rpc sellLiquidity wrapper async

packages/asset-swapper/src/rpc_sampler_client.ts

@@ -0,0 +1,40 @@
+import { Client as RPCClient, JSONRPCVersionOneResponse } from 'jayson';
+
+import {
+    LiquidityResponse,
+    RpcLiquidityRequest,
+    RPCSamplerCallback,
+} from './utils/market_operation_utils/sampler_types';
+
+const RPC_SAMPLER_SERVICE_URL = '';
+const RPC_SAMPLER_SERVICE_PORT = 7002;
+export class RpcSamplerClient {
+    private readonly _rpcUrl: string;
+    private readonly _rpcClient: RPCClient;
+
+    /**
+     * @param rpcUrl URL to the Sampler Service to which JSON RPC requests should be sent
+     */
+    constructor() {
+        this._rpcUrl = RPC_SAMPLER_SERVICE_URL;
+        this._rpcClient = RPCClient.http({ port: RPC_SAMPLER_SERVICE_PORT });
+    }
+
+    public getSellLiquidity(reqs: RpcLiquidityRequest[], rpcSamplerCallback: RPCSamplerCallback): void {
+        try {
+            this._rpcClient.request(`get_sell_liquidity`, [reqs], (err: any, response: JSONRPCVersionOneResponse) => {
+                return rpcSamplerCallback(err, response.result);
+            });
+        } catch (err) {
+            throw new Error(`error with sampler service: ${err}`);
+        }
+    }
+
+    public async getSellLiquidityWrapperAsync(reqs: RpcLiquidityRequest[]): Promise<LiquidityResponse[]> {
+        return new Promise(resolve => {
+            this.getSellLiquidity(reqs, (err, liquidityResponses: LiquidityResponse[])  => {
+                return resolve(liquidityResponses);
+            });
+        });
+    }
+}

packages/asset-swapper/src/swap_quoter.ts

@@ -10,6 +10,7 @@ import * as _ from 'lodash';
 
 import { artifacts } from './artifacts';
 import { constants, INVALID_SIGNATURE, KEEP_ALIVE_TTL } from './constants';
+import { RpcSamplerClient } from './rpc_sampler_client';
 import {
     AssetSwapperContractAddresses,
     MarketBuySwapQuote,
@@ -143,6 +144,7 @@ export class SwapQuoter {
         this._marketOperationUtils = new MarketOperationUtils(
             new DexOrderSampler(
                 this.chainId,
+                new RpcSamplerClient(),
                 samplerContract,
                 samplerOverrides,
                 undefined, // pools caches for balancer and cream

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

@@ -124,90 +124,90 @@ export class MarketOperationUtils {
     ): Promise<MarketSideLiquidity> {
         const _opts = { ...DEFAULT_GET_MARKET_ORDERS_OPTS, ...opts };
         const { makerToken, takerToken } = nativeOrders[0].order;
-        const sampleAmounts = getSampleAmounts(takerAmount, _opts.numSamples, _opts.sampleDistributionBase);
+        // const sampleAmounts = getSampleAmounts(takerAmount, _opts.numSamples, _opts.sampleDistributionBase);
 
         const requestFilters = new SourceFilters().exclude(_opts.excludedSources).include(_opts.includedSources);
         const quoteSourceFilters = this._sellSources.merge(requestFilters);
         const feeSourceFilters = this._feeSources.exclude(_opts.excludedFeeSources);
 
         // Used to determine whether the tx origin is an EOA or a contract
-        const txOrigin = (_opts.rfqt && _opts.rfqt.txOrigin) || NULL_ADDRESS;
+        // const txOrigin = (_opts.rfqt && _opts.rfqt.txOrigin) || NULL_ADDRESS;
+
+        const sellQuotes = this._sampler.getCachedSellQuotesAsync(quoteSourceFilters.sources, makerToken, takerToken, takerAmount);
 
         // Call the sampler contract.
-        const samplerPromise = this._sampler.executeAsync(
+        // const samplerPromise = this._sampler.executeAsync(
-            this._sampler.getTokenDecimals([makerToken, takerToken]),
+        //     // this._sampler.getTokenDecimals([makerToken, takerToken]),
-            // Get native order fillable amounts.
+        //     // // Get native order fillable amounts.
-            this._sampler.getLimitOrderFillableTakerAmounts(nativeOrders, this.contractAddresses.exchangeProxy),
+        //     // this._sampler.getLimitOrderFillableTakerAmounts(nativeOrders, this.contractAddresses.exchangeProxy),
-            // Get ETH -> maker token price.
+        //     // // Get ETH -> maker token price.
-            this._sampler.getMedianSellRate(
+        //     // this._sampler.getMedianSellRate(
-                feeSourceFilters.sources,
+        //     //     feeSourceFilters.sources,
-                makerToken,
+        //     //     makerToken,
-                this._nativeFeeToken,
+        //     //     this._nativeFeeToken,
-                this._nativeFeeTokenAmount,
+        //     //     this._nativeFeeTokenAmount,
-            ),
+        //     // ),
-            // Get ETH -> taker token price.
+        //     // // Get ETH -> taker token price.
-            this._sampler.getMedianSellRate(
+        //     // this._sampler.getMedianSellRate(
-                feeSourceFilters.sources,
+        //     //     feeSourceFilters.sources,
-                takerToken,
+        //     //     takerToken,
-                this._nativeFeeToken,
+        //     //     this._nativeFeeToken,
-                this._nativeFeeTokenAmount,
+        //     //     this._nativeFeeTokenAmount,
-            ),
+        //     // ),
-            // Get sell quotes for taker -> maker.
+        //     // Get sell quotes for taker -> maker.
-            this._sampler.getSellQuotes(quoteSourceFilters.sources, makerToken, takerToken, sampleAmounts),
+        //     this._sampler.getCachedSellQuotesAsync(quoteSourceFilters.sources, makerToken, takerToken, takerAmount),
-            this._sampler.getTwoHopSellQuotes(
+        //     // this._sampler.getTwoHopSellQuotes(
-                quoteSourceFilters.isAllowed(ERC20BridgeSource.MultiHop) ? quoteSourceFilters.sources : [],
+        //     //     quoteSourceFilters.isAllowed(ERC20BridgeSource.MultiHop) ? quoteSourceFilters.sources : [],
-                makerToken,
+        //     //     makerToken,
-                takerToken,
+        //     //     takerToken,
-                takerAmount,
+        //     //     takerAmount,
-            ),
+        //     // ),
-            this._sampler.isAddressContract(txOrigin),
+        //     // this._sampler.isAddressContract(txOrigin),
-        );
+        // );
 
         // Refresh the cached pools asynchronously if required
-        void this._refreshPoolCacheIfRequiredAsync(takerToken, makerToken);
+        // void this._refreshPoolCacheIfRequiredAsync(takerToken, makerToken);
 
         const [
-            [
+                // tokenDecimals,
-                tokenDecimals,
+                // orderFillableTakerAmounts,
-                orderFillableTakerAmounts,
+                // outputAmountPerEth,
-                outputAmountPerEth,
+                // inputAmountPerEth,
-                inputAmountPerEth,
                 dexQuotes,
-                rawTwoHopQuotes,
+                // rawTwoHopQuotes,
-                isTxOriginContract,
+                // isTxOriginContract,
-            ],
+        ] = await Promise.all([sellQuotes]);
-        ] = await Promise.all([samplerPromise]);
 
         // Filter out any invalid two hop quotes where we couldn't find a route
-        const twoHopQuotes = rawTwoHopQuotes.filter(
+        // const twoHopQuotes = rawTwoHopQuotes.filter(
-            q => q && q.fillData && q.fillData.firstHopSource && q.fillData.secondHopSource,
+        //     q => q && q.fillData && q.fillData.firstHopSource && q.fillData.secondHopSource,
-        );
+        // );
 
-        const [makerTokenDecimals, takerTokenDecimals] = tokenDecimals;
+        // const [makerTokenDecimals, takerTokenDecimals] = tokenDecimals;
 
-        const isRfqSupported = !!(_opts.rfqt && !isTxOriginContract);
+        // const isRfqSupported = !!(_opts.rfqt && !isTxOriginContract);
-        const limitOrdersWithFillableAmounts = nativeOrders.map((order, i) => ({
+        // const limitOrdersWithFillableAmounts = nativeOrders.map((order, i) => ({
-            ...order,
+        //     ...order,
-            ...getNativeAdjustedFillableAmountsFromTakerAmount(order, orderFillableTakerAmounts[i]),
+        //     ...getNativeAdjustedFillableAmountsFromTakerAmount(order, orderFillableTakerAmounts[i]),
-        }));
+        // }));
 
         return {
             side: MarketOperation.Sell,
             inputAmount: takerAmount,
             inputToken: takerToken,
             outputToken: makerToken,
-            outputAmountPerEth,
+            outputAmountPerEth: new BigNumber(1),
-            inputAmountPerEth,
+            inputAmountPerEth: new BigNumber(1),
             quoteSourceFilters,
-            makerTokenDecimals: makerTokenDecimals.toNumber(),
+            makerTokenDecimals: 18,
-            takerTokenDecimals: takerTokenDecimals.toNumber(),
+            takerTokenDecimals: 18,
             quotes: {
-                nativeOrders: limitOrdersWithFillableAmounts,
+                nativeOrders: [],
                 rfqtIndicativeQuotes: [],
-                twoHopQuotes,
+                twoHopQuotes: [],
                 dexQuotes,
             },
-            isRfqSupported,
+            isRfqSupported: true,
         };
     }
 

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

@@ -1,5 +1,6 @@
 import { ChainId } from '@0x/contract-addresses';
 import { BigNumber, NULL_BYTES } from '@0x/utils';
+import { RpcSamplerClient } from '../../rpc_sampler_client';
 
 import { SamplerOverrides } from '../../types';
 import { ERC20BridgeSamplerContract } from '../../wrappers';
@@ -34,6 +35,7 @@ type BatchedOperationResult<T> = T extends BatchedOperation<infer TResult> ? TRe
 export class DexOrderSampler extends SamplerOperations {
     constructor(
         public readonly chainId: ChainId,
+        rpcSamplerClient: RpcSamplerClient,
         _samplerContract: ERC20BridgeSamplerContract,
         private readonly _samplerOverrides?: SamplerOverrides,
         poolsCaches?: { [key in ERC20BridgeSource]: PoolsCache },
@@ -41,7 +43,7 @@ export class DexOrderSampler extends SamplerOperations {
         liquidityProviderRegistry?: LiquidityProviderRegistry,
         bancorServiceFn: () => Promise<BancorService | undefined> = async () => undefined,
     ) {
-        super(chainId, _samplerContract, poolsCaches, tokenAdjacencyGraph, liquidityProviderRegistry, bancorServiceFn);
+        super(chainId, rpcSamplerClient, _samplerContract, poolsCaches, tokenAdjacencyGraph, liquidityProviderRegistry, bancorServiceFn);
     }
 
     /* Type overloads for `executeAsync()`. Could skip this if we would upgrade TS. */

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

@@ -3,6 +3,7 @@ import { LimitOrderFields } from '@0x/protocol-utils';
 import { BigNumber, logUtils } from '@0x/utils';
 import * as _ from 'lodash';
 
+import { RpcSamplerClient } from '../../rpc_sampler_client';
 import { SamplerCallResult, SignedNativeOrder } from '../../types';
 import { ERC20BridgeSamplerContract } from '../../wrappers';
 
@@ -44,6 +45,7 @@ import { getLiquidityProvidersForPair } from './liquidity_provider_utils';
 import { getIntermediateTokens } from './multihop_utils';
 import { BalancerPoolsCache, BalancerV2PoolsCache, CreamPoolsCache, PoolsCache } from './pools_cache';
 import { SamplerContractOperation } from './sampler_contract_operation';
+import { Address, LiquidityResponse, RpcLiquidityRequest } from './sampler_types';
 import { SourceFilters } from './source_filters';
 import {
     BalancerFillData,
@@ -56,6 +58,7 @@ import {
     DexSample,
     DODOFillData,
     ERC20BridgeSource,
+    FillData,
     GenericRouterFillData,
     HopInfo,
     KyberDmmFillData,
@@ -95,6 +98,8 @@ export const BATCH_SOURCE_FILTERS = SourceFilters.all().exclude([ERC20BridgeSour
  * Composable operations that can be batched in a single transaction,
  * for use with `DexOrderSampler.executeAsync()`.
  */
+
+export declare type JSONRPCQuoteCallback = (err: Error | null, dexQuotes: Array<Array<DexSample<FillData>>>) => void;
 export class SamplerOperations {
     public readonly liquidityProviderRegistry: LiquidityProviderRegistry;
     public readonly poolsCaches: { [key in SourcesWithPoolsCache]: PoolsCache };
@@ -109,6 +114,7 @@ export class SamplerOperations {
 
     constructor(
         public readonly chainId: ChainId,
+        protected readonly rpcSamplerClient: RpcSamplerClient,
         protected readonly _samplerContract: ERC20BridgeSamplerContract,
         poolsCaches?: { [key in SourcesWithPoolsCache]: PoolsCache },
         protected readonly tokenAdjacencyGraph: TokenAdjacencyGraph = { default: [] },
@@ -130,8 +136,101 @@ export class SamplerOperations {
         bancorServiceFn()
             .then(service => (this._bancorService = service))
             .catch(/* do nothing */);
+        this.rpcSamplerClient = new RpcSamplerClient();
     }
 
+    public async getTokenDecimalsAsync(tokens: Address[]): Promise<number[]> {
+        return [];
+        // return (await this.rpcSamplerClient.getTokensAsync(tokens)).map(t => t.decimals);
+    }
+
+    public async getCachedSellQuotesAsync(
+        sources: ERC20BridgeSource[],
+        makerToken: string,
+        takerToken: string,
+        takerAmount: BigNumber,
+        // callback: JSONRPCQuoteCallback,
+    ): Promise<Array<Array<DexSample<FillData>>>> {
+    // ): Promise<void> {
+        const rpcLiquidityRequests: RpcLiquidityRequest[] = sources.map(source => {
+            return {
+                tokenPath: [makerToken, takerToken],
+                inputAmount: takerAmount.toString(),
+                source,
+                demand: true,
+            };
+        });
+        const liquidityResponses: LiquidityResponse[] = await this.rpcSamplerClient.getSellLiquidityWrapperAsync(rpcLiquidityRequests);
+        const dexQuotes: Array<Array<DexSample<FillData>>> = liquidityResponses.map((liquidityResponse: LiquidityResponse) => {
+            const dexSample: Array<DexSample<FillData>> = liquidityResponse.liquidityCurves.map((point, j) => {
+                const fillData: DexSample = {
+                    source: liquidityResponse.source,
+                    fillData: point[j].encodedFillData,
+                    input: new BigNumber(point[j].sellAmount.toString()), // TODO Romain: prob a better way
+                    output: new BigNumber(point[j].buyAmount.toString()),
+                    // gasCost: new BigNumber(point[j].gasCost.toString()),
+                };
+                return fillData;
+            });
+            return dexSample;
+        });
+        return dexQuotes;
+    }
+
+    public async getBuyQuotesAsync(
+        sources: ERC20BridgeSource[],
+        makerToken: string,
+        takerToken: string,
+        takerAmount: BigNumber,
+    ): Promise<Array<Array<DexSample<FillData>>>> {
+        return [];
+        // const rpcLiquidityRequests: RpcLiquidityRequest[] = sources.map(source => {
+        //     return {
+        //         tokenPath: [makerToken, takerToken],
+        //         inputAmount: takerAmount.toString(),
+        //         source,
+        //         demand: true,
+        //     };
+        // });
+        // const rpcLiquidityResponse = await this.rpcSamplerClient.getBuyLiquidityAsync(rpcLiquidityRequests);
+        // const dexQuotes: Array<Array<DexSample<FillData>>> = rpcLiquidityResponse.map((response, i) => {
+        //     const dexSample: Array<DexSample<FillData>> = response.liquidityCurve.map((point, j) => {
+        //         const fillData: DexSample = {
+        //             source: sources[i],
+        //             fillData: point.encodedFillData,
+        //             input: point.sellAmount,
+        //             output: point.buyAmount,
+        //         };
+        //         return fillData;
+        //     });
+        //     return dexSample;
+        // });
+        // return dexQuotes;
+    }
+
+    public async getMedianSellRateAsync(
+        sources: ERC20BridgeSource[],
+        makerToken: string,
+        takerToken: string,
+        takerFillAmount: BigNumber,
+    ): Promise<BigNumber> {
+        return new BigNumber(0);
+        // const samples = await this.getSellQuotesAsync(sources, makerToken, takerToken, takerFillAmount);
+        // if (samples.length === 0) {
+        //     return ZERO_AMOUNT;
+        // }
+        // const flatSortedSamples = samples
+        //     .reduce((acc, v) => acc.concat(...v))
+        //     .filter(v => !v.output.isZero())
+        //     .sort((a, b) => a.output.comparedTo(b.output));
+        // if (flatSortedSamples.length === 0) {
+        //     return ZERO_AMOUNT;
+        // }
+        // const medianSample = flatSortedSamples[Math.floor(flatSortedSamples.length / 2)];
+        // return medianSample.output.div(takerFillAmount);
+    }
+
+    // Legacy
     public getTokenDecimals(tokens: string[]): BatchedOperation<BigNumber[]> {
         return new SamplerContractOperation({
             source: ERC20BridgeSource.Native,

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

@@ -0,0 +1,36 @@
+import { BigNumber } from '@0x/utils';
+
+import { ERC20BridgeSource } from './types';
+
+export type Bytes = string;
+export type Address = Bytes;
+
+export type LiquiditySource = ERC20BridgeSource;
+
+export declare type RPCSamplerCallback = (err: Error | null, liquidityResponses: LiquidityResponse[]) => void;
+
+export interface RpcLiquidityRequest {
+    tokenPath: Address[];
+    inputAmount: string;
+    source: LiquiditySource;
+    demand: boolean;
+}
+
+export interface LiquidityCurvePoint {
+    sellAmount: bigint;
+    buyAmount: bigint;
+    encodedFillData: Bytes;
+    gasCost: number;
+}
+
+export interface LiquidityResponse {
+    source: LiquiditySource;
+    liquidityCurves: LiquidityCurvePoint[][];
+}
+
+export interface TokenResponse {
+    address: Address;
+    symbol: string;
+    decimals: number;
+    gasCost: number;
+}

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

@@ -12,6 +12,7 @@ import { QuoteRequestor } from '../../utils/quote_requestor';
 import { PriceComparisonsReport, QuoteReport } from '../quote_report_generator';
 
 import { CollapsedPath } from './path';
+import { LiquiditySource } from './sampler_types';
 import { SourceFilters } from './source_filters';
 
 /**
@@ -175,6 +176,7 @@ export interface DexSample<TFillData extends FillData = FillData> {
     fillData: TFillData;
     input: BigNumber;
     output: BigNumber;
+    // gasCost: BigNumber;
 }
 export interface CurveFillData extends FillData {
     fromTokenIdx: number;

packages/asset-swapper/test/dex_sampler_test.ts

@@ -1,567 +0,0 @@
-import { ChainId, getContractAddressesForChainOrThrow } from '@0x/contract-addresses';
-import {
-    constants,
-    expect,
-    getRandomFloat,
-    getRandomInteger,
-    randomAddress,
-    toBaseUnitAmount,
-} from '@0x/contracts-test-utils';
-import { FillQuoteTransformerOrderType, LimitOrderFields, SignatureType } from '@0x/protocol-utils';
-import { BigNumber, hexUtils, NULL_ADDRESS } from '@0x/utils';
-import * as _ from 'lodash';
-
-import { SignedOrder } from '../src/types';
-import { DexOrderSampler, getSampleAmounts } from '../src/utils/market_operation_utils/sampler';
-import { ERC20BridgeSource, TokenAdjacencyGraph } from '../src/utils/market_operation_utils/types';
-
-import { MockSamplerContract } from './utils/mock_sampler_contract';
-import { generatePseudoRandomSalt } from './utils/utils';
-
-const CHAIN_ID = 1;
-const EMPTY_BYTES32 = '0x0000000000000000000000000000000000000000000000000000000000000000';
-// tslint:disable: custom-no-magic-numbers
-describe('DexSampler tests', () => {
-    const MAKER_TOKEN = randomAddress();
-    const TAKER_TOKEN = randomAddress();
-    const chainId = ChainId.Mainnet;
-
-    const wethAddress = getContractAddressesForChainOrThrow(CHAIN_ID).etherToken;
-    const exchangeProxyAddress = getContractAddressesForChainOrThrow(CHAIN_ID).exchangeProxy;
-
-    const tokenAdjacencyGraph: TokenAdjacencyGraph = { default: [wethAddress] };
-
-    describe('getSampleAmounts()', () => {
-        const FILL_AMOUNT = getRandomInteger(1, 1e18);
-        const NUM_SAMPLES = 16;
-
-        it('generates the correct number of amounts', () => {
-            const amounts = getSampleAmounts(FILL_AMOUNT, NUM_SAMPLES);
-            expect(amounts).to.be.length(NUM_SAMPLES);
-        });
-
-        it('first amount is nonzero', () => {
-            const amounts = getSampleAmounts(FILL_AMOUNT, NUM_SAMPLES);
-            expect(amounts[0]).to.not.bignumber.eq(0);
-        });
-
-        it('last amount is the fill amount', () => {
-            const amounts = getSampleAmounts(FILL_AMOUNT, NUM_SAMPLES);
-            expect(amounts[NUM_SAMPLES - 1]).to.bignumber.eq(FILL_AMOUNT);
-        });
-
-        it('can generate a single amount', () => {
-            const amounts = getSampleAmounts(FILL_AMOUNT, 1);
-            expect(amounts).to.be.length(1);
-            expect(amounts[0]).to.bignumber.eq(FILL_AMOUNT);
-        });
-
-        it('generates ascending amounts', () => {
-            const amounts = getSampleAmounts(FILL_AMOUNT, NUM_SAMPLES);
-            for (const i of _.times(NUM_SAMPLES).slice(1)) {
-                const prev = amounts[i - 1];
-                const amount = amounts[i];
-                expect(prev).to.bignumber.lt(amount);
-            }
-        });
-    });
-
-    function createOrder(overrides?: Partial<LimitOrderFields>): SignedOrder<LimitOrderFields> {
-        const o: SignedOrder<LimitOrderFields> = {
-            order: {
-                salt: generatePseudoRandomSalt(),
-                expiry: getRandomInteger(0, 2 ** 64),
-                makerToken: MAKER_TOKEN,
-                takerToken: TAKER_TOKEN,
-                makerAmount: getRandomInteger(1, 1e18),
-                takerAmount: getRandomInteger(1, 1e18),
-                takerTokenFeeAmount: constants.ZERO_AMOUNT,
-                chainId: CHAIN_ID,
-                pool: EMPTY_BYTES32,
-                feeRecipient: NULL_ADDRESS,
-                sender: NULL_ADDRESS,
-                maker: NULL_ADDRESS,
-                taker: NULL_ADDRESS,
-                verifyingContract: exchangeProxyAddress,
-                ...overrides,
-            },
-            signature: { v: 1, r: hexUtils.random(), s: hexUtils.random(), signatureType: SignatureType.EthSign },
-            type: FillQuoteTransformerOrderType.Limit,
-        };
-        return o;
-    }
-    const ORDERS = _.times(4, () => createOrder());
-    const SIMPLE_ORDERS = ORDERS.map(o => _.omit(o.order, ['chainId', 'verifyingContract']));
-
-    describe('operations', () => {
-        it('getLimitOrderFillableMakerAssetAmounts()', async () => {
-            const expectedFillableAmounts = ORDERS.map(() => getRandomInteger(0, 100e18));
-            const sampler = new MockSamplerContract({
-                getLimitOrderFillableMakerAssetAmounts: (orders, signatures) => {
-                    expect(orders).to.deep.eq(SIMPLE_ORDERS);
-                    expect(signatures).to.deep.eq(ORDERS.map(o => o.signature));
-                    return expectedFillableAmounts;
-                },
-            });
-            const dexOrderSampler = new DexOrderSampler(
-                chainId,
-                sampler,
-                undefined,
-                undefined,
-                undefined,
-                undefined,
-                async () => undefined,
-            );
-            const [fillableAmounts] = await dexOrderSampler.executeAsync(
-                dexOrderSampler.getLimitOrderFillableMakerAmounts(ORDERS, exchangeProxyAddress),
-            );
-            expect(fillableAmounts).to.deep.eq(expectedFillableAmounts);
-        });
-
-        it('getLimitOrderFillableTakerAssetAmounts()', async () => {
-            const expectedFillableAmounts = ORDERS.map(() => getRandomInteger(0, 100e18));
-            const sampler = new MockSamplerContract({
-                getLimitOrderFillableTakerAssetAmounts: (orders, signatures) => {
-                    expect(orders).to.deep.eq(SIMPLE_ORDERS);
-                    expect(signatures).to.deep.eq(ORDERS.map(o => o.signature));
-                    return expectedFillableAmounts;
-                },
-            });
-            const dexOrderSampler = new DexOrderSampler(
-                chainId,
-                sampler,
-                undefined,
-                undefined,
-                undefined,
-                undefined,
-                async () => undefined,
-            );
-            const [fillableAmounts] = await dexOrderSampler.executeAsync(
-                dexOrderSampler.getLimitOrderFillableTakerAmounts(ORDERS, exchangeProxyAddress),
-            );
-            expect(fillableAmounts).to.deep.eq(expectedFillableAmounts);
-        });
-
-        it('getKyberSellQuotes()', async () => {
-            const expectedTakerToken = randomAddress();
-            const expectedMakerToken = randomAddress();
-            const expectedTakerFillAmounts = getSampleAmounts(new BigNumber(100e18), 10);
-            const expectedMakerFillAmounts = getSampleAmounts(new BigNumber(100e18), 10);
-            const sampler = new MockSamplerContract({
-                sampleSellsFromKyberNetwork: (_reserveOffset, takerToken, makerToken, fillAmounts) => {
-                    expect(takerToken).to.eq(expectedTakerToken);
-                    expect(makerToken).to.eq(expectedMakerToken);
-                    expect(fillAmounts).to.deep.eq(expectedTakerFillAmounts);
-                    return ['0x', '0x', expectedMakerFillAmounts];
-                },
-            });
-            const dexOrderSampler = new DexOrderSampler(
-                chainId,
-                sampler,
-                undefined,
-                undefined,
-                undefined,
-                undefined,
-                async () => undefined,
-            );
-            const [fillableAmounts] = await dexOrderSampler.executeAsync(
-                dexOrderSampler.getKyberSellQuotes(
-                    { hintHandler: randomAddress(), networkProxy: randomAddress(), weth: randomAddress() },
-                    new BigNumber(0),
-                    expectedMakerToken,
-                    expectedTakerToken,
-                    expectedTakerFillAmounts,
-                ),
-            );
-            expect(fillableAmounts).to.deep.eq(expectedMakerFillAmounts);
-        });
-
-        it('getLiquidityProviderSellQuotes()', async () => {
-            const expectedMakerToken = randomAddress();
-            const expectedTakerToken = randomAddress();
-            const poolAddress = randomAddress();
-            const gasCost = 123;
-            const sampler = new MockSamplerContract({
-                sampleSellsFromLiquidityProvider: (providerAddress, takerToken, makerToken, _fillAmounts) => {
-                    expect(providerAddress).to.eq(poolAddress);
-                    expect(takerToken).to.eq(expectedTakerToken);
-                    expect(makerToken).to.eq(expectedMakerToken);
-                    return [toBaseUnitAmount(1001)];
-                },
-            });
-            const dexOrderSampler = new DexOrderSampler(
-                chainId,
-                sampler,
-                undefined,
-                undefined,
-                undefined,
-                {
-                    [poolAddress]: { tokens: [expectedMakerToken, expectedTakerToken], gasCost },
-                },
-                async () => undefined,
-            );
-            const [result] = await dexOrderSampler.executeAsync(
-                dexOrderSampler.getSellQuotes(
-                    [ERC20BridgeSource.LiquidityProvider],
-                    expectedMakerToken,
-                    expectedTakerToken,
-                    [toBaseUnitAmount(1000)],
-                ),
-            );
-            expect(result).to.deep.equal([
-                [
-                    {
-                        source: 'LiquidityProvider',
-                        output: toBaseUnitAmount(1001),
-                        input: toBaseUnitAmount(1000),
-                        fillData: { poolAddress, gasCost },
-                    },
-                ],
-            ]);
-        });
-
-        it('getLiquidityProviderBuyQuotes()', async () => {
-            const expectedMakerToken = randomAddress();
-            const expectedTakerToken = randomAddress();
-            const poolAddress = randomAddress();
-            const gasCost = 321;
-            const sampler = new MockSamplerContract({
-                sampleBuysFromLiquidityProvider: (providerAddress, takerToken, makerToken, _fillAmounts) => {
-                    expect(providerAddress).to.eq(poolAddress);
-                    expect(takerToken).to.eq(expectedTakerToken);
-                    expect(makerToken).to.eq(expectedMakerToken);
-                    return [toBaseUnitAmount(999)];
-                },
-            });
-            const dexOrderSampler = new DexOrderSampler(
-                chainId,
-                sampler,
-                undefined,
-                undefined,
-                undefined,
-                {
-                    [poolAddress]: { tokens: [expectedMakerToken, expectedTakerToken], gasCost },
-                },
-                async () => undefined,
-            );
-            const [result] = await dexOrderSampler.executeAsync(
-                dexOrderSampler.getBuyQuotes(
-                    [ERC20BridgeSource.LiquidityProvider],
-                    expectedMakerToken,
-                    expectedTakerToken,
-                    [toBaseUnitAmount(1000)],
-                ),
-            );
-            expect(result).to.deep.equal([
-                [
-                    {
-                        source: 'LiquidityProvider',
-                        output: toBaseUnitAmount(999),
-                        input: toBaseUnitAmount(1000),
-                        fillData: { poolAddress, gasCost },
-                    },
-                ],
-            ]);
-        });
-
-        it('getUniswapSellQuotes()', async () => {
-            const expectedTakerToken = randomAddress();
-            const expectedMakerToken = randomAddress();
-            const expectedTakerFillAmounts = getSampleAmounts(new BigNumber(100e18), 10);
-            const expectedMakerFillAmounts = getSampleAmounts(new BigNumber(100e18), 10);
-            const sampler = new MockSamplerContract({
-                sampleSellsFromUniswap: (_router, takerToken, makerToken, fillAmounts) => {
-                    expect(takerToken).to.eq(expectedTakerToken);
-                    expect(makerToken).to.eq(expectedMakerToken);
-                    expect(fillAmounts).to.deep.eq(expectedTakerFillAmounts);
-                    return expectedMakerFillAmounts;
-                },
-            });
-            const dexOrderSampler = new DexOrderSampler(
-                chainId,
-                sampler,
-                undefined,
-                undefined,
-                undefined,
-                undefined,
-                async () => undefined,
-            );
-            const [fillableAmounts] = await dexOrderSampler.executeAsync(
-                dexOrderSampler.getUniswapSellQuotes(
-                    randomAddress(),
-                    expectedMakerToken,
-                    expectedTakerToken,
-                    expectedTakerFillAmounts,
-                ),
-            );
-            expect(fillableAmounts).to.deep.eq(expectedMakerFillAmounts);
-        });
-
-        it('getUniswapV2SellQuotes()', async () => {
-            const expectedTakerToken = randomAddress();
-            const expectedMakerToken = randomAddress();
-            const expectedTakerFillAmounts = getSampleAmounts(new BigNumber(100e18), 10);
-            const expectedMakerFillAmounts = getSampleAmounts(new BigNumber(100e18), 10);
-            const sampler = new MockSamplerContract({
-                sampleSellsFromUniswapV2: (_router, path, fillAmounts) => {
-                    expect(path).to.deep.eq([expectedMakerToken, expectedTakerToken]);
-                    expect(fillAmounts).to.deep.eq(expectedTakerFillAmounts);
-                    return expectedMakerFillAmounts;
-                },
-            });
-            const dexOrderSampler = new DexOrderSampler(
-                chainId,
-                sampler,
-                undefined,
-                undefined,
-                undefined,
-                undefined,
-                async () => undefined,
-            );
-            const [fillableAmounts] = await dexOrderSampler.executeAsync(
-                dexOrderSampler.getUniswapV2SellQuotes(
-                    NULL_ADDRESS,
-                    [expectedMakerToken, expectedTakerToken],
-                    expectedTakerFillAmounts,
-                ),
-            );
-            expect(fillableAmounts).to.deep.eq(expectedMakerFillAmounts);
-        });
-
-        it('getUniswapBuyQuotes()', async () => {
-            const expectedTakerToken = randomAddress();
-            const expectedMakerToken = randomAddress();
-            const expectedTakerFillAmounts = getSampleAmounts(new BigNumber(100e18), 10);
-            const expectedMakerFillAmounts = getSampleAmounts(new BigNumber(100e18), 10);
-            const sampler = new MockSamplerContract({
-                sampleBuysFromUniswap: (_router, takerToken, makerToken, fillAmounts) => {
-                    expect(takerToken).to.eq(expectedTakerToken);
-                    expect(makerToken).to.eq(expectedMakerToken);
-                    expect(fillAmounts).to.deep.eq(expectedMakerFillAmounts);
-                    return expectedTakerFillAmounts;
-                },
-            });
-            const dexOrderSampler = new DexOrderSampler(
-                chainId,
-                sampler,
-                undefined,
-                undefined,
-                undefined,
-                undefined,
-                async () => undefined,
-            );
-            const [fillableAmounts] = await dexOrderSampler.executeAsync(
-                dexOrderSampler.getUniswapBuyQuotes(
-                    randomAddress(),
-                    expectedMakerToken,
-                    expectedTakerToken,
-                    expectedMakerFillAmounts,
-                ),
-            );
-            expect(fillableAmounts).to.deep.eq(expectedTakerFillAmounts);
-        });
-
-        interface RatesBySource {
-            [src: string]: BigNumber;
-        }
-
-        it('getSellQuotes()', async () => {
-            const expectedTakerToken = randomAddress();
-            const expectedMakerToken = randomAddress();
-            const sources = [ERC20BridgeSource.Uniswap, ERC20BridgeSource.UniswapV2];
-            const ratesBySource: RatesBySource = {
-                [ERC20BridgeSource.Kyber]: getRandomFloat(0, 100),
-                [ERC20BridgeSource.Uniswap]: getRandomFloat(0, 100),
-                [ERC20BridgeSource.UniswapV2]: getRandomFloat(0, 100),
-            };
-            const expectedTakerFillAmounts = getSampleAmounts(new BigNumber(100e18), 3);
-            let uniswapRouter: string;
-            let uniswapV2Router: string;
-            const sampler = new MockSamplerContract({
-                sampleSellsFromUniswap: (router, takerToken, makerToken, fillAmounts) => {
-                    uniswapRouter = router;
-                    expect(takerToken).to.eq(expectedTakerToken);
-                    expect(makerToken).to.eq(expectedMakerToken);
-                    expect(fillAmounts).to.deep.eq(expectedTakerFillAmounts);
-                    return fillAmounts.map(a => a.times(ratesBySource[ERC20BridgeSource.Uniswap]).integerValue());
-                },
-                sampleSellsFromUniswapV2: (router, path, fillAmounts) => {
-                    uniswapV2Router = router;
-                    if (path.length === 2) {
-                        expect(path).to.deep.eq([expectedTakerToken, expectedMakerToken]);
-                    } else if (path.length === 3) {
-                        expect(path).to.deep.eq([expectedTakerToken, wethAddress, expectedMakerToken]);
-                    } else {
-                        expect(path).to.have.lengthOf.within(2, 3);
-                    }
-                    expect(fillAmounts).to.deep.eq(expectedTakerFillAmounts);
-                    return fillAmounts.map(a => a.times(ratesBySource[ERC20BridgeSource.UniswapV2]).integerValue());
-                },
-            });
-            const dexOrderSampler = new DexOrderSampler(
-                chainId,
-                sampler,
-                undefined,
-                undefined,
-                tokenAdjacencyGraph,
-                undefined,
-                async () => undefined,
-            );
-            const [quotes] = await dexOrderSampler.executeAsync(
-                dexOrderSampler.getSellQuotes(
-                    sources,
-                    expectedMakerToken,
-                    expectedTakerToken,
-                    expectedTakerFillAmounts,
-                ),
-            );
-            const expectedQuotes = sources.map(s =>
-                expectedTakerFillAmounts.map(a => ({
-                    source: s,
-                    input: a,
-                    output: a.times(ratesBySource[s]).integerValue(),
-                    fillData: (() => {
-                        if (s === ERC20BridgeSource.UniswapV2) {
-                            return {
-                                router: uniswapV2Router,
-                                tokenAddressPath: [expectedTakerToken, expectedMakerToken],
-                            };
-                        }
-                        // TODO jacob pass through
-                        if (s === ERC20BridgeSource.Uniswap) {
-                            return { router: uniswapRouter };
-                        }
-                        return {};
-                    })(),
-                })),
-            );
-            const uniswapV2ETHQuotes = [
-                expectedTakerFillAmounts.map(a => ({
-                    source: ERC20BridgeSource.UniswapV2,
-                    input: a,
-                    output: a.times(ratesBySource[ERC20BridgeSource.UniswapV2]).integerValue(),
-                    fillData: {
-                        router: uniswapV2Router,
-                        tokenAddressPath: [expectedTakerToken, wethAddress, expectedMakerToken],
-                    },
-                })),
-            ];
-            //  extra quote for Uniswap V2, which provides a direct quote (tokenA -> tokenB) AND an ETH quote (tokenA -> ETH -> tokenB)
-            const additionalSourceCount = 1;
-            expect(quotes).to.have.lengthOf(sources.length + additionalSourceCount);
-            expect(quotes).to.deep.eq(expectedQuotes.concat(uniswapV2ETHQuotes));
-        });
-        it('getBuyQuotes()', async () => {
-            const expectedTakerToken = randomAddress();
-            const expectedMakerToken = randomAddress();
-            const sources = [ERC20BridgeSource.Uniswap, ERC20BridgeSource.UniswapV2];
-            const ratesBySource: RatesBySource = {
-                [ERC20BridgeSource.Uniswap]: getRandomFloat(0, 100),
-                [ERC20BridgeSource.UniswapV2]: getRandomFloat(0, 100),
-            };
-            const expectedMakerFillAmounts = getSampleAmounts(new BigNumber(100e18), 3);
-            let uniswapRouter: string;
-            let uniswapV2Router: string;
-            const sampler = new MockSamplerContract({
-                sampleBuysFromUniswap: (router, takerToken, makerToken, fillAmounts) => {
-                    uniswapRouter = router;
-                    expect(takerToken).to.eq(expectedTakerToken);
-                    expect(makerToken).to.eq(expectedMakerToken);
-                    expect(fillAmounts).to.deep.eq(expectedMakerFillAmounts);
-                    return fillAmounts.map(a => a.times(ratesBySource[ERC20BridgeSource.Uniswap]).integerValue());
-                },
-                sampleBuysFromUniswapV2: (router, path, fillAmounts) => {
-                    uniswapV2Router = router;
-                    if (path.length === 2) {
-                        expect(path).to.deep.eq([expectedTakerToken, expectedMakerToken]);
-                    } else if (path.length === 3) {
-                        expect(path).to.deep.eq([expectedTakerToken, wethAddress, expectedMakerToken]);
-                    } else {
-                        expect(path).to.have.lengthOf.within(2, 3);
-                    }
-                    expect(fillAmounts).to.deep.eq(expectedMakerFillAmounts);
-                    return fillAmounts.map(a => a.times(ratesBySource[ERC20BridgeSource.UniswapV2]).integerValue());
-                },
-            });
-            const dexOrderSampler = new DexOrderSampler(
-                chainId,
-                sampler,
-                undefined,
-                undefined,
-                tokenAdjacencyGraph,
-                undefined,
-                async () => undefined,
-            );
-            const [quotes] = await dexOrderSampler.executeAsync(
-                dexOrderSampler.getBuyQuotes(sources, expectedMakerToken, expectedTakerToken, expectedMakerFillAmounts),
-            );
-            const expectedQuotes = sources.map(s =>
-                expectedMakerFillAmounts.map(a => ({
-                    source: s,
-                    input: a,
-                    output: a.times(ratesBySource[s]).integerValue(),
-                    fillData: (() => {
-                        if (s === ERC20BridgeSource.UniswapV2) {
-                            return {
-                                router: uniswapV2Router,
-                                tokenAddressPath: [expectedTakerToken, expectedMakerToken],
-                            };
-                        }
-                        if (s === ERC20BridgeSource.Uniswap) {
-                            return { router: uniswapRouter };
-                        }
-                        return {};
-                    })(),
-                })),
-            );
-            const uniswapV2ETHQuotes = [
-                expectedMakerFillAmounts.map(a => ({
-                    source: ERC20BridgeSource.UniswapV2,
-                    input: a,
-                    output: a.times(ratesBySource[ERC20BridgeSource.UniswapV2]).integerValue(),
-                    fillData: {
-                        router: uniswapV2Router,
-                        tokenAddressPath: [expectedTakerToken, wethAddress, expectedMakerToken],
-                    },
-                })),
-            ];
-            //  extra quote for Uniswap V2, which provides a direct quote (tokenA -> tokenB) AND an ETH quote (tokenA -> ETH -> tokenB)
-            expect(quotes).to.have.lengthOf(sources.length + 1);
-            expect(quotes).to.deep.eq(expectedQuotes.concat(uniswapV2ETHQuotes));
-        });
-        describe('batched operations', () => {
-            it('getLimitOrderFillableMakerAssetAmounts(), getLimitOrderFillableTakerAssetAmounts()', async () => {
-                const expectedFillableTakerAmounts = ORDERS.map(() => getRandomInteger(0, 100e18));
-                const expectedFillableMakerAmounts = ORDERS.map(() => getRandomInteger(0, 100e18));
-                const sampler = new MockSamplerContract({
-                    getLimitOrderFillableMakerAssetAmounts: (orders, signatures) => {
-                        expect(orders).to.deep.eq(SIMPLE_ORDERS);
-                        expect(signatures).to.deep.eq(ORDERS.map(o => o.signature));
-                        return expectedFillableMakerAmounts;
-                    },
-                    getLimitOrderFillableTakerAssetAmounts: (orders, signatures) => {
-                        expect(orders).to.deep.eq(SIMPLE_ORDERS);
-                        expect(signatures).to.deep.eq(ORDERS.map(o => o.signature));
-                        return expectedFillableTakerAmounts;
-                    },
-                });
-                const dexOrderSampler = new DexOrderSampler(
-                    chainId,
-                    sampler,
-                    undefined,
-                    undefined,
-                    undefined,
-                    undefined,
-                    async () => undefined,
-                );
-                const [fillableMakerAmounts, fillableTakerAmounts] = await dexOrderSampler.executeAsync(
-                    dexOrderSampler.getLimitOrderFillableMakerAmounts(ORDERS, exchangeProxyAddress),
-                    dexOrderSampler.getLimitOrderFillableTakerAmounts(ORDERS, exchangeProxyAddress),
-                );
-                expect(fillableMakerAmounts).to.deep.eq(expectedFillableMakerAmounts);
-                expect(fillableTakerAmounts).to.deep.eq(expectedFillableTakerAmounts);
-            });
-        });
-    });
-});
-// tslint:disable-next-line: max-file-line-count