fix: [asset-swapper] MultiHop edge cases (#2730)

* fix: [asset-swapper] MultiHop edge cases

* CHANGELOG

packages/asset-swapper/CHANGELOG.json

@@ -153,6 +153,10 @@
             {
                 "note": "Added `DODO`",
                 "pr": 2701
+            },
+            {
+                "note": "Fix for some edge cases with `includedSources` and `MultiHop`",
+                "pr": 2730
             }
         ]
     },

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

@@ -138,7 +138,9 @@ export class MarketOperationUtils {
         const [makerToken, takerToken] = getNativeOrderTokens(nativeOrders[0]);
         const sampleAmounts = getSampleAmounts(takerAmount, _opts.numSamples, _opts.sampleDistributionBase);
         const requestFilters = new SourceFilters().exclude(_opts.excludedSources).include(_opts.includedSources);
-        const feeSourceFilters = this._feeSources.merge(requestFilters);
+        // We don't exclude from the fee sources as we always want to be able to get a price
+        // of taker to Eth or maker to Eth, especially for MultiHop
+        const feeSourceFilters = this._feeSources;
         const quoteSourceFilters = this._sellSources.merge(requestFilters);
 
         const {
@@ -576,11 +578,9 @@ export class MarketOperationUtils {
             ethToInputRate,
             exchangeProxyOverhead: opts.exchangeProxyOverhead || (() => ZERO_AMOUNT),
         };
+
         const optimalPath = await findOptimalPathAsync(side, fills, inputAmount, opts.runLimit, optimizerOpts);
-        if (optimalPath === undefined) {
+        const optimalPathRate = optimalPath ? optimalPath.adjustedRate() : ZERO_AMOUNT;
-            throw new Error(AggregationError.NoOptimalPath);
-        }
-        const optimalPathRate = optimalPath.adjustedRate();
 
         const { adjustedRate: bestTwoHopRate, quote: bestTwoHopQuote } = getBestTwoHopQuote(
             marketSideLiquidity,
@@ -596,6 +596,11 @@ export class MarketOperationUtils {
             };
         }
 
+        // If there is no optimal path AND we didn't return a MultiHop quote, then throw
+        if (optimalPath === undefined) {
+            throw new Error(AggregationError.NoOptimalPath);
+        }
+
         // Generate a fallback path if native orders are in the optimal path.
         const nativeFills = optimalPath.fills.filter(f => f.source === ERC20BridgeSource.Native);
         if (opts.allowFallback && nativeFills.length !== 0) {

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

@@ -46,26 +46,37 @@ export function getBestTwoHopQuote(
     exchangeProxyOverhead?: ExchangeProxyOverhead,
 ): { quote: DexSample<MultiHopFillData> | undefined; adjustedRate: BigNumber } {
     const { side, inputAmount, ethToOutputRate, twoHopQuotes } = marketSideLiquidity;
-    if (twoHopQuotes.length === 0) {
+    // Ensure the expected data we require exists. In the case where all hops reverted
-        return { adjustedRate: ZERO_AMOUNT, quote: undefined };
+    // or there were no sources included that allowed for multi hop,
+    // we can end up with empty, but not undefined, fill data
+    const filteredQuotes = twoHopQuotes.filter(
+        quote =>
+            quote &&
+            quote.fillData &&
+            quote.fillData.firstHopSource &&
+            quote.fillData.secondHopSource &&
+            quote.output.isGreaterThan(ZERO_AMOUNT),
+    );
+    if (filteredQuotes.length === 0) {
+        return { quote: undefined, adjustedRate: ZERO_AMOUNT };
     }
-    const best = twoHopQuotes
+    const best = filteredQuotes
         .map(quote =>
             getTwoHopAdjustedRate(side, quote, inputAmount, ethToOutputRate, feeSchedule, exchangeProxyOverhead),
         )
         .reduce(
             (prev, curr, i) =>
-                curr.isGreaterThan(prev.adjustedRate) ? { adjustedRate: curr, quote: twoHopQuotes[i] } : prev,
+                curr.isGreaterThan(prev.adjustedRate) ? { adjustedRate: curr, quote: filteredQuotes[i] } : prev,
             {
                 adjustedRate: getTwoHopAdjustedRate(
                     side,
-                    twoHopQuotes[0],
+                    filteredQuotes[0],
                     inputAmount,
                     ethToOutputRate,
                     feeSchedule,
                     exchangeProxyOverhead,
                 ),
-                quote: twoHopQuotes[0],
+                quote: filteredQuotes[0],
             },
         );
     return best;

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

@@ -600,11 +600,12 @@ export class SamplerOperations {
                     const [firstHop, secondHop, buyAmount] = this._samplerContract.getABIDecodedReturnData<
                         [HopInfo, HopInfo, BigNumber]
                     >('sampleTwoHopSell', callResults);
+                    // Ensure the hop sources are set even when the buy amount is zero
+                    fillData.firstHopSource = firstHopOps[firstHop.sourceIndex.toNumber()];
+                    fillData.secondHopSource = secondHopOps[secondHop.sourceIndex.toNumber()];
                     if (buyAmount.isZero()) {
                         return [ZERO_AMOUNT];
                     }
-                    fillData.firstHopSource = firstHopOps[firstHop.sourceIndex.toNumber()];
-                    fillData.secondHopSource = secondHopOps[secondHop.sourceIndex.toNumber()];
                     fillData.firstHopSource.handleCallResults(firstHop.returnData);
                     fillData.secondHopSource.handleCallResults(secondHop.returnData);
                     return [buyAmount];