feat: Add Velodrome support [TKR-432] (#494)

* Implement MixinVelodrome

* Add preliminary implementation of VelodromeSampler

* Add Velodrome in BridgeProtocol of transformer_utils.ts

* Fix MixinVelodrome

* Wire Velodrome sampler in market_operation_utils

* Fix lint error

* Remove gas schedule TODO

* Format VelodromeSampler.sol

* Fix MixinVelodrome

* Update CHANGELOG.json

contracts/zero-ex/CHANGELOG.json

@@ -1,4 +1,13 @@
 [
+    {
+        "version": "0.35.0",
+        "changes": [
+            {
+                "note": "Adds support for Velodrome OptimismBridgeAdapter",
+                "pr": 494
+            }
+        ]
+    },
     {
         "version": "0.34.0",
         "changes": [

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

@@ -56,4 +56,5 @@ library BridgeProtocols {
     uint128 internal constant GMX             = 26;
     uint128 internal constant PLATYPUS        = 27;
     uint128 internal constant BANCORV3        = 28;
+    uint128 internal constant VELODROME       = 29;
 }

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

@@ -26,6 +26,7 @@ import "./mixins/MixinCurve.sol";
 import "./mixins/MixinCurveV2.sol";
 import "./mixins/MixinNerve.sol";
 import "./mixins/MixinUniswapV3.sol";
+import "./mixins/MixinVelodrome.sol";
 import "./mixins/MixinZeroExBridge.sol";
 
 contract OptimismBridgeAdapter is
@@ -34,6 +35,7 @@ contract OptimismBridgeAdapter is
     MixinCurveV2,
     MixinNerve,
     MixinUniswapV3,
+    MixinVelodrome,
     MixinZeroExBridge
 {
     constructor(IEtherTokenV06 weth)
@@ -83,6 +85,14 @@ contract OptimismBridgeAdapter is
                 sellAmount,
                 order.bridgeData
             );
+        } else if (protocolId == BridgeProtocols.VELODROME) {
+            if (dryRun) { return (0, true); }
+            boughtAmount = _tradeVelodrome(
+                sellToken,
+                buyToken,
+                sellAmount,
+                order.bridgeData
+            );
         } else if (protocolId == BridgeProtocols.UNKNOWN) {
             if (dryRun) { return (0, true); }            
             boughtAmount = _tradeZeroExBridge(

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

@@ -0,0 +1,64 @@
+// SPDX-License-Identifier: Apache-2.0
+/*
+
+  Copyright 2022 ZeroEx Intl.
+
+  Licensed under the Apache License, Version 2.0 (the "License");
+  you may not use this file except in compliance with the License.
+  You may obtain a copy of the License at
+
+    http://www.apache.org/licenses/LICENSE-2.0
+
+  Unless required by applicable law or agreed to in writing, software
+  distributed under the License is distributed on an "AS IS" BASIS,
+  WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+  See the License for the specific language governing permissions and
+  limitations under the License.
+
+*/
+
+pragma solidity ^0.6.5;
+pragma experimental ABIEncoderV2;
+
+import "@0x/contracts-erc20/contracts/src/v06/LibERC20TokenV06.sol";
+import "@0x/contracts-erc20/contracts/src/v06/IERC20TokenV06.sol";
+
+interface IVelodromeRouter {
+    function swapExactTokensForTokensSimple(
+        uint256 amountIn,
+        uint256 amountOutMin,
+        address tokenFrom,
+        address tokenTo,
+        bool stable,
+        address to,
+        uint256 deadline
+    ) external returns (uint256[] memory amounts); 
+}
+
+contract MixinVelodrome {
+    using LibERC20TokenV06 for IERC20TokenV06;
+
+    function _tradeVelodrome(
+        IERC20TokenV06 sellToken,
+        IERC20TokenV06 buyToken,
+        uint256 sellAmount,
+        bytes memory bridgeData
+    )
+        internal
+        returns (uint256 boughtAmount)
+    {
+
+        (IVelodromeRouter router, bool stable) = abi.decode(bridgeData, (IVelodromeRouter, bool));
+        sellToken.approveIfBelow(address(router), sellAmount);
+
+        boughtAmount = router.swapExactTokensForTokensSimple(
+            sellAmount,
+            0, 
+            address(sellToken),
+            address(buyToken),
+            stable,
+            address(this),
+            block.timestamp + 1
+        )[1];
+    }
+}

contracts/zero-ex/package.json

@@ -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,LiquidityProviderFeature,ILiquidityProviderFeature,NativeOrdersFeature,INativeOrdersFeature,FeeCollectorController,FeeCollector,CurveLiquidityProvider,BatchFillNativeOrdersFeature,IBatchFillNativeOrdersFeature,MultiplexFeature,IMultiplexFeature,OtcOrdersFeature,IOtcOrdersFeature,AvalancheBridgeAdapter,BSCBridgeAdapter,CeloBridgeAdapter,EthereumBridgeAdapter,FantomBridgeAdapter,OptimismBridgeAdapter,PolygonBridgeAdapter",
         "abis:comment": "This list is auto-generated by contracts-gen. Don't edit manually.",
-        "abis": "./test/generated-artifacts/@(AbstractBridgeAdapter|AffiliateFeeTransformer|AvalancheBridgeAdapter|BSCBridgeAdapter|BatchFillNativeOrdersFeature|BootstrapFeature|BridgeProtocols|CeloBridgeAdapter|CurveLiquidityProvider|ERC1155OrdersFeature|ERC165Feature|ERC721OrdersFeature|EthereumBridgeAdapter|FantomBridgeAdapter|FeeCollector|FeeCollectorController|FillQuoteTransformer|FixinCommon|FixinEIP712|FixinERC1155Spender|FixinERC721Spender|FixinProtocolFees|FixinReentrancyGuard|FixinTokenSpender|FlashWallet|FullMigration|FundRecoveryFeature|IBatchFillNativeOrdersFeature|IBootstrapFeature|IBridgeAdapter|IERC1155OrdersFeature|IERC1155Token|IERC165Feature|IERC20Bridge|IERC20Transformer|IERC721OrdersFeature|IERC721Token|IFeature|IFeeRecipient|IFlashWallet|IFundRecoveryFeature|ILiquidityProvider|ILiquidityProviderFeature|ILiquidityProviderSandbox|IMetaTransactionsFeature|IMooniswapPool|IMultiplexFeature|INativeOrdersEvents|INativeOrdersFeature|IOtcOrdersFeature|IOwnableFeature|IPancakeSwapFeature|IPropertyValidator|ISimpleFunctionRegistryFeature|IStaking|ITakerCallback|ITestSimpleFunctionRegistryFeature|ITokenSpenderFeature|ITransformERC20Feature|IUniswapFeature|IUniswapV2Pair|IUniswapV3Feature|IUniswapV3Pool|IZeroEx|InitialMigration|LibBootstrap|LibCommonRichErrors|LibERC1155OrdersStorage|LibERC20Transformer|LibERC721OrdersStorage|LibFeeCollector|LibLiquidityProviderRichErrors|LibMetaTransactionsRichErrors|LibMetaTransactionsStorage|LibMigrate|LibNFTOrder|LibNFTOrdersRichErrors|LibNativeOrder|LibNativeOrdersRichErrors|LibNativeOrdersStorage|LibOtcOrdersStorage|LibOwnableRichErrors|LibOwnableStorage|LibProxyRichErrors|LibProxyStorage|LibReentrancyGuardStorage|LibSignature|LibSignatureRichErrors|LibSimpleFunctionRegistryRichErrors|LibSimpleFunctionRegistryStorage|LibStorage|LibTransformERC20RichErrors|LibTransformERC20Storage|LibWalletRichErrors|LiquidityProviderFeature|LiquidityProviderSandbox|LogMetadataTransformer|MetaTransactionsFeature|MixinAaveV2|MixinBalancer|MixinBalancerV2|MixinBalancerV2Batch|MixinBancor|MixinBancorV3|MixinCompound|MixinCryptoCom|MixinCurve|MixinCurveV2|MixinDodo|MixinDodoV2|MixinGMX|MixinKyberDmm|MixinLido|MixinMStable|MixinMakerPSM|MixinMooniswap|MixinNerve|MixinPlatypus|MixinShell|MixinUniswap|MixinUniswapV2|MixinUniswapV3|MixinZeroExBridge|MooniswapLiquidityProvider|MultiplexFeature|MultiplexLiquidityProvider|MultiplexOtc|MultiplexRfq|MultiplexTransformERC20|MultiplexUniswapV2|MultiplexUniswapV3|NFTOrders|NativeOrdersCancellation|NativeOrdersFeature|NativeOrdersInfo|NativeOrdersProtocolFees|NativeOrdersSettlement|OptimismBridgeAdapter|OtcOrdersFeature|OwnableFeature|PancakeSwapFeature|PayTakerTransformer|PermissionlessTransformerDeployer|PolygonBridgeAdapter|PositiveSlippageFeeTransformer|SimpleFunctionRegistryFeature|TestBridge|TestCallTarget|TestCurve|TestDelegateCaller|TestFeeCollectorController|TestFeeRecipient|TestFillQuoteTransformerBridge|TestFillQuoteTransformerExchange|TestFillQuoteTransformerHost|TestFixinProtocolFees|TestFixinTokenSpender|TestFullMigration|TestInitialMigration|TestLibNativeOrder|TestLibSignature|TestLiquidityProvider|TestMetaTransactionsNativeOrdersFeature|TestMetaTransactionsTransformERC20Feature|TestMigrator|TestMintTokenERC20Transformer|TestMintableERC1155Token|TestMintableERC20Token|TestMintableERC721Token|TestMooniswap|TestNFTOrderPresigner|TestNativeOrdersFeature|TestNoEthRecipient|TestOrderSignerRegistryWithContractWallet|TestPermissionlessTransformerDeployerSuicidal|TestPermissionlessTransformerDeployerTransformer|TestPropertyValidator|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/@(AbstractBridgeAdapter|AffiliateFeeTransformer|AvalancheBridgeAdapter|BSCBridgeAdapter|BatchFillNativeOrdersFeature|BootstrapFeature|BridgeProtocols|CeloBridgeAdapter|CurveLiquidityProvider|ERC1155OrdersFeature|ERC165Feature|ERC721OrdersFeature|EthereumBridgeAdapter|FantomBridgeAdapter|FeeCollector|FeeCollectorController|FillQuoteTransformer|FixinCommon|FixinEIP712|FixinERC1155Spender|FixinERC721Spender|FixinProtocolFees|FixinReentrancyGuard|FixinTokenSpender|FlashWallet|FullMigration|FundRecoveryFeature|IBatchFillNativeOrdersFeature|IBootstrapFeature|IBridgeAdapter|IERC1155OrdersFeature|IERC1155Token|IERC165Feature|IERC20Bridge|IERC20Transformer|IERC721OrdersFeature|IERC721Token|IFeature|IFeeRecipient|IFlashWallet|IFundRecoveryFeature|ILiquidityProvider|ILiquidityProviderFeature|ILiquidityProviderSandbox|IMetaTransactionsFeature|IMooniswapPool|IMultiplexFeature|INativeOrdersEvents|INativeOrdersFeature|IOtcOrdersFeature|IOwnableFeature|IPancakeSwapFeature|IPropertyValidator|ISimpleFunctionRegistryFeature|IStaking|ITakerCallback|ITestSimpleFunctionRegistryFeature|ITokenSpenderFeature|ITransformERC20Feature|IUniswapFeature|IUniswapV2Pair|IUniswapV3Feature|IUniswapV3Pool|IZeroEx|InitialMigration|LibBootstrap|LibCommonRichErrors|LibERC1155OrdersStorage|LibERC20Transformer|LibERC721OrdersStorage|LibFeeCollector|LibLiquidityProviderRichErrors|LibMetaTransactionsRichErrors|LibMetaTransactionsStorage|LibMigrate|LibNFTOrder|LibNFTOrdersRichErrors|LibNativeOrder|LibNativeOrdersRichErrors|LibNativeOrdersStorage|LibOtcOrdersStorage|LibOwnableRichErrors|LibOwnableStorage|LibProxyRichErrors|LibProxyStorage|LibReentrancyGuardStorage|LibSignature|LibSignatureRichErrors|LibSimpleFunctionRegistryRichErrors|LibSimpleFunctionRegistryStorage|LibStorage|LibTransformERC20RichErrors|LibTransformERC20Storage|LibWalletRichErrors|LiquidityProviderFeature|LiquidityProviderSandbox|LogMetadataTransformer|MetaTransactionsFeature|MixinAaveV2|MixinBalancer|MixinBalancerV2|MixinBalancerV2Batch|MixinBancor|MixinBancorV3|MixinCompound|MixinCryptoCom|MixinCurve|MixinCurveV2|MixinDodo|MixinDodoV2|MixinGMX|MixinKyberDmm|MixinLido|MixinMStable|MixinMakerPSM|MixinMooniswap|MixinNerve|MixinPlatypus|MixinShell|MixinUniswap|MixinUniswapV2|MixinUniswapV3|MixinVelodrome|MixinZeroExBridge|MooniswapLiquidityProvider|MultiplexFeature|MultiplexLiquidityProvider|MultiplexOtc|MultiplexRfq|MultiplexTransformERC20|MultiplexUniswapV2|MultiplexUniswapV3|NFTOrders|NativeOrdersCancellation|NativeOrdersFeature|NativeOrdersInfo|NativeOrdersProtocolFees|NativeOrdersSettlement|OptimismBridgeAdapter|OtcOrdersFeature|OwnableFeature|PancakeSwapFeature|PayTakerTransformer|PermissionlessTransformerDeployer|PolygonBridgeAdapter|PositiveSlippageFeeTransformer|SimpleFunctionRegistryFeature|TestBridge|TestCallTarget|TestCurve|TestDelegateCaller|TestFeeCollectorController|TestFeeRecipient|TestFillQuoteTransformerBridge|TestFillQuoteTransformerExchange|TestFillQuoteTransformerHost|TestFixinProtocolFees|TestFixinTokenSpender|TestFullMigration|TestInitialMigration|TestLibNativeOrder|TestLibSignature|TestLiquidityProvider|TestMetaTransactionsNativeOrdersFeature|TestMetaTransactionsTransformERC20Feature|TestMigrator|TestMintTokenERC20Transformer|TestMintableERC1155Token|TestMintableERC20Token|TestMintableERC721Token|TestMooniswap|TestNFTOrderPresigner|TestNativeOrdersFeature|TestNoEthRecipient|TestOrderSignerRegistryWithContractWallet|TestPermissionlessTransformerDeployerSuicidal|TestPermissionlessTransformerDeployerTransformer|TestPropertyValidator|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",

contracts/zero-ex/test/artifacts.ts

@@ -127,6 +127,7 @@ import * as MixinShell from '../test/generated-artifacts/MixinShell.json';
 import * as MixinUniswap from '../test/generated-artifacts/MixinUniswap.json';
 import * as MixinUniswapV2 from '../test/generated-artifacts/MixinUniswapV2.json';
 import * as MixinUniswapV3 from '../test/generated-artifacts/MixinUniswapV3.json';
+import * as MixinVelodrome from '../test/generated-artifacts/MixinVelodrome.json';
 import * as MixinZeroExBridge from '../test/generated-artifacts/MixinZeroExBridge.json';
 import * as MooniswapLiquidityProvider from '../test/generated-artifacts/MooniswapLiquidityProvider.json';
 import * as MultiplexFeature from '../test/generated-artifacts/MultiplexFeature.json';
@@ -349,6 +350,7 @@ export const artifacts = {
     MixinUniswap: MixinUniswap as ContractArtifact,
     MixinUniswapV2: MixinUniswapV2 as ContractArtifact,
     MixinUniswapV3: MixinUniswapV3 as ContractArtifact,
+    MixinVelodrome: MixinVelodrome as ContractArtifact,
     MixinZeroExBridge: MixinZeroExBridge as ContractArtifact,
     IERC1155Token: IERC1155Token as ContractArtifact,
     IERC721Token: IERC721Token as ContractArtifact,

contracts/zero-ex/test/wrappers.ts

@@ -125,6 +125,7 @@ export * from '../test/generated-wrappers/mixin_shell';
 export * from '../test/generated-wrappers/mixin_uniswap';
 export * from '../test/generated-wrappers/mixin_uniswap_v2';
 export * from '../test/generated-wrappers/mixin_uniswap_v3';
+export * from '../test/generated-wrappers/mixin_velodrome';
 export * from '../test/generated-wrappers/mixin_zero_ex_bridge';
 export * from '../test/generated-wrappers/mooniswap_liquidity_provider';
 export * from '../test/generated-wrappers/multiplex_feature';

contracts/zero-ex/tsconfig.json

@@ -164,6 +164,7 @@
         "test/generated-artifacts/MixinUniswap.json",
         "test/generated-artifacts/MixinUniswapV2.json",
         "test/generated-artifacts/MixinUniswapV3.json",
+        "test/generated-artifacts/MixinVelodrome.json",
         "test/generated-artifacts/MixinZeroExBridge.json",
         "test/generated-artifacts/MooniswapLiquidityProvider.json",
         "test/generated-artifacts/MultiplexFeature.json",

packages/asset-swapper/CHANGELOG.json

@@ -9,6 +9,10 @@
             {
                 "note": "Add KnightSwap on BSC",
                 "pr": 498
+            },
+            {
+                "note": "Add Velodrome support on Optimism",
+                "pr": 494
             }
         ]
     },

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

@@ -44,6 +44,7 @@ import "./TwoHopSampler.sol";
 import "./UniswapSampler.sol";
 import "./UniswapV2Sampler.sol";
 import "./UniswapV3Sampler.sol";
+import "./VelodromeSampler.sol";
 import "./UtilitySampler.sol";
 
 
@@ -72,6 +73,7 @@ contract ERC20BridgeSampler is
     UniswapSampler,
     UniswapV2Sampler,
     UniswapV3Sampler,
+    VelodromeSampler,
     UtilitySampler
 {
 

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

@@ -0,0 +1,134 @@
+// SPDX-License-Identifier: Apache-2.0
+/*
+
+  Copyright 2022 ZeroEx Intl.
+
+  Licensed under the Apache License, Version 2.0 (the "License");
+  you may not use this file except in compliance with the License.
+  You may obtain a copy of the License at
+
+    http://www.apache.org/licenses/LICENSE-2.0
+
+  Unless required by applicable law or agreed to in writing, software
+  distributed under the License is distributed on an "AS IS" BASIS,
+  WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+  See the License for the specific language governing permissions and
+  limitations under the License.
+
+*/
+
+pragma solidity ^0.6;
+pragma experimental ABIEncoderV2;
+
+import './ApproximateBuys.sol';
+import './SamplerUtils.sol';
+
+struct VeloRoute {
+    address from;
+    address to;
+    bool stable;
+}
+
+interface IVelodromeRouter {
+    function getAmountOut(
+        uint256 amountIn,
+        address tokenIn,
+        address tokenOut
+    ) external view returns (uint256 amount, bool stable);
+
+    function getAmountsOut(uint256 amountIn, VeloRoute[] calldata routes)
+        external
+        view
+        returns (uint256[] memory amounts);
+}
+
+contract VelodromeSampler is SamplerUtils, ApproximateBuys {
+    /// @dev Sample sell quotes from Velodrome
+    /// @param router Address of Velodrome router.
+    /// @param takerToken Address of the taker token (what to sell).
+    /// @param makerToken Address of the maker token (what to buy).
+    /// @param takerTokenAmounts Taker token sell amount for each sample (sorted in ascending order).
+    /// @return stable Whether the pool is a stable pool (vs volatile).
+    /// @return makerTokenAmounts Maker amounts bought at each taker token amount.
+    function sampleSellsFromVelodrome(
+        IVelodromeRouter router,
+        address takerToken,
+        address makerToken,
+        uint256[] memory takerTokenAmounts
+    ) public view returns (bool stable, uint256[] memory makerTokenAmounts) {
+        _assertValidPair(makerToken, takerToken);
+        uint256 numSamples = takerTokenAmounts.length;
+        makerTokenAmounts = new uint256[](numSamples);
+
+        // Sampling should not mix stable and volatile pools.
+        // Find the most liquid pool based on max(takerTokenAmounts) and stick with it.
+        stable = _isMostLiquidPoolStablePool(router, takerToken, makerToken, takerTokenAmounts);
+        VeloRoute[] memory routes = new VeloRoute[](1);
+        routes[0] = VeloRoute({ from: takerToken, to: makerToken, stable: stable });
+
+        for (uint256 i = 0; i < numSamples; i++) {
+            makerTokenAmounts[i] = router.getAmountsOut(takerTokenAmounts[i], routes)[1];
+            // Break early if there are 0 amounts
+            if (makerTokenAmounts[i] == 0) {
+                break;
+            }
+        }
+    }
+
+    /// @dev Sample buy quotes from Velodrome.
+    /// @param router Address of Velodrome router.
+    /// @param takerToken Address of the taker token (what to sell).
+    /// @param makerToken Address of the maker token (what to buy).
+    /// @param makerTokenAmounts Maker token buy amount for each sample.
+    /// @return stable Whether the pool is a stable pool (vs volatile).
+    /// @return takerTokenAmounts Taker amounts sold at each maker token amount.
+    function sampleBuysFromVelodrome(
+        IVelodromeRouter router,
+        address takerToken,
+        address makerToken,
+        uint256[] memory makerTokenAmounts
+    ) public view returns (bool stable, uint256[] memory takerTokenAmounts) {
+        _assertValidPair(makerToken, takerToken);
+
+        // Sampling should not mix stable and volatile pools.
+        // Find the most liquid pool based on the reverse swap (maker -> taker) and stick with it.
+        stable = _isMostLiquidPoolStablePool(router, makerToken, takerToken, makerTokenAmounts);
+
+        takerTokenAmounts = _sampleApproximateBuys(
+            ApproximateBuyQuoteOpts({
+                takerTokenData: abi.encode(router, VeloRoute({ from: takerToken, to: makerToken, stable: stable })),
+                makerTokenData: abi.encode(router, VeloRoute({ from: makerToken, to: takerToken, stable: stable })),
+                getSellQuoteCallback: _sampleSellForApproximateBuyFromVelodrome
+            }),
+            makerTokenAmounts
+        );
+    }
+
+    function _sampleSellForApproximateBuyFromVelodrome(
+        bytes memory takerTokenData,
+        bytes memory, /* makerTokenData */
+        uint256 sellAmount
+    ) internal view returns (uint256) {
+        (IVelodromeRouter router, VeloRoute memory route) = abi.decode(takerTokenData, (IVelodromeRouter, VeloRoute));
+
+        VeloRoute[] memory routes = new VeloRoute[](1);
+        routes[0] = route;
+        return router.getAmountsOut(sellAmount, routes)[1];
+    }
+
+    /// @dev Returns whether the most liquid pool is a stable pool.
+    /// @param router Address of Velodrome router.
+    /// @param takerToken Address of the taker token (what to sell).
+    /// @param makerToken Address of the maker token (what to buy).
+    /// @param takerTokenAmounts Taker token buy amount for each sample (sorted in ascending order)
+    /// @return stable Whether the pool is a stable pool (vs volatile).
+    function _isMostLiquidPoolStablePool(
+        IVelodromeRouter router,
+        address takerToken,
+        address makerToken,
+        uint256[] memory takerTokenAmounts
+    ) internal view returns (bool stable) {
+        uint256 numSamples = takerTokenAmounts.length;
+        (, stable) = router.getAmountOut(takerTokenAmounts[numSamples - 1], takerToken, makerToken);
+    }
+}

packages/asset-swapper/package.json

@@ -40,7 +40,7 @@
     "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|BalancerV2BatchSampler|BalancerV2Common|BalancerV2Sampler|BancorSampler|BancorV3Sampler|CompoundSampler|CurveSampler|DODOSampler|DODOV2Sampler|ERC20BridgeSampler|FakeTaker|GMXSampler|IBalancer|IBalancerV2Vault|IBancor|IBancorV3|ICurve|IGMX|IMStable|IMooniswap|IMultiBridge|IPlatypus|IShell|ISmoothy|IUniswapExchangeQuotes|IUniswapV2Router01|KyberDmmSampler|LidoSampler|LiquidityProviderSampler|MStableSampler|MakerPSMSampler|MooniswapSampler|NativeOrderSampler|PlatypusSampler|SamplerUtils|ShellSampler|SmoothySampler|TestNativeOrderSampler|TwoHopSampler|UniswapSampler|UniswapV2Sampler|UniswapV3Sampler|UtilitySampler).json",
+        "abis": "./test/generated-artifacts/@(ApproximateBuys|BalanceChecker|BalancerSampler|BalancerV2BatchSampler|BalancerV2Common|BalancerV2Sampler|BancorSampler|BancorV3Sampler|CompoundSampler|CurveSampler|DODOSampler|DODOV2Sampler|ERC20BridgeSampler|FakeTaker|GMXSampler|IBalancer|IBalancerV2Vault|IBancor|IBancorV3|ICurve|IGMX|IMStable|IMooniswap|IMultiBridge|IPlatypus|IShell|ISmoothy|IUniswapExchangeQuotes|IUniswapV2Router01|KyberDmmSampler|LidoSampler|LiquidityProviderSampler|MStableSampler|MakerPSMSampler|MooniswapSampler|NativeOrderSampler|PlatypusSampler|SamplerUtils|ShellSampler|SmoothySampler|TestNativeOrderSampler|TwoHopSampler|UniswapSampler|UniswapV2Sampler|UniswapV3Sampler|UtilitySampler|VelodromeSampler).json",
         "postpublish": {
             "assets": []
         }

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

@@ -214,6 +214,7 @@ export const SELL_SOURCE_FILTER_BY_CHAIN_ID = valueByChainId<SourceFilters>(
             ERC20BridgeSource.Curve,
             ERC20BridgeSource.CurveV2,
             ERC20BridgeSource.MultiHop,
+            ERC20BridgeSource.Velodrome,
         ]),
     },
     new SourceFilters([]),
@@ -362,6 +363,7 @@ export const BUY_SOURCE_FILTER_BY_CHAIN_ID = valueByChainId<SourceFilters>(
             ERC20BridgeSource.Curve,
             ERC20BridgeSource.CurveV2,
             ERC20BridgeSource.MultiHop,
+            ERC20BridgeSource.Velodrome,
         ]),
     },
     new SourceFilters([]),
@@ -2423,6 +2425,13 @@ export const YOSHI_ROUTER_BY_CHAIN_ID = valueByChainId<string>(
     NULL_ADDRESS,
 );
 
+export const VELODROME_ROUTER_BY_CHAIN_ID = valueByChainId<string>(
+    {
+        [ChainId.Optimism]: '0xa132dab612db5cb9fc9ac426a0cc215a3423f9c9',
+    },
+    NULL_ADDRESS,
+);
+
 export const VIP_ERC20_BRIDGE_SOURCES_BY_CHAIN_ID = valueByChainId<ERC20BridgeSource[]>(
     {
         [ChainId.Mainnet]: [
@@ -2654,6 +2663,11 @@ export const DEFAULT_GAS_SCHEDULE: Required<FeeSchedule> = {
     [ERC20BridgeSource.SpookySwap]: uniswapV2CloneGasSchedule,
     [ERC20BridgeSource.Yoshi]: uniswapV2CloneGasSchedule,
     [ERC20BridgeSource.Beethovenx]: () => 100e3,
+
+    //
+    // Optimism
+    //
+    [ERC20BridgeSource.Velodrome]: () => 160e3,
 };
 
 export const DEFAULT_FEE_SCHEDULE: Required<FeeSchedule> = { ...DEFAULT_GAS_SCHEDULE };

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

@@ -40,6 +40,7 @@ import {
     UniswapV2FillData,
     UniswapV3FillData,
     UniswapV3PathAmount,
+    VelodromeFillData,
 } from './types';
 
 // tslint:disable completed-docs
@@ -214,6 +215,8 @@ export function getErc20BridgeSourceToBridgeSource(source: ERC20BridgeSource): s
             return encodeBridgeSourceId(BridgeProtocol.UniswapV2, 'MeshSwap');
         case ERC20BridgeSource.BancorV3:
             return encodeBridgeSourceId(BridgeProtocol.BancorV3, 'BancorV3');
+        case ERC20BridgeSource.Velodrome:
+            return encodeBridgeSourceId(BridgeProtocol.Velodrome, 'Velodrome');
         default:
             throw new Error(AggregationError.NoBridgeForSource);
     }
@@ -397,6 +400,10 @@ export function createBridgeDataForBridgeOrder(order: OptimizedMarketBridgeOrder
             const bancorV3FillData = (order as OptimizedMarketBridgeOrder<BancorFillData>).fillData;
             bridgeData = encoder.encode([bancorV3FillData.networkAddress, bancorV3FillData.path]);
             break;
+        case ERC20BridgeSource.Velodrome:
+            const velodromeFillData = (order as OptimizedMarketBridgeOrder<VelodromeFillData>).fillData;
+            bridgeData = encoder.encode([velodromeFillData.router, velodromeFillData.stable]);
+            break;
         default:
             throw new Error(AggregationError.NoBridgeForSource);
     }
@@ -590,6 +597,7 @@ export const BRIDGE_ENCODERS: {
     [ERC20BridgeSource.AaveV2]: AbiEncoder.create('(address,address)'),
     [ERC20BridgeSource.Compound]: AbiEncoder.create('(address)'),
     [ERC20BridgeSource.Geist]: AbiEncoder.create('(address,address)'),
+    [ERC20BridgeSource.Velodrome]: AbiEncoder.create('(address,bool)'),
 };
 
 function getFillTokenAmounts(fill: CollapsedFill, side: MarketOperation): [BigNumber, BigNumber] {

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

@@ -48,6 +48,7 @@ import {
     SELL_SOURCE_FILTER_BY_CHAIN_ID,
     UNISWAPV1_ROUTER_BY_CHAIN_ID,
     UNISWAPV3_CONFIG_BY_CHAIN_ID,
+    VELODROME_ROUTER_BY_CHAIN_ID,
     ZERO_AMOUNT,
 } from './constants';
 import { getGeistInfoForPair } from './geist_utils';
@@ -95,6 +96,7 @@ import {
     TokenAdjacencyGraph,
     UniswapV2FillData,
     UniswapV3FillData,
+    VelodromeFillData,
 } from './types';
 
 /**
@@ -1301,6 +1303,7 @@ export class SamplerOperations {
             params: [pool[0], tokenAddressPath, takerFillAmounts],
         });
     }
+
     public getPlatypusBuyQuotes(
         router: string,
         pool: string[],
@@ -1316,6 +1319,52 @@ export class SamplerOperations {
         });
     }
 
+    public getVelodromeSellQuotes(
+        router: string,
+        takerToken: string,
+        makerToken: string,
+        takerFillAmounts: BigNumber[],
+    ): SourceQuoteOperation<VelodromeFillData> {
+        return new SamplerContractOperation({
+            source: ERC20BridgeSource.Velodrome,
+            contract: this._samplerContract,
+            function: this._samplerContract.sampleSellsFromVelodrome,
+            params: [router, takerToken, makerToken, takerFillAmounts],
+            callback: (callResults: string, fillData: VelodromeFillData): BigNumber[] => {
+                const [isStable, samples] = this._samplerContract.getABIDecodedReturnData<[boolean, BigNumber[]]>(
+                    'sampleSellsFromVelodrome',
+                    callResults,
+                );
+                fillData.router = router;
+                fillData.stable = isStable;
+                return samples;
+            },
+        });
+    }
+
+    public getVelodromeBuyQuotes(
+        router: string,
+        takerToken: string,
+        makerToken: string,
+        makerFillAmounts: BigNumber[],
+    ): SourceQuoteOperation<VelodromeFillData> {
+        return new SamplerContractOperation({
+            source: ERC20BridgeSource.Velodrome,
+            contract: this._samplerContract,
+            function: this._samplerContract.sampleBuysFromVelodrome,
+            params: [router, takerToken, makerToken, makerFillAmounts],
+            callback: (callResults: string, fillData: VelodromeFillData): BigNumber[] => {
+                const [isStable, samples] = this._samplerContract.getABIDecodedReturnData<[boolean, BigNumber[]]>(
+                    'sampleBuysFromVelodrome',
+                    callResults,
+                );
+                fillData.router = router;
+                fillData.stable = isStable;
+                return samples;
+            },
+        });
+    }
+
     public getMedianSellRate(
         sources: ERC20BridgeSource[],
         makerToken: string,
@@ -1719,6 +1768,14 @@ export class SamplerOperations {
                             takerFillAmounts,
                         );
                     }
+                    case ERC20BridgeSource.Velodrome: {
+                        return this.getVelodromeSellQuotes(
+                            VELODROME_ROUTER_BY_CHAIN_ID[this.chainId],
+                            takerToken,
+                            makerToken,
+                            takerFillAmounts,
+                        );
+                    }
                     default:
                         throw new Error(`Unsupported sell sample source: ${source}`);
                 }
@@ -2057,6 +2114,14 @@ export class SamplerOperations {
                             makerFillAmounts,
                         );
                     }
+                    case ERC20BridgeSource.Velodrome: {
+                        return this.getVelodromeBuyQuotes(
+                            VELODROME_ROUTER_BY_CHAIN_ID[this.chainId],
+                            takerToken,
+                            makerToken,
+                            makerFillAmounts,
+                        );
+                    }
                     default:
                         throw new Error(`Unsupported buy sample source: ${source}`);
                 }

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

@@ -108,6 +108,8 @@ export enum ERC20BridgeSource {
     MorpheusSwap = 'MorpheusSwap',
     Yoshi = 'Yoshi',
     Geist = 'Geist',
+    // Optimism
+    Velodrome = 'Velodrome',
 }
 export type SourcesWithPoolsCache =
     | ERC20BridgeSource.Balancer
@@ -378,6 +380,12 @@ export interface PlatypusFillData extends FillData {
     pool: string[];
     tokenAddressPath: string[];
 }
+
+export interface VelodromeFillData extends FillData {
+    router: string;
+    stable: boolean;
+}
+
 /**
  * Represents a node on a fill path.
  */

packages/asset-swapper/test/artifacts.ts

@@ -51,6 +51,7 @@ import * as UniswapSampler from '../test/generated-artifacts/UniswapSampler.json
 import * as UniswapV2Sampler from '../test/generated-artifacts/UniswapV2Sampler.json';
 import * as UniswapV3Sampler from '../test/generated-artifacts/UniswapV3Sampler.json';
 import * as UtilitySampler from '../test/generated-artifacts/UtilitySampler.json';
+import * as VelodromeSampler from '../test/generated-artifacts/VelodromeSampler.json';
 export const artifacts = {
     ApproximateBuys: ApproximateBuys as ContractArtifact,
     BalanceChecker: BalanceChecker as ContractArtifact,
@@ -83,6 +84,7 @@ export const artifacts = {
     UniswapV2Sampler: UniswapV2Sampler as ContractArtifact,
     UniswapV3Sampler: UniswapV3Sampler as ContractArtifact,
     UtilitySampler: UtilitySampler as ContractArtifact,
+    VelodromeSampler: VelodromeSampler as ContractArtifact,
     IBalancer: IBalancer as ContractArtifact,
     IBalancerV2Vault: IBalancerV2Vault as ContractArtifact,
     IBancor: IBancor as ContractArtifact,

packages/asset-swapper/test/wrappers.ts

@@ -49,3 +49,4 @@ export * from '../test/generated-wrappers/uniswap_sampler';
 export * from '../test/generated-wrappers/uniswap_v2_sampler';
 export * from '../test/generated-wrappers/uniswap_v3_sampler';
 export * from '../test/generated-wrappers/utility_sampler';
+export * from '../test/generated-wrappers/velodrome_sampler';

packages/asset-swapper/tsconfig.json

@@ -51,6 +51,7 @@
         "test/generated-artifacts/UniswapSampler.json",
         "test/generated-artifacts/UniswapV2Sampler.json",
         "test/generated-artifacts/UniswapV3Sampler.json",
-        "test/generated-artifacts/UtilitySampler.json"
+        "test/generated-artifacts/UtilitySampler.json",
+        "test/generated-artifacts/VelodromeSampler.json"
     ]
 }

packages/protocol-utils/CHANGELOG.json

@@ -1,4 +1,13 @@
 [
+    {
+        "version": "11.15.0",
+        "changes": [
+            {
+                "note": "Add Velodrome support",
+                "pr": 494
+            }
+        ]
+    },
     {
         "version": "11.14.0",
         "changes": [

packages/protocol-utils/src/transformer_utils.ts

@@ -139,6 +139,7 @@ export enum BridgeProtocol {
     GMX,
     Platypus,
     BancorV3,
+    Velodrome,
 }
 // tslint:enable: enum-naming