feat: ExchangeProxy FillQuoteTransformer bridge direct

0xProject / 0x-monorepo

0x protocol monorepo - includes our smart contracts and many developer tools

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Closed dekz closed 4 years ago

dekz commented 4 years ago

Directly fills the Bridge order with the on-chain source.

dekz commented 4 years ago

source	Exchange	FQT*	diff
Curve_Compound	1228K	1100K	128K
Curve_SUSD	462K	434K	28K
Kyber	893K	805K	88K
Uniswap	366K	353K	13K
UniswapV2	375K	354K	21K

Note: FQT is ALWAYS performing an approval in simulations as this is an initial "setup" cost on the first trade. FQT in practice will have an additional 20k savings once the first trade of that token has occurred.