feat: Clipper (#299)

* feat: Clipper

* feat: Curve tricrypto2 (#302)

* Scope down the token list search space for Clipper

* update deployed addresses

contracts/zero-ex/CHANGELOG.json

@@ -1,4 +1,12 @@
 [
+    {
+        "version": "0.27.0",
+        "changes": [
+            {
+                "note": "Add `Clipper` as a custom liquidity source"
+            }
+        ]
+    },
     {
         "version": "0.26.0",
         "changes": [

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

@@ -25,6 +25,7 @@ import "./BridgeProtocols.sol";
 import "./mixins/MixinBalancer.sol";
 import "./mixins/MixinBalancerV2.sol";
 import "./mixins/MixinBancor.sol";
+import "./mixins/MixinClipper.sol";
 import "./mixins/MixinCoFiX.sol";
 import "./mixins/MixinCurve.sol";
 import "./mixins/MixinCurveV2.sol";
@@ -50,6 +51,7 @@ contract BridgeAdapter is
     MixinBalancer,
     MixinBalancerV2,
     MixinBancor,
+    MixinClipper,
     MixinCoFiX,
     MixinCurve,
     MixinCurveV2,
@@ -75,6 +77,7 @@ contract BridgeAdapter is
         MixinBalancer()
         MixinBalancerV2()
         MixinBancor(weth)
+        MixinClipper(weth)
         MixinCoFiX()
         MixinCurve(weth)
         MixinCurveV2()
@@ -245,6 +248,13 @@ contract BridgeAdapter is
                 sellAmount,
                 order.bridgeData
             );
+        } else if (protocolId == BridgeProtocols.CLIPPER) {
+            boughtAmount = _tradeClipper(
+                sellToken,
+                buyToken,
+                sellAmount,
+                order.bridgeData
+            );
         } else {
             boughtAmount = _tradeZeroExBridge(
                 sellToken,

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

@@ -49,4 +49,5 @@ library BridgeProtocols {
     uint128 internal constant KYBERDMM    = 19;
     uint128 internal constant CURVEV2     = 20;
     uint128 internal constant LIDO        = 21;
+    uint128 internal constant CLIPPER     = 22;
 }

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

@@ -0,0 +1,148 @@
+// 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 "../IBridgeAdapter.sol";
+import "../../../vendor/ILiquidityProvider.sol";
+
+contract MixinClipper {
+
+    using LibERC20TokenV06 for IERC20TokenV06;
+
+    /// @dev Mainnet address of the WETH contract.
+    IEtherTokenV06 private immutable WETH;
+
+    constructor(IEtherTokenV06 weth)
+        public
+    {
+        WETH = weth;
+    }
+
+    function _tradeClipper(
+        IERC20TokenV06 sellToken,
+        IERC20TokenV06 buyToken,
+        uint256 sellAmount,
+        bytes memory bridgeData
+    )
+        internal
+        returns (uint256 boughtAmount)
+    {
+        // We can only use ETH with Clipper, no WETH available
+        (ILiquidityProvider clipper, bytes memory auxiliaryData) =
+            abi.decode(bridgeData, (ILiquidityProvider, bytes));
+
+        if (sellToken == WETH) {
+            boughtAmount = _executeSellEthForToken(
+                clipper,
+                buyToken,
+                sellAmount,
+                auxiliaryData
+            );
+        } else if (buyToken == WETH) {
+            boughtAmount = _executeSellTokenForEth(
+                clipper,
+                sellToken,
+                sellAmount,
+                auxiliaryData
+            );
+        } else {
+            boughtAmount = _executeSellTokenForToken(
+                clipper,
+                sellToken,
+                buyToken,
+                sellAmount,
+                auxiliaryData
+            );
+        }
+
+        return boughtAmount;
+    }
+
+    function _executeSellEthForToken(
+        ILiquidityProvider clipper,
+        IERC20TokenV06 buyToken,
+        uint256 sellAmount,
+        bytes memory auxiliaryData
+    )
+        private
+        returns (uint256 boughtAmount)
+    {
+        // Clipper requires ETH and doesn't support WETH
+        WETH.withdraw(sellAmount);
+        boughtAmount = clipper.sellEthForToken{ value: sellAmount }(
+            buyToken,
+            address(this),
+            1,
+            auxiliaryData
+        );
+    }
+
+    function _executeSellTokenForEth(
+        ILiquidityProvider clipper,
+        IERC20TokenV06 sellToken,
+        uint256 sellAmount,
+        bytes memory auxiliaryData
+    )
+        private
+        returns (uint256 boughtAmount)
+    {
+        // Optimization: We can transfer the tokens into clipper rather than
+        // have an allowance updated
+        sellToken.compatTransfer(address(clipper), sellAmount);
+
+        boughtAmount = clipper.sellTokenForEth(
+            sellToken,
+            payable(address(this)),
+            1,
+            auxiliaryData
+        );
+
+        // we want WETH for possible future trades
+        WETH.deposit{ value: boughtAmount }();
+    }
+
+    function _executeSellTokenForToken(
+        ILiquidityProvider clipper,
+        IERC20TokenV06 sellToken,
+        IERC20TokenV06 buyToken,
+        uint256 sellAmount,
+        bytes memory auxiliaryData
+    )
+        private
+        returns (uint256 boughtAmount)
+    {
+        // Optimization: We can transfer the tokens into clipper rather than
+        // have an allowance updated
+        sellToken.compatTransfer(address(clipper), sellAmount);
+
+        boughtAmount = clipper.sellTokenForToken(
+            sellToken,
+            buyToken,
+            address(this),
+            1,
+            auxiliaryData
+        );
+    }
+}

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,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|IBatchFillNativeOrdersFeature|IBootstrapFeature|IBridgeAdapter|IERC20Bridge|IERC20Transformer|IFeature|IFlashWallet|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|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|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|IBatchFillNativeOrdersFeature|IBootstrapFeature|IBridgeAdapter|IERC20Bridge|IERC20Transformer|IFeature|IFlashWallet|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|MixinClipper|MixinCoFiX|MixinCryptoCom|MixinCurve|MixinCurveV2|MixinDodo|MixinDodoV2|MixinKyber|MixinKyberDmm|MixinLido|MixinMStable|MixinMakerPSM|MixinMooniswap|MixinNerve|MixinOasis|MixinShell|MixinUniswap|MixinUniswapV2|MixinUniswapV3|MixinZeroExBridge|MooniswapLiquidityProvider|MultiplexFeature|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|TestUniswapV3Factory|TestUniswapV3Feature|TestUniswapV3Pool|TestWeth|TestWethTransformerHost|TestZeroExFeature|TransformERC20Feature|Transformer|TransformerDeployer|UniswapFeature|UniswapV3Feature|WethTransformer|ZeroEx|ZeroExOptimized).json"
     },
     "repository": {
         "type": "git",

contracts/zero-ex/test/artifacts.ts

@@ -82,6 +82,7 @@ import * as MetaTransactionsFeature from '../test/generated-artifacts/MetaTransa
 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 MixinClipper from '../test/generated-artifacts/MixinClipper.json';
 import * as MixinCoFiX from '../test/generated-artifacts/MixinCoFiX.json';
 import * as MixinCryptoCom from '../test/generated-artifacts/MixinCryptoCom.json';
 import * as MixinCurve from '../test/generated-artifacts/MixinCurve.json';
@@ -257,6 +258,7 @@ export const artifacts = {
     MixinBalancer: MixinBalancer as ContractArtifact,
     MixinBalancerV2: MixinBalancerV2 as ContractArtifact,
     MixinBancor: MixinBancor as ContractArtifact,
+    MixinClipper: MixinClipper as ContractArtifact,
     MixinCoFiX: MixinCoFiX as ContractArtifact,
     MixinCryptoCom: MixinCryptoCom as ContractArtifact,
     MixinCurve: MixinCurve as ContractArtifact,

contracts/zero-ex/test/wrappers.ts

@@ -80,6 +80,7 @@ export * from '../test/generated-wrappers/meta_transactions_feature';
 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_clipper';
 export * from '../test/generated-wrappers/mixin_co_fi_x';
 export * from '../test/generated-wrappers/mixin_crypto_com';
 export * from '../test/generated-wrappers/mixin_curve';

contracts/zero-ex/tsconfig.json

@@ -113,6 +113,7 @@
         "test/generated-artifacts/MixinBalancer.json",
         "test/generated-artifacts/MixinBalancerV2.json",
         "test/generated-artifacts/MixinBancor.json",
+        "test/generated-artifacts/MixinClipper.json",
         "test/generated-artifacts/MixinCoFiX.json",
         "test/generated-artifacts/MixinCryptoCom.json",
         "test/generated-artifacts/MixinCurve.json",

packages/asset-swapper/CHANGELOG.json

@@ -1,4 +1,17 @@
 [
+    {
+        "version": "16.24.0",
+        "changes": [
+            {
+                "note": "Add `Clipper` as a custom liquidity source",
+                "pr": 299
+            },
+            {
+                "note": "Added `Curve` `Tricrypto2` and `ESD` v2",
+                "pr": 302
+            }
+        ]
+    },
     {
         "version": "16.23.1",
         "changes": [

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

@@ -98,6 +98,7 @@ export const SELL_SOURCE_FILTER_BY_CHAIN_ID = valueByChainId<SourceFilters>(
             ERC20BridgeSource.UniswapV3,
             ERC20BridgeSource.CurveV2,
             ERC20BridgeSource.ShibaSwap,
+            ERC20BridgeSource.Clipper,
         ]),
         [ChainId.Ropsten]: new SourceFilters([
             ERC20BridgeSource.Kyber,
@@ -198,6 +199,7 @@ export const BUY_SOURCE_FILTER_BY_CHAIN_ID = valueByChainId<SourceFilters>(
             ERC20BridgeSource.UniswapV3,
             ERC20BridgeSource.CurveV2,
             ERC20BridgeSource.ShibaSwap,
+            ERC20BridgeSource.Clipper,
         ]),
         [ChainId.Ropsten]: new SourceFilters([
             ERC20BridgeSource.Kyber,
@@ -373,6 +375,8 @@ export const MAINNET_TOKENS = {
     FRAX: '0x853d955acef822db058eb8505911ed77f175b99e',
     LUSD: '0x5f98805a4e8be255a32880fdec7f6728c6568ba0',
     FEI: '0x956f47f50a910163d8bf957cf5846d573e7f87ca',
+    DSU: '0x605d26fbd5be761089281d5cec2ce86eea667109',
+    ESS: '0x24ae124c4cc33d6791f8e8b63520ed7107ac8b3e',
 };
 
 export const BSC_TOKENS = {
@@ -448,10 +452,12 @@ export const CURVE_POOLS = {
     FRAX: '0xd632f22692fac7611d2aa1c0d552930d43caed3b',
     LUSD: '0xed279fdd11ca84beef15af5d39bb4d4bee23f0ca',
     BUSD: '0x4807862aa8b2bf68830e4c8dc86d0e9a998e085a',
+    DSU3CRV: '0x6ec80df362d7042c50d4469bcfbc174c9dd9109a',
 };
 
 export const CURVE_V2_POOLS = {
     tricrypto: '0x80466c64868e1ab14a1ddf27a676c3fcbe638fe5',
+    tricrypto2: '0xd51a44d3fae010294c616388b506acda1bfaae46',
 };
 
 export const CURVE_POLYGON_POOLS = {
@@ -847,6 +853,11 @@ export const CURVE_MAINNET_INFOS: { [name: string]: CurveInfo } = {
         pool: CURVE_POOLS.ankreth,
         gasSchedule: 125e3,
     }),
+    [CURVE_POOLS.DSU3CRV]: createCurveMetaTriPool({
+        tokens: [MAINNET_TOKENS.DSU],
+        pool: CURVE_POOLS.DSU3CRV,
+        gasSchedule: 387e3,
+    }),
 };
 
 export const CURVE_V2_MAINNET_INFOS: { [name: string]: CurveInfo } = {
@@ -855,6 +866,11 @@ export const CURVE_V2_MAINNET_INFOS: { [name: string]: CurveInfo } = {
         pool: CURVE_V2_POOLS.tricrypto,
         gasSchedule: 300e3,
     }),
+    [CURVE_V2_POOLS.tricrypto2]: createCurveExchangeV2Pool({
+        tokens: [MAINNET_TOKENS.USDT, MAINNET_TOKENS.WBTC, MAINNET_TOKENS.WETH],
+        pool: CURVE_V2_POOLS.tricrypto2,
+        gasSchedule: 300e3,
+    }),
 };
 
 export const CURVE_POLYGON_INFOS: { [name: string]: CurveInfo } = {
@@ -1410,6 +1426,22 @@ export const LIDO_INFO_BY_CHAIN = valueByChainId<LidoInfo>(
     },
 );
 
+export const CLIPPER_INFO_BY_CHAIN = valueByChainId(
+    {
+        [ChainId.Mainnet]: {
+            poolAddress: '0xe82906b6b1b04f631d126c974af57a3a7b6a99d9',
+            tokens: [
+                MAINNET_TOKENS.WETH, // technically ETH but our sampler and mixin handle this
+                MAINNET_TOKENS.WBTC,
+                MAINNET_TOKENS.USDC,
+                MAINNET_TOKENS.USDT,
+                MAINNET_TOKENS.DAI,
+            ],
+        },
+    },
+    { poolAddress: NULL_ADDRESS, tokens: [] },
+);
+
 export const BALANCER_SUBGRAPH_URL = 'https://api.thegraph.com/subgraphs/name/balancer-labs/balancer';
 export const BALANCER_TOP_POOLS_FETCHED = 250;
 export const BALANCER_MAX_POOLS_FETCHED = 3;
@@ -1640,6 +1672,7 @@ export const DEFAULT_GAS_SCHEDULE: Required<FeeSchedule> = {
         return gas;
     },
     [ERC20BridgeSource.Lido]: () => 226e3,
+    [ERC20BridgeSource.Clipper]: () => 170e3,
 
     //
     // BSC

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

@@ -3,7 +3,7 @@ import { AbiEncoder, BigNumber } from '@0x/utils';
 
 import { AssetSwapperContractAddresses, MarketOperation } from '../../types';
 
-import { MAX_UINT256, ZERO_AMOUNT } from './constants';
+import { MAX_UINT256, NULL_BYTES, ZERO_AMOUNT } from './constants';
 import {
     AggregationError,
     BalancerFillData,
@@ -180,6 +180,8 @@ export function getErc20BridgeSourceToBridgeSource(source: ERC20BridgeSource): s
             return encodeBridgeSourceId(BridgeProtocol.Nerve, 'IronSwap');
         case ERC20BridgeSource.ACryptos:
             return encodeBridgeSourceId(BridgeProtocol.Curve, 'ACryptoS');
+        case ERC20BridgeSource.Clipper:
+            return encodeBridgeSourceId(BridgeProtocol.Clipper, 'Clipper');
         default:
             throw new Error(AggregationError.NoBridgeForSource);
     }
@@ -318,6 +320,10 @@ export function createBridgeDataForBridgeOrder(order: OptimizedMarketBridgeOrder
             const lidoFillData = (order as OptimizedMarketBridgeOrder<LidoFillData>).fillData;
             bridgeData = encoder.encode([lidoFillData.stEthTokenAddress]);
             break;
+        case ERC20BridgeSource.Clipper:
+            const clipperFillData = (order as OptimizedMarketBridgeOrder<LiquidityProviderFillData>).fillData;
+            bridgeData = encoder.encode([clipperFillData.poolAddress, NULL_BYTES]);
+            break;
         default:
             throw new Error(AggregationError.NoBridgeForSource);
     }
@@ -475,6 +481,10 @@ export const BRIDGE_ENCODERS: {
     ]),
     [ERC20BridgeSource.KyberDmm]: AbiEncoder.create('(address,address[],address[])'),
     [ERC20BridgeSource.Lido]: AbiEncoder.create('(address)'),
+    [ERC20BridgeSource.Clipper]: AbiEncoder.create([
+        { name: 'provider', type: 'address' },
+        { name: 'data', type: 'bytes' },
+    ]),
 };
 
 function getFillTokenAmounts(fill: CollapsedFill, side: MarketOperation): [BigNumber, BigNumber] {

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

@@ -20,6 +20,7 @@ import {
 import {
     BALANCER_V2_VAULT_ADDRESS_BY_CHAIN,
     BANCOR_REGISTRY_BY_CHAIN_ID,
+    CLIPPER_INFO_BY_CHAIN,
     DODOV1_CONFIG_BY_CHAIN_ID,
     DODOV2_FACTORIES_BY_CHAIN_ID,
     KYBER_CONFIG_BY_CHAIN_ID,
@@ -359,9 +360,10 @@ export class SamplerOperations {
         takerToken: string,
         takerFillAmounts: BigNumber[],
         gasCost: number,
+        source: ERC20BridgeSource = ERC20BridgeSource.LiquidityProvider,
     ): SourceQuoteOperation<LiquidityProviderFillData> {
         return new SamplerContractOperation({
-            source: ERC20BridgeSource.LiquidityProvider,
+            source,
             fillData: {
                 poolAddress: providerAddress,
                 gasCost,
@@ -378,9 +380,10 @@ export class SamplerOperations {
         takerToken: string,
         makerFillAmounts: BigNumber[],
         gasCost: number,
+        source: ERC20BridgeSource = ERC20BridgeSource.LiquidityProvider,
     ): SourceQuoteOperation<LiquidityProviderFillData> {
         return new SamplerContractOperation({
-            source: ERC20BridgeSource.LiquidityProvider,
+            source,
             fillData: {
                 poolAddress: providerAddress,
                 gasCost,
@@ -1322,9 +1325,9 @@ export class SamplerOperations {
                                 takerToken,
                                 makerToken,
                             ) || []
-                        ).map(poolAddress =>
+                        ).map(balancerPool =>
                             this.getBalancerSellQuotes(
-                                poolAddress,
+                                balancerPool,
                                 makerToken,
                                 takerToken,
                                 takerFillAmounts,
@@ -1358,9 +1361,9 @@ export class SamplerOperations {
                                 takerToken,
                                 makerToken,
                             ) || []
-                        ).map(poolAddress =>
+                        ).map(creamPool =>
                             this.getBalancerSellQuotes(
-                                poolAddress,
+                                creamPool,
                                 makerToken,
                                 takerToken,
                                 takerFillAmounts,
@@ -1449,6 +1452,32 @@ export class SamplerOperations {
 
                         return this.getLidoSellQuotes(lidoInfo, makerToken, takerToken, takerFillAmounts);
                     }
+                    case ERC20BridgeSource.Clipper:
+                        const { poolAddress: clipperPoolAddress, tokens: clipperTokens } = CLIPPER_INFO_BY_CHAIN[
+                            this.chainId
+                        ];
+                        if (
+                            clipperPoolAddress === NULL_ADDRESS ||
+                            !clipperTokens.includes(makerToken) ||
+                            !clipperTokens.includes(takerToken)
+                        ) {
+                            return [];
+                        }
+                        // Clipper requires WETH to be represented as address(0)
+                        const adjustedMakerToken =
+                            makerToken === NATIVE_FEE_TOKEN_BY_CHAIN_ID[this.chainId] ? NULL_ADDRESS : makerToken;
+                        const adjustedTakerToken =
+                            takerToken === NATIVE_FEE_TOKEN_BY_CHAIN_ID[this.chainId] ? NULL_ADDRESS : takerToken;
+                        // Supports the PLP interface
+                        return this.getLiquidityProviderSellQuotes(
+                            clipperPoolAddress,
+                            adjustedMakerToken,
+                            adjustedTakerToken,
+                            takerFillAmounts,
+                            // tslint:disable-next-line: custom-no-magic-numbers
+                            0, // Not used for Clipper
+                            ERC20BridgeSource.Clipper,
+                        );
                     default:
                         throw new Error(`Unsupported sell sample source: ${source}`);
                 }
@@ -1718,6 +1747,32 @@ export class SamplerOperations {
 
                         return this.getLidoBuyQuotes(lidoInfo, makerToken, takerToken, makerFillAmounts);
                     }
+                    case ERC20BridgeSource.Clipper:
+                        const { poolAddress: clipperPoolAddress, tokens: clipperTokens } = CLIPPER_INFO_BY_CHAIN[
+                            this.chainId
+                        ];
+                        if (
+                            clipperPoolAddress === NULL_ADDRESS ||
+                            !clipperTokens.includes(makerToken) ||
+                            !clipperTokens.includes(takerToken)
+                        ) {
+                            return [];
+                        }
+                        // Clipper requires WETH to be represented as address(0)
+                        const adjustedMakerToken =
+                            makerToken === NATIVE_FEE_TOKEN_BY_CHAIN_ID[this.chainId] ? NULL_ADDRESS : makerToken;
+                        const adjustedTakerToken =
+                            takerToken === NATIVE_FEE_TOKEN_BY_CHAIN_ID[this.chainId] ? NULL_ADDRESS : takerToken;
+                        // Supports the PLP interface
+                        return this.getLiquidityProviderBuyQuotes(
+                            clipperPoolAddress,
+                            adjustedMakerToken,
+                            adjustedTakerToken,
+                            makerFillAmounts,
+                            // tslint:disable-next-line: custom-no-magic-numbers
+                            0, // Not used for Clipper
+                            ERC20BridgeSource.Clipper,
+                        );
                     default:
                         throw new Error(`Unsupported buy sample source: ${source}`);
                 }

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

@@ -69,6 +69,7 @@ export enum ERC20BridgeSource {
     CurveV2 = 'Curve_V2',
     Lido = 'Lido',
     ShibaSwap = 'ShibaSwap',
+    Clipper = 'Clipper',
     // BSC only
     PancakeSwap = 'PancakeSwap',
     PancakeSwapV2 = 'PancakeSwap_V2',

packages/contract-addresses/CHANGELOG.json

@@ -1,4 +1,13 @@
 [
+    {
+        "version": "6.5.0",
+        "changes": [
+            {
+                "note": "Deployed `Clipper`",
+                "pr": 299
+            }
+        ]
+    },
     {
         "version": "6.4.0",
         "changes": [

packages/contract-addresses/addresses.json

@@ -36,7 +36,7 @@
             "wethTransformer": "0xb2bc06a4efb20fc6553a69dbfa49b7be938034a7",
             "payTakerTransformer": "0x4638a7ebe75b911b995d0ec73a81e4f85f41f24e",
             "affiliateFeeTransformer": "0xda6d9fc5998f550a094585cf9171f0e8ee3ac59f",
-            "fillQuoteTransformer": "0x6dfdb2537683ce6101f9090a78197dd58c30bfac",
+            "fillQuoteTransformer": "0xb4fa284689c9784a60d840eb136bb16c5246191f",
             "positiveSlippageFeeTransformer": "0xa9416ce1dbde8d331210c07b5c253d94ee4cc3fd"
         }
     },

packages/protocol-utils/CHANGELOG.json

@@ -1,4 +1,12 @@
 [
+    {
+        "version": "1.8.0",
+        "changes": [
+            {
+                "note": "Add `Clipper`"
+            }
+        ]
+    },
     {
         "timestamp": 1624356181,
         "version": "1.7.2",

packages/protocol-utils/src/transformer_utils.ts

@@ -131,6 +131,7 @@ export enum BridgeProtocol {
     KyberDmm,
     CurveV2,
     Lido,
+    Clipper,
 }
 // tslint:enable: enum-naming