Publish

- @0x/contracts-integrations@2.7.17
 - @0x/contracts-zero-ex@0.14.0
 - @0x/asset-swapper@5.5.1
 - @0x/contract-wrappers-test@12.2.30
 - @0x/migrations@6.5.6
 - @0x/protocol-utils@1.1.0

contracts/asset-proxy/CHANGELOG.json

@@ -1,4 +1,14 @@
 [
+    {
+        "version": "3.7.0",
+        "changes": [
+            {
+                "note": "Fix Bancor support of ETH",
+                "pr": 88
+            }
+        ],
+        "timestamp": 1608105788
+    },
     {
         "timestamp": 1607485227,
         "version": "3.6.9",

contracts/asset-proxy/CHANGELOG.md

@@ -5,6 +5,10 @@ Edit the package's CHANGELOG.json file only.
 
 CHANGELOG
 
+## v3.7.0 - _December 16, 2020_
+
+    * Fix Bancor support of ETH (#88)
+
 ## v3.6.9 - _December 9, 2020_
 
     * Dependencies updated

contracts/asset-proxy/contracts/src/bridges/BancorBridge.sol

@@ -21,6 +21,7 @@ pragma solidity ^0.5.9;
 pragma experimental ABIEncoderV2;
 
 import "@0x/contracts-erc20/contracts/src/interfaces/IERC20Token.sol";
+import "@0x/contracts-erc20/contracts/src/interfaces/IEtherToken.sol";
 import "@0x/contracts-erc20/contracts/src/LibERC20Token.sol";
 import "@0x/contracts-exchange-libs/contracts/src/IWallet.sol";
 import "@0x/contracts-utils/contracts/src/DeploymentConstants.sol";
@@ -36,6 +37,20 @@ contract BancorBridge is
     struct TransferState {
         address bancorNetworkAddress;
         address[] path;
+        IEtherToken weth;
+    }
+
+    /// @dev Bancor ETH pseudo-address.
+    address constant public BANCOR_ETH_ADDRESS = 0xEeeeeEeeeEeEeeEeEeEeeEEEeeeeEeeeeeeeEEeE;
+
+    // solhint-disable no-empty-blocks
+    /// @dev Payable fallback to receive ETH from Bancor/WETH.
+    function ()
+        external
+        payable
+    {
+        // Poor man's receive in 0.5.9
+        require(msg.data.length == 0);
     }
 
     /// @dev Callback for `IERC20Bridge`. Tries to buy `amount` of
@@ -60,7 +75,6 @@ contract BancorBridge is
     {
         // hold variables to get around stack depth limitations
         TransferState memory state;
-
         // Decode the bridge data.
         (
             state.path,
@@ -68,34 +82,42 @@ contract BancorBridge is
         // solhint-disable indent
         ) = abi.decode(bridgeData, (address[], address));
         // solhint-enable indent
+        state.weth = IEtherToken(_getWethAddress());
 
-        require(state.path.length > 0, "BancorBridge/PATH_MUST_EXIST");
+        require(state.path.length >= 2, "BancorBridge/PATH_LENGTH_MUST_BE_GREATER_THAN_TWO");
-        // Just transfer the tokens if they're the same.
+
-        if (state.path[0] == toTokenAddress) {
+        // Grant an allowance to the Bancor Network to spend `fromTokenAddress` token.
-            LibERC20Token.transfer(state.path[0], to, amount);
+        uint256 fromTokenBalance;
-            return BRIDGE_SUCCESS;
+        uint256 payableAmount = 0;
+        // If it's ETH in the path then withdraw from WETH
+        // The Bancor path will have ETH as the 0xeee address
+        // Bancor expects to be paid in ETH not WETH
+        if (state.path[0] == BANCOR_ETH_ADDRESS) {
+            fromTokenBalance = state.weth.balanceOf(address(this));
+            state.weth.withdraw(fromTokenBalance);
+            payableAmount = fromTokenBalance;
+        } else {
+            fromTokenBalance = IERC20Token(state.path[0]).balanceOf(address(this));
+            LibERC20Token.approveIfBelow(state.path[0], state.bancorNetworkAddress, fromTokenBalance);
         }
 
-        // Otherwise use Bancor to convert
-        require(state.path.length > 2, "BancorBridge/PATH_LENGTH_MUST_BE_GREATER_THAN_TWO");
-        require(state.path[state.path.length - 1] == toTokenAddress, "BancorBridge/LAST_ELEMENT_OF_PATH_MUST_MATCH_OUTPUT_TOKEN");
-        
-        // // Grant an allowance to the Bancor Network to spend `fromTokenAddress` token.
-        uint256 fromTokenBalance = IERC20Token(state.path[0]).balanceOf(address(this));
-        LibERC20Token.approveIfBelow(state.path[0], state.bancorNetworkAddress, fromTokenBalance);
-
         // Convert the tokens
-        uint256 boughtAmount = IBancorNetwork(state.bancorNetworkAddress).convertByPath(
+        uint256 boughtAmount = IBancorNetwork(state.bancorNetworkAddress).convertByPath.value(payableAmount)(
             state.path, // path originating with source token and terminating in destination token
             fromTokenBalance, // amount of source token to trade
             amount, // minimum amount of destination token expected to receive
-            to, // beneficiary
+            state.path[state.path.length-1] == BANCOR_ETH_ADDRESS ? address(this) : to, // beneficiary
             address(0), // affiliateAccount; no fee paid
             0 // affiliateFee; no fee paid
         );
 
+        if (state.path[state.path.length-1] == BANCOR_ETH_ADDRESS) {
+            state.weth.deposit.value(boughtAmount)();
+            state.weth.transfer(to, boughtAmount);
+        }
+
         emit ERC20BridgeTransfer(
-            state.path[0], // fromTokenAddress
+            state.path[0] == BANCOR_ETH_ADDRESS ? address(state.weth) : state.path[0],
             toTokenAddress,
             fromTokenBalance,
             boughtAmount,
@@ -118,5 +140,5 @@ contract BancorBridge is
     {
         return LEGACY_WALLET_MAGIC_VALUE;
     }
-    
+
 }

contracts/asset-proxy/contracts/src/bridges/KyberBridge.sol

@@ -56,11 +56,14 @@ contract KyberBridge is
     uint256 constant private KYBER_RATE_BASE = 10 ** 18;
 
     // solhint-disable no-empty-blocks
-    /// @dev Payable fallback to receive ETH from Kyber.
+    /// @dev Payable fallback to receive ETH from Kyber/WETH.
     function ()
         external
         payable
-    {}
+    {
+        // Poor man's receive in 0.5.9
+        require(msg.data.length == 0);
+    }
 
     /// @dev Callback for `IKyberBridge`. Tries to buy `amount` of
     ///      `toTokenAddress` tokens by selling the entirety of the opposing asset

contracts/asset-proxy/package.json

@@ -1,6 +1,6 @@
 {
     "name": "@0x/contracts-asset-proxy",
-    "version": "3.6.9",
+    "version": "3.7.0",
     "engines": {
         "node": ">=6.12"
     },

contracts/asset-proxy/test/bancor_bridge.ts

@@ -12,13 +12,11 @@ import { DecodedLogs } from 'ethereum-types';
 import * as _ from 'lodash';
 
 import { artifacts } from './artifacts';
-
 import { TestBancorBridgeContract } from './generated-wrappers/test_bancor_bridge';
 import {
     TestBancorBridgeConvertByPathInputEventArgs as ConvertByPathArgs,
     TestBancorBridgeEvents as ContractEvents,
     TestBancorBridgeTokenApproveEventArgs as TokenApproveArgs,
-    TestBancorBridgeTokenTransferEventArgs as TokenTransferArgs,
 } from './wrappers';
 
 blockchainTests.resets('Bancor unit tests', env => {
@@ -128,24 +126,6 @@ blockchainTests.resets('Bancor unit tests', env => {
             expect(result).to.eq(AssetProxyId.ERC20Bridge);
         });
 
-        it('performs transfer when both tokens are the same', async () => {
-            const createTokenFn = testContract.createToken(constants.NULL_ADDRESS);
-            const tokenAddress = await createTokenFn.callAsync();
-            await createTokenFn.awaitTransactionSuccessAsync();
-
-            const { opts, result, logs } = await transferFromAsync({
-                tokenAddressesPath: [tokenAddress, tokenAddress],
-            });
-            expect(result).to.eq(AssetProxyId.ERC20Bridge, 'asset proxy id');
-            const transfers = filterLogsToArguments<TokenTransferArgs>(logs, ContractEvents.TokenTransfer);
-
-            expect(transfers.length).to.eq(1);
-            expect(transfers[0].token).to.eq(tokenAddress, 'input token address');
-            expect(transfers[0].from).to.eq(testContract.address);
-            expect(transfers[0].to).to.eq(opts.toAddress, 'recipient address');
-            expect(transfers[0].amount).to.bignumber.eq(opts.amount, 'amount');
-        });
-
         describe('token -> token', async () => {
             it('calls BancorNetwork.convertByPath()', async () => {
                 const { opts, result, logs } = await transferFromAsync();

contracts/broker/CHANGELOG.json

@@ -1,4 +1,13 @@
 [
+    {
+        "timestamp": 1608105788,
+        "version": "1.1.18",
+        "changes": [
+            {
+                "note": "Dependencies updated"
+            }
+        ]
+    },
     {
         "timestamp": 1607485227,
         "version": "1.1.17",

contracts/broker/CHANGELOG.md

@@ -5,6 +5,10 @@ Edit the package's CHANGELOG.json file only.
 
 CHANGELOG
 
+## v1.1.18 - _December 16, 2020_
+
+    * Dependencies updated
+
 ## v1.1.17 - _December 9, 2020_
 
     * Dependencies updated

contracts/broker/package.json

@@ -1,6 +1,6 @@
 {
     "name": "@0x/contracts-broker",
-    "version": "1.1.17",
+    "version": "1.1.18",
     "engines": {
         "node": ">=6.12"
     },
@@ -52,10 +52,10 @@
     "homepage": "https://github.com/0xProject/protocol/tree/main/contracts/extensions",
     "devDependencies": {
         "@0x/abi-gen": "^5.4.13",
-        "@0x/contracts-asset-proxy": "^3.6.9",
+        "@0x/contracts-asset-proxy": "^3.7.0",
         "@0x/contracts-erc20": "^3.2.12",
         "@0x/contracts-erc721": "^3.1.18",
-        "@0x/contracts-exchange": "^3.2.18",
+        "@0x/contracts-exchange": "^3.2.19",
         "@0x/contracts-exchange-libs": "^4.3.18",
         "@0x/contracts-gen": "^2.0.24",
         "@0x/contracts-test-utils": "^5.3.15",

contracts/coordinator/CHANGELOG.json

@@ -1,4 +1,13 @@
 [
+    {
+        "timestamp": 1608105788,
+        "version": "3.1.19",
+        "changes": [
+            {
+                "note": "Dependencies updated"
+            }
+        ]
+    },
     {
         "timestamp": 1607485227,
         "version": "3.1.18",

contracts/coordinator/CHANGELOG.md

@@ -5,6 +5,10 @@ Edit the package's CHANGELOG.json file only.
 
 CHANGELOG
 
+## v3.1.19 - _December 16, 2020_
+
+    * Dependencies updated
+
 ## v3.1.18 - _December 9, 2020_
 
     * Dependencies updated

contracts/coordinator/package.json

@@ -1,6 +1,6 @@
 {
     "name": "@0x/contracts-coordinator",
-    "version": "3.1.18",
+    "version": "3.1.19",
     "engines": {
         "node": ">=6.12"
     },
@@ -53,8 +53,8 @@
     "homepage": "https://github.com/0xProject/protocol/tree/main/contracts/extensions",
     "devDependencies": {
         "@0x/abi-gen": "^5.4.13",
-        "@0x/contracts-asset-proxy": "^3.6.9",
+        "@0x/contracts-asset-proxy": "^3.7.0",
-        "@0x/contracts-dev-utils": "^1.3.16",
+        "@0x/contracts-dev-utils": "^1.3.17",
         "@0x/contracts-erc20": "^3.2.12",
         "@0x/contracts-gen": "^2.0.24",
         "@0x/dev-utils": "^4.1.3",
@@ -85,7 +85,7 @@
         "@0x/assert": "^3.0.19",
         "@0x/base-contract": "^6.2.14",
         "@0x/contract-addresses": "^5.6.0",
-        "@0x/contracts-exchange": "^3.2.18",
+        "@0x/contracts-exchange": "^3.2.19",
         "@0x/contracts-test-utils": "^5.3.15",
         "@0x/contracts-utils": "^4.6.3",
         "@0x/json-schemas": "^5.3.4",

contracts/dev-utils/CHANGELOG.json

@@ -1,4 +1,13 @@
 [
+    {
+        "timestamp": 1608105788,
+        "version": "1.3.17",
+        "changes": [
+            {
+                "note": "Dependencies updated"
+            }
+        ]
+    },
     {
         "timestamp": 1607485227,
         "version": "1.3.16",

contracts/dev-utils/CHANGELOG.md

@@ -5,6 +5,10 @@ Edit the package's CHANGELOG.json file only.
 
 CHANGELOG
 
+## v1.3.17 - _December 16, 2020_
+
+    * Dependencies updated
+
 ## v1.3.16 - _December 9, 2020_
 
     * Dependencies updated

contracts/dev-utils/package.json

@@ -1,6 +1,6 @@
 {
     "name": "@0x/contracts-dev-utils",
-    "version": "1.3.16",
+    "version": "1.3.17",
     "engines": {
         "node": ">=6.12"
     },
@@ -43,7 +43,7 @@
     "devDependencies": {
         "@0x/abi-gen": "^5.4.13",
         "@0x/assert": "^3.0.19",
-        "@0x/contracts-asset-proxy": "^3.6.9",
+        "@0x/contracts-asset-proxy": "^3.7.0",
         "@0x/contracts-erc20": "^3.2.12",
         "@0x/contracts-gen": "^2.0.24",
         "@0x/contracts-test-utils": "^5.3.15",

contracts/exchange-forwarder/CHANGELOG.json

@@ -1,4 +1,13 @@
 [
+    {
+        "timestamp": 1608105788,
+        "version": "4.2.19",
+        "changes": [
+            {
+                "note": "Dependencies updated"
+            }
+        ]
+    },
     {
         "timestamp": 1607485227,
         "version": "4.2.18",

contracts/exchange-forwarder/CHANGELOG.md

@@ -5,6 +5,10 @@ Edit the package's CHANGELOG.json file only.
 
 CHANGELOG
 
+## v4.2.19 - _December 16, 2020_
+
+    * Dependencies updated
+
 ## v4.2.18 - _December 9, 2020_
 
     * Dependencies updated

contracts/exchange-forwarder/package.json

@@ -1,6 +1,6 @@
 {
     "name": "@0x/contracts-exchange-forwarder",
-    "version": "4.2.18",
+    "version": "4.2.19",
     "engines": {
         "node": ">=6.12"
     },
@@ -53,12 +53,12 @@
     "homepage": "https://github.com/0xProject/protocol/tree/main/contracts/extensions",
     "devDependencies": {
         "@0x/abi-gen": "^5.4.13",
-        "@0x/contracts-asset-proxy": "^3.6.9",
+        "@0x/contracts-asset-proxy": "^3.7.0",
-        "@0x/contracts-dev-utils": "^1.3.16",
+        "@0x/contracts-dev-utils": "^1.3.17",
         "@0x/contracts-erc1155": "^2.1.18",
         "@0x/contracts-erc20": "^3.2.12",
         "@0x/contracts-erc721": "^3.1.18",
-        "@0x/contracts-exchange": "^3.2.18",
+        "@0x/contracts-exchange": "^3.2.19",
         "@0x/contracts-exchange-libs": "^4.3.18",
         "@0x/contracts-gen": "^2.0.24",
         "@0x/contracts-test-utils": "^5.3.15",

contracts/exchange/CHANGELOG.json

@@ -1,4 +1,13 @@
 [
+    {
+        "timestamp": 1608105788,
+        "version": "3.2.19",
+        "changes": [
+            {
+                "note": "Dependencies updated"
+            }
+        ]
+    },
     {
         "timestamp": 1607485227,
         "version": "3.2.18",

contracts/exchange/CHANGELOG.md

@@ -5,6 +5,10 @@ Edit the package's CHANGELOG.json file only.
 
 CHANGELOG
 
+## v3.2.19 - _December 16, 2020_
+
+    * Dependencies updated
+
 ## v3.2.18 - _December 9, 2020_
 
     * Dependencies updated

contracts/exchange/package.json

@@ -1,6 +1,6 @@
 {
     "name": "@0x/contracts-exchange",
-    "version": "3.2.18",
+    "version": "3.2.19",
     "engines": {
         "node": ">=6.12"
     },
@@ -53,11 +53,11 @@
     "homepage": "https://github.com/0xProject/protocol/tree/main/contracts/protocol",
     "devDependencies": {
         "@0x/abi-gen": "^5.4.13",
-        "@0x/contracts-asset-proxy": "^3.6.9",
+        "@0x/contracts-asset-proxy": "^3.7.0",
         "@0x/contracts-exchange-libs": "^4.3.18",
         "@0x/contracts-gen": "^2.0.24",
-        "@0x/contracts-multisig": "^4.1.18",
+        "@0x/contracts-multisig": "^4.1.19",
-        "@0x/contracts-staking": "^2.0.25",
+        "@0x/contracts-staking": "^2.0.26",
         "@0x/contracts-test-utils": "^5.3.15",
         "@0x/contracts-utils": "^4.6.3",
         "@0x/dev-utils": "^4.1.3",
@@ -89,7 +89,7 @@
     },
     "dependencies": {
         "@0x/base-contract": "^6.2.14",
-        "@0x/contracts-dev-utils": "^1.3.16",
+        "@0x/contracts-dev-utils": "^1.3.17",
         "@0x/contracts-erc1155": "^2.1.18",
         "@0x/contracts-erc20": "^3.2.12",
         "@0x/contracts-erc721": "^3.1.18",

contracts/extensions/CHANGELOG.json

@@ -1,4 +1,13 @@
 [
+    {
+        "timestamp": 1608105788,
+        "version": "6.2.13",
+        "changes": [
+            {
+                "note": "Dependencies updated"
+            }
+        ]
+    },
     {
         "timestamp": 1607485227,
         "version": "6.2.12",

contracts/extensions/CHANGELOG.md

@@ -5,6 +5,10 @@ Edit the package's CHANGELOG.json file only.
 
 CHANGELOG
 
+## v6.2.13 - _December 16, 2020_
+
+    * Dependencies updated
+
 ## v6.2.12 - _December 9, 2020_
 
     * Dependencies updated

contracts/extensions/package.json

@@ -1,6 +1,6 @@
 {
     "name": "@0x/contracts-extensions",
-    "version": "6.2.12",
+    "version": "6.2.13",
     "engines": {
         "node": ">=6.12"
     },
@@ -53,11 +53,11 @@
     "homepage": "https://github.com/0xProject/protocol/tree/main/contracts/extensions",
     "devDependencies": {
         "@0x/abi-gen": "^5.4.13",
-        "@0x/contracts-asset-proxy": "^3.6.9",
+        "@0x/contracts-asset-proxy": "^3.7.0",
-        "@0x/contracts-dev-utils": "^1.3.16",
+        "@0x/contracts-dev-utils": "^1.3.17",
         "@0x/contracts-erc20": "^3.2.12",
         "@0x/contracts-erc721": "^3.1.18",
-        "@0x/contracts-exchange": "^3.2.18",
+        "@0x/contracts-exchange": "^3.2.19",
         "@0x/contracts-exchange-libs": "^4.3.18",
         "@0x/contracts-gen": "^2.0.24",
         "@0x/contracts-utils": "^4.6.3",

contracts/integrations/package.json

@@ -1,6 +1,6 @@
 {
     "name": "@0x/contracts-integrations",
-    "version": "2.7.15",
+    "version": "2.7.17",
     "private": true,
     "engines": {
         "node": ">=6.12"
@@ -55,19 +55,19 @@
         "@0x/abi-gen": "^5.4.13",
         "@0x/contract-addresses": "^5.6.0",
         "@0x/contract-wrappers": "^13.11.0",
-        "@0x/contracts-broker": "^1.1.17",
+        "@0x/contracts-broker": "^1.1.18",
-        "@0x/contracts-coordinator": "^3.1.18",
+        "@0x/contracts-coordinator": "^3.1.19",
-        "@0x/contracts-dev-utils": "^1.3.16",
+        "@0x/contracts-dev-utils": "^1.3.17",
-        "@0x/contracts-exchange-forwarder": "^4.2.18",
+        "@0x/contracts-exchange-forwarder": "^4.2.19",
         "@0x/contracts-exchange-libs": "^4.3.18",
-        "@0x/contracts-extensions": "^6.2.12",
+        "@0x/contracts-extensions": "^6.2.13",
         "@0x/contracts-gen": "^2.0.24",
         "@0x/contracts-utils": "^4.6.3",
         "@0x/coordinator-server": "^1.0.5",
         "@0x/dev-utils": "^4.1.3",
-        "@0x/migrations": "^6.5.4",
+        "@0x/migrations": "^6.5.6",
         "@0x/order-utils": "^10.4.10",
-        "@0x/protocol-utils": "^1.0.1",
+        "@0x/protocol-utils": "^1.1.0",
         "@0x/sol-compiler": "^4.4.1",
         "@0x/tslint-config": "^4.1.3",
         "@0x/web3-wrapper": "^7.3.0",
@@ -93,17 +93,17 @@
         "typescript": "3.0.1"
     },
     "dependencies": {
-        "@0x/asset-swapper": "^5.4.2",
+        "@0x/asset-swapper": "^5.5.1",
         "@0x/base-contract": "^6.2.14",
-        "@0x/contracts-asset-proxy": "^3.6.9",
+        "@0x/contracts-asset-proxy": "^3.7.0",
         "@0x/contracts-erc1155": "^2.1.18",
         "@0x/contracts-erc20": "^3.2.12",
         "@0x/contracts-erc721": "^3.1.18",
-        "@0x/contracts-exchange": "^3.2.18",
+        "@0x/contracts-exchange": "^3.2.19",
-        "@0x/contracts-multisig": "^4.1.18",
+        "@0x/contracts-multisig": "^4.1.19",
-        "@0x/contracts-staking": "^2.0.25",
+        "@0x/contracts-staking": "^2.0.26",
         "@0x/contracts-test-utils": "^5.3.15",
-        "@0x/contracts-zero-ex": "^0.12.0",
+        "@0x/contracts-zero-ex": "^0.14.0",
         "@0x/subproviders": "^6.2.3",
         "@0x/types": "^3.3.1",
         "@0x/typescript-typings": "^5.1.6",

contracts/multisig/CHANGELOG.json

@@ -1,4 +1,13 @@
 [
+    {
+        "timestamp": 1608105788,
+        "version": "4.1.19",
+        "changes": [
+            {
+                "note": "Dependencies updated"
+            }
+        ]
+    },
     {
         "timestamp": 1607485227,
         "version": "4.1.18",

contracts/multisig/CHANGELOG.md

@@ -5,6 +5,10 @@ Edit the package's CHANGELOG.json file only.
 
 CHANGELOG
 
+## v4.1.19 - _December 16, 2020_
+
+    * Dependencies updated
+
 ## v4.1.18 - _December 9, 2020_
 
     * Dependencies updated

contracts/multisig/package.json

@@ -1,6 +1,6 @@
 {
     "name": "@0x/contracts-multisig",
-    "version": "4.1.18",
+    "version": "4.1.19",
     "engines": {
         "node": ">=6.12"
     },
@@ -50,7 +50,7 @@
     "homepage": "https://github.com/0xProject/protocol/tree/main/contracts/multisig",
     "devDependencies": {
         "@0x/abi-gen": "^5.4.13",
-        "@0x/contracts-asset-proxy": "^3.6.9",
+        "@0x/contracts-asset-proxy": "^3.7.0",
         "@0x/contracts-erc20": "^3.2.12",
         "@0x/contracts-gen": "^2.0.24",
         "@0x/contracts-test-utils": "^5.3.15",

contracts/staking/CHANGELOG.json

@@ -1,4 +1,13 @@
 [
+    {
+        "timestamp": 1608105788,
+        "version": "2.0.26",
+        "changes": [
+            {
+                "note": "Dependencies updated"
+            }
+        ]
+    },
     {
         "timestamp": 1607485227,
         "version": "2.0.25",

contracts/staking/CHANGELOG.md

@@ -5,6 +5,10 @@ Edit the package's CHANGELOG.json file only.
 
 CHANGELOG
 
+## v2.0.26 - _December 16, 2020_
+
+    * Dependencies updated
+
 ## v2.0.25 - _December 9, 2020_
 
     * Dependencies updated

contracts/staking/package.json

@@ -1,6 +1,6 @@
 {
     "name": "@0x/contracts-staking",
-    "version": "2.0.25",
+    "version": "2.0.26",
     "engines": {
         "node": ">=6.12"
     },
@@ -54,8 +54,8 @@
     "homepage": "https://github.com/0xProject/protocol/tree/main/contracts/tokens",
     "devDependencies": {
         "@0x/abi-gen": "^5.4.13",
-        "@0x/contracts-asset-proxy": "^3.6.9",
+        "@0x/contracts-asset-proxy": "^3.7.0",
-        "@0x/contracts-dev-utils": "^1.3.16",
+        "@0x/contracts-dev-utils": "^1.3.17",
         "@0x/contracts-erc20": "^3.2.12",
         "@0x/contracts-exchange-libs": "^4.3.18",
         "@0x/contracts-gen": "^2.0.24",

contracts/zero-ex/.npmignore

@@ -8,3 +8,4 @@
 # Blacklist tests in lib
 /lib/test/*
 # Package specific ignore
+/lib/scripts/*

contracts/zero-ex/CHANGELOG.json

@@ -1,4 +1,32 @@
 [
+    {
+        "version": "0.14.0",
+        "changes": [
+            {
+                "note": "Use the `MetaTransaction` class from `@0x/protocol-utils` in tests.",
+                "pr": 90
+            }
+        ],
+        "timestamp": 1608149382
+    },
+    {
+        "version": "0.13.0",
+        "changes": [
+            {
+                "note": "Address audit feedback in UniswapFeature",
+                "pr": 82
+            },
+            {
+                "note": "Always transfer `msg.value` to the liquidity provider contract in LiquidityProviderFeature to",
+                "pr": 82
+            },
+            {
+                "note": "Remove backwards compatibility with old PLP/bridge interface in `LiquidityProviderFeature` and `MixinZeroExBridge`",
+                "pr": 85
+            }
+        ],
+        "timestamp": 1608105788
+    },
     {
         "version": "0.12.0",
         "changes": [

contracts/zero-ex/CHANGELOG.md

@@ -5,6 +5,16 @@ Edit the package's CHANGELOG.json file only.
 
 CHANGELOG
 
+## v0.14.0 - _December 16, 2020_
+
+    * Use the `MetaTransaction` class from `@0x/protocol-utils` in tests. (#90)
+
+## v0.13.0 - _December 16, 2020_
+
+    * Address audit feedback in UniswapFeature (#82)
+    * Always transfer `msg.value` to the liquidity provider contract in LiquidityProviderFeature to (#82)
+    * Remove backwards compatibility with old PLP/bridge interface in `LiquidityProviderFeature` and `MixinZeroExBridge` (#85)
+
 ## v0.12.0 - _December 9, 2020_
 
     * Add test for selector collisions on the proxy (#74)

contracts/zero-ex/contracts/src/external/FeeCollector.sol

@@ -57,7 +57,6 @@ contract FeeCollector is AuthorizableV06 {
         external
         onlyAuthorized
     {
-        // Leave 1 wei behind to avoid expensive zero-->non-zero state change.
         if (address(this).balance > 0) {
             weth.deposit{value: address(this).balance}();
         }

contracts/zero-ex/contracts/src/external/LiquidityProviderSandbox.sol

@@ -68,21 +68,13 @@ contract LiquidityProviderSandbox is
         onlyOwner
         override
     {
-        try ILiquidityProvider(provider).sellTokenForToken(
+        ILiquidityProvider(provider).sellTokenForToken(
             inputToken,
             outputToken,
             recipient,
             minBuyAmount,
             auxiliaryData
-        ) {} catch {
+        );
-            IERC20Bridge(provider).bridgeTransferFrom(
-                outputToken,
-                provider,
-                recipient,
-                minBuyAmount,
-                auxiliaryData
-            );
-        }
     }
 
     /// @dev Calls `sellEthForToken` on the given `provider` contract to

contracts/zero-ex/contracts/src/features/LiquidityProviderFeature.sol

@@ -44,7 +44,7 @@ contract LiquidityProviderFeature is
     /// @dev Name of this feature.
     string public constant override FEATURE_NAME = "LiquidityProviderFeature";
     /// @dev Version of this feature.
-    uint256 public immutable override FEATURE_VERSION = _encodeVersion(1, 0, 1);
+    uint256 public immutable override FEATURE_VERSION = _encodeVersion(1, 0, 2);
 
     /// @dev ETH pseudo-token address.
     address constant internal ETH_TOKEN_ADDRESS = 0xEeeeeEeeeEeEeeEeEeEeeEEEeeeeEeeeeeeeEEeE;
@@ -111,9 +111,13 @@ contract LiquidityProviderFeature is
             recipient = msg.sender;
         }
 
-        if (inputToken == ETH_TOKEN_ADDRESS) {
+        // Forward all attached ETH to the provider.
-            provider.transfer(sellAmount);
+        if (msg.value > 0) {
-        } else {
+            provider.transfer(msg.value);
+        }
+
+        if (inputToken != ETH_TOKEN_ADDRESS) {
+            // Transfer input ERC20 tokens to the provider.
             _transferERC20Tokens(
                 IERC20TokenV06(inputToken),
                 msg.sender,

contracts/zero-ex/contracts/src/features/UniswapFeature.sol

@@ -37,7 +37,7 @@ contract UniswapFeature is
     /// @dev Name of this feature.
     string public constant override FEATURE_NAME = "UniswapFeature";
     /// @dev Version of this feature.
-    uint256 public immutable override FEATURE_VERSION = _encodeVersion(1, 1, 0);
+    uint256 public immutable override FEATURE_VERSION = _encodeVersion(1, 1, 1);
     /// @dev A bloom filter for tokens that consume all gas when `transferFrom()` fails.
     bytes32 public immutable GREEDY_TOKENS_BLOOM_FILTER;
     /// @dev WETH contract.
@@ -167,8 +167,13 @@ contract UniswapFeature is
                 }
 
                 if iszero(i) {
+                    // This is the first token in the path.
                     switch eq(sellToken, ETH_TOKEN_ADDRESS_32)
                         case 0 { // Not selling ETH. Selling an ERC20 instead.
+                            // Make sure ETH was not attached to the call.
+                            if gt(callvalue(), 0) {
+                                revert(0, 0)
+                            }
                             // For the first pair we need to transfer sellTokens into the
                             // pair contract.
                             moveTakerTokensTo(sellToken, pair, sellAmount)
@@ -203,6 +208,10 @@ contract UniswapFeature is
                 if iszero(staticcall(gas(), pair, 0xB00, 0x4, 0xC00, 0x40)) {
                     bubbleRevert()
                 }
+                // Revert if the pair contract does not return two words.
+                if iszero(eq(returndatasize(), 0x40)) {
+                    revert(0,0)
+                }
 
                 // Sell amount for this hop is the previous buy amount.
                 let pairSellAmount := buyAmount
@@ -374,11 +383,15 @@ contract UniswapFeature is
                     mstore(0xB00, ALLOWANCE_CALL_SELECTOR_32)
                     mstore(0xB04, caller())
                     mstore(0xB24, address())
-                    let success := call(gas(), token, 0, 0xB00, 0x44, 0xC00, 0x20)
+                    let success := staticcall(gas(), token, 0xB00, 0x44, 0xC00, 0x20)
                     if iszero(success) {
                         // Call to allowance() failed.
                         bubbleRevert()
                     }
+                    // Make sure the allowance call returned a single word.
+                    if iszero(eq(returndatasize(), 0x20)) {
+                        revert(0, 0)
+                    }
                     // Call succeeded.
                     // Result is stored in 0xC00-0xC20.
                     if lt(mload(0xC00), amount) {
@@ -397,8 +410,6 @@ contract UniswapFeature is
                 mstore(0xB44, amount)
 
                 let success := call(
-                    // Cap the gas limit to prvent all gas being consumed
-                    // if the token reverts.
                     gas(),
                     token,
                     0,

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

@@ -22,7 +22,6 @@ import "@0x/contracts-erc20/contracts/src/v06/LibERC20TokenV06.sol";
 import "@0x/contracts-erc20/contracts/src/v06/IERC20TokenV06.sol";
 import "@0x/contracts-utils/contracts/src/v06/LibSafeMathV06.sol";
 import "../../../vendor/ILiquidityProvider.sol";
-import "../../../vendor/v3/IERC20Bridge.sol";
 
 
 contract MixinZeroExBridge {
@@ -61,32 +60,20 @@ contract MixinZeroExBridge {
             bridgeAddress,
             sellAmount
         );
-        try ILiquidityProvider(bridgeAddress).sellTokenForToken(
+        boughtAmount = ILiquidityProvider(bridgeAddress).sellTokenForToken(
-                address(sellToken),
+            address(sellToken),
-                address(buyToken),
+            address(buyToken),
-                address(this), // recipient
+            address(this), // recipient
-                1, // minBuyAmount
+            1, // minBuyAmount
-                bridgeData
+            bridgeData
-        ) returns (uint256 _boughtAmount) {
+        );
-            boughtAmount = _boughtAmount;
+        emit ERC20BridgeTransfer(
-            emit ERC20BridgeTransfer(
+            sellToken,
-                sellToken,
+            buyToken,
-                buyToken,
+            sellAmount,
-                sellAmount,
+            boughtAmount,
-                boughtAmount,
+            bridgeAddress,
-                bridgeAddress,
+            address(this)
-                address(this)
+        );
-            );
-        } catch {
-            uint256 balanceBefore = buyToken.balanceOf(address(this));
-            IERC20Bridge(bridgeAddress).bridgeTransferFrom(
-                address(buyToken),
-                bridgeAddress,
-                address(this), // recipient
-                1, // minBuyAmount
-                bridgeData
-            );
-            boughtAmount = buyToken.balanceOf(address(this)).safeSub(balanceBefore);
-        }
     }
 }

contracts/zero-ex/package.json

@@ -1,6 +1,6 @@
 {
     "name": "@0x/contracts-zero-ex",
-    "version": "0.12.0",
+    "version": "0.14.0",
     "engines": {
         "node": ">=6.12"
     },
@@ -37,7 +37,8 @@
         "compile:truffle": "truffle compile",
         "docs:md": "ts-doc-gen --sourceDir='$PROJECT_FILES' --output=$MD_FILE_DIR --fileExtension=mdx --tsconfig=./typedoc-tsconfig.json",
         "docs:json": "typedoc --excludePrivate --excludeExternals --excludeProtected --ignoreCompilerErrors --target ES5 --tsconfig typedoc-tsconfig.json --json $JSON_FILE_PATH $PROJECT_FILES",
-        "publish:private": "yarn build && gitpkg publish"
+        "publish:private": "yarn build && gitpkg publish",
+        "rollback": "node ./lib/scripts/rollback.js"
     },
     "config": {
         "publicInterfaceContracts": "IZeroEx,ZeroEx,FullMigration,InitialMigration,IFlashWallet,IAllowanceTarget,IERC20Transformer,IOwnableFeature,ISimpleFunctionRegistryFeature,ITokenSpenderFeature,ITransformERC20Feature,FillQuoteTransformer,PayTakerTransformer,WethTransformer,OwnableFeature,SimpleFunctionRegistryFeature,TransformERC20Feature,TokenSpenderFeature,AffiliateFeeTransformer,SignatureValidatorFeature,MetaTransactionsFeature,LogMetadataTransformer,BridgeAdapter,LiquidityProviderFeature,ILiquidityProviderFeature,NativeOrdersFeature,INativeOrdersFeature,FeeCollectorController,FeeCollector",
@@ -55,18 +56,24 @@
     "homepage": "https://github.com/0xProject/protocol/tree/main/contracts/zero-ex",
     "devDependencies": {
         "@0x/abi-gen": "^5.4.13",
+        "@0x/contract-addresses": "^5.6.0",
         "@0x/contracts-erc20": "^3.2.12",
         "@0x/contracts-gen": "^2.0.24",
         "@0x/contracts-test-utils": "^5.3.15",
         "@0x/dev-utils": "^4.1.3",
+        "@0x/order-utils": "^10.4.10",
         "@0x/sol-compiler": "^4.4.1",
         "@0x/ts-doc-gen": "^0.0.28",
         "@0x/tslint-config": "^4.1.3",
+        "@types/isomorphic-fetch": "^0.0.35",
         "@types/lodash": "4.14.104",
         "@types/mocha": "^5.2.7",
+        "@types/prompts": "^2.0.9",
+        "isomorphic-fetch": "^3.0.0",
         "lodash": "^4.17.11",
         "mocha": "^6.2.0",
         "npm-run-all": "^4.1.2",
+        "prompts": "^2.4.0",
         "shx": "^0.2.2",
         "solhint": "^1.4.1",
         "truffle": "^5.0.32",
@@ -76,8 +83,7 @@
     },
     "dependencies": {
         "@0x/base-contract": "^6.2.14",
-        "@0x/order-utils": "^10.4.10",
+        "@0x/protocol-utils": "^1.1.0",
-        "@0x/protocol-utils": "^1.0.1",
         "@0x/subproviders": "^6.2.3",
         "@0x/types": "^3.3.1",
         "@0x/typescript-typings": "^5.1.6",

contracts/zero-ex/scripts/rollback.ts

@@ -0,0 +1,420 @@
+import { getContractAddressesForChainOrThrow } from '@0x/contract-addresses';
+import { constants } from '@0x/contracts-test-utils';
+import { RPCSubprovider, SupportedProvider, Web3ProviderEngine } from '@0x/subproviders';
+import { AbiEncoder, BigNumber, logUtils, providerUtils } from '@0x/utils';
+import { Web3Wrapper } from '@0x/web3-wrapper';
+import { MethodAbi } from 'ethereum-types';
+import * as fetch from 'isomorphic-fetch';
+import * as _ from 'lodash';
+import * as prompts from 'prompts';
+
+import * as wrappers from '../src/wrappers';
+
+const SUBGRAPH_URL = 'https://api.thegraph.com/subgraphs/name/mzhu25/zeroex-migrations';
+
+const ownableFeature = new wrappers.OwnableFeatureContract(constants.NULL_ADDRESS, new Web3ProviderEngine());
+const simpleFunctionRegistryFeature = new wrappers.SimpleFunctionRegistryFeatureContract(
+    constants.NULL_ADDRESS,
+    new Web3ProviderEngine(),
+);
+const DO_NOT_ROLLBACK = [
+    ownableFeature.getSelector('migrate'),
+    ownableFeature.getSelector('transferOwnership'),
+    simpleFunctionRegistryFeature.getSelector('rollback'),
+    simpleFunctionRegistryFeature.getSelector('extend'),
+];
+
+const governorEncoder = AbiEncoder.create('(bytes[], address[], uint256[])');
+
+const selectorToSignature: { [selector: string]: string } = {};
+for (const wrapper of Object.values(wrappers)) {
+    if (typeof wrapper === 'function') {
+        const contract = new wrapper(constants.NULL_ADDRESS, new Web3ProviderEngine());
+        contract.abi
+            .filter(abiDef => abiDef.type === 'function')
+            .map(method => {
+                const methodName = (method as MethodAbi).name;
+                const selector = contract.getSelector(methodName);
+                const signature = contract.getFunctionSignature(methodName);
+                selectorToSignature[selector] = signature;
+            });
+    }
+}
+
+interface ProxyFunctionEntity {
+    id: string;
+    currentImpl: string;
+    fullHistory: Array<{ impl: string; timestamp: string }>;
+}
+
+interface Deployment {
+    time: string;
+    updates: Array<{ selector: string; signature?: string; previousImpl: string; newImpl: string }>;
+}
+
+async function querySubgraphAsync(): Promise<ProxyFunctionEntity[]> {
+    const query = `
+        {
+            proxyFunctions {
+                id
+                currentImpl
+                fullHistory {
+                    impl
+                    timestamp
+                }
+            }
+        }
+    `;
+
+    const response = await fetch(SUBGRAPH_URL, {
+        method: 'POST',
+        headers: {
+            Accept: 'application/json',
+            'Content-Type': 'application/json',
+        },
+        body: JSON.stringify({
+            query,
+        }),
+    });
+    const {
+        data: { proxyFunctions },
+    } = await response.json();
+    // Sort the history in chronological order
+    proxyFunctions.map((fn: ProxyFunctionEntity) =>
+        fn.fullHistory.sort((a, b) => Number.parseInt(a.timestamp, 10) - Number.parseInt(b.timestamp, 10)),
+    );
+    return proxyFunctions;
+}
+
+function reconstructDeployments(proxyFunctions: ProxyFunctionEntity[]): Deployment[] {
+    const deploymentsByTimestamp: { [timestamp: string]: Deployment } = {};
+    proxyFunctions.map(fn => {
+        fn.fullHistory.map((update, i) => {
+            const { updates } = (deploymentsByTimestamp[update.timestamp] = deploymentsByTimestamp[
+                update.timestamp
+            ] || { time: timestampToUTC(update.timestamp), updates: [] });
+            updates.push({
+                selector: fn.id,
+                signature: selectorToSignature[fn.id],
+                previousImpl: i > 0 ? fn.fullHistory[i - 1].impl : constants.NULL_ADDRESS,
+                newImpl: update.impl,
+            });
+        });
+    });
+    return Object.keys(deploymentsByTimestamp)
+        .sort()
+        .map(timestamp => deploymentsByTimestamp[timestamp]);
+}
+
+function timestampToUTC(timestamp: string): string {
+    return new Date(Number.parseInt(timestamp, 10) * 1000).toUTCString();
+}
+
+enum CommandLineActions {
+    History = 'History',
+    Function = 'Function',
+    Current = 'Current',
+    Rollback = 'Rollback',
+    Emergency = 'Emergency',
+    Exit = 'Exit',
+}
+
+async function confirmRollbackAsync(
+    rollbackTargets: { [selector: string]: string },
+    proxyFunctions: ProxyFunctionEntity[],
+): Promise<boolean> {
+    const { confirmed } = await prompts({
+        type: 'confirm',
+        name: 'confirmed',
+        message: `Are these the correct rollbacks?\n${Object.entries(rollbackTargets)
+            .map(
+                ([selector, target]) =>
+                    `[${selector}] ${selectorToSignature[selector] || '(function signature not found)'} \n    ${
+                        proxyFunctions.find(fn => fn.id === selector)!.currentImpl
+                    } => ${target}`,
+            )
+            .join('\n')}`,
+    });
+    return confirmed;
+}
+
+async function printRollbackCalldataAsync(
+    rollbackTargets: { [selector: string]: string },
+    zeroEx: wrappers.IZeroExContract,
+): Promise<void> {
+    const numRollbacks = Object.keys(rollbackTargets).length;
+    const { numTxns } = await prompts({
+        type: 'number',
+        name: 'numTxns',
+        message:
+            'To avoid limitations on calldata size, the full rollback can be split into multiple transactions. How many transactions would you like to split it into?',
+        initial: 1,
+        style: 'default',
+        min: 1,
+        max: numRollbacks,
+    });
+    for (let i = 0; i < numTxns; i++) {
+        const startIndex = i * Math.trunc(numRollbacks / numTxns);
+        const endIndex = startIndex + Math.trunc(numRollbacks / numTxns) + (i < numRollbacks % numTxns ? 1 : 0);
+        const rollbacks = Object.entries(rollbackTargets).slice(startIndex, endIndex);
+        const rollbackCallData = governorEncoder.encode([
+            rollbacks.map(([selector, target]) => zeroEx.rollback(selector, target).getABIEncodedTransactionData()),
+            new Array(rollbacks.length).fill(zeroEx.address),
+            new Array(rollbacks.length).fill(constants.ZERO_AMOUNT),
+        ]);
+        if (numTxns > 1) {
+            logUtils.log(`======================== Governor Calldata #${i + 1} ========================`);
+        }
+        logUtils.log(rollbackCallData);
+    }
+}
+
+async function deploymentHistoryAsync(deployments: Deployment[], proxyFunctions: ProxyFunctionEntity[]): Promise<void> {
+    const { index } = await prompts({
+        type: 'select',
+        name: 'index',
+        message: 'Choose a deployment:',
+        choices: deployments.map((deployment, i) => ({
+            title: deployment.time,
+            value: i,
+        })),
+    });
+
+    const { action } = await prompts({
+        type: 'select',
+        name: 'action',
+        message: 'What would you like to do?',
+        choices: [
+            { title: 'Deployment info', value: 'info' },
+            { title: 'Rollback this deployment', value: 'rollback' },
+        ],
+    });
+
+    if (action === 'info') {
+        logUtils.log(
+            deployments[index].updates.map(update => ({
+                selector: update.selector,
+                signature: update.signature || '(function signature not found)',
+                update: `${update.previousImpl} => ${update.newImpl}`,
+            })),
+        );
+    } else {
+        const zeroEx = await getMainnetContractAsync();
+        const rollbackTargets: { [selector: string]: string } = {};
+        for (const update of deployments[index].updates) {
+            rollbackTargets[update.selector] = update.previousImpl;
+            const rollbackLength = (await zeroEx.getRollbackLength(update.selector).callAsync()).toNumber();
+            for (let i = rollbackLength - 1; i >= 0; i--) {
+                const entry = await zeroEx.getRollbackEntryAtIndex(update.selector, new BigNumber(i)).callAsync();
+                if (entry === update.previousImpl) {
+                    break;
+                } else if (i === 0) {
+                    logUtils.log(
+                        'Cannot rollback this deployment. The following update from this deployment cannot be rolled back:',
+                    );
+                    logUtils.log(`\t[${update.selector}] ${update.signature || '(function signature not found)'}`);
+                    logUtils.log(`\t${update.previousImpl} => ${update.newImpl}`);
+                    logUtils.log(
+                        `Cannot find ${
+                            update.previousImpl
+                        } in the selector's rollback history. It itself may have been previously rolled back.`,
+                    );
+                    return;
+                }
+            }
+        }
+        const isConfirmed = await confirmRollbackAsync(rollbackTargets, proxyFunctions);
+        if (isConfirmed) {
+            await printRollbackCalldataAsync(rollbackTargets, zeroEx);
+        }
+    }
+}
+
+async function functionHistoryAsync(proxyFunctions: ProxyFunctionEntity[]): Promise<void> {
+    const { fnSelector } = await prompts({
+        type: 'autocomplete',
+        name: 'fnSelector',
+        message: 'Enter the selector or name of the function:',
+        choices: [
+            ..._.flatMap(Object.entries(selectorToSignature), ([selector, signature]) => [
+                { title: selector, value: selector, description: signature },
+                { title: signature, value: selector, description: selector },
+            ]),
+            ...proxyFunctions
+                .filter(fn => !Object.keys(selectorToSignature).includes(fn.id))
+                .map(fn => ({ title: fn.id, value: fn.id, description: '(function signature not found)' })),
+        ],
+    });
+    const functionEntity = proxyFunctions.find(fn => fn.id === fnSelector);
+    if (functionEntity === undefined) {
+        logUtils.log(`Couldn't find deployment history for selector ${fnSelector}`);
+    } else {
+        logUtils.log(
+            functionEntity.fullHistory.map(update => ({
+                date: timestampToUTC(update.timestamp),
+                impl: update.impl,
+            })),
+        );
+    }
+}
+
+async function currentFunctionsAsync(proxyFunctions: ProxyFunctionEntity[]): Promise<void> {
+    const currentFunctions: {
+        [selector: string]: { signature: string; impl: string; lastUpdated: string };
+    } = {};
+    proxyFunctions
+        .filter(fn => fn.currentImpl !== constants.NULL_ADDRESS)
+        .map(fn => {
+            currentFunctions[fn.id] = {
+                signature: selectorToSignature[fn.id] || '(function signature not found)',
+                impl: fn.currentImpl,
+                lastUpdated: timestampToUTC(fn.fullHistory.slice(-1)[0].timestamp),
+            };
+        });
+    logUtils.log(currentFunctions);
+}
+
+async function generateRollbackAsync(proxyFunctions: ProxyFunctionEntity[]): Promise<void> {
+    const zeroEx = await getMainnetContractAsync();
+    const { selected } = await prompts({
+        type: 'autocompleteMultiselect',
+        name: 'selected',
+        message: 'Select the functions to rollback:',
+        choices: _.flatMap(proxyFunctions.filter(fn => fn.currentImpl !== constants.NULL_ADDRESS), fn => [
+            {
+                title: [
+                    `[${fn.id}]`,
+                    `Implemented @ ${fn.currentImpl}`,
+                    selectorToSignature[fn.id] || '(function signature not found)',
+                ].join('\n\t\t\t\t'),
+                value: fn.id,
+            },
+        ]),
+    });
+    const rollbackTargets: { [selector: string]: string } = {};
+    for (const selector of selected) {
+        const rollbackLength = (await zeroEx.getRollbackLength(selector).callAsync()).toNumber();
+        const rollbackHistory = await Promise.all(
+            _.range(rollbackLength).map(async i =>
+                zeroEx.getRollbackEntryAtIndex(selector, new BigNumber(i)).callAsync(),
+            ),
+        );
+        const fullHistory = proxyFunctions.find(fn => fn.id === selector)!.fullHistory;
+        const previousImpl = rollbackHistory[rollbackLength - 1];
+        const { target } = await prompts({
+            type: 'select',
+            name: 'target',
+            message: 'Select the implementation to rollback to',
+            hint: `[${selector}] ${selectorToSignature[selector] || '(function signature not found)'}`,
+            choices: [
+                {
+                    title: 'DISABLE',
+                    value: constants.NULL_ADDRESS,
+                    description: 'Rolls back to address(0)',
+                },
+                {
+                    title: 'PREVIOUS',
+                    value: previousImpl,
+                    description: `${previousImpl} (${timestampToUTC(
+                        _.findLast(fullHistory, update => update.impl === previousImpl)!.timestamp,
+                    )})`,
+                },
+                ...[...new Set(rollbackHistory)]
+                    .filter(impl => impl !== constants.NULL_ADDRESS)
+                    .map(impl => ({
+                        title: impl,
+                        value: impl,
+                        description: timestampToUTC(_.findLast(fullHistory, update => update.impl === impl)!.timestamp),
+                    })),
+            ],
+        });
+        rollbackTargets[selector] = target;
+    }
+
+    const isConfirmed = await confirmRollbackAsync(rollbackTargets, proxyFunctions);
+    if (isConfirmed) {
+        await printRollbackCalldataAsync(rollbackTargets, zeroEx);
+    }
+}
+
+async function generateEmergencyRollbackAsync(proxyFunctions: ProxyFunctionEntity[]): Promise<void> {
+    const zeroEx = new wrappers.IZeroExContract(
+        getContractAddressesForChainOrThrow(1).exchangeProxy,
+        new Web3ProviderEngine(),
+    );
+    const allSelectors = proxyFunctions
+        .filter(fn => fn.currentImpl !== constants.NULL_ADDRESS && !DO_NOT_ROLLBACK.includes(fn.id))
+        .map(fn => fn.id);
+    await printRollbackCalldataAsync(
+        _.zipObject(allSelectors, new Array(allSelectors.length).fill(constants.NULL_ADDRESS)),
+        zeroEx,
+    );
+}
+
+let provider: SupportedProvider | undefined = process.env.RPC_URL ? createWeb3Provider(process.env.RPC_URL) : undefined;
+
+function createWeb3Provider(rpcUrl: string): SupportedProvider {
+    const providerEngine = new Web3ProviderEngine();
+    providerEngine.addProvider(new RPCSubprovider(rpcUrl));
+    providerUtils.startProviderEngine(providerEngine);
+    return providerEngine;
+}
+
+async function getMainnetContractAsync(): Promise<wrappers.IZeroExContract> {
+    if (provider === undefined) {
+        const { rpcUrl } = await prompts({
+            type: 'text',
+            name: 'rpcUrl',
+            message: 'Enter an RPC endpoint:',
+        });
+        provider = createWeb3Provider(rpcUrl);
+    }
+    const chainId = await new Web3Wrapper(provider).getChainIdAsync();
+    const { exchangeProxy } = getContractAddressesForChainOrThrow(chainId);
+    return new wrappers.IZeroExContract(exchangeProxy, provider);
+}
+
+(async () => {
+    const proxyFunctions = await querySubgraphAsync();
+    const deployments = reconstructDeployments(proxyFunctions);
+
+    while (true) {
+        const { action } = await prompts({
+            type: 'select',
+            name: 'action',
+            message: 'What would you like to do?',
+            choices: [
+                { title: '🚢 Deployment history', value: CommandLineActions.History },
+                { title: '📜 Function history', value: CommandLineActions.Function },
+                { title: '🗺️  Currently registered functions', value: CommandLineActions.Current },
+                { title: '🔙 Generate rollback calldata', value: CommandLineActions.Rollback },
+                { title: '🚨 Emergency shutdown calldata', value: CommandLineActions.Emergency },
+                { title: '👋 Exit', value: CommandLineActions.Exit },
+            ],
+        });
+
+        switch (action) {
+            case CommandLineActions.History:
+                await deploymentHistoryAsync(deployments, proxyFunctions);
+                break;
+            case CommandLineActions.Function:
+                await functionHistoryAsync(proxyFunctions);
+                break;
+            case CommandLineActions.Current:
+                await currentFunctionsAsync(proxyFunctions);
+                break;
+            case CommandLineActions.Rollback:
+                await generateRollbackAsync(proxyFunctions);
+                break;
+            case CommandLineActions.Emergency:
+                await generateEmergencyRollbackAsync(proxyFunctions);
+                break;
+            case CommandLineActions.Exit:
+            default:
+                process.exit(0);
+        }
+    }
+})().catch(err => {
+    logUtils.log(err);
+    process.exit(1);
+});

contracts/zero-ex/test/features/liquidity_provider_test.ts

@@ -9,8 +9,6 @@ import { abis } from '../utils/abis';
 import { fullMigrateAsync } from '../utils/migration';
 import {
     LiquidityProviderSandboxContract,
-    TestBridgeContract,
-    TestBridgeEvents,
     TestLiquidityProviderContract,
     TestLiquidityProviderEvents,
     TestWethContract,
@@ -148,41 +146,6 @@ blockchainTests('LiquidityProvider feature', env => {
                 TestLiquidityProviderEvents.SellTokenForToken,
             );
         });
-        it('Successfully executes an ERC20-ERC20 swap (backwards-compatibility)', async () => {
-            const bridge = await TestBridgeContract.deployFrom0xArtifactAsync(
-                artifacts.TestBridge,
-                env.provider,
-                env.txDefaults,
-                artifacts,
-                weth.address,
-                token.address,
-            );
-            const tx = await feature
-                .sellToLiquidityProvider(
-                    token.address,
-                    weth.address,
-                    bridge.address,
-                    constants.NULL_ADDRESS,
-                    constants.ONE_ETHER,
-                    constants.ZERO_AMOUNT,
-                    constants.NULL_BYTES,
-                )
-                .awaitTransactionSuccessAsync({ from: taker });
-            verifyEventsFromLogs(
-                tx.logs,
-                [
-                    {
-                        inputToken: token.address,
-                        outputToken: weth.address,
-                        inputTokenAmount: constants.ONE_ETHER,
-                        outputTokenAmount: constants.ZERO_AMOUNT,
-                        from: bridge.address,
-                        to: taker,
-                    },
-                ],
-                TestBridgeEvents.ERC20BridgeTransfer,
-            );
-        });
         it('Reverts if cannot fulfill the minimum buy amount', async () => {
             const minBuyAmount = new BigNumber(1);
             const tx = feature

contracts/zero-ex/test/features/meta_transactions_test.ts

@@ -6,9 +6,7 @@ import {
     randomAddress,
     verifyEventsFromLogs,
 } from '@0x/contracts-test-utils';
-import { getExchangeProxyMetaTransactionHash, signatureUtils } from '@0x/order-utils';
+import { MetaTransaction, MetaTransactionFields } from '@0x/protocol-utils';
-import { Signature } from '@0x/protocol-utils';
-import { ExchangeProxyMetaTransaction } from '@0x/types';
 import { BigNumber, hexUtils, StringRevertError, ZeroExRevertErrors } from '@0x/utils';
 import * as _ from 'lodash';
 
@@ -31,6 +29,7 @@ blockchainTests.resets('MetaTransactions feature', env => {
     let owner: string;
     let maker: string;
     let sender: string;
+    let notSigner: string;
     let signers: string[];
     let zeroEx: IZeroExContract;
     let feature: MetaTransactionsFeatureContract;
@@ -45,7 +44,7 @@ blockchainTests.resets('MetaTransactions feature', env => {
     const REENTRANCY_FLAG_MTX = 0x1;
 
     before(async () => {
-        [owner, maker, sender, ...signers] = await env.getAccountAddressesAsync();
+        [owner, maker, sender, notSigner, ...signers] = await env.getAccountAddressesAsync();
         transformERC20Feature = await TestMetaTransactionsTransformERC20FeatureContract.deployFrom0xArtifactAsync(
             artifacts.TestMetaTransactionsTransformERC20Feature,
             env.provider,
@@ -83,19 +82,8 @@ blockchainTests.resets('MetaTransactions feature', env => {
         );
     });
 
-    function sigstruct(signature: string): Signature {
+    function getRandomMetaTransaction(fields: Partial<MetaTransactionFields> = {}): MetaTransaction {
-        return {
+        return new MetaTransaction({
-            v: parseInt(hexUtils.slice(signature, 0, 1), 16),
-            signatureType: parseInt(hexUtils.slice(signature, 65, 66), 16),
-            r: hexUtils.slice(signature, 1, 33),
-            s: hexUtils.slice(signature, 33, 65),
-        };
-    }
-
-    function getRandomMetaTransaction(
-        fields: Partial<ExchangeProxyMetaTransaction> = {},
-    ): ExchangeProxyMetaTransaction {
-        return {
             signer: _.sampleSize(signers)[0],
             sender,
             minGasPrice: getRandomInteger('2', '1e9'),
@@ -106,28 +94,16 @@ blockchainTests.resets('MetaTransactions feature', env => {
             value: getRandomInteger(1, '1e18'),
             feeToken: feeToken.address,
             feeAmount: getRandomInteger(1, MAX_FEE_AMOUNT),
-            domain: {
+            chainId: 1, // Ganache's `chainid` opcode is hardcoded as 1
-                chainId: 1, // Ganache's `chainid` opcode is hardcoded as 1
+            verifyingContract: zeroEx.address,
-                verifyingContract: zeroEx.address,
-            },
             ...fields,
-        };
+        });
-    }
-
-    async function signMetaTransactionAsync(mtx: ExchangeProxyMetaTransaction, signer?: string): Promise<Signature> {
-        return sigstruct(
-            await signatureUtils.ecSignHashAsync(
-                env.provider,
-                getExchangeProxyMetaTransactionHash(mtx),
-                signer || mtx.signer,
-            ),
-        );
     }
 
     describe('getMetaTransactionHash()', () => {
         it('generates the correct hash', async () => {
             const mtx = getRandomMetaTransaction();
-            const expected = getExchangeProxyMetaTransactionHash(mtx);
+            const expected = mtx.getHash();
             const actual = await feature.getMetaTransactionHash(mtx).callAsync();
             expect(actual).to.eq(expected);
         });
@@ -163,7 +139,7 @@ blockchainTests.resets('MetaTransactions feature', env => {
             const mtx = getRandomMetaTransaction({
                 callData: nativeOrdersFeature.fillLimitOrder(order, sig, fillAmount).getABIEncodedTransactionData(),
             });
-            const signature = await signMetaTransactionAsync(mtx);
+            const signature = await mtx.getSignatureWithProviderAsync(env.provider);
             const callOpts = {
                 gasPrice: mtx.minGasPrice,
                 value: mtx.value,
@@ -198,7 +174,7 @@ blockchainTests.resets('MetaTransactions feature', env => {
                 callData: nativeOrdersFeature.fillRfqOrder(order, sig, fillAmount).getABIEncodedTransactionData(),
                 value: ZERO_AMOUNT,
             });
-            const signature = await signMetaTransactionAsync(mtx);
+            const signature = await mtx.getSignatureWithProviderAsync(env.provider);
             const callOpts = {
                 gasPrice: mtx.minGasPrice,
                 value: 0,
@@ -237,7 +213,7 @@ blockchainTests.resets('MetaTransactions feature', env => {
                     )
                     .getABIEncodedTransactionData(),
             });
-            const signature = await signMetaTransactionAsync(mtx);
+            const signature = await mtx.getSignatureWithProviderAsync(env.provider);
             const callOpts = {
                 gasPrice: mtx.minGasPrice,
                 value: mtx.value,
@@ -275,7 +251,7 @@ blockchainTests.resets('MetaTransactions feature', env => {
                 )
                 .getABIEncodedTransactionData();
             const mtx = getRandomMetaTransaction({ callData });
-            const signature = await signMetaTransactionAsync(mtx);
+            const signature = await mtx.getSignatureWithProviderAsync(env.provider);
             const callOpts = {
                 gasPrice: mtx.minGasPrice,
                 value: mtx.value,
@@ -315,7 +291,7 @@ blockchainTests.resets('MetaTransactions feature', env => {
                     )
                     .getABIEncodedTransactionData(),
             });
-            const signature = await signMetaTransactionAsync(mtx);
+            const signature = await mtx.getSignatureWithProviderAsync(env.provider);
             const callOpts = {
                 gasPrice: mtx.minGasPrice,
                 value: mtx.value,
@@ -340,7 +316,7 @@ blockchainTests.resets('MetaTransactions feature', env => {
                     )
                     .getABIEncodedTransactionData(),
             });
-            const signature = await signMetaTransactionAsync(mtx);
+            const signature = await mtx.getSignatureWithProviderAsync(env.provider);
             const callOpts = {
                 gasPrice: mtx.minGasPrice,
                 value: mtx.value,
@@ -363,8 +339,8 @@ blockchainTests.resets('MetaTransactions feature', env => {
                     )
                     .getABIEncodedTransactionData(),
             });
-            const mtxHash = getExchangeProxyMetaTransactionHash(mtx);
+            const mtxHash = mtx.getHash();
-            const signature = await signMetaTransactionAsync(mtx);
+            const signature = await mtx.getSignatureWithProviderAsync(env.provider);
             const callOpts = {
                 gasPrice: mtx.minGasPrice,
                 value: mtx.value,
@@ -393,8 +369,8 @@ blockchainTests.resets('MetaTransactions feature', env => {
             const mtx = getRandomMetaTransaction({
                 callData: transformERC20Feature.createTransformWallet().getABIEncodedTransactionData(),
             });
-            const mtxHash = getExchangeProxyMetaTransactionHash(mtx);
+            const mtxHash = mtx.getHash();
-            const signature = await signMetaTransactionAsync(mtx);
+            const signature = await mtx.getSignatureWithProviderAsync(env.provider);
             const callOpts = {
                 gasPrice: mtx.minGasPrice,
                 value: mtx.value,
@@ -421,8 +397,8 @@ blockchainTests.resets('MetaTransactions feature', env => {
                     )
                     .getABIEncodedTransactionData(),
             });
-            const mtxHash = getExchangeProxyMetaTransactionHash(mtx);
+            const mtxHash = mtx.getHash();
-            const signature = await signMetaTransactionAsync(mtx);
+            const signature = await mtx.getSignatureWithProviderAsync(env.provider);
             const callOpts = {
                 gasPrice: mtx.minGasPrice,
                 value: mtx.value,
@@ -439,8 +415,8 @@ blockchainTests.resets('MetaTransactions feature', env => {
 
         it('fails if not enough ETH provided', async () => {
             const mtx = getRandomMetaTransaction();
-            const mtxHash = getExchangeProxyMetaTransactionHash(mtx);
+            const mtxHash = mtx.getHash();
-            const signature = await signMetaTransactionAsync(mtx);
+            const signature = await mtx.getSignatureWithProviderAsync(env.provider);
             const callOpts = {
                 gasPrice: mtx.minGasPrice,
                 value: mtx.value.minus(1),
@@ -457,8 +433,8 @@ blockchainTests.resets('MetaTransactions feature', env => {
 
         it('fails if gas price too low', async () => {
             const mtx = getRandomMetaTransaction();
-            const mtxHash = getExchangeProxyMetaTransactionHash(mtx);
+            const mtxHash = mtx.getHash();
-            const signature = await signMetaTransactionAsync(mtx);
+            const signature = await mtx.getSignatureWithProviderAsync(env.provider);
             const callOpts = {
                 gasPrice: mtx.minGasPrice.minus(1),
                 value: mtx.value,
@@ -476,8 +452,8 @@ blockchainTests.resets('MetaTransactions feature', env => {
 
         it('fails if gas price too high', async () => {
             const mtx = getRandomMetaTransaction();
-            const mtxHash = getExchangeProxyMetaTransactionHash(mtx);
+            const mtxHash = mtx.getHash();
-            const signature = await signMetaTransactionAsync(mtx);
+            const signature = await mtx.getSignatureWithProviderAsync(env.provider);
             const callOpts = {
                 gasPrice: mtx.maxGasPrice.plus(1),
                 value: mtx.value,
@@ -497,8 +473,8 @@ blockchainTests.resets('MetaTransactions feature', env => {
             const mtx = getRandomMetaTransaction({
                 expirationTimeSeconds: new BigNumber(Math.floor(_.now() / 1000 - 60)),
             });
-            const mtxHash = getExchangeProxyMetaTransactionHash(mtx);
+            const mtxHash = mtx.getHash();
-            const signature = await signMetaTransactionAsync(mtx);
+            const signature = await mtx.getSignatureWithProviderAsync(env.provider);
             const callOpts = {
                 gasPrice: mtx.maxGasPrice,
                 value: mtx.value,
@@ -518,8 +494,8 @@ blockchainTests.resets('MetaTransactions feature', env => {
             const mtx = getRandomMetaTransaction({
                 sender: requiredSender,
             });
-            const mtxHash = getExchangeProxyMetaTransactionHash(mtx);
+            const mtxHash = mtx.getHash();
-            const signature = await signMetaTransactionAsync(mtx);
+            const signature = await mtx.getSignatureWithProviderAsync(env.provider);
             const callOpts = {
                 gasPrice: mtx.maxGasPrice,
                 value: mtx.value,
@@ -536,8 +512,8 @@ blockchainTests.resets('MetaTransactions feature', env => {
 
         it('fails if signature is wrong', async () => {
             const mtx = getRandomMetaTransaction({ signer: signers[0] });
-            const mtxHash = getExchangeProxyMetaTransactionHash(mtx);
+            const mtxHash = mtx.getHash();
-            const signature = await signMetaTransactionAsync(mtx, signers[1]);
+            const signature = await mtx.clone({ signer: notSigner }).getSignatureWithProviderAsync(env.provider);
             const callOpts = {
                 gasPrice: mtx.maxGasPrice,
                 value: mtx.value,
@@ -567,8 +543,8 @@ blockchainTests.resets('MetaTransactions feature', env => {
                     .getABIEncodedTransactionData(),
                 value: TRANSFORM_ERC20_REENTER_VALUE,
             });
-            const mtxHash = getExchangeProxyMetaTransactionHash(mtx);
+            const mtxHash = mtx.getHash();
-            const signature = await signMetaTransactionAsync(mtx);
+            const signature = await mtx.getSignatureWithProviderAsync(env.provider);
             const callOpts = {
                 gasPrice: mtx.maxGasPrice,
                 value: mtx.value,
@@ -600,8 +576,8 @@ blockchainTests.resets('MetaTransactions feature', env => {
                     .getABIEncodedTransactionData(),
                 value: TRANSFORM_ERC20_BATCH_REENTER_VALUE,
             });
-            const mtxHash = getExchangeProxyMetaTransactionHash(mtx);
+            const mtxHash = mtx.getHash();
-            const signature = await signMetaTransactionAsync(mtx);
+            const signature = await mtx.getSignatureWithProviderAsync(env.provider);
             const callOpts = {
                 gasPrice: mtx.maxGasPrice,
                 value: mtx.value,
@@ -633,8 +609,8 @@ blockchainTests.resets('MetaTransactions feature', env => {
                     .getABIEncodedTransactionData(),
                 value: TRANSFORM_ERC20_REENTER_VALUE,
             });
-            const mtxHash = getExchangeProxyMetaTransactionHash(mtx);
+            const mtxHash = mtx.getHash();
-            const signature = await signMetaTransactionAsync(mtx);
+            const signature = await mtx.getSignatureWithProviderAsync(env.provider);
             const callOpts = {
                 gasPrice: mtx.maxGasPrice,
                 value: mtx.value,
@@ -666,8 +642,8 @@ blockchainTests.resets('MetaTransactions feature', env => {
                     .getABIEncodedTransactionData(),
                 value: TRANSFORM_ERC20_BATCH_REENTER_VALUE,
             });
-            const mtxHash = getExchangeProxyMetaTransactionHash(mtx);
+            const mtxHash = mtx.getHash();
-            const signature = await signMetaTransactionAsync(mtx);
+            const signature = await mtx.getSignatureWithProviderAsync(env.provider);
             const callOpts = {
                 gasPrice: mtx.maxGasPrice,
                 value: mtx.value,
@@ -703,7 +679,9 @@ blockchainTests.resets('MetaTransactions feature', env => {
                         .getABIEncodedTransactionData(),
                 });
             });
-            const signatures = await Promise.all(mtxs.map(async mtx => signMetaTransactionAsync(mtx)));
+            const signatures = await Promise.all(
+                mtxs.map(async mtx => mtx.getSignatureWithProviderAsync(env.provider)),
+            );
             const callOpts = {
                 gasPrice: BigNumber.max(...mtxs.map(mtx => mtx.minGasPrice)),
                 value: BigNumber.sum(...mtxs.map(mtx => mtx.value)),
@@ -728,9 +706,9 @@ blockchainTests.resets('MetaTransactions feature', env => {
                         .getABIEncodedTransactionData(),
                 });
             })();
-            const mtxHash = getExchangeProxyMetaTransactionHash(mtx);
+            const mtxHash = mtx.getHash();
             const mtxs = _.times(2, () => mtx);
-            const signatures = await Promise.all(mtxs.map(async m => signMetaTransactionAsync(m)));
+            const signatures = await Promise.all(mtxs.map(async m => m.getSignatureWithProviderAsync(env.provider)));
             const callOpts = {
                 gasPrice: BigNumber.max(...mtxs.map(m => m.minGasPrice)),
                 value: BigNumber.sum(...mtxs.map(m => m.value)),
@@ -756,8 +734,8 @@ blockchainTests.resets('MetaTransactions feature', env => {
                     )
                     .getABIEncodedTransactionData(),
             });
-            const mtxHash = getExchangeProxyMetaTransactionHash(mtx);
+            const mtxHash = mtx.getHash();
-            const signature = await signMetaTransactionAsync(mtx);
+            const signature = await mtx.getSignatureWithProviderAsync(env.provider);
             const callOpts = {
                 gasPrice: mtx.minGasPrice,
                 value: mtx.value,
@@ -786,8 +764,8 @@ blockchainTests.resets('MetaTransactions feature', env => {
                     .getABIEncodedTransactionData(),
                 value: TRANSFORM_ERC20_REENTER_VALUE,
             });
-            const mtxHash = getExchangeProxyMetaTransactionHash(mtx);
+            const mtxHash = mtx.getHash();
-            const signature = await signMetaTransactionAsync(mtx);
+            const signature = await mtx.getSignatureWithProviderAsync(env.provider);
             const callOpts = {
                 gasPrice: mtx.maxGasPrice,
                 value: mtx.value,
@@ -819,8 +797,8 @@ blockchainTests.resets('MetaTransactions feature', env => {
                     .getABIEncodedTransactionData(),
                 value: TRANSFORM_ERC20_BATCH_REENTER_VALUE,
             });
-            const mtxHash = getExchangeProxyMetaTransactionHash(mtx);
+            const mtxHash = mtx.getHash();
-            const signature = await signMetaTransactionAsync(mtx);
+            const signature = await mtx.getSignatureWithProviderAsync(env.provider);
             const callOpts = {
                 gasPrice: mtx.maxGasPrice,
                 value: mtx.value,
@@ -859,7 +837,7 @@ blockchainTests.resets('MetaTransactions feature', env => {
                     )
                     .getABIEncodedTransactionData(),
             });
-            const signature = await signMetaTransactionAsync(mtx);
+            const signature = await mtx.getSignatureWithProviderAsync(env.provider);
             const callOpts = {
                 gasPrice: mtx.minGasPrice,
                 value: mtx.value,
@@ -873,7 +851,7 @@ blockchainTests.resets('MetaTransactions feature', env => {
     describe('getMetaTransactionHashExecutedBlock()', () => {
         it('returns zero for an unexecuted mtx', async () => {
             const mtx = getRandomMetaTransaction();
-            const mtxHash = getExchangeProxyMetaTransactionHash(mtx);
+            const mtxHash = mtx.getHash();
             const block = await feature.getMetaTransactionHashExecutedBlock(mtxHash).callAsync();
             expect(block).to.bignumber.eq(0);
         });
@@ -891,13 +869,13 @@ blockchainTests.resets('MetaTransactions feature', env => {
                     )
                     .getABIEncodedTransactionData(),
             });
-            const signature = await signMetaTransactionAsync(mtx);
+            const signature = await mtx.getSignatureWithProviderAsync(env.provider);
             const callOpts = {
                 gasPrice: mtx.minGasPrice,
                 value: mtx.value,
             };
             const receipt = await feature.executeMetaTransaction(mtx, signature).awaitTransactionSuccessAsync(callOpts);
-            const mtxHash = getExchangeProxyMetaTransactionHash(mtx);
+            const mtxHash = mtx.getHash();
             const block = await feature.getMetaTransactionHashExecutedBlock(mtxHash).callAsync();
             expect(block).to.bignumber.eq(receipt.blockNumber);
         });

contracts/zero-ex/tsconfig.json

@@ -1,7 +1,7 @@
 {
     "extends": "../../tsconfig",
     "compilerOptions": { "outDir": "lib", "rootDir": ".", "resolveJsonModule": true },
-    "include": ["./src/**/*", "./test/**/*", "./generated-wrappers/**/*"],
+    "include": ["./src/**/*", "./test/**/*", "./generated-wrappers/**/*", "./scripts/**/*"],
     "files": [
         "generated-artifacts/AffiliateFeeTransformer.json",
         "generated-artifacts/BridgeAdapter.json",

docs/basics/orders.rst

@@ -137,4 +137,34 @@ In both cases, the ``@0x/protocol-utils`` package simplifies generating these si
 
 The Orderbook 
 =======================
-Orders are shared through a decentralized and permissionless network, called `0x Mesh <https://0x.org/mesh>`_. The simplest way to post and discover orders is through `0x API <https://0x.org/api>`_. See `this guide <https://0x.org/docs/guides/market-making-on-0x>`_ tailored for Market Makers.
+Orders are shared through a decentralized and permissionless network, called `0x Mesh <https://0x.org/mesh>`_. The simplest way to post and discover orders is through `0x API <https://0x.org/api>`_. See `this guide <https://0x.org/docs/guides/market-making-on-0x>`_ tailored for Market Makers.
+
+Orders are usually represented as a JSON object off-chain. Below is a table represention and example of how orders should be formatted off-chain.
+
+JSON representation of RFQ Orders
+*********************************
+
+A ``RFQOrder`` should be serialized to JSON as following:
+
+.. code-block:: typescript
+
+    interface RfqOrderJson {
+        "maker": string,
+        "taker": string,
+        "makerToken": string,
+        "takerToken": string,
+        "makerAmount": string,
+        "takerAmount": string,
+        "txOrigin": string,
+        "pool": string,
+        "expiry": number,
+        "salt": string,
+        "chainId": number,             // Ethereum Chain Id where the transaction is submitted.
+        "verifyingContract": string,   // Address of the contract where the transaction should be sent.
+        "signature": {
+            "signatureType": number,
+            "v": number,
+            "s": string,
+            "r": string,
+        }
+    }

packages/asset-swapper/CHANGELOG.json

@@ -1,4 +1,23 @@
 [
+    {
+        "timestamp": 1608149382,
+        "version": "5.5.1",
+        "changes": [
+            {
+                "note": "Dependencies updated"
+            }
+        ]
+    },
+    {
+        "version": "5.5.0",
+        "changes": [
+            {
+                "note": "Bancor now supported in all pairs",
+                "pr": 88
+            }
+        ],
+        "timestamp": 1608105788
+    },
     {
         "timestamp": 1607485227,
         "version": "5.4.2",

packages/asset-swapper/CHANGELOG.md

@@ -5,6 +5,14 @@ Edit the package's CHANGELOG.json file only.
 
 CHANGELOG
 
+## v5.5.1 - _December 16, 2020_
+
+    * Dependencies updated
+
+## v5.5.0 - _December 16, 2020_
+
+    * Bancor now supported in all pairs (#88)
+
 ## v5.4.2 - _December 9, 2020_
 
     * Dependencies updated

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

@@ -0,0 +1,131 @@
+/*
+
+  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;
+pragma experimental ABIEncoderV2;
+
+import "./DeploymentConstants.sol";
+import "./interfaces/IBancor.sol";
+
+
+
+contract BancorSampler is
+        DeploymentConstants
+{
+
+    /// @dev Base gas limit for Bancor calls.
+    uint256 constant private BANCOR_CALL_GAS = 300e3; // 300k
+    address constant private BANCOR_ETH_ADDRESS = 0xEeeeeEeeeEeEeeEeEeEeeEEEeeeeEeeeeeeeEEeE;
+
+    /// @dev Sample sell quotes from Bancor.
+    /// @param paths The paths to check for Bancor. Only the best is used
+    /// @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 bancorNetwork the Bancor Network address
+    /// @return path the selected conversion path from bancor
+    /// @return makerTokenAmounts Maker amounts bought at each taker token
+    ///         amount.
+    function sampleSellsFromBancor(
+        address[][] memory paths,
+        address takerToken,
+        address makerToken,
+        uint256[] memory takerTokenAmounts
+    )
+        public
+        view
+        returns (address bancorNetwork, address[] memory path, uint256[] memory makerTokenAmounts)
+    {
+        bancorNetwork = _getBancorNetwork();
+        if (paths.length == 0) {
+            return (bancorNetwork, path, makerTokenAmounts);
+        }
+        uint256 maxBoughtAmount = 0;
+        // Find the best path by selling the largest taker amount
+        for (uint256 i = 0; i < paths.length; i++) {
+            if (paths[i].length < 2) {
+                continue;
+            }
+
+            try
+                IBancorNetwork(bancorNetwork)
+                    .rateByPath
+                        {gas: BANCOR_CALL_GAS}
+                        (paths[i], takerTokenAmounts[takerTokenAmounts.length-1])
+                returns (uint256 amount)
+            {
+                if (amount > maxBoughtAmount) {
+                    maxBoughtAmount = amount;
+                    path = paths[i];
+                }
+            } catch {
+                // Swallow failures, leaving all results as zero.
+                continue;
+            }
+        }
+
+        uint256 numSamples = takerTokenAmounts.length;
+        makerTokenAmounts = new uint256[](numSamples);
+
+        for (uint256 i = 0; i < numSamples; i++) {
+            try
+                IBancorNetwork(bancorNetwork)
+                    .rateByPath
+                        {gas: BANCOR_CALL_GAS}
+                        (path, takerTokenAmounts[i])
+                returns (uint256 amount)
+            {
+                makerTokenAmounts[i] = amount;
+            } catch {
+                // Swallow failures, leaving all results as zero.
+                break;
+            }
+        }
+        return (bancorNetwork, path, makerTokenAmounts);
+    }
+
+    /// @dev Sample buy quotes from Bancor. Unimplemented
+    /// @param paths The paths to check for Bancor. Only the best is used
+    /// @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 bancorNetwork the Bancor Network address
+    /// @return path the selected conversion path from bancor
+    /// @return takerTokenAmounts Taker amounts sold at each maker token
+    ///         amount.
+    function sampleBuysFromBancor(
+        address[][] memory paths,
+        address takerToken,
+        address makerToken,
+        uint256[] memory makerTokenAmounts
+    )
+        public
+        view
+        returns (address bancorNetwork, address[] memory path, uint256[] memory takerTokenAmounts)
+    {
+    }
+
+    function _getBancorNetwork()
+        private
+        view
+        returns (address)
+    {
+        IBancorRegistry registry = IBancorRegistry(_getBancorRegistryAddress());
+        return registry.getAddress(registry.BANCOR_NETWORK());
+    }
+}

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

@@ -62,6 +62,8 @@ contract DeploymentConstants {
     address constant private DODO_REGISTRY = 0x3A97247DF274a17C59A3bd12735ea3FcDFb49950;
     /// @dev Mainnet address of the DODO Helper contract
     address constant private DODO_HELPER = 0x533dA777aeDCE766CEAe696bf90f8541A4bA80Eb;
+    /// @dev Mainnet address of the Bancor Registry contract
+    address constant private BANCOR_REGISTRY = 0x52Ae12ABe5D8BD778BD5397F99cA900624CfADD4;
 
     // // Ropsten addresses ///////////////////////////////////////////////////////
     // /// @dev Mainnet address of the WETH contract.
@@ -337,4 +339,14 @@ contract DeploymentConstants {
     {
         return DODO_HELPER;
     }
+
+    /// @dev An overridable way to retrieve the Bancor Registry contract address.
+    /// @return registry The Bancor registry contract address.
+    function _getBancorRegistryAddress()
+        internal
+        view
+        returns (address registry)
+    {
+        return BANCOR_REGISTRY;
+    }
 }

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

@@ -20,6 +20,7 @@ pragma solidity ^0.6;
 pragma experimental ABIEncoderV2;
 
 import "./BalancerSampler.sol";
+import "./BancorSampler.sol";
 import "./CurveSampler.sol";
 import "./DODOSampler.sol";
 import "./Eth2DaiSampler.sol";
@@ -38,6 +39,7 @@ import "./UniswapV2Sampler.sol";
 
 contract ERC20BridgeSampler is
     BalancerSampler,
+    BancorSampler,
     CurveSampler,
     DODOSampler,
     Eth2DaiSampler,

packages/asset-swapper/contracts/src/interfaces/IBancor.sol

@@ -0,0 +1,32 @@
+/*
+
+  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;
+
+
+interface IBancor {}
+
+interface IBancorNetwork {
+  function conversionPath(address _sourceToken, address _targetToken) external view returns (address[] memory);
+  function rateByPath(address[] memory _path, uint256 _amount) external view returns (uint256);
+}
+
+interface IBancorRegistry {
+    function getAddress(bytes32 _contractName) external view returns (address);
+    function BANCOR_NETWORK() external view returns (bytes32);
+}

packages/asset-swapper/package.json

@@ -1,6 +1,6 @@
 {
     "name": "@0x/asset-swapper",
-    "version": "5.4.2",
+    "version": "5.5.1",
     "engines": {
         "node": ">=6.12"
     },
@@ -38,7 +38,7 @@
     "config": {
         "publicInterfaceContracts": "ERC20BridgeSampler,BalanceChecker",
         "abis:comment": "This list is auto-generated by contracts-gen. Don't edit manually.",
-        "abis": "./test/generated-artifacts/@(ApproximateBuys|BalanceChecker|BalancerSampler|CurveSampler|DODOSampler|DeploymentConstants|DummyLiquidityProvider|ERC20BridgeSampler|Eth2DaiSampler|IBalancer|ICurve|IEth2Dai|IKyberNetwork|IMStable|IMooniswap|IMultiBridge|IShell|IUniswapExchangeQuotes|IUniswapV2Router01|KyberSampler|LiquidityProviderSampler|MStableSampler|MooniswapSampler|MultiBridgeSampler|NativeOrderSampler|SamplerUtils|ShellSampler|SushiSwapSampler|TestERC20BridgeSampler|TestNativeOrderSampler|TwoHopSampler|UniswapSampler|UniswapV2Sampler).json",
+        "abis": "./test/generated-artifacts/@(ApproximateBuys|BalanceChecker|BalancerSampler|BancorSampler|CurveSampler|DODOSampler|DeploymentConstants|DummyLiquidityProvider|ERC20BridgeSampler|Eth2DaiSampler|IBalancer|IBancor|ICurve|IEth2Dai|IKyberNetwork|IMStable|IMooniswap|IMultiBridge|IShell|IUniswapExchangeQuotes|IUniswapV2Router01|KyberSampler|LiquidityProviderSampler|MStableSampler|MooniswapSampler|MultiBridgeSampler|NativeOrderSampler|SamplerUtils|ShellSampler|SushiSwapSampler|TestERC20BridgeSampler|TestNativeOrderSampler|TwoHopSampler|UniswapSampler|UniswapV2Sampler).json",
         "postpublish": {
             "assets": []
         }
@@ -71,7 +71,7 @@
         "@0x/utils": "^6.1.1",
         "@0x/web3-wrapper": "^7.3.0",
         "@balancer-labs/sor": "0.3.2",
-        "@bancor/sdk": "^0.2.9",
+        "@bancor/sdk": "0.2.9",
         "@ethersproject/abi": "^5.0.1",
         "@ethersproject/address": "^5.0.1",
         "@ethersproject/contracts": "^5.0.1",
@@ -87,16 +87,16 @@
     },
     "devDependencies": {
         "@0x/base-contract": "^6.2.14",
-        "@0x/contracts-asset-proxy": "^3.6.9",
+        "@0x/contracts-asset-proxy": "^3.7.0",
         "@0x/contracts-erc20": "^3.2.12",
-        "@0x/contracts-exchange": "^3.2.18",
+        "@0x/contracts-exchange": "^3.2.19",
         "@0x/contracts-exchange-libs": "^4.3.18",
         "@0x/contracts-gen": "^2.0.24",
         "@0x/contracts-test-utils": "^5.3.15",
         "@0x/contracts-utils": "^4.6.3",
-        "@0x/contracts-zero-ex": "^0.12.0",
+        "@0x/contracts-zero-ex": "^0.14.0",
         "@0x/mesh-rpc-client": "^9.4.2",
-        "@0x/migrations": "^6.5.4",
+        "@0x/migrations": "^6.5.6",
         "@0x/sol-compiler": "^4.4.1",
         "@0x/subproviders": "^6.2.3",
         "@0x/ts-doc-gen": "^0.0.28",

packages/asset-swapper/src/swap_quoter.ts

@@ -1,4 +1,4 @@
-import { getContractAddressesForChainOrThrow } from '@0x/contract-addresses';
+import { ChainId, getContractAddressesForChainOrThrow } from '@0x/contract-addresses';
 import { DevUtilsContract } from '@0x/contract-wrappers';
 import { schemas } from '@0x/json-schemas';
 import { assetDataUtils, SignedOrder } from '@0x/order-utils';
@@ -26,6 +26,7 @@ import {
 import { assert } from './utils/assert';
 import { calculateLiquidity } from './utils/calculate_liquidity';
 import { MarketOperationUtils } from './utils/market_operation_utils';
+import { BancorService } from './utils/market_operation_utils/bancor_service';
 import { createDummyOrderForSampler } from './utils/market_operation_utils/orders';
 import { DexOrderSampler } from './utils/market_operation_utils/sampler';
 import { SourceFilters } from './utils/market_operation_utils/source_filters';
@@ -208,16 +209,18 @@ export class SwapQuoter {
                 gas: samplerGasLimit,
             },
         );
+
         this._marketOperationUtils = new MarketOperationUtils(
             new DexOrderSampler(
                 samplerContract,
                 samplerOverrides,
-                provider,
+                undefined, // balancer pool cache
-                undefined,
+                undefined, // cream pool cache
-                undefined,
-                undefined,
                 tokenAdjacencyGraph,
                 liquidityProviderRegistry,
+                this.chainId === ChainId.Mainnet // Enable Bancor only on Mainnet
+                    ? async () => BancorService.createAsync(provider)
+                    : async () => undefined,
             ),
             this._contractAddresses,
             {

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

@@ -1,26 +1,17 @@
 import { SupportedProvider } from '@0x/dev-utils';
-import { BigNumber } from '@0x/utils';
 import { SDK } from '@bancor/sdk';
-import { Ethereum, getDecimals } from '@bancor/sdk/dist/blockchains/ethereum';
+import { Ethereum } from '@bancor/sdk/dist/blockchains/ethereum';
-import { fromWei, toWei } from '@bancor/sdk/dist/helpers';
+import { BlockchainType } from '@bancor/sdk/dist/types';
-import { BlockchainType, Token } from '@bancor/sdk/dist/types';
 
-import { BancorFillData, Quote } from './types';
+import { TOKENS } from './constants';
 
-/**
+const findToken = (tokenAddress: string, graph: object): string =>
- * Converts an address to a Bancor Token type
+    // If we're looking for WETH it is stored by Bancor as the 0xeee address
- */
+    tokenAddress.toLowerCase() === TOKENS.WETH.toLowerCase()
-export function token(address: string, blockchainType: BlockchainType = BlockchainType.Ethereum): Token {
+        ? '0xEeeeeEeeeEeEeeEeEeEeeEEEeeeeEeeeeeeeEEeE'
-    return {
+        : Object.keys(graph).filter(k => k.toLowerCase() === tokenAddress.toLowerCase())[0];
-        blockchainType,
-        blockchainId: address,
-    };
-}
 
 export class BancorService {
-    // Bancor recommends setting this value to 2% under the expected return amount
-    public minReturnAmountBufferPercentage = 0.99;
-
     public static async createAsync(provider: SupportedProvider): Promise<BancorService> {
         const sdk = await SDK.create({ ethereumNodeEndpoint: provider });
         const service = new BancorService(sdk);
@@ -28,38 +19,16 @@ export class BancorService {
     }
 
     constructor(public sdk: SDK) {}
-
+    public getPaths(_fromToken: string, _toToken: string): string[][] {
-    public async getQuotesAsync(
+        // HACK: We reach into the blockchain object and pull in it's cache of tokens
-        fromToken: string,
+        // and we use it's internal non-async getPathsFunc
-        toToken: string,
+        try {
-        amounts: BigNumber[],
+            const blockchain = this.sdk._core.blockchains[BlockchainType.Ethereum] as Ethereum;
-    ): Promise<Array<Quote<BancorFillData>>> {
+            const fromToken = findToken(_fromToken, blockchain.graph);
-        const sdk = this.sdk;
+            const toToken = findToken(_toToken, blockchain.graph);
-        const blockchain = sdk._core.blockchains[BlockchainType.Ethereum] as Ethereum;
+            return blockchain.getPathsFunc.bind(blockchain)(fromToken, toToken);
-        const sourceDecimals = await getDecimals(blockchain, fromToken);
+        } catch (e) {
-        const quotes = await sdk.pricing.getPathAndRates(
+            return [];
-            token(fromToken),
+        }
-            token(toToken),
-            amounts.map(amt => fromWei(amt.toString(), sourceDecimals)),
-        );
-        const targetDecimals = await getDecimals(blockchain, toToken);
-        const networkAddress = this.getBancorNetworkAddress();
-
-        return quotes.map(quote => {
-            const { path, rate } = quote;
-            const output = toWei(rate, targetDecimals);
-            return {
-                amount: new BigNumber(output).multipliedBy(this.minReturnAmountBufferPercentage).dp(0),
-                fillData: {
-                    path: path.map(p => p.blockchainId),
-                    networkAddress,
-                },
-            };
-        });
-    }
-
-    public getBancorNetworkAddress(): string {
-        const blockchain = this.sdk._core.blockchains[BlockchainType.Ethereum] as Ethereum;
-        return blockchain.bancorNetwork._address;
     }
 }

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

@@ -5,6 +5,7 @@ import { BridgeContractAddresses } from '../../types';
 
 import { SourceFilters } from './source_filters';
 import {
+    BancorFillData,
     CurveFillData,
     CurveFunctionSelectors,
     CurveInfo,
@@ -34,8 +35,7 @@ export const SELL_SOURCE_FILTER = new SourceFilters([
     ERC20BridgeSource.Kyber,
     ERC20BridgeSource.Curve,
     ERC20BridgeSource.Balancer,
-    // Bancor is sampled off-chain, but this list should only include on-chain sources (used in ERC20BridgeSampler)
+    ERC20BridgeSource.Bancor,
-    // ERC20BridgeSource.Bancor,
     ERC20BridgeSource.MStable,
     ERC20BridgeSource.Mooniswap,
     ERC20BridgeSource.Swerve,
@@ -60,7 +60,7 @@ export const BUY_SOURCE_FILTER = new SourceFilters([
     ERC20BridgeSource.Kyber,
     ERC20BridgeSource.Curve,
     ERC20BridgeSource.Balancer,
-    // ERC20BridgeSource.Bancor, // FIXME: Disabled until Bancor SDK supports buy quotes
+    // ERC20BridgeSource.Bancor, // FIXME: Bancor Buys not implemented in Sampler
     ERC20BridgeSource.MStable,
     ERC20BridgeSource.Mooniswap,
     ERC20BridgeSource.Shell,
@@ -410,7 +410,7 @@ export const BRIDGE_ADDRESSES_BY_CHAIN: { [chainId in ChainId]: BridgeContractAd
         curveBridge: '0x1796cd592d19e3bcd744fbb025bb61a6d8cb2c09',
         multiBridge: '0xc03117a8c9bde203f70aa911cb64a7a0df5ba1e1',
         balancerBridge: '0xfe01821ca163844203220cd08e4f2b2fb43ae4e4',
-        bancorBridge: '0x259897d9699553edbdf8538599242354e957fb94',
+        bancorBridge: '0xc880c252db7c51f74161633338a3bdafa8e65276',
         mStableBridge: '0x2bf04fcea05f0989a14d9afa37aa376baca6b2b3',
         mooniswapBridge: '0x02b7eca484ad960fca3f7709e0b2ac81eec3069c',
         sushiswapBridge: '0x47ed0262a0b688dcb836d254c6a2e96b6c48a9f5',
@@ -539,7 +539,14 @@ export const DEFAULT_GAS_SCHEDULE: Required<FeeSchedule> = {
                 throw new Error('Unrecognized SnowSwap address');
         }
     },
-    [ERC20BridgeSource.Bancor]: () => 300e3,
+    [ERC20BridgeSource.Bancor]: (fillData?: FillData) => {
+        let gas = 200e3;
+        const path = (fillData as BancorFillData).path;
+        if (path.length > 2) {
+            gas += (path.length - 2) * 60e3; // +60k for each hop.
+        }
+        return gas;
+    },
 };
 
 export const DEFAULT_FEE_SCHEDULE: Required<FeeSchedule> = Object.assign(

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

@@ -81,13 +81,12 @@ export class MarketOperationUtils {
     private readonly _feeSources = new SourceFilters(FEE_QUOTE_SOURCES);
 
     private static _computeQuoteReport(
-        nativeOrders: SignedOrder[],
         quoteRequestor: QuoteRequestor | undefined,
         marketSideLiquidity: MarketSideLiquidity,
         optimizerResult: OptimizerResult,
         comparisonPrice?: BigNumber | undefined,
     ): QuoteReport {
-        const { side, dexQuotes, twoHopQuotes, orderFillableAmounts } = marketSideLiquidity;
+        const { side, dexQuotes, twoHopQuotes, orderFillableAmounts, nativeOrders } = marketSideLiquidity;
         const { liquidityDelivered } = optimizerResult;
         return generateQuoteReport(
             side,
@@ -204,23 +203,12 @@ export class MarketOperationUtils {
             ? this._sampler.getCreamSellQuotesOffChainAsync(makerToken, takerToken, sampleAmounts)
             : Promise.resolve([]);
 
-        const offChainBancorPromise = quoteSourceFilters.isAllowed(ERC20BridgeSource.Bancor)
-            ? this._sampler.getBancorSellQuotesOffChainAsync(makerToken, takerToken, [takerAmount])
-            : Promise.resolve([]);
-
         const [
             [tokenDecimals, orderFillableAmounts, ethToMakerAssetRate, ethToTakerAssetRate, dexQuotes, twoHopQuotes],
             rfqtIndicativeQuotes,
             offChainBalancerQuotes,
             offChainCreamQuotes,
-            offChainBancorQuotes,
+        ] = await Promise.all([samplerPromise, rfqtPromise, offChainBalancerPromise, offChainCreamPromise]);
-        ] = await Promise.all([
-            samplerPromise,
-            rfqtPromise,
-            offChainBalancerPromise,
-            offChainCreamPromise,
-            offChainBancorPromise,
-        ]);
 
         const [makerTokenDecimals, takerTokenDecimals] = tokenDecimals;
         return {
@@ -228,7 +216,7 @@ export class MarketOperationUtils {
             inputAmount: takerAmount,
             inputToken: takerToken,
             outputToken: makerToken,
-            dexQuotes: dexQuotes.concat([...offChainBalancerQuotes, ...offChainCreamQuotes, offChainBancorQuotes]),
+            dexQuotes: dexQuotes.concat([...offChainBalancerQuotes, ...offChainCreamQuotes]),
             nativeOrders,
             orderFillableAmounts,
             ethToOutputRate: ethToMakerAssetRate,
@@ -630,7 +618,7 @@ export class MarketOperationUtils {
             side === MarketOperation.Sell
                 ? this.getMarketSellLiquidityAsync.bind(this)
                 : this.getMarketBuyLiquidityAsync.bind(this);
-        const marketSideLiquidity: MarketSideLiquidity = await marketLiquidityFnAsync(nativeOrders, amount, _opts);
+        let marketSideLiquidity: MarketSideLiquidity = await marketLiquidityFnAsync(nativeOrders, amount, _opts);
         let optimizerResult: OptimizerResult | undefined;
         try {
             optimizerResult = await this._generateOptimizedOrdersAsync(marketSideLiquidity, optimizerOpts);
@@ -673,13 +661,11 @@ export class MarketOperationUtils {
                 );
                 // Re-run optimizer with the new indicative quote
                 if (indicativeQuotes.length > 0) {
-                    optimizerResult = await this._generateOptimizedOrdersAsync(
+                    marketSideLiquidity = {
-                        {
+                        ...marketSideLiquidity,
-                            ...marketSideLiquidity,
+                        rfqtIndicativeQuotes: indicativeQuotes,
-                            rfqtIndicativeQuotes: indicativeQuotes,
+                    };
-                        },
+                    optimizerResult = await this._generateOptimizedOrdersAsync(marketSideLiquidity, optimizerOpts);
-                        optimizerOpts,
-                    );
                 }
             } else if (!rfqt.isIndicative && isFirmPriceAwareEnabled) {
                 // A firm quote is being requested, and firm quotes price-aware enabled. Ensure that `intentOnFilling` is enabled.
@@ -707,19 +693,18 @@ export class MarketOperationUtils {
                                 ? firmQuoteSignedOrders.map(signedOrder => signedOrder.takerAssetAmount)
                                 : await rfqt.firmQuoteValidator.getRfqtTakerFillableAmountsAsync(firmQuoteSignedOrders);
 
+                        marketSideLiquidity = {
+                            ...marketSideLiquidity,
+                            nativeOrders: marketSideLiquidity.nativeOrders.concat(firmQuoteSignedOrders),
+                            orderFillableAmounts: marketSideLiquidity.orderFillableAmounts.concat(
+                                rfqOrderFillableAmounts,
+                            ),
+                        };
+
                         // Re-run optimizer with the new firm quote. This is the second and last time
                         // we run the optimized in a block of code. In this case, we don't catch a potential `NoOptimalPath` exception
                         // and we let it bubble up if it happens.
-                        optimizerResult = await this._generateOptimizedOrdersAsync(
+                        optimizerResult = await this._generateOptimizedOrdersAsync(marketSideLiquidity, optimizerOpts);
-                            {
-                                ...marketSideLiquidity,
-                                nativeOrders: marketSideLiquidity.nativeOrders.concat(firmQuoteSignedOrders),
-                                orderFillableAmounts: marketSideLiquidity.orderFillableAmounts.concat(
-                                    rfqOrderFillableAmounts,
-                                ),
-                            },
-                            optimizerOpts,
-                        );
                     }
                 }
             }
@@ -735,7 +720,6 @@ export class MarketOperationUtils {
         let quoteReport: QuoteReport | undefined;
         if (_opts.shouldGenerateQuoteReport) {
             quoteReport = MarketOperationUtils._computeQuoteReport(
-                nativeOrders,
                 _opts.rfqt ? _opts.rfqt.quoteRequestor : undefined,
                 marketSideLiquidity,
                 optimizerResult,

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

@@ -1,4 +1,3 @@
-import { SupportedProvider } from '@0x/dev-utils';
 import { BigNumber, NULL_BYTES } from '@0x/utils';
 
 import { SamplerOverrides } from '../../types';
@@ -36,21 +35,19 @@ export class DexOrderSampler extends SamplerOperations {
     constructor(
         _samplerContract: ERC20BridgeSamplerContract,
         private readonly _samplerOverrides?: SamplerOverrides,
-        provider?: SupportedProvider,
         balancerPoolsCache?: BalancerPoolsCache,
         creamPoolsCache?: CreamPoolsCache,
-        getBancorServiceFn?: () => BancorService,
         tokenAdjacencyGraph?: TokenAdjacencyGraph,
         liquidityProviderRegistry?: LiquidityProviderRegistry,
+        bancorServiceFn: () => Promise<BancorService | undefined> = async () => undefined,
     ) {
         super(
             _samplerContract,
-            provider,
             balancerPoolsCache,
             creamPoolsCache,
-            getBancorServiceFn,
             tokenAdjacencyGraph,
             liquidityProviderRegistry,
+            bancorServiceFn,
         );
     }
 

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

@@ -1,4 +1,3 @@
-import { SupportedProvider } from '@0x/dev-utils';
 import { SignedOrder } from '@0x/types';
 import { BigNumber } from '@0x/utils';
 import * as _ from 'lodash';
@@ -81,25 +80,16 @@ export class SamplerOperations {
 
     constructor(
         protected readonly _samplerContract: ERC20BridgeSamplerContract,
-        public readonly provider?: SupportedProvider,
         public readonly balancerPoolsCache: BalancerPoolsCache = new BalancerPoolsCache(),
         public readonly creamPoolsCache: CreamPoolsCache = new CreamPoolsCache(),
-        protected readonly getBancorServiceFn?: () => BancorService, // for dependency injection in tests
         protected readonly tokenAdjacencyGraph: TokenAdjacencyGraph = { default: [] },
         public readonly liquidityProviderRegistry: LiquidityProviderRegistry = LIQUIDITY_PROVIDER_REGISTRY,
-    ) {}
+        bancorServiceFn: () => Promise<BancorService | undefined> = async () => undefined,
-
+    ) {
-    public async getBancorServiceAsync(): Promise<BancorService> {
+        // Initialize the Bancor service, fetching paths in the background
-        if (this.getBancorServiceFn !== undefined) {
+        bancorServiceFn()
-            return this.getBancorServiceFn();
+            .then(service => (this._bancorService = service))
-        }
+            .catch(/* do nothing */);
-        if (this.provider === undefined) {
-            throw new Error('Cannot sample liquidity from Bancor; no provider supplied.');
-        }
-        if (this._bancorService === undefined) {
-            this._bancorService = await BancorService.createAsync(this.provider);
-        }
-        return this._bancorService;
     }
 
     public getTokenDecimals(makerTokenAddress: string, takerTokenAddress: string): BatchedOperation<BigNumber[]> {
@@ -588,28 +578,48 @@ export class SamplerOperations {
         });
     }
 
-    public async getBancorSellQuotesOffChainAsync(
+    public getBancorSellQuotes(
         makerToken: string,
         takerToken: string,
         takerFillAmounts: BigNumber[],
-    ): Promise<Array<DexSample<BancorFillData>>> {
+    ): SourceQuoteOperation<BancorFillData> {
-        const bancorService = await this.getBancorServiceAsync();
+        const paths = this._bancorService ? this._bancorService.getPaths(takerToken, makerToken) : [];
-        try {
+        return new SamplerContractOperation({
-            const quotes = await bancorService.getQuotesAsync(takerToken, makerToken, takerFillAmounts);
+            source: ERC20BridgeSource.Bancor,
-            return quotes.map((quote, i) => ({
+            contract: this._samplerContract,
-                source: ERC20BridgeSource.Bancor,
+            function: this._samplerContract.sampleSellsFromBancor,
-                output: quote.amount,
+            params: [paths, takerToken, makerToken, takerFillAmounts],
-                input: takerFillAmounts[i],
+            callback: (callResults: string, fillData: BancorFillData): BigNumber[] => {
-                fillData: quote.fillData,
+                const [networkAddress, path, samples] = this._samplerContract.getABIDecodedReturnData<
-            }));
+                    [string, string[], BigNumber[]]
-        } catch (e) {
+                >('sampleSellsFromBancor', callResults);
-            return takerFillAmounts.map(input => ({
+                fillData.networkAddress = networkAddress;
-                source: ERC20BridgeSource.Bancor,
+                fillData.path = path;
-                output: ZERO_AMOUNT,
+                return samples;
-                input,
+            },
-                fillData: { path: [], networkAddress: '' },
+        });
-            }));
+    }
-        }
+
+    // Unimplemented
+    public getBancorBuyQuotes(
+        makerToken: string,
+        takerToken: string,
+        makerFillAmounts: BigNumber[],
+    ): SourceQuoteOperation<BancorFillData> {
+        return new SamplerContractOperation({
+            source: ERC20BridgeSource.Bancor,
+            contract: this._samplerContract,
+            function: this._samplerContract.sampleBuysFromBancor,
+            params: [[], takerToken, makerToken, makerFillAmounts],
+            callback: (callResults: string, fillData: BancorFillData): BigNumber[] => {
+                const [networkAddress, path, samples] = this._samplerContract.getABIDecodedReturnData<
+                    [string, string[], BigNumber[]]
+                >('sampleSellsFromBancor', callResults);
+                fillData.networkAddress = networkAddress;
+                fillData.path = path;
+                return samples;
+            },
+        });
     }
 
     public getMooniswapSellQuotes(
@@ -1114,6 +1124,8 @@ export class SamplerOperations {
                             );
                         case ERC20BridgeSource.Dodo:
                             return this.getDODOSellQuotes(makerToken, takerToken, takerFillAmounts);
+                        case ERC20BridgeSource.Bancor:
+                            return this.getBancorSellQuotes(makerToken, takerToken, takerFillAmounts);
                         default:
                             throw new Error(`Unsupported sell sample source: ${source}`);
                     }
@@ -1237,6 +1249,8 @@ export class SamplerOperations {
                             );
                         case ERC20BridgeSource.Dodo:
                             return this.getDODOBuyQuotes(makerToken, takerToken, makerFillAmounts);
+                        case ERC20BridgeSource.Bancor:
+                            return this.getBancorBuyQuotes(makerToken, takerToken, makerFillAmounts);
                         default:
                             throw new Error(`Unsupported buy sample source: ${source}`);
                     }

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 BancorSampler from '../test/generated-artifacts/BancorSampler.json';
 import * as CurveSampler from '../test/generated-artifacts/CurveSampler.json';
 import * as DeploymentConstants from '../test/generated-artifacts/DeploymentConstants.json';
 import * as DODOSampler from '../test/generated-artifacts/DODOSampler.json';
@@ -15,6 +16,7 @@ import * as DummyLiquidityProvider from '../test/generated-artifacts/DummyLiquid
 import * as ERC20BridgeSampler from '../test/generated-artifacts/ERC20BridgeSampler.json';
 import * as Eth2DaiSampler from '../test/generated-artifacts/Eth2DaiSampler.json';
 import * as IBalancer from '../test/generated-artifacts/IBalancer.json';
+import * as IBancor from '../test/generated-artifacts/IBancor.json';
 import * as ICurve from '../test/generated-artifacts/ICurve.json';
 import * as IEth2Dai from '../test/generated-artifacts/IEth2Dai.json';
 import * as IKyberNetwork from '../test/generated-artifacts/IKyberNetwork.json';
@@ -42,6 +44,7 @@ export const artifacts = {
     ApproximateBuys: ApproximateBuys as ContractArtifact,
     BalanceChecker: BalanceChecker as ContractArtifact,
     BalancerSampler: BalancerSampler as ContractArtifact,
+    BancorSampler: BancorSampler as ContractArtifact,
     CurveSampler: CurveSampler as ContractArtifact,
     DODOSampler: DODOSampler as ContractArtifact,
     DeploymentConstants: DeploymentConstants as ContractArtifact,
@@ -60,6 +63,7 @@ export const artifacts = {
     UniswapSampler: UniswapSampler as ContractArtifact,
     UniswapV2Sampler: UniswapV2Sampler as ContractArtifact,
     IBalancer: IBalancer as ContractArtifact,
+    IBancor: IBancor as ContractArtifact,
     ICurve: ICurve as ContractArtifact,
     IEth2Dai: IEth2Dai as ContractArtifact,
     IKyberNetwork: IKyberNetwork as ContractArtifact,

packages/asset-swapper/test/bancor_service_test.ts

@@ -1,72 +0,0 @@
-import { web3Factory, Web3ProviderEngine } from '@0x/dev-utils';
-import { Ethereum, getDecimals } from '@bancor/sdk/dist/blockchains/ethereum';
-import { fromWei, toWei } from '@bancor/sdk/dist/helpers';
-import { BlockchainType } from '@bancor/sdk/dist/types';
-import * as chai from 'chai';
-import * as _ from 'lodash';
-import 'mocha';
-
-import { BancorFillData, BigNumber } from '../src';
-import { BancorService, token } from '../src/utils/market_operation_utils/bancor_service';
-
-import { chaiSetup } from './utils/chai_setup';
-
-chaiSetup.configure();
-const expect = chai.expect;
-
-const ADDRESS_REGEX = /^(0x)?[0-9a-f]{40}$/i;
-const RPC_URL = `https://mainnet.infura.io/v3/${process.env.INFURA_PROJECT_ID}`;
-
-const provider: Web3ProviderEngine = web3Factory.getRpcProvider({ rpcUrl: RPC_URL });
-// tslint:disable:custom-no-magic-numbers
-
-let bancorService: BancorService;
-
-// These tests test the bancor SDK against mainnet
-// TODO (xianny): After we move asset-swapper out of the monorepo, we should add an env variable to circle CI to run this test
-describe.skip('Bancor Service', () => {
-    const eth = '0xeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeee';
-    const bnt = '0x1f573d6fb3f13d689ff844b4ce37794d79a7ff1c';
-    it('should retrieve the bancor network address', async () => {
-        bancorService = await BancorService.createAsync(provider);
-        const networkAddress = bancorService.getBancorNetworkAddress();
-        expect(networkAddress).to.match(ADDRESS_REGEX);
-    });
-    it('should retrieve a quote', async () => {
-        const amt = new BigNumber(10e18);
-        const quotes = await bancorService.getQuotesAsync(eth, bnt, [amt]);
-        const fillData = quotes[0].fillData as BancorFillData;
-
-        // get rate from the bancor sdk
-        const blockchain = bancorService.sdk._core.blockchains[BlockchainType.Ethereum] as Ethereum;
-        const sourceDecimals = await getDecimals(blockchain, token(eth));
-        const rate = await bancorService.sdk.pricing.getRateByPath(
-            fillData.path.map(p => token(p)),
-            fromWei(amt.toString(), sourceDecimals),
-        );
-        const expectedRate = toWei(rate, await getDecimals(blockchain, token(bnt)));
-
-        expect(fillData.networkAddress).to.match(ADDRESS_REGEX);
-        expect(fillData.path[0].toLowerCase()).to.eq(eth);
-        expect(fillData.path[2].toLowerCase()).to.eq(bnt);
-        expect(fillData.path.length).to.eq(3); // eth -> bnt should be single hop!
-        expect(quotes[0].amount.dp(0)).to.bignumber.eq(
-            new BigNumber(expectedRate).multipliedBy(bancorService.minReturnAmountBufferPercentage).dp(0),
-        );
-    });
-    // HACK (xianny): for exploring SDK results
-    it('should retrieve multiple quotes', async () => {
-        const amts = [1, 10, 100, 1000].map(a => new BigNumber(a).multipliedBy(10e18));
-        const quotes = await bancorService.getQuotesAsync(eth, bnt, amts);
-        quotes.map((q, i) => {
-            // tslint:disable:no-console
-            const fillData = q.fillData as BancorFillData;
-            console.log(
-                `Input ${amts[i].toExponential()}; Output: ${q.amount}; Ratio: ${q.amount.dividedBy(amts[i])}, Path: ${
-                    fillData.path.length
-                }\nPath: ${JSON.stringify(fillData.path)}`,
-            );
-            // tslint:enable:no-console
-        });
-    });
-});

packages/asset-swapper/test/dex_sampler_test.ts

@@ -17,9 +17,7 @@ import { DexOrderSampler, getSampleAmounts } from '../src/utils/market_operation
 import { ERC20BridgeSource, TokenAdjacencyGraph } from '../src/utils/market_operation_utils/types';
 
 import { MockBalancerPoolsCache } from './utils/mock_balancer_pools_cache';
-import { MockBancorService } from './utils/mock_bancor_service';
 import { MockSamplerContract } from './utils/mock_sampler_contract';
-import { provider } from './utils/web3_wrapper';
 
 const CHAIN_ID = 1;
 // tslint:disable: custom-no-magic-numbers
@@ -104,7 +102,15 @@ describe('DexSampler tests', () => {
                     return expectedFillableAmounts;
                 },
             });
-            const dexOrderSampler = new DexOrderSampler(sampler);
+            const dexOrderSampler = new DexOrderSampler(
+                sampler,
+                undefined,
+                undefined,
+                undefined,
+                undefined,
+                undefined,
+                async () => undefined,
+            );
             const [fillableAmounts] = await dexOrderSampler.executeAsync(
                 dexOrderSampler.getOrderFillableMakerAmounts(ORDERS, exchangeAddress),
             );
@@ -120,7 +126,15 @@ describe('DexSampler tests', () => {
                     return expectedFillableAmounts;
                 },
             });
-            const dexOrderSampler = new DexOrderSampler(sampler);
+            const dexOrderSampler = new DexOrderSampler(
+                sampler,
+                undefined,
+                undefined,
+                undefined,
+                undefined,
+                undefined,
+                async () => undefined,
+            );
             const [fillableAmounts] = await dexOrderSampler.executeAsync(
                 dexOrderSampler.getOrderFillableTakerAmounts(ORDERS, exchangeAddress),
             );
@@ -140,7 +154,15 @@ describe('DexSampler tests', () => {
                     return ['0x', expectedMakerFillAmounts];
                 },
             });
-            const dexOrderSampler = new DexOrderSampler(sampler);
+            const dexOrderSampler = new DexOrderSampler(
+                sampler,
+                undefined,
+                undefined,
+                undefined,
+                undefined,
+                undefined,
+                async () => undefined,
+            );
             const [fillableAmounts] = await dexOrderSampler.executeAsync(
                 dexOrderSampler.getKyberSellQuotes(
                     '0x',
@@ -171,9 +193,10 @@ describe('DexSampler tests', () => {
                 undefined,
                 undefined,
                 undefined,
-                undefined,
+                {
-                undefined,
+                    [poolAddress]: { tokens: [expectedMakerToken, expectedTakerToken], gasCost },
-                { [poolAddress]: { tokens: [expectedMakerToken, expectedTakerToken], gasCost } },
+                },
+                async () => undefined,
             );
             const [result] = await dexOrderSampler.executeAsync(
                 dexOrderSampler.getSellQuotes(
@@ -214,9 +237,10 @@ describe('DexSampler tests', () => {
                 undefined,
                 undefined,
                 undefined,
-                undefined,
+                {
-                undefined,
+                    [poolAddress]: { tokens: [expectedMakerToken, expectedTakerToken], gasCost },
-                { [poolAddress]: { tokens: [expectedMakerToken, expectedTakerToken], gasCost } },
+                },
+                async () => undefined,
             );
             const [result] = await dexOrderSampler.executeAsync(
                 dexOrderSampler.getBuyQuotes(
@@ -251,7 +275,15 @@ describe('DexSampler tests', () => {
                     return expectedMakerFillAmounts;
                 },
             });
-            const dexOrderSampler = new DexOrderSampler(sampler);
+            const dexOrderSampler = new DexOrderSampler(
+                sampler,
+                undefined,
+                undefined,
+                undefined,
+                undefined,
+                undefined,
+                async () => undefined,
+            );
             const [fillableAmounts] = await dexOrderSampler.executeAsync(
                 dexOrderSampler.getEth2DaiSellQuotes(expectedMakerToken, expectedTakerToken, expectedTakerFillAmounts),
             );
@@ -271,7 +303,15 @@ describe('DexSampler tests', () => {
                     return expectedMakerFillAmounts;
                 },
             });
-            const dexOrderSampler = new DexOrderSampler(sampler);
+            const dexOrderSampler = new DexOrderSampler(
+                sampler,
+                undefined,
+                undefined,
+                undefined,
+                undefined,
+                undefined,
+                async () => undefined,
+            );
             const [fillableAmounts] = await dexOrderSampler.executeAsync(
                 dexOrderSampler.getUniswapSellQuotes(expectedMakerToken, expectedTakerToken, expectedTakerFillAmounts),
             );
@@ -290,7 +330,15 @@ describe('DexSampler tests', () => {
                     return expectedMakerFillAmounts;
                 },
             });
-            const dexOrderSampler = new DexOrderSampler(sampler);
+            const dexOrderSampler = new DexOrderSampler(
+                sampler,
+                undefined,
+                undefined,
+                undefined,
+                undefined,
+                undefined,
+                async () => undefined,
+            );
             const [fillableAmounts] = await dexOrderSampler.executeAsync(
                 dexOrderSampler.getUniswapV2SellQuotes(
                     [expectedMakerToken, expectedTakerToken],
@@ -313,7 +361,15 @@ describe('DexSampler tests', () => {
                     return expectedTakerFillAmounts;
                 },
             });
-            const dexOrderSampler = new DexOrderSampler(sampler);
+            const dexOrderSampler = new DexOrderSampler(
+                sampler,
+                undefined,
+                undefined,
+                undefined,
+                undefined,
+                undefined,
+                async () => undefined,
+            );
             const [fillableAmounts] = await dexOrderSampler.executeAsync(
                 dexOrderSampler.getEth2DaiBuyQuotes(expectedMakerToken, expectedTakerToken, expectedMakerFillAmounts),
             );
@@ -333,7 +389,15 @@ describe('DexSampler tests', () => {
                     return expectedTakerFillAmounts;
                 },
             });
-            const dexOrderSampler = new DexOrderSampler(sampler);
+            const dexOrderSampler = new DexOrderSampler(
+                sampler,
+                undefined,
+                undefined,
+                undefined,
+                undefined,
+                undefined,
+                async () => undefined,
+            );
             const [fillableAmounts] = await dexOrderSampler.executeAsync(
                 dexOrderSampler.getUniswapBuyQuotes(expectedMakerToken, expectedTakerToken, expectedMakerFillAmounts),
             );
@@ -385,9 +449,9 @@ describe('DexSampler tests', () => {
                 undefined,
                 undefined,
                 undefined,
-                undefined,
-                undefined,
                 tokenAdjacencyGraph,
+                undefined,
+                async () => undefined,
             );
             const [quotes] = await dexOrderSampler.executeAsync(
                 dexOrderSampler.getSellQuotes(
@@ -441,8 +505,11 @@ describe('DexSampler tests', () => {
             const dexOrderSampler = new DexOrderSampler(
                 new MockSamplerContract({}),
                 undefined,
-                undefined,
                 balancerPoolsCache,
+                undefined,
+                undefined,
+                undefined,
+                async () => undefined,
             );
             const quotes = await dexOrderSampler.getBalancerSellQuotesOffChainAsync(
                 expectedMakerToken,
@@ -451,45 +518,6 @@ describe('DexSampler tests', () => {
             );
             expect(quotes).to.have.lengthOf(0);
         });
-        it('getSellQuotes() uses samples from Bancor', async () => {
-            const expectedTakerToken = randomAddress();
-            const expectedMakerToken = randomAddress();
-            const networkAddress = randomAddress();
-            const expectedTakerFillAmounts = getSampleAmounts(new BigNumber(100e18), 3);
-            const rate = getRandomFloat(0, 100);
-            const bancorService = await MockBancorService.createMockAsync({
-                getQuotesAsync: async (fromToken: string, toToken: string, amounts: BigNumber[]) => {
-                    expect(fromToken).equal(expectedTakerToken);
-                    expect(toToken).equal(expectedMakerToken);
-                    return Promise.resolve(
-                        amounts.map(a => ({
-                            fillData: { path: [fromToken, toToken], networkAddress },
-                            amount: a.multipliedBy(rate),
-                        })),
-                    );
-                },
-            });
-            const dexOrderSampler = new DexOrderSampler(
-                new MockSamplerContract({}),
-                undefined, // sampler overrides
-                provider,
-                undefined, // balancer cache
-                undefined, // cream cache
-                () => bancorService,
-            );
-            const quotes = await dexOrderSampler.getBancorSellQuotesOffChainAsync(
-                expectedMakerToken,
-                expectedTakerToken,
-                expectedTakerFillAmounts,
-            );
-            const expectedQuotes = expectedTakerFillAmounts.map(a => ({
-                source: ERC20BridgeSource.Bancor,
-                input: a,
-                output: a.multipliedBy(rate),
-                fillData: { path: [expectedTakerToken, expectedMakerToken], networkAddress },
-            }));
-            expect(quotes).to.deep.eq(expectedQuotes);
-        });
         it('getBuyQuotes()', async () => {
             const expectedTakerToken = randomAddress();
             const expectedMakerToken = randomAddress();
@@ -530,9 +558,9 @@ describe('DexSampler tests', () => {
                 undefined,
                 undefined,
                 undefined,
-                undefined,
-                undefined,
                 tokenAdjacencyGraph,
+                undefined,
+                async () => undefined,
             );
             const [quotes] = await dexOrderSampler.executeAsync(
                 dexOrderSampler.getBuyQuotes(sources, expectedMakerToken, expectedTakerToken, expectedMakerFillAmounts),
@@ -577,8 +605,11 @@ describe('DexSampler tests', () => {
             const dexOrderSampler = new DexOrderSampler(
                 new MockSamplerContract({}),
                 undefined,
-                undefined,
                 balancerPoolsCache,
+                undefined,
+                undefined,
+                undefined,
+                async () => undefined,
             );
             const quotes = await dexOrderSampler.getBalancerBuyQuotesOffChainAsync(
                 expectedMakerToken,
@@ -605,7 +636,15 @@ describe('DexSampler tests', () => {
                     return expectedFillableTakerAmounts;
                 },
             });
-            const dexOrderSampler = new DexOrderSampler(sampler);
+            const dexOrderSampler = new DexOrderSampler(
+                sampler,
+                undefined,
+                undefined,
+                undefined,
+                undefined,
+                undefined,
+                async () => undefined,
+            );
             const [fillableMakerAmounts, fillableTakerAmounts] = await dexOrderSampler.executeAsync(
                 dexOrderSampler.getOrderFillableMakerAmounts(ORDERS, exchangeAddress),
                 dexOrderSampler.getOrderFillableTakerAmounts(ORDERS, exchangeAddress),

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

@@ -1,33 +0,0 @@
-import { BigNumber } from '@0x/utils';
-import { SDK } from '@bancor/sdk';
-
-import { BancorService } from '../../src/utils/market_operation_utils/bancor_service';
-import { BancorFillData, Quote } from '../../src/utils/market_operation_utils/types';
-
-export interface Handlers {
-    getQuotesAsync: (fromToken: string, toToken: string, amount: BigNumber[]) => Promise<Array<Quote<BancorFillData>>>;
-}
-
-export class MockBancorService extends BancorService {
-    // Bancor recommends setting this value to 2% under the expected return amount
-    public minReturnAmountBufferPercentage = 0.98;
-
-    public static async createMockAsync(handlers: Partial<Handlers>): Promise<MockBancorService> {
-        const sdk = new SDK();
-        return new MockBancorService(sdk, handlers);
-    }
-
-    constructor(sdk: SDK, public handlers: Partial<Handlers>) {
-        super(sdk);
-    }
-
-    public async getQuotesAsync(
-        fromToken: string,
-        toToken: string,
-        amounts: BigNumber[],
-    ): Promise<Array<Quote<BancorFillData>>> {
-        return this.handlers.getQuotesAsync
-            ? this.handlers.getQuotesAsync(fromToken, toToken, amounts)
-            : super.getQuotesAsync(fromToken, toToken, amounts);
-    }
-}

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/bancor_sampler';
 export * from '../test/generated-wrappers/curve_sampler';
 export * from '../test/generated-wrappers/d_o_d_o_sampler';
 export * from '../test/generated-wrappers/deployment_constants';
@@ -13,6 +14,7 @@ export * from '../test/generated-wrappers/dummy_liquidity_provider';
 export * from '../test/generated-wrappers/erc20_bridge_sampler';
 export * from '../test/generated-wrappers/eth2_dai_sampler';
 export * from '../test/generated-wrappers/i_balancer';
+export * from '../test/generated-wrappers/i_bancor';
 export * from '../test/generated-wrappers/i_curve';
 export * from '../test/generated-wrappers/i_eth2_dai';
 export * from '../test/generated-wrappers/i_kyber_network';

packages/asset-swapper/tsconfig.json

@@ -8,6 +8,7 @@
         "test/generated-artifacts/ApproximateBuys.json",
         "test/generated-artifacts/BalanceChecker.json",
         "test/generated-artifacts/BalancerSampler.json",
+        "test/generated-artifacts/BancorSampler.json",
         "test/generated-artifacts/CurveSampler.json",
         "test/generated-artifacts/DODOSampler.json",
         "test/generated-artifacts/DeploymentConstants.json",
@@ -15,6 +16,7 @@
         "test/generated-artifacts/ERC20BridgeSampler.json",
         "test/generated-artifacts/Eth2DaiSampler.json",
         "test/generated-artifacts/IBalancer.json",
+        "test/generated-artifacts/IBancor.json",
         "test/generated-artifacts/ICurve.json",
         "test/generated-artifacts/IEth2Dai.json",
         "test/generated-artifacts/IKyberNetwork.json",

packages/contract-wrappers-test/package.json

@@ -1,6 +1,6 @@
 {
     "name": "@0x/contract-wrappers-test",
-    "version": "12.2.28",
+    "version": "12.2.30",
     "engines": {
         "node": ">=6.12"
     },
@@ -34,7 +34,7 @@
         "@0x/contract-wrappers": "^13.11.0",
         "@0x/contracts-test-utils": "^5.3.15",
         "@0x/dev-utils": "^4.1.3",
-        "@0x/migrations": "^6.5.4",
+        "@0x/migrations": "^6.5.6",
         "@0x/order-utils": "^10.4.10",
         "@0x/subproviders": "^6.2.3",
         "@0x/ts-doc-gen": "^0.0.28",

packages/migrations/CHANGELOG.json

@@ -1,4 +1,22 @@
 [
+    {
+        "timestamp": 1608149382,
+        "version": "6.5.6",
+        "changes": [
+            {
+                "note": "Dependencies updated"
+            }
+        ]
+    },
+    {
+        "timestamp": 1608105788,
+        "version": "6.5.5",
+        "changes": [
+            {
+                "note": "Dependencies updated"
+            }
+        ]
+    },
     {
         "timestamp": 1607485227,
         "version": "6.5.4",

packages/migrations/CHANGELOG.md

@@ -5,6 +5,14 @@ Edit the package's CHANGELOG.json file only.
 
 CHANGELOG
 
+## v6.5.6 - _December 16, 2020_
+
+    * Dependencies updated
+
+## v6.5.5 - _December 16, 2020_
+
+    * Dependencies updated
+
 ## v6.5.4 - _December 9, 2020_
 
     * Dependencies updated

packages/migrations/package.json

@@ -1,6 +1,6 @@
 {
     "name": "@0x/migrations",
-    "version": "6.5.4",
+    "version": "6.5.6",
     "engines": {
         "node": ">=6.12"
     },
@@ -69,19 +69,19 @@
     "dependencies": {
         "@0x/base-contract": "^6.2.14",
         "@0x/contract-addresses": "^5.6.0",
-        "@0x/contracts-asset-proxy": "^3.6.9",
+        "@0x/contracts-asset-proxy": "^3.7.0",
-        "@0x/contracts-coordinator": "^3.1.18",
+        "@0x/contracts-coordinator": "^3.1.19",
-        "@0x/contracts-dev-utils": "^1.3.16",
+        "@0x/contracts-dev-utils": "^1.3.17",
         "@0x/contracts-erc1155": "^2.1.18",
         "@0x/contracts-erc20": "^3.2.12",
         "@0x/contracts-erc721": "^3.1.18",
-        "@0x/contracts-exchange": "^3.2.18",
+        "@0x/contracts-exchange": "^3.2.19",
-        "@0x/contracts-exchange-forwarder": "^4.2.18",
+        "@0x/contracts-exchange-forwarder": "^4.2.19",
-        "@0x/contracts-extensions": "^6.2.12",
+        "@0x/contracts-extensions": "^6.2.13",
-        "@0x/contracts-multisig": "^4.1.18",
+        "@0x/contracts-multisig": "^4.1.19",
-        "@0x/contracts-staking": "^2.0.25",
+        "@0x/contracts-staking": "^2.0.26",
         "@0x/contracts-utils": "^4.6.3",
-        "@0x/contracts-zero-ex": "^0.12.0",
+        "@0x/contracts-zero-ex": "^0.14.0",
         "@0x/sol-compiler": "^4.4.1",
         "@0x/subproviders": "^6.2.3",
         "@0x/typescript-typings": "^5.1.6",

packages/protocol-utils/CHANGELOG.json

@@ -1,4 +1,14 @@
 [
+    {
+        "version": "1.1.0",
+        "changes": [
+            {
+                "note": "Add the `MetaTransaction` class for EP mtxs",
+                "pr": 90
+            }
+        ],
+        "timestamp": 1608149382
+    },
     {
         "timestamp": 1607485227,
         "version": "1.0.1",

packages/protocol-utils/CHANGELOG.md

@@ -5,6 +5,10 @@ Edit the package's CHANGELOG.json file only.
 
 CHANGELOG
 
+## v1.1.0 - _December 16, 2020_
+
+    * Add the `MetaTransaction` class for EP mtxs (#90)
+
 ## v1.0.1 - _December 9, 2020_
 
     * Dependencies updated

packages/protocol-utils/package.json

@@ -1,6 +1,6 @@
 {
     "name": "@0x/protocol-utils",
-    "version": "1.0.1",
+    "version": "1.1.0",
     "engines": {
         "node": ">=6.12"
     },

packages/protocol-utils/src/constants.ts

@@ -1 +1,4 @@
+import { BigNumber } from '@0x/utils';
+
 export const ETH_TOKEN_ADDRESS = '0xeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeee';
+export const ZERO = new BigNumber(0);

packages/protocol-utils/src/eip712_utils.ts

@@ -7,6 +7,8 @@ export interface EIP712Domain {
     verifyingContract: string;
 }
 
+export type EIP712_STRUCT_ABI = Array<{ type: string; name: string }>;
+
 export const EIP712_DOMAIN_PARAMETERS = [
     { name: 'name', type: 'string' },
     { name: 'version', type: 'string' },
@@ -68,3 +70,12 @@ export function getExchangeProxyEIP712Hash(structHash: string, chainId?: number,
         hexUtils.concat('0x1901', getExchangeProxyEIP712DomainHash(chainId, verifyingContract), structHash),
     );
 }
+
+/**
+ * Compute the type hash of an EIP712 struct given its ABI.
+ */
+export function getTypeHash(structName: string, abi: EIP712_STRUCT_ABI): string {
+    return hexUtils.hash(
+        hexUtils.toHex(Buffer.from([`${structName}(`, abi.map(a => `${a.type} ${a.name}`).join(','), ')'].join(''))),
+    );
+}

packages/protocol-utils/src/index.ts

@@ -4,6 +4,7 @@ export const RevertError = _RevertErrors.RevertError;
 
 export * from './eip712_utils';
 export * from './orders';
+export * from './meta_transactions';
 export * from './signature_utils';
 export * from './transformer_utils';
 export * from './constants';

packages/protocol-utils/src/meta_transactions.ts

@@ -0,0 +1,171 @@
+import { getContractAddressesForChainOrThrow } from '@0x/contract-addresses';
+import { SupportedProvider } from '@0x/subproviders';
+import { EIP712TypedData } from '@0x/types';
+import { BigNumber, hexUtils, NULL_ADDRESS } from '@0x/utils';
+
+import { ZERO } from './constants';
+import {
+    createExchangeProxyEIP712Domain,
+    EIP712_DOMAIN_PARAMETERS,
+    getExchangeProxyEIP712Hash,
+    getTypeHash,
+} from './eip712_utils';
+import {
+    eip712SignTypedDataWithKey,
+    eip712SignTypedDataWithProviderAsync,
+    ethSignHashWithKey,
+    ethSignHashWithProviderAsync,
+    Signature,
+    SignatureType,
+} from './signature_utils';
+
+const MTX_DEFAULT_VALUES = {
+    signer: NULL_ADDRESS,
+    sender: NULL_ADDRESS,
+    minGasPrice: ZERO,
+    maxGasPrice: ZERO,
+    expirationTimeSeconds: ZERO,
+    salt: ZERO,
+    callData: hexUtils.leftPad(0),
+    value: ZERO,
+    feeToken: NULL_ADDRESS,
+    feeAmount: ZERO,
+    chainId: 1,
+    verifyingContract: getContractAddressesForChainOrThrow(1).exchangeProxy,
+};
+
+export type MetaTransactionFields = typeof MTX_DEFAULT_VALUES;
+
+export class MetaTransaction {
+    public static readonly STRUCT_NAME = 'MetaTransactionData';
+    public static readonly STRUCT_ABI = [
+        { type: 'address', name: 'signer' },
+        { type: 'address', name: 'sender' },
+        { type: 'uint256', name: 'minGasPrice' },
+        { type: 'uint256', name: 'maxGasPrice' },
+        { type: 'uint256', name: 'expirationTimeSeconds' },
+        { type: 'uint256', name: 'salt' },
+        { type: 'bytes', name: 'callData' },
+        { type: 'uint256', name: 'value' },
+        { type: 'address', name: 'feeToken' },
+        { type: 'uint256', name: 'feeAmount' },
+    ];
+    public static readonly TYPE_HASH = getTypeHash(MetaTransaction.STRUCT_NAME, MetaTransaction.STRUCT_ABI);
+
+    public signer: string;
+    public sender: string;
+    public minGasPrice: BigNumber;
+    public maxGasPrice: BigNumber;
+    public expirationTimeSeconds: BigNumber;
+    public salt: BigNumber;
+    public callData: string;
+    public value: BigNumber;
+    public feeToken: string;
+    public feeAmount: BigNumber;
+    public chainId: number;
+    public verifyingContract: string;
+
+    public constructor(fields: Partial<MetaTransactionFields> = {}) {
+        const _fields = { ...MTX_DEFAULT_VALUES, ...fields };
+        this.signer = _fields.signer;
+        this.sender = _fields.sender;
+        this.minGasPrice = _fields.minGasPrice;
+        this.maxGasPrice = _fields.maxGasPrice;
+        this.expirationTimeSeconds = _fields.expirationTimeSeconds;
+        this.salt = _fields.salt;
+        this.callData = _fields.callData;
+        this.value = _fields.value;
+        this.feeToken = _fields.feeToken;
+        this.feeAmount = _fields.feeAmount;
+        this.chainId = _fields.chainId;
+        this.verifyingContract = _fields.verifyingContract;
+    }
+
+    public clone(fields: Partial<MetaTransactionFields> = {}): MetaTransaction {
+        return new MetaTransaction({
+            signer: this.signer,
+            sender: this.sender,
+            minGasPrice: this.minGasPrice,
+            maxGasPrice: this.maxGasPrice,
+            expirationTimeSeconds: this.expirationTimeSeconds,
+            salt: this.salt,
+            callData: this.callData,
+            value: this.value,
+            feeToken: this.feeToken,
+            feeAmount: this.feeAmount,
+            chainId: this.chainId,
+            verifyingContract: this.verifyingContract,
+            ...fields,
+        });
+    }
+
+    public getStructHash(): string {
+        return hexUtils.hash(
+            hexUtils.concat(
+                hexUtils.leftPad(MetaTransaction.TYPE_HASH),
+                hexUtils.leftPad(this.signer),
+                hexUtils.leftPad(this.sender),
+                hexUtils.leftPad(this.minGasPrice),
+                hexUtils.leftPad(this.maxGasPrice),
+                hexUtils.leftPad(this.expirationTimeSeconds),
+                hexUtils.leftPad(this.salt),
+                hexUtils.hash(this.callData),
+                hexUtils.leftPad(this.value),
+                hexUtils.leftPad(this.feeToken),
+                hexUtils.leftPad(this.feeAmount),
+            ),
+        );
+    }
+
+    public getEIP712TypedData(): EIP712TypedData {
+        return {
+            types: {
+                EIP712Domain: EIP712_DOMAIN_PARAMETERS,
+                [MetaTransaction.STRUCT_NAME]: MetaTransaction.STRUCT_ABI,
+            },
+            domain: createExchangeProxyEIP712Domain(this.chainId, this.verifyingContract) as any,
+            primaryType: MetaTransaction.STRUCT_NAME,
+            message: {
+                signer: this.signer,
+                sender: this.sender,
+                minGasPrice: this.minGasPrice.toString(10),
+                maxGasPrice: this.maxGasPrice.toString(10),
+                expirationTimeSeconds: this.expirationTimeSeconds.toString(10),
+                salt: this.salt.toString(10),
+                callData: this.callData,
+                value: this.value.toString(10),
+                feeToken: this.feeToken,
+                feeAmount: this.feeAmount.toString(10),
+            },
+        };
+    }
+
+    public getHash(): string {
+        return getExchangeProxyEIP712Hash(this.getStructHash(), this.chainId, this.verifyingContract);
+    }
+
+    public async getSignatureWithProviderAsync(
+        provider: SupportedProvider,
+        type: SignatureType = SignatureType.EthSign,
+    ): Promise<Signature> {
+        switch (type) {
+            case SignatureType.EIP712:
+                return eip712SignTypedDataWithProviderAsync(this.getEIP712TypedData(), this.signer, provider);
+            case SignatureType.EthSign:
+                return ethSignHashWithProviderAsync(this.getHash(), this.signer, provider);
+            default:
+                throw new Error(`Cannot sign with signature type: ${type}`);
+        }
+    }
+
+    public getSignatureWithKey(key: string, type: SignatureType = SignatureType.EthSign): Signature {
+        switch (type) {
+            case SignatureType.EIP712:
+                return eip712SignTypedDataWithKey(this.getEIP712TypedData(), key);
+            case SignatureType.EthSign:
+                return ethSignHashWithKey(this.getHash(), key);
+            default:
+                throw new Error(`Cannot sign with signature type: ${type}`);
+        }
+    }
+}

packages/protocol-utils/src/orders.ts

@@ -1,8 +1,15 @@
+import { getContractAddressesForChainOrThrow } from '@0x/contract-addresses';
 import { SupportedProvider } from '@0x/subproviders';
 import { EIP712TypedData } from '@0x/types';
 import { BigNumber, hexUtils, NULL_ADDRESS } from '@0x/utils';
 
-import { createExchangeProxyEIP712Domain, EIP712_DOMAIN_PARAMETERS, getExchangeProxyEIP712Hash } from './eip712_utils';
+import { ZERO } from './constants';
+import {
+    createExchangeProxyEIP712Domain,
+    EIP712_DOMAIN_PARAMETERS,
+    getExchangeProxyEIP712Hash,
+    getTypeHash,
+} from './eip712_utils';
 import {
     eip712SignTypedDataWithKey,
     eip712SignTypedDataWithProviderAsync,
@@ -12,7 +19,6 @@ import {
     SignatureType,
 } from './signature_utils';
 
-const ZERO = new BigNumber(0);
 const COMMON_ORDER_DEFAULT_VALUES = {
     makerToken: NULL_ADDRESS,
     takerToken: NULL_ADDRESS,
@@ -24,7 +30,7 @@ const COMMON_ORDER_DEFAULT_VALUES = {
     expiry: ZERO,
     salt: ZERO,
     chainId: 1,
-    verifyingContract: '0xdef1c0ded9bec7f1a1670819833240f027b25eff',
+    verifyingContract: getContractAddressesForChainOrThrow(1).exchangeProxy,
 };
 const LIMIT_ORDER_DEFAULT_VALUES = {
     ...COMMON_ORDER_DEFAULT_VALUES,
@@ -117,30 +123,22 @@ export abstract class OrderBase {
 }
 
 export class LimitOrder extends OrderBase {
-    public static readonly TYPE_HASH = hexUtils.hash(
+    public static readonly STRUCT_NAME = 'LimitOrder';
-        hexUtils.toHex(
+    public static readonly STRUCT_ABI = [
-            Buffer.from(
+        { type: 'address', name: 'makerToken' },
-                [
+        { type: 'address', name: 'takerToken' },
-                    'LimitOrder(',
+        { type: 'uint128', name: 'makerAmount' },
-                    [
+        { type: 'uint128', name: 'takerAmount' },
-                        'address makerToken',
+        { type: 'uint128', name: 'takerTokenFeeAmount' },
-                        'address takerToken',
+        { type: 'address', name: 'maker' },
-                        'uint128 makerAmount',
+        { type: 'address', name: 'taker' },
-                        'uint128 takerAmount',
+        { type: 'address', name: 'sender' },
-                        'uint128 takerTokenFeeAmount',
+        { type: 'address', name: 'feeRecipient' },
-                        'address maker',
+        { type: 'bytes32', name: 'pool' },
-                        'address taker',
+        { type: 'uint64', name: 'expiry' },
-                        'address sender',
+        { type: 'uint256', name: 'salt' },
-                        'address feeRecipient',
+    ];
-                        'bytes32 pool',
+    public static readonly TYPE_HASH = getTypeHash(LimitOrder.STRUCT_NAME, LimitOrder.STRUCT_ABI);
-                        'uint64 expiry',
-                        'uint256 salt',
-                    ].join(','),
-                    ')',
-                ].join(''),
-            ),
-        ),
-    );
 
     public takerTokenFeeAmount: BigNumber;
     public sender: string;
@@ -198,23 +196,10 @@ export class LimitOrder extends OrderBase {
         return {
             types: {
                 EIP712Domain: EIP712_DOMAIN_PARAMETERS,
-                LimitOrder: [
+                [LimitOrder.STRUCT_NAME]: LimitOrder.STRUCT_ABI,
-                    { type: 'address', name: 'makerToken' },
-                    { type: 'address', name: 'takerToken' },
-                    { type: 'uint128', name: 'makerAmount' },
-                    { type: 'uint128', name: 'takerAmount' },
-                    { type: 'uint128', name: 'takerTokenFeeAmount' },
-                    { type: 'address', name: 'maker' },
-                    { type: 'address', name: 'taker' },
-                    { type: 'address', name: 'sender' },
-                    { type: 'address', name: 'feeRecipient' },
-                    { type: 'bytes32', name: 'pool' },
-                    { type: 'uint64', name: 'expiry' },
-                    { type: 'uint256', name: 'salt' },
-                ],
             },
             domain: createExchangeProxyEIP712Domain(this.chainId, this.verifyingContract) as any,
-            primaryType: 'LimitOrder',
+            primaryType: LimitOrder.STRUCT_NAME,
             message: {
                 makerToken: this.makerToken,
                 takerToken: this.takerToken,
@@ -234,28 +219,20 @@ export class LimitOrder extends OrderBase {
 }
 
 export class RfqOrder extends OrderBase {
-    public static readonly TYPE_HASH = hexUtils.hash(
+    public static readonly STRUCT_NAME = 'RfqOrder';
-        hexUtils.toHex(
+    public static readonly STRUCT_ABI = [
-            Buffer.from(
+        { type: 'address', name: 'makerToken' },
-                [
+        { type: 'address', name: 'takerToken' },
-                    'RfqOrder(',
+        { type: 'uint128', name: 'makerAmount' },
-                    [
+        { type: 'uint128', name: 'takerAmount' },
-                        'address makerToken',
+        { type: 'address', name: 'maker' },
-                        'address takerToken',
+        { type: 'address', name: 'taker' },
-                        'uint128 makerAmount',
+        { type: 'address', name: 'txOrigin' },
-                        'uint128 takerAmount',
+        { type: 'bytes32', name: 'pool' },
-                        'address maker',
+        { type: 'uint64', name: 'expiry' },
-                        'address taker',
+        { type: 'uint256', name: 'salt' },
-                        'address txOrigin',
+    ];
-                        'bytes32 pool',
+    public static readonly TYPE_HASH = getTypeHash(RfqOrder.STRUCT_NAME, RfqOrder.STRUCT_ABI);
-                        'uint64 expiry',
-                        'uint256 salt',
-                    ].join(','),
-                    ')',
-                ].join(''),
-            ),
-        ),
-    );
 
     public txOrigin: string;
 
@@ -305,21 +282,10 @@ export class RfqOrder extends OrderBase {
         return {
             types: {
                 EIP712Domain: EIP712_DOMAIN_PARAMETERS,
-                RfqOrder: [
+                [RfqOrder.STRUCT_NAME]: RfqOrder.STRUCT_ABI,
-                    { type: 'address', name: 'makerToken' },
-                    { type: 'address', name: 'takerToken' },
-                    { type: 'uint128', name: 'makerAmount' },
-                    { type: 'uint128', name: 'takerAmount' },
-                    { type: 'address', name: 'maker' },
-                    { type: 'address', name: 'taker' },
-                    { type: 'address', name: 'txOrigin' },
-                    { type: 'bytes32', name: 'pool' },
-                    { type: 'uint64', name: 'expiry' },
-                    { type: 'uint256', name: 'salt' },
-                ],
             },
             domain: createExchangeProxyEIP712Domain(this.chainId, this.verifyingContract) as any,
-            primaryType: 'RfqOrder',
+            primaryType: RfqOrder.STRUCT_NAME,
             message: {
                 makerToken: this.makerToken,
                 takerToken: this.takerToken,

packages/protocol-utils/test/meta_transactions_test.ts

@@ -0,0 +1,84 @@
+import { chaiSetup, web3Factory, Web3Wrapper } from '@0x/dev-utils';
+import { Web3ProviderEngine } from '@0x/subproviders';
+import { BigNumber } from '@0x/utils';
+import { expect } from 'chai';
+import * as ethjs from 'ethereumjs-util';
+
+import { MetaTransaction } from '../src/meta_transactions';
+import { SignatureType } from '../src/signature_utils';
+
+chaiSetup.configure();
+
+describe('mtxs', () => {
+    let provider: Web3ProviderEngine;
+    let providerMaker: string;
+    const key = '0xee094b79aa0315914955f2f09be9abe541dcdc51f0aae5bec5453e9f73a471a6';
+    const keyMaker = ethjs.bufferToHex(ethjs.privateToAddress(ethjs.toBuffer(key)));
+
+    before(async () => {
+        provider = web3Factory.getRpcProvider({ shouldUseInProcessGanache: true });
+        [providerMaker] = await new Web3Wrapper(provider).getAvailableAddressesAsync();
+    });
+
+    describe('MetaTransaction', () => {
+        const mtx = new MetaTransaction({
+            signer: '0x349e8d89e8b37214d9ce3949fc5754152c525bc3',
+            sender: '0x83c62b2e67dea0df2a27be0def7a22bd7102642c',
+            minGasPrice: new BigNumber(1234),
+            maxGasPrice: new BigNumber(5678),
+            expirationTimeSeconds: new BigNumber(9101112),
+            salt: new BigNumber(2001),
+            callData: '0x12345678',
+            value: new BigNumber(1001),
+            feeToken: '0xcc3c7ea403427154ec908203ba6c418bd699f7ce',
+            feeAmount: new BigNumber(9101112),
+            chainId: 8008,
+            verifyingContract: '0x6701704d2421c64ee9aa93ec7f96ede81c4be77d',
+        });
+
+        it('can get the struct hash', () => {
+            const actual = mtx.getStructHash();
+            const expected = '0x164b8bfaed3718d233d4cc87501d0d8fa0a72ed7deeb8e591524133f17867180';
+            expect(actual).to.eq(expected);
+        });
+
+        it('can get the EIP712 hash', () => {
+            const actual = mtx.getHash();
+            const expected = '0x068f2f98836e489070608461768bfd3331128787d09278d38869c2b56bfc34a4';
+            expect(actual).to.eq(expected);
+        });
+
+        it('can get an EthSign signature with a provider', async () => {
+            const actual = await mtx.clone({ signer: providerMaker }).getSignatureWithProviderAsync(provider);
+            const expected = {
+                signatureType: SignatureType.EthSign,
+                r: '0xbb831776a2d6639d4e4d1641f158773ce202881bac74dddb2672d5ff5521ef5c',
+                s: '0x746a61ccfdfee3afae15f4a3bd67ded2ce555d89d482940a844eeffaede2ee8a',
+                v: 27,
+            };
+            expect(actual).to.deep.eq(expected);
+        });
+
+        it('can get an EthSign signature with a private key', () => {
+            const actual = mtx.clone({ signer: keyMaker }).getSignatureWithKey(key);
+            const expected = {
+                signatureType: SignatureType.EthSign,
+                r: '0xbf19b5ef62df8c8315727087e9d8562e3b88d32452ac8193e3ed9f5354a220ef',
+                s: '0x512387e81b2c03e4bc4cf72ee5293c86498c17fde3ae89f18dd0705076a7f472',
+                v: 28,
+            };
+            expect(actual).to.deep.eq(expected);
+        });
+
+        it('can get an EIP712 signature with a private key', () => {
+            const actual = mtx.clone({ signer: keyMaker }).getSignatureWithKey(key, SignatureType.EIP712);
+            const expected = {
+                signatureType: SignatureType.EIP712,
+                r: '0x050c6b80a3fafa1b816fdfd646f3e90862a21d3fbf3ed675eaf9c89e092ec405',
+                s: '0x179600bd412820233598628b85b58f1e9f6da4555421f45266ec2ebf94153d1d',
+                v: 27,
+            };
+            expect(actual).to.deep.eq(expected);
+        });
+    });
+});

yarn.lock

@@ -1337,9 +1337,10 @@
     isomorphic-fetch "^2.2.1"
     typescript "^3.8.3"
 
-"@bancor/sdk@^0.2.9":
+"@bancor/sdk@0.2.9":
   version "0.2.9"
   resolved "https://registry.yarnpkg.com/@bancor/sdk/-/sdk-0.2.9.tgz#2e4c168dc9d667709e3ed85eac3b15362c5676d8"
+  integrity sha512-u+ga5+XPCcqYx6XX0It46Sx4hW9iiDRgaVRwpWzKB3QXh6c/V/R2OljLHH18yrh0uDTLJI7R0XmJa2W8v2wvpQ==
   dependencies:
     "@types/text-encoding" "0.0.35"
     decimal.js "^10.2.0"
@@ -2569,6 +2570,11 @@
   dependencies:
     "@types/node" "*"
 
+"@types/isomorphic-fetch@^0.0.35":
+  version "0.0.35"
+  resolved "https://registry.yarnpkg.com/@types/isomorphic-fetch/-/isomorphic-fetch-0.0.35.tgz#c1c0d402daac324582b6186b91f8905340ea3361"
+  integrity sha512-DaZNUvLDCAnCTjgwxgiL1eQdxIKEpNLOlTNtAgnZc50bG2copGhRrFN9/PxPBuJe+tZVLCbQ7ls0xveXVRPkvw==
+
 "@types/js-combinatorics@^0.5.29":
   version "0.5.32"
   resolved "https://registry.yarnpkg.com/@types/js-combinatorics/-/js-combinatorics-0.5.32.tgz#befa3c2b6ea10c45fd8d672f7aa477a79a2601ed"
@@ -2625,6 +2631,13 @@
   dependencies:
     "@types/node" "*"
 
+"@types/prompts@^2.0.9":
+  version "2.0.9"
+  resolved "https://registry.yarnpkg.com/@types/prompts/-/prompts-2.0.9.tgz#19f419310eaa224a520476b19d4183f6a2b3bd8f"
+  integrity sha512-TORZP+FSjTYMWwKadftmqEn6bziN5RnfygehByGsjxoK5ydnClddtv6GikGWPvCm24oI+YBwck5WDxIIyNxUrA==
+  dependencies:
+    "@types/node" "*"
+
 "@types/prop-types@*":
   version "15.7.3"
   resolved "https://registry.yarnpkg.com/@types/prop-types/-/prop-types-15.7.3.tgz#2ab0d5da2e5815f94b0b9d4b95d1e5f243ab2ca7"
@@ -7846,6 +7859,14 @@ isomorphic-fetch@2.2.1, isomorphic-fetch@^2.2.1:
     node-fetch "^1.0.1"
     whatwg-fetch ">=0.10.0"
 
+isomorphic-fetch@^3.0.0:
+  version "3.0.0"
+  resolved "https://registry.yarnpkg.com/isomorphic-fetch/-/isomorphic-fetch-3.0.0.tgz#0267b005049046d2421207215d45d6a262b8b8b4"
+  integrity sha512-qvUtwJ3j6qwsF3jLxkZ72qCgjMysPzDfeV240JHiGZsANBYd+EEuu35v7dfrJ9Up0Ak07D7GGSkGhCHTqg/5wA==
+  dependencies:
+    node-fetch "^2.6.1"
+    whatwg-fetch "^3.4.1"
+
 isstream@0.1.x, isstream@~0.1.2:
   version "0.1.2"
   resolved "https://registry.yarnpkg.com/isstream/-/isstream-0.1.2.tgz#47e63f7af55afa6f92e1500e690eb8b8529c099a"
@@ -8138,6 +8159,11 @@ klaw@^1.0.0:
   optionalDependencies:
     graceful-fs "^4.1.9"
 
+kleur@^3.0.3:
+  version "3.0.3"
+  resolved "https://registry.yarnpkg.com/kleur/-/kleur-3.0.3.tgz#a79c9ecc86ee1ce3fa6206d1216c501f147fc07e"
+  integrity sha512-eTIzlVOSUR+JxdDFepEYcBMtZ9Qqdef+rnzWdRZuMbOywu5tO2w2N7rqjoANZ5k9vywhL6Br1VRjUIgTQx4E8w==
+
 lazy@~1.0.11:
   version "1.0.11"
   resolved "https://registry.yarnpkg.com/lazy/-/lazy-1.0.11.tgz#daa068206282542c088288e975c297c1ae77b690"
@@ -10300,6 +10326,14 @@ prompt@^1.0.0:
     utile "0.3.x"
     winston "2.1.x"
 
+prompts@^2.4.0:
+  version "2.4.0"
+  resolved "https://registry.yarnpkg.com/prompts/-/prompts-2.4.0.tgz#4aa5de0723a231d1ee9121c40fdf663df73f61d7"
+  integrity sha512-awZAKrk3vN6CroQukBL+R9051a4R3zCZBlJm/HBfrSZ8iTpYix3VX1vU4mveiLpiwmOJT4wokTF9m6HUk4KqWQ==
+  dependencies:
+    kleur "^3.0.3"
+    sisteransi "^1.0.5"
+
 promzard@^0.3.0:
   version "0.3.0"
   resolved "https://registry.yarnpkg.com/promzard/-/promzard-0.3.0.tgz#26a5d6ee8c7dee4cb12208305acfb93ba382a9ee"
@@ -11333,6 +11367,11 @@ sinon@^4.0.0:
     supports-color "^5.1.0"
     type-detect "^4.0.5"
 
+sisteransi@^1.0.5:
+  version "1.0.5"
+  resolved "https://registry.yarnpkg.com/sisteransi/-/sisteransi-1.0.5.tgz#134d681297756437cc05ca01370d3a7a571075ed"
+  integrity sha512-bLGGlR1QxBcynn2d5YmDX4MGjlZvy2MRBDRNHLJ8VI6l6+9FUiyTFNJ0IveOSP0bcXgVDPRcfGqA0pjaqUpfVg==
+
 slash@^1.0.0:
   version "1.0.0"
   resolved "https://registry.yarnpkg.com/slash/-/slash-1.0.0.tgz#c41f2f6c39fc16d1cd17ad4b5d896114ae470d55"
@@ -13439,6 +13478,11 @@ whatwg-fetch@>=0.10.0:
   version "3.4.1"
   resolved "https://registry.yarnpkg.com/whatwg-fetch/-/whatwg-fetch-3.4.1.tgz#e5f871572d6879663fa5674c8f833f15a8425ab3"
 
+whatwg-fetch@^3.4.1:
+  version "3.5.0"
+  resolved "https://registry.yarnpkg.com/whatwg-fetch/-/whatwg-fetch-3.5.0.tgz#605a2cd0a7146e5db141e29d1c62ab84c0c4c868"
+  integrity sha512-jXkLtsR42xhXg7akoDKvKWE40eJeI+2KZqcp2h3NsOrRnDvtWX36KcKl30dy+hxECivdk2BVUHVNrPtoMBUx6A==
+
 whatwg-url@^7.0.0:
   version "7.1.0"
   resolved "https://registry.yarnpkg.com/whatwg-url/-/whatwg-url-7.1.0.tgz#c2c492f1eca612988efd3d2266be1b9fc6170d06"