0x v2 support

config/example.zeroex.toml

@@ -6,21 +6,11 @@ relative-slippage = "0.001" # Percentage in the [0, 1] range
 # See here how to get a free key: https://0x.org/docs/introduction/getting-started
 api-key = "$YOUR_API_KEY"
 
-# Optionally specify a custom 0x API endpoint
-# endpoint = "https://gated.api.0x.org/swap/v1/"
+# Specify chain ID
+chain-id = 1
 
-# Optionally specify a custom affiliate address.
-# affiliate = "0x9008D19f58AAbD9eD0D60971565AA8510560ab41"
+# Optionally specify a custom 0x API endpoint
+# endpoint = "https://gated.api.0x.org/swap/allowance-holder/"
 
 # Optionally specify which liquidity sources to exclude
 # excluded_sources = ["Balancer_V2"]
-
-# Optionally specify whether to enable RFQ-T liquidity
-# enable-rfqt = true
-
-# Optionally specify whether to enable slippage protection.
-# The slippage protection
-# considers average negative slippage paid out in MEV when quoting,
-# preferring private market maker orders when they are close to what you
-# would get with on-chain liquidity pools.
-# enable-slippage-protection = true

src/infra/config/dex/zeroex/file.rs

@@ -2,8 +2,8 @@ use {
     crate::{
         domain::eth,
         infra::{config::dex::file, contracts, dex::zeroex},
+        util::serialize,
     },
-    ethereum_types::H160,
     serde::Deserialize,
     serde_with::serde_as,
     std::path::Path,
@@ -13,6 +13,11 @@ use {
 #[derive(Deserialize)]
 #[serde(rename_all = "kebab-case", deny_unknown_fields)]
 struct Config {
+    /// Chain ID used to automatically determine the address of the settlement
+    /// contract and for metrics.
+    #[serde_as(as = "serialize::ChainId")]
+    chain_id: eth::ChainId,
+
     /// The versioned URL endpoint for the 0x swap API.
     #[serde(default = "default_endpoint")]
     #[serde_as(as = "serde_with::DisplayFromStr")]
@@ -26,32 +31,10 @@ struct Config {
     /// will not be considered when solving.
     #[serde(default)]
     excluded_sources: Vec<String>,
-
-    /// The affiliate address to use. Defaults to the mainnet CoW Protocol
-    /// settlement contract address.
-    #[serde(default = "default_affiliate")]
-    affiliate: H160,
-
-    /// Whether or not to enable 0x RFQ-T liquidity.
-    #[serde(default)]
-    enable_rfqt: bool,
-
-    /// Whether or not to enable slippage protection. The slippage protection
-    /// considers average negative slippage paid out in MEV when quoting,
-    /// preferring private market maker orders when they are close to what you
-    /// would get with on-chain liquidity pools.
-    #[serde(default)]
-    enable_slippage_protection: bool,
 }
 
 fn default_endpoint() -> reqwest::Url {
-    "https://api.0x.org/swap/v1/".parse().unwrap()
-}
-
-fn default_affiliate() -> H160 {
-    contracts::Contracts::for_chain(eth::ChainId::Mainnet)
-        .settlement
-        .0
+    "https://api.0x.org/swap/allowance-holder/".parse().unwrap()
 }
 
 /// Load the 0x solver configuration from a TOML file.
@@ -62,19 +45,15 @@ fn default_affiliate() -> H160 {
 pub async fn load(path: &Path) -> super::Config {
     let (base, config) = file::load::<Config>(path).await;
 
-    // Note that we just assume Mainnet here - this is because this is the
-    // only chain that the 0x solver supports anyway.
-    let settlement = contracts::Contracts::for_chain(eth::ChainId::Mainnet).settlement;
+    let settlement = contracts::Contracts::for_chain(config.chain_id).settlement;
 
     super::Config {
         zeroex: zeroex::Config {
+            chain_id: config.chain_id,
             endpoint: config.endpoint,
             api_key: config.api_key,
             excluded_sources: config.excluded_sources,
-            affiliate: config.affiliate,
             settlement,
-            enable_rfqt: config.enable_rfqt,
-            enable_slippage_protection: config.enable_slippage_protection,
             block_stream: base.block_stream.clone(),
         },
         base,

src/infra/dex/mod.rs

@@ -130,6 +130,7 @@ impl From<zeroex::Error> for Error {
             zeroex::Error::NotFound => Self::NotFound,
             zeroex::Error::RateLimited => Self::RateLimited,
             zeroex::Error::UnavailableForLegalReasons => Self::UnavailableForLegalReasons,
+            zeroex::Error::OrderNotSupported => Self::OrderNotSupported,
             _ => Self::Other(Box::new(err)),
         }
     }

src/infra/dex/okx/dto.rs

@@ -50,13 +50,17 @@ pub struct SwapRequest {
 pub struct Slippage(BigDecimal);
 
 impl SwapRequest {
-    pub fn with_domain(self, order: &dex::Order, slippage: &dex::Slippage) -> Option<Self> {
+    pub fn try_with_domain(
+        self,
+        order: &dex::Order,
+        slippage: &dex::Slippage,
+    ) -> Result<Self, super::Error> {
         // Buy orders are not supported on OKX
         if order.side == order::Side::Buy {
-            return None;
+            return Err(super::Error::OrderNotSupported);
         };
 
-        Some(Self {
+        Ok(Self {
             from_token_address: order.sell.0,
             to_token_address: order.buy.0,
             amount: order.amount.get(),

src/infra/dex/okx/mod.rs

@@ -166,12 +166,7 @@ impl Okx {
         slippage: &dex::Slippage,
     ) -> Result<(dto::SwapResponse, eth::ContractAddress), Error> {
         let swap_request_future = async {
-            let swap_request = self
-                .defaults
-                .clone()
-                .with_domain(order, slippage)
-                .ok_or(Error::OrderNotSupported)?;
-
+            let swap_request = self.defaults.clone().try_with_domain(order, slippage)?;
             self.send_get_request("swap", &swap_request).await
         };
 

src/infra/dex/oneinch/dto.rs

@@ -91,10 +91,14 @@ pub struct Query {
 }
 
 impl Query {
-    pub fn with_domain(self, order: &dex::Order, slippage: &dex::Slippage) -> Option<Self> {
+    pub fn try_with_domain(
+        self,
+        order: &dex::Order,
+        slippage: &dex::Slippage,
+    ) -> Result<Self, super::Error> {
         // Buy orders are not supported on 1Inch
         if order.side == order::Side::Buy {
-            return None;
+            return Err(super::Error::OrderNotSupported);
         };
 
         // 1Inch checks `origin` for legal reasons.
@@ -107,7 +111,7 @@ impl Query {
             false => order.owner,
         };
 
-        Some(Self {
+        Ok(Self {
             from_token_address: order.sell.0,
             to_token_address: order.buy.0,
             amount: order.amount.get(),

src/infra/dex/oneinch/mod.rs

@@ -141,11 +141,7 @@ impl OneInch {
         order: &dex::Order,
         slippage: &dex::Slippage,
     ) -> Result<dex::Swap, Error> {
-        let query = self
-            .defaults
-            .clone()
-            .with_domain(order, slippage)
-            .ok_or(Error::OrderNotSupported)?;
+        let query = self.defaults.clone().try_with_domain(order, slippage)?;
         let swap = {
             // Set up a tracing span to make debugging of API requests easier.
             // Historically, debugging API requests to external DEXs was a bit

src/infra/dex/zeroex/dto.rs

@@ -6,7 +6,6 @@ use {
         domain::{dex, order},
         util::serialize,
     },
-    bigdecimal::BigDecimal,
     ethereum_types::{H160, U256},
     serde::{Deserialize, Serialize},
     serde_with::serde_as,
@@ -20,78 +19,60 @@ use {
 #[derive(Clone, Default, Serialize)]
 #[serde(rename_all = "camelCase")]
 pub struct Query {
-    /// Contract address of a token to sell.
-    pub sell_token: H160,
+    /// The chain ID of the network the query is prepared for.
+    pub chain_id: u64,
 
     /// Contract address of a token to buy.
     pub buy_token: H160,
 
-    /// Amount of a token to sell, set in atoms.
-    #[serde(skip_serializing_if = "Option::is_none")]
-    #[serde_as(as = "Option<serialize::U256>")]
-    pub sell_amount: Option<U256>,
+    /// Contract address of a token to sell.
+    pub sell_token: H160,
 
     /// Amount of a token to sell, set in atoms.
-    #[serde(skip_serializing_if = "Option::is_none")]
-    #[serde_as(as = "Option<serialize::U256>")]
-    pub buy_amount: Option<U256>,
+    #[serde_as(as = "serialize::U256")]
+    pub sell_amount: U256,
 
-    /// Limit of price slippage you are willing to accept.
+    /// The address which will fill the quote.
+    pub taker: H160,
+
+    /// Limit of price slippage you are willing to accept. Values are in basis
+    /// points [ 0 .. 10000 ].
     #[serde(skip_serializing_if = "Option::is_none")]
-    pub slippage_percentage: Option<Slippage>,
+    pub slippage_bps: Option<Slippage>,
 
     /// The target gas price for the swap transaction.
     #[serde(skip_serializing_if = "Option::is_none")]
     #[serde_as(as = "Option<serialize::U256>")]
     pub gas_price: Option<U256>,
 
-    /// The address which will fill the quote.
-    #[serde(skip_serializing_if = "Option::is_none")]
-    pub taker_address: Option<H160>,
-
     /// List of sources to exclude.
     #[serde(skip_serializing_if = "Vec::is_empty")]
     #[serde_as(as = "serialize::CommaSeparated")]
     pub excluded_sources: Vec<String>,
-
-    /// Whether or not to skip quote validation.
-    pub skip_validation: bool,
-
-    /// Wether or not you intend to actually fill the quote. Setting this flag
-    /// enables RFQ-T liquidity.
-    ///
-    /// <https://docs.0x.org/market-makers/docs/introduction>
-    pub intent_on_filling: bool,
-
-    /// The affiliate address to use for tracking and analytics purposes.
-    pub affiliate_address: H160,
-
-    /// Requests trade routes which aim to protect against high slippage and MEV
-    /// attacks.
-    pub enable_slippage_protection: bool,
 }
 
 /// A 0x slippage amount.
 #[derive(Clone, Debug, Serialize)]
-pub struct Slippage(BigDecimal);
+pub struct Slippage(u16);
 
 impl Query {
-    pub fn with_domain(self, order: &dex::Order, slippage: &dex::Slippage) -> Self {
-        let (sell_amount, buy_amount) = match order.side {
-            order::Side::Buy => (None, Some(order.amount.get())),
-            order::Side::Sell => (Some(order.amount.get()), None),
+    pub fn try_with_domain(
+        self,
+        order: &dex::Order,
+        slippage: &dex::Slippage,
+    ) -> Result<Self, super::Error> {
+        // Buy orders are not supported on 0x
+        if order.side == order::Side::Buy {
+            return Err(super::Error::OrderNotSupported);
         };
 
-        Self {
+        Ok(Self {
             sell_token: order.sell.0,
             buy_token: order.buy.0,
-            sell_amount,
-            buy_amount,
-            // Note that the API calls this "slippagePercentage", but it is **not** a
-            // percentage but a factor.
-            slippage_percentage: Some(Slippage(slippage.as_factor().clone())),
+            sell_amount: order.amount.get(),
+            slippage_bps: slippage.as_bps().map(Slippage),
             ..self
-        }
+        })
     }
 }
 
@@ -100,6 +81,25 @@ impl Query {
 #[derive(Deserialize)]
 #[serde(rename_all = "camelCase")]
 pub struct Quote {
+    /// The amount of sell token (in atoms) that would be sold in this swap.
+    #[serde_as(as = "serialize::U256")]
+    pub sell_amount: U256,
+
+    /// The amount of buy token (in atoms) that would be bought in this swap.
+    #[serde_as(as = "serialize::U256")]
+    pub buy_amount: U256,
+
+    /// The transaction details for the swap.
+    pub transaction: QuoteTransaction,
+
+    /// Issues containing the allowance data
+    pub issues: Issues,
+}
+
+#[serde_as]
+#[derive(Deserialize)]
+#[serde(rename_all = "camelCase")]
+pub struct QuoteTransaction {
     /// The address of the contract to call in order to execute the swap.
     pub to: H160,
 
@@ -109,38 +109,27 @@ pub struct Quote {
 
     /// The estimate for the amount of gas that will actually be used in the
     /// transaction.
-    #[serde_as(as = "serialize::U256")]
-    pub estimated_gas: U256,
-
-    /// The amount of sell token (in atoms) that would be sold in this swap.
-    #[serde_as(as = "serialize::U256")]
-    pub sell_amount: U256,
-
-    /// The amount of buy token (in atoms) that would be bought in this swap.
-    #[serde_as(as = "serialize::U256")]
-    pub buy_amount: U256,
+    #[serde_as(as = "Option<serialize::U256>")]
+    pub gas: Option<U256>,
+}
 
-    /// The target contract address for which the user needs to have an
-    /// allowance in order to be able to complete the swap.
-    #[serde(with = "address_none_when_zero")]
-    pub allowance_target: Option<H160>,
+#[serde_as]
+#[derive(Deserialize)]
+#[serde(rename_all = "camelCase")]
+pub struct Issues {
+    /// Allowance data for the sell token.
+    pub allowance: Option<Allowance>,
 }
 
-/// The 0x API uses the 0-address to indicate that no approvals are needed for a
-/// swap. Use a custom deserializer to turn that into `None`.
-mod address_none_when_zero {
-    use {
-        ethereum_types::H160,
-        serde::{Deserialize, Deserializer},
-    };
-
-    pub fn deserialize<'de, D>(deserializer: D) -> Result<Option<H160>, D::Error>
-    where
-        D: Deserializer<'de>,
-    {
-        let value = H160::deserialize(deserializer)?;
-        Ok((!value.is_zero()).then_some(value))
-    }
+#[serde_as]
+#[derive(Deserialize)]
+#[serde(rename_all = "camelCase")]
+pub struct Allowance {
+    /// The taker's current allowance of the spender
+    #[serde_as(as = "serialize::U256")]
+    pub actual: U256,
+    /// The address to set the allowance on
+    pub spender: H160,
 }
 
 #[derive(Deserialize)]