BTC Curves #2633

dorothy-zbornak · 2020-07-14T20:33:18Z

Description

This adds support for the BTC curves: 0x93054188d876f558f4a66b2ef1d97d16edf0895b and 0x7fc77b5c7614e1533320ea6ddc2eb61fa00a9714. Things to note:

These curves do not have an underlying asset, so we need to use get_dy() and exchange() directly. Previously we always used get_dy_underlying() and exchange_underlying().
- This means CurveBridge and ERC20BridgeSampler had to be updated to allow passing in which functions get called (by selector).
These curves do not have a get_dx() function, so buy support must be approximated similar to how we do for Kyber. This motivated a big refactor of the sampler.
We need to store extra info per curve, on top of its pool address & tokens, in asset-swapper. So now CurveFillData has a CurveInfo object. This impacts the code in 0x-API that generates gas/fee schedules.

TODO:

Redeploy CurveBridge.

Testing instructions

Types of changes

Checklist:

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

dorothy-zbornak · 2020-07-15T07:01:33Z

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

+        returns (uint256[] memory takerTokenAmounts)
+    {
+        if (curveInfo.buyQuoteFunctionSelector == bytes4(0)) {
+            // Buys not supported on this curve, so approximate it.


No native buy quoting on the BTC curves.

dorothy-zbornak · 2020-07-15T07:02:23Z

contracts/asset-proxy/contracts/src/bridges/CurveBridge.sol

 {
    struct CurveBridgeData {
        address curveAddress;
+        bytes4 exchangeFunctionSelector;


BTC curves just use exchange() instead of exchange_underlying().

dorothy-zbornak · 2020-07-16T02:16:29Z

contracts/asset-proxy/contracts/src/bridges/CurveBridge.sol

 {
    struct CurveBridgeData {
        address curveAddress;
+        bytes4 exchangeFunctionSelector;
+        address fromTokenAddress;


Easier than figuring out whether to call underlying_coins() or just coins().

saves an SLOAD too

dorothy-zbornak · 2020-07-16T02:17:21Z

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

+    //         '0xa0b86991c6218b36c1d19d4a2e9eb0ce3606eb48',
+    //         '0xdac17f958d2ee523a2206206994597c13d831ec7',
+    //     ],
+    // },


I was trying to use these in CurveBridge integration tests and they kept reverting when going USDC->DAI no matter what I did. Looking at etherscan they look pretty dead?

dorothy-zbornak · 2020-07-16T02:27:16Z

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

@@ -34,10 +34,6 @@ blockchainTests('erc20-bridge-sampler', env => {
    const MAKER_TOKEN = randomAddress();
    const TAKER_TOKEN = randomAddress();
    let devUtilsAddress: string;
-    const FAKE_BUY_OPTS = {


We no longer pass these opts into the sampler contract. They're hardcoded instead.

dorothy-zbornak · 2020-07-21T16:49:10Z

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

+            '0x0000000000085d4780b73119b644ae5ecd22b376',
+        ],
+    },
+    // Looks like it's dying.


Doesn't it?

ya I'd be fine with culling the old Curves with low liquidity now

dorothy-zbornak · 2020-07-21T16:50:48Z

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

    fromTokenIdx: number;
    toTokenIdx: number;
+    curve: CurveInfo;


This will impact FeeSchedule generation code in API.

dorothy-zbornak · 2020-07-21T16:55:32Z

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

+    //     exchangeFunctionSelector: CurveFunctionSelectors.exchange_underlying,
+    //     sellQuoteFunctionSelector: CurveFunctionSelectors.get_dy_underlying,
+    //     buyQuoteFunctionSelector: CurveFunctionSelectors.get_dx_underlying,
+    //     poolAddress: '0xa2b47e3d5c44877cca798226b7b8118f9bfb7a56',


Hmm, seems like some activity today.

mm I think this one might stick around tbh, it's the only Compound based Curve iirc. They ebb and flow with the DeFi tides.

600k here still?

OK. Got the tests working again (I guess forking doesn't play nice with resets) so apparently these bridges do still work.

moodlezoup

THANK YOU for this refactor holy shit the sampler was out of control

moodlezoup · 2020-07-21T18:47:12Z

contracts/asset-proxy/contracts/src/bridges/CurveBridge.sol

 {
    struct CurveBridgeData {
        address curveAddress;
+        bytes4 exchangeFunctionSelector;
+        address fromTokenAddress;


saves an SLOAD too

moodlezoup · 2020-07-21T18:50:50Z

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

+            '0x0000000000085d4780b73119b644ae5ecd22b376',
+        ],
+    },
+    // Looks like it's dying.


ya I'd be fine with culling the old Curves with low liquidity now

contracts/erc20-bridge-sampler/contracts/src/ERC20BridgeSampler.sol

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

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

…ied curves. `@0x/contracts-erc20-bridge-sampler`: Refactor. `@0x/contracts-erc20-bridge-sampler`: Add support for more varied curves. `@0x/contracts-integrations`: Update curve bridge tests.

dekz

You're an absolute beast! What a piece of art this is!

High level the changes look great. Shall we deploy the Bridge and give it a run through the simbot?

dekz · 2020-07-23T12:00:17Z

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

+    //     exchangeFunctionSelector: CurveFunctionSelectors.exchange_underlying,
+    //     sellQuoteFunctionSelector: CurveFunctionSelectors.get_dy_underlying,
+    //     buyQuoteFunctionSelector: CurveFunctionSelectors.get_dx_underlying,
+    //     poolAddress: '0xa2b47e3d5c44877cca798226b7b8118f9bfb7a56',


mm I think this one might stick around tbh, it's the only Compound based Curve iirc. They ebb and flow with the DeFi tides.

600k here still?

dorothy-zbornak · 2020-07-23T17:42:49Z

You're an absolute beast! What a piece of art this is!

High level the changes look great. Shall we deploy the Bridge and give it a run through the simbot?

All my sims have already been using this bridge contract.

dorothy-zbornak changed the base branch from development to fix/sampler/kyber-katalyst July 14, 2020 20:33

dekz force-pushed the fix/sampler/kyber-katalyst branch 2 times, most recently from f8b7572 to 895ab73 Compare July 15, 2020 03:56

Base automatically changed from fix/sampler/kyber-katalyst to development July 15, 2020 04:05

dorothy-zbornak force-pushed the feat/btc-curves branch from d9a37c9 to 45c88d2 Compare July 15, 2020 06:52

dorothy-zbornak commented Jul 15, 2020

View reviewed changes

dorothy-zbornak force-pushed the feat/btc-curves branch from 512b87a to a15a014 Compare July 16, 2020 02:15

dorothy-zbornak commented Jul 16, 2020

View reviewed changes

dorothy-zbornak force-pushed the feat/btc-curves branch 4 times, most recently from 9d999f2 to 72f4ab1 Compare July 21, 2020 16:46

dorothy-zbornak commented Jul 21, 2020

View reviewed changes

dorothy-zbornak force-pushed the feat/btc-curves branch from 72f4ab1 to 7e2065f Compare July 21, 2020 17:36

dorothy-zbornak changed the title ~~[WIP] BTC Curves~~ BTC Curves Jul 21, 2020

dorothy-zbornak marked this pull request as ready for review July 21, 2020 17:47

dorothy-zbornak requested review from abandeali1, BMillman19, dave4506, fragosti and hysz as code owners July 21, 2020 17:47

dorothy-zbornak requested review from dekz and xianny July 21, 2020 17:48

moodlezoup approved these changes Jul 21, 2020

View reviewed changes

@0x/contracts-asset-proxy: Update CurveBridge to support more var…

4dac620

…ied curves. `@0x/contracts-erc20-bridge-sampler`: Refactor. `@0x/contracts-erc20-bridge-sampler`: Add support for more varied curves. `@0x/contracts-integrations`: Update curve bridge tests.

merklejerk and others added 4 commits July 23, 2020 00:37

0x/contract-artifacts: Regenerate ERC20BridgeSampler artifact.

bcee754

@0x/contract-wrappers: Regenerate ERC20BridgeSampler wrapper.

b6700af

@0x/asset-swapper: Support more varied curves.

0450e43

@0x/contracts-erc20-bridge-sampler: address review comments

2d29014

dorothy-zbornak force-pushed the feat/btc-curves branch from bb64233 to 2d29014 Compare July 23, 2020 04:38

dekz approved these changes Jul 23, 2020

View reviewed changes

merklejerk added 2 commits July 23, 2020 09:59

@0x/contracts-integrations: Fix curve bridge mainnet tests.

f172591

@0x/asset-swapper: Reenable some curves.

4aa9c85

@0x/contract-addresses: Update CurveBridge on all networks.

314f53c

dorothy-zbornak merged commit 82774df into development Jul 23, 2020

dorothy-zbornak deleted the feat/btc-curves branch July 23, 2020 20:43

dekz mentioned this pull request Jul 24, 2020

feat: Curve BTC Bridge 0xProject/0x-api#294

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BTC Curves #2633

BTC Curves #2633

dorothy-zbornak commented Jul 14, 2020 •

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dorothy-zbornak commented Jul 23, 2020

BTC Curves #2633

BTC Curves #2633

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dorothy-zbornak commented Jul 14, 2020 • edited Loading

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dorothy-zbornak commented Jul 23, 2020

dorothy-zbornak commented Jul 14, 2020 •

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