Maker PSM integration [TKR-2] (#150)

* ADDS basic boilerplate for PSM bridge WIP

* ADDS integrate the MakerPSM mixin and fix incorrect naming

* fix: take into account PSM fee when buying USDC from PSM

* feat: intial stab at a PSM sampler WIP

* feat: integrate MakerPsm into AS WIP

* refactor: get VAT contract address from PSM instead of passing it in

* fix: hardcode PSM Gemtoken to USDC

* fix: remove passing in authGem, get from PSM contract instead

* fix: use constant modified to avoid using storage variables

* fix: incorrect num decimals after multiplication in sampler

* fix: PSM buy sampling

* fix: use fillData to estimate gas schedule

* Rebased on latest development

* Guard and use latest Curve LiquidityProvider

* `@0x/contract-addresses`: Redeploy FQT on mainnet and ropsten

Co-authored-by: Jacob Evans <jacob@dekz.net>
Co-authored-by: Lawrence Forman <lawrence@0xproject.com>

contracts/zero-ex/contracts/src/transformers/bridges/BridgeAdapter.sol

@@ -30,6 +30,7 @@ import "./mixins/MixinCryptoCom.sol";
 import "./mixins/MixinDodo.sol";
 import "./mixins/MixinDodoV2.sol";
 import "./mixins/MixinKyber.sol";
+import "./mixins/MixinMakerPSM.sol";
 import "./mixins/MixinMooniswap.sol";
 import "./mixins/MixinMStable.sol";
 import "./mixins/MixinNerve.sol";
@@ -49,6 +50,7 @@ contract BridgeAdapter is
     MixinDodo,
     MixinDodoV2,
     MixinKyber,
+    MixinMakerPSM,
     MixinMooniswap,
     MixinMStable,
     MixinNerve,
@@ -68,6 +70,7 @@ contract BridgeAdapter is
         MixinDodo()
         MixinDodoV2()
         MixinKyber(weth)
+        MixinMakerPSM()
         MixinMooniswap(weth)
         MixinMStable()
         MixinNerve()
@@ -123,6 +126,13 @@ contract BridgeAdapter is
                 sellAmount,
                 order.bridgeData
             );
+        } else if (protocolId == BridgeProtocols.MAKERPSM) {
+            boughtAmount = _tradeMakerPsm(
+                sellToken,
+                buyToken,
+                sellAmount,
+                order.bridgeData
+            );
         } else if (protocolId == BridgeProtocols.MOONISWAP) {
             boughtAmount = _tradeMooniswap(
                 sellToken,

contracts/zero-ex/contracts/src/transformers/bridges/BridgeProtocols.sol

@@ -43,4 +43,5 @@ library BridgeProtocols {
     uint128 internal constant BANCOR      = 13;
     uint128 internal constant COFIX       = 14;
     uint128 internal constant NERVE       = 15;
+    uint128 internal constant MAKERPSM    = 16;
 }

contracts/zero-ex/contracts/src/transformers/bridges/mixins/MixinMakerPSM.sol

@@ -0,0 +1,114 @@
+// SPDX-License-Identifier: Apache-2.0
+/*
+
+  Copyright 2021 ZeroEx Intl.
+
+  Licensed under the Apache License, Version 2.0 (the "License");
+  you may not use this file except in compliance with the License.
+  You may obtain a copy of the License at
+
+    http://www.apache.org/licenses/LICENSE-2.0
+
+  Unless required by applicable law or agreed to in writing, software
+  distributed under the License is distributed on an "AS IS" BASIS,
+  WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+  See the License for the specific language governing permissions and
+  limitations under the License.
+
+*/
+
+pragma solidity ^0.6.5;
+pragma experimental ABIEncoderV2;
+
+import "@0x/contracts-erc20/contracts/src/v06/LibERC20TokenV06.sol";
+import "@0x/contracts-erc20/contracts/src/v06/IERC20TokenV06.sol";
+import "@0x/contracts-utils/contracts/src/v06/LibSafeMathV06.sol";
+
+interface IPSM {
+    // @dev Get the fee for selling USDC to DAI in PSM
+    // @return tin toll in [wad]
+    function tin() external view returns (uint256);
+    // @dev Get the fee for selling DAI to USDC in PSM
+    // @return tout toll out [wad]
+    function tout() external view returns (uint256);
+
+    // @dev Get the address of the PSM state Vat
+    // @return address of the Vat
+    function vat() external view returns (address);
+
+    // @dev Get the address of the underlying vault powering PSM
+    // @return address of gemJoin contract
+    function gemJoin() external view returns (address);
+
+    // @dev Sell USDC for DAI
+    // @param usr The address of the account trading USDC for DAI.
+    // @param gemAmt The amount of USDC to sell in USDC base units
+    function sellGem(
+        address usr,
+        uint256 gemAmt
+    ) external;
+    // @dev Buy USDC for DAI
+    // @param usr The address of the account trading DAI for USDC
+    // @param gemAmt The amount of USDC to buy in USDC base units
+    function buyGem(
+        address usr,
+        uint256 gemAmt
+    ) external;
+}
+
+contract MixinMakerPSM {
+
+    using LibERC20TokenV06 for IERC20TokenV06;
+    using LibSafeMathV06 for uint256;
+
+    struct MakerPsmBridgeData {
+        address psmAddress;
+        address gemTokenAddres;
+    }
+
+    // Maker units
+    // wad: fixed point decimal with 18 decimals (for basic quantities, e.g. balances)
+    uint256 constant private WAD = 10 ** 18;
+    // ray: fixed point decimal with 27 decimals (for precise quantites, e.g. ratios)
+    uint256 constant private RAY = 10 ** 27;
+    // rad: fixed point decimal with 45 decimals (result of integer multiplication with a wad and a ray)
+    uint256 constant private RAD = 10 ** 45;
+    // See https://github.com/makerdao/dss/blob/master/DEVELOPING.md
+
+    function _tradeMakerPsm(
+        IERC20TokenV06 sellToken,
+        IERC20TokenV06 buyToken,
+        uint256 sellAmount,
+        bytes memory bridgeData
+    )
+        internal
+        returns (uint256 boughtAmount)
+    {
+        // Decode the bridge data.
+        MakerPsmBridgeData memory data = abi.decode(bridgeData, (MakerPsmBridgeData));
+        uint256 beforeBalance = buyToken.balanceOf(address(this));
+
+        IPSM psm = IPSM(data.psmAddress);
+
+        if (address(sellToken) == data.gemTokenAddres) {
+            sellToken.approveIfBelow(
+                psm.gemJoin(),
+                sellAmount
+            );
+
+            psm.sellGem(address(this), sellAmount);
+        } else if (address(buyToken) == data.gemTokenAddres) {
+            uint256 feeDivisor = WAD.safeAdd(psm.tout()); // eg. 1.001 * 10 ** 18 with 0.1% fee [tout is in wad];
+            uint256 buyTokenBaseUnit = uint256(10) ** uint256(buyToken.decimals());
+            uint256 gemAmount =  sellAmount.safeMul(buyTokenBaseUnit).safeDiv(feeDivisor);
+
+            sellToken.approveIfBelow(
+                data.psmAddress,
+                sellAmount
+            );
+            psm.buyGem(address(this), gemAmount);
+        }
+
+        return buyToken.balanceOf(address(this)).safeSub(beforeBalance);
+    }
+}

contracts/zero-ex/package.json

@@ -43,7 +43,7 @@
     "config": {
         "publicInterfaceContracts": "IZeroEx,ZeroEx,FullMigration,InitialMigration,IFlashWallet,IERC20Transformer,IOwnableFeature,ISimpleFunctionRegistryFeature,ITransformERC20Feature,FillQuoteTransformer,PayTakerTransformer,PositiveSlippageFeeTransformer,WethTransformer,OwnableFeature,SimpleFunctionRegistryFeature,TransformERC20Feature,AffiliateFeeTransformer,MetaTransactionsFeature,LogMetadataTransformer,BridgeAdapter,LiquidityProviderFeature,ILiquidityProviderFeature,NativeOrdersFeature,INativeOrdersFeature,FeeCollectorController,FeeCollector,CurveLiquidityProvider,BatchFillNativeOrdersFeature,IBatchFillNativeOrdersFeature,MultiplexFeature,IMultiplexFeature",
         "abis:comment": "This list is auto-generated by contracts-gen. Don't edit manually.",
-        "abis": "./test/generated-artifacts/@(AffiliateFeeTransformer|BatchFillNativeOrdersFeature|BootstrapFeature|BridgeAdapter|BridgeProtocols|CurveLiquidityProvider|FeeCollector|FeeCollectorController|FillQuoteTransformer|FixinCommon|FixinEIP712|FixinProtocolFees|FixinReentrancyGuard|FixinTokenSpender|FlashWallet|FullMigration|IBatchFillNativeOrdersFeature|IBootstrapFeature|IBridgeAdapter|IERC20Bridge|IERC20Transformer|IFeature|IFlashWallet|ILiquidityProvider|ILiquidityProviderFeature|ILiquidityProviderSandbox|IMetaTransactionsFeature|IMooniswapPool|IMultiplexFeature|INativeOrdersEvents|INativeOrdersFeature|IOwnableFeature|IPancakeSwapFeature|ISimpleFunctionRegistryFeature|IStaking|ITestSimpleFunctionRegistryFeature|ITokenSpenderFeature|ITransformERC20Feature|IUniswapFeature|IUniswapV2Pair|IZeroEx|InitialMigration|LibBootstrap|LibCommonRichErrors|LibERC20Transformer|LibFeeCollector|LibLiquidityProviderRichErrors|LibMetaTransactionsRichErrors|LibMetaTransactionsStorage|LibMigrate|LibNativeOrder|LibNativeOrdersRichErrors|LibNativeOrdersStorage|LibOwnableRichErrors|LibOwnableStorage|LibProxyRichErrors|LibProxyStorage|LibReentrancyGuardStorage|LibSignature|LibSignatureRichErrors|LibSimpleFunctionRegistryRichErrors|LibSimpleFunctionRegistryStorage|LibStorage|LibTransformERC20RichErrors|LibTransformERC20Storage|LibWalletRichErrors|LiquidityProviderFeature|LiquidityProviderSandbox|LogMetadataTransformer|MetaTransactionsFeature|MixinBalancer|MixinBancor|MixinCoFiX|MixinCryptoCom|MixinCurve|MixinDodo|MixinDodoV2|MixinKyber|MixinMStable|MixinMooniswap|MixinNerve|MixinOasis|MixinShell|MixinUniswap|MixinUniswapV2|MixinZeroExBridge|MooniswapLiquidityProvider|MultiplexFeature|NativeOrdersCancellation|NativeOrdersFeature|NativeOrdersInfo|NativeOrdersProtocolFees|NativeOrdersSettlement|OwnableFeature|PancakeSwapFeature|PayTakerTransformer|PermissionlessTransformerDeployer|PositiveSlippageFeeTransformer|SimpleFunctionRegistryFeature|TestBridge|TestCallTarget|TestCurve|TestDelegateCaller|TestFeeCollectorController|TestFillQuoteTransformerBridge|TestFillQuoteTransformerExchange|TestFillQuoteTransformerHost|TestFixinProtocolFees|TestFixinTokenSpender|TestFullMigration|TestInitialMigration|TestLibNativeOrder|TestLibSignature|TestLiquidityProvider|TestMetaTransactionsNativeOrdersFeature|TestMetaTransactionsTransformERC20Feature|TestMigrator|TestMintTokenERC20Transformer|TestMintableERC20Token|TestMooniswap|TestNativeOrdersFeature|TestPermissionlessTransformerDeployerSuicidal|TestPermissionlessTransformerDeployerTransformer|TestRfqOriginRegistration|TestSimpleFunctionRegistryFeatureImpl1|TestSimpleFunctionRegistryFeatureImpl2|TestStaking|TestTokenSpenderERC20Token|TestTransformERC20|TestTransformerBase|TestTransformerDeployerTransformer|TestTransformerHost|TestWeth|TestWethTransformerHost|TestZeroExFeature|TransformERC20Feature|Transformer|TransformerDeployer|UniswapFeature|WethTransformer|ZeroEx|ZeroExOptimized).json"
+        "abis": "./test/generated-artifacts/@(AffiliateFeeTransformer|BatchFillNativeOrdersFeature|BootstrapFeature|BridgeAdapter|BridgeProtocols|CurveLiquidityProvider|FeeCollector|FeeCollectorController|FillQuoteTransformer|FixinCommon|FixinEIP712|FixinProtocolFees|FixinReentrancyGuard|FixinTokenSpender|FlashWallet|FullMigration|IBatchFillNativeOrdersFeature|IBootstrapFeature|IBridgeAdapter|IERC20Bridge|IERC20Transformer|IFeature|IFlashWallet|ILiquidityProvider|ILiquidityProviderFeature|ILiquidityProviderSandbox|IMetaTransactionsFeature|IMooniswapPool|IMultiplexFeature|INativeOrdersEvents|INativeOrdersFeature|IOwnableFeature|IPancakeSwapFeature|ISimpleFunctionRegistryFeature|IStaking|ITestSimpleFunctionRegistryFeature|ITokenSpenderFeature|ITransformERC20Feature|IUniswapFeature|IUniswapV2Pair|IZeroEx|InitialMigration|LibBootstrap|LibCommonRichErrors|LibERC20Transformer|LibFeeCollector|LibLiquidityProviderRichErrors|LibMetaTransactionsRichErrors|LibMetaTransactionsStorage|LibMigrate|LibNativeOrder|LibNativeOrdersRichErrors|LibNativeOrdersStorage|LibOwnableRichErrors|LibOwnableStorage|LibProxyRichErrors|LibProxyStorage|LibReentrancyGuardStorage|LibSignature|LibSignatureRichErrors|LibSimpleFunctionRegistryRichErrors|LibSimpleFunctionRegistryStorage|LibStorage|LibTransformERC20RichErrors|LibTransformERC20Storage|LibWalletRichErrors|LiquidityProviderFeature|LiquidityProviderSandbox|LogMetadataTransformer|MetaTransactionsFeature|MixinBalancer|MixinBancor|MixinCoFiX|MixinCryptoCom|MixinCurve|MixinDodo|MixinDodoV2|MixinKyber|MixinMStable|MixinMakerPSM|MixinMooniswap|MixinNerve|MixinOasis|MixinShell|MixinUniswap|MixinUniswapV2|MixinZeroExBridge|MooniswapLiquidityProvider|MultiplexFeature|NativeOrdersCancellation|NativeOrdersFeature|NativeOrdersInfo|NativeOrdersProtocolFees|NativeOrdersSettlement|OwnableFeature|PancakeSwapFeature|PayTakerTransformer|PermissionlessTransformerDeployer|PositiveSlippageFeeTransformer|SimpleFunctionRegistryFeature|TestBridge|TestCallTarget|TestCurve|TestDelegateCaller|TestFeeCollectorController|TestFillQuoteTransformerBridge|TestFillQuoteTransformerExchange|TestFillQuoteTransformerHost|TestFixinProtocolFees|TestFixinTokenSpender|TestFullMigration|TestInitialMigration|TestLibNativeOrder|TestLibSignature|TestLiquidityProvider|TestMetaTransactionsNativeOrdersFeature|TestMetaTransactionsTransformERC20Feature|TestMigrator|TestMintTokenERC20Transformer|TestMintableERC20Token|TestMooniswap|TestNativeOrdersFeature|TestPermissionlessTransformerDeployerSuicidal|TestPermissionlessTransformerDeployerTransformer|TestRfqOriginRegistration|TestSimpleFunctionRegistryFeatureImpl1|TestSimpleFunctionRegistryFeatureImpl2|TestStaking|TestTokenSpenderERC20Token|TestTransformERC20|TestTransformerBase|TestTransformerDeployerTransformer|TestTransformerHost|TestWeth|TestWethTransformerHost|TestZeroExFeature|TransformERC20Feature|Transformer|TransformerDeployer|UniswapFeature|WethTransformer|ZeroEx|ZeroExOptimized).json"
     },
     "repository": {
         "type": "git",

contracts/zero-ex/src/artifacts.ts

@@ -13,7 +13,6 @@ import * as FeeCollector from '../generated-artifacts/FeeCollector.json';
 import * as FeeCollectorController from '../generated-artifacts/FeeCollectorController.json';
 import * as FillQuoteTransformer from '../generated-artifacts/FillQuoteTransformer.json';
 import * as FullMigration from '../generated-artifacts/FullMigration.json';
-import * as IAllowanceTarget from '../generated-artifacts/IAllowanceTarget.json';
 import * as IBatchFillNativeOrdersFeature from '../generated-artifacts/IBatchFillNativeOrdersFeature.json';
 import * as IERC20Transformer from '../generated-artifacts/IERC20Transformer.json';
 import * as IFlashWallet from '../generated-artifacts/IFlashWallet.json';
@@ -43,7 +42,6 @@ export const artifacts = {
     FullMigration: FullMigration as ContractArtifact,
     InitialMigration: InitialMigration as ContractArtifact,
     IFlashWallet: IFlashWallet as ContractArtifact,
-    IAllowanceTarget: IAllowanceTarget as ContractArtifact,
     IERC20Transformer: IERC20Transformer as ContractArtifact,
     IOwnableFeature: IOwnableFeature as ContractArtifact,
     ISimpleFunctionRegistryFeature: ISimpleFunctionRegistryFeature as ContractArtifact,

contracts/zero-ex/src/wrappers.ts

@@ -11,7 +11,6 @@ export * from '../generated-wrappers/fee_collector';
 export * from '../generated-wrappers/fee_collector_controller';
 export * from '../generated-wrappers/fill_quote_transformer';
 export * from '../generated-wrappers/full_migration';
-export * from '../generated-wrappers/i_allowance_target';
 export * from '../generated-wrappers/i_batch_fill_native_orders_feature';
 export * from '../generated-wrappers/i_erc20_transformer';
 export * from '../generated-wrappers/i_flash_wallet';

contracts/zero-ex/test/artifacts.ts

@@ -83,6 +83,7 @@ import * as MixinCurve from '../test/generated-artifacts/MixinCurve.json';
 import * as MixinDodo from '../test/generated-artifacts/MixinDodo.json';
 import * as MixinDodoV2 from '../test/generated-artifacts/MixinDodoV2.json';
 import * as MixinKyber from '../test/generated-artifacts/MixinKyber.json';
+import * as MixinMakerPSM from '../test/generated-artifacts/MixinMakerPSM.json';
 import * as MixinMooniswap from '../test/generated-artifacts/MixinMooniswap.json';
 import * as MixinMStable from '../test/generated-artifacts/MixinMStable.json';
 import * as MixinNerve from '../test/generated-artifacts/MixinNerve.json';
@@ -241,6 +242,7 @@ export const artifacts = {
     MixinDodoV2: MixinDodoV2 as ContractArtifact,
     MixinKyber: MixinKyber as ContractArtifact,
     MixinMStable: MixinMStable as ContractArtifact,
+    MixinMakerPSM: MixinMakerPSM as ContractArtifact,
     MixinMooniswap: MixinMooniswap as ContractArtifact,
     MixinNerve: MixinNerve as ContractArtifact,
     MixinOasis: MixinOasis as ContractArtifact,

contracts/zero-ex/test/wrappers.ts

@@ -82,6 +82,7 @@ export * from '../test/generated-wrappers/mixin_dodo';
 export * from '../test/generated-wrappers/mixin_dodo_v2';
 export * from '../test/generated-wrappers/mixin_kyber';
 export * from '../test/generated-wrappers/mixin_m_stable';
+export * from '../test/generated-wrappers/mixin_maker_p_s_m';
 export * from '../test/generated-wrappers/mixin_mooniswap';
 export * from '../test/generated-wrappers/mixin_nerve';
 export * from '../test/generated-wrappers/mixin_oasis';

contracts/zero-ex/tsconfig.json

@@ -11,7 +11,6 @@
         "generated-artifacts/FeeCollectorController.json",
         "generated-artifacts/FillQuoteTransformer.json",
         "generated-artifacts/FullMigration.json",
-        "generated-artifacts/IAllowanceTarget.json",
         "generated-artifacts/IBatchFillNativeOrdersFeature.json",
         "generated-artifacts/IERC20Transformer.json",
         "generated-artifacts/IFlashWallet.json",
@@ -114,6 +113,7 @@
         "test/generated-artifacts/MixinDodoV2.json",
         "test/generated-artifacts/MixinKyber.json",
         "test/generated-artifacts/MixinMStable.json",
+        "test/generated-artifacts/MixinMakerPSM.json",
         "test/generated-artifacts/MixinMooniswap.json",
         "test/generated-artifacts/MixinNerve.json",
         "test/generated-artifacts/MixinOasis.json",

packages/asset-swapper/contracts/src/ERC20BridgeSampler.sol

@@ -28,6 +28,7 @@ import "./DODOV2Sampler.sol";
 import "./Eth2DaiSampler.sol";
 import "./KyberSampler.sol";
 import "./LiquidityProviderSampler.sol";
+import "./MakerPSMSampler.sol";
 import "./MultiBridgeSampler.sol";
 import "./MStableSampler.sol";
 import "./MooniswapSampler.sol";
@@ -48,6 +49,7 @@ contract ERC20BridgeSampler is
     Eth2DaiSampler,
     KyberSampler,
     LiquidityProviderSampler,
+    MakerPSMSampler,
     MStableSampler,
     MooniswapSampler,
     MultiBridgeSampler,

packages/asset-swapper/contracts/src/MakerPSMSampler.sol

@@ -0,0 +1,267 @@
+// SPDX-License-Identifier: Apache-2.0
+/*
+
+  Copyright 2021 ZeroEx Intl.
+
+  Licensed under the Apache License, Version 2.0 (the "License");
+  you may not use this file except in compliance with the License.
+  You may obtain a copy of the License at
+
+    http://www.apache.org/licenses/LICENSE-2.0
+
+  Unless required by applicable law or agreed to in writing, software
+  distributed under the License is distributed on an "AS IS" BASIS,
+  WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+  See the License for the specific language governing permissions and
+  limitations under the License.
+
+*/
+
+pragma solidity ^0.6;
+pragma experimental ABIEncoderV2;
+
+import "./SamplerUtils.sol";
+import "@0x/contracts-utils/contracts/src/v06/LibMathV06.sol";
+
+interface IPSM {
+    // @dev Get the fee for selling USDC to DAI in PSM
+    // @return tin toll in [wad]
+    function tin() external view returns (uint256);
+    // @dev Get the fee for selling DAI to USDC in PSM
+    // @return tout toll out [wad]
+    function tout() external view returns (uint256);
+
+    // @dev Get the address of the PSM state Vat
+    // @return address of the Vat
+    function vat() external view returns (address);
+
+    // @dev Get the address of the underlying vault powering PSM
+    // @return address of gemJoin contract
+    function gemJoin() external view returns (address);
+
+    // @dev Get the address of DAI
+    // @return address of DAI contract
+    function dai() external view returns (address);
+
+    // @dev Sell USDC for DAI
+    // @param usr The address of the account trading USDC for DAI.
+    // @param gemAmt The amount of USDC to sell in USDC base units
+    function sellGem(
+        address usr,
+        uint256 gemAmt
+    ) external;
+    // @dev Buy USDC for DAI
+    // @param usr The address of the account trading DAI for USDC
+    // @param gemAmt The amount of USDC to buy in USDC base units
+    function buyGem(
+        address usr,
+        uint256 gemAmt
+    ) external;
+}
+
+interface IVAT {
+    // @dev Get a collateral type by identifier
+    // @param ilkIdentifier bytes32 identifier. Example: ethers.utils.formatBytes32String("PSM-USDC-A")
+    // @return ilk
+    // @return ilk.Art Total Normalised Debt in wad
+    // @return ilk.rate Accumulated Rates in ray
+    // @return ilk.spot Price with Safety Margin in ray
+    // @return ilk.line Debt Ceiling in rad
+    // @return ilk.dust Urn Debt Floor in rad
+    function ilks(
+        bytes32 ilkIdentifier
+    ) external view returns (
+        uint256 Art,
+        uint256 rate,
+        uint256 spot,
+        uint256 line,
+        uint256 dust
+    );
+}
+
+contract MakerPSMSampler is
+    SamplerUtils
+{
+    using LibSafeMathV06 for uint256;
+
+    /// @dev Information about which PSM module to use
+    struct MakerPsmInfo {
+        address psmAddress;
+        bytes32 ilkIdentifier;
+        address gemTokenAddress;
+    }
+
+    /// @dev Gas limit for MakerPsm calls.
+    uint256 constant private MAKER_PSM_CALL_GAS = 300e3; // 300k
+
+
+    // Maker units
+    // wad: fixed point decimal with 18 decimals (for basic quantities, e.g. balances)
+    uint256 constant private WAD = 10 ** 18;
+    // ray: fixed point decimal with 27 decimals (for precise quantites, e.g. ratios)
+    uint256 constant private RAY = 10 ** 27;
+    // rad: fixed point decimal with 45 decimals (result of integer multiplication with a wad and a ray)
+    uint256 constant private RAD = 10 ** 45;
+    // See https://github.com/makerdao/dss/blob/master/DEVELOPING.m
+
+    /// @dev Sample sell quotes from Maker PSM
+    function sampleSellsFromMakerPsm(
+        MakerPsmInfo memory psmInfo,
+        address takerToken,
+        address makerToken,
+        uint256[] memory takerTokenAmounts
+    )
+        public
+        view
+        returns (uint256[] memory makerTokenAmounts)
+    {
+        _assertValidPair(makerToken, takerToken);
+        IPSM psm = IPSM(psmInfo.psmAddress);
+        IVAT vat = IVAT(psm.vat());
+
+
+        uint256 numSamples = takerTokenAmounts.length;
+        makerTokenAmounts = new uint256[](numSamples);
+
+        if (makerToken != psm.dai() && takerToken != psm.dai()) {
+            return makerTokenAmounts;
+        }
+
+        for (uint256 i = 0; i < numSamples; i++) {
+            uint256 buyAmount = _samplePSMSell(psmInfo, makerToken, takerToken, takerTokenAmounts[i], psm, vat);
+
+            if (buyAmount == 0) {
+                break;
+            }
+            makerTokenAmounts[i] = buyAmount;
+        }
+    }
+
+    function sampleBuysFromMakerPsm(
+        MakerPsmInfo memory psmInfo,
+        address takerToken,
+        address makerToken,
+        uint256[] memory makerTokenAmounts
+    )
+        public
+        view
+        returns (uint256[] memory takerTokenAmounts)
+    {
+        _assertValidPair(makerToken, takerToken);
+        IPSM psm = IPSM(psmInfo.psmAddress);
+        IVAT vat = IVAT(psm.vat());
+
+        uint256 numSamples = makerTokenAmounts.length;
+        takerTokenAmounts = new uint256[](numSamples);
+        if (makerToken != psm.dai() && takerToken != psm.dai()) {
+            return takerTokenAmounts;
+        }
+
+        for (uint256 i = 0; i < numSamples; i++) {
+            uint256 sellAmount = _samplePSMBuy(psmInfo, makerToken, takerToken, makerTokenAmounts[i], psm, vat);
+
+            if (sellAmount == 0) {
+                break;
+            }
+
+            takerTokenAmounts[i] = sellAmount;
+        }
+
+    }
+
+    function _samplePSMSell(MakerPsmInfo memory psmInfo, address makerToken, address takerToken, uint256 takerTokenAmount, IPSM psm, IVAT vat)
+        private
+        view
+        returns (uint256)
+    {
+        (uint256 totalDebtInWad,,, uint256 debtCeilingInRad, uint256 debtFloorInRad) = vat.ilks(psmInfo.ilkIdentifier);
+        uint256 gemTokenBaseUnit = uint256(1e6);
+
+        if (takerToken == psmInfo.gemTokenAddress) {
+            // Simulate sellGem
+            // Selling USDC to the PSM, increasing the total debt
+            // Convert USDC 6 decimals to 18 decimals [wad]
+            uint256 takerTokenAmountInWad = takerTokenAmount.safeMul(1e12);
+
+            uint256 newTotalDebtInRad = totalDebtInWad.safeAdd(takerTokenAmountInWad).safeMul(RAY);
+
+            // PSM is too full to fit
+            if (newTotalDebtInRad >= debtCeilingInRad) {
+                return 0;
+            }
+
+            uint256 feeInWad = takerTokenAmountInWad.safeMul(psm.tin()).safeDiv(WAD);
+            uint256 makerTokenAmountInWad = takerTokenAmountInWad.safeSub(feeInWad);
+
+            return makerTokenAmountInWad;
+        } else if (makerToken == psmInfo.gemTokenAddress) {
+            // Simulate buyGem
+            // Buying USDC from the PSM, decreasing the total debt
+            // Selling DAI for USDC, already in 18 decimals [wad]
+            uint256 takerTokenAmountInWad = takerTokenAmount;
+            if (takerTokenAmountInWad > totalDebtInWad) {
+                return 0;
+            }
+            uint256 newTotalDebtInRad = totalDebtInWad.safeSub(takerTokenAmountInWad).safeMul(RAY);
+
+            // PSM is empty, not enough USDC to buy from it
+            if (newTotalDebtInRad <= debtFloorInRad) {
+                return 0;
+            }
+
+            uint256 feeDivisorInWad = WAD.safeAdd(psm.tout()); // eg. 1.001 * 10 ** 18 with 0.1% tout;
+            uint256 makerTokenAmountInGemTokenBaseUnits =  takerTokenAmountInWad.safeMul(gemTokenBaseUnit).safeDiv(feeDivisorInWad);
+
+            return makerTokenAmountInGemTokenBaseUnits;
+        }
+
+        return 0;
+    }
+
+    function _samplePSMBuy(MakerPsmInfo memory psmInfo, address makerToken, address takerToken, uint256 makerTokenAmount, IPSM psm, IVAT vat)
+        private
+        view
+        returns (uint256)
+    {
+        (uint256 totalDebtInWad,,, uint256 debtCeilingInRad, uint256 debtFloorInRad) = vat.ilks(psmInfo.ilkIdentifier);
+
+        if (takerToken == psmInfo.gemTokenAddress) {
+            // Simulate sellGem
+            // Selling USDC to the PSM, increasing the total debt
+            uint256 makerTokenAmountInWad = makerTokenAmount;
+            uint256 feeDivisorInWad = WAD.safeSub(psm.tin()); // eg. 0.999 * 10 ** 18 with 0.1% tin;
+            uint256 takerTokenAmountInWad = makerTokenAmountInWad.safeMul(WAD).safeDiv(feeDivisorInWad);
+            uint256 newTotalDebtInRad = totalDebtInWad.safeAdd(takerTokenAmountInWad).safeMul(RAY);
+
+            // PSM is too full to fit
+            if (newTotalDebtInRad >= debtCeilingInRad) {
+                return 0;
+            }
+
+            uint256 takerTokenAmountInGemInGemBaseUnits = (takerTokenAmountInWad.safeDiv(1e12)).safeAdd(1); // Add 1 to deal with cut off decimals converting to lower decimals
+
+            return takerTokenAmountInGemInGemBaseUnits;
+        } else if (makerToken == psmInfo.gemTokenAddress) {
+            // Simulate buyGem
+            // Buying USDC from the PSM, decreasing the total debt
+            uint256 makerTokenAmountInWad = makerTokenAmount.safeMul(1e12);
+            uint256 feeMultiplierInWad = WAD.safeAdd(psm.tout()); // eg. 1.001 * 10 ** 18 with 0.1% tout;
+            uint256 takerTokenAmountInWad =  makerTokenAmountInWad.safeMul(feeMultiplierInWad).safeDiv(WAD);
+            if (takerTokenAmountInWad > totalDebtInWad) {
+                return 0;
+            }
+            uint256 newTotalDebtInRad = totalDebtInWad.safeSub(takerTokenAmountInWad).safeMul(RAY);
+
+            // PSM is empty, not enough USDC to buy
+            if (newTotalDebtInRad <= debtFloorInRad) {
+                return 0;
+            }
+
+
+            return takerTokenAmountInWad;
+        }
+
+        return 0;
+    }
+
+}

packages/asset-swapper/package.json

@@ -38,7 +38,7 @@
     "config": {
         "publicInterfaceContracts": "ERC20BridgeSampler,BalanceChecker,FakeTaker",
         "abis:comment": "This list is auto-generated by contracts-gen. Don't edit manually.",
-        "abis": "./test/generated-artifacts/@(ApproximateBuys|BalanceChecker|BalancerSampler|BancorSampler|CurveSampler|DODOSampler|DODOV2Sampler|DummyLiquidityProvider|ERC20BridgeSampler|Eth2DaiSampler|FakeTaker|IBalancer|IBancor|ICurve|IEth2Dai|IKyberNetwork|IMStable|IMooniswap|IMultiBridge|IShell|IUniswapExchangeQuotes|IUniswapV2Router01|KyberSampler|LiquidityProviderSampler|MStableSampler|MooniswapSampler|MultiBridgeSampler|NativeOrderSampler|SamplerUtils|ShellSampler|TestERC20BridgeSampler|TestNativeOrderSampler|TwoHopSampler|UniswapSampler|UniswapV2Sampler|UtilitySampler).json",
+        "abis": "./test/generated-artifacts/@(ApproximateBuys|BalanceChecker|BalancerSampler|BancorSampler|CurveSampler|DODOSampler|DODOV2Sampler|DummyLiquidityProvider|ERC20BridgeSampler|Eth2DaiSampler|FakeTaker|IBalancer|IBancor|ICurve|IEth2Dai|IKyberNetwork|IMStable|IMooniswap|IMultiBridge|IShell|IUniswapExchangeQuotes|IUniswapV2Router01|KyberSampler|LiquidityProviderSampler|MStableSampler|MakerPSMSampler|MooniswapSampler|MultiBridgeSampler|NativeOrderSampler|SamplerUtils|ShellSampler|TestERC20BridgeSampler|TestNativeOrderSampler|TwoHopSampler|UniswapSampler|UniswapV2Sampler|UtilitySampler).json",
         "postpublish": {
             "assets": []
         }
@@ -77,6 +77,7 @@
         "@ethersproject/address": "^5.0.1",
         "@ethersproject/contracts": "^5.0.1",
         "@ethersproject/providers": "^5.0.4",
+        "@ethersproject/strings": "^5.0.10",
         "axios": "^0.21.1",
         "axios-mock-adapter": "^1.19.0",
         "cream-sor": "^0.3.3",

packages/asset-swapper/src/utils/market_operation_utils/constants.ts

@@ -1,6 +1,7 @@
 import { ChainId } from '@0x/contract-addresses';
 import { FillQuoteTransformerOrderType } from '@0x/protocol-utils';
 import { BigNumber } from '@0x/utils';
+import { formatBytes32String } from '@ethersproject/strings';
 
 import { TokenAdjacencyGraphBuilder } from '../token_adjacency_graph_builder';
 
@@ -18,7 +19,9 @@ import {
     KyberSamplerOpts,
     LiquidityProviderFillData,
     LiquidityProviderRegistry,
+    MakerPsmFillData,
     MultiHopFillData,
+    PsmInfo,
     TokenAdjacencyGraph,
     UniswapV2FillData,
 } from './types';
@@ -78,6 +81,7 @@ export const SELL_SOURCE_FILTER_BY_CHAIN_ID = valueByChainId<SourceFilters>(
             ERC20BridgeSource.LiquidityProvider,
             ERC20BridgeSource.CryptoCom,
             ERC20BridgeSource.Linkswap,
+            ERC20BridgeSource.MakerPsm,
         ]),
         [ChainId.Ropsten]: new SourceFilters([ERC20BridgeSource.Native]),
         [ChainId.Rinkeby]: new SourceFilters([ERC20BridgeSource.Native]),
@@ -127,6 +131,7 @@ export const BUY_SOURCE_FILTER_BY_CHAIN_ID = valueByChainId<SourceFilters>(
             ERC20BridgeSource.LiquidityProvider,
             ERC20BridgeSource.CryptoCom,
             ERC20BridgeSource.Linkswap,
+            ERC20BridgeSource.MakerPsm,
         ]),
         [ChainId.Ropsten]: new SourceFilters([ERC20BridgeSource.Native]),
         [ChainId.Rinkeby]: new SourceFilters([ERC20BridgeSource.Native]),
@@ -698,12 +703,28 @@ export const MAX_DODOV2_POOLS_QUERIED = 3;
 
 export const CURVE_LIQUIDITY_PROVIDER_BY_CHAIN_ID = valueByChainId<string>(
     {
-        [ChainId.Mainnet]: '0x7a6F6a048fE2Dc1397ABa0bf7879d3eacF371C53',
+        [ChainId.Mainnet]: '0x561b94454b65614ae3db0897b74303f4acf7cc75',
-        [ChainId.Ropsten]: '0xAa213dcDFbF104e08cbAeC3d1628eD197553AfCc',
+        [ChainId.Ropsten]: '0xae241c6fc7f28f6dc0cb58b4112ba7f63fcaf5e2',
     },
     NULL_ADDRESS,
 );
 
+export const MAKER_PSM_INFO_BY_CHAIN_ID = valueByChainId<PsmInfo>(
+    {
+        [ChainId.Mainnet]: {
+            // Currently only USDC is supported
+            gemTokenAddress: '0xa0b86991c6218b36c1d19d4a2e9eb0ce3606eb48',
+            ilkIdentifier: formatBytes32String('PSM-USDC-A'),
+            psmAddress: '0x89b78cfa322f6c5de0abceecab66aee45393cc5a',
+        },
+    },
+    {
+        gemTokenAddress: NULL_ADDRESS,
+        ilkIdentifier: NULL_BYTES,
+        psmAddress: NULL_ADDRESS,
+    },
+);
+
 export const MOONISWAP_LIQUIDITY_PROVIDER_BY_CHAIN_ID = valueByChainId<string>(
     {
         [ChainId.Mainnet]: '0xa2033d6ba88756ce6a87584d69dc87bda9a4f889',
@@ -776,7 +797,7 @@ export const BAKERYSWAP_ROUTER_BY_CHAIN_ID = valueByChainId<string>(
 export const DEFAULT_GAS_SCHEDULE: Required<FeeSchedule> = {
     [ERC20BridgeSource.Native]: fillData => {
         // TODO jacob re-order imports so there is no circular rependency with SignedNativeOrder
-        const nativeFillData = fillData as ({ type: FillQuoteTransformerOrderType });
+        const nativeFillData = fillData as { type: FillQuoteTransformerOrderType };
         return nativeFillData && nativeFillData.type === FillQuoteTransformerOrderType.Limit
             ? PROTOCOL_FEE_MULTIPLIER.plus(100e3).toNumber()
             : // TODO jacob revisit wth v4 LimitOrders
@@ -863,6 +884,16 @@ export const DEFAULT_GAS_SCHEDULE: Required<FeeSchedule> = {
     [ERC20BridgeSource.Balancer]: () => 120e3,
     [ERC20BridgeSource.Cream]: () => 120e3,
     [ERC20BridgeSource.MStable]: () => 700e3,
+    [ERC20BridgeSource.MakerPsm]: (fillData?: FillData) => {
+        const psmFillData = fillData as MakerPsmFillData;
+
+        // TODO(kimpers): update with more accurate numbers after allowances have been set
+        if (psmFillData.takerToken === psmFillData.gemTokenAddress) {
+            return psmFillData.isSellOperation ? 389e3 : 423e3;
+        } else {
+            return 444e3;
+        }
+    },
     [ERC20BridgeSource.Mooniswap]: () => 130e3,
     [ERC20BridgeSource.Swerve]: () => 150e3,
     [ERC20BridgeSource.Nerve]: () => 150e3,

packages/asset-swapper/src/utils/market_operation_utils/orders.ts

@@ -16,6 +16,7 @@ import {
     GenericRouterFillData,
     KyberFillData,
     LiquidityProviderFillData,
+    MakerPsmFillData,
     MooniswapFillData,
     MultiHopFillData,
     NativeCollapsedFill,
@@ -91,6 +92,8 @@ export function getErc20BridgeSourceToBridgeSource(source: ERC20BridgeSource): s
         case ERC20BridgeSource.LiquidityProvider:
             // "LiquidityProvider" is too long to encode (17 characters).
             return encodeBridgeSourceId(BridgeProtocol.Unknown, 'LP');
+        case ERC20BridgeSource.MakerPsm:
+            return encodeBridgeSourceId(BridgeProtocol.MakerPsm, 'MakerPsm');
         case ERC20BridgeSource.Mooniswap:
             return encodeBridgeSourceId(BridgeProtocol.Mooniswap, 'Mooniswap');
         case ERC20BridgeSource.MStable:
@@ -216,6 +219,10 @@ export function createBridgeDataForBridgeOrder(order: OptimizedMarketBridgeOrder
             const mStableFillData = (order as OptimizedMarketBridgeOrder<GenericRouterFillData>).fillData;
             bridgeData = encoder.encode([mStableFillData.router]);
             break;
+        case ERC20BridgeSource.MakerPsm:
+            const psmFillData = (order as OptimizedMarketBridgeOrder<MakerPsmFillData>).fillData;
+            bridgeData = encoder.encode([psmFillData.psmAddress, psmFillData.gemTokenAddress]);
+            break;
         default:
             throw new Error(AggregationError.NoBridgeForSource);
     }
@@ -255,6 +262,10 @@ const curveEncoder = AbiEncoder.create([
     { name: 'fromTokenIdx', type: 'int128' },
     { name: 'toTokenIdx', type: 'int128' },
 ]);
+const makerPsmEncoder = AbiEncoder.create([
+    { name: 'psmAddress', type: 'address' },
+    { name: 'gemTokenAddress', type: 'address' },
+]);
 const routerAddressPathEncoder = AbiEncoder.create('(address,address[])');
 const tokenAddressEncoder = AbiEncoder.create([{ name: 'tokenAddress', type: 'address' }]);
 
@@ -302,6 +313,8 @@ export const BRIDGE_ENCODERS: {
     [ERC20BridgeSource.Balancer]: poolEncoder,
     [ERC20BridgeSource.Cream]: poolEncoder,
     [ERC20BridgeSource.Uniswap]: poolEncoder,
+    // Custom integrations
+    [ERC20BridgeSource.MakerPsm]: makerPsmEncoder,
     // BSC
     [ERC20BridgeSource.PancakeSwap]: routerAddressPathEncoder,
     [ERC20BridgeSource.BakerySwap]: routerAddressPathEncoder,

packages/asset-swapper/src/utils/market_operation_utils/sampler_operations.ts

@@ -25,6 +25,7 @@ import {
     KYBER_CONFIG_BY_CHAIN_ID,
     LINKSWAP_ROUTER_BY_CHAIN_ID,
     LIQUIDITY_PROVIDER_REGISTRY,
+    MAKER_PSM_INFO_BY_CHAIN_ID,
     MAX_UINT256,
     MOONISWAP_REGISTRIES_BY_CHAIN_ID,
     MSTABLE_ROUTER_BY_CHAIN_ID,
@@ -57,8 +58,10 @@ import {
     KyberSamplerOpts,
     LiquidityProviderFillData,
     LiquidityProviderRegistry,
+    MakerPsmFillData,
     MooniswapFillData,
     MultiHopFillData,
+    PsmInfo,
     ShellFillData,
     SourceQuoteOperation,
     TokenAdjacencyGraph,
@@ -857,6 +860,46 @@ export class SamplerOperations {
         });
     }
 
+    public getMakerPsmSellQuotes(
+        psmInfo: PsmInfo,
+        makerToken: string,
+        takerToken: string,
+        takerFillAmounts: BigNumber[],
+    ): SourceQuoteOperation<MakerPsmFillData> {
+        return new SamplerContractOperation({
+            source: ERC20BridgeSource.MakerPsm,
+            fillData: {
+                isSellOperation: true,
+                takerToken,
+                makerToken,
+                ...psmInfo,
+            },
+            contract: this._samplerContract,
+            function: this._samplerContract.sampleSellsFromMakerPsm,
+            params: [psmInfo, takerToken, makerToken, takerFillAmounts],
+        });
+    }
+
+    public getMakerPsmBuyQuotes(
+        psmInfo: PsmInfo,
+        makerToken: string,
+        takerToken: string,
+        makerFillAmounts: BigNumber[],
+    ): SourceQuoteOperation<MakerPsmFillData> {
+        return new SamplerContractOperation({
+            source: ERC20BridgeSource.MakerPsm,
+            fillData: {
+                isSellOperation: false,
+                takerToken,
+                makerToken,
+                ...psmInfo,
+            },
+            contract: this._samplerContract,
+            function: this._samplerContract.sampleBuysFromMakerPsm,
+            params: [psmInfo, takerToken, makerToken, makerFillAmounts],
+        });
+    }
+
     public getMedianSellRate(
         sources: ERC20BridgeSource[],
         makerToken: string,
@@ -1118,6 +1161,12 @@ export class SamplerOperations {
                                     ERC20BridgeSource.Linkswap,
                                 ),
                             );
+                        case ERC20BridgeSource.MakerPsm:
+                            const psmInfo = MAKER_PSM_INFO_BY_CHAIN_ID[this.chainId];
+                            if (!isValidAddress(psmInfo.psmAddress)) {
+                                return [];
+                            }
+                            return this.getMakerPsmSellQuotes(psmInfo, makerToken, takerToken, takerFillAmounts);
                         default:
                             throw new Error(`Unsupported sell sample source: ${source}`);
                     }
@@ -1298,6 +1347,12 @@ export class SamplerOperations {
                                     ERC20BridgeSource.Linkswap,
                                 ),
                             );
+                        case ERC20BridgeSource.MakerPsm:
+                            const psmInfo = MAKER_PSM_INFO_BY_CHAIN_ID[this.chainId];
+                            if (!isValidAddress(psmInfo.psmAddress)) {
+                                return [];
+                            }
+                            return this.getMakerPsmBuyQuotes(psmInfo, makerToken, takerToken, makerFillAmounts);
                         default:
                             throw new Error(`Unsupported buy sample source: ${source}`);
                     }

packages/asset-swapper/src/utils/market_operation_utils/types.ts

@@ -47,6 +47,7 @@ export enum ERC20BridgeSource {
     Balancer = 'Balancer',
     Cream = 'CREAM',
     Bancor = 'Bancor',
+    MakerPsm = 'MakerPsm',
     MStable = 'mStable',
     Mooniswap = 'Mooniswap',
     MultiHop = 'MultiHop',
@@ -96,6 +97,15 @@ export interface CurveInfo {
     metaToken: string | undefined;
 }
 
+/**
+ * Configuration for a specific PSM vault
+ */
+export interface PsmInfo {
+    psmAddress: string;
+    ilkIdentifier: string;
+    gemTokenAddress: string;
+}
+
 // Internal `fillData` field for `Fill` objects.
 export interface FillData {}
 
@@ -165,6 +175,14 @@ export interface MultiHopFillData extends FillData {
     secondHopSource: SourceQuoteOperation;
     intermediateToken: string;
 }
+
+export interface MakerPsmExtendedData {
+    isSellOperation: boolean;
+    takerToken: string;
+}
+
+export type MakerPsmFillData = FillData & MakerPsmExtendedData & PsmInfo;
+
 export interface HopInfo {
     sourceIndex: BigNumber;
     returnData: string;

packages/asset-swapper/test/artifacts.ts

@@ -29,6 +29,7 @@ import * as IUniswapExchangeQuotes from '../test/generated-artifacts/IUniswapExc
 import * as IUniswapV2Router01 from '../test/generated-artifacts/IUniswapV2Router01.json';
 import * as KyberSampler from '../test/generated-artifacts/KyberSampler.json';
 import * as LiquidityProviderSampler from '../test/generated-artifacts/LiquidityProviderSampler.json';
+import * as MakerPSMSampler from '../test/generated-artifacts/MakerPSMSampler.json';
 import * as MooniswapSampler from '../test/generated-artifacts/MooniswapSampler.json';
 import * as MStableSampler from '../test/generated-artifacts/MStableSampler.json';
 import * as MultiBridgeSampler from '../test/generated-artifacts/MultiBridgeSampler.json';
@@ -55,6 +56,7 @@ export const artifacts = {
     KyberSampler: KyberSampler as ContractArtifact,
     LiquidityProviderSampler: LiquidityProviderSampler as ContractArtifact,
     MStableSampler: MStableSampler as ContractArtifact,
+    MakerPSMSampler: MakerPSMSampler as ContractArtifact,
     MooniswapSampler: MooniswapSampler as ContractArtifact,
     MultiBridgeSampler: MultiBridgeSampler as ContractArtifact,
     NativeOrderSampler: NativeOrderSampler as ContractArtifact,

packages/asset-swapper/test/market_operation_utils_test.ts

@@ -67,6 +67,7 @@ const DEFAULT_EXCLUDED = [
     ERC20BridgeSource.Linkswap,
     ERC20BridgeSource.PancakeSwap,
     ERC20BridgeSource.BakerySwap,
+    ERC20BridgeSource.MakerPsm,
 ];
 const BUY_SOURCES = BUY_SOURCE_FILTER_BY_CHAIN_ID[ChainId.Mainnet].sources;
 const SELL_SOURCES = SELL_SOURCE_FILTER_BY_CHAIN_ID[ChainId.Mainnet].sources;
@@ -305,6 +306,7 @@ describe('MarketOperationUtils tests', () => {
         [ERC20BridgeSource.Linkswap]: _.times(NUM_SAMPLES, () => 0),
         [ERC20BridgeSource.PancakeSwap]: _.times(NUM_SAMPLES, () => 0),
         [ERC20BridgeSource.BakerySwap]: _.times(NUM_SAMPLES, () => 0),
+        [ERC20BridgeSource.MakerPsm]: _.times(NUM_SAMPLES, () => 0),
     };
 
     const DEFAULT_RATES: RatesBySource = {
@@ -369,6 +371,7 @@ describe('MarketOperationUtils tests', () => {
         [ERC20BridgeSource.Linkswap]: { tokenAddressPath: [] },
         [ERC20BridgeSource.Uniswap]: { router: randomAddress() },
         [ERC20BridgeSource.Eth2Dai]: { router: randomAddress() },
+        [ERC20BridgeSource.MakerPsm]: {},
     };
 
     const DEFAULT_OPS = {

packages/asset-swapper/test/wrappers.ts

@@ -28,6 +28,7 @@ export * from '../test/generated-wrappers/i_uniswap_v2_router01';
 export * from '../test/generated-wrappers/kyber_sampler';
 export * from '../test/generated-wrappers/liquidity_provider_sampler';
 export * from '../test/generated-wrappers/m_stable_sampler';
+export * from '../test/generated-wrappers/maker_p_s_m_sampler';
 export * from '../test/generated-wrappers/mooniswap_sampler';
 export * from '../test/generated-wrappers/multi_bridge_sampler';
 export * from '../test/generated-wrappers/native_order_sampler';

packages/asset-swapper/tsconfig.json

@@ -31,6 +31,7 @@
         "test/generated-artifacts/KyberSampler.json",
         "test/generated-artifacts/LiquidityProviderSampler.json",
         "test/generated-artifacts/MStableSampler.json",
+        "test/generated-artifacts/MakerPSMSampler.json",
         "test/generated-artifacts/MooniswapSampler.json",
         "test/generated-artifacts/MultiBridgeSampler.json",
         "test/generated-artifacts/NativeOrderSampler.json",

packages/contract-addresses/CHANGELOG.json

@@ -1,6 +1,6 @@
 [
     {
-        "version": "6.0.0-bsc.0",
+        "version": "6.0.0",
         "changes": [
             {
                 "note": "Add BSC chain addresses",
@@ -13,6 +13,10 @@
             {
                 "note": "Redeployed FQT on BSC",
                 "pr": 181
+            },
+            {
+                "note": "Redeployed FQT on mainnet and ropsten",
+                "pr": 150
             }
         ]
     },

packages/contract-addresses/addresses.json

@@ -36,7 +36,7 @@
             "wethTransformer": "0xb2bc06a4efb20fc6553a69dbfa49b7be938034a7",
             "payTakerTransformer": "0x4638a7ebe75b911b995d0ec73a81e4f85f41f24e",
             "affiliateFeeTransformer": "0xda6d9fc5998f550a094585cf9171f0e8ee3ac59f",
-            "fillQuoteTransformer": "0x227e767a9b7517681d1cb6b846aa9e541484c7ab",
+            "fillQuoteTransformer": "0xb8e40acea68db2a7a2020a3eba2664ba4c3b3e3d",
             "positiveSlippageFeeTransformer": "0xa9416ce1dbde8d331210c07b5c253d94ee4cc3fd"
         }
     },
@@ -77,7 +77,7 @@
             "wethTransformer": "0x05ad19aa3826e0609a19568ffbd1dfe86c6c7184",
             "payTakerTransformer": "0x6d0ebf2bcd9cc93ec553b60ad201943dcca4e291",
             "affiliateFeeTransformer": "0x6588256778ca4432fa43983ac685c45efb2379e2",
-            "fillQuoteTransformer": "0x2088a820787ebbe937a0612ef024f1e1d65f9784",
+            "fillQuoteTransformer": "0xc0c6fc6911978a65fe3b17391bb30b630bfc637d",
             "positiveSlippageFeeTransformer": "0x8b332f700fd37e71c5c5b26c4d78b5ca63dd33b2"
         }
     },

packages/protocol-utils/src/transformer_utils.ts

@@ -125,6 +125,7 @@ export enum BridgeProtocol {
     Bancor,
     CoFiX,
     Nerve,
+    MakerPsm,
 }
 // tslint:enable: enum-naming
 

yarn.lock

@@ -646,7 +646,6 @@
 "@0x/abi-gen@^5.4.21":
   version "5.4.21"
   resolved "https://registry.yarnpkg.com/@0x/abi-gen/-/abi-gen-5.4.21.tgz#96705962c75e116bd5050784287012ede4607564"
-  integrity sha512-rJPzWUjCeygMC71HfyGQAEeYtfkv5Mi+cjIOrmWfTQmM4SN+6wBraEWKLJHkcFTZ3lmFjkS/ZfbGhQere6/Y4w==
   dependencies:
     "@0x/types" "^3.3.1"
     "@0x/typescript-typings" "^5.1.6"
@@ -712,7 +711,6 @@
 "@0x/contracts-gen@^2.0.32":
   version "2.0.32"
   resolved "https://registry.yarnpkg.com/@0x/contracts-gen/-/contracts-gen-2.0.32.tgz#e4817730685acc0047157e55d58a6cab87596799"
-  integrity sha512-FkdCn9L48u6M2WyyQOWuDFvmqvYIfv1O47Hlwf8MGVJaxGmhDhqJsCr4HlmE4Jg84dK7I7xIeh0MMs8jPNpRUA==
   dependencies:
     "@0x/sol-compiler" "^4.6.1"
     "@0x/sol-resolver" "^3.1.6"
@@ -805,7 +803,6 @@
 "@0x/monorepo-scripts@^3.1.1":
   version "3.1.1"
   resolved "https://registry.yarnpkg.com/@0x/monorepo-scripts/-/monorepo-scripts-3.1.1.tgz#2ded9ef1d4885bbf106612794a331e29f391733a"
-  integrity sha512-thovxmZMivSeESlY+FXLxkf4wrmLe40ZjfGOcJaPhe29me03ddgEtVgToi+k7ZGfTeRWm5gmvlisHak2D6TFwA==
   dependencies:
     "@0x/types" "^3.3.1"
     "@0x/utils" "^6.2.0"
@@ -847,7 +844,6 @@
 "@0x/sol-compiler@^4.6.1":
   version "4.6.1"
   resolved "https://registry.yarnpkg.com/@0x/sol-compiler/-/sol-compiler-4.6.1.tgz#d1f9c1547605ddbd4ad9cc6ebed60b91f5e1ce3d"
-  integrity sha512-iEFcrn+5OSNCD2yr0WjF9h0+0J/0DNNpEuc1yK5OAD6F4X6U/YChYohSx/odWNhYfJODW+dj1SABWxZfybgIwQ==
   dependencies:
     "@0x/assert" "^3.0.21"
     "@0x/json-schemas" "^5.4.1"
@@ -876,7 +872,6 @@
 "@0x/sol-coverage@^4.0.31":
   version "4.0.31"
   resolved "https://registry.yarnpkg.com/@0x/sol-coverage/-/sol-coverage-4.0.31.tgz#ec958d892dce3773059b925e442e21d7c4f9b104"
-  integrity sha512-XcD2MntdpjDAV2KWmZyD6T3dI2sgaXwBXVa/cRtlC0cUAJcXp+tblwvtt1VOxc2J6QFCaTG4UTs9oS2nGbxwbA==
   dependencies:
     "@0x/sol-tracing-utils" "^7.1.21"
     "@0x/subproviders" "^6.4.1"
@@ -891,7 +886,6 @@
 "@0x/sol-profiler@^4.1.21":
   version "4.1.21"
   resolved "https://registry.yarnpkg.com/@0x/sol-profiler/-/sol-profiler-4.1.21.tgz#76f4860b3e0c73b8e11ac56ce25e52164cee1476"
-  integrity sha512-JFDUhFrWJP1WqVIKK1w/2nU/s8g91xNeZW1l4ZydEGhZPsRNgQdk8rFBwGqxPeqMqUY7T+Xm2Y/IVjYvE+Ck3w==
   dependencies:
     "@0x/sol-tracing-utils" "^7.1.21"
     "@0x/subproviders" "^6.4.1"
@@ -915,7 +909,6 @@
 "@0x/sol-trace@^3.0.31":
   version "3.0.31"
   resolved "https://registry.yarnpkg.com/@0x/sol-trace/-/sol-trace-3.0.31.tgz#9ed79139c81ad8953a9947019053ead5a20f9408"
-  integrity sha512-wQjdVc/IOcyzIfDVfurzFQuhkZlnejwNVNWn+9S6uYXteIqgHcJv0WqD5dZNFxcNG4Jn7tXxHJ/AXxXDygM+cw==
   dependencies:
     "@0x/sol-tracing-utils" "^7.1.21"
     "@0x/subproviders" "^6.4.1"
@@ -931,7 +924,6 @@
 "@0x/sol-tracing-utils@^7.1.21":
   version "7.1.21"
   resolved "https://registry.yarnpkg.com/@0x/sol-tracing-utils/-/sol-tracing-utils-7.1.21.tgz#9ffb9f51fdc6bcf0be8f95841563a6ccccbac474"
-  integrity sha512-Y0aYJD1h+0IBZe7A9FKorhf7qtWawftahV61FjPCOaHfvQNfVeza7wm9hdMYOb+B2hbFCDFo06GfZaINw7VFVA==
   dependencies:
     "@0x/dev-utils" "^4.2.1"
     "@0x/sol-compiler" "^4.6.1"
@@ -1311,18 +1303,38 @@
     "@ethersproject/logger" "^5.0.5"
     bn.js "^4.4.0"
 
+"@ethersproject/bignumber@^5.0.13":
+  version "5.0.15"
+  resolved "https://registry.yarnpkg.com/@ethersproject/bignumber/-/bignumber-5.0.15.tgz#b089b3f1e0381338d764ac1c10512f0c93b184ed"
+  dependencies:
+    "@ethersproject/bytes" "^5.0.9"
+    "@ethersproject/logger" "^5.0.8"
+    bn.js "^4.4.0"
+
 "@ethersproject/bytes@>=5.0.0-beta.129", "@ethersproject/bytes@^5.0.4":
   version "5.0.5"
   resolved "https://registry.yarnpkg.com/@ethersproject/bytes/-/bytes-5.0.5.tgz#688b70000e550de0c97a151a21f15b87d7f97d7c"
   dependencies:
     "@ethersproject/logger" "^5.0.5"
 
+"@ethersproject/bytes@^5.0.9":
+  version "5.0.11"
+  resolved "https://registry.yarnpkg.com/@ethersproject/bytes/-/bytes-5.0.11.tgz#21118e75b1d00db068984c15530e316021101276"
+  dependencies:
+    "@ethersproject/logger" "^5.0.8"
+
 "@ethersproject/constants@>=5.0.0-beta.128", "@ethersproject/constants@^5.0.4":
   version "5.0.5"
   resolved "https://registry.yarnpkg.com/@ethersproject/constants/-/constants-5.0.5.tgz#0ed19b002e8404bdf6d135234dc86a7d9bcf9b71"
   dependencies:
     "@ethersproject/bignumber" "^5.0.7"
 
+"@ethersproject/constants@^5.0.8":
+  version "5.0.10"
+  resolved "https://registry.yarnpkg.com/@ethersproject/constants/-/constants-5.0.10.tgz#eb0c604fbc44c53ba9641eed31a1d0c9e1ebcadc"
+  dependencies:
+    "@ethersproject/bignumber" "^5.0.13"
+
 "@ethersproject/contracts@^5.0.1":
   version "5.0.5"
   resolved "https://registry.yarnpkg.com/@ethersproject/contracts/-/contracts-5.0.5.tgz#64831a341ec8ca225e83ff3e9437c26b970fd5d7"
@@ -1361,6 +1373,10 @@
   version "5.0.6"
   resolved "https://registry.yarnpkg.com/@ethersproject/logger/-/logger-5.0.6.tgz#faa484203e86e08be9e07fef826afeef7183fe88"
 
+"@ethersproject/logger@^5.0.8":
+  version "5.0.10"
+  resolved "https://registry.yarnpkg.com/@ethersproject/logger/-/logger-5.0.10.tgz#fd884688b3143253e0356ef92d5f22d109d2e026"
+
 "@ethersproject/networks@^5.0.3":
   version "5.0.4"
   resolved "https://registry.yarnpkg.com/@ethersproject/networks/-/networks-5.0.4.tgz#6d320a5e15a0cda804f5da88be0ba846156f6eec"
@@ -1436,6 +1452,14 @@
     "@ethersproject/constants" "^5.0.4"
     "@ethersproject/logger" "^5.0.5"
 
+"@ethersproject/strings@^5.0.10":
+  version "5.0.10"
+  resolved "https://registry.yarnpkg.com/@ethersproject/strings/-/strings-5.0.10.tgz#ddce1e9724f4ac4f3f67e0cac0b48748e964bfdb"
+  dependencies:
+    "@ethersproject/bytes" "^5.0.9"
+    "@ethersproject/constants" "^5.0.8"
+    "@ethersproject/logger" "^5.0.8"
+
 "@ethersproject/transactions@^5.0.0-beta.135", "@ethersproject/transactions@^5.0.5":
   version "5.0.6"
   resolved "https://registry.yarnpkg.com/@ethersproject/transactions/-/transactions-5.0.6.tgz#b8b27938be6e9ed671dbdd35fe98af8b14d0df7c"
@@ -2995,7 +3019,6 @@ aws4@^1.8.0:
 axios-mock-adapter@^1.19.0:
   version "1.19.0"
   resolved "https://registry.yarnpkg.com/axios-mock-adapter/-/axios-mock-adapter-1.19.0.tgz#9d72e321a6c5418e1eff067aa99761a86c5188a4"
-  integrity sha512-D+0U4LNPr7WroiBDvWilzTMYPYTuZlbo6BI8YHZtj7wYQS8NkARlP9KBt8IWWHTQJ0q/8oZ0ClPBtKCCkx8cQg==
   dependencies:
     fast-deep-equal "^3.1.3"
     is-buffer "^2.0.3"
@@ -3003,7 +3026,6 @@ axios-mock-adapter@^1.19.0:
 axios@^0.21.1:
   version "0.21.1"
   resolved "https://registry.yarnpkg.com/axios/-/axios-0.21.1.tgz#22563481962f4d6bde9a76d516ef0e5d3c09b2b8"
-  integrity sha512-dKQiRHxGD9PPRIUNIWvZhPTPpl1rf/OxTYKsqKUDjBwYylTvV7SjSHJb9ratfyzM6wCdLCOYLzs73qpg5c4iGA==
   dependencies:
     follow-redirects "^1.10.0"
 
@@ -6359,7 +6381,6 @@ flush-write-stream@^1.0.0, flush-write-stream@^1.0.2:
 follow-redirects@^1.10.0:
   version "1.13.3"
   resolved "https://registry.yarnpkg.com/follow-redirects/-/follow-redirects-1.13.3.tgz#e5598ad50174c1bc4e872301e82ac2cd97f90267"
-  integrity sha512-DUgl6+HDzB0iEptNQEXLx/KhTmDb8tZUHSeLqpnjpknR70H0nC2t9N73BK6fN4hOvJ84pKlIQVQ4k5FFlBedKA==
 
 for-each@~0.3.3:
   version "0.3.3"
@@ -11692,7 +11713,6 @@ strip-bom@^3.0.0:
 strip-comments@^2.0.1:
   version "2.0.1"
   resolved "https://registry.yarnpkg.com/strip-comments/-/strip-comments-2.0.1.tgz#4ad11c3fbcac177a67a40ac224ca339ca1c1ba9b"
-  integrity sha512-ZprKx+bBLXv067WTCALv8SSz5l2+XhpYCsVtSqlMnkAXMWDq+/ekVbl1ghqP9rUHTzv6sm/DwCOiYutU/yp1fw==
 
 strip-dirs@^2.0.0:
   version "2.1.0"