remove unused functions

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

@@ -1,148 +0,0 @@
-// SPDX-License-Identifier: Apache-2.0
-/*
-
-  Copyright 2020 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 "@0x/contracts-utils/contracts/src/v06/LibMathV06.sol";
-
-
-contract ApproximateBuys {
-
-    /// @dev Information computing buy quotes for sources that do not have native
-    ///      buy quote support.
-    struct ApproximateBuyQuoteOpts {
-        // Arbitrary maker token data to pass to `getSellQuoteCallback`.
-        bytes makerTokenData;
-        // Arbitrary taker token data to pass to `getSellQuoteCallback`.
-        bytes takerTokenData;
-        // Callback to retrieve a sell quote.
-        function (bytes memory, bytes memory, uint256)
-            internal
-            view
-            returns (uint256) getSellQuoteCallback;
-    }
-
-    uint256 private constant ONE_HUNDED_PERCENT_BPS = 1e4;
-    /// @dev Maximum approximate (positive) error rate when approximating a buy quote.
-    uint256 private constant APPROXIMATE_BUY_TARGET_EPSILON_BPS = 0.0005e4;
-    /// @dev Maximum iterations to perform when approximating a buy quote.
-    uint256 private constant APPROXIMATE_BUY_MAX_ITERATIONS = 5;
-
-    function _sampleApproximateBuys(
-        ApproximateBuyQuoteOpts memory opts,
-        uint256[] memory makerTokenAmounts
-    )
-        internal
-        view
-        returns (uint256[] memory takerTokenAmounts)
-    {
-        takerTokenAmounts = new uint256[](makerTokenAmounts.length);
-        if (makerTokenAmounts.length == 0) {
-            return takerTokenAmounts;
-        }
-
-        uint256 sellAmount = opts.getSellQuoteCallback(
-            opts.makerTokenData,
-            opts.takerTokenData,
-            makerTokenAmounts[0]
-        );
-        if (sellAmount == 0) {
-            return takerTokenAmounts;
-        }
-
-        uint256 buyAmount = opts.getSellQuoteCallback(
-            opts.takerTokenData,
-            opts.makerTokenData,
-            sellAmount
-        );
-        if (buyAmount == 0) {
-            return takerTokenAmounts;
-        }
-
-        for (uint256 i = 0; i < makerTokenAmounts.length; i++) {
-            uint256 eps = 0;
-            for (uint256 iter = 0; iter < APPROXIMATE_BUY_MAX_ITERATIONS; iter++) {
-                // adjustedSellAmount = previousSellAmount * (target/actual) * JUMP_MULTIPLIER
-                sellAmount = _safeGetPartialAmountCeil(
-                    makerTokenAmounts[i],
-                    buyAmount,
-                    sellAmount
-                );
-                if (sellAmount == 0) {
-                    break;
-                }
-                sellAmount = _safeGetPartialAmountCeil(
-                    (ONE_HUNDED_PERCENT_BPS + APPROXIMATE_BUY_TARGET_EPSILON_BPS),
-                    ONE_HUNDED_PERCENT_BPS,
-                    sellAmount
-                );
-                if (sellAmount == 0) {
-                    break;
-                }
-                uint256 _buyAmount = opts.getSellQuoteCallback(
-                    opts.takerTokenData,
-                    opts.makerTokenData,
-                    sellAmount
-                );
-                if (_buyAmount == 0) {
-                    break;
-                }
-                // We re-use buyAmount next iteration, only assign if it is
-                // non zero
-                buyAmount = _buyAmount;
-                // If we've reached our goal, exit early
-                if (buyAmount >= makerTokenAmounts[i]) {
-                    eps =
-                        (buyAmount - makerTokenAmounts[i]) * ONE_HUNDED_PERCENT_BPS /
-                        makerTokenAmounts[i];
-                    if (eps <= APPROXIMATE_BUY_TARGET_EPSILON_BPS) {
-                        break;
-                    }
-                }
-            }
-            if (eps == 0 || eps > APPROXIMATE_BUY_TARGET_EPSILON_BPS) {
-                break;
-            }
-            // We do our best to close in on the requested amount, but we can either over buy or under buy and exit
-            // if we hit a max iteration limit
-            // We scale the sell amount to get the approximate target
-            takerTokenAmounts[i] = _safeGetPartialAmountCeil(
-                makerTokenAmounts[i],
-                buyAmount,
-                sellAmount
-            );
-        }
-    }
-
-    function _safeGetPartialAmountCeil(
-        uint256 numerator,
-        uint256 denominator,
-        uint256 target
-    )
-        internal
-        view
-        returns (uint256 partialAmount)
-    {
-        if (numerator == 0 || target == 0 || denominator == 0) return 0;
-        uint256 c = numerator * target;
-        if (c / numerator != target) return 0;
-        return (c + (denominator - 1)) / denominator;
-    }
-}

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

@@ -1,197 +0,0 @@
-// SPDX-License-Identifier: Apache-2.0
-/*
-
-  Copyright 2020 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 "./interfaces/IBalancer.sol";
-
-
-contract BalancerSampler {
-
-    /// @dev Base gas limit for Balancer calls.
-    uint256 constant private BALANCER_CALL_GAS = 300e3; // 300k
-
-    // Balancer math constants
-    // https://github.com/balancer-labs/balancer-core/blob/master/contracts/BConst.sol
-    uint256 constant private BONE = 10 ** 18;
-    uint256 constant private MAX_IN_RATIO = BONE / 2;
-    uint256 constant private MAX_OUT_RATIO = (BONE / 3) + 1 wei;
-
-    struct BalancerState {
-        uint256 takerTokenBalance;
-        uint256 makerTokenBalance;
-        uint256 takerTokenWeight;
-        uint256 makerTokenWeight;
-        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).
-    /// @param takerTokenAmounts Taker token sell amount for each sample.
-    /// @return makerTokenAmounts Maker amounts bought at each taker token
-    ///         amount.
-    function sampleSellsFromBalancer(
-        address poolAddress,
-        address takerToken,
-        address makerToken,
-        uint256[] memory takerTokenAmounts
-    )
-        public
-        view
-        returns (uint256[] memory makerTokenAmounts)
-    {
-        IBalancer pool = IBalancer(poolAddress);
-        uint256 numSamples = takerTokenAmounts.length;
-        makerTokenAmounts = new uint256[](numSamples);
-        if (!pool.isBound(takerToken) || !pool.isBound(makerToken)) {
-            return makerTokenAmounts;
-        }
-
-        BalancerState memory poolState;
-        poolState.takerTokenBalance = pool.getBalance(takerToken);
-        poolState.makerTokenBalance = pool.getBalance(makerToken);
-        poolState.takerTokenWeight = pool.getDenormalizedWeight(takerToken);
-        poolState.makerTokenWeight = pool.getDenormalizedWeight(makerToken);
-        poolState.swapFee = pool.getSwapFee();
-
-        for (uint256 i = 0; i < numSamples; i++) {
-            // Handles this revert scenario:
-            // https://github.com/balancer-labs/balancer-core/blob/master/contracts/BPool.sol#L443
-            if (takerTokenAmounts[i] > _bmul(poolState.takerTokenBalance, MAX_IN_RATIO)) {
-                break;
-            }
-            try
-                pool.calcOutGivenIn
-                    {gas: BALANCER_CALL_GAS}
-                    (
-                        poolState.takerTokenBalance,
-                        poolState.takerTokenWeight,
-                        poolState.makerTokenBalance,
-                        poolState.makerTokenWeight,
-                        takerTokenAmounts[i],
-                        poolState.swapFee
-                    )
-                returns (uint256 amount)
-            {
-                makerTokenAmounts[i] = amount;
-                // Break early if there are 0 amounts
-                if (makerTokenAmounts[i] == 0) {
-                    break;
-                }
-            } catch (bytes memory) {
-                // Swallow failures, leaving all results as zero.
-                break;
-            }
-        }
-    }
-
-    /// @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).
-    /// @param makerTokenAmounts Maker token buy amount for each sample.
-    /// @return takerTokenAmounts Taker amounts sold at each maker token
-    ///         amount.
-    function sampleBuysFromBalancer(
-        address poolAddress,
-        address takerToken,
-        address makerToken,
-        uint256[] memory makerTokenAmounts
-    )
-        public
-        view
-        returns (uint256[] memory takerTokenAmounts)
-    {
-        IBalancer pool = IBalancer(poolAddress);
-        uint256 numSamples = makerTokenAmounts.length;
-        takerTokenAmounts = new uint256[](numSamples);
-        if (!pool.isBound(takerToken) || !pool.isBound(makerToken)) {
-            return takerTokenAmounts;
-        }
-
-        BalancerState memory poolState;
-        poolState.takerTokenBalance = pool.getBalance(takerToken);
-        poolState.makerTokenBalance = pool.getBalance(makerToken);
-        poolState.takerTokenWeight = pool.getDenormalizedWeight(takerToken);
-        poolState.makerTokenWeight = pool.getDenormalizedWeight(makerToken);
-        poolState.swapFee = pool.getSwapFee();
-
-        for (uint256 i = 0; i < numSamples; i++) {
-            // Handles this revert scenario:
-            // https://github.com/balancer-labs/balancer-core/blob/master/contracts/BPool.sol#L505
-            if (makerTokenAmounts[i] > _bmul(poolState.makerTokenBalance, MAX_OUT_RATIO)) {
-                break;
-            }
-            try
-                pool.calcInGivenOut
-                    {gas: BALANCER_CALL_GAS}
-                    (
-                        poolState.takerTokenBalance,
-                        poolState.takerTokenWeight,
-                        poolState.makerTokenBalance,
-                        poolState.makerTokenWeight,
-                        makerTokenAmounts[i],
-                        poolState.swapFee
-                    )
-                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) {
-                    break;
-                }
-            } catch (bytes memory) {
-                // Swallow failures, leaving all results as zero.
-                break;
-            }
-        }
-    }
-
-    /// @dev Hacked version of Balancer's `bmul` function, returning 0 instead
-    ///      of reverting.
-    ///      https://github.com/balancer-labs/balancer-core/blob/master/contracts/BNum.sol#L63-L73
-    /// @param a The first operand.
-    /// @param b The second operand.
-    /// @param c The result of the multiplication, or 0 if `bmul` would've reverted.
-    function _bmul(uint256 a, uint256 b)
-        private
-        pure
-        returns (uint256 c)
-    {
-        uint c0 = a * b;
-        if (a != 0 && c0 / a != b) {
-            return 0;
-        }
-        uint c1 = c0 + (BONE / 2);
-        if (c1 < c0) {
-            return 0;
-        }
-        uint c2 = c1 / BONE;
-        return c2;
-    }
-}

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

@@ -1,189 +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;
-pragma experimental ABIEncoderV2;
-
-import "./SamplerUtils.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
-interface IBalancerV2Vault {
-    enum SwapKind { GIVEN_IN, GIVEN_OUT }
-
-    struct BatchSwapStep {
-        bytes32 poolId;
-        uint256 assetInIndex;
-        uint256 assetOutIndex;
-        uint256 amount;
-        bytes userData;
-    }
-
-    struct FundManagement {
-        address sender;
-        bool fromInternalBalance;
-        address payable recipient;
-        bool toInternalBalance;
-    }
-
-    function queryBatchSwap(
-        SwapKind kind,
-        BatchSwapStep[] calldata swaps,
-        IAsset[] calldata assets,
-        FundManagement calldata funds
-    ) external returns (int256[] memory assetDeltas);
-}
-interface IAsset {
-    // solhint-disable-previous-line no-empty-blocks
-}
-
-contract BalancerV2Sampler is 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).
-    /// @param takerTokenAmounts Taker token sell amount for each sample.
-    /// @return makerTokenAmounts Maker amounts bought at each taker token
-    ///         amount.
-    function sampleSellsFromBalancerV2(
-        BalancerV2PoolInfo memory poolInfo,
-        address takerToken,
-        address makerToken,
-        uint256[] memory takerTokenAmounts
-    )
-        public
-        returns (uint256[] memory makerTokenAmounts)
-    {
-        _assertValidPair(makerToken, takerToken);
-        IBalancerV2Vault vault = IBalancerV2Vault(poolInfo.vault);
-        IAsset[] memory swapAssets = new IAsset[](2);
-        swapAssets[0] = IAsset(takerToken);
-        swapAssets[1] = IAsset(makerToken);
-
-        uint256 numSamples = takerTokenAmounts.length;
-        makerTokenAmounts = new uint256[](numSamples);
-        IBalancerV2Vault.FundManagement memory swapFunds =
-            _createSwapFunds();
-
-        for (uint256 i = 0; i < numSamples; i++) {
-            IBalancerV2Vault.BatchSwapStep[] memory swapSteps =
-                _createSwapSteps(poolInfo, takerTokenAmounts[i]);
-
-            try
-                // For sells we specify the takerToken which is what the vault will receive from the trade
-                vault.queryBatchSwap(IBalancerV2Vault.SwapKind.GIVEN_IN, swapSteps, swapAssets, swapFunds)
-            // amounts represent pool balance deltas from the swap (incoming balance, outgoing balance)
-            returns (int256[] memory amounts) {
-                // Outgoing balance is negative so we need to flip the sign
-                int256 amountOutFromPool = amounts[1] * -1;
-                if (amountOutFromPool <= 0) {
-                    break;
-                }
-                makerTokenAmounts[i] = uint256(amountOutFromPool);
-            } catch (bytes memory) {
-                // Swallow failures, leaving all results as zero.
-                break;
-            }
-        }
-    }
-
-    /// @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).
-    /// @param makerTokenAmounts Maker token buy amount for each sample.
-    /// @return takerTokenAmounts Taker amounts sold at each maker token
-    ///         amount.
-    function sampleBuysFromBalancerV2(
-        BalancerV2PoolInfo memory poolInfo,
-        address takerToken,
-        address makerToken,
-        uint256[] memory makerTokenAmounts
-    )
-        public
-        returns (uint256[] memory takerTokenAmounts)
-    {
-        _assertValidPair(makerToken, takerToken);
-        IBalancerV2Vault vault = IBalancerV2Vault(poolInfo.vault);
-        IAsset[] memory swapAssets = new IAsset[](2);
-        swapAssets[0] = IAsset(takerToken);
-        swapAssets[1] = IAsset(makerToken);
-
-        uint256 numSamples = makerTokenAmounts.length;
-        takerTokenAmounts = new uint256[](numSamples);
-        IBalancerV2Vault.FundManagement memory swapFunds =
-            _createSwapFunds();
-
-        for (uint256 i = 0; i < numSamples; i++) {
-            IBalancerV2Vault.BatchSwapStep[] memory swapSteps =
-                _createSwapSteps(poolInfo, makerTokenAmounts[i]);
-
-            try
-                // For buys we specify the makerToken which is what taker will receive from the trade
-                vault.queryBatchSwap(IBalancerV2Vault.SwapKind.GIVEN_OUT, swapSteps, swapAssets, swapFunds)
-            returns (int256[] memory amounts) {
-                int256 amountIntoPool = amounts[0];
-                if (amountIntoPool <= 0) {
-                    break;
-                }
-                takerTokenAmounts[i] = uint256(amountIntoPool);
-            } catch (bytes memory) {
-                // Swallow failures, leaving all results as zero.
-                break;
-            }
-        }
-    }
-
-    function _createSwapSteps(
-        BalancerV2PoolInfo memory poolInfo,
-        uint256 amount
-    ) private pure returns (IBalancerV2Vault.BatchSwapStep[] memory) {
-        IBalancerV2Vault.BatchSwapStep[] memory swapSteps =
-            new IBalancerV2Vault.BatchSwapStep[](1);
-        swapSteps[0] = IBalancerV2Vault.BatchSwapStep({
-            poolId: poolInfo.poolId,
-            assetInIndex: 0,
-            assetOutIndex: 1,
-            amount: amount,
-            userData: ""
-        });
-
-        return swapSteps;
-    }
-
-    function _createSwapFunds()
-        private
-        view
-        returns (IBalancerV2Vault.FundManagement memory)
-    {
-        return
-            IBalancerV2Vault.FundManagement({
-                sender: address(this),
-                fromInternalBalance: false,
-                recipient: payable(address(this)),
-                toInternalBalance: false
-            });
-    }
-}

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

@@ -1,142 +0,0 @@
-// SPDX-License-Identifier: Apache-2.0
-/*
-
-  Copyright 2020 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 "./interfaces/IBancor.sol";
-
-contract CompilerHack {}
-
-contract BancorSampler is CompilerHack {
-
-    /// @dev Base gas limit for Bancor calls.
-    uint256 constant private BANCOR_CALL_GAS = 300e3; // 300k
-
-    struct BancorSamplerOpts {
-        IBancorRegistry registry;
-        address[][] paths;
-    }
-
-    /// @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).
-    /// @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(
-        BancorSamplerOpts memory opts,
-        address takerToken,
-        address makerToken,
-        uint256[] memory takerTokenAmounts
-    )
-        public
-        view
-        returns (address bancorNetwork, address[] memory path, uint256[] memory makerTokenAmounts)
-    {
-        if (opts.paths.length == 0) {
-            return (bancorNetwork, path, makerTokenAmounts);
-        }
-        (bancorNetwork, path) = _findBestPath(opts, takerToken, makerToken, takerTokenAmounts);
-        makerTokenAmounts = new uint256[](takerTokenAmounts.length);
-
-        for (uint256 i = 0; i < makerTokenAmounts.length; i++) {
-            try
-                IBancorNetwork(bancorNetwork)
-                    .rateByPath
-                        {gas: BANCOR_CALL_GAS}
-                        (path, takerTokenAmounts[i])
-                returns (uint256 amount)
-            {
-                makerTokenAmounts[i] = amount;
-                // Break early if there are 0 amounts
-                if (makerTokenAmounts[i] == 0) {
-                    break;
-                }
-            } catch {
-                // Swallow failures, leaving all results as zero.
-                break;
-            }
-        }
-        return (bancorNetwork, path, makerTokenAmounts);
-    }
-
-    /// @dev Sample buy quotes from Bancor. Unimplemented
-    /// @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(
-        BancorSamplerOpts memory opts,
-        address takerToken,
-        address makerToken,
-        uint256[] memory makerTokenAmounts
-    )
-        public
-        view
-        returns (address bancorNetwork, address[] memory path, uint256[] memory takerTokenAmounts)
-    {
-    }
-
-    function _findBestPath(
-        BancorSamplerOpts memory opts,
-        address takerToken,
-        address makerToken,
-        uint256[] memory takerTokenAmounts
-    )
-        internal
-        view
-        returns (address bancorNetwork, address[] memory path)
-    {
-        bancorNetwork = opts.registry.getAddress(opts.registry.BANCOR_NETWORK());
-        if (opts.paths.length == 0) {
-            return (bancorNetwork, path);
-        }
-        uint256 maxBoughtAmount = 0;
-        // Find the best path by selling the largest taker amount
-        for (uint256 i = 0; i < opts.paths.length; i++) {
-            if (opts.paths[i].length < 2) {
-                continue;
-            }
-
-            try
-                IBancorNetwork(bancorNetwork)
-                    .rateByPath
-                        {gas: BANCOR_CALL_GAS}
-                        (opts.paths[i], takerTokenAmounts[takerTokenAmounts.length-1])
-                returns (uint256 amount)
-            {
-                if (amount > maxBoughtAmount) {
-                    maxBoughtAmount = amount;
-                    path = opts.paths[i];
-                }
-            } catch {
-                // Swallow failures, leaving all results as zero.
-                continue;
-            }
-        }
-    }
-}

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

@@ -1,161 +0,0 @@
-// SPDX-License-Identifier: Apache-2.0
-/*
-
-  Copyright 2020 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 "./interfaces/ICurve.sol";
-import "./ApproximateBuys.sol";
-import "./SamplerUtils.sol";
-
-
-contract CurveSampler is
-    SamplerUtils,
-    ApproximateBuys
-{
-    /// @dev Information for sampling from curve sources.
-    struct CurveInfo {
-        address poolAddress;
-        bytes4 sellQuoteFunctionSelector;
-        bytes4 buyQuoteFunctionSelector;
-    }
-
-    /// @dev Base gas limit for Curve calls. Some Curves have multiple tokens
-    ///      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).
-    /// @param takerTokenAmounts Taker token sell amount for each sample.
-    /// @return makerTokenAmounts Maker amounts bought at each taker token
-    ///         amount.
-    function sampleSellsFromCurve(
-        CurveInfo memory curveInfo,
-        int128 fromTokenIdx,
-        int128 toTokenIdx,
-        uint256[] memory takerTokenAmounts
-    )
-        public
-        view
-        returns (uint256[] memory makerTokenAmounts)
-    {
-        uint256 numSamples = takerTokenAmounts.length;
-        makerTokenAmounts = new uint256[](numSamples);
-        for (uint256 i = 0; i < numSamples; i++) {
-            (bool didSucceed, bytes memory resultData) =
-                curveInfo.poolAddress.staticcall.gas(CURVE_CALL_GAS)(
-                    abi.encodeWithSelector(
-                        curveInfo.sellQuoteFunctionSelector,
-                        fromTokenIdx,
-                        toTokenIdx,
-                        takerTokenAmounts[i]
-                    ));
-            uint256 buyAmount = 0;
-            if (didSucceed) {
-                buyAmount = abi.decode(resultData, (uint256));
-            }
-            makerTokenAmounts[i] = buyAmount;
-            // Break early if there are 0 amounts
-            if (makerTokenAmounts[i] == 0) {
-                break;
-            }
-        }
-    }
-
-    /// @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).
-    /// @param makerTokenAmounts Maker token buy amount for each sample.
-    /// @return takerTokenAmounts Taker amounts sold at each maker token
-    ///         amount.
-    function sampleBuysFromCurve(
-        CurveInfo memory curveInfo,
-        int128 fromTokenIdx,
-        int128 toTokenIdx,
-        uint256[] memory makerTokenAmounts
-    )
-        public
-        view
-        returns (uint256[] memory takerTokenAmounts)
-    {
-        if (curveInfo.buyQuoteFunctionSelector == bytes4(0)) {
-            // Buys not supported on this curve, so approximate it.
-            return _sampleApproximateBuys(
-                ApproximateBuyQuoteOpts({
-                    makerTokenData: abi.encode(toTokenIdx, curveInfo),
-                    takerTokenData: abi.encode(fromTokenIdx, curveInfo),
-                    getSellQuoteCallback: _sampleSellForApproximateBuyFromCurve
-                }),
-                makerTokenAmounts
-            );
-        }
-        uint256 numSamples = makerTokenAmounts.length;
-        takerTokenAmounts = new uint256[](numSamples);
-        for (uint256 i = 0; i < numSamples; i++) {
-            (bool didSucceed, bytes memory resultData) =
-                curveInfo.poolAddress.staticcall.gas(CURVE_CALL_GAS)(
-                    abi.encodeWithSelector(
-                        curveInfo.buyQuoteFunctionSelector,
-                        fromTokenIdx,
-                        toTokenIdx,
-                        makerTokenAmounts[i]
-                    ));
-            uint256 sellAmount = 0;
-            if (didSucceed) {
-                sellAmount = abi.decode(resultData, (uint256));
-            }
-            takerTokenAmounts[i] = sellAmount;
-            // Break early if there are 0 amounts
-            if (takerTokenAmounts[i] == 0) {
-                break;
-            }
-        }
-    }
-
-    function _sampleSellForApproximateBuyFromCurve(
-        bytes memory takerTokenData,
-        bytes memory makerTokenData,
-        uint256 sellAmount
-    )
-        private
-        view
-        returns (uint256 buyAmount)
-    {
-        (int128 takerTokenIdx, CurveInfo memory curveInfo) =
-            abi.decode(takerTokenData, (int128, CurveInfo));
-        (int128 makerTokenIdx) =
-            abi.decode(makerTokenData, (int128));
-        (bool success, bytes memory resultData) =
-            address(this).staticcall(abi.encodeWithSelector(
-                this.sampleSellsFromCurve.selector,
-                curveInfo,
-                takerTokenIdx,
-                makerTokenIdx,
-                _toSingleValueArray(sellAmount)
-            ));
-        if (!success) {
-            return 0;
-        }
-        // solhint-disable-next-line indent
-        return abi.decode(resultData, (uint256[]))[0];
-    }
-}

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

@@ -1,211 +0,0 @@
-// SPDX-License-Identifier: Apache-2.0
-/*
-
-  Copyright 2020 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 "./ApproximateBuys.sol";
-import "./SamplerUtils.sol";
-
-
-interface IDODOZoo {
-    function getDODO(address baseToken, address quoteToken) external view returns (address);
-}
-
-interface IDODOHelper {
-    function querySellQuoteToken(address dodo, uint256 amount) external view returns (uint256);
-}
-
-interface IDODO {
-    function querySellBaseToken(uint256 amount) external view returns (uint256);
-    function _TRADE_ALLOWED_() external view returns (bool);
-}
-
-contract DODOSampler is
-    SamplerUtils,
-    ApproximateBuys
-{
-
-    /// @dev Gas limit for DODO calls.
-    uint256 constant private DODO_CALL_GAS = 300e3; // 300k
-    struct DODOSamplerOpts {
-        address registry;
-        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).
-    /// @param takerTokenAmounts Taker token sell amount for each sample.
-    /// @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 sampleSellsFromDODO(
-        DODOSamplerOpts memory opts,
-        address takerToken,
-        address makerToken,
-        uint256[] memory takerTokenAmounts
-    )
-        public
-        view
-        returns (bool sellBase, address pool, uint256[] memory makerTokenAmounts)
-    {
-        _assertValidPair(makerToken, takerToken);
-        uint256 numSamples = takerTokenAmounts.length;
-        makerTokenAmounts = new uint256[](numSamples);
-
-        pool = IDODOZoo(opts.registry).getDODO(takerToken, makerToken);
-        address baseToken;
-        // If pool exists we have the correct order of Base/Quote
-        if (pool != address(0)) {
-            baseToken = takerToken;
-            sellBase = true;
-        } else {
-            pool = IDODOZoo(opts.registry).getDODO(makerToken, takerToken);
-            // No pool either direction
-            if (address(pool) == address(0)) {
-                return (sellBase, pool, makerTokenAmounts);
-            }
-            baseToken = makerToken;
-            sellBase = false;
-        }
-
-        // DODO Pool has been disabled
-        if (!IDODO(pool)._TRADE_ALLOWED_()) {
-            return (sellBase, pool, makerTokenAmounts);
-        }
-
-        for (uint256 i = 0; i < numSamples; i++) {
-            uint256 buyAmount = _sampleSellForApproximateBuyFromDODO(
-                abi.encode(takerToken, pool, baseToken, opts.helper), // taker token data
-                abi.encode(makerToken, pool, baseToken, opts.helper), // maker token data
-                takerTokenAmounts[i]
-            );
-            makerTokenAmounts[i] = buyAmount;
-            // Break early if there are 0 amounts
-            if (makerTokenAmounts[i] == 0) {
-                break;
-            }
-        }
-    }
-
-    /// @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).
-    /// @param makerTokenAmounts Maker token sell amount for each sample.
-    /// @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 sampleBuysFromDODO(
-        DODOSamplerOpts memory opts,
-        address takerToken,
-        address makerToken,
-        uint256[] memory makerTokenAmounts
-    )
-        public
-        view
-        returns (bool sellBase, address pool, uint256[] memory takerTokenAmounts)
-    {
-        _assertValidPair(makerToken, takerToken);
-        uint256 numSamples = makerTokenAmounts.length;
-        takerTokenAmounts = new uint256[](numSamples);
-
-        // Pool is BASE/QUOTE
-        // Look up the pool from the taker/maker combination
-        pool = IDODOZoo(opts.registry).getDODO(takerToken, makerToken);
-        address baseToken;
-        // If pool exists we have the correct order of Base/Quote
-        if (pool != address(0)) {
-            baseToken = takerToken;
-            sellBase = true;
-        } else {
-            // Look up the pool from the maker/taker combination
-            pool = IDODOZoo(opts.registry).getDODO(makerToken, takerToken);
-            // No pool either direction
-            if (address(pool) == address(0)) {
-                return (sellBase, pool, takerTokenAmounts);
-            }
-            baseToken = makerToken;
-            sellBase = false;
-        }
-
-        // DODO Pool has been disabled
-        if (!IDODO(pool)._TRADE_ALLOWED_()) {
-            return (sellBase, pool, takerTokenAmounts);
-        }
-
-        takerTokenAmounts = _sampleApproximateBuys(
-            ApproximateBuyQuoteOpts({
-                makerTokenData: abi.encode(makerToken, pool, baseToken, opts.helper),
-                takerTokenData: abi.encode(takerToken, pool, baseToken, opts.helper),
-                getSellQuoteCallback: _sampleSellForApproximateBuyFromDODO
-            }),
-            makerTokenAmounts
-        );
-    }
-
-    function _sampleSellForApproximateBuyFromDODO(
-        bytes memory takerTokenData,
-        bytes memory /* makerTokenData */,
-        uint256 sellAmount
-    )
-        private
-        view
-        returns (uint256)
-    {
-        (address takerToken, address pool, address baseToken, address helper) = abi.decode(
-            takerTokenData,
-            (address, address, address, address)
-        );
-
-        // We will get called to sell both the taker token and also to sell the maker token
-        if (takerToken == baseToken) {
-            // If base token then use the original query on the pool
-            try
-                IDODO(pool).querySellBaseToken
-                    {gas: DODO_CALL_GAS}
-                    (sellAmount)
-                returns (uint256 amount)
-            {
-                return amount;
-            } catch (bytes memory) {
-                // Swallow failures, leaving all results as zero.
-                return 0;
-            }
-        } else {
-            // If quote token then use helper, this is less accurate
-            try
-                IDODOHelper(helper).querySellQuoteToken
-                    {gas: DODO_CALL_GAS}
-                    (pool, sellAmount)
-                returns (uint256 amount)
-            {
-                return amount;
-            } catch (bytes memory) {
-                // Swallow failures, leaving all results as zero.
-                return 0;
-            }
-        }
-    }
-
-}

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

@@ -1,204 +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;
-pragma experimental ABIEncoderV2;
-
-import "./ApproximateBuys.sol";
-import "./SamplerUtils.sol";
-
-interface IDODOV2Registry {
-    function getDODOPool(address baseToken, address quoteToken)
-        external
-        view
-        returns (address[] memory machines);
-}
-
-interface IDODOV2Pool {
-    function querySellBase(address trader, uint256 payBaseAmount)
-        external
-        view
-        returns (uint256 receiveQuoteAmount, uint256 mtFee);
-
-    function querySellQuote(address trader, uint256 payQuoteAmount)
-        external
-        view
-        returns (uint256 receiveBaseAmount, uint256 mtFee);
-}
-
-contract DODOV2Sampler is
-    SamplerUtils,
-    ApproximateBuys
-{
-
-    /// @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).
-    /// @param takerTokenAmounts Taker token sell amount for each sample.
-    /// @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 sampleSellsFromDODOV2(
-        address registry,
-        uint256 offset,
-        address takerToken,
-        address makerToken,
-        uint256[] memory takerTokenAmounts
-    )
-        public
-        view
-        returns (bool sellBase, address pool, uint256[] memory makerTokenAmounts)
-    {
-        _assertValidPair(makerToken, takerToken);
-
-        uint256 numSamples = takerTokenAmounts.length;
-        makerTokenAmounts = new uint256[](numSamples);
-
-        (pool, sellBase) = _getNextDODOV2Pool(registry, offset, takerToken, makerToken);
-        if (pool == address(0)) {
-            return (sellBase, pool, makerTokenAmounts);
-        }
-
-        for (uint256 i = 0; i < numSamples; i++) {
-            uint256 buyAmount = _sampleSellForApproximateBuyFromDODOV2(
-                abi.encode(takerToken, pool, sellBase), // taker token data
-                abi.encode(makerToken, pool, sellBase), // maker token data
-                takerTokenAmounts[i]
-            );
-            makerTokenAmounts[i] = buyAmount;
-            // Break early if there are 0 amounts
-            if (makerTokenAmounts[i] == 0) {
-                break;
-            }
-        }
-    }
-
-    /// @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).
-    /// @param makerTokenAmounts Maker token sell amount for each sample.
-    /// @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 sampleBuysFromDODOV2(
-        address registry,
-        uint256 offset,
-        address takerToken,
-        address makerToken,
-        uint256[] memory makerTokenAmounts
-    )
-        public
-        view
-        returns (bool sellBase, address pool, uint256[] memory takerTokenAmounts)
-    {
-        _assertValidPair(makerToken, takerToken);
-        (pool, sellBase) = _getNextDODOV2Pool(registry, offset, takerToken, makerToken);
-        if (pool == address(0)) {
-            return (sellBase, pool, takerTokenAmounts);
-        }
-        uint256 numSamples = makerTokenAmounts.length;
-        takerTokenAmounts = new uint256[](numSamples);
-
-        takerTokenAmounts = _sampleApproximateBuys(
-            ApproximateBuyQuoteOpts({
-                makerTokenData: abi.encode(makerToken, pool, !sellBase),
-                takerTokenData: abi.encode(takerToken, pool, sellBase),
-                getSellQuoteCallback: _sampleSellForApproximateBuyFromDODOV2
-            }),
-            makerTokenAmounts
-        );
-    }
-
-    function _sampleSellForApproximateBuyFromDODOV2(
-        bytes memory takerTokenData,
-        bytes memory /* makerTokenData */,
-        uint256 sellAmount
-    )
-        private
-        view
-        returns (uint256)
-    {
-        (address takerToken, address pool, bool sellBase) = abi.decode(
-            takerTokenData,
-            (address, address, bool)
-        );
-
-        // We will get called to sell both the taker token and also to sell the maker token
-        // since we use approximate buy for sell and buy functions
-        if (sellBase) {
-            try
-                IDODOV2Pool(pool).querySellBase
-                    { gas: DODO_V2_CALL_GAS }
-                    (address(0), sellAmount)
-                returns (uint256 amount, uint256)
-            {
-                return amount;
-            } catch {
-                return 0;
-            }
-        } else {
-            try
-                IDODOV2Pool(pool).querySellQuote
-                    { gas: DODO_V2_CALL_GAS }
-                    (address(0), sellAmount)
-                returns (uint256 amount, uint256)
-            {
-                return amount;
-            } catch {
-                return 0;
-            }
-        }
-    }
-
-    function _getNextDODOV2Pool(
-        address registry,
-        uint256 offset,
-        address takerToken,
-        address makerToken
-    )
-        internal
-        view
-        returns (address machine, bool sellBase)
-    {
-        // Query in base -> quote direction, if a pool is found then we are selling the base
-        address[] memory machines = IDODOV2Registry(registry).getDODOPool(takerToken, makerToken);
-        sellBase = true;
-        if (machines.length == 0) {
-            // Query in quote -> base direction, if a pool is found then we are selling the quote
-            machines = IDODOV2Registry(registry).getDODOPool(makerToken, takerToken);
-            sellBase = false;
-        }
-
-        if (offset >= machines.length) {
-            return (address(0), false);
-        }
-
-        machine = machines[offset];
-    }
-
-}

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

@@ -1,93 +0,0 @@
-// SPDX-License-Identifier: Apache-2.0
-/*
-
-  Copyright 2020 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 "./BalancerSampler.sol";
-import "./BalancerV2Sampler.sol";
-import "./BancorSampler.sol";
-import "./CurveSampler.sol";
-import "./DODOSampler.sol";
-import "./DODOV2Sampler.sol";
-import "./KyberSampler.sol";
-import "./KyberDmmSampler.sol";
-import "./LidoSampler.sol";
-import "./LiquidityProviderSampler.sol";
-import "./MakerPSMSampler.sol";
-import "./MultiBridgeSampler.sol";
-import "./MStableSampler.sol";
-import "./MooniswapSampler.sol";
-import "./NativeOrderSampler.sol";
-import "./ShellSampler.sol";
-import "./SmoothySampler.sol";
-import "./TwoHopSampler.sol";
-import "./UniswapSampler.sol";
-import "./UniswapV2Sampler.sol";
-import "./UniswapV3Sampler.sol";
-import "./UtilitySampler.sol";
-
-
-contract ERC20BridgeSampler is
-    BalancerSampler,
-    BalancerV2Sampler,
-    BancorSampler,
-    CurveSampler,
-    DODOSampler,
-    DODOV2Sampler,
-    KyberSampler,
-    KyberDmmSampler,
-    LidoSampler,
-    LiquidityProviderSampler,
-    MakerPSMSampler,
-    MStableSampler,
-    MooniswapSampler,
-    MultiBridgeSampler,
-    NativeOrderSampler,
-    ShellSampler,
-    SmoothySampler,
-    TwoHopSampler,
-    UniswapSampler,
-    UniswapV2Sampler,
-    UniswapV3Sampler,
-    UtilitySampler
-{
-
-    struct CallResults {
-        bytes data;
-        bool success;
-    }
-
-    /// @dev Call multiple public functions on this contract in a single transaction.
-    /// @param callDatas ABI-encoded call data for each function call.
-    /// @return callResults ABI-encoded results data for each call.
-    function batchCall(bytes[] calldata callDatas)
-        external
-        returns (CallResults[] memory callResults)
-    {
-        callResults = new CallResults[](callDatas.length);
-        for (uint256 i = 0; i != callDatas.length; ++i) {
-            callResults[i].success = true;
-            if (callDatas[i].length == 0) {
-                continue;
-            }
-            (callResults[i].success, callResults[i].data) = address(this).call(callDatas[i]);
-        }
-    }
-}

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

@@ -1,176 +0,0 @@
-// SPDX-License-Identifier: Apache-2.0
-/*
-
-  Copyright 2020 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;
-
-interface IKyberDmmPool {
-
-    function totalSupply()
-        external
-        view
-        returns (uint256);
-}
-
-interface IKyberDmmFactory {
-
-    function getPools(address token0, address token1)
-        external
-        view
-        returns (address[] memory _tokenPools);
-}
-
-interface IKyberDmmRouter {
-
-    function factory() external view returns (address);
-
-    function getAmountsOut(uint256 amountIn, address[] calldata pools, address[] calldata path)
-        external
-        view
-        returns (uint256[] memory amounts);
-
-    function getAmountsIn(uint256 amountOut, address[] calldata pools, address[] calldata path)
-        external
-        view
-        returns (uint256[] memory amounts);
-}
-
-
-
-contract KyberDmmSampler
-{
-    /// @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
-    /// @param takerTokenAmounts Taker token sell amount for each sample.
-    /// @return pools The pool addresses involved in the multi path trade
-    /// @return makerTokenAmounts Maker amounts bought at each taker token
-    ///         amount.
-    function sampleSellsFromKyberDmm(
-        address router,
-        address[] memory path,
-        uint256[] memory takerTokenAmounts
-    )
-        public
-        view
-        returns (address[] memory pools, uint256[] memory makerTokenAmounts)
-    {
-        uint256 numSamples = takerTokenAmounts.length;
-        makerTokenAmounts = new uint256[](numSamples);
-        pools = _getKyberDmmPools(router, path);
-        if (pools.length == 0) {
-            return (pools, makerTokenAmounts);
-        }
-        for (uint256 i = 0; i < numSamples; i++) {
-            try
-                IKyberDmmRouter(router).getAmountsOut
-                    {gas: KYBER_DMM_CALL_GAS}
-                    (takerTokenAmounts[i], pools, path)
-                returns (uint256[] memory amounts)
-            {
-                makerTokenAmounts[i] = amounts[path.length - 1];
-                // Break early if there are 0 amounts
-                if (makerTokenAmounts[i] == 0) {
-                    break;
-                }
-            } catch (bytes memory) {
-                // Swallow failures, leaving all results as zero.
-                break;
-            }
-        }
-    }
-
-    /// @dev Sample buy quotes from KyberDmm.
-    /// @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 pools The pool addresses involved in the multi path trade
-    /// @return takerTokenAmounts Taker amounts sold at each maker token
-    ///         amount.
-    function sampleBuysFromKyberDmm(
-        address router,
-        address[] memory path,
-        uint256[] memory makerTokenAmounts
-    )
-        public
-        view
-        returns (address[] memory pools, uint256[] memory takerTokenAmounts)
-    {
-        uint256 numSamples = makerTokenAmounts.length;
-        takerTokenAmounts = new uint256[](numSamples);
-        pools = _getKyberDmmPools(router, path);
-        if (pools.length == 0) {
-            return (pools, takerTokenAmounts);
-        }
-        for (uint256 i = 0; i < numSamples; i++) {
-            try
-                IKyberDmmRouter(router).getAmountsIn
-                    {gas: KYBER_DMM_CALL_GAS}
-                    (makerTokenAmounts[i], pools, path)
-                returns (uint256[] memory amounts)
-            {
-                takerTokenAmounts[i] = amounts[0];
-                // Break early if there are 0 amounts
-                if (takerTokenAmounts[i] == 0) {
-                    break;
-                }
-            } catch (bytes memory) {
-                // Swallow failures, leaving all results as zero.
-                break;
-            }
-        }
-    }
-
-    function _getKyberDmmPools(
-        address router,
-        address[] memory path
-    )
-        private
-        view
-        returns (address[] memory pools)
-    {
-        IKyberDmmFactory factory = IKyberDmmFactory(IKyberDmmRouter(router).factory());
-        pools = new address[](path.length - 1);
-        for (uint256 i = 0; i < pools.length; i++) {
-            // find the best pool
-            address[] memory allPools;
-            try
-                factory.getPools
-                    {gas: KYBER_DMM_CALL_GAS}
-                    (path[i], path[i + 1])
-                returns (address[] memory allPools)
-            {
-                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) {
-                        maxSupply = totalSupply;
-                        pools[i] = allPools[j];
-                    }
-                }
-            } catch (bytes memory) {
-                return new address[](0);
-            }
-        }
-    }
-}

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

@@ -1,301 +0,0 @@
-// SPDX-License-Identifier: Apache-2.0
-/*
-
-  Copyright 2020 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 "./interfaces/IKyberNetwork.sol";
-import "./ApproximateBuys.sol";
-import "./SamplerUtils.sol";
-
-
-contract KyberSampler is
-    SamplerUtils,
-    ApproximateBuys
-{
-    /// @dev Gas limit for Kyber calls.
-    uint256 constant private KYBER_CALL_GAS = 500e3; // 500k
-    /// @dev Kyber ETH pseudo-address.
-    address constant internal KYBER_ETH_ADDRESS = 0xEeeeeEeeeEeEeeEeEeEeeEEEeeeeEeeeeeeeEEeE;
-
-    struct KyberSamplerOpts {
-        uint256 reserveOffset;
-        address hintHandler;
-        address networkProxy;
-        address weth;
-        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).
-    /// @param takerTokenAmounts Taker token sell amount for each sample.
-    /// @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 sampleSellsFromKyberNetwork(
-        KyberSamplerOpts memory opts,
-        address takerToken,
-        address makerToken,
-        uint256[] memory takerTokenAmounts
-    )
-        public
-        view
-        returns (bytes32 reserveId, bytes memory hint, uint256[] memory makerTokenAmounts)
-    {
-        _assertValidPair(makerToken, takerToken);
-        reserveId = _getNextReserveId(opts, takerToken, makerToken);
-        if (reserveId == 0x0) {
-            return (reserveId, hint, makerTokenAmounts);
-        }
-        opts.hint = this.encodeKyberHint(opts, reserveId, takerToken, makerToken);
-        hint = opts.hint;
-
-        uint256 numSamples = takerTokenAmounts.length;
-        makerTokenAmounts = new uint256[](numSamples);
-        for (uint256 i = 0; i < numSamples; i++) {
-            uint256 value = this.sampleSellFromKyberNetwork(
-                opts,
-                takerToken,
-                makerToken,
-                takerTokenAmounts[i]
-            );
-            makerTokenAmounts[i] = value;
-            // Break early if there are 0 amounts
-            if (makerTokenAmounts[i] == 0) {
-                break;
-            }
-        }
-    }
-
-    /// @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).
-    /// @param makerTokenAmounts Maker token buy amount for each sample.
-    /// @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(
-        KyberSamplerOpts memory opts,
-        address takerToken,
-        address makerToken,
-        uint256[] memory makerTokenAmounts
-    )
-        public
-        view
-        returns (bytes32 reserveId, bytes memory hint, uint256[] memory takerTokenAmounts)
-    {
-        _assertValidPair(makerToken, takerToken);
-
-        reserveId = _getNextReserveId(opts, takerToken, makerToken);
-        if (reserveId == 0x0) {
-            return (reserveId, hint, takerTokenAmounts);
-        }
-        opts.hint = this.encodeKyberHint(opts, reserveId, takerToken, makerToken);
-        hint = opts.hint;
-
-        takerTokenAmounts = _sampleApproximateBuys(
-            ApproximateBuyQuoteOpts({
-                makerTokenData: abi.encode(makerToken, opts),
-                takerTokenData: abi.encode(takerToken, opts),
-                getSellQuoteCallback: _sampleSellForApproximateBuyFromKyber
-            }),
-            makerTokenAmounts
-        );
-        return (reserveId, hint, takerTokenAmounts);
-    }
-
-    function encodeKyberHint(
-        KyberSamplerOpts memory opts,
-        bytes32 reserveId,
-        address takerToken,
-        address makerToken
-    )
-        public
-        view
-        returns (bytes memory hint)
-    {
-        // Build a hint selecting the single reserve
-        IKyberHintHandler kyberHint = IKyberHintHandler(opts.hintHandler);
-
-        // All other reserves should be ignored with this hint
-        bytes32[] memory selectedReserves = new bytes32[](1);
-        selectedReserves[0] = reserveId;
-        uint256[] memory emptySplits = new uint256[](0);
-
-        if (takerToken == opts.weth) {
-            // ETH to Token
-            try
-                kyberHint.buildEthToTokenHint
-                    {gas: KYBER_CALL_GAS}
-                    (
-                        makerToken,
-                        IKyberHintHandler.TradeType.MaskIn,
-                        selectedReserves,
-                        emptySplits
-                    )
-                returns (bytes memory result)
-            {
-                return result;
-            } catch (bytes memory) {
-                // Swallow failures, leaving all results as zero.
-            }
-        } else if (makerToken == opts.weth) {
-            // Token to ETH
-            try
-                kyberHint.buildTokenToEthHint
-                    {gas: KYBER_CALL_GAS}
-                    (
-                        takerToken,
-                        IKyberHintHandler.TradeType.MaskIn,
-                        selectedReserves,
-                        emptySplits
-                    )
-                returns (bytes memory result)
-            {
-                return result;
-            } catch (bytes memory) {
-                // Swallow failures, leaving all results as zero.
-            }
-
-        } else {
-            // Token to Token
-            // We use the same reserve both ways
-            try
-                kyberHint.buildTokenToTokenHint
-                    {gas: KYBER_CALL_GAS}
-                    (
-                        takerToken,
-                        IKyberHintHandler.TradeType.MaskIn,
-                        selectedReserves,
-                        emptySplits,
-                        makerToken,
-                        IKyberHintHandler.TradeType.MaskIn,
-                        selectedReserves,
-                        emptySplits
-                    )
-                returns (bytes memory result)
-            {
-                return result;
-            } catch (bytes memory) {
-                // Swallow failures, leaving all results as zero.
-            }
-        }
-    }
-
-    function _sampleSellForApproximateBuyFromKyber(
-        bytes memory takerTokenData,
-        bytes memory makerTokenData,
-        uint256 sellAmount
-    )
-        private
-        view
-        returns (uint256)
-    {
-        (address makerToken, KyberSamplerOpts memory opts) =
-            abi.decode(makerTokenData, (address, KyberSamplerOpts));
-        (address takerToken, ) =
-            abi.decode(takerTokenData, (address, KyberSamplerOpts));
-        try
-            this.sampleSellFromKyberNetwork
-                (opts, takerToken, makerToken, sellAmount)
-            returns (uint256 amount)
-        {
-            return amount;
-        } catch (bytes memory) {
-            // Swallow failures, leaving all results as zero.
-            return 0;
-        }
-    }
-
-    function sampleSellFromKyberNetwork(
-        KyberSamplerOpts memory opts,
-        address takerToken,
-        address makerToken,
-        uint256 takerTokenAmount
-    )
-        public
-        view
-        returns (uint256 makerTokenAmount)
-    {
-        // If there is no hint do not continue
-        if (opts.hint.length == 0) {
-            return 0;
-        }
-
-        try
-            IKyberNetworkProxy(opts.networkProxy).getExpectedRateAfterFee
-                {gas: KYBER_CALL_GAS}
-                (
-                    takerToken == opts.weth ? KYBER_ETH_ADDRESS : takerToken,
-                    makerToken == opts.weth ? KYBER_ETH_ADDRESS : makerToken,
-                    takerTokenAmount,
-                    0, // fee
-                    opts.hint
-                )
-            returns (uint256 rate)
-        {
-            uint256 makerTokenDecimals = _getTokenDecimals(makerToken);
-            uint256 takerTokenDecimals = _getTokenDecimals(takerToken);
-            makerTokenAmount =
-                rate *
-                takerTokenAmount *
-                10 ** makerTokenDecimals /
-                10 ** takerTokenDecimals /
-                10 ** 18;
-            return makerTokenAmount;
-        } catch (bytes memory) {
-            // Swallow failures, leaving all results as zero.
-            return 0;
-        }
-    }
-
-    function _getNextReserveId(
-        KyberSamplerOpts memory opts,
-        address takerToken,
-        address makerToken
-    )
-        internal
-        view
-        returns (bytes32 reserveId)
-    {
-        // Fetch the registered reserves for this pair
-        IKyberHintHandler kyberHint = IKyberHintHandler(opts.hintHandler);
-        (bytes32[] memory reserveIds, ,) = kyberHint.getTradingReserves(
-            takerToken == opts.weth ? KYBER_ETH_ADDRESS : takerToken,
-            makerToken == opts.weth ? KYBER_ETH_ADDRESS : makerToken,
-            true,
-            new bytes(0) // empty hint
-        );
-
-        if (opts.reserveOffset >= reserveIds.length) {
-            return 0x0;
-        }
-
-        reserveId = reserveIds[opts.reserveOffset];
-        // Ignore Kyber Bridged Reserves (0xbb)
-        if (uint256(reserveId >> 248) == 0xbb) {
-            return 0x0;
-        }
-
-        return reserveId;
-    }
-}

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

@@ -1,91 +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;
-pragma experimental ABIEncoderV2;
-
-import "./SamplerUtils.sol";
-
-contract LidoSampler is 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).
-    /// @param takerTokenAmounts Taker token sell amount for each sample.
-    /// @return makerTokenAmounts Maker amounts bought at each taker token
-    ///         amount.
-    function sampleSellsFromLido(
-        LidoInfo memory lidoInfo,
-        address takerToken,
-        address makerToken,
-        uint256[] memory takerTokenAmounts
-    )
-        public
-        pure
-        returns (uint256[] memory)
-    {
-        _assertValidPair(makerToken, takerToken);
-
-        if (takerToken != lidoInfo.wethToken || makerToken != address(lidoInfo.stEthToken)) {
-            // Return 0 values if not selling WETH for stETH
-            uint256 numSamples = takerTokenAmounts.length;
-            uint256[] memory makerTokenAmounts = new uint256[](numSamples);
-            return makerTokenAmounts;
-        }
-
-        // Minting stETH is always 1:1 therefore we can just return the same amounts back
-        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).
-    /// @param makerTokenAmounts Maker token buy amount for each sample.
-    /// @return takerTokenAmounts Taker amounts sold at each maker token
-    ///         amount.
-    function sampleBuysFromLido(
-        LidoInfo memory lidoInfo,
-        address takerToken,
-        address makerToken,
-        uint256[] memory makerTokenAmounts
-    )
-        public
-        pure
-        returns (uint256[] memory)
-    {
-        _assertValidPair(makerToken, takerToken);
-
-        if (takerToken != lidoInfo.wethToken || makerToken != address(lidoInfo.stEthToken)) {
-            // Return 0 values if not buying stETH for WETH
-            uint256 numSamples = makerTokenAmounts.length;
-            uint256[] memory takerTokenAmounts = new uint256[](numSamples);
-            return takerTokenAmounts;
-        }
-
-        // Minting stETH is always 1:1 therefore we can just return the same amounts back
-        return makerTokenAmounts;
-    }
-
-}

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

@@ -1,132 +0,0 @@
-// SPDX-License-Identifier: Apache-2.0
-/*
-
-  Copyright 2020 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 "@0x/contracts-utils/contracts/src/v06/LibBytesV06.sol";
-import "@0x/contracts-zero-ex/contracts/src/vendor/ILiquidityProvider.sol";
-import "./ApproximateBuys.sol";
-import "./SamplerUtils.sol";
-
-
-contract LiquidityProviderSampler is
-    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).
-    /// @param takerTokenAmounts Taker token sell amount for each sample.
-    /// @return makerTokenAmounts Maker amounts bought at each taker token
-    ///         amount.
-    function sampleSellsFromLiquidityProvider(
-        address providerAddress,
-        address takerToken,
-        address makerToken,
-        uint256[] memory takerTokenAmounts
-    )
-        public
-        view
-        returns (uint256[] memory makerTokenAmounts)
-    {
-        // Initialize array of maker token amounts.
-        uint256 numSamples = takerTokenAmounts.length;
-        makerTokenAmounts = new uint256[](numSamples);
-
-        for (uint256 i = 0; i < numSamples; i++) {
-            try
-                ILiquidityProvider(providerAddress).getSellQuote
-                    {gas: DEFAULT_CALL_GAS}
-                    (
-                        IERC20TokenV06(takerToken),
-                        IERC20TokenV06(makerToken),
-                        takerTokenAmounts[i]
-                    )
-                returns (uint256 amount)
-            {
-                makerTokenAmounts[i] = amount;
-                // Break early if there are 0 amounts
-                if (makerTokenAmounts[i] == 0) {
-                    break;
-                }
-            } catch (bytes memory) {
-                // Swallow failures, leaving all results as zero.
-                break;
-            }
-        }
-    }
-
-    /// @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).
-    /// @param makerTokenAmounts Maker token buy amount for each sample.
-    /// @return takerTokenAmounts Taker amounts sold at each maker token
-    ///         amount.
-    function sampleBuysFromLiquidityProvider(
-        address providerAddress,
-        address takerToken,
-        address makerToken,
-        uint256[] memory makerTokenAmounts
-    )
-        public
-        view
-        returns (uint256[] memory takerTokenAmounts)
-    {
-        takerTokenAmounts = _sampleApproximateBuys(
-            ApproximateBuyQuoteOpts({
-                makerTokenData: abi.encode(makerToken, providerAddress),
-                takerTokenData: abi.encode(takerToken, providerAddress),
-                getSellQuoteCallback: _sampleSellForApproximateBuyFromLiquidityProvider
-            }),
-            makerTokenAmounts
-        );
-    }
-
-    function _sampleSellForApproximateBuyFromLiquidityProvider(
-        bytes memory takerTokenData,
-        bytes memory makerTokenData,
-        uint256 sellAmount
-    )
-        private
-        view
-        returns (uint256 buyAmount)
-    {
-        (address takerToken, address providerAddress) =
-            abi.decode(takerTokenData, (address, address));
-        (address makerToken) =
-            abi.decode(makerTokenData, (address));
-        try
-            this.sampleSellsFromLiquidityProvider
-                {gas: DEFAULT_CALL_GAS}
-                (providerAddress, takerToken, makerToken, _toSingleValueArray(sellAmount))
-            returns (uint256[] memory amounts)
-        {
-            return amounts[0];
-        } catch (bytes memory) {
-            // Swallow failures, leaving all results as zero.
-            return 0;
-        }
-    }
-}

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

@@ -1,127 +0,0 @@
-// SPDX-License-Identifier: Apache-2.0
-/*
-
-  Copyright 2020 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 "./interfaces/IMStable.sol";
-import "./ApproximateBuys.sol";
-import "./SamplerUtils.sol";
-
-
-contract MStableSampler is
-    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).
-    /// @param takerTokenAmounts Taker token sell amount for each sample.
-    /// @return makerTokenAmounts Maker amounts bought at each taker token
-    ///         amount.
-    function sampleSellsFromMStable(
-        address router,
-        address takerToken,
-        address makerToken,
-        uint256[] memory takerTokenAmounts
-    )
-        public
-        view
-        returns (uint256[] memory makerTokenAmounts)
-    {
-        _assertValidPair(makerToken, takerToken);
-        // Initialize array of maker token amounts.
-        uint256 numSamples = takerTokenAmounts.length;
-        makerTokenAmounts = new uint256[](numSamples);
-
-        for (uint256 i = 0; i < numSamples; i++) {
-            try
-                IMStable(router).getSwapOutput
-                    {gas: DEFAULT_CALL_GAS}
-                    (takerToken, makerToken, takerTokenAmounts[i])
-                returns (uint256 amount)
-            {
-                makerTokenAmounts[i] = amount;
-                // Break early if there are 0 amounts
-                if (makerTokenAmounts[i] == 0) {
-                    break;
-                }
-            } catch (bytes memory) {
-                // Swallow failures, leaving all results as zero.
-                break;
-            }
-        }
-    }
-
-    /// @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).
-    /// @param makerTokenAmounts Maker token buy amount for each sample.
-    /// @return takerTokenAmounts Taker amounts sold at each maker token
-    ///         amount.
-    function sampleBuysFromMStable(
-        address router,
-        address takerToken,
-        address makerToken,
-        uint256[] memory makerTokenAmounts
-    )
-        public
-        view
-        returns (uint256[] memory takerTokenAmounts)
-    {
-        return _sampleApproximateBuys(
-            ApproximateBuyQuoteOpts({
-                makerTokenData: abi.encode(makerToken, router),
-                takerTokenData: abi.encode(takerToken, router),
-                getSellQuoteCallback: _sampleSellForApproximateBuyFromMStable
-            }),
-            makerTokenAmounts
-        );
-    }
-
-    function _sampleSellForApproximateBuyFromMStable(
-        bytes memory takerTokenData,
-        bytes memory makerTokenData,
-        uint256 sellAmount
-    )
-        private
-        view
-        returns (uint256 buyAmount)
-    {
-        (address takerToken, address router) =
-            abi.decode(takerTokenData, (address, address));
-        (address makerToken) =
-            abi.decode(makerTokenData, (address));
-        try
-            this.sampleSellsFromMStable
-                (router, takerToken, makerToken, _toSingleValueArray(sellAmount))
-            returns (uint256[] memory amounts)
-        {
-            return amounts[0];
-        } catch (bytes memory) {
-            // Swallow failures, leaving all results as zero.
-            return 0;
-        }
-    }
-}

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

@@ -1,267 +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;
-pragma experimental ABIEncoderV2;
-
-import "./SamplerUtils.sol";
-import "@0x/contracts-utils/contracts/src/v06/LibMathV06.sol";
-
-interface IPSM {
-    // @dev Get the fee for selling USDC to DAI in PSM
-    // @return tin toll in [wad]
-    function tin() external view returns (uint256);
-    // @dev Get the fee for selling DAI to USDC in PSM
-    // @return tout toll out [wad]
-    function tout() external view returns (uint256);
-
-    // @dev Get the address of the PSM state Vat
-    // @return address of the Vat
-    function vat() external view returns (address);
-
-    // @dev Get the address of the underlying vault powering PSM
-    // @return address of gemJoin contract
-    function gemJoin() external view returns (address);
-
-    // @dev Get the address of DAI
-    // @return address of DAI contract
-    function dai() external view returns (address);
-
-    // @dev Sell USDC for DAI
-    // @param usr The address of the account trading USDC for DAI.
-    // @param gemAmt The amount of USDC to sell in USDC base units
-    function sellGem(
-        address usr,
-        uint256 gemAmt
-    ) external;
-    // @dev Buy USDC for DAI
-    // @param usr The address of the account trading DAI for USDC
-    // @param gemAmt The amount of USDC to buy in USDC base units
-    function buyGem(
-        address usr,
-        uint256 gemAmt
-    ) external;
-}
-
-interface IVAT {
-    // @dev Get a collateral type by identifier
-    // @param ilkIdentifier bytes32 identifier. Example: ethers.utils.formatBytes32String("PSM-USDC-A")
-    // @return ilk
-    // @return ilk.Art Total Normalised Debt in wad
-    // @return ilk.rate Accumulated Rates in ray
-    // @return ilk.spot Price with Safety Margin in ray
-    // @return ilk.line Debt Ceiling in rad
-    // @return ilk.dust Urn Debt Floor in rad
-    function ilks(
-        bytes32 ilkIdentifier
-    ) external view returns (
-        uint256 Art,
-        uint256 rate,
-        uint256 spot,
-        uint256 line,
-        uint256 dust
-    );
-}
-
-contract MakerPSMSampler is
-    SamplerUtils
-{
-    using LibSafeMathV06 for uint256;
-
-    /// @dev Information about which PSM module to use
-    struct MakerPsmInfo {
-        address psmAddress;
-        bytes32 ilkIdentifier;
-        address gemTokenAddress;
-    }
-
-    /// @dev Gas limit for MakerPsm calls.
-    uint256 constant private MAKER_PSM_CALL_GAS = 300e3; // 300k
-
-
-    // Maker units
-    // wad: fixed point decimal with 18 decimals (for basic quantities, e.g. balances)
-    uint256 constant private WAD = 10 ** 18;
-    // ray: fixed point decimal with 27 decimals (for precise quantites, e.g. ratios)
-    uint256 constant private RAY = 10 ** 27;
-    // rad: fixed point decimal with 45 decimals (result of integer multiplication with a wad and a ray)
-    uint256 constant private RAD = 10 ** 45;
-    // See https://github.com/makerdao/dss/blob/master/DEVELOPING.m
-
-    /// @dev Sample sell quotes from Maker PSM
-    function sampleSellsFromMakerPsm(
-        MakerPsmInfo memory psmInfo,
-        address takerToken,
-        address makerToken,
-        uint256[] memory takerTokenAmounts
-    )
-        public
-        view
-        returns (uint256[] memory makerTokenAmounts)
-    {
-        _assertValidPair(makerToken, takerToken);
-        IPSM psm = IPSM(psmInfo.psmAddress);
-        IVAT vat = IVAT(psm.vat());
-
-
-        uint256 numSamples = takerTokenAmounts.length;
-        makerTokenAmounts = new uint256[](numSamples);
-
-        if (makerToken != psm.dai() && takerToken != psm.dai()) {
-            return makerTokenAmounts;
-        }
-
-        for (uint256 i = 0; i < numSamples; i++) {
-            uint256 buyAmount = _samplePSMSell(psmInfo, makerToken, takerToken, takerTokenAmounts[i], psm, vat);
-
-            if (buyAmount == 0) {
-                break;
-            }
-            makerTokenAmounts[i] = buyAmount;
-        }
-    }
-
-    function sampleBuysFromMakerPsm(
-        MakerPsmInfo memory psmInfo,
-        address takerToken,
-        address makerToken,
-        uint256[] memory makerTokenAmounts
-    )
-        public
-        view
-        returns (uint256[] memory takerTokenAmounts)
-    {
-        _assertValidPair(makerToken, takerToken);
-        IPSM psm = IPSM(psmInfo.psmAddress);
-        IVAT vat = IVAT(psm.vat());
-
-        uint256 numSamples = makerTokenAmounts.length;
-        takerTokenAmounts = new uint256[](numSamples);
-        if (makerToken != psm.dai() && takerToken != psm.dai()) {
-            return takerTokenAmounts;
-        }
-
-        for (uint256 i = 0; i < numSamples; i++) {
-            uint256 sellAmount = _samplePSMBuy(psmInfo, makerToken, takerToken, makerTokenAmounts[i], psm, vat);
-
-            if (sellAmount == 0) {
-                break;
-            }
-
-            takerTokenAmounts[i] = sellAmount;
-        }
-
-    }
-
-    function _samplePSMSell(MakerPsmInfo memory psmInfo, address makerToken, address takerToken, uint256 takerTokenAmount, IPSM psm, IVAT vat)
-        private
-        view
-        returns (uint256)
-    {
-        (uint256 totalDebtInWad,,, uint256 debtCeilingInRad, uint256 debtFloorInRad) = vat.ilks(psmInfo.ilkIdentifier);
-        uint256 gemTokenBaseUnit = uint256(1e6);
-
-        if (takerToken == psmInfo.gemTokenAddress) {
-            // Simulate sellGem
-            // Selling USDC to the PSM, increasing the total debt
-            // Convert USDC 6 decimals to 18 decimals [wad]
-            uint256 takerTokenAmountInWad = takerTokenAmount.safeMul(1e12);
-
-            uint256 newTotalDebtInRad = totalDebtInWad.safeAdd(takerTokenAmountInWad).safeMul(RAY);
-
-            // PSM is too full to fit
-            if (newTotalDebtInRad >= debtCeilingInRad) {
-                return 0;
-            }
-
-            uint256 feeInWad = takerTokenAmountInWad.safeMul(psm.tin()).safeDiv(WAD);
-            uint256 makerTokenAmountInWad = takerTokenAmountInWad.safeSub(feeInWad);
-
-            return makerTokenAmountInWad;
-        } else if (makerToken == psmInfo.gemTokenAddress) {
-            // Simulate buyGem
-            // Buying USDC from the PSM, decreasing the total debt
-            // Selling DAI for USDC, already in 18 decimals [wad]
-            uint256 takerTokenAmountInWad = takerTokenAmount;
-            if (takerTokenAmountInWad > totalDebtInWad) {
-                return 0;
-            }
-            uint256 newTotalDebtInRad = totalDebtInWad.safeSub(takerTokenAmountInWad).safeMul(RAY);
-
-            // PSM is empty, not enough USDC to buy from it
-            if (newTotalDebtInRad <= debtFloorInRad) {
-                return 0;
-            }
-
-            uint256 feeDivisorInWad = WAD.safeAdd(psm.tout()); // eg. 1.001 * 10 ** 18 with 0.1% tout;
-            uint256 makerTokenAmountInGemTokenBaseUnits =  takerTokenAmountInWad.safeMul(gemTokenBaseUnit).safeDiv(feeDivisorInWad);
-
-            return makerTokenAmountInGemTokenBaseUnits;
-        }
-
-        return 0;
-    }
-
-    function _samplePSMBuy(MakerPsmInfo memory psmInfo, address makerToken, address takerToken, uint256 makerTokenAmount, IPSM psm, IVAT vat)
-        private
-        view
-        returns (uint256)
-    {
-        (uint256 totalDebtInWad,,, uint256 debtCeilingInRad, uint256 debtFloorInRad) = vat.ilks(psmInfo.ilkIdentifier);
-
-        if (takerToken == psmInfo.gemTokenAddress) {
-            // Simulate sellGem
-            // Selling USDC to the PSM, increasing the total debt
-            uint256 makerTokenAmountInWad = makerTokenAmount;
-            uint256 feeDivisorInWad = WAD.safeSub(psm.tin()); // eg. 0.999 * 10 ** 18 with 0.1% tin;
-            uint256 takerTokenAmountInWad = makerTokenAmountInWad.safeMul(WAD).safeDiv(feeDivisorInWad);
-            uint256 newTotalDebtInRad = totalDebtInWad.safeAdd(takerTokenAmountInWad).safeMul(RAY);
-
-            // PSM is too full to fit
-            if (newTotalDebtInRad >= debtCeilingInRad) {
-                return 0;
-            }
-
-            uint256 takerTokenAmountInGemInGemBaseUnits = (takerTokenAmountInWad.safeDiv(1e12)).safeAdd(1); // Add 1 to deal with cut off decimals converting to lower decimals
-
-            return takerTokenAmountInGemInGemBaseUnits;
-        } else if (makerToken == psmInfo.gemTokenAddress) {
-            // Simulate buyGem
-            // Buying USDC from the PSM, decreasing the total debt
-            uint256 makerTokenAmountInWad = makerTokenAmount.safeMul(1e12);
-            uint256 feeMultiplierInWad = WAD.safeAdd(psm.tout()); // eg. 1.001 * 10 ** 18 with 0.1% tout;
-            uint256 takerTokenAmountInWad =  makerTokenAmountInWad.safeMul(feeMultiplierInWad).safeDiv(WAD);
-            if (takerTokenAmountInWad > totalDebtInWad) {
-                return 0;
-            }
-            uint256 newTotalDebtInRad = totalDebtInWad.safeSub(takerTokenAmountInWad).safeMul(RAY);
-
-            // PSM is empty, not enough USDC to buy
-            if (newTotalDebtInRad <= debtFloorInRad) {
-                return 0;
-            }
-
-
-            return takerTokenAmountInWad;
-        }
-
-        return 0;
-    }
-
-}

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

@@ -1,169 +0,0 @@
-// SPDX-License-Identifier: Apache-2.0
-/*
-
-  Copyright 2020 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 "./interfaces/IMooniswap.sol";
-import "./ApproximateBuys.sol";
-import "./SamplerUtils.sol";
-
-
-contract MooniswapSampler is
-    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).
-    /// @param takerTokenAmounts Taker token sell amount for each sample.
-    /// @return pool The contract address for the pool
-    /// @return makerTokenAmounts Maker amounts bought at each taker token
-    ///         amount.
-    function sampleSellsFromMooniswap(
-        address registry,
-        address takerToken,
-        address makerToken,
-        uint256[] memory takerTokenAmounts
-    )
-        public
-        view
-        returns (IMooniswap pool, uint256[] memory makerTokenAmounts)
-    {
-        _assertValidPair(makerToken, takerToken);
-        uint256 numSamples = takerTokenAmounts.length;
-        makerTokenAmounts = new uint256[](numSamples);
-
-        for (uint256 i = 0; i < numSamples; i++) {
-            uint256 buyAmount = sampleSingleSellFromMooniswapPool(
-                registry,
-                takerToken,
-                makerToken,
-                takerTokenAmounts[i]
-            );
-            makerTokenAmounts[i] = buyAmount;
-            // Break early if there are 0 amounts
-            if (makerTokenAmounts[i] == 0) {
-                break;
-            }
-        }
-
-        pool = IMooniswap(
-            IMooniswapRegistry(registry).pools(takerToken, makerToken)
-        );
-    }
-
-    function sampleSingleSellFromMooniswapPool(
-        address registry,
-        address mooniswapTakerToken,
-        address mooniswapMakerToken,
-        uint256 takerTokenAmount
-    )
-        public
-        view
-        returns (uint256)
-    {
-        // Find the pool for the pair.
-        IMooniswap pool = IMooniswap(
-            IMooniswapRegistry(registry).pools(mooniswapTakerToken, mooniswapMakerToken)
-        );
-        // If there is no pool then return early
-        if (address(pool) == address(0)) {
-            return 0;
-        }
-        uint256 poolBalance = mooniswapTakerToken == address(0)
-            ? address(pool).balance
-            : IERC20TokenV06(mooniswapTakerToken).balanceOf(address(pool));
-        // If the pool balance is smaller than the sell amount
-        // don't sample to avoid multiplication overflow in buys
-        if (poolBalance < takerTokenAmount) {
-            return 0;
-        }
-        try
-            pool.getReturn
-                {gas: MOONISWAP_CALL_GAS}
-                (mooniswapTakerToken, mooniswapMakerToken, takerTokenAmount)
-            returns (uint256 amount)
-        {
-            return amount;
-        } catch (bytes memory) {
-            // Swallow failures, leaving all results as zero.
-            return 0;
-        }
-    }
-
-    /// @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).
-    /// @param makerTokenAmounts Maker token sell amount for each sample.
-    /// @return pool The contract address for the pool
-    /// @return takerTokenAmounts Taker amounts sold at each maker token
-    ///         amount.
-    function sampleBuysFromMooniswap(
-        address registry,
-        address takerToken,
-        address makerToken,
-        uint256[] memory makerTokenAmounts
-    )
-        public
-        view
-        returns (IMooniswap pool, uint256[] memory takerTokenAmounts)
-    {
-        _assertValidPair(makerToken, takerToken);
-        uint256 numSamples = makerTokenAmounts.length;
-        takerTokenAmounts = new uint256[](numSamples);
-
-        takerTokenAmounts = _sampleApproximateBuys(
-            ApproximateBuyQuoteOpts({
-                makerTokenData: abi.encode(registry, makerToken),
-                takerTokenData: abi.encode(registry, takerToken),
-                getSellQuoteCallback: _sampleSellForApproximateBuyFromMooniswap
-            }),
-            makerTokenAmounts
-        );
-
-        pool = IMooniswap(
-            IMooniswapRegistry(registry).pools(takerToken, makerToken)
-        );
-    }
-
-    function _sampleSellForApproximateBuyFromMooniswap(
-        bytes memory takerTokenData,
-        bytes memory makerTokenData,
-        uint256 sellAmount
-    )
-        private
-        view
-        returns (uint256 buyAmount)
-    {
-        (address registry, address mooniswapTakerToken) = abi.decode(takerTokenData, (address, address));
-        (address _registry, address mooniswapMakerToken) = abi.decode(makerTokenData, (address, address));
-        return sampleSingleSellFromMooniswapPool(
-            registry,
-            mooniswapTakerToken,
-            mooniswapMakerToken,
-            sellAmount
-        );
-    }
-}

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

@@ -1,82 +0,0 @@
-// SPDX-License-Identifier: Apache-2.0
-/*
-
-  Copyright 2020 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 "./interfaces/IMultiBridge.sol";
-
-
-contract MultiBridgeSampler {
-
-    /// @dev Default gas limit for multibridge calls.
-    uint256 constant private DEFAULT_CALL_GAS = 400e3; // 400k
-
-    /// @dev Sample sell quotes from MultiBridge.
-    /// @param multibridge Address of the MultiBridge contract.
-    /// @param takerToken Address of the taker token (what to sell).
-    /// @param intermediateToken The address of the intermediate token to
-    ///        use in an indirect route.
-    /// @param makerToken Address of the maker token (what to buy).
-    /// @param takerTokenAmounts Taker token sell amount for each sample.
-    /// @return makerTokenAmounts Maker amounts bought at each taker token
-    ///         amount.
-    function sampleSellsFromMultiBridge(
-        address multibridge,
-        address takerToken,
-        address intermediateToken,
-        address makerToken,
-        uint256[] memory takerTokenAmounts
-    )
-        public
-        view
-        returns (uint256[] memory makerTokenAmounts)
-    {
-        // Initialize array of maker token amounts.
-        uint256 numSamples = takerTokenAmounts.length;
-        makerTokenAmounts = new uint256[](numSamples);
-
-        // If no address provided, return all zeros.
-        if (multibridge == address(0)) {
-            return makerTokenAmounts;
-        }
-
-        for (uint256 i = 0; i < numSamples; i++) {
-            (bool didSucceed, bytes memory resultData) =
-                multibridge.staticcall.gas(DEFAULT_CALL_GAS)(
-                    abi.encodeWithSelector(
-                        IMultiBridge(0).getSellQuote.selector,
-                        takerToken,
-                        intermediateToken,
-                        makerToken,
-                        takerTokenAmounts[i]
-                    ));
-            uint256 buyAmount = 0;
-            if (didSucceed) {
-                buyAmount = abi.decode(resultData, (uint256));
-            }
-            // Exit early if the amount is too high for the source to serve
-            if (buyAmount == 0) {
-                break;
-            }
-
-            makerTokenAmounts[i] = buyAmount;
-        }
-    }
-}

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

@@ -1,239 +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;
-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";
-
-
-interface IExchange {
-
-    enum OrderStatus {
-        INVALID,
-        FILLABLE,
-        FILLED,
-        CANCELLED,
-        EXPIRED
-    }
-
-    /// @dev A standard OTC or OO limit order.
-    struct LimitOrder {
-        IERC20TokenV06 makerToken;
-        IERC20TokenV06 takerToken;
-        uint128 makerAmount;
-        uint128 takerAmount;
-        uint128 takerTokenFeeAmount;
-        address maker;
-        address taker;
-        address sender;
-        address feeRecipient;
-        bytes32 pool;
-        uint64 expiry;
-        uint256 salt;
-    }
-
-    /// @dev An RFQ limit order.
-    struct RfqOrder {
-        IERC20TokenV06 makerToken;
-        IERC20TokenV06 takerToken;
-        uint128 makerAmount;
-        uint128 takerAmount;
-        address maker;
-        address taker;
-        address txOrigin;
-        bytes32 pool;
-        uint64 expiry;
-        uint256 salt;
-    }
-
-    /// @dev Info on a limit or RFQ order.
-    struct OrderInfo {
-        bytes32 orderHash;
-        OrderStatus status;
-        uint128 takerTokenFilledAmount;
-    }
-
-    /// @dev Allowed signature types.
-    enum SignatureType {
-        ILLEGAL,
-        INVALID,
-        EIP712,
-        ETHSIGN
-    }
-
-    /// @dev Encoded EC signature.
-    struct Signature {
-        // How to validate the signature.
-        SignatureType signatureType;
-        // EC Signature data.
-        uint8 v;
-        // EC Signature data.
-        bytes32 r;
-        // EC Signature data.
-        bytes32 s;
-    }
-
-    /// @dev Get the order info for a limit order.
-    /// @param order The limit order.
-    /// @return orderInfo Info about the order.
-    function getLimitOrderInfo(LimitOrder memory order)
-        external
-        view
-        returns (OrderInfo memory orderInfo);
-
-    /// @dev Get order info, fillable amount, and signature validity for a limit order.
-    ///      Fillable amount is determined using balances and allowances of the maker.
-    /// @param order The limit order.
-    /// @param signature The order signature.
-    /// @return orderInfo Info about the order.
-    /// @return actualFillableTakerTokenAmount How much of the order is fillable
-    ///         based on maker funds, in taker tokens.
-    /// @return isSignatureValid Whether the signature is valid.
-    function getLimitOrderRelevantState(
-        LimitOrder memory order,
-        Signature calldata signature
-    )
-        external
-        view
-        returns (
-            OrderInfo memory orderInfo,
-            uint128 actualFillableTakerTokenAmount,
-            bool isSignatureValid
-        );
-}
-
-contract NativeOrderSampler {
-    using LibSafeMathV06 for uint256;
-    using LibBytesV06 for bytes;
-
-    /// @dev Gas limit for calls to `getOrderFillableTakerAmount()`.
-    uint256 constant internal DEFAULT_CALL_GAS = 200e3; // 200k
-
-    /// @dev Queries the fillable taker asset amounts of native orders.
-    ///      Effectively ignores orders that have empty signatures or
-    ///      maker/taker asset amounts (returning 0).
-    /// @param orders Native limit orders to query.
-    /// @param orderSignatures Signatures for each respective order in `orders`.
-    /// @param exchange The V4 exchange.
-    /// @return orderFillableTakerAssetAmounts How much taker asset can be filled
-    ///         by each order in `orders`.
-    function getLimitOrderFillableTakerAssetAmounts(
-        IExchange.LimitOrder[] memory orders,
-        IExchange.Signature[] memory orderSignatures,
-        IExchange exchange
-    )
-        public
-        view
-        returns (uint256[] memory orderFillableTakerAssetAmounts)
-    {
-        orderFillableTakerAssetAmounts = new uint256[](orders.length);
-        for (uint256 i = 0; i != orders.length; i++) {
-            try
-                this.getLimitOrderFillableTakerAmount
-                    {gas: DEFAULT_CALL_GAS}
-                    (
-                       orders[i],
-                       orderSignatures[i],
-                       exchange
-                    )
-                returns (uint256 amount)
-            {
-                orderFillableTakerAssetAmounts[i] = amount;
-            } catch (bytes memory) {
-                // Swallow failures, leaving all results as zero.
-                orderFillableTakerAssetAmounts[i] = 0;
-            }
-        }
-    }
-
-    /// @dev Queries the fillable taker asset amounts of native orders.
-    ///      Effectively ignores orders that have empty signatures or
-    /// @param orders Native orders to query.
-    /// @param orderSignatures Signatures for each respective order in `orders`.
-    /// @param exchange The V4 exchange.
-    /// @return orderFillableMakerAssetAmounts How much maker asset can be filled
-    ///         by each order in `orders`.
-    function getLimitOrderFillableMakerAssetAmounts(
-        IExchange.LimitOrder[] memory orders,
-        IExchange.Signature[] memory orderSignatures,
-        IExchange exchange
-    )
-        public
-        view
-        returns (uint256[] memory orderFillableMakerAssetAmounts)
-    {
-        orderFillableMakerAssetAmounts = getLimitOrderFillableTakerAssetAmounts(
-            orders,
-            orderSignatures,
-            exchange
-        );
-        // `orderFillableMakerAssetAmounts` now holds taker asset amounts, so
-        // convert them to maker asset amounts.
-        for (uint256 i = 0; i < orders.length; ++i) {
-            if (orderFillableMakerAssetAmounts[i] != 0) {
-                orderFillableMakerAssetAmounts[i] = LibMathV06.getPartialAmountCeil(
-                    orderFillableMakerAssetAmounts[i],
-                    orders[i].takerAmount,
-                    orders[i].makerAmount
-                );
-            }
-        }
-    }
-
-    /// @dev Get the fillable taker amount of an order, taking into account
-    ///      order state, maker fees, and maker balances.
-    function getLimitOrderFillableTakerAmount(
-        IExchange.LimitOrder memory order,
-        IExchange.Signature memory signature,
-        IExchange exchange
-    )
-        virtual
-        public
-        view
-        returns (uint256 fillableTakerAmount)
-    {
-        if (signature.signatureType == IExchange.SignatureType.ILLEGAL ||
-            signature.signatureType == IExchange.SignatureType.INVALID ||
-            order.makerAmount == 0 ||
-            order.takerAmount == 0)
-        {
-            return 0;
-        }
-
-        (
-            IExchange.OrderInfo memory orderInfo,
-            uint128 remainingFillableTakerAmount,
-            bool isSignatureValid
-        ) = exchange.getLimitOrderRelevantState(order, signature);
-
-        if (
-              orderInfo.status != IExchange.OrderStatus.FILLABLE ||
-              !isSignatureValid ||
-              order.makerToken == IERC20TokenV06(0)
-            ) {
-            return 0;
-        }
-
-        fillableTakerAmount = uint256(remainingFillableTakerAmount);
-    }
-}

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

@@ -1,58 +0,0 @@
-// SPDX-License-Identifier: Apache-2.0
-/*
-
-  Copyright 2020 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 "@0x/contracts-erc20/contracts/src/v06/LibERC20TokenV06.sol";
-
-
-contract SamplerUtils {
-
-    /// @dev Overridable way to get token decimals.
-    /// @param tokenAddress Address of the token.
-    /// @return decimals The decimal places for the token.
-    function _getTokenDecimals(address tokenAddress)
-        virtual
-        internal
-        view
-        returns (uint8 decimals)
-    {
-        return LibERC20TokenV06.compatDecimals(IERC20TokenV06(tokenAddress));
-    }
-
-    function _toSingleValueArray(uint256 v)
-        internal
-        pure
-        returns (uint256[] memory arr)
-    {
-        arr = new uint256[](1);
-        arr[0] = v;
-    }
-
-    /// @dev Assert that the tokens in a trade pair are valid.
-    /// @param makerToken Address of the maker token.
-    /// @param takerToken Address of the taker token.
-    function _assertValidPair(address makerToken, address takerToken)
-        internal
-        pure
-    {
-        require(makerToken != takerToken, "ERC20BridgeSampler/INVALID_TOKEN_PAIR");
-    }
-}

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

@@ -1,126 +0,0 @@
-// SPDX-License-Identifier: Apache-2.0
-/*
-
-  Copyright 2020 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 "./ApproximateBuys.sol";
-import "./interfaces/IShell.sol";
-import "./SamplerUtils.sol";
-
-
-contract ShellSampler is
-    SamplerUtils,
-    ApproximateBuys
-{
-
-    struct ShellInfo {
-        address poolAddress;
-    }
-
-    /// @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).
-    /// @param takerTokenAmounts Taker token sell amount for each sample.
-    /// @return makerTokenAmounts Maker amounts bought at each taker token
-    ///         amount.
-    function sampleSellsFromShell(
-        address pool,
-        address takerToken,
-        address makerToken,
-        uint256[] memory takerTokenAmounts
-    )
-        public
-        view
-        returns (uint256[] memory makerTokenAmounts)
-    {
-        // Initialize array of maker token amounts.
-        uint256 numSamples = takerTokenAmounts.length;
-        makerTokenAmounts = new uint256[](numSamples);
-
-        for (uint256 i = 0; i < numSamples; i++) {
-            try
-                IShell(pool).viewOriginSwap
-                    {gas: DEFAULT_CALL_GAS}
-                    (takerToken, makerToken, takerTokenAmounts[i])
-                returns (uint256 amount)
-            {
-                makerTokenAmounts[i] = amount;
-            } catch (bytes memory) {
-                // Swallow failures, leaving all results as zero.
-                break;
-            }
-        }
-    }
-
-    /// @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).
-    /// @param makerTokenAmounts Maker token buy amount for each sample.
-    /// @return takerTokenAmounts Taker amounts sold at each maker token
-    ///         amount.
-    function sampleBuysFromShell(
-        address pool,
-        address takerToken,
-        address makerToken,
-        uint256[] memory makerTokenAmounts
-    )
-        public
-        view
-        returns (uint256[] memory takerTokenAmounts)
-    {
-        return _sampleApproximateBuys(
-            ApproximateBuyQuoteOpts({
-                makerTokenData: abi.encode(makerToken, pool),
-                takerTokenData: abi.encode(takerToken, pool),
-                getSellQuoteCallback: _sampleSellForApproximateBuyFromShell
-            }),
-            makerTokenAmounts
-        );
-    }
-
-    function _sampleSellForApproximateBuyFromShell(
-        bytes memory takerTokenData,
-        bytes memory makerTokenData,
-        uint256 sellAmount
-    )
-        private
-        view
-        returns (uint256 buyAmount)
-    {
-        (address takerToken, address pool) = abi.decode(takerTokenData, (address, address));
-        (address makerToken) = abi.decode(makerTokenData, (address));
-
-        try
-            this.sampleSellsFromShell
-                (pool, takerToken, makerToken, _toSingleValueArray(sellAmount))
-            returns (uint256[] memory amounts)
-        {
-            return amounts[0];
-        } catch (bytes memory) {
-            // Swallow failures, leaving all results as zero.
-            return 0;
-        }
-    }
-}

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

@@ -1,156 +0,0 @@
-// SPDX-License-Identifier: Apache-2.0
-/*
-
-  Copyright 2020 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 "./interfaces/ISmoothy.sol";
-import "./ApproximateBuys.sol";
-import "./SamplerUtils.sol";
-import "./interfaces/ISmoothy.sol";
-
-contract SmoothySampler is
-    SamplerUtils,
-    ApproximateBuys
-{
-    /// @dev Information for sampling from smoothy sources.
-    struct SmoothyInfo {
-        address poolAddress;
-        bytes4 sellQuoteFunctionSelector;
-        bytes4 buyQuoteFunctionSelector;
-    }
-
-    /// @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).
-    /// @param takerTokenAmounts Taker token sell amount for each sample.
-    /// @return makerTokenAmounts Maker amounts bought at each taker token
-    ///         amount.
-    function sampleSellsFromSmoothy(
-        SmoothyInfo memory smoothyInfo,
-        int128 fromTokenIdx,
-        int128 toTokenIdx,
-        uint256[] memory takerTokenAmounts
-    )
-        public
-        view
-        returns (uint256[] memory makerTokenAmounts)
-    {
-        // Basically a Curve fork
-
-        // Smoothy only keep a percentage of its tokens available in reserve
-        uint256 poolReserveMakerAmount = ISmoothy(smoothyInfo.poolAddress).getBalance(uint256(toTokenIdx)) -
-                                         ISmoothy(smoothyInfo.poolAddress)._yBalances(uint256(toTokenIdx));
-        (, , , uint256 decimals) = ISmoothy(smoothyInfo.poolAddress).getTokenStats(uint256(toTokenIdx));
-        poolReserveMakerAmount = poolReserveMakerAmount/(10**(18-decimals));
-
-        uint256 numSamples = takerTokenAmounts.length;
-        makerTokenAmounts = new uint256[](numSamples);
-        for (uint256 i = 0; i < numSamples; i++) {
-            (bool didSucceed, bytes memory resultData) =
-                smoothyInfo.poolAddress.staticcall.gas(SMOOTHY_CALL_GAS)(
-                    abi.encodeWithSelector(
-                        smoothyInfo.sellQuoteFunctionSelector,
-                        fromTokenIdx,
-                        toTokenIdx,
-                        takerTokenAmounts[i]
-                    ));
-            uint256 buyAmount = 0;
-            if (didSucceed) {
-                buyAmount = abi.decode(resultData, (uint256));
-            }
-
-            // Make sure the quoted buyAmount is available in the pool reserve
-            if (buyAmount >= poolReserveMakerAmount) {
-                // Assign pool reserve amount for all higher samples to break early
-                for (uint256 j = i; j < numSamples; j++) {
-                    makerTokenAmounts[j] = poolReserveMakerAmount;
-                }
-                break;
-            } else {
-                makerTokenAmounts[i] = buyAmount;
-            }
-
-            // Break early if there are 0 amounts
-            if (makerTokenAmounts[i] == 0) {
-                break;
-            }
-        }
-    }
-
-    /// @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).
-    /// @param makerTokenAmounts Maker token buy amount for each sample.
-    /// @return takerTokenAmounts Taker amounts sold at each maker token
-    ///         amount.
-    function sampleBuysFromSmoothy(
-        SmoothyInfo memory smoothyInfo,
-        int128 fromTokenIdx,
-        int128 toTokenIdx,
-        uint256[] memory makerTokenAmounts
-    )
-        public
-        view
-        returns (uint256[] memory takerTokenAmounts)
-    {
-        // Buys not supported so approximate it.
-        return _sampleApproximateBuys(
-            ApproximateBuyQuoteOpts({
-                makerTokenData: abi.encode(toTokenIdx, smoothyInfo),
-                takerTokenData: abi.encode(fromTokenIdx, smoothyInfo),
-                getSellQuoteCallback: _sampleSellForApproximateBuyFromSmoothy
-            }),
-            makerTokenAmounts
-        );
-    }
-
-    function _sampleSellForApproximateBuyFromSmoothy(
-        bytes memory takerTokenData,
-        bytes memory makerTokenData,
-        uint256 sellAmount
-    )
-        private
-        view
-        returns (uint256 buyAmount)
-    {
-        (int128 takerTokenIdx, SmoothyInfo memory smoothyInfo) =
-            abi.decode(takerTokenData, (int128, SmoothyInfo));
-        (int128 makerTokenIdx) =
-            abi.decode(makerTokenData, (int128));
-        (bool success, bytes memory resultData) =
-            address(this).staticcall(abi.encodeWithSelector(
-                this.sampleSellsFromSmoothy.selector,
-                smoothyInfo,
-                takerTokenIdx,
-                makerTokenIdx,
-                _toSingleValueArray(sellAmount)
-            ));
-        if (!success) {
-            return 0;
-        }
-        // solhint-disable-next-line indent
-        return abi.decode(resultData, (uint256[]))[0];
-    }
-}

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

@@ -1,124 +0,0 @@
-// SPDX-License-Identifier: Apache-2.0
-/*
-
-  Copyright 2020 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 "@0x/contracts-utils/contracts/src/v06/LibBytesV06.sol";
-
-
-contract TwoHopSampler {
-    using LibBytesV06 for bytes;
-
-    struct HopInfo {
-        uint256 sourceIndex;
-        bytes returnData;
-    }
-
-    function sampleTwoHopSell(
-        bytes[] memory firstHopCalls,
-        bytes[] memory secondHopCalls,
-        uint256 sellAmount
-    )
-        public
-        returns (
-            HopInfo memory firstHop,
-            HopInfo memory secondHop,
-            uint256 buyAmount
-        )
-    {
-        uint256 intermediateAssetAmount = 0;
-        for (uint256 i = 0; i != firstHopCalls.length; ++i) {
-            firstHopCalls[i].writeUint256(firstHopCalls[i].length - 32, sellAmount);
-            (bool didSucceed, bytes memory returnData) = address(this).call(firstHopCalls[i]);
-            if (didSucceed) {
-                uint256 amount = returnData.readUint256(returnData.length - 32);
-                if (amount > intermediateAssetAmount) {
-                    intermediateAssetAmount = amount;
-                    firstHop.sourceIndex = i;
-                    firstHop.returnData = returnData;
-                }
-            }
-        }
-        if (intermediateAssetAmount == 0) {
-            return (firstHop, secondHop, buyAmount);
-        }
-        for (uint256 j = 0; j != secondHopCalls.length; ++j) {
-            secondHopCalls[j].writeUint256(secondHopCalls[j].length - 32, intermediateAssetAmount);
-            (bool didSucceed, bytes memory returnData) = address(this).call(secondHopCalls[j]);
-            if (didSucceed) {
-                uint256 amount = returnData.readUint256(returnData.length - 32);
-                if (amount > buyAmount) {
-                    buyAmount = amount;
-                    secondHop.sourceIndex = j;
-                    secondHop.returnData = returnData;
-                }
-            }
-        }
-    }
-
-    function sampleTwoHopBuy(
-        bytes[] memory firstHopCalls,
-        bytes[] memory secondHopCalls,
-        uint256 buyAmount
-    )
-        public
-        returns (
-            HopInfo memory firstHop,
-            HopInfo memory secondHop,
-            uint256 sellAmount
-        )
-    {
-        sellAmount = uint256(-1);
-        uint256 intermediateAssetAmount = uint256(-1);
-        for (uint256 j = 0; j != secondHopCalls.length; ++j) {
-            secondHopCalls[j].writeUint256(secondHopCalls[j].length - 32, buyAmount);
-            (bool didSucceed, bytes memory returnData) = address(this).call(secondHopCalls[j]);
-            if (didSucceed) {
-                uint256 amount = returnData.readUint256(returnData.length - 32);
-                if (
-                    amount > 0 &&
-                    amount < intermediateAssetAmount
-                ) {
-                    intermediateAssetAmount = amount;
-                    secondHop.sourceIndex = j;
-                    secondHop.returnData = returnData;
-                }
-            }
-        }
-        if (intermediateAssetAmount == uint256(-1)) {
-            return (firstHop, secondHop, sellAmount);
-        }
-        for (uint256 i = 0; i != firstHopCalls.length; ++i) {
-            firstHopCalls[i].writeUint256(firstHopCalls[i].length - 32, intermediateAssetAmount);
-            (bool didSucceed, bytes memory returnData) = address(this).call(firstHopCalls[i]);
-            if (didSucceed) {
-                uint256 amount = returnData.readUint256(returnData.length - 32);
-                if (
-                    amount > 0 &&
-                    amount < sellAmount
-                ) {
-                    sellAmount = amount;
-                    firstHop.sourceIndex = i;
-                    firstHop.returnData = returnData;
-                }
-            }
-        }
-    }
-}

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

@@ -1,214 +0,0 @@
-// SPDX-License-Identifier: Apache-2.0
-/*
-
-  Copyright 2020 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 "./interfaces/IUniswapExchangeQuotes.sol";
-import "./SamplerUtils.sol";
-
-
-interface IUniswapExchangeFactory {
-
-    /// @dev Get the exchange for a token.
-    /// @param tokenAddress The address of the token contract.
-    function getExchange(address tokenAddress)
-        external
-        view
-        returns (address);
-}
-
-
-contract UniswapSampler is
-    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).
-    /// @param takerTokenAmounts Taker token sell amount for each sample.
-    /// @return makerTokenAmounts Maker amounts bought at each taker token
-    ///         amount.
-    function sampleSellsFromUniswap(
-        address router,
-        address takerToken,
-        address makerToken,
-        uint256[] memory takerTokenAmounts
-    )
-        public
-        view
-        returns (uint256[] memory makerTokenAmounts)
-    {
-        _assertValidPair(makerToken, takerToken);
-        uint256 numSamples = takerTokenAmounts.length;
-        makerTokenAmounts = new uint256[](numSamples);
-
-        IUniswapExchangeQuotes takerTokenExchange = takerToken == address(0) ?
-            IUniswapExchangeQuotes(0) : _getUniswapExchange(router, takerToken);
-        IUniswapExchangeQuotes makerTokenExchange = makerToken == address(0) ?
-            IUniswapExchangeQuotes(0) : _getUniswapExchange(router, makerToken);
-        for (uint256 i = 0; i < numSamples; i++) {
-            bool didSucceed = true;
-            if (makerToken == address(0)) {
-                (makerTokenAmounts[i], didSucceed) = _callUniswapExchangePriceFunction(
-                    address(takerTokenExchange),
-                    takerTokenExchange.getTokenToEthInputPrice.selector,
-                    takerTokenAmounts[i]
-                );
-            } else if (takerToken == address(0)) {
-                (makerTokenAmounts[i], didSucceed) = _callUniswapExchangePriceFunction(
-                    address(makerTokenExchange),
-                    makerTokenExchange.getEthToTokenInputPrice.selector,
-                    takerTokenAmounts[i]
-                );
-            } else {
-                uint256 ethBought;
-                (ethBought, didSucceed) = _callUniswapExchangePriceFunction(
-                    address(takerTokenExchange),
-                    takerTokenExchange.getTokenToEthInputPrice.selector,
-                    takerTokenAmounts[i]
-                );
-                if (ethBought != 0) {
-                    (makerTokenAmounts[i], didSucceed) = _callUniswapExchangePriceFunction(
-                        address(makerTokenExchange),
-                        makerTokenExchange.getEthToTokenInputPrice.selector,
-                        ethBought
-                    );
-                } else {
-                    makerTokenAmounts[i] = 0;
-                }
-            }
-            // Break early if amounts are 0
-            if (!didSucceed || makerTokenAmounts[i] == 0) {
-                break;
-            }
-        }
-    }
-
-    /// @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(
-        address router,
-        address takerToken,
-        address makerToken,
-        uint256[] memory makerTokenAmounts
-    )
-        public
-        view
-        returns (uint256[] memory takerTokenAmounts)
-    {
-        _assertValidPair(makerToken, takerToken);
-        uint256 numSamples = makerTokenAmounts.length;
-        takerTokenAmounts = new uint256[](numSamples);
-
-        IUniswapExchangeQuotes takerTokenExchange = takerToken == address(0) ?
-            IUniswapExchangeQuotes(0) : _getUniswapExchange(router, takerToken);
-        IUniswapExchangeQuotes makerTokenExchange = makerToken == address(0) ?
-            IUniswapExchangeQuotes(0) : _getUniswapExchange(router, makerToken);
-        for (uint256 i = 0; i < numSamples; i++) {
-            bool didSucceed = true;
-            if (makerToken == address(0)) {
-                (takerTokenAmounts[i], didSucceed) = _callUniswapExchangePriceFunction(
-                    address(takerTokenExchange),
-                    takerTokenExchange.getTokenToEthOutputPrice.selector,
-                    makerTokenAmounts[i]
-                );
-            } else if (takerToken == address(0)) {
-                (takerTokenAmounts[i], didSucceed) = _callUniswapExchangePriceFunction(
-                    address(makerTokenExchange),
-                    makerTokenExchange.getEthToTokenOutputPrice.selector,
-                    makerTokenAmounts[i]
-                );
-            } else {
-                uint256 ethSold;
-                (ethSold, didSucceed) = _callUniswapExchangePriceFunction(
-                    address(makerTokenExchange),
-                    makerTokenExchange.getEthToTokenOutputPrice.selector,
-                    makerTokenAmounts[i]
-                );
-                if (ethSold != 0) {
-                    (takerTokenAmounts[i], didSucceed) = _callUniswapExchangePriceFunction(
-                        address(takerTokenExchange),
-                        takerTokenExchange.getTokenToEthOutputPrice.selector,
-                        ethSold
-                    );
-                } else {
-                    takerTokenAmounts[i] = 0;
-                }
-            }
-            // Break early if amounts are 0
-            if (!didSucceed || takerTokenAmounts[i] == 0) {
-                break;
-            }
-        }
-    }
-
-    /// @dev Gracefully calls a Uniswap pricing function.
-    /// @param uniswapExchangeAddress Address of an `IUniswapExchangeQuotes` exchange.
-    /// @param functionSelector Selector of the target function.
-    /// @param inputAmount Quantity parameter particular to the pricing function.
-    /// @return outputAmount The returned amount from the function call. Will be
-    ///         zero if the call fails or if `uniswapExchangeAddress` is zero.
-    function _callUniswapExchangePriceFunction(
-        address uniswapExchangeAddress,
-        bytes4 functionSelector,
-        uint256 inputAmount
-    )
-        private
-        view
-        returns (uint256 outputAmount, bool didSucceed)
-    {
-        if (uniswapExchangeAddress == address(0)) {
-            return (outputAmount, didSucceed);
-        }
-        bytes memory resultData;
-        (didSucceed, resultData) =
-            uniswapExchangeAddress.staticcall.gas(UNISWAP_CALL_GAS)(
-                abi.encodeWithSelector(
-                    functionSelector,
-                    inputAmount
-                ));
-        if (didSucceed) {
-            outputAmount = abi.decode(resultData, (uint256));
-        }
-    }
-
-    /// @dev Retrive an existing Uniswap exchange contract.
-    ///      Throws if the exchange does not exist.
-    /// @param router Address of the Uniswap router.
-    /// @param tokenAddress Address of the token contract.
-    /// @return exchange `IUniswapExchangeQuotes` for the token.
-    function _getUniswapExchange(address router, address tokenAddress)
-        private
-        view
-        returns (IUniswapExchangeQuotes exchange)
-    {
-        exchange = IUniswapExchangeQuotes(
-            address(IUniswapExchangeFactory(router)
-            .getExchange(tokenAddress))
-        );
-    }
-}

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

@@ -1,102 +0,0 @@
-// SPDX-License-Identifier: Apache-2.0
-/*
-
-  Copyright 2020 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 "./interfaces/IUniswapV2Router01.sol";
-
-
-contract UniswapV2Sampler
-{
-    /// @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
-    /// @param takerTokenAmounts Taker token sell amount for each sample.
-    /// @return makerTokenAmounts Maker amounts bought at each taker token
-    ///         amount.
-    function sampleSellsFromUniswapV2(
-        address router,
-        address[] memory path,
-        uint256[] memory takerTokenAmounts
-    )
-        public
-        view
-        returns (uint256[] memory makerTokenAmounts)
-    {
-        uint256 numSamples = takerTokenAmounts.length;
-        makerTokenAmounts = new uint256[](numSamples);
-        for (uint256 i = 0; i < numSamples; i++) {
-            try
-                IUniswapV2Router01(router).getAmountsOut
-                    {gas: UNISWAPV2_CALL_GAS}
-                    (takerTokenAmounts[i], path)
-                returns (uint256[] memory amounts)
-            {
-                makerTokenAmounts[i] = amounts[path.length - 1];
-                // Break early if there are 0 amounts
-                if (makerTokenAmounts[i] == 0) {
-                    break;
-                }
-            } catch (bytes memory) {
-                // Swallow failures, leaving all results as zero.
-                break;
-            }
-        }
-    }
-
-    /// @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(
-        address router,
-        address[] memory path,
-        uint256[] memory makerTokenAmounts
-    )
-        public
-        view
-        returns (uint256[] memory takerTokenAmounts)
-    {
-        uint256 numSamples = makerTokenAmounts.length;
-        takerTokenAmounts = new uint256[](numSamples);
-        for (uint256 i = 0; i < numSamples; i++) {
-            try
-                IUniswapV2Router01(router).getAmountsIn
-                    {gas: UNISWAPV2_CALL_GAS}
-                    (makerTokenAmounts[i], path)
-                returns (uint256[] memory amounts)
-            {
-                takerTokenAmounts[i] = amounts[0];
-                // Break early if there are 0 amounts
-                if (takerTokenAmounts[i] == 0) {
-                    break;
-                }
-            } catch (bytes memory) {
-                // Swallow failures, leaving all results as zero.
-                break;
-            }
-        }
-    }
-}

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

@@ -1,313 +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;
-pragma experimental ABIEncoderV2;
-
-import "@0x/contracts-erc20/contracts/src/v06/IERC20TokenV06.sol";
-
-interface IUniswapV3Quoter {
-    function factory()
-        external
-        view
-        returns (IUniswapV3Factory factory);
-    function quoteExactInput(bytes memory path, uint256 amountIn)
-        external
-        returns (uint256 amountOut);
-    function quoteExactOutput(bytes memory path, uint256 amountOut)
-        external
-        returns (uint256 amountIn);
-}
-
-interface IUniswapV3Factory {
-    function getPool(IERC20TokenV06 a, IERC20TokenV06 b, uint24 fee)
-        external
-        view
-        returns (IUniswapV3Pool pool);
-}
-
-interface IUniswapV3Pool {
-    function token0() external view returns (IERC20TokenV06);
-    function token1() external view returns (IERC20TokenV06);
-    function fee() external view returns (uint24);
-}
-
-contract UniswapV3Sampler
-{
-    /// @dev Gas limit for UniswapV3 calls. This is 100% a guess.
-    uint256 constant private QUOTE_GAS = 300e3;
-
-    /// @dev Sample sell quotes from UniswapV3.
-    /// @param quoter UniswapV3 Quoter contract.
-    /// @param path Token route. Should be takerToken -> makerToken
-    /// @param takerTokenAmounts Taker token sell amount for each sample.
-    /// @return uniswapPaths The encoded uniswap path for each sample.
-    /// @return makerTokenAmounts Maker amounts bought at each taker token
-    ///         amount.
-    function sampleSellsFromUniswapV3(
-        IUniswapV3Quoter quoter,
-        IERC20TokenV06[] memory path,
-        uint256[] memory takerTokenAmounts
-    )
-        public
-        returns (
-            bytes[] memory uniswapPaths,
-            uint256[] memory makerTokenAmounts
-        )
-    {
-        IUniswapV3Pool[][] memory poolPaths =
-            _getValidPoolPaths(quoter.factory(), path, 0);
-
-        makerTokenAmounts = new uint256[](takerTokenAmounts.length);
-        uniswapPaths = new bytes[](takerTokenAmounts.length);
-
-        for (uint256 i = 0; i < takerTokenAmounts.length; ++i) {
-            // Pick the best result from all the paths.
-            bytes memory topUniswapPath;
-            uint256 topBuyAmount = 0;
-            for (uint256 j = 0; j < poolPaths.length; ++j) {
-                bytes memory uniswapPath = _toUniswapPath(path, poolPaths[j]);
-                try
-                    quoter.quoteExactInput
-                        { gas: QUOTE_GAS }
-                        (uniswapPath, takerTokenAmounts[i])
-                        returns (uint256 buyAmount)
-                {
-                    if (topBuyAmount <= buyAmount) {
-                        topBuyAmount = buyAmount;
-                        topUniswapPath = uniswapPath;
-                    }
-                } catch { }
-            }
-            // Break early if we can't complete the buys.
-            if (topBuyAmount == 0) {
-                break;
-            }
-            makerTokenAmounts[i] = topBuyAmount;
-            uniswapPaths[i] = topUniswapPath;
-        }
-    }
-
-    /// @dev Sample buy quotes from UniswapV3.
-    /// @param quoter UniswapV3 Quoter contract.
-    /// @param path Token route. Should be takerToken -> makerToken.
-    /// @param makerTokenAmounts Maker token buy amount for each sample.
-    /// @return uniswapPaths The encoded uniswap path for each sample.
-    /// @return takerTokenAmounts Taker amounts sold at each maker token
-    ///         amount.
-    function sampleBuysFromUniswapV3(
-        IUniswapV3Quoter quoter,
-        IERC20TokenV06[] memory path,
-        uint256[] memory makerTokenAmounts
-    )
-        public
-        returns (
-            bytes[] memory uniswapPaths,
-            uint256[] memory takerTokenAmounts
-        )
-    {
-        IUniswapV3Pool[][] memory poolPaths =
-            _getValidPoolPaths(quoter.factory(), path, 0);
-        IERC20TokenV06[] memory reversedPath = _reverseTokenPath(path);
-
-        takerTokenAmounts = new uint256[](makerTokenAmounts.length);
-        uniswapPaths = new bytes[](makerTokenAmounts.length);
-
-        for (uint256 i = 0; i < makerTokenAmounts.length; ++i) {
-            // Pick the best result from all the paths.
-            bytes memory topUniswapPath;
-            uint256 topSellAmount = 0;
-            for (uint256 j = 0; j < poolPaths.length; ++j) {
-                // quoter requires path to be reversed for buys.
-                bytes memory uniswapPath = _toUniswapPath(
-                    reversedPath,
-                    _reversePoolPath(poolPaths[j])
-                );
-                try
-                    quoter.quoteExactOutput
-                        { gas: QUOTE_GAS }
-                        (uniswapPath, makerTokenAmounts[i])
-                        returns (uint256 sellAmount)
-                {
-                    if (topSellAmount == 0 || topSellAmount >= sellAmount) {
-                        topSellAmount = sellAmount;
-                        // But the output path should still be encoded for sells.
-                        topUniswapPath = _toUniswapPath(path, poolPaths[j]);
-                    }
-                } catch {}
-            }
-            // Break early if we can't complete the buys.
-            if (topSellAmount == 0) {
-                break;
-            }
-            takerTokenAmounts[i] = topSellAmount;
-            uniswapPaths[i] = topUniswapPath;
-        }
-    }
-
-    function _getValidPoolPaths(
-        IUniswapV3Factory factory,
-        IERC20TokenV06[] memory tokenPath,
-        uint256 startIndex
-    )
-        private
-        view
-        returns (IUniswapV3Pool[][] memory poolPaths)
-    {
-        require(
-            tokenPath.length - startIndex >= 2,
-            "UniswapV3Sampler/tokenPath too short"
-        );
-        uint24[3] memory validPoolFees = [
-            // The launch pool fees. Could get hairier if they add more.
-            uint24(0.0005e6),
-            uint24(0.003e6),
-            uint24(0.01e6)
-        ];
-        IUniswapV3Pool[] memory validPools =
-            new IUniswapV3Pool[](validPoolFees.length);
-        uint256 numValidPools = 0;
-        {
-            IERC20TokenV06 inputToken = tokenPath[startIndex];
-            IERC20TokenV06 outputToken = tokenPath[startIndex + 1];
-            for (uint256 i = 0; i < validPoolFees.length; ++i) {
-                IUniswapV3Pool pool =
-                factory.getPool(inputToken, outputToken, validPoolFees[i]);
-                if (_isValidPool(pool)) {
-                    validPools[numValidPools++] = pool;
-                }
-            }
-        }
-        if (numValidPools == 0) {
-            // No valid pools for this hop.
-            return poolPaths;
-        }
-        if (startIndex + 2 == tokenPath.length) {
-            // End of path.
-            poolPaths = new IUniswapV3Pool[][](numValidPools);
-            for (uint256 i = 0; i < numValidPools; ++i) {
-                poolPaths[i] = new IUniswapV3Pool[](1);
-                poolPaths[i][0] = validPools[i];
-            }
-            return poolPaths;
-        }
-        // Get paths for subsequent hops.
-        IUniswapV3Pool[][] memory subsequentPoolPaths =
-            _getValidPoolPaths(factory, tokenPath, startIndex + 1);
-        if (subsequentPoolPaths.length == 0) {
-            // Could not complete the path.
-            return poolPaths;
-        }
-        // Combine our pools with the next hop paths.
-        poolPaths = new IUniswapV3Pool[][](
-            numValidPools * subsequentPoolPaths.length
-        );
-        for (uint256 i = 0; i < numValidPools; ++i) {
-            for (uint256 j = 0; j < subsequentPoolPaths.length; ++j) {
-                uint256 o = i * subsequentPoolPaths.length + j;
-                // Prepend pool to the subsequent path.
-                poolPaths[o] =
-                    new IUniswapV3Pool[](1 + subsequentPoolPaths[j].length);
-                poolPaths[o][0] = validPools[i];
-                for (uint256 k = 0; k < subsequentPoolPaths[j].length; ++k) {
-                    poolPaths[o][1 + k] = subsequentPoolPaths[j][k];
-                }
-            }
-        }
-        return poolPaths;
-    }
-
-    function _reverseTokenPath(IERC20TokenV06[] memory tokenPath)
-        private
-        returns (IERC20TokenV06[] memory reversed)
-    {
-        reversed = new IERC20TokenV06[](tokenPath.length);
-        for (uint256 i = 0; i < tokenPath.length; ++i) {
-            reversed[i] = tokenPath[tokenPath.length - i - 1];
-        }
-    }
-
-    function _reversePoolPath(IUniswapV3Pool[] memory poolPath)
-        private
-        returns (IUniswapV3Pool[] memory reversed)
-    {
-        reversed = new IUniswapV3Pool[](poolPath.length);
-        for (uint256 i = 0; i < poolPath.length; ++i) {
-            reversed[i] = poolPath[poolPath.length - i - 1];
-        }
-    }
-
-    function _isValidPool(IUniswapV3Pool pool)
-        private
-        view
-        returns (bool isValid)
-    {
-        // Check if it has been deployed.
-        {
-            uint256 codeSize;
-            assembly {
-                codeSize := extcodesize(pool)
-            }
-            if (codeSize == 0) {
-                return false;
-            }
-        }
-        // Must have a balance of both tokens.
-        if (pool.token0().balanceOf(address(pool)) == 0) {
-            return false;
-        }
-        if (pool.token1().balanceOf(address(pool)) == 0) {
-            return false;
-        }
-        return true;
-    }
-
-    function _toUniswapPath(
-        IERC20TokenV06[] memory tokenPath,
-        IUniswapV3Pool[] memory poolPath
-    )
-        private
-        view
-        returns (bytes memory uniswapPath)
-    {
-        require(
-            tokenPath.length >= 2 && tokenPath.length == poolPath.length + 1,
-            "UniswapV3Sampler/invalid path lengths"
-        );
-        // Uniswap paths are tightly packed as:
-        // [token0, token0token1PairFee, token1, token1Token2PairFee, token2, ...]
-        uniswapPath = new bytes(tokenPath.length * 20 + poolPath.length * 3);
-        uint256 o;
-        assembly { o := add(uniswapPath, 32) }
-        for (uint256 i = 0; i < tokenPath.length; ++i) {
-            if (i > 0) {
-                uint24 poolFee = poolPath[i - 1].fee();
-                assembly {
-                    mstore(o, shl(232, poolFee))
-                    o := add(o, 3)
-                }
-            }
-            IERC20TokenV06 token = tokenPath[i];
-            assembly {
-                mstore(o, shl(96, token))
-                o := add(o, 20)
-            }
-        }
-    }
-}

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

@@ -1,80 +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;
-pragma experimental ABIEncoderV2;
-
-import "@0x/contracts-erc20/contracts/src/v06/LibERC20TokenV06.sol";
-
-contract UtilitySampler {
-
-    using LibERC20TokenV06 for IERC20TokenV06;
-
-    IERC20TokenV06 private immutable UTILITY_ETH_ADDRESS = IERC20TokenV06(0xEeeeeEeeeEeEeeEeEeEeeEEEeeeeEeeeeeeeEEeE);
-
-    function getTokenDecimals(IERC20TokenV06[] memory tokens)
-        public
-        view
-        returns (uint256[] memory decimals)
-    {
-        decimals = new uint256[](tokens.length);
-        for (uint256 i = 0; i != tokens.length; i++) {
-            decimals[i] = tokens[i] == UTILITY_ETH_ADDRESS
-                ? 18
-                : tokens[i].compatDecimals();
-        }
-    }
-
-    function getBalanceOf(IERC20TokenV06[] memory tokens, address account)
-        public
-        view
-        returns (uint256[] memory balances)
-    {
-        balances = new uint256[](tokens.length);
-        for (uint256 i = 0; i != tokens.length; i++) {
-            balances[i] = tokens[i] == UTILITY_ETH_ADDRESS
-                ? account.balance
-                : tokens[i].compatBalanceOf(account);
-        }
-    }
-
-    function getAllowanceOf(IERC20TokenV06[] memory tokens, address account, address spender)
-        public
-        view
-        returns (uint256[] memory allowances)
-    {
-        allowances = new uint256[](tokens.length);
-        for (uint256 i = 0; i != tokens.length; i++) {
-            allowances[i] = tokens[i] == UTILITY_ETH_ADDRESS
-                ? 0
-                : tokens[i].compatAllowance(account, spender);
-        }
-    }
-
-    function isContract(address account)
-        public
-        view
-        returns (bool)
-    {
-        uint256 size;
-        assembly { size := extcodesize(account) }
-        return size > 0;
-    }
-}

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

@@ -1,44 +0,0 @@
-// SPDX-License-Identifier: Apache-2.0
-/*
-
-  Copyright 2020 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;
-
-
-interface IBalancer {
-    function isBound(address t) external view returns (bool);
-    function getDenormalizedWeight(address token) external view returns (uint256);
-    function getBalance(address token) external view returns (uint256);
-    function getSwapFee() external view returns (uint256);
-    function calcOutGivenIn(
-        uint256 tokenBalanceIn,
-        uint256 tokenWeightIn,
-        uint256 tokenBalanceOut,
-        uint256 tokenWeightOut,
-        uint256 tokenAmountIn,
-        uint256 swapFee
-    ) external pure returns (uint256 tokenAmountOut);
-    function calcInGivenOut(
-        uint256 tokenBalanceIn,
-        uint256 tokenWeightIn,
-        uint256 tokenBalanceOut,
-        uint256 tokenWeightOut,
-        uint256 tokenAmountOut,
-        uint256 swapFee
-    ) external pure returns (uint256 tokenAmountIn);
-}

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

@@ -1,33 +0,0 @@
-// SPDX-License-Identifier: Apache-2.0
-/*
-
-  Copyright 2020 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;
-
-
-interface IBancor {}
-
-interface IBancorNetwork {
-  function conversionPath(address _sourceToken, address _targetToken) external view returns (address[] memory);
-  function rateByPath(address[] memory _path, uint256 _amount) external view returns (uint256);
-}
-
-interface IBancorRegistry {
-    function getAddress(bytes32 _contractName) external view returns (address);
-    function BANCOR_NETWORK() external view returns (bytes32);
-}

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

@@ -1,72 +0,0 @@
-// SPDX-License-Identifier: Apache-2.0
-/*
-
-  Copyright 2020 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;
-
-
-// solhint-disable func-name-mixedcase
-interface ICurve {
-
-    /// @dev Sell `sellAmount` of `fromToken` token and receive `toToken` token.
-    ///      This function exists on later versions of Curve (USDC/DAI/USDT)
-    /// @param i The token index being sold.
-    /// @param j The token index being bought.
-    /// @param sellAmount The amount of token being bought.
-    /// @param minBuyAmount The minimum buy amount of the token being bought.
-    function exchange_underlying(
-        int128 i,
-        int128 j,
-        uint256 sellAmount,
-        uint256 minBuyAmount
-    )
-        external;
-
-    /// @dev Get the amount of `toToken` by selling `sellAmount` of `fromToken`
-    /// @param i The token index being sold.
-    /// @param j The token index being bought.
-    /// @param sellAmount The amount of token being bought.
-    function get_dy_underlying(
-        int128 i,
-        int128 j,
-        uint256 sellAmount
-    )
-        external
-        returns (uint256 dy);
-
-    /// @dev Get the amount of `fromToken` by buying `buyAmount` of `toToken`
-    ///      This function exists on later versions of Curve (USDC/DAI/USDT)
-    /// @param i The token index being sold.
-    /// @param j The token index being bought.
-    /// @param buyAmount The amount of token being bought.
-    function get_dx_underlying(
-        int128 i,
-        int128 j,
-        uint256 buyAmount
-    )
-        external
-        returns (uint256 dx);
-
-    /// @dev Get the underlying token address from the token index
-    /// @param i The token index.
-    function underlying_coins(
-        int128 i
-    )
-        external
-        returns (address tokenAddress);
-}

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

@@ -1,96 +0,0 @@
-// SPDX-License-Identifier: Apache-2.0
-/*
-
-  Copyright 2020 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;
-
-// Keepin everything together
-interface IKyberNetwork {
-
-
-}
-
-
-interface IKyberNetworkProxy {
-
-    function getExpectedRateAfterFee(
-        address src,
-        address dest,
-        uint256 srcQty,
-        uint256 platformFeeBps,
-        bytes calldata hint
-    )
-        external
-        view
-        returns (uint256 expectedRate);
-}
-
-interface IKyberHintHandler {
-
-    enum TradeType {BestOfAll, MaskIn, MaskOut, Split}
-
-    enum ProcessWithRate {NotRequired, Required}
-
-    function getTradingReserves(
-        address tokenSrc,
-        address tokenDest,
-        bool isTokenToToken,
-        bytes calldata hint
-    )
-        external
-        view
-        returns (
-            bytes32[] memory reserveIds,
-            uint256[] memory splitValuesBps,
-            ProcessWithRate processWithRate
-        );
-
-    function buildTokenToEthHint(
-        address tokenSrc,
-        TradeType tokenToEthType,
-        bytes32[] calldata tokenToEthReserveIds,
-        uint256[] calldata tokenToEthSplits
-    )
-        external
-        view
-        returns (bytes memory hint);
-
-    function buildEthToTokenHint(
-        address tokenDest,
-        TradeType ethToTokenType,
-        bytes32[] calldata ethToTokenReserveIds,
-        uint256[] calldata ethToTokenSplits
-    )
-        external
-        view
-        returns (bytes memory hint);
-
-    function buildTokenToTokenHint(
-        address tokenSrc,
-        TradeType tokenToEthType,
-        bytes32[] calldata tokenToEthReserveIds,
-        uint256[] calldata tokenToEthSplits,
-        address tokenDest,
-        TradeType ethToTokenType,
-        bytes32[] calldata ethToTokenReserveIds,
-        uint256[] calldata ethToTokenSplits
-    )
-        external
-        view
-        returns (bytes memory hint);
-}

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

@@ -1,33 +0,0 @@
-// SPDX-License-Identifier: Apache-2.0
-/*
-
-  Copyright 2020 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;
-
-
-interface IMStable {
-
-    function getSwapOutput(
-        address _input,
-        address _output,
-        uint256 _quantity
-    )
-        external
-        view
-        returns (uint256 swapOutput);
-}

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

@@ -1,38 +0,0 @@
-// SPDX-License-Identifier: Apache-2.0
-/*
-
-  Copyright 2020 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;
-
-
-interface IMooniswapRegistry {
-
-    function pools(address token1, address token2) external view returns(address);
-}
-
-interface IMooniswap {
-
-    function getReturn(
-        address fromToken,
-        address destToken,
-        uint256 amount
-    )
-        external
-        view
-        returns(uint256 returnAmount);
-}

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

@@ -1,59 +0,0 @@
-// SPDX-License-Identifier: Apache-2.0
-/*
-
-  Copyright 2020 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;
-
-
-interface IMultiBridge {
-
-    /// @dev Transfers `amount` of the ERC20 `tokenAddress` from `from` to `to`.
-    /// @param tokenAddress The address of the ERC20 token to transfer.
-    /// @param from Address to transfer asset from.
-    /// @param to Address to transfer asset to.
-    /// @param amount Amount of asset to transfer.
-    /// @param bridgeData Arbitrary asset data needed by the bridge contract.
-    /// @return success The magic bytes `0xdc1600f3` if successful.
-    function bridgeTransferFrom(
-        address tokenAddress,
-        address from,
-        address to,
-        uint256 amount,
-        bytes calldata bridgeData
-    )
-        external
-        returns (bytes4 success);
-
-    /// @dev Quotes the amount of `makerToken` that would be obtained by
-    ///      selling `sellAmount` of `takerToken`.
-    /// @param takerToken Address of the taker token (what to sell).
-    /// @param intermediateToken The address of the intermediate token to
-    ///        use in an indirect route.
-    /// @param makerToken Address of the maker token (what to buy).
-    /// @param sellAmount Amount of `takerToken` to sell.
-    /// @return makerTokenAmount Amount of `makerToken` that would be obtained.
-    function getSellQuote(
-        address takerToken,
-        address intermediateToken,
-        address makerToken,
-        uint256 sellAmount
-    )
-        external
-        view
-        returns (uint256 makerTokenAmount);
-}

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

@@ -1,43 +0,0 @@
-// SPDX-License-Identifier: Apache-2.0
-/*
-
-  Copyright 2020 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;
-
-
-interface IShell {
-
-    function viewOriginSwap (
-        address from,
-        address to,
-        uint256 fromAmount
-    )
-        external
-        view
-        returns (uint256 toAmount);
-
-    function viewTargetSwap (
-        address from,
-        address to,
-        uint256 toAmount
-    )
-        external
-        view
-        returns (uint256 fromAmount);
-}
-

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

@@ -1,45 +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;
-
-
-interface ISmoothy {
-
-    function getBalance (
-        uint256 tid
-    )
-        external
-        view
-        returns (uint256 balance);
-
-    function _yBalances (
-        uint256 tid
-    )
-        external
-        view
-        returns (uint256 balance);
-
-    function getTokenStats (
-        uint256 tid
-    )
-        external
-        view
-        returns (uint256 softWeight, uint256 hardWeight, uint256 balance, uint256 decimals);
-}

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

@@ -1,52 +0,0 @@
-// SPDX-License-Identifier: Apache-2.0
-/*
-
-  Copyright 2020 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;
-
-
-interface IUniswapExchangeQuotes {
-
-    function getEthToTokenInputPrice(
-        uint256 ethSold
-    )
-        external
-        view
-        returns (uint256 tokensBought);
-
-    function getEthToTokenOutputPrice(
-        uint256 tokensBought
-    )
-        external
-        view
-        returns (uint256 ethSold);
-
-    function getTokenToEthInputPrice(
-        uint256 tokensSold
-    )
-        external
-        view
-        returns (uint256 ethBought);
-
-    function getTokenToEthOutputPrice(
-        uint256 ethBought
-    )
-        external
-        view
-        returns (uint256 tokensSold);
-}

packages/asset-swapper/contracts/src/interfaces/IUniswapV2Router01.sol

@@ -1,34 +0,0 @@
-// SPDX-License-Identifier: Apache-2.0
-/*
-
-  Copyright 2020 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;
-
-
-interface IUniswapV2Router01 {
-
-    function getAmountsOut(uint256 amountIn, address[] calldata path)
-        external
-        view
-        returns (uint256[] memory amounts);
-
-    function getAmountsIn(uint256 amountOut, address[] calldata path)
-        external
-        view
-        returns (uint256[] memory amounts);
-}

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

@@ -1,39 +0,0 @@
-// SPDX-License-Identifier: Apache-2.0
-pragma solidity ^0.6;
-pragma experimental ABIEncoderV2;
-
-
-contract DummyLiquidityProvider
-{
-    /// @dev Quotes the amount of `makerToken` that would be obtained by
-    ///      selling `sellAmount` of `takerToken`.
-    /// @param sellAmount Amount of `takerToken` to sell.
-    /// @return makerTokenAmount Amount of `makerToken` that would be obtained.
-    function getSellQuote(
-        address, /* takerToken */
-        address, /* makerToken */
-        uint256 sellAmount
-    )
-        external
-        view
-        returns (uint256 makerTokenAmount)
-    {
-        makerTokenAmount = sellAmount - 1;
-    }
-
-    /// @dev Quotes the amount of `takerToken` that would need to be sold in
-    ///      order to obtain `buyAmount` of `makerToken`.
-    /// @param buyAmount Amount of `makerToken` to buy.
-    /// @return takerTokenAmount Amount of `takerToken` that would need to be sold.
-    function getBuyQuote(
-        address, /* takerToken */
-        address, /* makerToken */
-        uint256 buyAmount
-    )
-        external
-        view
-        returns (uint256 takerTokenAmount)
-    {
-        takerTokenAmount = buyAmount + 1;
-    }
-}

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

@@ -1,455 +0,0 @@
-// SPDX-License-Identifier: Apache-2.0
-/*
-
-  Copyright 2020 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 "../src/ERC20BridgeSampler.sol";
-import "../src/interfaces/IKyberNetwork.sol";
-import "../src/interfaces/IUniswapV2Router01.sol";
-
-
-library LibDeterministicQuotes {
-
-    address private constant WETH_ADDRESS = 0xC02aaA39b223FE8D0A0e5C4F27eAD9083C756Cc2;
-    uint256 private constant RATE_DENOMINATOR = 1 ether;
-    uint256 private constant MIN_RATE = RATE_DENOMINATOR / 100;
-    uint256 private constant MAX_RATE = 100 * RATE_DENOMINATOR;
-    uint8 private constant MIN_DECIMALS = 4;
-    uint8 private constant MAX_DECIMALS = 20;
-
-    function getDeterministicSellQuote(
-        bytes32 salt,
-        address sellToken,
-        address buyToken,
-        uint256 sellAmount
-    )
-        internal
-        pure
-        returns (uint256 buyAmount)
-    {
-        uint256 sellBase = uint256(10) ** getDeterministicTokenDecimals(sellToken);
-        uint256 buyBase = uint256(10) ** getDeterministicTokenDecimals(buyToken);
-        uint256 rate = getDeterministicRate(salt, sellToken, buyToken);
-        return sellAmount * rate * buyBase / sellBase / RATE_DENOMINATOR;
-    }
-
-    function getDeterministicBuyQuote(
-        bytes32 salt,
-        address sellToken,
-        address buyToken,
-        uint256 buyAmount
-    )
-        internal
-        pure
-        returns (uint256 sellAmount)
-    {
-        uint256 sellBase = uint256(10) ** getDeterministicTokenDecimals(sellToken);
-        uint256 buyBase = uint256(10) ** getDeterministicTokenDecimals(buyToken);
-        uint256 rate = getDeterministicRate(salt, sellToken, buyToken);
-        return buyAmount * RATE_DENOMINATOR * sellBase / rate / buyBase;
-    }
-
-    function getDeterministicTokenDecimals(address token)
-        internal
-        pure
-        returns (uint8 decimals)
-    {
-        if (token == WETH_ADDRESS) {
-            return 18;
-        }
-        bytes32 seed = keccak256(abi.encodePacked(token));
-        return uint8(uint256(seed) % (MAX_DECIMALS - MIN_DECIMALS)) + MIN_DECIMALS;
-    }
-
-    function getDeterministicRate(bytes32 salt, address sellToken, address buyToken)
-        internal
-        pure
-        returns (uint256 rate)
-    {
-        bytes32 seed = keccak256(abi.encodePacked(salt, sellToken, buyToken));
-        return uint256(seed) % (MAX_RATE - MIN_RATE) + MIN_RATE;
-    }
-}
-
-contract TestDeploymentConstants {
-
-    // solhint-disable separate-by-one-line-in-contract
-
-    // Mainnet addresses ///////////////////////////////////////////////////////
-    /// @dev Mainnet address of the WETH contract.
-    address constant private WETH_ADDRESS = 0xC02aaA39b223FE8D0A0e5C4F27eAD9083C756Cc2;
-
-    /// @dev Overridable way to get the WETH address.
-    /// @return wethAddress The WETH address.
-    function _getWethAddress()
-        internal
-        view
-        returns (address wethAddress)
-    {
-        return WETH_ADDRESS;
-    }
-
-}
-
-contract FailTrigger {
-
-    // Give this address a balance to force operations to fail.
-    address payable constant public FAILURE_ADDRESS = 0xe9dB8717BC5DFB20aaf538b4a5a02B7791FF430C;
-
-    // Funds `FAILURE_ADDRESS`.
-    function enableFailTrigger() external payable {
-        FAILURE_ADDRESS.transfer(msg.value);
-    }
-
-    function _revertIfShouldFail() internal view {
-        if (FAILURE_ADDRESS.balance != 0) {
-            revert("FAIL_TRIGGERED");
-        }
-    }
-}
-
-
-contract TestERC20BridgeSamplerUniswapExchange is
-    IUniswapExchangeQuotes,
-    TestDeploymentConstants,
-    FailTrigger
-{
-    bytes32 constant private BASE_SALT = 0x1d6a6a0506b0b4a554b907a4c29d9f4674e461989d9c1921feb17b26716385ab;
-
-    address public tokenAddress;
-    bytes32 public salt;
-
-    constructor(address _tokenAddress) public {
-        tokenAddress = _tokenAddress;
-        salt = keccak256(abi.encodePacked(BASE_SALT, _tokenAddress));
-    }
-
-    // Deterministic `IUniswapExchangeQuotes.getEthToTokenInputPrice()`.
-    function getEthToTokenInputPrice(
-        uint256 ethSold
-    )
-        override
-        external
-        view
-        returns (uint256 tokensBought)
-    {
-        _revertIfShouldFail();
-        return LibDeterministicQuotes.getDeterministicSellQuote(
-            salt,
-            tokenAddress,
-            _getWethAddress(),
-            ethSold
-        );
-    }
-
-    // Deterministic `IUniswapExchangeQuotes.getEthToTokenOutputPrice()`.
-    function getEthToTokenOutputPrice(
-        uint256 tokensBought
-    )
-        override
-        external
-        view
-        returns (uint256 ethSold)
-    {
-        _revertIfShouldFail();
-        return LibDeterministicQuotes.getDeterministicBuyQuote(
-            salt,
-            _getWethAddress(),
-            tokenAddress,
-            tokensBought
-        );
-    }
-
-    // Deterministic `IUniswapExchangeQuotes.getTokenToEthInputPrice()`.
-    function getTokenToEthInputPrice(
-        uint256 tokensSold
-    )
-        override
-        external
-        view
-        returns (uint256 ethBought)
-    {
-        _revertIfShouldFail();
-        return LibDeterministicQuotes.getDeterministicSellQuote(
-            salt,
-            tokenAddress,
-            _getWethAddress(),
-            tokensSold
-        );
-    }
-
-    // Deterministic `IUniswapExchangeQuotes.getTokenToEthOutputPrice()`.
-    function getTokenToEthOutputPrice(
-        uint256 ethBought
-    )
-        override
-        external
-        view
-        returns (uint256 tokensSold)
-    {
-        _revertIfShouldFail();
-        return LibDeterministicQuotes.getDeterministicBuyQuote(
-            salt,
-            _getWethAddress(),
-            tokenAddress,
-            ethBought
-        );
-    }
-}
-
-
-contract TestERC20BridgeSamplerUniswapV2Router01 is
-    IUniswapV2Router01,
-    TestDeploymentConstants,
-    FailTrigger
-{
-    bytes32 constant private SALT = 0xadc7fcb33c735913b8635927e66896b356a53a912ab2ceff929e60a04b53b3c1;
-
-    // Deterministic `IUniswapV2Router01.getAmountsOut()`.
-    function getAmountsOut(uint256 amountIn, address[] calldata path)
-        override
-        external
-        view
-        returns (uint256[] memory amounts)
-    {
-        require(path.length >= 2, "PATH_TOO_SHORT");
-        _revertIfShouldFail();
-        amounts = new uint256[](path.length);
-        amounts[0] = amountIn;
-        for (uint256 i = 0; i < path.length - 1; ++i) {
-            amounts[i + 1] = LibDeterministicQuotes.getDeterministicSellQuote(
-                SALT,
-                path[i],
-                path[i + 1],
-                amounts[i]
-            );
-        }
-    }
-
-    // Deterministic `IUniswapV2Router01.getAmountsInt()`.
-    function getAmountsIn(uint256 amountOut, address[] calldata path)
-        override
-        external
-        view
-        returns (uint256[] memory amounts)
-    {
-        require(path.length >= 2, "PATH_TOO_SHORT");
-        _revertIfShouldFail();
-        amounts = new uint256[](path.length);
-        amounts[path.length - 1] = amountOut;
-        for (uint256 i = path.length - 1; i > 0; --i) {
-            amounts[i - 1] = LibDeterministicQuotes.getDeterministicBuyQuote(
-                SALT,
-                path[i - 1],
-                path[i],
-                amounts[i]
-            );
-        }
-    }
-}
-
-
-// solhint-disable space-after-comma
-contract TestERC20BridgeSamplerKyberNetwork is
-    TestDeploymentConstants,
-    FailTrigger
-{
-    bytes32 constant private SALT = 0x0ff3ca9d46195c39f9a12afb74207b4970349fb3cfb1e459bbf170298d326bc7;
-    address constant public ETH_ADDRESS = 0xEeeeeEeeeEeEeeEeEeEeeEEEeeeeEeeeeeeeEEeE;
-
-    enum TradeType {BestOfAll, MaskIn, MaskOut, Split}
-    enum ProcessWithRate {NotRequired, Required}
-
-    // IKyberHintHandler
-    function buildTokenToEthHint(
-        address tokenSrc,
-        TradeType /* tokenToEthType */,
-        bytes32[] calldata /* tokenToEthReserveIds */,
-        uint256[] calldata /* tokenToEthSplits */
-    ) external view returns (bytes memory hint)
-    {
-        return abi.encode(tokenSrc);
-    }
-
-    function buildEthToTokenHint(
-        address tokenDest,
-        TradeType /* ethToTokenType */,
-        bytes32[] calldata /* ethToTokenReserveIds */,
-        uint256[] calldata /* ethToTokenSplits */
-    ) external view returns (bytes memory hint)
-    {
-        return abi.encode(tokenDest);
-    }
-
-    // IKyberHintHandler
-    function buildTokenToTokenHint(
-        address tokenSrc,
-        TradeType /* tokenToEthType */,
-        bytes32[] calldata /* tokenToEthReserveIds */,
-        uint256[] calldata /* tokenToEthSplits */,
-        address /* tokenDest  */,
-        TradeType /* EthToTokenType */,
-        bytes32[] calldata /* EthToTokenReserveIds */,
-        uint256[] calldata /* EthToTokenSplits */
-    ) external view returns (bytes memory hint)
-    {
-        return abi.encode(tokenSrc);
-    }
-
-    // IKyberHintHandler
-    function getTradingReserves(
-        address tokenSrc,
-        address tokenDest,
-        bool isTokenToToken,
-        bytes calldata hint
-    )
-        external
-        view
-        returns (
-            bytes32[] memory reserveIds,
-            uint256[] memory splitValuesBps,
-            ProcessWithRate processWithRate
-        )
-    {
-        reserveIds = new bytes32[](1);
-        reserveIds[0] = bytes32(uint256(1));
-        splitValuesBps = new uint256[](0);
-        processWithRate = ProcessWithRate.NotRequired;
-    }
-
-    // Deterministic `IKyberNetworkProxy.getExpectedRateAfterFee()`.
-    function getExpectedRateAfterFee(
-        address fromToken,
-        address toToken,
-        uint256 /* srcQty */,
-        uint256 /* fee */,
-        bytes calldata /* hint */
-    )
-        external
-        view
-        returns
-        (uint256 expectedRate)
-    {
-        _revertIfShouldFail();
-        fromToken = fromToken == ETH_ADDRESS ? _getWethAddress() : fromToken;
-        toToken = toToken == ETH_ADDRESS ? _getWethAddress() : toToken;
-        expectedRate = LibDeterministicQuotes.getDeterministicRate(
-            SALT,
-            fromToken,
-            toToken
-        );
-    }
-
-    // Deterministic `IKyberNetworkProxy.getExpectedRate()`.
-    function getExpectedRate(
-        address fromToken,
-        address toToken,
-        uint256
-    )
-        external
-        view
-        returns (uint256 expectedRate, uint256)
-    {
-        _revertIfShouldFail();
-        fromToken = fromToken == ETH_ADDRESS ? _getWethAddress() : fromToken;
-        toToken = toToken == ETH_ADDRESS ? _getWethAddress() : toToken;
-        expectedRate = LibDeterministicQuotes.getDeterministicRate(
-            SALT,
-            fromToken,
-            toToken
-        );
-    }
-}
-
-
-contract TestERC20BridgeSamplerUniswapExchangeFactory is
-    IUniswapExchangeFactory
-{
-    mapping (address => IUniswapExchangeQuotes) private _exchangesByToken;
-
-    // Creates Uniswap exchange contracts for tokens.
-    function createTokenExchanges(address[] calldata tokenAddresses)
-        external
-    {
-        for (uint256 i = 0; i < tokenAddresses.length; i++) {
-            address tokenAddress = tokenAddresses[i];
-            _exchangesByToken[tokenAddress] =
-                new TestERC20BridgeSamplerUniswapExchange(tokenAddress);
-        }
-    }
-
-    // `IUniswapExchangeFactory.getExchange()`.
-    function getExchange(address tokenAddress)
-        override
-        external
-        view
-        returns (address)
-    {
-        return address(_exchangesByToken[tokenAddress]);
-    }
-}
-
-
-contract TestERC20BridgeSampler is
-    ERC20BridgeSampler,
-    FailTrigger
-{
-    TestERC20BridgeSamplerUniswapExchangeFactory public uniswap;
-    TestERC20BridgeSamplerUniswapV2Router01 public uniswapV2Router;
-    TestERC20BridgeSamplerKyberNetwork public kyber;
-
-    uint8 private constant MAX_ORDER_STATUS = uint8(IExchange.OrderStatus.CANCELLED) + 1;
-
-    constructor() public ERC20BridgeSampler() {
-        uniswap = new TestERC20BridgeSamplerUniswapExchangeFactory();
-        uniswapV2Router = new TestERC20BridgeSamplerUniswapV2Router01();
-        kyber = new TestERC20BridgeSamplerKyberNetwork();
-    }
-
-    // Creates Uniswap exchange contracts for tokens.
-    function createTokenExchanges(address[] calldata tokenAddresses)
-        external
-    {
-        uniswap.createTokenExchanges(tokenAddresses);
-    }
-
-    // Overridden to return deterministic states.
-    function getLimitOrderFillableTakerAmount(
-        IExchange.LimitOrder memory order,
-        IExchange.Signature memory,
-        IExchange
-    )
-        override
-        public
-        view
-        returns (uint256 fillableTakerAmount)
-    {
-        return uint256(keccak256(abi.encode(order.salt))) % order.takerAmount;
-    }
-
-    // Overriden to return deterministic decimals.
-    function _getTokenDecimals(address tokenAddress)
-        override
-        internal
-        view
-        returns (uint8 decimals)
-    {
-        return LibDeterministicQuotes.getDeterministicTokenDecimals(tokenAddress);
-    }
-}

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

@@ -1,135 +0,0 @@
-// SPDX-License-Identifier: Apache-2.0
-/*
-
-  Copyright 2019 ZeroEx Intl.
-
-  Licensed under the Apache License, Version 2.0 (the "License");
-  you may not use this file except in compliance with the License.
-  You may obtain a copy of the License at
-
-    http://www.apache.org/licenses/LICENSE-2.0
-
-  Unless required by applicable law or agreed to in writing, software
-  distributed under the License is distributed on an "AS IS" BASIS,
-  WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
-  See the License for the specific language governing permissions and
-  limitations under the License.
-
-*/
-pragma solidity ^0.6;
-pragma experimental ABIEncoderV2;
-
-import "../src/NativeOrderSampler.sol";
-import "../src/UtilitySampler.sol";
-
-
-contract TestNativeOrderSamplerToken {
-    mapping (address => uint256) public balanceOf;
-    mapping (address => mapping(address => uint256)) public allowance;
-
-    function setBalanceAndAllowance(
-        address owner,
-        address spender,
-        uint256 balance,
-        uint256 allowance_
-    )
-        external
-    {
-        balanceOf[owner] = balance;
-        allowance[owner][spender] = allowance_;
-    }
-}
-
-contract TestNativeOrderSampler is
-    NativeOrderSampler,
-    UtilitySampler
-{
-    uint8 private constant MAX_ORDER_STATUS = uint8(IExchange.OrderStatus.CANCELLED) + 1;
-    bytes32 private constant VALID_SIGNATURE_HASH = bytes32(hex"01");
-
-    function createTokens(uint256 count)
-        external
-        returns (TestNativeOrderSamplerToken[] memory tokens)
-    {
-        tokens = new TestNativeOrderSamplerToken[](count);
-        for (uint256 i = 0; i < count; ++i) {
-            tokens[i] = new TestNativeOrderSamplerToken();
-        }
-    }
-
-    function setTokenBalanceAndAllowance(
-        TestNativeOrderSamplerToken token,
-        address owner,
-        address spender,
-        uint256 balance,
-        uint256 allowance
-    )
-        external
-    {
-        token.setBalanceAndAllowance(owner, spender, balance, allowance);
-    }
-
-    // IExchange.getLimitOrderRelevantState()
-    function getLimitOrderRelevantState(
-        IExchange.LimitOrder memory order,
-        IExchange.Signature calldata signature
-    )
-        external
-        view
-        returns (
-            IExchange.OrderInfo memory orderInfo,
-            uint128 actualFillableTakerTokenAmount,
-            bool isSignatureValid
-        )
-    {
-        // The order salt determines everything.
-        orderInfo.orderHash = keccak256(abi.encode(order.salt));
-        if (uint8(order.salt) == 0xFF) {
-            orderInfo.status = IExchange.OrderStatus.FILLED;
-        } else {
-            orderInfo.status = IExchange.OrderStatus.FILLABLE;
-        }
-
-        isSignatureValid = signature.r == VALID_SIGNATURE_HASH;
-
-        // The expiration time is the filled taker asset amount.
-        orderInfo.takerTokenFilledAmount = uint128(order.expiry);
-
-        // Calculate how much is fillable in maker terms given the filled taker amount
-        uint256 fillableMakerTokenAmount = LibMathV06.getPartialAmountFloor(
-            uint256(
-                order.takerAmount
-                - orderInfo.takerTokenFilledAmount
-            ),
-            uint256(order.takerAmount),
-            uint256(order.makerAmount)
-        );
-
-        // Take the min of the balance/allowance and the fillable maker amount
-        fillableMakerTokenAmount = LibSafeMathV06.min256(
-            fillableMakerTokenAmount,
-            _getSpendableERC20BalanceOf(order.makerToken, order.maker)
-        );
-
-        // Convert to taker terms
-        actualFillableTakerTokenAmount = LibMathV06.getPartialAmountCeil(
-            fillableMakerTokenAmount,
-            uint256(order.makerAmount),
-            uint256(order.takerAmount)
-        ).safeDowncastToUint128();
-    }
-
-    function _getSpendableERC20BalanceOf(
-        IERC20TokenV06 token,
-        address owner
-    )
-        internal
-        view
-        returns (uint256)
-    {
-        return LibSafeMathV06.min256(
-            token.allowance(owner, address(this)),
-            token.balanceOf(owner)
-        );
-    }
-}

packages/asset-swapper/package.json

@@ -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/@(BalanceChecker|FakeTaker).json",
         "postpublish": {
             "assets": []
         }
@@ -80,8 +80,9 @@
         "@ethersproject/contracts": "^5.0.1",
         "@ethersproject/providers": "^5.0.4",
         "@ethersproject/strings": "^5.0.10",
-        "axios": "^0.21.1",
-        "axios-mock-adapter": "^1.19.0",
+        "@open-rpc/client-js": "^1.7.1",
+        "axios": "^0.24.0",
+        "axios-mock-adapter": "^1.20.0",
         "cream-sor": "^0.3.3",
         "decimal.js": "^10.2.0",
         "ethereum-types": "^3.6.0",

packages/asset-swapper/src/constants.ts

@@ -1,4 +1,3 @@
-import { ChainId } from '@0x/contract-addresses';
 import { SignatureType } from '@0x/protocol-utils';
 import { BigNumber, logUtils } from '@0x/utils';
 
@@ -11,12 +10,9 @@ import {
     RfqRequestOpts,
     SwapQuoteGetOutputOpts,
     SwapQuoteRequestOpts,
-    SwapQuoterOpts,
 } from './types';
 import {
     DEFAULT_GET_MARKET_ORDERS_OPTS,
-    DEFAULT_INTERMEDIATE_TOKENS_BY_CHAIN_ID,
-    DEFAULT_TOKEN_ADJACENCY_GRAPH_BY_CHAIN_ID,
 } from './utils/market_operation_utils/constants';
 
 const ETH_GAS_STATION_API_URL = 'https://ethgasstation.info/api/ethgasAPI.json';
@@ -43,20 +39,6 @@ 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;
 
-const DEFAULT_SWAP_QUOTER_OPTS: SwapQuoterOpts = {
-    chainId: ChainId.Mainnet,
-    orderRefreshIntervalMs: 10000, // 10 seconds
-    ...DEFAULT_ORDER_PRUNER_OPTS,
-    samplerGasLimit: 500e6,
-    ethGasStationUrl: ETH_GAS_STATION_API_URL,
-    rfqt: {
-        integratorsWhitelist: [],
-        makerAssetOfferings: {},
-        txOriginBlacklist: new Set(),
-    },
-    tokenAdjacencyGraph: DEFAULT_TOKEN_ADJACENCY_GRAPH_BY_CHAIN_ID[ChainId.Mainnet],
-};
-
 const DEFAULT_EXCHANGE_PROXY_EXTENSION_CONTRACT_OPTS: ExchangeProxyContractOpts = {
     isFromETH: false,
     isToETH: false,
@@ -91,8 +73,6 @@ export const DEFAULT_WARNING_LOGGER: LogFunction = (obj, msg) =>
 const EMPTY_BYTES32 = '0x0000000000000000000000000000000000000000000000000000000000000000';
 export const INVALID_SIGNATURE = { signatureType: SignatureType.Invalid, v: 1, r: EMPTY_BYTES32, s: EMPTY_BYTES32 };
 
-export { DEFAULT_FEE_SCHEDULE, DEFAULT_GAS_SCHEDULE } from './utils/market_operation_utils/constants';
-
 export const POSITIVE_SLIPPAGE_FEE_TRANSFORMER_GAS = new BigNumber(30000);
 
 // tslint:disable-next-line: custom-no-magic-numbers
@@ -111,8 +91,6 @@ export const constants = {
     ONE_AMOUNT: new BigNumber(1),
     ONE_SECOND_MS,
     ONE_MINUTE_MS,
-    DEFAULT_SWAP_QUOTER_OPTS,
-    DEFAULT_INTERMEDIATE_TOKENS_BY_CHAIN_ID,
     DEFAULT_SWAP_QUOTE_REQUEST_OPTS,
     DEFAULT_EXCHANGE_PROXY_SWAP_QUOTE_GET_OPTS,
     DEFAULT_EXCHANGE_PROXY_EXTENSION_CONTRACT_OPTS,

packages/asset-swapper/src/index.ts

@@ -109,6 +109,7 @@ export {
     SwapQuoteGetOutputOpts,
     SwapQuoteInfo,
     SwapQuoteOrdersBreakdown,
+    SwapQuoteMultiHopBreakdown,
     SwapQuoteRequestOpts,
     SwapQuoterError,
     SwapQuoterOpts,
@@ -116,48 +117,24 @@ export {
 } from './types';
 export { affiliateFeeUtils } from './utils/affiliate_fee_utils';
 export {
-    DEFAULT_TOKEN_ADJACENCY_GRAPH_BY_CHAIN_ID,
-    DEFAULT_GAS_SCHEDULE,
     SOURCE_FLAGS,
     BUY_SOURCE_FILTER_BY_CHAIN_ID,
     SELL_SOURCE_FILTER_BY_CHAIN_ID,
     NATIVE_FEE_TOKEN_BY_CHAIN_ID,
 } from './utils/market_operation_utils/constants';
 export {
-    Parameters,
-    SamplerContractCall,
-    SamplerContractOperation,
-} from './utils/market_operation_utils/sampler_contract_operation';
-export {
-    BalancerFillData,
-    BancorFillData,
     CollapsedFill,
-    CurveFillData,
     CurveFunctionSelectors,
     CurveInfo,
     DexSample,
-    DODOFillData,
     ERC20BridgeSource,
     ExchangeProxyOverhead,
-    FeeSchedule,
     Fill,
-    FillData,
     GetMarketOrdersRfqOpts,
-    KyberFillData,
-    LiquidityProviderFillData,
     LiquidityProviderRegistry,
     MarketDepth,
     MarketDepthSide,
-    MooniswapFillData,
-    MultiHopFillData,
-    NativeCollapsedFill,
-    NativeRfqOrderFillData,
-    NativeLimitOrderFillData,
-    NativeFillData,
-    OptimizedMarketOrder,
-    SourceQuoteOperation,
     TokenAdjacencyGraph,
-    UniswapV2FillData,
 } from './utils/market_operation_utils/types';
 export { ProtocolFeeUtils } from './utils/protocol_fee_utils';
 export {

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

@@ -12,12 +12,14 @@ import {
     FillQuoteTransformerSide,
     findTransformerNonce,
 } from '@0x/protocol-utils';
-import { BigNumber } from '@0x/utils';
+import { BigNumber, hexUtils } from '@0x/utils';
 import * as _ from 'lodash';
 
 import { constants, POSITIVE_SLIPPAGE_FEE_TRANSFORMER_GAS } from '../constants';
 import {
+    Address,
     AffiliateFeeType,
+    Bytes,
     CalldataInfo,
     ExchangeProxyContractOpts,
     MarketBuySwapQuote,
@@ -28,23 +30,22 @@ import {
     SwapQuoteConsumerOpts,
     SwapQuoteExecutionOpts,
     SwapQuoteGetOutputOpts,
+    SwapQuoteLiquidityProviderBridgeOrder,
+    SwapQuoteUniswapV2BridgeOrder,
+    SwapQuoteUniswapV3BridgeOrder,
+    SwapQuoteCurveBridgeOrder,
+    SwapQuoteMooniswapBridgeOrder,
+    SwapQuoteHop,
+    SwapQuoteGenericBridgeOrder,
+    SwapQuoteOrder,
 } from '../types';
 import { assert } from '../utils/assert';
+import { valueByChainId } from '../utils/utils';
 import {
-    CURVE_LIQUIDITY_PROVIDER_BY_CHAIN_ID,
-    MOONISWAP_LIQUIDITY_PROVIDER_BY_CHAIN_ID,
     NATIVE_FEE_TOKEN_BY_CHAIN_ID,
 } from '../utils/market_operation_utils/constants';
-import { poolEncoder } from '../utils/market_operation_utils/orders';
 import {
-    CurveFillData,
     ERC20BridgeSource,
-    FinalUniswapV3FillData,
-    LiquidityProviderFillData,
-    MooniswapFillData,
-    OptimizedMarketBridgeOrder,
-    OptimizedMarketOrder,
-    UniswapV2FillData,
 } from '../utils/market_operation_utils/types';
 
 import {
@@ -53,6 +54,7 @@ import {
     MultiplexSubcall,
     multiplexTransformERC20Encoder,
     multiplexUniswapEncoder,
+    multiplexBatchSellEncoder,
 } from './multiplex_encoders';
 import {
     getFQTTransformerDataFromOptimizedOrders,
@@ -77,12 +79,30 @@ const PANCAKE_SWAP_FORKS = [
     ERC20BridgeSource.CheeseSwap,
     ERC20BridgeSource.JulSwap,
 ];
+
 const FAKE_PROVIDER: any = {
     sendAsync(): void {
         return;
     },
 };
 
+const CURVE_LIQUIDITY_PROVIDER_BY_CHAIN_ID = valueByChainId<string>(
+    {
+        [ChainId.Mainnet]: '0x561b94454b65614ae3db0897b74303f4acf7cc75',
+        [ChainId.Ropsten]: '0xae241c6fc7f28f6dc0cb58b4112ba7f63fcaf5e2',
+    },
+    NULL_ADDRESS,
+);
+
+const MOONISWAP_LIQUIDITY_PROVIDER_BY_CHAIN_ID = valueByChainId<string>(
+    {
+        [ChainId.Mainnet]: '0xa2033d6ba88756ce6a87584d69dc87bda9a4f889',
+        [ChainId.Ropsten]: '0x87e0393aee0fb8c10b8653c6507c182264fe5a34',
+    },
+    NULL_ADDRESS,
+);
+
+
 export class ExchangeProxySwapQuoteConsumer implements SwapQuoteConsumerBase {
     public readonly chainId: ChainId;
     public readonly transformerNonces: {
@@ -95,9 +115,8 @@ export class ExchangeProxySwapQuoteConsumer implements SwapQuoteConsumerBase {
 
     private readonly _exchangeProxy: IZeroExContract;
 
-    constructor(public readonly contractAddresses: ContractAddresses, options: Partial<SwapQuoteConsumerOpts> = {}) {
-        const { chainId } = _.merge({}, constants.DEFAULT_SWAP_QUOTER_OPTS, options);
-        assert.isNumber('chainId', chainId);
+    constructor(public readonly contractAddresses: ContractAddresses, options: SwapQuoteConsumerOpts) {
+        const { chainId } = options;
         this.chainId = chainId;
         this.contractAddresses = contractAddresses;
         this._exchangeProxy = new IZeroExContract(contractAddresses.exchangeProxy, FAKE_PROVIDER);
@@ -151,15 +170,14 @@ export class ExchangeProxySwapQuoteConsumer implements SwapQuoteConsumerBase {
             ethAmount = ethAmount.plus(sellAmount);
         }
 
-        const slippedOrders = slipNonNativeOrders(quote);
-
         // VIP routes.
         if (
             this.chainId === ChainId.Mainnet &&
             isDirectSwapCompatible(quote, optsWithDefaults, [ERC20BridgeSource.UniswapV2, ERC20BridgeSource.SushiSwap])
         ) {
-            const source = slippedOrders[0].source;
-            const fillData = (slippedOrders[0] as OptimizedMarketBridgeOrder<UniswapV2FillData>).fillData;
+            const order = quote.hops[0].orders[0] as SwapQuoteUniswapV2BridgeOrder;
+            const { source } = order;
+            const { fillData } = order;
             return {
                 calldataHexString: this._exchangeProxy
                     .sellToUniswap(
@@ -188,19 +206,20 @@ export class ExchangeProxySwapQuoteConsumer implements SwapQuoteConsumerBase {
             this.chainId === ChainId.Mainnet &&
             isDirectSwapCompatible(quote, optsWithDefaults, [ERC20BridgeSource.UniswapV3])
         ) {
-            const fillData = (slippedOrders[0] as OptimizedMarketBridgeOrder<FinalUniswapV3FillData>).fillData;
+            const order = quote.hops[0].orders[0] as SwapQuoteUniswapV3BridgeOrder;
+            const { fillData } = order;
             let _calldataHexString;
             if (isFromETH) {
                 _calldataHexString = this._exchangeProxy
-                    .sellEthForTokenToUniswapV3(fillData.uniswapPath, minBuyAmount, NULL_ADDRESS)
+                    .sellEthForTokenToUniswapV3(fillData.encodedPath, minBuyAmount, NULL_ADDRESS)
                     .getABIEncodedTransactionData();
             } else if (isToETH) {
                 _calldataHexString = this._exchangeProxy
-                    .sellTokenForEthToUniswapV3(fillData.uniswapPath, sellAmount, minBuyAmount, NULL_ADDRESS)
+                    .sellTokenForEthToUniswapV3(fillData.encodedPath, sellAmount, minBuyAmount, NULL_ADDRESS)
                     .getABIEncodedTransactionData();
             } else {
                 _calldataHexString = this._exchangeProxy
-                    .sellTokenForTokenToUniswapV3(fillData.uniswapPath, sellAmount, minBuyAmount, NULL_ADDRESS)
+                    .sellTokenForTokenToUniswapV3(fillData.encodedPath, sellAmount, minBuyAmount, NULL_ADDRESS)
                     .getABIEncodedTransactionData();
             }
             return {
@@ -225,8 +244,8 @@ export class ExchangeProxySwapQuoteConsumer implements SwapQuoteConsumerBase {
                 ERC20BridgeSource.JulSwap,
             ])
         ) {
-            const source = slippedOrders[0].source;
-            const fillData = (slippedOrders[0] as OptimizedMarketBridgeOrder<UniswapV2FillData>).fillData;
+            const order = quote.hops[0].orders[0] as SwapQuoteUniswapV2BridgeOrder;
+            const { source, fillData } = order;
             return {
                 calldataHexString: this._exchangeProxy
                     .sellToPancakeSwap(
@@ -255,14 +274,13 @@ export class ExchangeProxySwapQuoteConsumer implements SwapQuoteConsumerBase {
             [ChainId.Mainnet, ChainId.BSC].includes(this.chainId) &&
             isDirectSwapCompatible(quote, optsWithDefaults, [ERC20BridgeSource.LiquidityProvider])
         ) {
-            const fillData = (slippedOrders[0] as OptimizedMarketBridgeOrder<LiquidityProviderFillData>).fillData;
-            const target = fillData.poolAddress;
+            const { fillData } = quote.hops[0].orders[0] as SwapQuoteLiquidityProviderBridgeOrder;
             return {
                 calldataHexString: this._exchangeProxy
                     .sellToLiquidityProvider(
                         isFromETH ? ETH_TOKEN_ADDRESS : sellToken,
                         isToETH ? ETH_TOKEN_ADDRESS : buyToken,
-                        target,
+                        fillData.poolAddress,
                         NULL_ADDRESS,
                         sellAmount,
                         minBuyAmount,
@@ -284,7 +302,7 @@ export class ExchangeProxySwapQuoteConsumer implements SwapQuoteConsumerBase {
             // ETH buy/sell is supported
             ![sellToken, buyToken].includes(NATIVE_FEE_TOKEN_BY_CHAIN_ID[ChainId.Mainnet])
         ) {
-            const fillData = slippedOrders[0].fills[0].fillData as CurveFillData;
+            const { fillData } = quote.hops[0].orders[0] as SwapQuoteCurveBridgeOrder;
             return {
                 calldataHexString: this._exchangeProxy
                     .sellToLiquidityProvider(
@@ -295,8 +313,8 @@ export class ExchangeProxySwapQuoteConsumer implements SwapQuoteConsumerBase {
                         sellAmount,
                         minBuyAmount,
                         encodeCurveLiquidityProviderData({
-                            curveAddress: fillData.pool.poolAddress,
-                            exchangeFunctionSelector: fillData.pool.exchangeFunctionSelector,
+                            curveAddress: fillData.poolAddress,
+                            exchangeFunctionSelector: fillData.exchangeFunctionSelector,
                             fromCoinIdx: new BigNumber(fillData.fromTokenIdx),
                             toCoinIdx: new BigNumber(fillData.toTokenIdx),
                         }),
@@ -313,7 +331,7 @@ export class ExchangeProxySwapQuoteConsumer implements SwapQuoteConsumerBase {
             this.chainId === ChainId.Mainnet &&
             isDirectSwapCompatible(quote, optsWithDefaults, [ERC20BridgeSource.Mooniswap])
         ) {
-            const fillData = slippedOrders[0].fills[0].fillData as MooniswapFillData;
+            const { fillData } = quote.hops[0].orders[0] as SwapQuoteMooniswapBridgeOrder;
             return {
                 calldataHexString: this._exchangeProxy
                     .sellToLiquidityProvider(
@@ -323,7 +341,7 @@ export class ExchangeProxySwapQuoteConsumer implements SwapQuoteConsumerBase {
                         NULL_ADDRESS,
                         sellAmount,
                         minBuyAmount,
-                        poolEncoder.encode([fillData.poolAddress]),
+                        encodeAddress(fillData.poolAddress),
                     )
                     .getABIEncodedTransactionData(),
                 ethAmount: isFromETH ? sellAmount : ZERO_AMOUNT,
@@ -336,7 +354,7 @@ export class ExchangeProxySwapQuoteConsumer implements SwapQuoteConsumerBase {
         if (this.chainId === ChainId.Mainnet && isMultiplexBatchFillCompatible(quote, optsWithDefaults)) {
             return {
                 calldataHexString: this._encodeMultiplexBatchFillCalldata(
-                    { ...quote, orders: slippedOrders },
+                    quote.hops[0],
                     optsWithDefaults,
                 ),
                 ethAmount,
@@ -348,7 +366,7 @@ export class ExchangeProxySwapQuoteConsumer implements SwapQuoteConsumerBase {
         if (this.chainId === ChainId.Mainnet && isMultiplexMultiHopFillCompatible(quote, optsWithDefaults)) {
             return {
                 calldataHexString: this._encodeMultiplexMultiHopFillCalldata(
-                    { ...quote, orders: slippedOrders },
+                    quote.hops,
                     optsWithDefaults,
                 ),
                 ethAmount,
@@ -371,47 +389,28 @@ export class ExchangeProxySwapQuoteConsumer implements SwapQuoteConsumerBase {
             });
         }
 
-        // If it's two hop we have an intermediate token this is needed to encode the individual FQT
-        // and we also want to ensure no dust amount is left in the flash wallet
-        const intermediateToken = quote.isTwoHop ? slippedOrders[0].makerToken : NULL_ADDRESS;
-        // This transformer will fill the quote.
-        if (quote.isTwoHop) {
-            const [firstHopOrder, secondHopOrder] = slippedOrders;
+        for (const [i, hop] of quote.hops.entries()) {
+            let fillAmount = !isBuyQuote(quote)
+                ? shouldSellEntireBalance ? MAX_UINT256 : hop.takerAmount
+                : hop.makerAmount;
+            let side = !isBuyQuote(quote) ? FillQuoteTransformerSide.Sell : FillQuoteTransformerSide.Buy;
+            if (quote.hops.length > 1) { // Multi-hop.
+                // Multi-hop is always a sell.
+                side = FillQuoteTransformerSide.Sell;
+                // Subsequent multi-hops always sell entire balance.
+                fillAmount = i > 0 ? MAX_UINT256 : hop.takerAmount;
+            }
             transforms.push({
                 deploymentNonce: this.transformerNonces.fillQuoteTransformer,
                 data: encodeFillQuoteTransformerData({
-                    side: FillQuoteTransformerSide.Sell,
-                    sellToken,
-                    buyToken: intermediateToken,
-                    ...getFQTTransformerDataFromOptimizedOrders([firstHopOrder]),
+                    side,
+                    fillAmount,
+                    sellToken: hop.takerToken,
+                    buyToken: hop.makerToken,
+                    ...getFQTTransformerDataFromOptimizedOrders(hop.orders),
                     refundReceiver: refundReceiver || NULL_ADDRESS,
-                    fillAmount: shouldSellEntireBalance ? MAX_UINT256 : firstHopOrder.takerAmount,
                 }),
-            });
-            transforms.push({
-                deploymentNonce: this.transformerNonces.fillQuoteTransformer,
-                data: encodeFillQuoteTransformerData({
-                    side: FillQuoteTransformerSide.Sell,
-                    buyToken,
-                    sellToken: intermediateToken,
-                    ...getFQTTransformerDataFromOptimizedOrders([secondHopOrder]),
-                    refundReceiver: refundReceiver || NULL_ADDRESS,
-                    fillAmount: MAX_UINT256,
-                }),
-            });
-        } else {
-            const fillAmount = isBuyQuote(quote) ? quote.makerTokenFillAmount : quote.takerTokenFillAmount;
-            transforms.push({
-                deploymentNonce: this.transformerNonces.fillQuoteTransformer,
-                data: encodeFillQuoteTransformerData({
-                    side: isBuyQuote(quote) ? FillQuoteTransformerSide.Buy : FillQuoteTransformerSide.Sell,
-                    sellToken,
-                    buyToken,
-                    ...getFQTTransformerDataFromOptimizedOrders(slippedOrders),
-                    refundReceiver: refundReceiver || NULL_ADDRESS,
-                    fillAmount: !isBuyQuote(quote) && shouldSellEntireBalance ? MAX_UINT256 : fillAmount,
-                }),
-            });
+            })
         }
 
         if (isToETH) {
@@ -475,10 +474,6 @@ export class ExchangeProxySwapQuoteConsumer implements SwapQuoteConsumerBase {
 
         // Return any unspent sell tokens.
         const payTakerTokens = [sellToken];
-        // Return any unspent intermediate tokens for two-hop swaps.
-        if (quote.isTwoHop) {
-            payTakerTokens.push(intermediateToken);
-        }
         // Return any unspent ETH. If ETH is the buy token, it will
         // be returned in TransformERC20Feature rather than PayTakerTransformer.
         if (!isToETH) {
@@ -519,9 +514,109 @@ export class ExchangeProxySwapQuoteConsumer implements SwapQuoteConsumerBase {
         throw new Error('Execution not supported for Exchange Proxy quotes');
     }
 
-    private _encodeMultiplexBatchFillCalldata(quote: SwapQuote, opts: ExchangeProxyContractOpts): string {
+    private _encodeMultiplexBatchFillCalldata(hop: SwapQuoteHop, opts: ExchangeProxyContractOpts): string {
+        const subcalls = this._getMultiplexBatchSellSubcalls(hop.orders);
+        if (opts.isFromETH) {
+            return this._exchangeProxy
+                .multiplexBatchSellEthForToken(hop.makerToken, subcalls, hop.minMakerAmount)
+                .getABIEncodedTransactionData();
+        } else if (opts.isToETH) {
+            return this._exchangeProxy
+                .multiplexBatchSellTokenForEth(
+                    hop.takerToken,
+                    subcalls,
+                    hop.maxTakerAmount,
+                    hop.minMakerAmount,
+                )
+                .getABIEncodedTransactionData();
+        } else {
+            return this._exchangeProxy
+                .multiplexBatchSellTokenForToken(
+                    hop.takerToken,
+                    hop.makerToken,
+                    subcalls,
+                    hop.maxTakerAmount,
+                    hop.minMakerAmount,
+                )
+                .getABIEncodedTransactionData();
+        }
+    }
+
+    private _encodeMultiplexMultiHopFillCalldata(hops: SwapQuoteHop[], opts: ExchangeProxyContractOpts): string {
         const subcalls = [];
-        for_loop: for (const [i, order] of quote.orders.entries()) {
+        for (const hop of hops) {
+            if (hop.orders.length !== 1) {
+                subcalls.push({
+                    id: MultiplexSubcall.BatchSell,
+                    sellAmount: hop.maxTakerAmount,
+                    data: multiplexBatchSellEncoder.encode(this._getMultiplexBatchSellSubcalls(hop.orders)),
+                });
+                continue;
+            }
+            const order = hop.orders[0] as SwapQuoteGenericBridgeOrder;
+            switch (order.source) {
+                case ERC20BridgeSource.UniswapV2:
+                case ERC20BridgeSource.SushiSwap:
+                    subcalls.push({
+                        id: MultiplexSubcall.UniswapV2,
+                        data: multiplexUniswapEncoder.encode({
+                            tokens: (order as SwapQuoteUniswapV2BridgeOrder).fillData.tokenAddressPath,
+                            isSushi: order.source === ERC20BridgeSource.SushiSwap,
+                        }),
+                    });
+                    break;
+                case ERC20BridgeSource.LiquidityProvider:
+                    subcalls.push({
+                        id: MultiplexSubcall.LiquidityProvider,
+                        data: multiplexPlpEncoder.encode({
+                            provider: (order as SwapQuoteLiquidityProviderBridgeOrder).fillData.poolAddress,
+                            auxiliaryData: NULL_BYTES,
+                        }),
+                    });
+                    break;
+                case ERC20BridgeSource.UniswapV3:
+                    subcalls.push({
+                        id: MultiplexSubcall.UniswapV3,
+                        data: (order as SwapQuoteUniswapV3BridgeOrder).fillData.encodedPath,
+                    });
+                    break;
+                default:
+                    // Should never happen because we check `isMultiplexMultiHopFillCompatible`
+                    // before calling this function.
+                    throw new Error(`Multiplex multi-hop unsupported source: ${order.source}`);
+            }
+        }
+        const tokenPath = getTokenPathFromHops(hops);
+        const firstHop = hops[0];
+        const lastHop = hops[hops.length - 1];
+        if (opts.isFromETH) {
+            return this._exchangeProxy
+                .multiplexMultiHopSellEthForToken(tokenPath, subcalls, lastHop.minMakerAmount)
+                .getABIEncodedTransactionData();
+        } else if (opts.isToETH) {
+            return this._exchangeProxy
+                .multiplexMultiHopSellTokenForEth(
+                    tokenPath,
+                    subcalls,
+                    firstHop.maxTakerAmount,
+                    lastHop.minMakerAmount,
+                )
+                .getABIEncodedTransactionData();
+        } else {
+            return this._exchangeProxy
+                .multiplexMultiHopSellTokenForToken(
+                    tokenPath,
+                    subcalls,
+                    firstHop.maxTakerAmount,
+                    lastHop.minMakerAmount,
+                )
+                .getABIEncodedTransactionData();
+        }
+    }
+
+    private _getMultiplexBatchSellSubcalls(orders: SwapQuoteOrder[]): any[] {
+        const subcalls = [];
+        for_loop: for (const [i, order] of orders.entries()) {
             switch_statement: switch (order.source) {
                 case ERC20BridgeSource.Native:
                     if (order.type !== FillQuoteTransformerOrderType.Rfq) {
@@ -542,9 +637,9 @@ export class ExchangeProxySwapQuoteConsumer implements SwapQuoteConsumerBase {
                 case ERC20BridgeSource.SushiSwap:
                     subcalls.push({
                         id: MultiplexSubcall.UniswapV2,
-                        sellAmount: order.takerAmount,
+                        sellAmount: (order as SwapQuoteUniswapV2BridgeOrder).maxTakerAmount,
                         data: multiplexUniswapEncoder.encode({
-                            tokens: (order.fillData as UniswapV2FillData).tokenAddressPath,
+                            tokens: (order as SwapQuoteUniswapV2BridgeOrder).fillData.tokenAddressPath,
                             isSushi: order.source === ERC20BridgeSource.SushiSwap,
                         }),
                     });
@@ -552,43 +647,46 @@ export class ExchangeProxySwapQuoteConsumer implements SwapQuoteConsumerBase {
                 case ERC20BridgeSource.LiquidityProvider:
                     subcalls.push({
                         id: MultiplexSubcall.LiquidityProvider,
-                        sellAmount: order.takerAmount,
+                        sellAmount: (order as SwapQuoteLiquidityProviderBridgeOrder).maxTakerAmount,
                         data: multiplexPlpEncoder.encode({
-                            provider: (order.fillData as LiquidityProviderFillData).poolAddress,
+                            provider: (order as SwapQuoteLiquidityProviderBridgeOrder).fillData.poolAddress,
                             auxiliaryData: NULL_BYTES,
                         }),
                     });
                     break switch_statement;
                 case ERC20BridgeSource.UniswapV3:
-                    const fillData = (order as OptimizedMarketBridgeOrder<FinalUniswapV3FillData>).fillData;
                     subcalls.push({
                         id: MultiplexSubcall.UniswapV3,
-                        sellAmount: order.takerAmount,
-                        data: fillData.uniswapPath,
+                        sellAmount: (order as SwapQuoteUniswapV3BridgeOrder).maxTakerAmount,
+                        data: (order as SwapQuoteUniswapV3BridgeOrder).fillData.encodedPath,
                     });
                     break switch_statement;
                 default:
                     const fqtData = encodeFillQuoteTransformerData({
                         side: FillQuoteTransformerSide.Sell,
-                        sellToken: quote.takerToken,
-                        buyToken: quote.makerToken,
-                        ...getFQTTransformerDataFromOptimizedOrders(quote.orders.slice(i)),
+                        sellToken: order.takerToken,
+                        buyToken: order.makerToken,
+                        ...getFQTTransformerDataFromOptimizedOrders(orders.slice(i)),
                         refundReceiver: NULL_ADDRESS,
                         fillAmount: MAX_UINT256,
                     });
                     const transformations = [
                         { deploymentNonce: this.transformerNonces.fillQuoteTransformer, data: fqtData },
-                        {
-                            deploymentNonce: this.transformerNonces.payTakerTransformer,
-                            data: encodePayTakerTransformerData({
-                                tokens: [quote.takerToken],
-                                amounts: [],
-                            }),
-                        },
+                        // TODO(lawrence): needed?
+                        // {
+                        //     deploymentNonce: this.transformerNonces.payTakerTransformer,
+                        //     data: encodePayTakerTransformerData({
+                        //         tokens: [hop.takerToken],
+                        //         amounts: [],
+                        //     }),
+                        // },
                     ];
                     subcalls.push({
                         id: MultiplexSubcall.TransformERC20,
-                        sellAmount: BigNumber.sum(...quote.orders.slice(i).map(o => o.takerAmount)),
+                        sellAmount: BigNumber.sum(
+                            ...orders.slice(i)
+                                .map(o => (o as SwapQuoteGenericBridgeOrder).maxTakerAmount),
+                        ),
                         data: multiplexTransformERC20Encoder.encode({
                             transformations,
                         }),
@@ -596,128 +694,21 @@ export class ExchangeProxySwapQuoteConsumer implements SwapQuoteConsumerBase {
                     break for_loop;
             }
         }
-        if (opts.isFromETH) {
-            return this._exchangeProxy
-                .multiplexBatchSellEthForToken(quote.makerToken, subcalls, quote.worstCaseQuoteInfo.makerAmount)
-                .getABIEncodedTransactionData();
-        } else if (opts.isToETH) {
-            return this._exchangeProxy
-                .multiplexBatchSellTokenForEth(
-                    quote.takerToken,
-                    subcalls,
-                    quote.worstCaseQuoteInfo.totalTakerAmount,
-                    quote.worstCaseQuoteInfo.makerAmount,
-                )
-                .getABIEncodedTransactionData();
-        } else {
-            return this._exchangeProxy
-                .multiplexBatchSellTokenForToken(
-                    quote.takerToken,
-                    quote.makerToken,
-                    subcalls,
-                    quote.worstCaseQuoteInfo.totalTakerAmount,
-                    quote.worstCaseQuoteInfo.makerAmount,
-                )
-                .getABIEncodedTransactionData();
-        }
-    }
-
-    private _encodeMultiplexMultiHopFillCalldata(quote: SwapQuote, opts: ExchangeProxyContractOpts): string {
-        const subcalls = [];
-        const [firstHopOrder, secondHopOrder] = quote.orders;
-        const intermediateToken = firstHopOrder.makerToken;
-        const tokens = [quote.takerToken, intermediateToken, quote.makerToken];
-
-        for (const order of [firstHopOrder, secondHopOrder]) {
-            switch (order.source) {
-                case ERC20BridgeSource.UniswapV2:
-                case ERC20BridgeSource.SushiSwap:
-                    subcalls.push({
-                        id: MultiplexSubcall.UniswapV2,
-                        data: multiplexUniswapEncoder.encode({
-                            tokens: (order.fillData as UniswapV2FillData).tokenAddressPath,
-                            isSushi: order.source === ERC20BridgeSource.SushiSwap,
-                        }),
-                    });
-                    break;
-                case ERC20BridgeSource.LiquidityProvider:
-                    subcalls.push({
-                        id: MultiplexSubcall.LiquidityProvider,
-                        data: multiplexPlpEncoder.encode({
-                            provider: (order.fillData as LiquidityProviderFillData).poolAddress,
-                            auxiliaryData: NULL_BYTES,
-                        }),
-                    });
-                    break;
-                case ERC20BridgeSource.UniswapV3:
-                    subcalls.push({
-                        id: MultiplexSubcall.UniswapV3,
-                        data: (order.fillData as FinalUniswapV3FillData).uniswapPath,
-                    });
-                    break;
-                default:
-                    // Should never happen because we check `isMultiplexMultiHopFillCompatible`
-                    // before calling this function.
-                    throw new Error(`Multiplex multi-hop unsupported source: ${order.source}`);
-            }
-        }
-        if (opts.isFromETH) {
-            return this._exchangeProxy
-                .multiplexMultiHopSellEthForToken(tokens, subcalls, quote.worstCaseQuoteInfo.makerAmount)
-                .getABIEncodedTransactionData();
-        } else if (opts.isToETH) {
-            return this._exchangeProxy
-                .multiplexMultiHopSellTokenForEth(
-                    tokens,
-                    subcalls,
-                    quote.worstCaseQuoteInfo.totalTakerAmount,
-                    quote.worstCaseQuoteInfo.makerAmount,
-                )
-                .getABIEncodedTransactionData();
-        } else {
-            return this._exchangeProxy
-                .multiplexMultiHopSellTokenForToken(
-                    tokens,
-                    subcalls,
-                    quote.worstCaseQuoteInfo.totalTakerAmount,
-                    quote.worstCaseQuoteInfo.makerAmount,
-                )
-                .getABIEncodedTransactionData();
-        }
+        return subcalls;
     }
 }
 
-function slipNonNativeOrders(quote: MarketSellSwapQuote | MarketBuySwapQuote): OptimizedMarketOrder[] {
-    const slippage = getMaxQuoteSlippageRate(quote);
-    if (!slippage) {
-        return quote.orders;
-    }
-    return quote.orders.map(o => {
-        if (o.source === ERC20BridgeSource.Native) {
-            return o;
+function getTokenPathFromHops(hops: SwapQuoteHop[]): Address[] {
+    const path = [];
+    for (const [i, hop] of hops.entries()) {
+        path.push(hop.takerToken);
+        if (i === path.length - 1) {
+            path.push(hop.makerToken);
         }
-        return {
-            ...o,
-            ...(quote.type === MarketOperation.Sell
-                ? { makerAmount: o.makerAmount.times(1 - slippage).integerValue(BigNumber.ROUND_DOWN) }
-                : { takerAmount: o.takerAmount.times(1 + slippage).integerValue(BigNumber.ROUND_UP) }),
-        };
-    });
+    }
+    return path;
 }
 
-function getMaxQuoteSlippageRate(quote: MarketBuySwapQuote | MarketSellSwapQuote): number {
-    if (quote.type === MarketOperation.Buy) {
-        // (worstCaseTaker - bestCaseTaker) / bestCaseTaker
-        // where worstCaseTaker >= bestCaseTaker
-        return quote.worstCaseQuoteInfo.takerAmount
-            .minus(quote.bestCaseQuoteInfo.takerAmount)
-            .div(quote.bestCaseQuoteInfo.takerAmount)
-            .toNumber();
-    }
-    // (bestCaseMaker - worstCaseMaker) / bestCaseMaker
-    // where bestCaseMaker >= worstCaseMaker
-    return quote.bestCaseQuoteInfo.makerAmount
-        .minus(quote.worstCaseQuoteInfo.makerAmount)
-        .div(quote.bestCaseQuoteInfo.makerAmount)
-        .toNumber();
+function encodeAddress(address: Address): Bytes {
+    return hexUtils.leftPad(hexUtils.slice(address, 0, 20));
 }

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

@@ -12,6 +12,7 @@ export enum MultiplexSubcall {
     BatchSell,
     MultiHopSell,
 }
+
 export const multiplexTransformERC20Encoder = AbiEncoder.create([
     {
         name: 'transformations',
@@ -22,15 +23,30 @@ export const multiplexTransformERC20Encoder = AbiEncoder.create([
         ],
     },
 ]);
+
 export const multiplexRfqEncoder = AbiEncoder.create([
     { name: 'order', type: 'tuple', components: RfqOrder.STRUCT_ABI },
     { name: 'signature', type: 'tuple', components: SIGNATURE_ABI },
 ]);
+
 export const multiplexUniswapEncoder = AbiEncoder.create([
     { name: 'tokens', type: 'address[]' },
     { name: 'isSushi', type: 'bool' },
 ]);
+
 export const multiplexPlpEncoder = AbiEncoder.create([
     { name: 'provider', type: 'address' },
     { name: 'auxiliaryData', type: 'bytes' },
 ]);
+
+export const multiplexBatchSellEncoder = AbiEncoder.create([
+    {
+        name: 'subcalls',
+        type: 'tuple[]',
+        components: [
+            { name: 'id', type: 'uint8' },
+            { name: 'sellAmount', type: 'uint256' },
+            { name: 'data', type: 'bytes' },
+        ],
+    },
+]);

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

@@ -2,17 +2,17 @@ import { FillQuoteTransformerData, FillQuoteTransformerOrderType } from '@0x/pro
 
 import { ExchangeProxyContractOpts, MarketBuySwapQuote, MarketOperation, SwapQuote } from '../types';
 import {
-    createBridgeDataForBridgeOrder,
     getErc20BridgeSourceToBridgeSource,
 } from '../utils/market_operation_utils/orders';
 import {
     ERC20BridgeSource,
-    NativeLimitOrderFillData,
-    NativeRfqOrderFillData,
-    OptimizedMarketBridgeOrder,
-    OptimizedMarketOrder,
-    OptimizedMarketOrderBase,
 } from '../utils/market_operation_utils/types';
+import {
+    SwapQuoteGenericBridgeOrder,
+    SwapQuoteOrder,
+    SwapQuoteLimitOrder,
+    SwapQuoteRfqOrder,
+} from '../types';
 
 const MULTIPLEX_BATCH_FILL_SOURCES = [
     ERC20BridgeSource.UniswapV2,
@@ -29,16 +29,19 @@ export function isMultiplexBatchFillCompatible(quote: SwapQuote, opts: ExchangeP
     if (requiresTransformERC20(opts)) {
         return false;
     }
-    if (quote.isTwoHop) {
+    // Must not be multi-hop.
+    if (quote.hops.length > 1) {
         return false;
     }
-    if (quote.orders.map(o => o.type).includes(FillQuoteTransformerOrderType.Limit)) {
+    // Must not contain limit orders.
+    const allOrderTypes = quote.hops.map(h => h.orders.map(o => o.type)).flat(2);
+    if (allOrderTypes.includes(FillQuoteTransformerOrderType.Limit)) {
         return false;
     }
     // Use Multiplex if the non-fallback sources are a subset of
     // {UniswapV2, Sushiswap, RFQ, PLP, UniswapV3}
-    const nonFallbackSources = Object.keys(quote.sourceBreakdown);
-    return nonFallbackSources.every(source => MULTIPLEX_BATCH_FILL_SOURCES.includes(source as ERC20BridgeSource));
+    const nonFallbackSources = quote.hops.map(h => h.orders.filter(o => !o.isFallback).map(o => o.source)).flat(2);
+    return nonFallbackSources.every(s => MULTIPLEX_BATCH_FILL_SOURCES.includes(s));
 }
 
 const MULTIPLEX_MULTIHOP_FILL_SOURCES = [
@@ -55,14 +58,12 @@ export function isMultiplexMultiHopFillCompatible(quote: SwapQuote, opts: Exchan
     if (requiresTransformERC20(opts)) {
         return false;
     }
-    if (!quote.isTwoHop) {
+    // Must be multi-hop.
+    if (quote.hops.length < 2) {
         return false;
     }
-    const [firstHopOrder, secondHopOrder] = quote.orders;
-    return (
-        MULTIPLEX_MULTIHOP_FILL_SOURCES.includes(firstHopOrder.source) &&
-        MULTIPLEX_MULTIHOP_FILL_SOURCES.includes(secondHopOrder.source)
-    );
+    const sources = quote.hops.map(h => h.orders.map(o => o.source)).flat(2);
+    return sources.every(s => MULTIPLEX_MULTIHOP_FILL_SOURCES.includes(s));
 }
 
 /**
@@ -77,11 +78,11 @@ export function isDirectSwapCompatible(
     if (requiresTransformERC20(opts)) {
         return false;
     }
-    // Must be a single order.
-    if (quote.orders.length !== 1) {
+    // Must be a single hop with a single order.
+    if (quote.hops.length !== 1 || quote.hops[0].orders.length !== 1) {
         return false;
     }
-    const order = quote.orders[0];
+    const order = quote.hops[0].orders[0];
     if (!directSources.includes(order.source)) {
         return false;
     }
@@ -95,24 +96,24 @@ export function isBuyQuote(quote: SwapQuote): quote is MarketBuySwapQuote {
     return quote.type === MarketOperation.Buy;
 }
 
-function isOptimizedBridgeOrder(x: OptimizedMarketOrder): x is OptimizedMarketBridgeOrder {
+function isBridgeOrder(x: SwapQuoteOrder): x is SwapQuoteGenericBridgeOrder {
     return x.type === FillQuoteTransformerOrderType.Bridge;
 }
 
-function isOptimizedLimitOrder(x: OptimizedMarketOrder): x is OptimizedMarketOrderBase<NativeLimitOrderFillData> {
-    return x.type === FillQuoteTransformerOrderType.Limit;
-}
-
-function isOptimizedRfqOrder(x: OptimizedMarketOrder): x is OptimizedMarketOrderBase<NativeRfqOrderFillData> {
-    return x.type === FillQuoteTransformerOrderType.Rfq;
-}
+// function isOptimizedLimitOrder(x: OptimizedMarketOrder): x is OptimizedMarketOrderBase<NativeLimitOrderFillData> {
+//     return x.type === FillQuoteTransformerOrderType.Limit;
+// }
+//
+// function isOptimizedRfqOrder(x: OptimizedMarketOrder): x is OptimizedMarketOrderBase<NativeRfqOrderFillData> {
+//     return x.type === FillQuoteTransformerOrderType.Rfq;
+// }
 
 /**
  * Converts the given `OptimizedMarketOrder`s into bridge, limit, and RFQ orders for
  * FillQuoteTransformer.
  */
 export function getFQTTransformerDataFromOptimizedOrders(
-    orders: OptimizedMarketOrder[],
+    orders: SwapQuoteOrder[],
 ): Pick<FillQuoteTransformerData, 'bridgeOrders' | 'limitOrders' | 'rfqOrders' | 'fillSequence'> {
     const fqtData: Pick<FillQuoteTransformerData, 'bridgeOrders' | 'limitOrders' | 'rfqOrders' | 'fillSequence'> = {
         bridgeOrders: [],
@@ -122,25 +123,25 @@ export function getFQTTransformerDataFromOptimizedOrders(
     };
 
     for (const order of orders) {
-        if (isOptimizedBridgeOrder(order)) {
+        if (isBridgeOrder(order)) {
             fqtData.bridgeOrders.push({
-                bridgeData: createBridgeDataForBridgeOrder(order),
-                makerTokenAmount: order.makerAmount,
-                takerTokenAmount: order.takerAmount,
+                bridgeData: order.fillData.encodedFillData,
+                makerTokenAmount: order.minMakerAmount,
+                takerTokenAmount: order.maxTakerAmount,
                 source: getErc20BridgeSourceToBridgeSource(order.source),
             });
-        } else if (isOptimizedLimitOrder(order)) {
-            fqtData.limitOrders.push({
-                order: order.fillData.order,
-                signature: order.fillData.signature,
-                maxTakerTokenFillAmount: order.takerAmount,
-            });
-        } else if (isOptimizedRfqOrder(order)) {
-            fqtData.rfqOrders.push({
-                order: order.fillData.order,
-                signature: order.fillData.signature,
-                maxTakerTokenFillAmount: order.takerAmount,
-            });
+        // } else if (isOptimizedLimitOrder(order)) {
+        //     fqtData.limitOrders.push({
+        //         order: order.fillData.order,
+        //         signature: order.fillData.signature,
+        //         maxTakerTokenFillAmount: order.takerAmount,
+        //     });
+        // } else if (isOptimizedRfqOrder(order)) {
+        //     fqtData.rfqOrders.push({
+        //         order: order.fillData.order,
+        //         signature: order.fillData.signature,
+        //         maxTakerTokenFillAmount: order.takerAmount,
+        //     });
         } else {
             // Should never happen
             throw new Error('Unknown Order type');

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

@@ -20,13 +20,12 @@ export class SwapQuoteConsumer implements SwapQuoteConsumerBase {
     private readonly _contractAddresses: ContractAddresses;
     private readonly _exchangeProxyConsumer: ExchangeProxySwapQuoteConsumer;
 
-    public static getSwapQuoteConsumer(options: Partial<SwapQuoteConsumerOpts> = {}): SwapQuoteConsumer {
+    public static getSwapQuoteConsumer(options: SwapQuoteConsumerOpts): SwapQuoteConsumer {
         return new SwapQuoteConsumer(options);
     }
 
-    constructor(options: Partial<SwapQuoteConsumerOpts> = {}) {
-        const { chainId } = _.merge({}, constants.DEFAULT_SWAP_QUOTER_OPTS, options);
-        assert.isNumber('chainId', chainId);
+    constructor(options: SwapQuoteConsumerOpts) {
+        const { chainId } = options;
 
         this.chainId = chainId;
         this._contractAddresses = options.contractAddresses || getContractAddressesForChainOrThrow(chainId);

packages/asset-swapper/src/swap_quoter.ts

@@ -1,16 +1,15 @@
-import { ChainId, getContractAddressesForChainOrThrow } from '@0x/contract-addresses';
+import { getContractAddressesForChainOrThrow } from '@0x/contract-addresses';
 import { FillQuoteTransformerOrderType, LimitOrder } from '@0x/protocol-utils';
 import { BigNumber, providerUtils } from '@0x/utils';
 import Axios, { AxiosInstance } from 'axios';
-import { BlockParamLiteral, MethodAbi, SupportedProvider, ZeroExProvider } from 'ethereum-types';
-import { FastABI } from 'fast-abi';
+import { SupportedProvider, ZeroExProvider } from 'ethereum-types';
 import { Agent as HttpAgent } from 'http';
 import { Agent as HttpsAgent } from 'https';
 import * as _ from 'lodash';
 
-import { artifacts } from './artifacts';
 import { constants, INVALID_SIGNATURE, KEEP_ALIVE_TTL } from './constants';
 import {
+    Address,
     AssetSwapperContractAddresses,
     MarketBuySwapQuote,
     MarketOperation,
@@ -19,6 +18,10 @@ import {
     SignedNativeOrder,
     SwapQuote,
     SwapQuoteInfo,
+    SwapQuoteHop,
+    SwapQuoteOrder,
+    SwapQuoteGenericBridgeOrder,
+    SwapQuoteNativeOrder,
     SwapQuoteOrdersBreakdown,
     SwapQuoteRequestOpts,
     SwapQuoterOpts,
@@ -26,25 +29,26 @@ import {
 } from './types';
 import { assert } from './utils/assert';
 import { MarketOperationUtils } from './utils/market_operation_utils';
-import { BancorService } from './utils/market_operation_utils/bancor_service';
-import { SAMPLER_ADDRESS, SOURCE_FLAGS, ZERO_AMOUNT } from './utils/market_operation_utils/constants';
-import { DexOrderSampler } from './utils/market_operation_utils/sampler';
+import { ZERO_AMOUNT } from './utils/market_operation_utils/constants';
+import { SamplerClient } from './utils/market_operation_utils/sampler';
 import { SourceFilters } from './utils/market_operation_utils/source_filters';
 import {
     ERC20BridgeSource,
-    FeeSchedule,
-    FillData,
     GetMarketOrdersOpts,
     MarketDepth,
     MarketDepthSide,
     MarketSideLiquidity,
-    OptimizedMarketOrder,
+    OptimizedHop,
+    OptimizedOrder,
+    OptimizedBridgeOrder,
+    OptimizedLimitOrder,
+    OptimizedRfqOrder,
+    OptimizedGenericBridgeOrder,
     OptimizerResultWithReport,
 } from './utils/market_operation_utils/types';
 import { ProtocolFeeUtils } from './utils/protocol_fee_utils';
 import { QuoteRequestor } from './utils/quote_requestor';
 import { QuoteFillResult, simulateBestCaseFill, simulateWorstCaseFill } from './utils/quote_simulation';
-import { ERC20BridgeSamplerContract } from './wrappers';
 
 export abstract class Orderbook {
     public abstract getOrdersAsync(
@@ -85,20 +89,15 @@ export class SwapQuoter {
      *
      * @return  An instance of SwapQuoter
      */
-    constructor(supportedProvider: SupportedProvider, orderbook: Orderbook, options: Partial<SwapQuoterOpts> = {}) {
+    constructor(supportedProvider: SupportedProvider, orderbook: Orderbook, options: SwapQuoterOpts) {
         const {
             chainId,
             expiryBufferMs,
             permittedOrderFeeTypes,
-            samplerGasLimit,
             rfqt,
-            tokenAdjacencyGraph,
-            liquidityProviderRegistry,
-        } = { ...constants.DEFAULT_SWAP_QUOTER_OPTS, ...options };
+        } = options;
         const provider = providerUtils.standardizeOrThrow(supportedProvider);
         assert.isValidOrderbook('orderbook', orderbook);
-        assert.isNumber('chainId', chainId);
-        assert.isNumber('expiryBufferMs', expiryBufferMs);
         this.chainId = chainId;
         this.provider = provider;
         this.orderbook = orderbook;
@@ -113,45 +112,11 @@ export class SwapQuoter {
             constants.PROTOCOL_FEE_UTILS_POLLING_INTERVAL_IN_MS,
             options.ethGasStationUrl,
         );
-        // Allow the sampler bytecode to be overwritten using geths override functionality
-        const samplerBytecode = _.get(artifacts.ERC20BridgeSampler, 'compilerOutput.evm.deployedBytecode.object');
-        // Allow address of the Sampler to be overridden, i.e in Ganache where overrides do not work
-        const samplerAddress = (options.samplerOverrides && options.samplerOverrides.to) || SAMPLER_ADDRESS;
-        const defaultCodeOverrides = samplerBytecode
-            ? {
-                  [samplerAddress]: { code: samplerBytecode },
-              }
-            : {};
-        const samplerOverrides = _.assign(
-            { block: BlockParamLiteral.Latest, overrides: defaultCodeOverrides },
-            options.samplerOverrides,
-        );
-        const fastAbi = new FastABI(ERC20BridgeSamplerContract.ABI() as MethodAbi[], { BigNumber });
-        const samplerContract = new ERC20BridgeSamplerContract(
-            samplerAddress,
-            this.provider,
-            {
-                gas: samplerGasLimit,
-            },
-            {},
-            undefined,
-            {
-                encodeInput: (fnName: string, values: any) => fastAbi.encodeInput(fnName, values),
-                decodeOutput: (fnName: string, data: string) => fastAbi.decodeOutput(fnName, data),
-            },
-        );
 
         this._marketOperationUtils = new MarketOperationUtils(
-            new DexOrderSampler(
+            SamplerClient.createFromChainIdAndEndpoint(
                 this.chainId,
-                samplerContract,
-                samplerOverrides,
-                undefined, // pools caches for balancer and cream
-                tokenAdjacencyGraph,
-                liquidityProviderRegistry,
-                this.chainId === ChainId.Mainnet // Enable Bancor only on Mainnet
-                    ? async () => BancorService.createAsync(provider)
-                    : async () => undefined,
+                options.samplerServiceUrl,
             ),
             this._contractAddresses,
             {
@@ -216,7 +181,6 @@ export class SwapQuoter {
                         MarketOperation.Buy,
                         makerTokenBuyAmounts[i],
                         gasPrice,
-                        opts.gasSchedule,
                         opts.bridgeSlippage,
                     );
                 } else {
@@ -243,49 +207,50 @@ export class SwapQuoter {
         takerAssetAmount: BigNumber,
         options: Partial<SwapQuoteRequestOpts> = {},
     ): Promise<MarketDepth> {
-        assert.isString('makerToken', makerToken);
-        assert.isString('takerToken', takerToken);
-        const sourceFilters = new SourceFilters([], options.excludedSources, options.includedSources);
-
-        let [sellOrders, buyOrders] = !sourceFilters.isAllowed(ERC20BridgeSource.Native)
-            ? [[], []]
-            : await Promise.all([
-                  this.orderbook.getOrdersAsync(makerToken, takerToken),
-                  this.orderbook.getOrdersAsync(takerToken, makerToken),
-              ]);
-        if (!sellOrders || sellOrders.length === 0) {
-            sellOrders = [createDummyOrder(makerToken, takerToken)];
-        }
-        if (!buyOrders || buyOrders.length === 0) {
-            buyOrders = [createDummyOrder(takerToken, makerToken)];
-        }
-
-        const getMarketDepthSide = (marketSideLiquidity: MarketSideLiquidity): MarketDepthSide => {
-            const { dexQuotes, nativeOrders } = marketSideLiquidity.quotes;
-            const { side } = marketSideLiquidity;
-
-            return [
-                ...dexQuotes,
-                nativeOrders.map(o => {
-                    return {
-                        input: side === MarketOperation.Sell ? o.fillableTakerAmount : o.fillableMakerAmount,
-                        output: side === MarketOperation.Sell ? o.fillableMakerAmount : o.fillableTakerAmount,
-                        fillData: o,
-                        source: ERC20BridgeSource.Native,
-                    };
-                }),
-            ];
-        };
-        const [bids, asks] = await Promise.all([
-            this._marketOperationUtils.getMarketBuyLiquidityAsync(buyOrders, takerAssetAmount, options),
-            this._marketOperationUtils.getMarketSellLiquidityAsync(sellOrders, takerAssetAmount, options),
-        ]);
-        return {
-            bids: getMarketDepthSide(bids),
-            asks: getMarketDepthSide(asks),
-            makerTokenDecimals: asks.makerTokenDecimals,
-            takerTokenDecimals: asks.takerTokenDecimals,
-        };
+        throw new Error(`Not implemented`);
+        // assert.isString('makerToken', makerToken);
+        // assert.isString('takerToken', takerToken);
+        // const sourceFilters = new SourceFilters([], options.excludedSources, options.includedSources);
+        //
+        // let [sellOrders, buyOrders] = !sourceFilters.isAllowed(ERC20BridgeSource.Native)
+        //     ? [[], []]
+        //     : await Promise.all([
+        //           this.orderbook.getOrdersAsync(makerToken, takerToken),
+        //           this.orderbook.getOrdersAsync(takerToken, makerToken),
+        //       ]);
+        // if (!sellOrders || sellOrders.length === 0) {
+        //     sellOrders = [createDummyOrder(makerToken, takerToken)];
+        // }
+        // if (!buyOrders || buyOrders.length === 0) {
+        //     buyOrders = [createDummyOrder(takerToken, makerToken)];
+        // }
+        //
+        // const getMarketDepthSide = (marketSideLiquidity: MarketSideLiquidity): MarketDepthSide => {
+        //     const { dexQuotes, nativeOrders } = marketSideLiquidity.quotes;
+        //     const { side } = marketSideLiquidity;
+        //
+        //     return [
+        //         ...dexQuotes,
+        //         nativeOrders.map(o => {
+        //             return {
+        //                 input: side === MarketOperation.Sell ? o.fillableTakerAmount : o.fillableMakerAmount,
+        //                 output: side === MarketOperation.Sell ? o.fillableMakerAmount : o.fillableTakerAmount,
+        //                 fillData: o,
+        //                 source: ERC20BridgeSource.Native,
+        //             };
+        //         }),
+        //     ];
+        // };
+        // const [bids, asks] = await Promise.all([
+        //     this._marketOperationUtils.getMarketBuyLiquidityAsync(buyOrders, takerAssetAmount, options),
+        //     this._marketOperationUtils.getMarketSellLiquidityAsync(sellOrders, takerAssetAmount, options),
+        // ]);
+        // return {
+        //     bids: getMarketDepthSide(bids),
+        //     asks: getMarketDepthSide(asks),
+        //     makerTokenDecimals: asks.makerTokenDecimals,
+        //     takerTokenDecimals: asks.takerTokenDecimals,
+        // };
     }
 
     /**
@@ -364,9 +329,6 @@ export class SwapQuoter {
         const calcOpts: GetMarketOrdersOpts = {
             ...cloneOpts,
             gasPrice,
-            feeSchedule: _.mapValues(opts.feeSchedule, gasCost => (fillData: FillData) =>
-                gasCost === undefined ? 0 : gasPrice.times(gasCost(fillData)),
-            ),
             exchangeProxyOverhead: flags => gasPrice.times(opts.exchangeProxyOverhead(flags)),
         };
         // pass the QuoteRequestor on if rfqt enabled
@@ -397,12 +359,13 @@ export class SwapQuoter {
             marketOperation,
             assetFillAmount,
             gasPrice,
-            opts.gasSchedule,
             opts.bridgeSlippage,
         );
 
         // Use the raw gas, not scaled by gas price
-        const exchangeProxyOverhead = opts.exchangeProxyOverhead(result.sourceFlags).toNumber();
+        const exchangeProxyOverhead = BigNumber.sum(
+            ...result.hops.map(h => opts.exchangeProxyOverhead(h.sourceFlags)),
+        ).toNumber();
         swapQuote.bestCaseQuoteInfo.gas += exchangeProxyOverhead;
         swapQuote.worstCaseQuoteInfo.gas += exchangeProxyOverhead;
 
@@ -496,26 +459,22 @@ function createSwapQuote(
     optimizerResult: OptimizerResultWithReport,
     makerToken: string,
     takerToken: string,
-    operation: MarketOperation,
+    side: MarketOperation,
     assetFillAmount: BigNumber,
     gasPrice: BigNumber,
-    gasSchedule: FeeSchedule,
     slippage: number,
 ): SwapQuote {
     const {
-        optimizedOrders,
+        hops,
         quoteReport,
-        sourceFlags,
         takerAmountPerEth,
         makerAmountPerEth,
         priceComparisonsReport,
     } = optimizerResult;
-    const isTwoHop = sourceFlags === SOURCE_FLAGS[ERC20BridgeSource.MultiHop];
 
-    // Calculate quote info
-    const { bestCaseQuoteInfo, worstCaseQuoteInfo, sourceBreakdown } = isTwoHop
-        ? calculateTwoHopQuoteInfo(optimizedOrders, operation, gasSchedule, slippage)
-        : calculateQuoteInfo(optimizedOrders, operation, assetFillAmount, gasPrice, gasSchedule, slippage);
+    const quoteHops = hops.map(hop => toSwapQuoteHop(hop, side, slippage));
+    const { bestCaseQuoteInfo, worstCaseQuoteInfo, sourceBreakdown } =
+        calculateQuoteInfo(quoteHops, side, assetFillAmount, gasPrice, slippage);
 
     // Put together the swap quote
     const { makerTokenDecimals, takerTokenDecimals } = optimizerResult.marketSideLiquidity;
@@ -523,7 +482,7 @@ function createSwapQuote(
         makerToken,
         takerToken,
         gasPrice,
-        orders: optimizedOrders,
+        orders: hops.map(h => h.orders).flat(1),
         bestCaseQuoteInfo,
         worstCaseQuoteInfo,
         sourceBreakdown,
@@ -532,116 +491,216 @@ function createSwapQuote(
         takerAmountPerEth,
         makerAmountPerEth,
         quoteReport,
-        isTwoHop,
         priceComparisonsReport,
     };
 
-    if (operation === MarketOperation.Buy) {
+    if (side === MarketOperation.Buy) {
         return {
             ...swapQuote,
             type: MarketOperation.Buy,
             makerTokenFillAmount: assetFillAmount,
+            maxSlippage: slippage,
+            hops: quoteHops,
         };
     } else {
         return {
             ...swapQuote,
             type: MarketOperation.Sell,
             takerTokenFillAmount: assetFillAmount,
+            maxSlippage: slippage,
+            hops: quoteHops,
         };
     }
 }
 
+function toSwapQuoteHop(hop: OptimizedHop, side: MarketOperation, slippage: number): SwapQuoteHop {
+    const orders = hop.orders.map(o => toSwapQuoteOrder(o, side, slippage));
+    const takerAmount = side === MarketOperation.Sell ? hop.inputAmount : hop.outputAmount;
+    const makerAmount = side === MarketOperation.Sell ? hop.outputAmount : hop.inputAmount;
+    return {
+        orders,
+        makerAmount: roundMakerAmount(side, makerAmount),
+        takerAmount: roundTakerAmount(side, takerAmount),
+        makerToken: side === MarketOperation.Sell ? hop.outputToken : hop.inputToken,
+        takerToken: side === MarketOperation.Sell ? hop.inputToken : hop.outputToken,
+        minMakerAmount: slipMakerAmount(side, makerAmount, slippage),
+        maxTakerAmount: slipTakerAmount(side, takerAmount, slippage),
+        sourceFlags: hop.sourceFlags,
+    };
+}
+
+function roundMakerAmount(side: MarketOperation, makerAmount: BigNumber): BigNumber {
+    const rm = side === MarketOperation.Sell ? BigNumber.ROUND_DOWN : BigNumber.ROUND_UP;
+    return makerAmount.integerValue(rm);
+}
+
+function roundTakerAmount(side: MarketOperation, takerAmount: BigNumber): BigNumber {
+    const rm = side === MarketOperation.Sell ? BigNumber.ROUND_UP : BigNumber.ROUND_UP;
+    return takerAmount.integerValue(rm);
+}
+
+function slipMakerAmount(side: MarketOperation, makerAmount: BigNumber, slippage: number): BigNumber {
+    return roundMakerAmount(
+        side,
+        side === MarketOperation.Sell ? makerAmount.times(1 - slippage) : makerAmount,
+    );
+}
+
+function slipTakerAmount(side: MarketOperation, takerAmount: BigNumber, slippage: number): BigNumber {
+    return roundTakerAmount(
+        side,
+        side === MarketOperation.Sell ? takerAmount : takerAmount.times(1 + slippage),
+    );
+}
+
+function toSwapQuoteOrder(order: OptimizedOrder, side: MarketOperation, slippage: number): SwapQuoteGenericBridgeOrder | SwapQuoteNativeOrder {
+    const { inputToken, outputToken, inputAmount, outputAmount, ...rest } = order;
+    const common = {
+        ...rest,
+        takerToken: side === MarketOperation.Sell ? inputToken : outputToken,
+        makerToken: side === MarketOperation.Sell ? outputToken : inputToken,
+        takerAmount: side === MarketOperation.Sell ? inputAmount : outputAmount,
+        makerAmount: side === MarketOperation.Sell ? outputAmount : inputAmount,
+    };
+    if (isBridgeOrder(order)) {
+        return {
+            ...common,
+            minMakerAmount: slipMakerAmount(
+                side,
+                side === MarketOperation.Sell
+                    ? order.outputAmount
+                    : order.inputAmount,
+                slippage,
+            ),
+            maxTakerAmount: slipTakerAmount(
+                side,
+                side === MarketOperation.Sell
+                    ? order.inputAmount
+                    : order.outputAmount,
+                slippage,
+            ),
+        };
+    }
+    return common as SwapQuoteNativeOrder;
+}
+
+function isBridgeOrder(order: OptimizedOrder): order is OptimizedGenericBridgeOrder {
+    return order.type === FillQuoteTransformerOrderType.Bridge;
+}
+
 function calculateQuoteInfo(
-    optimizedOrders: OptimizedMarketOrder[],
-    operation: MarketOperation,
-    assetFillAmount: BigNumber,
+    hops: SwapQuoteHop[],
+    side: MarketOperation,
+    fillAmount: BigNumber,
     gasPrice: BigNumber,
-    gasSchedule: FeeSchedule,
     slippage: number,
 ): { bestCaseQuoteInfo: SwapQuoteInfo; worstCaseQuoteInfo: SwapQuoteInfo; sourceBreakdown: SwapQuoteOrdersBreakdown } {
-    const bestCaseFillResult = simulateBestCaseFill({
-        gasPrice,
-        orders: optimizedOrders,
-        side: operation,
-        fillAmount: assetFillAmount,
-        opts: { gasSchedule },
-    });
-
-    const worstCaseFillResult = simulateWorstCaseFill({
-        gasPrice,
-        orders: optimizedOrders,
-        side: operation,
-        fillAmount: assetFillAmount,
-        opts: { gasSchedule, slippage },
-    });
-
-    return {
-        bestCaseQuoteInfo: fillResultsToQuoteInfo(bestCaseFillResult),
-        worstCaseQuoteInfo: fillResultsToQuoteInfo(worstCaseFillResult),
-        sourceBreakdown: getSwapQuoteOrdersBreakdown(bestCaseFillResult.fillAmountBySource),
-    };
-}
-
-function calculateTwoHopQuoteInfo(
-    optimizedOrders: OptimizedMarketOrder[],
-    operation: MarketOperation,
-    gasSchedule: FeeSchedule,
-    slippage: number,
-): { bestCaseQuoteInfo: SwapQuoteInfo; worstCaseQuoteInfo: SwapQuoteInfo; sourceBreakdown: SwapQuoteOrdersBreakdown } {
-    const [firstHopOrder, secondHopOrder] = optimizedOrders;
-    const [firstHopFill] = firstHopOrder.fills;
-    const [secondHopFill] = secondHopOrder.fills;
-    const gas = new BigNumber(
-        gasSchedule[ERC20BridgeSource.MultiHop]!({
-            firstHopSource: _.pick(firstHopFill, 'source', 'fillData'),
-            secondHopSource: _.pick(secondHopFill, 'source', 'fillData'),
-        }),
-    ).toNumber();
-    return {
-        bestCaseQuoteInfo: {
-            makerAmount: operation === MarketOperation.Sell ? secondHopFill.output : secondHopFill.input,
-            takerAmount: operation === MarketOperation.Sell ? firstHopFill.input : firstHopFill.output,
-            totalTakerAmount: operation === MarketOperation.Sell ? firstHopFill.input : firstHopFill.output,
-            feeTakerTokenAmount: constants.ZERO_AMOUNT,
-            protocolFeeInWeiAmount: constants.ZERO_AMOUNT,
-            gas,
-        },
-        // TODO jacob consolidate this with quote simulation worstCase
-        worstCaseQuoteInfo: {
-            makerAmount: MarketOperation.Sell
-                ? secondHopOrder.makerAmount.times(1 - slippage).integerValue()
-                : secondHopOrder.makerAmount,
-            takerAmount: MarketOperation.Sell
-                ? firstHopOrder.takerAmount
-                : firstHopOrder.takerAmount.times(1 + slippage).integerValue(),
-            totalTakerAmount: MarketOperation.Sell
-                ? firstHopOrder.takerAmount
-                : firstHopOrder.takerAmount.times(1 + slippage).integerValue(),
-            feeTakerTokenAmount: constants.ZERO_AMOUNT,
-            protocolFeeInWeiAmount: constants.ZERO_AMOUNT,
-            gas,
-        },
-        sourceBreakdown: {
-            [ERC20BridgeSource.MultiHop]: {
-                proportion: new BigNumber(1),
-                intermediateToken: secondHopOrder.takerToken,
-                hops: [firstHopFill.source, secondHopFill.source],
-            },
-        },
-    };
-}
-
-function getSwapQuoteOrdersBreakdown(fillAmountBySource: { [source: string]: BigNumber }): SwapQuoteOrdersBreakdown {
-    const totalFillAmount = BigNumber.sum(...Object.values(fillAmountBySource));
-    const breakdown: SwapQuoteOrdersBreakdown = {};
-    Object.entries(fillAmountBySource).forEach(([s, fillAmount]) => {
-        const source = s as keyof SwapQuoteOrdersBreakdown;
-        if (source === ERC20BridgeSource.MultiHop) {
-            // TODO jacob has a different breakdown
-        } else {
-            breakdown[source] = fillAmount.div(totalFillAmount);
+    const getNextFillAmount = (fillResults: QuoteFillResult[]) => {
+        if (fillResults.length === 0) {
+            return fillAmount;
         }
+        const lastFillResult = fillResults[fillResults.length - 1];
+        const { totalTakerAssetAmount, makerAssetAmount } =  lastFillResult;
+        return side === MarketOperation.Sell
+            ? makerAssetAmount : totalTakerAssetAmount;
+    };
+
+    const bestCaseFillResults = [];
+    const worstCaseFillResults = [];
+    const tokenPath = [];
+    for (const [i, hop] of hops.entries()) {
+        if (i === 0 || i < hops.length - 1) {
+            tokenPath.push(hop.takerToken);
+        }
+        if (i === tokenPath.length - 1) {
+            tokenPath.push(hop.makerToken);
+        }
+        const bestCaseFillResult = simulateBestCaseFill({
+            gasPrice,
+            side,
+            orders: hop.orders,
+            fillAmount: getNextFillAmount(bestCaseFillResults),
+            opts: {},
+        });
+        bestCaseFillResults.push(bestCaseFillResult);
+
+        const worstCaseFillResult = simulateWorstCaseFill({
+            gasPrice,
+            side,
+            orders: hop.orders,
+            fillAmount: getNextFillAmount(worstCaseFillResults),
+            opts: { slippage },
+        });
+        worstCaseFillResults.push(worstCaseFillResult);
+    }
+
+    const combinedBestCaseFillResult = combineQuoteFillResults(bestCaseFillResults);
+    const combinedWorstCaseFillResult = combineQuoteFillResults(worstCaseFillResults);
+    const sourceBreakdown = getSwapQuoteOrdersBreakdown(side, tokenPath, bestCaseFillResults);
+    return {
+        sourceBreakdown,
+        bestCaseQuoteInfo: fillResultsToQuoteInfo(combinedBestCaseFillResult),
+        worstCaseQuoteInfo: fillResultsToQuoteInfo(combinedWorstCaseFillResult),
+    };
+}
+
+function combineQuoteFillResults(fillResults: QuoteFillResult[]): QuoteFillResult {
+    if (fillResults.length === 0) {
+        throw new Error(`Empty fillResults array`);
+    }
+    const lastResult = fillResults[fillResults.length - 1];
+    const r = {
+        ...fillResults[0],
+       makerAssetAmount: lastResult.makerAssetAmount,
+       totalMakerAssetAmount: lastResult.totalMakerAssetAmount,
+   };
+    for (const fr of fillResults.slice(1)) {
+        r.gas += fr.gas + 30e3;
+        r.protocolFeeAmount = r.protocolFeeAmount.plus(fr.protocolFeeAmount);
+    }
+    return r;
+}
+
+function getSwapQuoteOrdersBreakdown(side: MarketOperation, tokenPath: Address[], hopFillResults: QuoteFillResult[]): SwapQuoteOrdersBreakdown {
+    const cumulativeFillRatioBySource: Partial<{ [key in ERC20BridgeSource]: number }> = {};
+    for (const hop of hopFillResults) {
+        const hopTotalFillAmount = side === MarketOperation.Sell
+            ? hop.totalTakerAssetAmount
+            : hop.totalMakerAssetAmount;
+        for (const [source, sourceFillAmount] of Object.entries(hop.fillAmountBySource)) {
+            cumulativeFillRatioBySource[source as ERC20BridgeSource] =
+                (cumulativeFillRatioBySource[source as ERC20BridgeSource] || 0)
+                + sourceFillAmount.div(hopTotalFillAmount).toNumber();
+        }
+    }
+    const globalFillRatiosSum = Object.values(cumulativeFillRatioBySource).reduce((a, v) => a! + v!, 0);
+    if (!globalFillRatiosSum) {
+        return {};
+    }
+    const breakdown: SwapQuoteOrdersBreakdown = {};
+    for (const [source, fillRatio] of Object.entries(cumulativeFillRatioBySource)) {
+        (breakdown as any)[source] = fillRatio! / globalFillRatiosSum;
+    }
+    const hopBreakdowns = hopFillResults.map(hop => {
+        const hopTotalFillAmount = side === MarketOperation.Sell
+            ? hop.totalTakerAssetAmount
+            : hop.totalMakerAssetAmount;
+        return Object.assign(
+            {},
+            ...Object.entries(hop.fillAmountBySource).map(([source, sourceFillAmount]) => ({
+                [source as ERC20BridgeSource]: sourceFillAmount.div(hopTotalFillAmount).toNumber(),
+            })),
+        );
     });
+    if (hopFillResults.length > 1) {
+        return {
+            [ERC20BridgeSource.MultiHop]: {
+                proportion: 1,
+                tokenPath: tokenPath,
+                breakdowns: hopBreakdowns,
+            },
+        };
+    }
     return breakdown;
 }
 

packages/asset-swapper/src/types.ts

@@ -1,7 +1,9 @@
 import { ChainId } from '@0x/contract-addresses';
 import { BlockParam, ContractAddresses, GethCallOverrides } from '@0x/contract-wrappers';
 import {
+    FillQuoteTransformerLimitOrderInfo,
     FillQuoteTransformerOrderType,
+    FillQuoteTransformerRfqOrderInfo,
     LimitOrderFields,
     RfqOrder,
     RfqOrderFields,
@@ -16,12 +18,21 @@ import {
     ERC20BridgeSource,
     GetMarketOrdersOpts,
     LiquidityProviderRegistry,
-    OptimizedMarketOrder,
+    LiquidityProviderFillData,
     TokenAdjacencyGraph,
+    BridgeFillData,
+    CurveFillData,
+    UniswapV2FillData,
+    UniswapV3FillData,
+    NativeOrderFillData,
+    MooniswapFillData,
 } from './utils/market_operation_utils/types';
 import { PriceComparisonsReport, QuoteReport } from './utils/quote_report_generator';
 import { MetricsProxy } from './utils/quote_requestor';
 
+export type Address = string;
+export type Bytes = string;
+
 /**
  * expiryBufferMs: The number of seconds to add when calculating whether an order is expired or not. Defaults to 300s (5m).
  * permittedOrderFeeTypes: A set of all the takerFee types that OrderPruner will filter for
@@ -37,19 +48,9 @@ export interface SignedOrder<T> {
     signature: Signature;
 }
 
-export type SignedNativeOrder = SignedOrder<LimitOrderFields> | SignedOrder<RfqOrderFields>;
-export type NativeOrderWithFillableAmounts = SignedNativeOrder & NativeOrderFillableAmountFields;
-
-/**
- * fillableMakerAmount: Amount of makerAsset that is fillable
- * fillableTakerAmount: Amount of takerAsset that is fillable
- * fillableTakerFeeAmount: Amount of takerFee paid to fill fillableTakerAmount
- */
-export interface NativeOrderFillableAmountFields {
-    fillableMakerAmount: BigNumber;
-    fillableTakerAmount: BigNumber;
-    fillableTakerFeeAmount: BigNumber;
-}
+export type SignedRfqOrder = SignedOrder<RfqOrderFields>;
+export type SignedLimitOrder = SignedOrder<LimitOrderFields>;
+export type SignedNativeOrder = SignedLimitOrder | SignedRfqOrder;
 
 /**
  * Represents the metadata to call a smart contract with calldata.
@@ -166,19 +167,72 @@ export interface SwapQuoteBase {
     takerToken: string;
     makerToken: string;
     gasPrice: BigNumber;
-    orders: OptimizedMarketOrder[];
+    hops: SwapQuoteHop[];
     bestCaseQuoteInfo: SwapQuoteInfo;
     worstCaseQuoteInfo: SwapQuoteInfo;
     sourceBreakdown: SwapQuoteOrdersBreakdown;
     quoteReport?: QuoteReport;
     priceComparisonsReport?: PriceComparisonsReport;
-    isTwoHop: boolean;
     makerTokenDecimals: number;
     takerTokenDecimals: number;
     takerAmountPerEth: BigNumber;
     makerAmountPerEth: BigNumber;
+    maxSlippage: number;
 }
 
+export interface SwapQuoteHop {
+    takerToken: Address;
+    makerToken: Address;
+    makerAmount: BigNumber;
+    takerAmount: BigNumber;
+    minMakerAmount: BigNumber;
+    maxTakerAmount: BigNumber;
+    sourceFlags: bigint;
+    orders: SwapQuoteOrder[];
+}
+
+export interface SwapQuoteOrder {
+    type: FillQuoteTransformerOrderType; // should correspond with TFillData
+    source: ERC20BridgeSource;
+    makerToken: string;
+    takerToken: string;
+    gasCost: number;
+    makerAmount: BigNumber;
+    takerAmount: BigNumber;
+    isFallback: boolean;
+    fillData?: any;
+}
+
+export interface SwapQuoteBridgeOrder<TFillData extends BridgeFillData> extends SwapQuoteOrder {
+    fillData: TFillData;
+    minMakerAmount: BigNumber;
+    maxTakerAmount: BigNumber;
+}
+
+export interface SwapQuoteGenericBridgeOrder extends SwapQuoteBridgeOrder<BridgeFillData> {}
+
+export interface SwapQuoteUniswapV2BridgeOrder extends SwapQuoteBridgeOrder<UniswapV2FillData> {}
+
+export interface SwapQuoteUniswapV3BridgeOrder extends SwapQuoteBridgeOrder<UniswapV3FillData> {}
+
+export interface SwapQuoteLiquidityProviderBridgeOrder extends SwapQuoteBridgeOrder<LiquidityProviderFillData> {}
+
+export interface SwapQuoteMooniswapBridgeOrder extends SwapQuoteBridgeOrder<MooniswapFillData> {}
+
+export interface SwapQuoteCurveBridgeOrder extends SwapQuoteBridgeOrder<CurveFillData> {}
+
+export interface SwapQuoteLimitOrder extends SwapQuoteOrder {
+    type: FillQuoteTransformerOrderType.Limit;
+    fillData: NativeOrderFillData;
+}
+
+export interface SwapQuoteRfqOrder extends SwapQuoteOrder {
+    type: FillQuoteTransformerOrderType.Rfq;
+    fillData: NativeOrderFillData;
+}
+
+export type SwapQuoteNativeOrder = SwapQuoteLimitOrder | SwapQuoteRfqOrder;
+
 /**
  * takerAssetFillAmount: The amount of takerAsset sold for makerAsset.
  * type: Specified MarketOperation the SwapQuote is provided for
@@ -220,15 +274,17 @@ export interface SwapQuoteInfo {
  * percentage breakdown of each liquidity source used in quote
  */
 export type SwapQuoteOrdersBreakdown = Partial<
-    { [key in Exclude<ERC20BridgeSource, typeof ERC20BridgeSource.MultiHop>]: BigNumber } & {
-        [ERC20BridgeSource.MultiHop]: {
-            proportion: BigNumber;
-            intermediateToken: string;
-            hops: ERC20BridgeSource[];
-        };
+    { [key in Exclude<ERC20BridgeSource, typeof ERC20BridgeSource.MultiHop>]: number } & {
+        [ERC20BridgeSource.MultiHop]: SwapQuoteMultiHopBreakdown;
     }
 >;
 
+export interface SwapQuoteMultiHopBreakdown {
+    proportion: number;
+    tokenPath: Address[];
+    breakdowns: Partial<{ [key in ERC20BridgeSource]: number }>[];
+};
+
 /**
  * nativeExclusivelyRFQ: if set to `true`, Swap quote will exclude Open Orderbook liquidity.
  *                       If set to `true` and `ERC20BridgeSource.Native` is part of the `excludedSources`
@@ -326,15 +382,16 @@ export interface SwapQuoterOpts extends OrderPrunerOpts {
     chainId: ChainId;
     orderRefreshIntervalMs: number;
     expiryBufferMs: number;
-    ethereumRpcUrl?: string;
+    // ethereumRpcUrl?: string;
     contractAddresses?: AssetSwapperContractAddresses;
     samplerGasLimit?: number;
-    multiBridgeAddress?: string;
+    // multiBridgeAddress?: string;
     ethGasStationUrl?: string;
     rfqt?: SwapQuoterRfqOpts;
-    samplerOverrides?: SamplerOverrides;
-    tokenAdjacencyGraph?: TokenAdjacencyGraph;
-    liquidityProviderRegistry?: LiquidityProviderRegistry;
+    // samplerOverrides?: SamplerOverrides;
+    // tokenAdjacencyGraph?: TokenAdjacencyGraph;
+    // liquidityProviderRegistry?: LiquidityProviderRegistry;
+    samplerServiceUrl: string;
 }
 
 /**
@@ -410,8 +467,6 @@ export interface SamplerCallResult {
     data: string;
 }
 
-export type Omit<T, K extends keyof T> = Pick<T, Exclude<keyof T, K>>;
-
 export enum AltQuoteModel {
     Firm = 'firm',
     Indicative = 'indicative',

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

@@ -1,34 +0,0 @@
-import { SupportedProvider } from '@0x/dev-utils';
-import { SDK } from '@bancor/sdk';
-import { Ethereum } from '@bancor/sdk/dist/blockchains/ethereum';
-import { BlockchainType } from '@bancor/sdk/dist/types';
-
-import { MAINNET_TOKENS } from './constants';
-
-const findToken = (tokenAddress: string, graph: object): string =>
-    // If we're looking for WETH it is stored by Bancor as the 0xeee address
-    tokenAddress.toLowerCase() === MAINNET_TOKENS.WETH.toLowerCase()
-        ? '0xEeeeeEeeeEeEeeEeEeEeeEEEeeeeEeeeeeeeEEeE'
-        : Object.keys(graph).filter(k => k.toLowerCase() === tokenAddress.toLowerCase())[0];
-
-export class BancorService {
-    public static async createAsync(provider: SupportedProvider): Promise<BancorService> {
-        const sdk = await SDK.create({ ethereumNodeEndpoint: provider });
-        const service = new BancorService(sdk);
-        return service;
-    }
-
-    constructor(public sdk: SDK) {}
-    public getPaths(_fromToken: string, _toToken: string): string[][] {
-        // HACK: We reach into the blockchain object and pull in it's cache of tokens
-        // and we use it's internal non-async getPathsFunc
-        try {
-            const blockchain = this.sdk._core.blockchains[BlockchainType.Ethereum] as Ethereum;
-            const fromToken = findToken(_fromToken, blockchain.graph);
-            const toToken = findToken(_toToken, blockchain.graph);
-            return blockchain.getPathsFunc.bind(blockchain)(fromToken, toToken);
-        } catch (e) {
-            return [];
-        }
-    }
-}

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

@@ -1,528 +0,0 @@
-import { ChainId } from '@0x/contract-addresses';
-import { BigNumber, NULL_BYTES } from '@0x/utils';
-
-import {
-    ACRYPTOS_BSC_INFOS,
-    APESWAP_ROUTER_BY_CHAIN_ID,
-    BAKERYSWAP_ROUTER_BY_CHAIN_ID,
-    BELT_BSC_INFOS,
-    CAFESWAP_ROUTER_BY_CHAIN_ID,
-    CHEESESWAP_ROUTER_BY_CHAIN_ID,
-    COMETHSWAP_ROUTER_BY_CHAIN_ID,
-    COMPONENT_POOLS_BY_CHAIN_ID,
-    CRYPTO_COM_ROUTER_BY_CHAIN_ID,
-    CURVE_FANTOM_INFOS,
-    CURVE_MAINNET_INFOS,
-    CURVE_POLYGON_INFOS,
-    CURVE_V2_FANTOM_INFOS,
-    CURVE_V2_MAINNET_INFOS,
-    CURVE_V2_POLYGON_INFOS,
-    DFYN_ROUTER_BY_CHAIN_ID,
-    ELLIPSIS_BSC_INFOS,
-    FIREBIRDONESWAP_BSC_INFOS,
-    FIREBIRDONESWAP_POLYGON_INFOS,
-    IRONSWAP_POLYGON_INFOS,
-    JETSWAP_ROUTER_BY_CHAIN_ID,
-    JULSWAP_ROUTER_BY_CHAIN_ID,
-    KYBER_BANNED_RESERVES,
-    KYBER_BRIDGED_LIQUIDITY_PREFIX,
-    MAX_DODOV2_POOLS_QUERIED,
-    MAX_KYBER_RESERVES_QUERIED,
-    MSTABLE_POOLS_BY_CHAIN_ID,
-    NERVE_BSC_INFOS,
-    NULL_ADDRESS,
-    PANCAKESWAP_ROUTER_BY_CHAIN_ID,
-    PANCAKESWAPV2_ROUTER_BY_CHAIN_ID,
-    PANGOLIN_ROUTER_BY_CHAIN_ID,
-    POLYDEX_ROUTER_BY_CHAIN_ID,
-    QUICKSWAP_ROUTER_BY_CHAIN_ID,
-    SADDLE_MAINNET_INFOS,
-    SHELL_POOLS_BY_CHAIN_ID,
-    SHIBASWAP_ROUTER_BY_CHAIN_ID,
-    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,
-    UNISWAPV2_ROUTER_BY_CHAIN_ID,
-    WAULTSWAP_ROUTER_BY_CHAIN_ID,
-    XSIGMA_MAINNET_INFOS,
-} from './constants';
-import { CurveInfo, ERC20BridgeSource } from './types';
-
-/**
- * Filter Kyber reserves which should not be used (0xbb bridged reserves)
- * @param reserveId Kyber reserveId
- */
-export function isAllowedKyberReserveId(reserveId: string): boolean {
-    return (
-        reserveId !== NULL_BYTES &&
-        !reserveId.startsWith(KYBER_BRIDGED_LIQUIDITY_PREFIX) &&
-        !KYBER_BANNED_RESERVES.includes(reserveId)
-    );
-}
-
-// tslint:disable-next-line: completed-docs ban-types
-export function isValidAddress(address: string | String): address is string {
-    return (typeof address === 'string' || address instanceof String) && address.toString() !== NULL_ADDRESS;
-}
-
-/**
- * Returns the offsets to be used to discover Kyber reserves
- */
-export function getKyberOffsets(): BigNumber[] {
-    return Array(MAX_KYBER_RESERVES_QUERIED)
-        .fill(0)
-        .map((_v, i) => new BigNumber(i));
-}
-
-// tslint:disable completed-docs
-export function getDodoV2Offsets(): BigNumber[] {
-    return Array(MAX_DODOV2_POOLS_QUERIED)
-        .fill(0)
-        .map((_v, i) => new BigNumber(i));
-}
-
-// tslint:disable completed-docs
-export function getShellsForPair(chainId: ChainId, takerToken: string, makerToken: string): string[] {
-    if (chainId !== ChainId.Mainnet) {
-        return [];
-    }
-    return Object.values(SHELL_POOLS_BY_CHAIN_ID[chainId])
-        .filter(c => [makerToken, takerToken].every(t => c.tokens.includes(t)))
-        .map(i => i.poolAddress);
-}
-
-// tslint:disable completed-docs
-export function getComponentForPair(chainId: ChainId, takerToken: string, makerToken: string): string[] {
-    if (chainId !== ChainId.Mainnet) {
-        return [];
-    }
-    return Object.values(COMPONENT_POOLS_BY_CHAIN_ID[chainId])
-        .filter(c => [makerToken, takerToken].every(t => c.tokens.includes(t)))
-        .map(i => i.poolAddress);
-}
-
-// tslint:disable completed-docs
-export function getMStableForPair(chainId: ChainId, takerToken: string, makerToken: string): string[] {
-    if (chainId !== ChainId.Mainnet && chainId !== ChainId.Polygon) {
-        return [];
-    }
-    return Object.values(MSTABLE_POOLS_BY_CHAIN_ID[chainId])
-        .filter(c => [makerToken, takerToken].every(t => c.tokens.includes(t)))
-        .map(i => i.poolAddress);
-}
-
-// tslint:disable completed-docs
-export function getCurveInfosForPair(chainId: ChainId, takerToken: string, makerToken: string): CurveInfo[] {
-    switch (chainId) {
-        case ChainId.Mainnet:
-            return Object.values(CURVE_MAINNET_INFOS).filter(c =>
-                [makerToken, takerToken].every(
-                    t =>
-                        (c.tokens.includes(t) && c.metaTokens === undefined) ||
-                        (c.tokens.includes(t) &&
-                            [makerToken, takerToken].filter(v => c.metaTokens?.includes(v)).length > 0),
-                ),
-            );
-        case ChainId.Polygon:
-            return Object.values(CURVE_POLYGON_INFOS).filter(c =>
-                [makerToken, takerToken].every(
-                    t =>
-                        (c.tokens.includes(t) && c.metaTokens === undefined) ||
-                        (c.tokens.includes(t) &&
-                            [makerToken, takerToken].filter(v => c.metaTokens?.includes(v)).length > 0),
-                ),
-            );
-        case ChainId.Fantom:
-            return Object.values(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),
-                ),
-            );
-        default:
-            return [];
-    }
-}
-
-// tslint:disable completed-docs
-export function getCurveV2InfosForPair(chainId: ChainId, takerToken: string, makerToken: string): CurveInfo[] {
-    switch (chainId) {
-        case ChainId.Mainnet:
-            return Object.values(CURVE_V2_MAINNET_INFOS).filter(c =>
-                [makerToken, takerToken].every(
-                    t =>
-                        (c.tokens.includes(t) && c.metaTokens === undefined) ||
-                        (c.tokens.includes(t) &&
-                            [makerToken, takerToken].filter(v => c.metaTokens?.includes(v)).length > 0),
-                ),
-            );
-        case ChainId.Polygon:
-            return Object.values(CURVE_V2_POLYGON_INFOS).filter(c =>
-                [makerToken, takerToken].every(
-                    t =>
-                        (c.tokens.includes(t) && c.metaTokens === undefined) ||
-                        (c.tokens.includes(t) &&
-                            [makerToken, takerToken].filter(v => c.metaTokens?.includes(v)).length > 0),
-                ),
-            );
-        case ChainId.Fantom:
-            return Object.values(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),
-                ),
-            );
-        default:
-            return [];
-    }
-}
-
-export function getSwerveInfosForPair(chainId: ChainId, takerToken: string, makerToken: string): CurveInfo[] {
-    if (chainId !== ChainId.Mainnet) {
-        return [];
-    }
-    return Object.values(SWERVE_MAINNET_INFOS).filter(c =>
-        [makerToken, takerToken].every(
-            t =>
-                (c.tokens.includes(t) && c.metaTokens === undefined) ||
-                (c.tokens.includes(t) && [makerToken, takerToken].filter(v => c.metaTokens?.includes(v)).length > 0),
-        ),
-    );
-}
-
-export function getSnowSwapInfosForPair(chainId: ChainId, takerToken: string, makerToken: string): CurveInfo[] {
-    if (chainId !== ChainId.Mainnet) {
-        return [];
-    }
-    return Object.values(SNOWSWAP_MAINNET_INFOS).filter(c =>
-        [makerToken, takerToken].every(
-            t =>
-                (c.tokens.includes(t) && c.metaTokens === undefined) ||
-                (c.tokens.includes(t) && [makerToken, takerToken].filter(v => c.metaTokens?.includes(v)).length > 0),
-        ),
-    );
-}
-
-export function getNerveInfosForPair(chainId: ChainId, takerToken: string, makerToken: string): CurveInfo[] {
-    if (chainId !== ChainId.BSC) {
-        return [];
-    }
-    return Object.values(NERVE_BSC_INFOS).filter(c =>
-        [makerToken, takerToken].every(
-            t =>
-                (c.tokens.includes(t) && c.metaTokens === undefined) ||
-                (c.tokens.includes(t) && [makerToken, takerToken].filter(v => c.metaTokens?.includes(v)).length > 0),
-        ),
-    );
-}
-
-export function getFirebirdOneSwapInfosForPair(chainId: ChainId, takerToken: string, makerToken: string): CurveInfo[] {
-    if (chainId === ChainId.BSC) {
-        return Object.values(FIREBIRDONESWAP_BSC_INFOS).filter(c =>
-            [makerToken, takerToken].every(
-                t =>
-                    (c.tokens.includes(t) && c.metaTokens === undefined) ||
-                    (c.tokens.includes(t) &&
-                        [makerToken, takerToken].filter(v => c.metaTokens?.includes(v)).length > 0),
-            ),
-        );
-    } else if (chainId === ChainId.Polygon) {
-        return Object.values(FIREBIRDONESWAP_POLYGON_INFOS).filter(c =>
-            [makerToken, takerToken].every(
-                t =>
-                    (c.tokens.includes(t) && c.metaTokens === undefined) ||
-                    (c.tokens.includes(t) &&
-                        [makerToken, takerToken].filter(v => c.metaTokens?.includes(v)).length > 0),
-            ),
-        );
-    } else {
-        return [];
-    }
-}
-
-export function getBeltInfosForPair(chainId: ChainId, takerToken: string, makerToken: string): CurveInfo[] {
-    if (chainId !== ChainId.BSC) {
-        return [];
-    }
-    return Object.values(BELT_BSC_INFOS).filter(c =>
-        [makerToken, takerToken].every(
-            t =>
-                (c.tokens.includes(t) && c.metaTokens === undefined) ||
-                (c.tokens.includes(t) && [makerToken, takerToken].filter(v => c.metaTokens?.includes(v)).length > 0),
-        ),
-    );
-}
-
-export function getEllipsisInfosForPair(chainId: ChainId, takerToken: string, makerToken: string): CurveInfo[] {
-    if (chainId !== ChainId.BSC) {
-        return [];
-    }
-    return Object.values(ELLIPSIS_BSC_INFOS).filter(c =>
-        [makerToken, takerToken].every(
-            t =>
-                (c.tokens.includes(t) && c.metaTokens === undefined) ||
-                (c.tokens.includes(t) && [makerToken, takerToken].filter(v => c.metaTokens?.includes(v)).length > 0),
-        ),
-    );
-}
-
-export function getSmoothyInfosForPair(chainId: ChainId, takerToken: string, makerToken: string): CurveInfo[] {
-    if (chainId === ChainId.BSC) {
-        return Object.values(SMOOTHY_BSC_INFOS).filter(c =>
-            [makerToken, takerToken].every(
-                t =>
-                    (c.tokens.includes(t) && c.metaTokens === undefined) ||
-                    (c.tokens.includes(t) &&
-                        [makerToken, takerToken].filter(v => c.metaTokens?.includes(v)).length > 0),
-            ),
-        );
-    } else if (chainId === ChainId.Mainnet) {
-        return Object.values(SMOOTHY_MAINNET_INFOS).filter(c =>
-            [makerToken, takerToken].every(
-                t =>
-                    (c.tokens.includes(t) && c.metaTokens === undefined) ||
-                    (c.tokens.includes(t) &&
-                        [makerToken, takerToken].filter(v => c.metaTokens?.includes(v)).length > 0),
-            ),
-        );
-    } else {
-        return [];
-    }
-}
-
-export function getSaddleInfosForPair(chainId: ChainId, takerToken: string, makerToken: string): CurveInfo[] {
-    if (chainId !== ChainId.Mainnet) {
-        return [];
-    }
-    return Object.values(SADDLE_MAINNET_INFOS).filter(c =>
-        [makerToken, takerToken].every(
-            t =>
-                (c.tokens.includes(t) && c.metaTokens === undefined) ||
-                (c.tokens.includes(t) && [makerToken, takerToken].filter(v => c.metaTokens?.includes(v)).length > 0),
-        ),
-    );
-}
-
-export function getIronSwapInfosForPair(chainId: ChainId, takerToken: string, makerToken: string): CurveInfo[] {
-    if (chainId !== ChainId.Polygon) {
-        return [];
-    }
-    return Object.values(IRONSWAP_POLYGON_INFOS).filter(c =>
-        [makerToken, takerToken].every(
-            t =>
-                (c.tokens.includes(t) && c.metaTokens === undefined) ||
-                (c.tokens.includes(t) && [makerToken, takerToken].filter(v => c.metaTokens?.includes(v)).length > 0),
-        ),
-    );
-}
-
-export function getXSigmaInfosForPair(chainId: ChainId, takerToken: string, makerToken: string): CurveInfo[] {
-    if (chainId !== ChainId.Mainnet) {
-        return [];
-    }
-    return Object.values(XSIGMA_MAINNET_INFOS).filter(c =>
-        [makerToken, takerToken].every(
-            t =>
-                (c.tokens.includes(t) && c.metaTokens === undefined) ||
-                (c.tokens.includes(t) && [makerToken, takerToken].filter(v => c.metaTokens?.includes(v)).length > 0),
-        ),
-    );
-}
-
-export function getAcryptosInfosForPair(chainId: ChainId, takerToken: string, makerToken: string): CurveInfo[] {
-    if (chainId !== ChainId.BSC) {
-        return [];
-    }
-    return Object.values(ACRYPTOS_BSC_INFOS).filter(c =>
-        [makerToken, takerToken].every(
-            t =>
-                (c.tokens.includes(t) && c.metaTokens === undefined) ||
-                (c.tokens.includes(t) && [makerToken, takerToken].filter(v => c.metaTokens?.includes(v)).length > 0),
-        ),
-    );
-}
-
-export function getShellLikeInfosForPair(
-    chainId: ChainId,
-    takerToken: string,
-    makerToken: string,
-    source: ERC20BridgeSource.Shell | ERC20BridgeSource.Component | ERC20BridgeSource.MStable,
-): string[] {
-    switch (source) {
-        case ERC20BridgeSource.Shell:
-            return getShellsForPair(chainId, takerToken, makerToken);
-        case ERC20BridgeSource.Component:
-            return getComponentForPair(chainId, takerToken, makerToken);
-        case ERC20BridgeSource.MStable:
-            return getMStableForPair(chainId, takerToken, makerToken);
-        default:
-            throw new Error(`Unknown Shell like source ${source}`);
-    }
-}
-
-export interface CurveDetailedInfo extends CurveInfo {
-    makerTokenIdx: number;
-    takerTokenIdx: number;
-}
-
-export function getCurveLikeInfosForPair(
-    chainId: ChainId,
-    takerToken: string,
-    makerToken: string,
-    source:
-        | ERC20BridgeSource.Curve
-        | ERC20BridgeSource.CurveV2
-        | ERC20BridgeSource.Swerve
-        | ERC20BridgeSource.SnowSwap
-        | ERC20BridgeSource.Nerve
-        | ERC20BridgeSource.Belt
-        | ERC20BridgeSource.Ellipsis
-        | ERC20BridgeSource.Smoothy
-        | ERC20BridgeSource.Saddle
-        | ERC20BridgeSource.IronSwap
-        | ERC20BridgeSource.XSigma
-        | ERC20BridgeSource.FirebirdOneSwap
-        | ERC20BridgeSource.ACryptos,
-): CurveDetailedInfo[] {
-    let pools: CurveInfo[] = [];
-    switch (source) {
-        case ERC20BridgeSource.Curve:
-            pools = getCurveInfosForPair(chainId, takerToken, makerToken);
-            break;
-        case ERC20BridgeSource.CurveV2:
-            pools = getCurveV2InfosForPair(chainId, takerToken, makerToken);
-            break;
-        case ERC20BridgeSource.Swerve:
-            pools = getSwerveInfosForPair(chainId, takerToken, makerToken);
-            break;
-        case ERC20BridgeSource.SnowSwap:
-            pools = getSnowSwapInfosForPair(chainId, takerToken, makerToken);
-            break;
-        case ERC20BridgeSource.Nerve:
-            pools = getNerveInfosForPair(chainId, takerToken, makerToken);
-            break;
-        case ERC20BridgeSource.Belt:
-            pools = getBeltInfosForPair(chainId, takerToken, makerToken);
-            break;
-        case ERC20BridgeSource.Ellipsis:
-            pools = getEllipsisInfosForPair(chainId, takerToken, makerToken);
-            break;
-        case ERC20BridgeSource.Smoothy:
-            pools = getSmoothyInfosForPair(chainId, takerToken, makerToken);
-            break;
-        case ERC20BridgeSource.Saddle:
-            pools = getSaddleInfosForPair(chainId, takerToken, makerToken);
-            break;
-        case ERC20BridgeSource.XSigma:
-            pools = getXSigmaInfosForPair(chainId, takerToken, makerToken);
-            break;
-        case ERC20BridgeSource.FirebirdOneSwap:
-            pools = getFirebirdOneSwapInfosForPair(chainId, takerToken, makerToken);
-            break;
-        case ERC20BridgeSource.IronSwap:
-            pools = getIronSwapInfosForPair(chainId, takerToken, makerToken);
-            break;
-        case ERC20BridgeSource.ACryptos:
-            pools = getAcryptosInfosForPair(chainId, takerToken, makerToken);
-            break;
-        default:
-            throw new Error(`Unknown Curve like source ${source}`);
-    }
-    return pools.map(pool => ({
-        ...pool,
-        makerTokenIdx: pool.tokens.indexOf(makerToken),
-        takerTokenIdx: pool.tokens.indexOf(takerToken),
-    }));
-}
-
-export function uniswapV2LikeRouterAddress(
-    chainId: ChainId,
-    source:
-        | ERC20BridgeSource.UniswapV2
-        | ERC20BridgeSource.SushiSwap
-        | ERC20BridgeSource.CryptoCom
-        | ERC20BridgeSource.PancakeSwap
-        | ERC20BridgeSource.PancakeSwapV2
-        | ERC20BridgeSource.BakerySwap
-        | ERC20BridgeSource.ApeSwap
-        | ERC20BridgeSource.CafeSwap
-        | ERC20BridgeSource.CheeseSwap
-        | ERC20BridgeSource.JulSwap
-        | ERC20BridgeSource.QuickSwap
-        | ERC20BridgeSource.ComethSwap
-        | ERC20BridgeSource.Dfyn
-        | ERC20BridgeSource.WaultSwap
-        | ERC20BridgeSource.Polydex
-        | ERC20BridgeSource.ShibaSwap
-        | ERC20BridgeSource.JetSwap
-        | ERC20BridgeSource.TraderJoe
-        | ERC20BridgeSource.Pangolin
-        | ERC20BridgeSource.SpookySwap
-        | ERC20BridgeSource.SpiritSwap,
-): string {
-    switch (source) {
-        case ERC20BridgeSource.UniswapV2:
-            return UNISWAPV2_ROUTER_BY_CHAIN_ID[chainId];
-        case ERC20BridgeSource.SushiSwap:
-            return SUSHISWAP_ROUTER_BY_CHAIN_ID[chainId];
-        case ERC20BridgeSource.CryptoCom:
-            return CRYPTO_COM_ROUTER_BY_CHAIN_ID[chainId];
-        case ERC20BridgeSource.PancakeSwap:
-            return PANCAKESWAP_ROUTER_BY_CHAIN_ID[chainId];
-        case ERC20BridgeSource.PancakeSwapV2:
-            return PANCAKESWAPV2_ROUTER_BY_CHAIN_ID[chainId];
-        case ERC20BridgeSource.BakerySwap:
-            return BAKERYSWAP_ROUTER_BY_CHAIN_ID[chainId];
-        case ERC20BridgeSource.ApeSwap:
-            return APESWAP_ROUTER_BY_CHAIN_ID[chainId];
-        case ERC20BridgeSource.CafeSwap:
-            return CAFESWAP_ROUTER_BY_CHAIN_ID[chainId];
-        case ERC20BridgeSource.CheeseSwap:
-            return CHEESESWAP_ROUTER_BY_CHAIN_ID[chainId];
-        case ERC20BridgeSource.JulSwap:
-            return JULSWAP_ROUTER_BY_CHAIN_ID[chainId];
-        case ERC20BridgeSource.QuickSwap:
-            return QUICKSWAP_ROUTER_BY_CHAIN_ID[chainId];
-        case ERC20BridgeSource.ComethSwap:
-            return COMETHSWAP_ROUTER_BY_CHAIN_ID[chainId];
-        case ERC20BridgeSource.Dfyn:
-            return DFYN_ROUTER_BY_CHAIN_ID[chainId];
-        case ERC20BridgeSource.WaultSwap:
-            return WAULTSWAP_ROUTER_BY_CHAIN_ID[chainId];
-        case ERC20BridgeSource.Polydex:
-            return POLYDEX_ROUTER_BY_CHAIN_ID[chainId];
-        case ERC20BridgeSource.ShibaSwap:
-            return SHIBASWAP_ROUTER_BY_CHAIN_ID[chainId];
-        case ERC20BridgeSource.JetSwap:
-            return JETSWAP_ROUTER_BY_CHAIN_ID[chainId];
-        case ERC20BridgeSource.Pangolin:
-            return PANGOLIN_ROUTER_BY_CHAIN_ID[chainId];
-        case ERC20BridgeSource.TraderJoe:
-            return TRADER_JOE_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}`);
-    }
-}
-
-const BAD_TOKENS_BY_SOURCE: Partial<{ [key in ERC20BridgeSource]: string[] }> = {
-    [ERC20BridgeSource.Uniswap]: [
-        '0xb8c77482e45f1f44de1745f52c74426c631bdd52', // BNB
-    ],
-};
-
-export function isBadTokenForSource(token: string, source: ERC20BridgeSource): boolean {
-    return (BAD_TOKENS_BY_SOURCE[source] || []).includes(token.toLowerCase());
-}

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

@@ -1,5 +1,4 @@
 import { Web3Wrapper } from '@0x/dev-utils';
-import { FillQuoteTransformerOrderType } from '@0x/protocol-utils';
 import { BigNumber, logUtils } from '@0x/utils';
 import * as _ from 'lodash';
 
@@ -8,10 +7,6 @@ import { MarketOperation } from '../../types';
 import { COMPARISON_PRICE_DECIMALS, SOURCE_FLAGS } from './constants';
 import {
     ComparisonPrice,
-    ERC20BridgeSource,
-    ExchangeProxyOverhead,
-    FeeEstimate,
-    FeeSchedule,
     MarketSideLiquidity,
 } from './types';
 
@@ -29,41 +24,20 @@ export function getComparisonPrices(
     adjustedRate: BigNumber,
     amount: BigNumber,
     marketSideLiquidity: MarketSideLiquidity,
-    feeSchedule: FeeSchedule,
-    exchangeProxyOverhead: ExchangeProxyOverhead,
+    gasPrice: BigNumber,
 ): ComparisonPrice {
     let wholeOrder: BigNumber | undefined;
-    let feeInEth: BigNumber | number;
-
-    // HACK: get the fee penalty of a single 0x native order
-    // The FeeSchedule function takes in a `FillData` object and returns a fee estimate in ETH
-    // We don't have fill data here, we just want the cost of a single native order, so we pass in undefined
-    // This works because the feeSchedule returns a constant for Native orders, this will need
-    // to be tweaked if the feeSchedule for native orders uses the fillData passed in
-    // 2 potential issues: there is no native fee schedule or the fee schedule depends on fill data
-    if (feeSchedule[ERC20BridgeSource.Native] === undefined) {
-        logUtils.warn('ComparisonPrice function did not find native order fee schedule');
-
-        return { wholeOrder };
-    } else {
-        try {
-            const fillFeeInEth = new BigNumber(
-                (feeSchedule[ERC20BridgeSource.Native] as FeeEstimate)({ type: FillQuoteTransformerOrderType.Rfq }),
-            );
-            const exchangeProxyOverheadInEth = new BigNumber(exchangeProxyOverhead(SOURCE_FLAGS.RfqOrder));
-            feeInEth = fillFeeInEth.plus(exchangeProxyOverheadInEth);
-        } catch {
-            logUtils.warn('Native order fee schedule requires fill data');
-
-            return { wholeOrder };
-        }
-    }
+    let feeInEth = gasPrice.times(100e3);
 
+    const [inputAmountPerEth, outputAmountPerEth] = [
+        marketSideLiquidity.tokenAmountPerEth[marketSideLiquidity.inputToken],
+        marketSideLiquidity.tokenAmountPerEth[marketSideLiquidity.outputToken],
+    ];
     // Calc native order fee penalty in output unit (maker units for sells, taker unit for buys)
-    const feePenalty = !marketSideLiquidity.outputAmountPerEth.isZero()
-        ? marketSideLiquidity.outputAmountPerEth.times(feeInEth)
+    const feePenalty = !outputAmountPerEth.isZero()
+        ? outputAmountPerEth.times(feeInEth)
         : // if it's a sell, the input token is the taker token
-          marketSideLiquidity.inputAmountPerEth
+          inputAmountPerEth
               .times(feeInEth)
               .times(marketSideLiquidity.side === MarketOperation.Sell ? adjustedRate : adjustedRate.pow(-1));
 

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

@@ -1,10 +1,11 @@
 import { FillQuoteTransformerOrderType } from '@0x/protocol-utils';
 import { BigNumber, hexUtils } from '@0x/utils';
 
-import { MarketOperation, NativeOrderWithFillableAmounts } from '../../types';
+import { NativeOrderWithFillableAmounts } from '../native_orders';
+import { MarketOperation } from '../../types';
 
 import { POSITIVE_INF, SOURCE_FLAGS, ZERO_AMOUNT } from './constants';
-import { DexSample, ERC20BridgeSource, FeeSchedule, Fill } from './types';
+import { DexSample, ERC20BridgeSource, Fill, GenericBridgeFill, NativeOrderFill } from './types';
 
 // tslint:disable: prefer-for-of no-bitwise completed-docs
 
@@ -18,12 +19,9 @@ export function createFills(opts: {
     targetInput?: BigNumber;
     outputAmountPerEth?: BigNumber;
     inputAmountPerEth?: BigNumber;
-    excludedSources?: ERC20BridgeSource[];
-    feeSchedule?: FeeSchedule;
+    gasPrice: BigNumber;
 }): Fill[][] {
     const { side } = opts;
-    const excludedSources = opts.excludedSources || [];
-    const feeSchedule = opts.feeSchedule || {};
     const orders = opts.orders || [];
     const dexQuotes = opts.dexQuotes || [];
     const outputAmountPerEth = opts.outputAmountPerEth || ZERO_AMOUNT;
@@ -35,15 +33,15 @@ export function createFills(opts: {
         opts.targetInput,
         outputAmountPerEth,
         inputAmountPerEth,
-        feeSchedule,
+        opts.gasPrice,
     );
     // Create DEX fills.
     const dexFills = dexQuotes.map(singleSourceSamples =>
-        dexSamplesToFills(side, singleSourceSamples, outputAmountPerEth, inputAmountPerEth, feeSchedule),
+        dexSamplesToFills(side, singleSourceSamples, outputAmountPerEth, inputAmountPerEth, opts.gasPrice),
     );
     return [...dexFills, nativeFills]
         .map(p => clipFillsToInput(p, opts.targetInput))
-        .filter(fills => hasLiquidity(fills) && !excludedSources.includes(fills[0].source));
+        .filter(fills => hasLiquidity(fills));
 }
 
 function clipFillsToInput(fills: Fill[], targetInput: BigNumber = POSITIVE_INF): Fill[] {
@@ -95,24 +93,34 @@ export function nativeOrdersToFills(
     targetInput: BigNumber = POSITIVE_INF,
     outputAmountPerEth: BigNumber,
     inputAmountPerEth: BigNumber,
-    fees: FeeSchedule,
-): Fill[] {
+    gasPrice: BigNumber,
+): NativeOrderFill[] {
+    if (orders.length === 0) {
+        return [];
+    }
     const sourcePathId = hexUtils.random();
     // Create a single path from all orders.
-    let fills: Array<Fill & { adjustedRate: BigNumber }> = [];
+    let fills: Array<NativeOrderFill & { adjustedRate: BigNumber }> = [];
     for (const o of orders) {
-        const { fillableTakerAmount, fillableTakerFeeAmount, fillableMakerAmount, type } = o;
-        const makerAmount = fillableMakerAmount;
-        const takerAmount = fillableTakerAmount.plus(fillableTakerFeeAmount);
-        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 { fillableTakerAmount, fillableMakerAmount, type } = o;
+        // TODO(lawrence): handle taker fees.
+        if (o.fillableTakerFeeAmount.gt(0)) {
+            continue;
+        }
+        let input, output;
+        if (side === MarketOperation.Sell) {
+            input = fillableTakerAmount;
+            output = fillableMakerAmount;
+        } else {
+            input = fillableMakerAmount;
+            output = fillableTakerAmount;
+        }
         const outputPenalty = ethToOutputAmount({
             input,
             output,
             inputAmountPerEth,
             outputAmountPerEth,
-            ethAmount: fee,
+            ethAmount: gasPrice.times(o.gasCost),
         });
         // targetInput can be less than the order size
         // whilst the penalty is constant, it affects the adjusted output
@@ -131,17 +139,21 @@ export function nativeOrdersToFills(
             continue;
         }
         fills.push({
+            type,
             sourcePathId,
-            adjustedRate,
             adjustedOutput,
+            adjustedRate,
             input: clippedInput,
             output: clippedOutput,
             flags: SOURCE_FLAGS[type === FillQuoteTransformerOrderType.Rfq ? 'RfqOrder' : 'LimitOrder'],
             index: 0, // TBD
             parent: undefined, // TBD
             source: ERC20BridgeSource.Native,
-            type,
-            fillData: { ...o },
+            gasCost: o.gasCost,
+            data: {
+                order: o.order,
+                signature: o.signature,
+            },
         });
     }
     // Sort by descending adjusted rate.
@@ -159,10 +171,10 @@ export function dexSamplesToFills(
     samples: DexSample[],
     outputAmountPerEth: BigNumber,
     inputAmountPerEth: BigNumber,
-    fees: FeeSchedule,
-): Fill[] {
+    gasPrice: BigNumber,
+): GenericBridgeFill[] {
     const sourcePathId = hexUtils.random();
-    const fills: Fill[] = [];
+    const fills: GenericBridgeFill[] = [];
     // Drop any non-zero entries. This can occur if the any fills on Kyber were UniswapReserves
     // We need not worry about Kyber fills going to UniswapReserve as the input amount
     // we fill is the same as we sampled. I.e we received [0,20,30] output from [1,2,3] input
@@ -171,10 +183,10 @@ export function dexSamplesToFills(
     for (let i = 0; i < nonzeroSamples.length; i++) {
         const sample = nonzeroSamples[i];
         const prevSample = i === 0 ? undefined : nonzeroSamples[i - 1];
-        const { source, fillData } = sample;
+        const { source, encodedFillData, metadata } = sample;
         const input = sample.input.minus(prevSample ? prevSample.input : 0);
         const output = sample.output.minus(prevSample ? prevSample.output : 0);
-        const fee = fees[source] === undefined ? 0 : fees[source]!(sample.fillData) || 0;
+        const fee = gasPrice.times(sample.gasCost);
         let penalty = ZERO_AMOUNT;
         if (i === 0) {
             // Only the first fill in a DEX path incurs a penalty.
@@ -194,11 +206,15 @@ export function dexSamplesToFills(
             output,
             adjustedOutput,
             source,
-            fillData,
             type: FillQuoteTransformerOrderType.Bridge,
+            gasCost: sample.gasCost,
             index: i,
             parent: i !== 0 ? fills[fills.length - 1] : undefined,
             flags: SOURCE_FLAGS[source],
+            data: {
+                ...metadata,
+                encodedFillData,
+            },
         });
     }
     return fills;

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

@@ -1,16 +1,6 @@
-import { BigNumber } from '@0x/utils';
 import * as _ from 'lodash';
 
-import { Omit } from '../../types';
-
-import { ZERO_AMOUNT } from './constants';
-import { getTwoHopAdjustedRate } from './rate_utils';
 import {
-    DexSample,
-    ExchangeProxyOverhead,
-    FeeSchedule,
-    MarketSideLiquidity,
-    MultiHopFillData,
     TokenAdjacencyGraph,
 } from './types';
 
@@ -30,49 +20,3 @@ export function getIntermediateTokens(
         token => token.toLowerCase() !== makerToken.toLowerCase() && token.toLowerCase() !== takerToken.toLowerCase(),
     );
 }
-
-/**
- * Returns the best two-hop quote and the fee-adjusted rate of that quote.
- */
-export function getBestTwoHopQuote(
-    marketSideLiquidity: Omit<MarketSideLiquidity, 'makerTokenDecimals' | 'takerTokenDecimals'>,
-    feeSchedule?: FeeSchedule,
-    exchangeProxyOverhead?: ExchangeProxyOverhead,
-): { quote: DexSample<MultiHopFillData> | undefined; adjustedRate: BigNumber } {
-    const { side, inputAmount, outputAmountPerEth, quotes } = marketSideLiquidity;
-    const { twoHopQuotes } = quotes;
-    // Ensure the expected data we require exists. In the case where all hops reverted
-    // or there were no sources included that allowed for multi hop,
-    // we can end up with empty, but not undefined, fill data
-    const filteredQuotes = twoHopQuotes.filter(
-        quote =>
-            quote &&
-            quote.fillData &&
-            quote.fillData.firstHopSource &&
-            quote.fillData.secondHopSource &&
-            quote.output.isGreaterThan(ZERO_AMOUNT),
-    );
-    if (filteredQuotes.length === 0) {
-        return { quote: undefined, adjustedRate: ZERO_AMOUNT };
-    }
-    const best = filteredQuotes
-        .map(quote =>
-            getTwoHopAdjustedRate(side, quote, inputAmount, outputAmountPerEth, feeSchedule, exchangeProxyOverhead),
-        )
-        .reduce(
-            (prev, curr, i) =>
-                curr.isGreaterThan(prev.adjustedRate) ? { adjustedRate: curr, quote: filteredQuotes[i] } : prev,
-            {
-                adjustedRate: getTwoHopAdjustedRate(
-                    side,
-                    filteredQuotes[0],
-                    inputAmount,
-                    outputAmountPerEth,
-                    feeSchedule,
-                    exchangeProxyOverhead,
-                ),
-                quote: filteredQuotes[0],
-            },
-        );
-    return best;
-}

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

@@ -1,82 +1,19 @@
 import { BridgeProtocol, encodeBridgeSourceId, FillQuoteTransformerOrderType } from '@0x/protocol-utils';
-import { AbiEncoder, BigNumber } from '@0x/utils';
 
-import { AssetSwapperContractAddresses, MarketOperation } from '../../types';
+import { Address, MarketOperation } from '../../types';
 
-import { MAX_UINT256, ZERO_AMOUNT } from './constants';
 import {
     AggregationError,
-    BalancerFillData,
-    BalancerV2FillData,
-    BancorFillData,
-    CollapsedFill,
-    CurveFillData,
-    DexSample,
-    DODOFillData,
+    CollapsedGenericBridgeFill,
     ERC20BridgeSource,
-    FillData,
-    FinalUniswapV3FillData,
-    GenericRouterFillData,
-    KyberDmmFillData,
-    KyberFillData,
-    LidoFillData,
-    LiquidityProviderFillData,
-    MakerPsmFillData,
-    MooniswapFillData,
-    MultiHopFillData,
-    NativeCollapsedFill,
-    NativeLimitOrderFillData,
-    NativeRfqOrderFillData,
-    OptimizedMarketBridgeOrder,
-    OptimizedMarketOrder,
-    OptimizedMarketOrderBase,
-    OrderDomain,
-    ShellFillData,
-    UniswapV2FillData,
-    UniswapV3FillData,
+    CollapsedNativeOrderFill,
+    OptimizedGenericBridgeOrder,
+    OptimizedLimitOrder,
+    OptimizedRfqOrder,
 } from './types';
 
 // tslint:disable completed-docs
 
-export interface CreateOrderFromPathOpts {
-    side: MarketOperation;
-    inputToken: string;
-    outputToken: string;
-    orderDomain: OrderDomain;
-    contractAddresses: AssetSwapperContractAddresses;
-    bridgeSlippage: number;
-}
-
-export function createOrdersFromTwoHopSample(
-    sample: DexSample<MultiHopFillData>,
-    opts: CreateOrderFromPathOpts,
-): OptimizedMarketOrder[] {
-    const [makerToken, takerToken] = getMakerTakerTokens(opts);
-    const { firstHopSource, secondHopSource, intermediateToken } = sample.fillData;
-    const firstHopFill: CollapsedFill = {
-        sourcePathId: '',
-        source: firstHopSource.source,
-        type: FillQuoteTransformerOrderType.Bridge,
-        input: opts.side === MarketOperation.Sell ? sample.input : ZERO_AMOUNT,
-        output: opts.side === MarketOperation.Sell ? ZERO_AMOUNT : sample.output,
-        subFills: [],
-        fillData: firstHopSource.fillData,
-    };
-    const secondHopFill: CollapsedFill = {
-        sourcePathId: '',
-        source: secondHopSource.source,
-        type: FillQuoteTransformerOrderType.Bridge,
-        input: opts.side === MarketOperation.Sell ? MAX_UINT256 : sample.input,
-        output: opts.side === MarketOperation.Sell ? sample.output : MAX_UINT256,
-        subFills: [],
-        fillData: secondHopSource.fillData,
-    };
-    return [
-        createBridgeOrder(firstHopFill, intermediateToken, takerToken, opts.side),
-        createBridgeOrder(secondHopFill, makerToken, intermediateToken, opts.side),
-    ];
-}
-
 export function getErc20BridgeSourceToBridgeSource(source: ERC20BridgeSource): string {
     switch (source) {
         case ERC20BridgeSource.Balancer:
@@ -193,332 +130,51 @@ export function getErc20BridgeSourceToBridgeSource(source: ERC20BridgeSource): s
     }
 }
 
-export function createBridgeDataForBridgeOrder(order: OptimizedMarketBridgeOrder): string {
-    let bridgeData: string;
-    if (
-        order.source === ERC20BridgeSource.MultiHop ||
-        order.source === ERC20BridgeSource.MultiBridge ||
-        order.source === ERC20BridgeSource.Native
-    ) {
-        throw new Error('Invalid order to encode for Bridge Data');
-    }
-    const encoder = BRIDGE_ENCODERS[order.source];
-
-    if (!encoder) {
-        throw new Error(AggregationError.NoBridgeForSource);
-    }
-
-    switch (order.source) {
-        case ERC20BridgeSource.Curve:
-        case ERC20BridgeSource.CurveV2:
-        case ERC20BridgeSource.Swerve:
-        case ERC20BridgeSource.SnowSwap:
-        case ERC20BridgeSource.Nerve:
-        case ERC20BridgeSource.Belt:
-        case ERC20BridgeSource.Ellipsis:
-        case ERC20BridgeSource.Smoothy:
-        case ERC20BridgeSource.Saddle:
-        case ERC20BridgeSource.XSigma:
-        case ERC20BridgeSource.FirebirdOneSwap:
-        case ERC20BridgeSource.IronSwap:
-        case ERC20BridgeSource.ACryptos:
-            const curveFillData = (order as OptimizedMarketBridgeOrder<CurveFillData>).fillData;
-            bridgeData = encoder.encode([
-                curveFillData.pool.poolAddress,
-                curveFillData.pool.exchangeFunctionSelector,
-                curveFillData.fromTokenIdx,
-                curveFillData.toTokenIdx,
-            ]);
-            break;
-        case ERC20BridgeSource.Balancer:
-        case ERC20BridgeSource.Cream:
-            const balancerFillData = (order as OptimizedMarketBridgeOrder<BalancerFillData>).fillData;
-            bridgeData = encoder.encode([balancerFillData.poolAddress]);
-            break;
-        case ERC20BridgeSource.BalancerV2:
-            const balancerV2FillData = (order as OptimizedMarketBridgeOrder<BalancerV2FillData>).fillData;
-            const { vault, poolId } = balancerV2FillData;
-            bridgeData = encoder.encode([vault, poolId]);
-            break;
-        case ERC20BridgeSource.Bancor:
-            const bancorFillData = (order as OptimizedMarketBridgeOrder<BancorFillData>).fillData;
-            bridgeData = encoder.encode([bancorFillData.networkAddress, bancorFillData.path]);
-            break;
-        case ERC20BridgeSource.UniswapV2:
-        case ERC20BridgeSource.SushiSwap:
-        case ERC20BridgeSource.CryptoCom:
-        case ERC20BridgeSource.Linkswap:
-        case ERC20BridgeSource.PancakeSwap:
-        case ERC20BridgeSource.PancakeSwapV2:
-        case ERC20BridgeSource.BakerySwap:
-        case ERC20BridgeSource.ApeSwap:
-        case ERC20BridgeSource.CafeSwap:
-        case ERC20BridgeSource.CheeseSwap:
-        case ERC20BridgeSource.JulSwap:
-        case ERC20BridgeSource.QuickSwap:
-        case ERC20BridgeSource.ComethSwap:
-        case ERC20BridgeSource.Dfyn:
-        case ERC20BridgeSource.WaultSwap:
-        case ERC20BridgeSource.Polydex:
-        case ERC20BridgeSource.ShibaSwap:
-        case ERC20BridgeSource.JetSwap:
-        case ERC20BridgeSource.Pangolin:
-        case ERC20BridgeSource.TraderJoe:
-        case ERC20BridgeSource.SpiritSwap:
-        case ERC20BridgeSource.SpookySwap:
-            const uniswapV2FillData = (order as OptimizedMarketBridgeOrder<UniswapV2FillData>).fillData;
-            bridgeData = encoder.encode([uniswapV2FillData.router, uniswapV2FillData.tokenAddressPath]);
-            break;
-        case ERC20BridgeSource.Kyber:
-            const kyberFillData = (order as OptimizedMarketBridgeOrder<KyberFillData>).fillData;
-            bridgeData = encoder.encode([kyberFillData.networkProxy, kyberFillData.hint]);
-            break;
-        case ERC20BridgeSource.Mooniswap:
-            const mooniswapFillData = (order as OptimizedMarketBridgeOrder<MooniswapFillData>).fillData;
-            bridgeData = encoder.encode([mooniswapFillData.poolAddress]);
-            break;
-        case ERC20BridgeSource.Dodo:
-            const dodoFillData = (order as OptimizedMarketBridgeOrder<DODOFillData>).fillData;
-            bridgeData = encoder.encode([
-                dodoFillData.helperAddress,
-                dodoFillData.poolAddress,
-                dodoFillData.isSellBase,
-            ]);
-            break;
-        case ERC20BridgeSource.DodoV2:
-            const dodoV2FillData = (order as OptimizedMarketBridgeOrder<DODOFillData>).fillData;
-            bridgeData = encoder.encode([dodoV2FillData.poolAddress, dodoV2FillData.isSellBase]);
-            break;
-        case ERC20BridgeSource.Shell:
-        case ERC20BridgeSource.Component:
-            const shellFillData = (order as OptimizedMarketBridgeOrder<ShellFillData>).fillData;
-            bridgeData = encoder.encode([shellFillData.poolAddress]);
-            break;
-        case ERC20BridgeSource.LiquidityProvider:
-            const lpFillData = (order as OptimizedMarketBridgeOrder<LiquidityProviderFillData>).fillData;
-            bridgeData = encoder.encode([lpFillData.poolAddress, tokenAddressEncoder.encode([order.takerToken])]);
-            break;
-        case ERC20BridgeSource.Uniswap:
-            const uniFillData = (order as OptimizedMarketBridgeOrder<GenericRouterFillData>).fillData;
-            bridgeData = encoder.encode([uniFillData.router]);
-            break;
-        case ERC20BridgeSource.Eth2Dai:
-            const oasisFillData = (order as OptimizedMarketBridgeOrder<GenericRouterFillData>).fillData;
-            bridgeData = encoder.encode([oasisFillData.router]);
-            break;
-        case ERC20BridgeSource.MStable:
-            const mStableFillData = (order as OptimizedMarketBridgeOrder<GenericRouterFillData>).fillData;
-            bridgeData = encoder.encode([mStableFillData.router]);
-            break;
-        case ERC20BridgeSource.MakerPsm:
-            const psmFillData = (order as OptimizedMarketBridgeOrder<MakerPsmFillData>).fillData;
-            bridgeData = encoder.encode([psmFillData.psmAddress, psmFillData.gemTokenAddress]);
-            break;
-        case ERC20BridgeSource.UniswapV3:
-            const uniswapV3FillData = (order as OptimizedMarketBridgeOrder<FinalUniswapV3FillData>).fillData;
-            bridgeData = encoder.encode([uniswapV3FillData.router, uniswapV3FillData.uniswapPath]);
-            break;
-        case ERC20BridgeSource.KyberDmm:
-            const kyberDmmFillData = (order as OptimizedMarketBridgeOrder<KyberDmmFillData>).fillData;
-            bridgeData = encoder.encode([
-                kyberDmmFillData.router,
-                kyberDmmFillData.poolsPath,
-                kyberDmmFillData.tokenAddressPath,
-            ]);
-            break;
-        case ERC20BridgeSource.Lido:
-            const lidoFillData = (order as OptimizedMarketBridgeOrder<LidoFillData>).fillData;
-            bridgeData = encoder.encode([lidoFillData.stEthTokenAddress]);
-            break;
-        default:
-            throw new Error(AggregationError.NoBridgeForSource);
-    }
-    return bridgeData;
-}
-
 export function createBridgeOrder(
-    fill: CollapsedFill,
-    makerToken: string,
-    takerToken: string,
-    side: MarketOperation,
-): OptimizedMarketBridgeOrder {
-    const [makerAmount, takerAmount] = getFillTokenAmounts(fill, side);
+    fill: CollapsedGenericBridgeFill,
+    inputToken: Address,
+    outputToken: Address,
+): OptimizedGenericBridgeOrder {
     return {
-        makerToken,
-        takerToken,
-        makerAmount,
-        takerAmount,
-        fillData: createFinalBridgeOrderFillDataFromCollapsedFill(fill),
+        inputToken,
+        outputToken,
+        inputAmount: fill.input,
+        outputAmount: fill.output,
+        fillData: fill.data,
         source: fill.source,
         sourcePathId: fill.sourcePathId,
         type: FillQuoteTransformerOrderType.Bridge,
         fills: [fill],
+        gasCost: fill.gasCost,
+        isFallback: fill.isFallback,
+        ...((fill as any).metadata !== undefined ? { metadata: (fill as any).metadata } : {}),
     };
 }
 
-function createFinalBridgeOrderFillDataFromCollapsedFill(fill: CollapsedFill): FillData {
-    switch (fill.source) {
-        case ERC20BridgeSource.UniswapV3: {
-            const fd = fill.fillData as UniswapV3FillData;
-            return {
-                router: fd.router,
-                tokenAddressPath: fd.tokenAddressPath,
-                uniswapPath: getBestUniswapV3PathForInputAmount(fd, fill.input),
-            };
-        }
-        default:
-            break;
-    }
-    return fill.fillData;
-}
-
-function getBestUniswapV3PathForInputAmount(fillData: UniswapV3FillData, inputAmount: BigNumber): string {
-    if (fillData.pathAmounts.length === 0) {
-        throw new Error(`No Uniswap V3 paths`);
-    }
-    // Find the best path that can satisfy `inputAmount`.
-    // Assumes `fillData.pathAmounts` is sorted ascending.
-    for (const { inputAmount: pathInputAmount, uniswapPath } of fillData.pathAmounts) {
-        if (pathInputAmount.gte(inputAmount)) {
-            return uniswapPath;
-        }
-    }
-    return fillData.pathAmounts[fillData.pathAmounts.length - 1].uniswapPath;
-}
-
-export function getMakerTakerTokens(opts: CreateOrderFromPathOpts): [string, string] {
-    const makerToken = opts.side === MarketOperation.Sell ? opts.outputToken : opts.inputToken;
-    const takerToken = opts.side === MarketOperation.Sell ? opts.inputToken : opts.outputToken;
+export function getMakerTakerTokens(side: MarketOperation, inputToken: Address, outputToken: Address): [Address, Address] {
+    const makerToken = side === MarketOperation.Sell ? outputToken : inputToken;
+    const takerToken = side === MarketOperation.Sell ? inputToken : outputToken;
     return [makerToken, takerToken];
 }
 
-export const poolEncoder = AbiEncoder.create([{ name: 'poolAddress', type: 'address' }]);
-const curveEncoder = AbiEncoder.create([
-    { name: 'curveAddress', type: 'address' },
-    { name: 'exchangeFunctionSelector', type: 'bytes4' },
-    { name: 'fromTokenIdx', type: 'int128' },
-    { name: 'toTokenIdx', type: 'int128' },
-]);
-const makerPsmEncoder = AbiEncoder.create([
-    { name: 'psmAddress', type: 'address' },
-    { name: 'gemTokenAddress', type: 'address' },
-]);
-const balancerV2Encoder = AbiEncoder.create([
-    { name: 'vault', type: 'address' },
-    { name: 'poolId', type: 'bytes32' },
-]);
-const routerAddressPathEncoder = AbiEncoder.create('(address,address[])');
-const tokenAddressEncoder = AbiEncoder.create([{ name: 'tokenAddress', type: 'address' }]);
-
-export const BRIDGE_ENCODERS: {
-    [key in Exclude<
-        ERC20BridgeSource,
-        ERC20BridgeSource.Native | ERC20BridgeSource.MultiHop | ERC20BridgeSource.MultiBridge
-    >]: AbiEncoder.DataType;
-} = {
-    [ERC20BridgeSource.LiquidityProvider]: AbiEncoder.create([
-        { name: 'provider', type: 'address' },
-        { name: 'data', type: 'bytes' },
-    ]),
-    [ERC20BridgeSource.Kyber]: AbiEncoder.create([
-        { name: 'kyberNetworkProxy', type: 'address' },
-        { name: 'hint', type: 'bytes' },
-    ]),
-    [ERC20BridgeSource.Dodo]: AbiEncoder.create([
-        { name: 'helper', type: 'address' },
-        { name: 'poolAddress', type: 'address' },
-        { name: 'isSellBase', type: 'bool' },
-    ]),
-    [ERC20BridgeSource.DodoV2]: AbiEncoder.create([
-        { name: 'poolAddress', type: 'address' },
-        { name: 'isSellBase', type: 'bool' },
-    ]),
-    // Curve like
-    [ERC20BridgeSource.Curve]: curveEncoder,
-    [ERC20BridgeSource.CurveV2]: curveEncoder,
-    [ERC20BridgeSource.Swerve]: curveEncoder,
-    [ERC20BridgeSource.SnowSwap]: curveEncoder,
-    [ERC20BridgeSource.Nerve]: curveEncoder,
-    [ERC20BridgeSource.Belt]: curveEncoder,
-    [ERC20BridgeSource.Ellipsis]: curveEncoder,
-    [ERC20BridgeSource.Smoothy]: curveEncoder,
-    [ERC20BridgeSource.Saddle]: curveEncoder,
-    [ERC20BridgeSource.XSigma]: curveEncoder,
-    [ERC20BridgeSource.FirebirdOneSwap]: curveEncoder,
-    [ERC20BridgeSource.IronSwap]: curveEncoder,
-    [ERC20BridgeSource.ACryptos]: curveEncoder,
-    // UniswapV2 like, (router, address[])
-    [ERC20BridgeSource.Bancor]: routerAddressPathEncoder,
-    [ERC20BridgeSource.UniswapV2]: routerAddressPathEncoder,
-    [ERC20BridgeSource.SushiSwap]: routerAddressPathEncoder,
-    [ERC20BridgeSource.CryptoCom]: routerAddressPathEncoder,
-    [ERC20BridgeSource.Linkswap]: routerAddressPathEncoder,
-    [ERC20BridgeSource.ShibaSwap]: routerAddressPathEncoder,
-    [ERC20BridgeSource.Pangolin]: routerAddressPathEncoder,
-    [ERC20BridgeSource.TraderJoe]: routerAddressPathEncoder,
-    [ERC20BridgeSource.SpiritSwap]: routerAddressPathEncoder,
-    [ERC20BridgeSource.SpookySwap]: routerAddressPathEncoder,
-    // BSC
-    [ERC20BridgeSource.PancakeSwap]: routerAddressPathEncoder,
-    [ERC20BridgeSource.PancakeSwapV2]: routerAddressPathEncoder,
-    [ERC20BridgeSource.BakerySwap]: routerAddressPathEncoder,
-    [ERC20BridgeSource.ApeSwap]: routerAddressPathEncoder,
-    [ERC20BridgeSource.CafeSwap]: routerAddressPathEncoder,
-    [ERC20BridgeSource.CheeseSwap]: routerAddressPathEncoder,
-    [ERC20BridgeSource.JulSwap]: routerAddressPathEncoder,
-    [ERC20BridgeSource.WaultSwap]: routerAddressPathEncoder,
-    // Polygon
-    [ERC20BridgeSource.QuickSwap]: routerAddressPathEncoder,
-    [ERC20BridgeSource.ComethSwap]: routerAddressPathEncoder,
-    [ERC20BridgeSource.Dfyn]: routerAddressPathEncoder,
-    [ERC20BridgeSource.Polydex]: routerAddressPathEncoder,
-    [ERC20BridgeSource.JetSwap]: routerAddressPathEncoder,
-    // Generic pools
-    [ERC20BridgeSource.Shell]: poolEncoder,
-    [ERC20BridgeSource.Component]: poolEncoder,
-    [ERC20BridgeSource.Mooniswap]: poolEncoder,
-    [ERC20BridgeSource.Eth2Dai]: poolEncoder,
-    [ERC20BridgeSource.MStable]: poolEncoder,
-    [ERC20BridgeSource.Balancer]: poolEncoder,
-    [ERC20BridgeSource.Cream]: poolEncoder,
-    [ERC20BridgeSource.Uniswap]: poolEncoder,
-    // Custom integrations
-    [ERC20BridgeSource.MakerPsm]: makerPsmEncoder,
-    [ERC20BridgeSource.BalancerV2]: 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)'),
-};
-
-function getFillTokenAmounts(fill: CollapsedFill, side: MarketOperation): [BigNumber, BigNumber] {
-    return [
-        // Maker asset amount.
-        side === MarketOperation.Sell ? fill.output.integerValue(BigNumber.ROUND_DOWN) : fill.input,
-        // Taker asset amount.
-        side === MarketOperation.Sell ? fill.input : fill.output.integerValue(BigNumber.ROUND_UP),
-    ];
-}
-
 export function createNativeOptimizedOrder(
-    fill: NativeCollapsedFill,
+    fill: CollapsedNativeOrderFill,
     side: MarketOperation,
-): OptimizedMarketOrderBase<NativeLimitOrderFillData> | OptimizedMarketOrderBase<NativeRfqOrderFillData> {
-    const fillData = fill.fillData;
-    const [makerAmount, takerAmount] = getFillTokenAmounts(fill, side);
-    const base = {
-        type: fill.type,
-        source: ERC20BridgeSource.Native,
-        makerToken: fillData.order.makerToken,
-        takerToken: fillData.order.takerToken,
-        makerAmount,
-        takerAmount,
-        fills: [fill],
-        fillData,
-    };
-    return fill.type === FillQuoteTransformerOrderType.Rfq
-        ? { ...base, type: FillQuoteTransformerOrderType.Rfq, fillData: fillData as NativeRfqOrderFillData }
-        : { ...base, type: FillQuoteTransformerOrderType.Limit, fillData: fillData as NativeLimitOrderFillData };
+): OptimizedLimitOrder | OptimizedRfqOrder {
+    throw new Error(`No implementado`);
+    // const fillData = fill.fillData;
+    // const [makerAmount, takerAmount] = getFillTokenAmounts(fill, side);
+    // const base = {
+    //     type: fill.type,
+    //     source: ERC20BridgeSource.Native,
+    //     makerToken: fillData.order.makerToken,
+    //     takerToken: fillData.order.takerToken,
+    //     makerAmount,
+    //     takerAmount,
+    //     fills: [fill],
+    //     fillData,
+    // };
+    // return fill.type === FillQuoteTransformerOrderType.Rfq
+    //     ? { ...base, type: FillQuoteTransformerOrderType.Rfq, fillData: fillData as NativeRfqOrderFillData }
+    //     : { ...base, type: FillQuoteTransformerOrderType.Limit, fillData: fillData as NativeLimitOrderFillData };
 }

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

@@ -1,18 +1,19 @@
 import { BigNumber } from '@0x/utils';
 
-import { MarketOperation } from '../../types';
+import { Address, MarketOperation } from '../../types';
 
 import { POSITIVE_INF, ZERO_AMOUNT } from './constants';
 import { ethToOutputAmount } from './fills';
-import { createBridgeOrder, createNativeOptimizedOrder, CreateOrderFromPathOpts, getMakerTakerTokens } from './orders';
+import { createBridgeOrder, createNativeOptimizedOrder } from './orders';
 import { getCompleteRate, getRate } from './rate_utils';
 import {
+    CollapsedGenericBridgeFill,
     CollapsedFill,
+    CollapsedNativeOrderFill,
     ERC20BridgeSource,
     ExchangeProxyOverhead,
     Fill,
-    NativeCollapsedFill,
-    OptimizedMarketOrder,
+    OptimizedOrder,
 } from './types';
 
 // tslint:disable: prefer-for-of no-bitwise completed-docs
@@ -38,10 +39,11 @@ export const DEFAULT_PATH_PENALTY_OPTS: PathPenaltyOpts = {
 
 export class Path {
     public collapsedFills?: ReadonlyArray<CollapsedFill>;
-    public orders?: OptimizedMarketOrder[];
+    public orders?: OptimizedOrder[];
     public sourceFlags: bigint = BigInt(0);
     protected _size: PathSize = { input: ZERO_AMOUNT, output: ZERO_AMOUNT };
     protected _adjustedSize: PathSize = { input: ZERO_AMOUNT, output: ZERO_AMOUNT };
+    private _fallbackFillsStartIndex: number = 0;
 
     public static create(
         side: MarketOperation,
@@ -107,33 +109,25 @@ export class Path {
             // Add the fills to the end that aren't already included
             ...fallback.fills.filter(f => !otherFillIds.includes(fillToFillId(f))),
         ];
+        this._fallbackFillsStartIndex = nativeFills.length + otherFills.length;
         // Recompute the source flags
         this.sourceFlags = this.fills.reduce((flags, fill) => flags | fill.flags, BigInt(0));
         return this;
     }
 
-    public collapse(opts: CreateOrderFromPathOpts): CollapsedPath {
-        const [makerToken, takerToken] = getMakerTakerTokens(opts);
+    public collapse(opts: { side: MarketOperation, inputToken: Address; outputToken: Address; }): CollapsedPath {
         const collapsedFills = this.collapsedFills === undefined ? this._collapseFills() : this.collapsedFills;
         this.orders = [];
-        for (let i = 0; i < collapsedFills.length; ) {
+        for (let i = 0; i < collapsedFills.length; ++i) {
             if (collapsedFills[i].source === ERC20BridgeSource.Native) {
-                this.orders.push(createNativeOptimizedOrder(collapsedFills[i] as NativeCollapsedFill, opts.side));
-                ++i;
+                this.orders.push(createNativeOptimizedOrder(collapsedFills[i] as CollapsedNativeOrderFill, opts.side));
                 continue;
             }
-            // If there are contiguous bridge orders, we can batch them together.
-            // TODO jacob pretty sure this is from DFB and we can remove
-            const contiguousBridgeFills = [collapsedFills[i]];
-            for (let j = i + 1; j < collapsedFills.length; ++j) {
-                if (collapsedFills[j].source === ERC20BridgeSource.Native) {
-                    break;
-                }
-                contiguousBridgeFills.push(collapsedFills[j]);
-            }
-
-            this.orders.push(createBridgeOrder(contiguousBridgeFills[0], makerToken, takerToken, opts.side));
-            i += 1;
+            this.orders.push(createBridgeOrder(
+                collapsedFills[i] as CollapsedGenericBridgeFill,
+                opts.inputToken,
+                opts.outputToken,
+            ));
         }
         return this as CollapsedPath;
     }
@@ -214,7 +208,7 @@ export class Path {
         return input.gte(this.targetInput);
     }
 
-    public isValid(skipDuplicateCheck: boolean = false): boolean {
+    public isValid(quick: boolean = false): boolean {
         for (let i = 0; i < this.fills.length; ++i) {
             // Fill must immediately follow its parent.
             if (this.fills[i].parent) {
@@ -222,8 +216,9 @@ export class Path {
                     return false;
                 }
             }
-            if (!skipDuplicateCheck) {
+            if (!quick) {
                 // Fill must not be duplicated.
+                // Fills must all have the same input and output tokens.
                 for (let j = 0; j < i; ++j) {
                     if (this.fills[i] === this.fills[j]) {
                         return false;
@@ -249,7 +244,7 @@ export class Path {
 
     private _collapseFills(): ReadonlyArray<CollapsedFill> {
         this.collapsedFills = [];
-        for (const fill of this.fills) {
+        for (const [i, fill] of this.fills.entries()) {
             const source = fill.source;
             if (this.collapsedFills.length !== 0 && source !== ERC20BridgeSource.Native) {
                 const prevFill = this.collapsedFills[this.collapsedFills.length - 1];
@@ -257,8 +252,9 @@ export class Path {
                 if (prevFill.sourcePathId === fill.sourcePathId) {
                     prevFill.input = prevFill.input.plus(fill.input);
                     prevFill.output = prevFill.output.plus(fill.output);
-                    prevFill.fillData = fill.fillData;
+                    prevFill.data = fill.data;
                     prevFill.subFills.push(fill);
+                    prevFill.gasCost;
                     continue;
                 }
             }
@@ -266,10 +262,12 @@ export class Path {
                 sourcePathId: fill.sourcePathId,
                 source: fill.source,
                 type: fill.type,
-                fillData: fill.fillData,
+                data: fill.data,
                 input: fill.input,
                 output: fill.output,
                 subFills: [fill],
+                gasCost: fill.gasCost,
+                isFallback: this._fallbackFillsStartIndex > 0 ? i >= this._fallbackFillsStartIndex : false,
             });
         }
         return this.collapsedFills;
@@ -296,5 +294,5 @@ export class Path {
 
 export interface CollapsedPath extends Path {
     readonly collapsedFills: ReadonlyArray<CollapsedFill>;
-    readonly orders: OptimizedMarketOrder[];
+    readonly orders: OptimizedOrder[];
 }

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

@@ -6,13 +6,14 @@ import * as _ from 'lodash';
 import { performance } from 'perf_hooks';
 
 import { DEFAULT_INFO_LOGGER } from '../../constants';
-import { MarketOperation, NativeOrderWithFillableAmounts } from '../../types';
+import { NativeOrderWithFillableAmounts } from '../native_orders';
+import { MarketOperation } from '../../types';
 import { VIP_ERC20_BRIDGE_SOURCES_BY_CHAIN_ID } from '../market_operation_utils/constants';
 
 import { dexSamplesToFills, ethToOutputAmount, nativeOrdersToFills } from './fills';
 import { DEFAULT_PATH_PENALTY_OPTS, Path, PathPenaltyOpts } from './path';
 import { getRate } from './rate_utils';
-import { DexSample, ERC20BridgeSource, FeeSchedule, Fill, FillData } from './types';
+import { DexSample, ERC20BridgeSource, Fill } from './types';
 
 // tslint:disable: prefer-for-of custom-no-magic-numbers completed-docs no-bitwise
 
@@ -42,11 +43,11 @@ function calculateOuputFee(
     sampleOrNativeOrder: DexSample | NativeOrderWithFillableAmounts,
     outputAmountPerEth: BigNumber,
     inputAmountPerEth: BigNumber,
-    fees: FeeSchedule,
+    gasPrice: BigNumber,
 ): BigNumber {
     if (isDexSample(sampleOrNativeOrder)) {
-        const { input, output, source, fillData } = sampleOrNativeOrder;
-        const fee = fees[source]?.(fillData) || 0;
+        const { input, output } = sampleOrNativeOrder;
+        const fee = gasPrice.times(sampleOrNativeOrder.gasCost);
         const outputFee = ethToOutputAmount({
             input,
             output,
@@ -57,13 +58,12 @@ function calculateOuputFee(
         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,
+            ethAmount: gasPrice.times((sampleOrNativeOrder as NativeOrderWithFillableAmounts).gasCost),
         });
         return outputFee;
     }
@@ -90,10 +90,10 @@ function findRoutesAndCreateOptimalPath(
     nativeOrders: NativeOrderWithFillableAmounts[],
     input: BigNumber,
     opts: PathPenaltyOpts,
-    fees: FeeSchedule,
+    gasPrice: BigNumber,
 ): Path | undefined {
     const createFill = (sample: DexSample) =>
-        dexSamplesToFills(side, [sample], opts.outputAmountPerEth, opts.inputAmountPerEth, fees)[0];
+        dexSamplesToFills(side, [sample], opts.outputAmountPerEth, opts.inputAmountPerEth, gasPrice)[0];
     // Track sample id's to integers (required by rust router)
     const sampleIdLookup: { [key: string]: number } = {};
     let sampleIdCounter = 0;
@@ -135,7 +135,7 @@ function findRoutesAndCreateOptimalPath(
                 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)
+                    calculateOuputFee(side, sample, opts.outputAmountPerEth, opts.inputAmountPerEth, gasPrice)
                         .integerValue()
                         .toNumber(),
                 );
@@ -183,7 +183,7 @@ function findRoutesAndCreateOptimalPath(
             normalizedOrderOutput.integerValue().toNumber(),
         ];
         // NOTE: same fee no matter if full or partial fill
-        const fee = calculateOuputFee(side, nativeOrder, opts.outputAmountPerEth, opts.inputAmountPerEth, fees)
+        const fee = calculateOuputFee(side, nativeOrder, opts.outputAmountPerEth, opts.inputAmountPerEth, gasPrice)
             .integerValue()
             .toNumber();
         const outputFees = [fee, fee, fee];
@@ -250,7 +250,7 @@ function findRoutesAndCreateOptimalPath(
                 rustInputAdjusted,
                 opts.outputAmountPerEth,
                 opts.inputAmountPerEth,
-                fees,
+               gasPrice,
             )[0];
             // NOTE: For Limit/RFQ orders we are done here. No need to scale output
             adjustedFills.push(nativeFill);
@@ -259,7 +259,7 @@ function findRoutesAndCreateOptimalPath(
 
         // NOTE: For DexSamples only
         let fill = createFill(current);
-        const routeSamples = routeSamplesAndNativeOrders as Array<DexSample<FillData>>;
+        const routeSamples = routeSamplesAndNativeOrders as Array<DexSample>;
         // 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
@@ -321,7 +321,7 @@ export function findOptimalRustPathFromSamples(
     nativeOrders: NativeOrderWithFillableAmounts[],
     input: BigNumber,
     opts: PathPenaltyOpts,
-    fees: FeeSchedule,
+    gasPrice: BigNumber,
     chainId: ChainId,
 ): Path | undefined {
     const before = performance.now();
@@ -331,7 +331,7 @@ export function findOptimalRustPathFromSamples(
             'Rust router total routing performance',
         );
 
-    const allSourcesPath = findRoutesAndCreateOptimalPath(side, samples, nativeOrders, input, opts, fees);
+    const allSourcesPath = findRoutesAndCreateOptimalPath(side, samples, nativeOrders, input, opts, gasPrice);
     if (!allSourcesPath) {
         return undefined;
     }
@@ -345,7 +345,7 @@ export function findOptimalRustPathFromSamples(
         const vipSourcesSamples = samples.filter(s => s[0] && vipSourcesSet.has(s[0].source));
 
         if (vipSourcesSamples.length > 0) {
-            const vipSourcesPath = findRoutesAndCreateOptimalPath(side, vipSourcesSamples, [], input, opts, fees);
+            const vipSourcesPath = findRoutesAndCreateOptimalPath(side, vipSourcesSamples, [], input, opts, gasPrice);
 
             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
@@ -381,7 +381,7 @@ export async function findOptimalPathJSAsync(
 ): Promise<Path | undefined> {
     // 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);
+    const sortedPaths = reducePaths(fillsToSortedPaths(fills, side, targetInput, opts));
     if (sortedPaths.length === 0) {
         return undefined;
     }
@@ -420,7 +420,7 @@ export function fillsToSortedPaths(
 }
 
 // Remove paths which have no impact on the optimal path
-export function reducePaths(sortedPaths: Path[], side: MarketOperation): Path[] {
+export function reducePaths(sortedPaths: Path[]): Path[] {
     // Any path which has a min rate that is less than the best adjusted completed rate has no chance of improving
     // the overall route.
     const bestNonNativeCompletePath = sortedPaths.filter(

packages/asset-swapper/src/utils/market_operation_utils/pools_cache/balancer_sor_v2.ts

@@ -1,149 +0,0 @@
-import { BigNumber } from '@0x/utils';
-/**
- * This has been copied from https://github.com/balancer-labs/balancer-sor/blob/john/rc2/src/helpers.ts.
- * Still awaiting V2 support for @balancer-labs/sor, once full V2 support is shipped we can upgrade sor and delete this file
- */
-export const parsePoolData = (
-    directPools: SubGraphPoolDictionary,
-    tokenIn: string,
-    tokenOut: string,
-    mostLiquidPoolsFirstHop: SubGraphPool[] = [],
-    mostLiquidPoolsSecondHop: SubGraphPool[] = [],
-    hopTokens: string[] = [],
-): [SubGraphPoolDictionary, Path[]] => {
-    const pathDataList: Path[] = [];
-    const pools: SubGraphPoolDictionary = {};
-
-    // First add direct pair paths
-    // tslint:disable-next-line:forin
-    for (const idKey in directPools) {
-        const p: SubGraphPool = directPools[idKey];
-        // Add pool to the set with all pools (only adds if it's still not present in dict)
-        pools[idKey] = p;
-
-        const swap: Swap = {
-            pool: p.id,
-            tokenIn,
-            tokenOut,
-            tokenInDecimals: 18, // Placeholder for actual decimals
-            tokenOutDecimals: 18,
-        };
-
-        const path: Path = {
-            id: p.id,
-            swaps: [swap],
-        };
-        pathDataList.push(path);
-    }
-
-    // Now add multi-hop paths.
-    // mostLiquidPoolsFirstHop and mostLiquidPoolsSecondHop always has the same
-    // lengh of hopTokens
-    for (let i = 0; i < hopTokens.length; i++) {
-        // Add pools to the set with all pools (only adds if it's still not present in dict)
-        pools[mostLiquidPoolsFirstHop[i].id] = mostLiquidPoolsFirstHop[i];
-        pools[mostLiquidPoolsSecondHop[i].id] = mostLiquidPoolsSecondHop[i];
-
-        const swap1: Swap = {
-            pool: mostLiquidPoolsFirstHop[i].id,
-            tokenIn,
-            tokenOut: hopTokens[i],
-            tokenInDecimals: 18, // Placeholder for actual decimals
-            tokenOutDecimals: 18,
-        };
-
-        const swap2: Swap = {
-            pool: mostLiquidPoolsSecondHop[i].id,
-            tokenIn: hopTokens[i],
-            tokenOut,
-            tokenInDecimals: 18, // Placeholder for actual decimals
-            tokenOutDecimals: 18,
-        };
-
-        const path: Path = {
-            id: mostLiquidPoolsFirstHop[i].id + mostLiquidPoolsSecondHop[i].id, // Path id is the concatenation of the ids of poolFirstHop and poolSecondHop
-            swaps: [swap1, swap2],
-        };
-        pathDataList.push(path);
-    }
-    return [pools, pathDataList];
-};
-
-interface SubGraphPool {
-    id: string;
-    swapFee: string;
-    totalWeight: string;
-    totalShares: string;
-    tokens: SubGraphToken[];
-    tokensList: string[];
-    poolType?: string;
-
-    // Only for stable pools
-    amp: string;
-
-    // Only for element pools
-    lpShares?: BigNumber;
-    time?: BigNumber;
-    principalToken?: string;
-    baseToken?: string;
-}
-
-interface SubGraphPoolDictionary {
-    [poolId: string]: SubGraphPool;
-}
-
-interface SubGraphToken {
-    address: string;
-    balance: string;
-    decimals: string | number;
-    // Stable & Element field
-    weight?: string;
-}
-interface Path {
-    id: string; // pool address if direct path, contactenation of pool addresses if multihop
-    swaps: Swap[];
-    poolPairData?: PoolPairData[];
-    limitAmount?: BigNumber;
-    filterEffectivePrice?: BigNumber; // TODO: This is just used for filtering, maybe there is a better way to filter?
-}
-
-interface Swap {
-    pool: string;
-    tokenIn: string;
-    tokenOut: string;
-    swapAmount?: string;
-    limitReturnAmount?: string;
-    maxPrice?: string;
-    tokenInDecimals: number;
-    tokenOutDecimals: number;
-}
-
-export interface PoolPairData {
-    id: string;
-    poolType?: string; // Todo: make this a mandatory field?
-    pairType?: string; // Todo: make this a mandatory field?
-    tokenIn: string;
-    tokenOut: string;
-    balanceIn?: BigNumber;
-    balanceOut?: BigNumber;
-    decimalsIn: number;
-    decimalsOut: number;
-    swapFee: BigNumber;
-
-    // For weighted & element pools
-    weightIn?: BigNumber;
-    weightOut?: BigNumber;
-
-    // Only for stable pools
-    allBalances: BigNumber[];
-    invariant?: BigNumber;
-    amp?: BigNumber;
-    tokenIndexIn?: number;
-    tokenIndexOut?: number;
-
-    // Only for element pools
-    lpShares?: BigNumber;
-    time?: BigNumber;
-    principalToken?: string;
-    baseToken?: string;
-}

packages/asset-swapper/src/utils/market_operation_utils/pools_cache/balancer_utils.ts

@@ -1,107 +0,0 @@
-import { getPoolsWithTokens, parsePoolData } from '@balancer-labs/sor';
-import { Pool } from '@balancer-labs/sor/dist/types';
-import { gql, request } from 'graphql-request';
-
-import { BALANCER_MAX_POOLS_FETCHED, BALANCER_SUBGRAPH_URL, BALANCER_TOP_POOLS_FETCHED } from '../constants';
-
-import { CacheValue, PoolsCache } from './pools_cache';
-
-// tslint:disable:custom-no-magic-numbers
-const ONE_DAY_MS = 24 * 60 * 60 * 1000;
-// tslint:enable:custom-no-magic-numbers
-
-interface BalancerPoolResponse {
-    id: string;
-    swapFee: string;
-    tokens: Array<{ address: string; decimals: number; balance: string }>;
-    tokensList: string[];
-    totalWeight: string;
-}
-
-export class BalancerPoolsCache extends PoolsCache {
-    constructor(
-        private readonly _subgraphUrl: string = BALANCER_SUBGRAPH_URL,
-        cache: { [key: string]: CacheValue } = {},
-        private readonly maxPoolsFetched: number = BALANCER_MAX_POOLS_FETCHED,
-        private readonly _topPoolsFetched: number = BALANCER_TOP_POOLS_FETCHED,
-    ) {
-        super(cache);
-        void this._loadTopPoolsAsync();
-        // Reload the top pools every 12 hours
-        setInterval(async () => void this._loadTopPoolsAsync(), ONE_DAY_MS / 2);
-    }
-
-    protected async _fetchPoolsForPairAsync(takerToken: string, makerToken: string): Promise<Pool[]> {
-        try {
-            const poolData = (await getPoolsWithTokens(takerToken, makerToken)).pools;
-            // Sort by maker token balance (descending)
-            const pools = parsePoolData(poolData, takerToken, makerToken).sort((a, b) =>
-                b.balanceOut.minus(a.balanceOut).toNumber(),
-            );
-            return pools.length > this.maxPoolsFetched ? pools.slice(0, this.maxPoolsFetched) : pools;
-        } catch (err) {
-            return [];
-        }
-    }
-
-    protected async _loadTopPoolsAsync(): Promise<void> {
-        const fromToPools: {
-            [from: string]: { [to: string]: Pool[] };
-        } = {};
-
-        const pools = await this._fetchTopPoolsAsync();
-        for (const pool of pools) {
-            const { tokensList } = pool;
-            for (const from of tokensList) {
-                for (const to of tokensList.filter(t => t.toLowerCase() !== from.toLowerCase())) {
-                    fromToPools[from] = fromToPools[from] || {};
-                    fromToPools[from][to] = fromToPools[from][to] || [];
-
-                    try {
-                        // The list of pools must be relevant to `from` and `to`  for `parsePoolData`
-                        const poolData = parsePoolData([pool], from, to);
-                        fromToPools[from][to].push(poolData[0]);
-                        // Cache this as we progress through
-                        const expiresAt = Date.now() + this._cacheTimeMs;
-                        this._cachePoolsForPair(from, to, fromToPools[from][to], expiresAt);
-                    } catch {
-                        // soldier on
-                    }
-                }
-            }
-        }
-    }
-
-    protected async _fetchTopPoolsAsync(): Promise<BalancerPoolResponse[]> {
-        const query = gql`
-            query fetchTopPools($topPoolsFetched: Int!) {
-                pools(
-                    first: $topPoolsFetched
-                    where: { publicSwap: true, liquidity_gt: 0 }
-                    orderBy: swapsCount
-                    orderDirection: desc
-                ) {
-                    id
-                    publicSwap
-                    swapFee
-                    totalWeight
-                    tokensList
-                    tokens {
-                        id
-                        address
-                        balance
-                        decimals
-                        symbol
-                        denormWeight
-                    }
-                }
-            }
-        `;
-        try {
-            const { pools } = await request(this._subgraphUrl, query, { topPoolsFetched: this._topPoolsFetched });
-            return pools;
-        } catch (err) {
-            return [];
-        }
-    }
-}

packages/asset-swapper/src/utils/market_operation_utils/pools_cache/balancer_v2_utils.ts

@@ -1,178 +0,0 @@
-import { ChainId } from '@0x/contract-addresses';
-import { BigNumber } from '@0x/utils';
-// import { parsePoolData } from '@balancer-labs'; // TODO - upgrade to v2
-import { Pool } from '@balancer-labs/sor/dist/types';
-import { gql, request } from 'graphql-request';
-
-import { DEFAULT_WARNING_LOGGER } from '../../../constants';
-import { LogFunction } from '../../../types';
-import {
-    BALANCER_MAX_POOLS_FETCHED,
-    BALANCER_TOP_POOLS_FETCHED,
-    BALANCER_V2_SUBGRAPH_URL_BY_CHAIN,
-} from '../constants';
-
-import { parsePoolData } from './balancer_sor_v2';
-import { CacheValue, PoolsCache } from './pools_cache';
-
-// tslint:disable-next-line:custom-no-magic-numbers
-const ONE_DAY_MS = 24 * 60 * 60 * 1000;
-
-interface BalancerPoolResponse {
-    id: string;
-    swapFee: string;
-    tokens: Array<{ address: string; decimals: number; balance: string; weight: string; symbol: string }>;
-    tokensList: string[];
-    totalWeight: string;
-    totalShares: string;
-    amp: string | null;
-}
-
-export class BalancerV2PoolsCache extends PoolsCache {
-    private static _parseSubgraphPoolData(pool: any, takerToken: string, makerToken: string): Pool {
-        const tToken = pool.tokens.find((t: any) => t.address === takerToken);
-        const mToken = pool.tokens.find((t: any) => t.address === makerToken);
-        const swap = pool.swaps && pool.swaps[0];
-        const tokenAmountOut = swap ? swap.tokenAmountOut : undefined;
-        const tokenAmountIn = swap ? swap.tokenAmountIn : undefined;
-        const spotPrice =
-            tokenAmountOut && tokenAmountIn ? new BigNumber(tokenAmountOut).div(tokenAmountIn) : undefined; // TODO: xianny check
-
-        return {
-            id: pool.id,
-            balanceIn: new BigNumber(tToken.balance),
-            balanceOut: new BigNumber(mToken.balance),
-            weightIn: new BigNumber(tToken.weight),
-            weightOut: new BigNumber(mToken.weight),
-            swapFee: new BigNumber(pool.swapFee),
-            spotPrice,
-        };
-    }
-
-    constructor(
-        chainId: ChainId,
-        private readonly subgraphUrl: string = BALANCER_V2_SUBGRAPH_URL_BY_CHAIN[chainId],
-        private readonly maxPoolsFetched: number = BALANCER_MAX_POOLS_FETCHED,
-        private readonly _topPoolsFetched: number = BALANCER_TOP_POOLS_FETCHED,
-        private readonly _warningLogger: LogFunction = DEFAULT_WARNING_LOGGER,
-        cache: { [key: string]: CacheValue } = {},
-    ) {
-        super(cache);
-        void this._loadTopPoolsAsync();
-        // Reload the top pools every 12 hours
-        setInterval(async () => void this._loadTopPoolsAsync(), ONE_DAY_MS / 2);
-    }
-
-    // protected async _fetchPoolsForPairAsync(takerToken: string, makerToken: string): Promise<Pool[]> {
-    //     try {
-    //         const poolData = (await getPoolsWithTokens(takerToken, makerToken)).pools;
-    //         // Sort by maker token balance (descending)
-    //         const pools = parsePoolData(poolData, takerToken, makerToken).sort((a, b) =>
-    //             b.balanceOut.minus(a.balanceOut).toNumber(),
-    //         );
-    //         return pools.length > this.maxPoolsFetched ? pools.slice(0, this.maxPoolsFetched) : pools;
-    //     } catch (err) {
-    //         return [];
-    //     }
-    // }
-
-    protected async _fetchTopPoolsAsync(): Promise<BalancerPoolResponse[]> {
-        const query = gql`
-            query fetchTopPools($topPoolsFetched: Int!) {
-                pools(
-                    first: $topPoolsFetched
-                    where: { totalLiquidity_gt: 0 }
-                    orderBy: swapsCount
-                    orderDirection: desc
-                ) {
-                    id
-                    swapFee
-                    totalWeight
-                    tokensList
-                    amp
-                    totalShares
-                    tokens {
-                        id
-                        address
-                        balance
-                        decimals
-                        symbol
-                        weight
-                    }
-                }
-            }
-        `;
-
-        const { pools } = await request<{ pools: BalancerPoolResponse[] }>(this.subgraphUrl, query, {
-            topPoolsFetched: this._topPoolsFetched,
-        });
-
-        return pools;
-    }
-    protected async _loadTopPoolsAsync(): Promise<void> {
-        const fromToPools: {
-            [from: string]: { [to: string]: Pool[] };
-        } = {};
-
-        const pools = await this._fetchTopPoolsAsync();
-        for (const pool of pools) {
-            const { tokensList } = pool;
-            for (const from of tokensList) {
-                for (const to of tokensList.filter(t => t.toLowerCase() !== from.toLowerCase())) {
-                    fromToPools[from] = fromToPools[from] || {};
-                    fromToPools[from][to] = fromToPools[from][to] || [];
-
-                    try {
-                        // The list of pools must be relevant to `from` and `to`  for `parsePoolData`
-                        const [poolData] = parsePoolData({ [pool.id]: pool as any }, from, to);
-                        fromToPools[from][to].push(
-                            BalancerV2PoolsCache._parseSubgraphPoolData(poolData[pool.id], from, to),
-                        );
-                        // Cache this as we progress through
-                        const expiresAt = Date.now() + this._cacheTimeMs;
-                        this._cachePoolsForPair(from, to, fromToPools[from][to], expiresAt);
-                    } catch (err) {
-                        this._warningLogger(err, `Failed to load Balancer V2 top pools`);
-                        // soldier on
-                    }
-                }
-            }
-        }
-    }
-    protected async _fetchPoolsForPairAsync(takerToken: string, makerToken: string): Promise<Pool[]> {
-        const query = gql`
-        query getPools {
-            pools(
-              first: ${this.maxPoolsFetched},
-              where: {
-                tokensList_contains: ["${takerToken}", "${makerToken}"]
-              }
-            ) {
-                id
-                tokens {
-                    address
-                    balance
-                    weight
-                }
-              swapFee
-              swaps(
-                orderBy: timestamp, orderDirection: desc, first: 1,
-                  where:{
-                  tokenIn: "${takerToken}",
-                  tokenOut: "${makerToken}"
-                }
-              ) {
-                tokenAmountIn
-                tokenAmountOut
-              }
-            }
-          }
-          `;
-        try {
-            const { pools } = await request(this.subgraphUrl, query);
-            return pools.map((pool: any) => BalancerV2PoolsCache._parseSubgraphPoolData(pool, takerToken, makerToken));
-        } catch (e) {
-            return [];
-        }
-    }
-}

packages/asset-swapper/src/utils/market_operation_utils/pools_cache/cream_utils.ts

@@ -1,28 +0,0 @@
-import { Pool } from '@balancer-labs/sor/dist/types';
-import { getPoolsWithTokens, parsePoolData } from 'cream-sor';
-
-import { BALANCER_MAX_POOLS_FETCHED } from '../constants';
-
-import { CacheValue, PoolsCache } from './pools_cache';
-
-export class CreamPoolsCache extends PoolsCache {
-    constructor(
-        _cache: { [key: string]: CacheValue } = {},
-        private readonly maxPoolsFetched: number = BALANCER_MAX_POOLS_FETCHED,
-    ) {
-        super(_cache);
-    }
-
-    protected async _fetchPoolsForPairAsync(takerToken: string, makerToken: string): Promise<Pool[]> {
-        try {
-            const poolData = (await getPoolsWithTokens(takerToken, makerToken)).pools;
-            // Sort by maker token balance (descending)
-            const pools = parsePoolData(poolData, takerToken, makerToken).sort((a, b) =>
-                b.balanceOut.minus(a.balanceOut).toNumber(),
-            );
-            return pools.slice(0, this.maxPoolsFetched);
-        } catch (err) {
-            return [];
-        }
-    }
-}

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

@@ -1,4 +0,0 @@
-export { BalancerPoolsCache } from './balancer_utils';
-export { BalancerV2PoolsCache } from './balancer_v2_utils';
-export { CreamPoolsCache } from './cream_utils';
-export { PoolsCache } from './pools_cache';

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

@@ -1,78 +0,0 @@
-import { Pool } from '@balancer-labs/sor/dist/types';
-
-import { ONE_HOUR_IN_SECONDS, ONE_SECOND_MS } from '../constants';
-export { Pool };
-export interface CacheValue {
-    expiresAt: number;
-    pools: Pool[];
-}
-
-// tslint:disable:custom-no-magic-numbers
-// Cache results for 30mins
-const DEFAULT_CACHE_TIME_MS = (ONE_HOUR_IN_SECONDS / 2) * ONE_SECOND_MS;
-const DEFAULT_TIMEOUT_MS = 1000;
-// tslint:enable:custom-no-magic-numbers
-
-export abstract class PoolsCache {
-    protected static _isExpired(value: CacheValue): boolean {
-        return Date.now() >= value.expiresAt;
-    }
-    constructor(
-        protected readonly _cache: { [key: string]: CacheValue },
-        protected readonly _cacheTimeMs: number = DEFAULT_CACHE_TIME_MS,
-    ) {}
-
-    public async getFreshPoolsForPairAsync(
-        takerToken: string,
-        makerToken: string,
-        timeoutMs: number = DEFAULT_TIMEOUT_MS,
-    ): Promise<Pool[]> {
-        const timeout = new Promise<Pool[]>(resolve => setTimeout(resolve, timeoutMs, []));
-        return Promise.race([this._getAndSaveFreshPoolsForPairAsync(takerToken, makerToken), timeout]);
-    }
-
-    public getCachedPoolAddressesForPair(
-        takerToken: string,
-        makerToken: string,
-        ignoreExpired: boolean = true,
-    ): string[] | undefined {
-        const key = JSON.stringify([takerToken, makerToken]);
-        const value = this._cache[key];
-        if (ignoreExpired) {
-            return value === undefined ? [] : value.pools.map(pool => pool.id);
-        }
-        if (!value) {
-            return undefined;
-        }
-        if (PoolsCache._isExpired(value)) {
-            return undefined;
-        }
-        return (value || []).pools.map(pool => pool.id);
-    }
-
-    public isFresh(takerToken: string, makerToken: string): boolean {
-        const cached = this.getCachedPoolAddressesForPair(takerToken, makerToken, false);
-        return cached !== undefined;
-    }
-
-    protected async _getAndSaveFreshPoolsForPairAsync(takerToken: string, makerToken: string): Promise<Pool[]> {
-        const key = JSON.stringify([takerToken, makerToken]);
-        const value = this._cache[key];
-        if (value === undefined || value.expiresAt >= Date.now()) {
-            const pools = await this._fetchPoolsForPairAsync(takerToken, makerToken);
-            const expiresAt = Date.now() + this._cacheTimeMs;
-            this._cachePoolsForPair(takerToken, makerToken, pools, expiresAt);
-        }
-        return this._cache[key].pools;
-    }
-
-    protected _cachePoolsForPair(takerToken: string, makerToken: string, pools: Pool[], expiresAt: number): void {
-        const key = JSON.stringify([takerToken, makerToken]);
-        this._cache[key] = {
-            pools,
-            expiresAt,
-        };
-    }
-
-    protected abstract _fetchPoolsForPairAsync(takerToken: string, makerToken: string): Promise<Pool[]>;
-}

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

@@ -2,38 +2,10 @@ import { BigNumber } from '@0x/utils';
 
 import { MarketOperation } from '../../types';
 
-import { SOURCE_FLAGS, ZERO_AMOUNT } from './constants';
-import { DexSample, ERC20BridgeSource, ExchangeProxyOverhead, FeeSchedule, MultiHopFillData } from './types';
+import { ZERO_AMOUNT } from './constants';
 
 // tslint:disable:no-bitwise
 
-/**
- * Returns the fee-adjusted rate of a two-hop quote. Returns zero if the
- * quote falls short of the target input.
- */
-export function getTwoHopAdjustedRate(
-    side: MarketOperation,
-    twoHopQuote: DexSample<MultiHopFillData>,
-    targetInput: BigNumber,
-    outputAmountPerEth: BigNumber,
-    fees: FeeSchedule = {},
-    exchangeProxyOverhead: ExchangeProxyOverhead = () => ZERO_AMOUNT,
-): BigNumber {
-    const { output, input, fillData } = twoHopQuote;
-    if (input.isLessThan(targetInput) || output.isZero()) {
-        return ZERO_AMOUNT;
-    }
-    const penalty = outputAmountPerEth.times(
-        exchangeProxyOverhead(
-            SOURCE_FLAGS.MultiHop |
-                SOURCE_FLAGS[fillData.firstHopSource.source] |
-                SOURCE_FLAGS[fillData.secondHopSource.source],
-        ).plus(fees[ERC20BridgeSource.MultiHop]!(fillData)),
-    );
-    const adjustedOutput = side === MarketOperation.Sell ? output.minus(penalty) : output.plus(penalty);
-    return side === MarketOperation.Sell ? adjustedOutput.div(input) : input.div(adjustedOutput);
-}
-
 /**
  * Computes the "complete" rate given the input/output of a path.
  * This value penalizes the path if it falls short of the target input.

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

@@ -1,167 +1,87 @@
 import { ChainId } from '@0x/contract-addresses';
-import { BigNumber, NULL_BYTES } from '@0x/utils';
+import { BigNumber } from '@0x/utils';
 
-import { SamplerOverrides } from '../../types';
-import { ERC20BridgeSamplerContract } from '../../wrappers';
+import { Address } from '../../types';
 
-import { BancorService } from './bancor_service';
-import { PoolsCache } from './pools_cache';
-import { SamplerOperations } from './sampler_operations';
-import { BatchedOperation, ERC20BridgeSource, LiquidityProviderRegistry, TokenAdjacencyGraph } from './types';
+import { DexSample, ERC20BridgeSource, TokenAdjacencyGraph } from './types';
+import { SamplerServiceRpcClient } from './sampler_service_rpc_client';
 
-/**
- * Generate sample amounts up to `maxFillAmount`.
- */
-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 amounts = stepSizes.map((_s, i) => {
-        if (i === numSamples - 1) {
-            return maxFillAmount;
-        }
-        return maxFillAmount
-            .times(BigNumber.sum(...[0, ...stepSizes.slice(0, i + 1)]))
-            .integerValue(BigNumber.ROUND_UP);
-    });
-    return amounts;
+interface TokenInfo {
+    decimals: number;
+    address: Address;
+    gasCost: number;
+    symbol: string;
 }
 
-type BatchedOperationResult<T> = T extends BatchedOperation<infer TResult> ? TResult : never;
+export interface Sampler {
+    chainId: ChainId;
+    getTokenInfosAsync(tokens: Address[]): Promise<TokenInfo[]>;
+    getPricesAsync(paths: Address[][], sources: ERC20BridgeSource[]): Promise<BigNumber[]>;
+    getSellLiquidityAsync(path: Address[], takerAmount: BigNumber, sources: ERC20BridgeSource[]): Promise<DexSample[][]>;
+}
 
-/**
- * Encapsulates interactions with the `ERC20BridgeSampler` contract.
- */
-export class DexOrderSampler extends SamplerOperations {
-    constructor(
-        public readonly chainId: ChainId,
-        _samplerContract: ERC20BridgeSamplerContract,
-        private readonly _samplerOverrides?: SamplerOverrides,
-        poolsCaches?: { [key in ERC20BridgeSource]: PoolsCache },
-        tokenAdjacencyGraph?: TokenAdjacencyGraph,
-        liquidityProviderRegistry?: LiquidityProviderRegistry,
-        bancorServiceFn: () => Promise<BancorService | undefined> = async () => undefined,
-    ) {
-        super(chainId, _samplerContract, poolsCaches, tokenAdjacencyGraph, liquidityProviderRegistry, bancorServiceFn);
+export class SamplerClient implements Sampler {
+    static createFromChainIdAndEndpoint(chainId: ChainId, endpoint: string): SamplerClient {
+        return new SamplerClient(chainId, new SamplerServiceRpcClient(endpoint));
     }
 
-    /* Type overloads for `executeAsync()`. Could skip this if we would upgrade TS. */
-
-    // prettier-ignore
-    public async executeAsync<
-        T1
-    >(...ops: [T1]): Promise<[
-        BatchedOperationResult<T1>
-    ]>;
-
-    // prettier-ignore
-    public async executeAsync<
-        T1, T2
-    >(...ops: [T1, T2]): Promise<[
-        BatchedOperationResult<T1>,
-        BatchedOperationResult<T2>
-    ]>;
-
-    // prettier-ignore
-    public async executeAsync<
-        T1, T2, T3
-    >(...ops: [T1, T2, T3]): Promise<[
-        BatchedOperationResult<T1>,
-        BatchedOperationResult<T2>,
-        BatchedOperationResult<T3>
-    ]>;
-
-    // prettier-ignore
-    public async executeAsync<
-        T1, T2, T3, T4
-    >(...ops: [T1, T2, T3, T4]): Promise<[
-        BatchedOperationResult<T1>,
-        BatchedOperationResult<T2>,
-        BatchedOperationResult<T3>,
-        BatchedOperationResult<T4>
-    ]>;
-
-    // prettier-ignore
-    public async executeAsync<
-        T1, T2, T3, T4, T5
-    >(...ops: [T1, T2, T3, T4, T5]): Promise<[
-        BatchedOperationResult<T1>,
-        BatchedOperationResult<T2>,
-        BatchedOperationResult<T3>,
-        BatchedOperationResult<T4>,
-        BatchedOperationResult<T5>
-    ]>;
-
-    // prettier-ignore
-    public async executeAsync<
-        T1, T2, T3, T4, T5, T6
-    >(...ops: [T1, T2, T3, T4, T5, T6]): Promise<[
-        BatchedOperationResult<T1>,
-        BatchedOperationResult<T2>,
-        BatchedOperationResult<T3>,
-        BatchedOperationResult<T4>,
-        BatchedOperationResult<T5>,
-        BatchedOperationResult<T6>
-    ]>;
-
-    // prettier-ignore
-    public async executeAsync<
-        T1, T2, T3, T4, T5, T6, T7
-    >(...ops: [T1, T2, T3, T4, T5, T6, T7]): Promise<[
-        BatchedOperationResult<T1>,
-        BatchedOperationResult<T2>,
-        BatchedOperationResult<T3>,
-        BatchedOperationResult<T4>,
-        BatchedOperationResult<T5>,
-        BatchedOperationResult<T6>,
-        BatchedOperationResult<T7>
-    ]>;
-
-    // prettier-ignore
-    public async executeAsync<
-        T1, T2, T3, T4, T5, T6, T7, T8
-    >(...ops: [T1, T2, T3, T4, T5, T6, T7, T8]): Promise<[
-        BatchedOperationResult<T1>,
-        BatchedOperationResult<T2>,
-        BatchedOperationResult<T3>,
-        BatchedOperationResult<T4>,
-        BatchedOperationResult<T5>,
-        BatchedOperationResult<T6>,
-        BatchedOperationResult<T7>,
-        BatchedOperationResult<T8>
-    ]>;
-
-    /**
-     * Run a series of operations from `DexOrderSampler.ops` in a single transaction.
-     */
-    public async executeAsync(...ops: any[]): Promise<any[]> {
-        return this.executeBatchAsync(ops);
+    static async createFromEndpointAsync(endpoint: string): Promise<SamplerClient> {
+        const service = new SamplerServiceRpcClient(endpoint);
+        const chainId = await service.getChainIdAsync();
+        return new SamplerClient(
+            chainId,
+            service,
+        );
     }
 
-    /**
-     * Run a series of operations from `DexOrderSampler.ops` in a single transaction.
-     * Takes an arbitrary length array, but is not typesafe.
-     */
-    public async executeBatchAsync<T extends Array<BatchedOperation<any>>>(ops: T): Promise<any[]> {
-        const callDatas = ops.map(o => o.encodeCall());
-        const { overrides, block } = this._samplerOverrides
-            ? this._samplerOverrides
-            : { overrides: undefined, block: undefined };
+    private constructor(
+        private readonly _chainId: number,
+        private readonly _service: SamplerServiceRpcClient,
+    ) {}
 
-        // All operations are NOOPs
-        if (callDatas.every(cd => cd === NULL_BYTES)) {
-            return callDatas.map((_callData, i) => ops[i].handleCallResults(NULL_BYTES));
-        }
-        // Execute all non-empty calldatas.
-        const rawCallResults = await this._samplerContract
-            .batchCall(callDatas.filter(cd => cd !== NULL_BYTES))
-            .callAsync({ overrides }, block);
-        // Return the parsed results.
-        let rawCallResultsIdx = 0;
-        return callDatas.map((callData, i) => {
-            // tslint:disable-next-line:boolean-naming
-            const { data, success } =
-                callData !== NULL_BYTES ? rawCallResults[rawCallResultsIdx++] : { success: true, data: NULL_BYTES };
-            return success ? ops[i].handleCallResults(data) : ops[i].handleRevert(data);
-        });
+    public get chainId(): ChainId {
+        return this._chainId;
+    }
+
+    public async getPricesAsync(
+        paths: Address[][],
+        sources: ERC20BridgeSource[],
+    ): Promise<BigNumber[]> {
+        return this._service.getPricesAsync(paths.map(p => ({
+            tokenPath: p,
+            demand: true,
+            sources,
+        })));
+    }
+
+    public async getTokenInfosAsync(tokens: Address[]): Promise<TokenInfo[]> {
+        return this._service.getTokensAsync(tokens);
+    }
+
+    public async getSellLiquidityAsync(
+        path: Address[],
+        takerAmount: BigNumber,
+        sources: ERC20BridgeSource[],
+    ): Promise<DexSample[][]> {
+        const liquidity = await this._service.getSellLiquidityAsync(
+            sources.map(s => ({
+                tokenPath: path,
+                inputAmount: takerAmount,
+                source: s,
+                demand: true,
+            })),
+        );
+        return liquidity.map(
+            liq => liq.liquidityCurves.map(
+                pts =>
+                    pts.map(pt => ({
+                        input: pt.sellAmount,
+                        output: pt.buyAmount,
+                        encodedFillData: pt.encodedFillData,
+                        metadata: pt.metadata,
+                        gasCost: pt.gasCost,
+                        source: liq.source,
+                    }) as DexSample),
+        )).flat(1);
     }
 }

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

@@ -1,62 +0,0 @@
-import { ContractFunctionObj } from '@0x/base-contract';
-import { BigNumber, decodeBytesAsRevertError, logUtils } from '@0x/utils';
-
-import { ERC20BridgeSamplerContract } from '../../wrappers';
-
-import { ERC20BridgeSource, FillData, SourceQuoteOperation } from './types';
-
-export type Parameters<T> = T extends (...args: infer TArgs) => any ? TArgs : never;
-
-export interface SamplerContractCall<
-    TFunc extends (...args: any[]) => ContractFunctionObj<any>,
-    TFillData extends FillData = FillData
-> {
-    contract: ERC20BridgeSamplerContract;
-    function: TFunc;
-    params: Parameters<TFunc>;
-    callback?: (callResults: string, fillData: TFillData) => BigNumber[];
-}
-
-export class SamplerContractOperation<
-    TFunc extends (...args: any[]) => ContractFunctionObj<any>,
-    TFillData extends FillData = FillData
-> implements SourceQuoteOperation<TFillData> {
-    public readonly source: ERC20BridgeSource;
-    public fillData: TFillData;
-    private readonly _samplerContract: ERC20BridgeSamplerContract;
-    private readonly _samplerFunction: TFunc;
-    private readonly _params: Parameters<TFunc>;
-    private readonly _callback?: (callResults: string, fillData: TFillData) => BigNumber[];
-
-    constructor(opts: { source: ERC20BridgeSource; fillData?: TFillData } & SamplerContractCall<TFunc, TFillData>) {
-        this.source = opts.source;
-        this.fillData = opts.fillData || ({} as TFillData); // tslint:disable-line:no-object-literal-type-assertion
-        this._samplerContract = opts.contract;
-        this._samplerFunction = opts.function;
-        this._params = opts.params;
-        this._callback = opts.callback;
-    }
-
-    public encodeCall(): string {
-        return this._samplerFunction
-            .bind(this._samplerContract)(...this._params)
-            .getABIEncodedTransactionData();
-    }
-    public handleCallResults(callResults: string): BigNumber[] {
-        if (this._callback !== undefined) {
-            return this._callback(callResults, this.fillData);
-        } else {
-            return this._samplerContract.getABIDecodedReturnData<BigNumber[]>(this._samplerFunction.name, callResults);
-        }
-    }
-    public handleRevert(callResults: string): BigNumber[] {
-        let msg = callResults;
-        try {
-            msg = decodeBytesAsRevertError(callResults).toString();
-        } catch (e) {
-            // do nothing
-        }
-        logUtils.warn(`SamplerContractOperation: ${this.source}.${this._samplerFunction.name} reverted ${msg}`);
-        return [];
-    }
-}

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

@@ -0,0 +1,168 @@
+import { BigNumber } from '@0x/utils';
+import { Client as OpenRpcClient, HTTPTransport, RequestManager } from '@open-rpc/client-js';
+
+import { Address, Bytes } from '../../types';
+
+type DecimalString = string;
+
+export interface LiquidityCurvePoint {
+    sellAmount: BigNumber;
+    buyAmount: BigNumber;
+    encodedFillData: Bytes;
+    metadata: object;
+    gasCost: number;
+}
+
+interface RpcLiquidityCurvePoint {
+    sellAmount: DecimalString;
+    buyAmount: DecimalString;
+    encodedFillData: Bytes;
+    jsonMetadata: string;
+    gasCost: number;
+}
+
+export interface LiquidityRequest {
+    tokenPath: Address[];
+    inputAmount: BigNumber;
+    source: string;
+    demand?: boolean;
+}
+
+type RpcLiquidityRequest = Omit<LiquidityRequest, 'inputAmount'> & {
+    inputAmount: string;
+}
+
+export interface PriceRequest {
+    tokenPath: Address[];
+    sources?: string[];
+    demand?: boolean;
+}
+
+type RpcPriceRequest = PriceRequest;
+
+export interface LiquidityResponse {
+    source: string;
+    liquidityCurves: LiquidityCurvePoint[][];
+}
+
+type RpcLiquidityResponse = & Omit<LiquidityResponse, 'liquidityCurves'> & {
+    source: string;
+    liquidityCurves: RpcLiquidityCurvePoint[][];
+}
+
+export interface TokenResponse {
+    address: Address;
+    symbol: string;
+    decimals: number;
+    gasCost: number;
+}
+
+type RpcTokenResponse = TokenResponse;
+
+export class SamplerServiceRpcClient {
+    private _rpcClient: OpenRpcClient;
+
+    public constructor(url: string) {
+        const transport = new HTTPTransport(url);
+        // HACK(dorothy-zbornak): One of AS/API's deps globally registers a version of
+        // isometric-fetch that doesn't work with open-rpc. It seems to disagree on
+        // the type of 'headers'.
+        (transport as any).headers = {'content-type': 'application/json'};
+        this._rpcClient = new OpenRpcClient(new RequestManager([transport]));
+    }
+
+    private async _requestAsync<TResult, TArgs = any>(method: string, params: TArgs[] = []): Promise<TResult> {
+        try {
+            return await this._rpcClient.request({ method, params }) as Promise<TResult>;
+        } catch (err) {
+            throw new Error(`Error making RPC request "${method}" to sampler service: ${err}`);
+        }
+    }
+
+    public async getChainIdAsync(): Promise<number> {
+        return this._requestAsync<number>('get_chain_id');
+    }
+
+    public async getSellLiquidityAsync(reqs: LiquidityRequest[]): Promise<LiquidityResponse[]> {
+        const resp = await this._requestAsync<RpcLiquidityResponse[], RpcLiquidityRequest[]>(
+            'get_sell_liquidity',
+            [
+                reqs.map(r => ({
+                    ...r,
+                    inputAmount: r.inputAmount.toString(10),
+                })),
+            ],
+        );
+        return resp.map(r => ({
+            ...r,
+            liquidityCurves: r.liquidityCurves.map(a => a.map(c => ({
+                ...c,
+                buyAmount: new BigNumber(c.buyAmount),
+                sellAmount: new BigNumber(c.sellAmount),
+                metadata: decodeMetadata(c.jsonMetadata),
+            }))),
+        }));
+    }
+
+    public async getBuyLiquidityAsync(reqs: LiquidityRequest[]): Promise<LiquidityResponse[]> {
+        const resp = await this._requestAsync<RpcLiquidityResponse[], RpcLiquidityRequest[]>(
+            'get_buy_liquidity',
+            [
+                reqs.map(r => ({
+                    ...r,
+                    inputAmount: r.inputAmount.toString(10),
+                })),
+            ],
+        );
+        return resp.map(r => ({
+            ...r,
+            liquidityCurves: r.liquidityCurves.map(a => a.map(c => ({
+                ...c,
+                buyAmount: new BigNumber(c.buyAmount),
+                sellAmount: new BigNumber(c.sellAmount),
+                metadata: decodeMetadata(c.jsonMetadata),
+            }))),
+        }));
+    }
+
+    public async getPricesAsync(reqs: PriceRequest[]): Promise<BigNumber[]> {
+        const resp = await this._requestAsync<DecimalString[], RpcPriceRequest[]>(
+            'get_prices',
+            [ reqs ],
+        );
+        return resp.map(r => new BigNumber(r));
+    }
+
+    public async getTokensAsync(addresses: Address[]): Promise<TokenResponse[]> {
+        return this._requestAsync<RpcTokenResponse[], Address[]>(
+            'get_tokens',
+            [ addresses ],
+        );
+    }
+}
+
+function decodeMetadata(jsonMetadata: string): any {
+    if (!jsonMetadata) {
+        return undefined;
+    }
+    return unmarshallMetadata(JSON.parse(jsonMetadata));
+}
+
+function unmarshallMetadata(v: any): any {
+    switch (typeof(v)) {
+        case 'string':
+            if (/^\d+n$/.test(v)) {
+                return new BigNumber(v.slice(0, -1));
+            }
+            return v;
+        case 'object':
+            if (Array.isArray(v)) {
+                return v.map(v => unmarshallMetadata(v));
+            }
+            return Object.assign(
+                {},
+                ...Object.entries(v).map(([k, v]) => ({ [k]: v})),
+            );
+    }
+    return v;
+}

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

@@ -2,12 +2,15 @@ import {
     FillQuoteTransformerLimitOrderInfo,
     FillQuoteTransformerOrderType,
     FillQuoteTransformerRfqOrderInfo,
+    LimitOrderFields,
+    RfqOrderFields,
+    Signature,
 } 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 { Address, Bytes, RfqFirmQuoteValidator, RfqRequestOpts } from '../../types';
+import { NativeOrderWithFillableAmounts } from '../native_orders';
 import { QuoteRequestor } from '../../utils/quote_requestor';
 import { PriceComparisonsReport, QuoteReport } from '../quote_report_generator';
 
@@ -163,122 +166,57 @@ export interface BalancerV2PoolInfo {
     vault: string;
 }
 
-// Internal `fillData` field for `Fill` objects.
-export interface FillData {}
-
-// `FillData` for native fills. Represents a single native order
-export type NativeRfqOrderFillData = FillQuoteTransformerRfqOrderInfo;
-export type NativeLimitOrderFillData = FillQuoteTransformerLimitOrderInfo;
-export type NativeFillData = NativeRfqOrderFillData | NativeLimitOrderFillData;
-
 // Represents an individual DEX sample from the sampler contract
-export interface DexSample<TFillData extends FillData = FillData> {
+export interface DexSample {
     source: ERC20BridgeSource;
-    fillData: TFillData;
+    encodedFillData: Bytes;
+    metadata?: any;
     input: BigNumber;
     output: BigNumber;
-}
-export interface CurveFillData extends FillData {
-    fromTokenIdx: number;
-    toTokenIdx: number;
-    pool: CurveInfo;
-}
-
-export interface BalancerFillData extends FillData {
-    poolAddress: string;
-}
-
-export interface BalancerV2FillData extends FillData {
-    vault: string;
-    poolId: string;
-}
-
-export interface UniswapV2FillData extends FillData {
-    tokenAddressPath: string[];
-    router: string;
-}
-
-export interface ShellFillData extends FillData {
-    poolAddress: string;
-}
-
-export interface LiquidityProviderFillData extends FillData {
-    poolAddress: string;
     gasCost: number;
 }
 
-export interface BancorFillData extends FillData {
-    path: string[];
-    networkAddress: string;
+export interface BridgeFillData {
+    encodedFillData: Bytes;
 }
 
-export interface KyberFillData extends FillData {
-    hint: string;
-    reserveId: string;
-    networkProxy: string;
+export interface UniswapV2FillData extends BridgeFillData {
+    tokenAddressPath: Address[];
 }
 
-export interface MooniswapFillData extends FillData {
-    poolAddress: string;
+export interface UniswapV3FillData extends BridgeFillData {
+    encodedPath: Bytes;
 }
 
-export interface DODOFillData extends FillData {
-    poolAddress: string;
-    isSellBase: boolean;
-    helperAddress: string;
+export interface LiquidityProviderFillData extends BridgeFillData {
+    poolAddress: Address;
 }
 
-export interface GenericRouterFillData extends FillData {
-    router: string;
+export interface CurveFillData extends BridgeFillData {
+    poolAddress: Address;
+    exchangeFunctionSelector: Bytes;
+    fromTokenIdx: number;
+    toTokenIdx: number;
 }
 
-export interface MultiHopFillData extends FillData {
-    firstHopSource: SourceQuoteOperation;
-    secondHopSource: SourceQuoteOperation;
-    intermediateToken: string;
+export interface MooniswapFillData extends BridgeFillData {
+    poolAddress: Address;
 }
 
-export interface MakerPsmExtendedData {
-    isSellOperation: boolean;
-    takerToken: string;
-}
-
-export type MakerPsmFillData = FillData & MakerPsmExtendedData & PsmInfo;
-
-export interface HopInfo {
-    sourceIndex: BigNumber;
-    returnData: string;
-}
-
-export interface UniswapV3FillData extends FillData {
-    tokenAddressPath: string[];
-    router: string;
-    pathAmounts: Array<{ uniswapPath: string; inputAmount: BigNumber }>;
-}
-
-export interface KyberDmmFillData extends UniswapV2FillData {
-    poolsPath: string[];
-}
-
-export interface FinalUniswapV3FillData extends Omit<UniswapV3FillData, 'uniswapPaths'> {
-    // The uniswap-encoded path that can fll the maximum input amount.
-    uniswapPath: string;
-}
-
-export interface LidoFillData extends FillData {
-    stEthTokenAddress: string;
-    takerToken: string;
+export interface NativeOrderFillData {
+    order: LimitOrderFields | RfqOrderFields;
+    signature: Signature;
 }
 
 /**
  * Represents a node on a fill path.
  */
-export interface Fill<TFillData extends FillData = FillData> {
+export interface Fill {
     // basic data for every fill
     source: ERC20BridgeSource;
     // TODO jacob people seem to agree  that orderType here is more readable
     type: FillQuoteTransformerOrderType; // should correspond with TFillData
-    fillData: TFillData;
+    data?: any;
     // Unique ID of the original source path this fill belongs to.
     // This is generated when the path is generated and is useful to distinguish
     // paths that have the same `source` IDs but are distinct (e.g., Curves).
@@ -295,15 +233,37 @@ export interface Fill<TFillData extends FillData = FillData> {
     parent?: Fill;
     // The index of the fill in the original path.
     index: number;
+    // Cumulative gas cost associated with swapping against this source/pool.
+    gasCost: number;
+}
+
+export interface BridgeFill<TData extends BridgeFillData> extends Fill {
+    data: TData;
+}
+
+export interface GenericBridgeFill extends BridgeFill<BridgeFillData> {}
+
+export interface  UniswapV2BridgeFill extends BridgeFill<UniswapV2FillData> {}
+
+export interface  UniswapV3BridgeFill extends BridgeFill<UniswapV3FillData> {}
+
+export interface  LiquidityProviderBridgeFill extends BridgeFill<LiquidityProviderFillData> {}
+
+export interface  CurveBridgeFill extends BridgeFill<CurveFillData> {}
+
+export interface  MooniswapBridgeFill extends BridgeFill<MooniswapFillData> {}
+
+export interface NativeOrderFill extends Fill {
+    data: NativeOrderFillData;
 }
 
 /**
  * Represents continguous fills on a path that have been merged together.
  */
-export interface CollapsedFill<TFillData extends FillData = FillData> {
+export interface CollapsedFill {
     source: ERC20BridgeSource;
     type: FillQuoteTransformerOrderType; // should correspond with TFillData
-    fillData: TFillData;
+    data?: any;
     // Unique ID of the original source path this fill belongs to.
     // This is generated when the path is generated and is useful to distinguish
     // paths that have the same `source` IDs but are distinct (e.g., Curves).
@@ -323,56 +283,68 @@ export interface CollapsedFill<TFillData extends FillData = FillData> {
         input: BigNumber;
         output: BigNumber;
     }>;
+    gasCost: number;
+    isFallback: boolean;
 }
 
-/**
- * A `CollapsedFill` wrapping a native order.
- */
-export interface NativeCollapsedFill extends CollapsedFill<NativeFillData> {}
+export interface CollapsedBridgeFill<TData extends BridgeFillData> extends CollapsedFill {
+    data: TData;
+}
 
-export interface OptimizedMarketOrderBase<TFillData extends FillData = FillData> {
+export interface CollapsedGenericBridgeFill extends CollapsedBridgeFill<BridgeFillData> {}
+
+export interface CollapsedUniswapV2BridgeFill extends CollapsedBridgeFill<UniswapV2FillData> {}
+
+export interface CollapsedUniswapV3BridgeFill extends CollapsedBridgeFill<UniswapV3FillData> {}
+
+export interface CollapsedLiquidityProviderBridgeFill extends CollapsedBridgeFill<LiquidityProviderFillData> {}
+
+export interface CollapsedCurveBridgeFill extends CollapsedBridgeFill<CurveFillData> {}
+
+export interface CollapsedMooniswapBridgeFill extends CollapsedBridgeFill<MooniswapFillData> {}
+
+export interface CollapsedNativeOrderFill extends CollapsedFill {
+    data: NativeOrderFillData;
+}
+
+export interface OptimizedOrder {
     source: ERC20BridgeSource;
-    fillData: TFillData;
-    type: FillQuoteTransformerOrderType; // should correspond with TFillData
-    makerToken: string;
-    takerToken: string;
-    makerAmount: BigNumber; // The amount we wish to buy from this order, e.g inclusive of any previous partial fill
-    takerAmount: BigNumber; // The amount we wish to fill this for, e.g inclusive of any previous partial fill
+    type: FillQuoteTransformerOrderType;
+    inputToken: string;
+    outputToken: string;
+    gasCost: number;
+    inputAmount: BigNumber;
+    outputAmount: BigNumber;
     fills: CollapsedFill[];
+    isFallback: boolean;
+    fillData: any;
 }
 
-export interface OptimizedMarketBridgeOrder<TFillData extends FillData = FillData>
-    extends OptimizedMarketOrderBase<TFillData> {
+export interface OptimizedBridgeOrder<TFillData extends BridgeFillData> extends OptimizedOrder {
     type: FillQuoteTransformerOrderType.Bridge;
-    fillData: TFillData;
     sourcePathId: string;
+    fillData: TFillData;
 }
 
-export interface OptimizedLimitOrder extends OptimizedMarketOrderBase<NativeLimitOrderFillData> {
+export interface OptimizedGenericBridgeOrder extends OptimizedBridgeOrder<BridgeFillData> {}
+
+export interface OptimizedUniswapV2BridgeOrder extends OptimizedBridgeOrder<UniswapV2FillData> {}
+
+export interface OptimizedLimitOrder extends OptimizedOrder {
     type: FillQuoteTransformerOrderType.Limit;
-    fillData: NativeLimitOrderFillData;
+    fillData: Omit<NativeOrderFillData, 'type'>;
 }
 
-export interface OptimizedRfqOrder extends OptimizedMarketOrderBase<NativeRfqOrderFillData> {
+export interface OptimizedRfqOrder extends OptimizedOrder {
     type: FillQuoteTransformerOrderType.Rfq;
-    fillData: NativeRfqOrderFillData;
+    fillData: Omit<NativeOrderFillData, 'type'>;
 }
 
-/**
- * Optimized orders to fill.
- */
-export type OptimizedMarketOrder =
-    | OptimizedMarketBridgeOrder<FillData>
-    | OptimizedMarketOrderBase<NativeLimitOrderFillData>
-    | OptimizedMarketOrderBase<NativeRfqOrderFillData>;
-
 export interface GetMarketOrdersRfqOpts extends RfqRequestOpts {
     quoteRequestor?: QuoteRequestor;
     firmQuoteValidator?: RfqFirmQuoteValidator;
 }
 
-export type FeeEstimate = (fillData: FillData) => number | BigNumber;
-export type FeeSchedule = Partial<{ [key in ERC20BridgeSource]: FeeEstimate }>;
 export type ExchangeProxyOverhead = (sourceFlags: bigint) => BigNumber;
 
 /**
@@ -413,26 +385,6 @@ export interface GetMarketOrdersOpts {
      * percentage, no fallback quote will be provided.
      */
     maxFallbackSlippage: number;
-    /**
-     * Number of samples to take for each DEX quote.
-     */
-    numSamples: number;
-    /**
-     * The exponential sampling distribution base.
-     * A value of 1 will result in evenly spaced samples.
-     * > 1 will result in more samples at lower sizes.
-     * < 1 will result in more samples at higher sizes.
-     * Default: 1.25.
-     */
-    sampleDistributionBase: number;
-    /**
-     * Fees for each liquidity source, expressed in gas.
-     */
-    feeSchedule: FeeSchedule;
-    /**
-     * Estimated gas consumed by each liquidity source.
-     */
-    gasSchedule: FeeSchedule;
     exchangeProxyOverhead: ExchangeProxyOverhead;
     /**
      * Whether to pad the quote with a redundant fallback quote using different
@@ -473,17 +425,21 @@ export interface BatchedOperation<TResult> {
     handleRevert(callResults: string): TResult;
 }
 
-export interface SourceQuoteOperation<TFillData extends FillData = FillData> extends BatchedOperation<BigNumber[]> {
-    readonly source: ERC20BridgeSource;
-    fillData: TFillData;
+export interface OptimizedHop {
+    inputToken: Address;
+    outputToken: Address;
+    inputAmount: BigNumber;
+    outputAmount: BigNumber;
+    sourceFlags: bigint;
+    orders: OptimizedOrder[];
+    adjustedCompleteRate: BigNumber;
 }
 
 export interface OptimizerResult {
-    optimizedOrders: OptimizedMarketOrder[];
-    sourceFlags: bigint;
-    liquidityDelivered: CollapsedFill[] | DexSample<MultiHopFillData>;
-    marketSideLiquidity: MarketSideLiquidity;
     adjustedRate: BigNumber;
+    hops: OptimizedHop[];
+    // liquidityDelivered: CollapsedFill[] | DexSample<MultiHopFillData>;
+    marketSideLiquidity: MarketSideLiquidity;
     unoptimizedPath?: CollapsedPath;
     takerAmountPerEth: BigNumber;
     makerAmountPerEth: BigNumber;
@@ -494,7 +450,7 @@ export interface OptimizerResultWithReport extends OptimizerResult {
     priceComparisonsReport?: PriceComparisonsReport;
 }
 
-export type MarketDepthSide = Array<Array<DexSample<FillData>>>;
+export type MarketDepthSide = Array<Array<DexSample>>;
 
 export interface MarketDepth {
     bids: MarketDepthSide;
@@ -503,25 +459,29 @@ export interface MarketDepth {
     takerTokenDecimals: number;
 }
 
+export interface TokenAmountPerEth {
+    [tokenAddress: string]: BigNumber;
+}
+
 export interface MarketSideLiquidity {
     side: MarketOperation;
     inputAmount: BigNumber;
     inputToken: string;
     outputToken: string;
-    outputAmountPerEth: BigNumber;
-    inputAmountPerEth: BigNumber;
+    tokenAmountPerEth: TokenAmountPerEth;
     quoteSourceFilters: SourceFilters;
     makerTokenDecimals: number;
     takerTokenDecimals: number;
-    quotes: RawQuotes;
+    quotes: RawHopQuotes[];
     isRfqSupported: boolean;
+    gasPrice: BigNumber;
 }
 
-export interface RawQuotes {
+export interface RawHopQuotes {
+    inputToken: Address;
+    outputToken: Address;
     nativeOrders: NativeOrderWithFillableAmounts[];
-    rfqtIndicativeQuotes: V4RFQIndicativeQuote[];
-    twoHopQuotes: Array<DexSample<MultiHopFillData>>;
-    dexQuotes: Array<Array<DexSample<FillData>>>;
+    dexQuotes: DexSample[][];
 }
 
 export interface TokenAdjacencyGraph {
@@ -541,7 +501,6 @@ export interface GenerateOptimizedOrdersOpts {
     bridgeSlippage?: number;
     maxFallbackSlippage?: number;
     excludedSources?: ERC20BridgeSource[];
-    feeSchedule: FeeSchedule;
     exchangeProxyOverhead?: ExchangeProxyOverhead;
     allowFallback?: boolean;
     shouldBatchBridgeOrders?: boolean;

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

@@ -0,0 +1,31 @@
+import { BigNumber } from '@0x/utils';
+import {
+    CommonOrderFields,
+    FillQuoteTransformerOrderType,
+    LimitOrderFields,
+    RfqOrderFields,
+    Signature,
+} from '@0x/protocol-utils';
+
+import { SignedNativeOrder } from '../types';
+
+export interface SignedOrder<T> {
+    order: T;
+    type: FillQuoteTransformerOrderType.Limit | FillQuoteTransformerOrderType.Rfq;
+    signature: Signature;
+}
+
+export type NativeOrderWithFillableAmounts = SignedNativeOrder & NativeOrderFillableAmountFields & {
+    gasCost: number;
+};
+
+/**
+ * fillableMakerAmount: Amount of makerAsset that is fillable
+ * fillableTakerAmount: Amount of takerAsset that is fillable
+ * fillableTakerFeeAmount: Amount of takerFee paid to fill fillableTakerAmount
+ */
+export interface NativeOrderFillableAmountFields {
+    fillableMakerAmount: BigNumber;
+    fillableTakerAmount: BigNumber;
+    fillableTakerFeeAmount: BigNumber;
+}

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

@@ -1,5 +1,6 @@
 import { BigNumber } from '@0x/utils';
 import * as heartbeats from 'heartbeats';
+import fetch from 'axios';
 
 import { constants } from '../constants';
 import { SwapQuoterError } from '../types';
@@ -61,7 +62,7 @@ export class ProtocolFeeUtils {
     private async _getGasPriceFromGasStationOrThrowAsync(): Promise<BigNumber> {
         try {
             const res = await fetch(this._ethGasStationUrl);
-            const gasInfo = await res.json();
+            const gasInfo = res.data;
             // Eth Gas Station result is gwei * 10
             // tslint:disable-next-line:custom-no-magic-numbers
             const BASE_TEN = 10;

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

@@ -2,26 +2,22 @@ import { FillQuoteTransformerOrderType, RfqOrderFields, Signature } from '@0x/pr
 import { BigNumber } from '@0x/utils';
 import _ = require('lodash');
 
-import { MarketOperation, NativeOrderWithFillableAmounts } from '../types';
+import { MarketOperation } from '../types';
 
 import {
     CollapsedFill,
     DexSample,
     ERC20BridgeSource,
-    FillData,
-    MultiHopFillData,
-    NativeCollapsedFill,
-    NativeFillData,
-    NativeLimitOrderFillData,
-    NativeRfqOrderFillData,
+    CollapsedNativeOrderFill,
 } from './market_operation_utils/types';
+import { NativeOrderWithFillableAmounts } from './native_orders';
 import { QuoteRequestor } from './quote_requestor';
 
 export interface QuoteReportEntryBase {
     liquiditySource: ERC20BridgeSource;
     makerAmount: BigNumber;
     takerAmount: BigNumber;
-    fillData: FillData;
+    fillData: any;
 }
 export interface BridgeQuoteReportEntry extends QuoteReportEntryBase {
     liquiditySource: Exclude<ERC20BridgeSource, ERC20BridgeSource.Native>;
@@ -34,14 +30,14 @@ export interface MultiHopQuoteReportEntry extends QuoteReportEntryBase {
 
 export interface NativeLimitOrderQuoteReportEntry extends QuoteReportEntryBase {
     liquiditySource: ERC20BridgeSource.Native;
-    fillData: NativeFillData;
+    fillData: any;
     fillableTakerAmount: BigNumber;
     isRfqt: false;
 }
 
 export interface NativeRfqOrderQuoteReportEntry extends QuoteReportEntryBase {
     liquiditySource: ERC20BridgeSource.Native;
-    fillData: NativeFillData;
+    fillData: any;
     fillableTakerAmount: BigNumber;
     isRfqt: true;
     nativeOrder: RfqOrderFields;
@@ -73,47 +69,48 @@ export interface PriceComparisonsReport {
 export function generateQuoteReport(
     marketOperation: MarketOperation,
     nativeOrders: NativeOrderWithFillableAmounts[],
-    liquidityDelivered: ReadonlyArray<CollapsedFill> | DexSample<MultiHopFillData>,
+    // liquidityDelivered: ReadonlyArray<CollapsedFill> | DexSample<MultiHopFillData>,
     comparisonPrice?: BigNumber | undefined,
     quoteRequestor?: QuoteRequestor,
 ): QuoteReport {
-    const nativeOrderSourcesConsidered = nativeOrders.map(order =>
-        nativeOrderToReportEntry(order.type, order as any, order.fillableTakerAmount, comparisonPrice, quoteRequestor),
-    );
-    const sourcesConsidered = [...nativeOrderSourcesConsidered.filter(order => order.isRfqt)];
-
-    let sourcesDelivered;
-    if (Array.isArray(liquidityDelivered)) {
-        // create easy way to look up fillable amounts
-        const nativeOrderSignaturesToFillableAmounts = _.fromPairs(
-            nativeOrders.map(o => {
-                return [_nativeDataToId(o), o.fillableTakerAmount];
-            }),
-        );
-        // map sources delivered
-        sourcesDelivered = liquidityDelivered.map(collapsedFill => {
-            if (_isNativeOrderFromCollapsedFill(collapsedFill)) {
-                return nativeOrderToReportEntry(
-                    collapsedFill.type,
-                    collapsedFill.fillData,
-                    nativeOrderSignaturesToFillableAmounts[_nativeDataToId(collapsedFill.fillData)],
-                    comparisonPrice,
-                    quoteRequestor,
-                );
-            } else {
-                return dexSampleToReportSource(collapsedFill, marketOperation);
-            }
-        });
-    } else {
-        sourcesDelivered = [
-            // tslint:disable-next-line: no-unnecessary-type-assertion
-            multiHopSampleToReportSource(liquidityDelivered as DexSample<MultiHopFillData>, marketOperation),
-        ];
-    }
-    return {
-        sourcesConsidered,
-        sourcesDelivered,
-    };
+    throw new Error(`Not implemented`);
+    // const nativeOrderSourcesConsidered = nativeOrders.map(order =>
+    //     nativeOrderToReportEntry(order.type, order as any, order.fillableTakerAmount, comparisonPrice, quoteRequestor),
+    // );
+    // const sourcesConsidered = [...nativeOrderSourcesConsidered.filter(order => order.isRfqt)];
+    //
+    // let sourcesDelivered;
+    // if (Array.isArray(liquidityDelivered)) {
+    //     // create easy way to look up fillable amounts
+    //     const nativeOrderSignaturesToFillableAmounts = _.fromPairs(
+    //         nativeOrders.map(o => {
+    //             return [_nativeDataToId(o), o.fillableTakerAmount];
+    //         }),
+    //     );
+    //     // map sources delivered
+    //     sourcesDelivered = liquidityDelivered.map(collapsedFill => {
+    //         if (_isNativeOrderFromCollapsedFill(collapsedFill)) {
+    //             return nativeOrderToReportEntry(
+    //                 collapsedFill.type,
+    //                 collapsedFill.fillData,
+    //                 nativeOrderSignaturesToFillableAmounts[_nativeDataToId(collapsedFill.fillData)],
+    //                 comparisonPrice,
+    //                 quoteRequestor,
+    //             );
+    //         } else {
+    //             return dexSampleToReportSource(collapsedFill, marketOperation);
+    //         }
+    //     });
+    // } else {
+    //     sourcesDelivered = [
+    //         // tslint:disable-next-line: no-unnecessary-type-assertion
+    //         multiHopSampleToReportSource(liquidityDelivered as DexSample<MultiHopFillData>, marketOperation),
+    //     ];
+    // }
+    // return {
+    //     sourcesConsidered,
+    //     sourcesDelivered,
+    // };
 }
 
 function _nativeDataToId(data: { signature: Signature }): string {
@@ -126,31 +123,32 @@ function _nativeDataToId(data: { signature: Signature }): string {
  * NOTE: this is used for the QuoteReport and quote price comparison data
  */
 export function dexSampleToReportSource(ds: DexSample, marketOperation: MarketOperation): BridgeQuoteReportEntry {
-    const liquiditySource = ds.source;
-
-    if (liquiditySource === ERC20BridgeSource.Native) {
-        throw new Error(`Unexpected liquidity source Native`);
-    }
-
-    // input and output map to different values
-    // based on the market operation
-    if (marketOperation === MarketOperation.Buy) {
-        return {
-            makerAmount: ds.input,
-            takerAmount: ds.output,
-            liquiditySource,
-            fillData: ds.fillData,
-        };
-    } else if (marketOperation === MarketOperation.Sell) {
-        return {
-            makerAmount: ds.output,
-            takerAmount: ds.input,
-            liquiditySource,
-            fillData: ds.fillData,
-        };
-    } else {
-        throw new Error(`Unexpected marketOperation ${marketOperation}`);
-    }
+    throw new Error(`Not implemented`);
+    // const liquiditySource = ds.source;
+    //
+    // if (liquiditySource === ERC20BridgeSource.Native) {
+    //     throw new Error(`Unexpected liquidity source Native`);
+    // }
+    //
+    // // input and output map to different values
+    // // based on the market operation
+    // if (marketOperation === MarketOperation.Buy) {
+    //     return {
+    //         makerAmount: ds.input,
+    //         takerAmount: ds.output,
+    //         liquiditySource,
+    //         fillData: ds.fillData,
+    //     };
+    // } else if (marketOperation === MarketOperation.Sell) {
+    //     return {
+    //         makerAmount: ds.output,
+    //         takerAmount: ds.input,
+    //         liquiditySource,
+    //         fillData: ds.fillData,
+    //     };
+    // } else {
+    //     throw new Error(`Unexpected marketOperation ${marketOperation}`);
+    // }
 }
 
 /**
@@ -158,34 +156,35 @@ export function dexSampleToReportSource(ds: DexSample, marketOperation: MarketOp
  * NOTE: this is used for the QuoteReport and quote price comparison data
  */
 export function multiHopSampleToReportSource(
-    ds: DexSample<MultiHopFillData>,
+    ds: DexSample,
     marketOperation: MarketOperation,
 ): MultiHopQuoteReportEntry {
-    const { firstHopSource: firstHop, secondHopSource: secondHop } = ds.fillData;
-    // input and output map to different values
-    // based on the market operation
-    if (marketOperation === MarketOperation.Buy) {
-        return {
-            liquiditySource: ERC20BridgeSource.MultiHop,
-            makerAmount: ds.input,
-            takerAmount: ds.output,
-            fillData: ds.fillData,
-            hopSources: [firstHop.source, secondHop.source],
-        };
-    } else if (marketOperation === MarketOperation.Sell) {
-        return {
-            liquiditySource: ERC20BridgeSource.MultiHop,
-            makerAmount: ds.output,
-            takerAmount: ds.input,
-            fillData: ds.fillData,
-            hopSources: [firstHop.source, secondHop.source],
-        };
-    } else {
-        throw new Error(`Unexpected marketOperation ${marketOperation}`);
-    }
+    throw new Error(`Not implemented`);
+    // const { firstHopSource: firstHop, secondHopSource: secondHop } = ds.fillData;
+    // // input and output map to different values
+    // // based on the market operation
+    // if (marketOperation === MarketOperation.Buy) {
+    //     return {
+    //         liquiditySource: ERC20BridgeSource.MultiHop,
+    //         makerAmount: ds.input,
+    //         takerAmount: ds.output,
+    //         fillData: ds.fillData,
+    //         hopSources: [firstHop.source, secondHop.source],
+    //     };
+    // } else if (marketOperation === MarketOperation.Sell) {
+    //     return {
+    //         liquiditySource: ERC20BridgeSource.MultiHop,
+    //         makerAmount: ds.output,
+    //         takerAmount: ds.input,
+    //         fillData: ds.fillData,
+    //         hopSources: [firstHop.source, secondHop.source],
+    //     };
+    // } else {
+    //     throw new Error(`Unexpected marketOperation ${marketOperation}`);
+    // }
 }
 
-function _isNativeOrderFromCollapsedFill(cf: CollapsedFill): cf is NativeCollapsedFill {
+function _isNativeOrderFromCollapsedFill(cf: CollapsedFill): cf is CollapsedNativeOrderFill {
     const { type } = cf;
     return type === FillQuoteTransformerOrderType.Limit || type === FillQuoteTransformerOrderType.Rfq;
 }
@@ -196,41 +195,42 @@ function _isNativeOrderFromCollapsedFill(cf: CollapsedFill): cf is NativeCollaps
  */
 export function nativeOrderToReportEntry(
     type: FillQuoteTransformerOrderType,
-    fillData: NativeLimitOrderFillData | NativeRfqOrderFillData,
+    fillData: any,
     fillableAmount: BigNumber,
     comparisonPrice?: BigNumber | undefined,
     quoteRequestor?: QuoteRequestor,
 ): NativeRfqOrderQuoteReportEntry | NativeLimitOrderQuoteReportEntry {
-    const nativeOrderBase = {
-        makerAmount: fillData.order.makerAmount,
-        takerAmount: fillData.order.takerAmount,
-        fillableTakerAmount: fillableAmount,
-    };
-
-    // if we find this is an rfqt order, label it as such and associate makerUri
-    const isRfqt = type === FillQuoteTransformerOrderType.Rfq;
-    const rfqtMakerUri =
-        isRfqt && quoteRequestor ? quoteRequestor.getMakerUriForSignature(fillData.signature) : undefined;
-
-    if (isRfqt) {
-        const nativeOrder = fillData.order as RfqOrderFields;
-        // tslint:disable-next-line: no-object-literal-type-assertion
-        return {
-            liquiditySource: ERC20BridgeSource.Native,
-            ...nativeOrderBase,
-            isRfqt: true,
-            makerUri: rfqtMakerUri || '',
-            ...(comparisonPrice ? { comparisonPrice: comparisonPrice.toNumber() } : {}),
-            nativeOrder,
-            fillData,
-        };
-    } else {
-        // tslint:disable-next-line: no-object-literal-type-assertion
-        return {
-            liquiditySource: ERC20BridgeSource.Native,
-            ...nativeOrderBase,
-            isRfqt: false,
-            fillData,
-        };
-    }
+    throw new Error(`Not implemented`);
+    // const nativeOrderBase = {
+    //     makerAmount: fillData.order.makerAmount,
+    //     takerAmount: fillData.order.takerAmount,
+    //     fillableTakerAmount: fillableAmount,
+    // };
+    //
+    // // if we find this is an rfqt order, label it as such and associate makerUri
+    // const isRfqt = type === FillQuoteTransformerOrderType.Rfq;
+    // const rfqtMakerUri =
+    //     isRfqt && quoteRequestor ? quoteRequestor.getMakerUriForSignature(fillData.signature) : undefined;
+    //
+    // if (isRfqt) {
+    //     const nativeOrder = fillData.order as RfqOrderFields;
+    //     // tslint:disable-next-line: no-object-literal-type-assertion
+    //     return {
+    //         liquiditySource: ERC20BridgeSource.Native,
+    //         ...nativeOrderBase,
+    //         isRfqt: true,
+    //         makerUri: rfqtMakerUri || '',
+    //         ...(comparisonPrice ? { comparisonPrice: comparisonPrice.toNumber() } : {}),
+    //         nativeOrder,
+    //         fillData,
+    //     };
+    // } else {
+    //     // tslint:disable-next-line: no-object-literal-type-assertion
+    //     return {
+    //         liquiditySource: ERC20BridgeSource.Native,
+    //         ...nativeOrderBase,
+    //         isRfqt: false,
+    //         fillData,
+    //     };
+    // }
 }

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

@@ -21,7 +21,7 @@ import {
     RfqmRequestOptions,
     RfqPairType,
     RfqRequestOpts,
-    SignedNativeOrder,
+    SignedRfqOrder,
     TypedMakerUrl,
 } from '../types';
 
@@ -282,7 +282,7 @@ export class QuoteRequestor {
         private readonly _altRfqCreds?: { altRfqApiKey: string; altRfqProfile: string },
         private readonly _warningLogger: LogFunction = constants.DEFAULT_WARNING_LOGGER,
         private readonly _infoLogger: LogFunction = constants.DEFAULT_INFO_LOGGER,
-        private readonly _expiryBufferMs: number = constants.DEFAULT_SWAP_QUOTER_OPTS.expiryBufferMs,
+        private readonly _expiryBufferMs: number = 120e3,
         private readonly _metrics?: MetricsProxy,
     ) {
         rfqMakerBlacklist.infoLogger = this._infoLogger;
@@ -295,7 +295,7 @@ export class QuoteRequestor {
         marketOperation: MarketOperation,
         comparisonPrice: BigNumber | undefined,
         options: RfqmRequestOptions,
-    ): Promise<SignedNativeOrder[]> {
+    ): Promise<SignedRfqOrder[]> {
         const _opts: RfqRequestOpts = {
             ...constants.DEFAULT_RFQT_REQUEST_OPTS,
             ...options,
@@ -319,7 +319,7 @@ export class QuoteRequestor {
         marketOperation: MarketOperation,
         comparisonPrice: BigNumber | undefined,
         options: RfqRequestOpts,
-    ): Promise<SignedNativeOrder[]> {
+    ): Promise<SignedRfqOrder[]> {
         const _opts: RfqRequestOpts = { ...constants.DEFAULT_RFQT_REQUEST_OPTS, ...options };
         if (!_opts.txOrigin || [undefined, '', '0x', NULL_ADDRESS].includes(_opts.txOrigin)) {
             throw new Error('RFQ-T firm quotes require the presence of a tx origin');
@@ -642,7 +642,7 @@ export class QuoteRequestor {
         comparisonPrice: BigNumber | undefined,
         options: RfqRequestOpts,
         assetOfferings: RfqMakerAssetOfferings,
-    ): Promise<SignedNativeOrder[]> {
+    ): Promise<SignedRfqOrder[]> {
         const quotesRaw = await this._getQuotesAsync<V4RFQFirmQuote>(
             makerToken,
             takerToken,
@@ -719,7 +719,7 @@ export class QuoteRequestor {
         // Save the maker URI for later and return just the order
         const rfqQuotes = validQuotes.map(result => {
             const { signature, ...rest } = result.response;
-            const order: SignedNativeOrder = {
+            const order: SignedRfqOrder = {
                 order: {
                     ...rest,
                     makerAmount: new BigNumber(result.response.makerAmount),

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

@@ -1,11 +1,8 @@
-import { FillQuoteTransformerOrderType } from '@0x/protocol-utils';
+import { FillQuoteTransformerOrderType, LimitOrderFields } from '@0x/protocol-utils';
 import { BigNumber } from '@0x/utils';
 
 import { constants } from '../constants';
-import { MarketOperation } from '../types';
-
-import { FeeSchedule, NativeLimitOrderFillData, OptimizedMarketOrder } from './market_operation_utils/types';
-import { getNativeAdjustedTakerFeeAmount } from './utils';
+import { MarketOperation, SwapQuoteLimitOrder, SwapQuoteOrder } from '../types';
 
 const { PROTOCOL_FEE_MULTIPLIER, ZERO_AMOUNT } = constants;
 const { ROUND_DOWN, ROUND_UP } = BigNumber;
@@ -64,7 +61,7 @@ const EMPTY_QUOTE_INTERMEDIATE_FILL_RESULT = {
 };
 
 export interface QuoteFillInfo {
-    orders: OptimizedMarketOrder[];
+    orders: SwapQuoteOrder[];
     fillAmount: BigNumber;
     gasPrice: BigNumber;
     side: MarketOperation;
@@ -72,19 +69,17 @@ export interface QuoteFillInfo {
 }
 
 export interface QuoteFillInfoOpts {
-    gasSchedule: FeeSchedule;
     protocolFeeMultiplier: BigNumber;
     slippage: number;
 }
 
 const DEFAULT_SIMULATED_FILL_QUOTE_INFO_OPTS: QuoteFillInfoOpts = {
-    gasSchedule: {},
     protocolFeeMultiplier: PROTOCOL_FEE_MULTIPLIER,
     slippage: 0,
 };
 
 export interface QuoteFillOrderCall {
-    order: OptimizedMarketOrder;
+    order: SwapQuoteOrder;
     // Total input amount defined in the order.
     totalOrderInput: BigNumber;
     // Total output amount defined in the order.
@@ -108,7 +103,6 @@ export function simulateBestCaseFill(quoteInfo: QuoteFillInfo): QuoteFillResult
         createBestCaseFillOrderCalls(quoteInfo),
         quoteInfo.fillAmount,
         protocolFeePerFillOrder,
-        opts.gasSchedule,
     );
     return fromIntermediateQuoteFillResult(result, quoteInfo);
 }
@@ -122,9 +116,9 @@ export function simulateWorstCaseFill(quoteInfo: QuoteFillInfo): QuoteFillResult
     const protocolFeePerFillOrder = quoteInfo.gasPrice.times(opts.protocolFeeMultiplier);
     const bestCase = createBestCaseFillOrderCalls(quoteInfo);
     const result = {
-        ...fillQuoteOrders(bestCase, quoteInfo.fillAmount, protocolFeePerFillOrder, opts.gasSchedule),
+        ...fillQuoteOrders(bestCase, quoteInfo.fillAmount, protocolFeePerFillOrder),
         // Worst case gas and protocol fee is hitting all orders.
-        gas: getTotalGasUsedByFills(quoteInfo.orders, opts.gasSchedule),
+        gas: getTotalGasUsedByFills(quoteInfo.orders),
         protocolFee: protocolFeePerFillOrder.times(quoteInfo.orders.filter(o => hasProtocolFee(o)).length),
     };
     // Adjust the output by 1-slippage for the worst case if it is a sell
@@ -140,7 +134,6 @@ export function fillQuoteOrders(
     fillOrders: QuoteFillOrderCall[],
     inputAmount: BigNumber,
     protocolFeePerFillOrder: BigNumber,
-    gasSchedule: FeeSchedule,
 ): IntermediateQuoteFillResult {
     const result: IntermediateQuoteFillResult = {
         ...EMPTY_QUOTE_INTERMEDIATE_FILL_RESULT,
@@ -151,39 +144,27 @@ export function fillQuoteOrders(
         if (remainingInput.lte(0)) {
             break;
         }
-        for (const fill of fo.order.fills) {
-            if (remainingInput.lte(0)) {
-                break;
-            }
-            const { source, fillData } = fill;
-            const gas = gasSchedule[source] === undefined ? 0 : gasSchedule[source]!(fillData);
-            result.gas += new BigNumber(gas).toNumber();
-            result.inputBySource[source] = result.inputBySource[source] || ZERO_AMOUNT;
+        const { source } = fo.order;
+        result.gas += fo.order.gasCost;
+        result.inputBySource[source] = result.inputBySource[source] || ZERO_AMOUNT;
 
-            // Actual rates are rarely linear, so fill subfills individually to
-            // get a better approximation of fill size.
-            for (const subFill of fill.subFills) {
-                if (remainingInput.lte(0)) {
-                    break;
-                }
-                const filledInput = solveForInputFillAmount(
-                    remainingInput,
-                    subFill.input,
-                    fo.totalOrderInput,
-                    fo.totalOrderInputFee,
-                );
-                const filledOutput = subFill.output.times(filledInput.div(subFill.input));
-                const filledInputFee = filledInput.div(fo.totalOrderInput).times(fo.totalOrderInputFee);
-                const filledOutputFee = filledOutput.div(fo.totalOrderOutput).times(fo.totalOrderOutputFee);
+        const filledInput = solveForInputFillAmount(
+            remainingInput,
+            fo.totalOrderInput,
+            fo.totalOrderInput,
+            fo.totalOrderInputFee,
+        );
+        const filledOutput = fo.totalOrderOutput.times(filledInput.div(fo.totalOrderInput));
+        const filledInputFee = filledInput.div(fo.totalOrderInput).times(fo.totalOrderInputFee);
+        const filledOutputFee = filledOutput.div(fo.totalOrderOutput).times(fo.totalOrderOutputFee);
+
+        result.inputBySource[source] = result.inputBySource[source].plus(filledInput);
+        result.input = result.input.plus(filledInput);
+        result.output = result.output.plus(filledOutput);
+        result.inputFee = result.inputFee.plus(filledInputFee);
+        result.outputFee = result.outputFee.plus(filledOutputFee);
+        remainingInput = remainingInput.minus(filledInput.plus(filledInputFee));
 
-                result.inputBySource[source] = result.inputBySource[source].plus(filledInput);
-                result.input = result.input.plus(filledInput);
-                result.output = result.output.plus(filledOutput);
-                result.inputFee = result.inputFee.plus(filledInputFee);
-                result.outputFee = result.outputFee.plus(filledOutputFee);
-                remainingInput = remainingInput.minus(filledInput.plus(filledInputFee));
-            }
-        }
         // NOTE: V4 Limit orders have Protocol fees
         const protocolFee = hasProtocolFee(fo.order) ? protocolFeePerFillOrder : ZERO_AMOUNT;
         result.protocolFee = result.protocolFee.plus(protocolFee);
@@ -191,7 +172,7 @@ export function fillQuoteOrders(
     return result;
 }
 
-function hasProtocolFee(o: OptimizedMarketOrder): boolean {
+function hasProtocolFee(o: SwapQuoteOrder): boolean {
     return o.type === FillQuoteTransformerOrderType.Limit;
 }
 
@@ -234,13 +215,7 @@ function createBestCaseFillOrderCalls(quoteInfo: QuoteFillInfo): QuoteFillOrderC
             ? {
                   totalOrderInput: o.takerAmount,
                   totalOrderOutput: o.makerAmount,
-                  totalOrderInputFee:
-                      o.type === FillQuoteTransformerOrderType.Limit
-                          ? getNativeAdjustedTakerFeeAmount(
-                                (o.fillData as NativeLimitOrderFillData).order,
-                                o.takerAmount,
-                            )
-                          : ZERO_AMOUNT,
+                  totalOrderInputFee: ZERO_AMOUNT, // Limit orders not supported atm
                   totalOrderOutputFee: ZERO_AMOUNT, // makerToken fees are not supported in v4 (sell output)
               }
             : // Buy
@@ -248,13 +223,7 @@ function createBestCaseFillOrderCalls(quoteInfo: QuoteFillInfo): QuoteFillOrderC
                   totalOrderInput: o.makerAmount,
                   totalOrderOutput: o.takerAmount,
                   totalOrderInputFee: ZERO_AMOUNT, // makerToken fees are not supported in v4 (buy input)
-                  totalOrderOutputFee:
-                      o.type === FillQuoteTransformerOrderType.Limit
-                          ? getNativeAdjustedTakerFeeAmount(
-                                (o.fillData as NativeLimitOrderFillData).order,
-                                o.takerAmount,
-                            )
-                          : ZERO_AMOUNT,
+                  totalOrderOutputFee: ZERO_AMOUNT, // Limit orders not supported atm
               }),
     }));
 }
@@ -314,11 +283,10 @@ function fromIntermediateQuoteFillResult(ir: IntermediateQuoteFillResult, quoteI
     };
 }
 
-function getTotalGasUsedByFills(fills: OptimizedMarketOrder[], gasSchedule: FeeSchedule): number {
+function getTotalGasUsedByFills(fills: SwapQuoteOrder[]): number {
     let gasUsed = 0;
     for (const f of fills) {
-        const fee = gasSchedule[f.source] === undefined ? 0 : gasSchedule[f.source]!(f.fillData);
-        gasUsed += new BigNumber(fee).toNumber();
+        gasUsed += f.gasCost;
     }
     return gasUsed;
 }

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

@@ -1,100 +1,19 @@
-import { CommonOrderFields, FillQuoteTransformerOrderType, LimitOrderFields } from '@0x/protocol-utils';
-import { BigNumber } from '@0x/utils';
-import { Web3Wrapper } from '@0x/web3-wrapper';
+import { ChainId } from '@0x/contract-addresses';
 
-import { constants } from '../constants';
-import { NativeOrderFillableAmountFields, SignedNativeOrder } from '../types';
-
-import { ZERO_AMOUNT } from './market_operation_utils/constants';
-
-// tslint:disable: no-unnecessary-type-assertion completed-docs
-
-export function numberPercentageToEtherTokenAmountPercentage(percentage: number): BigNumber {
-    return Web3Wrapper.toBaseUnitAmount(constants.ONE_AMOUNT, constants.ETHER_TOKEN_DECIMALS).multipliedBy(percentage);
-}
-
-export function getAdjustedTakerAmountFromFees<T extends LimitOrderFields>(order: T): BigNumber {
-    return order.takerAmount.plus(order.takerTokenFeeAmount);
-}
-
-/**
- * Given an amount of taker asset, calculate the the amount of maker asset
- * @param order The order
- * @param makerFillAmount the amount of taker asset
- */
-export function getNativeAdjustedMakerFillAmount(order: CommonOrderFields, takerFillAmount: BigNumber): BigNumber {
-    // Round down because exchange rate favors Maker
-    const makerFillAmount = takerFillAmount
-        .multipliedBy(order.makerAmount)
-        .div(order.takerAmount)
-        .integerValue(BigNumber.ROUND_FLOOR);
-    return makerFillAmount;
-}
-/**
- * Given an amount of maker asset, calculate the equivalent amount in taker asset
- * @param order The order
- * @param makerFillAmount the amount of maker asset
- */
-export function getNativeAdjustedTakerFillAmount(order: CommonOrderFields, makerFillAmount: BigNumber): BigNumber {
-    // Round up because exchange rate favors Maker
-    const takerFillAmount = makerFillAmount
-        .multipliedBy(order.takerAmount)
-        .div(order.makerAmount)
-        .integerValue(BigNumber.ROUND_CEIL);
-    return takerFillAmount;
-}
-
-/**
- * Given an amount of taker asset, calculate the fee amount required for the taker
- * @param order The order
- * @param takerFillAmount the amount of taker asset
- */
-export function getNativeAdjustedTakerFeeAmount(order: LimitOrderFields, takerFillAmount: BigNumber): BigNumber {
-    // Round down because Taker fee rate favors Taker
-    const takerFeeAmount = takerFillAmount
-        .multipliedBy(order.takerTokenFeeAmount)
-        .div(order.takerAmount)
-        .integerValue(BigNumber.ROUND_FLOOR);
-    return takerFeeAmount;
-}
-
-const EMPTY_FILLABLE_AMOUNTS: NativeOrderFillableAmountFields = {
-    fillableMakerAmount: ZERO_AMOUNT,
-    fillableTakerAmount: ZERO_AMOUNT,
-    fillableTakerFeeAmount: ZERO_AMOUNT,
-};
-
-export function getNativeAdjustedFillableAmountsFromTakerAmount(
-    order: SignedNativeOrder,
-    takerFillableAmount: BigNumber,
-): NativeOrderFillableAmountFields {
-    if (takerFillableAmount.isZero()) {
-        return EMPTY_FILLABLE_AMOUNTS;
-    }
+// TODO(kimpers): Consolidate this implementation with the one in @0x/token-metadata
+export function valueByChainId<T>(rest: Partial<{ [key in ChainId]: T }>, defaultValue: T): { [key in ChainId]: T } {
+    // TODO I don't like this but iterating through enums is weird
     return {
-        fillableTakerAmount: takerFillableAmount,
-        fillableMakerAmount: getNativeAdjustedMakerFillAmount(order.order, takerFillableAmount),
-        fillableTakerFeeAmount:
-            order.type === FillQuoteTransformerOrderType.Limit
-                ? getNativeAdjustedTakerFeeAmount(order.order as LimitOrderFields, takerFillableAmount)
-                : ZERO_AMOUNT,
-    };
-}
-
-export function getNativeAdjustedFillableAmountsFromMakerAmount(
-    order: SignedNativeOrder,
-    makerFillableAmount: BigNumber,
-): NativeOrderFillableAmountFields {
-    if (makerFillableAmount.isZero()) {
-        return EMPTY_FILLABLE_AMOUNTS;
-    }
-    const takerFillableAmount = getNativeAdjustedTakerFillAmount(order.order, makerFillableAmount);
-    return {
-        fillableMakerAmount: makerFillableAmount,
-        fillableTakerAmount: takerFillableAmount,
-        fillableTakerFeeAmount:
-            order.type === FillQuoteTransformerOrderType.Limit
-                ? getNativeAdjustedTakerFeeAmount(order.order as LimitOrderFields, takerFillableAmount)
-                : ZERO_AMOUNT,
+        [ChainId.Mainnet]: defaultValue,
+        [ChainId.Ropsten]: defaultValue,
+        [ChainId.Rinkeby]: defaultValue,
+        [ChainId.Kovan]: defaultValue,
+        [ChainId.Ganache]: defaultValue,
+        [ChainId.BSC]: defaultValue,
+        [ChainId.Polygon]: defaultValue,
+        [ChainId.PolygonMumbai]: defaultValue,
+        [ChainId.Avalanche]: defaultValue,
+        [ChainId.Fantom]: defaultValue,
+        ...(rest || {}),
     };
 }

packages/asset-swapper/test/artifacts.ts

@@ -5,87 +5,9 @@
  */
 import { ContractArtifact } from 'ethereum-types';
 
-import * as ApproximateBuys from '../test/generated-artifacts/ApproximateBuys.json';
 import * as BalanceChecker from '../test/generated-artifacts/BalanceChecker.json';
-import * as BalancerSampler from '../test/generated-artifacts/BalancerSampler.json';
-import * as BalancerV2Sampler from '../test/generated-artifacts/BalancerV2Sampler.json';
-import * as BancorSampler from '../test/generated-artifacts/BancorSampler.json';
-import * as CurveSampler from '../test/generated-artifacts/CurveSampler.json';
-import * as DODOSampler from '../test/generated-artifacts/DODOSampler.json';
-import * as DODOV2Sampler from '../test/generated-artifacts/DODOV2Sampler.json';
-import * as DummyLiquidityProvider from '../test/generated-artifacts/DummyLiquidityProvider.json';
-import * as ERC20BridgeSampler from '../test/generated-artifacts/ERC20BridgeSampler.json';
 import * as FakeTaker from '../test/generated-artifacts/FakeTaker.json';
-import * as IBalancer from '../test/generated-artifacts/IBalancer.json';
-import * as IBancor from '../test/generated-artifacts/IBancor.json';
-import * as ICurve from '../test/generated-artifacts/ICurve.json';
-import * as IKyberNetwork from '../test/generated-artifacts/IKyberNetwork.json';
-import * as IMooniswap from '../test/generated-artifacts/IMooniswap.json';
-import * as IMStable from '../test/generated-artifacts/IMStable.json';
-import * as IMultiBridge from '../test/generated-artifacts/IMultiBridge.json';
-import * as IShell from '../test/generated-artifacts/IShell.json';
-import * as ISmoothy from '../test/generated-artifacts/ISmoothy.json';
-import * as IUniswapExchangeQuotes from '../test/generated-artifacts/IUniswapExchangeQuotes.json';
-import * as IUniswapV2Router01 from '../test/generated-artifacts/IUniswapV2Router01.json';
-import * as KyberDmmSampler from '../test/generated-artifacts/KyberDmmSampler.json';
-import * as KyberSampler from '../test/generated-artifacts/KyberSampler.json';
-import * as LidoSampler from '../test/generated-artifacts/LidoSampler.json';
-import * as LiquidityProviderSampler from '../test/generated-artifacts/LiquidityProviderSampler.json';
-import * as MakerPSMSampler from '../test/generated-artifacts/MakerPSMSampler.json';
-import * as MooniswapSampler from '../test/generated-artifacts/MooniswapSampler.json';
-import * as MStableSampler from '../test/generated-artifacts/MStableSampler.json';
-import * as MultiBridgeSampler from '../test/generated-artifacts/MultiBridgeSampler.json';
-import * as NativeOrderSampler from '../test/generated-artifacts/NativeOrderSampler.json';
-import * as SamplerUtils from '../test/generated-artifacts/SamplerUtils.json';
-import * as ShellSampler from '../test/generated-artifacts/ShellSampler.json';
-import * as SmoothySampler from '../test/generated-artifacts/SmoothySampler.json';
-import * as TestERC20BridgeSampler from '../test/generated-artifacts/TestERC20BridgeSampler.json';
-import * as TestNativeOrderSampler from '../test/generated-artifacts/TestNativeOrderSampler.json';
-import * as TwoHopSampler from '../test/generated-artifacts/TwoHopSampler.json';
-import * as UniswapSampler from '../test/generated-artifacts/UniswapSampler.json';
-import * as UniswapV2Sampler from '../test/generated-artifacts/UniswapV2Sampler.json';
-import * as UniswapV3Sampler from '../test/generated-artifacts/UniswapV3Sampler.json';
-import * as UtilitySampler from '../test/generated-artifacts/UtilitySampler.json';
 export const artifacts = {
-    ApproximateBuys: ApproximateBuys as ContractArtifact,
     BalanceChecker: BalanceChecker as ContractArtifact,
-    BalancerSampler: BalancerSampler as ContractArtifact,
-    BalancerV2Sampler: BalancerV2Sampler as ContractArtifact,
-    BancorSampler: BancorSampler as ContractArtifact,
-    CurveSampler: CurveSampler as ContractArtifact,
-    DODOSampler: DODOSampler as ContractArtifact,
-    DODOV2Sampler: DODOV2Sampler as ContractArtifact,
-    ERC20BridgeSampler: ERC20BridgeSampler as ContractArtifact,
     FakeTaker: FakeTaker as ContractArtifact,
-    KyberDmmSampler: KyberDmmSampler as ContractArtifact,
-    KyberSampler: KyberSampler as ContractArtifact,
-    LidoSampler: LidoSampler as ContractArtifact,
-    LiquidityProviderSampler: LiquidityProviderSampler as ContractArtifact,
-    MStableSampler: MStableSampler as ContractArtifact,
-    MakerPSMSampler: MakerPSMSampler as ContractArtifact,
-    MooniswapSampler: MooniswapSampler as ContractArtifact,
-    MultiBridgeSampler: MultiBridgeSampler as ContractArtifact,
-    NativeOrderSampler: NativeOrderSampler as ContractArtifact,
-    SamplerUtils: SamplerUtils as ContractArtifact,
-    ShellSampler: ShellSampler as ContractArtifact,
-    SmoothySampler: SmoothySampler as ContractArtifact,
-    TwoHopSampler: TwoHopSampler as ContractArtifact,
-    UniswapSampler: UniswapSampler as ContractArtifact,
-    UniswapV2Sampler: UniswapV2Sampler as ContractArtifact,
-    UniswapV3Sampler: UniswapV3Sampler as ContractArtifact,
-    UtilitySampler: UtilitySampler as ContractArtifact,
-    IBalancer: IBalancer as ContractArtifact,
-    IBancor: IBancor as ContractArtifact,
-    ICurve: ICurve as ContractArtifact,
-    IKyberNetwork: IKyberNetwork as ContractArtifact,
-    IMStable: IMStable as ContractArtifact,
-    IMooniswap: IMooniswap as ContractArtifact,
-    IMultiBridge: IMultiBridge as ContractArtifact,
-    IShell: IShell as ContractArtifact,
-    ISmoothy: ISmoothy as ContractArtifact,
-    IUniswapExchangeQuotes: IUniswapExchangeQuotes as ContractArtifact,
-    IUniswapV2Router01: IUniswapV2Router01 as ContractArtifact,
-    DummyLiquidityProvider: DummyLiquidityProvider as ContractArtifact,
-    TestERC20BridgeSampler: TestERC20BridgeSampler as ContractArtifact,
-    TestNativeOrderSampler: TestNativeOrderSampler as ContractArtifact,
 };

packages/asset-swapper/test/wrappers.ts

@@ -3,44 +3,5 @@
  * Warning: This file is auto-generated by contracts-gen. Don't edit manually.
  * -----------------------------------------------------------------------------
  */
-export * from '../test/generated-wrappers/approximate_buys';
 export * from '../test/generated-wrappers/balance_checker';
-export * from '../test/generated-wrappers/balancer_sampler';
-export * from '../test/generated-wrappers/balancer_v2_sampler';
-export * from '../test/generated-wrappers/bancor_sampler';
-export * from '../test/generated-wrappers/curve_sampler';
-export * from '../test/generated-wrappers/d_o_d_o_sampler';
-export * from '../test/generated-wrappers/d_o_d_o_v2_sampler';
-export * from '../test/generated-wrappers/dummy_liquidity_provider';
-export * from '../test/generated-wrappers/erc20_bridge_sampler';
 export * from '../test/generated-wrappers/fake_taker';
-export * from '../test/generated-wrappers/i_balancer';
-export * from '../test/generated-wrappers/i_bancor';
-export * from '../test/generated-wrappers/i_curve';
-export * from '../test/generated-wrappers/i_kyber_network';
-export * from '../test/generated-wrappers/i_m_stable';
-export * from '../test/generated-wrappers/i_mooniswap';
-export * from '../test/generated-wrappers/i_multi_bridge';
-export * from '../test/generated-wrappers/i_shell';
-export * from '../test/generated-wrappers/i_smoothy';
-export * from '../test/generated-wrappers/i_uniswap_exchange_quotes';
-export * from '../test/generated-wrappers/i_uniswap_v2_router01';
-export * from '../test/generated-wrappers/kyber_dmm_sampler';
-export * from '../test/generated-wrappers/kyber_sampler';
-export * from '../test/generated-wrappers/lido_sampler';
-export * from '../test/generated-wrappers/liquidity_provider_sampler';
-export * from '../test/generated-wrappers/m_stable_sampler';
-export * from '../test/generated-wrappers/maker_p_s_m_sampler';
-export * from '../test/generated-wrappers/mooniswap_sampler';
-export * from '../test/generated-wrappers/multi_bridge_sampler';
-export * from '../test/generated-wrappers/native_order_sampler';
-export * from '../test/generated-wrappers/sampler_utils';
-export * from '../test/generated-wrappers/shell_sampler';
-export * from '../test/generated-wrappers/smoothy_sampler';
-export * from '../test/generated-wrappers/test_erc20_bridge_sampler';
-export * from '../test/generated-wrappers/test_native_order_sampler';
-export * from '../test/generated-wrappers/two_hop_sampler';
-export * from '../test/generated-wrappers/uniswap_sampler';
-export * from '../test/generated-wrappers/uniswap_v2_sampler';
-export * from '../test/generated-wrappers/uniswap_v3_sampler';
-export * from '../test/generated-wrappers/utility_sampler';

packages/asset-swapper/tsconfig.json

@@ -1,51 +1,12 @@
 {
     "extends": "../../tsconfig",
-    "compilerOptions": { "outDir": "lib", "rootDir": ".", "resolveJsonModule": true },
-    "include": ["./src/**/*", "./test/**/*", "./generated-wrappers/**/*"],
+    "compilerOptions": { "outDir": "lib", "rootDir": ".", "resolveJsonModule": true, "lib": ["es2019"] },
+    "include": ["./src/**/*", "./generated-wrappers/**/*"],
     "files": [
         "generated-artifacts/BalanceChecker.json",
         "generated-artifacts/ERC20BridgeSampler.json",
         "generated-artifacts/FakeTaker.json",
-        "test/generated-artifacts/ApproximateBuys.json",
         "test/generated-artifacts/BalanceChecker.json",
-        "test/generated-artifacts/BalancerSampler.json",
-        "test/generated-artifacts/BalancerV2Sampler.json",
-        "test/generated-artifacts/BancorSampler.json",
-        "test/generated-artifacts/CurveSampler.json",
-        "test/generated-artifacts/DODOSampler.json",
-        "test/generated-artifacts/DODOV2Sampler.json",
-        "test/generated-artifacts/DummyLiquidityProvider.json",
-        "test/generated-artifacts/ERC20BridgeSampler.json",
-        "test/generated-artifacts/FakeTaker.json",
-        "test/generated-artifacts/IBalancer.json",
-        "test/generated-artifacts/IBancor.json",
-        "test/generated-artifacts/ICurve.json",
-        "test/generated-artifacts/IKyberNetwork.json",
-        "test/generated-artifacts/IMStable.json",
-        "test/generated-artifacts/IMooniswap.json",
-        "test/generated-artifacts/IMultiBridge.json",
-        "test/generated-artifacts/IShell.json",
-        "test/generated-artifacts/ISmoothy.json",
-        "test/generated-artifacts/IUniswapExchangeQuotes.json",
-        "test/generated-artifacts/IUniswapV2Router01.json",
-        "test/generated-artifacts/KyberDmmSampler.json",
-        "test/generated-artifacts/KyberSampler.json",
-        "test/generated-artifacts/LidoSampler.json",
-        "test/generated-artifacts/LiquidityProviderSampler.json",
-        "test/generated-artifacts/MStableSampler.json",
-        "test/generated-artifacts/MakerPSMSampler.json",
-        "test/generated-artifacts/MooniswapSampler.json",
-        "test/generated-artifacts/MultiBridgeSampler.json",
-        "test/generated-artifacts/NativeOrderSampler.json",
-        "test/generated-artifacts/SamplerUtils.json",
-        "test/generated-artifacts/ShellSampler.json",
-        "test/generated-artifacts/SmoothySampler.json",
-        "test/generated-artifacts/TestERC20BridgeSampler.json",
-        "test/generated-artifacts/TestNativeOrderSampler.json",
-        "test/generated-artifacts/TwoHopSampler.json",
-        "test/generated-artifacts/UniswapSampler.json",
-        "test/generated-artifacts/UniswapV2Sampler.json",
-        "test/generated-artifacts/UniswapV3Sampler.json",
-        "test/generated-artifacts/UtilitySampler.json"
+        "test/generated-artifacts/FakeTaker.json"
     ]
 }

packages/asset-swapper/tslint.json

@@ -2,7 +2,9 @@
     "extends": ["@0x/tslint-config"],
     "rules": {
         "max-file-line-count": false,
-        "binary-expression-operand-order": false
+        "binary-expression-operand-order": false,
+        "no-bitwise": false,
+        "completed-docs": false
     },
     "linterOptions": {
         "exclude": ["src/artifacts.ts", "test/artifacts.ts"]

yarn.lock

@@ -2607,6 +2607,16 @@
   dependencies:
     "@types/node" ">= 8"
 
+"@open-rpc/client-js@^1.7.1":
+  version "1.7.1"
+  resolved "https://registry.yarnpkg.com/@open-rpc/client-js/-/client-js-1.7.1.tgz#763d75c046a40f57428b861e16a9a69aaa630cb1"
+  integrity sha512-DycSYZUGSUwFl+k9T8wLBSGA8f2hYkvS5A9AB94tBOuU8QlP468NS5ZtAxy72dF4g2WW0genwNJdfeFnHnaxXQ==
+  dependencies:
+    isomorphic-fetch "^3.0.0"
+    isomorphic-ws "^4.0.1"
+    strict-event-emitter-types "^2.0.0"
+    ws "^7.0.0"
+
 "@sindresorhus/is@^0.14.0":
   version "0.14.0"
   resolved "https://registry.yarnpkg.com/@sindresorhus/is/-/is-0.14.0.tgz#9fb3a3cf3132328151f353de4632e01e52102bea"
@@ -3263,18 +3273,21 @@ aws4@^1.8.0:
   version "1.10.1"
   resolved "https://registry.yarnpkg.com/aws4/-/aws4-1.10.1.tgz#e1e82e4f3e999e2cfd61b161280d16a111f86428"
 
-axios-mock-adapter@^1.19.0:
-  version "1.19.0"
-  resolved "https://registry.yarnpkg.com/axios-mock-adapter/-/axios-mock-adapter-1.19.0.tgz#9d72e321a6c5418e1eff067aa99761a86c5188a4"
+axios-mock-adapter@^1.20.0:
+  version "1.20.0"
+  resolved "https://registry.yarnpkg.com/axios-mock-adapter/-/axios-mock-adapter-1.20.0.tgz#21f5b4b625306f43e8c05673616719da86e20dcb"
+  integrity sha512-shZRhTjLP0WWdcvHKf3rH3iW9deb3UdKbdnKUoHmmsnBhVXN3sjPJM6ZvQ2r/ywgvBVQrMnjrSyQab60G1sr2w==
   dependencies:
     fast-deep-equal "^3.1.3"
-    is-buffer "^2.0.3"
+    is-blob "^2.1.0"
+    is-buffer "^2.0.5"
 
-axios@^0.21.1:
-  version "0.21.1"
-  resolved "https://registry.yarnpkg.com/axios/-/axios-0.21.1.tgz#22563481962f4d6bde9a76d516ef0e5d3c09b2b8"
+axios@^0.24.0:
+  version "0.24.0"
+  resolved "https://registry.yarnpkg.com/axios/-/axios-0.24.0.tgz#804e6fa1e4b9c5288501dd9dff56a7a0940d20d6"
+  integrity sha512-Q6cWsys88HoPgAaFAVUb0WpPk0O8iTeisR9IMqy9G8AbO4NlpVknrnQS03zzF9PGAWgO3cgletO3VjV/P7VztA==
   dependencies:
-    follow-redirects "^1.10.0"
+    follow-redirects "^1.14.4"
 
 babel-code-frame@^6.22.0, babel-code-frame@^6.26.0:
   version "6.26.0"
@@ -6608,9 +6621,10 @@ flush-write-stream@^1.0.0, flush-write-stream@^1.0.2:
     inherits "^2.0.3"
     readable-stream "^2.3.6"
 
-follow-redirects@^1.10.0:
-  version "1.13.3"
-  resolved "https://registry.yarnpkg.com/follow-redirects/-/follow-redirects-1.13.3.tgz#e5598ad50174c1bc4e872301e82ac2cd97f90267"
+follow-redirects@^1.14.4:
+  version "1.14.5"
+  resolved "https://registry.yarnpkg.com/follow-redirects/-/follow-redirects-1.14.5.tgz#f09a5848981d3c772b5392309778523f8d85c381"
+  integrity sha512-wtphSXy7d4/OR+MvIFbCVBDzZ5520qV8XfPklSN5QtxuMUJZ+b0Wnst1e1lCDocfzuCkHqj8k0FpZqO+UIaKNA==
 
 for-each@~0.3.3:
   version "0.3.3"
@@ -7617,11 +7631,21 @@ is-binary-path@~2.1.0:
   dependencies:
     binary-extensions "^2.0.0"
 
+is-blob@^2.1.0:
+  version "2.1.0"
+  resolved "https://registry.yarnpkg.com/is-blob/-/is-blob-2.1.0.tgz#e36cd82c90653f1e1b930f11baf9c64216a05385"
+  integrity sha512-SZ/fTft5eUhQM6oF/ZaASFDEdbFVe89Imltn9uZr03wdKMcWNVYSMjQPFtg05QuNkt5l5c135ElvXEQG0rk4tw==
+
 is-buffer@^1.1.5:
   version "1.1.6"
   resolved "https://registry.yarnpkg.com/is-buffer/-/is-buffer-1.1.6.tgz#efaa2ea9daa0d7ab2ea13a97b2b8ad51fefbe8be"
 
-is-buffer@^2.0.3, is-buffer@~2.0.3:
+is-buffer@^2.0.5:
+  version "2.0.5"
+  resolved "https://registry.yarnpkg.com/is-buffer/-/is-buffer-2.0.5.tgz#ebc252e400d22ff8d77fa09888821a24a658c191"
+  integrity sha512-i2R6zNFDwgEHJyQUtJEk0XFi1i0dPFn/oqjK3/vPCcDeJvW5NQ83V8QbicfF1SupOaB0h8ntgBC2YiE7dfyctQ==
+
+is-buffer@~2.0.3:
   version "2.0.4"
   resolved "https://registry.yarnpkg.com/is-buffer/-/is-buffer-2.0.4.tgz#3e572f23c8411a5cfd9557c849e3665e0b290623"
 
@@ -7969,6 +7993,11 @@ isomorphic-fetch@^3.0.0:
     node-fetch "^2.6.1"
     whatwg-fetch "^3.4.1"
 
+isomorphic-ws@^4.0.1:
+  version "4.0.1"
+  resolved "https://registry.yarnpkg.com/isomorphic-ws/-/isomorphic-ws-4.0.1.tgz#55fd4cd6c5e6491e76dc125938dd863f5cd4f2dc"
+  integrity sha512-BhBvN2MBpWTaSHdWRb/bwdZJ1WaehQ2L1KngkCkfLUGF0mAWAT1sQUQacEmQ0jXkFw/czDXPNQSL5u2/Krsz1w==
+
 isstream@0.1.x, isstream@~0.1.2:
   version "0.1.2"
   resolved "https://registry.yarnpkg.com/isstream/-/isstream-0.1.2.tgz#47e63f7af55afa6f92e1500e690eb8b8529c099a"
@@ -11657,6 +11686,11 @@ stream-to-pull-stream@^1.7.1:
     looper "^3.0.0"
     pull-stream "^3.2.3"
 
+strict-event-emitter-types@^2.0.0:
+  version "2.0.0"
+  resolved "https://registry.yarnpkg.com/strict-event-emitter-types/-/strict-event-emitter-types-2.0.0.tgz#05e15549cb4da1694478a53543e4e2f4abcf277f"
+  integrity sha512-Nk/brWYpD85WlOgzw5h173aci0Teyv8YdIAEtV+N88nDB0dLlazZyJMIsN6eo1/AR61l+p6CJTG1JIyFaoNEEA==
+
 strict-uri-encode@^1.0.0:
   version "1.1.0"
   resolved "https://registry.yarnpkg.com/strict-uri-encode/-/strict-uri-encode-1.1.0.tgz#279b225df1d582b1f54e65addd4352e18faa0713"
@@ -13565,6 +13599,11 @@ ws@^5.1.1:
   dependencies:
     async-limiter "~1.0.0"
 
+ws@^7.0.0:
+  version "7.5.5"
+  resolved "https://registry.yarnpkg.com/ws/-/ws-7.5.5.tgz#8b4bc4af518cfabd0473ae4f99144287b33eb881"
+  integrity sha512-BAkMFcAzl8as1G/hArkxOxq3G7pjUqQ3gzYbLL0/5zNkph70e+lCoxBGnm6AW1+/aiNeV4fnKqZ8m4GZewmH2w==
+
 wsrun@^5.2.4:
   version "5.2.4"
   resolved "https://registry.yarnpkg.com/wsrun/-/wsrun-5.2.4.tgz#6eb6c3ccd3327721a8df073a5e3578fb0dea494e"