Via 0x

Getting the Trade Calldata from 0x API:

The current 0x API adapter supports the 0xv4 exchange proxy. In order to execute a rebalance using 0x, you must fetch the trade calldata from the 0x /swap/v1/quote endpoint found here.

0x supports the same networks that Set Protocol supports (Ethereum mainnet, Polygon, Optimism) and aggregates decentralized exchanges on each network to return the best calldata to the user. When querying the 0x quote endpoint, be sure to use the correct 0x subdomain based on network.

It is important to remember that the parameters passed into the TradeModule trade function is in position units. However, parameters you pass into the 0x API must be in total notional units instead. Refer to 0x Documentation for examples on receiving trade quotes.

Sample 0x API response:

{
    "price": "108.2609065500801642",
    "guaranteedPrice": "102.8478612225761558",
    "to": "0xdef1c0ded9bec7f1a1670819833240f027b25eff",
    "data": "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",
    "value": "0",
    "gas": "171000",
    "estimatedGas": "171000",
    "from": "0x1c5eeb49ddd0203444f9b4b6600226f78873cd4d",
    "gasPrice": "79000000000",
    "protocolFee": "0",
    "minimumProtocolFee": "0",
    "buyTokenAddress": "0x0954906da0bf32d5479e25f46056d22f08464cab",
    "sellTokenAddress": "0x7Fc66500c84A76Ad7e9c93437bFc5Ac33E2DDaE9",
    "buyAmount": "1082609065500801642",
    "sellAmount": "10000000000000000",
    "sources": [
        {
            "name": "0x",
            "proportion": "0"
        },
        {
            "name": "Uniswap",
            "proportion": "0"
        },
        {
            "name": "Uniswap_V2",
            "proportion": "1"
        },
        {
            "name": "Eth2Dai",
            "proportion": "0"
        },
        {
            "name": "Kyber",
            "proportion": "0"
        },
        {
            "name": "Curve",
            "proportion": "0"
        },
        {
            "name": "LiquidityProvider",
            "proportion": "0"
        },
        {
            "name": "MultiBridge",
            "proportion": "0"
        },
        {
            "name": "Balancer",
            "proportion": "0"
        },
        {
            "name": "CREAM",
            "proportion": "0"
        },
        {
            "name": "Bancor",
            "proportion": "0"
        },
        {
            "name": "mStable",
            "proportion": "0"
        },
        {
            "name": "Mooniswap",
            "proportion": "0"
        },
        {
            "name": "MultiHop",
            "proportion": "0"
        },
        {
            "name": "Shell",
            "proportion": "0"
        },
        {
            "name": "Swerve",
            "proportion": "0"
        },
        {
            "name": "SnowSwap",
            "proportion": "0"
        },
        {
            "name": "SushiSwap",
            "proportion": "0"
        },
        {
            "name": "DODO",
            "proportion": "0"
        },
        {
            "name": "CryptoCom",
            "proportion": "0"
        }
    ],
    "orders": [
        {
            "chainId": 1,
            "exchangeAddress": "0x61935cbdd02287b511119ddb11aeb42f1593b7ef",
            "makerAddress": "0xdcd6011f4c6b80e470d9487f5871a0cba7c93f48",
            "takerAddress": "0x0000000000000000000000000000000000000000",
            "feeRecipientAddress": "0x1000000000000000000000000000000000000011",
            "senderAddress": "0x0000000000000000000000000000000000000000",
            "makerAssetAmount": "1028478612225761559",
            "takerAssetAmount": "10000000000000000",
            "makerFee": "0",
            "takerFee": "0",
            "expirationTimeSeconds": "1611573427",
            "salt": "13296217963886828288287121507227614217710859303974535612166126598723404635862",
            "makerAssetData": "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",
            "takerAssetData": "0xf47261b00000000000000000000000007fc66500c84a76ad7e9c93437bfc5ac33e2ddae9",
            "makerFeeAssetData": "0x",
            "takerFeeAssetData": "0x",
            "signature": "0x04"
        }
    ],
    "allowanceTarget": "0xdef1c0ded9bec7f1a1670819833240f027b25eff",
    "sellTokenToEthRate": "5.408199990410548256",
    "buyTokenToEthRate": "114.15627671612326308"
}