feat: add curve pools (#409)

* feat: Additional Curve pools * more pools * fix the format * changlog * lowercase address Co-authored-by: Jacob Evans <jacob@dekz.net>
0xProject · Feb 8, 2022 · ec22db3 · ec22db3
1 parent 66c854b
commit ec22db3
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Showing 4 changed files with 151 additions and 17 deletions.
diff --git a/packages/asset-swapper/CHANGELOG.json b/packages/asset-swapper/CHANGELOG.json
@@ -1,4 +1,13 @@
 [
+    {
+        "version": "16.49.0",
+        "changes": [
+            {
+                "note": "Add more curve pools",
+                "pr": 409
+            }
+        ]
+    },
     {
         "version": "16.48.0",
         "changes": [

diff --git a/packages/asset-swapper/src/utils/market_operation_utils/bridge_source_utils.ts b/packages/asset-swapper/src/utils/market_operation_utils/bridge_source_utils.ts
@@ -13,7 +13,9 @@ import {
     CRYPTO_COM_ROUTER_BY_CHAIN_ID,
     CURVE_AVALANCHE_INFOS,
     CURVE_FANTOM_INFOS,
+    CURVE_ARBITRUM_INFOS,
     CURVE_MAINNET_INFOS,
+    CURVE_OPTIMISM_INFOS,
     CURVE_POLYGON_INFOS,
     CURVE_V2_AVALANCHE_INFOS,
     CURVE_V2_FANTOM_INFOS,
@@ -166,8 +168,17 @@ export function getCurveInfosForPair(chainId: ChainId, takerToken: string, maker
                             [makerToken, takerToken].filter(v => c.metaTokens?.includes(v)).length > 0),
                 ),
             );
+        case ChainId.Optimism:
+            return Object.values(CURVE_OPTIMISM_INFOS).filter(c =>
+                [makerToken, takerToken].every(
+                    t =>
+                        (c.tokens.includes(t) && c.metaTokens === undefined) ||
+                        (c.tokens.includes(t) &&
+                            [makerToken, takerToken].filter(v => c.metaTokens?.includes(v)).length > 0),
+                ),
+            );
         case ChainId.Arbitrum:
-            return Object.values(CURVE_V2_ARBITRUM_INFOS).filter(c =>
+            return Object.values(CURVE_OPTIMISM_INFOS).filter(c =>
                 [makerToken, takerToken].every(
                     t =>
                         (c.tokens.includes(t) && c.metaTokens === undefined) ||
@@ -220,7 +231,7 @@ export function getCurveV2InfosForPair(chainId: ChainId, takerToken: string, mak
                 ),
             );
         case ChainId.Arbitrum:
-            return Object.values(CURVE_V2_ARBITRUM_INFOS).filter(c =>
+            return Object.values(CURVE_ARBITRUM_INFOS).filter(c =>
                 [makerToken, takerToken].every(
                     t =>
                         (c.tokens.includes(t) && c.metaTokens === undefined) ||

diff --git a/packages/asset-swapper/src/utils/market_operation_utils/constants.ts b/packages/asset-swapper/src/utils/market_operation_utils/constants.ts
@@ -211,6 +211,8 @@ export const SELL_SOURCE_FILTER_BY_CHAIN_ID = valueByChainId<SourceFilters>(
         [ChainId.Optimism]: new SourceFilters([
             ERC20BridgeSource.UniswapV3,
             ERC20BridgeSource.Synapse,
+            ERC20BridgeSource.Curve,
+            ERC20BridgeSource.CurveV2,
             ERC20BridgeSource.MultiHop,
         ]),
     },
@@ -362,6 +364,8 @@ export const BUY_SOURCE_FILTER_BY_CHAIN_ID = valueByChainId<SourceFilters>(
         [ChainId.Optimism]: new SourceFilters([
             ERC20BridgeSource.UniswapV3,
             ERC20BridgeSource.Synapse,
+            ERC20BridgeSource.Curve,
+            ERC20BridgeSource.CurveV2,
             ERC20BridgeSource.MultiHop,
         ]),
     },
@@ -384,12 +388,9 @@ export const FEE_QUOTE_SOURCES_BY_CHAIN_ID = valueByChainId<ERC20BridgeSource[]>
         [ChainId.Polygon]: [ERC20BridgeSource.QuickSwap, ERC20BridgeSource.SushiSwap, ERC20BridgeSource.UniswapV3],
         [ChainId.Avalanche]: [ERC20BridgeSource.Pangolin, ERC20BridgeSource.TraderJoe, ERC20BridgeSource.SushiSwap],
         [ChainId.Fantom]: [ERC20BridgeSource.SpiritSwap, ERC20BridgeSource.SpookySwap, ERC20BridgeSource.SushiSwap],
-<<<<<<< HEAD
         [ChainId.Arbitrum]: [ERC20BridgeSource.SushiSwap],
-=======
         [ChainId.Celo]: [ERC20BridgeSource.UbeSwap, ERC20BridgeSource.SushiSwap],
         [ChainId.Optimism]: [ERC20BridgeSource.UniswapV3],
->>>>>>> a3c912c2a (feat/optimism [TKR-280] (#385))
     },
     [],
 );
@@ -505,6 +506,12 @@ export const MAINNET_TOKENS = {
     // Synapse ecosystem
     nUSD: '0x1b84765de8b7566e4ceaf4d0fd3c5af52d3dde4f',
     CVX: '0x4e3fbd56cd56c3e72c1403e103b45db9da5b9d2b',
+    UST_WORMHOLE: '0xa693b19d2931d498c5b318df961919bb4aee87a5',
+    RAI: '0x03ab458634910aad20ef5f1c8ee96f1d6ac54919',
+    DOLA: '0x865377367054516e17014ccded1e7d814edc9ce4',
+    OUSD: '0x2a8e1e676ec238d8a992307b495b45b3feaa5e86',
+    agEUR: '0x1a7e4e63778b4f12a199c062f3efdd288afcbce8',
+    ibEUR: '0x96e61422b6a9ba0e068b6c5add4ffabc6a4aae27',
 };
 
 export const BSC_TOKENS = {
@@ -547,14 +554,18 @@ export const AVALANCHE_TOKENS = {
     WETH: '0x49d5c2bdffac6ce2bfdb6640f4f80f226bc10bab',
     WBTC: '0x50b7545627a5162f82a992c33b87adc75187b218',
     DAI: '0xd586e7f844cea2f87f50152665bcbc2c279d8d70',
+    // bridged USDC
     USDC: '0xa7d7079b0fead91f3e65f86e8915cb59c1a4c664',
+    // native USDC on Avalanche
+    nUSDC: '0xb97ef9ef8734c71904d8002f8b6bc66dd9c48a6e',
     USDT: '0xc7198437980c041c805a1edcba50c1ce5db95118',
     aDAI: '0x47afa96cdc9fab46904a55a6ad4bf6660b53c38a',
     aUSDC: '0x46a51127c3ce23fb7ab1de06226147f446e4a857',
     aUSDT: '0x532e6537fea298397212f09a61e03311686f548e',
     nETH: '0x19e1ae0ee35c0404f835521146206595d37981ae',
     nUSD: '0xcfc37a6ab183dd4aed08c204d1c2773c0b1bdf46',
     aWETH: '0x53f7c5869a859f0aec3d334ee8b4cf01e3492f21',
+    MIM: '0x130966628846bfd36ff31a822705796e8cb8c18d',
 };
 
 export const CELO_TOKENS = {
@@ -588,6 +599,10 @@ export const FANTOM_TOKENS = {
     MIM: '0x82f0b8b456c1a451378467398982d4834b6829c1',
     nUSD: '0xed2a7edd7413021d440b09d654f3b87712abab66',
     nETH: '0x67c10c397dd0ba417329543c1a40eb48aaa7cd00',
+    gfUSDT: '0x940f41f0ec9ba1a34cf001cc03347ac092f5f6b5',
+    gUSDC: '0xe578c856933d8e1082740bf7661e379aa2a30b26',
+    gDAI: '0x07e6332dd090d287d3489245038daf987955dcfb',
+    FRAX: '0xdc301622e621166bd8e82f2ca0a26c13ad0be355',
 };
 
 export const ARBITRUM_TOKENS = {
@@ -655,6 +670,15 @@ export const CURVE_POOLS = {
     eurt: '0xfd5db7463a3ab53fd211b4af195c5bccc1a03890',
     ethcrv: '0x8301ae4fc9c624d1d396cbdaa1ed877821d7c511',
     ethcvx: '0xb576491f1e6e5e62f1d8f26062ee822b40b0e0d4',
+    mimust: '0x55a8a39bc9694714e2874c1ce77aa1e599461e18',
+    usttri_wormhole: '0xceaf7747579696a2f0bb206a14210e3c9e6fb269',
+    fei_tri: '0x06cb22615ba53e60d67bf6c341a0fd5e718e1655',
+    rai_tri: '0x618788357d0ebd8a37e763adab3bc575d54c2c7d',
+    DOLA_tri: '0xaa5a67c256e27a5d80712c51971408db3370927d',
+    OUSD_tri: '0x87650d7bbfc3a9f10587d7778206671719d9910d',
+    d3pool: '0xbaaa1f5dba42c3389bdbc2c9d2de134f5cd0dc89',
+    triEURpool: '0xb9446c4ef5ebe66268da6700d26f96273de3d571',
+    ibEURsEUR: '0x19b080fe1ffa0553469d20ca36219f17fcf03859',
 };
 
 export const CURVE_V2_POOLS = {
@@ -668,12 +692,13 @@ export const CURVE_POLYGON_POOLS = {
 };
 
 export const CURVE_V2_POLYGON_POOLS = {
-    atricrypto: '0x3fcd5de6a9fc8a99995c406c77dda3ed7e406f81',
     atricrypto3: '0x1d8b86e3d88cdb2d34688e87e72f388cb541b7c8',
 };
 
 export const CURVE_AVALANCHE_POOLS = {
     aave: '0x7f90122bf0700f9e7e1f688fe926940e8839f353',
+    mim: '0xaea2e71b631fa93683bcf256a8689dfa0e094fcd',
+    USDC: '0x3a43a5851a3e3e0e25a3c1089670269786be1577',
 };
 
 export const CURVE_V2_AVALANCHE_POOLS = {
@@ -684,6 +709,9 @@ export const CURVE_FANTOM_POOLS = {
     fUSDT: '0x92d5ebf3593a92888c25c0abef126583d4b5312e',
     twoPool: '0x27e611fd27b276acbd5ffd632e5eaebec9761e40',
     ren: '0x3ef6a01a0f81d6046290f3e2a8c5b843e738e604',
+    tri_v2: '0x2dd7c9371965472e5a5fd28fbe165007c61439e1',
+    geist: '0x0fa949783947bf6c1b171db13aeacbb488845b3f',
+    FRAX_twoPool: '0x7a656b342e14f745e2b164890e88017e27ae7320',
 };
 
 export const CURVE_V2_FANTOM_POOLS = {
@@ -699,6 +727,10 @@ export const CURVE_V2_ARBITRUM_POOLS = {
     tricrypto: '0x960ea3e3c7fb317332d990873d354e18d7645590',
 };
 
+export const CURVE_OPTIMISM_POOLS = {
+    tri: '0x1337bedc9d22ecbe766df105c9623922a27963ec',
+}
+
 export const SWERVE_POOLS = {
     y: '0x329239599afb305da0a2ec69c58f8a6697f9f88d',
 };
@@ -863,6 +895,7 @@ export const DEFAULT_INTERMEDIATE_TOKENS_BY_CHAIN_ID = valueByChainId<string[]>(
             OPTIMISM_TOKENS.WETH,
             OPTIMISM_TOKENS.DAI,
             OPTIMISM_TOKENS.USDC,
+            OPTIMISM_TOKENS.USDT,
             OPTIMISM_TOKENS.nETH,
             OPTIMISM_TOKENS.sWETH,
         ],
@@ -959,6 +992,7 @@ const CURVE_TRI_POOL_MAINNET_TOKENS = [MAINNET_TOKENS.DAI, MAINNET_TOKENS.USDC,
 const CURVE_TRI_BTC_POOL_TOKEN = [MAINNET_TOKENS.RenBTC, MAINNET_TOKENS.WBTC, MAINNET_TOKENS.sBTC];
 const CURVE_POLYGON_ATRICRYPTO_UNDERLYING_TOKENS = [POLYGON_TOKENS.DAI, POLYGON_TOKENS.USDC, POLYGON_TOKENS.USDT];
 const CURVE_POLYGON_ATRICRYPTO_TOKENS = [POLYGON_TOKENS.amDAI, POLYGON_TOKENS.amUSDC, POLYGON_TOKENS.amUSDT];
+const CURVE_FANTOM_TWO_POOL_TOKENS = [FANTOM_TOKENS.DAI, FANTOM_TOKENS.USDC];
 
 const createCurveExchangePool = (info: { tokens: string[]; pool: string; gasSchedule: number }) => ({
     exchangeFunctionSelector: CurveFunctionSelectors.exchange,
@@ -1000,6 +1034,16 @@ const createCurveMetaTriBtcPool = (info: { tokens: string[]; pool: string; gasSc
     gasSchedule: info.gasSchedule,
 });
 
+const createCurveMetaTwoPoolFantom = (info: { tokens: string[]; pool: string; gasSchedule: number }) => ({
+    exchangeFunctionSelector: CurveFunctionSelectors.exchange_underlying,
+    sellQuoteFunctionSelector: CurveFunctionSelectors.get_dy_underlying,
+    buyQuoteFunctionSelector: CurveFunctionSelectors.None,
+    tokens: [...info.tokens, ...CURVE_FANTOM_TWO_POOL_TOKENS],
+    metaTokens: info.tokens,
+    poolAddress: info.pool,
+    gasSchedule: info.gasSchedule,
+});
+
 const createCurveExchangeV2Pool = (info: { tokens: string[]; pool: string; gasSchedule: number }) => ({
     exchangeFunctionSelector: CurveFunctionSelectors.exchange_v2,
     sellQuoteFunctionSelector: CurveFunctionSelectors.get_dy_v2,
@@ -1241,6 +1285,51 @@ export const CURVE_MAINNET_INFOS: { [name: string]: CurveInfo } = {
         sellQuoteFunctionSelector: CurveFunctionSelectors.get_dy_uint256,
         exchangeFunctionSelector: CurveFunctionSelectors.exchange_underlying_uint256,
     },
+    [CURVE_POOLS.mimust]: createCurveExchangePool({
+        tokens: [MAINNET_TOKENS.MIM, MAINNET_TOKENS.UST],
+        pool: CURVE_POOLS.mimust,
+        gasSchedule: 105e3,
+    }),
+    [CURVE_POOLS.usttri_wormhole]: createCurveMetaTriPool({
+        tokens: [MAINNET_TOKENS.UST_WORMHOLE],
+        pool: CURVE_POOLS.usttri_wormhole,
+        gasSchedule: 340e3,
+    }),
+    [CURVE_POOLS.fei_tri]: createCurveMetaTriPool({
+        tokens: [MAINNET_TOKENS.FEI],
+        pool: CURVE_POOLS.fei_tri,
+        gasSchedule: 340e3,
+    }),
+    [CURVE_POOLS.rai_tri]: createCurveMetaTriPool({
+        tokens: [MAINNET_TOKENS.RAI],
+        pool: CURVE_POOLS.rai_tri,
+        gasSchedule: 340e3,
+    }),
+    [CURVE_POOLS.DOLA_tri]: createCurveMetaTriPool({
+        tokens: [MAINNET_TOKENS.DOLA],
+        pool: CURVE_POOLS.DOLA_tri,
+        gasSchedule: 340e3,
+    }),
+    [CURVE_POOLS.OUSD_tri]: createCurveMetaTriPool({
+        tokens: [MAINNET_TOKENS.OUSD],
+        pool: CURVE_POOLS.OUSD_tri,
+        gasSchedule: 340e3,
+    }),
+    [CURVE_POOLS.d3pool]: createCurveExchangePool({
+        tokens: [MAINNET_TOKENS.FRAX, MAINNET_TOKENS.FEI, MAINNET_TOKENS.alUSD],
+        pool: CURVE_POOLS.d3pool,
+        gasSchedule: 176e3,
+    }),
+    [CURVE_POOLS.triEURpool]: createCurveExchangePool({
+        tokens: [MAINNET_TOKENS.agEUR, MAINNET_TOKENS.EURT, MAINNET_TOKENS.EURS],
+        pool: CURVE_POOLS.triEURpool,
+        gasSchedule: 176e3,
+    }),
+    [CURVE_POOLS.ibEURsEUR]: createCurveExchangePool({
+        tokens: [MAINNET_TOKENS.ibEUR, MAINNET_TOKENS.sEUR],
+        pool: CURVE_POOLS.ibEURsEUR,
+        gasSchedule: 176e3,
+    }),
 };
 
 export const CURVE_V2_MAINNET_INFOS: { [name: string]: CurveInfo } = {
@@ -1275,11 +1364,6 @@ export const CURVE_POLYGON_INFOS: { [name: string]: CurveInfo } = {
 };
 
 export const CURVE_V2_POLYGON_INFOS: { [name: string]: CurveInfo } = {
-    [CURVE_V2_POLYGON_POOLS.atricrypto]: createCurveV2MetaTriPool({
-        tokens: [POLYGON_TOKENS.WBTC, POLYGON_TOKENS.WETH],
-        pool: CURVE_V2_POLYGON_POOLS.atricrypto,
-        gasSchedule: 300e3,
-    }),
     [CURVE_V2_POLYGON_POOLS.atricrypto3]: createCurveV2MetaTriPool({
         tokens: [POLYGON_TOKENS.WBTC, POLYGON_TOKENS.WETH],
         pool: CURVE_V2_POLYGON_POOLS.atricrypto3,
@@ -1298,6 +1382,16 @@ export const CURVE_AVALANCHE_INFOS: { [name: string]: CurveInfo } = {
         pool: CURVE_AVALANCHE_POOLS.aave,
         gasSchedule: 150e3,
     }),
+    [CURVE_AVALANCHE_POOLS.mim]: createCurveExchangePool({
+        tokens: [AVALANCHE_TOKENS.MIM, AVALANCHE_TOKENS.USDT, AVALANCHE_TOKENS.USDC],
+        pool: CURVE_AVALANCHE_POOLS.mim,
+        gasSchedule: 150e3,
+    }),
+    [CURVE_AVALANCHE_POOLS.USDC]: createCurveExchangePool({
+        tokens: [AVALANCHE_TOKENS.USDC, AVALANCHE_TOKENS.nUSDC],
+        pool: CURVE_AVALANCHE_POOLS.USDC,
+        gasSchedule: 150e3,
+    }),
 };
 
 export const CURVE_V2_AVALANCHE_INFOS: { [name: string]: CurveInfo } = {
@@ -1335,6 +1429,26 @@ export const CURVE_FANTOM_INFOS: { [name: string]: CurveInfo } = {
         pool: CURVE_FANTOM_POOLS.fUSDT,
         gasSchedule: 587e3,
     }),
+    [CURVE_FANTOM_POOLS.tri_v2]: createCurveExchangePool({
+        tokens: [FANTOM_TOKENS.MIM, FANTOM_TOKENS.fUSDT, FANTOM_TOKENS.USDC],
+        pool: CURVE_FANTOM_POOLS.tri_v2,
+        gasSchedule: 176e3,
+    }),
+    ['geist_exchangeunderlying']: createCurveExchangeUnderlyingPool({
+        tokens: [FANTOM_TOKENS.DAI, FANTOM_TOKENS.USDC, FANTOM_TOKENS.fUSDT],
+        pool: CURVE_FANTOM_POOLS.geist,
+        gasSchedule: 850e3,
+    }),
+    ['geist_exchange']: createCurveExchangePool({
+        tokens: [FANTOM_TOKENS.gDAI, FANTOM_TOKENS.gUSDC, FANTOM_TOKENS.gfUSDT],
+        pool: CURVE_FANTOM_POOLS.geist,
+        gasSchedule: 150e3,
+    }),
+    [CURVE_FANTOM_POOLS.FRAX_twoPool]: createCurveMetaTwoPoolFantom({
+        tokens: [FANTOM_TOKENS.FRAX],
+        pool: CURVE_FANTOM_POOLS.FRAX_twoPool,
+        gasSchedule: 411e3,
+    }),
 };
 
 export const CURVE_V2_FANTOM_INFOS: { [name: string]: CurveInfo } = {
@@ -1358,11 +1472,11 @@ export const CURVE_ARBITRUM_INFOS: { [name: string]: CurveInfo } = {
     }),
 };
 
-export const CURVE_V2_ARBITRUM_INFOS: { [name: string]: CurveInfo } = {
-    [CURVE_V2_ARBITRUM_POOLS.tricrypto]: createCurveExchangeV2Pool({
-        tokens: [ARBITRUM_TOKENS.USDT, ARBITRUM_TOKENS.WBTC, ARBITRUM_TOKENS.WETH],
-        pool: CURVE_V2_ARBITRUM_POOLS.tricrypto,
-        gasSchedule: 300e3,
+export const CURVE_OPTIMISM_INFOS: { [name: string]: CurveInfo } = {
+    [CURVE_OPTIMISM_POOLS.tri]: createCurveExchangePool({
+        tokens: [OPTIMISM_TOKENS.DAI, OPTIMISM_TOKENS.USDC, OPTIMISM_TOKENS.USDT],
+        pool: CURVE_OPTIMISM_POOLS.tri,
+        gasSchedule: 150e3,
     }),
 };
 

diff --git a/packages/asset-swapper/src/utils/market_operation_utils/types.ts b/packages/asset-swapper/src/utils/market_operation_utils/types.ts
@@ -116,7 +116,7 @@ export type SourcesWithPoolsCache =
 export enum CurveFunctionSelectors {
     None = '0x00000000',
     exchange = '0x3df02124',
-    exchange_underlying = '0xa6417ed6',
+    exchange_underlying = '0xa6417ed6', // exchange_underlying(int128 i, int128 j, uint256 dx, uint256 min_dy)
     get_dy_underlying = '0x07211ef7',
     get_dx_underlying = '0x0e71d1b9',
     get_dy = '0x5e0d443f', // get_dy(int128,int128,uint256)