Add an includedSources=Uniswap_V2 test

- @0x/asset-swapper@16.46.0

contracts/erc20/CHANGELOG.json

@@ -1,4 +1,49 @@
 [
+    {
+        "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",
+        "changes": [
+            {
+                "note": "Dependencies updated"
+            }
+        ]
+    },
     {
         "timestamp": 1631710679,
         "version": "3.3.20",

contracts/erc20/CHANGELOG.md

@@ -5,6 +5,26 @@ 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
+
 ## v3.3.20 - _September 15, 2021_
 
     * Dependencies updated

contracts/erc20/package.json

@@ -1,6 +1,6 @@
 {
     "name": "@0x/contracts-erc20",
-    "version": "3.3.20",
+    "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": "^5.4.11",
-        "@0x/contracts-utils": "^4.8.1",
+        "@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 +1,49 @@
 [
+    {
+        "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",
+        "changes": [
+            {
+                "note": "Dependencies updated"
+            }
+        ]
+    },
     {
         "timestamp": 1631710679,
         "version": "5.4.11",

contracts/test-utils/CHANGELOG.md

@@ -5,6 +5,26 @@ 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
+
 ## v5.4.11 - _September 15, 2021_
 
     * Dependencies updated

contracts/test-utils/package.json

@@ -1,6 +1,6 @@
 {
     "name": "@0x/contracts-test-utils",
-    "version": "5.4.11",
+    "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": "^6.7.0",
+        "@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 +1,67 @@
 [
+    {
+        "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",
+        "changes": [
+            {
+                "note": "Dependencies updated"
+            }
+        ]
+    },
+    {
+        "timestamp": 1634147078,
+        "version": "1.4.3",
+        "changes": [
+            {
+                "note": "Dependencies updated"
+            }
+        ]
+    },
+    {
+        "timestamp": 1633374058,
+        "version": "1.4.2",
+        "changes": [
+            {
+                "note": "Dependencies updated"
+            }
+        ]
+    },
     {
         "timestamp": 1632957537,
         "version": "1.4.1",

contracts/treasury/CHANGELOG.md

@@ -5,6 +5,34 @@ 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
+
+## v1.4.3 - _October 13, 2021_
+
+    * Dependencies updated
+
+## v1.4.2 - _October 4, 2021_
+
+    * Dependencies updated
+
 ## v1.4.1 - _September 29, 2021_
 
     * Dependencies updated

contracts/treasury/contracts/external/ISablier.sol

@@ -0,0 +1,60 @@
+pragma solidity ^0.6.12;
+
+/**
+ * @title ISablier
+ * @author Sablier
+ */
+interface ISablier {
+    /**
+     * @notice Emits when a stream is successfully created.
+     */
+    event CreateStream(
+        uint256 indexed streamId,
+        address indexed sender,
+        address indexed recipient,
+        uint256 deposit,
+        address tokenAddress,
+        uint256 startTime,
+        uint256 stopTime
+    );
+
+    /**
+     * @notice Emits when the recipient of a stream withdraws a portion or all their pro rata share of the stream.
+     */
+    event WithdrawFromStream(uint256 indexed streamId, address indexed recipient, uint256 amount);
+
+    /**
+     * @notice Emits when a stream is successfully cancelled and tokens are transferred back on a pro rata basis.
+     */
+    event CancelStream(
+        uint256 indexed streamId,
+        address indexed sender,
+        address indexed recipient,
+        uint256 senderBalance,
+        uint256 recipientBalance
+    );
+
+    function balanceOf(uint256 streamId, address who) external view returns (uint256 balance);
+
+    function getStream(uint256 streamId)
+        external
+        view
+        returns (
+            address sender,
+            address recipient,
+            uint256 deposit,
+            address token,
+            uint256 startTime,
+            uint256 stopTime,
+            uint256 remainingBalance,
+            uint256 ratePerSecond
+        );
+
+    function createStream(address recipient, uint256 deposit, address tokenAddress, uint256 startTime, uint256 stopTime)
+        external
+        returns (uint256 streamId);
+
+    function withdrawFromStream(uint256 streamId, uint256 funds) external returns (bool);
+
+    function cancelStream(uint256 streamId) external returns (bool);
+}

contracts/treasury/package.json

@@ -1,6 +1,6 @@
 {
     "name": "@0x/contracts-treasury",
-    "version": "1.4.1",
+    "version": "1.4.8",
     "engines": {
         "node": ">=6.12"
     },
@@ -32,9 +32,9 @@
         "publish:private": "yarn build && gitpkg publish"
     },
     "config": {
-        "publicInterfaceContracts": "ZrxTreasury,DefaultPoolOperator",
+        "publicInterfaceContracts": "ZrxTreasury,DefaultPoolOperator,ISablier",
         "abis:comment": "This list is auto-generated by contracts-gen. Don't edit manually.",
-        "abis": "./test/generated-artifacts/@(DefaultPoolOperator|IStaking|IZrxTreasury|ZrxTreasury).json"
+        "abis": "./test/generated-artifacts/@(DefaultPoolOperator|ISablier|IStaking|IZrxTreasury|ZrxTreasury).json"
     },
     "repository": {
         "type": "git",
@@ -47,12 +47,12 @@
     "homepage": "https://github.com/0xProject/protocol/tree/main/contracts/treasury",
     "devDependencies": {
         "@0x/abi-gen": "^5.6.2",
-        "@0x/contract-addresses": "^6.7.0",
+        "@0x/contract-addresses": "^6.11.0",
         "@0x/contracts-asset-proxy": "^3.7.19",
-        "@0x/contracts-erc20": "^3.3.20",
+        "@0x/contracts-erc20": "^3.3.25",
         "@0x/contracts-gen": "^2.0.40",
         "@0x/contracts-staking": "^2.0.45",
-        "@0x/contracts-test-utils": "^5.4.11",
+        "@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": "^1.9.1",
+        "@0x/protocol-utils": "^1.10.1",
         "@0x/subproviders": "^6.6.0",
         "@0x/types": "^3.3.4",
         "@0x/typescript-typings": "^5.2.1",

contracts/treasury/src/artifacts.ts

@@ -6,8 +6,10 @@
 import { ContractArtifact } from 'ethereum-types';
 
 import * as DefaultPoolOperator from '../generated-artifacts/DefaultPoolOperator.json';
+import * as ISablier from '../generated-artifacts/ISablier.json';
 import * as ZrxTreasury from '../generated-artifacts/ZrxTreasury.json';
 export const artifacts = {
     ZrxTreasury: ZrxTreasury as ContractArtifact,
     DefaultPoolOperator: DefaultPoolOperator as ContractArtifact,
+    ISablier: ISablier as ContractArtifact,
 };

contracts/treasury/src/proposals.ts

@@ -3,6 +3,8 @@ import { ERC20TokenContract } from '@0x/contracts-erc20';
 import { Web3ProviderEngine } from '@0x/subproviders';
 import { BigNumber } from '@0x/utils';
 
+import { ISablierContract } from './wrappers';
+
 interface ProposedAction {
     target: string;
     data: string;
@@ -17,8 +19,14 @@ interface Proposal {
 
 const { zrxToken } = getContractAddressesForChainOrThrow(1);
 const zrx = new ERC20TokenContract(zrxToken, new Web3ProviderEngine());
-const maticToken = '0x7d1afa7b718fb893db30a3abc0cfc608aacfebb0';
-const matic = new ERC20TokenContract(maticToken, new Web3ProviderEngine());
+const maticToken = new ERC20TokenContract('0x7d1afa7b718fb893db30a3abc0cfc608aacfebb0', new Web3ProviderEngine());
+const sablier = new ISablierContract('0xcd18eaa163733da39c232722cbc4e8940b1d8888', new Web3ProviderEngine());
+
+const ONE_YEAR_IN_SECONDS = new BigNumber('31536000');
+const PROPOSAL_2_ZRX_AMOUNT = new BigNumber('485392999999999970448000');
+const PROPOSAL_2_MATIC_AMOUNT = new BigNumber('378035999999999992944000');
+const PROPOSAL_2_STREAM_START_TIME = new BigNumber('1635188400');
+const PROPOSAL_2_RECIPIENT = '0x976378445d31d81b15576811450a7b9797206807';
 
 export const proposals: Proposal[] = [
     {
@@ -44,8 +52,8 @@ export const proposals: Proposal[] = [
                 value: new BigNumber(0),
             },
             {
-                target: maticToken,
-                data: matic
+                target: maticToken.address,
+                data: maticToken
                     .transfer('0xab66cc8fd10457ebc9d13b9760c835f0a4cbc487', new BigNumber('420000e18'))
                     .getABIEncodedTransactionData(),
                 value: new BigNumber(0),
@@ -54,4 +62,46 @@ export const proposals: Proposal[] = [
         description:
             '# Z-2 0x/Polygon Grant Budget for 0xEVE\n\n## Summary\n\nWe propose to transfer 10% of the new Treasury allocation from the recently announced 0x/Polygon initiative to the 0x Ecosystem Value Experiment (0xEVE). The purpose is not so much to increase the budget as it is to enable access to the MATIC that was allocated to the Treasury after 0xEVE was established and to expand the original goals to include use cases on the Polygon Network. A snapshot vote was held to gauge community sentiment with 100% in favor https://snapshot.org/#/0xgov.eth/proposal/QmdcZAAcmNgM3R6CVY586G4sSoPwm6T3CS39DCQ4gPDPB4.\n\n## Background\n\nA proposal to establish the 0x Ecosystem Value Experiment (0xEVE) was passed in early June with a budget of 400K ZRX, which was then transferred to the 0xEVE multisig to fund operations. Shortly afterwards, 0xLabs and 0xPolygon allocated 3.3M ZRX and 4.2M MATIC to the 0xDAO Treasury with the shared goal of bringing 1M new users to the Polygon Network via 0x-powered applications.<br/><br/>\nSince that time, 0xEVE has established a grant program and published a framework for projects seeking support from the 0xDAO. However, because 0xEVE has no access to these new funds, it will be extremely difficult given the current market conditions (and the commensurate devaluation of our operating budget in USD terms) for us to incorporate this new goal into the grant program in any meaningful way, particularly because we are not able to spend any of the MATIC in the Treasury.\n\n## Request for Approval\n\nIn keeping with the original structure of the budget where ~10% of the Treasury was allocated to 0xEVE to fund opportunities such as grants, we propose that 10% of the new funding (ZRX and MATIC) be allocated to 0xEVE to fund activities associated with this new initiative. A separate multisig has been set up to manage and track these expenditures.<br/><br/>\nCompensation will remain as authorized in the original budget, and the new funding will be allocated 100% to grants and other operational activities specific to Polygon. In accordance with the grant program framework, this will enable 0xEVE to fast track grants under $50k using its own budget, while larger grants will require an onchain community vote and will be awarded from Treasury funds.<br/><br/>\nAdditionally, as 0x protocol deploys to additional chains, for any future allocations from similar joint initiatives, we recommend that they be structured the same way (90/10 split between the Treasury and 0xEVE) so that 0xEVE can actively participate in evaluating, distributing, and managing grants and other associated efforts designed to accelerate adoption and ecosystem value capture on those networks.<br/><br/>\nAs stipulated in Z-1, 0xEVE is a limited-duration experiment (26 weeks) and any funds not used will be returned to the Treasury when the experiment concludes.\n\n## Action Required\n\nTransfer 330,813 ZRX and 420,000 MATIC to 0xEVE gnosis safe multisig 0xAB66CC8FD10457ebC9D13B9760C835F0a4CbC487',
     },
+    {
+        actions: [
+            {
+                target: zrxToken,
+                data: zrx.approve(sablier.address, PROPOSAL_2_ZRX_AMOUNT).getABIEncodedTransactionData(),
+                value: new BigNumber(0),
+            },
+            {
+                target: maticToken.address,
+                data: maticToken.approve(sablier.address, PROPOSAL_2_MATIC_AMOUNT).getABIEncodedTransactionData(),
+                value: new BigNumber(0),
+            },
+            {
+                target: sablier.address,
+                data: sablier
+                    .createStream(
+                        PROPOSAL_2_RECIPIENT,
+                        PROPOSAL_2_ZRX_AMOUNT,
+                        zrxToken,
+                        PROPOSAL_2_STREAM_START_TIME,
+                        PROPOSAL_2_STREAM_START_TIME.plus(ONE_YEAR_IN_SECONDS),
+                    )
+                    .getABIEncodedTransactionData(),
+                value: new BigNumber(0),
+            },
+            {
+                target: sablier.address,
+                data: sablier
+                    .createStream(
+                        PROPOSAL_2_RECIPIENT,
+                        PROPOSAL_2_MATIC_AMOUNT,
+                        maticToken.address,
+                        PROPOSAL_2_STREAM_START_TIME,
+                        PROPOSAL_2_STREAM_START_TIME.plus(ONE_YEAR_IN_SECONDS),
+                    )
+                    .getABIEncodedTransactionData(),
+                value: new BigNumber(0),
+            },
+        ],
+        description:
+            '# Z-3 Trader.xyz Grant\n\n## Summary\n\nThis proposal seeks authorization of a $950k grant from the treasury to trader.xyz. The community has discussed the merits of the proposal in the governance forum and signaled strong support for moving forward in a snapshot poll:\n\n1. https://gov.0x.org/t/grant-proposal-trader-xyz/1005/\n2. https://snapshot.org/#/0xgov.eth/proposal/Qmcf2C3KmQ1W1XBGownLWsA8yX9hpzY6peLUGKNJnPzN9y\n\n## Grant Details\n\n### What category best describes your grant request?\n\n1. 0x orderbook\n2. 0x protocol feature development\n\n### Grant amount requested\n\n**Amount**: $950k split 50/50 between $ZRX and $MATIC (note: an upfront payment of $50k in $ZRX and $MATIC is being made from the 0xEVE grant budget)\n\n**Price reference**:\n1. [https://www.tradingview.com/symbols/ZRXUSD/technicals/](https://www.tradingview.com/symbols/ZRXUSD/technicals/) ($ZRX 30-day EMA as of 10/4/2021 = 0.97859)\n2. [https://www.tradingview.com/symbols/MATICUSD/technicals/](https://www.tradingview.com/symbols/MATICUSD/technicals/) ($MATIC 30-day EMA as of 10/4/2021 = 1.2564959)\n\n**Payment details**: $950k streamed from Sablier over 365 days (485,393 ZRX + 378,036 MATIC)\n\n**Receiving address**: 0x976378445D31D81b15576811450A7b9797206807 (Gnosis Safe)\n\n### Team background\n\nCore team is comprised of two former 0x core team members (Patryk Adas - former Matcha lead designer, and John Johnson - former Matcha lead engineer)\n\n### Project background\n\nTrader.xyz is a dapp that provides a user-focused trading experience with the goal of becoming the flagship, 0x-powered application for discovering and trading NFTs\n\n### Description of work to be funded\n\nSee detailed explanation at https://gov.0x.org/t/grant-proposal-trader-xyz/1005\n\n### Budget breakdown\n\nSee detailed explanation at https://gov.0x.org/t/grant-proposal-trader-xyz/1005\n\n### Benefit to 0x ecosystem\n\n1. Become the gold standard for exchanging NFTs with 0x protocol\n2. Enable 0xDAO to build organic development capabilities\n3. Improve protocol documentation and developer resources\n4. Add OSS API protocol features\n\n### Risk/Reward factors\n\nRisks include competition, mindshare, flywheel of liquidity, etc. We believe our product and team have the potential to mitigate these risks and bring to market several features and capabilities that will be market-leading.\n\n### Additional info\n\nOur team has a track record of delivering high quality projects, and in order for us to continue our work, we need capital and support. We prefer not to go the venture capital route and instead work directly with the 0xDAO for the best synergies and to align value with 0x. We proved out an initial brand, design, and engineering concept via OTC orders, and it is already the highest quality OTC swap on the market. We would like to work with 0xDAO directly to make sure 0x has a foothold in the NFT market as it continues to evolve and develop. We want to do what Matcha did for DEX ERC20 trading.\n\n## Action Required\n\nStream 485,393 ZRX and 378,036 MATIC to Gnosis Safe 0x976378445D31D81b15576811450A7b9797206807 over 365 days',
+    },
 ];

contracts/treasury/src/wrappers.ts

@@ -4,4 +4,5 @@
  * -----------------------------------------------------------------------------
  */
 export * from '../generated-wrappers/default_pool_operator';
+export * from '../generated-wrappers/i_sablier';
 export * from '../generated-wrappers/zrx_treasury';

contracts/treasury/test/artifacts.ts

@@ -6,10 +6,12 @@
 import { ContractArtifact } from 'ethereum-types';
 
 import * as DefaultPoolOperator from '../test/generated-artifacts/DefaultPoolOperator.json';
+import * as ISablier from '../test/generated-artifacts/ISablier.json';
 import * as IStaking from '../test/generated-artifacts/IStaking.json';
 import * as IZrxTreasury from '../test/generated-artifacts/IZrxTreasury.json';
 import * as ZrxTreasury from '../test/generated-artifacts/ZrxTreasury.json';
 export const artifacts = {
+    ISablier: ISablier as ContractArtifact,
     DefaultPoolOperator: DefaultPoolOperator as ContractArtifact,
     IStaking: IStaking as ContractArtifact,
     IZrxTreasury: IZrxTreasury as ContractArtifact,

contracts/treasury/test/proposal_test.ts

@@ -7,7 +7,7 @@ import * as _ from 'lodash';
 import { proposals } from '../src/proposals';
 
 import { artifacts } from './artifacts';
-import { ZrxTreasuryContract, ZrxTreasuryEvents } from './wrappers';
+import { ISablierEvents, ZrxTreasuryContract, ZrxTreasuryEvents } from './wrappers';
 
 const SUBGRAPH_URL = 'https://api.thegraph.com/subgraphs/name/mzhu25/zeroex-staking';
 const STAKING_PROXY_ADDRESS = '0xa26e80e7dea86279c6d778d702cc413e6cffa777';
@@ -15,9 +15,11 @@ const TREASURY_ADDRESS = '0x0bb1810061c2f5b2088054ee184e6c79e1591101';
 const PROPOSER = process.env.PROPOSER || constants.NULL_ADDRESS;
 const VOTER = '0xba4f44e774158408e2dc6c5cb65bc995f0a89180';
 const VOTER_OPERATED_POOLS = ['0x0000000000000000000000000000000000000000000000000000000000000017'];
+const VOTER_2 = '0x9a4eb1101c0c053505bd71d2ffa27ed902dead85';
+const VOTER_2_OPERATED_POOLS = ['0x0000000000000000000000000000000000000000000000000000000000000029'];
 blockchainTests.configure({
     fork: {
-        unlockedAccounts: [PROPOSER, VOTER],
+        unlockedAccounts: [PROPOSER, VOTER, VOTER_2],
     },
 });
 
@@ -219,4 +221,80 @@ blockchainTests.fork.skip('Treasury proposal mainnet fork tests', env => {
             );
         });
     });
+    describe('Proposal 2', () => {
+        it('works', async () => {
+            const proposal = proposals[2];
+            let executionEpoch: BigNumber;
+            if (proposal.executionEpoch) {
+                executionEpoch = proposal.executionEpoch;
+            } else {
+                const currentEpoch = await staking.currentEpoch().callAsync();
+                executionEpoch = currentEpoch.plus(2);
+            }
+            const pools = await querySubgraphAsync(PROPOSER);
+            const proposeTx = treasury.propose(proposal.actions, executionEpoch, proposal.description, pools);
+
+            const calldata = proposeTx.getABIEncodedTransactionData();
+            logUtils.log('ZrxTreasury.propose calldata:');
+            logUtils.log(calldata);
+
+            const proposalId = await proposeTx.callAsync({ from: PROPOSER });
+            const receipt = await proposeTx.awaitTransactionSuccessAsync({ from: PROPOSER });
+            verifyEventsFromLogs(
+                receipt.logs,
+                [
+                    {
+                        ...proposal,
+                        proposalId,
+                        executionEpoch,
+                        proposer: PROPOSER,
+                        operatedPoolIds: pools,
+                    },
+                ],
+                ZrxTreasuryEvents.ProposalCreated,
+            );
+            await fastForwardToNextEpochAsync();
+            await fastForwardToNextEpochAsync();
+            await treasury
+                .castVote(proposalId, true, VOTER_OPERATED_POOLS)
+                .awaitTransactionSuccessAsync({ from: VOTER });
+            await treasury
+                .castVote(proposalId, true, VOTER_2_OPERATED_POOLS)
+                .awaitTransactionSuccessAsync({ from: VOTER_2 });
+            await env.web3Wrapper.increaseTimeAsync(votingPeriod.plus(1).toNumber());
+            await env.web3Wrapper.mineBlockAsync();
+            const executeTx = await treasury.execute(proposalId, proposal.actions).awaitTransactionSuccessAsync();
+
+            verifyEventsFromLogs(
+                executeTx.logs,
+                [
+                    {
+                        proposalId,
+                    },
+                ],
+                ZrxTreasuryEvents.ProposalExecuted,
+            );
+
+            verifyEventsFromLogs(
+                executeTx.logs,
+                [
+                    {
+                        recipient: '0x976378445D31D81b15576811450A7b9797206807',
+                        deposit: new BigNumber('485392999999999970448000'),
+                        tokenAddress: '0xe41d2489571d322189246dafa5ebde1f4699f498',
+                        startTime: new BigNumber(1635188400),
+                        stopTime: new BigNumber(1666724400),
+                    },
+                    {
+                        recipient: '0x976378445D31D81b15576811450A7b9797206807',
+                        deposit: new BigNumber('378035999999999992944000'),
+                        tokenAddress: '0x7d1afa7b718fb893db30a3abc0cfc608aacfebb0',
+                        startTime: new BigNumber(1635188400),
+                        stopTime: new BigNumber(1666724400),
+                    },
+                ],
+                ISablierEvents.CreateStream,
+            );
+        });
+    });
 });

contracts/treasury/test/wrappers.ts

@@ -4,6 +4,7 @@
  * -----------------------------------------------------------------------------
  */
 export * from '../test/generated-wrappers/default_pool_operator';
+export * from '../test/generated-wrappers/i_sablier';
 export * from '../test/generated-wrappers/i_staking';
 export * from '../test/generated-wrappers/i_zrx_treasury';
 export * from '../test/generated-wrappers/zrx_treasury';

contracts/treasury/tsconfig.json

@@ -4,8 +4,10 @@
     "include": ["./src/**/*", "./test/**/*", "./generated-wrappers/**/*"],
     "files": [
         "generated-artifacts/DefaultPoolOperator.json",
+        "generated-artifacts/ISablier.json",
         "generated-artifacts/ZrxTreasury.json",
         "test/generated-artifacts/DefaultPoolOperator.json",
+        "test/generated-artifacts/ISablier.json",
         "test/generated-artifacts/IStaking.json",
         "test/generated-artifacts/IZrxTreasury.json",
         "test/generated-artifacts/ZrxTreasury.json"

contracts/utils/CHANGELOG.json

@@ -1,4 +1,49 @@
 [
+    {
+        "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",
+        "changes": [
+            {
+                "note": "Dependencies updated"
+            }
+        ]
+    },
     {
         "timestamp": 1631710679,
         "version": "4.8.1",

contracts/utils/CHANGELOG.md

@@ -5,6 +5,26 @@ 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
+
 ## v4.8.1 - _September 15, 2021_
 
     * Dependencies updated

contracts/utils/package.json

@@ -1,6 +1,6 @@
 {
     "name": "@0x/contracts-utils",
-    "version": "4.8.1",
+    "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": "^5.4.11",
+        "@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

@@ -1,4 +1,74 @@
 [
+    {
+        "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,
+        "version": "0.29.2",
+        "changes": [
+            {
+                "note": "Dependencies updated"
+            }
+        ]
+    },
+    {
+        "timestamp": 1633374058,
+        "version": "0.29.1",
+        "changes": [
+            {
+                "note": "Dependencies updated"
+            }
+        ]
+    },
     {
         "version": "0.29.0",
         "changes": [

contracts/zero-ex/CHANGELOG.md

@@ -5,6 +5,35 @@ 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
+
+## v0.29.1 - _October 4, 2021_
+
+    * Dependencies updated
+
 ## v0.29.0 - _September 29, 2021_
 
     * Export TransformERC20FeatureContract (#282)

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/features/TransformERC20Feature.sol

@@ -75,7 +75,7 @@ contract TransformERC20Feature is
         _registerFeatureFunction(this.setTransformerDeployer.selector);
         _registerFeatureFunction(this.setQuoteSigner.selector);
         _registerFeatureFunction(this.getQuoteSigner.selector);
-        _registerFeatureFunction(this.transformERC20Staging.selector);
+        _registerFeatureFunction(this.transformERC20.selector);
         _registerFeatureFunction(this._transformERC20.selector);
         if (this.getTransformWallet() == IFlashWallet(address(0))) {
             // Create the transform wallet if it doesn't exist.
@@ -145,44 +145,6 @@ contract TransformERC20Feature is
         LibTransformERC20Storage.getStorage().wallet = wallet;
     }
 
-    /// @dev Wrapper for `transformERC20`. This selector will be temporarily
-    ///      registered to the Exchange Proxy so that we can migrate 0x API
-    ///      with no downtime. Once 0x API has been updated to point to this
-    ///      function, we can safely re-register `transformERC20`, point 
-    ///      0x API back to `transformERC20`, and deregister this function.
-    /// @param inputToken The token being provided by the sender.
-    ///        If `0xeee...`, ETH is implied and should be provided with the call.`
-    /// @param outputToken The token to be acquired by the sender.
-    ///        `0xeee...` implies ETH.
-    /// @param inputTokenAmount The amount of `inputToken` to take from the sender.
-    ///        If set to `uint256(-1)`, the entire spendable balance of the taker
-    ///        will be solt.
-    /// @param minOutputTokenAmount The minimum amount of `outputToken` the sender
-    ///        must receive for the entire transformation to succeed. If set to zero,
-    ///        the minimum output token transfer will not be asserted.
-    /// @param transformations The transformations to execute on the token balance(s)
-    ///        in sequence.
-    /// @return outputTokenAmount The amount of `outputToken` received by the sender.
-    function transformERC20Staging(
-        IERC20TokenV06 inputToken,
-        IERC20TokenV06 outputToken,
-        uint256 inputTokenAmount,
-        uint256 minOutputTokenAmount,
-        Transformation[] memory transformations
-    )
-        public
-        payable
-        returns (uint256 outputTokenAmount)
-    {
-        return transformERC20(
-            inputToken, 
-            outputToken, 
-            inputTokenAmount, 
-            minOutputTokenAmount, 
-            transformations
-        );
-    }
-
     /// @dev Executes a series of transformations to convert an ERC20 `inputToken`
     ///      to an ERC20 `outputToken`.
     /// @param inputToken The token being provided by the sender.
@@ -283,8 +245,8 @@ contract TransformERC20Feature is
             }
             // Transfer output tokens from wallet to recipient
             outputTokenAmount = _executeOutputTokenTransfer(
-                args.outputToken, 
-                state.wallet, 
+                args.outputToken,
+                state.wallet,
                 args.recipient
             );
         }

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

@@ -22,11 +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/MixinClipper.sol";
 import "./mixins/MixinCoFiX.sol";
+import "./mixins/MixinCompound.sol";
 import "./mixins/MixinCurve.sol";
 import "./mixins/MixinCurveV2.sol";
 import "./mixins/MixinCryptoCom.sol";
@@ -48,11 +49,12 @@ import "./mixins/MixinZeroExBridge.sol";
 
 contract BridgeAdapter is
     IBridgeAdapter,
+    MixinAaveV2,
     MixinBalancer,
     MixinBalancerV2,
     MixinBancor,
-    MixinClipper,
     MixinCoFiX,
+    MixinCompound,
     MixinCurve,
     MixinCurveV2,
     MixinCryptoCom,
@@ -74,11 +76,12 @@ contract BridgeAdapter is
 {
     constructor(IEtherTokenV06 weth)
         public
+        MixinAaveV2()
         MixinBalancer()
         MixinBalancerV2()
         MixinBancor(weth)
-        MixinClipper(weth)
         MixinCoFiX()
+        MixinCompound(weth)
         MixinCurve(weth)
         MixinCurveV2()
         MixinCryptoCom()
@@ -248,8 +251,15 @@ contract BridgeAdapter is
                 sellAmount,
                 order.bridgeData
             );
-        } else if (protocolId == BridgeProtocols.CLIPPER) {
-            boughtAmount = _tradeClipper(
+        } else if (protocolId == BridgeProtocols.AAVEV2) {
+            boughtAmount = _tradeAaveV2(
+                sellToken,
+                buyToken,
+                sellAmount,
+                order.bridgeData
+            );
+        } else if (protocolId == BridgeProtocols.COMPOUND) {
+            boughtAmount = _tradeCompound(
                 sellToken,
                 buyToken,
                 sellAmount,

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

@@ -49,5 +49,7 @@ library BridgeProtocols {
     uint128 internal constant KYBERDMM    = 19;
     uint128 internal constant CURVEV2     = 20;
     uint128 internal constant LIDO        = 21;
-    uint128 internal constant CLIPPER     = 22;
+    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/MixinClipper.sol

@@ -1,148 +0,0 @@
-// 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 "../IBridgeAdapter.sol";
-import "../../../vendor/ILiquidityProvider.sol";
-
-contract MixinClipper {
-
-    using LibERC20TokenV06 for IERC20TokenV06;
-
-    /// @dev Mainnet address of the WETH contract.
-    IEtherTokenV06 private immutable WETH;
-
-    constructor(IEtherTokenV06 weth)
-        public
-    {
-        WETH = weth;
-    }
-
-    function _tradeClipper(
-        IERC20TokenV06 sellToken,
-        IERC20TokenV06 buyToken,
-        uint256 sellAmount,
-        bytes memory bridgeData
-    )
-        internal
-        returns (uint256 boughtAmount)
-    {
-        // We can only use ETH with Clipper, no WETH available
-        (ILiquidityProvider clipper, bytes memory auxiliaryData) =
-            abi.decode(bridgeData, (ILiquidityProvider, bytes));
-
-        if (sellToken == WETH) {
-            boughtAmount = _executeSellEthForToken(
-                clipper,
-                buyToken,
-                sellAmount,
-                auxiliaryData
-            );
-        } else if (buyToken == WETH) {
-            boughtAmount = _executeSellTokenForEth(
-                clipper,
-                sellToken,
-                sellAmount,
-                auxiliaryData
-            );
-        } else {
-            boughtAmount = _executeSellTokenForToken(
-                clipper,
-                sellToken,
-                buyToken,
-                sellAmount,
-                auxiliaryData
-            );
-        }
-
-        return boughtAmount;
-    }
-
-    function _executeSellEthForToken(
-        ILiquidityProvider clipper,
-        IERC20TokenV06 buyToken,
-        uint256 sellAmount,
-        bytes memory auxiliaryData
-    )
-        private
-        returns (uint256 boughtAmount)
-    {
-        // Clipper requires ETH and doesn't support WETH
-        WETH.withdraw(sellAmount);
-        boughtAmount = clipper.sellEthForToken{ value: sellAmount }(
-            buyToken,
-            address(this),
-            1,
-            auxiliaryData
-        );
-    }
-
-    function _executeSellTokenForEth(
-        ILiquidityProvider clipper,
-        IERC20TokenV06 sellToken,
-        uint256 sellAmount,
-        bytes memory auxiliaryData
-    )
-        private
-        returns (uint256 boughtAmount)
-    {
-        // Optimization: We can transfer the tokens into clipper rather than
-        // have an allowance updated
-        sellToken.compatTransfer(address(clipper), sellAmount);
-
-        boughtAmount = clipper.sellTokenForEth(
-            sellToken,
-            payable(address(this)),
-            1,
-            auxiliaryData
-        );
-
-        // we want WETH for possible future trades
-        WETH.deposit{ value: boughtAmount }();
-    }
-
-    function _executeSellTokenForToken(
-        ILiquidityProvider clipper,
-        IERC20TokenV06 sellToken,
-        IERC20TokenV06 buyToken,
-        uint256 sellAmount,
-        bytes memory auxiliaryData
-    )
-        private
-        returns (uint256 boughtAmount)
-    {
-        // Optimization: We can transfer the tokens into clipper rather than
-        // have an allowance updated
-        sellToken.compatTransfer(address(clipper), sellAmount);
-
-        boughtAmount = clipper.sellTokenForToken(
-            sellToken,
-            buyToken,
-            address(this),
-            1,
-            auxiliaryData
-        );
-    }
-}

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": "0.29.0",
+    "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|MixinClipper|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": "^6.7.0",
-        "@0x/contracts-erc20": "^3.3.20",
+        "@0x/contract-addresses": "^6.11.0",
+        "@0x/contracts-erc20": "^3.3.25",
         "@0x/contracts-gen": "^2.0.40",
-        "@0x/contracts-test-utils": "^5.4.11",
+        "@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": "^1.9.1",
+        "@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

@@ -81,11 +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 MixinClipper from '../test/generated-artifacts/MixinClipper.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';
@@ -273,11 +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,
-    MixinClipper: MixinClipper 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

@@ -79,11 +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_clipper';
 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

@@ -112,11 +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/MixinClipper.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",

docs/basics/protocol_fees.rst

@@ -3,10 +3,14 @@ Protocol Fees
 ###############################
 
 An ETH protocol fee is paid by the Taker each time a `Limit Order <./orders.html#limit-orders>`_ is `filled <./functions.html>`_.
-The fee is proportional to the gas cost of filling an order and scales linearly with gas price. The cost is currently ``70k * tx.gasprice``. 
+The fee is proportional to the gas cost of filling an order and scales linearly with gas price. The cost is currently ``0 * tx.gasprice``. 
 At the end of every Staking Epoch, these fees are aggregated and distributed to the makers as a liquidity reward: the reward is proportional to the maker's collected fees and staked ZRX relative to other makers.
 To learn more about protocol fees and liquidity incentives, see the `Official Spec <https://github.com/0xProject/0x-protocol-specification/blob/master/staking/staking-specification.md>`_.
 
+.. note::
+
+    As of September 29, 2021, protocol fees have been removed for all order types in both Exchange V4 and V3 in accordance with `ZEIP-91 <https://0x.org/zrx/vote/zeip-91>`_.
+
 .. note::
 
     `RFQ Orders <./orders.html#rfq-orders>`_ are introduced in Exchange V4, and there is currently no protocol fee for filling this type of order.

packages/asset-swapper/.gitignore

@@ -1,2 +1,4 @@
 **/generated-artifacts
 **/generated-wrappers
+cache
+out

packages/asset-swapper/CHANGELOG.json

@@ -1,4 +1,250 @@
 [
+    {
+        "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": [
+            {
+                "note": "Fantom deployment",
+                "pr": 347
+            }
+        ],
+        "timestamp": 1634668033
+    },
+    {
+        "version": "16.29.3",
+        "changes": [
+            {
+                "note": "Update neon-router version and address breaking changes",
+                "pr": 344
+            }
+        ],
+        "timestamp": 1634553393
+    },
+    {
+        "version": "16.29.2",
+        "changes": [
+            {
+                "note": "Check MAX_IN_RATIO in sampleBuysFromBalancer",
+                "pr": 338
+            },
+            {
+                "note": "Go back to using transformERC20 (instead of transformERC20Staging)",
+                "pr": 343
+            }
+        ],
+        "timestamp": 1634147078
+    },
+    {
+        "version": "16.29.1",
+        "changes": [
+            {
+                "note": "Remove `Clipper` as a custom liquidity source",
+                "pr": 335
+            }
+        ],
+        "timestamp": 1633374058
+    },
+    {
+        "version": "16.29.0",
+        "changes": [
+            {
+                "note": "Initial integration of neon-router (behind feature flag)",
+                "pr": 295
+            }
+        ],
+        "timestamp": 1633350101
+    },
     {
         "version": "16.28.0",
         "changes": [

packages/asset-swapper/CHANGELOG.md

@@ -5,6 +5,104 @@ Edit the package's CHANGELOG.json file only.
 
 CHANGELOG
 
+## 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)
+
+## v16.29.3 - _October 18, 2021_
+
+    * Update neon-router version and address breaking changes (#344)
+
+## v16.29.2 - _October 13, 2021_
+
+    * Check MAX_IN_RATIO in sampleBuysFromBalancer (#338)
+    * Go back to using transformERC20 (instead of transformERC20Staging) (#343)
+
+## v16.29.1 - _October 4, 2021_
+
+    * Remove `Clipper` as a custom liquidity source (#335)
+
+## v16.29.0 - _October 4, 2021_
+
+    * Initial integration of neon-router (behind feature flag) (#295)
+
 ## v16.28.0 - _September 29, 2021_
 
     * Update ExchangeProxySwapQuoteConsumer for Multiplex V2 and friends (#282)

packages/asset-swapper/contracts/foundry.toml

@@ -0,0 +1,6 @@
+[default]
+src = 'src'
+test = 'test'
+out = 'out'
+libs = ['lib']
+remappings = ['ds-test/=lib/ds-test/src/']

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

@@ -20,8 +20,6 @@
 pragma solidity ^0.6;
 pragma experimental ABIEncoderV2;
 
-import "@0x/contracts-utils/contracts/src/v06/LibMathV06.sol";
-
 
 contract ApproximateBuys {
 

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

@@ -21,9 +21,12 @@ pragma solidity ^0.6;
 pragma experimental ABIEncoderV2;
 
 import "./interfaces/IBalancer.sol";
+import "./SamplerBase.sol";
 
 
-contract BalancerSampler {
+contract BalancerSampler is
+    SamplerBase
+{
 
     /// @dev Base gas limit for Balancer calls.
     uint256 constant private BALANCER_CALL_GAS = 300e3; // 300k
@@ -42,6 +45,29 @@ contract BalancerSampler {
         uint256 swapFee;
     }
 
+    /// @dev Sample sell quotes from Balancer.
+    /// @param poolAddress Address of the Balancer pool to query.
+    /// @param takerToken Address of the taker token (what to sell).
+    /// @param makerToken Address of the maker token (what to buy).
+    /// @return makerTokenAmounts Maker amounts bought at each taker token
+    ///         amount.
+    function sampleSellsFromBalancerGlobal(
+        address poolAddress,
+        address takerToken,
+        address makerToken
+    )
+        public
+        view
+        returns (uint256[] memory makerTokenAmounts)
+    {
+        makerTokenAmounts = _sampleSellsFromBalancer(
+            poolAddress,
+            takerToken,
+            makerToken,
+            SAMPLE_VALUES
+        );
+    }
+
     /// @dev Sample sell quotes from Balancer.
     /// @param poolAddress Address of the Balancer pool to query.
     /// @param takerToken Address of the taker token (what to sell).
@@ -49,13 +75,13 @@ contract BalancerSampler {
     /// @param takerTokenAmounts Taker token sell amount for each sample.
     /// @return makerTokenAmounts Maker amounts bought at each taker token
     ///         amount.
-    function sampleSellsFromBalancer(
+    function _sampleSellsFromBalancer(
         address poolAddress,
         address takerToken,
         address makerToken,
         uint256[] memory takerTokenAmounts
     )
-        public
+        internal
         view
         returns (uint256[] memory makerTokenAmounts)
     {
@@ -104,6 +130,29 @@ contract BalancerSampler {
         }
     }
 
+    /// @dev Sample buy quotes from Balancer.
+    /// @param poolAddress Address of the Balancer pool to query.
+    /// @param takerToken Address of the taker token (what to sell).
+    /// @param makerToken Address of the maker token (what to buy).
+    /// @return takerTokenAmounts Taker amounts sold at each maker token
+    ///         amount.
+    function sampleBuysFromBalancerGlobal(
+        address poolAddress,
+        address takerToken,
+        address makerToken
+    )
+        public
+        view
+        returns (uint256[] memory takerTokenAmounts)
+    {
+        takerTokenAmounts = _sampleBuysFromBalancer(
+            poolAddress,
+            takerToken,
+            makerToken,
+            SAMPLE_VALUES
+        );
+    }
+
     /// @dev Sample buy quotes from Balancer.
     /// @param poolAddress Address of the Balancer pool to query.
     /// @param takerToken Address of the taker token (what to sell).
@@ -111,13 +160,13 @@ contract BalancerSampler {
     /// @param makerTokenAmounts Maker token buy amount for each sample.
     /// @return takerTokenAmounts Taker amounts sold at each maker token
     ///         amount.
-    function sampleBuysFromBalancer(
+    function _sampleBuysFromBalancer(
         address poolAddress,
         address takerToken,
         address makerToken,
         uint256[] memory makerTokenAmounts
     )
-        public
+        internal
         view
         returns (uint256[] memory takerTokenAmounts)
     {
@@ -154,6 +203,12 @@ contract BalancerSampler {
                     )
                 returns (uint256 amount)
             {
+                // Handles this revert scenario:
+                // https://github.com/balancer-labs/balancer-core/blob/master/contracts/BPool.sol#L443
+                if (amount > _bmul(poolState.takerTokenBalance, MAX_IN_RATIO)) {
+                    break;
+                }
+
                 takerTokenAmounts[i] = amount;
                 // Break early if there are 0 amounts
                 if (takerTokenAmounts[i] == 0) {

packages/asset-swapper/contracts/src/BalancerV2Sampler.sol

@@ -21,6 +21,7 @@ pragma solidity ^0.6;
 pragma experimental ABIEncoderV2;
 
 import "./SamplerUtils.sol";
+import "./SamplerBase.sol";
 
 /// @dev Minimal Balancer V2 Vault interface
 ///      for documentation refer to https://github.com/balancer-labs/balancer-core-v2/blob/master/contracts/vault/interfaces/IVault.sol
@@ -53,13 +54,38 @@ interface IAsset {
     // solhint-disable-previous-line no-empty-blocks
 }
 
-contract BalancerV2Sampler is SamplerUtils {
+contract BalancerV2Sampler is
+    SamplerBase,
+    SamplerUtils
+{
 
     struct BalancerV2PoolInfo {
         bytes32 poolId;
         address vault;
     }
 
+    /// @dev Sample sell quotes from Balancer V2.
+    /// @param poolInfo Struct with pool related data
+    /// @param takerToken Address of the taker token (what to sell).
+    /// @param makerToken Address of the maker token (what to buy).
+    /// @return makerTokenAmounts Maker amounts bought at each taker token
+    ///         amount.
+    function sampleSellsFromBalancerV2Global(
+        BalancerV2PoolInfo memory poolInfo,
+        address takerToken,
+        address makerToken
+    )
+        public
+        returns (uint256[] memory makerTokenAmounts)
+    {
+        makerTokenAmounts = _sampleSellsFromBalancerV2(
+            poolInfo,
+            takerToken,
+            makerToken,
+            SAMPLE_VALUES
+        );
+    }
+
     /// @dev Sample sell quotes from Balancer V2.
     /// @param poolInfo Struct with pool related data
     /// @param takerToken Address of the taker token (what to sell).
@@ -67,13 +93,13 @@ contract BalancerV2Sampler is SamplerUtils {
     /// @param takerTokenAmounts Taker token sell amount for each sample.
     /// @return makerTokenAmounts Maker amounts bought at each taker token
     ///         amount.
-    function sampleSellsFromBalancerV2(
+    function _sampleSellsFromBalancerV2(
         BalancerV2PoolInfo memory poolInfo,
         address takerToken,
         address makerToken,
         uint256[] memory takerTokenAmounts
     )
-        public
+        internal
         returns (uint256[] memory makerTokenAmounts)
     {
         _assertValidPair(makerToken, takerToken);
@@ -109,6 +135,28 @@ contract BalancerV2Sampler is SamplerUtils {
         }
     }
 
+    /// @dev Sample buy quotes from Balancer V2.
+    /// @param poolInfo Struct with pool related data
+    /// @param takerToken Address of the taker token (what to sell).
+    /// @param makerToken Address of the maker token (what to buy).
+    /// @return takerTokenAmounts Taker amounts sold at each maker token
+    ///         amount.
+    function sampleBuysFromBalancerV2Global(
+        BalancerV2PoolInfo memory poolInfo,
+        address takerToken,
+        address makerToken
+    )
+        public
+        returns (uint256[] memory takerTokenAmounts)
+    {
+        takerTokenAmounts = _sampleBuysFromBalancerV2(
+            poolInfo,
+            takerToken,
+            makerToken,
+            SAMPLE_VALUES
+        );
+    }
+
     /// @dev Sample buy quotes from Balancer V2.
     /// @param poolInfo Struct with pool related data
     /// @param takerToken Address of the taker token (what to sell).
@@ -116,13 +164,13 @@ contract BalancerV2Sampler is SamplerUtils {
     /// @param makerTokenAmounts Maker token buy amount for each sample.
     /// @return takerTokenAmounts Taker amounts sold at each maker token
     ///         amount.
-    function sampleBuysFromBalancerV2(
+    function _sampleBuysFromBalancerV2(
         BalancerV2PoolInfo memory poolInfo,
         address takerToken,
         address makerToken,
         uint256[] memory makerTokenAmounts
     )
-        public
+        internal 
         returns (uint256[] memory takerTokenAmounts)
     {
         _assertValidPair(makerToken, takerToken);

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

@@ -21,10 +21,14 @@ pragma solidity ^0.6;
 pragma experimental ABIEncoderV2;
 
 import "./interfaces/IBancor.sol";
+import "./SamplerBase.sol";
 
 contract CompilerHack {}
 
-contract BancorSampler is CompilerHack {
+contract BancorSampler is
+    SamplerBase,
+    CompilerHack
+{
 
     /// @dev Base gas limit for Bancor calls.
     uint256 constant private BANCOR_CALL_GAS = 300e3; // 300k
@@ -38,18 +42,42 @@ contract BancorSampler is CompilerHack {
     /// @param opts BancorSamplerOpts The Bancor registry contract address and paths
     /// @param takerToken Address of the taker token (what to sell).
     /// @param makerToken Address of the maker token (what to buy).
-    /// @param takerTokenAmounts Taker token sell amount for each sample.
     /// @return bancorNetwork the Bancor Network address
     /// @return path the selected conversion path from bancor
     /// @return makerTokenAmounts Maker amounts bought at each taker token
     ///         amount.
-    function sampleSellsFromBancor(
+    function sampleSellsFromBancorGlobal(
+        BancorSamplerOpts memory opts,
+        address takerToken,
+        address makerToken
+    )
+        public
+        view
+        returns (address bancorNetwork, address[] memory path, uint256[] memory makerTokenAmounts)
+    {
+        (bancorNetwork, path, makerTokenAmounts) = _sampleSellsFromBancor(
+            opts,
+            takerToken,
+            makerToken,
+            SAMPLE_VALUES
+        );
+    }
+
+    /// @dev Sample sell quotes from Bancor.
+    /// @param opts BancorSamplerOpts The Bancor registry contract address and paths
+    /// @param takerToken Address of the taker token (what to sell).
+    /// @param makerToken Address of the maker token (what to buy).
+    /// @return bancorNetwork the Bancor Network address
+    /// @return path the selected conversion path from bancor
+    /// @return makerTokenAmounts Maker amounts bought at each taker token
+    ///         amount.
+    function _sampleSellsFromBancor(
         BancorSamplerOpts memory opts,
         address takerToken,
         address makerToken,
         uint256[] memory takerTokenAmounts
     )
-        public
+        internal
         view
         returns (address bancorNetwork, address[] memory path, uint256[] memory makerTokenAmounts)
     {
@@ -84,21 +112,20 @@ contract BancorSampler is CompilerHack {
     /// @param opts BancorSamplerOpts The Bancor registry contract address and paths
     /// @param takerToken Address of the taker token (what to sell).
     /// @param makerToken Address of the maker token (what to buy).
-    /// @param makerTokenAmounts Maker token buy amount for each sample.
     /// @return bancorNetwork the Bancor Network address
     /// @return path the selected conversion path from bancor
     /// @return takerTokenAmounts Taker amounts sold at each maker token
     ///         amount.
-    function sampleBuysFromBancor(
+    function sampleBuysFromBancorGlobal(
         BancorSamplerOpts memory opts,
         address takerToken,
-        address makerToken,
-        uint256[] memory makerTokenAmounts
+        address makerToken
     )
         public
         view
         returns (address bancorNetwork, address[] memory path, uint256[] memory takerTokenAmounts)
     {
+        takerTokenAmounts = new uint256[](SAMPLE_VALUES.length);
     }
 
     function _findBestPath(

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

@@ -0,0 +1,134 @@
+// 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 "./interfaces/IERC20TokenV06.sol";
+import "./SamplerBase.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
+    SamplerBase,
+    SamplerUtils
+{
+    uint256 constant private EXCHANGE_RATE_SCALE = 1e10;
+
+    function sampleSellsFromCompoundGlobal(
+        ICToken cToken,
+        IERC20TokenV06 takerToken,
+        IERC20TokenV06 makerToken
+    )
+        public
+        view
+        returns (uint256[] memory makerTokenAmounts)
+    {
+        makerTokenAmounts = _sampleSellsFromCompound(
+            cToken,
+            takerToken,
+            makerToken,
+            SAMPLE_VALUES
+        );
+    }
+
+    function _sampleSellsFromCompound(
+        ICToken cToken,
+        IERC20TokenV06 takerToken,
+        IERC20TokenV06 makerToken,
+        uint256[] memory takerTokenAmounts
+    )
+        internal 
+        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 sampleBuysFromCompoundGlobal(
+        ICToken cToken,
+        IERC20TokenV06 takerToken,
+        IERC20TokenV06 makerToken
+    )
+        public
+        view
+        returns (uint256[] memory takerTokenAmounts)
+    {
+        takerTokenAmounts = _sampleBuysFromCompound(
+            cToken,
+            takerToken,
+            makerToken,
+            SAMPLE_VALUES
+        );
+    }
+
+    function _sampleBuysFromCompound(
+        ICToken cToken,
+        IERC20TokenV06 takerToken,
+        IERC20TokenV06 makerToken,
+        uint256[] memory makerTokenAmounts
+    )
+        internal
+        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/CurveSampler.sol

@@ -23,9 +23,11 @@ pragma experimental ABIEncoderV2;
 import "./interfaces/ICurve.sol";
 import "./ApproximateBuys.sol";
 import "./SamplerUtils.sol";
+import "./SamplerBase.sol";
 
 
 contract CurveSampler is
+    SamplerBase,
     SamplerUtils,
     ApproximateBuys
 {
@@ -40,6 +42,29 @@ contract CurveSampler is
     ///      So a reasonable ceil is 150k per token. Biggest Curve has 4 tokens.
     uint256 constant private CURVE_CALL_GAS = 2000e3; // Was 600k for Curve but SnowSwap is using 1500k+
 
+    /// @dev Sample sell quotes from Curve.
+    /// @param curveInfo Curve information specific to this token pair.
+    /// @param fromTokenIdx Index of the taker token (what to sell).
+    /// @param toTokenIdx Index of the maker token (what to buy).
+    /// @return makerTokenAmounts Maker amounts bought at each taker token
+    ///         amount.
+    function sampleSellsFromCurveGlobal(
+        CurveInfo memory curveInfo,
+        int128 fromTokenIdx,
+        int128 toTokenIdx
+    )
+        public
+        view
+        returns (uint256[] memory makerTokenAmounts)
+    {
+        makerTokenAmounts = this.sampleSellsFromCurve(
+            curveInfo,
+            fromTokenIdx,
+            toTokenIdx,
+            SAMPLE_VALUES
+        );
+    }
+
     /// @dev Sample sell quotes from Curve.
     /// @param curveInfo Curve information specific to this token pair.
     /// @param fromTokenIdx Index of the taker token (what to sell).
@@ -80,6 +105,29 @@ contract CurveSampler is
         }
     }
 
+    /// @dev Sample buy quotes from Curve.
+    /// @param curveInfo Curve information specific to this token pair.
+    /// @param fromTokenIdx Index of the taker token (what to sell).
+    /// @param toTokenIdx Index of the maker token (what to buy).
+    /// @return takerTokenAmounts Taker amounts sold at each maker token
+    ///         amount.
+    function sampleBuysFromCurveGlobal(
+        CurveInfo memory curveInfo,
+        int128 fromTokenIdx,
+        int128 toTokenIdx
+    )
+        public
+        view
+        returns (uint256[] memory takerTokenAmounts)
+    {
+        takerTokenAmounts = _sampleBuysFromCurve(
+            curveInfo,
+            fromTokenIdx,
+            toTokenIdx,
+            SAMPLE_VALUES
+        );
+    }
+
     /// @dev Sample buy quotes from Curve.
     /// @param curveInfo Curve information specific to this token pair.
     /// @param fromTokenIdx Index of the taker token (what to sell).
@@ -87,13 +135,13 @@ contract CurveSampler is
     /// @param makerTokenAmounts Maker token buy amount for each sample.
     /// @return takerTokenAmounts Taker amounts sold at each maker token
     ///         amount.
-    function sampleBuysFromCurve(
+    function _sampleBuysFromCurve(
         CurveInfo memory curveInfo,
         int128 fromTokenIdx,
         int128 toTokenIdx,
         uint256[] memory makerTokenAmounts
     )
-        public
+        internal
         view
         returns (uint256[] memory takerTokenAmounts)
     {

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

@@ -22,6 +22,7 @@ pragma experimental ABIEncoderV2;
 
 import "./ApproximateBuys.sol";
 import "./SamplerUtils.sol";
+import "./SamplerBase.sol";
 
 
 interface IDODOZoo {
@@ -38,6 +39,7 @@ interface IDODO {
 }
 
 contract DODOSampler is
+    SamplerBase,
     SamplerUtils,
     ApproximateBuys
 {
@@ -49,6 +51,31 @@ contract DODOSampler is
         address helper;
     }
 
+    /// @dev Sample sell quotes from DODO.
+    /// @param opts DODOSamplerOpts DODO Registry and helper addresses
+    /// @param takerToken Address of the taker token (what to sell).
+    /// @param makerToken Address of the maker token (what to buy).
+    /// @return sellBase whether the bridge needs to sell the base token
+    /// @return pool the DODO pool address
+    /// @return makerTokenAmounts Maker amounts bought at each taker token
+    ///         amount.
+    function sampleSellsFromDODOGlobal(
+        DODOSamplerOpts memory opts,
+        address takerToken,
+        address makerToken
+    )
+        public
+        view
+        returns (bool sellBase, address pool, uint256[] memory makerTokenAmounts)
+    {
+        (sellBase, pool, makerTokenAmounts) = this.sampleSellsFromDODO(
+            opts,
+            takerToken,
+            makerToken,
+            SAMPLE_VALUES
+        );
+    }
+
     /// @dev Sample sell quotes from DODO.
     /// @param opts DODOSamplerOpts DODO Registry and helper addresses
     /// @param takerToken Address of the taker token (what to sell).
@@ -107,6 +134,31 @@ contract DODOSampler is
         }
     }
 
+    /// @dev Sample buy quotes from DODO.
+    /// @param opts DODOSamplerOpts DODO Registry and helper addresses
+    /// @param takerToken Address of the taker token (what to sell).
+    /// @param makerToken Address of the maker token (what to buy).
+    /// @return sellBase whether the bridge needs to sell the base token
+    /// @return pool the DODO pool address
+    /// @return takerTokenAmounts Taker amounts sold at each maker token
+    ///         amount.
+    function sampleBuysFromDODOGlobal(
+        DODOSamplerOpts memory opts,
+        address takerToken,
+        address makerToken
+    )
+        public
+        view
+        returns (bool sellBase, address pool, uint256[] memory takerTokenAmounts)
+    {
+        (sellBase, pool, takerTokenAmounts) = _sampleBuysFromDODO(
+            opts,
+            takerToken,
+            makerToken,
+            SAMPLE_VALUES
+        );
+    }
+
     /// @dev Sample buy quotes from DODO.
     /// @param opts DODOSamplerOpts DODO Registry and helper addresses
     /// @param takerToken Address of the taker token (what to sell).
@@ -116,13 +168,13 @@ contract DODOSampler is
     /// @return pool the DODO pool address
     /// @return takerTokenAmounts Taker amounts sold at each maker token
     ///         amount.
-    function sampleBuysFromDODO(
+    function _sampleBuysFromDODO(
         DODOSamplerOpts memory opts,
         address takerToken,
         address makerToken,
         uint256[] memory makerTokenAmounts
     )
-        public
+        internal
         view
         returns (bool sellBase, address pool, uint256[] memory takerTokenAmounts)
     {

packages/asset-swapper/contracts/src/DODOV2Sampler.sol

@@ -22,6 +22,7 @@ pragma experimental ABIEncoderV2;
 
 import "./ApproximateBuys.sol";
 import "./SamplerUtils.sol";
+import "./SamplerBase.sol";
 
 interface IDODOV2Registry {
     function getDODOPool(address baseToken, address quoteToken)
@@ -43,6 +44,7 @@ interface IDODOV2Pool {
 }
 
 contract DODOV2Sampler is
+    SamplerBase,
     SamplerUtils,
     ApproximateBuys
 {
@@ -50,6 +52,34 @@ contract DODOV2Sampler is
     /// @dev Gas limit for DODO V2 calls.
     uint256 constant private DODO_V2_CALL_GAS = 300e3; // 300k
 
+    /// @dev Sample sell quotes from DODO V2.
+    /// @param registry Address of the registry to look up.
+    /// @param offset offset index for the pool in the registry.
+    /// @param takerToken Address of the taker token (what to sell).
+    /// @param makerToken Address of the maker token (what to buy).
+    /// @return sellBase whether the bridge needs to sell the base token
+    /// @return pool the DODO pool address
+    /// @return makerTokenAmounts Maker amounts bought at each taker token
+    ///         amount.
+    function sampleSellsFromDODOV2Global(
+        address registry,
+        uint256 offset,
+        address takerToken,
+        address makerToken
+    )
+        public
+        view
+        returns (bool sellBase, address pool, uint256[] memory makerTokenAmounts)
+    {
+        (sellBase, pool, makerTokenAmounts) = this.sampleSellsFromDODOV2(
+            registry,
+            offset,
+            takerToken,
+            makerToken,
+            SAMPLE_VALUES
+        );
+    }
+
     /// @dev Sample sell quotes from DODO V2.
     /// @param registry Address of the registry to look up.
     /// @param offset offset index for the pool in the registry.
@@ -95,6 +125,34 @@ contract DODOV2Sampler is
         }
     }
 
+    /// @dev Sample buy quotes from DODO.
+    /// @param registry Address of the registry to look up.
+    /// @param offset offset index for the pool in the registry.
+    /// @param takerToken Address of the taker token (what to sell).
+    /// @param makerToken Address of the maker token (what to buy).
+    /// @return sellBase whether the bridge needs to sell the base token
+    /// @return pool the DODO pool address
+    /// @return takerTokenAmounts Taker amounts sold at each maker token
+    ///         amount.
+    function sampleBuysFromDODOV2Global(
+        address registry,
+        uint256 offset,
+        address takerToken,
+        address makerToken
+    )
+        public
+        view
+        returns (bool sellBase, address pool, uint256[] memory takerTokenAmounts)
+    {
+        (sellBase, pool, takerTokenAmounts) = _sampleBuysFromDODOV2(
+            registry,
+            offset,
+            takerToken,
+            makerToken,
+            SAMPLE_VALUES
+        );
+    }
+
     /// @dev Sample buy quotes from DODO.
     /// @param registry Address of the registry to look up.
     /// @param offset offset index for the pool in the registry.
@@ -105,14 +163,14 @@ contract DODOV2Sampler is
     /// @return pool the DODO pool address
     /// @return takerTokenAmounts Taker amounts sold at each maker token
     ///         amount.
-    function sampleBuysFromDODOV2(
+    function _sampleBuysFromDODOV2(
         address registry,
         uint256 offset,
         address takerToken,
         address makerToken,
         uint256[] memory makerTokenAmounts
     )
-        public
+        internal
         view
         returns (bool sellBase, address pool, uint256[] memory takerTokenAmounts)
     {

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

@@ -20,6 +20,8 @@
 pragma solidity ^0.6;
 pragma experimental ABIEncoderV2;
 
+import "./SamplerBase.sol";
+
 interface IKyberDmmPool {
 
     function totalSupply()
@@ -53,11 +55,32 @@ interface IKyberDmmRouter {
 
 
 
-contract KyberDmmSampler
+contract KyberDmmSampler is
+    SamplerBase
 {
     /// @dev Gas limit for KyberDmm calls.
     uint256 constant private KYBER_DMM_CALL_GAS = 150e3; // 150k
 
+    /// @dev Sample sell quotes from KyberDmm.
+    /// @param router Router to look up tokens and amounts
+    /// @param path Token route. Should be takerToken -> makerToken
+    /// @return pools The pool addresses involved in the multi path trade
+    /// @return makerTokenAmounts Maker amounts bought at each taker token
+    ///         amount.
+    function sampleSellsFromKyberDmmGlobal(
+        address router,
+        address[] memory path
+    )
+        public
+        view
+        returns (address[] memory pools, uint256[] memory makerTokenAmounts)
+    {
+        (pools, makerTokenAmounts) = _sampleSellsFromKyberDmm(
+            router,
+            path,
+            SAMPLE_VALUES
+        );
+    }
     /// @dev Sample sell quotes from KyberDmm.
     /// @param router Router to look up tokens and amounts
     /// @param path Token route. Should be takerToken -> makerToken
@@ -65,12 +88,12 @@ contract KyberDmmSampler
     /// @return pools The pool addresses involved in the multi path trade
     /// @return makerTokenAmounts Maker amounts bought at each taker token
     ///         amount.
-    function sampleSellsFromKyberDmm(
+    function _sampleSellsFromKyberDmm(
         address router,
         address[] memory path,
         uint256[] memory takerTokenAmounts
     )
-        public
+        internal 
         view
         returns (address[] memory pools, uint256[] memory makerTokenAmounts)
     {
@@ -99,6 +122,27 @@ contract KyberDmmSampler
         }
     }
 
+    /// @dev Sample buy quotes from KyberDmm.
+    /// @param router Router to look up tokens and amounts
+    /// @param path Token route. Should be takerToken -> makerToken.
+    /// @return pools The pool addresses involved in the multi path trade
+    /// @return takerTokenAmounts Taker amounts sold at each maker token
+    ///         amount.
+    function sampleBuysFromKyberDmmGlobal(
+        address router,
+        address[] memory path
+    )
+        public
+        view
+        returns (address[] memory pools, uint256[] memory takerTokenAmounts)
+    {
+        (pools, takerTokenAmounts) = _sampleBuysFromKyberDmm(
+            router,
+            path,
+            SAMPLE_VALUES
+        );
+    }
+
     /// @dev Sample buy quotes from KyberDmm.
     /// @param router Router to look up tokens and amounts
     /// @param path Token route. Should be takerToken -> makerToken.
@@ -106,12 +150,12 @@ contract KyberDmmSampler
     /// @return pools The pool addresses involved in the multi path trade
     /// @return takerTokenAmounts Taker amounts sold at each maker token
     ///         amount.
-    function sampleBuysFromKyberDmm(
+    function _sampleBuysFromKyberDmm(
         address router,
         address[] memory path,
         uint256[] memory makerTokenAmounts
     )
-        public
+        internal
         view
         returns (address[] memory pools, uint256[] memory takerTokenAmounts)
     {
@@ -159,8 +203,11 @@ 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/KyberSampler.sol

@@ -23,9 +23,11 @@ pragma experimental ABIEncoderV2;
 import "./interfaces/IKyberNetwork.sol";
 import "./ApproximateBuys.sol";
 import "./SamplerUtils.sol";
+import "./SamplerBase.sol";
 
 
 contract KyberSampler is
+    SamplerBase,
     SamplerUtils,
     ApproximateBuys
 {
@@ -42,6 +44,30 @@ contract KyberSampler is
         bytes hint;
     }
 
+    /// @dev Sample sell quotes from Kyber.
+    /// @param opts KyberSamplerOpts The nth reserve
+    /// @param takerToken Address of the taker token (what to sell).
+    /// @param makerToken Address of the maker token (what to buy).
+    /// @return reserveId The id of the reserve found at reserveOffset
+    /// @return hint The hint for the selected reserve
+    /// @return makerTokenAmounts Maker amounts bought at each taker token amount.
+    function sampleSellsFromKyberNetworkGlobal(
+        KyberSamplerOpts memory opts,
+        address takerToken,
+        address makerToken
+    )
+        public
+        view
+        returns (bytes32 reserveId, bytes memory hint, uint256[] memory makerTokenAmounts)
+    {
+        (reserveId, hint, makerTokenAmounts) = this.sampleSellsFromKyberNetwork(
+            opts,
+            takerToken,
+            makerToken,
+            SAMPLE_VALUES
+        );
+    }
+
     /// @dev Sample sell quotes from Kyber.
     /// @param opts KyberSamplerOpts The nth reserve
     /// @param takerToken Address of the taker token (what to sell).
@@ -85,6 +111,30 @@ contract KyberSampler is
         }
     }
 
+    /// @dev Sample buy quotes from Kyber.
+    /// @param opts KyberSamplerOpts The nth reserve
+    /// @param takerToken Address of the taker token (what to sell).
+    /// @param makerToken Address of the maker token (what to buy).
+    /// @return reserveId The id of the reserve found at reserveOffset
+    /// @return hint The hint for the selected reserve
+    /// @return takerTokenAmounts Taker amounts sold at each maker token amount.
+    function sampleBuysFromKyberNetworkGlobal(
+        KyberSamplerOpts memory opts,
+        address takerToken,
+        address makerToken
+    )
+        public
+        view
+        returns (bytes32 reserveId, bytes memory hint, uint256[] memory takerTokenAmounts)
+    {
+        (reserveId, hint, takerTokenAmounts) = _sampleBuysFromKyberNetwork(
+            opts,
+            takerToken,
+            makerToken,
+            SAMPLE_VALUES
+        );
+    }
+
     /// @dev Sample buy quotes from Kyber.
     /// @param opts KyberSamplerOpts The nth reserve
     /// @param takerToken Address of the taker token (what to sell).
@@ -93,13 +143,13 @@ contract KyberSampler is
     /// @return reserveId The id of the reserve found at reserveOffset
     /// @return hint The hint for the selected reserve
     /// @return takerTokenAmounts Taker amounts sold at each maker token amount.
-    function sampleBuysFromKyberNetwork(
+    function _sampleBuysFromKyberNetwork(
         KyberSamplerOpts memory opts,
         address takerToken,
         address makerToken,
         uint256[] memory makerTokenAmounts
     )
-        public
+        internal
         view
         returns (bytes32 reserveId, bytes memory hint, uint256[] memory takerTokenAmounts)
     {

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

@@ -0,0 +1,66 @@
+/*
+
+  Copyright 2022 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;
+
+library LibBytes {
+
+    using LibBytes for bytes;
+
+    /// @dev Reads a uint256 value from a position in a byte array.
+    /// @param b Byte array containing a uint256 value.
+    /// @param index Index in byte array of uint256 value.
+    /// @return result value from byte array.
+    function readUint256(
+        bytes memory b,
+        uint256 index
+    )
+        internal
+        pure
+        returns (uint256 result)
+    {
+        result = uint256(readBytes32(b, index));
+        return result;
+    }
+
+    /// @dev Reads a bytes32 value from a position in a byte array.
+    /// @param b Byte array containing a bytes32 value.
+    /// @param index Index in byte array of bytes32 value.
+    /// @return result bytes32 value from byte array.
+    function readBytes32(
+        bytes memory b,
+        uint256 index
+    )
+        internal
+        pure
+        returns (bytes32 result)
+    {
+        if (b.length < index + 32) {
+            revert("Invalid bytes32 index");
+        }
+
+        // Arrays are prefixed by a 256 bit length parameter
+        index += 32;
+
+        // Read the bytes32 from array memory
+        assembly {
+            result := mload(add(b, index))
+        }
+        return result;
+    }
+}

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

@@ -0,0 +1,199 @@
+// SPDX-License-Identifier: Apache-2.0
+/*
+
+  Copyright 2022 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;
+
+library LibSafeMath {
+    using LibSafeMath for uint256;
+
+    function safeMul(uint256 a, uint256 b)
+        internal
+        pure
+        returns (uint256)
+    {
+        if (a == 0) {
+            return 0;
+        }
+        uint256 c = a * b;
+        if (c / a != b) {
+            revert("SafeMath: multiplication overflow");
+        }
+        return c;
+    }
+
+    function safeDiv(uint256 a, uint256 b)
+        internal
+        pure
+        returns (uint256)
+    {
+        if (b == 0) {
+            revert("SafeMath: division by 0");
+        }
+        uint256 c = a / b;
+        return c;
+    }
+
+    function safeSub(uint256 a, uint256 b)
+        internal
+        pure
+        returns (uint256)
+    {
+        if (b > a) {
+            revert("SafeMath: subtraction underflow");
+        }
+        return a - b;
+    }
+
+    function safeAdd(uint256 a, uint256 b)
+        internal
+        pure
+        returns (uint256)
+    {
+        uint256 c = a + b;
+        if (c < a) {
+            revert("SafeMath: addition overflow");
+        }
+        return c;
+    }
+
+    function max256(uint256 a, uint256 b)
+        internal
+        pure
+        returns (uint256)
+    {
+        return a >= b ? a : b;
+    }
+
+    function min256(uint256 a, uint256 b)
+        internal
+        pure
+        returns (uint256)
+    {
+        return a < b ? a : b;
+    }
+
+    function safeMul128(uint128 a, uint128 b)
+        internal
+        pure
+        returns (uint128)
+    {
+        if (a == 0) {
+            return 0;
+        }
+        uint128 c = a * b;
+        if (c / a != b) {
+            revert("SafeMath: multiplication overflow");
+        }
+        return c;
+    }
+
+    function safeDiv128(uint128 a, uint128 b)
+        internal
+        pure
+        returns (uint128)
+    {
+        if (b == 0) {
+            revert("SafeMath: division by 0");
+        }
+        uint128 c = a / b;
+        return c;
+    }
+
+    function safeSub128(uint128 a, uint128 b)
+        internal
+        pure
+        returns (uint128)
+    {
+        if (b > a) {
+            revert("SafeMath: subtraction underflow");
+        }
+        return a - b;
+    }
+
+    function safeAdd128(uint128 a, uint128 b)
+        internal
+        pure
+        returns (uint128)
+    {
+        uint128 c = a + b;
+        if (c < a) {
+            revert("SafeMath: addition overflow");
+        }
+        return c;
+    }
+
+    function max128(uint128 a, uint128 b)
+        internal
+        pure
+        returns (uint128)
+    {
+        return a >= b ? a : b;
+    }
+
+    function min128(uint128 a, uint128 b)
+        internal
+        pure
+        returns (uint128)
+    {
+        return a < b ? a : b;
+    }
+
+    function safeDowncastToUint128(uint256 a)
+        internal
+        pure
+        returns (uint128)
+    {
+        if (a > type(uint128).max) {
+            revert("SafeMath: cannot downcast uint256 to uint128");
+        }
+        return uint128(a);
+    }
+
+    function getPartialAmountCeil(
+        uint256 numerator,
+        uint256 denominator,
+        uint256 target
+    )
+        internal
+        pure
+        returns (uint256 partialAmount)
+    {
+        // safeDiv computes `floor(a / b)`. We use the identity (a, b integer):
+        //       ceil(a / b) = floor((a + b - 1) / b)
+        // To implement `ceil(a / b)` using safeDiv.
+        partialAmount = numerator.safeMul(target)
+            .safeAdd(denominator.safeSub(1))
+            .safeDiv(denominator);
+
+        return partialAmount;
+    }
+
+    function getPartialAmountFloor(
+        uint256 numerator,
+        uint256 denominator,
+        uint256 target
+    )
+        internal
+        pure
+        returns (uint256 partialAmount)
+    {
+        partialAmount = numerator.safeMul(target).safeDiv(denominator);
+        return partialAmount;
+    }
+}

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

@@ -21,13 +21,40 @@ pragma solidity ^0.6;
 pragma experimental ABIEncoderV2;
 
 import "./SamplerUtils.sol";
+import "./SamplerBase.sol";
 
-contract LidoSampler is SamplerUtils {
+
+contract LidoSampler is
+    SamplerBase,
+    SamplerUtils
+{
     struct LidoInfo {
         address stEthToken;
         address wethToken;
     }
 
+    /// @dev Sample sell quotes from Lido
+    /// @param lidoInfo Info regarding a specific Lido deployment
+    /// @param takerToken Address of the taker token (what to sell).
+    /// @param makerToken Address of the maker token (what to buy).
+    /// @return makerTokenAmounts Maker amounts bought at each taker token
+    ///         amount.
+    function sampleSellsFromLidoGlobal(
+        LidoInfo memory lidoInfo,
+        address takerToken,
+        address makerToken
+    )
+        public
+        returns (uint256[] memory makerTokenAmounts)
+    {
+        makerTokenAmounts = _sampleSellsFromLido(
+            lidoInfo,
+            takerToken,
+            makerToken,
+            SAMPLE_VALUES
+        );
+    }
+
     /// @dev Sample sell quotes from Lido
     /// @param lidoInfo Info regarding a specific Lido deployment
     /// @param takerToken Address of the taker token (what to sell).
@@ -35,13 +62,13 @@ contract LidoSampler is SamplerUtils {
     /// @param takerTokenAmounts Taker token sell amount for each sample.
     /// @return makerTokenAmounts Maker amounts bought at each taker token
     ///         amount.
-    function sampleSellsFromLido(
+    function _sampleSellsFromLido(
         LidoInfo memory lidoInfo,
         address takerToken,
         address makerToken,
         uint256[] memory takerTokenAmounts
     )
-        public
+        internal
         pure
         returns (uint256[] memory)
     {
@@ -58,6 +85,29 @@ contract LidoSampler is SamplerUtils {
         return takerTokenAmounts;
     }
 
+    /// @dev Sample buy quotes from Lido.
+    /// @param lidoInfo Info regarding a specific Lido deployment
+    /// @param takerToken Address of the taker token (what to sell).
+    /// @param makerToken Address of the maker token (what to buy).
+    /// @return takerTokenAmounts Taker amounts sold at each maker token
+    ///         amount.
+    function sampleBuysFromLidoGlobal(
+        LidoInfo memory lidoInfo,
+        address takerToken,
+        address makerToken
+    )
+        public
+        view
+        returns (uint256[] memory takerTokenAmounts)
+    {
+        takerTokenAmounts = _sampleBuysFromLido(
+            lidoInfo,
+            takerToken,
+            makerToken,
+            SAMPLE_VALUES
+        );
+    }
+
     /// @dev Sample buy quotes from Lido.
     /// @param lidoInfo Info regarding a specific Lido deployment
     /// @param takerToken Address of the taker token (what to sell).
@@ -65,13 +115,13 @@ contract LidoSampler is SamplerUtils {
     /// @param makerTokenAmounts Maker token buy amount for each sample.
     /// @return takerTokenAmounts Taker amounts sold at each maker token
     ///         amount.
-    function sampleBuysFromLido(
+    function _sampleBuysFromLido(
         LidoInfo memory lidoInfo,
         address takerToken,
         address makerToken,
         uint256[] memory makerTokenAmounts
     )
-        public
+        internal
         pure
         returns (uint256[] memory)
     {

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

@@ -20,19 +20,43 @@
 pragma solidity ^0.6;
 pragma experimental ABIEncoderV2;
 
-import "@0x/contracts-utils/contracts/src/v06/LibBytesV06.sol";
-import "@0x/contracts-zero-ex/contracts/src/vendor/ILiquidityProvider.sol";
+import "./interfaces/ILiquidityProvider.sol";
 import "./ApproximateBuys.sol";
 import "./SamplerUtils.sol";
+import "./SamplerBase.sol";
 
 
 contract LiquidityProviderSampler is
+    SamplerBase,
     SamplerUtils,
     ApproximateBuys
 {
     /// @dev Default gas limit for liquidity provider calls.
     uint256 constant private DEFAULT_CALL_GAS = 400e3; // 400k
 
+    /// @dev Sample sell quotes from an arbitrary on-chain liquidity provider.
+    /// @param providerAddress Address of the liquidity provider.
+    /// @param takerToken Address of the taker token (what to sell).
+    /// @param makerToken Address of the maker token (what to buy).
+    /// @return makerTokenAmounts Maker amounts bought at each taker token
+    ///         amount.
+    function sampleSellsFromLiquidityProviderGlobal(
+        address providerAddress,
+        address takerToken,
+        address makerToken
+    )
+        public
+        view
+        returns (uint256[] memory makerTokenAmounts)
+    {
+        makerTokenAmounts = this.sampleSellsFromLiquidityProvider(
+            providerAddress,
+            takerToken,
+            makerToken,
+            SAMPLE_VALUES
+        );
+    }
+
     /// @dev Sample sell quotes from an arbitrary on-chain liquidity provider.
     /// @param providerAddress Address of the liquidity provider.
     /// @param takerToken Address of the taker token (what to sell).
@@ -77,6 +101,29 @@ contract LiquidityProviderSampler is
         }
     }
 
+    /// @dev Sample buy quotes from an arbitrary on-chain liquidity provider.
+    /// @param providerAddress Address of the liquidity provider.
+    /// @param takerToken Address of the taker token (what to sell).
+    /// @param makerToken Address of the maker token (what to buy).
+    /// @return takerTokenAmounts Taker amounts sold at each maker token
+    ///         amount.
+    function sampleBuysFromLiquidityProviderGlobal(
+        address providerAddress,
+        address takerToken,
+        address makerToken
+    )
+        public
+        view
+        returns (uint256[] memory takerTokenAmounts)
+    {
+        (takerTokenAmounts) = _sampleBuysFromLiquidityProvider(
+            providerAddress,
+            takerToken,
+            makerToken,
+            SAMPLE_VALUES
+        );
+    }
+
     /// @dev Sample buy quotes from an arbitrary on-chain liquidity provider.
     /// @param providerAddress Address of the liquidity provider.
     /// @param takerToken Address of the taker token (what to sell).
@@ -84,13 +131,13 @@ contract LiquidityProviderSampler is
     /// @param makerTokenAmounts Maker token buy amount for each sample.
     /// @return takerTokenAmounts Taker amounts sold at each maker token
     ///         amount.
-    function sampleBuysFromLiquidityProvider(
+    function _sampleBuysFromLiquidityProvider(
         address providerAddress,
         address takerToken,
         address makerToken,
         uint256[] memory makerTokenAmounts
     )
-        public
+        internal
         view
         returns (uint256[] memory takerTokenAmounts)
     {

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

@@ -23,15 +23,39 @@ pragma experimental ABIEncoderV2;
 import "./interfaces/IMStable.sol";
 import "./ApproximateBuys.sol";
 import "./SamplerUtils.sol";
+import "./SamplerBase.sol";
 
 
 contract MStableSampler is
+    SamplerBase,
     SamplerUtils,
     ApproximateBuys
 {
     /// @dev Default gas limit for mStable calls.
     uint256 constant private DEFAULT_CALL_GAS = 800e3; // 800k
 
+    /// @dev Sample sell quotes from the mStable contract
+    /// @param router Address of the mStable contract
+    /// @param takerToken Address of the taker token (what to sell).
+    /// @param makerToken Address of the maker token (what to buy).
+    /// @return makerTokenAmounts Maker amounts bought at each taker token
+    ///         amount.
+    function sampleSellsFromMStableGlobal(
+        address router,
+        address takerToken,
+        address makerToken
+    )
+        public
+        view
+        returns (uint256[] memory makerTokenAmounts)
+    {
+        makerTokenAmounts = this.sampleSellsFromMStable(
+            router,
+            takerToken,
+            makerToken,
+            SAMPLE_VALUES
+        );
+    }
     /// @dev Sample sell quotes from the mStable contract
     /// @param router Address of the mStable contract
     /// @param takerToken Address of the taker token (what to sell).
@@ -73,6 +97,29 @@ contract MStableSampler is
         }
     }
 
+    /// @dev Sample buy quotes from MStable contract
+    /// @param router Address of the mStable contract
+    /// @param takerToken Address of the taker token (what to sell).
+    /// @param makerToken Address of the maker token (what to buy).
+    /// @return takerTokenAmounts Taker amounts sold at each maker token
+    ///         amount.
+    function sampleBuysFromMStableGlobal(
+        address router,
+        address takerToken,
+        address makerToken
+    )
+        public
+        view
+        returns (uint256[] memory takerTokenAmounts)
+    {
+        (takerTokenAmounts) = _sampleBuysFromMStable(
+            router,
+            takerToken,
+            makerToken,
+            SAMPLE_VALUES
+        );
+    }
+
     /// @dev Sample buy quotes from MStable contract
     /// @param router Address of the mStable contract
     /// @param takerToken Address of the taker token (what to sell).
@@ -80,13 +127,13 @@ contract MStableSampler is
     /// @param makerTokenAmounts Maker token buy amount for each sample.
     /// @return takerTokenAmounts Taker amounts sold at each maker token
     ///         amount.
-    function sampleBuysFromMStable(
+    function _sampleBuysFromMStable(
         address router,
         address takerToken,
         address makerToken,
         uint256[] memory makerTokenAmounts
     )
-        public
+        internal
         view
         returns (uint256[] memory takerTokenAmounts)
     {

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

@@ -21,7 +21,8 @@ pragma solidity ^0.6;
 pragma experimental ABIEncoderV2;
 
 import "./SamplerUtils.sol";
-import "@0x/contracts-utils/contracts/src/v06/LibMathV06.sol";
+import "./LibSafeMath.sol";
+import "./SamplerBase.sol";
 
 interface IPSM {
     // @dev Get the fee for selling USDC to DAI in PSM
@@ -80,9 +81,10 @@ interface IVAT {
 }
 
 contract MakerPSMSampler is
+    SamplerBase,
     SamplerUtils
 {
-    using LibSafeMathV06 for uint256;
+    using LibSafeMath for uint256;
 
     /// @dev Information about which PSM module to use
     struct MakerPsmInfo {
@@ -105,13 +107,31 @@ contract MakerPSMSampler is
     // See https://github.com/makerdao/dss/blob/master/DEVELOPING.m
 
     /// @dev Sample sell quotes from Maker PSM
-    function sampleSellsFromMakerPsm(
+    function sampleSellsFromMakerPsmGlobal(
+        MakerPsmInfo memory psmInfo,
+        address takerToken,
+        address makerToken
+    )
+        public
+        view
+        returns (uint256[] memory makerTokenAmounts)
+    {
+        makerTokenAmounts = _sampleSellsFromMakerPsm(
+            psmInfo,
+            takerToken,
+            makerToken,
+            SAMPLE_VALUES
+        );
+    }
+
+    /// @dev Sample sell quotes from Maker PSM
+    function _sampleSellsFromMakerPsm(
         MakerPsmInfo memory psmInfo,
         address takerToken,
         address makerToken,
         uint256[] memory takerTokenAmounts
     )
-        public
+        internal
         view
         returns (uint256[] memory makerTokenAmounts)
     {
@@ -137,13 +157,30 @@ contract MakerPSMSampler is
         }
     }
 
-    function sampleBuysFromMakerPsm(
+    function sampleBuysFromMakerPsmGlobal(
+        MakerPsmInfo memory psmInfo,
+        address takerToken,
+        address makerToken
+    )
+        public
+        view
+        returns (uint256[] memory takerTokenAmounts)
+    {
+        (takerTokenAmounts) = _sampleBuysFromMakerPsm(
+            psmInfo,
+            takerToken,
+            makerToken,
+            SAMPLE_VALUES
+        );
+    }
+
+    function _sampleBuysFromMakerPsm(
         MakerPsmInfo memory psmInfo,
         address takerToken,
         address makerToken,
         uint256[] memory makerTokenAmounts
     )
-        public
+        internal
         view
         returns (uint256[] memory takerTokenAmounts)
     {

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

@@ -23,15 +23,41 @@ pragma experimental ABIEncoderV2;
 import "./interfaces/IMooniswap.sol";
 import "./ApproximateBuys.sol";
 import "./SamplerUtils.sol";
+import "./SamplerBase.sol";
 
 
 contract MooniswapSampler is
+    SamplerBase,
     SamplerUtils,
     ApproximateBuys
 {
     /// @dev Gas limit for Mooniswap calls.
     uint256 constant private MOONISWAP_CALL_GAS = 150e3; // 150k
 
+    /// @dev Sample sell quotes from Mooniswap.
+    /// @param registry Address of the Mooniswap Registry.
+    /// @param takerToken Address of the taker token (what to sell).
+    /// @param makerToken Address of the maker token (what to buy).
+    /// @return pool The contract address for the pool
+    /// @return makerTokenAmounts Maker amounts bought at each taker token
+    ///         amount.
+    function sampleSellsFromMooniswapGlobal(
+        address registry,
+        address takerToken,
+        address makerToken
+    )
+        public
+        view
+        returns (IMooniswap pool, uint256[] memory makerTokenAmounts)
+    {
+        (pool, makerTokenAmounts) = this.sampleSellsFromMooniswap(
+            registry,
+            takerToken,
+            makerToken,
+            SAMPLE_VALUES
+        );
+    }
+
     /// @dev Sample sell quotes from Mooniswap.
     /// @param registry Address of the Mooniswap Registry.
     /// @param takerToken Address of the taker token (what to sell).
@@ -112,6 +138,30 @@ contract MooniswapSampler is
         }
     }
 
+    /// @dev Sample buy quotes from Mooniswap.
+    /// @param registry Address of the Mooniswap Registry.
+    /// @param takerToken Address of the taker token (what to sell).
+    /// @param makerToken Address of the maker token (what to buy).
+    /// @return pool The contract address for the pool
+    /// @return takerTokenAmounts Taker amounts sold at each maker token
+    ///         amount.
+    function sampleBuysFromMooniswapGlobal(
+        address registry,
+        address takerToken,
+        address makerToken
+    )
+        public
+        view
+        returns (IMooniswap pool, uint256[] memory takerTokenAmounts)
+    {
+        (pool, takerTokenAmounts) = _sampleBuysFromMooniswap(
+            registry,
+            takerToken,
+            makerToken,
+            SAMPLE_VALUES
+        );
+    }
+
     /// @dev Sample buy quotes from Mooniswap.
     /// @param registry Address of the Mooniswap Registry.
     /// @param takerToken Address of the taker token (what to sell).
@@ -120,13 +170,13 @@ contract MooniswapSampler is
     /// @return pool The contract address for the pool
     /// @return takerTokenAmounts Taker amounts sold at each maker token
     ///         amount.
-    function sampleBuysFromMooniswap(
+    function _sampleBuysFromMooniswap(
         address registry,
         address takerToken,
         address makerToken,
         uint256[] memory makerTokenAmounts
     )
-        public
+        internal
         view
         returns (IMooniswap pool, uint256[] memory takerTokenAmounts)
     {

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

@@ -20,11 +20,8 @@
 pragma solidity ^0.6;
 pragma experimental ABIEncoderV2;
 
-import "@0x/contracts-erc20/contracts/src/v06/LibERC20TokenV06.sol";
-import "@0x/contracts-utils/contracts/src/v06/LibMathV06.sol";
-import "@0x/contracts-utils/contracts/src/v06/LibBytesV06.sol";
-import "@0x/contracts-utils/contracts/src/v06/LibSafeMathV06.sol";
-
+import "./interfaces/IERC20TokenV06.sol";
+import "./LibSafeMath.sol";
 
 interface IExchange {
 
@@ -123,8 +120,8 @@ interface IExchange {
 }
 
 contract NativeOrderSampler {
-    using LibSafeMathV06 for uint256;
-    using LibBytesV06 for bytes;
+    using LibSafeMath for uint256;
+    // using LibBytesV06 for bytes;
 
     /// @dev Gas limit for calls to `getOrderFillableTakerAmount()`.
     uint256 constant internal DEFAULT_CALL_GAS = 200e3; // 200k
@@ -191,7 +188,7 @@ contract NativeOrderSampler {
         // convert them to maker asset amounts.
         for (uint256 i = 0; i < orders.length; ++i) {
             if (orderFillableMakerAssetAmounts[i] != 0) {
-                orderFillableMakerAssetAmounts[i] = LibMathV06.getPartialAmountCeil(
+                orderFillableMakerAssetAmounts[i] = LibSafeMath.getPartialAmountCeil(
                     orderFillableMakerAssetAmounts[i],
                     orders[i].takerAmount,
                     orders[i].makerAmount

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

@@ -0,0 +1,40 @@
+// 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;
+
+contract SamplerBase
+{
+    /// @dev Stored Sample values for each Sampler to pull
+    uint256[] internal SAMPLE_VALUES = new uint256[](0);
+
+    function setSampleValues(uint256[] memory sampleValues)
+        public
+    {
+        SAMPLE_VALUES = sampleValues;
+    }
+
+    modifier resetsSampleValues
+    {
+        uint256[] memory sampleValues = SAMPLE_VALUES;
+        _;
+        SAMPLE_VALUES = sampleValues;
+    }
+}

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

@@ -20,7 +20,7 @@
 pragma solidity ^0.6;
 pragma experimental ABIEncoderV2;
 
-import "@0x/contracts-erc20/contracts/src/v06/LibERC20TokenV06.sol";
+import "./interfaces/IERC20TokenV06.sol";
 
 
 contract SamplerUtils {
@@ -34,7 +34,7 @@ contract SamplerUtils {
         view
         returns (uint8 decimals)
     {
-        return LibERC20TokenV06.compatDecimals(IERC20TokenV06(tokenAddress));
+        return IERC20TokenV06(tokenAddress).decimals();
     }
 
     function _toSingleValueArray(uint256 v)

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

@@ -23,9 +23,11 @@ pragma experimental ABIEncoderV2;
 import "./ApproximateBuys.sol";
 import "./interfaces/IShell.sol";
 import "./SamplerUtils.sol";
+import "./SamplerBase.sol";
 
 
 contract ShellSampler is
+    SamplerBase,
     SamplerUtils,
     ApproximateBuys
 {
@@ -37,6 +39,29 @@ contract ShellSampler is
     /// @dev Default gas limit for Shell calls.
     uint256 constant private DEFAULT_CALL_GAS = 300e3; // 300k
 
+    /// @dev Sample sell quotes from the Shell pool contract
+    /// @param pool Address of the Shell pool contract
+    /// @param takerToken Address of the taker token (what to sell).
+    /// @param makerToken Address of the maker token (what to buy).
+    /// @return makerTokenAmounts Maker amounts bought at each taker token
+    ///         amount.
+    function sampleSellsFromShellGlobal(
+        address pool,
+        address takerToken,
+        address makerToken
+    )
+        public
+        view
+        returns (uint256[] memory makerTokenAmounts)
+    {
+        makerTokenAmounts = this.sampleSellsFromShell(
+            pool,
+            takerToken,
+            makerToken,
+            SAMPLE_VALUES
+        );
+    }
+
     /// @dev Sample sell quotes from the Shell pool contract
     /// @param pool Address of the Shell pool contract
     /// @param takerToken Address of the taker token (what to sell).
@@ -73,6 +98,29 @@ contract ShellSampler is
         }
     }
 
+    /// @dev Sample buy quotes from Shell pool contract
+    /// @param pool Address of the Shell pool contract
+    /// @param takerToken Address of the taker token (what to sell).
+    /// @param makerToken Address of the maker token (what to buy).
+    /// @return takerTokenAmounts Taker amounts sold at each maker token
+    ///         amount.
+    function sampleBuysFromShellGlobal(
+        address pool,
+        address takerToken,
+        address makerToken
+    )
+        public
+        view
+        returns (uint256[] memory takerTokenAmounts)
+    {
+        takerTokenAmounts = _sampleBuysFromShell(
+            pool,
+            takerToken,
+            makerToken,
+            SAMPLE_VALUES
+        );
+    }
+
     /// @dev Sample buy quotes from Shell pool contract
     /// @param pool Address of the Shell pool contract
     /// @param takerToken Address of the taker token (what to sell).
@@ -80,13 +128,13 @@ contract ShellSampler is
     /// @param makerTokenAmounts Maker token buy amount for each sample.
     /// @return takerTokenAmounts Taker amounts sold at each maker token
     ///         amount.
-    function sampleBuysFromShell(
+    function _sampleBuysFromShell(
         address pool,
         address takerToken,
         address makerToken,
         uint256[] memory makerTokenAmounts
     )
-        public
+        internal
         view
         returns (uint256[] memory takerTokenAmounts)
     {

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

@@ -24,8 +24,10 @@ pragma experimental ABIEncoderV2;
 import "./ApproximateBuys.sol";
 import "./SamplerUtils.sol";
 import "./interfaces/ISmoothy.sol";
+import "./SamplerBase.sol";
 
 contract SmoothySampler is
+    SamplerBase,
     SamplerUtils,
     ApproximateBuys
 {
@@ -39,6 +41,29 @@ contract SmoothySampler is
     /// @dev Base gas limit for Smoothy calls.
     uint256 constant private SMOOTHY_CALL_GAS = 600e3;
 
+    /// @dev Sample sell quotes from Smoothy.
+    /// @param smoothyInfo Smoothy information specific to this token pair.
+    /// @param fromTokenIdx Index of the taker token (what to sell).
+    /// @param toTokenIdx Index of the maker token (what to buy).
+    /// @return makerTokenAmounts Maker amounts bought at each taker token
+    ///         amount.
+    function sampleSellsFromSmoothyGlobal(
+        SmoothyInfo memory smoothyInfo,
+        int128 fromTokenIdx,
+        int128 toTokenIdx
+    )
+        public
+        view
+        returns (uint256[] memory makerTokenAmounts)
+    {
+        makerTokenAmounts = this.sampleSellsFromSmoothy(
+            smoothyInfo,
+            fromTokenIdx,
+            toTokenIdx,
+            SAMPLE_VALUES
+        );
+    }
+
     /// @dev Sample sell quotes from Smoothy.
     /// @param smoothyInfo Smoothy information specific to this token pair.
     /// @param fromTokenIdx Index of the taker token (what to sell).
@@ -98,6 +123,29 @@ contract SmoothySampler is
         }
     }
 
+    /// @dev Sample buy quotes from Smoothy.
+    /// @param smoothyInfo Smoothy information specific to this token pair.
+    /// @param fromTokenIdx Index of the taker token (what to sell).
+    /// @param toTokenIdx Index of the maker token (what to buy).
+    /// @return takerTokenAmounts Taker amounts sold at each maker token
+    ///         amount.
+    function sampleBuysFromSmoothyGlobal(
+        SmoothyInfo memory smoothyInfo,
+        int128 fromTokenIdx,
+        int128 toTokenIdx
+    )
+        public
+        view
+        returns (uint256[] memory takerTokenAmounts)
+    {
+        takerTokenAmounts = _sampleBuysFromSmoothy(
+            smoothyInfo,
+            fromTokenIdx,
+            toTokenIdx,
+            SAMPLE_VALUES
+        );
+    }
+
     /// @dev Sample buy quotes from Smoothy.
     /// @param smoothyInfo Smoothy information specific to this token pair.
     /// @param fromTokenIdx Index of the taker token (what to sell).
@@ -105,13 +153,13 @@ contract SmoothySampler is
     /// @param makerTokenAmounts Maker token buy amount for each sample.
     /// @return takerTokenAmounts Taker amounts sold at each maker token
     ///         amount.
-    function sampleBuysFromSmoothy(
+    function _sampleBuysFromSmoothy(
         SmoothyInfo memory smoothyInfo,
         int128 fromTokenIdx,
         int128 toTokenIdx,
         uint256[] memory makerTokenAmounts
     )
-        public
+        internal
         view
         returns (uint256[] memory takerTokenAmounts)
     {

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

@@ -20,11 +20,14 @@
 pragma solidity ^0.6;
 pragma experimental ABIEncoderV2;
 
-import "@0x/contracts-utils/contracts/src/v06/LibBytesV06.sol";
+import "./LibBytes.sol";
+import "./SamplerBase.sol";
 
 
-contract TwoHopSampler {
-    using LibBytesV06 for bytes;
+contract TwoHopSampler is
+    SamplerBase
+{
+    using LibBytes for bytes;
 
     struct HopInfo {
         uint256 sourceIndex;
@@ -36,6 +39,7 @@ contract TwoHopSampler {
         bytes[] memory secondHopCalls,
         uint256 sellAmount
     )
+        resetsSampleValues()
         public
         returns (
             HopInfo memory firstHop,
@@ -44,8 +48,11 @@ contract TwoHopSampler {
         )
     {
         uint256 intermediateAssetAmount = 0;
+        uint256[] memory tmpSampleValues = new uint256[](1);
         for (uint256 i = 0; i != firstHopCalls.length; ++i) {
-            firstHopCalls[i].writeUint256(firstHopCalls[i].length - 32, sellAmount);
+            // Set the temporary global sample values
+            tmpSampleValues[0] = sellAmount;
+            SAMPLE_VALUES = tmpSampleValues;
             (bool didSucceed, bytes memory returnData) = address(this).call(firstHopCalls[i]);
             if (didSucceed) {
                 uint256 amount = returnData.readUint256(returnData.length - 32);
@@ -60,7 +67,9 @@ contract TwoHopSampler {
             return (firstHop, secondHop, buyAmount);
         }
         for (uint256 j = 0; j != secondHopCalls.length; ++j) {
-            secondHopCalls[j].writeUint256(secondHopCalls[j].length - 32, intermediateAssetAmount);
+            // Set the temporary global sample values
+            tmpSampleValues[0] = intermediateAssetAmount;
+            SAMPLE_VALUES = tmpSampleValues;
             (bool didSucceed, bytes memory returnData) = address(this).call(secondHopCalls[j]);
             if (didSucceed) {
                 uint256 amount = returnData.readUint256(returnData.length - 32);
@@ -77,7 +86,8 @@ contract TwoHopSampler {
         bytes[] memory firstHopCalls,
         bytes[] memory secondHopCalls,
         uint256 buyAmount
-    )
+    ) 
+        resetsSampleValues()
         public
         returns (
             HopInfo memory firstHop,
@@ -87,8 +97,11 @@ contract TwoHopSampler {
     {
         sellAmount = uint256(-1);
         uint256 intermediateAssetAmount = uint256(-1);
+        uint256[] memory tmpSampleValues = new uint256[](1);
         for (uint256 j = 0; j != secondHopCalls.length; ++j) {
-            secondHopCalls[j].writeUint256(secondHopCalls[j].length - 32, buyAmount);
+            // Set the temporary global sample values
+            tmpSampleValues[0] = buyAmount;
+            SAMPLE_VALUES = tmpSampleValues;
             (bool didSucceed, bytes memory returnData) = address(this).call(secondHopCalls[j]);
             if (didSucceed) {
                 uint256 amount = returnData.readUint256(returnData.length - 32);
@@ -106,7 +119,9 @@ contract TwoHopSampler {
             return (firstHop, secondHop, sellAmount);
         }
         for (uint256 i = 0; i != firstHopCalls.length; ++i) {
-            firstHopCalls[i].writeUint256(firstHopCalls[i].length - 32, intermediateAssetAmount);
+            // Set the temporary global sample values
+            tmpSampleValues[0] = intermediateAssetAmount;
+            SAMPLE_VALUES = tmpSampleValues;
             (bool didSucceed, bytes memory returnData) = address(this).call(firstHopCalls[i]);
             if (didSucceed) {
                 uint256 amount = returnData.readUint256(returnData.length - 32);

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

@@ -22,6 +22,7 @@ pragma experimental ABIEncoderV2;
 
 import "./interfaces/IUniswapExchangeQuotes.sol";
 import "./SamplerUtils.sol";
+import "./SamplerBase.sol";
 
 
 interface IUniswapExchangeFactory {
@@ -36,11 +37,34 @@ interface IUniswapExchangeFactory {
 
 
 contract UniswapSampler is
+    SamplerBase,
     SamplerUtils
 {
     /// @dev Gas limit for Uniswap calls.
     uint256 constant private UNISWAP_CALL_GAS = 150e3; // 150k
 
+    /// @dev Sample sell quotes from Uniswap.
+    /// @param router Address of the Uniswap Router
+    /// @param takerToken Address of the taker token (what to sell).
+    /// @param makerToken Address of the maker token (what to buy).
+    /// @return makerTokenAmounts Maker amounts bought at each taker token
+    ///         amount.
+    function sampleSellsFromUniswapGlobal(
+        address router,
+        address takerToken,
+        address makerToken
+    )
+        public
+        view
+        returns (uint256[] memory makerTokenAmounts)
+    {
+        makerTokenAmounts = _sampleSellsFromUniswap(
+            router,
+            takerToken,
+            makerToken,
+            SAMPLE_VALUES
+        );
+    }
     /// @dev Sample sell quotes from Uniswap.
     /// @param router Address of the Uniswap Router
     /// @param takerToken Address of the taker token (what to sell).
@@ -48,13 +72,13 @@ contract UniswapSampler is
     /// @param takerTokenAmounts Taker token sell amount for each sample.
     /// @return makerTokenAmounts Maker amounts bought at each taker token
     ///         amount.
-    function sampleSellsFromUniswap(
+    function _sampleSellsFromUniswap(
         address router,
         address takerToken,
         address makerToken,
         uint256[] memory takerTokenAmounts
     )
-        public
+        internal
         view
         returns (uint256[] memory makerTokenAmounts)
     {
@@ -104,19 +128,41 @@ contract UniswapSampler is
         }
     }
 
+    /// @dev Sample buy quotes from Uniswap.
+    /// @param takerToken Address of the taker token (what to sell).
+    /// @param makerToken Address of the maker token (what to buy).
+    /// @return takerTokenAmounts Taker amounts sold at each maker token
+    ///         amount.
+    function sampleBuysFromUniswapGlobal(
+        address router,
+        address takerToken,
+        address makerToken
+    )
+        public
+        view
+        returns (uint256[] memory takerTokenAmounts)
+    {
+        takerTokenAmounts = _sampleBuysFromUniswap(
+            router,
+            takerToken,
+            makerToken,
+            SAMPLE_VALUES
+        );
+    }
+
     /// @dev Sample buy quotes from Uniswap.
     /// @param takerToken Address of the taker token (what to sell).
     /// @param makerToken Address of the maker token (what to buy).
     /// @param makerTokenAmounts Maker token sell amount for each sample.
     /// @return takerTokenAmounts Taker amounts sold at each maker token
     ///         amount.
-    function sampleBuysFromUniswap(
+    function _sampleBuysFromUniswap(
         address router,
         address takerToken,
         address makerToken,
         uint256[] memory makerTokenAmounts
     )
-        public
+        internal
         view
         returns (uint256[] memory takerTokenAmounts)
     {

packages/asset-swapper/contracts/src/UniswapV2Sampler.sol

@@ -21,20 +21,42 @@ pragma solidity ^0.6;
 pragma experimental ABIEncoderV2;
 
 import "./interfaces/IUniswapV2Router01.sol";
+import "./SamplerBase.sol";
 
 
-contract UniswapV2Sampler
+contract UniswapV2Sampler is
+    SamplerBase
 {
     /// @dev Gas limit for UniswapV2 calls.
     uint256 constant private UNISWAPV2_CALL_GAS = 150e3; // 150k
 
+    /// @dev Sample sell quotes from UniswapV2.
+    /// @param router Router to look up tokens and amounts
+    /// @param path Token route. Should be takerToken -> makerToken
+    /// @return makerTokenAmounts Maker amounts bought at each taker token
+    ///         amount.
+    function sampleSellsFromUniswapV2Global(
+        address router,
+        address[] memory path
+    )
+        public
+        view
+        returns (uint256[] memory makerTokenAmounts)
+    {
+        makerTokenAmounts = _sampleSellsFromUniswapV2(
+            router,
+            path,
+            SAMPLE_VALUES
+        );
+    }
+
     /// @dev Sample sell quotes from UniswapV2.
     /// @param router Router to look up tokens and amounts
     /// @param path Token route. Should be takerToken -> makerToken
     /// @param takerTokenAmounts Taker token sell amount for each sample.
     /// @return makerTokenAmounts Maker amounts bought at each taker token
     ///         amount.
-    function sampleSellsFromUniswapV2(
+    function _sampleSellsFromUniswapV2(
         address router,
         address[] memory path,
         uint256[] memory takerTokenAmounts
@@ -64,18 +86,38 @@ contract UniswapV2Sampler
         }
     }
 
+    /// @dev Sample buy quotes from UniswapV2.
+    /// @param router Router to look up tokens and amounts
+    /// @param path Token route. Should be takerToken -> makerToken.
+    /// @return takerTokenAmounts Taker amounts sold at each maker token
+    ///         amount.
+    function sampleBuysFromUniswapV2Global(
+        address router,
+        address[] memory path
+    )
+        public
+        view
+        returns (uint256[] memory takerTokenAmounts)
+    {
+        takerTokenAmounts = _sampleBuysFromUniswapV2(
+            router,
+            path,
+            SAMPLE_VALUES
+        );
+    }
+
     /// @dev Sample buy quotes from UniswapV2.
     /// @param router Router to look up tokens and amounts
     /// @param path Token route. Should be takerToken -> makerToken.
     /// @param makerTokenAmounts Maker token buy amount for each sample.
     /// @return takerTokenAmounts Taker amounts sold at each maker token
     ///         amount.
-    function sampleBuysFromUniswapV2(
+    function _sampleBuysFromUniswapV2(
         address router,
         address[] memory path,
         uint256[] memory makerTokenAmounts
     )
-        public
+        internal
         view
         returns (uint256[] memory takerTokenAmounts)
     {

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

@@ -20,7 +20,8 @@
 pragma solidity ^0.6;
 pragma experimental ABIEncoderV2;
 
-import "@0x/contracts-erc20/contracts/src/v06/IERC20TokenV06.sol";
+import "./interfaces/IERC20TokenV06.sol";
+import "./SamplerBase.sol";
 
 interface IUniswapV3Quoter {
     function factory()
@@ -48,11 +49,34 @@ interface IUniswapV3Pool {
     function fee() external view returns (uint24);
 }
 
-contract UniswapV3Sampler
+contract UniswapV3Sampler is
+    SamplerBase
 {
     /// @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.
+    /// @param path Token route. Should be takerToken -> makerToken
+    /// @return uniswapPaths The encoded uniswap path for each sample.
+    /// @return makerTokenAmounts Maker amounts bought at each taker token
+    ///         amount.
+    function sampleSellsFromUniswapV3Global(
+        IUniswapV3Quoter quoter,
+        IERC20TokenV06[] memory path
+    )
+        public
+        returns (
+            bytes[] memory uniswapPaths,
+            uint256[] memory makerTokenAmounts
+        )
+    {
+        (uniswapPaths, makerTokenAmounts) = _sampleSellsFromUniswapV3(
+            quoter,
+            path,
+            SAMPLE_VALUES
+        );
+    }
     /// @dev Sample sell quotes from UniswapV3.
     /// @param quoter UniswapV3 Quoter contract.
     /// @param path Token route. Should be takerToken -> makerToken
@@ -60,12 +84,12 @@ contract UniswapV3Sampler
     /// @return uniswapPaths The encoded uniswap path for each sample.
     /// @return makerTokenAmounts Maker amounts bought at each taker token
     ///         amount.
-    function sampleSellsFromUniswapV3(
+    function _sampleSellsFromUniswapV3(
         IUniswapV3Quoter quoter,
         IERC20TokenV06[] memory path,
         uint256[] memory takerTokenAmounts
     )
-        public
+        internal
         returns (
             bytes[] memory uniswapPaths,
             uint256[] memory makerTokenAmounts
@@ -104,6 +128,29 @@ contract UniswapV3Sampler
         }
     }
 
+    /// @dev Sample buy quotes from UniswapV3.
+    /// @param quoter UniswapV3 Quoter contract.
+    /// @param path Token route. Should be takerToken -> makerToken.
+    /// @return uniswapPaths The encoded uniswap path for each sample.
+    /// @return takerTokenAmounts Taker amounts sold at each maker token
+    ///         amount.
+    function sampleBuysFromUniswapV3Global(
+        IUniswapV3Quoter quoter,
+        IERC20TokenV06[] memory path
+    )
+        public
+        returns (
+            bytes[] memory uniswapPaths,
+            uint256[] memory takerTokenAmounts
+        )
+    {
+        (uniswapPaths, takerTokenAmounts) = _sampleBuysFromUniswapV3(
+            quoter,
+            path,
+            SAMPLE_VALUES
+        );
+    }
+
     /// @dev Sample buy quotes from UniswapV3.
     /// @param quoter UniswapV3 Quoter contract.
     /// @param path Token route. Should be takerToken -> makerToken.
@@ -111,12 +158,12 @@ contract UniswapV3Sampler
     /// @return uniswapPaths The encoded uniswap path for each sample.
     /// @return takerTokenAmounts Taker amounts sold at each maker token
     ///         amount.
-    function sampleBuysFromUniswapV3(
+    function _sampleBuysFromUniswapV3(
         IUniswapV3Quoter quoter,
         IERC20TokenV06[] memory path,
         uint256[] memory makerTokenAmounts
     )
-        public
+        internal
         returns (
             bytes[] memory uniswapPaths,
             uint256[] memory takerTokenAmounts
@@ -174,8 +221,9 @@ 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

@@ -21,12 +21,10 @@
 pragma solidity ^0.6;
 pragma experimental ABIEncoderV2;
 
-import "@0x/contracts-erc20/contracts/src/v06/LibERC20TokenV06.sol";
+import "./interfaces/IERC20TokenV06.sol";
 
 contract UtilitySampler {
 
-    using LibERC20TokenV06 for IERC20TokenV06;
-
     IERC20TokenV06 private immutable UTILITY_ETH_ADDRESS = IERC20TokenV06(0xEeeeeEeeeEeEeeEeEeEeeEEEeeeeEeeeeeeeEEeE);
 
     function getTokenDecimals(IERC20TokenV06[] memory tokens)
@@ -38,7 +36,7 @@ contract UtilitySampler {
         for (uint256 i = 0; i != tokens.length; i++) {
             decimals[i] = tokens[i] == UTILITY_ETH_ADDRESS
                 ? 18
-                : tokens[i].compatDecimals();
+                : tokens[i].decimals();
         }
     }
 
@@ -51,7 +49,7 @@ contract UtilitySampler {
         for (uint256 i = 0; i != tokens.length; i++) {
             balances[i] = tokens[i] == UTILITY_ETH_ADDRESS
                 ? account.balance
-                : tokens[i].compatBalanceOf(account);
+                : tokens[i].balanceOf(account);
         }
     }
 
@@ -64,7 +62,7 @@ contract UtilitySampler {
         for (uint256 i = 0; i != tokens.length; i++) {
             allowances[i] = tokens[i] == UTILITY_ETH_ADDRESS
                 ? 0
-                : tokens[i].compatAllowance(account, spender);
+                : tokens[i].allowance(account, spender);
         }
     }
 
@@ -77,4 +75,19 @@ 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/contracts/src/interfaces/IERC20TokenV06.sol

@@ -0,0 +1,96 @@
+// SPDX-License-Identifier: Apache-2.0
+/*
+
+  Copyright 2022 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;
+
+
+interface IERC20TokenV06 {
+
+    // solhint-disable no-simple-event-func-name
+    event Transfer(
+        address indexed from,
+        address indexed to,
+        uint256 value
+    );
+
+    event Approval(
+        address indexed owner,
+        address indexed spender,
+        uint256 value
+    );
+
+    /// @dev send `value` token to `to` from `msg.sender`
+    /// @param to The address of the recipient
+    /// @param value The amount of token to be transferred
+    /// @return True if transfer was successful
+    function transfer(address to, uint256 value)
+        external
+        returns (bool);
+
+    /// @dev send `value` token to `to` from `from` on the condition it is approved by `from`
+    /// @param from The address of the sender
+    /// @param to The address of the recipient
+    /// @param value The amount of token to be transferred
+    /// @return True if transfer was successful
+    function transferFrom(
+        address from,
+        address to,
+        uint256 value
+    )
+        external
+        returns (bool);
+
+    /// @dev `msg.sender` approves `spender` to spend `value` tokens
+    /// @param spender The address of the account able to transfer the tokens
+    /// @param value The amount of wei to be approved for transfer
+    /// @return Always true if the call has enough gas to complete execution
+    function approve(address spender, uint256 value)
+        external
+        returns (bool);
+
+    /// @dev Query total supply of token
+    /// @return Total supply of token
+    function totalSupply()
+        external
+        view
+        returns (uint256);
+
+    /// @dev Get the balance of `owner`.
+    /// @param owner The address from which the balance will be retrieved
+    /// @return Balance of owner
+    function balanceOf(address owner)
+        external
+        view
+        returns (uint256);
+
+    /// @dev Get the allowance for `spender` to spend from `owner`.
+    /// @param owner The address of the account owning tokens
+    /// @param spender The address of the account able to transfer the tokens
+    /// @return Amount of remaining tokens allowed to spent
+    function allowance(address owner, address spender)
+        external
+        view
+        returns (uint256);
+
+    /// @dev Get the number of decimals this token has.
+    function decimals()
+        external
+        view
+        returns (uint8);
+}

packages/asset-swapper/contracts/src/interfaces/ILiquidityProvider.sol

@@ -0,0 +1,118 @@
+// SPDX-License-Identifier: Apache-2.0
+/*
+
+  Copyright 2022 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;
+
+import "./IERC20TokenV06.sol";
+
+
+interface ILiquidityProvider {
+
+    /// @dev An optional event an LP can emit for each fill against a source.
+    /// @param inputToken The input token.
+    /// @param outputToken The output token.
+    /// @param inputTokenAmount How much input token was sold.
+    /// @param outputTokenAmount How much output token was bought.
+    /// @param sourceId A bytes32 encoded ascii source ID. E.g., `bytes32('Curve')`/
+    /// @param sourceAddress An optional address associated with the source (e.g, a curve pool).
+    /// @param sourceId A bytes32 encoded ascii source ID. E.g., `bytes32('Curve')`/
+    /// @param sourceAddress An optional address associated with the source (e.g, a curve pool).
+    /// @param sender The caller of the LP.
+    /// @param recipient The recipient of the output tokens.
+    event LiquidityProviderFill(
+        IERC20TokenV06 inputToken,
+        IERC20TokenV06 outputToken,
+        uint256 inputTokenAmount,
+        uint256 outputTokenAmount,
+        bytes32 sourceId,
+        address sourceAddress,
+        address sender,
+        address recipient
+    );
+
+    /// @dev Trades `inputToken` for `outputToken`. The amount of `inputToken`
+    ///      to sell must be transferred to the contract prior to calling this
+    ///      function to trigger the trade.
+    /// @param inputToken The token being sold.
+    /// @param outputToken The token being bought.
+    /// @param recipient The recipient of the bought tokens.
+    /// @param minBuyAmount The minimum acceptable amount of `outputToken` to buy.
+    /// @param auxiliaryData Arbitrary auxiliary data supplied to the contract.
+    /// @return boughtAmount The amount of `outputToken` bought.
+    function sellTokenForToken(
+        IERC20TokenV06 inputToken,
+        IERC20TokenV06 outputToken,
+        address recipient,
+        uint256 minBuyAmount,
+        bytes calldata auxiliaryData
+    )
+        external
+        returns (uint256 boughtAmount);
+
+    /// @dev Trades ETH for token. ETH must either be attached to this function
+    ///      call or sent to the contract prior to calling this function to
+    ///      trigger the trade.
+    /// @param outputToken The token being bought.
+    /// @param recipient The recipient of the bought tokens.
+    /// @param minBuyAmount The minimum acceptable amount of `outputToken` to buy.
+    /// @param auxiliaryData Arbitrary auxiliary data supplied to the contract.
+    /// @return boughtAmount The amount of `outputToken` bought.
+    function sellEthForToken(
+        IERC20TokenV06 outputToken,
+        address recipient,
+        uint256 minBuyAmount,
+        bytes calldata auxiliaryData
+    )
+        external
+        payable
+        returns (uint256 boughtAmount);
+
+    /// @dev Trades token for ETH. The token must be sent to the contract prior
+    ///      to calling this function to trigger the trade.
+    /// @param inputToken The token being sold.
+    /// @param recipient The recipient of the bought tokens.
+    /// @param minBuyAmount The minimum acceptable amount of ETH to buy.
+    /// @param auxiliaryData Arbitrary auxiliary data supplied to the contract.
+    /// @return boughtAmount The amount of ETH bought.
+    function sellTokenForEth(
+        IERC20TokenV06 inputToken,
+        address payable recipient,
+        uint256 minBuyAmount,
+        bytes calldata auxiliaryData
+    )
+        external
+        returns (uint256 boughtAmount);
+
+    /// @dev Quotes the amount of `outputToken` that would be obtained by
+    ///      selling `sellAmount` of `inputToken`.
+    /// @param inputToken Address of the taker token (what to sell). Use
+    ///        the wETH address if selling ETH.
+    /// @param outputToken Address of the maker token (what to buy). Use
+    ///        the wETH address if buying ETH.
+    /// @param sellAmount Amount of `inputToken` to sell.
+    /// @return outputTokenAmount Amount of `outputToken` that would be obtained.
+    function getSellQuote(
+        IERC20TokenV06 inputToken,
+        IERC20TokenV06 outputToken,
+        uint256 sellAmount
+    )
+        external
+        view
+        returns (uint256 outputTokenAmount);
+}

packages/asset-swapper/contracts/test/CurveSamplerTest.sol

@@ -0,0 +1,56 @@
+// SPDX-License-Identifier: UNLICENSED
+pragma solidity ^0.6;
+pragma experimental ABIEncoderV2;
+
+import "./TestBase.sol";
+import "../src/ERC20BridgeSampler.sol";
+
+contract CurveSamplerTest is
+    TestBase 
+{
+    ERC20BridgeSampler sampler;
+
+    function setUp() public {
+        sampler = new ERC20BridgeSampler();
+        sampler.setSampleValues(_toSingleValueArray(1e18));
+    }
+
+    function testCurveSampler()
+        public
+        skip()
+        requiresChainId(1)
+        requiresBlockNumberGte(14000000)
+    {
+
+        uint256[] memory values = sampler.sampleSellsFromCurveGlobal(
+            CurveSampler.CurveInfo({
+                poolAddress: 0x06cb22615BA53E60D67Bf6C341a0fD5E718E1655,
+                sellQuoteFunctionSelector: 0x07211ef7,
+                buyQuoteFunctionSelector: 0x00000000
+            }),
+            0,
+            1
+        );
+
+        assertGt(values[0], 0);
+    }
+
+    function testCurveSamplerOptimism()
+        public
+        requiresChainId(10)
+        logs_gas()
+    {
+
+        uint256[] memory values = sampler.sampleSellsFromCurveGlobal(
+            CurveSampler.CurveInfo({
+                poolAddress: 0x1337BedC9D22ecbe766dF105c9623922A27963EC,
+                sellQuoteFunctionSelector: 0x5e0d443f,
+                buyQuoteFunctionSelector: 0x00000000
+            }),
+            0,
+            1
+        );
+
+        assertGt(values[0], 0);
+    }
+}

packages/asset-swapper/contracts/test/DSTest.sol

@@ -0,0 +1,435 @@
+// SPDX-License-Identifier: GPL-3.0-or-later
+
+// This program is free software: you can redistribute it and/or modify
+// it under the terms of the GNU General Public License as published by
+// the Free Software Foundation, either version 3 of the License, or
+// (at your option) any later version.
+
+// This program is distributed in the hope that it will be useful,
+// but WITHOUT ANY WARRANTY; without even the implied warranty of
+// MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
+// GNU General Public License for more details.
+
+// You should have received a copy of the GNU General Public License
+// along with this program.  If not, see <http://www.gnu.org/licenses/>.
+
+pragma solidity ^0.6;
+
+contract DSTest {
+    event log                    (string str);
+    event logs                   (bytes data);
+
+    event log_address            (address addr);
+    event log_bytes32            (bytes32 data);
+    event log_int                (int data);
+    event log_uint               (uint data);
+    event log_bytes              (bytes data);
+    event log_string             (string str);
+
+    event log_named_address      (string key, address val);
+    event log_named_bytes32      (string key, bytes32 val);
+    event log_named_decimal_int  (string key, int val, uint decimals);
+    event log_named_decimal_uint (string key, uint val, uint decimals);
+    event log_named_int          (string key, int val);
+    event log_named_uint         (string key, uint val);
+    event log_named_bytes        (string key, bytes val);
+    event log_named_string       (string key, string val);
+    event log_named_expected_uints        (string key, uint expected, uint actual);
+
+    bool public IS_TEST = true;
+    bool public failed;
+
+    address constant HEVM_ADDRESS =
+        address(bytes20(uint160(uint256(keccak256('hevm cheat code')))));
+
+    modifier mayRevert() { _; }
+    modifier testopts(string memory) { _; }
+
+    function fail() internal {
+        failed = true;
+    }
+
+    modifier logs_gas() {
+        uint startGas = gasleft();
+        _;
+        uint endGas = gasleft();
+        emit log_named_uint("gas", startGas - endGas);
+    }
+
+    function assertTrue(bool condition) internal {
+        if (!condition) {
+            emit log("Error: Assertion Failed");
+            fail();
+        }
+    }
+
+    function assertTrue(bool condition, string memory err) internal {
+        if (!condition) {
+            emit log_named_string("Error", err);
+            assertTrue(condition);
+        }
+    }
+
+    function assertEq(address a, address b) internal {
+        if (a != b) {
+            emit log("Error: a == b not satisfied [address]");
+            emit log_named_address("  Expected", b);
+            emit log_named_address("    Actual", a);
+            fail();
+        }
+    }
+    function assertEq(address a, address b, string memory err) internal {
+        if (a != b) {
+            emit log_named_string ("Error", err);
+            assertEq(a, b);
+        }
+    }
+
+    function assertEq(bytes32 a, bytes32 b) internal {
+        if (a != b) {
+            emit log("Error: a == b not satisfied [bytes32]");
+            emit log_named_bytes32("  Expected", b);
+            emit log_named_bytes32("    Actual", a);
+            fail();
+        }
+    }
+    function assertEq(bytes32 a, bytes32 b, string memory err) internal {
+        if (a != b) {
+            emit log_named_string ("Error", err);
+            assertEq(a, b);
+        }
+    }
+    function assertEq32(bytes32 a, bytes32 b) internal {
+        assertEq(a, b);
+    }
+    function assertEq32(bytes32 a, bytes32 b, string memory err) internal {
+        assertEq(a, b, err);
+    }
+
+    function assertEq(int a, int b) internal {
+        if (a != b) {
+            emit log("Error: a == b not satisfied [int]");
+            emit log_named_int("  Expected", b);
+            emit log_named_int("    Actual", a);
+            fail();
+        }
+    }
+    function assertEq(int a, int b, string memory err) internal {
+        if (a != b) {
+            emit log_named_string("Error", err);
+            assertEq(a, b);
+        }
+    }
+    function assertEq(uint a, uint b) internal {
+        if (a != b) {
+            emit log("Error: a == b not satisfied [uint]");
+            emit log_named_uint("  Expected", b);
+            emit log_named_uint("    Actual", a);
+            fail();
+        }
+    }
+    function assertEq(uint a, uint b, string memory err) internal {
+        if (a != b) {
+            emit log_named_string("Error", err);
+            assertEq(a, b);
+        }
+    }
+    function assertEqDecimal(int a, int b, uint decimals) internal {
+        if (a != b) {
+            emit log("Error: a == b not satisfied [decimal int]");
+            emit log_named_decimal_int("  Expected", b, decimals);
+            emit log_named_decimal_int("    Actual", a, decimals);
+            fail();
+        }
+    }
+    function assertEqDecimal(int a, int b, uint decimals, string memory err) internal {
+        if (a != b) {
+            emit log_named_string("Error", err);
+            assertEqDecimal(a, b, decimals);
+        }
+    }
+    function assertEqDecimal(uint a, uint b, uint decimals) internal {
+        if (a != b) {
+            emit log("Error: a == b not satisfied [decimal uint]");
+            emit log_named_decimal_uint("  Expected", b, decimals);
+            emit log_named_decimal_uint("    Actual", a, decimals);
+            fail();
+        }
+    }
+    function assertEqDecimal(uint a, uint b, uint decimals, string memory err) internal {
+        if (a != b) {
+            emit log_named_string("Error", err);
+            assertEqDecimal(a, b, decimals);
+        }
+    }
+
+    function assertGt(uint a, uint b) internal {
+        if (a <= b) {
+            emit log("Error: a > b not satisfied [uint]");
+            emit log_named_uint("  Value a", a);
+            emit log_named_uint("  Value b", b);
+            fail();
+        }
+    }
+    function assertGt(uint a, uint b, string memory err) internal {
+        if (a <= b) {
+            emit log_named_string("Error", err);
+            assertGt(a, b);
+        }
+    }
+    function assertGt(int a, int b) internal {
+        if (a <= b) {
+            emit log("Error: a > b not satisfied [int]");
+            emit log_named_int("  Value a", a);
+            emit log_named_int("  Value b", b);
+            fail();
+        }
+    }
+    function assertGt(int a, int b, string memory err) internal {
+        if (a <= b) {
+            emit log_named_string("Error", err);
+            assertGt(a, b);
+        }
+    }
+    function assertGtDecimal(int a, int b, uint decimals) internal {
+        if (a <= b) {
+            emit log("Error: a > b not satisfied [decimal int]");
+            emit log_named_decimal_int("  Value a", a, decimals);
+            emit log_named_decimal_int("  Value b", b, decimals);
+            fail();
+        }
+    }
+    function assertGtDecimal(int a, int b, uint decimals, string memory err) internal {
+        if (a <= b) {
+            emit log_named_string("Error", err);
+            assertGtDecimal(a, b, decimals);
+        }
+    }
+    function assertGtDecimal(uint a, uint b, uint decimals) internal {
+        if (a <= b) {
+            emit log("Error: a > b not satisfied [decimal uint]");
+            emit log_named_decimal_uint("  Value a", a, decimals);
+            emit log_named_decimal_uint("  Value b", b, decimals);
+            fail();
+        }
+    }
+    function assertGtDecimal(uint a, uint b, uint decimals, string memory err) internal {
+        if (a <= b) {
+            emit log_named_string("Error", err);
+            assertGtDecimal(a, b, decimals);
+        }
+    }
+
+    function assertGe(uint a, uint b) internal {
+        if (a < b) {
+            emit log("Error: a >= b not satisfied [uint]");
+            emit log_named_uint("  Value a", a);
+            emit log_named_uint("  Value b", b);
+            fail();
+        }
+    }
+    function assertGe(uint a, uint b, string memory err) internal {
+        if (a < b) {
+            emit log_named_string("Error", err);
+            assertGe(a, b);
+        }
+    }
+    function assertGe(int a, int b) internal {
+        if (a < b) {
+            emit log("Error: a >= b not satisfied [int]");
+            emit log_named_int("  Value a", a);
+            emit log_named_int("  Value b", b);
+            fail();
+        }
+    }
+    function assertGe(int a, int b, string memory err) internal {
+        if (a < b) {
+            emit log_named_string("Error", err);
+            assertGe(a, b);
+        }
+    }
+    function assertGeDecimal(int a, int b, uint decimals) internal {
+        if (a < b) {
+            emit log("Error: a >= b not satisfied [decimal int]");
+            emit log_named_decimal_int("  Value a", a, decimals);
+            emit log_named_decimal_int("  Value b", b, decimals);
+            fail();
+        }
+    }
+    function assertGeDecimal(int a, int b, uint decimals, string memory err) internal {
+        if (a < b) {
+            emit log_named_string("Error", err);
+            assertGeDecimal(a, b, decimals);
+        }
+    }
+    function assertGeDecimal(uint a, uint b, uint decimals) internal {
+        if (a < b) {
+            emit log("Error: a >= b not satisfied [decimal uint]");
+            emit log_named_decimal_uint("  Value a", a, decimals);
+            emit log_named_decimal_uint("  Value b", b, decimals);
+            fail();
+        }
+    }
+    function assertGeDecimal(uint a, uint b, uint decimals, string memory err) internal {
+        if (a < b) {
+            emit log_named_string("Error", err);
+            assertGeDecimal(a, b, decimals);
+        }
+    }
+
+    function assertLt(uint a, uint b) internal {
+        if (a >= b) {
+            emit log("Error: a < b not satisfied [uint]");
+            emit log_named_uint("  Value a", a);
+            emit log_named_uint("  Value b", b);
+            fail();
+        }
+    }
+    function assertLt(uint a, uint b, string memory err) internal {
+        if (a >= b) {
+            emit log_named_string("Error", err);
+            assertLt(a, b);
+        }
+    }
+    function assertLt(int a, int b) internal {
+        if (a >= b) {
+            emit log("Error: a < b not satisfied [int]");
+            emit log_named_int("  Value a", a);
+            emit log_named_int("  Value b", b);
+            fail();
+        }
+    }
+    function assertLt(int a, int b, string memory err) internal {
+        if (a >= b) {
+            emit log_named_string("Error", err);
+            assertLt(a, b);
+        }
+    }
+    function assertLtDecimal(int a, int b, uint decimals) internal {
+        if (a >= b) {
+            emit log("Error: a < b not satisfied [decimal int]");
+            emit log_named_decimal_int("  Value a", a, decimals);
+            emit log_named_decimal_int("  Value b", b, decimals);
+            fail();
+        }
+    }
+    function assertLtDecimal(int a, int b, uint decimals, string memory err) internal {
+        if (a >= b) {
+            emit log_named_string("Error", err);
+            assertLtDecimal(a, b, decimals);
+        }
+    }
+    function assertLtDecimal(uint a, uint b, uint decimals) internal {
+        if (a >= b) {
+            emit log("Error: a < b not satisfied [decimal uint]");
+            emit log_named_decimal_uint("  Value a", a, decimals);
+            emit log_named_decimal_uint("  Value b", b, decimals);
+            fail();
+        }
+    }
+    function assertLtDecimal(uint a, uint b, uint decimals, string memory err) internal {
+        if (a >= b) {
+            emit log_named_string("Error", err);
+            assertLtDecimal(a, b, decimals);
+        }
+    }
+
+    function assertLe(uint a, uint b) internal {
+        if (a > b) {
+            emit log("Error: a <= b not satisfied [uint]");
+            emit log_named_uint("  Value a", a);
+            emit log_named_uint("  Value b", b);
+            fail();
+        }
+    }
+    function assertLe(uint a, uint b, string memory err) internal {
+        if (a > b) {
+            emit log_named_string("Error", err);
+            assertLe(a, b);
+        }
+    }
+    function assertLe(int a, int b) internal {
+        if (a > b) {
+            emit log("Error: a <= b not satisfied [int]");
+            emit log_named_int("  Value a", a);
+            emit log_named_int("  Value b", b);
+            fail();
+        }
+    }
+    function assertLe(int a, int b, string memory err) internal {
+        if (a > b) {
+            emit log_named_string("Error", err);
+            assertLe(a, b);
+        }
+    }
+    function assertLeDecimal(int a, int b, uint decimals) internal {
+        if (a > b) {
+            emit log("Error: a <= b not satisfied [decimal int]");
+            emit log_named_decimal_int("  Value a", a, decimals);
+            emit log_named_decimal_int("  Value b", b, decimals);
+            fail();
+        }
+    }
+    function assertLeDecimal(int a, int b, uint decimals, string memory err) internal {
+        if (a > b) {
+            emit log_named_string("Error", err);
+            assertLeDecimal(a, b, decimals);
+        }
+    }
+    function assertLeDecimal(uint a, uint b, uint decimals) internal {
+        if (a > b) {
+            emit log("Error: a <= b not satisfied [decimal uint]");
+            emit log_named_decimal_uint("  Value a", a, decimals);
+            emit log_named_decimal_uint("  Value b", b, decimals);
+            fail();
+        }
+    }
+    function assertLeDecimal(uint a, uint b, uint decimals, string memory err) internal {
+        if (a > b) {
+            emit log_named_string("Error", err);
+            assertGeDecimal(a, b, decimals);
+        }
+    }
+
+    function assertEq(string memory a, string memory b) internal {
+        if (keccak256(abi.encodePacked(a)) != keccak256(abi.encodePacked(b))) {
+            emit log("Error: a == b not satisfied [string]");
+            emit log_named_string("  Value a", a);
+            emit log_named_string("  Value b", b);
+            fail();
+        }
+    }
+    function assertEq(string memory a, string memory b, string memory err) internal {
+        if (keccak256(abi.encodePacked(a)) != keccak256(abi.encodePacked(b))) {
+            emit log_named_string("Error", err);
+            assertEq(a, b);
+        }
+    }
+
+    function checkEq0(bytes memory a, bytes memory b) internal pure returns (bool ok) {
+        ok = true;
+        if (a.length == b.length) {
+            for (uint i = 0; i < a.length; i++) {
+                if (a[i] != b[i]) {
+                    ok = false;
+                }
+            }
+        } else {
+            ok = false;
+        }
+    }
+    function assertEq0(bytes memory a, bytes memory b) internal {
+        if (!checkEq0(a, b)) {
+            emit log("Error: a == b not satisfied [bytes]");
+            emit log_named_bytes("  Expected", a);
+            emit log_named_bytes("    Actual", b);
+            fail();
+        }
+    }
+    function assertEq0(bytes memory a, bytes memory b, string memory err) internal {
+        if (!checkEq0(a, b)) {
+            emit log_named_string("Error", err);
+            assertEq0(a, b);
+        }
+    }
+}

packages/asset-swapper/contracts/test/DummyLiquidityProvider.sol

@@ -36,4 +36,4 @@ contract DummyLiquidityProvider
     {
         takerTokenAmount = buyAmount + 1;
     }
-}
+}

packages/asset-swapper/contracts/test/TestBase.sol

@@ -0,0 +1,57 @@
+// SPDX-License-Identifier: UNLICENSED
+pragma solidity ^0.6;
+
+import "./DSTest.sol";
+
+contract TestBase is 
+    DSTest
+{
+    function _toSingleValueArray(uint256 v)
+        internal
+        pure
+        returns (uint256[] memory arr)
+    {
+        arr = new uint256[](1);
+        arr[0] = v;
+    }
+
+    modifier requiresChainId(uint256 chainId)
+    {
+        if (chainId != _chainId())
+        {
+            emit log_named_expected_uints("skip: wrong chain id", chainId, _chainId());
+            return;
+        }
+        _;
+    }
+
+    modifier requiresBlockNumberGte(uint256 blockNumber)
+    {
+        if (block.number < blockNumber)
+        {
+            emit log_named_expected_uints("skip: block.number < blockNumber", blockNumber, block.number);
+            return;
+        }
+        _;
+    }
+
+    modifier skip()
+    {
+        if (true) {
+            emit log_string("skip");
+            return;
+        }
+        _;
+    }
+
+    function _chainId()
+        internal
+        returns (uint256 id)
+    {
+        uint256 id;
+        assembly {
+            id := chainid()
+        }
+        return id;
+    }
+}

packages/asset-swapper/contracts/test/TestERC20BridgeSampler.sol

@@ -452,4 +452,4 @@ contract TestERC20BridgeSampler is
     {
         return LibDeterministicQuotes.getDeterministicTokenDecimals(tokenAddress);
     }
-}
+}

packages/asset-swapper/contracts/test/TestNativeOrderSampler.sol

@@ -96,7 +96,7 @@ contract TestNativeOrderSampler is
         orderInfo.takerTokenFilledAmount = uint128(order.expiry);
 
         // Calculate how much is fillable in maker terms given the filled taker amount
-        uint256 fillableMakerTokenAmount = LibMathV06.getPartialAmountFloor(
+        uint256 fillableMakerTokenAmount = LibSafeMath.getPartialAmountFloor(
             uint256(
                 order.takerAmount
                 - orderInfo.takerTokenFilledAmount
@@ -106,13 +106,13 @@ contract TestNativeOrderSampler is
         );
 
         // Take the min of the balance/allowance and the fillable maker amount
-        fillableMakerTokenAmount = LibSafeMathV06.min256(
+        fillableMakerTokenAmount = LibSafeMath.min256(
             fillableMakerTokenAmount,
             _getSpendableERC20BalanceOf(order.makerToken, order.maker)
         );
 
         // Convert to taker terms
-        actualFillableTakerTokenAmount = LibMathV06.getPartialAmountCeil(
+        actualFillableTakerTokenAmount = LibSafeMath.getPartialAmountCeil(
             fillableMakerTokenAmount,
             uint256(order.makerAmount),
             uint256(order.takerAmount)
@@ -127,7 +127,7 @@ contract TestNativeOrderSampler is
         view
         returns (uint256)
     {
-        return LibSafeMathV06.min256(
+        return LibSafeMath.min256(
             token.allowance(owner, address(this)),
             token.balanceOf(owner)
         );

packages/asset-swapper/package.json

@@ -1,6 +1,6 @@
 {
     "name": "@0x/asset-swapper",
-    "version": "16.28.0",
+    "version": "16.46.0",
     "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|CurveSamplerTest|DODOSampler|DODOV2Sampler|DSTest|DummyLiquidityProvider|ERC20BridgeSampler|FakeTaker|IBalancer|IBancor|ICurve|IERC20TokenV06|IKyberNetwork|ILiquidityProvider|IMStable|IMooniswap|IMultiBridge|IShell|ISmoothy|IUniswapExchangeQuotes|IUniswapV2Router01|KyberDmmSampler|KyberSampler|LibBytes|LibSafeMath|LidoSampler|LiquidityProviderSampler|MStableSampler|MakerPSMSampler|MooniswapSampler|MultiBridgeSampler|NativeOrderSampler|SamplerBase|SamplerUtils|ShellSampler|SmoothySampler|TestBase|TestERC20BridgeSampler|TestNativeOrderSampler|TwoHopSampler|UniswapSampler|UniswapV2Sampler|UniswapV2SamplerTest|UniswapV3Sampler|UtilitySampler).json",
         "postpublish": {
             "assets": []
         }
@@ -60,13 +60,14 @@
     "dependencies": {
         "@0x/assert": "^3.0.29",
         "@0x/base-contract": "^6.4.2",
-        "@0x/contract-addresses": "^6.7.0",
-        "@0x/contract-wrappers": "^13.18.0",
-        "@0x/contracts-erc20": "^3.3.20",
-        "@0x/contracts-zero-ex": "^0.29.0",
+        "@0x/contract-addresses": "^6.11.0",
+        "@0x/contract-wrappers": "^13.18.5",
+        "@0x/contracts-erc20": "^3.3.25",
+        "@0x/contracts-zero-ex": "^0.30.1",
         "@0x/dev-utils": "^4.2.9",
         "@0x/json-schemas": "^6.3.0",
-        "@0x/protocol-utils": "^1.9.1",
+        "@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",
@@ -97,10 +98,10 @@
         "@0x/contracts-exchange": "^3.2.38",
         "@0x/contracts-exchange-libs": "^4.3.37",
         "@0x/contracts-gen": "^2.0.40",
-        "@0x/contracts-test-utils": "^5.4.11",
-        "@0x/contracts-utils": "^4.8.1",
+        "@0x/contracts-test-utils": "^5.4.16",
+        "@0x/contracts-utils": "^4.8.6",
         "@0x/mesh-rpc-client": "^9.4.2",
-        "@0x/migrations": "^8.1.7",
+        "@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

@@ -1,6 +1,5 @@
 import { ChainId, ContractAddresses } from '@0x/contract-addresses';
 import { IZeroExContract } from '@0x/contract-wrappers';
-import { TransformERC20FeatureContract } from '@0x/contracts-zero-ex';
 import {
     encodeAffiliateFeeTransformerData,
     encodeCurveLiquidityProviderData,
@@ -95,7 +94,6 @@ export class ExchangeProxySwapQuoteConsumer implements SwapQuoteConsumerBase {
     };
 
     private readonly _exchangeProxy: IZeroExContract;
-    private readonly _transformERC20Feature: TransformERC20FeatureContract;
 
     constructor(public readonly contractAddresses: ContractAddresses, options: Partial<SwapQuoteConsumerOpts> = {}) {
         const { chainId } = _.merge({}, constants.DEFAULT_SWAP_QUOTER_OPTS, options);
@@ -103,7 +101,6 @@ export class ExchangeProxySwapQuoteConsumer implements SwapQuoteConsumerBase {
         this.chainId = chainId;
         this.contractAddresses = contractAddresses;
         this._exchangeProxy = new IZeroExContract(contractAddresses.exchangeProxy, FAKE_PROVIDER);
-        this._transformERC20Feature = new TransformERC20FeatureContract(contractAddresses.exchangeProxy, FAKE_PROVIDER);
         this.transformerNonces = {
             wethTransformer: findTransformerNonce(
                 contractAddresses.transformers.wethTransformer,
@@ -363,8 +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({
@@ -416,9 +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({
@@ -495,10 +493,11 @@ export class ExchangeProxySwapQuoteConsumer implements SwapQuoteConsumerBase {
                 amounts: [],
             }),
         });
-        const calldataHexString = this._transformERC20Feature
-            .transformERC20Staging(
+        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,

packages/asset-swapper/src/swap_quoter.ts

@@ -363,6 +363,7 @@ export class SwapQuoter {
         const cloneOpts = _.omit(opts, 'gasPrice') as GetMarketOrdersOpts;
         const calcOpts: GetMarketOrdersOpts = {
             ...cloneOpts,
+            gasPrice,
             feeSchedule: _.mapValues(opts.feeSchedule, gasCost => (fillData: FillData) =>
                 gasCost === undefined ? 0 : gasPrice.times(gasCost(fillData)),
             ),
@@ -504,6 +505,7 @@ function createSwapQuote(
     const {
         optimizedOrders,
         quoteReport,
+        extendedQuoteReportSources,
         sourceFlags,
         takerAmountPerEth,
         makerAmountPerEth,
@@ -531,6 +533,7 @@ function createSwapQuote(
         takerAmountPerEth,
         makerAmountPerEth,
         quoteReport,
+        extendedQuoteReportSources,
         isTwoHop,
         priceComparisonsReport,
     };

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;
@@ -256,7 +258,7 @@ export interface RfqRequestOpts {
 /**
  * gasPrice: gas price to determine protocolFee amount, default to ethGasStation fast amount
  */
-export interface SwapQuoteRequestOpts extends GetMarketOrdersOpts {
+export interface SwapQuoteRequestOpts extends Omit<GetMarketOrdersOpts, 'gasPrice'> {
     gasPrice?: BigNumber;
     rfqt?: RfqRequestOpts;
 }

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

@@ -11,8 +11,12 @@ import {
     COMETHSWAP_ROUTER_BY_CHAIN_ID,
     COMPONENT_POOLS_BY_CHAIN_ID,
     CRYPTO_COM_ROUTER_BY_CHAIN_ID,
+    CURVE_AVALANCHE_INFOS,
+    CURVE_FANTOM_INFOS,
     CURVE_MAINNET_INFOS,
     CURVE_POLYGON_INFOS,
+    CURVE_V2_AVALANCHE_INFOS,
+    CURVE_V2_FANTOM_INFOS,
     CURVE_V2_MAINNET_INFOS,
     CURVE_V2_POLYGON_INFOS,
     DFYN_ROUTER_BY_CHAIN_ID,
@@ -26,6 +30,7 @@ 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,
@@ -40,9 +45,12 @@ import {
     SMOOTHY_BSC_INFOS,
     SMOOTHY_MAINNET_INFOS,
     SNOWSWAP_MAINNET_INFOS,
+    SPIRITSWAP_ROUTER_BY_CHAIN_ID,
+    SPOOKYSWAP_ROUTER_BY_CHAIN_ID,
     SUSHISWAP_ROUTER_BY_CHAIN_ID,
     SWERVE_MAINNET_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,
@@ -133,6 +141,24 @@ export function getCurveInfosForPair(chainId: ChainId, takerToken: string, maker
                             [makerToken, takerToken].filter(v => c.metaTokens?.includes(v)).length > 0),
                 ),
             );
+        case ChainId.Fantom:
+            return Object.values(CURVE_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(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),
+                ),
+            );
         default:
             return [];
     }
@@ -159,6 +185,24 @@ export function getCurveV2InfosForPair(chainId: ChainId, takerToken: string, mak
                             [makerToken, takerToken].filter(v => c.metaTokens?.includes(v)).length > 0),
                 ),
             );
+        case ChainId.Fantom:
+            return Object.values(CURVE_V2_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(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),
+                ),
+            );
         default:
             return [];
     }
@@ -443,7 +487,11 @@ export function uniswapV2LikeRouterAddress(
         | ERC20BridgeSource.ShibaSwap
         | ERC20BridgeSource.JetSwap
         | ERC20BridgeSource.TraderJoe
-        | ERC20BridgeSource.Pangolin,
+        | ERC20BridgeSource.Pangolin
+        | ERC20BridgeSource.UbeSwap
+        | ERC20BridgeSource.MorpheusSwap
+        | ERC20BridgeSource.SpookySwap
+        | ERC20BridgeSource.SpiritSwap,
 ): string {
     switch (source) {
         case ERC20BridgeSource.UniswapV2:
@@ -484,6 +532,14 @@ 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:
+            return SPIRITSWAP_ROUTER_BY_CHAIN_ID[chainId];
         default:
             throw new Error(`Unknown UniswapV2 like source ${source}`);
     }

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/constants.ts

@@ -7,7 +7,9 @@ import { TokenAdjacencyGraphBuilder } from '../token_adjacency_graph_builder';
 
 import { SourceFilters } from './source_filters';
 import {
+    AaveV2FillData,
     BancorFillData,
+    CompoundFillData,
     CurveFillData,
     CurveFunctionSelectors,
     CurveInfo,
@@ -57,6 +59,9 @@ function valueByChainId<T>(rest: Partial<{ [key in ChainId]: T }>, defaultValue:
         [ChainId.Polygon]: defaultValue,
         [ChainId.PolygonMumbai]: defaultValue,
         [ChainId.Avalanche]: defaultValue,
+        [ChainId.Fantom]: defaultValue,
+        [ChainId.Celo]: defaultValue,
+        [ChainId.Optimism]: defaultValue,
         ...(rest || {}),
     };
 }
@@ -99,7 +104,9 @@ export const SELL_SOURCE_FILTER_BY_CHAIN_ID = valueByChainId<SourceFilters>(
             ERC20BridgeSource.UniswapV3,
             ERC20BridgeSource.CurveV2,
             ERC20BridgeSource.ShibaSwap,
-            ERC20BridgeSource.Clipper,
+            // TODO: enable after FQT has been redeployed on Ethereum mainnet
+            // ERC20BridgeSource.AaveV2,
+            // ERC20BridgeSource.Compound,
         ]),
         [ChainId.Ropsten]: new SourceFilters([
             ERC20BridgeSource.Kyber,
@@ -136,6 +143,7 @@ export const SELL_SOURCE_FILTER_BY_CHAIN_ID = valueByChainId<SourceFilters>(
             ERC20BridgeSource.FirebirdOneSwap,
             ERC20BridgeSource.JetSwap,
             ERC20BridgeSource.ACryptos,
+            ERC20BridgeSource.KyberDmm,
         ]),
         [ChainId.Polygon]: new SourceFilters([
             ERC20BridgeSource.SushiSwap,
@@ -157,13 +165,36 @@ export const SELL_SOURCE_FILTER_BY_CHAIN_ID = valueByChainId<SourceFilters>(
             ERC20BridgeSource.MultiHop,
             ERC20BridgeSource.JetSwap,
             ERC20BridgeSource.IronSwap,
+            ERC20BridgeSource.AaveV2,
+            ERC20BridgeSource.UniswapV3,
         ]),
         [ChainId.Avalanche]: new SourceFilters([
             ERC20BridgeSource.MultiHop,
             ERC20BridgeSource.Pangolin,
             ERC20BridgeSource.TraderJoe,
             ERC20BridgeSource.SushiSwap,
+            ERC20BridgeSource.Curve,
+            ERC20BridgeSource.CurveV2,
+            ERC20BridgeSource.KyberDmm,
+            ERC20BridgeSource.AaveV2,
         ]),
+        [ChainId.Fantom]: new SourceFilters([
+            ERC20BridgeSource.MultiHop,
+            ERC20BridgeSource.Beethovenx,
+            ERC20BridgeSource.Curve,
+            ERC20BridgeSource.CurveV2,
+            ERC20BridgeSource.JetSwap,
+            ERC20BridgeSource.MorpheusSwap,
+            ERC20BridgeSource.SpiritSwap,
+            ERC20BridgeSource.SpookySwap,
+            ERC20BridgeSource.SushiSwap,
+        ]),
+        [ChainId.Celo]: new SourceFilters([
+            ERC20BridgeSource.UbeSwap,
+            ERC20BridgeSource.SushiSwap,
+            ERC20BridgeSource.MultiHop,
+        ]),
+        [ChainId.Optimism]: new SourceFilters([ERC20BridgeSource.UniswapV3]),
     },
     new SourceFilters([]),
 );
@@ -206,7 +237,9 @@ export const BUY_SOURCE_FILTER_BY_CHAIN_ID = valueByChainId<SourceFilters>(
             ERC20BridgeSource.UniswapV3,
             ERC20BridgeSource.CurveV2,
             ERC20BridgeSource.ShibaSwap,
-            ERC20BridgeSource.Clipper,
+            // TODO: enable after FQT has been redeployed on Ethereum mainnet
+            // ERC20BridgeSource.AaveV2,
+            // ERC20BridgeSource.Compound,
         ]),
         [ChainId.Ropsten]: new SourceFilters([
             ERC20BridgeSource.Kyber,
@@ -243,6 +276,7 @@ export const BUY_SOURCE_FILTER_BY_CHAIN_ID = valueByChainId<SourceFilters>(
             ERC20BridgeSource.FirebirdOneSwap,
             ERC20BridgeSource.JetSwap,
             ERC20BridgeSource.ACryptos,
+            ERC20BridgeSource.KyberDmm,
         ]),
         [ChainId.Polygon]: new SourceFilters([
             ERC20BridgeSource.SushiSwap,
@@ -264,13 +298,36 @@ export const BUY_SOURCE_FILTER_BY_CHAIN_ID = valueByChainId<SourceFilters>(
             ERC20BridgeSource.MultiHop,
             ERC20BridgeSource.JetSwap,
             ERC20BridgeSource.IronSwap,
+            ERC20BridgeSource.AaveV2,
+            ERC20BridgeSource.UniswapV3,
         ]),
         [ChainId.Avalanche]: new SourceFilters([
             ERC20BridgeSource.MultiHop,
             ERC20BridgeSource.Pangolin,
             ERC20BridgeSource.TraderJoe,
             ERC20BridgeSource.SushiSwap,
+            ERC20BridgeSource.Curve,
+            ERC20BridgeSource.CurveV2,
+            ERC20BridgeSource.KyberDmm,
+            ERC20BridgeSource.AaveV2,
         ]),
+        [ChainId.Fantom]: new SourceFilters([
+            ERC20BridgeSource.MultiHop,
+            ERC20BridgeSource.Beethovenx,
+            ERC20BridgeSource.Curve,
+            ERC20BridgeSource.CurveV2,
+            ERC20BridgeSource.JetSwap,
+            ERC20BridgeSource.MorpheusSwap,
+            ERC20BridgeSource.SpiritSwap,
+            ERC20BridgeSource.SpookySwap,
+            ERC20BridgeSource.SushiSwap,
+        ]),
+        [ChainId.Celo]: new SourceFilters([
+            ERC20BridgeSource.UbeSwap,
+            ERC20BridgeSource.SushiSwap,
+            ERC20BridgeSource.MultiHop,
+        ]),
+        [ChainId.Optimism]: new SourceFilters([ERC20BridgeSource.UniswapV3]),
     },
     new SourceFilters([]),
 );
@@ -288,8 +345,11 @@ export const FEE_QUOTE_SOURCES_BY_CHAIN_ID = valueByChainId<ERC20BridgeSource[]>
         [ChainId.Mainnet]: [ERC20BridgeSource.UniswapV2, ERC20BridgeSource.SushiSwap, ERC20BridgeSource.UniswapV3],
         [ChainId.BSC]: [ERC20BridgeSource.PancakeSwap, ERC20BridgeSource.Mooniswap, ERC20BridgeSource.SushiSwap],
         [ChainId.Ropsten]: [ERC20BridgeSource.UniswapV2, ERC20BridgeSource.SushiSwap],
-        [ChainId.Polygon]: [ERC20BridgeSource.QuickSwap, ERC20BridgeSource.SushiSwap],
+        [ChainId.Polygon]: [ERC20BridgeSource.QuickSwap, ERC20BridgeSource.SushiSwap, ERC20BridgeSource.UniswapV3],
         [ChainId.Avalanche]: [ERC20BridgeSource.Pangolin, ERC20BridgeSource.TraderJoe, ERC20BridgeSource.SushiSwap],
+        [ChainId.Fantom]: [ERC20BridgeSource.SpiritSwap, ERC20BridgeSource.SpookySwap, ERC20BridgeSource.SushiSwap],
+        [ChainId.Celo]: [ERC20BridgeSource.UbeSwap, ERC20BridgeSource.SushiSwap],
+        [ChainId.Optimism]: [ERC20BridgeSource.UniswapV3],
     },
     [],
 );
@@ -386,15 +446,23 @@ export const MAINNET_TOKENS = {
     // StableSwap "open pools" (crv.finance)
     STABLEx: '0xcd91538b91b4ba7797d39a2f66e63810b50a33d0',
     alUSD: '0xbc6da0fe9ad5f3b0d58160288917aa56653660e9',
+    // Frax ecosystem
     FRAX: '0x853d955acef822db058eb8505911ed77f175b99e',
+    FXS: '0x3432b6a60d23ca0dfca7761b7ab56459d9c964d0',
+    OHM: '0x383518188c0c6d7730d91b2c03a03c837814a899',
+    //
     LUSD: '0x5f98805a4e8be255a32880fdec7f6728c6568ba0',
+    // Fei Ecosystem
     FEI: '0x956f47f50a910163d8bf957cf5846d573e7f87ca',
+    TRIBE: '0xc7283b66eb1eb5fb86327f08e1b5816b0720212b',
+    //
     DSU: '0x605d26fbd5be761089281d5cec2ce86eea667109',
     ESS: '0x24ae124c4cc33d6791f8e8b63520ed7107ac8b3e',
     cvxCRV: '0x62b9c7356a2dc64a1969e19c23e4f579f9810aa7',
     CRV: '0xd533a949740bb3306d119cc777fa900ba034cd52',
     MIM: '0x99d8a9c45b2eca8864373a26d1459e3dff1e17f3',
     EURT: '0xc581b735a1688071a1746c968e0798d642ede491',
+    CVX: '0x4e3fbd56cd56c3e72c1403e103b45db9da5b9d2b',
 };
 
 export const BSC_TOKENS = {
@@ -433,8 +501,51 @@ export const POLYGON_TOKENS = {
 export const AVALANCHE_TOKENS = {
     WAVAX: '0xb31f66aa3c1e785363f0875a1b74e27b85fd66c7',
     WETH: '0x49d5c2bdffac6ce2bfdb6640f4f80f226bc10bab',
-    USDT: '0xc7198437980c041c805a1edcba50c1ce5db95118',
+    WBTC: '0x50b7545627a5162f82a992c33b87adc75187b218',
     DAI: '0xd586e7f844cea2f87f50152665bcbc2c279d8d70',
+    USDC: '0xa7d7079b0fead91f3e65f86e8915cb59c1a4c664',
+    USDT: '0xc7198437980c041c805a1edcba50c1ce5db95118',
+    aDAI: '0x47afa96cdc9fab46904a55a6ad4bf6660b53c38a',
+    aUSDC: '0x46a51127c3ce23fb7ab1de06226147f446e4a857',
+    aUSDT: '0x532e6537fea298397212f09a61e03311686f548e',
+};
+
+export const CELO_TOKENS = {
+    WCELO: '0x471ece3750da237f93b8e339c536989b8978a438',
+    // Some of these tokens are Optics bridge? tokens which
+    // had an issue and migrated from v1 to v2
+    WETHv1: '0xe919f65739c26a42616b7b8eedc6b5524d1e3ac4',
+    WETH: '0x122013fd7df1c6f636a5bb8f03108e876548b455',
+    WBTC: '0xbaab46e28388d2779e6e31fd00cf0e5ad95e327b',
+    cUSD: '0x765de816845861e75a25fca122bb6898b8b1282a',
+    // ??
+    WBTCv1: '0xd629eb00deced2a080b7ec630ef6ac117e614f1b',
+    cETH: '0x2def4285787d58a2f811af24755a8150622f4361',
+    UBE: '0x00be915b9dcf56a3cbe739d9b9c202ca692409ec',
+    // Moolah
+    mCELO: '0x7d00cd74ff385c955ea3d79e47bf06bd7386387d',
+    mCUSD: '0x918146359264c492bd6934071c6bd31c854edbc3',
+    mCEUR: '0xe273ad7ee11dcfaa87383ad5977ee1504ac07568',
+    amCUSD: '0x64defa3544c695db8c535d289d843a189aa26b98',
+    MOO: '0x17700282592d6917f6a73d0bf8accf4d578c131e',
+};
+
+export const FANTOM_TOKENS = {
+    WFTM: '0x21be370d5312f44cb42ce377bc9b8a0cef1a4c83',
+    WETH: '0x74b23882a30290451a17c44f4f05243b6b58c76d',
+    USDC: '0x04068da6c83afcfa0e13ba15a6696662335d5b75',
+    DAI: '0x8d11ec38a3eb5e956b052f67da8bdc9bef8abf3e',
+    fUSDT: '0x049d68029688eabf473097a2fc38ef61633a3c7a',
+    WBTC: '0x321162cd933e2be498cd2267a90534a804051b11',
+    renBTC: '0xdbf31df14b66535af65aac99c32e9ea844e14501',
+};
+
+export const OPTIMISM_TOKENS = {
+    WETH: '0x4200000000000000000000000000000000000006',
+    USDC: '0x7f5c764cbc14f9669b88837ca1490cca17c31607',
+    USDT: '0x94b008aa00579c1307b0ef2c499ad98a8ce58e58',
+    DAI: '0xda10009cbd5d07dd0cecc66161fc93d7c9000da1',
+    WBTC: '0x68f180fcce6836688e9084f035309e29bf0a2095',
 };
 
 export const CURVE_POOLS = {
@@ -481,6 +592,8 @@ export const CURVE_POOLS = {
     cvxcrv: '0x9d0464996170c6b9e75eed71c68b99ddedf279e8',
     mim: '0x5a6a4d54456819380173272a5e8e9b9904bdf41b',
     eurt: '0xfd5db7463a3ab53fd211b4af195c5bccc1a03890',
+    ethcrv: '0x8301ae4fc9c624d1d396cbdaa1ed877821d7c511',
+    ethcvx: '0xb576491f1e6e5e62f1d8f26062ee822b40b0e0d4',
 };
 
 export const CURVE_V2_POOLS = {
@@ -498,6 +611,24 @@ export const CURVE_V2_POLYGON_POOLS = {
     atricrypto3: '0x1d8b86e3d88cdb2d34688e87e72f388cb541b7c8',
 };
 
+export const CURVE_AVALANCHE_POOLS = {
+    aave: '0x7f90122bf0700f9e7e1f688fe926940e8839f353',
+};
+
+export const CURVE_V2_AVALANCHE_POOLS = {
+    atricrypto: '0x58e57ca18b7a47112b877e31929798cd3d703b0f',
+};
+
+export const CURVE_FANTOM_POOLS = {
+    fUSDT: '0x92d5ebf3593a92888c25c0abef126583d4b5312e',
+    twoPool: '0x27e611fd27b276acbd5ffd632e5eaebec9761e40',
+    ren: '0x3ef6a01a0f81d6046290f3e2a8c5b843e738e604',
+};
+
+export const CURVE_V2_FANTOM_POOLS = {
+    tricrypto: '0x3a1659ddcf2339be3aea159ca010979fb49155ff',
+};
+
 export const SWERVE_POOLS = {
     y: '0x329239599afb305da0a2ec69c58f8a6697f9f88d',
 };
@@ -595,7 +726,11 @@ export const DEFAULT_INTERMEDIATE_TOKENS_BY_CHAIN_ID = valueByChainId<string[]>(
             AVALANCHE_TOKENS.WETH,
             AVALANCHE_TOKENS.DAI,
             AVALANCHE_TOKENS.USDT,
+            AVALANCHE_TOKENS.USDC,
         ],
+        [ChainId.Fantom]: [FANTOM_TOKENS.WFTM, FANTOM_TOKENS.WETH, FANTOM_TOKENS.DAI, FANTOM_TOKENS.USDC],
+        [ChainId.Celo]: [CELO_TOKENS.WCELO, CELO_TOKENS.mCUSD, CELO_TOKENS.WETH, CELO_TOKENS.amCUSD, CELO_TOKENS.WBTC],
+        [ChainId.Optimism]: [OPTIMISM_TOKENS.WETH, OPTIMISM_TOKENS.DAI, OPTIMISM_TOKENS.USDC],
     },
     [],
 );
@@ -612,6 +747,11 @@ export const DEFAULT_TOKEN_ADJACENCY_GRAPH_BY_CHAIN_ID = valueByChainId<TokenAdj
                 builder.add(MAINNET_TOKENS.MIR, MAINNET_TOKENS.UST);
                 // Convex and Curve
                 builder.add(MAINNET_TOKENS.cvxCRV, MAINNET_TOKENS.CRV).add(MAINNET_TOKENS.CRV, MAINNET_TOKENS.cvxCRV);
+                // FEI TRIBE liquid in UniV2
+                builder.add(MAINNET_TOKENS.FEI, MAINNET_TOKENS.TRIBE).add(MAINNET_TOKENS.TRIBE, MAINNET_TOKENS.FEI);
+                // FRAX ecosystem
+                builder.add(MAINNET_TOKENS.FRAX, MAINNET_TOKENS.FXS).add(MAINNET_TOKENS.FXS, MAINNET_TOKENS.FRAX);
+                builder.add(MAINNET_TOKENS.FRAX, MAINNET_TOKENS.OHM).add(MAINNET_TOKENS.OHM, MAINNET_TOKENS.FRAX);
             })
             // Build
             .build(),
@@ -624,6 +764,15 @@ export const DEFAULT_TOKEN_ADJACENCY_GRAPH_BY_CHAIN_ID = valueByChainId<TokenAdj
         [ChainId.Avalanche]: new TokenAdjacencyGraphBuilder({
             default: DEFAULT_INTERMEDIATE_TOKENS_BY_CHAIN_ID[ChainId.Avalanche],
         }).build(),
+        [ChainId.Fantom]: new TokenAdjacencyGraphBuilder({
+            default: DEFAULT_INTERMEDIATE_TOKENS_BY_CHAIN_ID[ChainId.Fantom],
+        }).build(),
+        [ChainId.Celo]: new TokenAdjacencyGraphBuilder({
+            default: DEFAULT_INTERMEDIATE_TOKENS_BY_CHAIN_ID[ChainId.Celo],
+        }).build(),
+        [ChainId.Optimism]: new TokenAdjacencyGraphBuilder({
+            default: DEFAULT_INTERMEDIATE_TOKENS_BY_CHAIN_ID[ChainId.Optimism],
+        }).build(),
     },
     new TokenAdjacencyGraphBuilder({ default: [] }).build(),
 );
@@ -638,6 +787,9 @@ export const NATIVE_FEE_TOKEN_BY_CHAIN_ID = valueByChainId<string>(
         [ChainId.Kovan]: getContractAddressesForChainOrThrow(ChainId.Kovan).etherToken,
         [ChainId.Polygon]: getContractAddressesForChainOrThrow(ChainId.Polygon).etherToken,
         [ChainId.Avalanche]: getContractAddressesForChainOrThrow(ChainId.Avalanche).etherToken,
+        [ChainId.Fantom]: getContractAddressesForChainOrThrow(ChainId.Fantom).etherToken,
+        [ChainId.Celo]: getContractAddressesForChainOrThrow(ChainId.Celo).etherToken,
+        [ChainId.Optimism]: getContractAddressesForChainOrThrow(ChainId.Optimism).etherToken,
     },
     NULL_ADDRESS,
 );
@@ -912,6 +1064,28 @@ export const CURVE_MAINNET_INFOS: { [name: string]: CurveInfo } = {
         pool: CURVE_POOLS.cvxcrv,
         gasSchedule: 105e3,
     }),
+    [CURVE_POOLS.ethcrv]: {
+        ...createCurveExchangePool({
+            // This pool uses ETH
+            tokens: [MAINNET_TOKENS.WETH, MAINNET_TOKENS.CRV],
+            pool: CURVE_POOLS.ethcrv,
+            gasSchedule: 350e3,
+        }),
+        // This pool has a custom get_dy and exchange selector with uint256
+        sellQuoteFunctionSelector: CurveFunctionSelectors.get_dy_uint256,
+        exchangeFunctionSelector: CurveFunctionSelectors.exchange_underlying_uint256,
+    },
+    [CURVE_POOLS.ethcvx]: {
+        ...createCurveExchangePool({
+            // This pool uses ETH
+            tokens: [MAINNET_TOKENS.WETH, MAINNET_TOKENS.CVX],
+            pool: CURVE_POOLS.ethcvx,
+            gasSchedule: 350e3,
+        }),
+        // This pool has a custom get_dy and exchange selector with uint256
+        sellQuoteFunctionSelector: CurveFunctionSelectors.get_dy_uint256,
+        exchangeFunctionSelector: CurveFunctionSelectors.exchange_underlying_uint256,
+    },
 };
 
 export const CURVE_V2_MAINNET_INFOS: { [name: string]: CurveInfo } = {
@@ -958,6 +1132,64 @@ export const CURVE_V2_POLYGON_INFOS: { [name: string]: CurveInfo } = {
     }),
 };
 
+export const CURVE_AVALANCHE_INFOS: { [name: string]: CurveInfo } = {
+    ['aave_exchangeunderlying']: createCurveExchangeUnderlyingPool({
+        tokens: [AVALANCHE_TOKENS.DAI, AVALANCHE_TOKENS.USDC, AVALANCHE_TOKENS.USDT],
+        pool: CURVE_AVALANCHE_POOLS.aave,
+        gasSchedule: 850e3,
+    }),
+    ['aave_exchange']: createCurveExchangePool({
+        tokens: [AVALANCHE_TOKENS.aDAI, AVALANCHE_TOKENS.aUSDC, AVALANCHE_TOKENS.aUSDT],
+        pool: CURVE_AVALANCHE_POOLS.aave,
+        gasSchedule: 150e3,
+    }),
+};
+
+export const CURVE_V2_AVALANCHE_INFOS: { [name: string]: CurveInfo } = {
+    [CURVE_V2_AVALANCHE_POOLS.atricrypto]: {
+        exchangeFunctionSelector: CurveFunctionSelectors.exchange_underlying_v2,
+        sellQuoteFunctionSelector: CurveFunctionSelectors.get_dy_underlying_v2,
+        buyQuoteFunctionSelector: CurveFunctionSelectors.None,
+        tokens: [
+            AVALANCHE_TOKENS.DAI,
+            AVALANCHE_TOKENS.USDC,
+            AVALANCHE_TOKENS.USDT,
+            AVALANCHE_TOKENS.WBTC,
+            AVALANCHE_TOKENS.WETH,
+        ],
+        metaTokens: undefined,
+        poolAddress: CURVE_V2_AVALANCHE_POOLS.atricrypto,
+        gasSchedule: 1300e3,
+    },
+};
+
+// TODO: modify gasSchedule
+export const CURVE_FANTOM_INFOS: { [name: string]: CurveInfo } = {
+    [CURVE_FANTOM_POOLS.ren]: createCurveExchangePool({
+        tokens: [FANTOM_TOKENS.WBTC, FANTOM_TOKENS.renBTC],
+        pool: CURVE_FANTOM_POOLS.ren,
+        gasSchedule: 171e3,
+    }),
+    [CURVE_FANTOM_POOLS.twoPool]: createCurveExchangePool({
+        tokens: [FANTOM_TOKENS.DAI, FANTOM_TOKENS.USDC],
+        pool: CURVE_FANTOM_POOLS.twoPool,
+        gasSchedule: 176e3,
+    }),
+    [CURVE_FANTOM_POOLS.fUSDT]: createCurveExchangeUnderlyingPool({
+        tokens: [FANTOM_TOKENS.fUSDT, FANTOM_TOKENS.DAI, FANTOM_TOKENS.USDC],
+        pool: CURVE_FANTOM_POOLS.fUSDT,
+        gasSchedule: 587e3,
+    }),
+};
+
+export const CURVE_V2_FANTOM_INFOS: { [name: string]: CurveInfo } = {
+    [CURVE_V2_FANTOM_POOLS.tricrypto]: createCurveExchangeV2Pool({
+        tokens: [FANTOM_TOKENS.fUSDT, FANTOM_TOKENS.WBTC, FANTOM_TOKENS.WETH],
+        pool: CURVE_V2_FANTOM_POOLS.tricrypto,
+        gasSchedule: 300e3,
+    }),
+};
+
 export const SWERVE_MAINNET_INFOS: { [name: string]: CurveInfo } = {
     [SWERVE_POOLS.y]: createCurveExchangePool({
         tokens: [MAINNET_TOKENS.DAI, MAINNET_TOKENS.USDC, MAINNET_TOKENS.USDT, MAINNET_TOKENS.TUSD],
@@ -1251,6 +1483,8 @@ export const SUSHISWAP_ROUTER_BY_CHAIN_ID = valueByChainId<string>(
         [ChainId.Ropsten]: '0x1b02da8cb0d097eb8d57a175b88c7d8b47997506',
         [ChainId.Polygon]: '0x1b02da8cb0d097eb8d57a175b88c7d8b47997506',
         [ChainId.Avalanche]: '0x1b02da8cb0d097eb8d57a175b88c7d8b47997506',
+        [ChainId.Fantom]: '0x1b02da8cb0d097eb8d57a175b88c7d8b47997506',
+        [ChainId.Celo]: '0x1421bde4b10e8dd459b3bcb598810b1337d56842',
     },
     NULL_ADDRESS,
 );
@@ -1320,6 +1554,9 @@ export const KYBER_DMM_ROUTER_BY_CHAIN_ID = valueByChainId<string>(
     {
         [ChainId.Mainnet]: '0x1c87257f5e8609940bc751a07bb085bb7f8cdbe6',
         [ChainId.Polygon]: '0x546c79662e028b661dfb4767664d0273184e4dd1',
+        [ChainId.BSC]: '0x78df70615ffc8066cc0887917f2cd72092c86409',
+        [ChainId.Avalanche]: '0x8efa5a9ad6d594cf76830267077b78ce0bc5a5f8',
+        [ChainId.Fantom]: '0x5d5a5a0a465129848c2549669e12cdc2f8de039a',
     },
     NULL_ADDRESS,
 );
@@ -1469,6 +1706,13 @@ export const BALANCER_V2_VAULT_ADDRESS_BY_CHAIN = valueByChainId<string>(
     NULL_ADDRESS,
 );
 
+export const BEETHOVEN_X_VAULT_ADDRESS_BY_CHAIN = valueByChainId<string>(
+    {
+        [ChainId.Fantom]: '0x20dd72ed959b6147912c2e529f0a0c651c33c9ce',
+    },
+    NULL_ADDRESS,
+);
+
 export const LIDO_INFO_BY_CHAIN = valueByChainId<LidoInfo>(
     {
         [ChainId.Mainnet]: {
@@ -1482,22 +1726,6 @@ export const LIDO_INFO_BY_CHAIN = valueByChainId<LidoInfo>(
     },
 );
 
-export const CLIPPER_INFO_BY_CHAIN = valueByChainId(
-    {
-        [ChainId.Mainnet]: {
-            poolAddress: '0xe82906b6b1b04f631d126c974af57a3a7b6a99d9',
-            tokens: [
-                MAINNET_TOKENS.WETH, // technically ETH but our sampler and mixin handle this
-                MAINNET_TOKENS.WBTC,
-                MAINNET_TOKENS.USDC,
-                MAINNET_TOKENS.USDT,
-                MAINNET_TOKENS.DAI,
-            ],
-        },
-    },
-    { poolAddress: NULL_ADDRESS, tokens: [] },
-);
-
 export const BALANCER_SUBGRAPH_URL = 'https://api.thegraph.com/subgraphs/name/balancer-labs/balancer';
 export const BALANCER_TOP_POOLS_FETCHED = 250;
 export const BALANCER_MAX_POOLS_FETCHED = 3;
@@ -1509,6 +1737,13 @@ export const BALANCER_V2_SUBGRAPH_URL_BY_CHAIN = valueByChainId<string>(
     'https://api.thegraph.com/subgraphs/name/balancer-labs/balancer-v2',
 );
 
+export const BEETHOVEN_X_SUBGRAPH_URL_BY_CHAIN = valueByChainId<string>(
+    {
+        [ChainId.Fantom]: 'https://graph-node.beets-ftm-node.com/subgraphs/name/beethovenx',
+    },
+    'https://graph-node.beets-ftm-node.com/subgraphs/name/beethovenx',
+);
+
 export const UNISWAPV3_CONFIG_BY_CHAIN_ID = valueByChainId(
     {
         [ChainId.Mainnet]: {
@@ -1519,10 +1754,36 @@ export const UNISWAPV3_CONFIG_BY_CHAIN_ID = valueByChainId(
             quoter: '0x2f9e608fd881861b8916257b76613cb22ee0652c',
             router: '0x03782388516e94fcd4c18666303601a12aa729ea',
         },
+        [ChainId.Polygon]: {
+            quoter: '0xb27308f9f90d607463bb33ea1bebb41c27ce5ab6',
+            router: '0xe592427a0aece92de3edee1f18e0157c05861564',
+        },
+        [ChainId.Optimism]: {
+            quoter: '0xb27308f9f90d607463bb33ea1bebb41c27ce5ab6',
+            router: '0xe592427a0aece92de3edee1f18e0157c05861564',
+        },
     },
     { quoter: NULL_ADDRESS, router: NULL_ADDRESS },
 );
 
+export const AAVE_V2_SUBGRAPH_URL_BY_CHAIN_ID = valueByChainId(
+    {
+        // TODO: enable after FQT has been redeployed on Ethereum mainnet
+        // [ChainId.Mainnet]: 'https://api.thegraph.com/subgraphs/name/aave/protocol-v2',
+        [ChainId.Polygon]: 'https://api.thegraph.com/subgraphs/name/aave/aave-v2-matic',
+        [ChainId.Avalanche]: 'https://api.thegraph.com/subgraphs/name/aave/protocol-v2-avalanche',
+    },
+    null,
+);
+
+export const COMPOUND_API_URL_BY_CHAIN_ID = valueByChainId(
+    {
+        // TODO: enable after FQT has been redeployed on Ethereum mainnet
+        // [ChainId.Mainnet]: 'https://api.compound.finance/api/v2',
+    },
+    null,
+);
+
 //
 // BSC
 //
@@ -1619,6 +1880,7 @@ export const JETSWAP_ROUTER_BY_CHAIN_ID = valueByChainId<string>(
     {
         [ChainId.BSC]: '0xbe65b8f75b9f20f4c522e0067a3887fada714800',
         [ChainId.Polygon]: '0x5c6ec38fb0e2609672bdf628b1fd605a523e5923',
+        [ChainId.Fantom]: '0x845e76a8691423fbc4ecb8dd77556cb61c09ee25',
     },
     NULL_ADDRESS,
 );
@@ -1637,6 +1899,51 @@ export const TRADER_JOE_ROUTER_BY_CHAIN_ID = valueByChainId<string>(
     NULL_ADDRESS,
 );
 
+export const UBESWAP_ROUTER_BY_CHAIN_ID = valueByChainId<string>(
+    {
+        [ChainId.Celo]: '0x7d28570135a2b1930f331c507f65039d4937f66c',
+    },
+    NULL_ADDRESS,
+);
+
+export const MORPHEUSSWAP_ROUTER_BY_CHAIN_ID = valueByChainId<string>(
+    {
+        [ChainId.Fantom]: '0x8ac868293d97761a1fed6d4a01e9ff17c5594aa3',
+    },
+    NULL_ADDRESS,
+);
+
+export const SPIRITSWAP_ROUTER_BY_CHAIN_ID = valueByChainId<string>(
+    {
+        [ChainId.Fantom]: '0x16327e3fbdaca3bcf7e38f5af2599d2ddc33ae52',
+    },
+    NULL_ADDRESS,
+);
+
+export const SPOOKYSWAP_ROUTER_BY_CHAIN_ID = valueByChainId<string>(
+    {
+        [ChainId.Fantom]: '0xf491e7b69e4244ad4002bc14e878a34207e38c29',
+    },
+    NULL_ADDRESS,
+);
+
+export const VIP_ERC20_BRIDGE_SOURCES_BY_CHAIN_ID = valueByChainId<ERC20BridgeSource[]>(
+    {
+        [ChainId.Mainnet]: [ERC20BridgeSource.UniswapV2, ERC20BridgeSource.SushiSwap, ERC20BridgeSource.UniswapV3],
+        [ChainId.BSC]: [
+            ERC20BridgeSource.PancakeSwap,
+            ERC20BridgeSource.PancakeSwapV2,
+            ERC20BridgeSource.BakerySwap,
+            ERC20BridgeSource.SushiSwap,
+            ERC20BridgeSource.ApeSwap,
+            ERC20BridgeSource.CafeSwap,
+            ERC20BridgeSource.CheeseSwap,
+            ERC20BridgeSource.JulSwap,
+        ],
+    },
+    [],
+);
+
 const uniswapV2CloneGasSchedule = (fillData?: FillData) => {
     // TODO: Different base cost if to/from ETH.
     let gas = 90e3;
@@ -1742,7 +2049,21 @@ export const DEFAULT_GAS_SCHEDULE: Required<FeeSchedule> = {
         return gas;
     },
     [ERC20BridgeSource.Lido]: () => 226e3,
-    [ERC20BridgeSource.Clipper]: () => 170e3,
+    [ERC20BridgeSource.AaveV2]: (fillData?: FillData) => {
+        const aaveFillData = fillData as AaveV2FillData;
+        // NOTE: The Aave deposit method is more expensive than the withdraw
+        return aaveFillData.takerToken === aaveFillData.underlyingToken ? 400e3 : 300e3;
+    },
+    [ERC20BridgeSource.Compound]: (fillData?: FillData) => {
+        // NOTE: cETH is handled differently than other cTokens
+        const wethAddress = NATIVE_FEE_TOKEN_BY_CHAIN_ID[ChainId.Mainnet];
+        const compoundFillData = fillData as CompoundFillData;
+        if (compoundFillData.takerToken === compoundFillData.cToken) {
+            return compoundFillData.makerToken === wethAddress ? 120e3 : 150e3;
+        } else {
+            return compoundFillData.takerToken === wethAddress ? 210e3 : 250e3;
+        }
+    },
 
     //
     // BSC
@@ -1771,6 +2092,19 @@ export const DEFAULT_GAS_SCHEDULE: Required<FeeSchedule> = {
     //
     [ERC20BridgeSource.Pangolin]: uniswapV2CloneGasSchedule,
     [ERC20BridgeSource.TraderJoe]: uniswapV2CloneGasSchedule,
+
+    //
+    // Celo
+    //
+    [ERC20BridgeSource.UbeSwap]: uniswapV2CloneGasSchedule,
+
+    //
+    // Fantom
+    //
+    [ERC20BridgeSource.MorpheusSwap]: uniswapV2CloneGasSchedule,
+    [ERC20BridgeSource.SpiritSwap]: uniswapV2CloneGasSchedule,
+    [ERC20BridgeSource.SpookySwap]: uniswapV2CloneGasSchedule,
+    [ERC20BridgeSource.Beethovenx]: () => 100e3,
 };
 
 export const DEFAULT_FEE_SCHEDULE: Required<FeeSchedule> = { ...DEFAULT_GAS_SCHEDULE };
@@ -1779,7 +2113,7 @@ export const POSITIVE_SLIPPAGE_FEE_TRANSFORMER_GAS = new BigNumber(20000);
 
 // tslint:enable:custom-no-magic-numbers
 
-export const DEFAULT_GET_MARKET_ORDERS_OPTS: GetMarketOrdersOpts = {
+export const DEFAULT_GET_MARKET_ORDERS_OPTS: Omit<GetMarketOrdersOpts, 'gasPrice'> = {
     // tslint:disable-next-line: custom-no-magic-numbers
     runLimit: 2 ** 15,
     excludedSources: [],
@@ -1796,4 +2130,5 @@ export const DEFAULT_GET_MARKET_ORDERS_OPTS: GetMarketOrdersOpts = {
     shouldGenerateQuoteReport: true,
     shouldIncludePriceComparisonsReport: false,
     tokenAdjacencyGraph: { default: [] },
+    neonRouterNumSamples: 14,
 };

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

@@ -71,7 +71,25 @@ function hasLiquidity(fills: Fill[]): boolean {
     return true;
 }
 
-function nativeOrdersToFills(
+export function ethToOutputAmount({
+    input,
+    output,
+    ethAmount,
+    inputAmountPerEth,
+    outputAmountPerEth,
+}: {
+    input: BigNumber;
+    output: BigNumber;
+    inputAmountPerEth: BigNumber;
+    outputAmountPerEth: BigNumber;
+    ethAmount: BigNumber | number;
+}): BigNumber {
+    return !outputAmountPerEth.isZero()
+        ? outputAmountPerEth.times(ethAmount)
+        : inputAmountPerEth.times(ethAmount).times(output.dividedToIntegerBy(input));
+}
+
+export function nativeOrdersToFills(
     side: MarketOperation,
     orders: NativeOrderWithFillableAmounts[],
     targetInput: BigNumber = POSITIVE_INF,
@@ -89,9 +107,13 @@ function nativeOrdersToFills(
         const input = side === MarketOperation.Sell ? takerAmount : makerAmount;
         const output = side === MarketOperation.Sell ? makerAmount : takerAmount;
         const fee = fees[ERC20BridgeSource.Native] === undefined ? 0 : fees[ERC20BridgeSource.Native]!(o);
-        const outputPenalty = !outputAmountPerEth.isZero()
-            ? outputAmountPerEth.times(fee)
-            : inputAmountPerEth.times(fee).times(output.dividedToIntegerBy(input));
+        const outputPenalty = ethToOutputAmount({
+            input,
+            output,
+            inputAmountPerEth,
+            outputAmountPerEth,
+            ethAmount: fee,
+        });
         // targetInput can be less than the order size
         // whilst the penalty is constant, it affects the adjusted output
         // only up until the target has been exhausted.
@@ -132,7 +154,7 @@ function nativeOrdersToFills(
     return fills;
 }
 
-function dexSamplesToFills(
+export function dexSamplesToFills(
     side: MarketOperation,
     samples: DexSample[],
     outputAmountPerEth: BigNumber,
@@ -156,9 +178,13 @@ function dexSamplesToFills(
         let penalty = ZERO_AMOUNT;
         if (i === 0) {
             // Only the first fill in a DEX path incurs a penalty.
-            penalty = !outputAmountPerEth.isZero()
-                ? outputAmountPerEth.times(fee)
-                : inputAmountPerEth.times(fee).times(output.dividedToIntegerBy(input));
+            penalty = ethToOutputAmount({
+                input,
+                output,
+                inputAmountPerEth,
+                outputAmountPerEth,
+                ethAmount: fee,
+            });
         }
         const adjustedOutput = side === MarketOperation.Sell ? output.minus(penalty) : output.plus(penalty);
 

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,
@@ -39,7 +42,7 @@ import { createFills } from './fills';
 import { getBestTwoHopQuote } from './multihop_utils';
 import { createOrdersFromTwoHopSample } from './orders';
 import { Path, PathPenaltyOpts } from './path';
-import { fillsToSortedPaths, findOptimalPathAsync } from './path_optimizer';
+import { fillsToSortedPaths, findOptimalPathJSAsync, findOptimalRustPathFromSamples } from './path_optimizer';
 import { DexOrderSampler, getSampleAmounts } from './sampler';
 import { SourceFilters } from './source_filters';
 import {
@@ -48,7 +51,6 @@ import {
     DexSample,
     ERC20BridgeSource,
     Fill,
-    FillData,
     GenerateOptimizedOrdersOpts,
     GetMarketOrdersOpts,
     MarketSideLiquidity,
@@ -57,6 +59,8 @@ import {
     OrderDomain,
 } from './types';
 
+const SHOULD_USE_RUST_ROUTER = process.env.RUST_ROUTER === 'true';
+
 // tslint:disable:boolean-naming
 
 export class MarketOperationUtils {
@@ -77,6 +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,
@@ -135,10 +158,14 @@ 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),
             // Get ETH -> maker token price.
+            // Set the global sample value to discover the network fee token in maker token
+            this._sampler.setSampleValues([this._nativeFeeTokenAmount]),
             this._sampler.getMedianSellRate(
                 feeSourceFilters.sources,
                 makerToken,
@@ -146,6 +173,7 @@ export class MarketOperationUtils {
                 this._nativeFeeTokenAmount,
             ),
             // Get ETH -> taker token price.
+            // Set the global sample value to discover the network fee token in taker token
             this._sampler.getMedianSellRate(
                 feeSourceFilters.sources,
                 takerToken,
@@ -153,7 +181,11 @@ export class MarketOperationUtils {
                 this._nativeFeeTokenAmount,
             ),
             // Get sell quotes for taker -> maker.
+            // Set the global sample values to the increasing sized samples up to takerAmount
+            this._sampler.setSampleValues(sampleAmounts),
             this._sampler.getSellQuotes(quoteSourceFilters.sources, makerToken, takerToken, sampleAmounts),
+            // Set the global sample values to just the entire amount for MultiHop
+            this._sampler.setSampleValues([takerAmount]),
             this._sampler.getTwoHopSellQuotes(
                 quoteSourceFilters.isAllowed(ERC20BridgeSource.MultiHop) ? quoteSourceFilters.sources : [],
                 makerToken,
@@ -161,6 +193,7 @@ export class MarketOperationUtils {
                 takerAmount,
             ),
             this._sampler.isAddressContract(txOrigin),
+            this._sampler.getGasLeft(),
         );
 
         // Refresh the cached pools asynchronously if required
@@ -168,16 +201,26 @@ export class MarketOperationUtils {
 
         const [
             [
+                blockNumber,
+                gasBefore,
                 tokenDecimals,
                 orderFillableTakerAmounts,
+                _setFeeTokenSample,
                 outputAmountPerEth,
                 inputAmountPerEth,
+                _setSampleValues,
                 dexQuotes,
+                _setMultiHopSample,
                 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,
@@ -326,12 +369,12 @@ export class MarketOperationUtils {
     public async getBatchMarketBuyOrdersAsync(
         batchNativeOrders: SignedNativeOrder[][],
         makerAmounts: BigNumber[],
-        opts?: Partial<GetMarketOrdersOpts>,
+        opts: Partial<GetMarketOrdersOpts> & { gasPrice: BigNumber },
     ): Promise<Array<OptimizerResult | undefined>> {
         if (batchNativeOrders.length === 0) {
             throw new Error(AggregationError.EmptyOrders);
         }
-        const _opts = { ...DEFAULT_GET_MARKET_ORDERS_OPTS, ...opts };
+        const _opts: GetMarketOrdersOpts = { ...DEFAULT_GET_MARKET_ORDERS_OPTS, ...opts };
 
         const requestFilters = new SourceFilters().exclude(_opts.excludedSources).include(_opts.includedSources);
         const quoteSourceFilters = this._buySources.merge(requestFilters);
@@ -409,6 +452,8 @@ export class MarketOperationUtils {
                             excludedSources: _opts.excludedSources,
                             feeSchedule: _opts.feeSchedule,
                             allowFallback: _opts.allowFallback,
+                            gasPrice: _opts.gasPrice,
+                            neonRouterNumSamples: _opts.neonRouterNumSamples,
                         },
                     );
                     return optimizerResult;
@@ -475,6 +520,7 @@ export class MarketOperationUtils {
             outputAmountPerEth,
             inputAmountPerEth,
             exchangeProxyOverhead: opts.exchangeProxyOverhead || (() => ZERO_AMOUNT),
+            gasPrice: opts.gasPrice,
         };
 
         // NOTE: For sell quotes input is the taker asset and for buy quotes input is the maker asset
@@ -485,8 +531,31 @@ export class MarketOperationUtils {
         const _unoptimizedPath = fillsToSortedPaths(fills, side, inputAmount, penaltyOpts)[0];
         const unoptimizedPath = _unoptimizedPath ? _unoptimizedPath.collapse(orderOpts) : undefined;
 
-        // Find the optimal path
-        const optimalPath = await findOptimalPathAsync(side, fills, inputAmount, opts.runLimit, penaltyOpts);
+        // Find the optimal path using Rust router if enabled, otherwise fallback to JS Router
+        let optimalPath: Path | undefined;
+        if (SHOULD_USE_RUST_ROUTER) {
+            optimalPath = findOptimalRustPathFromSamples(
+                side,
+                dexQuotes,
+                [...nativeOrders, ...augmentedRfqtIndicativeQuotes],
+                inputAmount,
+                penaltyOpts,
+                opts.feeSchedule,
+                this._sampler.chainId,
+                opts.neonRouterNumSamples,
+                opts.samplerMetrics,
+            );
+        } else {
+            optimalPath = await findOptimalPathJSAsync(
+                side,
+                fills,
+                inputAmount,
+                opts.runLimit,
+                opts.samplerMetrics,
+                penaltyOpts,
+            );
+        }
+
         const optimalPathRate = optimalPath ? optimalPath.adjustedRate() : ZERO_AMOUNT;
 
         const { adjustedRate: bestTwoHopRate, quote: bestTwoHopQuote } = getBestTwoHopQuote(
@@ -514,7 +583,7 @@ export class MarketOperationUtils {
         }
 
         // Generate a fallback path if required
-        await this._addOptionalFallbackAsync(side, inputAmount, optimalPath, fills, opts, penaltyOpts);
+        await this._addOptionalFallbackAsync(side, inputAmount, optimalPath, dexQuotes, fills, opts, penaltyOpts);
         const collapsedPath = optimalPath.collapse(orderOpts);
 
         return {
@@ -536,9 +605,9 @@ export class MarketOperationUtils {
         nativeOrders: SignedNativeOrder[],
         amount: BigNumber,
         side: MarketOperation,
-        opts?: Partial<GetMarketOrdersOpts>,
+        opts: Partial<GetMarketOrdersOpts> & { gasPrice: BigNumber },
     ): Promise<OptimizerResultWithReport> {
-        const _opts = { ...DEFAULT_GET_MARKET_ORDERS_OPTS, ...opts };
+        const _opts: GetMarketOrdersOpts = { ...DEFAULT_GET_MARKET_ORDERS_OPTS, ...opts };
         const optimizerOpts: GenerateOptimizedOrdersOpts = {
             bridgeSlippage: _opts.bridgeSlippage,
             maxFallbackSlippage: _opts.maxFallbackSlippage,
@@ -546,6 +615,9 @@ export class MarketOperationUtils {
             feeSchedule: _opts.feeSchedule,
             allowFallback: _opts.allowFallback,
             exchangeProxyOverhead: _opts.exchangeProxyOverhead,
+            gasPrice: _opts.gasPrice,
+            neonRouterNumSamples: _opts.neonRouterNumSamples,
+            samplerMetrics: _opts.samplerMetrics,
         };
 
         if (nativeOrders.length === 0) {
@@ -684,6 +756,16 @@ 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(
@@ -692,7 +774,7 @@ export class MarketOperationUtils {
                 wholeOrderPrice,
             );
         }
-        return { ...optimizerResult, quoteReport, priceComparisonsReport };
+        return { ...optimizerResult, quoteReport, extendedQuoteReportSources, priceComparisonsReport };
     }
 
     private async _refreshPoolCacheIfRequiredAsync(takerToken: string, makerToken: string): Promise<void> {
@@ -711,7 +793,8 @@ export class MarketOperationUtils {
         side: MarketOperation,
         inputAmount: BigNumber,
         optimalPath: Path,
-        fills: Array<Array<Fill<FillData>>>,
+        dexQuotes: DexSample[][],
+        fills: Fill[][],
         opts: GenerateOptimizedOrdersOpts,
         penaltyOpts: PathPenaltyOpts,
     ): Promise<void> {
@@ -725,13 +808,40 @@ export class MarketOperationUtils {
         if (opts.allowFallback && fragileFills.length !== 0) {
             // We create a fallback path that is exclusive of Native liquidity
             // This is the optimal on-chain path for the entire input amount
-            const sturdyFills = fills.filter(p => p.length > 0 && !fragileSources.includes(p[0].source));
-            const sturdyOptimalPath = await findOptimalPathAsync(side, sturdyFills, inputAmount, opts.runLimit, {
+            const sturdyPenaltyOpts = {
                 ...penaltyOpts,
                 exchangeProxyOverhead: (sourceFlags: bigint) =>
                     // tslint:disable-next-line: no-bitwise
                     penaltyOpts.exchangeProxyOverhead(sourceFlags | optimalPath.sourceFlags),
-            });
+            };
+
+            let sturdyOptimalPath: Path | undefined;
+            if (SHOULD_USE_RUST_ROUTER) {
+                const sturdySamples = dexQuotes.filter(
+                    samples => samples.length > 0 && !fragileSources.includes(samples[0].source),
+                );
+                sturdyOptimalPath = findOptimalRustPathFromSamples(
+                    side,
+                    sturdySamples,
+                    [],
+                    inputAmount,
+                    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));
+                sturdyOptimalPath = await findOptimalPathJSAsync(
+                    side,
+                    sturdyFills,
+                    inputAmount,
+                    opts.runLimit,
+                    undefined, // hack: set sampler metrics to undefined to avoid fallback timings
+                    sturdyPenaltyOpts,
+                );
+            }
             // Calculate the slippage of on-chain sources compared to the most optimal path
             // if within an acceptable threshold we enable a fallback to prevent reverts
             if (

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

@@ -3,13 +3,15 @@ import { AbiEncoder, BigNumber } from '@0x/utils';
 
 import { AssetSwapperContractAddresses, MarketOperation } from '../../types';
 
-import { MAX_UINT256, NULL_BYTES, ZERO_AMOUNT } from './constants';
+import { MAX_UINT256, ZERO_AMOUNT } from './constants';
 import {
+    AaveV2FillData,
     AggregationError,
     BalancerFillData,
     BalancerV2FillData,
     BancorFillData,
     CollapsedFill,
+    CompoundFillData,
     CurveFillData,
     DexSample,
     DODOFillData,
@@ -180,12 +182,24 @@ export function getErc20BridgeSourceToBridgeSource(source: ERC20BridgeSource): s
             return encodeBridgeSourceId(BridgeProtocol.Nerve, 'IronSwap');
         case ERC20BridgeSource.ACryptos:
             return encodeBridgeSourceId(BridgeProtocol.Curve, 'ACryptoS');
-        case ERC20BridgeSource.Clipper:
-            return encodeBridgeSourceId(BridgeProtocol.Clipper, 'Clipper');
         case ERC20BridgeSource.Pangolin:
             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);
     }
@@ -234,6 +248,7 @@ 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]);
@@ -262,6 +277,10 @@ 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;
@@ -326,10 +345,15 @@ export function createBridgeDataForBridgeOrder(order: OptimizedMarketBridgeOrder
             const lidoFillData = (order as OptimizedMarketBridgeOrder<LidoFillData>).fillData;
             bridgeData = encoder.encode([lidoFillData.stEthTokenAddress]);
             break;
-        case ERC20BridgeSource.Clipper:
-            const clipperFillData = (order as OptimizedMarketBridgeOrder<LiquidityProviderFillData>).fillData;
-            bridgeData = encoder.encode([clipperFillData.poolAddress, NULL_BYTES]);
+        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);
     }
@@ -456,6 +480,11 @@ export const BRIDGE_ENCODERS: {
     [ERC20BridgeSource.ShibaSwap]: routerAddressPathEncoder,
     [ERC20BridgeSource.Pangolin]: routerAddressPathEncoder,
     [ERC20BridgeSource.TraderJoe]: routerAddressPathEncoder,
+    [ERC20BridgeSource.SpiritSwap]: routerAddressPathEncoder,
+    [ERC20BridgeSource.SpookySwap]: routerAddressPathEncoder,
+    [ERC20BridgeSource.MorpheusSwap]: routerAddressPathEncoder,
+    // Celo
+    [ERC20BridgeSource.UbeSwap]: routerAddressPathEncoder,
     // BSC
     [ERC20BridgeSource.PancakeSwap]: routerAddressPathEncoder,
     [ERC20BridgeSource.PancakeSwapV2]: routerAddressPathEncoder,
@@ -483,16 +512,15 @@ 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.Clipper]: AbiEncoder.create([
-        { name: 'provider', type: 'address' },
-        { name: 'data', type: 'bytes' },
-    ]),
+    [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.ts

@@ -3,6 +3,7 @@ import { BigNumber } from '@0x/utils';
 import { MarketOperation } from '../../types';
 
 import { POSITIVE_INF, ZERO_AMOUNT } from './constants';
+import { ethToOutputAmount } from './fills';
 import { createBridgeOrder, createNativeOptimizedOrder, CreateOrderFromPathOpts, getMakerTakerTokens } from './orders';
 import { getCompleteRate, getRate } from './rate_utils';
 import {
@@ -25,12 +26,14 @@ export interface PathPenaltyOpts {
     outputAmountPerEth: BigNumber;
     inputAmountPerEth: BigNumber;
     exchangeProxyOverhead: ExchangeProxyOverhead;
+    gasPrice: BigNumber;
 }
 
 export const DEFAULT_PATH_PENALTY_OPTS: PathPenaltyOpts = {
     outputAmountPerEth: ZERO_AMOUNT,
     inputAmountPerEth: ZERO_AMOUNT,
     exchangeProxyOverhead: () => ZERO_AMOUNT,
+    gasPrice: ZERO_AMOUNT,
 };
 
 export class Path {
@@ -143,9 +146,13 @@ export class Path {
         const { input, output } = this._adjustedSize;
         const { exchangeProxyOverhead, outputAmountPerEth, inputAmountPerEth } = this.pathPenaltyOpts;
         const gasOverhead = exchangeProxyOverhead(this.sourceFlags);
-        const pathPenalty = !outputAmountPerEth.isZero()
-            ? outputAmountPerEth.times(gasOverhead)
-            : inputAmountPerEth.times(gasOverhead).times(output.dividedToIntegerBy(input));
+        const pathPenalty = ethToOutputAmount({
+            input,
+            output,
+            inputAmountPerEth,
+            outputAmountPerEth,
+            ethAmount: gasOverhead,
+        });
         return {
             input,
             output: this.side === MarketOperation.Sell ? output.minus(pathPenalty) : output.plus(pathPenalty),

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

@@ -1,26 +1,404 @@
-import { BigNumber } from '@0x/utils';
+import { assert } from '@0x/assert';
+import { ChainId } from '@0x/contract-addresses';
+import { OptimizerCapture, route, SerializedPath } from '@0x/neon-router';
+import { BigNumber, hexUtils } from '@0x/utils';
 import * as _ from 'lodash';
+import { performance } from 'perf_hooks';
 
-import { MarketOperation } from '../../types';
+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 { ERC20BridgeSource, Fill } from './types';
+import { getRate } from './rate_utils';
+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 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;
+
+const isDexSample = (obj: DexSample | NativeOrderWithFillableAmounts): obj is DexSample => !!(obj as DexSample).source;
+
+function nativeOrderToNormalizedAmounts(
+    side: MarketOperation,
+    nativeOrder: NativeOrderWithFillableAmounts,
+): { input: BigNumber; output: BigNumber } {
+    const { fillableTakerAmount, fillableTakerFeeAmount, fillableMakerAmount } = nativeOrder;
+    const makerAmount = fillableMakerAmount;
+    const takerAmount = fillableTakerAmount.plus(fillableTakerFeeAmount);
+    const input = side === MarketOperation.Sell ? takerAmount : makerAmount;
+    const output = side === MarketOperation.Sell ? makerAmount : takerAmount;
+
+    return { input, output };
+}
+
+function calculateOuputFee(
+    side: MarketOperation,
+    sampleOrNativeOrder: DexSample | NativeOrderWithFillableAmounts,
+    outputAmountPerEth: BigNumber,
+    inputAmountPerEth: BigNumber,
+    fees: FeeSchedule,
+): BigNumber {
+    if (isDexSample(sampleOrNativeOrder)) {
+        const { input, output, source, fillData } = sampleOrNativeOrder;
+        const fee = fees[source]?.(fillData) || 0;
+        const outputFee = ethToOutputAmount({
+            input,
+            output,
+            inputAmountPerEth,
+            outputAmountPerEth,
+            ethAmount: fee,
+        });
+        return outputFee;
+    } else {
+        const { input, output } = nativeOrderToNormalizedAmounts(side, sampleOrNativeOrder);
+        const fee = fees[ERC20BridgeSource.Native]?.(sampleOrNativeOrder) || 0;
+        const outputFee = ethToOutputAmount({
+            input,
+            output,
+            inputAmountPerEth,
+            outputAmountPerEth,
+            ethAmount: fee,
+        });
+        return outputFee;
+    }
+}
+
+function findRoutesAndCreateOptimalPath(
+    side: MarketOperation,
+    samples: DexSample[][],
+    nativeOrders: NativeOrderWithFillableAmounts[],
+    input: BigNumber,
+    opts: PathPenaltyOpts,
+    fees: FeeSchedule,
+    neonRouterNumSamples: number,
+): Path | undefined {
+    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()) {
+                // Remove trailing 0 output samples
+                singleSourceSamplesWithOutput.pop();
+            } else {
+                break;
+            }
+        }
+
+        if (singleSourceSamplesWithOutput.length < MIN_NUM_SAMPLE_INPUTS) {
+            continue;
+        }
+
+        // TODO(kimpers): Do we need to handle 0 entries, from eg Kyber?
+        const serializedPath = singleSourceSamplesWithOutput.reduce<SerializedPath>(
+            (memo, sample, 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(
+                    calculateOuputFee(side, sample, opts.outputAmountPerEth, opts.inputAmountPerEth, fees)
+                        .integerValue()
+                        .toNumber(),
+                );
+
+                return memo;
+            },
+            {
+                ids: [],
+                inputs: [],
+                outputs: [],
+                outputFees: [],
+            },
+        );
+
+        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,
+            nativeOrder,
+        );
+        // NOTE: skip dummy order created in swap_quoter
+        // TODO: remove dummy order and this logic once we don't need the JS router
+        if (normalizedOrderInput.isLessThanOrEqualTo(0) || normalizedOrderOutput.isLessThanOrEqualTo(0)) {
+            continue;
+        }
+        const fee = calculateOuputFee(side, nativeOrder, opts.outputAmountPerEth, opts.inputAmountPerEth, fees)
+            .integerValue()
+            .toNumber();
+
+        // 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,
+            inputs,
+            outputs,
+            outputFees,
+        };
+
+        samplesAndNativeOrdersWithResults.push([nativeOrder]);
+        serializedPaths.push(serializedPath);
+        sampleSourcePathIds.push(nativeOrdersourcePathId);
+    }
+
+    if (serializedPaths.length === 0) {
+        return undefined;
+    }
+
+    const rustArgs: OptimizerCapture = {
+        side,
+        targetInput: input.toNumber(),
+        pathsIn: serializedPaths,
+    };
+
+    const allSourcesRustRoute = new Float64Array(rustArgs.pathsIn.length);
+    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 routesAndSamplesAndOutputs = _.zip(
+        allSourcesRustRoute,
+        samplesAndNativeOrdersWithResults,
+        strategySourcesOutputAmounts,
+        sampleSourcePathIds,
+    );
+    const adjustedFills: Fill[] = [];
+    const totalRoutedAmount = BigNumber.sum(...allSourcesRustRoute);
+
+    const scale = input.dividedBy(totalRoutedAmount);
+    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 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),
+            input,
+        );
+
+        const current = routeSamplesAndNativeOrders[routeSamplesAndNativeOrders.length - 1];
+        if (!isDexSample(current)) {
+            const nativeFill = nativeOrdersToFills(
+                side,
+                [current],
+                rustInputAdjusted,
+                opts.outputAmountPerEth,
+                opts.inputAmountPerEth,
+                fees,
+            )[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
+        // gas used
+
+        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;
+            }
+            if (rustInputAdjusted.isGreaterThan(routeSamples[k].input)) {
+                const left = routeSamples[k];
+                const right = routeSamples[k + 1];
+                if (left && right) {
+                    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;
+                }
+                break;
+            }
+        }
+
+        // TODO(kimpers): remove once we have solved the rounding/precision loss issues in the Rust router
+        const scaleOutput = (fillInput: BigNumber, output: BigNumber) =>
+            output
+                .dividedBy(fillInput)
+                .times(rustInputAdjusted)
+                .decimalPlaces(0, side === MarketOperation.Sell ? BigNumber.ROUND_FLOOR : BigNumber.ROUND_CEIL);
+        adjustedFills.push({
+            ...fill,
+            input: rustInputAdjusted,
+            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;
+}
+
+export function findOptimalRustPathFromSamples(
+    side: MarketOperation,
+    samples: DexSample[][],
+    nativeOrders: NativeOrderWithFillableAmounts[],
+    input: BigNumber,
+    opts: PathPenaltyOpts,
+    fees: FeeSchedule,
+    chainId: ChainId,
+    neonRouterNumSamples: number,
+    samplerMetrics?: SamplerMetrics,
+): Path | undefined {
+    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;
+    }
+
+    const vipSources = VIP_ERC20_BRIDGE_SOURCES_BY_CHAIN_ID[chainId];
+
+    // 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,
+                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
+            const gasCostInWei = FILL_QUOTE_TRANSFORMER_GAS_OVERHEAD.times(opts.gasPrice);
+            const fqtOverheadInOutputToken = gasCostInWei.times(opts.outputAmountPerEth);
+            const outputWithFqtOverhead =
+                side === MarketOperation.Sell
+                    ? allSourcesOutput.minus(fqtOverheadInOutputToken)
+                    : allSourcesOutput.plus(fqtOverheadInOutputToken);
+            const allSourcesAdjustedRateWithFqtOverhead = getRate(side, allSourcesInput, outputWithFqtOverhead);
+
+            if (vipSourcesPath?.adjustedRate().isGreaterThan(allSourcesAdjustedRateWithFqtOverhead)) {
+                return vipSourcesPath;
+            }
+        }
+    }
+    // tslint:disable-next-line: no-unused-expression
+    samplerMetrics &&
+        samplerMetrics.logRouterDetails({
+            router: 'neon-router',
+            type: 'total',
+            timingMs: performance.now() - beforeAllTimeMs,
+        });
+
+    return allSourcesPath;
+}
 
 /**
  * Find the optimal mixture of fills that maximizes (for sells) or minimizes
  * (for buys) output, while meeting the input requirement.
  */
-export async function findOptimalPathAsync(
+export async function findOptimalPathJSAsync(
     side: MarketOperation,
     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);
@@ -34,7 +412,15 @@ export async function findOptimalPathAsync(
         // 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 +131,56 @@ 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>,
+    ]>;
+
+    // prettier-ignore
+    public async executeAsync<
+        T1, T2, T3, T4, T5, T6, T7, T8, T9, T10, T11, T12, T13
+    >(...ops: [T1, T2, T3, T4, T5, T6, T7, T8, T9, T10, T11, T12, T13]): Promise<[
+        BatchedOperationResult<T1>,
+        BatchedOperationResult<T2>,
+        BatchedOperationResult<T3>,
+        BatchedOperationResult<T4>,
+        BatchedOperationResult<T5>,
+        BatchedOperationResult<T6>,
+        BatchedOperationResult<T7>,
+        BatchedOperationResult<T8>,
+        BatchedOperationResult<T9>,
+        BatchedOperationResult<T10>,
+        BatchedOperationResult<T11>,
+        BatchedOperationResult<T12>,
+        BatchedOperationResult<T13>,
+    ]>;
+
     /**
      * 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/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';
@@ -69,7 +68,8 @@ export enum ERC20BridgeSource {
     CurveV2 = 'Curve_V2',
     Lido = 'Lido',
     ShibaSwap = 'ShibaSwap',
-    Clipper = 'Clipper',
+    AaveV2 = 'Aave_V2',
+    Compound = 'Compound',
     // BSC only
     PancakeSwap = 'PancakeSwap',
     PancakeSwapV2 = 'PancakeSwap_V2',
@@ -94,8 +94,19 @@ 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
 /**
@@ -107,8 +118,10 @@ export enum CurveFunctionSelectors {
     exchange_underlying = '0xa6417ed6',
     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',
@@ -161,6 +174,12 @@ export interface BalancerV2PoolInfo {
     vault: string;
 }
 
+export interface AaveV2Info {
+    lendingPool: string;
+    aToken: string;
+    underlyingToken: string;
+}
+
 // Internal `fillData` field for `Fill` objects.
 export interface FillData {}
 
@@ -268,6 +287,19 @@ 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.
  */
@@ -423,6 +455,10 @@ 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.
      */
@@ -455,6 +491,42 @@ export interface GetMarketOrdersOpts {
      * hopping to. E.g DAI->USDC via an adjacent token WETH
      */
     tokenAdjacencyGraph: TokenAdjacencyGraph;
+
+    /**
+     * 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;
 }
 
 /**
@@ -484,6 +556,7 @@ export interface OptimizerResult {
 
 export interface OptimizerResultWithReport extends OptimizerResult {
     quoteReport?: QuoteReport;
+    extendedQuoteReportSources?: ExtendedQuoteReportSources;
     priceComparisonsReport?: PriceComparisonsReport;
 }
 
@@ -512,7 +585,7 @@ export interface MarketSideLiquidity {
 
 export interface RawQuotes {
     nativeOrders: NativeOrderWithFillableAmounts[];
-    rfqtIndicativeQuotes: V4RFQIndicativeQuote[];
+    rfqtIndicativeQuotes: V4RFQIndicativeQuoteMM[];
     twoHopQuotes: Array<DexSample<MultiHopFillData>>;
     dexQuotes: Array<Array<DexSample<FillData>>>;
 }
@@ -534,10 +607,13 @@ export interface GenerateOptimizedOrdersOpts {
     bridgeSlippage?: number;
     maxFallbackSlippage?: number;
     excludedSources?: ERC20BridgeSource[];
-    feeSchedule?: FeeSchedule;
+    feeSchedule: FeeSchedule;
     exchangeProxyOverhead?: ExchangeProxyOverhead;
     allowFallback?: boolean;
     shouldBatchBridgeOrders?: boolean;
+    gasPrice: BigNumber;
+    neonRouterNumSamples: number;
+    samplerMetrics?: SamplerMetrics;
 }
 
 export interface ComparisonPrice {