feat: Add meta-transaction sell token fees (0xProject#1275)

Author: Haozhuo

src/asset-swapper/quote_consumers/feature_rules/transform_erc20_rule.ts

@@ -29,6 +29,7 @@ import { IZeroExContract } from '@0x/contract-wrappers';
 import { TransformerNonces } from '../types';
 import { AbstractFeatureRule } from './abstract_feature_rule';
 import * as _ from 'lodash';
+import { ZERO } from '../../../constants';
 
 // Transformation of `TransformERC20` feature.
 interface ERC20Transformation {
@@ -72,11 +73,12 @@ export class TransformERC20Rule extends AbstractFeatureRule {
             isFromETH,
             isToETH,
             shouldSellEntireBalance,
+            metaTransactionVersion,
         } = opts;
 
         const swapContext = this.getSwapContext(quote, opts);
-        const { sellToken, buyToken, sellAmount, ethAmount } = swapContext;
-        let minBuyAmount = swapContext.minBuyAmount;
+        const { sellToken, buyToken, ethAmount } = swapContext;
+        let { minBuyAmount, sellAmount } = swapContext;
 
         // Build up the transformations.
         const transformations = [] as ERC20Transformation[];
@@ -97,6 +99,17 @@ export class TransformERC20Rule extends AbstractFeatureRule {
                         })),
                 }),
             });
+
+            // Adjust the sell amount by the fee for meta-transaction v1. We don't need to adjust the amount for v2
+            // since fee transfer won't happen in `transformERC20`
+            if (metaTransactionVersion === 'v1') {
+                const totalSellTokenFeeAmount = sellTokenAffiliateFees.reduce(
+                    (totalSellTokenFeeAmount, sellTokenAffiliateFees) =>
+                        totalSellTokenFeeAmount.plus(sellTokenAffiliateFees.sellTokenFeeAmount),
+                    ZERO,
+                );
+                sellAmount = sellAmount.plus(totalSellTokenFeeAmount);
+            }
         }
 
         // Create a WETH wrapper if coming from ETH.

src/asset-swapper/swap_quoter.ts

@@ -38,6 +38,8 @@ import { QuoteRequestor } from './utils/quote_requestor';
 import { assert } from './utils/utils';
 import { calculateQuoteInfo } from './utils/quote_info';
 import { SignedLimitOrder } from '../asset-swapper';
+import { isNativeSymbolOrAddress, isNativeWrappedSymbolOrAddress } from '@0x/token-metadata';
+import { CHAIN_ID } from '../config';
 
 export class SwapQuoter {
     public readonly provider: ZeroExProvider;
@@ -158,6 +160,22 @@ export class SwapQuoter {
         return new BigNumber(gasPrices.fast);
     }
 
+    /**
+     * Returns the token amount per wei by checking token <-> native token in sampler. Note that the function name & output ends with `PerWei`
+     * instead of `AmountPerEth` which is a legacy naming convention used in the repo that intends to mean per wei.
+     */
+    public async getTokenAmountPerWei(
+        tokenAddress: string,
+        options: Partial<SwapQuoteRequestOpts>,
+    ): Promise<BigNumber> {
+        // Return 1 if `token` is native or wrapped native token
+        if (isNativeSymbolOrAddress(tokenAddress, CHAIN_ID) || isNativeWrappedSymbolOrAddress(tokenAddress, CHAIN_ID)) {
+            return new BigNumber(1);
+        }
+
+        return this._marketOperationUtils.getTokenAmountPerWei(tokenAddress, options);
+    }
+
     /**
      * Get a `SwapQuote` containing all information relevant to fulfilling a swap between a desired ERC20 token address and ERC20 owned by a provided address.
      * You can then pass the `SwapQuote` to a `SwapQuoteConsumer` to execute a buy, or process SwapQuote for on-chain consumption.

src/asset-swapper/utils/market_operation_utils/index.ts

@@ -138,6 +138,35 @@ export class MarketOperationUtils {
         return this.getMarketBuyLiquidity(makerToken, takerToken, limitOrders, amount, opts);
     }
 
+    /**
+     * Get the token amount per wei for native token. Note:
+     * - This function would make an `eth_call` and shouldn't be used in most cases
+     * - This function does not perform a full search (only perform a direct price check on `token` and native token) and
+     * calls `sampler.getBestNativeTokenSellRate` internally
+     *
+     * @param tokenAddress The token to check price for.
+     * @param opts GetMarketOrdersOpts object.
+     * @returns Token amount per wei.
+     */
+    public async getTokenAmountPerWei(tokenAddress: string, opts?: Partial<GetMarketOrdersOpts>): Promise<BigNumber> {
+        const optsWithDefault = { ...DEFAULT_GET_MARKET_ORDERS_OPTS, ...opts };
+        const [tokenAmountPerWei] = await this.sampler.executeAsync(
+            this.sampler.getBestNativeTokenSellRate(
+                this._feeSources,
+                tokenAddress,
+                this._nativeFeeToken,
+                this._nativeFeeTokenAmount,
+                optsWithDefault.feeSchedule,
+            ),
+        );
+
+        if (tokenAmountPerWei.isZero()) {
+            NO_CONVERSION_TO_NATIVE_FOUND.labels('getTokenAmountPerWei', opts?.endpoint ?? 'N/A').inc();
+        }
+
+        return tokenAmountPerWei;
+    }
+
     /**
      * Gets the liquidity available for a market sell operation
      * @param makerToken Maker token address

src/constants.ts

@@ -27,6 +27,30 @@ export const POSITIVE_SLIPPAGE_FEE_TRANSFORMER_GAS = new BigNumber(30000);
 export const ONE_GWEI = new BigNumber(1000000000);
 export const AFFILIATE_DATA_SELECTOR = '869584cd';
 export const DEFAULT_META_TX_MIN_ALLOWED_SLIPPAGE = 0.001;
+export const AVG_MULTIPLEX_TRANFORM_ERC_20_GAS = new BigNumber(933e3);
+/**
+ * `transformerTransfer` estimated gas (used by `AffiliateFeeTransformer`):
+ * - Decrease balance of the owner (flash wallet):
+ *   - SLOAD: 2,100
+ *   - SSTORE: 2,900 (original value is non-zero)
+ * - Increase balance of the spender (fee recipient):
+ *   - SLOAD: 2,100
+ *   - SSTORE: 20,000 (worst case scenario: original value is zero)
+ */
+export const TRANSFER_GAS = new BigNumber(27e3);
+/**
+ * `_transferERC20TokensFrom` estimated gas (used by `FixinTokenSpender`):
+ * - Decrease balance of the owner (taker):
+ *   - SLOAD: 2,100
+ *   - SSTORE: 2,900 (original value is non-zero)
+ * - Increase balance of the spender (one of the 0x contracts):
+ *   - SLOAD: 2,100
+ *   - SSTORE: 20,000 (worst case scenario: original value is zero)
+ * - Decrease allowance of the spender if necessary (one of the 0x contracts)
+ *   - SLOAD: 2,100
+ *   - SSTORE: 2,900 (original value is non-zero)
+ */
+export const TRANSFER_FROM_GAS = new BigNumber(32e3);
 
 // API namespaces
 export const SRA_PATH = '/sra/v4';

src/services/meta_transaction_service.ts

@@ -77,6 +77,7 @@ export class MetaTransactionService implements IMetaTransactionService {
             allowanceTarget: quote.allowanceTarget,
             sellTokenToEthRate: quote.sellTokenToEthRate,
             buyTokenToEthRate: quote.buyTokenToEthRate,
+            fees: quote.fees,
         };
 
         // Generate meta-transaction
@@ -216,7 +217,7 @@ export class MetaTransactionService implements IMetaTransactionService {
             endpoint,
             isUnwrap: false,
             isWrap: false,
-            metaTransactionVersion: 'v1',
+            metaTransactionVersion: params.metaTransactionVersion,
             sellToken: params.sellTokenAddress,
             shouldSellEntireBalance: false,
             skipValidation: true,
@@ -271,6 +272,7 @@ export class MetaTransactionService implements IMetaTransactionService {
             buyTokenAddress: params.buyTokenAddress,
             sellTokenAddress: params.sellTokenAddress,
             taker: params.takerAddress,
+            fees: quote.fees,
         };
     }