feat: Balancer V2 integration (#206)

* add balancer v2

* fetch balancer v2 pools from subgraph

* feat: initial stab at a Balancer V2 Sampler WIP

* feat: add sampling for buys and fix build issues WIP [untested]

* fix: BalancerV2Sampler implementation issues, works on Kovan

* chore: BalancerV2 sampling boilerplate

* fix: update Balancer V2 mainnet address

* fix: consolidate differences between the 2 working branches

* fix: use mainnet Balancer V2 subgraph

* fix: stack too deep by minimizing and inline Balancer V2 vault interface

* fix: address review comments and clean up

* fix: sampler vault interface and pools cache assuming a pool has swaps

* address more review comments

* fix: TS type issues and add a comment about deadline argument

* fix: pools_cache_tests incorrect token addresses, prettier incompat

* fix: make ERC20BridgeSampler support BalancerV2 non view sampler fns

* fix: use a struct for passing encoded bridge data for Balancer V2

* chore: add changelog entries

* fix: improve gas accuracy of gas schedule for Balancer V2 & Maker Psm

* fix: don't exclude sources with stale caches & wait for cache refresh

* rebase

* `@0x/asset-swapper`: Fix stack too deep errors in sampler

Co-authored-by: Kim Persson <kimpersson88@gmail.com>
Co-authored-by: Lawrence Forman <me@merklejerk.com>

contracts/zero-ex/CHANGELOG.json

@@ -5,6 +5,10 @@
             {
                 "note": "Added ETH support to `MixinCurve`",
                 "pr": 220
+            },
+            {
+                "note": "Add Balancer V2 integration",
+                "pr": 206
             }
         ]
     },

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

@@ -23,6 +23,7 @@ pragma experimental ABIEncoderV2;
 import "./IBridgeAdapter.sol";
 import "./BridgeProtocols.sol";
 import "./mixins/MixinBalancer.sol";
+import "./mixins/MixinBalancerV2.sol";
 import "./mixins/MixinBancor.sol";
 import "./mixins/MixinCoFiX.sol";
 import "./mixins/MixinCurve.sol";
@@ -43,6 +44,7 @@ import "./mixins/MixinZeroExBridge.sol";
 contract BridgeAdapter is
     IBridgeAdapter,
     MixinBalancer,
+    MixinBalancerV2,
     MixinBancor,
     MixinCoFiX,
     MixinCurve,
@@ -63,6 +65,7 @@ contract BridgeAdapter is
     constructor(IEtherTokenV06 weth)
         public
         MixinBalancer()
+        MixinBalancerV2()
         MixinBancor(weth)
         MixinCoFiX()
         MixinCurve(weth)
@@ -119,6 +122,13 @@ contract BridgeAdapter is
                 sellAmount,
                 order.bridgeData
             );
+        } else if (protocolId == BridgeProtocols.BALANCERV2) {
+            boughtAmount = _tradeBalancerV2(
+                sellToken,
+                buyToken,
+                sellAmount,
+                order.bridgeData
+            );
         } else if (protocolId == BridgeProtocols.KYBER) {
             boughtAmount = _tradeKyber(
                 sellToken,

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

@@ -44,4 +44,5 @@ library BridgeProtocols {
     uint128 internal constant COFIX       = 14;
     uint128 internal constant NERVE       = 15;
     uint128 internal constant MAKERPSM    = 16;
+    uint128 internal constant BALANCERV2  = 17;
 }

contracts/zero-ex/contracts/src/transformers/bridges/mixins/MixinBalancerV2.sol

@@ -0,0 +1,117 @@
+// SPDX-License-Identifier: Apache-2.0
+/*
+
+  Copyright 2020 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 IBalancerV2Vault {
+
+    enum SwapKind { GIVEN_IN, GIVEN_OUT }
+    /**
+     * @dev Performs a swap with a single Pool.
+     *
+     * If the swap is given in (the number of tokens to send to the Pool is known), returns the amount of tokens
+     * taken from the Pool, which must be greater than or equal to `limit`.
+     *
+     * If the swap is given out (the number of tokens to take from the Pool is known), returns the amount of
+     * tokens sent to the Pool, which must be less than or equal to `limit`.
+     *
+     * Internal Balance usage and the recipient are determined by the `funds` struct.
+     *
+     * Emits a `Swap` event.
+     * For full documentation see https://github.com/balancer-labs/balancer-core-v2/blob/master/contracts/vault/interfaces/IVault.sol
+     */
+    function swap(
+        SingleSwap calldata request,
+        FundManagement calldata funds,
+        uint256 limit,
+        uint256 deadline
+    ) external payable returns (uint256);
+
+    struct SingleSwap {
+        bytes32 poolId;
+        SwapKind kind;
+        IERC20TokenV06 assetIn;
+        IERC20TokenV06 assetOut;
+        uint256 amount;
+        bytes userData;
+    }
+
+    struct FundManagement {
+        address sender;
+        bool fromInternalBalance;
+        address payable recipient;
+        bool toInternalBalance;
+    }
+}
+
+contract MixinBalancerV2 {
+
+    using LibERC20TokenV06 for IERC20TokenV06;
+
+    struct BalancerV2BridgeData {
+        IBalancerV2Vault vault;
+        bytes32 poolId;
+    }
+
+    function _tradeBalancerV2(
+        IERC20TokenV06 sellToken,
+        IERC20TokenV06 buyToken,
+        uint256 sellAmount,
+        bytes memory bridgeData
+    )
+        internal
+        returns (uint256 boughtAmount)
+    {
+        // Decode the bridge data.
+        BalancerV2BridgeData memory data = abi.decode(bridgeData, (BalancerV2BridgeData));
+
+        // Grant an allowance to the exchange to spend `fromTokenAddress` token.
+        sellToken.approveIfBelow(address(data.vault), sellAmount);
+
+        // Sell the entire sellAmount
+        IBalancerV2Vault.SingleSwap memory request = IBalancerV2Vault.SingleSwap({
+            poolId: data.poolId,
+            kind: IBalancerV2Vault.SwapKind.GIVEN_IN,
+            assetIn: sellToken,
+            assetOut: buyToken,
+            amount: sellAmount, // amount in
+            userData: ""
+        });
+
+        IBalancerV2Vault.FundManagement memory funds = IBalancerV2Vault.FundManagement({
+            sender: address(this),
+            fromInternalBalance: false,
+            recipient: payable(address(this)),
+            toInternalBalance: false
+        });
+
+        boughtAmount = data.vault.swap(
+            request,
+            funds,
+            1, // min amount out
+            block.timestamp // expires after this block
+        );
+        return boughtAmount;
+    }
+}

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",
         "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|IOwnableFeature|IPancakeSwapFeature|ISimpleFunctionRegistryFeature|IStaking|ITestSimpleFunctionRegistryFeature|ITokenSpenderFeature|ITransformERC20Feature|IUniswapFeature|IUniswapV2Pair|IZeroEx|InitialMigration|LibBootstrap|LibCommonRichErrors|LibERC20Transformer|LibFeeCollector|LibLiquidityProviderRichErrors|LibMetaTransactionsRichErrors|LibMetaTransactionsStorage|LibMigrate|LibNativeOrder|LibNativeOrdersRichErrors|LibNativeOrdersStorage|LibOwnableRichErrors|LibOwnableStorage|LibProxyRichErrors|LibProxyStorage|LibReentrancyGuardStorage|LibSignature|LibSignatureRichErrors|LibSimpleFunctionRegistryRichErrors|LibSimpleFunctionRegistryStorage|LibStorage|LibTransformERC20RichErrors|LibTransformERC20Storage|LibWalletRichErrors|LiquidityProviderFeature|LiquidityProviderSandbox|LogMetadataTransformer|MetaTransactionsFeature|MixinBalancer|MixinBancor|MixinCoFiX|MixinCryptoCom|MixinCurve|MixinDodo|MixinDodoV2|MixinKyber|MixinMStable|MixinMakerPSM|MixinMooniswap|MixinNerve|MixinOasis|MixinShell|MixinUniswap|MixinUniswapV2|MixinZeroExBridge|MooniswapLiquidityProvider|MultiplexFeature|NativeOrdersCancellation|NativeOrdersFeature|NativeOrdersInfo|NativeOrdersProtocolFees|NativeOrdersSettlement|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|TestOrderSignerRegistryWithContractWallet|TestPermissionlessTransformerDeployerSuicidal|TestPermissionlessTransformerDeployerTransformer|TestRfqOriginRegistration|TestSimpleFunctionRegistryFeatureImpl1|TestSimpleFunctionRegistryFeatureImpl2|TestStaking|TestTokenSpenderERC20Token|TestTransformERC20|TestTransformerBase|TestTransformerDeployerTransformer|TestTransformerHost|TestWeth|TestWethTransformerHost|TestZeroExFeature|TransformERC20Feature|Transformer|TransformerDeployer|UniswapFeature|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|IOwnableFeature|IPancakeSwapFeature|ISimpleFunctionRegistryFeature|IStaking|ITestSimpleFunctionRegistryFeature|ITokenSpenderFeature|ITransformERC20Feature|IUniswapFeature|IUniswapV2Pair|IZeroEx|InitialMigration|LibBootstrap|LibCommonRichErrors|LibERC20Transformer|LibFeeCollector|LibLiquidityProviderRichErrors|LibMetaTransactionsRichErrors|LibMetaTransactionsStorage|LibMigrate|LibNativeOrder|LibNativeOrdersRichErrors|LibNativeOrdersStorage|LibOwnableRichErrors|LibOwnableStorage|LibProxyRichErrors|LibProxyStorage|LibReentrancyGuardStorage|LibSignature|LibSignatureRichErrors|LibSimpleFunctionRegistryRichErrors|LibSimpleFunctionRegistryStorage|LibStorage|LibTransformERC20RichErrors|LibTransformERC20Storage|LibWalletRichErrors|LiquidityProviderFeature|LiquidityProviderSandbox|LogMetadataTransformer|MetaTransactionsFeature|MixinBalancer|MixinBalancerV2|MixinBancor|MixinCoFiX|MixinCryptoCom|MixinCurve|MixinDodo|MixinDodoV2|MixinKyber|MixinMStable|MixinMakerPSM|MixinMooniswap|MixinNerve|MixinOasis|MixinShell|MixinUniswap|MixinUniswapV2|MixinZeroExBridge|MooniswapLiquidityProvider|MultiplexFeature|NativeOrdersCancellation|NativeOrdersFeature|NativeOrdersInfo|NativeOrdersProtocolFees|NativeOrdersSettlement|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|TestOrderSignerRegistryWithContractWallet|TestPermissionlessTransformerDeployerSuicidal|TestPermissionlessTransformerDeployerTransformer|TestRfqOriginRegistration|TestSimpleFunctionRegistryFeatureImpl1|TestSimpleFunctionRegistryFeatureImpl2|TestStaking|TestTokenSpenderERC20Token|TestTransformERC20|TestTransformerBase|TestTransformerDeployerTransformer|TestTransformerHost|TestWeth|TestWethTransformerHost|TestZeroExFeature|TransformERC20Feature|Transformer|TransformerDeployer|UniswapFeature|WethTransformer|ZeroEx|ZeroExOptimized).json"
     },
     "repository": {
         "type": "git",

contracts/zero-ex/test/artifacts.ts

@@ -76,6 +76,7 @@ import * as LiquidityProviderSandbox from '../test/generated-artifacts/Liquidity
 import * as LogMetadataTransformer from '../test/generated-artifacts/LogMetadataTransformer.json';
 import * as MetaTransactionsFeature from '../test/generated-artifacts/MetaTransactionsFeature.json';
 import * as MixinBalancer from '../test/generated-artifacts/MixinBalancer.json';
+import * as MixinBalancerV2 from '../test/generated-artifacts/MixinBalancerV2.json';
 import * as MixinBancor from '../test/generated-artifacts/MixinBancor.json';
 import * as MixinCoFiX from '../test/generated-artifacts/MixinCoFiX.json';
 import * as MixinCryptoCom from '../test/generated-artifacts/MixinCryptoCom.json';
@@ -235,6 +236,7 @@ export const artifacts = {
     BridgeProtocols: BridgeProtocols as ContractArtifact,
     IBridgeAdapter: IBridgeAdapter as ContractArtifact,
     MixinBalancer: MixinBalancer as ContractArtifact,
+    MixinBalancerV2: MixinBalancerV2 as ContractArtifact,
     MixinBancor: MixinBancor as ContractArtifact,
     MixinCoFiX: MixinCoFiX as ContractArtifact,
     MixinCryptoCom: MixinCryptoCom as ContractArtifact,

contracts/zero-ex/test/wrappers.ts

@@ -74,6 +74,7 @@ export * from '../test/generated-wrappers/liquidity_provider_sandbox';
 export * from '../test/generated-wrappers/log_metadata_transformer';
 export * from '../test/generated-wrappers/meta_transactions_feature';
 export * from '../test/generated-wrappers/mixin_balancer';
+export * from '../test/generated-wrappers/mixin_balancer_v2';
 export * from '../test/generated-wrappers/mixin_bancor';
 export * from '../test/generated-wrappers/mixin_co_fi_x';
 export * from '../test/generated-wrappers/mixin_crypto_com';

contracts/zero-ex/tsconfig.json

@@ -105,6 +105,7 @@
         "test/generated-artifacts/LogMetadataTransformer.json",
         "test/generated-artifacts/MetaTransactionsFeature.json",
         "test/generated-artifacts/MixinBalancer.json",
+        "test/generated-artifacts/MixinBalancerV2.json",
         "test/generated-artifacts/MixinBancor.json",
         "test/generated-artifacts/MixinCoFiX.json",
         "test/generated-artifacts/MixinCryptoCom.json",

packages/asset-swapper/CHANGELOG.json

@@ -29,6 +29,10 @@
             {
                 "note": "PLP now includes a fallback due to observed collisions",
                 "pr": 223
+            },
+            {
+                "note": "Add Balancer V2 integration",
+                "pr": 206
             }
         ]
     },

packages/asset-swapper/compiler.json

@@ -6,11 +6,7 @@
     "shouldSaveStandardInput": true,
     "compilerSettings": {
         "evmVersion": "istanbul",
-        "optimizer": {
+        "optimizer": { "enabled": true, "runs": 200 },
-            "enabled": true,
-            "runs": 62500,
-            "details": { "yul": true, "deduplicate": true, "cse": true, "constantOptimizer": true }
-        },
         "outputSelection": {
             "*": {
                 "*": [

packages/asset-swapper/contracts/src/BalancerV2Sampler.sol

@@ -0,0 +1,189 @@
+// SPDX-License-Identifier: Apache-2.0
+/*
+
+  Copyright 2021 ZeroEx Intl.
+
+  Licensed under the Apache License, Version 2.0 (the "License");
+  you may not use this file except in compliance with the License.
+  You may obtain a copy of the License at
+
+    http://www.apache.org/licenses/LICENSE-2.0
+
+  Unless required by applicable law or agreed to in writing, software
+  distributed under the License is distributed on an "AS IS" BASIS,
+  WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+  See the License for the specific language governing permissions and
+  limitations under the License.
+
+*/
+
+pragma solidity ^0.6;
+pragma experimental ABIEncoderV2;
+
+import "./SamplerUtils.sol";
+
+/// @dev Minimal Balancer V2 Vault interface
+///      for documentation refer to https://github.com/balancer-labs/balancer-core-v2/blob/master/contracts/vault/interfaces/IVault.sol
+interface IBalancerV2Vault {
+    enum SwapKind { GIVEN_IN, GIVEN_OUT }
+
+    struct BatchSwapStep {
+        bytes32 poolId;
+        uint256 assetInIndex;
+        uint256 assetOutIndex;
+        uint256 amount;
+        bytes userData;
+    }
+
+    struct FundManagement {
+        address sender;
+        bool fromInternalBalance;
+        address payable recipient;
+        bool toInternalBalance;
+    }
+
+    function queryBatchSwap(
+        SwapKind kind,
+        BatchSwapStep[] calldata swaps,
+        IAsset[] calldata assets,
+        FundManagement calldata funds
+    ) external returns (int256[] memory assetDeltas);
+}
+interface IAsset {
+    // solhint-disable-previous-line no-empty-blocks
+}
+
+contract BalancerV2Sampler is SamplerUtils {
+
+    struct BalancerV2PoolInfo {
+        bytes32 poolId;
+        address vault;
+    }
+
+    /// @dev Sample sell quotes from Balancer V2.
+    /// @param poolInfo Struct with pool related data
+    /// @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.
+    /// @return makerTokenAmounts Maker amounts bought at each taker token
+    ///         amount.
+    function sampleSellsFromBalancerV2(
+        BalancerV2PoolInfo memory poolInfo,
+        address takerToken,
+        address makerToken,
+        uint256[] memory takerTokenAmounts
+    )
+        public
+        returns (uint256[] memory makerTokenAmounts)
+    {
+        _assertValidPair(makerToken, takerToken);
+        IBalancerV2Vault vault = IBalancerV2Vault(poolInfo.vault);
+        IAsset[] memory swapAssets = new IAsset[](2);
+        swapAssets[0] = IAsset(takerToken);
+        swapAssets[1] = IAsset(makerToken);
+
+        uint256 numSamples = takerTokenAmounts.length;
+        makerTokenAmounts = new uint256[](numSamples);
+        IBalancerV2Vault.FundManagement memory swapFunds =
+            _createSwapFunds();
+
+        for (uint256 i = 0; i < numSamples; i++) {
+            IBalancerV2Vault.BatchSwapStep[] memory swapSteps =
+                _createSwapSteps(poolInfo, takerTokenAmounts[i]);
+
+            try
+                // For sells we specify the takerToken which is what the vault will receive from the trade
+                vault.queryBatchSwap(IBalancerV2Vault.SwapKind.GIVEN_IN, swapSteps, swapAssets, swapFunds)
+            // amounts represent pool balance deltas from the swap (incoming balance, outgoing balance)
+            returns (int256[] memory amounts) {
+                // Outgoing balance is negative so we need to flip the sign
+                int256 amountOutFromPool = amounts[1] * -1;
+                if (amountOutFromPool <= 0) {
+                    break;
+                }
+                makerTokenAmounts[i] = uint256(amountOutFromPool);
+            } catch (bytes memory) {
+                // Swallow failures, leaving all results as zero.
+                break;
+            }
+        }
+    }
+
+    /// @dev Sample buy quotes from Balancer V2.
+    /// @param poolInfo Struct with pool related data
+    /// @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 takerTokenAmounts Taker amounts sold at each maker token
+    ///         amount.
+    function sampleBuysFromBalancerV2(
+        BalancerV2PoolInfo memory poolInfo,
+        address takerToken,
+        address makerToken,
+        uint256[] memory makerTokenAmounts
+    )
+        public
+        returns (uint256[] memory takerTokenAmounts)
+    {
+        _assertValidPair(makerToken, takerToken);
+        IBalancerV2Vault vault = IBalancerV2Vault(poolInfo.vault);
+        IAsset[] memory swapAssets = new IAsset[](2);
+        swapAssets[0] = IAsset(takerToken);
+        swapAssets[1] = IAsset(makerToken);
+
+        uint256 numSamples = makerTokenAmounts.length;
+        takerTokenAmounts = new uint256[](numSamples);
+        IBalancerV2Vault.FundManagement memory swapFunds =
+            _createSwapFunds();
+
+        for (uint256 i = 0; i < numSamples; i++) {
+            IBalancerV2Vault.BatchSwapStep[] memory swapSteps =
+                _createSwapSteps(poolInfo, makerTokenAmounts[i]);
+
+            try
+                // For buys we specify the makerToken which is what taker will receive from the trade
+                vault.queryBatchSwap(IBalancerV2Vault.SwapKind.GIVEN_OUT, swapSteps, swapAssets, swapFunds)
+            returns (int256[] memory amounts) {
+                int256 amountIntoPool = amounts[0];
+                if (amountIntoPool <= 0) {
+                    break;
+                }
+                takerTokenAmounts[i] = uint256(amountIntoPool);
+            } catch (bytes memory) {
+                // Swallow failures, leaving all results as zero.
+                break;
+            }
+        }
+    }
+
+    function _createSwapSteps(
+        BalancerV2PoolInfo memory poolInfo,
+        uint256 amount
+    ) private pure returns (IBalancerV2Vault.BatchSwapStep[] memory) {
+        IBalancerV2Vault.BatchSwapStep[] memory swapSteps =
+            new IBalancerV2Vault.BatchSwapStep[](1);
+        swapSteps[0] = IBalancerV2Vault.BatchSwapStep({
+            poolId: poolInfo.poolId,
+            assetInIndex: 0,
+            assetOutIndex: 1,
+            amount: amount,
+            userData: ""
+        });
+
+        return swapSteps;
+    }
+
+    function _createSwapFunds()
+        private
+        view
+        returns (IBalancerV2Vault.FundManagement memory)
+    {
+        return
+            IBalancerV2Vault.FundManagement({
+                sender: address(this),
+                fromInternalBalance: false,
+                recipient: payable(address(this)),
+                toInternalBalance: false
+            });
+    }
+}

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

@@ -22,16 +22,13 @@ pragma experimental ABIEncoderV2;
 
 import "./interfaces/IBancor.sol";
 
-contract DeploymentConstants {}
+contract BancorSampler {
-
-contract BancorSampler is DeploymentConstants
-{
 
     /// @dev Base gas limit for Bancor calls.
     uint256 constant private BANCOR_CALL_GAS = 300e3; // 300k
 
     struct BancorSamplerOpts {
-        address registry;
+        IBancorRegistry registry;
         address[][] paths;
     }
 
@@ -112,7 +109,7 @@ contract BancorSampler is DeploymentConstants
         view
         returns (address bancorNetwork, address[] memory path)
     {
-        bancorNetwork = _getBancorNetwork(opts.registry);
+        bancorNetwork = opts.registry.getAddress(opts.registry.BANCOR_NETWORK());
         if (opts.paths.length == 0) {
             return (bancorNetwork, path);
         }
@@ -140,13 +137,4 @@ contract BancorSampler is DeploymentConstants
             }
         }
     }
-
-    function _getBancorNetwork(address registry)
-        private
-        view
-        returns (address)
-    {
-        IBancorRegistry registry = IBancorRegistry(registry);
-        return registry.getAddress(registry.BANCOR_NETWORK());
-    }
 }

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

@@ -21,6 +21,7 @@ pragma solidity ^0.6;
 pragma experimental ABIEncoderV2;
 
 import "./BalancerSampler.sol";
+import "./BalancerV2Sampler.sol";
 import "./BancorSampler.sol";
 import "./CurveSampler.sol";
 import "./DODOSampler.sol";
@@ -43,6 +44,7 @@ import "./UtilitySampler.sol";
 
 contract ERC20BridgeSampler is
     BalancerSampler,
+    BalancerV2Sampler,
     BancorSampler,
     CurveSampler,
     DODOSampler,
@@ -73,7 +75,6 @@ contract ERC20BridgeSampler is
     /// @return callResults ABI-encoded results data for each call.
     function batchCall(bytes[] calldata callDatas)
         external
-        view
         returns (CallResults[] memory callResults)
     {
         callResults = new CallResults[](callDatas.length);
@@ -82,7 +83,7 @@ contract ERC20BridgeSampler is
             if (callDatas[i].length == 0) {
                 continue;
             }
-            (callResults[i].success, callResults[i].data) = address(this).staticcall(callDatas[i]);
+            (callResults[i].success, callResults[i].data) = address(this).call(callDatas[i]);
         }
     }
 }

packages/asset-swapper/package.json

@@ -38,7 +38,7 @@
     "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|BancorSampler|CurveSampler|DODOSampler|DODOV2Sampler|DummyLiquidityProvider|ERC20BridgeSampler|Eth2DaiSampler|FakeTaker|IBalancer|IBancor|ICurve|IEth2Dai|IKyberNetwork|IMStable|IMooniswap|IMultiBridge|IShell|ISmoothy|IUniswapExchangeQuotes|IUniswapV2Router01|KyberSampler|LiquidityProviderSampler|MStableSampler|MakerPSMSampler|MooniswapSampler|MultiBridgeSampler|NativeOrderSampler|SamplerUtils|ShellSampler|SmoothySampler|TestERC20BridgeSampler|TestNativeOrderSampler|TwoHopSampler|UniswapSampler|UniswapV2Sampler|UtilitySampler).json",
+        "abis": "./test/generated-artifacts/@(ApproximateBuys|BalanceChecker|BalancerSampler|BalancerV2Sampler|BancorSampler|CurveSampler|DODOSampler|DODOV2Sampler|DummyLiquidityProvider|ERC20BridgeSampler|Eth2DaiSampler|FakeTaker|IBalancer|IBancor|ICurve|IEth2Dai|IKyberNetwork|IMStable|IMooniswap|IMultiBridge|IShell|ISmoothy|IUniswapExchangeQuotes|IUniswapV2Router01|KyberSampler|LiquidityProviderSampler|MStableSampler|MakerPSMSampler|MooniswapSampler|MultiBridgeSampler|NativeOrderSampler|SamplerUtils|ShellSampler|SmoothySampler|TestERC20BridgeSampler|TestNativeOrderSampler|TwoHopSampler|UniswapSampler|UniswapV2Sampler|UtilitySampler).json",
         "postpublish": {
             "assets": []
         }
@@ -85,6 +85,8 @@
         "ethereum-types": "^3.5.0",
         "ethereumjs-util": "^7.0.10",
         "fast-abi": "^0.0.2",
+        "graphql": "^15.4.0",
+        "graphql-request": "^3.4.0",
         "heartbeats": "^5.0.1",
         "lodash": "^4.17.11"
     },

packages/asset-swapper/src/swap_quoter.ts

@@ -143,8 +143,7 @@ export class SwapQuoter {
                 this.chainId,
                 samplerContract,
                 samplerOverrides,
-                undefined, // balancer pool cache
+                undefined, // pools caches for balancer and cream
-                undefined, // cream pool cache
                 tokenAdjacencyGraph,
                 liquidityProviderRegistry,
                 this.chainId === ChainId.Mainnet // Enable Bancor only on Mainnet

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

@@ -67,6 +67,7 @@ export const SELL_SOURCE_FILTER_BY_CHAIN_ID = valueByChainId<SourceFilters>(
             ERC20BridgeSource.Kyber,
             ERC20BridgeSource.Curve,
             ERC20BridgeSource.Balancer,
+            ERC20BridgeSource.BalancerV2,
             ERC20BridgeSource.Bancor,
             ERC20BridgeSource.MStable,
             ERC20BridgeSource.Mooniswap,
@@ -134,6 +135,7 @@ export const BUY_SOURCE_FILTER_BY_CHAIN_ID = valueByChainId<SourceFilters>(
             ERC20BridgeSource.Kyber,
             ERC20BridgeSource.Curve,
             ERC20BridgeSource.Balancer,
+            ERC20BridgeSource.BalancerV2,
             // ERC20BridgeSource.Bancor, // FIXME: Bancor Buys not implemented in Sampler
             ERC20BridgeSource.MStable,
             ERC20BridgeSource.Mooniswap,
@@ -1037,9 +1039,17 @@ export const COMPONENT_POOLS_BY_CHAIN_ID = valueByChainId(
     },
 );
 
+export const BALANCER_V2_VAULT_ADDRESS_BY_CHAIN = valueByChainId<string>(
+    {
+        [ChainId.Mainnet]: '0xba12222222228d8ba445958a75a0704d566bf2c8',
+    },
+    NULL_ADDRESS,
+);
+
 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;
+export const BALANCER_V2_SUBGRAPH_URL = 'https://api.thegraph.com/subgraphs/name/balancer-labs/balancer-v2';
 
 //
 // BSC
@@ -1163,17 +1173,12 @@ export const DEFAULT_GAS_SCHEDULE: Required<FeeSchedule> = {
         return gas;
     },
     [ERC20BridgeSource.Balancer]: () => 120e3,
+    [ERC20BridgeSource.BalancerV2]: () => 100e3,
     [ERC20BridgeSource.Cream]: () => 120e3,
     [ERC20BridgeSource.MStable]: () => 700e3,
     [ERC20BridgeSource.MakerPsm]: (fillData?: FillData) => {
         const psmFillData = fillData as MakerPsmFillData;
-
+        return psmFillData.takerToken === psmFillData.gemTokenAddress ? 210e3 : 290e3;
-        // TODO(kimpers): update with more accurate numbers after allowances have been set
-        if (psmFillData.takerToken === psmFillData.gemTokenAddress) {
-            return psmFillData.isSellOperation ? 389e3 : 423e3;
-        } else {
-            return 444e3;
-        }
     },
     [ERC20BridgeSource.Mooniswap]: () => 130e3,
     [ERC20BridgeSource.Shell]: () => 170e3,

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

@@ -1,109 +0,0 @@
-import { Pool } from '@balancer-labs/sor/dist/types';
-import { getPoolsWithTokens, parsePoolData } from 'cream-sor';
-
-import { BALANCER_MAX_POOLS_FETCHED } from './constants';
-
-// tslint:disable:boolean-naming
-
-interface CacheValue {
-    timestamp: number;
-    pools: Pool[];
-}
-
-// tslint:disable:custom-no-magic-numbers
-const FIVE_SECONDS_MS = 5 * 1000;
-const ONE_DAY_MS = 24 * 60 * 60 * 1000;
-const DEFAULT_TIMEOUT_MS = 1000;
-// tslint:enable:custom-no-magic-numbers
-
-export class CreamPoolsCache {
-    constructor(
-        private readonly _cache: { [key: string]: CacheValue } = {},
-        private readonly maxPoolsFetched: number = BALANCER_MAX_POOLS_FETCHED,
-    ) {}
-
-    public async getPoolsForPairAsync(
-        takerToken: string,
-        makerToken: string,
-        timeoutMs: number = DEFAULT_TIMEOUT_MS,
-    ): Promise<Pool[]> {
-        const timeout = new Promise<Pool[]>(resolve => setTimeout(resolve, timeoutMs, []));
-        return Promise.race([this._getPoolsForPairAsync(takerToken, makerToken), timeout]);
-    }
-
-    public getCachedPoolAddressesForPair(
-        takerToken: string,
-        makerToken: string,
-        cacheExpiryMs?: number,
-    ): string[] | undefined {
-        const key = JSON.stringify([takerToken, makerToken]);
-        const value = this._cache[key];
-        if (cacheExpiryMs === undefined) {
-            return value === undefined ? [] : value.pools.map(pool => pool.id);
-        }
-        const minTimestamp = Date.now() - cacheExpiryMs;
-        if (value === undefined || value.timestamp < minTimestamp) {
-            return undefined;
-        } else {
-            return value.pools.map(pool => pool.id);
-        }
-    }
-
-    public howToSampleCream(
-        takerToken: string,
-        makerToken: string,
-        isAllowedSource: boolean,
-    ): { onChain: boolean; offChain: boolean } {
-        // If CREAM is excluded as a source, do not sample.
-        if (!isAllowedSource) {
-            return { onChain: false, offChain: false };
-        }
-        const cachedCreamPools = this.getCachedPoolAddressesForPair(takerToken, makerToken, ONE_DAY_MS);
-        // Sample CREAM on-chain (i.e. via the ERC20BridgeSampler contract) if:
-        // - Cached values are not stale
-        // - There is at least one CREAM pool for this pair
-        const onChain = cachedCreamPools !== undefined && cachedCreamPools.length > 0;
-        // Sample CREAM off-chain (i.e. via GraphQL query + `computeCreamBuy/SellQuote`)
-        // if cached values are stale
-        const offChain = cachedCreamPools === undefined;
-        return { onChain, offChain };
-    }
-
-    protected async _getPoolsForPairAsync(
-        takerToken: string,
-        makerToken: string,
-        cacheExpiryMs: number = FIVE_SECONDS_MS,
-    ): Promise<Pool[]> {
-        const key = JSON.stringify([takerToken, makerToken]);
-        const value = this._cache[key];
-        const minTimestamp = Date.now() - cacheExpiryMs;
-        if (value === undefined || value.timestamp < minTimestamp) {
-            const pools = await this._fetchPoolsForPairAsync(takerToken, makerToken);
-            const timestamp = Date.now();
-            this._cache[key] = {
-                pools,
-                timestamp,
-            };
-        }
-        return this._cache[key].pools;
-    }
-
-    // tslint:disable-next-line: prefer-function-over-method
-    protected async _loadTopPoolsAsync(): Promise<void> {
-        // Do nothing
-    }
-
-    // tslint:disable-next-line:prefer-function-over-method
-    protected async _fetchPoolsForPairAsync(takerToken: string, makerToken: string): Promise<Pool[]> {
-        try {
-            const poolData = (await getPoolsWithTokens(takerToken, makerToken)).pools;
-            // Sort by maker token balance (descending)
-            const pools = parsePoolData(poolData, takerToken, makerToken).sort((a, b) =>
-                b.balanceOut.minus(a.balanceOut).toNumber(),
-            );
-            return pools.length > this.maxPoolsFetched ? pools.slice(0, this.maxPoolsFetched) : pools;
-        } catch (err) {
-            return [];
-        }
-    }
-}

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

@@ -46,6 +46,7 @@ import {
     OptimizerResult,
     OptimizerResultWithReport,
     OrderDomain,
+    SourcesWithPoolsCache,
 } from './types';
 
 // tslint:disable:boolean-naming
@@ -100,29 +101,15 @@ export class MarketOperationUtils {
         const quoteSourceFilters = this._sellSources.merge(requestFilters);
         const feeSourceFilters = this._feeSources.exclude(_opts.excludedFeeSources);
 
-        const {
+        // Can't sample Balancer or Cream on-chain without the pools cache
-            onChain: sampleBalancerOnChain,
+        const sourcesWithStaleCaches: SourcesWithPoolsCache[] = (Object.keys(
-            offChain: sampleBalancerOffChain,
+            this._sampler.poolsCaches,
-        } = this._sampler.balancerPoolsCache.howToSampleBalancer(
+        ) as SourcesWithPoolsCache[]).filter(s => !this._sampler.poolsCaches[s].isFresh(takerToken, makerToken));
-            takerToken,
+        // tslint:disable-next-line:promise-function-async
-            makerToken,
+        const cacheRefreshPromises: Array<Promise<any[]>> = sourcesWithStaleCaches.map(s =>
-            quoteSourceFilters.isAllowed(ERC20BridgeSource.Balancer),
+            this._sampler.poolsCaches[s].getFreshPoolsForPairAsync(takerToken, makerToken),
         );
 
-        const {
-            onChain: sampleCreamOnChain,
-            offChain: sampleCreamOffChain,
-        } = this._sampler.creamPoolsCache.howToSampleCream(
-            takerToken,
-            makerToken,
-            quoteSourceFilters.isAllowed(ERC20BridgeSource.Cream),
-        );
-
-        const offChainSources = [
-            ...(!sampleCreamOnChain ? [ERC20BridgeSource.Cream] : []),
-            ...(!sampleBalancerOnChain ? [ERC20BridgeSource.Balancer] : []),
-        ];
-
         // Used to determine whether the tx origin is an EOA or a contract
         const txOrigin = (_opts.rfqt && _opts.rfqt.txOrigin) || NULL_ADDRESS;
 
@@ -146,12 +133,7 @@ export class MarketOperationUtils {
                 this._nativeFeeTokenAmount,
             ),
             // Get sell quotes for taker -> maker.
-            this._sampler.getSellQuotes(
+            this._sampler.getSellQuotes(quoteSourceFilters.sources, makerToken, takerToken, sampleAmounts),
-                quoteSourceFilters.exclude(offChainSources).sources,
-                makerToken,
-                takerToken,
-                sampleAmounts,
-            ),
             this._sampler.getTwoHopSellQuotes(
                 quoteSourceFilters.isAllowed(ERC20BridgeSource.MultiHop) ? quoteSourceFilters.sources : [],
                 makerToken,
@@ -160,15 +142,6 @@ export class MarketOperationUtils {
             ),
             this._sampler.isAddressContract(txOrigin),
         );
-
-        const offChainBalancerPromise = sampleBalancerOffChain
-            ? this._sampler.getBalancerSellQuotesOffChainAsync(makerToken, takerToken, sampleAmounts)
-            : Promise.resolve([]);
-
-        const offChainCreamPromise = sampleCreamOffChain
-            ? this._sampler.getCreamSellQuotesOffChainAsync(makerToken, takerToken, sampleAmounts)
-            : Promise.resolve([]);
-
         const [
             [
                 tokenDecimals,
@@ -179,9 +152,7 @@ export class MarketOperationUtils {
                 rawTwoHopQuotes,
                 isTxOriginContract,
             ],
-            offChainBalancerQuotes,
+        ] = await Promise.all([samplerPromise, Promise.all(cacheRefreshPromises)]);
-            offChainCreamQuotes,
-        ] = await Promise.all([samplerPromise, offChainBalancerPromise, offChainCreamPromise]);
 
         // Filter out any invalid two hop quotes where we couldn't find a route
         const twoHopQuotes = rawTwoHopQuotes.filter(
@@ -210,7 +181,7 @@ export class MarketOperationUtils {
                 nativeOrders: limitOrdersWithFillableAmounts,
                 rfqtIndicativeQuotes: [],
                 twoHopQuotes,
-                dexQuotes: dexQuotes.concat([...offChainBalancerQuotes, ...offChainCreamQuotes]),
+                dexQuotes,
             },
             isRfqSupported,
         };
@@ -236,29 +207,15 @@ export class MarketOperationUtils {
         const quoteSourceFilters = this._buySources.merge(requestFilters);
         const feeSourceFilters = this._feeSources.exclude(_opts.excludedFeeSources);
 
-        const {
+        // Can't sample Balancer or Cream on-chain without the pools cache
-            onChain: sampleBalancerOnChain,
+        const sourcesWithStaleCaches: SourcesWithPoolsCache[] = (Object.keys(
-            offChain: sampleBalancerOffChain,
+            this._sampler.poolsCaches,
-        } = this._sampler.balancerPoolsCache.howToSampleBalancer(
+        ) as SourcesWithPoolsCache[]).filter(s => !this._sampler.poolsCaches[s].isFresh(takerToken, makerToken));
-            takerToken,
+        // tslint:disable-next-line:promise-function-async
-            makerToken,
+        const cacheRefreshPromises: Array<Promise<any[]>> = sourcesWithStaleCaches.map(s =>
-            quoteSourceFilters.isAllowed(ERC20BridgeSource.Balancer),
+            this._sampler.poolsCaches[s].getFreshPoolsForPairAsync(takerToken, makerToken),
         );
 
-        const {
-            onChain: sampleCreamOnChain,
-            offChain: sampleCreamOffChain,
-        } = this._sampler.creamPoolsCache.howToSampleCream(
-            takerToken,
-            makerToken,
-            quoteSourceFilters.isAllowed(ERC20BridgeSource.Cream),
-        );
-
-        const offChainSources = [
-            ...(!sampleCreamOnChain ? [ERC20BridgeSource.Cream] : []),
-            ...(!sampleBalancerOnChain ? [ERC20BridgeSource.Balancer] : []),
-        ];
-
         // Used to determine whether the tx origin is an EOA or a contract
         const txOrigin = (_opts.rfqt && _opts.rfqt.txOrigin) || NULL_ADDRESS;
 
@@ -282,12 +239,7 @@ export class MarketOperationUtils {
                 this._nativeFeeTokenAmount,
             ),
             // Get buy quotes for taker -> maker.
-            this._sampler.getBuyQuotes(
+            this._sampler.getBuyQuotes(quoteSourceFilters.sources, makerToken, takerToken, sampleAmounts),
-                quoteSourceFilters.exclude(offChainSources).sources,
-                makerToken,
-                takerToken,
-                sampleAmounts,
-            ),
             this._sampler.getTwoHopBuyQuotes(
                 quoteSourceFilters.isAllowed(ERC20BridgeSource.MultiHop) ? quoteSourceFilters.sources : [],
                 makerToken,
@@ -297,14 +249,6 @@ export class MarketOperationUtils {
             this._sampler.isAddressContract(txOrigin),
         );
 
-        const offChainBalancerPromise = sampleBalancerOffChain
-            ? this._sampler.getBalancerBuyQuotesOffChainAsync(makerToken, takerToken, sampleAmounts)
-            : Promise.resolve([]);
-
-        const offChainCreamPromise = sampleCreamOffChain
-            ? this._sampler.getCreamBuyQuotesOffChainAsync(makerToken, takerToken, sampleAmounts)
-            : Promise.resolve([]);
-
         const [
             [
                 tokenDecimals,
@@ -315,9 +259,7 @@ export class MarketOperationUtils {
                 rawTwoHopQuotes,
                 isTxOriginContract,
             ],
-            offChainBalancerQuotes,
+        ] = await Promise.all([samplerPromise, Promise.all(cacheRefreshPromises)]);
-            offChainCreamQuotes,
-        ] = await Promise.all([samplerPromise, offChainBalancerPromise, offChainCreamPromise]);
 
         // Filter out any invalid two hop quotes where we couldn't find a route
         const twoHopQuotes = rawTwoHopQuotes.filter(
@@ -346,7 +288,7 @@ export class MarketOperationUtils {
                 nativeOrders: limitOrdersWithFillableAmounts,
                 rfqtIndicativeQuotes: [],
                 twoHopQuotes,
-                dexQuotes: dexQuotes.concat(offChainBalancerQuotes, offChainCreamQuotes),
+                dexQuotes,
             },
             isRfqSupported,
         };

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

@@ -7,6 +7,7 @@ import { MAX_UINT256, ZERO_AMOUNT } from './constants';
 import {
     AggregationError,
     BalancerFillData,
+    BalancerV2FillData,
     BancorFillData,
     CollapsedFill,
     CurveFillData,
@@ -75,6 +76,8 @@ export function getErc20BridgeSourceToBridgeSource(source: ERC20BridgeSource): s
     switch (source) {
         case ERC20BridgeSource.Balancer:
             return encodeBridgeSourceId(BridgeProtocol.Balancer, 'Balancer');
+        case ERC20BridgeSource.BalancerV2:
+            return encodeBridgeSourceId(BridgeProtocol.BalancerV2, 'BalancerV2');
         case ERC20BridgeSource.Bancor:
             return encodeBridgeSourceId(BridgeProtocol.Bancor, 'Bancor');
         // case ERC20BridgeSource.CoFiX:
@@ -189,6 +192,11 @@ export function createBridgeDataForBridgeOrder(order: OptimizedMarketBridgeOrder
             const balancerFillData = (order as OptimizedMarketBridgeOrder<BalancerFillData>).fillData;
             bridgeData = encoder.encode([balancerFillData.poolAddress]);
             break;
+        case ERC20BridgeSource.BalancerV2:
+            const balancerV2FillData = (order as OptimizedMarketBridgeOrder<BalancerV2FillData>).fillData;
+            const { vault, poolId } = balancerV2FillData;
+            bridgeData = encoder.encode([vault, poolId]);
+            break;
         case ERC20BridgeSource.Bancor:
             const bancorFillData = (order as OptimizedMarketBridgeOrder<BancorFillData>).fillData;
             bridgeData = encoder.encode([bancorFillData.networkAddress, bancorFillData.path]);
@@ -296,6 +304,7 @@ const makerPsmEncoder = AbiEncoder.create([
     { name: 'psmAddress', type: 'address' },
     { name: 'gemTokenAddress', type: 'address' },
 ]);
+const balancerV2Encoder = AbiEncoder.create([{ name: 'vault', type: 'address' }, { name: 'poolId', type: 'bytes32' }]);
 const routerAddressPathEncoder = AbiEncoder.create('(address,address[])');
 const tokenAddressEncoder = AbiEncoder.create([{ name: 'tokenAddress', type: 'address' }]);
 
@@ -358,6 +367,7 @@ export const BRIDGE_ENCODERS: {
     [ERC20BridgeSource.Uniswap]: poolEncoder,
     // Custom integrations
     [ERC20BridgeSource.MakerPsm]: makerPsmEncoder,
+    [ERC20BridgeSource.BalancerV2]: balancerV2Encoder,
 };
 
 function getFillTokenAmounts(fill: CollapsedFill, side: MarketOperation): [BigNumber, BigNumber] {

packages/asset-swapper/src/utils/market_operation_utils/pools_cache/balancer_utils.ts

@@ -1,19 +1,12 @@
 import { getPoolsWithTokens, parsePoolData } from '@balancer-labs/sor';
 import { Pool } from '@balancer-labs/sor/dist/types';
 
-import { BALANCER_MAX_POOLS_FETCHED, BALANCER_SUBGRAPH_URL, BALANCER_TOP_POOLS_FETCHED } from './constants';
+import { BALANCER_MAX_POOLS_FETCHED, BALANCER_SUBGRAPH_URL, BALANCER_TOP_POOLS_FETCHED } from '../constants';
 
-// tslint:disable:boolean-naming
+import { CacheValue, PoolsCache } from './pools_cache';
-
-interface CacheValue {
-    timestamp: number;
-    pools: Pool[];
-}
 
 // tslint:disable:custom-no-magic-numbers
-const FIVE_SECONDS_MS = 5 * 1000;
 const ONE_DAY_MS = 24 * 60 * 60 * 1000;
-const DEFAULT_TIMEOUT_MS = 1000;
 // tslint:enable:custom-no-magic-numbers
 
 interface BalancerPoolResponse {
@@ -23,89 +16,19 @@ interface BalancerPoolResponse {
     tokensList: string[];
     totalWeight: string;
 }
-
+export class BalancerPoolsCache extends PoolsCache {
-export class BalancerPoolsCache {
     constructor(
-        private readonly _cache: { [key: string]: CacheValue } = {},
+        private readonly _subgraphUrl: string = BALANCER_SUBGRAPH_URL,
+        cache: { [key: string]: CacheValue } = {},
         private readonly maxPoolsFetched: number = BALANCER_MAX_POOLS_FETCHED,
-        private readonly subgraphUrl: string = BALANCER_SUBGRAPH_URL,
+        private readonly _topPoolsFetched: number = BALANCER_TOP_POOLS_FETCHED,
-        private readonly topPoolsFetched: number = BALANCER_TOP_POOLS_FETCHED,
     ) {
+        super(cache);
         void this._loadTopPoolsAsync();
         // Reload the top pools every 12 hours
         setInterval(async () => void this._loadTopPoolsAsync(), ONE_DAY_MS / 2);
     }
 
-    public async getPoolsForPairAsync(
-        takerToken: string,
-        makerToken: string,
-        timeoutMs: number = DEFAULT_TIMEOUT_MS,
-    ): Promise<Pool[]> {
-        const timeout = new Promise<Pool[]>(resolve => setTimeout(resolve, timeoutMs, []));
-        return Promise.race([this._getPoolsForPairAsync(takerToken, makerToken), timeout]);
-    }
-
-    public getCachedPoolAddressesForPair(
-        takerToken: string,
-        makerToken: string,
-        cacheExpiryMs?: number,
-    ): string[] | undefined {
-        const key = JSON.stringify([takerToken, makerToken]);
-        const value = this._cache[key];
-        if (cacheExpiryMs === undefined) {
-            return value === undefined ? [] : value.pools.map(pool => pool.id);
-        }
-        const minTimestamp = Date.now() - cacheExpiryMs;
-        if (value === undefined || value.timestamp < minTimestamp) {
-            return undefined;
-        } else {
-            return value.pools.map(pool => pool.id);
-        }
-    }
-
-    public howToSampleBalancer(
-        takerToken: string,
-        makerToken: string,
-        isAllowedSource: boolean,
-    ): { onChain: boolean; offChain: boolean } {
-        // If Balancer is excluded as a source, do not sample.
-        if (!isAllowedSource) {
-            return { onChain: false, offChain: false };
-        }
-        const cachedBalancerPools = this.getCachedPoolAddressesForPair(takerToken, makerToken, ONE_DAY_MS);
-        // Sample Balancer on-chain (i.e. via the ERC20BridgeSampler contract) if:
-        // - Cached values are not stale
-        // - There is at least one Balancer pool for this pair
-        const onChain = cachedBalancerPools !== undefined && cachedBalancerPools.length > 0;
-        // Sample Balancer off-chain (i.e. via GraphQL query + `computeBalancerBuy/SellQuote`)
-        // if cached values are stale
-        const offChain = cachedBalancerPools === undefined;
-        return { onChain, offChain };
-    }
-
-    protected async _getPoolsForPairAsync(
-        takerToken: string,
-        makerToken: string,
-        cacheExpiryMs: number = FIVE_SECONDS_MS,
-    ): Promise<Pool[]> {
-        const key = JSON.stringify([takerToken, makerToken]);
-        const value = this._cache[key];
-        const minTimestamp = Date.now() - cacheExpiryMs;
-        if (value === undefined || value.timestamp < minTimestamp) {
-            const pools = await this._fetchPoolsForPairAsync(takerToken, makerToken);
-            this._cachePoolsForPair(takerToken, makerToken, pools);
-        }
-        return this._cache[key].pools;
-    }
-
-    protected _cachePoolsForPair(takerToken: string, makerToken: string, pools: Pool[]): void {
-        const key = JSON.stringify([takerToken, makerToken]);
-        this._cache[key] = {
-            pools,
-            timestamp: Date.now(),
-        };
-    }
-
     protected async _fetchPoolsForPairAsync(takerToken: string, makerToken: string): Promise<Pool[]> {
         try {
             const poolData = (await getPoolsWithTokens(takerToken, makerToken)).pools;
@@ -153,7 +76,7 @@ export class BalancerPoolsCache {
         const query = `
       query {
           pools (first: ${
-              this.topPoolsFetched
+              this._topPoolsFetched
           }, where: {publicSwap: true, liquidity_gt: 0}, orderBy: swapsCount, orderDirection: desc) {
             id
             publicSwap
@@ -172,7 +95,7 @@ export class BalancerPoolsCache {
         }
     `;
         try {
-            const response = await fetch(this.subgraphUrl, {
+            const response = await fetch(this._subgraphUrl, {
                 method: 'POST',
                 headers: {
                     Accept: 'application/json',

packages/asset-swapper/src/utils/market_operation_utils/pools_cache/balancer_v2_utils.ts

@@ -0,0 +1,82 @@
+// import { getPoolsWithTokens, parsePoolData } from '@balancer-labs/sor'; // TODO - upgrade to v2
+import { BigNumber } from '@0x/utils';
+import { Pool } from '@balancer-labs/sor/dist/types';
+import { request } from 'graphql-request';
+
+import { BALANCER_MAX_POOLS_FETCHED, BALANCER_V2_SUBGRAPH_URL } from '../constants';
+
+import { CacheValue, PoolsCache } from './pools_cache';
+
+export class BalancerV2PoolsCache extends PoolsCache {
+    constructor(
+        private readonly subgraphUrl: string = BALANCER_V2_SUBGRAPH_URL,
+        private readonly maxPoolsFetched: number = BALANCER_MAX_POOLS_FETCHED,
+        cache: { [key: string]: CacheValue } = {},
+    ) {
+        super(cache);
+    }
+
+    // protected async _fetchPoolsForPairAsync(takerToken: string, makerToken: string): Promise<Pool[]> {
+    //     try {
+    //         const poolData = (await getPoolsWithTokens(takerToken, makerToken)).pools;
+    //         // Sort by maker token balance (descending)
+    //         const pools = parsePoolData(poolData, takerToken, makerToken).sort((a, b) =>
+    //             b.balanceOut.minus(a.balanceOut).toNumber(),
+    //         );
+    //         return pools.length > this.maxPoolsFetched ? pools.slice(0, this.maxPoolsFetched) : pools;
+    //     } catch (err) {
+    //         return [];
+    //     }
+    // }
+
+    protected async _fetchPoolsForPairAsync(takerToken: string, makerToken: string): Promise<Pool[]> {
+        const query = `
+        query getPools {
+            pools(
+              first: ${this.maxPoolsFetched},
+              where: {
+                tokensList_contains: ["${takerToken}", "${makerToken}"]
+              }
+            ) {
+                id
+                tokens {
+                    address
+                    balance
+                    weight
+                }
+              swapFee
+              swaps(
+                orderBy: timestamp, orderDirection: desc, first: 1,
+                  where:{
+                  tokenIn: "${takerToken}",
+                  tokenOut: "${makerToken}"
+                }
+              ) {
+                tokenAmountIn
+                tokenAmountOut
+              }
+            }
+          }
+          `;
+        const { pools } = await request(this.subgraphUrl, query);
+        return pools.map((pool: any) => {
+            const tToken = pool.tokens.find((t: any) => t.address === takerToken);
+            const mToken = pool.tokens.find((t: any) => t.address === makerToken);
+            const swap = pool.swaps[0];
+            const tokenAmountOut = swap ? swap.tokenAmountOut : undefined;
+            const tokenAmountIn = swap ? swap.tokenAmountIn : undefined;
+            const spotPrice =
+                tokenAmountOut && tokenAmountIn ? new BigNumber(tokenAmountOut).div(tokenAmountIn) : undefined; // TODO: xianny check
+
+            return {
+                id: pool.id,
+                balanceIn: new BigNumber(tToken.balance),
+                balanceOut: new BigNumber(mToken.balance),
+                weightIn: new BigNumber(tToken.weight),
+                weightOut: new BigNumber(mToken.weight),
+                swapFee: new BigNumber(pool.swapFee),
+                spotPrice,
+            };
+        });
+    }
+}

packages/asset-swapper/src/utils/market_operation_utils/pools_cache/cream_utils.ts

@@ -0,0 +1,28 @@
+import { Pool } from '@balancer-labs/sor/dist/types';
+import { getPoolsWithTokens, parsePoolData } from 'cream-sor';
+
+import { BALANCER_MAX_POOLS_FETCHED } from '../constants';
+
+import { CacheValue, PoolsCache } from './pools_cache';
+
+export class CreamPoolsCache extends PoolsCache {
+    constructor(
+        _cache: { [key: string]: CacheValue } = {},
+        private readonly maxPoolsFetched: number = BALANCER_MAX_POOLS_FETCHED,
+    ) {
+        super(_cache);
+    }
+
+    protected async _fetchPoolsForPairAsync(takerToken: string, makerToken: string): Promise<Pool[]> {
+        try {
+            const poolData = (await getPoolsWithTokens(takerToken, makerToken)).pools;
+            // Sort by maker token balance (descending)
+            const pools = parsePoolData(poolData, takerToken, makerToken).sort((a, b) =>
+                b.balanceOut.minus(a.balanceOut).toNumber(),
+            );
+            return pools.slice(0, this.maxPoolsFetched);
+        } catch (err) {
+            return [];
+        }
+    }
+}

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

@@ -0,0 +1,4 @@
+export { BalancerPoolsCache } from './balancer_utils';
+export { BalancerV2PoolsCache } from './balancer_v2_utils';
+export { CreamPoolsCache } from './cream_utils';
+export { PoolsCache } from './pools_cache';

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

@@ -0,0 +1,73 @@
+import { Pool } from '@balancer-labs/sor/dist/types';
+export { Pool };
+export interface CacheValue {
+    timestamp: number;
+    pools: Pool[];
+}
+
+// tslint:disable:custom-no-magic-numbers
+const FIVE_SECONDS_MS = 5 * 1000;
+const ONE_DAY_MS = 24 * 60 * 60 * 1000;
+const DEFAULT_TIMEOUT_MS = 1000;
+// tslint:enable:custom-no-magic-numbers
+
+export abstract class PoolsCache {
+    constructor(protected readonly _cache: { [key: string]: CacheValue }) {}
+
+    public async getFreshPoolsForPairAsync(
+        takerToken: string,
+        makerToken: string,
+        timeoutMs: number = DEFAULT_TIMEOUT_MS,
+    ): Promise<Pool[]> {
+        const timeout = new Promise<Pool[]>(resolve => setTimeout(resolve, timeoutMs, []));
+        return Promise.race([this._getAndSaveFreshPoolsForPairAsync(takerToken, makerToken), timeout]);
+    }
+
+    public getCachedPoolAddressesForPair(
+        takerToken: string,
+        makerToken: string,
+        cacheExpiryMs?: number,
+    ): string[] | undefined {
+        const key = JSON.stringify([takerToken, makerToken]);
+        const value = this._cache[key];
+        if (cacheExpiryMs === undefined) {
+            return value === undefined ? [] : value.pools.map(pool => pool.id);
+        }
+        const minTimestamp = Date.now() - cacheExpiryMs;
+        if (value === undefined || value.timestamp < minTimestamp) {
+            return undefined;
+        } else {
+            return value.pools.map(pool => pool.id);
+        }
+    }
+
+    public isFresh(takerToken: string, makerToken: string): boolean {
+        const cached = this.getCachedPoolAddressesForPair(takerToken, makerToken, ONE_DAY_MS);
+        return cached !== undefined && cached.length > 0;
+    }
+
+    protected async _getAndSaveFreshPoolsForPairAsync(
+        takerToken: string,
+        makerToken: string,
+        cacheExpiryMs: number = FIVE_SECONDS_MS,
+    ): Promise<Pool[]> {
+        const key = JSON.stringify([takerToken, makerToken]);
+        const value = this._cache[key];
+        const minTimestamp = Date.now() - cacheExpiryMs;
+        if (value === undefined || value.timestamp < minTimestamp) {
+            const pools = await this._fetchPoolsForPairAsync(takerToken, makerToken);
+            this._cachePoolsForPair(takerToken, makerToken, pools);
+        }
+        return this._cache[key].pools;
+    }
+
+    protected _cachePoolsForPair(takerToken: string, makerToken: string, pools: Pool[]): void {
+        const key = JSON.stringify([takerToken, makerToken]);
+        this._cache[key] = {
+            pools,
+            timestamp: Date.now(),
+        };
+    }
+
+    protected abstract _fetchPoolsForPairAsync(takerToken: string, makerToken: string): Promise<Pool[]>;
+}

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

@@ -4,11 +4,10 @@ import { BigNumber, NULL_BYTES } from '@0x/utils';
 import { SamplerOverrides } from '../../types';
 import { ERC20BridgeSamplerContract } from '../../wrappers';
 
-import { BalancerPoolsCache } from './balancer_utils';
 import { BancorService } from './bancor_service';
-import { CreamPoolsCache } from './cream_utils';
+import { PoolsCache } from './pools_cache';
 import { SamplerOperations } from './sampler_operations';
-import { BatchedOperation, LiquidityProviderRegistry, TokenAdjacencyGraph } from './types';
+import { BatchedOperation, ERC20BridgeSource, LiquidityProviderRegistry, TokenAdjacencyGraph } from './types';
 
 /**
  * Generate sample amounts up to `maxFillAmount`.
@@ -37,21 +36,12 @@ export class DexOrderSampler extends SamplerOperations {
         public readonly chainId: ChainId,
         _samplerContract: ERC20BridgeSamplerContract,
         private readonly _samplerOverrides?: SamplerOverrides,
-        balancerPoolsCache?: BalancerPoolsCache,
+        poolsCaches?: { [key in ERC20BridgeSource]: PoolsCache },
-        creamPoolsCache?: CreamPoolsCache,
         tokenAdjacencyGraph?: TokenAdjacencyGraph,
         liquidityProviderRegistry?: LiquidityProviderRegistry,
         bancorServiceFn: () => Promise<BancorService | undefined> = async () => undefined,
     ) {
-        super(
+        super(chainId, _samplerContract, poolsCaches, tokenAdjacencyGraph, liquidityProviderRegistry, bancorServiceFn);
-            chainId,
-            _samplerContract,
-            balancerPoolsCache,
-            creamPoolsCache,
-            tokenAdjacencyGraph,
-            liquidityProviderRegistry,
-            bancorServiceFn,
-        );
     }
 
     /* Type overloads for `executeAsync()`. Could skip this if we would upgrade TS. */

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

@@ -6,7 +6,6 @@ import * as _ from 'lodash';
 import { SamplerCallResult, SignedNativeOrder } from '../../types';
 import { ERC20BridgeSamplerContract } from '../../wrappers';
 
-import { BalancerPoolsCache } from './balancer_utils';
 import { BancorService } from './bancor_service';
 import {
     getCurveLikeInfosForPair,
@@ -19,6 +18,7 @@ import {
     uniswapV2LikeRouterAddress,
 } from './bridge_source_utils';
 import {
+    BALANCER_V2_VAULT_ADDRESS_BY_CHAIN,
     BANCOR_REGISTRY_BY_CHAIN_ID,
     DODO_CONFIG_BY_CHAIN_ID,
     DODOV2_FACTORIES_BY_CHAIN_ID,
@@ -38,13 +38,15 @@ import {
     UNISWAPV1_ROUTER_BY_CHAIN_ID,
     ZERO_AMOUNT,
 } from './constants';
-import { CreamPoolsCache } from './cream_utils';
 import { getLiquidityProvidersForPair } from './liquidity_provider_utils';
 import { getIntermediateTokens } from './multihop_utils';
+import { BalancerPoolsCache, BalancerV2PoolsCache, CreamPoolsCache, PoolsCache } from './pools_cache';
 import { SamplerContractOperation } from './sampler_contract_operation';
 import { SourceFilters } from './source_filters';
 import {
     BalancerFillData,
+    BalancerV2FillData,
+    BalancerV2PoolInfo,
     BancorFillData,
     BatchedOperation,
     CurveFillData,
@@ -64,6 +66,7 @@ import {
     PsmInfo,
     ShellFillData,
     SourceQuoteOperation,
+    SourcesWithPoolsCache,
     TokenAdjacencyGraph,
     UniswapV2FillData,
 } from './types';
@@ -88,6 +91,7 @@ export const BATCH_SOURCE_FILTERS = SourceFilters.all().exclude([ERC20BridgeSour
  */
 export class SamplerOperations {
     public readonly liquidityProviderRegistry: LiquidityProviderRegistry;
+    public readonly poolsCaches: { [key in SourcesWithPoolsCache]: PoolsCache };
     protected _bancorService?: BancorService;
     public static constant<T>(result: T): BatchedOperation<T> {
         return {
@@ -100,8 +104,7 @@ export class SamplerOperations {
     constructor(
         public readonly chainId: ChainId,
         protected readonly _samplerContract: ERC20BridgeSamplerContract,
-        public readonly balancerPoolsCache: BalancerPoolsCache = new BalancerPoolsCache(),
+        poolsCaches?: { [key in SourcesWithPoolsCache]: PoolsCache },
-        public readonly creamPoolsCache: CreamPoolsCache = new CreamPoolsCache(),
         protected readonly tokenAdjacencyGraph: TokenAdjacencyGraph = { default: [] },
         liquidityProviderRegistry: LiquidityProviderRegistry = {},
         bancorServiceFn: () => Promise<BancorService | undefined> = async () => undefined,
@@ -110,6 +113,13 @@ export class SamplerOperations {
             ...LIQUIDITY_PROVIDER_REGISTRY_BY_CHAIN_ID[chainId],
             ...liquidityProviderRegistry,
         };
+        this.poolsCaches = poolsCaches
+            ? poolsCaches
+            : {
+                  [ERC20BridgeSource.BalancerV2]: new BalancerV2PoolsCache(),
+                  [ERC20BridgeSource.Balancer]: new BalancerPoolsCache(),
+                  [ERC20BridgeSource.Cream]: new CreamPoolsCache(),
+              };
         // Initialize the Bancor service, fetching paths in the background
         bancorServiceFn()
             .then(service => (this._bancorService = service))
@@ -473,6 +483,38 @@ export class SamplerOperations {
         });
     }
 
+    public getBalancerV2SellQuotes(
+        poolInfo: BalancerV2PoolInfo,
+        makerToken: string,
+        takerToken: string,
+        takerFillAmounts: BigNumber[],
+        source: ERC20BridgeSource,
+    ): SourceQuoteOperation<BalancerV2FillData> {
+        return new SamplerContractOperation({
+            source,
+            fillData: poolInfo,
+            contract: this._samplerContract,
+            function: this._samplerContract.sampleSellsFromBalancerV2,
+            params: [poolInfo, takerToken, makerToken, takerFillAmounts],
+        });
+    }
+
+    public getBalancerV2BuyQuotes(
+        poolInfo: BalancerV2PoolInfo,
+        makerToken: string,
+        takerToken: string,
+        makerFillAmounts: BigNumber[],
+        source: ERC20BridgeSource,
+    ): SourceQuoteOperation<BalancerV2FillData> {
+        return new SamplerContractOperation({
+            source,
+            fillData: poolInfo,
+            contract: this._samplerContract,
+            function: this._samplerContract.sampleBuysFromBalancerV2,
+            params: [poolInfo, takerToken, makerToken, makerFillAmounts],
+        });
+    }
+
     public getBalancerSellQuotes(
         poolAddress: string,
         makerToken: string,
@@ -505,79 +547,6 @@ export class SamplerOperations {
         });
     }
 
-    public async getBalancerSellQuotesOffChainAsync(
-        makerToken: string,
-        takerToken: string,
-        _takerFillAmounts: BigNumber[],
-    ): Promise<Array<Array<DexSample<BalancerFillData>>>> {
-        // Prime the cache but do not sample off chain
-        await this.balancerPoolsCache.getPoolsForPairAsync(takerToken, makerToken);
-        return [];
-        // return pools.map(pool =>
-        //    takerFillAmounts.map(amount => ({
-        //        source: ERC20BridgeSource.Balancer,
-        //        output: computeBalancerSellQuote(pool, amount),
-        //        input: amount,
-        //        fillData: { poolAddress: pool.id },
-        //    })),
-        // );
-    }
-
-    public async getBalancerBuyQuotesOffChainAsync(
-        makerToken: string,
-        takerToken: string,
-        _makerFillAmounts: BigNumber[],
-    ): Promise<Array<Array<DexSample<BalancerFillData>>>> {
-        // Prime the pools but do not sample off chain
-        // Prime the cache but do not sample off chain
-        await this.balancerPoolsCache.getPoolsForPairAsync(takerToken, makerToken);
-        return [];
-        // return pools.map(pool =>
-        //    makerFillAmounts.map(amount => ({
-        //        source: ERC20BridgeSource.Balancer,
-        //        output: computeBalancerBuyQuote(pool, amount),
-        //        input: amount,
-        //        fillData: { poolAddress: pool.id },
-        //    })),
-        // );
-    }
-
-    public async getCreamSellQuotesOffChainAsync(
-        makerToken: string,
-        takerToken: string,
-        _takerFillAmounts: BigNumber[],
-    ): Promise<Array<Array<DexSample<BalancerFillData>>>> {
-        // Prime the cache but do not sample off chain
-        await this.creamPoolsCache.getPoolsForPairAsync(takerToken, makerToken);
-        return [];
-        // return pools.map(pool =>
-        //     takerFillAmounts.map(amount => ({
-        //         source: ERC20BridgeSource.Cream,
-        //         output: computeBalancerSellQuote(pool, amount),
-        //         input: amount,
-        //         fillData: { poolAddress: pool.id },
-        //     })),
-        // );
-    }
-
-    public async getCreamBuyQuotesOffChainAsync(
-        makerToken: string,
-        takerToken: string,
-        _makerFillAmounts: BigNumber[],
-    ): Promise<Array<Array<DexSample<BalancerFillData>>>> {
-        // Prime the cache but do not sample off chain
-        await this.creamPoolsCache.getPoolsForPairAsync(takerToken, makerToken);
-        return [];
-        // return pools.map(pool =>
-        //    makerFillAmounts.map(amount => ({
-        //        source: ERC20BridgeSource.Cream,
-        //        output: computeBalancerBuyQuote(pool, amount),
-        //        input: amount,
-        //        fillData: { poolAddress: pool.id },
-        //    })),
-        // );
-    }
-
     public getMStableSellQuotes(
         router: string,
         makerToken: string,
@@ -1188,9 +1157,12 @@ export class SamplerOperations {
                                     ),
                             ];
                         case ERC20BridgeSource.Balancer:
-                            return this.balancerPoolsCache
+                            return (
-                                .getCachedPoolAddressesForPair(takerToken, makerToken)!
+                                this.poolsCaches[ERC20BridgeSource.Balancer].getCachedPoolAddressesForPair(
-                                .map(poolAddress =>
+                                    takerToken,
+                                    makerToken,
+                                ) || []
+                            ).map(poolAddress =>
                                 this.getBalancerSellQuotes(
                                     poolAddress,
                                     makerToken,
@@ -1199,10 +1171,34 @@ export class SamplerOperations {
                                     ERC20BridgeSource.Balancer,
                                 ),
                             );
+                        case ERC20BridgeSource.BalancerV2:
+                            const poolIds =
+                                this.poolsCaches[ERC20BridgeSource.BalancerV2].getCachedPoolAddressesForPair(
+                                    takerToken,
+                                    makerToken,
+                                ) || [];
+
+                            const vault = BALANCER_V2_VAULT_ADDRESS_BY_CHAIN[this.chainId];
+                            if (vault === NULL_ADDRESS) {
+                                return [];
+                            }
+                            return poolIds.map(poolId =>
+                                this.getBalancerV2SellQuotes(
+                                    { poolId, vault },
+                                    makerToken,
+                                    takerToken,
+                                    takerFillAmounts,
+                                    ERC20BridgeSource.BalancerV2,
+                                ),
+                            );
+
                         case ERC20BridgeSource.Cream:
-                            return this.creamPoolsCache
+                            return (
-                                .getCachedPoolAddressesForPair(takerToken, makerToken)!
+                                this.poolsCaches[ERC20BridgeSource.Cream].getCachedPoolAddressesForPair(
-                                .map(poolAddress =>
+                                    takerToken,
+                                    makerToken,
+                                ) || []
+                            ).map(poolAddress =>
                                 this.getBalancerSellQuotes(
                                     poolAddress,
                                     makerToken,
@@ -1403,9 +1399,12 @@ export class SamplerOperations {
                                     ),
                             ];
                         case ERC20BridgeSource.Balancer:
-                            return this.balancerPoolsCache
+                            return (
-                                .getCachedPoolAddressesForPair(takerToken, makerToken)!
+                                this.poolsCaches[ERC20BridgeSource.Balancer].getCachedPoolAddressesForPair(
-                                .map(poolAddress =>
+                                    takerToken,
+                                    makerToken,
+                                ) || []
+                            ).map(poolAddress =>
                                 this.getBalancerBuyQuotes(
                                     poolAddress,
                                     makerToken,
@@ -1414,10 +1413,33 @@ export class SamplerOperations {
                                     ERC20BridgeSource.Balancer,
                                 ),
                             );
+                        case ERC20BridgeSource.BalancerV2:
+                            const poolIds =
+                                this.poolsCaches[ERC20BridgeSource.BalancerV2].getCachedPoolAddressesForPair(
+                                    takerToken,
+                                    makerToken,
+                                ) || [];
+
+                            const vault = BALANCER_V2_VAULT_ADDRESS_BY_CHAIN[this.chainId];
+                            if (vault === NULL_ADDRESS) {
+                                return [];
+                            }
+                            return poolIds.map(poolId =>
+                                this.getBalancerV2BuyQuotes(
+                                    { poolId, vault },
+                                    makerToken,
+                                    takerToken,
+                                    makerFillAmounts,
+                                    ERC20BridgeSource.BalancerV2,
+                                ),
+                            );
                         case ERC20BridgeSource.Cream:
-                            return this.creamPoolsCache
+                            return (
-                                .getCachedPoolAddressesForPair(takerToken, makerToken)!
+                                this.poolsCaches[ERC20BridgeSource.Cream].getCachedPoolAddressesForPair(
-                                .map(poolAddress =>
+                                    takerToken,
+                                    makerToken,
+                                ) || []
+                            ).map(poolAddress =>
                                 this.getBalancerBuyQuotes(
                                     poolAddress,
                                     makerToken,

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

@@ -45,6 +45,7 @@ export enum ERC20BridgeSource {
     LiquidityProvider = 'LiquidityProvider',
     MultiBridge = 'MultiBridge',
     Balancer = 'Balancer',
+    BalancerV2 = 'Balancer_V2',
     Cream = 'CREAM',
     Bancor = 'Bancor',
     MakerPsm = 'MakerPsm',
@@ -76,6 +77,7 @@ export enum ERC20BridgeSource {
     CheeseSwap = 'CheeseSwap',
     JulSwap = 'JulSwap',
 }
+export type SourcesWithPoolsCache = ERC20BridgeSource.Balancer | ERC20BridgeSource.BalancerV2 | ERC20BridgeSource.Cream;
 
 // tslint:disable: enum-naming
 /**
@@ -120,6 +122,14 @@ export interface PsmInfo {
     gemTokenAddress: string;
 }
 
+/**
+ * Configuration info for a Balancer V2 pool.
+ */
+export interface BalancerV2PoolInfo {
+    poolId: string;
+    vault: string;
+}
+
 // Internal `fillData` field for `Fill` objects.
 export interface FillData {}
 
@@ -145,6 +155,11 @@ export interface BalancerFillData extends FillData {
     poolAddress: string;
 }
 
+export interface BalancerV2FillData extends FillData {
+    vault: string;
+    poolId: string;
+}
+
 export interface UniswapV2FillData extends FillData {
     tokenAddressPath: string[];
     router: string;

packages/asset-swapper/test/artifacts.ts

@@ -8,6 +8,7 @@ import { ContractArtifact } from 'ethereum-types';
 import * as ApproximateBuys from '../test/generated-artifacts/ApproximateBuys.json';
 import * as BalanceChecker from '../test/generated-artifacts/BalanceChecker.json';
 import * as BalancerSampler from '../test/generated-artifacts/BalancerSampler.json';
+import * as BalancerV2Sampler from '../test/generated-artifacts/BalancerV2Sampler.json';
 import * as BancorSampler from '../test/generated-artifacts/BancorSampler.json';
 import * as CurveSampler from '../test/generated-artifacts/CurveSampler.json';
 import * as DODOSampler from '../test/generated-artifacts/DODOSampler.json';
@@ -48,6 +49,7 @@ export const artifacts = {
     ApproximateBuys: ApproximateBuys as ContractArtifact,
     BalanceChecker: BalanceChecker as ContractArtifact,
     BalancerSampler: BalancerSampler as ContractArtifact,
+    BalancerV2Sampler: BalancerV2Sampler as ContractArtifact,
     BancorSampler: BancorSampler as ContractArtifact,
     CurveSampler: CurveSampler as ContractArtifact,
     DODOSampler: DODOSampler as ContractArtifact,

packages/asset-swapper/test/dex_sampler_test.ts

@@ -9,14 +9,12 @@ import {
 } from '@0x/contracts-test-utils';
 import { FillQuoteTransformerOrderType, LimitOrderFields, SignatureType } from '@0x/protocol-utils';
 import { BigNumber, hexUtils, NULL_ADDRESS } from '@0x/utils';
-import { Pool } from '@balancer-labs/sor/dist/types';
 import * as _ from 'lodash';
 
 import { SignedOrder } from '../src/types';
 import { DexOrderSampler, getSampleAmounts } from '../src/utils/market_operation_utils/sampler';
 import { ERC20BridgeSource, TokenAdjacencyGraph } from '../src/utils/market_operation_utils/types';
 
-import { MockBalancerPoolsCache } from './utils/mock_balancer_pools_cache';
 import { MockSamplerContract } from './utils/mock_sampler_contract';
 import { generatePseudoRandomSalt } from './utils/utils';
 
@@ -112,7 +110,6 @@ describe('DexSampler tests', () => {
                 undefined,
                 undefined,
                 undefined,
-                undefined,
                 async () => undefined,
             );
             const [fillableAmounts] = await dexOrderSampler.executeAsync(
@@ -137,7 +134,6 @@ describe('DexSampler tests', () => {
                 undefined,
                 undefined,
                 undefined,
-                undefined,
                 async () => undefined,
             );
             const [fillableAmounts] = await dexOrderSampler.executeAsync(
@@ -166,7 +162,6 @@ describe('DexSampler tests', () => {
                 undefined,
                 undefined,
                 undefined,
-                undefined,
                 async () => undefined,
             );
             const [fillableAmounts] = await dexOrderSampler.executeAsync(
@@ -200,7 +195,6 @@ describe('DexSampler tests', () => {
                 undefined,
                 undefined,
                 undefined,
-                undefined,
                 {
                     [poolAddress]: { tokens: [expectedMakerToken, expectedTakerToken], gasCost },
                 },
@@ -245,7 +239,6 @@ describe('DexSampler tests', () => {
                 undefined,
                 undefined,
                 undefined,
-                undefined,
                 {
                     [poolAddress]: { tokens: [expectedMakerToken, expectedTakerToken], gasCost },
                 },
@@ -291,7 +284,6 @@ describe('DexSampler tests', () => {
                 undefined,
                 undefined,
                 undefined,
-                undefined,
                 async () => undefined,
             );
             const [fillableAmounts] = await dexOrderSampler.executeAsync(
@@ -325,7 +317,6 @@ describe('DexSampler tests', () => {
                 undefined,
                 undefined,
                 undefined,
-                undefined,
                 async () => undefined,
             );
             const [fillableAmounts] = await dexOrderSampler.executeAsync(
@@ -358,7 +349,6 @@ describe('DexSampler tests', () => {
                 undefined,
                 undefined,
                 undefined,
-                undefined,
                 async () => undefined,
             );
             const [fillableAmounts] = await dexOrderSampler.executeAsync(
@@ -391,7 +381,6 @@ describe('DexSampler tests', () => {
                 undefined,
                 undefined,
                 undefined,
-                undefined,
                 async () => undefined,
             );
             const [fillableAmounts] = await dexOrderSampler.executeAsync(
@@ -425,7 +414,6 @@ describe('DexSampler tests', () => {
                 undefined,
                 undefined,
                 undefined,
-                undefined,
                 async () => undefined,
             );
             const [fillableAmounts] = await dexOrderSampler.executeAsync(
@@ -490,7 +478,6 @@ describe('DexSampler tests', () => {
                 sampler,
                 undefined,
                 undefined,
-                undefined,
                 tokenAdjacencyGraph,
                 undefined,
                 async () => undefined,
@@ -542,38 +529,6 @@ describe('DexSampler tests', () => {
             expect(quotes).to.have.lengthOf(sources.length + additionalSourceCount);
             expect(quotes).to.deep.eq(expectedQuotes.concat(uniswapV2ETHQuotes));
         });
-        it('getSellQuotes() fetches pools but not samples from Balancer', async () => {
-            // HACK
-            // We disabled the off-chain sampling due to incorrect data observed between
-            // on-chain and off-chain sampling
-            const expectedTakerToken = randomAddress();
-            const expectedMakerToken = randomAddress();
-            const expectedTakerFillAmounts = getSampleAmounts(new BigNumber(100e18), 3);
-            const pools: Pool[] = [generateBalancerPool(), generateBalancerPool()];
-            const balancerPoolsCache = new MockBalancerPoolsCache({
-                getPoolsForPairAsync: async (takerToken: string, makerToken: string) => {
-                    expect(takerToken).equal(expectedTakerToken);
-                    expect(makerToken).equal(expectedMakerToken);
-                    return Promise.resolve(pools);
-                },
-            });
-            const dexOrderSampler = new DexOrderSampler(
-                chainId,
-                new MockSamplerContract({}),
-                undefined,
-                balancerPoolsCache,
-                undefined,
-                undefined,
-                undefined,
-                async () => undefined,
-            );
-            const quotes = await dexOrderSampler.getBalancerSellQuotesOffChainAsync(
-                expectedMakerToken,
-                expectedTakerToken,
-                expectedTakerFillAmounts,
-            );
-            expect(quotes).to.have.lengthOf(0);
-        });
         it('getBuyQuotes()', async () => {
             const expectedTakerToken = randomAddress();
             const expectedMakerToken = randomAddress();
@@ -620,7 +575,6 @@ describe('DexSampler tests', () => {
                 sampler,
                 undefined,
                 undefined,
-                undefined,
                 tokenAdjacencyGraph,
                 undefined,
                 async () => undefined,
@@ -665,37 +619,6 @@ describe('DexSampler tests', () => {
             expect(quotes).to.have.lengthOf(sources.length + 1);
             expect(quotes).to.deep.eq(expectedQuotes.concat(uniswapV2ETHQuotes));
         });
-        it('getBuyQuotes() uses samples from Balancer', async () => {
-            const expectedTakerToken = randomAddress();
-            const expectedMakerToken = randomAddress();
-            const expectedMakerFillAmounts = getSampleAmounts(new BigNumber(100e18), 3);
-            const pools: Pool[] = [generateBalancerPool(), generateBalancerPool()];
-            const balancerPoolsCache = new MockBalancerPoolsCache({
-                getPoolsForPairAsync: async (takerToken: string, makerToken: string) => {
-                    expect(takerToken).equal(expectedTakerToken);
-                    expect(makerToken).equal(expectedMakerToken);
-                    return Promise.resolve(pools);
-                },
-            });
-            const dexOrderSampler = new DexOrderSampler(
-                chainId,
-                new MockSamplerContract({}),
-                undefined,
-                balancerPoolsCache,
-                undefined,
-                undefined,
-                undefined,
-                async () => undefined,
-            );
-            const quotes = await dexOrderSampler.getBalancerBuyQuotesOffChainAsync(
-                expectedMakerToken,
-                expectedTakerToken,
-                expectedMakerFillAmounts,
-            );
-            expect(quotes).to.have.lengthOf(0);
-        });
-    });
-
         describe('batched operations', () => {
             it('getLimitOrderFillableMakerAssetAmounts(), getLimitOrderFillableTakerAssetAmounts()', async () => {
                 const expectedFillableTakerAmounts = ORDERS.map(() => getRandomInteger(0, 100e18));
@@ -719,7 +642,6 @@ describe('DexSampler tests', () => {
                     undefined,
                     undefined,
                     undefined,
-                undefined,
                     async () => undefined,
                 );
                 const [fillableMakerAmounts, fillableTakerAmounts] = await dexOrderSampler.executeAsync(
@@ -730,15 +652,6 @@ describe('DexSampler tests', () => {
                 expect(fillableTakerAmounts).to.deep.eq(expectedFillableTakerAmounts);
             });
         });
+    });
 });
-function generateBalancerPool(): Pool {
-    return {
-        id: randomAddress(),
-        balanceIn: getRandomInteger(1, 1e18),
-        balanceOut: getRandomInteger(1, 1e18),
-        weightIn: getRandomInteger(0, 1e5),
-        weightOut: getRandomInteger(0, 1e5),
-        swapFee: getRandomInteger(0, 1e5),
-    };
-}
 // tslint:disable-next-line: max-file-line-count

packages/asset-swapper/test/market_operation_utils_test.ts

@@ -11,21 +11,21 @@ import {
 import { FillQuoteTransformerOrderType, LimitOrder, RfqOrder, SignatureType } from '@0x/protocol-utils';
 import { BigNumber, hexUtils, NULL_BYTES } from '@0x/utils';
 import { Web3Wrapper } from '@0x/web3-wrapper';
+import { Pool } from '@balancer-labs/sor/dist/types';
 import * as _ from 'lodash';
 import * as TypeMoq from 'typemoq';
 
 import { MarketOperation, QuoteRequestor, RfqRequestOpts, SignedNativeOrder } from '../src';
 import { NativeOrderWithFillableAmounts } from '../src/types';
 import { MarketOperationUtils } from '../src/utils/market_operation_utils/';
-import { BalancerPoolsCache } from '../src/utils/market_operation_utils/balancer_utils';
 import {
     BUY_SOURCE_FILTER_BY_CHAIN_ID,
     POSITIVE_INF,
     SELL_SOURCE_FILTER_BY_CHAIN_ID,
     SOURCE_FLAGS,
 } from '../src/utils/market_operation_utils/constants';
-import { CreamPoolsCache } from '../src/utils/market_operation_utils/cream_utils';
 import { createFills } from '../src/utils/market_operation_utils/fills';
+import { PoolsCache } from '../src/utils/market_operation_utils/pools_cache';
 import { DexOrderSampler } from '../src/utils/market_operation_utils/sampler';
 import { BATCH_SOURCE_FILTERS } from '../src/utils/market_operation_utils/sampler_operations';
 import { SourceFilters } from '../src/utils/market_operation_utils/source_filters';
@@ -97,6 +97,32 @@ async function getMarketBuyOrdersAsync(
     return utils.getOptimizerResultAsync(nativeOrders, makerAmount, MarketOperation.Buy, opts);
 }
 
+class MockPoolsCache extends PoolsCache {
+    constructor(private readonly _handler: (takerToken: string, makerToken: string) => Pool[]) {
+        super({});
+    }
+    protected async _fetchPoolsForPairAsync(takerToken: string, makerToken: string): Promise<Pool[]> {
+        return this._handler(takerToken, makerToken);
+    }
+}
+
+// Return some pool so that sampling functions are called for Balancer, BalancerV2, and Cream
+// tslint:disable:custom-no-magic-numbers
+const mockPoolsCache = new MockPoolsCache((_takerToken: string, _makerToken: string) => {
+    return [
+        {
+            id: '0xe4b2554b622cc342ac7d6dc19b594553577941df000200000000000000000003',
+            balanceIn: new BigNumber('13655.491506618973154788'),
+            balanceOut: new BigNumber('8217005.926472'),
+            weightIn: new BigNumber('0.5'),
+            weightOut: new BigNumber('0.5'),
+            swapFee: new BigNumber('0.008'),
+            spotPrice: new BigNumber(596.92685),
+        },
+    ];
+});
+// tslint:enable:custom-no-magic-numbers
+
 // tslint:disable: custom-no-magic-numbers promise-function-async
 describe('MarketOperationUtils tests', () => {
     const CHAIN_ID = ChainId.Mainnet;
@@ -292,6 +318,11 @@ describe('MarketOperationUtils tests', () => {
     const DEFAULT_FILL_DATA: FillDataBySource = {
         [ERC20BridgeSource.UniswapV2]: { tokenAddressPath: [] },
         [ERC20BridgeSource.Balancer]: { poolAddress: randomAddress() },
+        [ERC20BridgeSource.BalancerV2]: {
+            vault: randomAddress(),
+            poolId: randomAddress(),
+            deadline: Math.floor(Date.now() / 1000) + 300,
+        },
         [ERC20BridgeSource.Bancor]: { path: [], networkAddress: randomAddress() },
         [ERC20BridgeSource.Kyber]: { hint: '0x', reserveId: '0x', networkAddress: randomAddress() },
         [ERC20BridgeSource.Curve]: {
@@ -381,53 +412,6 @@ describe('MarketOperationUtils tests', () => {
         getSellQuotes: createGetMultipleSellQuotesOperationFromRates(DEFAULT_RATES),
         getBuyQuotes: createGetMultipleBuyQuotesOperationFromRates(DEFAULT_RATES),
         getMedianSellRate: createGetMedianSellRate(1),
-        getBalancerSellQuotesOffChainAsync: (
-            _makerToken: string,
-            _takerToken: string,
-            takerFillAmounts: BigNumber[],
-        ) => [
-            createSamplesFromRates(
-                ERC20BridgeSource.Balancer,
-                takerFillAmounts,
-                createDecreasingRates(takerFillAmounts.length),
-                DEFAULT_FILL_DATA[ERC20BridgeSource.Balancer],
-            ),
-        ],
-        getBalancerBuyQuotesOffChainAsync: (
-            _makerToken: string,
-            _takerToken: string,
-            makerFillAmounts: BigNumber[],
-        ) => [
-            createSamplesFromRates(
-                ERC20BridgeSource.Balancer,
-                makerFillAmounts,
-                createDecreasingRates(makerFillAmounts.length).map(r => new BigNumber(1).div(r)),
-                DEFAULT_FILL_DATA[ERC20BridgeSource.Balancer],
-            ),
-        ],
-        getCreamSellQuotesOffChainAsync: (_makerToken: string, _takerToken: string, takerFillAmounts: BigNumber[]) => [
-            createSamplesFromRates(
-                ERC20BridgeSource.Cream,
-                takerFillAmounts,
-                createDecreasingRates(takerFillAmounts.length),
-                DEFAULT_FILL_DATA[ERC20BridgeSource.Cream],
-            ),
-        ],
-        getCreamBuyQuotesOffChainAsync: (_makerToken: string, _takerToken: string, makerFillAmounts: BigNumber[]) => [
-            createSamplesFromRates(
-                ERC20BridgeSource.Cream,
-                makerFillAmounts,
-                createDecreasingRates(makerFillAmounts.length).map(r => new BigNumber(1).div(r)),
-                DEFAULT_FILL_DATA[ERC20BridgeSource.Cream],
-            ),
-        ],
-        getBancorSellQuotesOffChainAsync: (_makerToken: string, _takerToken: string, takerFillAmounts: BigNumber[]) =>
-            createSamplesFromRates(
-                ERC20BridgeSource.Bancor,
-                takerFillAmounts,
-                createDecreasingRates(takerFillAmounts.length),
-                DEFAULT_FILL_DATA[ERC20BridgeSource.Bancor],
-            ),
         getTwoHopSellQuotes: (..._params: any[]) => [],
         getTwoHopBuyQuotes: (..._params: any[]) => [],
         isAddressContract: (..._params: any[]) => false,
@@ -440,8 +424,11 @@ describe('MarketOperationUtils tests', () => {
         async executeBatchAsync(ops: any[]): Promise<any[]> {
             return ops;
         },
-        balancerPoolsCache: new BalancerPoolsCache(),
+        poolsCaches: {
-        creamPoolsCache: new CreamPoolsCache(),
+            [ERC20BridgeSource.BalancerV2]: mockPoolsCache,
+            [ERC20BridgeSource.Balancer]: mockPoolsCache,
+            [ERC20BridgeSource.Cream]: mockPoolsCache,
+        },
         liquidityProviderRegistry: {},
         chainId: CHAIN_ID,
     } as any) as DexOrderSampler;
@@ -520,22 +507,6 @@ describe('MarketOperationUtils tests', () => {
                         sourcesPolled.push(ERC20BridgeSource.MultiHop);
                         return DEFAULT_OPS.getTwoHopSellQuotes(...args);
                     },
-                    getBalancerSellQuotesOffChainAsync: (
-                        makerToken: string,
-                        takerToken: string,
-                        takerFillAmounts: BigNumber[],
-                    ) => {
-                        sourcesPolled = sourcesPolled.concat(ERC20BridgeSource.Balancer);
-                        return DEFAULT_OPS.getBalancerSellQuotesOffChainAsync(makerToken, takerToken, takerFillAmounts);
-                    },
-                    getCreamSellQuotesOffChainAsync: (
-                        makerToken: string,
-                        takerToken: string,
-                        takerFillAmounts: BigNumber[],
-                    ) => {
-                        sourcesPolled = sourcesPolled.concat(ERC20BridgeSource.Cream);
-                        return DEFAULT_OPS.getCreamSellQuotesOffChainAsync(makerToken, takerToken, takerFillAmounts);
-                    },
                 });
                 await getMarketSellOrdersAsync(marketOperationUtils, ORDERS, FILL_AMOUNT, {
                     ...DEFAULT_OPTS,
@@ -566,22 +537,6 @@ describe('MarketOperationUtils tests', () => {
                         }
                         return DEFAULT_OPS.getTwoHopSellQuotes(...args);
                     },
-                    getBalancerSellQuotesOffChainAsync: (
-                        makerToken: string,
-                        takerToken: string,
-                        takerFillAmounts: BigNumber[],
-                    ) => {
-                        sourcesPolled = sourcesPolled.concat(ERC20BridgeSource.Balancer);
-                        return DEFAULT_OPS.getBalancerSellQuotesOffChainAsync(makerToken, takerToken, takerFillAmounts);
-                    },
-                    getCreamSellQuotesOffChainAsync: (
-                        makerToken: string,
-                        takerToken: string,
-                        takerFillAmounts: BigNumber[],
-                    ) => {
-                        sourcesPolled = sourcesPolled.concat(ERC20BridgeSource.Cream);
-                        return DEFAULT_OPS.getCreamSellQuotesOffChainAsync(makerToken, takerToken, takerFillAmounts);
-                    },
                 });
                 await getMarketSellOrdersAsync(marketOperationUtils, ORDERS, FILL_AMOUNT, {
                     ...DEFAULT_OPTS,
@@ -612,22 +567,6 @@ describe('MarketOperationUtils tests', () => {
                         }
                         return DEFAULT_OPS.getTwoHopSellQuotes(sources, ...args);
                     },
-                    getBalancerSellQuotesOffChainAsync: (
-                        makerToken: string,
-                        takerToken: string,
-                        takerFillAmounts: BigNumber[],
-                    ) => {
-                        sourcesPolled = sourcesPolled.concat(ERC20BridgeSource.Balancer);
-                        return DEFAULT_OPS.getBalancerSellQuotesOffChainAsync(makerToken, takerToken, takerFillAmounts);
-                    },
-                    getCreamSellQuotesOffChainAsync: (
-                        makerToken: string,
-                        takerToken: string,
-                        takerFillAmounts: BigNumber[],
-                    ) => {
-                        sourcesPolled = sourcesPolled.concat(ERC20BridgeSource.Cream);
-                        return DEFAULT_OPS.getCreamSellQuotesOffChainAsync(makerToken, takerToken, takerFillAmounts);
-                    },
                 });
                 await getMarketSellOrdersAsync(marketOperationUtils, ORDERS, FILL_AMOUNT, {
                     ...DEFAULT_OPTS,
@@ -1429,22 +1368,6 @@ describe('MarketOperationUtils tests', () => {
                         }
                         return DEFAULT_OPS.getTwoHopBuyQuotes(..._args);
                     },
-                    getBalancerBuyQuotesOffChainAsync: (
-                        makerToken: string,
-                        takerToken: string,
-                        makerFillAmounts: BigNumber[],
-                    ) => {
-                        sourcesPolled = sourcesPolled.concat(ERC20BridgeSource.Balancer);
-                        return DEFAULT_OPS.getBalancerBuyQuotesOffChainAsync(makerToken, takerToken, makerFillAmounts);
-                    },
-                    getCreamBuyQuotesOffChainAsync: (
-                        makerToken: string,
-                        takerToken: string,
-                        makerFillAmounts: BigNumber[],
-                    ) => {
-                        sourcesPolled = sourcesPolled.concat(ERC20BridgeSource.Cream);
-                        return DEFAULT_OPS.getCreamBuyQuotesOffChainAsync(makerToken, takerToken, makerFillAmounts);
-                    },
                 });
                 await getMarketBuyOrdersAsync(marketOperationUtils, ORDERS, FILL_AMOUNT, {
                     ...DEFAULT_OPTS,
@@ -1475,22 +1398,6 @@ describe('MarketOperationUtils tests', () => {
                         }
                         return DEFAULT_OPS.getTwoHopBuyQuotes(..._args);
                     },
-                    getBalancerBuyQuotesOffChainAsync: (
-                        makerToken: string,
-                        takerToken: string,
-                        makerFillAmounts: BigNumber[],
-                    ) => {
-                        sourcesPolled = sourcesPolled.concat(ERC20BridgeSource.Balancer);
-                        return DEFAULT_OPS.getBalancerBuyQuotesOffChainAsync(makerToken, takerToken, makerFillAmounts);
-                    },
-                    getCreamBuyQuotesOffChainAsync: (
-                        makerToken: string,
-                        takerToken: string,
-                        makerFillAmounts: BigNumber[],
-                    ) => {
-                        sourcesPolled = sourcesPolled.concat(ERC20BridgeSource.Cream);
-                        return DEFAULT_OPS.getCreamBuyQuotesOffChainAsync(makerToken, takerToken, makerFillAmounts);
-                    },
                 });
                 await getMarketBuyOrdersAsync(marketOperationUtils, ORDERS, FILL_AMOUNT, {
                     ...DEFAULT_OPTS,
@@ -1521,22 +1428,6 @@ describe('MarketOperationUtils tests', () => {
                         }
                         return DEFAULT_OPS.getTwoHopBuyQuotes(..._args);
                     },
-                    getBalancerBuyQuotesOffChainAsync: (
-                        makerToken: string,
-                        takerToken: string,
-                        makerFillAmounts: BigNumber[],
-                    ) => {
-                        sourcesPolled = sourcesPolled.concat(ERC20BridgeSource.Balancer);
-                        return DEFAULT_OPS.getBalancerBuyQuotesOffChainAsync(makerToken, takerToken, makerFillAmounts);
-                    },
-                    getCreamBuyQuotesOffChainAsync: (
-                        makerToken: string,
-                        takerToken: string,
-                        makerFillAmounts: BigNumber[],
-                    ) => {
-                        sourcesPolled = sourcesPolled.concat(ERC20BridgeSource.Cream);
-                        return DEFAULT_OPS.getCreamBuyQuotesOffChainAsync(makerToken, takerToken, makerFillAmounts);
-                    },
                 });
                 await getMarketBuyOrdersAsync(marketOperationUtils, ORDERS, FILL_AMOUNT, {
                     ...DEFAULT_OPTS,

packages/asset-swapper/test/pools_cache_test.ts

@@ -0,0 +1,68 @@
+import * as chai from 'chai';
+import 'mocha';
+
+import {
+    BalancerPoolsCache,
+    BalancerV2PoolsCache,
+    CreamPoolsCache,
+    PoolsCache,
+} from '../src/utils/market_operation_utils/pools_cache';
+
+import { chaiSetup } from './utils/chai_setup';
+
+chaiSetup.configure();
+const expect = chai.expect;
+
+const usdcAddress = '0xa0b86991c6218b36c1d19d4a2e9eb0ce3606eb48';
+const daiAddress = '0x6b175474e89094c44da98b954eedeac495271d0f';
+const wethAddress = '0xc02aaa39b223fe8d0a0e5c4f27ead9083c756cc2';
+const wbtcAddress = '0x2260fac5e5542a773aa44fbcfedf7c193bc2c599';
+const balAddress = '0xba100000625a3754423978a60c9317c58a424e3d';
+const creamAddress = '0x2ba592f78db6436527729929aaf6c908497cb200';
+
+const timeoutMs = 5000;
+const poolKeys: string[] = ['id', 'balanceIn', 'balanceOut', 'weightIn', 'weightOut', 'swapFee'];
+
+describe('Pools Caches for Balancer-based sampling', () => {
+    async function fetchAndAssertPoolsAsync(cache: PoolsCache, takerToken: string, makerToken: string): Promise<void> {
+        const pools = await cache.getFreshPoolsForPairAsync(takerToken, makerToken, timeoutMs);
+        expect(pools.length).greaterThan(0, `Failed to find any pools for ${takerToken} and ${makerToken}`);
+        expect(pools[0]).not.undefined();
+        expect(Object.keys(pools[0])).to.include.members(poolKeys);
+        const cachedPoolIds = cache.getCachedPoolAddressesForPair(takerToken, makerToken);
+        expect(cachedPoolIds).to.deep.equal(pools.map(p => p.id));
+    }
+
+    describe('BalancerPoolsCache', () => {
+        const cache = new BalancerPoolsCache();
+        it('fetches pools', async () => {
+            const pairs = [[usdcAddress, daiAddress], [usdcAddress, wethAddress], [daiAddress, wethAddress]];
+            await Promise.all(
+                // tslint:disable-next-line:promise-function-async
+                pairs.map(([takerToken, makerToken]) => fetchAndAssertPoolsAsync(cache, takerToken, makerToken)),
+            );
+        });
+    });
+
+    describe('BalancerV2PoolsCache', () => {
+        const cache = new BalancerV2PoolsCache();
+        it('fetches pools', async () => {
+            const pairs = [[wethAddress, wbtcAddress], [wethAddress, balAddress]];
+            await Promise.all(
+                // tslint:disable-next-line:promise-function-async
+                pairs.map(([takerToken, makerToken]) => fetchAndAssertPoolsAsync(cache, takerToken, makerToken)),
+            );
+        });
+    });
+
+    describe('CreamPoolsCache', () => {
+        const cache = new CreamPoolsCache();
+        it('fetches pools', async () => {
+            const pairs = [[usdcAddress, creamAddress], [creamAddress, wethAddress]];
+            await Promise.all(
+                // tslint:disable-next-line:promise-function-async
+                pairs.map(([takerToken, makerToken]) => fetchAndAssertPoolsAsync(cache, takerToken, makerToken)),
+            );
+        });
+    });
+});

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

@@ -1,33 +0,0 @@
-import { Pool } from '@balancer-labs/sor/dist/types';
-
-import { BalancerPoolsCache } from '../../src/utils/market_operation_utils/balancer_utils';
-
-export interface Handlers {
-    getPoolsForPairAsync: (takerToken: string, makerToken: string) => Promise<Pool[]>;
-    _fetchPoolsForPairAsync: (takerToken: string, makerToken: string) => Promise<Pool[]>;
-    _loadTopPoolsAsync: () => Promise<void>;
-}
-
-export class MockBalancerPoolsCache extends BalancerPoolsCache {
-    constructor(public handlers: Partial<Handlers>) {
-        super();
-    }
-
-    public async getPoolsForPairAsync(takerToken: string, makerToken: string): Promise<Pool[]> {
-        return this.handlers.getPoolsForPairAsync
-            ? this.handlers.getPoolsForPairAsync(takerToken, makerToken)
-            : super.getPoolsForPairAsync(takerToken, makerToken);
-    }
-
-    protected async _fetchPoolsForPairAsync(takerToken: string, makerToken: string): Promise<Pool[]> {
-        return this.handlers._fetchPoolsForPairAsync
-            ? this.handlers._fetchPoolsForPairAsync(takerToken, makerToken)
-            : super._fetchPoolsForPairAsync(takerToken, makerToken);
-    }
-
-    protected async _loadTopPoolsAsync(): Promise<void> {
-        if (this.handlers && this.handlers._loadTopPoolsAsync) {
-            return this.handlers._loadTopPoolsAsync();
-        }
-    }
-}

packages/asset-swapper/test/wrappers.ts

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

packages/asset-swapper/tsconfig.json

@@ -9,6 +9,7 @@
         "test/generated-artifacts/ApproximateBuys.json",
         "test/generated-artifacts/BalanceChecker.json",
         "test/generated-artifacts/BalancerSampler.json",
+        "test/generated-artifacts/BalancerV2Sampler.json",
         "test/generated-artifacts/BancorSampler.json",
         "test/generated-artifacts/CurveSampler.json",
         "test/generated-artifacts/DODOSampler.json",

packages/protocol-utils/CHANGELOG.json

@@ -1,4 +1,13 @@
 [
+    {
+        "version": "1.6.0",
+        "changes": [
+            {
+                "note": "Add BalancerV2, remove Smoothy, Component and Saddle in BridgeProtocol enum",
+                "pr": 206
+            }
+        ]
+    },
     {
         "timestamp": 1619596077,
         "version": "1.5.1",

packages/protocol-utils/src/transformer_utils.ts

@@ -126,9 +126,7 @@ export enum BridgeProtocol {
     CoFiX,
     Nerve,
     MakerPsm,
-    Smoothy,
+    BalancerV2,
-    Component,
-    Saddle,
 }
 // tslint:enable: enum-naming
 

yarn.lock

@@ -4540,7 +4540,7 @@ columnify@^1.5.4:
     strip-ansi "^3.0.0"
     wcwidth "^1.0.0"
 
-combined-stream@^1.0.6, combined-stream@~1.0.6:
+combined-stream@^1.0.6, combined-stream@^1.0.8, combined-stream@~1.0.6:
   version "1.0.8"
   resolved "https://registry.yarnpkg.com/combined-stream/-/combined-stream-1.0.8.tgz#c3d45a8b34fd730631a110a8a2520682b31d5a7f"
   dependencies:
@@ -4879,6 +4879,13 @@ cross-fetch@^2.1.0, cross-fetch@^2.1.1:
     node-fetch "2.1.2"
     whatwg-fetch "2.0.4"
 
+cross-fetch@^3.0.6:
+  version "3.1.4"
+  resolved "https://registry.yarnpkg.com/cross-fetch/-/cross-fetch-3.1.4.tgz#9723f3a3a247bf8b89039f3a380a9244e8fa2f39"
+  integrity sha512-1eAtFWdIubi6T4XPy6ei9iUFoKpUkIF971QLN8lIvvvwueI65+Nw5haMNKUwfJxabqlIIDODJKGrQ66gxC0PbQ==
+  dependencies:
+    node-fetch "2.6.1"
+
 cross-spawn@^4:
   version "4.0.2"
   resolved "https://registry.yarnpkg.com/cross-spawn/-/cross-spawn-4.0.2.tgz#7b9247621c23adfdd3856004a823cbe397424d41"
@@ -6375,6 +6382,11 @@ extract-comments@^1.1.0:
     esprima-extract-comments "^1.1.0"
     parse-code-context "^1.0.0"
 
+extract-files@^9.0.0:
+  version "9.0.0"
+  resolved "https://registry.yarnpkg.com/extract-files/-/extract-files-9.0.0.tgz#8a7744f2437f81f5ed3250ed9f1550de902fe54a"
+  integrity sha512-CvdFfHkC95B4bBBk36hcEmvdR2awOdhhVUYH6S/zrVj3477zven/fJMYg7121h4T1xHZC+tetUpubpAhxwI7hQ==
+
 extsprintf@1.3.0:
   version "1.3.0"
   resolved "https://registry.yarnpkg.com/extsprintf/-/extsprintf-1.3.0.tgz#96918440e3041a7a414f8c52e3c574eb3c3e1e05"
@@ -6680,6 +6692,15 @@ forever@^0.15.3:
     utile "~0.2.1"
     winston "~0.8.1"
 
+form-data@^3.0.0:
+  version "3.0.1"
+  resolved "https://registry.yarnpkg.com/form-data/-/form-data-3.0.1.tgz#ebd53791b78356a99af9a300d4282c4d5eb9755f"
+  integrity sha512-RHkBKtLWUVwd7SqRIvCZMEvAMoGUp0XU+seQiZejj0COz3RI3hWP4sCv3gZWWLjJTd7rGwcsF5eKZGii0r/hbg==
+  dependencies:
+    asynckit "^0.4.0"
+    combined-stream "^1.0.8"
+    mime-types "^2.1.12"
+
 form-data@~2.3.2:
   version "2.3.3"
   resolved "https://registry.yarnpkg.com/form-data/-/form-data-2.3.3.tgz#dcce52c05f644f298c6a7ab936bd724ceffbf3a6"
@@ -7218,6 +7239,20 @@ graceful-fs@^4.0.0, graceful-fs@^4.1.10, graceful-fs@^4.1.11, graceful-fs@^4.1.1
   version "4.2.4"
   resolved "https://registry.yarnpkg.com/graceful-fs/-/graceful-fs-4.2.4.tgz#2256bde14d3632958c465ebc96dc467ca07a29fb"
 
+graphql-request@^3.4.0:
+  version "3.4.0"
+  resolved "https://registry.yarnpkg.com/graphql-request/-/graphql-request-3.4.0.tgz#3a400cd5511eb3c064b1873afb059196bbea9c2b"
+  integrity sha512-acrTzidSlwAj8wBNO7Q/UQHS8T+z5qRGquCQRv9J1InwR01BBWV9ObnoE+JS5nCCEj8wSGS0yrDXVDoRiKZuOg==
+  dependencies:
+    cross-fetch "^3.0.6"
+    extract-files "^9.0.0"
+    form-data "^3.0.0"
+
+graphql@^15.4.0:
+  version "15.5.0"
+  resolved "https://registry.yarnpkg.com/graphql/-/graphql-15.5.0.tgz#39d19494dbe69d1ea719915b578bf920344a69d5"
+  integrity sha512-OmaM7y0kaK31NKG31q4YbD2beNYa6jBBKtMFT6gLYJljHLJr42IqJ8KX08u3Li/0ifzTU5HjmoOOrwa5BRLeDA==
+
 growl@1.10.3:
   version "1.10.3"
   resolved "https://registry.yarnpkg.com/growl/-/growl-1.10.3.tgz#1926ba90cf3edfe2adb4927f5880bc22c66c790f"
@@ -9567,6 +9602,10 @@ node-fetch@2.1.2:
   version "2.1.2"
   resolved "https://registry.yarnpkg.com/node-fetch/-/node-fetch-2.1.2.tgz#ab884e8e7e57e38a944753cec706f788d1768bb5"
 
+node-fetch@2.6.1, node-fetch@^2.5.0, node-fetch@^2.6.0, node-fetch@^2.6.1:
+  version "2.6.1"
+  resolved "https://registry.yarnpkg.com/node-fetch/-/node-fetch-2.6.1.tgz#045bd323631f76ed2e2b55573394416b639a0052"
+
 node-fetch@^1.0.1, node-fetch@~1.7.1:
   version "1.7.3"
   resolved "https://registry.yarnpkg.com/node-fetch/-/node-fetch-1.7.3.tgz#980f6f72d85211a5347c6b2bc18c5b84c3eb47ef"
@@ -9574,10 +9613,6 @@ node-fetch@^1.0.1, node-fetch@~1.7.1:
     encoding "^0.1.11"
     is-stream "^1.0.1"
 
-node-fetch@^2.5.0, node-fetch@^2.6.0, node-fetch@^2.6.1:
-  version "2.6.1"
-  resolved "https://registry.yarnpkg.com/node-fetch/-/node-fetch-2.6.1.tgz#045bd323631f76ed2e2b55573394416b639a0052"
-
 node-gyp-build@^4.2.0:
   version "4.2.3"
   resolved "https://registry.yarnpkg.com/node-gyp-build/-/node-gyp-build-4.2.3.tgz#ce6277f853835f718829efb47db20f3e4d9c4739"