Update Multiplex and NativeOrders contracts to fill RFQ orders using ETH

* Patch staking and recover state in constructor

* Add ganache mainnet fork test

* Add ganache mainnet fork test

* update changelog

* hardcode last pool ID

* Separate patch contract to unbreak tests

contracts/staking/CHANGELOG.json

@@ -1,4 +1,13 @@
 [
+    {
+        "version": "2.0.37",
+        "changes": [
+            {
+                "note": "Patch epoch finalization issue",
+                "pr": 221
+            }
+        ]
+    },
     {
         "timestamp": 1619596077,
         "version": "2.0.36",

contracts/staking/contracts/src/StakingPatch.sol

@@ -0,0 +1,55 @@
+/*
+
+  Copyright 2019 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 ^0.5.9;
+pragma experimental ABIEncoderV2;
+
+import "./interfaces/IStaking.sol";
+import "./sys/MixinParams.sol";
+import "./stake/MixinStake.sol";
+import "./fees/MixinExchangeFees.sol";
+
+
+contract StakingPatch is
+    IStaking,
+    MixinParams,
+    MixinStake,
+    MixinExchangeFees
+{
+    /// @dev Initialize storage owned by this contract.
+    ///      This function should not be called directly.
+    ///      The StakingProxy contract will call it in `attachStakingContract()`.
+    function init()
+        public
+        onlyAuthorized
+    {
+        uint256 currentEpoch_ = currentEpoch;
+        uint256 prevEpoch = currentEpoch_.safeSub(1);
+
+        // Patch corrupted state
+        aggregatedStatsByEpoch[prevEpoch].numPoolsToFinalize = 0;
+        this.endEpoch();
+
+        uint256 lastPoolId_ = 57;
+        for (uint256 i = 1; i <= lastPoolId_; i++) {
+            this.finalizePool(bytes32(i));
+        }
+        // Ensure that current epoch's state is not corrupted
+        aggregatedStatsByEpoch[currentEpoch_].numPoolsToFinalize = 0;
+    }
+}

contracts/staking/contracts/src/fees/MixinExchangeFees.sol

@@ -53,6 +53,10 @@ contract MixinExchangeFees is
     {
         _assertValidProtocolFee(protocolFee);
 
+        if (protocolFee == 0) {
+            return;
+        }
+
         // Transfer the protocol fee to this address if it should be paid in
         // WETH.
         if (msg.value == 0) {

contracts/staking/package.json

@@ -41,7 +41,7 @@
     "config": {
         "publicInterfaceContracts": "IStaking,IStakingEvents,IStakingProxy,IZrxVault,LibStakingRichErrors,Staking,StakingProxy,ZrxVault,TestStaking",
         "abis:comment": "This list is auto-generated by contracts-gen. Don't edit manually.",
-        "abis": "./test/generated-artifacts/@(IStaking|IStakingEvents|IStakingProxy|IStorage|IStorageInit|IStructs|IZrxVault|LibCobbDouglas|LibFixedMath|LibFixedMathRichErrors|LibSafeDowncast|LibStakingRichErrors|MixinAbstract|MixinConstants|MixinCumulativeRewards|MixinDeploymentConstants|MixinExchangeFees|MixinExchangeManager|MixinFinalizer|MixinParams|MixinScheduler|MixinStake|MixinStakeBalances|MixinStakeStorage|MixinStakingPool|MixinStakingPoolRewards|MixinStorage|Staking|StakingProxy|TestAssertStorageParams|TestCobbDouglas|TestCumulativeRewardTracking|TestDelegatorRewards|TestExchangeManager|TestFinalizer|TestInitTarget|TestLibFixedMath|TestLibSafeDowncast|TestMixinCumulativeRewards|TestMixinParams|TestMixinScheduler|TestMixinStake|TestMixinStakeBalances|TestMixinStakeStorage|TestMixinStakingPool|TestMixinStakingPoolRewards|TestProtocolFees|TestProxyDestination|TestStaking|TestStakingNoWETH|TestStakingProxy|TestStakingProxyUnit|TestStorageLayoutAndConstants|ZrxVault).json"
+        "abis": "./test/generated-artifacts/@(IStaking|IStakingEvents|IStakingProxy|IStorage|IStorageInit|IStructs|IZrxVault|LibCobbDouglas|LibFixedMath|LibFixedMathRichErrors|LibSafeDowncast|LibStakingRichErrors|MixinAbstract|MixinConstants|MixinCumulativeRewards|MixinDeploymentConstants|MixinExchangeFees|MixinExchangeManager|MixinFinalizer|MixinParams|MixinScheduler|MixinStake|MixinStakeBalances|MixinStakeStorage|MixinStakingPool|MixinStakingPoolRewards|MixinStorage|Staking|StakingPatch|StakingProxy|TestAssertStorageParams|TestCobbDouglas|TestCumulativeRewardTracking|TestDelegatorRewards|TestExchangeManager|TestFinalizer|TestInitTarget|TestLibFixedMath|TestLibSafeDowncast|TestMixinCumulativeRewards|TestMixinParams|TestMixinScheduler|TestMixinStake|TestMixinStakeBalances|TestMixinStakeStorage|TestMixinStakingPool|TestMixinStakingPoolRewards|TestProtocolFees|TestProxyDestination|TestStaking|TestStakingNoWETH|TestStakingProxy|TestStakingProxyUnit|TestStorageLayoutAndConstants|ZrxVault).json"
     },
     "repository": {
         "type": "git",

contracts/staking/test/artifacts.ts

@@ -33,6 +33,7 @@ import * as MixinStakingPool from '../test/generated-artifacts/MixinStakingPool.
 import * as MixinStakingPoolRewards from '../test/generated-artifacts/MixinStakingPoolRewards.json';
 import * as MixinStorage from '../test/generated-artifacts/MixinStorage.json';
 import * as Staking from '../test/generated-artifacts/Staking.json';
+import * as StakingPatch from '../test/generated-artifacts/StakingPatch.json';
 import * as StakingProxy from '../test/generated-artifacts/StakingProxy.json';
 import * as TestAssertStorageParams from '../test/generated-artifacts/TestAssertStorageParams.json';
 import * as TestCobbDouglas from '../test/generated-artifacts/TestCobbDouglas.json';
@@ -61,6 +62,7 @@ import * as TestStorageLayoutAndConstants from '../test/generated-artifacts/Test
 import * as ZrxVault from '../test/generated-artifacts/ZrxVault.json';
 export const artifacts = {
     Staking: Staking as ContractArtifact,
+    StakingPatch: StakingPatch as ContractArtifact,
     StakingProxy: StakingProxy as ContractArtifact,
     ZrxVault: ZrxVault as ContractArtifact,
     MixinExchangeFees: MixinExchangeFees as ContractArtifact,

contracts/staking/test/patch_mainnet_test.ts

@@ -0,0 +1,66 @@
+import { blockchainTests, constants, expect, filterLogsToArguments } from '@0x/contracts-test-utils';
+import { BigNumber, logUtils } from '@0x/utils';
+import * as _ from 'lodash';
+
+import { artifacts } from './artifacts';
+import { StakingEvents, StakingPatchContract, StakingProxyContract, StakingProxyEvents } from './wrappers';
+
+const abis = _.mapValues(artifacts, v => v.compilerOutput.abi);
+const STAKING_PROXY = '0xa26e80e7dea86279c6d778d702cc413e6cffa777';
+const STAKING_OWNER = '0x7d3455421bbc5ed534a83c88fd80387dc8271392';
+const EXCHANGE_PROXY = '0xdef1c0ded9bec7f1a1670819833240f027b25eff';
+blockchainTests.configure({
+    fork: {
+        unlockedAccounts: [STAKING_OWNER, EXCHANGE_PROXY],
+    },
+});
+
+blockchainTests.fork('Staking patch mainnet fork tests', env => {
+    let stakingProxyContract: StakingProxyContract;
+    let patchedStakingPatchContract: StakingPatchContract;
+
+    before(async () => {
+        stakingProxyContract = new StakingProxyContract(STAKING_PROXY, env.provider, undefined, abis);
+        patchedStakingPatchContract = await StakingPatchContract.deployFrom0xArtifactAsync(
+            artifacts.Staking,
+            env.provider,
+            env.txDefaults,
+            artifacts,
+        );
+    });
+
+    it('Staking proxy successfully attaches to patched logic', async () => {
+        const tx = await stakingProxyContract
+            .attachStakingContract(patchedStakingPatchContract.address)
+            .awaitTransactionSuccessAsync({ from: STAKING_OWNER, gasPrice: 0 }, { shouldValidate: false });
+        expect(filterLogsToArguments(tx.logs, StakingProxyEvents.StakingContractAttachedToProxy)).to.deep.equal([
+            {
+                newStakingPatchContractAddress: patchedStakingPatchContract.address,
+            },
+        ]);
+        expect(filterLogsToArguments(tx.logs, StakingEvents.EpochEnded).length).to.equal(1);
+        expect(filterLogsToArguments(tx.logs, StakingEvents.EpochFinalized).length).to.equal(1);
+        logUtils.log(`${tx.gasUsed} gas used`);
+    });
+
+    it('Patched staking handles 0 gas protocol fees', async () => {
+        const staking = new StakingPatchContract(STAKING_PROXY, env.provider, undefined, abis);
+        const maker = '0x7b1886e49ab5433bb46f7258548092dc8cdca28b';
+        const zeroFeeTx = await staking
+            .payProtocolFee(maker, constants.NULL_ADDRESS, constants.ZERO_AMOUNT)
+            .awaitTransactionSuccessAsync({ from: EXCHANGE_PROXY, gasPrice: 0 }, { shouldValidate: false });
+        // StakingPoolEarnedRewardsInEpoch should _not_ be emitted for a zero protocol fee.
+        // tslint:disable-next-line:no-unused-expression
+        expect(filterLogsToArguments(zeroFeeTx.logs, StakingEvents.StakingPoolEarnedRewardsInEpoch)).to.be.empty;
+
+        // Coincidentally there's some ETH in the ExchangeProxy
+        const nonZeroFeeTx = await staking
+            .payProtocolFee(maker, constants.NULL_ADDRESS, new BigNumber(1))
+            .awaitTransactionSuccessAsync({ from: EXCHANGE_PROXY, gasPrice: 0, value: 1 }, { shouldValidate: false });
+        // StakingPoolEarnedRewardsInEpoch _should_ be emitted for a non-zero protocol fee.
+        expect(
+            filterLogsToArguments(nonZeroFeeTx.logs, StakingEvents.StakingPoolEarnedRewardsInEpoch),
+        ).to.have.lengthOf(1);
+    });
+});
+// tslint:enable:no-unnecessary-type-assertion

contracts/staking/test/wrappers.ts

@@ -31,6 +31,7 @@ export * from '../test/generated-wrappers/mixin_staking_pool';
 export * from '../test/generated-wrappers/mixin_staking_pool_rewards';
 export * from '../test/generated-wrappers/mixin_storage';
 export * from '../test/generated-wrappers/staking';
+export * from '../test/generated-wrappers/staking_patch';
 export * from '../test/generated-wrappers/staking_proxy';
 export * from '../test/generated-wrappers/test_assert_storage_params';
 export * from '../test/generated-wrappers/test_cobb_douglas';

contracts/staking/tsconfig.json

@@ -40,6 +40,7 @@
         "test/generated-artifacts/MixinStakingPoolRewards.json",
         "test/generated-artifacts/MixinStorage.json",
         "test/generated-artifacts/Staking.json",
+        "test/generated-artifacts/StakingPatch.json",
         "test/generated-artifacts/StakingProxy.json",
         "test/generated-artifacts/TestAssertStorageParams.json",
         "test/generated-artifacts/TestCobbDouglas.json",

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

@@ -478,7 +478,7 @@ contract MetaTransactionsFeature is
 
     /// @dev Execute a `INativeOrdersFeature.fillRfqOrder()` meta-transaction call
     ///      by decoding the call args and translating the call to the internal
-    ///      `INativeOrdersFeature._fillRfqOrder()` variant, where we can overrideunimpleme
+    ///      `INativeOrdersFeature._fillRfqOrder()` variant, where we can override
     ///      the taker address.
     function _executeFillRfqOrderCall(ExecuteState memory state)
         private

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

@@ -55,7 +55,7 @@ contract MultiplexFeature is
     /// @dev Name of this feature.
     string public constant override FEATURE_NAME = "MultiplexFeature";
     /// @dev Version of this feature.
-    uint256 public immutable override FEATURE_VERSION = _encodeVersion(1, 0, 1);
+    uint256 public immutable override FEATURE_VERSION = _encodeVersion(1, 1, 0);
 
     /// @dev The WETH token contract.
     IEtherTokenV06 private immutable weth;
@@ -231,26 +231,55 @@ contract MultiplexFeature is
                     );
                     continue;
                 }
-                require(
-                    order.takerToken == fillData.inputToken &&
-                    order.makerToken == fillData.outputToken,
-                    "MultiplexFeature::_batchFill/RFQ_ORDER_INVALID_TOKENS"
-                );
-                // Try filling the RFQ order. Swallows reverts.
-                try
-                    INativeOrdersFeature(address(this))._fillRfqOrder
-                        (
-                            order,
-                            signature,
-                            inputTokenAmount.safeDowncastToUint128(),
-                            msg.sender
-                        )
-                    returns (uint128 takerTokenFilledAmount, uint128 makerTokenFilledAmount)
-                {
-                    // Increment the sold and bought amounts.
-                    soldAmount = soldAmount.safeAdd(takerTokenFilledAmount);
-                    outputTokenAmount = outputTokenAmount.safeAdd(makerTokenFilledAmount);
-                } catch {}
+                if (fillData.inputToken.isTokenETH()) {
+                    require(
+                        order.takerToken == weth &&
+                        order.makerToken == fillData.outputToken,
+                        "MultiplexFeature::_batchFill/RFQ_ORDER_INVALID_TOKENS"
+                    );
+                    inputTokenAmount = LibSafeMathV06.min256(
+                        inputTokenAmount,
+                        remainingEth
+                    );
+                    // Try filling the RFQ order. Swallows reverts.
+                    try
+                        INativeOrdersFeature(address(this))._fillRfqOrderWithEth
+                            {value: inputTokenAmount}
+                            (
+                                order,
+                                signature,
+                                inputTokenAmount.safeDowncastToUint128(),
+                                msg.sender
+                            )
+                        returns (uint128 takerTokenFilledAmount, uint128 makerTokenFilledAmount)
+                    {
+                        // Increment the sold and bought amounts.
+                        soldAmount = soldAmount.safeAdd(takerTokenFilledAmount);
+                        outputTokenAmount = outputTokenAmount.safeAdd(makerTokenFilledAmount);
+                        remainingEth = remainingEth.safeSub(takerTokenFilledAmount);
+                    } catch {}
+                } else {
+                    require(
+                        order.takerToken == fillData.inputToken &&
+                        order.makerToken == fillData.outputToken,
+                        "MultiplexFeature::_batchFill/RFQ_ORDER_INVALID_TOKENS"
+                    );
+                    // Try filling the RFQ order. Swallows reverts.
+                    try
+                        INativeOrdersFeature(address(this))._fillRfqOrder
+                            (
+                                order,
+                                signature,
+                                inputTokenAmount.safeDowncastToUint128(),
+                                msg.sender
+                            )
+                        returns (uint128 takerTokenFilledAmount, uint128 makerTokenFilledAmount)
+                    {
+                        // Increment the sold and bought amounts.
+                        soldAmount = soldAmount.safeAdd(takerTokenFilledAmount);
+                        outputTokenAmount = outputTokenAmount.safeAdd(makerTokenFilledAmount);
+                    } catch {}
+                }
             } else if (wrappedCall.selector == this._sellToUniswap.selector) {
                 (address[] memory tokens, bool isSushi) = abi.decode(
                     wrappedCall.data,

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

@@ -34,7 +34,7 @@ contract NativeOrdersFeature is
     /// @dev Name of this feature.
     string public constant override FEATURE_NAME = "LimitOrders";
     /// @dev Version of this feature.
-    uint256 public immutable override FEATURE_VERSION = _encodeVersion(1, 2, 0);
+    uint256 public immutable override FEATURE_VERSION = _encodeVersion(1, 3, 0);
 
     constructor(
         address zeroExAddress,
@@ -69,6 +69,7 @@ contract NativeOrdersFeature is
         _registerFeatureFunction(this.fillOrKillRfqOrder.selector);
         _registerFeatureFunction(this._fillLimitOrder.selector);
         _registerFeatureFunction(this._fillRfqOrder.selector);
+        _registerFeatureFunction(this._fillRfqOrderWithEth.selector);
         _registerFeatureFunction(this.cancelLimitOrder.selector);
         _registerFeatureFunction(this.cancelRfqOrder.selector);
         _registerFeatureFunction(this.batchCancelLimitOrders.selector);

contracts/zero-ex/contracts/src/features/interfaces/INativeOrdersFeature.sol

@@ -137,6 +137,24 @@ interface INativeOrdersFeature is
         external
         returns (uint128 takerTokenFilledAmount, uint128 makerTokenFilledAmount);
 
+    /// @dev Fill an RFQ order using ETH. Taker token must be WETH.
+    ///      Internal variant.
+    /// @param order The RFQ order.
+    /// @param signature The order signature.
+    /// @param takerTokenFillAmount Maximum taker token to fill this order with.
+    /// @param taker The order taker.
+    /// @return takerTokenFilledAmount How much maker token was filled.
+    /// @return makerTokenFilledAmount How much maker token was filled.
+    function _fillRfqOrderWithEth(
+        LibNativeOrder.RfqOrder calldata order,
+        LibSignature.Signature calldata signature,
+        uint128 takerTokenFillAmount,
+        address taker
+    )
+        external
+        payable
+        returns (uint128 takerTokenFilledAmount, uint128 makerTokenFilledAmount);
+
     /// @dev Cancel a single limit order. The caller must be the maker or a valid order signer.
     ///      Silently succeeds if the order has already been cancelled.
     /// @param order The limit order.

contracts/zero-ex/contracts/src/features/native_orders/NativeOrdersSettlement.sol

@@ -66,6 +66,8 @@ abstract contract NativeOrdersSettlement is
         uint128 takerTokenFillAmount;
         // How much taker token amount has already been filled in this order.
         uint128 takerTokenFilledAmount;
+
+        bool useEthBalance;
     }
 
     /// @dev Params for `_fillLimitOrderPrivate()`
@@ -158,7 +160,8 @@ abstract contract NativeOrdersSettlement is
                 order,
                 signature,
                 takerTokenFillAmount,
-                msg.sender
+                msg.sender,
+                false
             );
         (takerTokenFilledAmount, makerTokenFilledAmount) = (
             results.takerTokenFilledAmount,
@@ -224,7 +227,8 @@ abstract contract NativeOrdersSettlement is
                 order,
                 signature,
                 takerTokenFillAmount,
-                msg.sender
+                msg.sender,
+                false
             );
         // Must have filled exactly the amount requested.
         if (results.takerTokenFilledAmount < takerTokenFillAmount) {
@@ -273,9 +277,7 @@ abstract contract NativeOrdersSettlement is
         );
     }
 
-    /// @dev Fill an RFQ order. Internal variant. ETH protocol fees can be
-    ///      attached to this call. Any unspent ETH will be refunded to
-    ///      `msg.sender` (not `sender`).
+    /// @dev Fill an RFQ order. Internal variant.
     /// @param order The RFQ order.
     /// @param signature The order signature.
     /// @param takerTokenFillAmount Maximum taker token to fill this order with.
@@ -298,7 +300,8 @@ abstract contract NativeOrdersSettlement is
                 order,
                 signature,
                 takerTokenFillAmount,
-                taker
+                taker,
+                false
             );
         (takerTokenFilledAmount, makerTokenFilledAmount) = (
             results.takerTokenFilledAmount,
@@ -306,6 +309,49 @@ abstract contract NativeOrdersSettlement is
         );
     }
 
+    /// @dev Fill an RFQ order using ETH. Taker token must be WETH.
+    ///      Internal variant.
+    /// @param order The RFQ order.
+    /// @param signature The order signature.
+    /// @param takerTokenFillAmount Maximum taker token to fill this order with.
+    /// @param taker The order taker.
+    /// @return takerTokenFilledAmount How much maker token was filled.
+    /// @return makerTokenFilledAmount How much maker token was filled.
+    function _fillRfqOrderWithEth(
+        LibNativeOrder.RfqOrder memory order,
+        LibSignature.Signature memory signature,
+        uint128 takerTokenFillAmount,
+        address taker
+    )
+        public
+        virtual
+        payable
+        onlySelf
+        returns (uint128 takerTokenFilledAmount, uint128 makerTokenFilledAmount)
+    {
+        require(
+            msg.value == takerTokenFillAmount,
+            "NativeOrdersFeature/ETH_FILL_AMOUNT_MISMATCH"
+        );
+        FillNativeOrderResults memory results =
+            _fillRfqOrderPrivate(
+                order,
+                signature,
+                takerTokenFillAmount,
+                taker,
+                true
+            );
+        (takerTokenFilledAmount, makerTokenFilledAmount) = (
+            results.takerTokenFilledAmount,
+            results.makerTokenFilledAmount
+        );
+        if (takerTokenFilledAmount < msg.value) {
+            uint256 refundAmount = msg.value.safeSub(takerTokenFilledAmount);
+            (bool success,) = msg.sender.call{value: refundAmount}("");
+            require(success, "NativeOrdersFeature/ETH_REFUND_FAILED");
+        }
+    }
+
     /// @dev Mark what tx.origin addresses are allowed to fill an order that
     ///      specifies the message sender as its txOrigin.
     /// @param origins An array of origin addresses to update.
@@ -393,7 +439,8 @@ abstract contract NativeOrdersSettlement is
                 makerAmount: params.order.makerAmount,
                 takerAmount: params.order.takerAmount,
                 takerTokenFillAmount: params.takerTokenFillAmount,
-                takerTokenFilledAmount: orderInfo.takerTokenFilledAmount
+                takerTokenFilledAmount: orderInfo.takerTokenFilledAmount,
+                useEthBalance: false
             })
         );
 
@@ -437,7 +484,8 @@ abstract contract NativeOrdersSettlement is
         LibNativeOrder.RfqOrder memory order,
         LibSignature.Signature memory signature,
         uint128 takerTokenFillAmount,
-        address taker
+        address taker,
+        bool useEthBalance
     )
         private
         returns (FillNativeOrderResults memory results)
@@ -498,7 +546,8 @@ abstract contract NativeOrdersSettlement is
                 makerAmount: order.makerAmount,
                 takerAmount: order.takerAmount,
                 takerTokenFillAmount: takerTokenFillAmount,
-                takerTokenFilledAmount: orderInfo.takerTokenFilledAmount
+                takerTokenFilledAmount: orderInfo.takerTokenFilledAmount,
+                useEthBalance: useEthBalance
             })
         );
 
@@ -549,13 +598,22 @@ abstract contract NativeOrdersSettlement is
             // function if the order is cancelled.
                 settleInfo.takerTokenFilledAmount.safeAdd128(takerTokenFilledAmount);
 
-        // Transfer taker -> maker.
-        _transferERC20Tokens(
-            settleInfo.takerToken,
-            settleInfo.taker,
-            settleInfo.maker,
-            takerTokenFilledAmount
-        );
+        if (settleInfo.useEthBalance) {
+            require(
+                settleInfo.takerToken == WETH,
+                "NativeOrdersFeature/USE_ETH_BALANCE_INVALID"
+            );
+            WETH.deposit{value: takerTokenFilledAmount}();
+            WETH.transfer(settleInfo.maker, takerTokenFilledAmount);
+        } else {
+            // Transfer taker -> maker.
+            _transferERC20Tokens(
+                settleInfo.takerToken,
+                settleInfo.taker,
+                settleInfo.maker,
+                takerTokenFilledAmount
+            );
+        }
 
         // Transfer maker -> taker.
         _transferERC20Tokens(

contracts/zero-ex/contracts/src/fixins/FixinProtocolFees.sol

@@ -32,12 +32,12 @@ abstract contract FixinProtocolFees {
 
     /// @dev The protocol fee multiplier.
     uint32 public immutable PROTOCOL_FEE_MULTIPLIER;
+    /// @dev The WETH token contract.
+    IEtherTokenV06 internal immutable WETH;    
     /// @dev The `FeeCollectorController` contract.
     FeeCollectorController private immutable FEE_COLLECTOR_CONTROLLER;
     /// @dev Hash of the fee collector init code.
     bytes32 private immutable FEE_COLLECTOR_INIT_CODE_HASH;
-    /// @dev The WETH token contract.
-    IEtherTokenV06 private immutable WETH;
     /// @dev The staking contract.
     IStaking private immutable STAKING;
 

contracts/zero-ex/contracts/src/fixins/FixinTokenSpender.sol

@@ -87,6 +87,60 @@ abstract contract FixinTokenSpender {
         }
     }
 
+    /// @dev Transfers ERC20 tokens from `address(this)` to `to`.
+    /// @param token The token to spend.
+    /// @param to The recipient of the tokens.
+    /// @param amount The amount of `token` to transfer.
+    function _transferERC20Tokens(
+        IERC20TokenV06 token,
+        address to,
+        uint256 amount
+    )
+        internal
+    {
+        require(address(token) != address(this), "FixinTokenSpender/CANNOT_INVOKE_SELF");
+
+        assembly {
+            let ptr := mload(0x40) // free memory pointer
+
+            // selector for transfer(address,uint256)
+            mstore(ptr, 0xa9059cbb00000000000000000000000000000000000000000000000000000000)
+            mstore(add(ptr, 0x04), and(to, ADDRESS_MASK))
+            mstore(add(ptr, 0x24), amount)
+
+            let success := call(
+                gas(),
+                and(token, ADDRESS_MASK),
+                0,
+                ptr,
+                0x44,
+                ptr,
+                32
+            )
+
+            let rdsize := returndatasize()
+
+            // Check for ERC20 success. ERC20 tokens should return a boolean,
+            // but some don't. We accept 0-length return data as success, or at
+            // least 32 bytes that starts with a 32-byte boolean true.
+            success := and(
+                success,                             // call itself succeeded
+                or(
+                    iszero(rdsize),                  // no return data, or
+                    and(
+                        iszero(lt(rdsize, 32)),      // at least 32 bytes
+                        eq(mload(ptr), 1)            // starts with uint256(1)
+                    )
+                )
+            )
+
+            if iszero(success) {
+                returndatacopy(ptr, 0, rdsize)
+                revert(ptr, rdsize)
+            }
+        }
+    }
+
     /// @dev Gets the maximum amount of an ERC20 token `token` that can be
     ///      pulled from `owner` by this address.
     /// @param token The token to spend.

packages/asset-swapper/CHANGELOG.json

@@ -1,4 +1,26 @@
 [
+    {
+        "version": "6.10.1",
+        "changes": [
+            {
+                "note": "Reactivate PancakeSwapV2 and BakerySwap VIP on BSC",
+                "pr": 222
+            }
+        ]
+    },
+    {
+        "version": "6.10.0",
+        "changes": [
+            {
+                "note": "Add LUSD Curve pool",
+                "pr": 218
+            },
+            {
+                "note": "Fix exchangeProxyGasOverhead for fallback path",
+                "pr": 215
+            }
+        ]
+    },
     {
         "version": "6.9.1",
         "changes": [

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

@@ -197,9 +197,8 @@ export class ExchangeProxySwapQuoteConsumer implements SwapQuoteConsumerBase {
             this.chainId === ChainId.BSC &&
             isDirectSwapCompatible(quote, optsWithDefaults, [
                 ERC20BridgeSource.PancakeSwap,
-                // Temporarily removed until latest PancakeSwap VIP has been deployed
-                // ERC20BridgeSource.PancakeSwapV2,
-                // ERC20BridgeSource.BakerySwap,
+                ERC20BridgeSource.PancakeSwapV2,
+                ERC20BridgeSource.BakerySwap,
                 ERC20BridgeSource.SushiSwap,
                 ERC20BridgeSource.ApeSwap,
                 ERC20BridgeSource.CafeSwap,

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

@@ -29,6 +29,7 @@ import {
     SUSHISWAP_ROUTER_BY_CHAIN_ID,
     SWERVE_MAINNET_INFOS,
     UNISWAPV2_ROUTER_BY_CHAIN_ID,
+    XSIGMA_MAINNET_INFOS,
 } from './constants';
 import { CurveInfo, ERC20BridgeSource } from './types';
 
@@ -203,6 +204,19 @@ export function getSaddleInfosForPair(chainId: ChainId, takerToken: string, make
     );
 }
 
+export function getXSigmaInfosForPair(chainId: ChainId, takerToken: string, makerToken: string): CurveInfo[] {
+    if (chainId !== ChainId.Mainnet) {
+        return [];
+    }
+    return Object.values(XSIGMA_MAINNET_INFOS).filter(c =>
+        [makerToken, takerToken].every(
+            t =>
+                (c.tokens.includes(t) && c.metaToken === undefined) ||
+                (c.tokens.includes(t) && c.metaToken !== undefined && [makerToken, takerToken].includes(c.metaToken)),
+        ),
+    );
+}
+
 export function getShellLikeInfosForPair(
     chainId: ChainId,
     takerToken: string,
@@ -231,7 +245,8 @@ export function getCurveLikeInfosForPair(
         | ERC20BridgeSource.Belt
         | ERC20BridgeSource.Ellipsis
         | ERC20BridgeSource.Smoothy
-        | ERC20BridgeSource.Saddle,
+        | ERC20BridgeSource.Saddle
+        | ERC20BridgeSource.XSigma,
 ): CurveInfo[] {
     switch (source) {
         case ERC20BridgeSource.Curve:
@@ -250,6 +265,8 @@ export function getCurveLikeInfosForPair(
             return getSmoothyInfosForPair(chainId, takerToken, makerToken);
         case ERC20BridgeSource.Saddle:
             return getSaddleInfosForPair(chainId, takerToken, makerToken);
+        case ERC20BridgeSource.XSigma:
+            return getXSigmaInfosForPair(chainId, takerToken, makerToken);
         default:
             throw new Error(`Unknown Curve like source ${source}`);
     }

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

@@ -86,6 +86,7 @@ export const SELL_SOURCE_FILTER_BY_CHAIN_ID = valueByChainId<SourceFilters>(
             ERC20BridgeSource.Smoothy,
             ERC20BridgeSource.Component,
             ERC20BridgeSource.Saddle,
+            ERC20BridgeSource.XSigma,
         ]),
         [ChainId.Ropsten]: new SourceFilters([
             ERC20BridgeSource.Kyber,
@@ -152,6 +153,7 @@ export const BUY_SOURCE_FILTER_BY_CHAIN_ID = valueByChainId<SourceFilters>(
             ERC20BridgeSource.Smoothy,
             ERC20BridgeSource.Component,
             ERC20BridgeSource.Saddle,
+            ERC20BridgeSource.XSigma,
         ]),
         [ChainId.Ropsten]: new SourceFilters([
             ERC20BridgeSource.Kyber,
@@ -293,6 +295,7 @@ export const MAINNET_TOKENS = {
     STABLEx: '0xcd91538b91b4ba7797d39a2f66e63810b50a33d0',
     alUSD: '0xbc6da0fe9ad5f3b0d58160288917aa56653660e9',
     FRAX: '0x853d955acef822db058eb8505911ed77f175b99e',
+    LUSD: '0x5f98805a4e8be255a32880fdec7f6728c6568ba0',
 };
 
 export const BSC_TOKENS = {
@@ -342,6 +345,7 @@ export const CURVE_POOLS = {
     STABLEx: '0x3252efd4ea2d6c78091a1f43982ee2c3659cc3d1',
     alUSD: '0x43b4fdfd4ff969587185cdb6f0bd875c5fc83f8c',
     FRAX: '0xd632f22692fac7611d2aa1c0d552930d43caed3b',
+    LUSD: '0xed279fdd11ca84beef15af5d39bb4d4bee23f0ca',
 };
 
 export const SWERVE_POOLS = {
@@ -375,6 +379,10 @@ export const ELLIPSIS_POOLS = {
     threePool: '0x160caed03795365f3a589f10c379ffa7d75d4e76',
 };
 
+export const XSIGMA_POOLS = {
+    stable: '0x3333333ACdEdBbC9Ad7bda0876e60714195681c5',
+};
+
 export const DEFAULT_INTERMEDIATE_TOKENS_BY_CHAIN_ID = valueByChainId<string[]>(
     {
         [ChainId.Mainnet]: [
@@ -628,6 +636,11 @@ export const CURVE_MAINNET_INFOS: { [name: string]: CurveInfo } = {
         pool: CURVE_POOLS.FRAX,
         gasSchedule: 387e3,
     }),
+    [CURVE_POOLS.LUSD]: createCurveMetaTriPool({
+        token: MAINNET_TOKENS.LUSD,
+        pool: CURVE_POOLS.LUSD,
+        gasSchedule: 387e3,
+    }),
 };
 
 export const SWERVE_MAINNET_INFOS: { [name: string]: CurveInfo } = {
@@ -677,6 +690,14 @@ export const ELLIPSIS_BSC_INFOS: { [name: string]: CurveInfo } = {
     }),
 };
 
+export const XSIGMA_MAINNET_INFOS: { [name: string]: CurveInfo } = {
+    [XSIGMA_POOLS.stable]: createCurveExchangePool({
+        tokens: [MAINNET_TOKENS.DAI, MAINNET_TOKENS.USDC, MAINNET_TOKENS.USDT],
+        pool: XSIGMA_POOLS.stable,
+        gasSchedule: 150e3,
+    }),
+};
+
 // Curve pools like using custom selectors
 export const SADDLE_MAINNET_INFOS: { [name: string]: CurveInfo } = {
     [SADDLE_POOLS.stables]: {
@@ -1073,6 +1094,7 @@ export const DEFAULT_GAS_SCHEDULE: Required<FeeSchedule> = {
     [ERC20BridgeSource.Ellipsis]: fillData => (fillData as CurveFillData).pool.gasSchedule,
     [ERC20BridgeSource.Smoothy]: fillData => (fillData as CurveFillData).pool.gasSchedule,
     [ERC20BridgeSource.Saddle]: fillData => (fillData as CurveFillData).pool.gasSchedule,
+    [ERC20BridgeSource.XSigma]: fillData => (fillData as CurveFillData).pool.gasSchedule,
     [ERC20BridgeSource.MultiBridge]: () => 350e3,
     [ERC20BridgeSource.UniswapV2]: (fillData?: FillData) => {
         // TODO: Different base cost if to/from ETH.

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

@@ -560,7 +560,12 @@ export class MarketOperationUtils {
             // We create a fallback path that is exclusive of Native liquidity
             // This is the optimal on-chain path for the entire input amount
             const nonNativeFills = fills.filter(p => p.length > 0 && p[0].source !== ERC20BridgeSource.Native);
-            const nonNativeOptimalPath = await findOptimalPathAsync(side, nonNativeFills, inputAmount, opts.runLimit);
+            const nonNativeOptimalPath = await findOptimalPathAsync(side, nonNativeFills, inputAmount, opts.runLimit, {
+                ...penaltyOpts,
+                exchangeProxyOverhead: (sourceFlags: number) =>
+                    // tslint:disable-next-line: no-bitwise
+                    penaltyOpts.exchangeProxyOverhead(sourceFlags | optimalPath.sourceFlags),
+            });
             // Calculate the slippage of on-chain sources compared to the most optimal path
             if (
                 nonNativeOptimalPath !== undefined &&

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

@@ -136,6 +136,8 @@ export function getErc20BridgeSourceToBridgeSource(source: ERC20BridgeSource): s
             return encodeBridgeSourceId(BridgeProtocol.Curve, 'Smoothy');
         case ERC20BridgeSource.Saddle:
             return encodeBridgeSourceId(BridgeProtocol.Nerve, 'Saddle');
+        case ERC20BridgeSource.XSigma:
+            return encodeBridgeSourceId(BridgeProtocol.Curve, 'xSigma');
         case ERC20BridgeSource.ApeSwap:
             return encodeBridgeSourceId(BridgeProtocol.UniswapV2, 'ApeSwap');
         case ERC20BridgeSource.CafeSwap:
@@ -173,6 +175,7 @@ export function createBridgeDataForBridgeOrder(order: OptimizedMarketBridgeOrder
         case ERC20BridgeSource.Ellipsis:
         case ERC20BridgeSource.Smoothy:
         case ERC20BridgeSource.Saddle:
+        case ERC20BridgeSource.XSigma:
             const curveFillData = (order as OptimizedMarketBridgeOrder<CurveFillData>).fillData;
             bridgeData = encoder.encode([
                 curveFillData.pool.poolAddress,
@@ -328,6 +331,7 @@ export const BRIDGE_ENCODERS: {
     [ERC20BridgeSource.Ellipsis]: curveEncoder,
     [ERC20BridgeSource.Smoothy]: curveEncoder,
     [ERC20BridgeSource.Saddle]: curveEncoder,
+    [ERC20BridgeSource.XSigma]: curveEncoder,
     // UniswapV2 like, (router, address[])
     [ERC20BridgeSource.Bancor]: routerAddressPathEncoder,
     [ERC20BridgeSource.UniswapV2]: routerAddressPathEncoder,

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

@@ -1132,6 +1132,7 @@ export class SamplerOperations {
                         case ERC20BridgeSource.Belt:
                         case ERC20BridgeSource.Ellipsis:
                         case ERC20BridgeSource.Saddle:
+                        case ERC20BridgeSource.XSigma:
                             return getCurveLikeInfosForPair(this.chainId, takerToken, makerToken, source).map(pool =>
                                 this.getCurveSellQuotes(
                                     pool,
@@ -1346,6 +1347,7 @@ export class SamplerOperations {
                         case ERC20BridgeSource.Belt:
                         case ERC20BridgeSource.Ellipsis:
                         case ERC20BridgeSource.Saddle:
+                        case ERC20BridgeSource.XSigma:
                             return getCurveLikeInfosForPair(this.chainId, takerToken, makerToken, source).map(pool =>
                                 this.getCurveBuyQuotes(
                                     pool,

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

@@ -63,6 +63,7 @@ export enum ERC20BridgeSource {
     Smoothy = 'Smoothy',
     Component = 'Component',
     Saddle = 'Saddle',
+    XSigma = 'xSigma',
     // BSC only
     PancakeSwap = 'PancakeSwap',
     PancakeSwapV2 = 'PancakeSwap_V2',

packages/asset-swapper/test/market_operation_utils_test.ts

@@ -47,33 +47,16 @@ import {
 const MAKER_TOKEN = randomAddress();
 const TAKER_TOKEN = randomAddress();
 
-const DEFAULT_EXCLUDED = [
-    ERC20BridgeSource.UniswapV2,
-    ERC20BridgeSource.Curve,
-    ERC20BridgeSource.Balancer,
-    ERC20BridgeSource.MStable,
-    ERC20BridgeSource.Mooniswap,
-    ERC20BridgeSource.Bancor,
-    ERC20BridgeSource.Swerve,
-    ERC20BridgeSource.SnowSwap,
-    ERC20BridgeSource.SushiSwap,
-    ERC20BridgeSource.MultiHop,
-    ERC20BridgeSource.Shell,
-    ERC20BridgeSource.Cream,
-    ERC20BridgeSource.Dodo,
-    ERC20BridgeSource.DodoV2,
-    ERC20BridgeSource.LiquidityProvider,
-    ERC20BridgeSource.CryptoCom,
-    ERC20BridgeSource.Linkswap,
-    ERC20BridgeSource.PancakeSwap,
-    ERC20BridgeSource.BakerySwap,
-    ERC20BridgeSource.MakerPsm,
-    ERC20BridgeSource.KyberDmm,
-    ERC20BridgeSource.Smoothy,
-    ERC20BridgeSource.Component,
-    ERC20BridgeSource.Saddle,
-    ERC20BridgeSource.PancakeSwapV2,
+const DEFAULT_INCLUDED = [
+    ERC20BridgeSource.Eth2Dai,
+    ERC20BridgeSource.Kyber,
+    ERC20BridgeSource.Native,
+    ERC20BridgeSource.Uniswap,
 ];
+
+const DEFAULT_EXCLUDED = SELL_SOURCE_FILTER_BY_CHAIN_ID[ChainId.Mainnet].sources.filter(
+    s => !DEFAULT_INCLUDED.includes(s),
+);
 const BUY_SOURCES = BUY_SOURCE_FILTER_BY_CHAIN_ID[ChainId.Mainnet].sources;
 const SELL_SOURCES = SELL_SOURCE_FILTER_BY_CHAIN_ID[ChainId.Mainnet].sources;
 const TOKEN_ADJACENCY_GRAPH: TokenAdjacencyGraph = { default: [] };

packages/contract-addresses/CHANGELOG.json

@@ -1,4 +1,12 @@
 [
+    {
+        "version": "6.1.0",
+        "changes": [
+            {
+                "note": "Deployed FQT on mainnet and ropsten for `Balancer_V2`"
+            }
+        ]
+    },
     {
         "version": "6.0.0",
         "changes": [

packages/contract-addresses/addresses.json

@@ -36,7 +36,7 @@
             "wethTransformer": "0xb2bc06a4efb20fc6553a69dbfa49b7be938034a7",
             "payTakerTransformer": "0x4638a7ebe75b911b995d0ec73a81e4f85f41f24e",
             "affiliateFeeTransformer": "0xda6d9fc5998f550a094585cf9171f0e8ee3ac59f",
-            "fillQuoteTransformer": "0xb8e40acea68db2a7a2020a3eba2664ba4c3b3e3d",
+            "fillQuoteTransformer": "0x025b4124732b1bf90cdd574975a99a6215de4a55",
             "positiveSlippageFeeTransformer": "0xa9416ce1dbde8d331210c07b5c253d94ee4cc3fd"
         }
     },
@@ -77,7 +77,7 @@
             "wethTransformer": "0x05ad19aa3826e0609a19568ffbd1dfe86c6c7184",
             "payTakerTransformer": "0x6d0ebf2bcd9cc93ec553b60ad201943dcca4e291",
             "affiliateFeeTransformer": "0x6588256778ca4432fa43983ac685c45efb2379e2",
-            "fillQuoteTransformer": "0xc0c6fc6911978a65fe3b17391bb30b630bfc637d",
+            "fillQuoteTransformer": "0x27cd03bf6c49c15b7a2f5e9cde56329ebfaf153f",
             "positiveSlippageFeeTransformer": "0x8b332f700fd37e71c5c5b26c4d78b5ca63dd33b2"
         }
     },