fix: asset-swapper source collapse regression (#2654)

fixes source collapse regression where a split on the same source was collapsed into a single fill.
This should be kept distinct as separate fills.

packages/asset-swapper/CHANGELOG.json

@@ -25,6 +25,10 @@
             {
                 "note": "Adds `getBidAskLiquidityForMakerTakerAssetPairAsync` to return more detailed sample information",
                 "pr": 2641
+            },
+            {
+                "note": "Fix regression where a split on the same source was collapsed into a single fill",
+                "pr": 2654
             }
         ]
     },

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

@@ -247,7 +247,7 @@ export function collapsePath(path: Fill[]): CollapsedFill[] {
         if (collapsed.length !== 0 && source !== ERC20BridgeSource.Native) {
             const prevFill = collapsed[collapsed.length - 1];
             // If the last fill is from the same source, merge them.
-            if (prevFill.source === source) {
+            if (prevFill.sourcePathId === fill.sourcePathId) {
                 prevFill.input = prevFill.input.plus(fill.input);
                 prevFill.output = prevFill.output.plus(fill.output);
                 prevFill.subFills.push(fill);
@@ -255,6 +255,7 @@ export function collapsePath(path: Fill[]): CollapsedFill[] {
             }
         }
         collapsed.push({
+            sourcePathId: fill.sourcePathId,
             source: fill.source,
             fillData: fill.fillData,
             input: fill.input,

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

@@ -151,6 +151,10 @@ export interface Fill<TFillData extends FillData = FillData> {
  * Represents continguous fills on a path that have been merged together.
  */
 export interface CollapsedFill<TFillData extends FillData = FillData> {
+    // Unique ID of the original source path this fill belongs to.
+    // This is generated when the path is generated and is useful to distinguish
+    // paths that have the same `source` IDs but are distinct (e.g., Curves).
+    sourcePathId: string;
     /**
      * The source DEX.
      */

packages/asset-swapper/test/quote_report_generator_test.ts

@@ -1,7 +1,7 @@
 // tslint:disable:custom-no-magic-numbers
 import { orderHashUtils } from '@0x/order-utils';
 import { SignedOrder } from '@0x/types';
-import { BigNumber } from '@0x/utils';
+import { BigNumber, hexUtils } from '@0x/utils';
 import * as chai from 'chai';
 import * as _ from 'lodash';
 import 'mocha';
@@ -31,6 +31,7 @@ const expect = chai.expect;
 
 const collapsedFillFromNativeOrder = (order: SignedOrder): NativeCollapsedFill => {
     return {
+        sourcePathId: hexUtils.random(),
         source: ERC20BridgeSource.Native,
         input: order.takerAssetAmount,
         output: order.makerAssetAmount,
@@ -102,8 +103,8 @@ describe('QuoteReportGenerator', async () => {
             ];
 
             // generate path
-            const uniswap2Fill: CollapsedFill = { ...uniswapSample2, subFills: [] };
+            const uniswap2Fill: CollapsedFill = { ...uniswapSample2, subFills: [], sourcePathId: hexUtils.random() };
-            const kyber2Fill: CollapsedFill = { ...kyberSample2, subFills: [] };
+            const kyber2Fill: CollapsedFill = { ...kyberSample2, subFills: [], sourcePathId: hexUtils.random() };
             const orderbookOrder2Fill: CollapsedFill = collapsedFillFromNativeOrder(orderbookOrder2);
             const rfqtOrder2Fill: CollapsedFill = collapsedFillFromNativeOrder(rfqtOrder2);
             const pathGenerated: CollapsedFill[] = [rfqtOrder2Fill, orderbookOrder2Fill, uniswap2Fill, kyber2Fill];
@@ -274,8 +275,8 @@ describe('QuoteReportGenerator', async () => {
 
             // generate path
             const orderbookOrder1Fill: CollapsedFill = collapsedFillFromNativeOrder(orderbookOrder1);
-            const uniswap1Fill: CollapsedFill = { ...uniswapSample1, subFills: [] };
+            const uniswap1Fill: CollapsedFill = { ...uniswapSample1, subFills: [], sourcePathId: hexUtils.random() };
-            const kyber1Fill: CollapsedFill = { ...kyberSample1, subFills: [] };
+            const kyber1Fill: CollapsedFill = { ...kyberSample1, subFills: [], sourcePathId: hexUtils.random() };
             const pathGenerated: CollapsedFill[] = [orderbookOrder1Fill, uniswap1Fill, kyber1Fill];
 
             const orderReport = new QuoteReportGenerator(

packages/asset-swapper/test/quote_simulation_test.ts

@@ -1,6 +1,6 @@
 import { constants, expect, getRandomInteger, randomAddress } from '@0x/contracts-test-utils';
 import { assetDataUtils } from '@0x/order-utils';
-import { BigNumber } from '@0x/utils';
+import { BigNumber, hexUtils } from '@0x/utils';
 import * as _ from 'lodash';
 
 import { MarketOperation } from '../src/types';
@@ -155,7 +155,7 @@ describe('quote_simulation tests', async () => {
             signature: '0x',
         };
     }
-
+    const nativeSourcePathId = hexUtils.random();
     function createOrderCollapsedFills(input: BigNumber, output: BigNumber, count: number): CollapsedFill[] {
         const inputs = subdivideAmount(input, count);
         const outputs = subdivideAmount(output, count);
@@ -163,6 +163,7 @@ describe('quote_simulation tests', async () => {
             const subFillInputs = subdivideAmount(inputs[i], count);
             const subFillOutputs = subdivideAmount(outputs[i], count);
             return {
+                sourcePathId: nativeSourcePathId,
                 source: ERC20BridgeSource.Native,
                 input: inputs[i],
                 output: outputs[i],