arbitrum pls work

* fix: Pass slippage down rather than recalculate due to accuracy

* CHANGELOG

contracts/erc20/CHANGELOG.json

@@ -1,4 +1,40 @@
 [
+    {
+        "timestamp": 1640364306,
+        "version": "3.3.25",
+        "changes": [
+            {
+                "note": "Dependencies updated"
+            }
+        ]
+    },
+    {
+        "timestamp": 1638390144,
+        "version": "3.3.24",
+        "changes": [
+            {
+                "note": "Dependencies updated"
+            }
+        ]
+    },
+    {
+        "timestamp": 1637102971,
+        "version": "3.3.23",
+        "changes": [
+            {
+                "note": "Dependencies updated"
+            }
+        ]
+    },
+    {
+        "timestamp": 1635903615,
+        "version": "3.3.22",
+        "changes": [
+            {
+                "note": "Dependencies updated"
+            }
+        ]
+    },
     {
         "timestamp": 1634668033,
         "version": "3.3.21",

contracts/erc20/CHANGELOG.md

@@ -5,6 +5,22 @@ Edit the package's CHANGELOG.json file only.
 
 CHANGELOG
 
+## v3.3.25 - _December 24, 2021_
+
+    * Dependencies updated
+
+## v3.3.24 - _December 1, 2021_
+
+    * Dependencies updated
+
+## v3.3.23 - _November 16, 2021_
+
+    * Dependencies updated
+
+## v3.3.22 - _November 3, 2021_
+
+    * Dependencies updated
+
 ## v3.3.21 - _October 19, 2021_
 
     * Dependencies updated

contracts/erc20/package.json

@@ -1,6 +1,6 @@
 {
     "name": "@0x/contracts-erc20",
-    "version": "3.3.21",
+    "version": "3.3.25",
     "engines": {
         "node": ">=6.12"
     },
@@ -53,8 +53,8 @@
     "devDependencies": {
         "@0x/abi-gen": "^5.6.2",
         "@0x/contracts-gen": "^2.0.40",
-        "@0x/contracts-test-utils": "^5.4.12",
-        "@0x/contracts-utils": "^4.8.2",
+        "@0x/contracts-test-utils": "^5.4.16",
+        "@0x/contracts-utils": "^4.8.6",
         "@0x/dev-utils": "^4.2.9",
         "@0x/sol-compiler": "^4.7.5",
         "@0x/ts-doc-gen": "^0.0.28",

contracts/test-utils/CHANGELOG.json

@@ -1,4 +1,40 @@
 [
+    {
+        "timestamp": 1640364306,
+        "version": "5.4.16",
+        "changes": [
+            {
+                "note": "Dependencies updated"
+            }
+        ]
+    },
+    {
+        "timestamp": 1638390144,
+        "version": "5.4.15",
+        "changes": [
+            {
+                "note": "Dependencies updated"
+            }
+        ]
+    },
+    {
+        "timestamp": 1637102971,
+        "version": "5.4.14",
+        "changes": [
+            {
+                "note": "Dependencies updated"
+            }
+        ]
+    },
+    {
+        "timestamp": 1635903615,
+        "version": "5.4.13",
+        "changes": [
+            {
+                "note": "Dependencies updated"
+            }
+        ]
+    },
     {
         "timestamp": 1634668033,
         "version": "5.4.12",

contracts/test-utils/CHANGELOG.md

@@ -5,6 +5,22 @@ Edit the package's CHANGELOG.json file only.
 
 CHANGELOG
 
+## v5.4.16 - _December 24, 2021_
+
+    * Dependencies updated
+
+## v5.4.15 - _December 1, 2021_
+
+    * Dependencies updated
+
+## v5.4.14 - _November 16, 2021_
+
+    * Dependencies updated
+
+## v5.4.13 - _November 3, 2021_
+
+    * Dependencies updated
+
 ## v5.4.12 - _October 19, 2021_
 
     * Dependencies updated

contracts/test-utils/package.json

@@ -1,6 +1,6 @@
 {
     "name": "@0x/contracts-test-utils",
-    "version": "5.4.12",
+    "version": "5.4.16",
     "engines": {
         "node": ">=6.12"
     },
@@ -44,7 +44,7 @@
     "dependencies": {
         "@0x/assert": "^3.0.29",
         "@0x/base-contract": "^6.4.2",
-        "@0x/contract-addresses": "^6.8.0",
+        "@0x/contract-addresses": "^6.11.0",
         "@0x/dev-utils": "^4.2.9",
         "@0x/json-schemas": "^6.3.0",
         "@0x/order-utils": "^10.4.28",

contracts/treasury/CHANGELOG.json

@@ -1,4 +1,40 @@
 [
+    {
+        "timestamp": 1640364306,
+        "version": "1.4.8",
+        "changes": [
+            {
+                "note": "Dependencies updated"
+            }
+        ]
+    },
+    {
+        "timestamp": 1638390144,
+        "version": "1.4.7",
+        "changes": [
+            {
+                "note": "Dependencies updated"
+            }
+        ]
+    },
+    {
+        "timestamp": 1637102971,
+        "version": "1.4.6",
+        "changes": [
+            {
+                "note": "Dependencies updated"
+            }
+        ]
+    },
+    {
+        "timestamp": 1635903615,
+        "version": "1.4.5",
+        "changes": [
+            {
+                "note": "Dependencies updated"
+            }
+        ]
+    },
     {
         "timestamp": 1634668033,
         "version": "1.4.4",

contracts/treasury/CHANGELOG.md

@@ -5,6 +5,22 @@ Edit the package's CHANGELOG.json file only.
 
 CHANGELOG
 
+## v1.4.8 - _December 24, 2021_
+
+    * Dependencies updated
+
+## v1.4.7 - _December 1, 2021_
+
+    * Dependencies updated
+
+## v1.4.6 - _November 16, 2021_
+
+    * Dependencies updated
+
+## v1.4.5 - _November 3, 2021_
+
+    * Dependencies updated
+
 ## v1.4.4 - _October 19, 2021_
 
     * Dependencies updated

contracts/treasury/package.json

@@ -1,6 +1,6 @@
 {
     "name": "@0x/contracts-treasury",
-    "version": "1.4.4",
+    "version": "1.4.8",
     "engines": {
         "node": ">=6.12"
     },
@@ -47,12 +47,12 @@
     "homepage": "https://github.com/0xProject/protocol/tree/main/contracts/treasury",
     "devDependencies": {
         "@0x/abi-gen": "^5.6.2",
-        "@0x/contract-addresses": "^6.8.0",
+        "@0x/contract-addresses": "^6.11.0",
         "@0x/contracts-asset-proxy": "^3.7.19",
-        "@0x/contracts-erc20": "^3.3.21",
+        "@0x/contracts-erc20": "^3.3.25",
         "@0x/contracts-gen": "^2.0.40",
         "@0x/contracts-staking": "^2.0.45",
-        "@0x/contracts-test-utils": "^5.4.12",
+        "@0x/contracts-test-utils": "^5.4.16",
         "@0x/sol-compiler": "^4.7.5",
         "@0x/ts-doc-gen": "^0.0.28",
         "@0x/tslint-config": "^4.1.4",
@@ -73,7 +73,7 @@
     },
     "dependencies": {
         "@0x/base-contract": "^6.4.2",
-        "@0x/protocol-utils": "^1.9.3",
+        "@0x/protocol-utils": "^1.10.1",
         "@0x/subproviders": "^6.6.0",
         "@0x/types": "^3.3.4",
         "@0x/typescript-typings": "^5.2.1",

contracts/utils/CHANGELOG.json

@@ -1,4 +1,40 @@
 [
+    {
+        "timestamp": 1640364306,
+        "version": "4.8.6",
+        "changes": [
+            {
+                "note": "Dependencies updated"
+            }
+        ]
+    },
+    {
+        "timestamp": 1638390144,
+        "version": "4.8.5",
+        "changes": [
+            {
+                "note": "Dependencies updated"
+            }
+        ]
+    },
+    {
+        "timestamp": 1637102971,
+        "version": "4.8.4",
+        "changes": [
+            {
+                "note": "Dependencies updated"
+            }
+        ]
+    },
+    {
+        "timestamp": 1635903615,
+        "version": "4.8.3",
+        "changes": [
+            {
+                "note": "Dependencies updated"
+            }
+        ]
+    },
     {
         "timestamp": 1634668033,
         "version": "4.8.2",

contracts/utils/CHANGELOG.md

@@ -5,6 +5,22 @@ Edit the package's CHANGELOG.json file only.
 
 CHANGELOG
 
+## v4.8.6 - _December 24, 2021_
+
+    * Dependencies updated
+
+## v4.8.5 - _December 1, 2021_
+
+    * Dependencies updated
+
+## v4.8.4 - _November 16, 2021_
+
+    * Dependencies updated
+
+## v4.8.3 - _November 3, 2021_
+
+    * Dependencies updated
+
 ## v4.8.2 - _October 19, 2021_
 
     * Dependencies updated

contracts/utils/package.json

@@ -1,6 +1,6 @@
 {
     "name": "@0x/contracts-utils",
-    "version": "4.8.2",
+    "version": "4.8.6",
     "engines": {
         "node": ">=6.12"
     },
@@ -52,7 +52,7 @@
     "devDependencies": {
         "@0x/abi-gen": "^5.6.2",
         "@0x/contracts-gen": "^2.0.40",
-        "@0x/contracts-test-utils": "^5.4.12",
+        "@0x/contracts-test-utils": "^5.4.16",
         "@0x/dev-utils": "^4.2.9",
         "@0x/order-utils": "^10.4.28",
         "@0x/sol-compiler": "^4.7.5",

contracts/zero-ex/CHANGELOG.json

@@ -1,12 +1,55 @@
 [
+    {
+        "timestamp": 1640364306,
+        "version": "0.30.1",
+        "changes": [
+            {
+                "note": "Dependencies updated"
+            }
+        ]
+    },
+    {
+        "version": "0.30.0",
+        "changes": [
+            {
+                "note": "Add `AaveV2` and `Compound` deposit/withdrawal liquidity source",
+                "pr": 321
+            }
+        ],
+        "timestamp": 1638390144
+    },
+    {
+        "timestamp": 1637102971,
+        "version": "0.29.5",
+        "changes": [
+            {
+                "note": "Dependencies updated"
+            }
+        ]
+    },
+    {
+        "version": "0.29.4",
+        "changes": [
+            {
+                "note": "Prevent EP ETH balance from reducing when executin mtxs",
+                "pr": 365
+            }
+        ],
+        "timestamp": 1637065617
+    },
     {
         "version": "0.29.3",
         "changes": [
             {
                 "note": "Register transformERC20() and remove transformERC20Staging()",
                 "pr": 355
+            },
+            {
+                "note": "Add OtcOrders to FullMigration",
+                "pr": 350
             }
-        ]
+        ],
+        "timestamp": 1635903615
     },
     {
         "timestamp": 1634668033,

contracts/zero-ex/CHANGELOG.md

@@ -5,6 +5,27 @@ Edit the package's CHANGELOG.json file only.
 
 CHANGELOG
 
+## v0.30.1 - _December 24, 2021_
+
+    * Dependencies updated
+
+## v0.30.0 - _December 1, 2021_
+
+    * Add `AaveV2` and `Compound` deposit/withdrawal liquidity source (#321)
+
+## v0.29.5 - _November 16, 2021_
+
+    * Dependencies updated
+
+## v0.29.4 - _November 16, 2021_
+
+    * Prevent EP ETH balance from reducing when executin mtxs (#365)
+
+## v0.29.3 - _November 3, 2021_
+
+    * Register transformERC20() and remove transformERC20Staging() (#355)
+    * Add OtcOrders to FullMigration (#350)
+
 ## v0.29.2 - _October 19, 2021_
 
     * Dependencies updated

contracts/zero-ex/contracts/src/features/MetaTransactionsFeature.sol

@@ -78,7 +78,7 @@ contract MetaTransactionsFeature is
     /// @dev Name of this feature.
     string public constant override FEATURE_NAME = "MetaTransactions";
     /// @dev Version of this feature.
-    uint256 public immutable override FEATURE_VERSION = _encodeVersion(1, 2, 0);
+    uint256 public immutable override FEATURE_VERSION = _encodeVersion(1, 2, 1);
     /// @dev EIP712 typehash of the `MetaTransactionData` struct.
     bytes32 public immutable MTX_EIP712_TYPEHASH = keccak256(
         "MetaTransactionData("
@@ -105,6 +105,17 @@ contract MetaTransactionsFeature is
         }
     }
 
+    /// @dev Ensures that the ETH balance of `this` does not go below the
+    ///      initial ETH balance before the call (excluding ETH attached to the call).
+    modifier doesNotReduceEthBalance() {
+        uint256 initialBalance = address(this).balance - msg.value;
+        _;
+        require(
+            initialBalance <= address(this).balance,
+            "MetaTransactionsFeature/ETH_LEAK"
+        );
+    }
+
     constructor(address zeroExAddress)
         public
         FixinCommon()
@@ -140,6 +151,7 @@ contract MetaTransactionsFeature is
         payable
         override
         nonReentrant(REENTRANCY_MTX)
+        doesNotReduceEthBalance
         refundsAttachedEth
         returns (bytes memory returnResult)
     {
@@ -164,6 +176,7 @@ contract MetaTransactionsFeature is
         payable
         override
         nonReentrant(REENTRANCY_MTX)
+        doesNotReduceEthBalance
         refundsAttachedEth
         returns (bytes[] memory returnResults)
     {

contracts/zero-ex/contracts/src/migrations/FullMigration.sol

@@ -25,6 +25,7 @@ import "../features/interfaces/IOwnableFeature.sol";
 import "../features/TransformERC20Feature.sol";
 import "../features/MetaTransactionsFeature.sol";
 import "../features/NativeOrdersFeature.sol";
+import "../features/OtcOrdersFeature.sol";
 import "./InitialMigration.sol";
 
 
@@ -40,6 +41,7 @@ contract FullMigration {
         TransformERC20Feature transformERC20;
         MetaTransactionsFeature metaTransactions;
         NativeOrdersFeature nativeOrders;
+        OtcOrdersFeature otcOrders;
     }
 
     /// @dev Parameters needed to initialize features.
@@ -173,5 +175,16 @@ contract FullMigration {
                 address(this)
             );
         }
+        // OtcOrdersFeature
+        {
+            // Register the feature.
+            ownable.migrate(
+                address(features.otcOrders),
+                abi.encodeWithSelector(
+                    OtcOrdersFeature.migrate.selector
+                ),
+                address(this)
+            );
+        }
     }
 }

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

@@ -22,10 +22,12 @@ pragma experimental ABIEncoderV2;
 
 import "./IBridgeAdapter.sol";
 import "./BridgeProtocols.sol";
+import "./mixins/MixinAaveV2.sol";
 import "./mixins/MixinBalancer.sol";
 import "./mixins/MixinBalancerV2.sol";
 import "./mixins/MixinBancor.sol";
 import "./mixins/MixinCoFiX.sol";
+import "./mixins/MixinCompound.sol";
 import "./mixins/MixinCurve.sol";
 import "./mixins/MixinCurveV2.sol";
 import "./mixins/MixinCryptoCom.sol";
@@ -47,10 +49,12 @@ import "./mixins/MixinZeroExBridge.sol";
 
 contract BridgeAdapter is
     IBridgeAdapter,
+    MixinAaveV2,
     MixinBalancer,
     MixinBalancerV2,
     MixinBancor,
     MixinCoFiX,
+    MixinCompound,
     MixinCurve,
     MixinCurveV2,
     MixinCryptoCom,
@@ -72,10 +76,12 @@ contract BridgeAdapter is
 {
     constructor(IEtherTokenV06 weth)
         public
+        MixinAaveV2()
         MixinBalancer()
         MixinBalancerV2()
         MixinBancor(weth)
         MixinCoFiX()
+        MixinCompound(weth)
         MixinCurve(weth)
         MixinCurveV2()
         MixinCryptoCom()
@@ -245,6 +251,20 @@ contract BridgeAdapter is
                 sellAmount,
                 order.bridgeData
             );
+        } else if (protocolId == BridgeProtocols.AAVEV2) {
+            boughtAmount = _tradeAaveV2(
+                sellToken,
+                buyToken,
+                sellAmount,
+                order.bridgeData
+            );
+        } else if (protocolId == BridgeProtocols.COMPOUND) {
+            boughtAmount = _tradeCompound(
+                sellToken,
+                buyToken,
+                sellAmount,
+                order.bridgeData
+            );
         } else {
             boughtAmount = _tradeZeroExBridge(
                 sellToken,

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

@@ -50,4 +50,6 @@ library BridgeProtocols {
     uint128 internal constant CURVEV2     = 20;
     uint128 internal constant LIDO        = 21;
     uint128 internal constant CLIPPER     = 22; // Not used: Clipper is now using PLP interface
+    uint128 internal constant AAVEV2      = 23;
+    uint128 internal constant COMPOUND    = 24;
 }

contracts/zero-ex/contracts/src/transformers/bridges/mixins/MixinAaveV2.sol

@@ -0,0 +1,93 @@
+// 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";
+
+// Minimal Aave V2 LendingPool interface
+interface ILendingPool {
+    /**
+   * @dev Deposits an `amount` of underlying asset into the reserve, receiving in return overlying aTokens.
+   * - E.g. User deposits 100 USDC and gets in return 100 aUSDC
+   * @param asset The address of the underlying asset to deposit
+   * @param amount The amount to be deposited
+   * @param onBehalfOf The address that will receive the aTokens, same as msg.sender if the user
+   *   wants to receive them on his own wallet, or a different address if the beneficiary of aTokens
+   *   is a different wallet
+   * @param referralCode Code used to register the integrator originating the operation, for potential rewards.
+   *   0 if the action is executed directly by the user, without any middle-man
+   **/
+  function deposit(
+    address asset,
+    uint256 amount,
+    address onBehalfOf,
+    uint16 referralCode
+  ) external;
+
+  /**
+   * @dev Withdraws an `amount` of underlying asset from the reserve, burning the equivalent aTokens owned
+   * E.g. User has 100 aUSDC, calls withdraw() and receives 100 USDC, burning the 100 aUSDC
+   * @param asset The address of the underlying asset to withdraw
+   * @param amount The underlying amount to be withdrawn
+   *   - Send the value type(uint256).max in order to withdraw the whole aToken balance
+   * @param to Address that will receive the underlying, same as msg.sender if the user
+   *   wants to receive it on his own wallet, or a different address if the beneficiary is a
+   *   different wallet
+   * @return The final amount withdrawn
+   **/
+  function withdraw(
+    address asset,
+    uint256 amount,
+    address to
+  ) external returns (uint256);
+}
+
+contract MixinAaveV2 {
+    using LibERC20TokenV06 for IERC20TokenV06;
+
+    function _tradeAaveV2(
+        IERC20TokenV06 sellToken,
+        IERC20TokenV06 buyToken,
+        uint256 sellAmount,
+        bytes memory bridgeData
+    )
+        internal
+        returns (uint256)
+    {
+        (ILendingPool lendingPool, address aToken) = abi.decode(bridgeData, (ILendingPool, address));
+
+          sellToken.approveIfBelow(
+              address(lendingPool),
+              sellAmount
+          );
+
+        if (address(buyToken) == aToken) {
+            lendingPool.deposit(address(sellToken), sellAmount, address(this), 0);
+            // 1:1 mapping token -> aToken and have the same number of decimals as the underlying token
+            return sellAmount;
+        } else if (address(sellToken) == aToken) {
+            return lendingPool.withdraw(address(buyToken), sellAmount, address(this));
+        }
+
+        revert("MixinAaveV2/UNSUPPORTED_TOKEN_PAIR");
+    }
+}

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

@@ -0,0 +1,110 @@
+// 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-erc20/contracts/src/v06/IEtherTokenV06.sol";
+import "@0x/contracts-utils/contracts/src/v06/LibSafeMathV06.sol";
+
+
+/// @dev Minimal CToken interface
+interface ICToken {
+    /// @dev deposits specified amount underlying tokens and mints cToken for the sender
+    /// @param mintAmountInUnderlying amount of underlying tokens to deposit to mint cTokens
+    /// @return status code of whether the mint was successful or not
+    function mint(uint256 mintAmountInUnderlying) external returns (uint256);
+    /// @dev redeems specified amount of cTokens and returns the underlying token to the sender
+    /// @param redeemTokensInCtokens amount of cTokens to redeem for underlying collateral
+    /// @return status code of whether the redemption was successful or not
+    function redeem(uint256 redeemTokensInCtokens) external returns (uint256);
+}
+/// @dev Minimal CEther interface
+interface ICEther {
+    /// @dev deposits the amount of Ether sent as value and return mints cEther for the sender
+    function mint() payable external;
+    /// @dev redeems specified amount of cETH and returns the underlying ether to the sender
+    /// @dev redeemTokensInCEther amount of cETH to redeem for underlying ether
+    /// @return status code of whether the redemption was successful or not
+    function redeem(uint256 redeemTokensInCEther) external returns (uint256);
+}
+
+contract MixinCompound {
+    using LibERC20TokenV06 for IERC20TokenV06;
+    using LibSafeMathV06 for uint256;
+
+    IEtherTokenV06 private immutable WETH;
+
+    constructor(IEtherTokenV06 weth)
+        public
+    {
+        WETH = weth;
+    }
+
+    uint256 constant private COMPOUND_SUCCESS_CODE = 0;
+
+    function _tradeCompound(
+        IERC20TokenV06 sellToken,
+        IERC20TokenV06 buyToken,
+        uint256 sellAmount,
+        bytes memory bridgeData
+    )
+        internal
+        returns (uint256)
+    {
+        (address cTokenAddress) = abi.decode(bridgeData, (address));
+        uint256 beforeBalance = buyToken.balanceOf(address(this));
+
+        if (address(buyToken) == cTokenAddress) {
+            if (address(sellToken) == address(WETH)) {
+                // ETH/WETH -> cETH
+                ICEther cETH = ICEther(cTokenAddress);
+                // Compound expects ETH to be sent with mint call
+                WETH.withdraw(sellAmount);
+                // NOTE: cETH mint will revert on failure instead of returning a status code
+                cETH.mint{value: sellAmount}();
+            } else {
+                sellToken.approveIfBelow(
+                    cTokenAddress,
+                    sellAmount
+                );
+                // Token -> cToken
+                ICToken cToken = ICToken(cTokenAddress);
+                require(cToken.mint(sellAmount) == COMPOUND_SUCCESS_CODE, "MixinCompound/FAILED_TO_MINT_CTOKEN");
+            }
+        } else if (address(sellToken) == cTokenAddress) {
+            if (address(buyToken) == address(WETH)) {
+                // cETH -> ETH/WETH
+                uint256 etherBalanceBefore = address(this).balance;
+                ICEther cETH = ICEther(cTokenAddress);
+                require(cETH.redeem(sellAmount) == COMPOUND_SUCCESS_CODE, "MixinCompound/FAILED_TO_REDEEM_CETHER");
+                uint256 etherBalanceAfter = address(this).balance;
+                uint256 receivedEtherBalance = etherBalanceAfter.safeSub(etherBalanceBefore);
+                WETH.deposit{value: receivedEtherBalance}();
+            } else {
+                ICToken cToken = ICToken(cTokenAddress);
+                require(cToken.redeem(sellAmount) == COMPOUND_SUCCESS_CODE, "MixinCompound/FAILED_TO_REDEEM_CTOKEN");
+            }
+        }
+
+        return buyToken.balanceOf(address(this)).safeSub(beforeBalance);
+    }
+}

contracts/zero-ex/contracts/test/TestMetaTransactionsTransformERC20Feature.sol

@@ -46,6 +46,10 @@ contract TestMetaTransactionsTransformERC20Feature is
         payable
         returns (uint256 outputTokenAmount)
     {
+        if (msg.value == 555) {
+            tx.origin.transfer(1);
+        }
+
         if (msg.value == 666) {
             revert('FAIL');
         }

contracts/zero-ex/package.json

@@ -1,6 +1,6 @@
 {
     "name": "@0x/contracts-zero-ex",
-    "version": "0.29.2",
+    "version": "0.30.1",
     "engines": {
         "node": ">=6.12"
     },
@@ -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,OtcOrdersFeature,IOtcOrdersFeature",
         "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|FundRecoveryFeature|IBatchFillNativeOrdersFeature|IBootstrapFeature|IBridgeAdapter|IERC20Bridge|IERC20Transformer|IFeature|IFlashWallet|IFundRecoveryFeature|ILiquidityProvider|ILiquidityProviderFeature|ILiquidityProviderSandbox|IMetaTransactionsFeature|IMooniswapPool|IMultiplexFeature|INativeOrdersEvents|INativeOrdersFeature|IOtcOrdersFeature|IOwnableFeature|IPancakeSwapFeature|ISimpleFunctionRegistryFeature|IStaking|ITestSimpleFunctionRegistryFeature|ITokenSpenderFeature|ITransformERC20Feature|IUniswapFeature|IUniswapV2Pair|IUniswapV3Feature|IUniswapV3Pool|IZeroEx|InitialMigration|LibBootstrap|LibCommonRichErrors|LibERC20Transformer|LibFeeCollector|LibLiquidityProviderRichErrors|LibMetaTransactionsRichErrors|LibMetaTransactionsStorage|LibMigrate|LibNativeOrder|LibNativeOrdersRichErrors|LibNativeOrdersStorage|LibOtcOrdersStorage|LibOwnableRichErrors|LibOwnableStorage|LibProxyRichErrors|LibProxyStorage|LibReentrancyGuardStorage|LibSignature|LibSignatureRichErrors|LibSimpleFunctionRegistryRichErrors|LibSimpleFunctionRegistryStorage|LibStorage|LibTransformERC20RichErrors|LibTransformERC20Storage|LibWalletRichErrors|LiquidityProviderFeature|LiquidityProviderSandbox|LogMetadataTransformer|MetaTransactionsFeature|MixinBalancer|MixinBalancerV2|MixinBancor|MixinCoFiX|MixinCryptoCom|MixinCurve|MixinCurveV2|MixinDodo|MixinDodoV2|MixinKyber|MixinKyberDmm|MixinLido|MixinMStable|MixinMakerPSM|MixinMooniswap|MixinNerve|MixinOasis|MixinShell|MixinUniswap|MixinUniswapV2|MixinUniswapV3|MixinZeroExBridge|MooniswapLiquidityProvider|MultiplexFeature|MultiplexLiquidityProvider|MultiplexOtc|MultiplexRfq|MultiplexTransformERC20|MultiplexUniswapV2|MultiplexUniswapV3|NativeOrdersCancellation|NativeOrdersFeature|NativeOrdersInfo|NativeOrdersProtocolFees|NativeOrdersSettlement|OtcOrdersFeature|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|TestNoEthRecipient|TestOrderSignerRegistryWithContractWallet|TestPermissionlessTransformerDeployerSuicidal|TestPermissionlessTransformerDeployerTransformer|TestRfqOriginRegistration|TestSimpleFunctionRegistryFeatureImpl1|TestSimpleFunctionRegistryFeatureImpl2|TestStaking|TestTokenSpenderERC20Token|TestTransformERC20|TestTransformerBase|TestTransformerDeployerTransformer|TestTransformerHost|TestUniswapV2Factory|TestUniswapV2Pool|TestUniswapV3Factory|TestUniswapV3Feature|TestUniswapV3Pool|TestWeth|TestWethTransformerHost|TestZeroExFeature|TransformERC20Feature|Transformer|TransformerDeployer|UniswapFeature|UniswapV3Feature|WethTransformer|ZeroEx|ZeroExOptimized).json"
+        "abis": "./test/generated-artifacts/@(AffiliateFeeTransformer|BatchFillNativeOrdersFeature|BootstrapFeature|BridgeAdapter|BridgeProtocols|CurveLiquidityProvider|FeeCollector|FeeCollectorController|FillQuoteTransformer|FixinCommon|FixinEIP712|FixinProtocolFees|FixinReentrancyGuard|FixinTokenSpender|FlashWallet|FullMigration|FundRecoveryFeature|IBatchFillNativeOrdersFeature|IBootstrapFeature|IBridgeAdapter|IERC20Bridge|IERC20Transformer|IFeature|IFlashWallet|IFundRecoveryFeature|ILiquidityProvider|ILiquidityProviderFeature|ILiquidityProviderSandbox|IMetaTransactionsFeature|IMooniswapPool|IMultiplexFeature|INativeOrdersEvents|INativeOrdersFeature|IOtcOrdersFeature|IOwnableFeature|IPancakeSwapFeature|ISimpleFunctionRegistryFeature|IStaking|ITestSimpleFunctionRegistryFeature|ITokenSpenderFeature|ITransformERC20Feature|IUniswapFeature|IUniswapV2Pair|IUniswapV3Feature|IUniswapV3Pool|IZeroEx|InitialMigration|LibBootstrap|LibCommonRichErrors|LibERC20Transformer|LibFeeCollector|LibLiquidityProviderRichErrors|LibMetaTransactionsRichErrors|LibMetaTransactionsStorage|LibMigrate|LibNativeOrder|LibNativeOrdersRichErrors|LibNativeOrdersStorage|LibOtcOrdersStorage|LibOwnableRichErrors|LibOwnableStorage|LibProxyRichErrors|LibProxyStorage|LibReentrancyGuardStorage|LibSignature|LibSignatureRichErrors|LibSimpleFunctionRegistryRichErrors|LibSimpleFunctionRegistryStorage|LibStorage|LibTransformERC20RichErrors|LibTransformERC20Storage|LibWalletRichErrors|LiquidityProviderFeature|LiquidityProviderSandbox|LogMetadataTransformer|MetaTransactionsFeature|MixinAaveV2|MixinBalancer|MixinBalancerV2|MixinBancor|MixinCoFiX|MixinCompound|MixinCryptoCom|MixinCurve|MixinCurveV2|MixinDodo|MixinDodoV2|MixinKyber|MixinKyberDmm|MixinLido|MixinMStable|MixinMakerPSM|MixinMooniswap|MixinNerve|MixinOasis|MixinShell|MixinUniswap|MixinUniswapV2|MixinUniswapV3|MixinZeroExBridge|MooniswapLiquidityProvider|MultiplexFeature|MultiplexLiquidityProvider|MultiplexOtc|MultiplexRfq|MultiplexTransformERC20|MultiplexUniswapV2|MultiplexUniswapV3|NativeOrdersCancellation|NativeOrdersFeature|NativeOrdersInfo|NativeOrdersProtocolFees|NativeOrdersSettlement|OtcOrdersFeature|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|TestNoEthRecipient|TestOrderSignerRegistryWithContractWallet|TestPermissionlessTransformerDeployerSuicidal|TestPermissionlessTransformerDeployerTransformer|TestRfqOriginRegistration|TestSimpleFunctionRegistryFeatureImpl1|TestSimpleFunctionRegistryFeatureImpl2|TestStaking|TestTokenSpenderERC20Token|TestTransformERC20|TestTransformerBase|TestTransformerDeployerTransformer|TestTransformerHost|TestUniswapV2Factory|TestUniswapV2Pool|TestUniswapV3Factory|TestUniswapV3Feature|TestUniswapV3Pool|TestWeth|TestWethTransformerHost|TestZeroExFeature|TransformERC20Feature|Transformer|TransformerDeployer|UniswapFeature|UniswapV3Feature|WethTransformer|ZeroEx|ZeroExOptimized).json"
     },
     "repository": {
         "type": "git",
@@ -56,10 +56,10 @@
     "homepage": "https://github.com/0xProject/protocol/tree/main/contracts/zero-ex",
     "devDependencies": {
         "@0x/abi-gen": "^5.6.2",
-        "@0x/contract-addresses": "^6.8.0",
-        "@0x/contracts-erc20": "^3.3.21",
+        "@0x/contract-addresses": "^6.11.0",
+        "@0x/contracts-erc20": "^3.3.25",
         "@0x/contracts-gen": "^2.0.40",
-        "@0x/contracts-test-utils": "^5.4.12",
+        "@0x/contracts-test-utils": "^5.4.16",
         "@0x/dev-utils": "^4.2.9",
         "@0x/order-utils": "^10.4.28",
         "@0x/sol-compiler": "^4.7.5",
@@ -83,7 +83,7 @@
     },
     "dependencies": {
         "@0x/base-contract": "^6.4.2",
-        "@0x/protocol-utils": "^1.9.3",
+        "@0x/protocol-utils": "^1.10.1",
         "@0x/subproviders": "^6.6.0",
         "@0x/types": "^3.3.4",
         "@0x/typescript-typings": "^5.2.1",

contracts/zero-ex/src/migration.ts

@@ -12,6 +12,7 @@ import {
     IZeroExContract,
     MetaTransactionsFeatureContract,
     NativeOrdersFeatureContract,
+    OtcOrdersFeatureContract,
     OwnableFeatureContract,
     SimpleFunctionRegistryFeatureContract,
     TransformERC20FeatureContract,
@@ -113,6 +114,7 @@ export interface FullFeatures extends BootstrapFeatures {
     transformERC20: string;
     metaTransactions: string;
     nativeOrders: string;
+    otcOrders: string;
 }
 
 /**
@@ -123,6 +125,7 @@ export interface FullFeatureArtifacts extends BootstrapFeatureArtifacts {
     metaTransactions: SimpleContractArtifact;
     nativeOrders: SimpleContractArtifact;
     feeCollectorController: SimpleContractArtifact;
+    otcOrders: SimpleContractArtifact;
 }
 
 /**
@@ -155,6 +158,7 @@ const DEFAULT_FULL_FEATURES_ARTIFACTS = {
     metaTransactions: artifacts.MetaTransactionsFeature,
     nativeOrders: artifacts.NativeOrdersFeature,
     feeCollectorController: artifacts.FeeCollectorController,
+    otcOrders: artifacts.OtcOrdersFeature,
 };
 
 /**
@@ -222,6 +226,18 @@ export async function deployFullFeaturesAsync(
                     _config.protocolFeeMultiplier,
                 )
             ).address,
+        otcOrders:
+            features.otcOrders ||
+            (
+                await OtcOrdersFeatureContract.deployFrom0xArtifactAsync(
+                    _featureArtifacts.otcOrders,
+                    provider,
+                    txDefaults,
+                    artifacts,
+                    _config.zeroExAddress,
+                    _config.wethAddress,
+                )
+            ).address,
     };
 }
 

contracts/zero-ex/test/artifacts.ts

@@ -81,10 +81,12 @@ import * as LiquidityProviderFeature from '../test/generated-artifacts/Liquidity
 import * as LiquidityProviderSandbox from '../test/generated-artifacts/LiquidityProviderSandbox.json';
 import * as LogMetadataTransformer from '../test/generated-artifacts/LogMetadataTransformer.json';
 import * as MetaTransactionsFeature from '../test/generated-artifacts/MetaTransactionsFeature.json';
+import * as MixinAaveV2 from '../test/generated-artifacts/MixinAaveV2.json';
 import * as MixinBalancer from '../test/generated-artifacts/MixinBalancer.json';
 import * as MixinBalancerV2 from '../test/generated-artifacts/MixinBalancerV2.json';
 import * as MixinBancor from '../test/generated-artifacts/MixinBancor.json';
 import * as MixinCoFiX from '../test/generated-artifacts/MixinCoFiX.json';
+import * as MixinCompound from '../test/generated-artifacts/MixinCompound.json';
 import * as MixinCryptoCom from '../test/generated-artifacts/MixinCryptoCom.json';
 import * as MixinCurve from '../test/generated-artifacts/MixinCurve.json';
 import * as MixinCurveV2 from '../test/generated-artifacts/MixinCurveV2.json';
@@ -272,10 +274,12 @@ export const artifacts = {
     BridgeAdapter: BridgeAdapter as ContractArtifact,
     BridgeProtocols: BridgeProtocols as ContractArtifact,
     IBridgeAdapter: IBridgeAdapter as ContractArtifact,
+    MixinAaveV2: MixinAaveV2 as ContractArtifact,
     MixinBalancer: MixinBalancer as ContractArtifact,
     MixinBalancerV2: MixinBalancerV2 as ContractArtifact,
     MixinBancor: MixinBancor as ContractArtifact,
     MixinCoFiX: MixinCoFiX as ContractArtifact,
+    MixinCompound: MixinCompound as ContractArtifact,
     MixinCryptoCom: MixinCryptoCom as ContractArtifact,
     MixinCurve: MixinCurve as ContractArtifact,
     MixinCurveV2: MixinCurveV2 as ContractArtifact,

contracts/zero-ex/test/features/meta_transactions_test.ts

@@ -38,6 +38,7 @@ blockchainTests.resets('MetaTransactions feature', env => {
     let nativeOrdersFeature: TestMetaTransactionsNativeOrdersFeatureContract;
 
     const MAX_FEE_AMOUNT = new BigNumber('1e18');
+    const TRANSFORM_ERC20_ONE_WEI_VALUE = new BigNumber(555);
     const TRANSFORM_ERC20_FAILING_VALUE = new BigNumber(666);
     const TRANSFORM_ERC20_REENTER_VALUE = new BigNumber(777);
     const TRANSFORM_ERC20_BATCH_REENTER_VALUE = new BigNumber(888);
@@ -597,7 +598,7 @@ blockchainTests.resets('MetaTransactions feature', env => {
             );
         });
 
-        it('cannot reenter `executeMetaTransaction()`', async () => {
+        it('cannot reduce initial ETH balance', async () => {
             const args = getRandomTransformERC20Args();
             const mtx = getRandomMetaTransaction({
                 callData: transformERC20Feature
@@ -609,58 +610,23 @@ blockchainTests.resets('MetaTransactions feature', env => {
                         args.transformations,
                     )
                     .getABIEncodedTransactionData(),
-                value: TRANSFORM_ERC20_REENTER_VALUE,
+                value: TRANSFORM_ERC20_ONE_WEI_VALUE,
             });
-            const mtxHash = mtx.getHash();
             const signature = await mtx.getSignatureWithProviderAsync(env.provider);
             const callOpts = {
                 gasPrice: mtx.maxGasPrice,
                 value: mtx.value,
             };
-            const tx = feature.executeMetaTransaction(mtx, signature).awaitTransactionSuccessAsync(callOpts);
-            return expect(tx).to.revertWith(
-                new ZeroExRevertErrors.MetaTransactions.MetaTransactionCallFailedError(
-                    mtxHash,
-                    undefined,
-                    new ZeroExRevertErrors.Common.IllegalReentrancyError(
-                        feature.getSelector('executeMetaTransaction'),
-                        REENTRANCY_FLAG_MTX,
-                    ).encode(),
-                ),
+            // Send pre-existing ETH to the EP.
+            await env.web3Wrapper.awaitTransactionSuccessAsync(
+                await env.web3Wrapper.sendTransactionAsync({
+                    from: owner,
+                    to: zeroEx.address,
+                    value: new BigNumber(1),
+                }),
             );
-        });
-
-        it('cannot reenter `batchExecuteMetaTransactions()`', async () => {
-            const args = getRandomTransformERC20Args();
-            const mtx = getRandomMetaTransaction({
-                callData: transformERC20Feature
-                    .transformERC20(
-                        args.inputToken,
-                        args.outputToken,
-                        args.inputTokenAmount,
-                        args.minOutputTokenAmount,
-                        args.transformations,
-                    )
-                    .getABIEncodedTransactionData(),
-                value: TRANSFORM_ERC20_BATCH_REENTER_VALUE,
-            });
-            const mtxHash = mtx.getHash();
-            const signature = await mtx.getSignatureWithProviderAsync(env.provider);
-            const callOpts = {
-                gasPrice: mtx.maxGasPrice,
-                value: mtx.value,
-            };
             const tx = feature.executeMetaTransaction(mtx, signature).awaitTransactionSuccessAsync(callOpts);
-            return expect(tx).to.revertWith(
-                new ZeroExRevertErrors.MetaTransactions.MetaTransactionCallFailedError(
-                    mtxHash,
-                    undefined,
-                    new ZeroExRevertErrors.Common.IllegalReentrancyError(
-                        feature.getSelector('batchExecuteMetaTransactions'),
-                        REENTRANCY_FLAG_MTX,
-                    ).encode(),
-                ),
-            );
+            return expect(tx).to.revertWith('MetaTransactionsFeature/ETH_LEAK');
         });
     });
 
@@ -817,6 +783,37 @@ blockchainTests.resets('MetaTransactions feature', env => {
                 ),
             );
         });
+
+        it('cannot reduce initial ETH balance', async () => {
+            const args = getRandomTransformERC20Args();
+            const mtx = getRandomMetaTransaction({
+                callData: transformERC20Feature
+                    .transformERC20(
+                        args.inputToken,
+                        args.outputToken,
+                        args.inputTokenAmount,
+                        args.minOutputTokenAmount,
+                        args.transformations,
+                    )
+                    .getABIEncodedTransactionData(),
+                value: TRANSFORM_ERC20_ONE_WEI_VALUE,
+            });
+            const signature = await mtx.getSignatureWithProviderAsync(env.provider);
+            const callOpts = {
+                gasPrice: mtx.maxGasPrice,
+                value: mtx.value,
+            };
+            // Send pre-existing ETH to the EP.
+            await env.web3Wrapper.awaitTransactionSuccessAsync(
+                await env.web3Wrapper.sendTransactionAsync({
+                    from: owner,
+                    to: zeroEx.address,
+                    value: new BigNumber(1),
+                }),
+            );
+            const tx = feature.batchExecuteMetaTransactions([mtx], [signature]).awaitTransactionSuccessAsync(callOpts);
+            return expect(tx).to.revertWith('MetaTransactionsFeature/ETH_LEAK');
+        });
     });
 
     describe('getMetaTransactionExecutedBlock()', () => {

contracts/zero-ex/test/wrappers.ts

@@ -79,10 +79,12 @@ export * from '../test/generated-wrappers/liquidity_provider_feature';
 export * from '../test/generated-wrappers/liquidity_provider_sandbox';
 export * from '../test/generated-wrappers/log_metadata_transformer';
 export * from '../test/generated-wrappers/meta_transactions_feature';
+export * from '../test/generated-wrappers/mixin_aave_v2';
 export * from '../test/generated-wrappers/mixin_balancer';
 export * from '../test/generated-wrappers/mixin_balancer_v2';
 export * from '../test/generated-wrappers/mixin_bancor';
 export * from '../test/generated-wrappers/mixin_co_fi_x';
+export * from '../test/generated-wrappers/mixin_compound';
 export * from '../test/generated-wrappers/mixin_crypto_com';
 export * from '../test/generated-wrappers/mixin_curve';
 export * from '../test/generated-wrappers/mixin_curve_v2';

contracts/zero-ex/tsconfig.json

@@ -112,10 +112,12 @@
         "test/generated-artifacts/LiquidityProviderSandbox.json",
         "test/generated-artifacts/LogMetadataTransformer.json",
         "test/generated-artifacts/MetaTransactionsFeature.json",
+        "test/generated-artifacts/MixinAaveV2.json",
         "test/generated-artifacts/MixinBalancer.json",
         "test/generated-artifacts/MixinBalancerV2.json",
         "test/generated-artifacts/MixinBancor.json",
         "test/generated-artifacts/MixinCoFiX.json",
+        "test/generated-artifacts/MixinCompound.json",
         "test/generated-artifacts/MixinCryptoCom.json",
         "test/generated-artifacts/MixinCurve.json",
         "test/generated-artifacts/MixinCurveV2.json",

packages/asset-swapper/CHANGELOG.json

@@ -1,4 +1,263 @@
 [
+    {
+        "version": "16.50.0",
+        "changes": [
+            {
+                "note": "Add support for Arbitrum one mainnet"
+            }
+        ]
+    },
+    {
+        "version": "16.49.3",
+        "changes": [
+            {
+                "note": "Fix `slippage` inconsistency when recalculated in exchange proxy quote consumer",
+                "pr": 412
+            }
+        ]
+    },
+    {
+        "version": "16.49.2",
+        "changes": [
+            {
+                "note": "Fix ABI encoding error with two hop buys due to applying slippage to uint(-1) values",
+                "pr": 410
+            }
+        ],
+        "timestamp": 1643653482
+    },
+    {
+        "version": "16.49.1",
+        "changes": [
+            {
+                "note": "Fix WorstCaseQuoteInfo encoding bug",
+                "pr": 402
+            }
+        ],
+        "timestamp": 1643613597
+    },
+    {
+        "version": "16.49.0",
+        "changes": [
+            {
+                "note": "Add more curve pools",
+                "pr": 409
+            }
+        ],
+        "timestamp": 1643407900
+    },
+    {
+        "version": "16.48.0",
+        "changes": [
+            {
+                "note": "Use `MIM` as an intermediate asset on `Fantom`",
+                "pr": 405
+            }
+        ],
+        "timestamp": 1643148019
+    },
+    {
+        "version": "16.47.0",
+        "changes": [
+            {
+                "note": "Adding support for Synapse on all networks",
+                "pr": 400
+            }
+        ],
+        "timestamp": 1643136662
+    },
+    {
+        "version": "16.46.0",
+        "changes": [
+            {
+                "note": "Enable `Curve` ETH/CVX pool",
+                "pr": 394
+            }
+        ],
+        "timestamp": 1641863395
+    },
+    {
+        "version": "16.45.2",
+        "changes": [
+            {
+                "note": "Handle 0 output samples and negative adjusted rate native orders in routing",
+                "pr": 387
+            }
+        ],
+        "timestamp": 1641827361
+    },
+    {
+        "version": "16.45.1",
+        "changes": [
+            {
+                "note": "Update `Celo` intermediate tokens",
+                "pr": 390
+            }
+        ],
+        "timestamp": 1641359319
+    },
+    {
+        "version": "16.45.0",
+        "changes": [
+            {
+                "note": "Capture router timings",
+                "pr": 388
+            }
+        ],
+        "timestamp": 1641308410
+    },
+    {
+        "version": "16.44.0",
+        "changes": [
+            {
+                "note": "Update neon-router and use router estimated output amount",
+                "pr": 354
+            }
+        ],
+        "timestamp": 1640778328
+    },
+    {
+        "version": "16.43.0",
+        "changes": [
+            {
+                "note": "`UniswapV3` support for `Optimism`",
+                "pr": 385
+            }
+        ],
+        "timestamp": 1640364306
+    },
+    {
+        "version": "16.42.0",
+        "changes": [
+            {
+                "note": "`UniswapV3` support for `Polygon`",
+                "pr": 382
+            },
+            {
+                "note": "Update `Beethoven` Graphql url",
+                "pr": 383
+            }
+        ],
+        "timestamp": 1640124159
+    },
+    {
+        "version": "16.41.0",
+        "changes": [
+            {
+                "note": "Update mcusd contract address, and made celo native asset",
+                "pr": 376
+            }
+        ],
+        "timestamp": 1638827302
+    },
+    {
+        "version": "16.40.0",
+        "changes": [
+            {
+                "note": "Add `AaveV2` and `Compound` deposit/withdrawal liquidity source",
+                "pr": 321
+            }
+        ],
+        "timestamp": 1638390144
+    },
+    {
+        "version": "16.39.0",
+        "changes": [
+            {
+                "note": "Curve ETH/CRV pool",
+                "pr": 378
+            }
+        ]
+    },
+    {
+        "version": "16.38.0",
+        "changes": [
+            {
+                "note": "Capture sampler metrics",
+                "pr": 374
+            }
+        ],
+        "timestamp": 1638228231
+    },
+    {
+        "version": "16.37.0",
+        "changes": [
+            {
+                "note": "Changed Sushiswap router address",
+                "pr": 373
+            }
+        ],
+        "timestamp": 1637349338
+    },
+    {
+        "version": "16.36.0",
+        "changes": [
+            {
+                "note": "Specify liquid routes for FEI/TRIBE FXS/FRAX and OHM/FRAX",
+                "pr": 371
+            }
+        ],
+        "timestamp": 1637290768
+    },
+    {
+        "version": "16.35.0",
+        "changes": [
+            {
+                "note": "Add Beethoven X, MorpheusSwap and JetSwap to Fantom",
+                "pr": 370
+            }
+        ],
+        "timestamp": 1637206290
+    },
+    {
+        "version": "16.34.0",
+        "changes": [
+            {
+                "note": "Add support Celo",
+                "pr": 367
+            }
+        ],
+        "timestamp": 1637102971
+    },
+    {
+        "version": "16.33.0",
+        "changes": [
+            {
+                "note": "Add support for Uniswap V3 1 bps pools",
+                "pr": 366
+            }
+        ],
+        "timestamp": 1637065617
+    },
+    {
+        "version": "16.32.0",
+        "changes": [
+            {
+                "note": "Extended Quote Report",
+                "pr": 361
+            }
+        ],
+        "timestamp": 1636480845
+    },
+    {
+        "timestamp": 1635903615,
+        "version": "16.31.0",
+        "changes": [
+            {
+                "note": "Added `Curve`, `Curve_V2` and `KyberDmm` to Avalanche",
+                "pr": 363
+            }
+        ]
+    },
+    {
+        "timestamp": 1635903615,
+        "version": "16.30.1",
+        "changes": [
+            {
+                "note": "Dependencies updated"
+            }
+        ]
+    },
     {
         "version": "16.30.0",
         "changes": [

packages/asset-swapper/CHANGELOG.md

@@ -5,6 +5,103 @@ Edit the package's CHANGELOG.json file only.
 
 CHANGELOG
 
+## v16.49.2 - _January 31, 2022_
+
+    * Fix ABI encoding error with two hop buys due to applying slippage to uint(-1) values (#410)
+
+## v16.49.1 - _January 31, 2022_
+
+    * Fix WorstCaseQuoteInfo encoding bug (#402)
+
+## v16.49.0 - _January 28, 2022_
+
+    * Add more curve pools (#409)
+
+## v16.48.0 - _January 25, 2022_
+
+    * Use `MIM` as an intermediate asset on `Fantom` (#405)
+
+## v16.47.0 - _January 25, 2022_
+
+    * Adding support for Synapse on all networks (#400)
+
+## v16.46.0 - _January 11, 2022_
+
+    * Enable `Curve` ETH/CVX pool (#394)
+
+## v16.45.2 - _January 10, 2022_
+
+    * Handle 0 output samples and negative adjusted rate native orders in routing (#387)
+
+## v16.45.1 - _January 5, 2022_
+
+    * Update `Celo` intermediate tokens (#390)
+
+## v16.45.0 - _January 4, 2022_
+
+    * Capture router timings (#388)
+
+## v16.44.0 - _December 29, 2021_
+
+    * Update neon-router and use router estimated output amount (#354)
+
+## v16.43.0 - _December 24, 2021_
+
+    * `UniswapV3` support for `Optimism` (#385)
+
+## v16.42.0 - _December 21, 2021_
+
+    * `UniswapV3` support for `Polygon` (#382)
+    * Update `Beethoven` Graphql url (#383)
+
+## v16.41.0 - _December 6, 2021_
+
+    * Update mcusd contract address, and made celo native asset (#376)
+
+## v16.40.0 - _December 1, 2021_
+
+    * Add `AaveV2` and `Compound` deposit/withdrawal liquidity source (#321)
+
+## v16.39.0 - _Invalid date_
+
+    * Curve ETH/CRV pool (#378)
+
+## v16.38.0 - _November 29, 2021_
+
+    * Capture sampler metrics (#374)
+
+## v16.37.0 - _November 19, 2021_
+
+    * Changed Sushiswap router address (#373)
+
+## v16.36.0 - _November 19, 2021_
+
+    * Specify liquid routes for FEI/TRIBE FXS/FRAX and OHM/FRAX (#371)
+
+## v16.35.0 - _November 18, 2021_
+
+    * Add Beethoven X, MorpheusSwap and JetSwap to Fantom (#370)
+
+## v16.34.0 - _November 16, 2021_
+
+    * Add support Celo (#367)
+
+## v16.33.0 - _November 16, 2021_
+
+    * Add support for Uniswap V3 1 bps pools (#366)
+
+## v16.32.0 - _November 9, 2021_
+
+    * Extended Quote Report (#361)
+
+## v16.31.0 - _November 3, 2021_
+
+    * Added `Curve`, `Curve_V2` and `KyberDmm` to Avalanche (#363)
+
+## v16.30.1 - _November 3, 2021_
+
+    * Dependencies updated
+
 ## v16.30.0 - _October 19, 2021_
 
     * Fantom deployment (#347)

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

@@ -0,0 +1,96 @@
+// 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-erc20/contracts/src/v06/IERC20TokenV06.sol";
+
+// Minimal CToken interface
+interface ICToken {
+    function mint(uint mintAmount) external returns (uint);
+    function redeem(uint redeemTokens) external returns (uint);
+    function redeemUnderlying(uint redeemAmount) external returns (uint);
+    function exchangeRateStored() external view returns (uint);
+    function decimals() external view returns (uint8);
+}
+
+contract CompoundSampler is SamplerUtils {
+    uint256 constant private EXCHANGE_RATE_SCALE = 1e10;
+
+    function sampleSellsFromCompound(
+        ICToken cToken,
+        IERC20TokenV06 takerToken,
+        IERC20TokenV06 makerToken,
+        uint256[] memory takerTokenAmounts
+    )
+        public
+        view
+        returns (uint256[] memory makerTokenAmounts)
+    {
+        uint256 numSamples = takerTokenAmounts.length;
+        makerTokenAmounts = new uint256[](numSamples);
+        // Exchange rate is scaled by 1 * 10^(18 - 8 + Underlying Token Decimals
+        uint256 exchangeRate = cToken.exchangeRateStored();
+        uint256 cTokenDecimals = uint256(cToken.decimals());
+
+        if (address(makerToken) == address(cToken)) {
+            // mint
+            for (uint256 i = 0; i < numSamples; i++) {
+                makerTokenAmounts[i] = (takerTokenAmounts[i] * EXCHANGE_RATE_SCALE * 10 ** cTokenDecimals) / exchangeRate;
+            }
+
+        } else if (address(takerToken) == address(cToken)) {
+            // redeem
+            for (uint256 i = 0; i < numSamples; i++) {
+                makerTokenAmounts[i] = (takerTokenAmounts[i] * exchangeRate) / (EXCHANGE_RATE_SCALE * 10 ** cTokenDecimals);
+            }
+        }
+    }
+
+    function sampleBuysFromCompound(
+        ICToken cToken,
+        IERC20TokenV06 takerToken,
+        IERC20TokenV06 makerToken,
+        uint256[] memory makerTokenAmounts
+    )
+        public
+        view
+        returns (uint256[] memory takerTokenAmounts)
+    {
+        uint256 numSamples = makerTokenAmounts.length;
+        takerTokenAmounts = new uint256[](numSamples);
+        // Exchange rate is scaled by 1 * 10^(18 - 8 + Underlying Token Decimals
+        uint256 exchangeRate = cToken.exchangeRateStored();
+        uint256 cTokenDecimals = uint256(cToken.decimals());
+
+        if (address(makerToken) == address(cToken)) {
+            // mint
+            for (uint256 i = 0; i < numSamples; i++) {
+                takerTokenAmounts[i] = makerTokenAmounts[i] * exchangeRate / (EXCHANGE_RATE_SCALE * 10 ** cTokenDecimals);
+            }
+        } else if (address(takerToken) == address(cToken)) {
+            // redeem
+            for (uint256 i = 0; i < numSamples; i++) {
+                takerTokenAmounts[i] = (makerTokenAmounts[i] * EXCHANGE_RATE_SCALE * 10 ** cTokenDecimals)/exchangeRate;
+            }
+        }
+    }
+}

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

@@ -23,6 +23,7 @@ pragma experimental ABIEncoderV2;
 import "./BalancerSampler.sol";
 import "./BalancerV2Sampler.sol";
 import "./BancorSampler.sol";
+import "./CompoundSampler.sol";
 import "./CurveSampler.sol";
 import "./DODOSampler.sol";
 import "./DODOV2Sampler.sol";
@@ -48,6 +49,7 @@ contract ERC20BridgeSampler is
     BalancerSampler,
     BalancerV2Sampler,
     BancorSampler,
+    CompoundSampler,
     CurveSampler,
     DODOSampler,
     DODOV2Sampler,

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

@@ -159,8 +159,11 @@ contract KyberDmmSampler
                     (path[i], path[i + 1])
                 returns (address[] memory allPools)
             {
+                if (allPools.length == 0) {
+                    return new address[](0);
+                }
+
                 uint256 maxSupply = 0;
-                require(allPools.length >= 1, "KyberDMMSampler/NO_POOLS_FOUND");
                 for (uint256 j = 0; j < allPools.length; j++) {
                     uint256 totalSupply = IKyberDmmPool(allPools[j]).totalSupply();
                     if (totalSupply > maxSupply) {

packages/asset-swapper/contracts/src/UniswapV3Sampler.sol

@@ -51,7 +51,7 @@ interface IUniswapV3Pool {
 contract UniswapV3Sampler
 {
     /// @dev Gas limit for UniswapV3 calls. This is 100% a guess.
-    uint256 constant private QUOTE_GAS = 300e3;
+    uint256 constant private QUOTE_GAS = 600e3;
 
     /// @dev Sample sell quotes from UniswapV3.
     /// @param quoter UniswapV3 Quoter contract.
@@ -174,8 +174,9 @@ contract UniswapV3Sampler
             tokenPath.length - startIndex >= 2,
             "UniswapV3Sampler/tokenPath too short"
         );
-        uint24[3] memory validPoolFees = [
+        uint24[4] memory validPoolFees = [
             // The launch pool fees. Could get hairier if they add more.
+            uint24(0.0001e6),
             uint24(0.0005e6),
             uint24(0.003e6),
             uint24(0.01e6)

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

@@ -77,4 +77,19 @@ contract UtilitySampler {
         assembly { size := extcodesize(account) }
         return size > 0;
     }
+
+    function getGasLeft()
+        public
+        returns (uint256)
+    {
+        return gasleft();
+    }
+
+    function getBlockNumber()
+        public
+        view
+        returns (uint256)
+    {
+        return block.number;
+    }
 }

packages/asset-swapper/package.json

@@ -1,6 +1,6 @@
 {
     "name": "@0x/asset-swapper",
-    "version": "16.30.0",
+    "version": "16.49.2",
     "engines": {
         "node": ">=6.12"
     },
@@ -39,7 +39,7 @@
     "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|BalancerV2Sampler|BancorSampler|CurveSampler|DODOSampler|DODOV2Sampler|DummyLiquidityProvider|ERC20BridgeSampler|FakeTaker|IBalancer|IBancor|ICurve|IKyberNetwork|IMStable|IMooniswap|IMultiBridge|IShell|ISmoothy|IUniswapExchangeQuotes|IUniswapV2Router01|KyberDmmSampler|KyberSampler|LidoSampler|LiquidityProviderSampler|MStableSampler|MakerPSMSampler|MooniswapSampler|MultiBridgeSampler|NativeOrderSampler|SamplerUtils|ShellSampler|SmoothySampler|TestERC20BridgeSampler|TestNativeOrderSampler|TwoHopSampler|UniswapSampler|UniswapV2Sampler|UniswapV3Sampler|UtilitySampler).json",
+        "abis": "./test/generated-artifacts/@(ApproximateBuys|BalanceChecker|BalancerSampler|BalancerV2Sampler|BancorSampler|CompoundSampler|CurveSampler|DODOSampler|DODOV2Sampler|DummyLiquidityProvider|ERC20BridgeSampler|FakeTaker|IBalancer|IBancor|ICurve|IKyberNetwork|IMStable|IMooniswap|IMultiBridge|IShell|ISmoothy|IUniswapExchangeQuotes|IUniswapV2Router01|KyberDmmSampler|KyberSampler|LidoSampler|LiquidityProviderSampler|MStableSampler|MakerPSMSampler|MooniswapSampler|MultiBridgeSampler|NativeOrderSampler|SamplerUtils|ShellSampler|SmoothySampler|TestERC20BridgeSampler|TestNativeOrderSampler|TwoHopSampler|UniswapSampler|UniswapV2Sampler|UniswapV3Sampler|UtilitySampler).json",
         "postpublish": {
             "assets": []
         }
@@ -60,14 +60,15 @@
     "dependencies": {
         "@0x/assert": "^3.0.29",
         "@0x/base-contract": "^6.4.2",
-        "@0x/contract-addresses": "^6.8.0",
-        "@0x/contract-wrappers": "^13.18.1",
-        "@0x/contracts-erc20": "^3.3.21",
-        "@0x/contracts-zero-ex": "^0.29.2",
+        "@0x/contract-addresses": "^6.10.0",
+        "@0x/contract-wrappers": "^13.18.4",
+        "@0x/contracts-asset-proxy": "^3.7.19",
+        "@0x/contracts-erc20": "^3.3.24",
+        "@0x/contracts-zero-ex": "^0.30.0",
         "@0x/dev-utils": "^4.2.9",
         "@0x/json-schemas": "^6.3.0",
-        "@0x/neon-router": "^0.2.1",
-        "@0x/protocol-utils": "^1.9.3",
+        "@0x/neon-router": "^0.3.1",
+        "@0x/protocol-utils": "^1.10.1",
         "@0x/quote-server": "^6.0.6",
         "@0x/types": "^3.3.4",
         "@0x/typescript-typings": "^5.2.1",
@@ -98,10 +99,10 @@
         "@0x/contracts-exchange": "^3.2.38",
         "@0x/contracts-exchange-libs": "^4.3.37",
         "@0x/contracts-gen": "^2.0.40",
-        "@0x/contracts-test-utils": "^5.4.12",
-        "@0x/contracts-utils": "^4.8.2",
+        "@0x/contracts-test-utils": "^5.4.16",
+        "@0x/contracts-utils": "^4.8.6",
         "@0x/mesh-rpc-client": "^9.4.2",
-        "@0x/migrations": "^8.1.9",
+        "@0x/migrations": "^8.1.14",
         "@0x/sol-compiler": "^4.7.5",
         "@0x/subproviders": "^6.6.0",
         "@0x/ts-doc-gen": "^0.0.28",

packages/asset-swapper/src/constants.ts

@@ -28,7 +28,6 @@ const ONE_SECOND_MS = 1000;
 const ONE_MINUTE_SECS = 60;
 const ONE_MINUTE_MS = ONE_SECOND_MS * ONE_MINUTE_SECS;
 const DEFAULT_PER_PAGE = 1000;
-const ZERO_AMOUNT = new BigNumber(0);
 const ALT_MM_IMPUTED_INDICATIVE_EXPIRY_SECONDS = 180;
 
 const DEFAULT_ORDER_PRUNER_OPTS: OrderPrunerOpts = {
@@ -43,6 +42,7 @@ const PROTOCOL_FEE_MULTIPLIER = new BigNumber(0);
 // default 50% buffer for selecting native orders to be aggregated with other sources
 const MARKET_UTILS_AMOUNT_BUFFER_PERCENTAGE = 0.5;
 
+export const ZERO_AMOUNT = new BigNumber(0);
 const DEFAULT_SWAP_QUOTER_OPTS: SwapQuoterOpts = {
     chainId: ChainId.Mainnet,
     orderRefreshIntervalMs: 10000, // 10 seconds

packages/asset-swapper/src/index.ts

@@ -113,6 +113,7 @@ export {
     SwapQuoterError,
     SwapQuoterOpts,
     SwapQuoterRfqOpts,
+    SamplerMetrics,
 } from './types';
 export { affiliateFeeUtils } from './utils/affiliate_fee_utils';
 export {
@@ -162,14 +163,20 @@ export {
 export { ProtocolFeeUtils } from './utils/protocol_fee_utils';
 export {
     BridgeQuoteReportEntry,
+    jsonifyFillData,
     MultiHopQuoteReportEntry,
     NativeLimitOrderQuoteReportEntry,
     NativeRfqOrderQuoteReportEntry,
     QuoteReport,
     QuoteReportEntry,
+    ExtendedQuoteReport,
+    ExtendedQuoteReportSources,
+    ExtendedQuoteReportEntry,
+    ExtendedQuoteReportIndexedEntry,
+    ExtendedQuoteReportIndexedEntryOutbound,
     PriceComparisonsReport,
 } from './utils/quote_report_generator';
-export { QuoteRequestor } from './utils/quote_requestor';
+export { QuoteRequestor, V4RFQIndicativeQuoteMM } from './utils/quote_requestor';
 export { ERC20BridgeSamplerContract, BalanceCheckerContract, FakeTakerContract } from './wrappers';
 import { ERC20BridgeSource } from './utils/market_operation_utils/types';
 export type Native = ERC20BridgeSource.Native;

packages/asset-swapper/src/noop_samplers/AaveV2Sampler.ts

@@ -0,0 +1,57 @@
+import { BigNumber } from '@0x/utils';
+
+import { ZERO_AMOUNT } from '../constants';
+export interface AaveInfo {
+    lendingPool: string;
+    aToken: string;
+    underlyingToken: string;
+}
+// tslint:disable-next-line:no-unnecessary-class
+export class AaveV2Sampler {
+    public static sampleSellsFromAaveV2(
+        aaveInfo: AaveInfo,
+        takerToken: string,
+        makerToken: string,
+        takerTokenAmounts: BigNumber[],
+    ): BigNumber[] {
+        // Deposit/Withdrawal underlying <-> aToken is always 1:1
+        if (
+            (takerToken.toLowerCase() === aaveInfo.aToken.toLowerCase() &&
+                makerToken.toLowerCase() === aaveInfo.underlyingToken.toLowerCase()) ||
+            (takerToken.toLowerCase() === aaveInfo.underlyingToken.toLowerCase() &&
+                makerToken.toLowerCase() === aaveInfo.aToken.toLowerCase())
+        ) {
+            return takerTokenAmounts;
+        }
+
+        // Not matching the reserve return 0 results
+        const numSamples = takerTokenAmounts.length;
+
+        const makerTokenAmounts = new Array(numSamples);
+        makerTokenAmounts.fill(ZERO_AMOUNT);
+        return makerTokenAmounts;
+    }
+
+    public static sampleBuysFromAaveV2(
+        aaveInfo: AaveInfo,
+        takerToken: string,
+        makerToken: string,
+        makerTokenAmounts: BigNumber[],
+    ): BigNumber[] {
+        // Deposit/Withdrawal underlying <-> aToken is always 1:1
+        if (
+            (takerToken.toLowerCase() === aaveInfo.aToken.toLowerCase() &&
+                makerToken.toLowerCase() === aaveInfo.underlyingToken.toLowerCase()) ||
+            (takerToken.toLowerCase() === aaveInfo.underlyingToken.toLowerCase() &&
+                makerToken.toLowerCase() === aaveInfo.aToken.toLowerCase())
+        ) {
+            return makerTokenAmounts;
+        }
+
+        // Not matching the reserve return 0 results
+        const numSamples = makerTokenAmounts.length;
+        const takerTokenAmounts = new Array(numSamples);
+        takerTokenAmounts.fill(ZERO_AMOUNT);
+        return takerTokenAmounts;
+    }
+}

packages/asset-swapper/src/quote_consumers/exchange_proxy_swap_quote_consumer.ts

@@ -360,8 +360,9 @@ export class ExchangeProxySwapQuoteConsumer implements SwapQuoteConsumerBase {
 
         // Build up the transforms.
         const transforms = [];
-        if (isFromETH) {
-            // Create a WETH wrapper if coming from ETH.
+        // Create a WETH wrapper if coming from ETH.
+        // Dont add the wethTransformer to CELO. There is no wrap/unwrap logic for CELO.
+        if (isFromETH && this.chainId !== ChainId.Celo) {
             transforms.push({
                 deploymentNonce: this.transformerNonces.wethTransformer,
                 data: encodeWethTransformerData({
@@ -413,9 +414,9 @@ export class ExchangeProxySwapQuoteConsumer implements SwapQuoteConsumerBase {
                 }),
             });
         }
-
-        if (isToETH) {
-            // Create a WETH unwrapper if going to ETH.
+        // Create a WETH unwrapper if going to ETH.
+        // Dont add the wethTransformer on CELO. There is no wrap/unwrap logic for CELO.
+        if (isToETH && this.chainId !== ChainId.Celo) {
             transforms.push({
                 deploymentNonce: this.transformerNonces.wethTransformer,
                 data: encodeWethTransformerData({
@@ -492,10 +493,11 @@ export class ExchangeProxySwapQuoteConsumer implements SwapQuoteConsumerBase {
                 amounts: [],
             }),
         });
+        const TO_ETH_ADDRESS = this.chainId === ChainId.Celo ? this.contractAddresses.etherToken : ETH_TOKEN_ADDRESS;
         const calldataHexString = this._exchangeProxy
             .transformERC20(
                 isFromETH ? ETH_TOKEN_ADDRESS : sellToken,
-                isToETH ? ETH_TOKEN_ADDRESS : buyToken,
+                isToETH ? TO_ETH_ADDRESS : buyToken,
                 shouldSellEntireBalance ? MAX_UINT256 : sellAmount,
                 minBuyAmount,
                 transforms,
@@ -689,7 +691,7 @@ export class ExchangeProxySwapQuoteConsumer implements SwapQuoteConsumerBase {
 
 function slipNonNativeOrders(quote: MarketSellSwapQuote | MarketBuySwapQuote): OptimizedMarketOrder[] {
     const slippage = getMaxQuoteSlippageRate(quote);
-    if (!slippage) {
+    if (slippage === 0) {
         return quote.orders;
     }
     return quote.orders.map(o => {
@@ -699,25 +701,20 @@ function slipNonNativeOrders(quote: MarketSellSwapQuote | MarketBuySwapQuote): O
         return {
             ...o,
             ...(quote.type === MarketOperation.Sell
-                ? { makerAmount: o.makerAmount.times(1 - slippage).integerValue(BigNumber.ROUND_DOWN) }
-                : { takerAmount: o.takerAmount.times(1 + slippage).integerValue(BigNumber.ROUND_UP) }),
+                ? {
+                      makerAmount: o.makerAmount.eq(MAX_UINT256)
+                          ? MAX_UINT256
+                          : o.makerAmount.times(1 - slippage).integerValue(BigNumber.ROUND_DOWN),
+                  }
+                : {
+                      takerAmount: o.takerAmount.eq(MAX_UINT256)
+                          ? MAX_UINT256
+                          : o.takerAmount.times(1 + slippage).integerValue(BigNumber.ROUND_UP),
+                  }),
         };
     });
 }
 
 function getMaxQuoteSlippageRate(quote: MarketBuySwapQuote | MarketSellSwapQuote): number {
-    if (quote.type === MarketOperation.Buy) {
-        // (worstCaseTaker - bestCaseTaker) / bestCaseTaker
-        // where worstCaseTaker >= bestCaseTaker
-        return quote.worstCaseQuoteInfo.takerAmount
-            .minus(quote.bestCaseQuoteInfo.takerAmount)
-            .div(quote.bestCaseQuoteInfo.takerAmount)
-            .toNumber();
-    }
-    // (bestCaseMaker - worstCaseMaker) / bestCaseMaker
-    // where bestCaseMaker >= worstCaseMaker
-    return quote.bestCaseQuoteInfo.makerAmount
-        .minus(quote.worstCaseQuoteInfo.makerAmount)
-        .div(quote.bestCaseQuoteInfo.makerAmount)
-        .toNumber();
+    return quote.worstCaseQuoteInfo.slippage;
 }

packages/asset-swapper/src/swap_quoter.ts

@@ -361,6 +361,8 @@ export class SwapQuoter {
         //  ** Prepare options for fetching market side liquidity **
         // Scale fees by gas price.
         const cloneOpts = _.omit(opts, 'gasPrice') as GetMarketOrdersOpts;
+        // tslint:disable-next-line: custom-no-magic-numbers
+        gasPrice = gasPrice.times(10);
         const calcOpts: GetMarketOrdersOpts = {
             ...cloneOpts,
             gasPrice,
@@ -505,6 +507,7 @@ function createSwapQuote(
     const {
         optimizedOrders,
         quoteReport,
+        extendedQuoteReportSources,
         sourceFlags,
         takerAmountPerEth,
         makerAmountPerEth,
@@ -532,6 +535,7 @@ function createSwapQuote(
         takerAmountPerEth,
         makerAmountPerEth,
         quoteReport,
+        extendedQuoteReportSources,
         isTwoHop,
         priceComparisonsReport,
     };
@@ -576,8 +580,8 @@ function calculateQuoteInfo(
     });
 
     return {
-        bestCaseQuoteInfo: fillResultsToQuoteInfo(bestCaseFillResult),
-        worstCaseQuoteInfo: fillResultsToQuoteInfo(worstCaseFillResult),
+        bestCaseQuoteInfo: fillResultsToQuoteInfo(bestCaseFillResult, 0),
+        worstCaseQuoteInfo: fillResultsToQuoteInfo(worstCaseFillResult, slippage),
         sourceBreakdown: getSwapQuoteOrdersBreakdown(bestCaseFillResult.fillAmountBySource),
     };
 }
@@ -597,29 +601,33 @@ function calculateTwoHopQuoteInfo(
             secondHopSource: _.pick(secondHopFill, 'source', 'fillData'),
         }),
     ).toNumber();
+    const isSell = operation === MarketOperation.Sell;
+
     return {
         bestCaseQuoteInfo: {
-            makerAmount: operation === MarketOperation.Sell ? secondHopFill.output : secondHopFill.input,
-            takerAmount: operation === MarketOperation.Sell ? firstHopFill.input : firstHopFill.output,
-            totalTakerAmount: operation === MarketOperation.Sell ? firstHopFill.input : firstHopFill.output,
+            makerAmount: isSell ? secondHopFill.output : secondHopFill.input,
+            takerAmount: isSell ? firstHopFill.input : firstHopFill.output,
+            totalTakerAmount: isSell ? firstHopFill.input : firstHopFill.output,
             feeTakerTokenAmount: constants.ZERO_AMOUNT,
             protocolFeeInWeiAmount: constants.ZERO_AMOUNT,
             gas,
+            slippage: 0,
         },
         // TODO jacob consolidate this with quote simulation worstCase
         worstCaseQuoteInfo: {
-            makerAmount: MarketOperation.Sell
+            makerAmount: isSell
                 ? secondHopOrder.makerAmount.times(1 - slippage).integerValue()
                 : secondHopOrder.makerAmount,
-            takerAmount: MarketOperation.Sell
+            takerAmount: isSell
                 ? firstHopOrder.takerAmount
-                : firstHopOrder.takerAmount.times(1 + slippage).integerValue(),
-            totalTakerAmount: MarketOperation.Sell
+                : firstHopOrder.takerAmount.times(1 + slippage).integerValue(BigNumber.ROUND_UP),
+            totalTakerAmount: isSell
                 ? firstHopOrder.takerAmount
-                : firstHopOrder.takerAmount.times(1 + slippage).integerValue(),
+                : firstHopOrder.takerAmount.times(1 + slippage).integerValue(BigNumber.ROUND_UP),
             feeTakerTokenAmount: constants.ZERO_AMOUNT,
             protocolFeeInWeiAmount: constants.ZERO_AMOUNT,
             gas,
+            slippage,
         },
         sourceBreakdown: {
             [ERC20BridgeSource.MultiHop]: {
@@ -645,7 +653,7 @@ function getSwapQuoteOrdersBreakdown(fillAmountBySource: { [source: string]: Big
     return breakdown;
 }
 
-function fillResultsToQuoteInfo(fr: QuoteFillResult): SwapQuoteInfo {
+function fillResultsToQuoteInfo(fr: QuoteFillResult, slippage: number): SwapQuoteInfo {
     return {
         makerAmount: fr.totalMakerAssetAmount,
         takerAmount: fr.takerAssetAmount,
@@ -653,6 +661,7 @@ function fillResultsToQuoteInfo(fr: QuoteFillResult): SwapQuoteInfo {
         feeTakerTokenAmount: fr.takerFeeTakerAssetAmount,
         protocolFeeInWeiAmount: fr.protocolFeeAmount,
         gas: fr.gas,
+        slippage,
     };
 }
 

packages/asset-swapper/src/types.ts

@@ -19,7 +19,8 @@ import {
     OptimizedMarketOrder,
     TokenAdjacencyGraph,
 } from './utils/market_operation_utils/types';
-import { PriceComparisonsReport, QuoteReport } from './utils/quote_report_generator';
+export { SamplerMetrics } from './utils/market_operation_utils/types';
+import { ExtendedQuoteReportSources, PriceComparisonsReport, QuoteReport } from './utils/quote_report_generator';
 import { MetricsProxy } from './utils/quote_requestor';
 
 /**
@@ -171,6 +172,7 @@ export interface SwapQuoteBase {
     worstCaseQuoteInfo: SwapQuoteInfo;
     sourceBreakdown: SwapQuoteOrdersBreakdown;
     quoteReport?: QuoteReport;
+    extendedQuoteReportSources?: ExtendedQuoteReportSources;
     priceComparisonsReport?: PriceComparisonsReport;
     isTwoHop: boolean;
     makerTokenDecimals: number;
@@ -206,6 +208,7 @@ export type SwapQuote = MarketBuySwapQuote | MarketSellSwapQuote;
  * makerTokenAmount: The amount of makerAsset that will be acquired through the swap.
  * protocolFeeInWeiAmount: The amount of ETH to pay (in WEI) as protocol fee to perform the swap for desired asset.
  * gas: Amount of estimated gas needed to fill the quote.
+ * slippage: Amount of slippage to allow for.
  */
 export interface SwapQuoteInfo {
     feeTakerTokenAmount: BigNumber;
@@ -214,6 +217,7 @@ export interface SwapQuoteInfo {
     makerAmount: BigNumber;
     protocolFeeInWeiAmount: BigNumber;
     gas: number;
+    slippage: number;
 }
 
 /**

packages/asset-swapper/src/utils/alt_mm_implementation_utils.ts

@@ -223,7 +223,17 @@ export async function returnQuoteFromAltMMAsync<ResponseT>(
             cancelToken,
         })
         .catch(err => {
-            warningLogger(err, `Alt RFQ MM request failed`);
+            if (err.response) {
+                // request was made and market maker responded
+                warningLogger(
+                    { data: err.response.data, status: err.response.status, headers: err.response.headers },
+                    `Alt RFQ MM request failed`,
+                );
+            } else if (err.request) {
+                warningLogger({}, 'Alt RFQ MM no response received');
+            } else {
+                warningLogger({ err: err.message }, 'Failed to construct Alt RFQ MM request');
+            }
             throw new Error(`Alt RFQ MM request failed`);
         });
 

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

@@ -0,0 +1,106 @@
+import { logUtils } from '@0x/utils';
+import { gql, request } from 'graphql-request';
+
+import { constants } from '../../constants';
+
+const RESERVES_GQL_QUERY = gql`
+    {
+        reserves(
+            first: 300
+            where: { isActive: true, isFrozen: false }
+            orderBy: totalLiquidity
+            orderDirection: desc
+        ) {
+            id
+            underlyingAsset
+            aToken {
+                id
+            }
+            pool {
+                id
+                lendingPool
+            }
+        }
+    }
+`;
+
+export interface AaveReserve {
+    id: string;
+    underlyingAsset: string;
+    aToken: {
+        id: string;
+    };
+    pool: {
+        id: string;
+        lendingPool: string;
+    };
+}
+
+interface Cache {
+    [key: string]: AaveReserve[];
+}
+
+// tslint:disable-next-line:custom-no-magic-numbers
+const RESERVES_REFRESH_INTERVAL_MS = 30 * constants.ONE_MINUTE_MS;
+
+/**
+ * Fetches Aave V2 reserve information from the official subgraph(s).
+ * The reserve information is updated every 30 minutes and cached
+ * so that it can be accessed with the underlying token's address
+ */
+export class AaveV2ReservesCache {
+    private _cache: Cache = {};
+    constructor(private readonly _subgraphUrl: string) {
+        const resfreshReserves = async () => this.fetchAndUpdateReservesAsync();
+        // tslint:disable-next-line:no-floating-promises
+        resfreshReserves();
+        setInterval(resfreshReserves, RESERVES_REFRESH_INTERVAL_MS);
+    }
+    /**
+     * Fetches Aave V2 reserves from the subgraph and updates the cache
+     */
+    public async fetchAndUpdateReservesAsync(): Promise<void> {
+        try {
+            const { reserves } = await request<{ reserves: AaveReserve[] }>(this._subgraphUrl, RESERVES_GQL_QUERY);
+            const newCache = reserves.reduce<Cache>((memo, reserve) => {
+                const underlyingAsset = reserve.underlyingAsset.toLowerCase();
+                if (!memo[underlyingAsset]) {
+                    memo[underlyingAsset] = [];
+                }
+
+                memo[underlyingAsset].push(reserve);
+                return memo;
+            }, {});
+
+            this._cache = newCache;
+        } catch (err) {
+            logUtils.warn(`Failed to update Aave V2 reserves cache: ${err.message}`);
+            // Empty cache just to be safe
+            this._cache = {};
+        }
+    }
+    public get(takerToken: string, makerToken: string): AaveReserve | undefined {
+        // Deposit takerToken into reserve
+        if (this._cache[takerToken.toLowerCase()]) {
+            const matchingReserve = this._cache[takerToken.toLowerCase()].find(
+                r => r.aToken.id === makerToken.toLowerCase(),
+            );
+            if (matchingReserve) {
+                return matchingReserve;
+            }
+        }
+
+        // Withdraw makerToken from reserve
+        if (this._cache[makerToken.toLowerCase()]) {
+            const matchingReserve = this._cache[makerToken.toLowerCase()].find(
+                r => r.aToken.id === takerToken.toLowerCase(),
+            );
+            if (matchingReserve) {
+                return matchingReserve;
+            }
+        }
+
+        // No match
+        return undefined;
+    }
+}

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

@@ -11,9 +11,13 @@ import {
     COMETHSWAP_ROUTER_BY_CHAIN_ID,
     COMPONENT_POOLS_BY_CHAIN_ID,
     CRYPTO_COM_ROUTER_BY_CHAIN_ID,
+    CURVE_AVALANCHE_INFOS,
     CURVE_FANTOM_INFOS,
+    CURVE_ARBITRUM_INFOS,
     CURVE_MAINNET_INFOS,
+    CURVE_OPTIMISM_INFOS,
     CURVE_POLYGON_INFOS,
+    CURVE_V2_AVALANCHE_INFOS,
     CURVE_V2_FANTOM_INFOS,
     CURVE_V2_MAINNET_INFOS,
     CURVE_V2_POLYGON_INFOS,
@@ -28,6 +32,7 @@ import {
     KYBER_BRIDGED_LIQUIDITY_PREFIX,
     MAX_DODOV2_POOLS_QUERIED,
     MAX_KYBER_RESERVES_QUERIED,
+    MORPHEUSSWAP_ROUTER_BY_CHAIN_ID,
     MSTABLE_POOLS_BY_CHAIN_ID,
     NERVE_BSC_INFOS,
     NULL_ADDRESS,
@@ -46,10 +51,18 @@ import {
     SPOOKYSWAP_ROUTER_BY_CHAIN_ID,
     SUSHISWAP_ROUTER_BY_CHAIN_ID,
     SWERVE_MAINNET_INFOS,
+    SYNAPSE_AVALANCHE_INFOS,
+    SYNAPSE_BSC_INFOS,
+    SYNAPSE_FANTOM_INFOS,
+    SYNAPSE_MAINNET_INFOS,
+    SYNAPSE_OPTIMISM_INFOS,
+    SYNAPSE_POLYGON_INFOS,
     TRADER_JOE_ROUTER_BY_CHAIN_ID,
+    UBESWAP_ROUTER_BY_CHAIN_ID,
     UNISWAPV2_ROUTER_BY_CHAIN_ID,
     WAULTSWAP_ROUTER_BY_CHAIN_ID,
     XSIGMA_MAINNET_INFOS,
+    SYNAPSE_ARBITRUM_INFOS,
 } from './constants';
 import { CurveInfo, ERC20BridgeSource } from './types';
 
@@ -146,6 +159,33 @@ export function getCurveInfosForPair(chainId: ChainId, takerToken: string, maker
                             [makerToken, takerToken].filter(v => c.metaTokens?.includes(v)).length > 0),
                 ),
             );
+        case ChainId.Avalanche:
+            return Object.values(CURVE_AVALANCHE_INFOS).filter(c =>
+                [makerToken, takerToken].every(
+                    t =>
+                        (c.tokens.includes(t) && c.metaTokens === undefined) ||
+                        (c.tokens.includes(t) &&
+                            [makerToken, takerToken].filter(v => c.metaTokens?.includes(v)).length > 0),
+                ),
+            );
+        case ChainId.Optimism:
+            return Object.values(CURVE_OPTIMISM_INFOS).filter(c =>
+                [makerToken, takerToken].every(
+                    t =>
+                        (c.tokens.includes(t) && c.metaTokens === undefined) ||
+                        (c.tokens.includes(t) &&
+                            [makerToken, takerToken].filter(v => c.metaTokens?.includes(v)).length > 0),
+                ),
+            );
+        case ChainId.Arbitrum:
+            return Object.values(CURVE_OPTIMISM_INFOS).filter(c =>
+                [makerToken, takerToken].every(
+                    t =>
+                        (c.tokens.includes(t) && c.metaTokens === undefined) ||
+                        (c.tokens.includes(t) &&
+                            [makerToken, takerToken].filter(v => c.metaTokens?.includes(v)).length > 0),
+                ),
+            );
         default:
             return [];
     }
@@ -181,6 +221,24 @@ export function getCurveV2InfosForPair(chainId: ChainId, takerToken: string, mak
                             [makerToken, takerToken].filter(v => c.metaTokens?.includes(v)).length > 0),
                 ),
             );
+        case ChainId.Avalanche:
+            return Object.values(CURVE_V2_AVALANCHE_INFOS).filter(c =>
+                [makerToken, takerToken].every(
+                    t =>
+                        (c.tokens.includes(t) && c.metaTokens === undefined) ||
+                        (c.tokens.includes(t) &&
+                            [makerToken, takerToken].filter(v => c.metaTokens?.includes(v)).length > 0),
+                ),
+            );
+        case ChainId.Arbitrum:
+            return Object.values(CURVE_ARBITRUM_INFOS).filter(c =>
+                [makerToken, takerToken].every(
+                    t =>
+                        (c.tokens.includes(t) && c.metaTokens === undefined) ||
+                        (c.tokens.includes(t) &&
+                            [makerToken, takerToken].filter(v => c.metaTokens?.includes(v)).length > 0),
+                ),
+            );
         default:
             return [];
     }
@@ -225,6 +283,76 @@ export function getNerveInfosForPair(chainId: ChainId, takerToken: string, maker
     );
 }
 
+export function getSynapseInfosForPair(chainId: ChainId, takerToken: string, makerToken: string): CurveInfo[] {
+    switch (chainId) {
+        case ChainId.Mainnet:
+            return Object.values(SYNAPSE_MAINNET_INFOS).filter(c =>
+                [makerToken, takerToken].every(
+                    t =>
+                        (c.tokens.includes(t) && c.metaTokens === undefined) ||
+                        (c.tokens.includes(t) &&
+                            [makerToken, takerToken].filter(v => c.metaTokens?.includes(v)).length > 0),
+                ),
+            );
+        case ChainId.Optimism:
+            return Object.values(SYNAPSE_OPTIMISM_INFOS).filter(c =>
+                [makerToken, takerToken].every(
+                    t =>
+                        (c.tokens.includes(t) && c.metaTokens === undefined) ||
+                        (c.tokens.includes(t) &&
+                            [makerToken, takerToken].filter(v => c.metaTokens?.includes(v)).length > 0),
+                ),
+            );
+        case ChainId.BSC:
+            return Object.values(SYNAPSE_BSC_INFOS).filter(c =>
+                [makerToken, takerToken].every(
+                    t =>
+                        (c.tokens.includes(t) && c.metaTokens === undefined) ||
+                        (c.tokens.includes(t) &&
+                            [makerToken, takerToken].filter(v => c.metaTokens?.includes(v)).length > 0),
+                ),
+            );
+        case ChainId.Polygon:
+            return Object.values(SYNAPSE_POLYGON_INFOS).filter(c =>
+                [makerToken, takerToken].every(
+                    t =>
+                        (c.tokens.includes(t) && c.metaTokens === undefined) ||
+                        (c.tokens.includes(t) &&
+                            [makerToken, takerToken].filter(v => c.metaTokens?.includes(v)).length > 0),
+                ),
+            );
+        case ChainId.Fantom:
+            return Object.values(SYNAPSE_FANTOM_INFOS).filter(c =>
+                [makerToken, takerToken].every(
+                    t =>
+                        (c.tokens.includes(t) && c.metaTokens === undefined) ||
+                        (c.tokens.includes(t) &&
+                            [makerToken, takerToken].filter(v => c.metaTokens?.includes(v)).length > 0),
+                ),
+            );
+        case ChainId.Avalanche:
+            return Object.values(SYNAPSE_AVALANCHE_INFOS).filter(c =>
+                [makerToken, takerToken].every(
+                    t =>
+                        (c.tokens.includes(t) && c.metaTokens === undefined) ||
+                        (c.tokens.includes(t) &&
+                            [makerToken, takerToken].filter(v => c.metaTokens?.includes(v)).length > 0),
+                ),
+            );
+        case ChainId.Arbitrum:
+            return Object.values(SYNAPSE_ARBITRUM_INFOS).filter(c =>
+                [makerToken, takerToken].every(
+                    t =>
+                        (c.tokens.includes(t) && c.metaTokens === undefined) ||
+                        (c.tokens.includes(t) &&
+                            [makerToken, takerToken].filter(v => c.metaTokens?.includes(v)).length > 0),
+                ),
+            );
+        default:
+            return [];
+    }
+}
+
 export function getFirebirdOneSwapInfosForPair(chainId: ChainId, takerToken: string, makerToken: string): CurveInfo[] {
     if (chainId === ChainId.BSC) {
         return Object.values(FIREBIRDONESWAP_BSC_INFOS).filter(c =>
@@ -384,6 +512,7 @@ export function getCurveLikeInfosForPair(
         | ERC20BridgeSource.Swerve
         | ERC20BridgeSource.SnowSwap
         | ERC20BridgeSource.Nerve
+        | ERC20BridgeSource.Synapse
         | ERC20BridgeSource.Belt
         | ERC20BridgeSource.Ellipsis
         | ERC20BridgeSource.Smoothy
@@ -410,6 +539,9 @@ export function getCurveLikeInfosForPair(
         case ERC20BridgeSource.Nerve:
             pools = getNerveInfosForPair(chainId, takerToken, makerToken);
             break;
+        case ERC20BridgeSource.Synapse:
+            pools = getSynapseInfosForPair(chainId, takerToken, makerToken);
+            break;
         case ERC20BridgeSource.Belt:
             pools = getBeltInfosForPair(chainId, takerToken, makerToken);
             break;
@@ -466,6 +598,8 @@ export function uniswapV2LikeRouterAddress(
         | ERC20BridgeSource.JetSwap
         | ERC20BridgeSource.TraderJoe
         | ERC20BridgeSource.Pangolin
+        | ERC20BridgeSource.UbeSwap
+        | ERC20BridgeSource.MorpheusSwap
         | ERC20BridgeSource.SpookySwap
         | ERC20BridgeSource.SpiritSwap,
 ): string {
@@ -508,6 +642,10 @@ export function uniswapV2LikeRouterAddress(
             return PANGOLIN_ROUTER_BY_CHAIN_ID[chainId];
         case ERC20BridgeSource.TraderJoe:
             return TRADER_JOE_ROUTER_BY_CHAIN_ID[chainId];
+        case ERC20BridgeSource.UbeSwap:
+            return UBESWAP_ROUTER_BY_CHAIN_ID[chainId];
+        case ERC20BridgeSource.MorpheusSwap:
+            return MORPHEUSSWAP_ROUTER_BY_CHAIN_ID[chainId];
         case ERC20BridgeSource.SpookySwap:
             return SPOOKYSWAP_ROUTER_BY_CHAIN_ID[chainId];
         case ERC20BridgeSource.SpiritSwap:

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

@@ -0,0 +1,78 @@
+import { logUtils } from '@0x/utils';
+import axios from 'axios';
+
+import { constants } from '../../constants';
+
+export interface CToken {
+    tokenAddress: string;
+    underlyingAddress: string;
+}
+
+interface CTokenApiResponse {
+    cToken: Array<{
+        token_address: string;
+        underlying_address: string;
+    }>;
+}
+
+interface Cache {
+    [key: string]: CToken;
+}
+
+// tslint:disable-next-line:custom-no-magic-numbers
+const CTOKEN_REFRESH_INTERVAL_MS = 30 * constants.ONE_MINUTE_MS;
+
+/**
+ * Fetches a list of CTokens from Compound's official API.
+ * The token information is updated every 30 minutes and cached
+ * so that it can be accessed with the underlying token's address.
+ */
+export class CompoundCTokenCache {
+    private _cache: Cache = {};
+    constructor(private readonly _apiUrl: string, private readonly _wethAddress: string) {
+        const refreshCTokenCache = async () => this.fetchAndUpdateCTokensAsync();
+        // tslint:disable-next-line:no-floating-promises
+        refreshCTokenCache();
+        setInterval(refreshCTokenCache, CTOKEN_REFRESH_INTERVAL_MS);
+    }
+
+    public async fetchAndUpdateCTokensAsync(): Promise<void> {
+        try {
+            const { data } = await axios.get<CTokenApiResponse>(`${this._apiUrl}/ctoken`);
+            const newCache = data?.cToken.reduce<Cache>((memo, cToken) => {
+                // NOTE: Re-map cETH with null underlying token address to WETH address (we only handle WETH internally)
+                const underlyingAddressClean = cToken.underlying_address
+                    ? cToken.underlying_address.toLowerCase()
+                    : this._wethAddress;
+
+                const tokenData: CToken = {
+                    tokenAddress: cToken.token_address.toLowerCase(),
+                    underlyingAddress: underlyingAddressClean,
+                };
+                memo[underlyingAddressClean] = tokenData;
+                return memo;
+            }, {});
+
+            this._cache = newCache;
+        } catch (err) {
+            logUtils.warn(`Failed to update Compound cToken cache: ${err.message}`);
+            // NOTE: Safe to keep already cached data as tokens should only be added to the list
+        }
+    }
+    public get(takerToken: string, makerToken: string): CToken | undefined {
+        // mint cToken
+        let cToken = this._cache[takerToken.toLowerCase()];
+        if (cToken && makerToken.toLowerCase() === cToken.tokenAddress.toLowerCase()) {
+            return cToken;
+        }
+
+        // redeem cToken
+        cToken = this._cache[makerToken.toLowerCase()];
+        if (cToken && takerToken.toLowerCase() === cToken.tokenAddress.toLowerCase()) {
+            return cToken;
+        }
+
+        // No match
+        return undefined;
+    }
+}

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

@@ -18,12 +18,15 @@ import {
 
 import {
     dexSampleToReportSource,
+    ExtendedQuoteReportSources,
+    generateExtendedQuoteReportSources,
     generateQuoteReport,
     multiHopSampleToReportSource,
     nativeOrderToReportEntry,
     PriceComparisonsReport,
     QuoteReport,
 } from './../quote_report_generator';
+
 import { getComparisonPrices } from './comparison_price';
 import {
     BUY_SOURCE_FILTER_BY_CHAIN_ID,
@@ -78,6 +81,25 @@ export class MarketOperationUtils {
         return generateQuoteReport(side, quotes.nativeOrders, liquidityDelivered, comparisonPrice, quoteRequestor);
     }
 
+    private static _computeExtendedQuoteReportSources(
+        quoteRequestor: QuoteRequestor | undefined,
+        marketSideLiquidity: MarketSideLiquidity,
+        amount: BigNumber,
+        optimizerResult: OptimizerResult,
+        comparisonPrice?: BigNumber | undefined,
+    ): ExtendedQuoteReportSources {
+        const { side, quotes } = marketSideLiquidity;
+        const { liquidityDelivered } = optimizerResult;
+        return generateExtendedQuoteReportSources(
+            side,
+            quotes,
+            liquidityDelivered,
+            amount,
+            comparisonPrice,
+            quoteRequestor,
+        );
+    }
+
     private static _computePriceComparisonsReport(
         quoteRequestor: QuoteRequestor | undefined,
         marketSideLiquidity: MarketSideLiquidity,
@@ -136,6 +158,8 @@ export class MarketOperationUtils {
 
         // Call the sampler contract.
         const samplerPromise = this._sampler.executeAsync(
+            this._sampler.getBlockNumber(),
+            this._sampler.getGasLeft(),
             this._sampler.getTokenDecimals([makerToken, takerToken]),
             // Get native order fillable amounts.
             this._sampler.getLimitOrderFillableTakerAmounts(nativeOrders, this.contractAddresses.exchangeProxy),
@@ -162,6 +186,7 @@ export class MarketOperationUtils {
                 takerAmount,
             ),
             this._sampler.isAddressContract(txOrigin),
+            this._sampler.getGasLeft(),
         );
 
         // Refresh the cached pools asynchronously if required
@@ -169,6 +194,8 @@ export class MarketOperationUtils {
 
         const [
             [
+                blockNumber,
+                gasBefore,
                 tokenDecimals,
                 orderFillableTakerAmounts,
                 outputAmountPerEth,
@@ -176,9 +203,14 @@ export class MarketOperationUtils {
                 dexQuotes,
                 rawTwoHopQuotes,
                 isTxOriginContract,
+                gasAfter,
             ],
         ] = await Promise.all([samplerPromise]);
 
+        // Log the gas metrics
+        _opts.samplerMetrics?.logGasDetails({ gasBefore, gasAfter });
+        _opts.samplerMetrics?.logBlockNumber(blockNumber);
+
         // Filter out any invalid two hop quotes where we couldn't find a route
         const twoHopQuotes = rawTwoHopQuotes.filter(
             q => q && q.fillData && q.fillData.firstHopSource && q.fillData.secondHopSource,
@@ -411,6 +443,7 @@ export class MarketOperationUtils {
                             feeSchedule: _opts.feeSchedule,
                             allowFallback: _opts.allowFallback,
                             gasPrice: _opts.gasPrice,
+                            neonRouterNumSamples: _opts.neonRouterNumSamples,
                         },
                     );
                     return optimizerResult;
@@ -499,9 +532,18 @@ export class MarketOperationUtils {
                 penaltyOpts,
                 opts.feeSchedule,
                 this._sampler.chainId,
+                opts.neonRouterNumSamples,
+                opts.samplerMetrics,
             );
         } else {
-            optimalPath = await findOptimalPathJSAsync(side, fills, inputAmount, opts.runLimit, penaltyOpts);
+            optimalPath = await findOptimalPathJSAsync(
+                side,
+                fills,
+                inputAmount,
+                opts.runLimit,
+                opts.samplerMetrics,
+                penaltyOpts,
+            );
         }
 
         const optimalPathRate = optimalPath ? optimalPath.adjustedRate() : ZERO_AMOUNT;
@@ -564,6 +606,8 @@ export class MarketOperationUtils {
             allowFallback: _opts.allowFallback,
             exchangeProxyOverhead: _opts.exchangeProxyOverhead,
             gasPrice: _opts.gasPrice,
+            neonRouterNumSamples: _opts.neonRouterNumSamples,
+            samplerMetrics: _opts.samplerMetrics,
         };
 
         if (nativeOrders.length === 0) {
@@ -702,6 +746,16 @@ export class MarketOperationUtils {
             );
         }
 
+        // Always compute the Extended Quote Report
+        let extendedQuoteReportSources: ExtendedQuoteReportSources | undefined;
+        extendedQuoteReportSources = MarketOperationUtils._computeExtendedQuoteReportSources(
+            _opts.rfqt ? _opts.rfqt.quoteRequestor : undefined,
+            marketSideLiquidity,
+            amount,
+            optimizerResult,
+            wholeOrderPrice,
+        );
+
         let priceComparisonsReport: PriceComparisonsReport | undefined;
         if (_opts.shouldIncludePriceComparisonsReport) {
             priceComparisonsReport = MarketOperationUtils._computePriceComparisonsReport(
@@ -710,7 +764,7 @@ export class MarketOperationUtils {
                 wholeOrderPrice,
             );
         }
-        return { ...optimizerResult, quoteReport, priceComparisonsReport };
+        return { ...optimizerResult, quoteReport, extendedQuoteReportSources, priceComparisonsReport };
     }
 
     private async _refreshPoolCacheIfRequiredAsync(takerToken: string, makerToken: string): Promise<void> {
@@ -764,6 +818,8 @@ export class MarketOperationUtils {
                     sturdyPenaltyOpts,
                     opts.feeSchedule,
                     this._sampler.chainId,
+                    opts.neonRouterNumSamples,
+                    undefined, // hack: set sampler metrics to undefined to avoid fallback timings
                 );
             } else {
                 const sturdyFills = fills.filter(p => p.length > 0 && !fragileSources.includes(p[0].source));
@@ -772,6 +828,7 @@ export class MarketOperationUtils {
                     sturdyFills,
                     inputAmount,
                     opts.runLimit,
+                    undefined, // hack: set sampler metrics to undefined to avoid fallback timings
                     sturdyPenaltyOpts,
                 );
             }

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

@@ -5,11 +5,13 @@ import { AssetSwapperContractAddresses, MarketOperation } from '../../types';
 
 import { MAX_UINT256, ZERO_AMOUNT } from './constants';
 import {
+    AaveV2FillData,
     AggregationError,
     BalancerFillData,
     BalancerV2FillData,
     BancorFillData,
     CollapsedFill,
+    CompoundFillData,
     CurveFillData,
     DexSample,
     DODOFillData,
@@ -132,6 +134,8 @@ export function getErc20BridgeSourceToBridgeSource(source: ERC20BridgeSource): s
             return encodeBridgeSourceId(BridgeProtocol.UniswapV2, 'BakerySwap');
         case ERC20BridgeSource.Nerve:
             return encodeBridgeSourceId(BridgeProtocol.Nerve, 'Nerve');
+        case ERC20BridgeSource.Synapse:
+            return encodeBridgeSourceId(BridgeProtocol.Nerve, 'Synapse');
         case ERC20BridgeSource.Belt:
             return encodeBridgeSourceId(BridgeProtocol.Curve, 'Belt');
         case ERC20BridgeSource.Ellipsis:
@@ -184,10 +188,20 @@ export function getErc20BridgeSourceToBridgeSource(source: ERC20BridgeSource): s
             return encodeBridgeSourceId(BridgeProtocol.UniswapV2, 'Pangolin');
         case ERC20BridgeSource.TraderJoe:
             return encodeBridgeSourceId(BridgeProtocol.UniswapV2, 'TraderJoe');
+        case ERC20BridgeSource.UbeSwap:
+            return encodeBridgeSourceId(BridgeProtocol.UniswapV2, 'UbeSwap');
+        case ERC20BridgeSource.Beethovenx:
+            return encodeBridgeSourceId(BridgeProtocol.BalancerV2, 'Beethovenx');
         case ERC20BridgeSource.SpiritSwap:
             return encodeBridgeSourceId(BridgeProtocol.UniswapV2, 'SpiritSwap');
         case ERC20BridgeSource.SpookySwap:
             return encodeBridgeSourceId(BridgeProtocol.UniswapV2, 'SpookySwap');
+        case ERC20BridgeSource.MorpheusSwap:
+            return encodeBridgeSourceId(BridgeProtocol.UniswapV2, 'MorpheusSwap');
+        case ERC20BridgeSource.AaveV2:
+            return encodeBridgeSourceId(BridgeProtocol.AaveV2, 'AaveV2');
+        case ERC20BridgeSource.Compound:
+            return encodeBridgeSourceId(BridgeProtocol.Compound, 'Compound');
         default:
             throw new Error(AggregationError.NoBridgeForSource);
     }
@@ -214,6 +228,7 @@ export function createBridgeDataForBridgeOrder(order: OptimizedMarketBridgeOrder
         case ERC20BridgeSource.Swerve:
         case ERC20BridgeSource.SnowSwap:
         case ERC20BridgeSource.Nerve:
+        case ERC20BridgeSource.Synapse:
         case ERC20BridgeSource.Belt:
         case ERC20BridgeSource.Ellipsis:
         case ERC20BridgeSource.Smoothy:
@@ -236,6 +251,7 @@ export function createBridgeDataForBridgeOrder(order: OptimizedMarketBridgeOrder
             bridgeData = encoder.encode([balancerFillData.poolAddress]);
             break;
         case ERC20BridgeSource.BalancerV2:
+        case ERC20BridgeSource.Beethovenx:
             const balancerV2FillData = (order as OptimizedMarketBridgeOrder<BalancerV2FillData>).fillData;
             const { vault, poolId } = balancerV2FillData;
             bridgeData = encoder.encode([vault, poolId]);
@@ -264,8 +280,10 @@ export function createBridgeDataForBridgeOrder(order: OptimizedMarketBridgeOrder
         case ERC20BridgeSource.JetSwap:
         case ERC20BridgeSource.Pangolin:
         case ERC20BridgeSource.TraderJoe:
+        case ERC20BridgeSource.UbeSwap:
         case ERC20BridgeSource.SpiritSwap:
         case ERC20BridgeSource.SpookySwap:
+        case ERC20BridgeSource.MorpheusSwap:
             const uniswapV2FillData = (order as OptimizedMarketBridgeOrder<UniswapV2FillData>).fillData;
             bridgeData = encoder.encode([uniswapV2FillData.router, uniswapV2FillData.tokenAddressPath]);
             break;
@@ -330,6 +348,15 @@ export function createBridgeDataForBridgeOrder(order: OptimizedMarketBridgeOrder
             const lidoFillData = (order as OptimizedMarketBridgeOrder<LidoFillData>).fillData;
             bridgeData = encoder.encode([lidoFillData.stEthTokenAddress]);
             break;
+        case ERC20BridgeSource.AaveV2:
+            const aaveFillData = (order as OptimizedMarketBridgeOrder<AaveV2FillData>).fillData;
+            bridgeData = encoder.encode([aaveFillData.lendingPool, aaveFillData.aToken]);
+            break;
+        case ERC20BridgeSource.Compound:
+            const compoundFillData = (order as OptimizedMarketBridgeOrder<CompoundFillData>).fillData;
+            bridgeData = encoder.encode([compoundFillData.cToken]);
+            break;
+
         default:
             throw new Error(AggregationError.NoBridgeForSource);
     }
@@ -439,6 +466,7 @@ export const BRIDGE_ENCODERS: {
     [ERC20BridgeSource.Swerve]: curveEncoder,
     [ERC20BridgeSource.SnowSwap]: curveEncoder,
     [ERC20BridgeSource.Nerve]: curveEncoder,
+    [ERC20BridgeSource.Synapse]: curveEncoder,
     [ERC20BridgeSource.Belt]: curveEncoder,
     [ERC20BridgeSource.Ellipsis]: curveEncoder,
     [ERC20BridgeSource.Smoothy]: curveEncoder,
@@ -458,6 +486,9 @@ export const BRIDGE_ENCODERS: {
     [ERC20BridgeSource.TraderJoe]: routerAddressPathEncoder,
     [ERC20BridgeSource.SpiritSwap]: routerAddressPathEncoder,
     [ERC20BridgeSource.SpookySwap]: routerAddressPathEncoder,
+    [ERC20BridgeSource.MorpheusSwap]: routerAddressPathEncoder,
+    // Celo
+    [ERC20BridgeSource.UbeSwap]: routerAddressPathEncoder,
     // BSC
     [ERC20BridgeSource.PancakeSwap]: routerAddressPathEncoder,
     [ERC20BridgeSource.PancakeSwapV2]: routerAddressPathEncoder,
@@ -485,12 +516,15 @@ export const BRIDGE_ENCODERS: {
     // Custom integrations
     [ERC20BridgeSource.MakerPsm]: makerPsmEncoder,
     [ERC20BridgeSource.BalancerV2]: balancerV2Encoder,
+    [ERC20BridgeSource.Beethovenx]: balancerV2Encoder,
     [ERC20BridgeSource.UniswapV3]: AbiEncoder.create([
         { name: 'router', type: 'address' },
         { name: 'path', type: 'bytes' },
     ]),
     [ERC20BridgeSource.KyberDmm]: AbiEncoder.create('(address,address[],address[])'),
     [ERC20BridgeSource.Lido]: AbiEncoder.create('(address)'),
+    [ERC20BridgeSource.AaveV2]: AbiEncoder.create('(address,address)'),
+    [ERC20BridgeSource.Compound]: AbiEncoder.create('(address)'),
 };
 
 function getFillTokenAmounts(fill: CollapsedFill, side: MarketOperation): [BigNumber, BigNumber] {

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

@@ -1,23 +1,21 @@
 import { assert } from '@0x/assert';
 import { ChainId } from '@0x/contract-addresses';
 import { OptimizerCapture, route, SerializedPath } from '@0x/neon-router';
-import { BigNumber } from '@0x/utils';
+import { BigNumber, hexUtils } from '@0x/utils';
 import * as _ from 'lodash';
 import { performance } from 'perf_hooks';
 
-import { DEFAULT_INFO_LOGGER } from '../../constants';
 import { MarketOperation, NativeOrderWithFillableAmounts } from '../../types';
 import { VIP_ERC20_BRIDGE_SOURCES_BY_CHAIN_ID } from '../market_operation_utils/constants';
 
 import { dexSamplesToFills, ethToOutputAmount, nativeOrdersToFills } from './fills';
 import { DEFAULT_PATH_PENALTY_OPTS, Path, PathPenaltyOpts } from './path';
 import { getRate } from './rate_utils';
-import { DexSample, ERC20BridgeSource, FeeSchedule, Fill, FillData } from './types';
+import { DexSample, ERC20BridgeSource, FeeSchedule, Fill, FillData, SamplerMetrics } from './types';
 
 // tslint:disable: prefer-for-of custom-no-magic-numbers completed-docs no-bitwise
 
 const RUN_LIMIT_DECAY_FACTOR = 0.5;
-const RUST_ROUTER_NUM_SAMPLES = 200;
 const FILL_QUOTE_TRANSFORMER_GAS_OVERHEAD = new BigNumber(150e3);
 // NOTE: The Rust router will panic with less than 3 samples
 const MIN_NUM_SAMPLE_INPUTS = 3;
@@ -69,21 +67,6 @@ function calculateOuputFee(
     }
 }
 
-// Use linear interpolation to approximate the output
-// at a certain input somewhere between the two samples
-// See https://en.wikipedia.org/wiki/Linear_interpolation
-const interpolateOutputFromSamples = (
-    left: { input: BigNumber; output: BigNumber },
-    right: { input: BigNumber; output: BigNumber },
-    targetInput: BigNumber,
-): BigNumber =>
-    left.output.plus(
-        right.output
-            .minus(left.output)
-            .dividedBy(right.input.minus(left.input))
-            .times(targetInput.minus(left.input)),
-    );
-
 function findRoutesAndCreateOptimalPath(
     side: MarketOperation,
     samples: DexSample[][],
@@ -91,29 +74,27 @@ function findRoutesAndCreateOptimalPath(
     input: BigNumber,
     opts: PathPenaltyOpts,
     fees: FeeSchedule,
+    neonRouterNumSamples: number,
 ): Path | undefined {
-    const createFill = (sample: DexSample) =>
-        dexSamplesToFills(side, [sample], opts.outputAmountPerEth, opts.inputAmountPerEth, fees)[0];
-    // Track sample id's to integers (required by rust router)
-    const sampleIdLookup: { [key: string]: number } = {};
-    let sampleIdCounter = 0;
-    const sampleToId = (source: ERC20BridgeSource, index: number): number => {
-        const key = `${source}-${index}`;
-        if (sampleIdLookup[key]) {
-            return sampleIdLookup[key];
-        } else {
-            sampleIdLookup[key] = ++sampleIdCounter;
-            return sampleIdLookup[key];
+    const createFill = (sample: DexSample): Fill | undefined => {
+        const fills = dexSamplesToFills(side, [sample], opts.outputAmountPerEth, opts.inputAmountPerEth, fees);
+        // NOTE: If the sample has 0 output dexSamplesToFills will return [] because no fill can be created
+        if (fills.length === 0) {
+            return undefined;
         }
+
+        return fills[0];
     };
 
     const samplesAndNativeOrdersWithResults: Array<DexSample[] | NativeOrderWithFillableAmounts[]> = [];
     const serializedPaths: SerializedPath[] = [];
+    const sampleSourcePathIds: string[] = [];
     for (const singleSourceSamples of samples) {
         if (singleSourceSamples.length === 0) {
             continue;
         }
 
+        const sourcePathId = hexUtils.random();
         const singleSourceSamplesWithOutput = [...singleSourceSamples];
         for (let i = singleSourceSamples.length - 1; i >= 0; i--) {
             if (singleSourceSamples[i].output.isZero()) {
@@ -131,7 +112,7 @@ function findRoutesAndCreateOptimalPath(
         // TODO(kimpers): Do we need to handle 0 entries, from eg Kyber?
         const serializedPath = singleSourceSamplesWithOutput.reduce<SerializedPath>(
             (memo, sample, sampleIdx) => {
-                memo.ids.push(sampleToId(sample.source, sampleIdx));
+                memo.ids.push(`${sample.source}-${serializedPaths.length}-${sampleIdx}`);
                 memo.inputs.push(sample.input.integerValue().toNumber());
                 memo.outputs.push(sample.output.integerValue().toNumber());
                 memo.outputFees.push(
@@ -152,8 +133,10 @@ function findRoutesAndCreateOptimalPath(
 
         samplesAndNativeOrdersWithResults.push(singleSourceSamplesWithOutput);
         serializedPaths.push(serializedPath);
+        sampleSourcePathIds.push(sourcePathId);
     }
 
+    const nativeOrdersourcePathId = hexUtils.random();
     for (const [idx, nativeOrder] of nativeOrders.entries()) {
         const { input: normalizedOrderInput, output: normalizedOrderOutput } = nativeOrderToNormalizedAmounts(
             side,
@@ -164,32 +147,25 @@ function findRoutesAndCreateOptimalPath(
         if (normalizedOrderInput.isLessThanOrEqualTo(0) || normalizedOrderOutput.isLessThanOrEqualTo(0)) {
             continue;
         }
-
-        // HACK: the router requires at minimum 3 samples as a basis for interpolation
-        const inputs = [
-            0,
-            normalizedOrderInput
-                .dividedBy(2)
-                .integerValue()
-                .toNumber(),
-            normalizedOrderInput.integerValue().toNumber(),
-        ];
-        const outputs = [
-            0,
-            normalizedOrderOutput
-                .dividedBy(2)
-                .integerValue()
-                .toNumber(),
-            normalizedOrderOutput.integerValue().toNumber(),
-        ];
-        // NOTE: same fee no matter if full or partial fill
         const fee = calculateOuputFee(side, nativeOrder, opts.outputAmountPerEth, opts.inputAmountPerEth, fees)
             .integerValue()
             .toNumber();
-        const outputFees = [fee, fee, fee];
-        // NOTE: ids can be the same for all fake samples
-        const id = sampleToId(ERC20BridgeSource.Native, idx);
-        const ids = [id, id, id];
+
+        // HACK: due to an issue with the Rust router interpolation we need to create exactly 13 samples from the native order
+        const ids = [];
+        const inputs = [];
+        const outputs = [];
+        const outputFees = [];
+        for (let i = 1; i <= 13; i++) {
+            const fraction = i / 13;
+            const currentInput = BigNumber.min(normalizedOrderInput.times(fraction), normalizedOrderInput);
+            const currentOutput = BigNumber.min(normalizedOrderOutput.times(fraction), normalizedOrderOutput);
+            const id = `${ERC20BridgeSource.Native}-${serializedPaths.length}-${idx}-${i}`;
+            inputs.push(currentInput.integerValue().toNumber());
+            outputs.push(currentOutput.integerValue().toNumber());
+            outputFees.push(fee);
+            ids.push(id);
+        }
 
         const serializedPath: SerializedPath = {
             ids,
@@ -200,6 +176,7 @@ function findRoutesAndCreateOptimalPath(
 
         samplesAndNativeOrdersWithResults.push([nativeOrder]);
         serializedPaths.push(serializedPath);
+        sampleSourcePathIds.push(nativeOrdersourcePathId);
     }
 
     if (serializedPaths.length === 0) {
@@ -212,30 +189,33 @@ function findRoutesAndCreateOptimalPath(
         pathsIn: serializedPaths,
     };
 
-    const before = performance.now();
     const allSourcesRustRoute = new Float64Array(rustArgs.pathsIn.length);
-    route(rustArgs, allSourcesRustRoute, RUST_ROUTER_NUM_SAMPLES);
-    DEFAULT_INFO_LOGGER(
-        { router: 'neon-router', performanceMs: performance.now() - before, type: 'real' },
-        'Rust router real routing performance',
-    );
-
+    const strategySourcesOutputAmounts = new Float64Array(rustArgs.pathsIn.length);
+    route(rustArgs, allSourcesRustRoute, strategySourcesOutputAmounts, neonRouterNumSamples);
     assert.assert(
         rustArgs.pathsIn.length === allSourcesRustRoute.length,
         'different number of sources in the Router output than the input',
     );
+    assert.assert(
+        rustArgs.pathsIn.length === strategySourcesOutputAmounts.length,
+        'different number of sources in the Router output amounts results than the input',
+    );
 
-    const routesAndSamples = _.zip(allSourcesRustRoute, samplesAndNativeOrdersWithResults);
-
+    const routesAndSamplesAndOutputs = _.zip(
+        allSourcesRustRoute,
+        samplesAndNativeOrdersWithResults,
+        strategySourcesOutputAmounts,
+        sampleSourcePathIds,
+    );
     const adjustedFills: Fill[] = [];
     const totalRoutedAmount = BigNumber.sum(...allSourcesRustRoute);
 
     const scale = input.dividedBy(totalRoutedAmount);
-    for (const [routeInput, routeSamplesAndNativeOrders] of routesAndSamples) {
-        if (!routeInput || !routeSamplesAndNativeOrders) {
+    for (const [routeInput, routeSamplesAndNativeOrders, outputAmount, sourcePathId] of routesAndSamplesAndOutputs) {
+        if (!routeInput || !routeSamplesAndNativeOrders || !outputAmount || !Number.isFinite(outputAmount)) {
             continue;
         }
-        // TODO(kimpers): [TKR-241] amounts are sometimes clipped in the router due to precisions loss for number/f64
+        // TODO(kimpers): [TKR-241] amounts are sometimes clipped in the router due to precision loss for number/f64
         // we can work around it by scaling it and rounding up. However now we end up with a total amount of a couple base units too much
         const rustInputAdjusted = BigNumber.min(
             new BigNumber(routeInput).multipliedBy(scale).integerValue(BigNumber.ROUND_CEIL),
@@ -251,14 +231,21 @@ function findRoutesAndCreateOptimalPath(
                 opts.outputAmountPerEth,
                 opts.inputAmountPerEth,
                 fees,
-            )[0];
-            // NOTE: For Limit/RFQ orders we are done here. No need to scale output
-            adjustedFills.push(nativeFill);
+            )[0] as Fill | undefined;
+            // Note: If the order has an adjusted rate of less than or equal to 0 it will be skipped
+            // and nativeFill will be `undefined`
+            if (nativeFill) {
+                // NOTE: For Limit/RFQ orders we are done here. No need to scale output
+                adjustedFills.push({ ...nativeFill, sourcePathId: sourcePathId ?? hexUtils.random() });
+            }
             continue;
         }
 
         // NOTE: For DexSamples only
         let fill = createFill(current);
+        if (!fill) {
+            continue;
+        }
         const routeSamples = routeSamplesAndNativeOrders as Array<DexSample<FillData>>;
         // Descend to approach a closer fill for fillData which may not be consistent
         // throughout the path (UniswapV3) and for a closer guesstimate at
@@ -267,49 +254,47 @@ function findRoutesAndCreateOptimalPath(
         assert.assert(routeSamples.length >= 1, 'Found no sample to use for source');
         for (let k = routeSamples.length - 1; k >= 0; k--) {
             if (k === 0) {
-                fill = createFill(routeSamples[0]);
+                fill = createFill(routeSamples[0]) ?? fill;
             }
             if (rustInputAdjusted.isGreaterThan(routeSamples[k].input)) {
-                // Between here and the previous fill
-                // HACK: Use the midpoint between the two
                 const left = routeSamples[k];
                 const right = routeSamples[k + 1];
                 if (left && right) {
-                    // Approximate how much output we get for the input with the surrounding samples
-                    const interpolatedOutput = interpolateOutputFromSamples(
-                        left,
-                        right,
-                        rustInputAdjusted,
-                    ).decimalPlaces(0, side === MarketOperation.Sell ? BigNumber.ROUND_FLOOR : BigNumber.ROUND_CEIL);
-
-                    fill = createFill({
-                        ...right, // default to the greater (for gas used)
-                        input: rustInputAdjusted,
-                        output: interpolatedOutput,
-                    });
+                    fill =
+                        createFill({
+                            ...right, // default to the greater (for gas used)
+                            input: rustInputAdjusted,
+                            output: new BigNumber(outputAmount),
+                        }) ?? fill;
                 } else {
                     assert.assert(Boolean(left || right), 'No valid sample to use');
-                    fill = createFill(left || right);
+                    fill = createFill(left || right) ?? fill;
                 }
                 break;
             }
         }
 
-        const scaleOutput = (output: BigNumber) =>
+        // TODO(kimpers): remove once we have solved the rounding/precision loss issues in the Rust router
+        const scaleOutput = (fillInput: BigNumber, output: BigNumber) =>
             output
-                .dividedBy(fill.input)
+                .dividedBy(fillInput)
                 .times(rustInputAdjusted)
                 .decimalPlaces(0, side === MarketOperation.Sell ? BigNumber.ROUND_FLOOR : BigNumber.ROUND_CEIL);
         adjustedFills.push({
             ...fill,
             input: rustInputAdjusted,
-            output: scaleOutput(fill.output),
-            adjustedOutput: scaleOutput(fill.adjustedOutput),
+            output: scaleOutput(fill.input, fill.output),
+            adjustedOutput: scaleOutput(fill.input, fill.adjustedOutput),
             index: 0,
             parent: undefined,
+            sourcePathId: sourcePathId ?? hexUtils.random(),
         });
     }
 
+    if (adjustedFills.length === 0) {
+        return undefined;
+    }
+
     const pathFromRustInputs = Path.create(side, adjustedFills, input);
 
     return pathFromRustInputs;
@@ -323,15 +308,27 @@ export function findOptimalRustPathFromSamples(
     opts: PathPenaltyOpts,
     fees: FeeSchedule,
     chainId: ChainId,
+    neonRouterNumSamples: number,
+    samplerMetrics?: SamplerMetrics,
 ): Path | undefined {
-    const before = performance.now();
-    const logPerformance = () =>
-        DEFAULT_INFO_LOGGER(
-            { router: 'neon-router', performanceMs: performance.now() - before, type: 'total' },
-            'Rust router total routing performance',
-        );
-
-    const allSourcesPath = findRoutesAndCreateOptimalPath(side, samples, nativeOrders, input, opts, fees);
+    const beforeAllTimeMs = performance.now();
+    let beforeTimeMs = performance.now();
+    const allSourcesPath = findRoutesAndCreateOptimalPath(
+        side,
+        samples,
+        nativeOrders,
+        input,
+        opts,
+        fees,
+        neonRouterNumSamples,
+    );
+    // tslint:disable-next-line: no-unused-expression
+    samplerMetrics &&
+        samplerMetrics.logRouterDetails({
+            router: 'neon-router',
+            type: 'all',
+            timingMs: performance.now() - beforeTimeMs,
+        });
     if (!allSourcesPath) {
         return undefined;
     }
@@ -341,11 +338,27 @@ export function findOptimalRustPathFromSamples(
     // HACK(kimpers): The Rust router currently doesn't account for VIP sources correctly
     // we need to try to route them in isolation and compare with the results all sources
     if (vipSources.length > 0) {
+        beforeTimeMs = performance.now();
         const vipSourcesSet = new Set(vipSources);
         const vipSourcesSamples = samples.filter(s => s[0] && vipSourcesSet.has(s[0].source));
 
         if (vipSourcesSamples.length > 0) {
-            const vipSourcesPath = findRoutesAndCreateOptimalPath(side, vipSourcesSamples, [], input, opts, fees);
+            const vipSourcesPath = findRoutesAndCreateOptimalPath(
+                side,
+                vipSourcesSamples,
+                [],
+                input,
+                opts,
+                fees,
+                neonRouterNumSamples,
+            );
+            // tslint:disable-next-line: no-unused-expression
+            samplerMetrics &&
+                samplerMetrics.logRouterDetails({
+                    router: 'neon-router',
+                    type: 'vip',
+                    timingMs: performance.now() - beforeTimeMs,
+                });
 
             const { input: allSourcesInput, output: allSourcesOutput } = allSourcesPath.adjustedSize();
             // NOTE: For sell quotes input is the taker asset and for buy quotes input is the maker asset
@@ -358,13 +371,18 @@ export function findOptimalRustPathFromSamples(
             const allSourcesAdjustedRateWithFqtOverhead = getRate(side, allSourcesInput, outputWithFqtOverhead);
 
             if (vipSourcesPath?.adjustedRate().isGreaterThan(allSourcesAdjustedRateWithFqtOverhead)) {
-                logPerformance();
                 return vipSourcesPath;
             }
         }
     }
+    // tslint:disable-next-line: no-unused-expression
+    samplerMetrics &&
+        samplerMetrics.logRouterDetails({
+            router: 'neon-router',
+            type: 'total',
+            timingMs: performance.now() - beforeAllTimeMs,
+        });
 
-    logPerformance();
     return allSourcesPath;
 }
 
@@ -377,8 +395,10 @@ export async function findOptimalPathJSAsync(
     fills: Fill[][],
     targetInput: BigNumber,
     runLimit: number = 2 ** 8,
+    samplerMetrics?: SamplerMetrics,
     opts: PathPenaltyOpts = DEFAULT_PATH_PENALTY_OPTS,
 ): Promise<Path | undefined> {
+    const beforeTimeMs = performance.now();
     // Sort fill arrays by descending adjusted completed rate.
     // Remove any paths which cannot impact the optimal path
     const sortedPaths = reducePaths(fillsToSortedPaths(fills, side, targetInput, opts), side);
@@ -392,7 +412,15 @@ export async function findOptimalPathJSAsync(
         // Yield to event loop.
         await Promise.resolve();
     }
-    return optimalPath.isComplete() ? optimalPath : undefined;
+    const finalPath = optimalPath.isComplete() ? optimalPath : undefined;
+    // tslint:disable-next-line: no-unused-expression
+    samplerMetrics &&
+        samplerMetrics.logRouterDetails({
+            router: 'js',
+            type: 'total',
+            timingMs: performance.now() - beforeTimeMs,
+        });
+    return finalPath;
 }
 
 // Sort fill arrays by descending adjusted completed rate.

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

@@ -14,7 +14,8 @@ import { BatchedOperation, ERC20BridgeSource, LiquidityProviderRegistry, TokenAd
  */
 export function getSampleAmounts(maxFillAmount: BigNumber, numSamples: number, expBase: number = 1): BigNumber[] {
     const distribution = [...Array<BigNumber>(numSamples)].map((_v, i) => new BigNumber(expBase).pow(i));
-    const stepSizes = distribution.map(d => d.div(BigNumber.sum(...distribution)));
+    const distributionSum = BigNumber.sum(...distribution);
+    const stepSizes = distribution.map(d => d.div(distributionSum));
     const amounts = stepSizes.map((_s, i) => {
         if (i === numSamples - 1) {
             return maxFillAmount;
@@ -130,6 +131,37 @@ export class DexOrderSampler extends SamplerOperations {
         BatchedOperationResult<T8>
     ]>;
 
+    // prettier-ignore
+    public async executeAsync<
+        T1, T2, T3, T4, T5, T6, T7, T8, T9
+    >(...ops: [T1, T2, T3, T4, T5, T6, T7, T8, T9]): Promise<[
+        BatchedOperationResult<T1>,
+        BatchedOperationResult<T2>,
+        BatchedOperationResult<T3>,
+        BatchedOperationResult<T4>,
+        BatchedOperationResult<T5>,
+        BatchedOperationResult<T6>,
+        BatchedOperationResult<T7>,
+        BatchedOperationResult<T8>,
+        BatchedOperationResult<T9>
+    ]>;
+
+    // prettier-ignore
+    public async executeAsync<
+        T1, T2, T3, T4, T5, T6, T7, T8, T9, T10
+    >(...ops: [T1, T2, T3, T4, T5, T6, T7, T8, T9, T10]): Promise<[
+        BatchedOperationResult<T1>,
+        BatchedOperationResult<T2>,
+        BatchedOperationResult<T3>,
+        BatchedOperationResult<T4>,
+        BatchedOperationResult<T5>,
+        BatchedOperationResult<T6>,
+        BatchedOperationResult<T7>,
+        BatchedOperationResult<T8>,
+        BatchedOperationResult<T9>,
+        BatchedOperationResult<T10>,
+    ]>;
+
     /**
      * Run a series of operations from `DexOrderSampler.ops` in a single transaction.
      */

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

@@ -0,0 +1,36 @@
+import { BigNumber, logUtils, NULL_BYTES } from '@0x/utils';
+
+import { ERC20BridgeSource, FillData, SourceQuoteOperation } from './types';
+
+interface SamplerNoOperationCall {
+    callback: () => BigNumber[];
+}
+
+/**
+ * SamplerNoOperation can be used for sources where we already have all the necessary information
+ * required to perform the sample operations, without needing access to any on-chain data. Using a noop sample
+ * you can skip the eth_call, and just calculate the results directly in typescript land.
+ */
+export class SamplerNoOperation<TFillData extends FillData = FillData> implements SourceQuoteOperation<TFillData> {
+    public readonly source: ERC20BridgeSource;
+    public fillData: TFillData;
+    private readonly _callback: () => BigNumber[];
+
+    constructor(opts: { source: ERC20BridgeSource; fillData?: TFillData } & SamplerNoOperationCall) {
+        this.source = opts.source;
+        this.fillData = opts.fillData || ({} as TFillData); // tslint:disable-line:no-object-literal-type-assertion
+        this._callback = opts.callback;
+    }
+
+    // tslint:disable-next-line:prefer-function-over-method
+    public encodeCall(): string {
+        return NULL_BYTES;
+    }
+    public handleCallResults(_callResults: string): BigNumber[] {
+        return this._callback();
+    }
+    public handleRevert(_callResults: string): BigNumber[] {
+        logUtils.warn(`SamplerNoOperation: ${this.source} reverted`);
+        return [];
+    }
+}

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

@@ -3,9 +3,11 @@ import { LimitOrderFields } from '@0x/protocol-utils';
 import { BigNumber, logUtils } from '@0x/utils';
 import * as _ from 'lodash';
 
+import { AaveV2Sampler } from '../../noop_samplers/AaveV2Sampler';
 import { SamplerCallResult, SignedNativeOrder } from '../../types';
 import { ERC20BridgeSamplerContract } from '../../wrappers';
 
+import { AaveV2ReservesCache } from './aave_reserves_cache';
 import { BancorService } from './bancor_service';
 import {
     getCurveLikeInfosForPair,
@@ -17,9 +19,14 @@ import {
     isValidAddress,
     uniswapV2LikeRouterAddress,
 } from './bridge_source_utils';
+import { CompoundCTokenCache } from './compound_ctoken_cache';
 import {
+    AAVE_V2_SUBGRAPH_URL_BY_CHAIN_ID,
     BALANCER_V2_VAULT_ADDRESS_BY_CHAIN,
     BANCOR_REGISTRY_BY_CHAIN_ID,
+    BEETHOVEN_X_SUBGRAPH_URL_BY_CHAIN,
+    BEETHOVEN_X_VAULT_ADDRESS_BY_CHAIN,
+    COMPOUND_API_URL_BY_CHAIN_ID,
     DODOV1_CONFIG_BY_CHAIN_ID,
     DODOV2_FACTORIES_BY_CHAIN_ID,
     KYBER_CONFIG_BY_CHAIN_ID,
@@ -43,13 +50,17 @@ 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 { SamplerNoOperation } from './sampler_no_operation';
 import { SourceFilters } from './source_filters';
 import {
+    AaveV2FillData,
+    AaveV2Info,
     BalancerFillData,
     BalancerV2FillData,
     BalancerV2PoolInfo,
     BancorFillData,
     BatchedOperation,
+    CompoundFillData,
     CurveFillData,
     CurveInfo,
     DexSample,
@@ -97,6 +108,8 @@ export const BATCH_SOURCE_FILTERS = SourceFilters.all().exclude([ERC20BridgeSour
 export class SamplerOperations {
     public readonly liquidityProviderRegistry: LiquidityProviderRegistry;
     public readonly poolsCaches: { [key in SourcesWithPoolsCache]: PoolsCache };
+    public readonly aaveReservesCache: AaveV2ReservesCache | undefined;
+    public readonly compoundCTokenCache: CompoundCTokenCache | undefined;
     protected _bancorService?: BancorService;
     public static constant<T>(result: T): BatchedOperation<T> {
         return {
@@ -122,9 +135,26 @@ export class SamplerOperations {
             ? poolsCaches
             : {
                   [ERC20BridgeSource.BalancerV2]: new BalancerV2PoolsCache(chainId),
+                  [ERC20BridgeSource.Beethovenx]: new BalancerV2PoolsCache(
+                      chainId,
+                      BEETHOVEN_X_SUBGRAPH_URL_BY_CHAIN[chainId],
+                  ),
                   [ERC20BridgeSource.Balancer]: new BalancerPoolsCache(),
                   [ERC20BridgeSource.Cream]: new CreamPoolsCache(),
               };
+
+        const aaveSubgraphUrl = AAVE_V2_SUBGRAPH_URL_BY_CHAIN_ID[chainId];
+        if (aaveSubgraphUrl) {
+            this.aaveReservesCache = new AaveV2ReservesCache(aaveSubgraphUrl);
+        }
+
+        const compoundApiUrl = COMPOUND_API_URL_BY_CHAIN_ID[chainId];
+        if (compoundApiUrl) {
+            this.compoundCTokenCache = new CompoundCTokenCache(
+                compoundApiUrl,
+                NATIVE_FEE_TOKEN_BY_CHAIN_ID[this.chainId],
+            );
+        }
         // Initialize the Bancor service, fetching paths in the background
         bancorServiceFn()
             .then(service => (this._bancorService = service))
@@ -152,6 +182,30 @@ export class SamplerOperations {
         };
     }
 
+    public getGasLeft(): BatchedOperation<BigNumber> {
+        return {
+            encodeCall: () => this._samplerContract.getGasLeft().getABIEncodedTransactionData(),
+            handleCallResults: (callResults: string) =>
+                this._samplerContract.getABIDecodedReturnData<BigNumber>('getGasLeft', callResults),
+            handleRevert: () => {
+                /* should never happen */
+                throw new Error('Invalid result for getGasLeft');
+            },
+        };
+    }
+
+    public getBlockNumber(): BatchedOperation<BigNumber> {
+        return {
+            encodeCall: () => this._samplerContract.getBlockNumber().getABIEncodedTransactionData(),
+            handleCallResults: (callResults: string) =>
+                this._samplerContract.getABIDecodedReturnData<BigNumber>('getBlockNumber', callResults),
+            handleRevert: () => {
+                /* should never happen */
+                throw new Error('Invalid result for getBlockNumber');
+            },
+        };
+    }
+
     public getLimitOrderFillableTakerAmounts(
         orders: SignedNativeOrder[],
         exchangeAddress: string,
@@ -1069,6 +1123,64 @@ export class SamplerOperations {
         });
     }
 
+    // tslint:disable-next-line:prefer-function-over-method
+    public getAaveV2SellQuotes(
+        aaveInfo: AaveV2Info,
+        makerToken: string,
+        takerToken: string,
+        takerFillAmounts: BigNumber[],
+    ): SourceQuoteOperation<AaveV2FillData> {
+        return new SamplerNoOperation({
+            source: ERC20BridgeSource.AaveV2,
+            fillData: { ...aaveInfo, takerToken },
+            callback: () => AaveV2Sampler.sampleSellsFromAaveV2(aaveInfo, takerToken, makerToken, takerFillAmounts),
+        });
+    }
+
+    // tslint:disable-next-line:prefer-function-over-method
+    public getAaveV2BuyQuotes(
+        aaveInfo: AaveV2Info,
+        makerToken: string,
+        takerToken: string,
+        makerFillAmounts: BigNumber[],
+    ): SourceQuoteOperation<AaveV2FillData> {
+        return new SamplerNoOperation({
+            source: ERC20BridgeSource.AaveV2,
+            fillData: { ...aaveInfo, takerToken },
+            callback: () => AaveV2Sampler.sampleBuysFromAaveV2(aaveInfo, takerToken, makerToken, makerFillAmounts),
+        });
+    }
+
+    public getCompoundSellQuotes(
+        cToken: string,
+        makerToken: string,
+        takerToken: string,
+        takerFillAmounts: BigNumber[],
+    ): SourceQuoteOperation<CompoundFillData> {
+        return new SamplerContractOperation({
+            source: ERC20BridgeSource.Compound,
+            fillData: { cToken, takerToken, makerToken },
+            contract: this._samplerContract,
+            function: this._samplerContract.sampleSellsFromCompound,
+            params: [cToken, takerToken, makerToken, takerFillAmounts],
+        });
+    }
+
+    public getCompoundBuyQuotes(
+        cToken: string,
+        makerToken: string,
+        takerToken: string,
+        makerFillAmounts: BigNumber[],
+    ): SourceQuoteOperation<CompoundFillData> {
+        return new SamplerContractOperation({
+            source: ERC20BridgeSource.Compound,
+            fillData: { cToken, takerToken, makerToken },
+            contract: this._samplerContract,
+            function: this._samplerContract.sampleBuysFromCompound,
+            params: [cToken, takerToken, makerToken, makerFillAmounts],
+        });
+    }
+
     public getMedianSellRate(
         sources: ERC20BridgeSource[],
         makerToken: string,
@@ -1197,8 +1309,10 @@ export class SamplerOperations {
                     case ERC20BridgeSource.JetSwap:
                     case ERC20BridgeSource.Pangolin:
                     case ERC20BridgeSource.TraderJoe:
+                    case ERC20BridgeSource.UbeSwap:
                     case ERC20BridgeSource.SpiritSwap:
                     case ERC20BridgeSource.SpookySwap:
+                    case ERC20BridgeSource.MorpheusSwap:
                         const uniLikeRouter = uniswapV2LikeRouterAddress(this.chainId, source);
                         if (!isValidAddress(uniLikeRouter)) {
                             return [];
@@ -1228,6 +1342,7 @@ export class SamplerOperations {
                     case ERC20BridgeSource.Swerve:
                     case ERC20BridgeSource.SnowSwap:
                     case ERC20BridgeSource.Nerve:
+                    case ERC20BridgeSource.Synapse:
                     case ERC20BridgeSource.Belt:
                     case ERC20BridgeSource.Ellipsis:
                     case ERC20BridgeSource.Saddle:
@@ -1300,13 +1415,14 @@ export class SamplerOperations {
                             ),
                         );
                     case ERC20BridgeSource.BalancerV2:
+                    case ERC20BridgeSource.Beethovenx:
                         const poolIds =
-                            this.poolsCaches[ERC20BridgeSource.BalancerV2].getCachedPoolAddressesForPair(
-                                takerToken,
-                                makerToken,
-                            ) || [];
+                            this.poolsCaches[source].getCachedPoolAddressesForPair(takerToken, makerToken) || [];
 
-                        const vault = BALANCER_V2_VAULT_ADDRESS_BY_CHAIN[this.chainId];
+                        const vault =
+                            source === ERC20BridgeSource.BalancerV2
+                                ? BALANCER_V2_VAULT_ADDRESS_BY_CHAIN[this.chainId]
+                                : BEETHOVEN_X_VAULT_ADDRESS_BY_CHAIN[this.chainId];
                         if (vault === NULL_ADDRESS) {
                             return [];
                         }
@@ -1316,10 +1432,9 @@ export class SamplerOperations {
                                 makerToken,
                                 takerToken,
                                 takerFillAmounts,
-                                ERC20BridgeSource.BalancerV2,
+                                source,
                             ),
                         );
-
                     case ERC20BridgeSource.Cream:
                         return (
                             this.poolsCaches[ERC20BridgeSource.Cream].getCachedPoolAddressesForPair(
@@ -1417,6 +1532,38 @@ export class SamplerOperations {
 
                         return this.getLidoSellQuotes(lidoInfo, makerToken, takerToken, takerFillAmounts);
                     }
+                    case ERC20BridgeSource.AaveV2: {
+                        if (!this.aaveReservesCache) {
+                            return [];
+                        }
+                        const reserve = this.aaveReservesCache.get(takerToken, makerToken);
+                        if (!reserve) {
+                            return [];
+                        }
+
+                        const info: AaveV2Info = {
+                            lendingPool: reserve.pool.lendingPool,
+                            aToken: reserve.aToken.id,
+                            underlyingToken: reserve.underlyingAsset,
+                        };
+                        return this.getAaveV2SellQuotes(info, makerToken, takerToken, takerFillAmounts);
+                    }
+                    case ERC20BridgeSource.Compound: {
+                        if (!this.compoundCTokenCache) {
+                            return [];
+                        }
+
+                        const cToken = this.compoundCTokenCache.get(takerToken, makerToken);
+                        if (!cToken) {
+                            return [];
+                        }
+                        return this.getCompoundSellQuotes(
+                            cToken.tokenAddress,
+                            makerToken,
+                            takerToken,
+                            takerFillAmounts,
+                        );
+                    }
                     default:
                         throw new Error(`Unsupported sell sample source: ${source}`);
                 }
@@ -1468,8 +1615,10 @@ export class SamplerOperations {
                     case ERC20BridgeSource.JetSwap:
                     case ERC20BridgeSource.Pangolin:
                     case ERC20BridgeSource.TraderJoe:
+                    case ERC20BridgeSource.UbeSwap:
                     case ERC20BridgeSource.SpiritSwap:
                     case ERC20BridgeSource.SpookySwap:
+                    case ERC20BridgeSource.MorpheusSwap:
                         const uniLikeRouter = uniswapV2LikeRouterAddress(this.chainId, source);
                         if (!isValidAddress(uniLikeRouter)) {
                             return [];
@@ -1499,6 +1648,7 @@ export class SamplerOperations {
                     case ERC20BridgeSource.Swerve:
                     case ERC20BridgeSource.SnowSwap:
                     case ERC20BridgeSource.Nerve:
+                    case ERC20BridgeSource.Synapse:
                     case ERC20BridgeSource.Belt:
                     case ERC20BridgeSource.Ellipsis:
                     case ERC20BridgeSource.Saddle:
@@ -1571,13 +1721,14 @@ export class SamplerOperations {
                             ),
                         );
                     case ERC20BridgeSource.BalancerV2:
+                    case ERC20BridgeSource.Beethovenx:
                         const poolIds =
-                            this.poolsCaches[ERC20BridgeSource.BalancerV2].getCachedPoolAddressesForPair(
-                                takerToken,
-                                makerToken,
-                            ) || [];
+                            this.poolsCaches[source].getCachedPoolAddressesForPair(takerToken, makerToken) || [];
 
-                        const vault = BALANCER_V2_VAULT_ADDRESS_BY_CHAIN[this.chainId];
+                        const vault =
+                            source === ERC20BridgeSource.BalancerV2
+                                ? BALANCER_V2_VAULT_ADDRESS_BY_CHAIN[this.chainId]
+                                : BEETHOVEN_X_VAULT_ADDRESS_BY_CHAIN[this.chainId];
                         if (vault === NULL_ADDRESS) {
                             return [];
                         }
@@ -1587,7 +1738,7 @@ export class SamplerOperations {
                                 makerToken,
                                 takerToken,
                                 makerFillAmounts,
-                                ERC20BridgeSource.BalancerV2,
+                                source,
                             ),
                         );
                     case ERC20BridgeSource.Cream:
@@ -1683,6 +1834,32 @@ export class SamplerOperations {
 
                         return this.getLidoBuyQuotes(lidoInfo, makerToken, takerToken, makerFillAmounts);
                     }
+                    case ERC20BridgeSource.AaveV2: {
+                        if (!this.aaveReservesCache) {
+                            return [];
+                        }
+                        const reserve = this.aaveReservesCache.get(takerToken, makerToken);
+                        if (!reserve) {
+                            return [];
+                        }
+                        const info: AaveV2Info = {
+                            lendingPool: reserve.pool.lendingPool,
+                            aToken: reserve.aToken.id,
+                            underlyingToken: reserve.underlyingAsset,
+                        };
+                        return this.getAaveV2BuyQuotes(info, makerToken, takerToken, makerFillAmounts);
+                    }
+                    case ERC20BridgeSource.Compound: {
+                        if (!this.compoundCTokenCache) {
+                            return [];
+                        }
+
+                        const cToken = this.compoundCTokenCache.get(takerToken, makerToken);
+                        if (!cToken) {
+                            return [];
+                        }
+                        return this.getCompoundBuyQuotes(cToken.tokenAddress, makerToken, takerToken, makerFillAmounts);
+                    }
                     default:
                         throw new Error(`Unsupported buy sample source: ${source}`);
                 }

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

@@ -3,13 +3,12 @@ import {
     FillQuoteTransformerOrderType,
     FillQuoteTransformerRfqOrderInfo,
 } from '@0x/protocol-utils';
-import { V4RFQIndicativeQuote } from '@0x/quote-server';
 import { MarketOperation } from '@0x/types';
 import { BigNumber } from '@0x/utils';
 
 import { NativeOrderWithFillableAmounts, RfqFirmQuoteValidator, RfqRequestOpts } from '../../types';
-import { QuoteRequestor } from '../../utils/quote_requestor';
-import { PriceComparisonsReport, QuoteReport } from '../quote_report_generator';
+import { QuoteRequestor, V4RFQIndicativeQuoteMM } from '../../utils/quote_requestor';
+import { ExtendedQuoteReportSources, PriceComparisonsReport, QuoteReport } from '../quote_report_generator';
 
 import { CollapsedPath } from './path';
 import { SourceFilters } from './source_filters';
@@ -69,6 +68,9 @@ export enum ERC20BridgeSource {
     CurveV2 = 'Curve_V2',
     Lido = 'Lido',
     ShibaSwap = 'ShibaSwap',
+    AaveV2 = 'Aave_V2',
+    Compound = 'Compound',
+    Synapse = 'Synapse',
     // BSC only
     PancakeSwap = 'PancakeSwap',
     PancakeSwapV2 = 'PancakeSwap_V2',
@@ -93,11 +95,19 @@ export enum ERC20BridgeSource {
     // Avalanche
     Pangolin = 'Pangolin',
     TraderJoe = 'TraderJoe',
+    // Celo only
+    UbeSwap = 'UbeSwap',
     // Fantom
     SpiritSwap = 'SpiritSwap',
     SpookySwap = 'SpookySwap',
+    Beethovenx = 'Beethovenx',
+    MorpheusSwap = 'MorpheusSwap',
 }
-export type SourcesWithPoolsCache = ERC20BridgeSource.Balancer | ERC20BridgeSource.BalancerV2 | ERC20BridgeSource.Cream;
+export type SourcesWithPoolsCache =
+    | ERC20BridgeSource.Balancer
+    | ERC20BridgeSource.BalancerV2
+    | ERC20BridgeSource.Beethovenx
+    | ERC20BridgeSource.Cream;
 
 // tslint:disable: enum-naming
 /**
@@ -106,11 +116,13 @@ export type SourcesWithPoolsCache = ERC20BridgeSource.Balancer | ERC20BridgeSour
 export enum CurveFunctionSelectors {
     None = '0x00000000',
     exchange = '0x3df02124',
-    exchange_underlying = '0xa6417ed6',
+    exchange_underlying = '0xa6417ed6', // exchange_underlying(int128 i, int128 j, uint256 dx, uint256 min_dy)
     get_dy_underlying = '0x07211ef7',
     get_dx_underlying = '0x0e71d1b9',
-    get_dy = '0x5e0d443f',
+    get_dy = '0x5e0d443f', // get_dy(int128,int128,uint256)
     get_dx = '0x67df02ca',
+    get_dy_uint256 = '0x556d6e9f', // get_dy(uint256,uint256,uint256)
+    exchange_underlying_uint256 = '0x65b2489b', // exchange_underlying(uint256,uint256,uint256,uint256)
     // Curve V2
     exchange_v2 = '0x5b41b908',
     exchange_underlying_v2 = '0x65b2489b',
@@ -119,7 +131,7 @@ export enum CurveFunctionSelectors {
     // Smoothy
     swap_uint256 = '0x5673b02d', // swap(uint256,uint256,uint256,uint256)
     get_swap_amount = '0x45cf2ef6', // getSwapAmount(uint256,uint256,uint256)
-    // Nerve BSC, Saddle Mainnet
+    // Nerve BSC, Saddle Mainnet, Synapse
     swap = '0x91695586', // swap(uint8,uint8,uint256,uint256,uint256)
     calculateSwap = '0xa95b089f', // calculateSwap(uint8,uint8,uint256)
 }
@@ -163,6 +175,12 @@ export interface BalancerV2PoolInfo {
     vault: string;
 }
 
+export interface AaveV2Info {
+    lendingPool: string;
+    aToken: string;
+    underlyingToken: string;
+}
+
 // Internal `fillData` field for `Fill` objects.
 export interface FillData {}
 
@@ -270,6 +288,19 @@ export interface LidoFillData extends FillData {
     takerToken: string;
 }
 
+export interface AaveV2FillData extends FillData {
+    lendingPool: string;
+    aToken: string;
+    underlyingToken: string;
+    takerToken: string;
+}
+
+export interface CompoundFillData extends FillData {
+    cToken: string;
+    takerToken: string;
+    makerToken: string;
+}
+
 /**
  * Represents a node on a fill path.
  */
@@ -425,6 +456,10 @@ export interface GetMarketOrdersOpts {
      * Default: 1.25.
      */
     sampleDistributionBase: number;
+    /**
+     * Number of samples to use when creating fill curves with neon-router
+     */
+    neonRouterNumSamples: number;
     /**
      * Fees for each liquidity source, expressed in gas.
      */
@@ -462,6 +497,37 @@ export interface GetMarketOrdersOpts {
      * Gas price to use for quote
      */
     gasPrice: BigNumber;
+
+    /**
+     * Sampler metrics for recording data on the sampler service and operations
+     */
+    samplerMetrics?: SamplerMetrics;
+}
+
+export interface SamplerMetrics {
+    /**
+     * Logs the gas information performed during a sampler call.
+     *
+     * @param data.gasBefore The gas remaining measured before any operations have been performed
+     * @param data.gasAfter The gas remaining measured after all operations have been performed
+     */
+    logGasDetails(data: { gasBefore: BigNumber; gasAfter: BigNumber }): void;
+
+    /**
+     * Logs the block number
+     *
+     * @param blockNumber block number of the sampler call
+     */
+    logBlockNumber(blockNumber: BigNumber): void;
+
+    /**
+     * Logs the routing timings
+     *
+     * @param data.router The router type (neon-router or js)
+     * @param data.type The type of timing being recorded (e.g total timing, all sources timing or vip timing)
+     * @param data.timingMs The timing in milliseconds
+     */
+    logRouterDetails(data: { router: 'neon-router' | 'js'; type: 'all' | 'vip' | 'total'; timingMs: number }): void;
 }
 
 /**
@@ -491,6 +557,7 @@ export interface OptimizerResult {
 
 export interface OptimizerResultWithReport extends OptimizerResult {
     quoteReport?: QuoteReport;
+    extendedQuoteReportSources?: ExtendedQuoteReportSources;
     priceComparisonsReport?: PriceComparisonsReport;
 }
 
@@ -519,7 +586,7 @@ export interface MarketSideLiquidity {
 
 export interface RawQuotes {
     nativeOrders: NativeOrderWithFillableAmounts[];
-    rfqtIndicativeQuotes: V4RFQIndicativeQuote[];
+    rfqtIndicativeQuotes: V4RFQIndicativeQuoteMM[];
     twoHopQuotes: Array<DexSample<MultiHopFillData>>;
     dexQuotes: Array<Array<DexSample<FillData>>>;
 }
@@ -546,6 +613,8 @@ export interface GenerateOptimizedOrdersOpts {
     allowFallback?: boolean;
     shouldBatchBridgeOrders?: boolean;
     gasPrice: BigNumber;
+    neonRouterNumSamples: number;
+    samplerMetrics?: SamplerMetrics;
 }
 
 export interface ComparisonPrice {

packages/asset-swapper/src/utils/quote_report_generator.ts

@@ -14,8 +14,9 @@ import {
     NativeFillData,
     NativeLimitOrderFillData,
     NativeRfqOrderFillData,
+    RawQuotes,
 } from './market_operation_utils/types';
-import { QuoteRequestor } from './quote_requestor';
+import { QuoteRequestor, V4RFQIndicativeQuoteMM } from './quote_requestor';
 
 export interface QuoteReportEntryBase {
     liquiditySource: ERC20BridgeSource;
@@ -36,30 +37,77 @@ export interface NativeLimitOrderQuoteReportEntry extends QuoteReportEntryBase {
     liquiditySource: ERC20BridgeSource.Native;
     fillData: NativeFillData;
     fillableTakerAmount: BigNumber;
-    isRfqt: false;
+    isRFQ: false;
 }
 
 export interface NativeRfqOrderQuoteReportEntry extends QuoteReportEntryBase {
     liquiditySource: ERC20BridgeSource.Native;
     fillData: NativeFillData;
     fillableTakerAmount: BigNumber;
-    isRfqt: true;
+    isRFQ: true;
     nativeOrder: RfqOrderFields;
     makerUri: string;
     comparisonPrice?: number;
 }
 
+export interface IndicativeRfqOrderQuoteReportEntry extends QuoteReportEntryBase {
+    liquiditySource: ERC20BridgeSource.Native;
+    fillableTakerAmount: BigNumber;
+    isRFQ: true;
+    makerUri?: string;
+    comparisonPrice?: number;
+}
+
 export type QuoteReportEntry =
     | BridgeQuoteReportEntry
     | MultiHopQuoteReportEntry
     | NativeLimitOrderQuoteReportEntry
     | NativeRfqOrderQuoteReportEntry;
 
+export type ExtendedQuoteReportEntry =
+    | BridgeQuoteReportEntry
+    | MultiHopQuoteReportEntry
+    | NativeLimitOrderQuoteReportEntry
+    | NativeRfqOrderQuoteReportEntry
+    | IndicativeRfqOrderQuoteReportEntry;
+
+export type ExtendedQuoteReportIndexedEntry = ExtendedQuoteReportEntry & {
+    quoteEntryIndex: number;
+    isDelivered: boolean;
+};
+
+export type ExtendedQuoteReportIndexedEntryOutbound = Omit<ExtendedQuoteReportIndexedEntry, 'fillData'> & {
+    fillData?: string;
+};
+
 export interface QuoteReport {
     sourcesConsidered: QuoteReportEntry[];
     sourcesDelivered: QuoteReportEntry[];
 }
 
+export interface ExtendedQuoteReportSources {
+    sourcesConsidered: ExtendedQuoteReportIndexedEntry[];
+    sourcesDelivered: ExtendedQuoteReportIndexedEntry[] | undefined;
+}
+
+export interface ExtendedQuoteReport {
+    quoteId?: string;
+    taker?: string;
+    timestamp: number;
+    firmQuoteReport: boolean;
+    submissionBy: 'taker' | 'metaTxn' | 'rfqm';
+    buyAmount?: string;
+    sellAmount?: string;
+    buyTokenAddress: string;
+    sellTokenAddress: string;
+    integratorId?: string;
+    slippageBips?: number;
+    zeroExTransactionHash?: string;
+    decodedUniqueId?: string;
+    sourcesConsidered: ExtendedQuoteReportIndexedEntryOutbound[];
+    sourcesDelivered: ExtendedQuoteReportIndexedEntryOutbound[] | undefined;
+}
+
 export interface PriceComparisonsReport {
     dexSources: BridgeQuoteReportEntry[];
     multiHopSources: MultiHopQuoteReportEntry[];
@@ -80,7 +128,7 @@ export function generateQuoteReport(
     const nativeOrderSourcesConsidered = nativeOrders.map(order =>
         nativeOrderToReportEntry(order.type, order as any, order.fillableTakerAmount, comparisonPrice, quoteRequestor),
     );
-    const sourcesConsidered = [...nativeOrderSourcesConsidered.filter(order => order.isRfqt)];
+    const sourcesConsidered = [...nativeOrderSourcesConsidered.filter(order => order.isRFQ)];
 
     let sourcesDelivered;
     if (Array.isArray(liquidityDelivered)) {
@@ -116,6 +164,105 @@ export function generateQuoteReport(
     };
 }
 
+/**
+ * Generates a report of sources considered while computing the optimized
+ * swap quote, the sources ultimately included in the computed quote. This
+ * extende version incudes all considered quotes, not only native liquidity.
+ */
+export function generateExtendedQuoteReportSources(
+    marketOperation: MarketOperation,
+    quotes: RawQuotes,
+    liquidityDelivered: ReadonlyArray<CollapsedFill> | DexSample<MultiHopFillData>,
+    amount: BigNumber,
+    comparisonPrice?: BigNumber | undefined,
+    quoteRequestor?: QuoteRequestor,
+): ExtendedQuoteReportSources {
+    const sourcesConsidered: ExtendedQuoteReportEntry[] = [];
+
+    // NativeOrders
+    sourcesConsidered.push(
+        ...quotes.nativeOrders.map(order =>
+            nativeOrderToReportEntry(
+                order.type,
+                order as any,
+                order.fillableTakerAmount,
+                comparisonPrice,
+                quoteRequestor,
+            ),
+        ),
+    );
+
+    // IndicativeQuotes
+    sourcesConsidered.push(
+        ...quotes.rfqtIndicativeQuotes.map(order => indicativeQuoteToReportEntry(order, comparisonPrice)),
+    );
+
+    // MultiHop
+    sourcesConsidered.push(...quotes.twoHopQuotes.map(quote => multiHopSampleToReportSource(quote, marketOperation)));
+
+    // Dex Quotes
+    sourcesConsidered.push(
+        ..._.flatten(
+            quotes.dexQuotes.map(dex =>
+                dex
+                    .filter(quote => isDexSampleForTotalAmount(quote, marketOperation, amount))
+                    .map(quote => dexSampleToReportSource(quote, marketOperation)),
+            ),
+        ),
+    );
+    const sourcesConsideredIndexed = sourcesConsidered.map(
+        (quote, index): ExtendedQuoteReportIndexedEntry => {
+            return {
+                ...quote,
+                quoteEntryIndex: index,
+                isDelivered: false,
+            };
+        },
+    );
+    let sourcesDelivered;
+    if (Array.isArray(liquidityDelivered)) {
+        // create easy way to look up fillable amounts
+        const nativeOrderSignaturesToFillableAmounts = _.fromPairs(
+            quotes.nativeOrders.map(o => {
+                return [_nativeDataToId(o), o.fillableTakerAmount];
+            }),
+        );
+        // map sources delivered
+        sourcesDelivered = liquidityDelivered.map(collapsedFill => {
+            if (_isNativeOrderFromCollapsedFill(collapsedFill)) {
+                return nativeOrderToReportEntry(
+                    collapsedFill.type,
+                    collapsedFill.fillData,
+                    nativeOrderSignaturesToFillableAmounts[_nativeDataToId(collapsedFill.fillData)],
+                    comparisonPrice,
+                    quoteRequestor,
+                );
+            } else {
+                return dexSampleToReportSource(collapsedFill, marketOperation);
+            }
+        });
+    } else {
+        sourcesDelivered = [
+            // tslint:disable-next-line: no-unnecessary-type-assertion
+            multiHopSampleToReportSource(liquidityDelivered as DexSample<MultiHopFillData>, marketOperation),
+        ];
+    }
+    const sourcesDeliveredIndexed = sourcesDelivered.map(
+        (quote, index): ExtendedQuoteReportIndexedEntry => {
+            return {
+                ...quote,
+                quoteEntryIndex: index,
+                isDelivered: false,
+            };
+        },
+    );
+
+    return {
+        sourcesConsidered: sourcesConsideredIndexed,
+        sourcesDelivered: sourcesDeliveredIndexed,
+    };
+}
+
 function _nativeDataToId(data: { signature: Signature }): string {
     const { v, r, s } = data.signature;
     return `${v}${r}${s}`;
@@ -153,6 +300,22 @@ export function dexSampleToReportSource(ds: DexSample, marketOperation: MarketOp
     }
 }
 
+/**
+ * Checks if a DEX sample is the one that represents the whole amount requested by taker
+ * NOTE: this is used for the QuoteReport to filter samples
+ */
+function isDexSampleForTotalAmount(ds: DexSample, marketOperation: MarketOperation, amount: BigNumber): boolean {
+    // input and output map to different values
+    // based on the market operation
+    if (marketOperation === MarketOperation.Buy) {
+        return ds.input === amount;
+    } else if (marketOperation === MarketOperation.Sell) {
+        return ds.output === amount;
+    } else {
+        throw new Error(`Unexpected marketOperation ${marketOperation}`);
+    }
+}
+
 /**
  * Generates a report sample for a MultiHop source
  * NOTE: this is used for the QuoteReport and quote price comparison data
@@ -208,17 +371,17 @@ export function nativeOrderToReportEntry(
     };
 
     // if we find this is an rfqt order, label it as such and associate makerUri
-    const isRfqt = type === FillQuoteTransformerOrderType.Rfq;
+    const isRFQ = type === FillQuoteTransformerOrderType.Rfq;
     const rfqtMakerUri =
-        isRfqt && quoteRequestor ? quoteRequestor.getMakerUriForSignature(fillData.signature) : undefined;
+        isRFQ && quoteRequestor ? quoteRequestor.getMakerUriForSignature(fillData.signature) : undefined;
 
-    if (isRfqt) {
+    if (isRFQ) {
         const nativeOrder = fillData.order as RfqOrderFields;
         // tslint:disable-next-line: no-object-literal-type-assertion
         return {
             liquiditySource: ERC20BridgeSource.Native,
             ...nativeOrderBase,
-            isRfqt: true,
+            isRFQ: true,
             makerUri: rfqtMakerUri || '',
             ...(comparisonPrice ? { comparisonPrice: comparisonPrice.toNumber() } : {}),
             nativeOrder,
@@ -229,8 +392,49 @@ export function nativeOrderToReportEntry(
         return {
             liquiditySource: ERC20BridgeSource.Native,
             ...nativeOrderBase,
-            isRfqt: false,
+            isRFQ: false,
             fillData,
         };
     }
 }
+
+/**
+ * Generates a report entry for an indicative RFQ Quote
+ * NOTE: this is used for the QuoteReport and quote price comparison data
+ */
+export function indicativeQuoteToReportEntry(
+    order: V4RFQIndicativeQuoteMM,
+    comparisonPrice?: BigNumber | undefined,
+): IndicativeRfqOrderQuoteReportEntry {
+    const nativeOrderBase = {
+        makerAmount: order.makerAmount,
+        takerAmount: order.takerAmount,
+        fillableTakerAmount: order.takerAmount,
+    };
+
+    // tslint:disable-next-line: no-object-literal-type-assertion
+    return {
+        liquiditySource: ERC20BridgeSource.Native,
+        ...nativeOrderBase,
+        isRFQ: true,
+        makerUri: order.makerUri,
+        fillData: {},
+        ...(comparisonPrice ? { comparisonPrice: comparisonPrice.toNumber() } : {}),
+    };
+}
+
+/**
+ * For the extended quote report, we output the filldata as JSON
+ */
+export function jsonifyFillData(source: ExtendedQuoteReportIndexedEntry): ExtendedQuoteReportIndexedEntryOutbound {
+    return {
+        ...source,
+        fillData: JSON.stringify(source.fillData, (key: string, value: any) => {
+            if (key === '_samplerContract') {
+                return {};
+            } else {
+                return value;
+            }
+        }),
+    };
+}

packages/asset-swapper/src/utils/quote_requestor.ts

@@ -39,6 +39,10 @@ interface RfqQuote<T> {
     makerUri: string;
 }
 
+export interface V4RFQIndicativeQuoteMM extends V4RFQIndicativeQuote {
+    makerUri: string;
+}
+
 export interface MetricsProxy {
     /**
      * Increments a counter that is tracking valid Firm Quotes that are dropped due to low expiration.
@@ -343,7 +347,7 @@ export class QuoteRequestor {
         marketOperation: MarketOperation,
         comparisonPrice: BigNumber | undefined,
         options: RfqmRequestOptions,
-    ): Promise<V4RFQIndicativeQuote[]> {
+    ): Promise<V4RFQIndicativeQuoteMM[]> {
         const _opts: RfqRequestOpts = {
             ...constants.DEFAULT_RFQT_REQUEST_OPTS,
             ...options,
@@ -367,7 +371,7 @@ export class QuoteRequestor {
         marketOperation: MarketOperation,
         comparisonPrice: BigNumber | undefined,
         options: RfqRequestOpts,
-    ): Promise<V4RFQIndicativeQuote[]> {
+    ): Promise<V4RFQIndicativeQuoteMM[]> {
         const _opts: RfqRequestOpts = { ...constants.DEFAULT_RFQT_REQUEST_OPTS, ...options };
         // Originally a takerAddress was required for indicative quotes, but
         // now we've eliminated that requirement.  @0x/quote-server, however,
@@ -398,8 +402,8 @@ export class QuoteRequestor {
         return this._orderSignatureToMakerUri[nativeDataToId({ signature })];
     }
 
-    private _isValidRfqtIndicativeQuoteResponse(response: V4RFQIndicativeQuote): boolean {
-        const requiredKeys: Array<keyof V4RFQIndicativeQuote> = [
+    private _isValidRfqtIndicativeQuoteResponse(response: V4RFQIndicativeQuoteMM): boolean {
+        const requiredKeys: Array<keyof V4RFQIndicativeQuoteMM> = [
             'makerAmount',
             'takerAmount',
             'makerToken',
@@ -545,7 +549,10 @@ export class QuoteRequestor {
                             },
                         });
                         rfqMakerBlacklist.logTimeoutOrLackThereof(typedMakerUrl.url, latencyMs >= timeoutMs);
-                        return { response: response.data, makerUri: typedMakerUrl.url };
+                        return {
+                            response: { ...response.data, makerUri: typedMakerUrl.url },
+                            makerUri: typedMakerUrl.url,
+                        };
                     } else {
                         if (this._altRfqCreds === undefined) {
                             throw new Error(`don't have credentials for alt MM`);
@@ -694,7 +701,6 @@ export class QuoteRequestor {
             } else {
                 const secondsRemaining = msRemainingUntilExpiration.div(ONE_SECOND_MS);
                 this._metrics?.measureExpirationForValidOrder(isLastLook, order.maker, secondsRemaining);
-
                 const takerAmount = new BigNumber(order.takerAmount);
                 const fillRatio = takerAmount.div(assetFillAmount);
                 if (fillRatio.lt(1) && fillRatio.gte(FILL_RATIO_WARNING_LEVEL)) {
@@ -744,9 +750,9 @@ export class QuoteRequestor {
         comparisonPrice: BigNumber | undefined,
         options: RfqRequestOpts,
         assetOfferings: RfqMakerAssetOfferings,
-    ): Promise<V4RFQIndicativeQuote[]> {
+    ): Promise<V4RFQIndicativeQuoteMM[]> {
         // fetch quotes
-        const rawQuotes = await this._getQuotesAsync<V4RFQIndicativeQuote>(
+        const rawQuotes = await this._getQuotesAsync<V4RFQIndicativeQuoteMM>(
             makerToken,
             takerToken,
             assetFillAmount,
@@ -758,7 +764,7 @@ export class QuoteRequestor {
         );
 
         // validate
-        const validationFunction = (o: V4RFQIndicativeQuote) => this._isValidRfqtIndicativeQuoteResponse(o);
+        const validationFunction = (o: V4RFQIndicativeQuoteMM) => this._isValidRfqtIndicativeQuoteResponse(o);
         const validQuotes = rawQuotes.filter(result => {
             const order = result.response;
             if (!validationFunction(order)) {

packages/asset-swapper/test/artifacts.ts

@@ -10,6 +10,7 @@ import * as BalanceChecker from '../test/generated-artifacts/BalanceChecker.json
 import * as BalancerSampler from '../test/generated-artifacts/BalancerSampler.json';
 import * as BalancerV2Sampler from '../test/generated-artifacts/BalancerV2Sampler.json';
 import * as BancorSampler from '../test/generated-artifacts/BancorSampler.json';
+import * as CompoundSampler from '../test/generated-artifacts/CompoundSampler.json';
 import * as CurveSampler from '../test/generated-artifacts/CurveSampler.json';
 import * as DODOSampler from '../test/generated-artifacts/DODOSampler.json';
 import * as DODOV2Sampler from '../test/generated-artifacts/DODOV2Sampler.json';
@@ -52,6 +53,7 @@ export const artifacts = {
     BalancerSampler: BalancerSampler as ContractArtifact,
     BalancerV2Sampler: BalancerV2Sampler as ContractArtifact,
     BancorSampler: BancorSampler as ContractArtifact,
+    CompoundSampler: CompoundSampler as ContractArtifact,
     CurveSampler: CurveSampler as ContractArtifact,
     DODOSampler: DODOSampler as ContractArtifact,
     DODOV2Sampler: DODOV2Sampler as ContractArtifact,

packages/asset-swapper/test/exchange_proxy_swap_quote_consumer_test.ts

@@ -125,6 +125,7 @@ describe('ExchangeProxySwapQuoteConsumer', () => {
                 gas: Math.floor(Math.random() * 8e6),
                 protocolFeeInWeiAmount: getRandomAmount(),
                 feeTakerTokenAmount: getRandomAmount(),
+                slippage: 0,
             },
             worstCaseQuoteInfo: {
                 makerAmount: makerTokenFillAmount,
@@ -133,6 +134,7 @@ describe('ExchangeProxySwapQuoteConsumer', () => {
                 gas: Math.floor(Math.random() * 8e6),
                 protocolFeeInWeiAmount: getRandomAmount(),
                 feeTakerTokenAmount: getRandomAmount(),
+                slippage: 0,
             },
             makerAmountPerEth: getRandomInteger(1, 1e9),
             takerAmountPerEth: getRandomInteger(1, 1e9),

packages/asset-swapper/test/market_operation_utils_test.ts

@@ -23,6 +23,7 @@ import {
     POSITIVE_INF,
     SELL_SOURCE_FILTER_BY_CHAIN_ID,
     SOURCE_FLAGS,
+    ZERO_AMOUNT,
 } from '../src/utils/market_operation_utils/constants';
 import { createFills } from '../src/utils/market_operation_utils/fills';
 import { PoolsCache } from '../src/utils/market_operation_utils/pools_cache';
@@ -159,7 +160,11 @@ describe('MarketOperationUtils tests', () => {
         } else {
             requestor
                 .setup(r => r.requestRfqtIndicativeQuotesAsync(...args))
-                .returns(async () => results.map(r => r.order))
+                .returns(async () =>
+                    results.map(r => {
+                        return { ...r.order, makerUri: 'https://foo.bar/' };
+                    }),
+                )
                 .verifiable(verifiable);
         }
         return requestor;
@@ -423,6 +428,8 @@ describe('MarketOperationUtils tests', () => {
         getTwoHopSellQuotes: (..._params: any[]) => [],
         getTwoHopBuyQuotes: (..._params: any[]) => [],
         isAddressContract: (..._params: any[]) => false,
+        getGasLeft: () => ZERO_AMOUNT,
+        getBlockNumber: () => ZERO_AMOUNT,
     };
 
     const MOCK_SAMPLER = ({

packages/asset-swapper/test/quote_report_generator_test.ts

@@ -155,7 +155,7 @@ describe('generateQuoteReport', async () => {
             makerAmount: rfqtOrder1.order.makerAmount,
             takerAmount: rfqtOrder1.order.takerAmount,
             fillableTakerAmount: rfqtOrder1.fillableTakerAmount,
-            isRfqt: true,
+            isRFQ: true,
             makerUri: 'https://rfqt1.provider.club',
             nativeOrder: rfqtOrder1.order,
             fillData: {
@@ -167,7 +167,7 @@ describe('generateQuoteReport', async () => {
             makerAmount: rfqtOrder2.order.makerAmount,
             takerAmount: rfqtOrder2.order.takerAmount,
             fillableTakerAmount: rfqtOrder2.fillableTakerAmount,
-            isRfqt: true,
+            isRFQ: true,
             makerUri: 'https://rfqt2.provider.club',
             nativeOrder: rfqtOrder2.order,
             fillData: {
@@ -179,7 +179,7 @@ describe('generateQuoteReport', async () => {
             makerAmount: orderbookOrder2.order.makerAmount,
             takerAmount: orderbookOrder2.order.takerAmount,
             fillableTakerAmount: orderbookOrder2.fillableTakerAmount,
-            isRfqt: false,
+            isRFQ: false,
             fillData: {
                 order: orderbookOrder2.order,
             } as NativeLimitOrderFillData,
@@ -263,7 +263,7 @@ describe('generateQuoteReport', async () => {
             makerAmount: orderbookOrder1.order.makerAmount,
             takerAmount: orderbookOrder1.order.takerAmount,
             fillableTakerAmount: orderbookOrder1.fillableTakerAmount,
-            isRfqt: false,
+            isRFQ: false,
             fillData: {
                 order: orderbookOrder1.order,
             } as NativeLimitOrderFillData,

packages/asset-swapper/test/quote_requestor_test.ts

@@ -494,15 +494,18 @@ describe('QuoteRequestor', async () => {
                 expiry: makeThreeMinuteExpiry(),
             };
 
+            const goodMMUri1 = 'https://1337.0.0.1';
+            const goodMMUri2 = 'https://37.0.0.1';
+
             mockedRequests.push({
                 ...mockedDefaults,
-                endpoint: 'https://1337.0.0.1',
+                endpoint: goodMMUri1,
                 responseData: successfulQuote1,
             });
             // [GOOD] Another Successful response
             mockedRequests.push({
                 ...mockedDefaults,
-                endpoint: 'https://37.0.0.1',
+                endpoint: goodMMUri2,
                 responseData: successfulQuote1,
             });
 
@@ -532,6 +535,16 @@ describe('QuoteRequestor', async () => {
                 responseData: { ...successfulQuote1, takerToken: otherToken1 },
             });
 
+            const assetOfferings: { [k: string]: [[string, string]] } = {
+                'https://420.0.0.1': [[makerToken, takerToken]],
+                'https://421.0.0.1': [[makerToken, takerToken]],
+                'https://422.0.0.1': [[makerToken, takerToken]],
+                'https://423.0.0.1': [[makerToken, takerToken]],
+                'https://424.0.0.1': [[makerToken, takerToken]],
+            };
+            assetOfferings[goodMMUri1] = [[makerToken, takerToken]];
+            assetOfferings[goodMMUri2] = [[makerToken, takerToken]];
+
             return testHelpers.withMockedRfqQuotes(
                 mockedRequests,
                 [],
@@ -539,15 +552,7 @@ describe('QuoteRequestor', async () => {
                 async () => {
                     const qr = new QuoteRequestor(
                         {}, // No RFQ-T asset offerings
-                        {
-                            'https://1337.0.0.1': [[makerToken, takerToken]],
-                            'https://37.0.0.1': [[makerToken, takerToken]],
-                            'https://420.0.0.1': [[makerToken, takerToken]],
-                            'https://421.0.0.1': [[makerToken, takerToken]],
-                            'https://422.0.0.1': [[makerToken, takerToken]],
-                            'https://423.0.0.1': [[makerToken, takerToken]],
-                            'https://424.0.0.1': [[makerToken, takerToken]],
-                        },
+                        assetOfferings,
                         quoteRequestorHttpClient,
                     );
                     const resp = await qr.requestRfqmIndicativeQuotesAsync(
@@ -572,7 +577,12 @@ describe('QuoteRequestor', async () => {
                             },
                         },
                     );
-                    expect(resp.sort()).to.eql([successfulQuote1, successfulQuote1].sort());
+                    expect(resp.sort()).to.eql(
+                        [
+                            { ...successfulQuote1, makerUri: goodMMUri1 },
+                            { ...successfulQuote1, makerUri: goodMMUri2 },
+                        ].sort(),
+                    );
                 },
                 quoteRequestorHttpClient,
             );
@@ -622,9 +632,12 @@ describe('QuoteRequestor', async () => {
                 expiry: makeThreeMinuteExpiry(),
             };
 
+            const goodMMUri1 = 'https://1337.0.0.1';
+            const goodMMUri2 = 'https://37.0.0.1';
+
             mockedRequests.push({
                 ...mockedDefaults,
-                endpoint: 'https://1337.0.0.1',
+                endpoint: goodMMUri1,
                 responseData: successfulQuote1,
             });
             // Test out a bad response code, ensure it doesnt cause throw
@@ -655,28 +668,26 @@ describe('QuoteRequestor', async () => {
             // Another Successful response
             mockedRequests.push({
                 ...mockedDefaults,
-                endpoint: 'https://37.0.0.1',
+                endpoint: goodMMUri2,
                 responseData: successfulQuote1,
             });
 
+            const assetOfferings: { [k: string]: [[string, string]] } = {
+                'https://420.0.0.1': [[makerToken, takerToken]],
+                'https://421.0.0.1': [[makerToken, takerToken]],
+                'https://422.0.0.1': [[makerToken, takerToken]],
+                'https://423.0.0.1': [[makerToken, takerToken]],
+                'https://424.0.0.1': [[makerToken, takerToken]],
+            };
+            assetOfferings[goodMMUri1] = [[makerToken, takerToken]];
+            assetOfferings[goodMMUri2] = [[makerToken, takerToken]];
+
             return testHelpers.withMockedRfqQuotes(
                 mockedRequests,
                 [],
                 RfqQuoteEndpoint.Indicative,
                 async () => {
-                    const qr = new QuoteRequestor(
-                        {
-                            'https://1337.0.0.1': [[makerToken, takerToken]],
-                            'https://420.0.0.1': [[makerToken, takerToken]],
-                            'https://421.0.0.1': [[makerToken, takerToken]],
-                            'https://422.0.0.1': [[makerToken, takerToken]],
-                            'https://423.0.0.1': [[makerToken, takerToken]],
-                            'https://424.0.0.1': [[makerToken, takerToken]],
-                            'https://37.0.0.1': [[makerToken, takerToken]],
-                        },
-                        {},
-                        quoteRequestorHttpClient,
-                    );
+                    const qr = new QuoteRequestor(assetOfferings, {}, quoteRequestorHttpClient);
                     const resp = await qr.requestRfqtIndicativeQuotesAsync(
                         makerToken,
                         takerToken,
@@ -693,7 +704,12 @@ describe('QuoteRequestor', async () => {
                             intentOnFilling: true,
                         },
                     );
-                    expect(resp.sort()).to.eql([successfulQuote1, successfulQuote1].sort());
+                    expect(resp.sort()).to.eql(
+                        [
+                            { ...successfulQuote1, makerUri: goodMMUri1 },
+                            { ...successfulQuote1, makerUri: goodMMUri2 },
+                        ].sort(),
+                    );
                 },
                 quoteRequestorHttpClient,
             );
@@ -784,7 +800,7 @@ describe('QuoteRequestor', async () => {
                             makerEndpointMaxResponseTimeMs: maxTimeoutMs,
                         },
                     );
-                    expect(resp.sort()).to.eql([successfulQuote1].sort()); // notice only one result, despite two requests made
+                    expect(resp.sort()).to.eql([{ ...successfulQuote1, makerUri: 'https://1337.0.0.1' }].sort()); // notice only one result, despite two requests made
                 },
                 quoteRequestorHttpClient,
             );
@@ -847,7 +863,7 @@ describe('QuoteRequestor', async () => {
                             intentOnFilling: true,
                         },
                     );
-                    expect(resp.sort()).to.eql([successfulQuote1].sort());
+                    expect(resp.sort()).to.eql([{ ...successfulQuote1, makerUri: 'https://1337.0.0.1' }].sort());
                 },
                 quoteRequestorHttpClient,
             );

packages/asset-swapper/test/utils/swap_quote.ts

@@ -24,6 +24,7 @@ export async function getFullyFillableSwapQuoteWithNoFeesAsync(
         totalTakerAmount: takerAmount,
         protocolFeeInWeiAmount: protocolFeePerOrder.times(orders.length),
         gas: 200e3,
+        slippage: 0,
     };
 
     const breakdown = {

packages/asset-swapper/test/wrappers.ts

@@ -8,6 +8,7 @@ export * from '../test/generated-wrappers/balance_checker';
 export * from '../test/generated-wrappers/balancer_sampler';
 export * from '../test/generated-wrappers/balancer_v2_sampler';
 export * from '../test/generated-wrappers/bancor_sampler';
+export * from '../test/generated-wrappers/compound_sampler';
 export * from '../test/generated-wrappers/curve_sampler';
 export * from '../test/generated-wrappers/d_o_d_o_sampler';
 export * from '../test/generated-wrappers/d_o_d_o_v2_sampler';

packages/asset-swapper/tsconfig.json

@@ -11,6 +11,7 @@
         "test/generated-artifacts/BalancerSampler.json",
         "test/generated-artifacts/BalancerV2Sampler.json",
         "test/generated-artifacts/BancorSampler.json",
+        "test/generated-artifacts/CompoundSampler.json",
         "test/generated-artifacts/CurveSampler.json",
         "test/generated-artifacts/DODOSampler.json",
         "test/generated-artifacts/DODOV2Sampler.json",

packages/contract-addresses/CHANGELOG.json

@@ -1,4 +1,51 @@
 [
+    {
+        "version": "6.12.0",
+        "changes": [
+            {
+                "note": "Add Support for Arbitrum One Mainnet"
+            }
+        ]
+    },
+    {
+        "version": "6.11.0",
+        "changes": [
+            {
+                "note": "Add Optimism addresses",
+                "pr": 385
+            }
+        ],
+        "timestamp": 1640364306
+    },
+    {
+        "version": "6.10.0",
+        "changes": [
+            {
+                "note": "Add Aave supported FQT addresses for Polygon, Avalanche",
+                "pr": 321
+            }
+        ],
+        "timestamp": 1638390144
+    },
+    {
+        "version": "6.9.0",
+        "changes": [
+            {
+                "note": "Add Celo addresses",
+                "pr": 368
+            }
+        ],
+        "timestamp": 1637102971
+    },
+    {
+        "timestamp": 1635903615,
+        "version": "6.8.1",
+        "changes": [
+            {
+                "note": "Dependencies updated"
+            }
+        ]
+    },
     {
         "version": "6.8.0",
         "changes": [

packages/contract-addresses/CHANGELOG.md

@@ -5,6 +5,22 @@ Edit the package's CHANGELOG.json file only.
 
 CHANGELOG
 
+## v6.11.0 - _December 24, 2021_
+
+    * Add Optimism addresses (#385)
+
+## v6.10.0 - _December 1, 2021_
+
+    * Add Aave supported FQT addresses for Polygon, Avalanche (#321)
+
+## v6.9.0 - _November 16, 2021_
+
+    * Add Celo addresses (#368)
+
+## v6.8.1 - _November 3, 2021_
+
+    * Dependencies updated
+
 ## v6.8.0 - _October 19, 2021_
 
     * Fantom deployment (#347)

packages/contract-addresses/addresses.json

@@ -244,11 +244,11 @@
         "exchangeProxyLiquidityProviderSandbox": "0x0000000000000000000000000000000000000000",
         "zrxTreasury": "0x0000000000000000000000000000000000000000",
         "transformers": {
-            "wethTransformer": "0xc6b0d3c45a6b5092808196cb00df5c357d55e1d5",
-            "payTakerTransformer": "0x7209185959d7227fb77274e1e88151d7c4c368d3",
-            "affiliateFeeTransformer": "0x3f16ca81691dab9184cb4606c361d73c4fd2510a",
-            "fillQuoteTransformer": "0x99356167edba8fbdc36959e3f5d0c43d1ba9c6db",
-            "positiveSlippageFeeTransformer": "0x45b3a72221e571017c0f0ec42189e11d149d0ace"
+            "wethTransformer": "0x7209185959d7227fb77274e1e88151d7c4c368d3",
+            "payTakerTransformer": "0x3f16ca81691dab9184cb4606c361d73c4fd2510a",
+            "affiliateFeeTransformer": "0x99356167edba8fbdc36959e3f5d0c43d1ba9c6db",
+            "fillQuoteTransformer": "0x45b3a72221e571017c0f0ec42189e11d149d0ace",
+            "positiveSlippageFeeTransformer": "0xdd66c23e07b4d6925b6089b5fe6fc9e62941afe8"
         }
     },
     "137": {
@@ -289,7 +289,7 @@
             "wethTransformer": "0xe309d011cc6f189a3e8dcba85922715a019fed38",
             "payTakerTransformer": "0x5ba7b9be86cda01cfbf56e0fb97184783be9dda1",
             "affiliateFeeTransformer": "0xbed27284b42e5684e987169cf1da09c5d6c49fa8",
-            "fillQuoteTransformer": "0xf708d512b8a82e2862543a630403327174410baf",
+            "fillQuoteTransformer": "0xd3afdf4a8ea9183e76c9c2306cda03ea4afffea5",
             "positiveSlippageFeeTransformer": "0x4cd8f1c0df4d40fcc1e073845d5f6f4ed5cc8dab"
         }
     },
@@ -373,7 +373,7 @@
             "wethTransformer": "0x9b8b52391071d71cd4ad1e61d7f273268fa34c6c",
             "payTakerTransformer": "0x898c6fde239d646c73f0a57e3570b6f86a3d62a3",
             "affiliateFeeTransformer": "0x34617b855411e52fbc05899435f44cbd0503022c",
-            "fillQuoteTransformer": "0x8a5417dd7ffde61ec61e11b45797e16686e1d6b9",
+            "fillQuoteTransformer": "0xd421f50b3ae27f223aa35a04944236d257235412",
             "positiveSlippageFeeTransformer": "0x470ba89da18a6db6e8a0567b3c9214b960861857"
         }
     },
@@ -418,5 +418,173 @@
             "fillQuoteTransformer": "0x71de60a1b160094a3f6c7e1b883ff9337d639131",
             "positiveSlippageFeeTransformer": "0xe87d69b285005cc82b53b844322652c49ed64600"
         }
+    },
+    "42161": {
+        "erc20Proxy": "0x0000000000000000000000000000000000000000",
+        "erc721Proxy": "0x0000000000000000000000000000000000000000",
+        "zrxToken": "0x0000000000000000000000000000000000000000",
+        "etherToken": "0x21be370d5312f44cb42ce377bc9b8a0cef1a4c83",
+        "exchangeV2": "0x0000000000000000000000000000000000000000",
+        "exchange": "0x0000000000000000000000000000000000000000",
+        "assetProxyOwner": "0x0000000000000000000000000000000000000000",
+        "zeroExGovernor": "0x0000000000000000000000000000000000000000",
+        "forwarder": "0x0000000000000000000000000000000000000000",
+        "coordinatorRegistry": "0x0000000000000000000000000000000000000000",
+        "coordinator": "0x0000000000000000000000000000000000000000",
+        "multiAssetProxy": "0x0000000000000000000000000000000000000000",
+        "staticCallProxy": "0x0000000000000000000000000000000000000000",
+        "erc1155Proxy": "0x0000000000000000000000000000000000000000",
+        "devUtils": "0x0000000000000000000000000000000000000000",
+        "zrxVault": "0x0000000000000000000000000000000000000000",
+        "staking": "0x0000000000000000000000000000000000000000",
+        "stakingProxy": "0x0000000000000000000000000000000000000000",
+        "erc20BridgeProxy": "0x0000000000000000000000000000000000000000",
+        "erc20BridgeSampler": "0x0000000000000000000000000000000000000000",
+        "chaiBridge": "0x0000000000000000000000000000000000000000",
+        "dydxBridge": "0x0000000000000000000000000000000000000000",
+        "godsUnchainedValidator": "0x0000000000000000000000000000000000000000",
+        "broker": "0x0000000000000000000000000000000000000000",
+        "chainlinkStopLimit": "0x0000000000000000000000000000000000000000",
+        "maximumGasPrice": "0x0000000000000000000000000000000000000000",
+        "dexForwarderBridge": "0x0000000000000000000000000000000000000000",
+        "exchangeProxyGovernor": "0xf760c5b88d970d6f97e64e264dac5a3767dafd74",
+        "exchangeProxy": "0xdef189deaef76e379df891899eb5a00a94cbc250",
+        "exchangeProxyTransformerDeployer": "0x47f01db18a38261e4cb153bae6db7d3743acb33c",
+        "exchangeProxyFlashWallet": "0xb4d961671cadfed687e040b076eee29840c142e5",
+        "exchangeProxyLiquidityProviderSandbox": "0xca64d4225804f2ae069760cb5ff2f1d8bac1c2f9",
+        "zrxTreasury": "0x0000000000000000000000000000000000000000",
+        "transformers": {
+            "wethTransformer": "0x9b6aa8f26a92108e7d1f66373d757bb955112703",
+            "payTakerTransformer": "0x32df54951d33d7460e15fa59b1fcc262183ce4c2",
+            "affiliateFeeTransformer": "0x67efa679a4b56c38713d478e649c88247f4f8e88",
+            "fillQuoteTransformer": "0x71de60a1b160094a3f6c7e1b883ff9337d639131",
+            "positiveSlippageFeeTransformer": "0xe87d69b285005cc82b53b844322652c49ed64600"
+        }
+    },
+    "42220": {
+        "erc20Proxy": "0x0000000000000000000000000000000000000000",
+        "erc721Proxy": "0x0000000000000000000000000000000000000000",
+        "zrxToken": "0x0000000000000000000000000000000000000000",
+        "etherToken": "0x471ece3750da237f93b8e339c536989b8978a438",
+        "exchangeV2": "0x0000000000000000000000000000000000000000",
+        "exchange": "0x0000000000000000000000000000000000000000",
+        "assetProxyOwner": "0x0000000000000000000000000000000000000000",
+        "zeroExGovernor": "0x0000000000000000000000000000000000000000",
+        "forwarder": "0x0000000000000000000000000000000000000000",
+        "coordinatorRegistry": "0x0000000000000000000000000000000000000000",
+        "coordinator": "0x0000000000000000000000000000000000000000",
+        "multiAssetProxy": "0x0000000000000000000000000000000000000000",
+        "staticCallProxy": "0x0000000000000000000000000000000000000000",
+        "erc1155Proxy": "0x0000000000000000000000000000000000000000",
+        "devUtils": "0x0000000000000000000000000000000000000000",
+        "zrxVault": "0x0000000000000000000000000000000000000000",
+        "staking": "0x0000000000000000000000000000000000000000",
+        "stakingProxy": "0x0000000000000000000000000000000000000000",
+        "erc20BridgeProxy": "0x0000000000000000000000000000000000000000",
+        "erc20BridgeSampler": "0x0000000000000000000000000000000000000000",
+        "chaiBridge": "0x0000000000000000000000000000000000000000",
+        "dydxBridge": "0x0000000000000000000000000000000000000000",
+        "godsUnchainedValidator": "0x0000000000000000000000000000000000000000",
+        "broker": "0x0000000000000000000000000000000000000000",
+        "chainlinkStopLimit": "0x0000000000000000000000000000000000000000",
+        "maximumGasPrice": "0x0000000000000000000000000000000000000000",
+        "dexForwarderBridge": "0x0000000000000000000000000000000000000000",
+        "exchangeProxyGovernor": "0x92115010fd9b170d4918b102efc86b1b7bebdc7f",
+        "exchangeProxy": "0xdef1c0ded9bec7f1a1670819833240f027b25eff",
+        "exchangeProxyTransformerDeployer": "0x1fe80d5ad9464dba2d60b88e449305f184823f8a",
+        "exchangeProxyFlashWallet": "0xdb6f1920a889355780af7570773609bd8cb1f498",
+        "exchangeProxyLiquidityProviderSandbox": "0x0000000000000000000000000000000000000000",
+        "zrxTreasury": "0x0000000000000000000000000000000000000000",
+        "transformers": {
+            "wethTransformer": "0x948e03e708b4c62c63f89157a3aa76b986c110ed",
+            "payTakerTransformer": "0x90fb6c638ece8f3e4bfda1c6d6425626b53148b0",
+            "affiliateFeeTransformer": "0xc93913692ed073cb0cb37d4a760afd7916e9cb01",
+            "fillQuoteTransformer": "0xa825d4d3c4d2820c52da69fcccf269b4081871f2",
+            "positiveSlippageFeeTransformer": "0x9ffc7a79133ed5242777e40764777a6d5aab282c"
+        }
+    },
+    "10": {
+        "erc20Proxy": "0x0000000000000000000000000000000000000000",
+        "erc721Proxy": "0x0000000000000000000000000000000000000000",
+        "zrxToken": "0x0000000000000000000000000000000000000000",
+        "etherToken": "0x4200000000000000000000000000000000000006",
+        "exchangeV2": "0x0000000000000000000000000000000000000000",
+        "exchange": "0x0000000000000000000000000000000000000000",
+        "assetProxyOwner": "0x0000000000000000000000000000000000000000",
+        "zeroExGovernor": "0x0000000000000000000000000000000000000000",
+        "forwarder": "0x0000000000000000000000000000000000000000",
+        "coordinatorRegistry": "0x0000000000000000000000000000000000000000",
+        "coordinator": "0x0000000000000000000000000000000000000000",
+        "multiAssetProxy": "0x0000000000000000000000000000000000000000",
+        "staticCallProxy": "0x0000000000000000000000000000000000000000",
+        "erc1155Proxy": "0x0000000000000000000000000000000000000000",
+        "devUtils": "0x0000000000000000000000000000000000000000",
+        "zrxVault": "0x0000000000000000000000000000000000000000",
+        "staking": "0x0000000000000000000000000000000000000000",
+        "stakingProxy": "0x0000000000000000000000000000000000000000",
+        "erc20BridgeProxy": "0x0000000000000000000000000000000000000000",
+        "erc20BridgeSampler": "0x0000000000000000000000000000000000000000",
+        "chaiBridge": "0x0000000000000000000000000000000000000000",
+        "dydxBridge": "0x0000000000000000000000000000000000000000",
+        "godsUnchainedValidator": "0x0000000000000000000000000000000000000000",
+        "broker": "0x0000000000000000000000000000000000000000",
+        "chainlinkStopLimit": "0x0000000000000000000000000000000000000000",
+        "maximumGasPrice": "0x0000000000000000000000000000000000000000",
+        "dexForwarderBridge": "0x0000000000000000000000000000000000000000",
+        "exchangeProxyGovernor": "0x6d506b2847df0c6f04d2628da1adaf4d8fb2e81b",
+        "exchangeProxy": "0xdef1abe32c034e558cdd535791643c58a13acc10",
+        "exchangeProxyTransformerDeployer": "0x3a539ed6bd42de8fbaf3899fb490c792e153d647",
+        "exchangeProxyFlashWallet": "0xa3128d9b7cca7d5af29780a56abeec12b05a6740",
+        "exchangeProxyLiquidityProviderSandbox": "0x0000000000000000000000000000000000000000",
+        "zrxTreasury": "0x0000000000000000000000000000000000000000",
+        "transformers": {
+            "wethTransformer": "0x02ce7af6520e2862f961f5d7eda746642865179c",
+            "payTakerTransformer": "0x085d10a34f14f6a631ea8ff7d016782ee3ffaa11",
+            "affiliateFeeTransformer": "0x55cf1d7535250db75bf0190493f55781ee583553",
+            "fillQuoteTransformer": "0x3543ef833d28b7e983c293856561f21a7f089f1d",
+            "positiveSlippageFeeTransformer": "0xb11e14565dfbeb702dea9bc0cb47f1a8b32f4783"
+        }
+    },
+    "42161": {
+        "erc20Proxy": "0x0000000000000000000000000000000000000000",
+        "erc721Proxy": "0x0000000000000000000000000000000000000000",
+        "zrxToken": "0x0000000000000000000000000000000000000000",
+        "etherToken": "0x82af49447d8a07e3bd95bd0d56f35241523fbab1",
+        "exchangeV2": "0x0000000000000000000000000000000000000000",
+        "exchange": "0x0000000000000000000000000000000000000000",
+        "assetProxyOwner": "0x0000000000000000000000000000000000000000",
+        "zeroExGovernor": "0x0000000000000000000000000000000000000000",
+        "forwarder": "0x0000000000000000000000000000000000000000",
+        "coordinatorRegistry": "0x0000000000000000000000000000000000000000",
+        "coordinator": "0x0000000000000000000000000000000000000000",
+        "multiAssetProxy": "0x0000000000000000000000000000000000000000",
+        "staticCallProxy": "0x0000000000000000000000000000000000000000",
+        "erc1155Proxy": "0x0000000000000000000000000000000000000000",
+        "devUtils": "0x0000000000000000000000000000000000000000",
+        "zrxVault": "0x0000000000000000000000000000000000000000",
+        "staking": "0x0000000000000000000000000000000000000000",
+        "stakingProxy": "0x0000000000000000000000000000000000000000",
+        "erc20BridgeProxy": "0x0000000000000000000000000000000000000000",
+        "erc20BridgeSampler": "0x0000000000000000000000000000000000000000",
+        "chaiBridge": "0x0000000000000000000000000000000000000000",
+        "dydxBridge": "0x0000000000000000000000000000000000000000",
+        "godsUnchainedValidator": "0x0000000000000000000000000000000000000000",
+        "broker": "0x0000000000000000000000000000000000000000",
+        "chainlinkStopLimit": "0x0000000000000000000000000000000000000000",
+        "maximumGasPrice": "0x0000000000000000000000000000000000000000",
+        "dexForwarderBridge": "0x0000000000000000000000000000000000000000",
+        "exchangeProxyGovernor": "0x1fe80d5ad9464dba2d60b88e449305f184823f8a",
+        "exchangeProxy": "0xdef1c0ded9bec7f1a1670819833240f027b25eff",
+        "exchangeProxyTransformerDeployer": "0x29f80c1f685e19ae1807063eda432f431ac623d0",
+        "exchangeProxyFlashWallet": "0xdb6f1920a889355780af7570773609bd8cb1f498",
+        "exchangeProxyLiquidityProviderSandbox": "0x0000000000000000000000000000000000000000",
+        "zrxTreasury": "0x0000000000000000000000000000000000000000",
+        "transformers": {
+            "wethTransformer": "0x10e968968f49dd66a5efeebbb2edcb9c49c4fc49",
+            "payTakerTransformer": "0xae3e8cf7bf340d7084f312dfae2aa8b01c885b02",
+            "affiliateFeeTransformer": "0x05a24978471869327904ea13da3c4322128e2aaa",
+            "fillQuoteTransformer": "0x5a653323c2a47a8e1b69fb3d0f15858bfc7fe205",
+            "positiveSlippageFeeTransformer": "0xD56B9C014b45ED95e2a048A0C28121Db30265F13"
+        }
     }
 }

packages/contract-addresses/package.json

@@ -1,6 +1,6 @@
 {
     "name": "@0x/contract-addresses",
-    "version": "6.8.0",
+    "version": "6.11.0",
     "engines": {
         "node": ">=6.12"
     },

packages/contract-addresses/src/index.ts

@@ -54,6 +54,10 @@ export enum ChainId {
     PolygonMumbai = 80001,
     Avalanche = 43114,
     Fantom = 250,
+    Arbitrum = 42161,
+    Celo = 42220,
+    Optimism = 10,
+    Arbitrum = 42161,
 }
 
 /**

packages/contract-wrappers/CHANGELOG.json

@@ -1,4 +1,40 @@
 [
+    {
+        "timestamp": 1640364306,
+        "version": "13.18.5",
+        "changes": [
+            {
+                "note": "Dependencies updated"
+            }
+        ]
+    },
+    {
+        "timestamp": 1638390144,
+        "version": "13.18.4",
+        "changes": [
+            {
+                "note": "Dependencies updated"
+            }
+        ]
+    },
+    {
+        "timestamp": 1637102971,
+        "version": "13.18.3",
+        "changes": [
+            {
+                "note": "Dependencies updated"
+            }
+        ]
+    },
+    {
+        "timestamp": 1635903615,
+        "version": "13.18.2",
+        "changes": [
+            {
+                "note": "Dependencies updated"
+            }
+        ]
+    },
     {
         "timestamp": 1634668033,
         "version": "13.18.1",

packages/contract-wrappers/CHANGELOG.md

@@ -5,6 +5,22 @@ Edit the package's CHANGELOG.json file only.
 
 CHANGELOG
 
+## v13.18.5 - _December 24, 2021_
+
+    * Dependencies updated
+
+## v13.18.4 - _December 1, 2021_
+
+    * Dependencies updated
+
+## v13.18.3 - _November 16, 2021_
+
+    * Dependencies updated
+
+## v13.18.2 - _November 3, 2021_
+
+    * Dependencies updated
+
 ## v13.18.1 - _October 19, 2021_
 
     * Dependencies updated

packages/contract-wrappers/package.json

@@ -1,6 +1,6 @@
 {
     "name": "@0x/contract-wrappers",
-    "version": "13.18.1",
+    "version": "13.18.5",
     "engines": {
         "node": ">=6.12"
     },
@@ -57,7 +57,7 @@
     "dependencies": {
         "@0x/assert": "^3.0.29",
         "@0x/base-contract": "^6.4.2",
-        "@0x/contract-addresses": "^6.8.0",
+        "@0x/contract-addresses": "^6.11.0",
         "@0x/json-schemas": "^6.3.0",
         "@0x/types": "^3.3.4",
         "@0x/utils": "^6.4.4",

packages/migrations/CHANGELOG.json

@@ -1,4 +1,50 @@
 [
+    {
+        "timestamp": 1640364306,
+        "version": "8.1.14",
+        "changes": [
+            {
+                "note": "Dependencies updated"
+            }
+        ]
+    },
+    {
+        "timestamp": 1638390144,
+        "version": "8.1.13",
+        "changes": [
+            {
+                "note": "Dependencies updated"
+            }
+        ]
+    },
+    {
+        "timestamp": 1637102971,
+        "version": "8.1.12",
+        "changes": [
+            {
+                "note": "Dependencies updated"
+            }
+        ]
+    },
+    {
+        "timestamp": 1637065617,
+        "version": "8.1.11",
+        "changes": [
+            {
+                "note": "Dependencies updated"
+            }
+        ]
+    },
+    {
+        "version": "8.1.10",
+        "changes": [
+            {
+                "note": "Add OtcOrders to fullMigrateAsync",
+                "pr": 350
+            }
+        ],
+        "timestamp": 1635903615
+    },
     {
         "timestamp": 1634668033,
         "version": "8.1.9",

packages/migrations/CHANGELOG.md

@@ -5,6 +5,26 @@ Edit the package's CHANGELOG.json file only.
 
 CHANGELOG
 
+## v8.1.14 - _December 24, 2021_
+
+    * Dependencies updated
+
+## v8.1.13 - _December 1, 2021_
+
+    * Dependencies updated
+
+## v8.1.12 - _November 16, 2021_
+
+    * Dependencies updated
+
+## v8.1.11 - _November 16, 2021_
+
+    * Dependencies updated
+
+## v8.1.10 - _November 3, 2021_
+
+    * Add OtcOrders to fullMigrateAsync (#350)
+
 ## v8.1.9 - _October 19, 2021_
 
     * Dependencies updated

packages/migrations/package.json

@@ -1,6 +1,6 @@
 {
     "name": "@0x/migrations",
-    "version": "8.1.9",
+    "version": "8.1.14",
     "engines": {
         "node": ">=6.12"
     },
@@ -68,20 +68,20 @@
     },
     "dependencies": {
         "@0x/base-contract": "^6.4.2",
-        "@0x/contract-addresses": "^6.8.0",
+        "@0x/contract-addresses": "^6.11.0",
         "@0x/contracts-asset-proxy": "^3.7.19",
         "@0x/contracts-coordinator": "^3.1.38",
         "@0x/contracts-dev-utils": "^1.3.36",
         "@0x/contracts-erc1155": "^2.1.37",
-        "@0x/contracts-erc20": "^3.3.21",
+        "@0x/contracts-erc20": "^3.3.25",
         "@0x/contracts-erc721": "^3.1.37",
         "@0x/contracts-exchange": "^3.2.38",
         "@0x/contracts-exchange-forwarder": "^4.2.38",
         "@0x/contracts-extensions": "^6.2.32",
         "@0x/contracts-multisig": "^4.1.38",
         "@0x/contracts-staking": "^2.0.45",
-        "@0x/contracts-utils": "^4.8.2",
-        "@0x/contracts-zero-ex": "^0.29.2",
+        "@0x/contracts-utils": "^4.8.6",
+        "@0x/contracts-zero-ex": "^0.30.1",
         "@0x/sol-compiler": "^4.7.5",
         "@0x/subproviders": "^6.6.0",
         "@0x/typescript-typings": "^5.2.1",

packages/protocol-utils/CHANGELOG.json

@@ -1,4 +1,41 @@
 [
+    {
+        "timestamp": 1640364306,
+        "version": "1.10.1",
+        "changes": [
+            {
+                "note": "Dependencies updated"
+            }
+        ]
+    },
+    {
+        "version": "1.10.0",
+        "changes": [
+            {
+                "note": "Add `AaveV2` and `Compound` deposit/withdrawal liquidity source",
+                "pr": 321
+            }
+        ],
+        "timestamp": 1638390144
+    },
+    {
+        "timestamp": 1637102971,
+        "version": "1.9.5",
+        "changes": [
+            {
+                "note": "Dependencies updated"
+            }
+        ]
+    },
+    {
+        "timestamp": 1635903615,
+        "version": "1.9.4",
+        "changes": [
+            {
+                "note": "Dependencies updated"
+            }
+        ]
+    },
     {
         "timestamp": 1634668033,
         "version": "1.9.3",

packages/protocol-utils/CHANGELOG.md

@@ -5,6 +5,22 @@ Edit the package's CHANGELOG.json file only.
 
 CHANGELOG
 
+## v1.10.1 - _December 24, 2021_
+
+    * Dependencies updated
+
+## v1.10.0 - _December 1, 2021_
+
+    * Add `AaveV2` and `Compound` deposit/withdrawal liquidity source (#321)
+
+## v1.9.5 - _November 16, 2021_
+
+    * Dependencies updated
+
+## v1.9.4 - _November 3, 2021_
+
+    * Dependencies updated
+
 ## v1.9.3 - _October 19, 2021_
 
     * Dependencies updated

packages/protocol-utils/package.json

@@ -1,6 +1,6 @@
 {
     "name": "@0x/protocol-utils",
-    "version": "1.9.3",
+    "version": "1.10.1",
     "engines": {
         "node": ">=6.12"
     },
@@ -63,8 +63,8 @@
     },
     "dependencies": {
         "@0x/assert": "^3.0.29",
-        "@0x/contract-addresses": "^6.8.0",
-        "@0x/contract-wrappers": "^13.18.1",
+        "@0x/contract-addresses": "^6.11.0",
+        "@0x/contract-wrappers": "^13.18.5",
         "@0x/json-schemas": "^6.3.0",
         "@0x/subproviders": "^6.6.0",
         "@0x/utils": "^6.4.4",

packages/protocol-utils/src/transformer_utils.ts

@@ -132,6 +132,8 @@ export enum BridgeProtocol {
     CurveV2,
     Lido,
     Clipper, // Not used: Clipper is now using PLP interface
+    AaveV2,
+    Compound,
 }
 // tslint:enable: enum-naming
 

yarn.lock

@@ -738,6 +738,7 @@
 "@0x/contracts-asset-proxy@^3.7.19":
   version "3.7.19"
   resolved "https://registry.yarnpkg.com/@0x/contracts-asset-proxy/-/contracts-asset-proxy-3.7.19.tgz#ee621a233f4d77b439c74c5b8d70db2e1ed001c4"
+  integrity sha512-6lTgz8JdmceaSnqpJrbyKJXUIyAA2HZrXel+ZWpgMtO7qaSSQDRUcWUBwejTE588BcVxhNFQ7tHvOK3/QGnpHw==
   dependencies:
     "@0x/base-contract" "^6.4.0"
     "@0x/contracts-erc1155" "^2.1.37"
@@ -959,10 +960,10 @@
     typedoc "~0.16.11"
     yargs "^10.0.3"
 
-"@0x/neon-router@^0.2.1":
-  version "0.2.1"
-  resolved "https://registry.yarnpkg.com/@0x/neon-router/-/neon-router-0.2.1.tgz#23bb3cedc0eafd55a8ba6b6ea8a59ee4c538064b"
-  integrity sha512-feCCKuox4staZl8lxLY4nf5U256NcDHrgvSFra5cU/TUhoblLHb8F7eWAC9ygpukZUCVFLy13mExkFQHXlEOYw==
+"@0x/neon-router@^0.3.1":
+  version "0.3.1"
+  resolved "https://registry.yarnpkg.com/@0x/neon-router/-/neon-router-0.3.1.tgz#4ec13e750d1435357c4928d7f2521a2b4376f27e"
+  integrity sha512-M4ypTov9KyxsGJpYwobrld3Y2JOlR7U0XjR6BEQE2gQ1k3nie/1wNEI2J4ZjKw++RLDxdv/RCqhgA5VnINzjxA==
   dependencies:
     "@mapbox/node-pre-gyp" "^1.0.5"
 
@@ -6402,6 +6403,7 @@ fake-merkle-patricia-tree@^1.0.1:
 fast-abi@^0.0.2:
   version "0.0.2"
   resolved "https://registry.yarnpkg.com/fast-abi/-/fast-abi-0.0.2.tgz#da5f796fd7c7b0c966d916ee21daae3eca61c07c"
+  integrity sha512-k/2s63SkFf6jU2LyF6oQC5/N+L90q6VD1wkp2NXo+DSHoTeOJD2Q6Egpcs+bTPODik0CHxjb7lORgsG+QCRq/Q==
   dependencies:
     "@mapbox/node-pre-gyp" "^1.0.4"
     neon-cli "^0.8.0"