PR number

- @0x/asset-swapper@16.45.1

contracts/erc20/CHANGELOG.json

@@ -1,4 +1,22 @@
 [
+    {
+        "timestamp": 1640364306,
+        "version": "3.3.25",
+        "changes": [
+            {
+                "note": "Dependencies updated"
+            }
+        ]
+    },
+    {
+        "timestamp": 1638390144,
+        "version": "3.3.24",
+        "changes": [
+            {
+                "note": "Dependencies updated"
+            }
+        ]
+    },
     {
         "timestamp": 1637102971,
         "version": "3.3.23",

contracts/erc20/CHANGELOG.md

@@ -5,6 +5,14 @@ Edit the package's CHANGELOG.json file only.
 
 CHANGELOG
 
+## v3.3.25 - _December 24, 2021_
+
+    * Dependencies updated
+
+## v3.3.24 - _December 1, 2021_
+
+    * Dependencies updated
+
 ## v3.3.23 - _November 16, 2021_
 
     * Dependencies updated

contracts/erc20/package.json

@@ -1,6 +1,6 @@
 {
     "name": "@0x/contracts-erc20",
-    "version": "3.3.23",
+    "version": "3.3.25",
     "engines": {
         "node": ">=6.12"
     },
@@ -53,8 +53,8 @@
     "devDependencies": {
         "@0x/abi-gen": "^5.6.2",
         "@0x/contracts-gen": "^2.0.40",
-        "@0x/contracts-test-utils": "^5.4.14",
-        "@0x/contracts-utils": "^4.8.4",
+        "@0x/contracts-test-utils": "^5.4.16",
+        "@0x/contracts-utils": "^4.8.6",
         "@0x/dev-utils": "^4.2.9",
         "@0x/sol-compiler": "^4.7.5",
         "@0x/ts-doc-gen": "^0.0.28",

contracts/test-utils/CHANGELOG.json

@@ -1,4 +1,22 @@
 [
+    {
+        "timestamp": 1640364306,
+        "version": "5.4.16",
+        "changes": [
+            {
+                "note": "Dependencies updated"
+            }
+        ]
+    },
+    {
+        "timestamp": 1638390144,
+        "version": "5.4.15",
+        "changes": [
+            {
+                "note": "Dependencies updated"
+            }
+        ]
+    },
     {
         "timestamp": 1637102971,
         "version": "5.4.14",

contracts/test-utils/CHANGELOG.md

@@ -5,6 +5,14 @@ Edit the package's CHANGELOG.json file only.
 
 CHANGELOG
 
+## v5.4.16 - _December 24, 2021_
+
+    * Dependencies updated
+
+## v5.4.15 - _December 1, 2021_
+
+    * Dependencies updated
+
 ## v5.4.14 - _November 16, 2021_
 
     * Dependencies updated

contracts/test-utils/package.json

@@ -1,6 +1,6 @@
 {
     "name": "@0x/contracts-test-utils",
-    "version": "5.4.14",
+    "version": "5.4.16",
     "engines": {
         "node": ">=6.12"
     },
@@ -44,7 +44,7 @@
     "dependencies": {
         "@0x/assert": "^3.0.29",
         "@0x/base-contract": "^6.4.2",
-        "@0x/contract-addresses": "^6.9.0",
+        "@0x/contract-addresses": "^6.11.0",
         "@0x/dev-utils": "^4.2.9",
         "@0x/json-schemas": "^6.3.0",
         "@0x/order-utils": "^10.4.28",

contracts/treasury/CHANGELOG.json

@@ -1,4 +1,22 @@
 [
+    {
+        "timestamp": 1640364306,
+        "version": "1.4.8",
+        "changes": [
+            {
+                "note": "Dependencies updated"
+            }
+        ]
+    },
+    {
+        "timestamp": 1638390144,
+        "version": "1.4.7",
+        "changes": [
+            {
+                "note": "Dependencies updated"
+            }
+        ]
+    },
     {
         "timestamp": 1637102971,
         "version": "1.4.6",

contracts/treasury/CHANGELOG.md

@@ -5,6 +5,14 @@ Edit the package's CHANGELOG.json file only.
 
 CHANGELOG
 
+## v1.4.8 - _December 24, 2021_
+
+    * Dependencies updated
+
+## v1.4.7 - _December 1, 2021_
+
+    * Dependencies updated
+
 ## v1.4.6 - _November 16, 2021_
 
     * Dependencies updated

contracts/treasury/package.json

@@ -1,6 +1,6 @@
 {
     "name": "@0x/contracts-treasury",
-    "version": "1.4.6",
+    "version": "1.4.8",
     "engines": {
         "node": ">=6.12"
     },
@@ -47,12 +47,12 @@
     "homepage": "https://github.com/0xProject/protocol/tree/main/contracts/treasury",
     "devDependencies": {
         "@0x/abi-gen": "^5.6.2",
-        "@0x/contract-addresses": "^6.9.0",
+        "@0x/contract-addresses": "^6.11.0",
         "@0x/contracts-asset-proxy": "^3.7.19",
-        "@0x/contracts-erc20": "^3.3.23",
+        "@0x/contracts-erc20": "^3.3.25",
         "@0x/contracts-gen": "^2.0.40",
         "@0x/contracts-staking": "^2.0.45",
-        "@0x/contracts-test-utils": "^5.4.14",
+        "@0x/contracts-test-utils": "^5.4.16",
         "@0x/sol-compiler": "^4.7.5",
         "@0x/ts-doc-gen": "^0.0.28",
         "@0x/tslint-config": "^4.1.4",
@@ -73,7 +73,7 @@
     },
     "dependencies": {
         "@0x/base-contract": "^6.4.2",
-        "@0x/protocol-utils": "^1.9.5",
+        "@0x/protocol-utils": "^1.10.1",
         "@0x/subproviders": "^6.6.0",
         "@0x/types": "^3.3.4",
         "@0x/typescript-typings": "^5.2.1",

contracts/utils/CHANGELOG.json

@@ -1,4 +1,22 @@
 [
+    {
+        "timestamp": 1640364306,
+        "version": "4.8.6",
+        "changes": [
+            {
+                "note": "Dependencies updated"
+            }
+        ]
+    },
+    {
+        "timestamp": 1638390144,
+        "version": "4.8.5",
+        "changes": [
+            {
+                "note": "Dependencies updated"
+            }
+        ]
+    },
     {
         "timestamp": 1637102971,
         "version": "4.8.4",

contracts/utils/CHANGELOG.md

@@ -5,6 +5,14 @@ Edit the package's CHANGELOG.json file only.
 
 CHANGELOG
 
+## v4.8.6 - _December 24, 2021_
+
+    * Dependencies updated
+
+## v4.8.5 - _December 1, 2021_
+
+    * Dependencies updated
+
 ## v4.8.4 - _November 16, 2021_
 
     * Dependencies updated

contracts/utils/package.json

@@ -1,6 +1,6 @@
 {
     "name": "@0x/contracts-utils",
-    "version": "4.8.4",
+    "version": "4.8.6",
     "engines": {
         "node": ">=6.12"
     },
@@ -52,7 +52,7 @@
     "devDependencies": {
         "@0x/abi-gen": "^5.6.2",
         "@0x/contracts-gen": "^2.0.40",
-        "@0x/contracts-test-utils": "^5.4.14",
+        "@0x/contracts-test-utils": "^5.4.16",
         "@0x/dev-utils": "^4.2.9",
         "@0x/order-utils": "^10.4.28",
         "@0x/sol-compiler": "^4.7.5",

contracts/zero-ex/CHANGELOG.json

@@ -1,4 +1,23 @@
 [
+    {
+        "timestamp": 1640364306,
+        "version": "0.30.1",
+        "changes": [
+            {
+                "note": "Dependencies updated"
+            }
+        ]
+    },
+    {
+        "version": "0.30.0",
+        "changes": [
+            {
+                "note": "Add `AaveV2` and `Compound` deposit/withdrawal liquidity source",
+                "pr": 321
+            }
+        ],
+        "timestamp": 1638390144
+    },
     {
         "timestamp": 1637102971,
         "version": "0.29.5",

contracts/zero-ex/CHANGELOG.md

@@ -5,6 +5,14 @@ Edit the package's CHANGELOG.json file only.
 
 CHANGELOG
 
+## v0.30.1 - _December 24, 2021_
+
+    * Dependencies updated
+
+## v0.30.0 - _December 1, 2021_
+
+    * Add `AaveV2` and `Compound` deposit/withdrawal liquidity source (#321)
+
 ## v0.29.5 - _November 16, 2021_
 
     * Dependencies updated

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

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

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

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

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

@@ -0,0 +1,93 @@
+// SPDX-License-Identifier: Apache-2.0
+/*
+
+  Copyright 2021 ZeroEx Intl.
+
+  Licensed under the Apache License, Version 2.0 (the "License");
+  you may not use this file except in compliance with the License.
+  You may obtain a copy of the License at
+
+    http://www.apache.org/licenses/LICENSE-2.0
+
+  Unless required by applicable law or agreed to in writing, software
+  distributed under the License is distributed on an "AS IS" BASIS,
+  WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+  See the License for the specific language governing permissions and
+  limitations under the License.
+
+*/
+
+pragma solidity ^0.6.5;
+pragma experimental ABIEncoderV2;
+
+import "@0x/contracts-erc20/contracts/src/v06/LibERC20TokenV06.sol";
+import "@0x/contracts-erc20/contracts/src/v06/IERC20TokenV06.sol";
+
+// Minimal Aave V2 LendingPool interface
+interface ILendingPool {
+    /**
+   * @dev Deposits an `amount` of underlying asset into the reserve, receiving in return overlying aTokens.
+   * - E.g. User deposits 100 USDC and gets in return 100 aUSDC
+   * @param asset The address of the underlying asset to deposit
+   * @param amount The amount to be deposited
+   * @param onBehalfOf The address that will receive the aTokens, same as msg.sender if the user
+   *   wants to receive them on his own wallet, or a different address if the beneficiary of aTokens
+   *   is a different wallet
+   * @param referralCode Code used to register the integrator originating the operation, for potential rewards.
+   *   0 if the action is executed directly by the user, without any middle-man
+   **/
+  function deposit(
+    address asset,
+    uint256 amount,
+    address onBehalfOf,
+    uint16 referralCode
+  ) external;
+
+  /**
+   * @dev Withdraws an `amount` of underlying asset from the reserve, burning the equivalent aTokens owned
+   * E.g. User has 100 aUSDC, calls withdraw() and receives 100 USDC, burning the 100 aUSDC
+   * @param asset The address of the underlying asset to withdraw
+   * @param amount The underlying amount to be withdrawn
+   *   - Send the value type(uint256).max in order to withdraw the whole aToken balance
+   * @param to Address that will receive the underlying, same as msg.sender if the user
+   *   wants to receive it on his own wallet, or a different address if the beneficiary is a
+   *   different wallet
+   * @return The final amount withdrawn
+   **/
+  function withdraw(
+    address asset,
+    uint256 amount,
+    address to
+  ) external returns (uint256);
+}
+
+contract MixinAaveV2 {
+    using LibERC20TokenV06 for IERC20TokenV06;
+
+    function _tradeAaveV2(
+        IERC20TokenV06 sellToken,
+        IERC20TokenV06 buyToken,
+        uint256 sellAmount,
+        bytes memory bridgeData
+    )
+        internal
+        returns (uint256)
+    {
+        (ILendingPool lendingPool, address aToken) = abi.decode(bridgeData, (ILendingPool, address));
+
+          sellToken.approveIfBelow(
+              address(lendingPool),
+              sellAmount
+          );
+
+        if (address(buyToken) == aToken) {
+            lendingPool.deposit(address(sellToken), sellAmount, address(this), 0);
+            // 1:1 mapping token -> aToken and have the same number of decimals as the underlying token
+            return sellAmount;
+        } else if (address(sellToken) == aToken) {
+            return lendingPool.withdraw(address(buyToken), sellAmount, address(this));
+        }
+
+        revert("MixinAaveV2/UNSUPPORTED_TOKEN_PAIR");
+    }
+}

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

@@ -0,0 +1,110 @@
+// SPDX-License-Identifier: Apache-2.0
+/*
+
+  Copyright 2021 ZeroEx Intl.
+
+  Licensed under the Apache License, Version 2.0 (the "License");
+  you may not use this file except in compliance with the License.
+  You may obtain a copy of the License at
+
+    http://www.apache.org/licenses/LICENSE-2.0
+
+  Unless required by applicable law or agreed to in writing, software
+  distributed under the License is distributed on an "AS IS" BASIS,
+  WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+  See the License for the specific language governing permissions and
+  limitations under the License.
+
+*/
+
+pragma solidity ^0.6.5;
+pragma experimental ABIEncoderV2;
+
+import "@0x/contracts-erc20/contracts/src/v06/LibERC20TokenV06.sol";
+import "@0x/contracts-erc20/contracts/src/v06/IERC20TokenV06.sol";
+import "@0x/contracts-erc20/contracts/src/v06/IEtherTokenV06.sol";
+import "@0x/contracts-utils/contracts/src/v06/LibSafeMathV06.sol";
+
+
+/// @dev Minimal CToken interface
+interface ICToken {
+    /// @dev deposits specified amount underlying tokens and mints cToken for the sender
+    /// @param mintAmountInUnderlying amount of underlying tokens to deposit to mint cTokens
+    /// @return status code of whether the mint was successful or not
+    function mint(uint256 mintAmountInUnderlying) external returns (uint256);
+    /// @dev redeems specified amount of cTokens and returns the underlying token to the sender
+    /// @param redeemTokensInCtokens amount of cTokens to redeem for underlying collateral
+    /// @return status code of whether the redemption was successful or not
+    function redeem(uint256 redeemTokensInCtokens) external returns (uint256);
+}
+/// @dev Minimal CEther interface
+interface ICEther {
+    /// @dev deposits the amount of Ether sent as value and return mints cEther for the sender
+    function mint() payable external;
+    /// @dev redeems specified amount of cETH and returns the underlying ether to the sender
+    /// @dev redeemTokensInCEther amount of cETH to redeem for underlying ether
+    /// @return status code of whether the redemption was successful or not
+    function redeem(uint256 redeemTokensInCEther) external returns (uint256);
+}
+
+contract MixinCompound {
+    using LibERC20TokenV06 for IERC20TokenV06;
+    using LibSafeMathV06 for uint256;
+
+    IEtherTokenV06 private immutable WETH;
+
+    constructor(IEtherTokenV06 weth)
+        public
+    {
+        WETH = weth;
+    }
+
+    uint256 constant private COMPOUND_SUCCESS_CODE = 0;
+
+    function _tradeCompound(
+        IERC20TokenV06 sellToken,
+        IERC20TokenV06 buyToken,
+        uint256 sellAmount,
+        bytes memory bridgeData
+    )
+        internal
+        returns (uint256)
+    {
+        (address cTokenAddress) = abi.decode(bridgeData, (address));
+        uint256 beforeBalance = buyToken.balanceOf(address(this));
+
+        if (address(buyToken) == cTokenAddress) {
+            if (address(sellToken) == address(WETH)) {
+                // ETH/WETH -> cETH
+                ICEther cETH = ICEther(cTokenAddress);
+                // Compound expects ETH to be sent with mint call
+                WETH.withdraw(sellAmount);
+                // NOTE: cETH mint will revert on failure instead of returning a status code
+                cETH.mint{value: sellAmount}();
+            } else {
+                sellToken.approveIfBelow(
+                    cTokenAddress,
+                    sellAmount
+                );
+                // Token -> cToken
+                ICToken cToken = ICToken(cTokenAddress);
+                require(cToken.mint(sellAmount) == COMPOUND_SUCCESS_CODE, "MixinCompound/FAILED_TO_MINT_CTOKEN");
+            }
+        } else if (address(sellToken) == cTokenAddress) {
+            if (address(buyToken) == address(WETH)) {
+                // cETH -> ETH/WETH
+                uint256 etherBalanceBefore = address(this).balance;
+                ICEther cETH = ICEther(cTokenAddress);
+                require(cETH.redeem(sellAmount) == COMPOUND_SUCCESS_CODE, "MixinCompound/FAILED_TO_REDEEM_CETHER");
+                uint256 etherBalanceAfter = address(this).balance;
+                uint256 receivedEtherBalance = etherBalanceAfter.safeSub(etherBalanceBefore);
+                WETH.deposit{value: receivedEtherBalance}();
+            } else {
+                ICToken cToken = ICToken(cTokenAddress);
+                require(cToken.redeem(sellAmount) == COMPOUND_SUCCESS_CODE, "MixinCompound/FAILED_TO_REDEEM_CTOKEN");
+            }
+        }
+
+        return buyToken.balanceOf(address(this)).safeSub(beforeBalance);
+    }
+}

contracts/zero-ex/package.json

@@ -1,6 +1,6 @@
 {
     "name": "@0x/contracts-zero-ex",
-    "version": "0.29.5",
+    "version": "0.30.1",
     "engines": {
         "node": ">=6.12"
     },
@@ -43,7 +43,7 @@
     "config": {
         "publicInterfaceContracts": "IZeroEx,ZeroEx,FullMigration,InitialMigration,IFlashWallet,IERC20Transformer,IOwnableFeature,ISimpleFunctionRegistryFeature,ITransformERC20Feature,FillQuoteTransformer,PayTakerTransformer,PositiveSlippageFeeTransformer,WethTransformer,OwnableFeature,SimpleFunctionRegistryFeature,TransformERC20Feature,AffiliateFeeTransformer,MetaTransactionsFeature,LogMetadataTransformer,BridgeAdapter,LiquidityProviderFeature,ILiquidityProviderFeature,NativeOrdersFeature,INativeOrdersFeature,FeeCollectorController,FeeCollector,CurveLiquidityProvider,BatchFillNativeOrdersFeature,IBatchFillNativeOrdersFeature,MultiplexFeature,IMultiplexFeature,OtcOrdersFeature,IOtcOrdersFeature",
         "abis:comment": "This list is auto-generated by contracts-gen. Don't edit manually.",
-        "abis": "./test/generated-artifacts/@(AffiliateFeeTransformer|BatchFillNativeOrdersFeature|BootstrapFeature|BridgeAdapter|BridgeProtocols|CurveLiquidityProvider|FeeCollector|FeeCollectorController|FillQuoteTransformer|FixinCommon|FixinEIP712|FixinProtocolFees|FixinReentrancyGuard|FixinTokenSpender|FlashWallet|FullMigration|FundRecoveryFeature|IBatchFillNativeOrdersFeature|IBootstrapFeature|IBridgeAdapter|IERC20Bridge|IERC20Transformer|IFeature|IFlashWallet|IFundRecoveryFeature|ILiquidityProvider|ILiquidityProviderFeature|ILiquidityProviderSandbox|IMetaTransactionsFeature|IMooniswapPool|IMultiplexFeature|INativeOrdersEvents|INativeOrdersFeature|IOtcOrdersFeature|IOwnableFeature|IPancakeSwapFeature|ISimpleFunctionRegistryFeature|IStaking|ITestSimpleFunctionRegistryFeature|ITokenSpenderFeature|ITransformERC20Feature|IUniswapFeature|IUniswapV2Pair|IUniswapV3Feature|IUniswapV3Pool|IZeroEx|InitialMigration|LibBootstrap|LibCommonRichErrors|LibERC20Transformer|LibFeeCollector|LibLiquidityProviderRichErrors|LibMetaTransactionsRichErrors|LibMetaTransactionsStorage|LibMigrate|LibNativeOrder|LibNativeOrdersRichErrors|LibNativeOrdersStorage|LibOtcOrdersStorage|LibOwnableRichErrors|LibOwnableStorage|LibProxyRichErrors|LibProxyStorage|LibReentrancyGuardStorage|LibSignature|LibSignatureRichErrors|LibSimpleFunctionRegistryRichErrors|LibSimpleFunctionRegistryStorage|LibStorage|LibTransformERC20RichErrors|LibTransformERC20Storage|LibWalletRichErrors|LiquidityProviderFeature|LiquidityProviderSandbox|LogMetadataTransformer|MetaTransactionsFeature|MixinBalancer|MixinBalancerV2|MixinBancor|MixinCoFiX|MixinCryptoCom|MixinCurve|MixinCurveV2|MixinDodo|MixinDodoV2|MixinKyber|MixinKyberDmm|MixinLido|MixinMStable|MixinMakerPSM|MixinMooniswap|MixinNerve|MixinOasis|MixinShell|MixinUniswap|MixinUniswapV2|MixinUniswapV3|MixinZeroExBridge|MooniswapLiquidityProvider|MultiplexFeature|MultiplexLiquidityProvider|MultiplexOtc|MultiplexRfq|MultiplexTransformERC20|MultiplexUniswapV2|MultiplexUniswapV3|NativeOrdersCancellation|NativeOrdersFeature|NativeOrdersInfo|NativeOrdersProtocolFees|NativeOrdersSettlement|OtcOrdersFeature|OwnableFeature|PancakeSwapFeature|PayTakerTransformer|PermissionlessTransformerDeployer|PositiveSlippageFeeTransformer|SimpleFunctionRegistryFeature|TestBridge|TestCallTarget|TestCurve|TestDelegateCaller|TestFeeCollectorController|TestFillQuoteTransformerBridge|TestFillQuoteTransformerExchange|TestFillQuoteTransformerHost|TestFixinProtocolFees|TestFixinTokenSpender|TestFullMigration|TestInitialMigration|TestLibNativeOrder|TestLibSignature|TestLiquidityProvider|TestMetaTransactionsNativeOrdersFeature|TestMetaTransactionsTransformERC20Feature|TestMigrator|TestMintTokenERC20Transformer|TestMintableERC20Token|TestMooniswap|TestNativeOrdersFeature|TestNoEthRecipient|TestOrderSignerRegistryWithContractWallet|TestPermissionlessTransformerDeployerSuicidal|TestPermissionlessTransformerDeployerTransformer|TestRfqOriginRegistration|TestSimpleFunctionRegistryFeatureImpl1|TestSimpleFunctionRegistryFeatureImpl2|TestStaking|TestTokenSpenderERC20Token|TestTransformERC20|TestTransformerBase|TestTransformerDeployerTransformer|TestTransformerHost|TestUniswapV2Factory|TestUniswapV2Pool|TestUniswapV3Factory|TestUniswapV3Feature|TestUniswapV3Pool|TestWeth|TestWethTransformerHost|TestZeroExFeature|TransformERC20Feature|Transformer|TransformerDeployer|UniswapFeature|UniswapV3Feature|WethTransformer|ZeroEx|ZeroExOptimized).json"
+        "abis": "./test/generated-artifacts/@(AffiliateFeeTransformer|BatchFillNativeOrdersFeature|BootstrapFeature|BridgeAdapter|BridgeProtocols|CurveLiquidityProvider|FeeCollector|FeeCollectorController|FillQuoteTransformer|FixinCommon|FixinEIP712|FixinProtocolFees|FixinReentrancyGuard|FixinTokenSpender|FlashWallet|FullMigration|FundRecoveryFeature|IBatchFillNativeOrdersFeature|IBootstrapFeature|IBridgeAdapter|IERC20Bridge|IERC20Transformer|IFeature|IFlashWallet|IFundRecoveryFeature|ILiquidityProvider|ILiquidityProviderFeature|ILiquidityProviderSandbox|IMetaTransactionsFeature|IMooniswapPool|IMultiplexFeature|INativeOrdersEvents|INativeOrdersFeature|IOtcOrdersFeature|IOwnableFeature|IPancakeSwapFeature|ISimpleFunctionRegistryFeature|IStaking|ITestSimpleFunctionRegistryFeature|ITokenSpenderFeature|ITransformERC20Feature|IUniswapFeature|IUniswapV2Pair|IUniswapV3Feature|IUniswapV3Pool|IZeroEx|InitialMigration|LibBootstrap|LibCommonRichErrors|LibERC20Transformer|LibFeeCollector|LibLiquidityProviderRichErrors|LibMetaTransactionsRichErrors|LibMetaTransactionsStorage|LibMigrate|LibNativeOrder|LibNativeOrdersRichErrors|LibNativeOrdersStorage|LibOtcOrdersStorage|LibOwnableRichErrors|LibOwnableStorage|LibProxyRichErrors|LibProxyStorage|LibReentrancyGuardStorage|LibSignature|LibSignatureRichErrors|LibSimpleFunctionRegistryRichErrors|LibSimpleFunctionRegistryStorage|LibStorage|LibTransformERC20RichErrors|LibTransformERC20Storage|LibWalletRichErrors|LiquidityProviderFeature|LiquidityProviderSandbox|LogMetadataTransformer|MetaTransactionsFeature|MixinAaveV2|MixinBalancer|MixinBalancerV2|MixinBancor|MixinCoFiX|MixinCompound|MixinCryptoCom|MixinCurve|MixinCurveV2|MixinDodo|MixinDodoV2|MixinKyber|MixinKyberDmm|MixinLido|MixinMStable|MixinMakerPSM|MixinMooniswap|MixinNerve|MixinOasis|MixinShell|MixinUniswap|MixinUniswapV2|MixinUniswapV3|MixinZeroExBridge|MooniswapLiquidityProvider|MultiplexFeature|MultiplexLiquidityProvider|MultiplexOtc|MultiplexRfq|MultiplexTransformERC20|MultiplexUniswapV2|MultiplexUniswapV3|NativeOrdersCancellation|NativeOrdersFeature|NativeOrdersInfo|NativeOrdersProtocolFees|NativeOrdersSettlement|OtcOrdersFeature|OwnableFeature|PancakeSwapFeature|PayTakerTransformer|PermissionlessTransformerDeployer|PositiveSlippageFeeTransformer|SimpleFunctionRegistryFeature|TestBridge|TestCallTarget|TestCurve|TestDelegateCaller|TestFeeCollectorController|TestFillQuoteTransformerBridge|TestFillQuoteTransformerExchange|TestFillQuoteTransformerHost|TestFixinProtocolFees|TestFixinTokenSpender|TestFullMigration|TestInitialMigration|TestLibNativeOrder|TestLibSignature|TestLiquidityProvider|TestMetaTransactionsNativeOrdersFeature|TestMetaTransactionsTransformERC20Feature|TestMigrator|TestMintTokenERC20Transformer|TestMintableERC20Token|TestMooniswap|TestNativeOrdersFeature|TestNoEthRecipient|TestOrderSignerRegistryWithContractWallet|TestPermissionlessTransformerDeployerSuicidal|TestPermissionlessTransformerDeployerTransformer|TestRfqOriginRegistration|TestSimpleFunctionRegistryFeatureImpl1|TestSimpleFunctionRegistryFeatureImpl2|TestStaking|TestTokenSpenderERC20Token|TestTransformERC20|TestTransformerBase|TestTransformerDeployerTransformer|TestTransformerHost|TestUniswapV2Factory|TestUniswapV2Pool|TestUniswapV3Factory|TestUniswapV3Feature|TestUniswapV3Pool|TestWeth|TestWethTransformerHost|TestZeroExFeature|TransformERC20Feature|Transformer|TransformerDeployer|UniswapFeature|UniswapV3Feature|WethTransformer|ZeroEx|ZeroExOptimized).json"
     },
     "repository": {
         "type": "git",
@@ -56,10 +56,10 @@
     "homepage": "https://github.com/0xProject/protocol/tree/main/contracts/zero-ex",
     "devDependencies": {
         "@0x/abi-gen": "^5.6.2",
-        "@0x/contract-addresses": "^6.9.0",
-        "@0x/contracts-erc20": "^3.3.23",
+        "@0x/contract-addresses": "^6.11.0",
+        "@0x/contracts-erc20": "^3.3.25",
         "@0x/contracts-gen": "^2.0.40",
-        "@0x/contracts-test-utils": "^5.4.14",
+        "@0x/contracts-test-utils": "^5.4.16",
         "@0x/dev-utils": "^4.2.9",
         "@0x/order-utils": "^10.4.28",
         "@0x/sol-compiler": "^4.7.5",
@@ -83,7 +83,7 @@
     },
     "dependencies": {
         "@0x/base-contract": "^6.4.2",
-        "@0x/protocol-utils": "^1.9.5",
+        "@0x/protocol-utils": "^1.10.1",
         "@0x/subproviders": "^6.6.0",
         "@0x/types": "^3.3.4",
         "@0x/typescript-typings": "^5.2.1",

contracts/zero-ex/test/artifacts.ts

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

contracts/zero-ex/test/wrappers.ts

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

contracts/zero-ex/tsconfig.json

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

packages/asset-swapper/CHANGELOG.json

@@ -1,4 +1,136 @@
 [
+    {
+        "version": "16.46.0",
+        "changes": [
+            {
+                "note": "Enable `Native` orders on `BSC` and `Polygon` in Asset-swapper",
+                "pr": 392
+            }
+        ]
+    },
+    {
+        "version": "16.45.1",
+        "changes": [
+            {
+                "note": "Update `Celo` intermediate tokens",
+                "pr": 390
+            }
+        ],
+        "timestamp": 1641359319
+    },
+    {
+        "version": "16.45.0",
+        "changes": [
+            {
+                "note": "Capture router timings",
+                "pr": 388
+            }
+        ],
+        "timestamp": 1641308410
+    },
+    {
+        "version": "16.44.0",
+        "changes": [
+            {
+                "note": "Update neon-router and use router estimated output amount",
+                "pr": 354
+            }
+        ],
+        "timestamp": 1640778328
+    },
+    {
+        "version": "16.43.0",
+        "changes": [
+            {
+                "note": "`UniswapV3` support for `Optimism`",
+                "pr": 385
+            }
+        ],
+        "timestamp": 1640364306
+    },
+    {
+        "version": "16.42.0",
+        "changes": [
+            {
+                "note": "`UniswapV3` support for `Polygon`",
+                "pr": 382
+            },
+            {
+                "note": "Update `Beethoven` Graphql url",
+                "pr": 383
+            }
+        ],
+        "timestamp": 1640124159
+    },
+    {
+        "version": "16.41.0",
+        "changes": [
+            {
+                "note": "Update mcusd contract address, and made celo native asset",
+                "pr": 376
+            }
+        ],
+        "timestamp": 1638827302
+    },
+    {
+        "version": "16.40.0",
+        "changes": [
+            {
+                "note": "Add `AaveV2` and `Compound` deposit/withdrawal liquidity source",
+                "pr": 321
+            }
+        ],
+        "timestamp": 1638390144
+    },
+    {
+        "version": "16.39.0",
+        "changes": [
+            {
+                "note": "Curve ETH/CRV pool",
+                "pr": 378
+            }
+        ]
+    },
+    {
+        "version": "16.38.0",
+        "changes": [
+            {
+                "note": "Capture sampler metrics",
+                "pr": 374
+            }
+        ],
+        "timestamp": 1638228231
+    },
+    {
+        "version": "16.37.0",
+        "changes": [
+            {
+                "note": "Changed Sushiswap router address",
+                "pr": 373
+            }
+        ],
+        "timestamp": 1637349338
+    },
+    {
+        "version": "16.36.0",
+        "changes": [
+            {
+                "note": "Specify liquid routes for FEI/TRIBE FXS/FRAX and OHM/FRAX",
+                "pr": 371
+            }
+        ],
+        "timestamp": 1637290768
+    },
+    {
+        "version": "16.35.0",
+        "changes": [
+            {
+                "note": "Add Beethoven X, MorpheusSwap and JetSwap to Fantom",
+                "pr": 370
+            }
+        ],
+        "timestamp": 1637206290
+    },
     {
         "version": "16.34.0",
         "changes": [

packages/asset-swapper/CHANGELOG.md

@@ -5,6 +5,55 @@ Edit the package's CHANGELOG.json file only.
 
 CHANGELOG
 
+## v16.45.1 - _January 5, 2022_
+
+    * Update `Celo` intermediate tokens (#390)
+
+## v16.45.0 - _January 4, 2022_
+
+    * Capture router timings (#388)
+
+## v16.44.0 - _December 29, 2021_
+
+    * Update neon-router and use router estimated output amount (#354)
+
+## v16.43.0 - _December 24, 2021_
+
+    * `UniswapV3` support for `Optimism` (#385)
+
+## v16.42.0 - _December 21, 2021_
+
+    * `UniswapV3` support for `Polygon` (#382)
+    * Update `Beethoven` Graphql url (#383)
+
+## v16.41.0 - _December 6, 2021_
+
+    * Update mcusd contract address, and made celo native asset (#376)
+
+## v16.40.0 - _December 1, 2021_
+
+    * Add `AaveV2` and `Compound` deposit/withdrawal liquidity source (#321)
+
+## v16.39.0 - _Invalid date_
+
+    * Curve ETH/CRV pool (#378)
+
+## v16.38.0 - _November 29, 2021_
+
+    * Capture sampler metrics (#374)
+
+## v16.37.0 - _November 19, 2021_
+
+    * Changed Sushiswap router address (#373)
+
+## v16.36.0 - _November 19, 2021_
+
+    * Specify liquid routes for FEI/TRIBE FXS/FRAX and OHM/FRAX (#371)
+
+## v16.35.0 - _November 18, 2021_
+
+    * Add Beethoven X, MorpheusSwap and JetSwap to Fantom (#370)
+
 ## v16.34.0 - _November 16, 2021_
 
     * Add support Celo (#367)

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

@@ -0,0 +1,96 @@
+// SPDX-License-Identifier: Apache-2.0
+/*
+
+  Copyright 2021 ZeroEx Intl.
+
+  Licensed under the Apache License, Version 2.0 (the "License");
+  you may not use this file except in compliance with the License.
+  You may obtain a copy of the License at
+
+    http://www.apache.org/licenses/LICENSE-2.0
+
+  Unless required by applicable law or agreed to in writing, software
+  distributed under the License is distributed on an "AS IS" BASIS,
+  WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+  See the License for the specific language governing permissions and
+  limitations under the License.
+
+*/
+
+pragma solidity ^0.6;
+pragma experimental ABIEncoderV2;
+
+import "./SamplerUtils.sol";
+import "@0x/contracts-erc20/contracts/src/v06/IERC20TokenV06.sol";
+
+// Minimal CToken interface
+interface ICToken {
+    function mint(uint mintAmount) external returns (uint);
+    function redeem(uint redeemTokens) external returns (uint);
+    function redeemUnderlying(uint redeemAmount) external returns (uint);
+    function exchangeRateStored() external view returns (uint);
+    function decimals() external view returns (uint8);
+}
+
+contract CompoundSampler is SamplerUtils {
+    uint256 constant private EXCHANGE_RATE_SCALE = 1e10;
+
+    function sampleSellsFromCompound(
+        ICToken cToken,
+        IERC20TokenV06 takerToken,
+        IERC20TokenV06 makerToken,
+        uint256[] memory takerTokenAmounts
+    )
+        public
+        view
+        returns (uint256[] memory makerTokenAmounts)
+    {
+        uint256 numSamples = takerTokenAmounts.length;
+        makerTokenAmounts = new uint256[](numSamples);
+        // Exchange rate is scaled by 1 * 10^(18 - 8 + Underlying Token Decimals
+        uint256 exchangeRate = cToken.exchangeRateStored();
+        uint256 cTokenDecimals = uint256(cToken.decimals());
+
+        if (address(makerToken) == address(cToken)) {
+            // mint
+            for (uint256 i = 0; i < numSamples; i++) {
+                makerTokenAmounts[i] = (takerTokenAmounts[i] * EXCHANGE_RATE_SCALE * 10 ** cTokenDecimals) / exchangeRate;
+            }
+
+        } else if (address(takerToken) == address(cToken)) {
+            // redeem
+            for (uint256 i = 0; i < numSamples; i++) {
+                makerTokenAmounts[i] = (takerTokenAmounts[i] * exchangeRate) / (EXCHANGE_RATE_SCALE * 10 ** cTokenDecimals);
+            }
+        }
+    }
+
+    function sampleBuysFromCompound(
+        ICToken cToken,
+        IERC20TokenV06 takerToken,
+        IERC20TokenV06 makerToken,
+        uint256[] memory makerTokenAmounts
+    )
+        public
+        view
+        returns (uint256[] memory takerTokenAmounts)
+    {
+        uint256 numSamples = makerTokenAmounts.length;
+        takerTokenAmounts = new uint256[](numSamples);
+        // Exchange rate is scaled by 1 * 10^(18 - 8 + Underlying Token Decimals
+        uint256 exchangeRate = cToken.exchangeRateStored();
+        uint256 cTokenDecimals = uint256(cToken.decimals());
+
+        if (address(makerToken) == address(cToken)) {
+            // mint
+            for (uint256 i = 0; i < numSamples; i++) {
+                takerTokenAmounts[i] = makerTokenAmounts[i] * exchangeRate / (EXCHANGE_RATE_SCALE * 10 ** cTokenDecimals);
+            }
+        } else if (address(takerToken) == address(cToken)) {
+            // redeem
+            for (uint256 i = 0; i < numSamples; i++) {
+                takerTokenAmounts[i] = (makerTokenAmounts[i] * EXCHANGE_RATE_SCALE * 10 ** cTokenDecimals)/exchangeRate;
+            }
+        }
+    }
+}

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

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

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

@@ -51,7 +51,7 @@ interface IUniswapV3Pool {
 contract UniswapV3Sampler
 {
     /// @dev Gas limit for UniswapV3 calls. This is 100% a guess.
-    uint256 constant private QUOTE_GAS = 300e3;
+    uint256 constant private QUOTE_GAS = 600e3;
 
     /// @dev Sample sell quotes from UniswapV3.
     /// @param quoter UniswapV3 Quoter contract.

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

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

packages/asset-swapper/package.json

@@ -1,6 +1,6 @@
 {
     "name": "@0x/asset-swapper",
-    "version": "16.34.0",
+    "version": "16.45.1",
     "engines": {
         "node": ">=6.12"
     },
@@ -39,7 +39,7 @@
     "config": {
         "publicInterfaceContracts": "ERC20BridgeSampler,BalanceChecker,FakeTaker",
         "abis:comment": "This list is auto-generated by contracts-gen. Don't edit manually.",
-        "abis": "./test/generated-artifacts/@(ApproximateBuys|BalanceChecker|BalancerSampler|BalancerV2Sampler|BancorSampler|CurveSampler|DODOSampler|DODOV2Sampler|DummyLiquidityProvider|ERC20BridgeSampler|FakeTaker|IBalancer|IBancor|ICurve|IKyberNetwork|IMStable|IMooniswap|IMultiBridge|IShell|ISmoothy|IUniswapExchangeQuotes|IUniswapV2Router01|KyberDmmSampler|KyberSampler|LidoSampler|LiquidityProviderSampler|MStableSampler|MakerPSMSampler|MooniswapSampler|MultiBridgeSampler|NativeOrderSampler|SamplerUtils|ShellSampler|SmoothySampler|TestERC20BridgeSampler|TestNativeOrderSampler|TwoHopSampler|UniswapSampler|UniswapV2Sampler|UniswapV3Sampler|UtilitySampler).json",
+        "abis": "./test/generated-artifacts/@(ApproximateBuys|BalanceChecker|BalancerSampler|BalancerV2Sampler|BancorSampler|CompoundSampler|CurveSampler|DODOSampler|DODOV2Sampler|DummyLiquidityProvider|ERC20BridgeSampler|FakeTaker|IBalancer|IBancor|ICurve|IKyberNetwork|IMStable|IMooniswap|IMultiBridge|IShell|ISmoothy|IUniswapExchangeQuotes|IUniswapV2Router01|KyberDmmSampler|KyberSampler|LidoSampler|LiquidityProviderSampler|MStableSampler|MakerPSMSampler|MooniswapSampler|MultiBridgeSampler|NativeOrderSampler|SamplerUtils|ShellSampler|SmoothySampler|TestERC20BridgeSampler|TestNativeOrderSampler|TwoHopSampler|UniswapSampler|UniswapV2Sampler|UniswapV3Sampler|UtilitySampler).json",
         "postpublish": {
             "assets": []
         }
@@ -60,14 +60,14 @@
     "dependencies": {
         "@0x/assert": "^3.0.29",
         "@0x/base-contract": "^6.4.2",
-        "@0x/contract-addresses": "^6.9.0",
-        "@0x/contract-wrappers": "^13.18.3",
-        "@0x/contracts-erc20": "^3.3.23",
-        "@0x/contracts-zero-ex": "^0.29.5",
+        "@0x/contract-addresses": "^6.11.0",
+        "@0x/contract-wrappers": "^13.18.5",
+        "@0x/contracts-erc20": "^3.3.25",
+        "@0x/contracts-zero-ex": "^0.30.1",
         "@0x/dev-utils": "^4.2.9",
         "@0x/json-schemas": "^6.3.0",
-        "@0x/neon-router": "^0.2.1",
-        "@0x/protocol-utils": "^1.9.5",
+        "@0x/neon-router": "^0.3.1",
+        "@0x/protocol-utils": "^1.10.1",
         "@0x/quote-server": "^6.0.6",
         "@0x/types": "^3.3.4",
         "@0x/typescript-typings": "^5.2.1",
@@ -98,10 +98,10 @@
         "@0x/contracts-exchange": "^3.2.38",
         "@0x/contracts-exchange-libs": "^4.3.37",
         "@0x/contracts-gen": "^2.0.40",
-        "@0x/contracts-test-utils": "^5.4.14",
-        "@0x/contracts-utils": "^4.8.4",
+        "@0x/contracts-test-utils": "^5.4.16",
+        "@0x/contracts-utils": "^4.8.6",
         "@0x/mesh-rpc-client": "^9.4.2",
-        "@0x/migrations": "^8.1.12",
+        "@0x/migrations": "^8.1.14",
         "@0x/sol-compiler": "^4.7.5",
         "@0x/subproviders": "^6.6.0",
         "@0x/ts-doc-gen": "^0.0.28",

packages/asset-swapper/src/constants.ts

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

packages/asset-swapper/src/index.ts

@@ -113,6 +113,7 @@ export {
     SwapQuoterError,
     SwapQuoterOpts,
     SwapQuoterRfqOpts,
+    SamplerMetrics,
 } from './types';
 export { affiliateFeeUtils } from './utils/affiliate_fee_utils';
 export {

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

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

packages/asset-swapper/src/types.ts

@@ -19,6 +19,7 @@ import {
     OptimizedMarketOrder,
     TokenAdjacencyGraph,
 } from './utils/market_operation_utils/types';
+export { SamplerMetrics } from './utils/market_operation_utils/types';
 import { ExtendedQuoteReportSources, PriceComparisonsReport, QuoteReport } from './utils/quote_report_generator';
 import { MetricsProxy } from './utils/quote_requestor';
 

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

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

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

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

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

@@ -30,6 +30,7 @@ import {
     KYBER_BRIDGED_LIQUIDITY_PREFIX,
     MAX_DODOV2_POOLS_QUERIED,
     MAX_KYBER_RESERVES_QUERIED,
+    MORPHEUSSWAP_ROUTER_BY_CHAIN_ID,
     MSTABLE_POOLS_BY_CHAIN_ID,
     NERVE_BSC_INFOS,
     NULL_ADDRESS,
@@ -488,6 +489,7 @@ export function uniswapV2LikeRouterAddress(
         | ERC20BridgeSource.TraderJoe
         | ERC20BridgeSource.Pangolin
         | ERC20BridgeSource.UbeSwap
+        | ERC20BridgeSource.MorpheusSwap
         | ERC20BridgeSource.SpookySwap
         | ERC20BridgeSource.SpiritSwap,
 ): string {
@@ -532,6 +534,8 @@ export function uniswapV2LikeRouterAddress(
             return TRADER_JOE_ROUTER_BY_CHAIN_ID[chainId];
         case ERC20BridgeSource.UbeSwap:
             return UBESWAP_ROUTER_BY_CHAIN_ID[chainId];
+        case ERC20BridgeSource.MorpheusSwap:
+            return MORPHEUSSWAP_ROUTER_BY_CHAIN_ID[chainId];
         case ERC20BridgeSource.SpookySwap:
             return SPOOKYSWAP_ROUTER_BY_CHAIN_ID[chainId];
         case ERC20BridgeSource.SpiritSwap:

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

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

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

@@ -7,7 +7,9 @@ import { TokenAdjacencyGraphBuilder } from '../token_adjacency_graph_builder';
 
 import { SourceFilters } from './source_filters';
 import {
+    AaveV2FillData,
     BancorFillData,
+    CompoundFillData,
     CurveFillData,
     CurveFunctionSelectors,
     CurveInfo,
@@ -59,6 +61,7 @@ function valueByChainId<T>(rest: Partial<{ [key in ChainId]: T }>, defaultValue:
         [ChainId.Avalanche]: defaultValue,
         [ChainId.Fantom]: defaultValue,
         [ChainId.Celo]: defaultValue,
+        [ChainId.Optimism]: defaultValue,
         ...(rest || {}),
     };
 }
@@ -101,6 +104,9 @@ export const SELL_SOURCE_FILTER_BY_CHAIN_ID = valueByChainId<SourceFilters>(
             ERC20BridgeSource.UniswapV3,
             ERC20BridgeSource.CurveV2,
             ERC20BridgeSource.ShibaSwap,
+            // TODO: enable after FQT has been redeployed on Ethereum mainnet
+            // ERC20BridgeSource.AaveV2,
+            // ERC20BridgeSource.Compound,
         ]),
         [ChainId.Ropsten]: new SourceFilters([
             ERC20BridgeSource.Kyber,
@@ -138,6 +144,7 @@ export const SELL_SOURCE_FILTER_BY_CHAIN_ID = valueByChainId<SourceFilters>(
             ERC20BridgeSource.JetSwap,
             ERC20BridgeSource.ACryptos,
             ERC20BridgeSource.KyberDmm,
+            ERC20BridgeSource.Native,
         ]),
         [ChainId.Polygon]: new SourceFilters([
             ERC20BridgeSource.SushiSwap,
@@ -159,6 +166,9 @@ export const SELL_SOURCE_FILTER_BY_CHAIN_ID = valueByChainId<SourceFilters>(
             ERC20BridgeSource.MultiHop,
             ERC20BridgeSource.JetSwap,
             ERC20BridgeSource.IronSwap,
+            ERC20BridgeSource.AaveV2,
+            ERC20BridgeSource.UniswapV3,
+            ERC20BridgeSource.Native,
         ]),
         [ChainId.Avalanche]: new SourceFilters([
             ERC20BridgeSource.MultiHop,
@@ -168,11 +178,15 @@ export const SELL_SOURCE_FILTER_BY_CHAIN_ID = valueByChainId<SourceFilters>(
             ERC20BridgeSource.Curve,
             ERC20BridgeSource.CurveV2,
             ERC20BridgeSource.KyberDmm,
+            ERC20BridgeSource.AaveV2,
         ]),
         [ChainId.Fantom]: new SourceFilters([
             ERC20BridgeSource.MultiHop,
+            ERC20BridgeSource.Beethovenx,
             ERC20BridgeSource.Curve,
             ERC20BridgeSource.CurveV2,
+            ERC20BridgeSource.JetSwap,
+            ERC20BridgeSource.MorpheusSwap,
             ERC20BridgeSource.SpiritSwap,
             ERC20BridgeSource.SpookySwap,
             ERC20BridgeSource.SushiSwap,
@@ -182,6 +196,7 @@ export const SELL_SOURCE_FILTER_BY_CHAIN_ID = valueByChainId<SourceFilters>(
             ERC20BridgeSource.SushiSwap,
             ERC20BridgeSource.MultiHop,
         ]),
+        [ChainId.Optimism]: new SourceFilters([ERC20BridgeSource.UniswapV3]),
     },
     new SourceFilters([]),
 );
@@ -224,6 +239,9 @@ export const BUY_SOURCE_FILTER_BY_CHAIN_ID = valueByChainId<SourceFilters>(
             ERC20BridgeSource.UniswapV3,
             ERC20BridgeSource.CurveV2,
             ERC20BridgeSource.ShibaSwap,
+            // TODO: enable after FQT has been redeployed on Ethereum mainnet
+            // ERC20BridgeSource.AaveV2,
+            // ERC20BridgeSource.Compound,
         ]),
         [ChainId.Ropsten]: new SourceFilters([
             ERC20BridgeSource.Kyber,
@@ -261,6 +279,7 @@ export const BUY_SOURCE_FILTER_BY_CHAIN_ID = valueByChainId<SourceFilters>(
             ERC20BridgeSource.JetSwap,
             ERC20BridgeSource.ACryptos,
             ERC20BridgeSource.KyberDmm,
+            ERC20BridgeSource.Native,
         ]),
         [ChainId.Polygon]: new SourceFilters([
             ERC20BridgeSource.SushiSwap,
@@ -282,6 +301,9 @@ export const BUY_SOURCE_FILTER_BY_CHAIN_ID = valueByChainId<SourceFilters>(
             ERC20BridgeSource.MultiHop,
             ERC20BridgeSource.JetSwap,
             ERC20BridgeSource.IronSwap,
+            ERC20BridgeSource.AaveV2,
+            ERC20BridgeSource.UniswapV3,
+            ERC20BridgeSource.Native,
         ]),
         [ChainId.Avalanche]: new SourceFilters([
             ERC20BridgeSource.MultiHop,
@@ -291,11 +313,15 @@ export const BUY_SOURCE_FILTER_BY_CHAIN_ID = valueByChainId<SourceFilters>(
             ERC20BridgeSource.Curve,
             ERC20BridgeSource.CurveV2,
             ERC20BridgeSource.KyberDmm,
+            ERC20BridgeSource.AaveV2,
         ]),
         [ChainId.Fantom]: new SourceFilters([
             ERC20BridgeSource.MultiHop,
+            ERC20BridgeSource.Beethovenx,
             ERC20BridgeSource.Curve,
             ERC20BridgeSource.CurveV2,
+            ERC20BridgeSource.JetSwap,
+            ERC20BridgeSource.MorpheusSwap,
             ERC20BridgeSource.SpiritSwap,
             ERC20BridgeSource.SpookySwap,
             ERC20BridgeSource.SushiSwap,
@@ -305,6 +331,7 @@ export const BUY_SOURCE_FILTER_BY_CHAIN_ID = valueByChainId<SourceFilters>(
             ERC20BridgeSource.SushiSwap,
             ERC20BridgeSource.MultiHop,
         ]),
+        [ChainId.Optimism]: new SourceFilters([ERC20BridgeSource.UniswapV3]),
     },
     new SourceFilters([]),
 );
@@ -322,10 +349,11 @@ export const FEE_QUOTE_SOURCES_BY_CHAIN_ID = valueByChainId<ERC20BridgeSource[]>
         [ChainId.Mainnet]: [ERC20BridgeSource.UniswapV2, ERC20BridgeSource.SushiSwap, ERC20BridgeSource.UniswapV3],
         [ChainId.BSC]: [ERC20BridgeSource.PancakeSwap, ERC20BridgeSource.Mooniswap, ERC20BridgeSource.SushiSwap],
         [ChainId.Ropsten]: [ERC20BridgeSource.UniswapV2, ERC20BridgeSource.SushiSwap],
-        [ChainId.Polygon]: [ERC20BridgeSource.QuickSwap, ERC20BridgeSource.SushiSwap],
+        [ChainId.Polygon]: [ERC20BridgeSource.QuickSwap, ERC20BridgeSource.SushiSwap, ERC20BridgeSource.UniswapV3],
         [ChainId.Avalanche]: [ERC20BridgeSource.Pangolin, ERC20BridgeSource.TraderJoe, ERC20BridgeSource.SushiSwap],
         [ChainId.Fantom]: [ERC20BridgeSource.SpiritSwap, ERC20BridgeSource.SpookySwap, ERC20BridgeSource.SushiSwap],
         [ChainId.Celo]: [ERC20BridgeSource.UbeSwap, ERC20BridgeSource.SushiSwap],
+        [ChainId.Optimism]: [ERC20BridgeSource.UniswapV3],
     },
     [],
 );
@@ -422,9 +450,16 @@ export const MAINNET_TOKENS = {
     // StableSwap "open pools" (crv.finance)
     STABLEx: '0xcd91538b91b4ba7797d39a2f66e63810b50a33d0',
     alUSD: '0xbc6da0fe9ad5f3b0d58160288917aa56653660e9',
+    // Frax ecosystem
     FRAX: '0x853d955acef822db058eb8505911ed77f175b99e',
+    FXS: '0x3432b6a60d23ca0dfca7761b7ab56459d9c964d0',
+    OHM: '0x383518188c0c6d7730d91b2c03a03c837814a899',
+    //
     LUSD: '0x5f98805a4e8be255a32880fdec7f6728c6568ba0',
+    // Fei Ecosystem
     FEI: '0x956f47f50a910163d8bf957cf5846d573e7f87ca',
+    TRIBE: '0xc7283b66eb1eb5fb86327f08e1b5816b0720212b',
+    //
     DSU: '0x605d26fbd5be761089281d5cec2ce86eea667109',
     ESS: '0x24ae124c4cc33d6791f8e8b63520ed7107ac8b3e',
     cvxCRV: '0x62b9c7356a2dc64a1969e19c23e4f579f9810aa7',
@@ -479,9 +514,23 @@ export const AVALANCHE_TOKENS = {
 };
 
 export const CELO_TOKENS = {
-    WETH: '0xe919f65739c26a42616b7b8eedc6b5524d1e3ac4',
-    CELO: '0x471ece3750da237f93b8e339c536989b8978a438',
-    mCUSD: '0x64defa3544c695db8c535d289d843a189aa26b98',
+    WCELO: '0x471ece3750da237f93b8e339c536989b8978a438',
+    // Some of these tokens are Optics bridge? tokens which
+    // had an issue and migrated from v1 to v2
+    WETHv1: '0xe919f65739c26a42616b7b8eedc6b5524d1e3ac4',
+    WETH: '0x122013fd7df1c6f636a5bb8f03108e876548b455',
+    WBTC: '0xbaab46e28388d2779e6e31fd00cf0e5ad95e327b',
+    cUSD: '0x765de816845861e75a25fca122bb6898b8b1282a',
+    // ??
+    WBTCv1: '0xd629eb00deced2a080b7ec630ef6ac117e614f1b',
+    cETH: '0x2def4285787d58a2f811af24755a8150622f4361',
+    UBE: '0x00be915b9dcf56a3cbe739d9b9c202ca692409ec',
+    // Moolah
+    mCELO: '0x7d00cd74ff385c955ea3d79e47bf06bd7386387d',
+    mCUSD: '0x918146359264c492bd6934071c6bd31c854edbc3',
+    mCEUR: '0xe273ad7ee11dcfaa87383ad5977ee1504ac07568',
+    amCUSD: '0x64defa3544c695db8c535d289d843a189aa26b98',
+    MOO: '0x17700282592d6917f6a73d0bf8accf4d578c131e',
 };
 
 export const FANTOM_TOKENS = {
@@ -494,6 +543,14 @@ export const FANTOM_TOKENS = {
     renBTC: '0xdbf31df14b66535af65aac99c32e9ea844e14501',
 };
 
+export const OPTIMISM_TOKENS = {
+    WETH: '0x4200000000000000000000000000000000000006',
+    USDC: '0x7f5c764cbc14f9669b88837ca1490cca17c31607',
+    USDT: '0x94b008aa00579c1307b0ef2c499ad98a8ce58e58',
+    DAI: '0xda10009cbd5d07dd0cecc66161fc93d7c9000da1',
+    WBTC: '0x68f180fcce6836688e9084f035309e29bf0a2095',
+};
+
 export const CURVE_POOLS = {
     compound: '0xa2b47e3d5c44877cca798226b7b8118f9bfb7a56', // 0.Compound
     // 1.USDT is dead
@@ -538,6 +595,7 @@ export const CURVE_POOLS = {
     cvxcrv: '0x9d0464996170c6b9e75eed71c68b99ddedf279e8',
     mim: '0x5a6a4d54456819380173272a5e8e9b9904bdf41b',
     eurt: '0xfd5db7463a3ab53fd211b4af195c5bccc1a03890',
+    ethcrv: '0x8301ae4fc9c624d1d396cbdaa1ed877821d7c511',
 };
 
 export const CURVE_V2_POOLS = {
@@ -673,7 +731,8 @@ export const DEFAULT_INTERMEDIATE_TOKENS_BY_CHAIN_ID = valueByChainId<string[]>(
             AVALANCHE_TOKENS.USDC,
         ],
         [ChainId.Fantom]: [FANTOM_TOKENS.WFTM, FANTOM_TOKENS.WETH, FANTOM_TOKENS.DAI, FANTOM_TOKENS.USDC],
-        [ChainId.Celo]: [CELO_TOKENS.mCUSD, CELO_TOKENS.WETH, CELO_TOKENS.CELO],
+        [ChainId.Celo]: [CELO_TOKENS.WCELO, CELO_TOKENS.mCUSD, CELO_TOKENS.WETH, CELO_TOKENS.amCUSD, CELO_TOKENS.WBTC],
+        [ChainId.Optimism]: [OPTIMISM_TOKENS.WETH, OPTIMISM_TOKENS.DAI, OPTIMISM_TOKENS.USDC],
     },
     [],
 );
@@ -690,6 +749,11 @@ export const DEFAULT_TOKEN_ADJACENCY_GRAPH_BY_CHAIN_ID = valueByChainId<TokenAdj
                 builder.add(MAINNET_TOKENS.MIR, MAINNET_TOKENS.UST);
                 // Convex and Curve
                 builder.add(MAINNET_TOKENS.cvxCRV, MAINNET_TOKENS.CRV).add(MAINNET_TOKENS.CRV, MAINNET_TOKENS.cvxCRV);
+                // FEI TRIBE liquid in UniV2
+                builder.add(MAINNET_TOKENS.FEI, MAINNET_TOKENS.TRIBE).add(MAINNET_TOKENS.TRIBE, MAINNET_TOKENS.FEI);
+                // FRAX ecosystem
+                builder.add(MAINNET_TOKENS.FRAX, MAINNET_TOKENS.FXS).add(MAINNET_TOKENS.FXS, MAINNET_TOKENS.FRAX);
+                builder.add(MAINNET_TOKENS.FRAX, MAINNET_TOKENS.OHM).add(MAINNET_TOKENS.OHM, MAINNET_TOKENS.FRAX);
             })
             // Build
             .build(),
@@ -708,6 +772,9 @@ export const DEFAULT_TOKEN_ADJACENCY_GRAPH_BY_CHAIN_ID = valueByChainId<TokenAdj
         [ChainId.Celo]: new TokenAdjacencyGraphBuilder({
             default: DEFAULT_INTERMEDIATE_TOKENS_BY_CHAIN_ID[ChainId.Celo],
         }).build(),
+        [ChainId.Optimism]: new TokenAdjacencyGraphBuilder({
+            default: DEFAULT_INTERMEDIATE_TOKENS_BY_CHAIN_ID[ChainId.Optimism],
+        }).build(),
     },
     new TokenAdjacencyGraphBuilder({ default: [] }).build(),
 );
@@ -724,6 +791,7 @@ export const NATIVE_FEE_TOKEN_BY_CHAIN_ID = valueByChainId<string>(
         [ChainId.Avalanche]: getContractAddressesForChainOrThrow(ChainId.Avalanche).etherToken,
         [ChainId.Fantom]: getContractAddressesForChainOrThrow(ChainId.Fantom).etherToken,
         [ChainId.Celo]: getContractAddressesForChainOrThrow(ChainId.Celo).etherToken,
+        [ChainId.Optimism]: getContractAddressesForChainOrThrow(ChainId.Optimism).etherToken,
     },
     NULL_ADDRESS,
 );
@@ -998,6 +1066,17 @@ export const CURVE_MAINNET_INFOS: { [name: string]: CurveInfo } = {
         pool: CURVE_POOLS.cvxcrv,
         gasSchedule: 105e3,
     }),
+    [CURVE_POOLS.ethcrv]: {
+        ...createCurveExchangePool({
+            // This pool uses ETH
+            tokens: [MAINNET_TOKENS.WETH, MAINNET_TOKENS.CRV],
+            pool: CURVE_POOLS.ethcrv,
+            gasSchedule: 350e3,
+        }),
+        // This pool has a custom get_dy and exchange selector with uint256
+        sellQuoteFunctionSelector: CurveFunctionSelectors.get_dy_uint256,
+        exchangeFunctionSelector: CurveFunctionSelectors.exchange_underlying_uint256,
+    },
 };
 
 export const CURVE_V2_MAINNET_INFOS: { [name: string]: CurveInfo } = {
@@ -1396,7 +1475,7 @@ export const SUSHISWAP_ROUTER_BY_CHAIN_ID = valueByChainId<string>(
         [ChainId.Polygon]: '0x1b02da8cb0d097eb8d57a175b88c7d8b47997506',
         [ChainId.Avalanche]: '0x1b02da8cb0d097eb8d57a175b88c7d8b47997506',
         [ChainId.Fantom]: '0x1b02da8cb0d097eb8d57a175b88c7d8b47997506',
-        [ChainId.Celo]: '0x1b02da8cb0d097eb8d57a175b88c7d8b47997506',
+        [ChainId.Celo]: '0x1421bde4b10e8dd459b3bcb598810b1337d56842',
     },
     NULL_ADDRESS,
 );
@@ -1618,6 +1697,13 @@ export const BALANCER_V2_VAULT_ADDRESS_BY_CHAIN = valueByChainId<string>(
     NULL_ADDRESS,
 );
 
+export const BEETHOVEN_X_VAULT_ADDRESS_BY_CHAIN = valueByChainId<string>(
+    {
+        [ChainId.Fantom]: '0x20dd72ed959b6147912c2e529f0a0c651c33c9ce',
+    },
+    NULL_ADDRESS,
+);
+
 export const LIDO_INFO_BY_CHAIN = valueByChainId<LidoInfo>(
     {
         [ChainId.Mainnet]: {
@@ -1642,6 +1728,13 @@ export const BALANCER_V2_SUBGRAPH_URL_BY_CHAIN = valueByChainId<string>(
     'https://api.thegraph.com/subgraphs/name/balancer-labs/balancer-v2',
 );
 
+export const BEETHOVEN_X_SUBGRAPH_URL_BY_CHAIN = valueByChainId<string>(
+    {
+        [ChainId.Fantom]: 'https://graph-node.beets-ftm-node.com/subgraphs/name/beethovenx',
+    },
+    'https://graph-node.beets-ftm-node.com/subgraphs/name/beethovenx',
+);
+
 export const UNISWAPV3_CONFIG_BY_CHAIN_ID = valueByChainId(
     {
         [ChainId.Mainnet]: {
@@ -1652,10 +1745,36 @@ export const UNISWAPV3_CONFIG_BY_CHAIN_ID = valueByChainId(
             quoter: '0x2f9e608fd881861b8916257b76613cb22ee0652c',
             router: '0x03782388516e94fcd4c18666303601a12aa729ea',
         },
+        [ChainId.Polygon]: {
+            quoter: '0xb27308f9f90d607463bb33ea1bebb41c27ce5ab6',
+            router: '0xe592427a0aece92de3edee1f18e0157c05861564',
+        },
+        [ChainId.Optimism]: {
+            quoter: '0xb27308f9f90d607463bb33ea1bebb41c27ce5ab6',
+            router: '0xe592427a0aece92de3edee1f18e0157c05861564',
+        },
     },
     { quoter: NULL_ADDRESS, router: NULL_ADDRESS },
 );
 
+export const AAVE_V2_SUBGRAPH_URL_BY_CHAIN_ID = valueByChainId(
+    {
+        // TODO: enable after FQT has been redeployed on Ethereum mainnet
+        // [ChainId.Mainnet]: 'https://api.thegraph.com/subgraphs/name/aave/protocol-v2',
+        [ChainId.Polygon]: 'https://api.thegraph.com/subgraphs/name/aave/aave-v2-matic',
+        [ChainId.Avalanche]: 'https://api.thegraph.com/subgraphs/name/aave/protocol-v2-avalanche',
+    },
+    null,
+);
+
+export const COMPOUND_API_URL_BY_CHAIN_ID = valueByChainId(
+    {
+        // TODO: enable after FQT has been redeployed on Ethereum mainnet
+        // [ChainId.Mainnet]: 'https://api.compound.finance/api/v2',
+    },
+    null,
+);
+
 //
 // BSC
 //
@@ -1752,6 +1871,7 @@ export const JETSWAP_ROUTER_BY_CHAIN_ID = valueByChainId<string>(
     {
         [ChainId.BSC]: '0xbe65b8f75b9f20f4c522e0067a3887fada714800',
         [ChainId.Polygon]: '0x5c6ec38fb0e2609672bdf628b1fd605a523e5923',
+        [ChainId.Fantom]: '0x845e76a8691423fbc4ecb8dd77556cb61c09ee25',
     },
     NULL_ADDRESS,
 );
@@ -1777,6 +1897,13 @@ export const UBESWAP_ROUTER_BY_CHAIN_ID = valueByChainId<string>(
     NULL_ADDRESS,
 );
 
+export const MORPHEUSSWAP_ROUTER_BY_CHAIN_ID = valueByChainId<string>(
+    {
+        [ChainId.Fantom]: '0x8ac868293d97761a1fed6d4a01e9ff17c5594aa3',
+    },
+    NULL_ADDRESS,
+);
+
 export const SPIRITSWAP_ROUTER_BY_CHAIN_ID = valueByChainId<string>(
     {
         [ChainId.Fantom]: '0x16327e3fbdaca3bcf7e38f5af2599d2ddc33ae52',
@@ -1913,6 +2040,21 @@ export const DEFAULT_GAS_SCHEDULE: Required<FeeSchedule> = {
         return gas;
     },
     [ERC20BridgeSource.Lido]: () => 226e3,
+    [ERC20BridgeSource.AaveV2]: (fillData?: FillData) => {
+        const aaveFillData = fillData as AaveV2FillData;
+        // NOTE: The Aave deposit method is more expensive than the withdraw
+        return aaveFillData.takerToken === aaveFillData.underlyingToken ? 400e3 : 300e3;
+    },
+    [ERC20BridgeSource.Compound]: (fillData?: FillData) => {
+        // NOTE: cETH is handled differently than other cTokens
+        const wethAddress = NATIVE_FEE_TOKEN_BY_CHAIN_ID[ChainId.Mainnet];
+        const compoundFillData = fillData as CompoundFillData;
+        if (compoundFillData.takerToken === compoundFillData.cToken) {
+            return compoundFillData.makerToken === wethAddress ? 120e3 : 150e3;
+        } else {
+            return compoundFillData.takerToken === wethAddress ? 210e3 : 250e3;
+        }
+    },
 
     //
     // BSC
@@ -1950,8 +2092,10 @@ export const DEFAULT_GAS_SCHEDULE: Required<FeeSchedule> = {
     //
     // Fantom
     //
+    [ERC20BridgeSource.MorpheusSwap]: uniswapV2CloneGasSchedule,
     [ERC20BridgeSource.SpiritSwap]: uniswapV2CloneGasSchedule,
     [ERC20BridgeSource.SpookySwap]: uniswapV2CloneGasSchedule,
+    [ERC20BridgeSource.Beethovenx]: () => 100e3,
 };
 
 export const DEFAULT_FEE_SCHEDULE: Required<FeeSchedule> = { ...DEFAULT_GAS_SCHEDULE };
@@ -1977,4 +2121,5 @@ export const DEFAULT_GET_MARKET_ORDERS_OPTS: Omit<GetMarketOrdersOpts, 'gasPrice
     shouldGenerateQuoteReport: true,
     shouldIncludePriceComparisonsReport: false,
     tokenAdjacencyGraph: { default: [] },
+    neonRouterNumSamples: 14,
 };

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

@@ -158,6 +158,8 @@ export class MarketOperationUtils {
 
         // Call the sampler contract.
         const samplerPromise = this._sampler.executeAsync(
+            this._sampler.getBlockNumber(),
+            this._sampler.getGasLeft(),
             this._sampler.getTokenDecimals([makerToken, takerToken]),
             // Get native order fillable amounts.
             this._sampler.getLimitOrderFillableTakerAmounts(nativeOrders, this.contractAddresses.exchangeProxy),
@@ -184,6 +186,7 @@ export class MarketOperationUtils {
                 takerAmount,
             ),
             this._sampler.isAddressContract(txOrigin),
+            this._sampler.getGasLeft(),
         );
 
         // Refresh the cached pools asynchronously if required
@@ -191,6 +194,8 @@ export class MarketOperationUtils {
 
         const [
             [
+                blockNumber,
+                gasBefore,
                 tokenDecimals,
                 orderFillableTakerAmounts,
                 outputAmountPerEth,
@@ -198,9 +203,14 @@ export class MarketOperationUtils {
                 dexQuotes,
                 rawTwoHopQuotes,
                 isTxOriginContract,
+                gasAfter,
             ],
         ] = await Promise.all([samplerPromise]);
 
+        // Log the gas metrics
+        _opts.samplerMetrics?.logGasDetails({ gasBefore, gasAfter });
+        _opts.samplerMetrics?.logBlockNumber(blockNumber);
+
         // Filter out any invalid two hop quotes where we couldn't find a route
         const twoHopQuotes = rawTwoHopQuotes.filter(
             q => q && q.fillData && q.fillData.firstHopSource && q.fillData.secondHopSource,
@@ -433,6 +443,7 @@ export class MarketOperationUtils {
                             feeSchedule: _opts.feeSchedule,
                             allowFallback: _opts.allowFallback,
                             gasPrice: _opts.gasPrice,
+                            neonRouterNumSamples: _opts.neonRouterNumSamples,
                         },
                     );
                     return optimizerResult;
@@ -521,9 +532,18 @@ export class MarketOperationUtils {
                 penaltyOpts,
                 opts.feeSchedule,
                 this._sampler.chainId,
+                opts.neonRouterNumSamples,
+                opts.samplerMetrics,
             );
         } else {
-            optimalPath = await findOptimalPathJSAsync(side, fills, inputAmount, opts.runLimit, penaltyOpts);
+            optimalPath = await findOptimalPathJSAsync(
+                side,
+                fills,
+                inputAmount,
+                opts.runLimit,
+                opts.samplerMetrics,
+                penaltyOpts,
+            );
         }
 
         const optimalPathRate = optimalPath ? optimalPath.adjustedRate() : ZERO_AMOUNT;
@@ -586,6 +606,8 @@ export class MarketOperationUtils {
             allowFallback: _opts.allowFallback,
             exchangeProxyOverhead: _opts.exchangeProxyOverhead,
             gasPrice: _opts.gasPrice,
+            neonRouterNumSamples: _opts.neonRouterNumSamples,
+            samplerMetrics: _opts.samplerMetrics,
         };
 
         if (nativeOrders.length === 0) {
@@ -796,6 +818,8 @@ export class MarketOperationUtils {
                     sturdyPenaltyOpts,
                     opts.feeSchedule,
                     this._sampler.chainId,
+                    opts.neonRouterNumSamples,
+                    undefined, // hack: set sampler metrics to undefined to avoid fallback timings
                 );
             } else {
                 const sturdyFills = fills.filter(p => p.length > 0 && !fragileSources.includes(p[0].source));
@@ -804,6 +828,7 @@ export class MarketOperationUtils {
                     sturdyFills,
                     inputAmount,
                     opts.runLimit,
+                    undefined, // hack: set sampler metrics to undefined to avoid fallback timings
                     sturdyPenaltyOpts,
                 );
             }

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

@@ -5,11 +5,13 @@ import { AssetSwapperContractAddresses, MarketOperation } from '../../types';
 
 import { MAX_UINT256, ZERO_AMOUNT } from './constants';
 import {
+    AaveV2FillData,
     AggregationError,
     BalancerFillData,
     BalancerV2FillData,
     BancorFillData,
     CollapsedFill,
+    CompoundFillData,
     CurveFillData,
     DexSample,
     DODOFillData,
@@ -186,10 +188,18 @@ export function getErc20BridgeSourceToBridgeSource(source: ERC20BridgeSource): s
             return encodeBridgeSourceId(BridgeProtocol.UniswapV2, 'TraderJoe');
         case ERC20BridgeSource.UbeSwap:
             return encodeBridgeSourceId(BridgeProtocol.UniswapV2, 'UbeSwap');
+        case ERC20BridgeSource.Beethovenx:
+            return encodeBridgeSourceId(BridgeProtocol.BalancerV2, 'Beethovenx');
         case ERC20BridgeSource.SpiritSwap:
             return encodeBridgeSourceId(BridgeProtocol.UniswapV2, 'SpiritSwap');
         case ERC20BridgeSource.SpookySwap:
             return encodeBridgeSourceId(BridgeProtocol.UniswapV2, 'SpookySwap');
+        case ERC20BridgeSource.MorpheusSwap:
+            return encodeBridgeSourceId(BridgeProtocol.UniswapV2, 'MorpheusSwap');
+        case ERC20BridgeSource.AaveV2:
+            return encodeBridgeSourceId(BridgeProtocol.AaveV2, 'AaveV2');
+        case ERC20BridgeSource.Compound:
+            return encodeBridgeSourceId(BridgeProtocol.Compound, 'Compound');
         default:
             throw new Error(AggregationError.NoBridgeForSource);
     }
@@ -238,6 +248,7 @@ export function createBridgeDataForBridgeOrder(order: OptimizedMarketBridgeOrder
             bridgeData = encoder.encode([balancerFillData.poolAddress]);
             break;
         case ERC20BridgeSource.BalancerV2:
+        case ERC20BridgeSource.Beethovenx:
             const balancerV2FillData = (order as OptimizedMarketBridgeOrder<BalancerV2FillData>).fillData;
             const { vault, poolId } = balancerV2FillData;
             bridgeData = encoder.encode([vault, poolId]);
@@ -269,6 +280,7 @@ export function createBridgeDataForBridgeOrder(order: OptimizedMarketBridgeOrder
         case ERC20BridgeSource.UbeSwap:
         case ERC20BridgeSource.SpiritSwap:
         case ERC20BridgeSource.SpookySwap:
+        case ERC20BridgeSource.MorpheusSwap:
             const uniswapV2FillData = (order as OptimizedMarketBridgeOrder<UniswapV2FillData>).fillData;
             bridgeData = encoder.encode([uniswapV2FillData.router, uniswapV2FillData.tokenAddressPath]);
             break;
@@ -333,6 +345,15 @@ export function createBridgeDataForBridgeOrder(order: OptimizedMarketBridgeOrder
             const lidoFillData = (order as OptimizedMarketBridgeOrder<LidoFillData>).fillData;
             bridgeData = encoder.encode([lidoFillData.stEthTokenAddress]);
             break;
+        case ERC20BridgeSource.AaveV2:
+            const aaveFillData = (order as OptimizedMarketBridgeOrder<AaveV2FillData>).fillData;
+            bridgeData = encoder.encode([aaveFillData.lendingPool, aaveFillData.aToken]);
+            break;
+        case ERC20BridgeSource.Compound:
+            const compoundFillData = (order as OptimizedMarketBridgeOrder<CompoundFillData>).fillData;
+            bridgeData = encoder.encode([compoundFillData.cToken]);
+            break;
+
         default:
             throw new Error(AggregationError.NoBridgeForSource);
     }
@@ -461,6 +482,7 @@ export const BRIDGE_ENCODERS: {
     [ERC20BridgeSource.TraderJoe]: routerAddressPathEncoder,
     [ERC20BridgeSource.SpiritSwap]: routerAddressPathEncoder,
     [ERC20BridgeSource.SpookySwap]: routerAddressPathEncoder,
+    [ERC20BridgeSource.MorpheusSwap]: routerAddressPathEncoder,
     // Celo
     [ERC20BridgeSource.UbeSwap]: routerAddressPathEncoder,
     // BSC
@@ -490,12 +512,15 @@ export const BRIDGE_ENCODERS: {
     // Custom integrations
     [ERC20BridgeSource.MakerPsm]: makerPsmEncoder,
     [ERC20BridgeSource.BalancerV2]: balancerV2Encoder,
+    [ERC20BridgeSource.Beethovenx]: balancerV2Encoder,
     [ERC20BridgeSource.UniswapV3]: AbiEncoder.create([
         { name: 'router', type: 'address' },
         { name: 'path', type: 'bytes' },
     ]),
     [ERC20BridgeSource.KyberDmm]: AbiEncoder.create('(address,address[],address[])'),
     [ERC20BridgeSource.Lido]: AbiEncoder.create('(address)'),
+    [ERC20BridgeSource.AaveV2]: AbiEncoder.create('(address,address)'),
+    [ERC20BridgeSource.Compound]: AbiEncoder.create('(address)'),
 };
 
 function getFillTokenAmounts(fill: CollapsedFill, side: MarketOperation): [BigNumber, BigNumber] {

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

@@ -5,19 +5,17 @@ import { BigNumber } from '@0x/utils';
 import * as _ from 'lodash';
 import { performance } from 'perf_hooks';
 
-import { DEFAULT_INFO_LOGGER } from '../../constants';
 import { MarketOperation, NativeOrderWithFillableAmounts } from '../../types';
 import { VIP_ERC20_BRIDGE_SOURCES_BY_CHAIN_ID } from '../market_operation_utils/constants';
 
 import { dexSamplesToFills, ethToOutputAmount, nativeOrdersToFills } from './fills';
 import { DEFAULT_PATH_PENALTY_OPTS, Path, PathPenaltyOpts } from './path';
 import { getRate } from './rate_utils';
-import { DexSample, ERC20BridgeSource, FeeSchedule, Fill, FillData } from './types';
+import { DexSample, ERC20BridgeSource, FeeSchedule, Fill, FillData, SamplerMetrics } from './types';
 
 // tslint:disable: prefer-for-of custom-no-magic-numbers completed-docs no-bitwise
 
 const RUN_LIMIT_DECAY_FACTOR = 0.5;
-const RUST_ROUTER_NUM_SAMPLES = 200;
 const FILL_QUOTE_TRANSFORMER_GAS_OVERHEAD = new BigNumber(150e3);
 // NOTE: The Rust router will panic with less than 3 samples
 const MIN_NUM_SAMPLE_INPUTS = 3;
@@ -69,21 +67,6 @@ function calculateOuputFee(
     }
 }
 
-// Use linear interpolation to approximate the output
-// at a certain input somewhere between the two samples
-// See https://en.wikipedia.org/wiki/Linear_interpolation
-const interpolateOutputFromSamples = (
-    left: { input: BigNumber; output: BigNumber },
-    right: { input: BigNumber; output: BigNumber },
-    targetInput: BigNumber,
-): BigNumber =>
-    left.output.plus(
-        right.output
-            .minus(left.output)
-            .dividedBy(right.input.minus(left.input))
-            .times(targetInput.minus(left.input)),
-    );
-
 function findRoutesAndCreateOptimalPath(
     side: MarketOperation,
     samples: DexSample[][],
@@ -91,21 +74,10 @@ function findRoutesAndCreateOptimalPath(
     input: BigNumber,
     opts: PathPenaltyOpts,
     fees: FeeSchedule,
+    neonRouterNumSamples: number,
 ): Path | undefined {
     const createFill = (sample: DexSample) =>
         dexSamplesToFills(side, [sample], opts.outputAmountPerEth, opts.inputAmountPerEth, fees)[0];
-    // Track sample id's to integers (required by rust router)
-    const sampleIdLookup: { [key: string]: number } = {};
-    let sampleIdCounter = 0;
-    const sampleToId = (source: ERC20BridgeSource, index: number): number => {
-        const key = `${source}-${index}`;
-        if (sampleIdLookup[key]) {
-            return sampleIdLookup[key];
-        } else {
-            sampleIdLookup[key] = ++sampleIdCounter;
-            return sampleIdLookup[key];
-        }
-    };
 
     const samplesAndNativeOrdersWithResults: Array<DexSample[] | NativeOrderWithFillableAmounts[]> = [];
     const serializedPaths: SerializedPath[] = [];
@@ -131,7 +103,7 @@ function findRoutesAndCreateOptimalPath(
         // TODO(kimpers): Do we need to handle 0 entries, from eg Kyber?
         const serializedPath = singleSourceSamplesWithOutput.reduce<SerializedPath>(
             (memo, sample, sampleIdx) => {
-                memo.ids.push(sampleToId(sample.source, sampleIdx));
+                memo.ids.push(`${sample.source}-${serializedPaths.length}-${sampleIdx}`);
                 memo.inputs.push(sample.input.integerValue().toNumber());
                 memo.outputs.push(sample.output.integerValue().toNumber());
                 memo.outputFees.push(
@@ -188,7 +160,7 @@ function findRoutesAndCreateOptimalPath(
             .toNumber();
         const outputFees = [fee, fee, fee];
         // NOTE: ids can be the same for all fake samples
-        const id = sampleToId(ERC20BridgeSource.Native, idx);
+        const id = `${ERC20BridgeSource.Native}-${serializedPaths.length}-${idx}`;
         const ids = [id, id, id];
 
         const serializedPath: SerializedPath = {
@@ -212,30 +184,32 @@ function findRoutesAndCreateOptimalPath(
         pathsIn: serializedPaths,
     };
 
-    const before = performance.now();
     const allSourcesRustRoute = new Float64Array(rustArgs.pathsIn.length);
-    route(rustArgs, allSourcesRustRoute, RUST_ROUTER_NUM_SAMPLES);
-    DEFAULT_INFO_LOGGER(
-        { router: 'neon-router', performanceMs: performance.now() - before, type: 'real' },
-        'Rust router real routing performance',
-    );
-
+    const strategySourcesOutputAmounts = new Float64Array(rustArgs.pathsIn.length);
+    route(rustArgs, allSourcesRustRoute, strategySourcesOutputAmounts, neonRouterNumSamples);
     assert.assert(
         rustArgs.pathsIn.length === allSourcesRustRoute.length,
         'different number of sources in the Router output than the input',
     );
+    assert.assert(
+        rustArgs.pathsIn.length === strategySourcesOutputAmounts.length,
+        'different number of sources in the Router output amounts results than the input',
+    );
 
-    const routesAndSamples = _.zip(allSourcesRustRoute, samplesAndNativeOrdersWithResults);
-
+    const routesAndSamplesAndOutputs = _.zip(
+        allSourcesRustRoute,
+        samplesAndNativeOrdersWithResults,
+        strategySourcesOutputAmounts,
+    );
     const adjustedFills: Fill[] = [];
     const totalRoutedAmount = BigNumber.sum(...allSourcesRustRoute);
 
     const scale = input.dividedBy(totalRoutedAmount);
-    for (const [routeInput, routeSamplesAndNativeOrders] of routesAndSamples) {
-        if (!routeInput || !routeSamplesAndNativeOrders) {
+    for (const [routeInput, routeSamplesAndNativeOrders, outputAmount] of routesAndSamplesAndOutputs) {
+        if (!routeInput || !routeSamplesAndNativeOrders || !outputAmount || !Number.isFinite(outputAmount)) {
             continue;
         }
-        // TODO(kimpers): [TKR-241] amounts are sometimes clipped in the router due to precisions loss for number/f64
+        // TODO(kimpers): [TKR-241] amounts are sometimes clipped in the router due to precision loss for number/f64
         // we can work around it by scaling it and rounding up. However now we end up with a total amount of a couple base units too much
         const rustInputAdjusted = BigNumber.min(
             new BigNumber(routeInput).multipliedBy(scale).integerValue(BigNumber.ROUND_CEIL),
@@ -270,22 +244,13 @@ function findRoutesAndCreateOptimalPath(
                 fill = createFill(routeSamples[0]);
             }
             if (rustInputAdjusted.isGreaterThan(routeSamples[k].input)) {
-                // Between here and the previous fill
-                // HACK: Use the midpoint between the two
                 const left = routeSamples[k];
                 const right = routeSamples[k + 1];
                 if (left && right) {
-                    // Approximate how much output we get for the input with the surrounding samples
-                    const interpolatedOutput = interpolateOutputFromSamples(
-                        left,
-                        right,
-                        rustInputAdjusted,
-                    ).decimalPlaces(0, side === MarketOperation.Sell ? BigNumber.ROUND_FLOOR : BigNumber.ROUND_CEIL);
-
                     fill = createFill({
                         ...right, // default to the greater (for gas used)
                         input: rustInputAdjusted,
-                        output: interpolatedOutput,
+                        output: new BigNumber(outputAmount),
                     });
                 } else {
                     assert.assert(Boolean(left || right), 'No valid sample to use');
@@ -295,6 +260,7 @@ function findRoutesAndCreateOptimalPath(
             }
         }
 
+        // TODO(kimpers): remove once we have solved the rounding/precision loss issues in the Rust router
         const scaleOutput = (output: BigNumber) =>
             output
                 .dividedBy(fill.input)
@@ -310,6 +276,10 @@ function findRoutesAndCreateOptimalPath(
         });
     }
 
+    if (adjustedFills.length === 0) {
+        return undefined;
+    }
+
     const pathFromRustInputs = Path.create(side, adjustedFills, input);
 
     return pathFromRustInputs;
@@ -323,15 +293,27 @@ export function findOptimalRustPathFromSamples(
     opts: PathPenaltyOpts,
     fees: FeeSchedule,
     chainId: ChainId,
+    neonRouterNumSamples: number,
+    samplerMetrics?: SamplerMetrics,
 ): Path | undefined {
-    const before = performance.now();
-    const logPerformance = () =>
-        DEFAULT_INFO_LOGGER(
-            { router: 'neon-router', performanceMs: performance.now() - before, type: 'total' },
-            'Rust router total routing performance',
-        );
-
-    const allSourcesPath = findRoutesAndCreateOptimalPath(side, samples, nativeOrders, input, opts, fees);
+    const beforeAllTimeMs = performance.now();
+    let beforeTimeMs = performance.now();
+    const allSourcesPath = findRoutesAndCreateOptimalPath(
+        side,
+        samples,
+        nativeOrders,
+        input,
+        opts,
+        fees,
+        neonRouterNumSamples,
+    );
+    // tslint:disable-next-line: no-unused-expression
+    samplerMetrics &&
+        samplerMetrics.logRouterDetails({
+            router: 'neon-router',
+            type: 'all',
+            timingMs: performance.now() - beforeTimeMs,
+        });
     if (!allSourcesPath) {
         return undefined;
     }
@@ -341,11 +323,27 @@ export function findOptimalRustPathFromSamples(
     // HACK(kimpers): The Rust router currently doesn't account for VIP sources correctly
     // we need to try to route them in isolation and compare with the results all sources
     if (vipSources.length > 0) {
+        beforeTimeMs = performance.now();
         const vipSourcesSet = new Set(vipSources);
         const vipSourcesSamples = samples.filter(s => s[0] && vipSourcesSet.has(s[0].source));
 
         if (vipSourcesSamples.length > 0) {
-            const vipSourcesPath = findRoutesAndCreateOptimalPath(side, vipSourcesSamples, [], input, opts, fees);
+            const vipSourcesPath = findRoutesAndCreateOptimalPath(
+                side,
+                vipSourcesSamples,
+                [],
+                input,
+                opts,
+                fees,
+                neonRouterNumSamples,
+            );
+            // tslint:disable-next-line: no-unused-expression
+            samplerMetrics &&
+                samplerMetrics.logRouterDetails({
+                    router: 'neon-router',
+                    type: 'vip',
+                    timingMs: performance.now() - beforeTimeMs,
+                });
 
             const { input: allSourcesInput, output: allSourcesOutput } = allSourcesPath.adjustedSize();
             // NOTE: For sell quotes input is the taker asset and for buy quotes input is the maker asset
@@ -358,13 +356,18 @@ export function findOptimalRustPathFromSamples(
             const allSourcesAdjustedRateWithFqtOverhead = getRate(side, allSourcesInput, outputWithFqtOverhead);
 
             if (vipSourcesPath?.adjustedRate().isGreaterThan(allSourcesAdjustedRateWithFqtOverhead)) {
-                logPerformance();
                 return vipSourcesPath;
             }
         }
     }
+    // tslint:disable-next-line: no-unused-expression
+    samplerMetrics &&
+        samplerMetrics.logRouterDetails({
+            router: 'neon-router',
+            type: 'total',
+            timingMs: performance.now() - beforeAllTimeMs,
+        });
 
-    logPerformance();
     return allSourcesPath;
 }
 
@@ -377,8 +380,10 @@ export async function findOptimalPathJSAsync(
     fills: Fill[][],
     targetInput: BigNumber,
     runLimit: number = 2 ** 8,
+    samplerMetrics?: SamplerMetrics,
     opts: PathPenaltyOpts = DEFAULT_PATH_PENALTY_OPTS,
 ): Promise<Path | undefined> {
+    const beforeTimeMs = performance.now();
     // Sort fill arrays by descending adjusted completed rate.
     // Remove any paths which cannot impact the optimal path
     const sortedPaths = reducePaths(fillsToSortedPaths(fills, side, targetInput, opts), side);
@@ -392,7 +397,15 @@ export async function findOptimalPathJSAsync(
         // Yield to event loop.
         await Promise.resolve();
     }
-    return optimalPath.isComplete() ? optimalPath : undefined;
+    const finalPath = optimalPath.isComplete() ? optimalPath : undefined;
+    // tslint:disable-next-line: no-unused-expression
+    samplerMetrics &&
+        samplerMetrics.logRouterDetails({
+            router: 'js',
+            type: 'total',
+            timingMs: performance.now() - beforeTimeMs,
+        });
+    return finalPath;
 }
 
 // Sort fill arrays by descending adjusted completed rate.

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

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

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

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

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

@@ -3,9 +3,11 @@ import { LimitOrderFields } from '@0x/protocol-utils';
 import { BigNumber, logUtils } from '@0x/utils';
 import * as _ from 'lodash';
 
+import { AaveV2Sampler } from '../../noop_samplers/AaveV2Sampler';
 import { SamplerCallResult, SignedNativeOrder } from '../../types';
 import { ERC20BridgeSamplerContract } from '../../wrappers';
 
+import { AaveV2ReservesCache } from './aave_reserves_cache';
 import { BancorService } from './bancor_service';
 import {
     getCurveLikeInfosForPair,
@@ -17,9 +19,14 @@ import {
     isValidAddress,
     uniswapV2LikeRouterAddress,
 } from './bridge_source_utils';
+import { CompoundCTokenCache } from './compound_ctoken_cache';
 import {
+    AAVE_V2_SUBGRAPH_URL_BY_CHAIN_ID,
     BALANCER_V2_VAULT_ADDRESS_BY_CHAIN,
     BANCOR_REGISTRY_BY_CHAIN_ID,
+    BEETHOVEN_X_SUBGRAPH_URL_BY_CHAIN,
+    BEETHOVEN_X_VAULT_ADDRESS_BY_CHAIN,
+    COMPOUND_API_URL_BY_CHAIN_ID,
     DODOV1_CONFIG_BY_CHAIN_ID,
     DODOV2_FACTORIES_BY_CHAIN_ID,
     KYBER_CONFIG_BY_CHAIN_ID,
@@ -43,13 +50,17 @@ import { getLiquidityProvidersForPair } from './liquidity_provider_utils';
 import { getIntermediateTokens } from './multihop_utils';
 import { BalancerPoolsCache, BalancerV2PoolsCache, CreamPoolsCache, PoolsCache } from './pools_cache';
 import { SamplerContractOperation } from './sampler_contract_operation';
+import { SamplerNoOperation } from './sampler_no_operation';
 import { SourceFilters } from './source_filters';
 import {
+    AaveV2FillData,
+    AaveV2Info,
     BalancerFillData,
     BalancerV2FillData,
     BalancerV2PoolInfo,
     BancorFillData,
     BatchedOperation,
+    CompoundFillData,
     CurveFillData,
     CurveInfo,
     DexSample,
@@ -97,6 +108,8 @@ export const BATCH_SOURCE_FILTERS = SourceFilters.all().exclude([ERC20BridgeSour
 export class SamplerOperations {
     public readonly liquidityProviderRegistry: LiquidityProviderRegistry;
     public readonly poolsCaches: { [key in SourcesWithPoolsCache]: PoolsCache };
+    public readonly aaveReservesCache: AaveV2ReservesCache | undefined;
+    public readonly compoundCTokenCache: CompoundCTokenCache | undefined;
     protected _bancorService?: BancorService;
     public static constant<T>(result: T): BatchedOperation<T> {
         return {
@@ -122,9 +135,26 @@ export class SamplerOperations {
             ? poolsCaches
             : {
                   [ERC20BridgeSource.BalancerV2]: new BalancerV2PoolsCache(chainId),
+                  [ERC20BridgeSource.Beethovenx]: new BalancerV2PoolsCache(
+                      chainId,
+                      BEETHOVEN_X_SUBGRAPH_URL_BY_CHAIN[chainId],
+                  ),
                   [ERC20BridgeSource.Balancer]: new BalancerPoolsCache(),
                   [ERC20BridgeSource.Cream]: new CreamPoolsCache(),
               };
+
+        const aaveSubgraphUrl = AAVE_V2_SUBGRAPH_URL_BY_CHAIN_ID[chainId];
+        if (aaveSubgraphUrl) {
+            this.aaveReservesCache = new AaveV2ReservesCache(aaveSubgraphUrl);
+        }
+
+        const compoundApiUrl = COMPOUND_API_URL_BY_CHAIN_ID[chainId];
+        if (compoundApiUrl) {
+            this.compoundCTokenCache = new CompoundCTokenCache(
+                compoundApiUrl,
+                NATIVE_FEE_TOKEN_BY_CHAIN_ID[this.chainId],
+            );
+        }
         // Initialize the Bancor service, fetching paths in the background
         bancorServiceFn()
             .then(service => (this._bancorService = service))
@@ -152,6 +182,30 @@ export class SamplerOperations {
         };
     }
 
+    public getGasLeft(): BatchedOperation<BigNumber> {
+        return {
+            encodeCall: () => this._samplerContract.getGasLeft().getABIEncodedTransactionData(),
+            handleCallResults: (callResults: string) =>
+                this._samplerContract.getABIDecodedReturnData<BigNumber>('getGasLeft', callResults),
+            handleRevert: () => {
+                /* should never happen */
+                throw new Error('Invalid result for getGasLeft');
+            },
+        };
+    }
+
+    public getBlockNumber(): BatchedOperation<BigNumber> {
+        return {
+            encodeCall: () => this._samplerContract.getBlockNumber().getABIEncodedTransactionData(),
+            handleCallResults: (callResults: string) =>
+                this._samplerContract.getABIDecodedReturnData<BigNumber>('getBlockNumber', callResults),
+            handleRevert: () => {
+                /* should never happen */
+                throw new Error('Invalid result for getBlockNumber');
+            },
+        };
+    }
+
     public getLimitOrderFillableTakerAmounts(
         orders: SignedNativeOrder[],
         exchangeAddress: string,
@@ -1069,6 +1123,64 @@ export class SamplerOperations {
         });
     }
 
+    // tslint:disable-next-line:prefer-function-over-method
+    public getAaveV2SellQuotes(
+        aaveInfo: AaveV2Info,
+        makerToken: string,
+        takerToken: string,
+        takerFillAmounts: BigNumber[],
+    ): SourceQuoteOperation<AaveV2FillData> {
+        return new SamplerNoOperation({
+            source: ERC20BridgeSource.AaveV2,
+            fillData: { ...aaveInfo, takerToken },
+            callback: () => AaveV2Sampler.sampleSellsFromAaveV2(aaveInfo, takerToken, makerToken, takerFillAmounts),
+        });
+    }
+
+    // tslint:disable-next-line:prefer-function-over-method
+    public getAaveV2BuyQuotes(
+        aaveInfo: AaveV2Info,
+        makerToken: string,
+        takerToken: string,
+        makerFillAmounts: BigNumber[],
+    ): SourceQuoteOperation<AaveV2FillData> {
+        return new SamplerNoOperation({
+            source: ERC20BridgeSource.AaveV2,
+            fillData: { ...aaveInfo, takerToken },
+            callback: () => AaveV2Sampler.sampleBuysFromAaveV2(aaveInfo, takerToken, makerToken, makerFillAmounts),
+        });
+    }
+
+    public getCompoundSellQuotes(
+        cToken: string,
+        makerToken: string,
+        takerToken: string,
+        takerFillAmounts: BigNumber[],
+    ): SourceQuoteOperation<CompoundFillData> {
+        return new SamplerContractOperation({
+            source: ERC20BridgeSource.Compound,
+            fillData: { cToken, takerToken, makerToken },
+            contract: this._samplerContract,
+            function: this._samplerContract.sampleSellsFromCompound,
+            params: [cToken, takerToken, makerToken, takerFillAmounts],
+        });
+    }
+
+    public getCompoundBuyQuotes(
+        cToken: string,
+        makerToken: string,
+        takerToken: string,
+        makerFillAmounts: BigNumber[],
+    ): SourceQuoteOperation<CompoundFillData> {
+        return new SamplerContractOperation({
+            source: ERC20BridgeSource.Compound,
+            fillData: { cToken, takerToken, makerToken },
+            contract: this._samplerContract,
+            function: this._samplerContract.sampleBuysFromCompound,
+            params: [cToken, takerToken, makerToken, makerFillAmounts],
+        });
+    }
+
     public getMedianSellRate(
         sources: ERC20BridgeSource[],
         makerToken: string,
@@ -1200,6 +1312,7 @@ export class SamplerOperations {
                     case ERC20BridgeSource.UbeSwap:
                     case ERC20BridgeSource.SpiritSwap:
                     case ERC20BridgeSource.SpookySwap:
+                    case ERC20BridgeSource.MorpheusSwap:
                         const uniLikeRouter = uniswapV2LikeRouterAddress(this.chainId, source);
                         if (!isValidAddress(uniLikeRouter)) {
                             return [];
@@ -1301,13 +1414,14 @@ export class SamplerOperations {
                             ),
                         );
                     case ERC20BridgeSource.BalancerV2:
+                    case ERC20BridgeSource.Beethovenx:
                         const poolIds =
-                            this.poolsCaches[ERC20BridgeSource.BalancerV2].getCachedPoolAddressesForPair(
-                                takerToken,
-                                makerToken,
-                            ) || [];
+                            this.poolsCaches[source].getCachedPoolAddressesForPair(takerToken, makerToken) || [];
 
-                        const vault = BALANCER_V2_VAULT_ADDRESS_BY_CHAIN[this.chainId];
+                        const vault =
+                            source === ERC20BridgeSource.BalancerV2
+                                ? BALANCER_V2_VAULT_ADDRESS_BY_CHAIN[this.chainId]
+                                : BEETHOVEN_X_VAULT_ADDRESS_BY_CHAIN[this.chainId];
                         if (vault === NULL_ADDRESS) {
                             return [];
                         }
@@ -1317,10 +1431,9 @@ export class SamplerOperations {
                                 makerToken,
                                 takerToken,
                                 takerFillAmounts,
-                                ERC20BridgeSource.BalancerV2,
+                                source,
                             ),
                         );
-
                     case ERC20BridgeSource.Cream:
                         return (
                             this.poolsCaches[ERC20BridgeSource.Cream].getCachedPoolAddressesForPair(
@@ -1418,6 +1531,38 @@ export class SamplerOperations {
 
                         return this.getLidoSellQuotes(lidoInfo, makerToken, takerToken, takerFillAmounts);
                     }
+                    case ERC20BridgeSource.AaveV2: {
+                        if (!this.aaveReservesCache) {
+                            return [];
+                        }
+                        const reserve = this.aaveReservesCache.get(takerToken, makerToken);
+                        if (!reserve) {
+                            return [];
+                        }
+
+                        const info: AaveV2Info = {
+                            lendingPool: reserve.pool.lendingPool,
+                            aToken: reserve.aToken.id,
+                            underlyingToken: reserve.underlyingAsset,
+                        };
+                        return this.getAaveV2SellQuotes(info, makerToken, takerToken, takerFillAmounts);
+                    }
+                    case ERC20BridgeSource.Compound: {
+                        if (!this.compoundCTokenCache) {
+                            return [];
+                        }
+
+                        const cToken = this.compoundCTokenCache.get(takerToken, makerToken);
+                        if (!cToken) {
+                            return [];
+                        }
+                        return this.getCompoundSellQuotes(
+                            cToken.tokenAddress,
+                            makerToken,
+                            takerToken,
+                            takerFillAmounts,
+                        );
+                    }
                     default:
                         throw new Error(`Unsupported sell sample source: ${source}`);
                 }
@@ -1472,6 +1617,7 @@ export class SamplerOperations {
                     case ERC20BridgeSource.UbeSwap:
                     case ERC20BridgeSource.SpiritSwap:
                     case ERC20BridgeSource.SpookySwap:
+                    case ERC20BridgeSource.MorpheusSwap:
                         const uniLikeRouter = uniswapV2LikeRouterAddress(this.chainId, source);
                         if (!isValidAddress(uniLikeRouter)) {
                             return [];
@@ -1573,13 +1719,14 @@ export class SamplerOperations {
                             ),
                         );
                     case ERC20BridgeSource.BalancerV2:
+                    case ERC20BridgeSource.Beethovenx:
                         const poolIds =
-                            this.poolsCaches[ERC20BridgeSource.BalancerV2].getCachedPoolAddressesForPair(
-                                takerToken,
-                                makerToken,
-                            ) || [];
+                            this.poolsCaches[source].getCachedPoolAddressesForPair(takerToken, makerToken) || [];
 
-                        const vault = BALANCER_V2_VAULT_ADDRESS_BY_CHAIN[this.chainId];
+                        const vault =
+                            source === ERC20BridgeSource.BalancerV2
+                                ? BALANCER_V2_VAULT_ADDRESS_BY_CHAIN[this.chainId]
+                                : BEETHOVEN_X_VAULT_ADDRESS_BY_CHAIN[this.chainId];
                         if (vault === NULL_ADDRESS) {
                             return [];
                         }
@@ -1589,7 +1736,7 @@ export class SamplerOperations {
                                 makerToken,
                                 takerToken,
                                 makerFillAmounts,
-                                ERC20BridgeSource.BalancerV2,
+                                source,
                             ),
                         );
                     case ERC20BridgeSource.Cream:
@@ -1685,6 +1832,32 @@ export class SamplerOperations {
 
                         return this.getLidoBuyQuotes(lidoInfo, makerToken, takerToken, makerFillAmounts);
                     }
+                    case ERC20BridgeSource.AaveV2: {
+                        if (!this.aaveReservesCache) {
+                            return [];
+                        }
+                        const reserve = this.aaveReservesCache.get(takerToken, makerToken);
+                        if (!reserve) {
+                            return [];
+                        }
+                        const info: AaveV2Info = {
+                            lendingPool: reserve.pool.lendingPool,
+                            aToken: reserve.aToken.id,
+                            underlyingToken: reserve.underlyingAsset,
+                        };
+                        return this.getAaveV2BuyQuotes(info, makerToken, takerToken, makerFillAmounts);
+                    }
+                    case ERC20BridgeSource.Compound: {
+                        if (!this.compoundCTokenCache) {
+                            return [];
+                        }
+
+                        const cToken = this.compoundCTokenCache.get(takerToken, makerToken);
+                        if (!cToken) {
+                            return [];
+                        }
+                        return this.getCompoundBuyQuotes(cToken.tokenAddress, makerToken, takerToken, makerFillAmounts);
+                    }
                     default:
                         throw new Error(`Unsupported buy sample source: ${source}`);
                 }

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

@@ -68,6 +68,8 @@ export enum ERC20BridgeSource {
     CurveV2 = 'Curve_V2',
     Lido = 'Lido',
     ShibaSwap = 'ShibaSwap',
+    AaveV2 = 'Aave_V2',
+    Compound = 'Compound',
     // BSC only
     PancakeSwap = 'PancakeSwap',
     PancakeSwapV2 = 'PancakeSwap_V2',
@@ -97,8 +99,14 @@ export enum ERC20BridgeSource {
     // Fantom
     SpiritSwap = 'SpiritSwap',
     SpookySwap = 'SpookySwap',
+    Beethovenx = 'Beethovenx',
+    MorpheusSwap = 'MorpheusSwap',
 }
-export type SourcesWithPoolsCache = ERC20BridgeSource.Balancer | ERC20BridgeSource.BalancerV2 | ERC20BridgeSource.Cream;
+export type SourcesWithPoolsCache =
+    | ERC20BridgeSource.Balancer
+    | ERC20BridgeSource.BalancerV2
+    | ERC20BridgeSource.Beethovenx
+    | ERC20BridgeSource.Cream;
 
 // tslint:disable: enum-naming
 /**
@@ -110,8 +118,10 @@ export enum CurveFunctionSelectors {
     exchange_underlying = '0xa6417ed6',
     get_dy_underlying = '0x07211ef7',
     get_dx_underlying = '0x0e71d1b9',
-    get_dy = '0x5e0d443f',
+    get_dy = '0x5e0d443f', // get_dy(int128,int128,uint256)
     get_dx = '0x67df02ca',
+    get_dy_uint256 = '0x556d6e9f', // get_dy(uint256,uint256,uint256)
+    exchange_underlying_uint256 = '0x65b2489b', // exchange_underlying(uint256,uint256,uint256,uint256)
     // Curve V2
     exchange_v2 = '0x5b41b908',
     exchange_underlying_v2 = '0x65b2489b',
@@ -164,6 +174,12 @@ export interface BalancerV2PoolInfo {
     vault: string;
 }
 
+export interface AaveV2Info {
+    lendingPool: string;
+    aToken: string;
+    underlyingToken: string;
+}
+
 // Internal `fillData` field for `Fill` objects.
 export interface FillData {}
 
@@ -271,6 +287,19 @@ export interface LidoFillData extends FillData {
     takerToken: string;
 }
 
+export interface AaveV2FillData extends FillData {
+    lendingPool: string;
+    aToken: string;
+    underlyingToken: string;
+    takerToken: string;
+}
+
+export interface CompoundFillData extends FillData {
+    cToken: string;
+    takerToken: string;
+    makerToken: string;
+}
+
 /**
  * Represents a node on a fill path.
  */
@@ -426,6 +455,10 @@ export interface GetMarketOrdersOpts {
      * Default: 1.25.
      */
     sampleDistributionBase: number;
+    /**
+     * Number of samples to use when creating fill curves with neon-router
+     */
+    neonRouterNumSamples: number;
     /**
      * Fees for each liquidity source, expressed in gas.
      */
@@ -463,6 +496,37 @@ export interface GetMarketOrdersOpts {
      * Gas price to use for quote
      */
     gasPrice: BigNumber;
+
+    /**
+     * Sampler metrics for recording data on the sampler service and operations
+     */
+    samplerMetrics?: SamplerMetrics;
+}
+
+export interface SamplerMetrics {
+    /**
+     * Logs the gas information performed during a sampler call.
+     *
+     * @param data.gasBefore The gas remaining measured before any operations have been performed
+     * @param data.gasAfter The gas remaining measured after all operations have been performed
+     */
+    logGasDetails(data: { gasBefore: BigNumber; gasAfter: BigNumber }): void;
+
+    /**
+     * Logs the block number
+     *
+     * @param blockNumber block number of the sampler call
+     */
+    logBlockNumber(blockNumber: BigNumber): void;
+
+    /**
+     * Logs the routing timings
+     *
+     * @param data.router The router type (neon-router or js)
+     * @param data.type The type of timing being recorded (e.g total timing, all sources timing or vip timing)
+     * @param data.timingMs The timing in milliseconds
+     */
+    logRouterDetails(data: { router: 'neon-router' | 'js'; type: 'all' | 'vip' | 'total'; timingMs: number }): void;
 }
 
 /**
@@ -548,6 +612,8 @@ export interface GenerateOptimizedOrdersOpts {
     allowFallback?: boolean;
     shouldBatchBridgeOrders?: boolean;
     gasPrice: BigNumber;
+    neonRouterNumSamples: number;
+    samplerMetrics?: SamplerMetrics;
 }
 
 export interface ComparisonPrice {

packages/asset-swapper/test/artifacts.ts

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

packages/asset-swapper/test/market_operation_utils_test.ts

@@ -23,6 +23,7 @@ import {
     POSITIVE_INF,
     SELL_SOURCE_FILTER_BY_CHAIN_ID,
     SOURCE_FLAGS,
+    ZERO_AMOUNT,
 } from '../src/utils/market_operation_utils/constants';
 import { createFills } from '../src/utils/market_operation_utils/fills';
 import { PoolsCache } from '../src/utils/market_operation_utils/pools_cache';
@@ -427,6 +428,8 @@ describe('MarketOperationUtils tests', () => {
         getTwoHopSellQuotes: (..._params: any[]) => [],
         getTwoHopBuyQuotes: (..._params: any[]) => [],
         isAddressContract: (..._params: any[]) => false,
+        getGasLeft: () => ZERO_AMOUNT,
+        getBlockNumber: () => ZERO_AMOUNT,
     };
 
     const MOCK_SAMPLER = ({

packages/asset-swapper/test/wrappers.ts

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

packages/asset-swapper/tsconfig.json

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

packages/contract-addresses/CHANGELOG.json

@@ -1,4 +1,24 @@
 [
+    {
+        "version": "6.11.0",
+        "changes": [
+            {
+                "note": "Add Optimism addresses",
+                "pr": 385
+            }
+        ],
+        "timestamp": 1640364306
+    },
+    {
+        "version": "6.10.0",
+        "changes": [
+            {
+                "note": "Add Aave supported FQT addresses for Polygon, Avalanche",
+                "pr": 321
+            }
+        ],
+        "timestamp": 1638390144
+    },
     {
         "version": "6.9.0",
         "changes": [

packages/contract-addresses/CHANGELOG.md

@@ -5,6 +5,14 @@ Edit the package's CHANGELOG.json file only.
 
 CHANGELOG
 
+## v6.11.0 - _December 24, 2021_
+
+    * Add Optimism addresses (#385)
+
+## v6.10.0 - _December 1, 2021_
+
+    * Add Aave supported FQT addresses for Polygon, Avalanche (#321)
+
 ## v6.9.0 - _November 16, 2021_
 
     * Add Celo addresses (#368)

packages/contract-addresses/addresses.json

@@ -289,7 +289,7 @@
             "wethTransformer": "0xe309d011cc6f189a3e8dcba85922715a019fed38",
             "payTakerTransformer": "0x5ba7b9be86cda01cfbf56e0fb97184783be9dda1",
             "affiliateFeeTransformer": "0xbed27284b42e5684e987169cf1da09c5d6c49fa8",
-            "fillQuoteTransformer": "0xf708d512b8a82e2862543a630403327174410baf",
+            "fillQuoteTransformer": "0xd3afdf4a8ea9183e76c9c2306cda03ea4afffea5",
             "positiveSlippageFeeTransformer": "0x4cd8f1c0df4d40fcc1e073845d5f6f4ed5cc8dab"
         }
     },
@@ -373,7 +373,7 @@
             "wethTransformer": "0x9b8b52391071d71cd4ad1e61d7f273268fa34c6c",
             "payTakerTransformer": "0x898c6fde239d646c73f0a57e3570b6f86a3d62a3",
             "affiliateFeeTransformer": "0x34617b855411e52fbc05899435f44cbd0503022c",
-            "fillQuoteTransformer": "0x8a5417dd7ffde61ec61e11b45797e16686e1d6b9",
+            "fillQuoteTransformer": "0xd421f50b3ae27f223aa35a04944236d257235412",
             "positiveSlippageFeeTransformer": "0x470ba89da18a6db6e8a0567b3c9214b960861857"
         }
     },
@@ -460,5 +460,47 @@
             "fillQuoteTransformer": "0xa825d4d3c4d2820c52da69fcccf269b4081871f2",
             "positiveSlippageFeeTransformer": "0x9ffc7a79133ed5242777e40764777a6d5aab282c"
         }
+    },
+    "10": {
+        "erc20Proxy": "0x0000000000000000000000000000000000000000",
+        "erc721Proxy": "0x0000000000000000000000000000000000000000",
+        "zrxToken": "0x0000000000000000000000000000000000000000",
+        "etherToken": "0x4200000000000000000000000000000000000006",
+        "exchangeV2": "0x0000000000000000000000000000000000000000",
+        "exchange": "0x0000000000000000000000000000000000000000",
+        "assetProxyOwner": "0x0000000000000000000000000000000000000000",
+        "zeroExGovernor": "0x0000000000000000000000000000000000000000",
+        "forwarder": "0x0000000000000000000000000000000000000000",
+        "coordinatorRegistry": "0x0000000000000000000000000000000000000000",
+        "coordinator": "0x0000000000000000000000000000000000000000",
+        "multiAssetProxy": "0x0000000000000000000000000000000000000000",
+        "staticCallProxy": "0x0000000000000000000000000000000000000000",
+        "erc1155Proxy": "0x0000000000000000000000000000000000000000",
+        "devUtils": "0x0000000000000000000000000000000000000000",
+        "zrxVault": "0x0000000000000000000000000000000000000000",
+        "staking": "0x0000000000000000000000000000000000000000",
+        "stakingProxy": "0x0000000000000000000000000000000000000000",
+        "erc20BridgeProxy": "0x0000000000000000000000000000000000000000",
+        "erc20BridgeSampler": "0x0000000000000000000000000000000000000000",
+        "chaiBridge": "0x0000000000000000000000000000000000000000",
+        "dydxBridge": "0x0000000000000000000000000000000000000000",
+        "godsUnchainedValidator": "0x0000000000000000000000000000000000000000",
+        "broker": "0x0000000000000000000000000000000000000000",
+        "chainlinkStopLimit": "0x0000000000000000000000000000000000000000",
+        "maximumGasPrice": "0x0000000000000000000000000000000000000000",
+        "dexForwarderBridge": "0x0000000000000000000000000000000000000000",
+        "exchangeProxyGovernor": "0x6d506b2847df0c6f04d2628da1adaf4d8fb2e81b",
+        "exchangeProxy": "0xdef1abe32c034e558cdd535791643c58a13acc10",
+        "exchangeProxyTransformerDeployer": "0x3a539ed6bd42de8fbaf3899fb490c792e153d647",
+        "exchangeProxyFlashWallet": "0xa3128d9b7cca7d5af29780a56abeec12b05a6740",
+        "exchangeProxyLiquidityProviderSandbox": "0x0000000000000000000000000000000000000000",
+        "zrxTreasury": "0x0000000000000000000000000000000000000000",
+        "transformers": {
+            "wethTransformer": "0x02ce7af6520e2862f961f5d7eda746642865179c",
+            "payTakerTransformer": "0x085d10a34f14f6a631ea8ff7d016782ee3ffaa11",
+            "affiliateFeeTransformer": "0x55cf1d7535250db75bf0190493f55781ee583553",
+            "fillQuoteTransformer": "0x3543ef833d28b7e983c293856561f21a7f089f1d",
+            "positiveSlippageFeeTransformer": "0xb11e14565dfbeb702dea9bc0cb47f1a8b32f4783"
+        }
     }
 }

packages/contract-addresses/package.json

@@ -1,6 +1,6 @@
 {
     "name": "@0x/contract-addresses",
-    "version": "6.9.0",
+    "version": "6.11.0",
     "engines": {
         "node": ">=6.12"
     },

packages/contract-addresses/src/index.ts

@@ -55,6 +55,7 @@ export enum ChainId {
     Avalanche = 43114,
     Fantom = 250,
     Celo = 42220,
+    Optimism = 10,
 }
 
 /**

packages/contract-wrappers/CHANGELOG.json

@@ -1,4 +1,22 @@
 [
+    {
+        "timestamp": 1640364306,
+        "version": "13.18.5",
+        "changes": [
+            {
+                "note": "Dependencies updated"
+            }
+        ]
+    },
+    {
+        "timestamp": 1638390144,
+        "version": "13.18.4",
+        "changes": [
+            {
+                "note": "Dependencies updated"
+            }
+        ]
+    },
     {
         "timestamp": 1637102971,
         "version": "13.18.3",

packages/contract-wrappers/CHANGELOG.md

@@ -5,6 +5,14 @@ Edit the package's CHANGELOG.json file only.
 
 CHANGELOG
 
+## v13.18.5 - _December 24, 2021_
+
+    * Dependencies updated
+
+## v13.18.4 - _December 1, 2021_
+
+    * Dependencies updated
+
 ## v13.18.3 - _November 16, 2021_
 
     * Dependencies updated

packages/contract-wrappers/package.json

@@ -1,6 +1,6 @@
 {
     "name": "@0x/contract-wrappers",
-    "version": "13.18.3",
+    "version": "13.18.5",
     "engines": {
         "node": ">=6.12"
     },
@@ -57,7 +57,7 @@
     "dependencies": {
         "@0x/assert": "^3.0.29",
         "@0x/base-contract": "^6.4.2",
-        "@0x/contract-addresses": "^6.9.0",
+        "@0x/contract-addresses": "^6.11.0",
         "@0x/json-schemas": "^6.3.0",
         "@0x/types": "^3.3.4",
         "@0x/utils": "^6.4.4",

packages/migrations/CHANGELOG.json

@@ -1,4 +1,22 @@
 [
+    {
+        "timestamp": 1640364306,
+        "version": "8.1.14",
+        "changes": [
+            {
+                "note": "Dependencies updated"
+            }
+        ]
+    },
+    {
+        "timestamp": 1638390144,
+        "version": "8.1.13",
+        "changes": [
+            {
+                "note": "Dependencies updated"
+            }
+        ]
+    },
     {
         "timestamp": 1637102971,
         "version": "8.1.12",

packages/migrations/CHANGELOG.md

@@ -5,6 +5,14 @@ Edit the package's CHANGELOG.json file only.
 
 CHANGELOG
 
+## v8.1.14 - _December 24, 2021_
+
+    * Dependencies updated
+
+## v8.1.13 - _December 1, 2021_
+
+    * Dependencies updated
+
 ## v8.1.12 - _November 16, 2021_
 
     * Dependencies updated

packages/migrations/package.json

@@ -1,6 +1,6 @@
 {
     "name": "@0x/migrations",
-    "version": "8.1.12",
+    "version": "8.1.14",
     "engines": {
         "node": ">=6.12"
     },
@@ -68,20 +68,20 @@
     },
     "dependencies": {
         "@0x/base-contract": "^6.4.2",
-        "@0x/contract-addresses": "^6.9.0",
+        "@0x/contract-addresses": "^6.11.0",
         "@0x/contracts-asset-proxy": "^3.7.19",
         "@0x/contracts-coordinator": "^3.1.38",
         "@0x/contracts-dev-utils": "^1.3.36",
         "@0x/contracts-erc1155": "^2.1.37",
-        "@0x/contracts-erc20": "^3.3.23",
+        "@0x/contracts-erc20": "^3.3.25",
         "@0x/contracts-erc721": "^3.1.37",
         "@0x/contracts-exchange": "^3.2.38",
         "@0x/contracts-exchange-forwarder": "^4.2.38",
         "@0x/contracts-extensions": "^6.2.32",
         "@0x/contracts-multisig": "^4.1.38",
         "@0x/contracts-staking": "^2.0.45",
-        "@0x/contracts-utils": "^4.8.4",
-        "@0x/contracts-zero-ex": "^0.29.5",
+        "@0x/contracts-utils": "^4.8.6",
+        "@0x/contracts-zero-ex": "^0.30.1",
         "@0x/sol-compiler": "^4.7.5",
         "@0x/subproviders": "^6.6.0",
         "@0x/typescript-typings": "^5.2.1",

packages/protocol-utils/CHANGELOG.json

@@ -1,4 +1,23 @@
 [
+    {
+        "timestamp": 1640364306,
+        "version": "1.10.1",
+        "changes": [
+            {
+                "note": "Dependencies updated"
+            }
+        ]
+    },
+    {
+        "version": "1.10.0",
+        "changes": [
+            {
+                "note": "Add `AaveV2` and `Compound` deposit/withdrawal liquidity source",
+                "pr": 321
+            }
+        ],
+        "timestamp": 1638390144
+    },
     {
         "timestamp": 1637102971,
         "version": "1.9.5",

packages/protocol-utils/CHANGELOG.md

@@ -5,6 +5,14 @@ Edit the package's CHANGELOG.json file only.
 
 CHANGELOG
 
+## v1.10.1 - _December 24, 2021_
+
+    * Dependencies updated
+
+## v1.10.0 - _December 1, 2021_
+
+    * Add `AaveV2` and `Compound` deposit/withdrawal liquidity source (#321)
+
 ## v1.9.5 - _November 16, 2021_
 
     * Dependencies updated

packages/protocol-utils/package.json

@@ -1,6 +1,6 @@
 {
     "name": "@0x/protocol-utils",
-    "version": "1.9.5",
+    "version": "1.10.1",
     "engines": {
         "node": ">=6.12"
     },
@@ -63,8 +63,8 @@
     },
     "dependencies": {
         "@0x/assert": "^3.0.29",
-        "@0x/contract-addresses": "^6.9.0",
-        "@0x/contract-wrappers": "^13.18.3",
+        "@0x/contract-addresses": "^6.11.0",
+        "@0x/contract-wrappers": "^13.18.5",
         "@0x/json-schemas": "^6.3.0",
         "@0x/subproviders": "^6.6.0",
         "@0x/utils": "^6.4.4",

packages/protocol-utils/src/transformer_utils.ts

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

yarn.lock

@@ -959,10 +959,10 @@
     typedoc "~0.16.11"
     yargs "^10.0.3"
 
-"@0x/neon-router@^0.2.1":
-  version "0.2.1"
-  resolved "https://registry.yarnpkg.com/@0x/neon-router/-/neon-router-0.2.1.tgz#23bb3cedc0eafd55a8ba6b6ea8a59ee4c538064b"
-  integrity sha512-feCCKuox4staZl8lxLY4nf5U256NcDHrgvSFra5cU/TUhoblLHb8F7eWAC9ygpukZUCVFLy13mExkFQHXlEOYw==
+"@0x/neon-router@^0.3.1":
+  version "0.3.1"
+  resolved "https://registry.yarnpkg.com/@0x/neon-router/-/neon-router-0.3.1.tgz#4ec13e750d1435357c4928d7f2521a2b4376f27e"
+  integrity sha512-M4ypTov9KyxsGJpYwobrld3Y2JOlR7U0XjR6BEQE2gQ1k3nie/1wNEI2J4ZjKw++RLDxdv/RCqhgA5VnINzjxA==
   dependencies:
     "@mapbox/node-pre-gyp" "^1.0.5"