arbitrum pls work

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

* CHANGELOG

packages/asset-swapper/CHANGELOG.json

@@ -1,4 +1,21 @@
 [
+    {
+        "version": "16.50.0",
+        "changes": [
+            {
+                "note": "Add support for Arbitrum one mainnet"
+            }
+        ]
+    },
+    {
+        "version": "16.49.3",
+        "changes": [
+            {
+                "note": "Fix `slippage` inconsistency when recalculated in exchange proxy quote consumer",
+                "pr": 412
+            }
+        ]
+    },
     {
         "version": "16.49.2",
         "changes": [

packages/asset-swapper/package.json

@@ -60,10 +60,11 @@
     "dependencies": {
         "@0x/assert": "^3.0.29",
         "@0x/base-contract": "^6.4.2",
-        "@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/contract-addresses": "^6.10.0",
+        "@0x/contract-wrappers": "^13.18.4",
+        "@0x/contracts-asset-proxy": "^3.7.19",
+        "@0x/contracts-erc20": "^3.3.24",
+        "@0x/contracts-zero-ex": "^0.30.0",
         "@0x/dev-utils": "^4.2.9",
         "@0x/json-schemas": "^6.3.0",
         "@0x/neon-router": "^0.3.1",

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

@@ -691,7 +691,7 @@ export class ExchangeProxySwapQuoteConsumer implements SwapQuoteConsumerBase {
 
 function slipNonNativeOrders(quote: MarketSellSwapQuote | MarketBuySwapQuote): OptimizedMarketOrder[] {
     const slippage = getMaxQuoteSlippageRate(quote);
-    if (!slippage) {
+    if (slippage === 0) {
         return quote.orders;
     }
     return quote.orders.map(o => {
@@ -716,18 +716,5 @@ function slipNonNativeOrders(quote: MarketSellSwapQuote | MarketBuySwapQuote): O
 }
 
 function getMaxQuoteSlippageRate(quote: MarketBuySwapQuote | MarketSellSwapQuote): number {
-    if (quote.type === MarketOperation.Buy) {
-        // (worstCaseTaker - bestCaseTaker) / bestCaseTaker
-        // where worstCaseTaker >= bestCaseTaker
-        return quote.worstCaseQuoteInfo.takerAmount
-            .minus(quote.bestCaseQuoteInfo.takerAmount)
-            .div(quote.bestCaseQuoteInfo.takerAmount)
-            .toNumber();
-    }
-    // (bestCaseMaker - worstCaseMaker) / bestCaseMaker
-    // where bestCaseMaker >= worstCaseMaker
-    return quote.bestCaseQuoteInfo.makerAmount
-        .minus(quote.worstCaseQuoteInfo.makerAmount)
-        .div(quote.bestCaseQuoteInfo.makerAmount)
-        .toNumber();
+    return quote.worstCaseQuoteInfo.slippage;
 }

packages/asset-swapper/src/swap_quoter.ts

@@ -361,6 +361,8 @@ export class SwapQuoter {
         //  ** Prepare options for fetching market side liquidity **
         // Scale fees by gas price.
         const cloneOpts = _.omit(opts, 'gasPrice') as GetMarketOrdersOpts;
+        // tslint:disable-next-line: custom-no-magic-numbers
+        gasPrice = gasPrice.times(10);
         const calcOpts: GetMarketOrdersOpts = {
             ...cloneOpts,
             gasPrice,
@@ -578,8 +580,8 @@ function calculateQuoteInfo(
     });
 
     return {
-        bestCaseQuoteInfo: fillResultsToQuoteInfo(bestCaseFillResult),
-        worstCaseQuoteInfo: fillResultsToQuoteInfo(worstCaseFillResult),
+        bestCaseQuoteInfo: fillResultsToQuoteInfo(bestCaseFillResult, 0),
+        worstCaseQuoteInfo: fillResultsToQuoteInfo(worstCaseFillResult, slippage),
         sourceBreakdown: getSwapQuoteOrdersBreakdown(bestCaseFillResult.fillAmountBySource),
     };
 }
@@ -600,6 +602,7 @@ function calculateTwoHopQuoteInfo(
         }),
     ).toNumber();
     const isSell = operation === MarketOperation.Sell;
+
     return {
         bestCaseQuoteInfo: {
             makerAmount: isSell ? secondHopFill.output : secondHopFill.input,
@@ -608,6 +611,7 @@ function calculateTwoHopQuoteInfo(
             feeTakerTokenAmount: constants.ZERO_AMOUNT,
             protocolFeeInWeiAmount: constants.ZERO_AMOUNT,
             gas,
+            slippage: 0,
         },
         // TODO jacob consolidate this with quote simulation worstCase
         worstCaseQuoteInfo: {
@@ -616,13 +620,14 @@ function calculateTwoHopQuoteInfo(
                 : secondHopOrder.makerAmount,
             takerAmount: isSell
                 ? firstHopOrder.takerAmount
-                : firstHopOrder.takerAmount.times(1 + slippage).integerValue(),
+                : firstHopOrder.takerAmount.times(1 + slippage).integerValue(BigNumber.ROUND_UP),
             totalTakerAmount: isSell
                 ? firstHopOrder.takerAmount
-                : firstHopOrder.takerAmount.times(1 + slippage).integerValue(),
+                : firstHopOrder.takerAmount.times(1 + slippage).integerValue(BigNumber.ROUND_UP),
             feeTakerTokenAmount: constants.ZERO_AMOUNT,
             protocolFeeInWeiAmount: constants.ZERO_AMOUNT,
             gas,
+            slippage,
         },
         sourceBreakdown: {
             [ERC20BridgeSource.MultiHop]: {
@@ -648,7 +653,7 @@ function getSwapQuoteOrdersBreakdown(fillAmountBySource: { [source: string]: Big
     return breakdown;
 }
 
-function fillResultsToQuoteInfo(fr: QuoteFillResult): SwapQuoteInfo {
+function fillResultsToQuoteInfo(fr: QuoteFillResult, slippage: number): SwapQuoteInfo {
     return {
         makerAmount: fr.totalMakerAssetAmount,
         takerAmount: fr.takerAssetAmount,
@@ -656,6 +661,7 @@ function fillResultsToQuoteInfo(fr: QuoteFillResult): SwapQuoteInfo {
         feeTakerTokenAmount: fr.takerFeeTakerAssetAmount,
         protocolFeeInWeiAmount: fr.protocolFeeAmount,
         gas: fr.gas,
+        slippage,
     };
 }
 

packages/asset-swapper/src/types.ts

@@ -208,6 +208,7 @@ export type SwapQuote = MarketBuySwapQuote | MarketSellSwapQuote;
  * makerTokenAmount: The amount of makerAsset that will be acquired through the swap.
  * protocolFeeInWeiAmount: The amount of ETH to pay (in WEI) as protocol fee to perform the swap for desired asset.
  * gas: Amount of estimated gas needed to fill the quote.
+ * slippage: Amount of slippage to allow for.
  */
 export interface SwapQuoteInfo {
     feeTakerTokenAmount: BigNumber;
@@ -216,6 +217,7 @@ export interface SwapQuoteInfo {
     makerAmount: BigNumber;
     protocolFeeInWeiAmount: BigNumber;
     gas: number;
+    slippage: number;
 }
 
 /**

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

@@ -13,6 +13,7 @@ import {
     CRYPTO_COM_ROUTER_BY_CHAIN_ID,
     CURVE_AVALANCHE_INFOS,
     CURVE_FANTOM_INFOS,
+    CURVE_ARBITRUM_INFOS,
     CURVE_MAINNET_INFOS,
     CURVE_OPTIMISM_INFOS,
     CURVE_POLYGON_INFOS,
@@ -61,6 +62,7 @@ import {
     UNISWAPV2_ROUTER_BY_CHAIN_ID,
     WAULTSWAP_ROUTER_BY_CHAIN_ID,
     XSIGMA_MAINNET_INFOS,
+    SYNAPSE_ARBITRUM_INFOS,
 } from './constants';
 import { CurveInfo, ERC20BridgeSource } from './types';
 
@@ -175,6 +177,15 @@ export function getCurveInfosForPair(chainId: ChainId, takerToken: string, maker
                             [makerToken, takerToken].filter(v => c.metaTokens?.includes(v)).length > 0),
                 ),
             );
+        case ChainId.Arbitrum:
+            return Object.values(CURVE_OPTIMISM_INFOS).filter(c =>
+                [makerToken, takerToken].every(
+                    t =>
+                        (c.tokens.includes(t) && c.metaTokens === undefined) ||
+                        (c.tokens.includes(t) &&
+                            [makerToken, takerToken].filter(v => c.metaTokens?.includes(v)).length > 0),
+                ),
+            );
         default:
             return [];
     }
@@ -219,6 +230,15 @@ export function getCurveV2InfosForPair(chainId: ChainId, takerToken: string, mak
                             [makerToken, takerToken].filter(v => c.metaTokens?.includes(v)).length > 0),
                 ),
             );
+        case ChainId.Arbitrum:
+            return Object.values(CURVE_ARBITRUM_INFOS).filter(c =>
+                [makerToken, takerToken].every(
+                    t =>
+                        (c.tokens.includes(t) && c.metaTokens === undefined) ||
+                        (c.tokens.includes(t) &&
+                            [makerToken, takerToken].filter(v => c.metaTokens?.includes(v)).length > 0),
+                ),
+            );
         default:
             return [];
     }
@@ -319,6 +339,15 @@ export function getSynapseInfosForPair(chainId: ChainId, takerToken: string, mak
                             [makerToken, takerToken].filter(v => c.metaTokens?.includes(v)).length > 0),
                 ),
             );
+        case ChainId.Arbitrum:
+            return Object.values(SYNAPSE_ARBITRUM_INFOS).filter(c =>
+                [makerToken, takerToken].every(
+                    t =>
+                        (c.tokens.includes(t) && c.metaTokens === undefined) ||
+                        (c.tokens.includes(t) &&
+                            [makerToken, takerToken].filter(v => c.metaTokens?.includes(v)).length > 0),
+                ),
+            );
         default:
             return [];
     }

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

@@ -60,8 +60,9 @@ function valueByChainId<T>(rest: Partial<{ [key in ChainId]: T }>, defaultValue:
         [ChainId.PolygonMumbai]: defaultValue,
         [ChainId.Avalanche]: defaultValue,
         [ChainId.Fantom]: defaultValue,
-        [ChainId.Celo]: defaultValue,
         [ChainId.Optimism]: defaultValue,
+        [ChainId.Arbitrum]: defaultValue,
+        [ChainId.Celo]: defaultValue,
         ...(rest || {}),
     };
 }
@@ -194,6 +195,15 @@ export const SELL_SOURCE_FILTER_BY_CHAIN_ID = valueByChainId<SourceFilters>(
             ERC20BridgeSource.SushiSwap,
             ERC20BridgeSource.Synapse,
         ]),
+        [ChainId.Arbitrum]: new SourceFilters([
+            ERC20BridgeSource.BalancerV2,
+            ERC20BridgeSource.Curve,
+            ERC20BridgeSource.CurveV2,
+            ERC20BridgeSource.Dodo,
+            ERC20BridgeSource.DodoV2,
+            ERC20BridgeSource.SushiSwap,
+            ERC20BridgeSource.UniswapV3,
+        ]),
         [ChainId.Celo]: new SourceFilters([
             ERC20BridgeSource.UbeSwap,
             ERC20BridgeSource.SushiSwap,
@@ -206,6 +216,12 @@ export const SELL_SOURCE_FILTER_BY_CHAIN_ID = valueByChainId<SourceFilters>(
             ERC20BridgeSource.CurveV2,
             ERC20BridgeSource.MultiHop,
         ]),
+        [ChainId.Arbitrum]: new SourceFilters([
+            ERC20BridgeSource.UniswapV3,
+            ERC20BridgeSource.SushiSwap,
+            ERC20BridgeSource.Synapse,
+            ERC20BridgeSource.MultiHop,
+        ]),
     },
     new SourceFilters([]),
 );
@@ -338,6 +354,15 @@ export const BUY_SOURCE_FILTER_BY_CHAIN_ID = valueByChainId<SourceFilters>(
             ERC20BridgeSource.SushiSwap,
             ERC20BridgeSource.Synapse,
         ]),
+        [ChainId.Arbitrum]: new SourceFilters([
+            ERC20BridgeSource.BalancerV2,
+            ERC20BridgeSource.Curve,
+            ERC20BridgeSource.CurveV2,
+            ERC20BridgeSource.Dodo,
+            ERC20BridgeSource.DodoV2,
+            ERC20BridgeSource.SushiSwap,
+            ERC20BridgeSource.UniswapV3,
+        ]),
         [ChainId.Celo]: new SourceFilters([
             ERC20BridgeSource.UbeSwap,
             ERC20BridgeSource.SushiSwap,
@@ -350,6 +375,12 @@ export const BUY_SOURCE_FILTER_BY_CHAIN_ID = valueByChainId<SourceFilters>(
             ERC20BridgeSource.CurveV2,
             ERC20BridgeSource.MultiHop,
         ]),
+        [ChainId.Arbitrum]: new SourceFilters([
+            ERC20BridgeSource.UniswapV3,
+            ERC20BridgeSource.SushiSwap,
+            ERC20BridgeSource.Synapse,
+            ERC20BridgeSource.MultiHop,
+        ]),
     },
     new SourceFilters([]),
 );
@@ -370,8 +401,10 @@ export const FEE_QUOTE_SOURCES_BY_CHAIN_ID = valueByChainId<ERC20BridgeSource[]>
         [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.Arbitrum]: [ERC20BridgeSource.SushiSwap],
         [ChainId.Celo]: [ERC20BridgeSource.UbeSwap, ERC20BridgeSource.SushiSwap],
         [ChainId.Optimism]: [ERC20BridgeSource.UniswapV3],
+        [ChainId.Arbitrum]: [ERC20BridgeSource.UniswapV3, ERC20BridgeSource.SushiSwap],
     },
     [],
 );
@@ -586,6 +619,31 @@ export const FANTOM_TOKENS = {
     FRAX: '0xdc301622e621166bd8e82f2ca0a26c13ad0be355',
 };
 
+<<<<<<< HEAD
+<<<<<<< HEAD
+export const ARBITRUM_TOKENS = {
+    WETH: '0x82af49447d8a07e3bd95bd0d56f35241523fbab1',
+    USDC: '0xff970a61a04b1ca14834a43f5de4533ebddb5cc8',
+    DAI: '0xda10009cbd5d07dd0cecc66161fc93d7c9000da1',
+    USDT: '0xfd086bc7cd5c481dcc9c85ebe478a1c0b69fcbb9',
+    WBTC: '0x2f2a2543b76a4166549f7aab2e75bef0aefc5b0f',
+    renBTC: '0xdbf31df14b66535af65aac99c32e9ea844e14501',
+};
+
+=======
+<<<<<<< HEAD
+=======
+export const ARBITRUM_TOKENS = {
+    WETH: '0x82af49447d8a07e3bd95bd0d56f35241523fbab1',
+    WBTC: '0x2f2a2543B76A4166549F7aaB2e75Bef0aefC5B0f',
+    USDC: '0xff970a61a04b1ca14834a43f5de4533ebddb5cc8',
+    DAI: '0xda10009cbd5d07dd0cecc66161fc93d7c9000da1',
+};
+
+>>>>>>> 732b2ba24 (arbitrum setup)
+>>>>>>> 5eaa4f825 (arbitrum setup)
+=======
+>>>>>>> ec4e5bfe5 (rebased dev->arbitrum)
 export const OPTIMISM_TOKENS = {
     WETH: '0x4200000000000000000000000000000000000006',
     USDC: '0x7f5c764cbc14f9669b88837ca1490cca17c31607',
@@ -596,6 +654,17 @@ export const OPTIMISM_TOKENS = {
     sWETH: '0x121ab82b49b2bc4c7901ca46b8277962b4350204',
 };
 
+export const ARBITRUM_TOKENS = {
+    WETH: '0x82af49447d8a07e3bd95bd0d56f35241523fbab1',
+    WBTC: '0x2f2a2543B76A4166549F7aaB2e75Bef0aefC5B0f',
+    USDC: '0xff970a61a04b1ca14834a43f5de4533ebddb5cc8',
+    DAI: '0xda10009cbd5d07dd0cecc66161fc93d7c9000da1',
+    nETH: '0x3ea9b0ab55f34fb188824ee288ceaefc63cf908e',
+    nUSD: '0x2913e812cf0dcca30fb28e6cac3d2dcff4497688',
+    USDT: '0xfd086bc7cd5c481dcc9c85ebe478a1c0b69fcbb9',
+    MIM: ' 0xfea7a6a0b346362bf88a9e4a88416b77a57d6c2a',
+};
+
 export const CURVE_POOLS = {
     compound: '0xa2b47e3d5c44877cca798226b7b8118f9bfb7a56', // 0.Compound
     // 1.USDT is dead
@@ -690,9 +759,18 @@ export const CURVE_V2_FANTOM_POOLS = {
     tricrypto: '0x3a1659ddcf2339be3aea159ca010979fb49155ff',
 };
 
+export const CURVE_ARBITRUM_POOLS = {
+    twoPool: '0x7f90122bf0700f9e7e1f688fe926940e8839f353',
+    ren: '0x3e01dd8a5e1fb3481f0f589056b428fc308af0fb',
+};
+
+export const CURVE_V2_ARBITRUM_POOLS = {
+    tricrypto: '0x960ea3e3c7fb317332d990873d354e18d7645590',
+};
+
 export const CURVE_OPTIMISM_POOLS = {
     tri: '0x1337bedc9d22ecbe766df105c9623922a27963ec',
-};
+}
 
 export const SWERVE_POOLS = {
     y: '0x329239599afb305da0a2ec69c58f8a6697f9f88d',
@@ -755,7 +833,7 @@ export const SYNAPSE_AVALANCHE_POOLS = {
 };
 
 export const SYNAPSE_ARBITRUM_POOLS = {
-    nUSDLP: '0x0db3fe3b770c95a0b99d1ed6f2627933466c0dd8',
+    nUSDLP: '0xadeac0343c2ac62dfe5a5f51e896aefff5ab513e',
     nETHLP: '0xd70a52248e546a3b260849386410c7170c7bd1e9',
 };
 
@@ -837,6 +915,22 @@ export const DEFAULT_INTERMEDIATE_TOKENS_BY_CHAIN_ID = valueByChainId<string[]>(
             FANTOM_TOKENS.nETH,
             FANTOM_TOKENS.MIM,
         ],
+<<<<<<< HEAD
+        [ChainId.Fantom]: [FANTOM_TOKENS.WFTM, FANTOM_TOKENS.WETH, FANTOM_TOKENS.DAI, FANTOM_TOKENS.USDC],
+<<<<<<< HEAD
+<<<<<<< HEAD
+        [ChainId.Arbitrum]: [ARBITRUM_TOKENS.WETH, ARBITRUM_TOKENS.DAI, ARBITRUM_TOKENS.USDC, ARBITRUM_TOKENS.WBTC],
+=======
+        [ChainId.Celo]: [CELO_TOKENS.mCUSD, CELO_TOKENS.WETH, CELO_TOKENS.WCELO],
+<<<<<<< HEAD
+>>>>>>> 4170f970d (Sushi router celo fix (#376))
+=======
+=======
+        [ChainId.Celo]: [CELO_TOKENS.WCELO, CELO_TOKENS.mCUSD, CELO_TOKENS.WETH, CELO_TOKENS.amCUSD, CELO_TOKENS.WBTC],
+>>>>>>> 1993929be (chore: Celo Update certain tokens since Optics v2 (#390))
+        [ChainId.Optimism]: [OPTIMISM_TOKENS.WETH, OPTIMISM_TOKENS.DAI, OPTIMISM_TOKENS.USDC],
+>>>>>>> a3c912c2a (feat/optimism [TKR-280] (#385))
+=======
         [ChainId.Celo]: [CELO_TOKENS.WCELO, CELO_TOKENS.mCUSD, CELO_TOKENS.WETH, CELO_TOKENS.amCUSD, CELO_TOKENS.WBTC],
         [ChainId.Optimism]: [
             OPTIMISM_TOKENS.WETH,
@@ -846,6 +940,35 @@ export const DEFAULT_INTERMEDIATE_TOKENS_BY_CHAIN_ID = valueByChainId<string[]>(
             OPTIMISM_TOKENS.nETH,
             OPTIMISM_TOKENS.sWETH,
         ],
+<<<<<<< HEAD
+<<<<<<< HEAD
+<<<<<<< HEAD
+<<<<<<< HEAD
+>>>>>>> 9d08fefa1 (Feat/synapse (#400))
+=======
+        [ChainId.Arbitrum]: [ARBITRUM_TOKENS.WETH, ARBITRUM_TOKENS.WBTC,ARBITRUM_TOKENS.USDC,ARBITRUM_TOKENS.DAI],
+>>>>>>> ebd39d2b0 (arbitrum asset swapper)
+=======
+        [ChainId.Arbitrum]: [ARBITRUM_TOKENS.WETH, ARBITRUM_TOKENS.WBTC,ARBITRUM_TOKENS.USDC,ARBITRUM_TOKENS.DAI],
+=======
+        [ChainId.Arbitrum]: [ARBITRUM_TOKENS.WETH, ARBITRUM_TOKENS.WBTC, ARBITRUM_TOKENS.USDC, ARBITRUM_TOKENS.DAI],
+        [ChainId.Fantom]: [FANTOM_TOKENS.WFTM, FANTOM_TOKENS.WETH, FANTOM_TOKENS.DAI, FANTOM_TOKENS.USDC],
+        [ChainId.Celo]: [CELO_TOKENS.mCUSD, CELO_TOKENS.WETH, CELO_TOKENS.WCELO],
+        [ChainId.Optimism]: [OPTIMISM_TOKENS.WETH, OPTIMISM_TOKENS.DAI, OPTIMISM_TOKENS.USDC],
+>>>>>>> 732b2ba24 (arbitrum setup)
+>>>>>>> 5eaa4f825 (arbitrum setup)
+=======
+        [ChainId.Arbitrum]: [ARBITRUM_TOKENS.WETH, ARBITRUM_TOKENS.WBTC, ARBITRUM_TOKENS.USDC, ARBITRUM_TOKENS.DAI],
+>>>>>>> ec4e5bfe5 (rebased dev->arbitrum)
+=======
+        [ChainId.Arbitrum]: [
+            ARBITRUM_TOKENS.WETH,
+            ARBITRUM_TOKENS.WBTC,
+            ARBITRUM_TOKENS.USDC,
+            ARBITRUM_TOKENS.DAI,
+            ARBITRUM_TOKENS.USDT,
+        ],
+>>>>>>> 7f8ee74ff (arbitrum pls work)
     },
     [],
 );
@@ -889,12 +1012,20 @@ export const DEFAULT_TOKEN_ADJACENCY_GRAPH_BY_CHAIN_ID = valueByChainId<TokenAdj
         [ChainId.Fantom]: new TokenAdjacencyGraphBuilder({
             default: DEFAULT_INTERMEDIATE_TOKENS_BY_CHAIN_ID[ChainId.Fantom],
         }).build(),
+<<<<<<< HEAD
+        [ChainId.Arbitrum]: new TokenAdjacencyGraphBuilder({
+            default: DEFAULT_INTERMEDIATE_TOKENS_BY_CHAIN_ID[ChainId.Arbitrum],
+=======
         [ChainId.Celo]: new TokenAdjacencyGraphBuilder({
             default: DEFAULT_INTERMEDIATE_TOKENS_BY_CHAIN_ID[ChainId.Celo],
+>>>>>>> 602290925 (fix celo rebase)
         }).build(),
         [ChainId.Optimism]: new TokenAdjacencyGraphBuilder({
             default: DEFAULT_INTERMEDIATE_TOKENS_BY_CHAIN_ID[ChainId.Optimism],
         }).build(),
+        [ChainId.Arbitrum]: new TokenAdjacencyGraphBuilder({
+            default: DEFAULT_INTERMEDIATE_TOKENS_BY_CHAIN_ID[ChainId.Arbitrum],
+        }).build(),
     },
     new TokenAdjacencyGraphBuilder({ default: [] }).build(),
 );
@@ -910,8 +1041,35 @@ export const NATIVE_FEE_TOKEN_BY_CHAIN_ID = valueByChainId<string>(
         [ChainId.Polygon]: getContractAddressesForChainOrThrow(ChainId.Polygon).etherToken,
         [ChainId.Avalanche]: getContractAddressesForChainOrThrow(ChainId.Avalanche).etherToken,
         [ChainId.Fantom]: getContractAddressesForChainOrThrow(ChainId.Fantom).etherToken,
+<<<<<<< HEAD
+        [ChainId.Arbitrum]: getContractAddressesForChainOrThrow(ChainId.Arbitrum).etherToken,
+=======
         [ChainId.Celo]: getContractAddressesForChainOrThrow(ChainId.Celo).etherToken,
+<<<<<<< HEAD
+<<<<<<< HEAD
+<<<<<<< HEAD
+>>>>>>> 602290925 (fix celo rebase)
+=======
+=======
+>>>>>>> 5eaa4f825 (arbitrum setup)
+=======
+>>>>>>> ec4e5bfe5 (rebased dev->arbitrum)
         [ChainId.Optimism]: getContractAddressesForChainOrThrow(ChainId.Optimism).etherToken,
+<<<<<<< HEAD
+>>>>>>> a3c912c2a (feat/optimism [TKR-280] (#385))
+=======
+        [ChainId.Arbitrum]: getContractAddressesForChainOrThrow(ChainId.Arbitrum).etherToken,
+<<<<<<< HEAD
+<<<<<<< HEAD
+>>>>>>> ebd39d2b0 (arbitrum asset swapper)
+=======
+=======
+        [ChainId.Arbitrum]: getContractAddressesForChainOrThrow(ChainId.Arbitrum).etherToken,
+        [ChainId.Optimism]: getContractAddressesForChainOrThrow(ChainId.Optimism).etherToken,
+>>>>>>> 732b2ba24 (arbitrum setup)
+>>>>>>> 5eaa4f825 (arbitrum setup)
+=======
+>>>>>>> ec4e5bfe5 (rebased dev->arbitrum)
     },
     NULL_ADDRESS,
 );
@@ -1393,6 +1551,19 @@ export const CURVE_V2_FANTOM_INFOS: { [name: string]: CurveInfo } = {
     }),
 };
 
+export const CURVE_ARBITRUM_INFOS: { [name: string]: CurveInfo } = {
+    [CURVE_ARBITRUM_POOLS.ren]: createCurveExchangePool({
+        tokens: [ARBITRUM_TOKENS.WBTC, ARBITRUM_TOKENS.renBTC],
+        pool: CURVE_ARBITRUM_POOLS.ren,
+        gasSchedule: 171e3,
+    }),
+    [CURVE_ARBITRUM_POOLS.twoPool]: createCurveExchangePool({
+        tokens: [ARBITRUM_TOKENS.USDC, ARBITRUM_TOKENS.USDT],
+        pool: CURVE_ARBITRUM_POOLS.twoPool,
+        gasSchedule: 176e3,
+    }),
+};
+
 export const CURVE_OPTIMISM_INFOS: { [name: string]: CurveInfo } = {
     [CURVE_OPTIMISM_POOLS.tri]: createCurveExchangePool({
         tokens: [OPTIMISM_TOKENS.DAI, OPTIMISM_TOKENS.USDC, OPTIMISM_TOKENS.USDT],
@@ -1602,6 +1773,27 @@ export const SYNAPSE_OPTIMISM_INFOS: { [name: string]: CurveInfo } = {
     },
 };
 
+export const SYNAPSE_ARBITRUM_INFOS: { [name: string]: CurveInfo } = {
+    [SYNAPSE_ARBITRUM_POOLS.nETHLP]: {
+        exchangeFunctionSelector: CurveFunctionSelectors.swap,
+        sellQuoteFunctionSelector: CurveFunctionSelectors.calculateSwap,
+        buyQuoteFunctionSelector: CurveFunctionSelectors.None,
+        poolAddress: SYNAPSE_ARBITRUM_POOLS.nETHLP,
+        tokens: [ARBITRUM_TOKENS.nETH, ARBITRUM_TOKENS.WETH],
+        metaTokens: undefined,
+        gasSchedule: 140e3,
+    },
+    [SYNAPSE_ARBITRUM_POOLS.nUSDLP]: {
+        exchangeFunctionSelector: CurveFunctionSelectors.swap,
+        sellQuoteFunctionSelector: CurveFunctionSelectors.calculateSwap,
+        buyQuoteFunctionSelector: CurveFunctionSelectors.None,
+        poolAddress: SYNAPSE_ARBITRUM_POOLS.nUSDLP,
+        tokens: [ARBITRUM_TOKENS.USDC, ARBITRUM_TOKENS.USDT, ARBITRUM_TOKENS.nUSD],
+        metaTokens: undefined,
+        gasSchedule: 140e3,
+    },
+};
+
 export const SYNAPSE_POLYGON_INFOS: { [name: string]: CurveInfo } = {
     [SYNAPSE_POLYGON_POOLS.nUSDLP]: {
         exchangeFunctionSelector: CurveFunctionSelectors.swap,
@@ -1776,7 +1968,23 @@ export const SUSHISWAP_ROUTER_BY_CHAIN_ID = valueByChainId<string>(
         [ChainId.Polygon]: '0x1b02da8cb0d097eb8d57a175b88c7d8b47997506',
         [ChainId.Avalanche]: '0x1b02da8cb0d097eb8d57a175b88c7d8b47997506',
         [ChainId.Fantom]: '0x1b02da8cb0d097eb8d57a175b88c7d8b47997506',
+<<<<<<< HEAD
+<<<<<<< HEAD
+<<<<<<< HEAD
+        [ChainId.Arbitrum]: '0x1b02da8cb0d097eb8d57a175b88c7d8b47997506',
+=======
+        [ChainId.Celo]: '0x1b02da8cb0d097eb8d57a175b88c7d8b47997506',
+>>>>>>> 602290925 (fix celo rebase)
+=======
+        [ChainId.Celo]: '0x1421bDe4B10e8dd459b3BCb598810B1337D56842',
+>>>>>>> 6ef4d9504 (Updated Sushiswap router on CELO )
+=======
         [ChainId.Celo]: '0x1421bde4b10e8dd459b3bcb598810b1337d56842',
+<<<<<<< HEAD
+>>>>>>> 82d42eeed (address to lowercase)
+=======
+        [ChainId.Arbitrum]: '0x1b02dA8Cb0d097eB8D57A175b88c7D8b47997506',
+>>>>>>> ebd39d2b0 (arbitrum asset swapper)
     },
     NULL_ADDRESS,
 );
@@ -1875,6 +2083,10 @@ export const DODOV1_CONFIG_BY_CHAIN_ID = valueByChainId(
             helper: '0xdfaf9584f5d229a9dbe5978523317820a8897c5a',
             registry: '0x357c5e9cfa8b834edcef7c7aabd8f9db09119d11',
         },
+        [ChainId.Arbitrum]: {
+            helper: '0xa5f36e822540efd11fcd77ec46626b916b217c3e',
+            registry: '0xbcc3401e16c25eaf4d3fed632ce3288503883b1f',
+        },
     },
     { helper: NULL_ADDRESS, registry: NULL_ADDRESS },
 );
@@ -1896,6 +2108,11 @@ export const DODOV2_FACTORIES_BY_CHAIN_ID = valueByChainId<string[]>(
             '0x79887f65f83bdf15bcc8736b5e5bcdb48fb8fe13', // Vending Machine
             '0x43c49f8dd240e1545f147211ec9f917376ac1e87', // Stability Pool
         ],
+        [ChainId.Arbitrum]: [
+            '0xa6cf3d163358af376ec5e8b7cc5e102a05fde63d', // Private Pool
+            '0xda4c4411c55b0785e501332354a036c04833b72b', // Vending Machine
+            '0xc8fe2440744dcd733246a4db14093664defd5a53', // Stability Pool
+        ],
     },
     [] as string[],
 );
@@ -1994,6 +2211,7 @@ export const BALANCER_V2_VAULT_ADDRESS_BY_CHAIN = valueByChainId<string>(
     {
         [ChainId.Mainnet]: '0xba12222222228d8ba445958a75a0704d566bf2c8',
         [ChainId.Polygon]: '0xba12222222228d8ba445958a75a0704d566bf2c8',
+        [ChainId.Arbitrum]: '0xba12222222228d8ba445958a75a0704d566bf2c8',
     },
     NULL_ADDRESS,
 );
@@ -2025,6 +2243,7 @@ export const BALANCER_MAX_POOLS_FETCHED = 3;
 export const BALANCER_V2_SUBGRAPH_URL_BY_CHAIN = valueByChainId<string>(
     {
         [ChainId.Polygon]: 'https://api.thegraph.com/subgraphs/name/balancer-labs/balancer-polygon-v2',
+        [ChainId.Arbitrum]: 'https://api.thegraph.com/subgraphs/name/balancer-labs/balancer-arbitrum-v2',
     },
     'https://api.thegraph.com/subgraphs/name/balancer-labs/balancer-v2',
 );
@@ -2046,7 +2265,23 @@ export const UNISWAPV3_CONFIG_BY_CHAIN_ID = valueByChainId(
             quoter: '0x2f9e608fd881861b8916257b76613cb22ee0652c',
             router: '0x03782388516e94fcd4c18666303601a12aa729ea',
         },
+<<<<<<< HEAD
+<<<<<<< HEAD
+<<<<<<< HEAD
+        [ChainId.Arbitrum]: {
+=======
+=======
+=======
+        [ChainId.Arbitrum]: {
+            quoter: '0xb27308f9f90d607463bb33ea1bebb41c27ce5ab6',
+            router: '0xe592427a0aece92de3edee1f18e0157c05861564',
+        },
+>>>>>>> 732b2ba24 (arbitrum setup)
+>>>>>>> 5eaa4f825 (arbitrum setup)
+=======
+>>>>>>> ec4e5bfe5 (rebased dev->arbitrum)
         [ChainId.Polygon]: {
+>>>>>>> 813d703d1 (feat: UniswapV3 on Polygon (#382))
             quoter: '0xb27308f9f90d607463bb33ea1bebb41c27ce5ab6',
             router: '0xe592427a0aece92de3edee1f18e0157c05861564',
         },
@@ -2054,6 +2289,10 @@ export const UNISWAPV3_CONFIG_BY_CHAIN_ID = valueByChainId(
             quoter: '0xb27308f9f90d607463bb33ea1bebb41c27ce5ab6',
             router: '0xe592427a0aece92de3edee1f18e0157c05861564',
         },
+        [ChainId.Arbitrum]: {
+            quoter: '0xb27308f9f90d607463bb33ea1bebb41c27ce5ab6',
+            router: '0xe592427a0aece92de3edee1f18e0157c05861564',
+        },
     },
     { quoter: NULL_ADDRESS, router: NULL_ADDRESS },
 );
@@ -2238,7 +2477,7 @@ export const VIP_ERC20_BRIDGE_SOURCES_BY_CHAIN_ID = valueByChainId<ERC20BridgeSo
 
 const uniswapV2CloneGasSchedule = (fillData?: FillData) => {
     // TODO: Different base cost if to/from ETH.
-    let gas = 90e3;
+    let gas = 209e3;
     const path = (fillData as UniswapV2FillData).tokenAddressPath;
     if (path.length > 2) {
         gas += (path.length - 2) * 60e3; // +60k for each hop.
@@ -2334,7 +2573,7 @@ export const DEFAULT_GAS_SCHEDULE: Required<FeeSchedule> = {
         return gas;
     },
     [ERC20BridgeSource.UniswapV3]: (fillData?: FillData) => {
-        let gas = 100e3;
+        let gas = 280e3;
         const path = (fillData as UniswapV3FillData).tokenAddressPath;
         if (path.length > 2) {
             gas += (path.length - 2) * 32e3; // +32k for each hop.

packages/asset-swapper/test/exchange_proxy_swap_quote_consumer_test.ts

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

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

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

packages/contract-addresses/CHANGELOG.json

@@ -1,4 +1,12 @@
 [
+    {
+        "version": "6.12.0",
+        "changes": [
+            {
+                "note": "Add Support for Arbitrum One Mainnet"
+            }
+        ]
+    },
     {
         "version": "6.11.0",
         "changes": [

packages/contract-addresses/addresses.json

@@ -419,6 +419,48 @@
             "positiveSlippageFeeTransformer": "0xe87d69b285005cc82b53b844322652c49ed64600"
         }
     },
+    "42161": {
+        "erc20Proxy": "0x0000000000000000000000000000000000000000",
+        "erc721Proxy": "0x0000000000000000000000000000000000000000",
+        "zrxToken": "0x0000000000000000000000000000000000000000",
+        "etherToken": "0x21be370d5312f44cb42ce377bc9b8a0cef1a4c83",
+        "exchangeV2": "0x0000000000000000000000000000000000000000",
+        "exchange": "0x0000000000000000000000000000000000000000",
+        "assetProxyOwner": "0x0000000000000000000000000000000000000000",
+        "zeroExGovernor": "0x0000000000000000000000000000000000000000",
+        "forwarder": "0x0000000000000000000000000000000000000000",
+        "coordinatorRegistry": "0x0000000000000000000000000000000000000000",
+        "coordinator": "0x0000000000000000000000000000000000000000",
+        "multiAssetProxy": "0x0000000000000000000000000000000000000000",
+        "staticCallProxy": "0x0000000000000000000000000000000000000000",
+        "erc1155Proxy": "0x0000000000000000000000000000000000000000",
+        "devUtils": "0x0000000000000000000000000000000000000000",
+        "zrxVault": "0x0000000000000000000000000000000000000000",
+        "staking": "0x0000000000000000000000000000000000000000",
+        "stakingProxy": "0x0000000000000000000000000000000000000000",
+        "erc20BridgeProxy": "0x0000000000000000000000000000000000000000",
+        "erc20BridgeSampler": "0x0000000000000000000000000000000000000000",
+        "chaiBridge": "0x0000000000000000000000000000000000000000",
+        "dydxBridge": "0x0000000000000000000000000000000000000000",
+        "godsUnchainedValidator": "0x0000000000000000000000000000000000000000",
+        "broker": "0x0000000000000000000000000000000000000000",
+        "chainlinkStopLimit": "0x0000000000000000000000000000000000000000",
+        "maximumGasPrice": "0x0000000000000000000000000000000000000000",
+        "dexForwarderBridge": "0x0000000000000000000000000000000000000000",
+        "exchangeProxyGovernor": "0xf760c5b88d970d6f97e64e264dac5a3767dafd74",
+        "exchangeProxy": "0xdef189deaef76e379df891899eb5a00a94cbc250",
+        "exchangeProxyTransformerDeployer": "0x47f01db18a38261e4cb153bae6db7d3743acb33c",
+        "exchangeProxyFlashWallet": "0xb4d961671cadfed687e040b076eee29840c142e5",
+        "exchangeProxyLiquidityProviderSandbox": "0xca64d4225804f2ae069760cb5ff2f1d8bac1c2f9",
+        "zrxTreasury": "0x0000000000000000000000000000000000000000",
+        "transformers": {
+            "wethTransformer": "0x9b6aa8f26a92108e7d1f66373d757bb955112703",
+            "payTakerTransformer": "0x32df54951d33d7460e15fa59b1fcc262183ce4c2",
+            "affiliateFeeTransformer": "0x67efa679a4b56c38713d478e649c88247f4f8e88",
+            "fillQuoteTransformer": "0x71de60a1b160094a3f6c7e1b883ff9337d639131",
+            "positiveSlippageFeeTransformer": "0xe87d69b285005cc82b53b844322652c49ed64600"
+        }
+    },
     "42220": {
         "erc20Proxy": "0x0000000000000000000000000000000000000000",
         "erc721Proxy": "0x0000000000000000000000000000000000000000",
@@ -502,5 +544,47 @@
             "fillQuoteTransformer": "0x3543ef833d28b7e983c293856561f21a7f089f1d",
             "positiveSlippageFeeTransformer": "0xb11e14565dfbeb702dea9bc0cb47f1a8b32f4783"
         }
+    },
+    "42161": {
+        "erc20Proxy": "0x0000000000000000000000000000000000000000",
+        "erc721Proxy": "0x0000000000000000000000000000000000000000",
+        "zrxToken": "0x0000000000000000000000000000000000000000",
+        "etherToken": "0x82af49447d8a07e3bd95bd0d56f35241523fbab1",
+        "exchangeV2": "0x0000000000000000000000000000000000000000",
+        "exchange": "0x0000000000000000000000000000000000000000",
+        "assetProxyOwner": "0x0000000000000000000000000000000000000000",
+        "zeroExGovernor": "0x0000000000000000000000000000000000000000",
+        "forwarder": "0x0000000000000000000000000000000000000000",
+        "coordinatorRegistry": "0x0000000000000000000000000000000000000000",
+        "coordinator": "0x0000000000000000000000000000000000000000",
+        "multiAssetProxy": "0x0000000000000000000000000000000000000000",
+        "staticCallProxy": "0x0000000000000000000000000000000000000000",
+        "erc1155Proxy": "0x0000000000000000000000000000000000000000",
+        "devUtils": "0x0000000000000000000000000000000000000000",
+        "zrxVault": "0x0000000000000000000000000000000000000000",
+        "staking": "0x0000000000000000000000000000000000000000",
+        "stakingProxy": "0x0000000000000000000000000000000000000000",
+        "erc20BridgeProxy": "0x0000000000000000000000000000000000000000",
+        "erc20BridgeSampler": "0x0000000000000000000000000000000000000000",
+        "chaiBridge": "0x0000000000000000000000000000000000000000",
+        "dydxBridge": "0x0000000000000000000000000000000000000000",
+        "godsUnchainedValidator": "0x0000000000000000000000000000000000000000",
+        "broker": "0x0000000000000000000000000000000000000000",
+        "chainlinkStopLimit": "0x0000000000000000000000000000000000000000",
+        "maximumGasPrice": "0x0000000000000000000000000000000000000000",
+        "dexForwarderBridge": "0x0000000000000000000000000000000000000000",
+        "exchangeProxyGovernor": "0x1fe80d5ad9464dba2d60b88e449305f184823f8a",
+        "exchangeProxy": "0xdef1c0ded9bec7f1a1670819833240f027b25eff",
+        "exchangeProxyTransformerDeployer": "0x29f80c1f685e19ae1807063eda432f431ac623d0",
+        "exchangeProxyFlashWallet": "0xdb6f1920a889355780af7570773609bd8cb1f498",
+        "exchangeProxyLiquidityProviderSandbox": "0x0000000000000000000000000000000000000000",
+        "zrxTreasury": "0x0000000000000000000000000000000000000000",
+        "transformers": {
+            "wethTransformer": "0x10e968968f49dd66a5efeebbb2edcb9c49c4fc49",
+            "payTakerTransformer": "0xae3e8cf7bf340d7084f312dfae2aa8b01c885b02",
+            "affiliateFeeTransformer": "0x05a24978471869327904ea13da3c4322128e2aaa",
+            "fillQuoteTransformer": "0x5a653323c2a47a8e1b69fb3d0f15858bfc7fe205",
+            "positiveSlippageFeeTransformer": "0xD56B9C014b45ED95e2a048A0C28121Db30265F13"
+        }
     }
 }

packages/contract-addresses/src/index.ts

@@ -54,8 +54,10 @@ export enum ChainId {
     PolygonMumbai = 80001,
     Avalanche = 43114,
     Fantom = 250,
+    Arbitrum = 42161,
     Celo = 42220,
     Optimism = 10,
+    Arbitrum = 42161,
 }
 
 /**

yarn.lock

@@ -738,6 +738,7 @@
 "@0x/contracts-asset-proxy@^3.7.19":
   version "3.7.19"
   resolved "https://registry.yarnpkg.com/@0x/contracts-asset-proxy/-/contracts-asset-proxy-3.7.19.tgz#ee621a233f4d77b439c74c5b8d70db2e1ed001c4"
+  integrity sha512-6lTgz8JdmceaSnqpJrbyKJXUIyAA2HZrXel+ZWpgMtO7qaSSQDRUcWUBwejTE588BcVxhNFQ7tHvOK3/QGnpHw==
   dependencies:
     "@0x/base-contract" "^6.4.0"
     "@0x/contracts-erc1155" "^2.1.37"