRegistry', () => {
+        const xAsset = randomAddress();
+        const yAsset = randomAddress();
+        const sampleAmounts = getSampleAmounts(yAsset);
+        let liquidityProvider: DummyLiquidityProviderContract;
+        let registryContract: DummyLiquidityProviderRegistryContract;
+
+        before(async () => {
+            liquidityProvider = await DummyLiquidityProviderContract.deployFrom0xArtifactAsync(
+                artifacts.DummyLiquidityProvider,
+                env.provider,
+                env.txDefaults,
+                {},
+            );
+
+            registryContract = await DummyLiquidityProviderRegistryContract.deployFrom0xArtifactAsync(
+                artifacts.DummyLiquidityProviderRegistry,
+                env.provider,
+                env.txDefaults,
+                {},
+            );
+            await registryContract
+                .setLiquidityProviderForMarket(xAsset, yAsset, liquidityProvider.address)
+                .awaitTransactionSuccessAsync();
+        });
+
+        it('should be able to get the liquidity provider', async () => {
+            const xyLiquidityProvider = await testContract
+                .getLiquidityProviderFromRegistry(registryContract.address, xAsset, yAsset)
+                .callAsync();
+            const yxLiquidityProvider = await testContract
+                .getLiquidityProviderFromRegistry(registryContract.address, yAsset, xAsset)
+                .callAsync();
+            const unknownLiquidityProvider = await testContract
+                .getLiquidityProviderFromRegistry(registryContract.address, yAsset, randomAddress())
+                .callAsync();
+
+            expect(xyLiquidityProvider).to.eq(liquidityProvider.address);
+            expect(yxLiquidityProvider).to.eq(liquidityProvider.address);
+            expect(unknownLiquidityProvider).to.eq(constants.NULL_ADDRESS);
+        });
+
+        it('should be able to query sells from the liquidity provider', async () => {
+            const result = await testContract
+                .sampleSellsFromLiquidityProviderRegistry(registryContract.address, yAsset, xAsset, sampleAmounts)
+                .callAsync();
+            result.forEach((value, idx) => {
+                expect(value).is.bignumber.eql(sampleAmounts[idx].minus(1));
+            });
+        });
+
+        it('should be able to query buys from the liquidity provider', async () => {
+            const result = await testContract
+                .sampleBuysFromLiquidityProviderRegistry(registryContract.address, yAsset, xAsset, sampleAmounts)
+                .callAsync();
+            result.forEach((value, idx) => {
+                expect(value).is.bignumber.eql(sampleAmounts[idx].plus(1));
+            });
+        });
+
+        it('should just return zeros if the liquidity provider cannot be found', async () => {
+            const result = await testContract
+                .sampleBuysFromLiquidityProviderRegistry(
+                    registryContract.address,
+                    yAsset,
+                    randomAddress(),
+                    sampleAmounts,
+                )
+                .callAsync();
+            result.forEach(value => {
+                expect(value).is.bignumber.eql(constants.ZERO_AMOUNT);
+            });
+        });
+
+        it('should just return zeros if the registry does not exist', async () => {
+            const result = await testContract
+                .sampleBuysFromLiquidityProviderRegistry(randomAddress(), yAsset, xAsset, sampleAmounts)
+                .callAsync();
+            result.forEach(value => {
+                expect(value).is.bignumber.eql(constants.ZERO_AMOUNT);
+            });
+        });
+    });
+
     describe('batchCall()', () => {
         it('can call one function', async () => {
             const orders = createOrders(MAKER_TOKEN, TAKER_TOKEN);

contracts/erc20-bridge-sampler/test/wrappers.ts

@@ -3,6 +3,8 @@
  * Warning: This file is auto-generated by contracts-gen. Don't edit manually.
  * -----------------------------------------------------------------------------
  */
+export * from '../test/generated-wrappers/dummy_liquidity_provider';
+export * from '../test/generated-wrappers/dummy_liquidity_provider_registry';
 export * from '../test/generated-wrappers/erc20_bridge_sampler';
 export * from '../test/generated-wrappers/i_curve';
 export * from '../test/generated-wrappers/i_dev_utils';

contracts/erc20-bridge-sampler/tsconfig.json

@@ -3,10 +3,14 @@
     "compilerOptions": { "outDir": "lib", "rootDir": ".", "resolveJsonModule": true },
     "include": ["./src/**/*", "./test/**/*", "./generated-wrappers/**/*"],
     "files": [
+        "generated-artifacts/DummyLiquidityProvider.json",
+        "generated-artifacts/DummyLiquidityProviderRegistry.json",
         "generated-artifacts/ERC20BridgeSampler.json",
         "generated-artifacts/IERC20BridgeSampler.json",
         "generated-artifacts/ILiquidityProvider.json",
         "generated-artifacts/ILiquidityProviderRegistry.json",
+        "test/generated-artifacts/DummyLiquidityProvider.json",
+        "test/generated-artifacts/DummyLiquidityProviderRegistry.json",
         "test/generated-artifacts/ERC20BridgeSampler.json",
         "test/generated-artifacts/ICurve.json",
         "test/generated-artifacts/IDevUtils.json",

packages/asset-swapper/src/swap_quoter.ts

@@ -21,8 +21,9 @@ import {
 } from './types';
 import { assert } from './utils/assert';
 import { calculateLiquidity } from './utils/calculate_liquidity';
-import { DexOrderSampler, MarketOperationUtils } from './utils/market_operation_utils';
+import { MarketOperationUtils } from './utils/market_operation_utils';
 import { dummyOrderUtils } from './utils/market_operation_utils/dummy_order_utils';
+import { DexOrderSampler } from './utils/market_operation_utils/sampler';
 import { orderPrunerUtils } from './utils/order_prune_utils';
 import { OrderStateUtils } from './utils/order_state_utils';
 import { ProtocolFeeUtils } from './utils/protocol_fee_utils';
@@ -144,11 +145,13 @@ export class SwapQuoter {
      * @return  An instance of SwapQuoter
      */
     constructor(supportedProvider: SupportedProvider, orderbook: Orderbook, options: Partial<SwapQuoterOpts> = {}) {
-        const { chainId, expiryBufferMs, permittedOrderFeeTypes, samplerGasLimit } = _.merge(
-            {},
-            constants.DEFAULT_SWAP_QUOTER_OPTS,
-            options,
-        );
+        const {
+            chainId,
+            expiryBufferMs,
+            permittedOrderFeeTypes,
+            samplerGasLimit,
+            liquidityProviderRegistryAddress,
+        } = _.merge({}, constants.DEFAULT_SWAP_QUOTER_OPTS, options);
         const provider = providerUtils.standardizeOrThrow(supportedProvider);
         assert.isValidOrderbook('orderbook', orderbook);
         assert.isNumber('chainId', chainId);
@@ -167,10 +170,15 @@ export class SwapQuoter {
                 gas: samplerGasLimit,
             }),
         );
-        this._marketOperationUtils = new MarketOperationUtils(sampler, this._contractAddresses, {
-            chainId,
-            exchangeAddress: this._contractAddresses.exchange,
-        });
+        this._marketOperationUtils = new MarketOperationUtils(
+            sampler,
+            this._contractAddresses,
+            {
+                chainId,
+                exchangeAddress: this._contractAddresses.exchange,
+            },
+            liquidityProviderRegistryAddress,
+        );
         this._swapQuoteCalculator = new SwapQuoteCalculator(this._protocolFeeUtils, this._marketOperationUtils);
     }
 

packages/asset-swapper/src/types.ts

@@ -212,6 +212,7 @@ export interface SwapQuoterOpts extends OrderPrunerOpts {
     expiryBufferMs: number;
     contractAddresses?: ContractAddresses;
     samplerGasLimit?: number;
+    liquidityProviderRegistryAddress?: string;
 }
 
 /**

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

@@ -1,3 +1,4 @@
+import { assert } from '@0x/assert';
 import { ContractAddresses } from '@0x/contract-addresses';
 import { assetDataUtils, generatePseudoRandomSalt } from '@0x/order-utils';
 import { SignedOrder } from '@0x/types';
@@ -48,6 +49,7 @@ export class CreateOrderUtils {
         outputToken: string,
         path: CollapsedFill[],
         bridgeSlippage: number,
+        liquidityProviderAddress?: string,
     ): OptimizedMarketOrder[] {
         const orders: OptimizedMarketOrder[] = [];
         for (const fill of path) {
@@ -58,7 +60,7 @@ export class CreateOrderUtils {
                     createBridgeOrder(
                         orderDomain,
                         fill,
-                        this._getBridgeAddressFromSource(fill.source),
+                        this._getBridgeAddressFromSource(fill.source, liquidityProviderAddress),
                         outputToken,
                         inputToken,
                         bridgeSlippage,
@@ -76,6 +78,7 @@ export class CreateOrderUtils {
         outputToken: string,
         path: CollapsedFill[],
         bridgeSlippage: number,
+        liquidityProviderAddress?: string,
     ): OptimizedMarketOrder[] {
         const orders: OptimizedMarketOrder[] = [];
         for (const fill of path) {
@@ -86,7 +89,7 @@ export class CreateOrderUtils {
                     createBridgeOrder(
                         orderDomain,
                         fill,
-                        this._getBridgeAddressFromSource(fill.source),
+                        this._getBridgeAddressFromSource(fill.source, liquidityProviderAddress),
                         inputToken,
                         outputToken,
                         bridgeSlippage,
@@ -98,7 +101,7 @@ export class CreateOrderUtils {
         return orders;
     }
 
-    private _getBridgeAddressFromSource(source: ERC20BridgeSource): string {
+    private _getBridgeAddressFromSource(source: ERC20BridgeSource, liquidityProviderAddress?: string): string {
         switch (source) {
             case ERC20BridgeSource.Eth2Dai:
                 return this._contractAddress.eth2DaiBridge;
@@ -111,6 +114,14 @@ export class CreateOrderUtils {
             case ERC20BridgeSource.CurveUsdcDaiUsdtTusd:
             case ERC20BridgeSource.CurveUsdcDaiUsdtBusd:
                 return this._contractAddress.curveBridge;
+            case ERC20BridgeSource.LiquidityProvider:
+                if (liquidityProviderAddress === undefined) {
+                    throw new Error(
+                        'Cannot create a LiquidityProvider order without a LiquidityProvider pool address.',
+                    );
+                }
+                assert.isETHAddressHex('liquidityProviderAddress', liquidityProviderAddress);
+                return liquidityProviderAddress;
             default:
                 break;
         }