Merge branch 'development' into feat/asset-swapper/use-quote-server

0xProject · Jun 16, 2020 · dde0c76 · dde0c76
2 parents ad868af + f14b6f2
commit dde0c76
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diff --git a/.circleci/config.yml b/.circleci/config.yml
@@ -77,7 +77,7 @@ jobs:
             - restore_cache:
                   keys:
                       - repo-{{ .Environment.CIRCLE_SHA1 }}
-            - run: yarn wsrun test:circleci @0x/contracts-multisig @0x/contracts-utils @0x/contracts-exchange-libs @0x/contracts-erc20 @0x/contracts-erc721 @0x/contracts-erc1155 @0x/contracts-asset-proxy @0x/contracts-exchange-forwarder @0x/contracts-coordinator @0x/contracts-erc20-bridge-sampler @0x/contracts-zero-ex
+            - run: yarn wsrun test:circleci @0x/contracts-multisig @0x/contracts-utils @0x/contracts-exchange-libs @0x/contracts-erc20 @0x/contracts-erc721 @0x/contracts-erc1155 @0x/contracts-asset-proxy @0x/contracts-exchange-forwarder @0x/contracts-coordinator @0x/contracts-erc20-bridge-sampler @0x/contracts-broker @0x/contracts-zero-ex
     test-publish:
         resource_class: medium+
         docker:

diff --git a/contracts/asset-proxy/CHANGELOG.json b/contracts/asset-proxy/CHANGELOG.json
@@ -102,7 +102,7 @@
             },
             {
                 "note": "Add `setOperators()` to `IDydx`",
-                "pr": "TODO"
+                "pr": 2462
             }
         ],
         "timestamp": 1581204851

diff --git a/contracts/broker/CHANGELOG.json b/contracts/broker/CHANGELOG.json
@@ -1,4 +1,13 @@
 [
+    {
+        "version": "1.1.5",
+        "changes": [
+            {
+                "note": "Fix broken tests.",
+                "pr": 2591
+            }
+        ]
+    },
     {
         "timestamp": 1583220306,
         "version": "1.1.4",

diff --git a/contracts/broker/test/gods_unchained_validator_test.ts b/contracts/broker/test/gods_unchained_validator_test.ts
@@ -44,13 +44,13 @@ blockchainTests.resets('GodsUnchainedValidator unit tests', env => {
             const tokenId = getRandomInteger(0, constants.MAX_UINT256);
             await godsUnchained.setTokenProperties(tokenId, proto.plus(1), quality).awaitTransactionSuccessAsync();
             const tx = validator.checkBrokerAsset(tokenId, propertyData).callAsync();
-            expect(tx).to.revertWith('PROTO_MISMATCH');
+            expect(tx).to.revertWith('GodsUnchainedValidator/PROTO_MISMATCH');
         });
         it("reverts if assetData quality doesn't match proeprtyData", async () => {
             const tokenId = getRandomInteger(0, constants.MAX_UINT256);
             await godsUnchained.setTokenProperties(tokenId, proto, quality.plus(1)).awaitTransactionSuccessAsync();
             const tx = validator.checkBrokerAsset(tokenId, propertyData).callAsync();
-            expect(tx).to.revertWith('QUALITY_MISMATCH');
+            expect(tx).to.revertWith('GodsUnchainedValidator/QUALITY_MISMATCH');
         });
     });
 });
diff --git a/contracts/erc20-bridge-sampler/CHANGELOG.json b/contracts/erc20-bridge-sampler/CHANGELOG.json
@@ -21,6 +21,10 @@
             {
                 "note": "Add UniswapV2",
                 "pr": 2595
+            },
+            {
+                "note": "Sample from MultiBridge",
+                "pr": 2593
             }
         ]
     },

diff --git a/contracts/erc20-bridge-sampler/contracts/src/ERC20BridgeSampler.sol b/contracts/erc20-bridge-sampler/contracts/src/ERC20BridgeSampler.sol
@@ -35,6 +35,7 @@ import "./ICurve.sol";
 import "./ILiquidityProvider.sol";
 import "./ILiquidityProviderRegistry.sol";
 import "./IUniswapV2Router01.sol";
+import "./IMultiBridge.sol";
 
 
 contract ERC20BridgeSampler is
@@ -55,7 +56,7 @@ contract ERC20BridgeSampler is
     ///      So a reasonable ceil is 150k per token. Biggest Curve has 4 tokens.
     uint256 constant internal CURVE_CALL_GAS = 600e3; // 600k
     /// @dev Default gas limit for liquidity provider calls.
-    uint256 constant internal DEFAULT_CALL_GAS = 200e3; // 200k
+    uint256 constant internal DEFAULT_CALL_GAS = 400e3; // 400k
     /// @dev The Kyber Uniswap Reserve address
     address constant internal KYBER_UNIWAP_RESERVE = 0x31E085Afd48a1d6e51Cc193153d625e8f0514C7F;
     /// @dev The Kyber Eth2Dai Reserve address
@@ -593,6 +594,56 @@ contract ERC20BridgeSampler is
         }
     }
 
+    /// @dev Sample sell quotes from MultiBridge.
+    /// @param multibridge Address of the MultiBridge contract.
+    /// @param takerToken Address of the taker token (what to sell).
+    /// @param intermediateToken The address of the intermediate token to
+    ///        use in an indirect route.
+    /// @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 sampleSellsFromMultiBridge(
+        address multibridge,
+        address takerToken,
+        address intermediateToken,
+        address makerToken,
+        uint256[] memory takerTokenAmounts
+    )
+        public
+        view
+        returns (uint256[] memory makerTokenAmounts)
+    {
+        // Initialize array of maker token amounts.
+        uint256 numSamples = takerTokenAmounts.length;
+        makerTokenAmounts = new uint256[](numSamples);
+
+        // If no address provided, return all zeros.
+        if (multibridge == address(0)) {
+            return makerTokenAmounts;
+        }
+
+        for (uint256 i = 0; i < numSamples; i++) {
+            (bool didSucceed, bytes memory resultData) =
+                multibridge.staticcall.gas(DEFAULT_CALL_GAS)(
+                    abi.encodeWithSelector(
+                        IMultiBridge(0).getSellQuote.selector,
+                        takerToken,
+                        intermediateToken,
+                        makerToken,
+                        takerTokenAmounts[i]
+                    ));
+            uint256 buyAmount = 0;
+            if (didSucceed) {
+                buyAmount = abi.decode(resultData, (uint256));
+            } else {
+                // Exit early if the amount is too high for the liquidity provider to serve
+                break;
+            }
+            makerTokenAmounts[i] = buyAmount;
+        }
+    }
+
     /// @dev Sample buy quotes from an arbitrary on-chain liquidity provider.
     /// @param registryAddress Address of the liquidity provider registry contract.
     /// @param takerToken Address of the taker token (what to sell).
@@ -649,7 +700,7 @@ contract ERC20BridgeSampler is
     }
 
     /// @dev Sample sell quotes from UniswapV2.
-    /// @param path Token route.
+    /// @param path Token route. Should be takerToken -> makerToken
     /// @param takerTokenAmounts Taker token sell amount for each sample.
     /// @return makerTokenAmounts Maker amounts bought at each taker token
     ///         amount.
@@ -683,7 +734,7 @@ contract ERC20BridgeSampler is
     }
 
     /// @dev Sample buy quotes from UniswapV2.
-    /// @param path Token route.
+    /// @param path Token route. Should be takerToken -> makerToken.
     /// @param makerTokenAmounts Maker token buy amount for each sample.
     /// @return takerTokenAmounts Taker amounts sold at each maker token
     ///         amount.
@@ -708,7 +759,7 @@ contract ERC20BridgeSampler is
             uint256 sellAmount = 0;
             if (didSucceed) {
                 // solhint-disable-next-line indent
-                sellAmount = abi.decode(resultData, (uint256[]))[path.length - 1];
+                sellAmount = abi.decode(resultData, (uint256[]))[0];
             } else {
                 break;
             }

diff --git a/contracts/erc20-bridge-sampler/contracts/src/IERC20BridgeSampler.sol b/contracts/erc20-bridge-sampler/contracts/src/IERC20BridgeSampler.sol
@@ -206,6 +206,26 @@ interface IERC20BridgeSampler {
         view
         returns (uint256[] memory makerTokenAmounts);
 
+    /// @dev Sample sell quotes from MultiBridge.
+    /// @param multibridge Address of the MultiBridge contract.
+    /// @param takerToken Address of the taker token (what to sell).
+    /// @param intermediateToken The address of the intermediate token to
+    ///        use in an indirect route.
+    /// @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 sampleSellsFromMultiBridge(
+        address multibridge,
+        address takerToken,
+        address intermediateToken,
+        address makerToken,
+        uint256[] calldata takerTokenAmounts
+    )
+        external
+        view
+        returns (uint256[] memory makerTokenAmounts);
+
     /// @dev Sample buy quotes from an arbitrary on-chain liquidity provider.
     /// @param registryAddress Address of the liquidity provider registry contract.
     /// @param takerToken Address of the taker token (what to sell).

diff --git a/contracts/erc20-bridge-sampler/contracts/src/IMultiBridge.sol b/contracts/erc20-bridge-sampler/contracts/src/IMultiBridge.sol
@@ -0,0 +1,58 @@
+/*
+
+  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 ^0.5.9;
+
+
+interface IMultiBridge {
+
+    /// @dev Transfers `amount` of the ERC20 `tokenAddress` from `from` to `to`.
+    /// @param tokenAddress The address of the ERC20 token to transfer.
+    /// @param from Address to transfer asset from.
+    /// @param to Address to transfer asset to.
+    /// @param amount Amount of asset to transfer.
+    /// @param bridgeData Arbitrary asset data needed by the bridge contract.
+    /// @return success The magic bytes `0xdc1600f3` if successful.
+    function bridgeTransferFrom(
+        address tokenAddress,
+        address from,
+        address to,
+        uint256 amount,
+        bytes calldata bridgeData
+    )
+        external
+        returns (bytes4 success);
+
+    /// @dev Quotes the amount of `makerToken` that would be obtained by
+    ///      selling `sellAmount` of `takerToken`.
+    /// @param takerToken Address of the taker token (what to sell).
+    /// @param intermediateToken The address of the intermediate token to
+    ///        use in an indirect route.
+    /// @param makerToken Address of the maker token (what to buy).
+    /// @param sellAmount Amount of `takerToken` to sell.
+    /// @return makerTokenAmount Amount of `makerToken` that would be obtained.
+    function getSellQuote(
+        address takerToken,
+        address intermediateToken,
+        address makerToken,
+        uint256 sellAmount
+    )
+        external
+        view
+        returns (uint256 makerTokenAmount);
+}
diff --git a/contracts/erc20-bridge-sampler/contracts/test/TestERC20BridgeSampler.sol b/contracts/erc20-bridge-sampler/contracts/test/TestERC20BridgeSampler.sol
@@ -231,12 +231,12 @@ contract TestERC20BridgeSamplerUniswapV2Router01 is
         require(path.length >= 2, "PATH_TOO_SHORT");
         _revertIfShouldFail();
         amounts = new uint256[](path.length);
-        amounts[0] = amountOut;
-        for (uint256 i = 0; i < path.length - 1; ++i) {
-            amounts[i + 1] = LibDeterministicQuotes.getDeterministicBuyQuote(
+        amounts[path.length - 1] = amountOut;
+        for (uint256 i = path.length - 1; i > 0; --i) {
+            amounts[i - 1] = LibDeterministicQuotes.getDeterministicBuyQuote(
                 SALT,
+                path[i - 1],
                 path[i],
-                path[i + 1],
                 amounts[i]
             );
         }

diff --git a/contracts/erc20-bridge-sampler/package.json b/contracts/erc20-bridge-sampler/package.json
@@ -38,7 +38,7 @@
     "config": {
         "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/@(DummyLiquidityProvider|DummyLiquidityProviderRegistry|ERC20BridgeSampler|ICurve|IDevUtils|IERC20BridgeSampler|IEth2Dai|IKyberNetwork|IKyberNetworkProxy|ILiquidityProvider|ILiquidityProviderRegistry|IUniswapExchangeQuotes|IUniswapV2Router01|TestERC20BridgeSampler).json"
+        "abis": "./test/generated-artifacts/@(DummyLiquidityProvider|DummyLiquidityProviderRegistry|ERC20BridgeSampler|ICurve|IDevUtils|IERC20BridgeSampler|IEth2Dai|IKyberNetwork|IKyberNetworkProxy|ILiquidityProvider|ILiquidityProviderRegistry|IMultiBridge|IUniswapExchangeQuotes|IUniswapV2Router01|TestERC20BridgeSampler).json"
     },
     "repository": {
         "type": "git",

diff --git a/contracts/erc20-bridge-sampler/test/artifacts.ts b/contracts/erc20-bridge-sampler/test/artifacts.ts
@@ -16,6 +16,7 @@ import * as IKyberNetwork from '../test/generated-artifacts/IKyberNetwork.json';
 import * as IKyberNetworkProxy from '../test/generated-artifacts/IKyberNetworkProxy.json';
 import * as ILiquidityProvider from '../test/generated-artifacts/ILiquidityProvider.json';
 import * as ILiquidityProviderRegistry from '../test/generated-artifacts/ILiquidityProviderRegistry.json';
+import * as IMultiBridge from '../test/generated-artifacts/IMultiBridge.json';
 import * as IUniswapExchangeQuotes from '../test/generated-artifacts/IUniswapExchangeQuotes.json';
 import * as IUniswapV2Router01 from '../test/generated-artifacts/IUniswapV2Router01.json';
 import * as TestERC20BridgeSampler from '../test/generated-artifacts/TestERC20BridgeSampler.json';
@@ -31,6 +32,7 @@ export const artifacts = {
     IKyberNetworkProxy: IKyberNetworkProxy as ContractArtifact,
     ILiquidityProvider: ILiquidityProvider as ContractArtifact,
     ILiquidityProviderRegistry: ILiquidityProviderRegistry as ContractArtifact,
+    IMultiBridge: IMultiBridge as ContractArtifact,
     IUniswapExchangeQuotes: IUniswapExchangeQuotes as ContractArtifact,
     IUniswapV2Router01: IUniswapV2Router01 as ContractArtifact,
     TestERC20BridgeSampler: TestERC20BridgeSampler as ContractArtifact,

diff --git a/contracts/erc20-bridge-sampler/test/erc20-bridge-sampler.ts b/contracts/erc20-bridge-sampler/test/erc20-bridge-sampler.ts
@@ -202,8 +202,8 @@ blockchainTests('erc20-bridge-sampler', env => {
 
     function getDeterministicUniswapV2BuyQuote(path: string[], buyAmount: BigNumber): BigNumber {
         let sold = buyAmount;
-        for (let i = 0; i < path.length - 1; ++i) {
-            sold = getDeterministicBuyQuote(UNISWAP_V2_SALT, path[i], path[i + 1], sold);
+        for (let i = path.length - 1; i > 0; --i) {
+            sold = getDeterministicBuyQuote(UNISWAP_V2_SALT, path[i - 1], path[i], sold);
         }
         return sold;
     }

diff --git a/contracts/erc20-bridge-sampler/test/wrappers.ts b/contracts/erc20-bridge-sampler/test/wrappers.ts
@@ -14,6 +14,7 @@ export * from '../test/generated-wrappers/i_kyber_network';
 export * from '../test/generated-wrappers/i_kyber_network_proxy';
 export * from '../test/generated-wrappers/i_liquidity_provider';
 export * from '../test/generated-wrappers/i_liquidity_provider_registry';
+export * from '../test/generated-wrappers/i_multi_bridge';
 export * from '../test/generated-wrappers/i_uniswap_exchange_quotes';
 export * from '../test/generated-wrappers/i_uniswap_v2_router01';
 export * from '../test/generated-wrappers/test_erc20_bridge_sampler';
diff --git a/contracts/erc20-bridge-sampler/tsconfig.json b/contracts/erc20-bridge-sampler/tsconfig.json
@@ -20,6 +20,7 @@
         "test/generated-artifacts/IKyberNetworkProxy.json",
         "test/generated-artifacts/ILiquidityProvider.json",
         "test/generated-artifacts/ILiquidityProviderRegistry.json",
+        "test/generated-artifacts/IMultiBridge.json",
         "test/generated-artifacts/IUniswapExchangeQuotes.json",
         "test/generated-artifacts/IUniswapV2Router01.json",
         "test/generated-artifacts/TestERC20BridgeSampler.json"

diff --git a/contracts/erc20/CHANGELOG.json b/contracts/erc20/CHANGELOG.json
@@ -9,6 +9,10 @@
             {
                 "note": "Add solidity 0.6 contracts",
                 "pr": 2545
+            },
+            {
+                "note": "Update `LibERC20TokenV06` comments.",
+                "pr": 2597
             }
         ]
     },

diff --git a/contracts/erc20/contracts/src/v06/LibERC20TokenV06.sol b/contracts/erc20/contracts/src/v06/LibERC20TokenV06.sol
@@ -27,8 +27,7 @@ library LibERC20TokenV06 {
     bytes constant private DECIMALS_CALL_DATA = hex"313ce567";
 
     /// @dev Calls `IERC20TokenV06(token).approve()`.
-    ///      Reverts if `false` is returned or if the return
-    ///      data length is nonzero and not 32 bytes.
+    ///      Reverts if the result fails `isSuccessfulResult()` or the call reverts.
     /// @param token The address of the token contract.
     /// @param spender The address that receives an allowance.
     /// @param allowance The allowance to set.
@@ -49,8 +48,7 @@ library LibERC20TokenV06 {
 
     /// @dev Calls `IERC20TokenV06(token).approve()` and sets the allowance to the
     ///      maximum if the current approval is not already >= an amount.
-    ///      Reverts if `false` is returned or if the return
-    ///      data length is nonzero and not 32 bytes.
+    ///      Reverts if the result fails `isSuccessfulResult()` or the call reverts.
     /// @param token The address of the token contract.
     /// @param spender The address that receives an allowance.
     /// @param amount The minimum allowance needed.
@@ -67,8 +65,7 @@ library LibERC20TokenV06 {
     }
 
     /// @dev Calls `IERC20TokenV06(token).transfer()`.
-    ///      Reverts if `false` is returned or if the return
-    ///      data length is nonzero and not 32 bytes.
+    ///      Reverts if the result fails `isSuccessfulResult()` or the call reverts.
     /// @param token The address of the token contract.
     /// @param to The address that receives the tokens
     /// @param amount Number of tokens to transfer.
@@ -88,8 +85,7 @@ library LibERC20TokenV06 {
     }
 
     /// @dev Calls `IERC20TokenV06(token).transferFrom()`.
-    ///      Reverts if `false` is returned or if the return
-    ///      data length is nonzero and not 32 bytes.
+    ///      Reverts if the result fails `isSuccessfulResult()` or the call reverts.
     /// @param token The address of the token contract.
     /// @param from The owner of the tokens.
     /// @param to The address that receives the tokens

diff --git a/contracts/utils/CHANGELOG.json b/contracts/utils/CHANGELOG.json
@@ -21,6 +21,10 @@
             {
                 "note": "Add UniswapV2 addresses to `DeploymentConstants`",
                 "pr": 2595
+            },
+            {
+                "note": "Update V06 contracts to get around 0.6.9 docstring errors",
+                "pr": 2597
             }
         ]
     },