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[Teton Finance] v4 support #384
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0c0a40f
initial v4 support--fill a limit order
alexkroeger 19ec275
build out v4 support
alexkroeger 6fb7688
swap out screenshot
alexkroeger 45572dc
fix chain ID hash issue
alexkroeger 36d3cd9
add mock 0x api swap/quote scenario
alexkroeger 99a7b0e
add 0x API example to readme
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| Original file line number | Diff line number | Diff line change |
|---|---|---|
| @@ -0,0 +1,119 @@ | ||
| import { ContractWrappers, ERC20TokenContract } from '@0x/contract-wrappers'; | ||
| import { RfqOrder, SignatureType } from '@0x/protocol-utils'; | ||
| import { Web3ProviderEngine } from '@0x/subproviders'; | ||
| import { BigNumber, hexUtils } from '@0x/utils'; | ||
| import { Web3Wrapper } from '@0x/web3-wrapper'; | ||
| import { AxiosInstance } from 'axios'; | ||
| import AxiosMockAdapter from 'axios-mock-adapter'; | ||
| import * as HttpStatus from 'http-status-codes'; | ||
|
|
||
| import { NETWORK_CONFIGS, TX_DEFAULTS } from './configs'; | ||
| import { DECIMALS, MOCK_0x_API_BASE_URL, UNLIMITED_ALLOWANCE_IN_BASE_UNITS } from './constants'; | ||
| import { getRandomFutureDateInSeconds } from './utils'; | ||
|
|
||
| /** | ||
| * Set up mock responses to hypothetical 0x API calls. | ||
| * | ||
| */ | ||
| export async function setUpMock0xApiResponsesAsync( | ||
| axiosInstance: AxiosInstance, | ||
| maker: string, | ||
| taker: string, | ||
| providerEngine: Web3ProviderEngine, | ||
| ): Promise<void> { | ||
| const axiosMock = new AxiosMockAdapter(axiosInstance); | ||
|
|
||
| await setUpWethZrxMockResponseAsync(axiosMock, providerEngine, maker, taker); | ||
| } | ||
|
|
||
| /** | ||
| * Set up a mock swap/quote response to buy ZRX with WETH | ||
| * | ||
| */ | ||
| async function setUpWethZrxMockResponseAsync( | ||
| axiosMock: AxiosMockAdapter, | ||
| providerEngine: Web3ProviderEngine, | ||
| maker: string, | ||
| taker: string, | ||
| ): Promise<void> { | ||
| const contractWrappers = new ContractWrappers(providerEngine, { chainId: NETWORK_CONFIGS.chainId }); | ||
| const web3Wrapper = new Web3Wrapper(providerEngine); | ||
| const exchangeProxyAddress = contractWrappers.contractAddresses.exchangeProxy; | ||
|
|
||
| const zrxTokenAddress = contractWrappers.contractAddresses.zrxToken; | ||
| const zrkToken = new ERC20TokenContract(zrxTokenAddress, providerEngine); | ||
| const etherTokenAddress = contractWrappers.contractAddresses.etherToken; | ||
| const makerAmount = Web3Wrapper.toBaseUnitAmount(new BigNumber(5), DECIMALS); | ||
| const takerAmount = Web3Wrapper.toBaseUnitAmount(new BigNumber(0.1), DECIMALS); | ||
|
|
||
| // make sure maker has an allowance | ||
| await zrkToken | ||
| .approve(exchangeProxyAddress, UNLIMITED_ALLOWANCE_IN_BASE_UNITS) | ||
| .sendTransactionAsync({ from: maker }); | ||
|
|
||
| // Create the order | ||
| const randomExpiration = getRandomFutureDateInSeconds(); | ||
| const pool = hexUtils.leftPad(1); | ||
|
|
||
| const rfqOrder: RfqOrder = new RfqOrder({ | ||
| chainId: NETWORK_CONFIGS.chainId, | ||
| verifyingContract: exchangeProxyAddress, | ||
| maker, | ||
| taker, | ||
| makerToken: zrxTokenAddress, | ||
| takerToken: etherTokenAddress, | ||
| makerAmount, | ||
| takerAmount, | ||
| txOrigin: taker, | ||
| expiry: randomExpiration, | ||
| pool, | ||
| salt: new BigNumber(Date.now()), | ||
| }); | ||
|
|
||
| // Generate the order hash and sign it | ||
| const signature = await rfqOrder.getSignatureWithProviderAsync( | ||
| web3Wrapper.getProvider(), | ||
| SignatureType.EthSign, | ||
| maker, | ||
| ); | ||
|
|
||
| const callData = contractWrappers.exchangeProxy | ||
| .fillRfqOrder(rfqOrder, signature, takerAmount) | ||
| .getABIEncodedTransactionData(); | ||
|
|
||
| const mockWethZrxResponse = { | ||
| chainId: NETWORK_CONFIGS.chainId, | ||
| // If buyAmount was specified in the request it provides the price of | ||
| // buyToken in sellToken and vice versa. This price does not include | ||
| // the slippage provided in the request above, and therefore represents | ||
| // the best possible price. | ||
| price: makerAmount.div(takerAmount).toString(), | ||
| // The price which must be met or else the entire transaction will | ||
| // revert. This price is influenced by the slippagePercentage parameter. | ||
| // On-chain sources may encounter price movements from quote to settlement. | ||
| // This quote will be totally RFQ, returning the order price. | ||
| guaranteedPrice: makerAmount.div(takerAmount).toString(), | ||
| to: exchangeProxyAddress, | ||
| data: callData, | ||
| value: '0', | ||
| gas: '200000', | ||
| estimatedGas: '200000', | ||
| from: taker, | ||
| gasPrice: TX_DEFAULTS.gasPrice.toString(), | ||
| protocolFee: '0', | ||
| minimumProtocolFee: '0', | ||
| buyTokenAddress: zrxTokenAddress, | ||
| sellTokenAddress: etherTokenAddress, | ||
| buyAmount: makerAmount.toString(), | ||
| sellAmount: takerAmount.toString(), | ||
| sources: [ | ||
| { | ||
| name: '0x', | ||
| proportion: '1', | ||
| }, | ||
| ], | ||
| allowanceTarget: exchangeProxyAddress, | ||
| }; | ||
|
|
||
| axiosMock.onGet(`${MOCK_0x_API_BASE_URL}/swap/v1/quote`).reply(HttpStatus.StatusCodes.OK, mockWethZrxResponse); | ||
| } |
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Can we add the "Fill a 0x API swap/quote response" to this list?