feat: initial integration of new router (#295)

* feat: integrate Rust router with asset-swapper WIP

* fix: produce outputFees in the format the Rust router expects

* fix: correct output fee calc and only use the rust router for sells

* fix: make sure numbers sent to the rust router are integers

* hack: try to debug why rust router output is being overestimated WIP

* refactor: clean up router debugging code

* fix: don't use negative output fees for sells

* feat: try VIP sources in isolation and compare with routing all sources

* fix: adjust for FQT overhead when choosing between VIP, all sources WIP

* fix: pass gasPrice to path_optimizer for EP overhead calculations

* feat: buy support with the Rust Router WIP

* chore: WIP commit trying to get buys working

* refactor: use samples instead of fills for the Rust router

* feat: add vip handling hack to sample based routing

* fix: revert to 200 samplings for rust router when using pure samples

* refactor: remove old hacky Path based Rust code, add back feature toggle

* fix: scale both fill output and adjustedOutput my same factor as input

* feat: initial plumbing for supporting RFQ/Limit orders

* fix: incorrect bump of input amount by one base unit before routing

* fix: add fake samples for rfq/limit orders to fulfill the 3 sample req

* fix pass rfq orders in the correct format to the rust router

* chore: remove debugging logs and clean up code & comments

* fix: use published version of @0x/neon-router

* hack: scale routed amounts to account for precision loss of number/f64

* refactor: clean up code and address initial review comments

* fix: only remove trailing 0 output samples before passing to the router

* refactor: consolidate eth to output token calc into ethToOutputAmount fn

* fix: interpolate input between samples on output amount instead of price

* fix: return no path when we have no samples, add sanity asserts

* refactor: fix interpolation comment wording

* fix: remove double adjusted source route input amount

* chore: update changelog for asset-swapper

packages/asset-swapper/test/market_operation_utils_test.ts

@@ -79,7 +79,7 @@ async function getMarketSellOrdersAsync(
     utils: MarketOperationUtils,
     nativeOrders: SignedNativeOrder[],
     takerAmount: BigNumber,
-    opts?: Partial<GetMarketOrdersOpts>,
+    opts: Partial<GetMarketOrdersOpts> & { gasPrice: BigNumber },
 ): Promise<OptimizerResultWithReport> {
     return utils.getOptimizerResultAsync(nativeOrders, takerAmount, MarketOperation.Sell, opts);
 }
@@ -96,7 +96,7 @@ async function getMarketBuyOrdersAsync(
     utils: MarketOperationUtils,
     nativeOrders: SignedNativeOrder[],
     makerAmount: BigNumber,
-    opts?: Partial<GetMarketOrdersOpts>,
+    opts: Partial<GetMarketOrdersOpts> & { gasPrice: BigNumber },
 ): Promise<OptimizerResultWithReport> {
     return utils.getOptimizerResultAsync(nativeOrders, makerAmount, MarketOperation.Buy, opts);
 }
@@ -459,7 +459,7 @@ describe('MarketOperationUtils tests', () => {
                 FILL_AMOUNT,
                 _.times(NUM_SAMPLES, i => DEFAULT_RATES[ERC20BridgeSource.Native][i]),
             );
-            const DEFAULT_OPTS: Partial<GetMarketOrdersOpts> = {
+            const DEFAULT_OPTS: Partial<GetMarketOrdersOpts> & { gasPrice: BigNumber } = {
                 numSamples: NUM_SAMPLES,
                 sampleDistributionBase: 1,
                 bridgeSlippage: 0,
@@ -468,6 +468,7 @@ describe('MarketOperationUtils tests', () => {
                 allowFallback: false,
                 gasSchedule: {},
                 feeSchedule: {},
+                gasPrice: new BigNumber(30e9),
             };
 
             beforeEach(() => {
@@ -1229,6 +1230,7 @@ describe('MarketOperationUtils tests', () => {
                         excludedSources: [],
                         numSamples: 4,
                         bridgeSlippage: 0,
+                        gasPrice: new BigNumber(30e9),
                     },
                 );
                 const result = ordersAndReport.optimizedOrders;
@@ -1298,7 +1300,8 @@ describe('MarketOperationUtils tests', () => {
                 FILL_AMOUNT,
                 _.times(NUM_SAMPLES, () => DEFAULT_RATES[ERC20BridgeSource.Native][0]),
             );
-            const DEFAULT_OPTS: Partial<GetMarketOrdersOpts> = {
+            const GAS_PRICE = new BigNumber(100e9); // 100 gwei
+            const DEFAULT_OPTS: Partial<GetMarketOrdersOpts> & { gasPrice: BigNumber } = {
                 numSamples: NUM_SAMPLES,
                 sampleDistributionBase: 1,
                 bridgeSlippage: 0,
@@ -1307,6 +1310,7 @@ describe('MarketOperationUtils tests', () => {
                 allowFallback: false,
                 gasSchedule: {},
                 feeSchedule: {},
+                gasPrice: GAS_PRICE,
             };
 
             beforeEach(() => {
@@ -1626,11 +1630,10 @@ describe('MarketOperationUtils tests', () => {
                     getMedianSellRate: createGetMedianSellRate(ETH_TO_TAKER_RATE),
                 });
                 const optimizer = new MarketOperationUtils(MOCK_SAMPLER, contractAddresses, ORDER_DOMAIN);
-                const gasPrice = 100e9; // 100 gwei
                 const exchangeProxyOverhead = (sourceFlags: bigint) =>
                     sourceFlags === SOURCE_FLAGS.LiquidityProvider
                         ? constants.ZERO_AMOUNT
-                        : new BigNumber(1.3e5).times(gasPrice);
+                        : new BigNumber(1.3e5).times(GAS_PRICE);
                 const improvedOrdersResponse = await optimizer.getOptimizerResultAsync(
                     createOrdersFromSellRates(FILL_AMOUNT, rates[ERC20BridgeSource.Native]),
                     FILL_AMOUNT,