feat: Update protocol fee to 70k. Yield to event loop in path optimiz…

…er (#285) * fix: yield to event loop * disable Balancer * fix: Balancer promist, native skip when excluded * fix: rfqt logging * chore: update protocol fee multiplier * fix: update to latest AS with 70k protocol fee
0xProject · Jul 21, 2020 · a996c7b · a996c7b
1 parent 861d2b5
commit a996c7b
Show file tree

Hide file tree

Showing 6 changed files with 34 additions and 947 deletions.
diff --git a/package.json b/package.json
@@ -123,7 +123,7 @@
     },
     "dependencies": {
         "@0x/assert": "^3.0.4",
-        "@0x/asset-swapper": "0xProject/gitpkg-registry#0x-asset-swapper-v4.6.0-916f6785b",
+        "@0x/asset-swapper": "0xProject/gitpkg-registry#0x-asset-swapper-v4.6.0-0f2d9d210",
         "@0x/connect": "^6.0.4",
         "@0x/contract-addresses": "^4.11.0",
         "@0x/contract-wrappers": "^13.7.0",

diff --git a/src/config.ts b/src/config.ts
@@ -256,6 +256,8 @@ export const MAX_PER_PAGE = 1000;
 // Default ERC20 token precision
 export const DEFAULT_ERC20_TOKEN_PRECISION = 18;
 
+export const PROTOCOL_FEE_MULTIPLIER = new BigNumber(70000);
+
 const EXCLUDED_SOURCES = (() => {
     switch (CHAIN_ID) {
         case ChainId.Mainnet:
@@ -308,7 +310,7 @@ export const GAS_SCHEDULE_V0: FeeSchedule = {
 const FEE_SCHEDULE_V0: FeeSchedule = Object.assign(
     {},
     ...(Object.keys(GAS_SCHEDULE_V0) as ERC20BridgeSource[]).map(k => ({
-        [k]: fillData => new BigNumber(1.5e5).plus(GAS_SCHEDULE_V0[k](fillData)),
+        [k]: fillData => PROTOCOL_FEE_MULTIPLIER.plus(GAS_SCHEDULE_V0[k](fillData)),
     })),
 );
 
@@ -333,7 +335,7 @@ const FEE_SCHEDULE_V1: FeeSchedule = Object.assign(
     ...(Object.keys(GAS_SCHEDULE_V0) as ERC20BridgeSource[]).map(k => ({
         [k]:
             k === ERC20BridgeSource.Native
-                ? fillData => new BigNumber(1.5e5).plus(GAS_SCHEDULE_V1[k](fillData))
+                ? fillData => PROTOCOL_FEE_MULTIPLIER.plus(GAS_SCHEDULE_V1[k](fillData))
                 : fillData => GAS_SCHEDULE_V1[k](fillData),
     })),
 );
@@ -368,8 +370,6 @@ export const SWAP_QUOTER_OPTS: Partial<SwapQuoterOpts> = {
         takerApiKeyWhitelist: RFQT_API_KEY_WHITELIST,
         makerAssetOfferings: RFQT_MAKER_ASSET_OFFERINGS,
         skipBuyRequests: RFQT_SKIP_BUY_REQUESTS,
-        // warningLogger: logger.warn.bind(logger),
-        // infoLogger: logger.info.bind(logger),
     },
     ethGasStationUrl: ETH_GAS_STATION_API_URL,
     permittedOrderFeeTypes: new Set([OrderPrunerPermittedFeeTypes.NoFees]),

diff --git a/src/ormconfig.ts b/src/ormconfig.ts
@@ -13,6 +13,6 @@ export const config: ConnectionOptions = {
     logging: true,
     logger: 'debug',
     extra: {
-        connectionLimit: 50,
+        max: 50,
     },
 };
diff --git a/src/services/meta_transaction_service.ts b/src/services/meta_transaction_service.ts
@@ -1,5 +1,4 @@
-import { Orderbook, SwapQuoter } from '@0x/asset-swapper';
-import { SwapQuoteRequestOpts } from '@0x/asset-swapper/lib/src/types';
+import { Orderbook, SwapQuoter, SwapQuoteRequestOpts, SwapQuoterOpts } from '@0x/asset-swapper';
 import { ContractAddresses, getContractAddressesForChainOrThrow } from '@0x/contract-addresses';
 import { ContractWrappers } from '@0x/contract-wrappers';
 import { DevUtilsContract } from '@0x/contracts-dev-utils';
@@ -64,7 +63,15 @@ export class MetaTransactionService {
     }
     constructor(orderbook: Orderbook, provider: SupportedProvider, dbConnection: Connection) {
         this._provider = provider;
-        this._swapQuoter = new SwapQuoter(this._provider, orderbook, SWAP_QUOTER_OPTS);
+        const swapQuoterOpts: Partial<SwapQuoterOpts> = {
+            ...SWAP_QUOTER_OPTS,
+            rfqt: {
+                ...SWAP_QUOTER_OPTS.rfqt,
+                warningLogger: logger.warn.bind(logger),
+                infoLogger: logger.info.bind(logger),
+            },
+        };
+        this._swapQuoter = new SwapQuoter(this._provider, orderbook, swapQuoterOpts);
         this._contractWrappers = new ContractWrappers(this._provider, { chainId: CHAIN_ID });
         this._web3Wrapper = new Web3Wrapper(this._provider);
         this._devUtils = new DevUtilsContract(this._contractWrappers.contractAddresses.devUtils, this._provider);
@@ -100,7 +107,7 @@ export class MetaTransactionService {
         const assetSwapperOpts: Partial<SwapQuoteRequestOpts> = {
             ...ASSET_SWAPPER_MARKET_ORDERS_V0_OPTS,
             bridgeSlippage: slippagePercentage,
-            excludedSources, // TODO(dave4506): overrides the excluded sources selected by chainId
+            excludedSources: ASSET_SWAPPER_MARKET_ORDERS_V0_OPTS.excludedSources.concat(...(excludedSources || [])),
             rfqt: _rfqt,
         };
 

diff --git a/src/services/swap_service.ts b/src/services/swap_service.ts
@@ -8,7 +8,7 @@ import {
     SwapQuoteGetOutputOpts,
     SwapQuoter,
 } from '@0x/asset-swapper';
-import { SwapQuoteRequestOpts } from '@0x/asset-swapper/lib/src/types';
+import { SwapQuoteRequestOpts, SwapQuoterOpts } from '@0x/asset-swapper/lib/src/types';
 import { ContractAddresses, getContractAddressesForChainOrThrow } from '@0x/contract-addresses';
 import { ERC20TokenContract, WETH9Contract } from '@0x/contract-wrappers';
 import { assetDataUtils, SupportedProvider } from '@0x/order-utils';
@@ -64,8 +64,16 @@ export class SwapService {
 
     constructor(orderbook: Orderbook, provider: SupportedProvider) {
         this._provider = provider;
-        this._swapQuoter = new SwapQuoter(this._provider, orderbook, SWAP_QUOTER_OPTS);
-        this._swapQuoteConsumer = new SwapQuoteConsumer(this._provider, SWAP_QUOTER_OPTS);
+        const swapQuoterOpts: Partial<SwapQuoterOpts> = {
+            ...SWAP_QUOTER_OPTS,
+            rfqt: {
+                ...SWAP_QUOTER_OPTS.rfqt,
+                warningLogger: logger.warn.bind(logger),
+                infoLogger: logger.info.bind(logger),
+            },
+        };
+        this._swapQuoter = new SwapQuoter(this._provider, orderbook, swapQuoterOpts);
+        this._swapQuoteConsumer = new SwapQuoteConsumer(this._provider, swapQuoterOpts);
         this._web3Wrapper = new Web3Wrapper(this._provider);
 
         this._contractAddresses = getContractAddressesForChainOrThrow(CHAIN_ID);
@@ -398,13 +406,13 @@ export class SwapService {
                 takerAddress,
             };
         }
+        const swapQuoteRequestOpts =
+            swapVersion === SwapVersion.V0 ? ASSET_SWAPPER_MARKET_ORDERS_V0_OPTS : ASSET_SWAPPER_MARKET_ORDERS_V1_OPTS;
         const assetSwapperOpts: Partial<SwapQuoteRequestOpts> = {
-            ...(swapVersion === SwapVersion.V0
-                ? ASSET_SWAPPER_MARKET_ORDERS_V0_OPTS
-                : ASSET_SWAPPER_MARKET_ORDERS_V1_OPTS),
+            ...swapQuoteRequestOpts,
             bridgeSlippage: slippagePercentage,
             gasPrice: providedGasPrice,
-            excludedSources, // TODO(dave4506): overrides the excluded sources selected by chainId
+            excludedSources: swapQuoteRequestOpts.excludedSources.concat(...(excludedSources || [])),
             rfqt: _rfqt,
         };
         if (sellAmount !== undefined) {