Publish

- @0x/contracts-integrations@2.7.61
 - @0x/asset-swapper@16.23.1

contracts/integrations/package.json

@@ -1,6 +1,6 @@
 {
     "name": "@0x/contracts-integrations",
-    "version": "2.7.53",
+    "version": "2.7.61",
     "private": true,
     "engines": {
         "node": ">=6.12"
@@ -93,7 +93,7 @@
         "typescript": "4.2.2"
     },
     "dependencies": {
-        "@0x/asset-swapper": "^6.18.2",
+        "@0x/asset-swapper": "^16.23.1",
         "@0x/base-contract": "^6.4.0",
         "@0x/contracts-asset-proxy": "^3.7.16",
         "@0x/contracts-erc1155": "^2.1.34",

packages/asset-swapper/CHANGELOG.json

@@ -1,4 +1,83 @@
 [
+    {
+        "version": "16.23.1",
+        "changes": [
+            {
+                "note": "Fix fill amount rounding error when covnerting fills to orders.",
+                "pr": 296
+            }
+        ],
+        "timestamp": 1627572227
+    },
+    {
+        "version": "16.23.0",
+        "changes": [
+            {
+                "note": "ACryptoS",
+                "pr": 284
+            }
+        ],
+        "timestamp": 1626473497
+    },
+    {
+        "version": "16.22.0",
+        "changes": [
+            {
+                "note": "IronSwap",
+                "pr": 281
+            }
+        ],
+        "timestamp": 1626214787
+    },
+    {
+        "version": "16.21.0",
+        "changes": [
+            {
+                "note": "JetSwap",
+                "pr": 280
+            }
+        ],
+        "timestamp": 1625904026
+    },
+    {
+        "version": "16.20.0",
+        "changes": [
+            {
+                "note": "ShibaSwap",
+                "pr": 276
+            }
+        ],
+        "timestamp": 1625607277
+    },
+    {
+        "version": "16.19.1",
+        "changes": [
+            {
+                "note": "Fix LiquidityProvider fallback",
+                "pr": 272
+            }
+        ],
+        "timestamp": 1625544188
+    },
+    {
+        "version": "16.19.0",
+        "changes": [
+            {
+                "note": "Add LiquidityProvider to Polygon sources",
+                "pr": 270
+            }
+        ],
+        "timestamp": 1625190486
+    },
+    {
+        "version": "6.18.3",
+        "changes": [
+            {
+                "note": "Polygon Balance V2"
+            }
+        ],
+        "timestamp": 1624987208
+    },
     {
         "timestamp": 1624562704,
         "version": "6.18.2",

packages/asset-swapper/CHANGELOG.md

@@ -5,6 +5,38 @@ Edit the package's CHANGELOG.json file only.
 
 CHANGELOG
 
+## v16.23.1 - _July 29, 2021_
+
+    * Fix fill amount rounding error when covnerting fills to orders. (#296)
+
+## v16.23.0 - _July 16, 2021_
+
+    * ACryptoS (#284)
+
+## v16.22.0 - _July 13, 2021_
+
+    * IronSwap (#281)
+
+## v16.21.0 - _July 10, 2021_
+
+    * JetSwap (#280)
+
+## v16.20.0 - _July 6, 2021_
+
+    * ShibaSwap (#276)
+
+## v16.19.1 - _July 6, 2021_
+
+    * Fix LiquidityProvider fallback (#272)
+
+## v16.19.0 - _July 2, 2021_
+
+    * Add LiquidityProvider to Polygon sources (#270)
+
+## v6.18.3 - _June 29, 2021_
+
+    * Polygon Balance V2
+
 ## v6.18.2 - _June 24, 2021_
 
     * Dependencies updated

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

@@ -20,12 +20,20 @@
 pragma solidity ^0.6;
 pragma experimental ABIEncoderV2;
 
-interface IKyberDmmFactory {
+interface IKyberDmmPool {
 
-    function getPoolAtIndex(address token0, address token1, uint256 index)
+    function totalSupply()
         external
         view
-        returns (address);
+        returns (uint256);
+}
+
+interface IKyberDmmFactory {
+
+    function getPools(address token0, address token1)
+        external
+        view
+        returns (address[] memory _tokenPools);
 }
 
 interface IKyberDmmRouter {
@@ -140,17 +148,26 @@ contract KyberDmmSampler
         view
         returns (address[] memory pools)
     {
-        pools = new address[](path.length - 1);
         IKyberDmmFactory factory = IKyberDmmFactory(IKyberDmmRouter(router).factory());
+        pools = new address[](path.length - 1);
         for (uint256 i = 0; i < pools.length; i++) {
-            // Currently only supporting the first pool found at the index
+            // find the best pool
+            address[] memory allPools;
             try
-                factory.getPoolAtIndex
+                factory.getPools
                     {gas: KYBER_DMM_CALL_GAS}
-                    (path[i], path[i + 1], 0)
-                returns (address pool)
+                    (path[i], path[i + 1])
+                returns (address[] memory allPools)
             {
-                pools[i] = pool;
+                uint256 maxSupply = 0;
+                require(allPools.length >= 1, "KyberDMMSampler/NO_POOLS_FOUND");
+                for (uint256 j = 0; j < allPools.length; j++) {
+                    uint256 totalSupply = IKyberDmmPool(allPools[j]).totalSupply();
+                    if (totalSupply > maxSupply) {
+                        maxSupply = totalSupply;
+                        pools[i] = allPools[j];
+                    }
+                }
             } catch (bytes memory) {
                 return new address[](0);
             }

packages/asset-swapper/package.json

@@ -1,6 +1,6 @@
 {
     "name": "@0x/asset-swapper",
-    "version": "6.18.2",
+    "version": "16.23.1",
     "engines": {
         "node": ">=6.12"
     },

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

@@ -2,6 +2,7 @@ import { ChainId } from '@0x/contract-addresses';
 import { BigNumber, NULL_BYTES } from '@0x/utils';
 
 import {
+    ACRYPTOS_BSC_INFOS,
     APESWAP_ROUTER_BY_CHAIN_ID,
     BAKERYSWAP_ROUTER_BY_CHAIN_ID,
     BELT_BSC_INFOS,
@@ -18,6 +19,8 @@ import {
     ELLIPSIS_BSC_INFOS,
     FIREBIRDONESWAP_BSC_INFOS,
     FIREBIRDONESWAP_POLYGON_INFOS,
+    IRONSWAP_POLYGON_INFOS,
+    JETSWAP_ROUTER_BY_CHAIN_ID,
     JULSWAP_ROUTER_BY_CHAIN_ID,
     KYBER_BANNED_RESERVES,
     KYBER_BRIDGED_LIQUIDITY_PREFIX,
@@ -32,6 +35,7 @@ import {
     QUICKSWAP_ROUTER_BY_CHAIN_ID,
     SADDLE_MAINNET_INFOS,
     SHELL_POOLS_BY_CHAIN_ID,
+    SHIBASWAP_ROUTER_BY_CHAIN_ID,
     SMOOTHY_BSC_INFOS,
     SMOOTHY_MAINNET_INFOS,
     SNOWSWAP_MAINNET_INFOS,
@@ -284,6 +288,19 @@ export function getSaddleInfosForPair(chainId: ChainId, takerToken: string, make
     );
 }
 
+export function getIronSwapInfosForPair(chainId: ChainId, takerToken: string, makerToken: string): CurveInfo[] {
+    if (chainId !== ChainId.Polygon) {
+        return [];
+    }
+    return Object.values(IRONSWAP_POLYGON_INFOS).filter(c =>
+        [makerToken, takerToken].every(
+            t =>
+                (c.tokens.includes(t) && c.metaTokens === undefined) ||
+                (c.tokens.includes(t) && [makerToken, takerToken].filter(v => c.metaTokens?.includes(v)).length > 0),
+        ),
+    );
+}
+
 export function getXSigmaInfosForPair(chainId: ChainId, takerToken: string, makerToken: string): CurveInfo[] {
     if (chainId !== ChainId.Mainnet) {
         return [];
@@ -297,6 +314,19 @@ export function getXSigmaInfosForPair(chainId: ChainId, takerToken: string, make
     );
 }
 
+export function getAcryptosInfosForPair(chainId: ChainId, takerToken: string, makerToken: string): CurveInfo[] {
+    if (chainId !== ChainId.BSC) {
+        return [];
+    }
+    return Object.values(ACRYPTOS_BSC_INFOS).filter(c =>
+        [makerToken, takerToken].every(
+            t =>
+                (c.tokens.includes(t) && c.metaTokens === undefined) ||
+                (c.tokens.includes(t) && [makerToken, takerToken].filter(v => c.metaTokens?.includes(v)).length > 0),
+        ),
+    );
+}
+
 export function getShellLikeInfosForPair(
     chainId: ChainId,
     takerToken: string,
@@ -334,8 +364,10 @@ export function getCurveLikeInfosForPair(
         | ERC20BridgeSource.Ellipsis
         | ERC20BridgeSource.Smoothy
         | ERC20BridgeSource.Saddle
+        | ERC20BridgeSource.IronSwap
         | ERC20BridgeSource.XSigma
-        | ERC20BridgeSource.FirebirdOneSwap,
+        | ERC20BridgeSource.FirebirdOneSwap
+        | ERC20BridgeSource.ACryptos,
 ): CurveDetailedInfo[] {
     let pools: CurveInfo[] = [];
     switch (source) {
@@ -372,6 +404,12 @@ export function getCurveLikeInfosForPair(
         case ERC20BridgeSource.FirebirdOneSwap:
             pools = getFirebirdOneSwapInfosForPair(chainId, takerToken, makerToken);
             break;
+        case ERC20BridgeSource.IronSwap:
+            pools = getIronSwapInfosForPair(chainId, takerToken, makerToken);
+            break;
+        case ERC20BridgeSource.ACryptos:
+            pools = getAcryptosInfosForPair(chainId, takerToken, makerToken);
+            break;
         default:
             throw new Error(`Unknown Curve like source ${source}`);
     }
@@ -399,7 +437,9 @@ export function uniswapV2LikeRouterAddress(
         | ERC20BridgeSource.ComethSwap
         | ERC20BridgeSource.Dfyn
         | ERC20BridgeSource.WaultSwap
-        | ERC20BridgeSource.Polydex,
+        | ERC20BridgeSource.Polydex
+        | ERC20BridgeSource.ShibaSwap
+        | ERC20BridgeSource.JetSwap,
 ): string {
     switch (source) {
         case ERC20BridgeSource.UniswapV2:
@@ -432,6 +472,10 @@ export function uniswapV2LikeRouterAddress(
             return WAULTSWAP_ROUTER_BY_CHAIN_ID[chainId];
         case ERC20BridgeSource.Polydex:
             return POLYDEX_ROUTER_BY_CHAIN_ID[chainId];
+        case ERC20BridgeSource.ShibaSwap:
+            return SHIBASWAP_ROUTER_BY_CHAIN_ID[chainId];
+        case ERC20BridgeSource.JetSwap:
+            return JETSWAP_ROUTER_BY_CHAIN_ID[chainId];
         default:
             throw new Error(`Unknown UniswapV2 like source ${source}`);
     }

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

@@ -97,6 +97,7 @@ export const SELL_SOURCE_FILTER_BY_CHAIN_ID = valueByChainId<SourceFilters>(
             ERC20BridgeSource.XSigma,
             ERC20BridgeSource.UniswapV3,
             ERC20BridgeSource.CurveV2,
+            ERC20BridgeSource.ShibaSwap,
         ]),
         [ChainId.Ropsten]: new SourceFilters([
             ERC20BridgeSource.Kyber,
@@ -131,6 +132,8 @@ export const SELL_SOURCE_FILTER_BY_CHAIN_ID = valueByChainId<SourceFilters>(
             ERC20BridgeSource.LiquidityProvider,
             ERC20BridgeSource.WaultSwap,
             ERC20BridgeSource.FirebirdOneSwap,
+            ERC20BridgeSource.JetSwap,
+            ERC20BridgeSource.ACryptos,
         ]),
         [ChainId.Polygon]: new SourceFilters([
             ERC20BridgeSource.SushiSwap,
@@ -146,6 +149,12 @@ export const SELL_SOURCE_FILTER_BY_CHAIN_ID = valueByChainId<SourceFilters>(
             ERC20BridgeSource.Polydex,
             ERC20BridgeSource.ApeSwap,
             ERC20BridgeSource.FirebirdOneSwap,
+            ERC20BridgeSource.BalancerV2,
+            ERC20BridgeSource.KyberDmm,
+            ERC20BridgeSource.LiquidityProvider,
+            ERC20BridgeSource.MultiHop,
+            ERC20BridgeSource.JetSwap,
+            ERC20BridgeSource.IronSwap,
         ]),
     },
     new SourceFilters([]),
@@ -188,6 +197,7 @@ export const BUY_SOURCE_FILTER_BY_CHAIN_ID = valueByChainId<SourceFilters>(
             ERC20BridgeSource.XSigma,
             ERC20BridgeSource.UniswapV3,
             ERC20BridgeSource.CurveV2,
+            ERC20BridgeSource.ShibaSwap,
         ]),
         [ChainId.Ropsten]: new SourceFilters([
             ERC20BridgeSource.Kyber,
@@ -222,6 +232,8 @@ export const BUY_SOURCE_FILTER_BY_CHAIN_ID = valueByChainId<SourceFilters>(
             ERC20BridgeSource.LiquidityProvider,
             ERC20BridgeSource.WaultSwap,
             ERC20BridgeSource.FirebirdOneSwap,
+            ERC20BridgeSource.JetSwap,
+            ERC20BridgeSource.ACryptos,
         ]),
         [ChainId.Polygon]: new SourceFilters([
             ERC20BridgeSource.SushiSwap,
@@ -237,6 +249,12 @@ export const BUY_SOURCE_FILTER_BY_CHAIN_ID = valueByChainId<SourceFilters>(
             ERC20BridgeSource.Polydex,
             ERC20BridgeSource.ApeSwap,
             ERC20BridgeSource.FirebirdOneSwap,
+            ERC20BridgeSource.BalancerV2,
+            ERC20BridgeSource.KyberDmm,
+            ERC20BridgeSource.LiquidityProvider,
+            ERC20BridgeSource.MultiHop,
+            ERC20BridgeSource.JetSwap,
+            ERC20BridgeSource.IronSwap,
         ]),
     },
     new SourceFilters([]),
@@ -343,6 +361,7 @@ export const MAINNET_TOKENS = {
     crETH: '0xcbc1065255cbc3ab41a6868c22d1f1c573ab89fd',
     ankrETH: '0xe95a203b1a91a908f9b9ce46459d101078c2c3cb',
     vETH: '0x898bad2774eb97cf6b94605677f43b41871410b1',
+    alETH: '0x0100546f2cd4c9d97f798ffc9755e47865ff7ee6',
     HT: '0x6f259637dcD74C767781E37Bc6133cd6A68aa161',
     // Mirror Protocol
     UST: '0xa47c8bf37f92abed4a126bda807a7b7498661acd',
@@ -353,6 +372,7 @@ export const MAINNET_TOKENS = {
     alUSD: '0xbc6da0fe9ad5f3b0d58160288917aa56653660e9',
     FRAX: '0x853d955acef822db058eb8505911ed77f175b99e',
     LUSD: '0x5f98805a4e8be255a32880fdec7f6728c6568ba0',
+    FEI: '0x956f47f50a910163d8bf957cf5846d573e7f87ca',
 };
 
 export const BSC_TOKENS = {
@@ -363,8 +383,12 @@ export const BSC_TOKENS = {
     DAI: '0x1af3f329e8be154074d8769d1ffa4ee058b1dbc3',
     PAX: '0xb7f8cd00c5a06c0537e2abff0b58033d02e5e094',
     UST: '0x23396cf899ca06c4472205fc903bdb4de249d6fc',
+    VAI: '0x4bd17003473389a42daf6a0a729f6fdb328bbbd7',
     WEX: '0xa9c41a46a6b3531d28d5c32f6633dd2ff05dfb90',
     WETH: '0x2170ed0880ac9a755fd29b2688956bd959f933f8',
+    BTCB: '0x7130d2a12b9bcbfae4f2634d864a1ee1ce3ead9c',
+    renBTC: '0xfce146bf3146100cfe5db4129cf6c82b0ef4ad8c',
+    pBTC: '0xed28a457a5a76596ac48d87c0f577020f6ea1c4c',
 };
 
 export const POLYGON_TOKENS = {
@@ -461,6 +485,12 @@ export const SMOOTHY_POOLS = {
 export const SADDLE_POOLS = {
     stables: '0x3911f80530595fbd01ab1516ab61255d75aeb066',
     bitcoins: '0x4f6a43ad7cba042606decaca730d4ce0a57ac62e',
+    alETH: '0xa6018520eaacc06c30ff2e1b3ee2c7c22e64196a',
+    d4: '0xc69ddcd4dfef25d8a793241834d4cc4b3668ead6',
+};
+
+export const IRONSWAP_POOLS = {
+    is3usd: '0x837503e8a8753ae17fb8c8151b8e6f586defcb57',
 };
 
 export const NERVE_POOLS = {
@@ -487,6 +517,13 @@ export const FIREBIRDONESWAP_POLYGON_POOLS = {
     oneswap: '0x01c9475dbd36e46d1961572c8de24b74616bae9e',
 };
 
+export const ACRYPTOS_POOLS = {
+    acs4usd: '0xb3f0c9ea1f05e312093fdb031e789a756659b0ac',
+    acs4vai: '0x191409d5a4effe25b0f4240557ba2192d18a191e',
+    acs4ust: '0x99c92765efc472a9709ced86310d64c4573c4b77',
+    acs3btc: '0xbe7caa236544d1b9a0e7f91e94b9f5bfd3b5ca81',
+};
+
 export const DEFAULT_INTERMEDIATE_TOKENS_BY_CHAIN_ID = valueByChainId<string[]>(
     {
         [ChainId.Mainnet]: [
@@ -517,10 +554,6 @@ export const DEFAULT_INTERMEDIATE_TOKENS_BY_CHAIN_ID = valueByChainId<string[]>(
             POLYGON_TOKENS.DAI,
             POLYGON_TOKENS.USDT,
             POLYGON_TOKENS.WBTC,
-            POLYGON_TOKENS.QUICK,
-            POLYGON_TOKENS.DFYN,
-            POLYGON_TOKENS.BANANA,
-            POLYGON_TOKENS.WEXPOLY,
         ],
     },
     [],
@@ -926,6 +959,36 @@ export const SADDLE_MAINNET_INFOS: { [name: string]: CurveInfo } = {
         metaTokens: undefined,
         gasSchedule: 150e3,
     },
+    [SADDLE_POOLS.alETH]: {
+        exchangeFunctionSelector: CurveFunctionSelectors.swap,
+        sellQuoteFunctionSelector: CurveFunctionSelectors.calculateSwap,
+        buyQuoteFunctionSelector: CurveFunctionSelectors.None,
+        poolAddress: SADDLE_POOLS.alETH,
+        tokens: [MAINNET_TOKENS.WETH, MAINNET_TOKENS.alETH, MAINNET_TOKENS.sETH],
+        metaTokens: undefined,
+        gasSchedule: 200e3,
+    },
+    [SADDLE_POOLS.d4]: {
+        exchangeFunctionSelector: CurveFunctionSelectors.swap,
+        sellQuoteFunctionSelector: CurveFunctionSelectors.calculateSwap,
+        buyQuoteFunctionSelector: CurveFunctionSelectors.None,
+        poolAddress: SADDLE_POOLS.d4,
+        tokens: [MAINNET_TOKENS.alUSD, MAINNET_TOKENS.FEI, MAINNET_TOKENS.FRAX, MAINNET_TOKENS.LUSD],
+        metaTokens: undefined,
+        gasSchedule: 150e3,
+    },
+};
+
+export const IRONSWAP_POLYGON_INFOS: { [name: string]: CurveInfo } = {
+    [IRONSWAP_POOLS.is3usd]: {
+        exchangeFunctionSelector: CurveFunctionSelectors.swap,
+        sellQuoteFunctionSelector: CurveFunctionSelectors.calculateSwap,
+        buyQuoteFunctionSelector: CurveFunctionSelectors.None,
+        poolAddress: IRONSWAP_POOLS.is3usd,
+        tokens: [POLYGON_TOKENS.USDC, POLYGON_TOKENS.USDT, POLYGON_TOKENS.DAI],
+        metaTokens: undefined,
+        gasSchedule: 150e3,
+    },
 };
 
 export const SMOOTHY_MAINNET_INFOS: { [name: string]: CurveInfo } = {
@@ -997,6 +1060,44 @@ export const FIREBIRDONESWAP_POLYGON_INFOS: { [name: string]: CurveInfo } = {
     },
 };
 
+const ACRYPTOS_ACS4USD_POOL_BSC_TOKENS = [BSC_TOKENS.BUSD, BSC_TOKENS.USDT, BSC_TOKENS.DAI, BSC_TOKENS.USDC];
+
+const createAcryptosMetaUsdPool = (info: { tokens: string[]; pool: string; gasSchedule: number }) => ({
+    exchangeFunctionSelector: CurveFunctionSelectors.exchange_underlying,
+    sellQuoteFunctionSelector: CurveFunctionSelectors.get_dy_underlying,
+    buyQuoteFunctionSelector: CurveFunctionSelectors.None,
+    tokens: [...info.tokens, ...ACRYPTOS_ACS4USD_POOL_BSC_TOKENS],
+    metaTokens: info.tokens,
+    poolAddress: info.pool,
+    gasSchedule: info.gasSchedule,
+});
+
+export const ACRYPTOS_BSC_INFOS: { [name: string]: CurveInfo } = {
+    [ACRYPTOS_POOLS.acs4usd]: createCurveExchangePool({
+        tokens: ACRYPTOS_ACS4USD_POOL_BSC_TOKENS,
+        pool: ACRYPTOS_POOLS.acs4usd,
+        gasSchedule: 145e3,
+    }),
+
+    [ACRYPTOS_POOLS.acs4vai]: createAcryptosMetaUsdPool({
+        tokens: [BSC_TOKENS.VAI],
+        pool: ACRYPTOS_POOLS.acs4vai,
+        gasSchedule: 300e3,
+    }),
+
+    [ACRYPTOS_POOLS.acs4ust]: createAcryptosMetaUsdPool({
+        tokens: [BSC_TOKENS.UST],
+        pool: ACRYPTOS_POOLS.acs4ust,
+        gasSchedule: 300e3,
+    }),
+
+    [ACRYPTOS_POOLS.acs3btc]: createCurveExchangePool({
+        tokens: [BSC_TOKENS.BTCB, BSC_TOKENS.renBTC, BSC_TOKENS.pBTC],
+        pool: ACRYPTOS_POOLS.acs3btc,
+        gasSchedule: 145e3,
+    }),
+};
+
 /**
  * Kyber reserve prefixes
  * 0xff Fed price reserve
@@ -1090,6 +1191,13 @@ export const LINKSWAP_ROUTER_BY_CHAIN_ID = valueByChainId<string>(
     NULL_ADDRESS,
 );
 
+export const SHIBASWAP_ROUTER_BY_CHAIN_ID = valueByChainId<string>(
+    {
+        [ChainId.Mainnet]: '0x03f7724180aa6b939894b5ca4314783b0b36b329',
+    },
+    NULL_ADDRESS,
+);
+
 export const MSTABLE_POOLS_BY_CHAIN_ID = valueByChainId(
     {
         [ChainId.Mainnet]: {
@@ -1135,6 +1243,7 @@ export const OASIS_ROUTER_BY_CHAIN_ID = valueByChainId<string>(
 export const KYBER_DMM_ROUTER_BY_CHAIN_ID = valueByChainId<string>(
     {
         [ChainId.Mainnet]: '0x1c87257f5e8609940bc751a07bb085bb7f8cdbe6',
+        [ChainId.Polygon]: '0x546c79662e028b661dfb4767664d0273184e4dd1',
     },
     NULL_ADDRESS,
 );
@@ -1283,6 +1392,7 @@ export const COMPONENT_POOLS_BY_CHAIN_ID = valueByChainId(
 export const BALANCER_V2_VAULT_ADDRESS_BY_CHAIN = valueByChainId<string>(
     {
         [ChainId.Mainnet]: '0xba12222222228d8ba445958a75a0704d566bf2c8',
+        [ChainId.Polygon]: '0xba12222222228d8ba445958a75a0704d566bf2c8',
     },
     NULL_ADDRESS,
 );
@@ -1303,7 +1413,13 @@ export const LIDO_INFO_BY_CHAIN = valueByChainId<LidoInfo>(
 export const BALANCER_SUBGRAPH_URL = 'https://api.thegraph.com/subgraphs/name/balancer-labs/balancer';
 export const BALANCER_TOP_POOLS_FETCHED = 250;
 export const BALANCER_MAX_POOLS_FETCHED = 3;
-export const BALANCER_V2_SUBGRAPH_URL = 'https://api.thegraph.com/subgraphs/name/balancer-labs/balancer-v2';
+
+export const BALANCER_V2_SUBGRAPH_URL_BY_CHAIN = valueByChainId<string>(
+    {
+        [ChainId.Polygon]: 'https://api.thegraph.com/subgraphs/name/balancer-labs/balancer-polygon-v2',
+    },
+    'https://api.thegraph.com/subgraphs/name/balancer-labs/balancer-v2',
+);
 
 export const UNISWAPV3_CONFIG_BY_CHAIN_ID = valueByChainId(
     {
@@ -1411,6 +1527,14 @@ export const POLYDEX_ROUTER_BY_CHAIN_ID = valueByChainId<string>(
     NULL_ADDRESS,
 );
 
+export const JETSWAP_ROUTER_BY_CHAIN_ID = valueByChainId<string>(
+    {
+        [ChainId.BSC]: '0xbe65b8f75b9f20f4c522e0067a3887fada714800',
+        [ChainId.Polygon]: '0x5c6ec38fb0e2609672bdf628b1fd605a523e5923',
+    },
+    NULL_ADDRESS,
+);
+
 const uniswapV2CloneGasSchedule = (fillData?: FillData) => {
     // TODO: Different base cost if to/from ETH.
     let gas = 90e3;
@@ -1453,6 +1577,7 @@ export const DEFAULT_GAS_SCHEDULE: Required<FeeSchedule> = {
     [ERC20BridgeSource.Ellipsis]: fillData => (fillData as CurveFillData).pool.gasSchedule,
     [ERC20BridgeSource.Smoothy]: fillData => (fillData as CurveFillData).pool.gasSchedule,
     [ERC20BridgeSource.Saddle]: fillData => (fillData as CurveFillData).pool.gasSchedule,
+    [ERC20BridgeSource.IronSwap]: fillData => (fillData as CurveFillData).pool.gasSchedule,
     [ERC20BridgeSource.XSigma]: fillData => (fillData as CurveFillData).pool.gasSchedule,
     [ERC20BridgeSource.FirebirdOneSwap]: fillData => (fillData as CurveFillData).pool.gasSchedule,
     [ERC20BridgeSource.MultiBridge]: () => 350e3,
@@ -1460,6 +1585,7 @@ export const DEFAULT_GAS_SCHEDULE: Required<FeeSchedule> = {
     [ERC20BridgeSource.SushiSwap]: uniswapV2CloneGasSchedule,
     [ERC20BridgeSource.CryptoCom]: uniswapV2CloneGasSchedule,
     [ERC20BridgeSource.Linkswap]: uniswapV2CloneGasSchedule,
+    [ERC20BridgeSource.ShibaSwap]: uniswapV2CloneGasSchedule,
     [ERC20BridgeSource.Balancer]: () => 120e3,
     [ERC20BridgeSource.BalancerV2]: () => 100e3,
     [ERC20BridgeSource.Cream]: () => 120e3,
@@ -1526,6 +1652,7 @@ export const DEFAULT_GAS_SCHEDULE: Required<FeeSchedule> = {
     [ERC20BridgeSource.CheeseSwap]: uniswapV2CloneGasSchedule,
     [ERC20BridgeSource.JulSwap]: uniswapV2CloneGasSchedule,
     [ERC20BridgeSource.WaultSwap]: uniswapV2CloneGasSchedule,
+    [ERC20BridgeSource.ACryptos]: fillData => (fillData as CurveFillData).pool.gasSchedule,
 
     //
     // Polygon
@@ -1534,6 +1661,7 @@ export const DEFAULT_GAS_SCHEDULE: Required<FeeSchedule> = {
     [ERC20BridgeSource.ComethSwap]: uniswapV2CloneGasSchedule,
     [ERC20BridgeSource.Dfyn]: uniswapV2CloneGasSchedule,
     [ERC20BridgeSource.Polydex]: uniswapV2CloneGasSchedule,
+    [ERC20BridgeSource.JetSwap]: uniswapV2CloneGasSchedule,
 };
 
 export const DEFAULT_FEE_SCHEDULE: Required<FeeSchedule> = { ...DEFAULT_GAS_SCHEDULE };

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

@@ -172,6 +172,14 @@ export function getErc20BridgeSourceToBridgeSource(source: ERC20BridgeSource): s
             return encodeBridgeSourceId(BridgeProtocol.Nerve, 'FirebirdOneSwap');
         case ERC20BridgeSource.Lido:
             return encodeBridgeSourceId(BridgeProtocol.Lido, 'Lido');
+        case ERC20BridgeSource.ShibaSwap:
+            return encodeBridgeSourceId(BridgeProtocol.UniswapV2, 'ShibaSwap');
+        case ERC20BridgeSource.JetSwap:
+            return encodeBridgeSourceId(BridgeProtocol.UniswapV2, 'JetSwap');
+        case ERC20BridgeSource.IronSwap:
+            return encodeBridgeSourceId(BridgeProtocol.Nerve, 'IronSwap');
+        case ERC20BridgeSource.ACryptos:
+            return encodeBridgeSourceId(BridgeProtocol.Curve, 'ACryptoS');
         default:
             throw new Error(AggregationError.NoBridgeForSource);
     }
@@ -204,6 +212,8 @@ export function createBridgeDataForBridgeOrder(order: OptimizedMarketBridgeOrder
         case ERC20BridgeSource.Saddle:
         case ERC20BridgeSource.XSigma:
         case ERC20BridgeSource.FirebirdOneSwap:
+        case ERC20BridgeSource.IronSwap:
+        case ERC20BridgeSource.ACryptos:
             const curveFillData = (order as OptimizedMarketBridgeOrder<CurveFillData>).fillData;
             bridgeData = encoder.encode([
                 curveFillData.pool.poolAddress,
@@ -242,6 +252,8 @@ export function createBridgeDataForBridgeOrder(order: OptimizedMarketBridgeOrder
         case ERC20BridgeSource.Dfyn:
         case ERC20BridgeSource.WaultSwap:
         case ERC20BridgeSource.Polydex:
+        case ERC20BridgeSource.ShibaSwap:
+        case ERC20BridgeSource.JetSwap:
             const uniswapV2FillData = (order as OptimizedMarketBridgeOrder<UniswapV2FillData>).fillData;
             bridgeData = encoder.encode([uniswapV2FillData.router, uniswapV2FillData.tokenAddressPath]);
             break;
@@ -421,12 +433,15 @@ export const BRIDGE_ENCODERS: {
     [ERC20BridgeSource.Saddle]: curveEncoder,
     [ERC20BridgeSource.XSigma]: curveEncoder,
     [ERC20BridgeSource.FirebirdOneSwap]: curveEncoder,
+    [ERC20BridgeSource.IronSwap]: curveEncoder,
+    [ERC20BridgeSource.ACryptos]: curveEncoder,
     // UniswapV2 like, (router, address[])
     [ERC20BridgeSource.Bancor]: routerAddressPathEncoder,
     [ERC20BridgeSource.UniswapV2]: routerAddressPathEncoder,
     [ERC20BridgeSource.SushiSwap]: routerAddressPathEncoder,
     [ERC20BridgeSource.CryptoCom]: routerAddressPathEncoder,
     [ERC20BridgeSource.Linkswap]: routerAddressPathEncoder,
+    [ERC20BridgeSource.ShibaSwap]: routerAddressPathEncoder,
     // BSC
     [ERC20BridgeSource.PancakeSwap]: routerAddressPathEncoder,
     [ERC20BridgeSource.PancakeSwapV2]: routerAddressPathEncoder,
@@ -441,6 +456,7 @@ export const BRIDGE_ENCODERS: {
     [ERC20BridgeSource.ComethSwap]: routerAddressPathEncoder,
     [ERC20BridgeSource.Dfyn]: routerAddressPathEncoder,
     [ERC20BridgeSource.Polydex]: routerAddressPathEncoder,
+    [ERC20BridgeSource.JetSwap]: routerAddressPathEncoder,
     // Generic pools
     [ERC20BridgeSource.Shell]: poolEncoder,
     [ERC20BridgeSource.Component]: poolEncoder,
@@ -464,9 +480,9 @@ export const BRIDGE_ENCODERS: {
 function getFillTokenAmounts(fill: CollapsedFill, side: MarketOperation): [BigNumber, BigNumber] {
     return [
         // Maker asset amount.
-        side === MarketOperation.Sell ? fill.output : fill.input,
+        side === MarketOperation.Sell ? fill.output.integerValue(BigNumber.ROUND_DOWN) : fill.input,
         // Taker asset amount.
-        side === MarketOperation.Sell ? fill.input : fill.output,
+        side === MarketOperation.Sell ? fill.input : fill.output.integerValue(BigNumber.ROUND_UP),
     ];
 }
 

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

@@ -78,6 +78,11 @@ export class Path {
         return this;
     }
 
+    /**
+     * Add a fallback path to the current path
+     * Fallback must contain exclusive fills that are
+     * not present in this path
+     */
     public addFallback(fallback: Path): this {
         // If the last fill is Native and penultimate is not, then the intention was to partial fill
         // In this case we drop it entirely as we can't handle a failure at the end and we don't
@@ -93,7 +98,16 @@ export class Path {
         // an additional protocol fee. I.e [Uniswap,Native,Kyber] becomes [Native,Uniswap,Kyber]
         // In the previous step we dropped any hanging Native partial fills, as to not fully fill
         const nativeFills = this.fills.filter(f => f.source === ERC20BridgeSource.Native);
-        this.fills = [...nativeFills.filter(f => f !== lastNativeFillIfExists), ...fallback.fills];
+        const otherFills = this.fills.filter(f => f.source !== ERC20BridgeSource.Native);
+        const otherSourcePathIds = otherFills.map(f => f.sourcePathId);
+        this.fills = [
+            // Append all of the native fills first
+            ...nativeFills.filter(f => f !== lastNativeFillIfExists),
+            // Add the other fills that are not native in the optimal path
+            ...otherFills,
+            // Add the fallbacks to the end that aren't already included
+            ...fallback.fills.filter(f => !otherSourcePathIds.includes(f.sourcePathId)),
+        ];
         // Recompute the source flags
         this.sourceFlags = this.fills.reduce((flags, fill) => flags | fill.flags, BigInt(0));
         return this;

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

@@ -1,3 +1,4 @@
+import { ChainId } from '@0x/contract-addresses';
 import { BigNumber } from '@0x/utils';
 // import { parsePoolData } from '@balancer-labs'; // TODO - upgrade to v2
 import { Pool } from '@balancer-labs/sor/dist/types';
@@ -5,7 +6,11 @@ import { gql, request } from 'graphql-request';
 
 import { DEFAULT_WARNING_LOGGER } from '../../../constants';
 import { LogFunction } from '../../../types';
-import { BALANCER_MAX_POOLS_FETCHED, BALANCER_TOP_POOLS_FETCHED, BALANCER_V2_SUBGRAPH_URL } from '../constants';
+import {
+    BALANCER_MAX_POOLS_FETCHED,
+    BALANCER_TOP_POOLS_FETCHED,
+    BALANCER_V2_SUBGRAPH_URL_BY_CHAIN,
+} from '../constants';
 
 import { parsePoolData } from './balancer_sor_v2';
 import { CacheValue, PoolsCache } from './pools_cache';
@@ -45,7 +50,8 @@ export class BalancerV2PoolsCache extends PoolsCache {
     }
 
     constructor(
-        private readonly subgraphUrl: string = BALANCER_V2_SUBGRAPH_URL,
+        chainId: ChainId,
+        private readonly subgraphUrl: string = BALANCER_V2_SUBGRAPH_URL_BY_CHAIN[chainId],
         private readonly maxPoolsFetched: number = BALANCER_MAX_POOLS_FETCHED,
         private readonly _topPoolsFetched: number = BALANCER_TOP_POOLS_FETCHED,
         private readonly _warningLogger: LogFunction = DEFAULT_WARNING_LOGGER,

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

@@ -122,7 +122,7 @@ export class SamplerOperations {
         this.poolsCaches = poolsCaches
             ? poolsCaches
             : {
-                  [ERC20BridgeSource.BalancerV2]: new BalancerV2PoolsCache(),
+                  [ERC20BridgeSource.BalancerV2]: new BalancerV2PoolsCache(chainId),
                   [ERC20BridgeSource.Balancer]: new BalancerPoolsCache(),
                   [ERC20BridgeSource.Cream]: new CreamPoolsCache(),
               };
@@ -1229,6 +1229,8 @@ export class SamplerOperations {
                     case ERC20BridgeSource.Dfyn:
                     case ERC20BridgeSource.WaultSwap:
                     case ERC20BridgeSource.Polydex:
+                    case ERC20BridgeSource.ShibaSwap:
+                    case ERC20BridgeSource.JetSwap:
                         const uniLikeRouter = uniswapV2LikeRouterAddress(this.chainId, source);
                         if (!isValidAddress(uniLikeRouter)) {
                             return [];
@@ -1263,6 +1265,8 @@ export class SamplerOperations {
                     case ERC20BridgeSource.Saddle:
                     case ERC20BridgeSource.XSigma:
                     case ERC20BridgeSource.FirebirdOneSwap:
+                    case ERC20BridgeSource.IronSwap:
+                    case ERC20BridgeSource.ACryptos:
                         return getCurveLikeInfosForPair(this.chainId, takerToken, makerToken, source).map(pool =>
                             this.getCurveSellQuotes(
                                 pool,
@@ -1499,6 +1503,8 @@ export class SamplerOperations {
                     case ERC20BridgeSource.Dfyn:
                     case ERC20BridgeSource.WaultSwap:
                     case ERC20BridgeSource.Polydex:
+                    case ERC20BridgeSource.ShibaSwap:
+                    case ERC20BridgeSource.JetSwap:
                         const uniLikeRouter = uniswapV2LikeRouterAddress(this.chainId, source);
                         if (!isValidAddress(uniLikeRouter)) {
                             return [];
@@ -1533,6 +1539,8 @@ export class SamplerOperations {
                     case ERC20BridgeSource.Saddle:
                     case ERC20BridgeSource.XSigma:
                     case ERC20BridgeSource.FirebirdOneSwap:
+                    case ERC20BridgeSource.IronSwap:
+                    case ERC20BridgeSource.ACryptos:
                         return getCurveLikeInfosForPair(this.chainId, takerToken, makerToken, source).map(pool =>
                             this.getCurveBuyQuotes(
                                 pool,

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

@@ -68,6 +68,7 @@ export enum ERC20BridgeSource {
     UniswapV3 = 'Uniswap_V3',
     CurveV2 = 'Curve_V2',
     Lido = 'Lido',
+    ShibaSwap = 'ShibaSwap',
     // BSC only
     PancakeSwap = 'PancakeSwap',
     PancakeSwapV2 = 'PancakeSwap_V2',
@@ -79,6 +80,7 @@ export enum ERC20BridgeSource {
     CafeSwap = 'CafeSwap',
     CheeseSwap = 'CheeseSwap',
     JulSwap = 'JulSwap',
+    ACryptos = 'ACryptoS',
     // Polygon only
     QuickSwap = 'QuickSwap',
     ComethSwap = 'ComethSwap',
@@ -86,6 +88,8 @@ export enum ERC20BridgeSource {
     WaultSwap = 'WaultSwap',
     Polydex = 'Polydex',
     FirebirdOneSwap = 'FirebirdOneSwap',
+    JetSwap = 'JetSwap',
+    IronSwap = 'IronSwap',
 }
 export type SourcesWithPoolsCache = ERC20BridgeSource.Balancer | ERC20BridgeSource.BalancerV2 | ERC20BridgeSource.Cream;
 

packages/asset-swapper/src/utils/quote_requestor.ts

@@ -29,6 +29,7 @@ import { RfqMakerBlacklist } from './rfq_maker_blacklist';
 
 const MAKER_TIMEOUT_STREAK_LENGTH = 10;
 const MAKER_TIMEOUT_BLACKLIST_DURATION_MINUTES = 10;
+const FILL_RATIO_WARNING_LEVEL = 0.99;
 const rfqMakerBlacklist = new RfqMakerBlacklist(MAKER_TIMEOUT_STREAK_LENGTH, MAKER_TIMEOUT_BLACKLIST_DURATION_MINUTES);
 
 interface RfqQuote<T> {
@@ -563,6 +564,22 @@ export class QuoteRequestor {
                 this._warningLogger(order, 'Expiry too soon in RFQ-T firm quote, filtering out');
                 return false;
             } else {
+                const takerAmount = new BigNumber(order.takerAmount);
+                const fillRatio = takerAmount.div(assetFillAmount);
+                if (fillRatio.lt(1) && fillRatio.gte(FILL_RATIO_WARNING_LEVEL)) {
+                    this._warningLogger(
+                        {
+                            makerUri: result.makerUri,
+                            fillRatio,
+                            assetFillAmount,
+                            takerToken,
+                            makerToken,
+                            takerAmount: order.takerAmount,
+                            makerAmount: order.makerAmount,
+                        },
+                        'Fill ratio in warning range',
+                    );
+                }
                 return true;
             }
         });

packages/asset-swapper/test/path_test.ts

@@ -0,0 +1,86 @@
+import { expect } from '@0x/contracts-test-utils';
+import { BigNumber } from '@0x/utils';
+
+import { MarketOperation } from '../src/types';
+import { Path } from '../src/utils/market_operation_utils/path';
+import { ERC20BridgeSource, Fill } from '../src/utils/market_operation_utils/types';
+
+const createFill = (
+    source: ERC20BridgeSource,
+    input: BigNumber = new BigNumber(100),
+    output: BigNumber = new BigNumber(100),
+): Fill =>
+    // tslint:disable-next-line: no-object-literal-type-assertion
+    ({
+        source,
+        input,
+        output,
+        adjustedOutput: output,
+        flags: BigInt(0),
+        sourcePathId: source,
+    } as Fill);
+
+describe('Path', () => {
+    it('Adds a fallback', () => {
+        const targetInput = new BigNumber(100);
+        const path = Path.create(
+            MarketOperation.Sell,
+            [createFill(ERC20BridgeSource.Native), createFill(ERC20BridgeSource.Native)],
+            targetInput,
+        );
+        const fallback = Path.create(MarketOperation.Sell, [createFill(ERC20BridgeSource.Uniswap)], targetInput);
+        path.addFallback(fallback);
+        const sources = path.fills.map(f => f.source);
+        expect(sources).to.deep.eq([ERC20BridgeSource.Native, ERC20BridgeSource.Native, ERC20BridgeSource.Uniswap]);
+    });
+
+    it('Adds a fallback with LiquidityProvider', () => {
+        const targetInput = new BigNumber(100);
+        const path = Path.create(
+            MarketOperation.Sell,
+            [createFill(ERC20BridgeSource.Native), createFill(ERC20BridgeSource.LiquidityProvider)],
+            targetInput,
+        );
+        const fallback = Path.create(MarketOperation.Sell, [createFill(ERC20BridgeSource.Uniswap)], targetInput);
+        path.addFallback(fallback);
+        const sources = path.fills.map(f => f.source);
+        expect(sources).to.deep.eq([
+            ERC20BridgeSource.Native,
+            ERC20BridgeSource.LiquidityProvider,
+            ERC20BridgeSource.Uniswap,
+        ]);
+    });
+
+    it('Removes partial Native orders', () => {
+        const targetInput = new BigNumber(100);
+        const path = Path.create(
+            MarketOperation.Sell,
+            [
+                createFill(ERC20BridgeSource.Uniswap),
+                createFill(ERC20BridgeSource.LiquidityProvider),
+                createFill(ERC20BridgeSource.Native),
+            ],
+            targetInput,
+        );
+        const fallback = Path.create(MarketOperation.Sell, [createFill(ERC20BridgeSource.Kyber)], targetInput);
+        path.addFallback(fallback);
+        const sources = path.fills.map(f => f.source);
+        expect(sources).to.deep.eq([
+            ERC20BridgeSource.Uniswap,
+            ERC20BridgeSource.LiquidityProvider,
+            ERC20BridgeSource.Kyber,
+        ]);
+    });
+    it('Handles duplicates', () => {
+        const targetInput = new BigNumber(100);
+        const path = Path.create(
+            MarketOperation.Sell,
+            [createFill(ERC20BridgeSource.Uniswap), createFill(ERC20BridgeSource.LiquidityProvider)],
+            targetInput,
+        );
+        const fallback = Path.create(MarketOperation.Sell, [createFill(ERC20BridgeSource.Uniswap)], targetInput);
+        path.addFallback(fallback);
+        const sources = path.fills.map(f => f.source);
+        expect(sources).to.deep.eq([ERC20BridgeSource.Uniswap, ERC20BridgeSource.LiquidityProvider]);
+    });
+});

packages/asset-swapper/test/pools_cache_test.ts

@@ -1,3 +1,4 @@
+import { ChainId } from '@0x/contract-addresses';
 import * as chai from 'chai';
 import 'mocha';
 
@@ -49,7 +50,7 @@ describe('Pools Caches for Balancer-based sampling', () => {
     });
 
     describe('BalancerV2PoolsCache', () => {
-        const cache = new BalancerV2PoolsCache();
+        const cache = new BalancerV2PoolsCache(ChainId.Mainnet);
         it('fetches pools', async () => {
             const pairs = [
                 [wethAddress, wbtcAddress],