Publish

- @0x/asset-swapper@16.46.0

packages/asset-swapper/CHANGELOG.json

@@ -1,4 +1,54 @@
 [
+    {
+        "version": "16.46.0",
+        "changes": [
+            {
+                "note": "Enable `Curve` ETH/CVX pool",
+                "pr": 394
+            }
+        ],
+        "timestamp": 1641863395
+    },
+    {
+        "version": "16.45.2",
+        "changes": [
+            {
+                "note": "Handle 0 output samples and negative adjusted rate native orders in routing",
+                "pr": 387
+            }
+        ],
+        "timestamp": 1641827361
+    },
+    {
+        "version": "16.45.1",
+        "changes": [
+            {
+                "note": "Update `Celo` intermediate tokens",
+                "pr": 390
+            }
+        ],
+        "timestamp": 1641359319
+    },
+    {
+        "version": "16.45.0",
+        "changes": [
+            {
+                "note": "Capture router timings",
+                "pr": 388
+            }
+        ],
+        "timestamp": 1641308410
+    },
+    {
+        "version": "16.44.0",
+        "changes": [
+            {
+                "note": "Update neon-router and use router estimated output amount",
+                "pr": 354
+            }
+        ],
+        "timestamp": 1640778328
+    },
     {
         "version": "16.43.0",
         "changes": [

packages/asset-swapper/CHANGELOG.md

@@ -5,6 +5,26 @@ Edit the package's CHANGELOG.json file only.
 
 CHANGELOG
 
+## v16.46.0 - _January 11, 2022_
+
+    * Enable `Curve` ETH/CVX pool (#394)
+
+## v16.45.2 - _January 10, 2022_
+
+    * Handle 0 output samples and negative adjusted rate native orders in routing (#387)
+
+## v16.45.1 - _January 5, 2022_
+
+    * Update `Celo` intermediate tokens (#390)
+
+## v16.45.0 - _January 4, 2022_
+
+    * Capture router timings (#388)
+
+## v16.44.0 - _December 29, 2021_
+
+    * Update neon-router and use router estimated output amount (#354)
+
 ## v16.43.0 - _December 24, 2021_
 
     * `UniswapV3` support for `Optimism` (#385)

packages/asset-swapper/package.json

@@ -1,6 +1,6 @@
 {
     "name": "@0x/asset-swapper",
-    "version": "16.43.0",
+    "version": "16.46.0",
     "engines": {
         "node": ">=6.12"
     },
@@ -66,7 +66,7 @@
         "@0x/contracts-zero-ex": "^0.30.1",
         "@0x/dev-utils": "^4.2.9",
         "@0x/json-schemas": "^6.3.0",
-        "@0x/neon-router": "^0.2.1",
+        "@0x/neon-router": "^0.3.1",
         "@0x/protocol-utils": "^1.10.1",
         "@0x/quote-server": "^6.0.6",
         "@0x/types": "^3.3.4",

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

@@ -223,7 +223,17 @@ export async function returnQuoteFromAltMMAsync<ResponseT>(
             cancelToken,
         })
         .catch(err => {
-            warningLogger(err, `Alt RFQ MM request failed`);
+            if (err.response) {
+                // request was made and market maker responded
+                warningLogger(
+                    { data: err.response.data, status: err.response.status, headers: err.response.headers },
+                    `Alt RFQ MM request failed`,
+                );
+            } else if (err.request) {
+                warningLogger({}, 'Alt RFQ MM no response received');
+            } else {
+                warningLogger({ err: err.message }, 'Failed to construct Alt RFQ MM request');
+            }
             throw new Error(`Alt RFQ MM request failed`);
         });
 

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

@@ -462,6 +462,7 @@ export const MAINNET_TOKENS = {
     CRV: '0xd533a949740bb3306d119cc777fa900ba034cd52',
     MIM: '0x99d8a9c45b2eca8864373a26d1459e3dff1e17f3',
     EURT: '0xc581b735a1688071a1746c968e0798d642ede491',
+    CVX: '0x4e3fbd56cd56c3e72c1403e103b45db9da5b9d2b',
 };
 
 export const BSC_TOKENS = {
@@ -510,9 +511,23 @@ export const AVALANCHE_TOKENS = {
 };
 
 export const CELO_TOKENS = {
-    WETH: '0xe919f65739c26a42616b7b8eedc6b5524d1e3ac4',
     WCELO: '0x471ece3750da237f93b8e339c536989b8978a438',
+    // Some of these tokens are Optics bridge? tokens which
+    // had an issue and migrated from v1 to v2
+    WETHv1: '0xe919f65739c26a42616b7b8eedc6b5524d1e3ac4',
+    WETH: '0x122013fd7df1c6f636a5bb8f03108e876548b455',
+    WBTC: '0xbaab46e28388d2779e6e31fd00cf0e5ad95e327b',
+    cUSD: '0x765de816845861e75a25fca122bb6898b8b1282a',
+    // ??
+    WBTCv1: '0xd629eb00deced2a080b7ec630ef6ac117e614f1b',
+    cETH: '0x2def4285787d58a2f811af24755a8150622f4361',
+    UBE: '0x00be915b9dcf56a3cbe739d9b9c202ca692409ec',
+    // Moolah
+    mCELO: '0x7d00cd74ff385c955ea3d79e47bf06bd7386387d',
     mCUSD: '0x918146359264c492bd6934071c6bd31c854edbc3',
+    mCEUR: '0xe273ad7ee11dcfaa87383ad5977ee1504ac07568',
+    amCUSD: '0x64defa3544c695db8c535d289d843a189aa26b98',
+    MOO: '0x17700282592d6917f6a73d0bf8accf4d578c131e',
 };
 
 export const FANTOM_TOKENS = {
@@ -578,6 +593,7 @@ export const CURVE_POOLS = {
     mim: '0x5a6a4d54456819380173272a5e8e9b9904bdf41b',
     eurt: '0xfd5db7463a3ab53fd211b4af195c5bccc1a03890',
     ethcrv: '0x8301ae4fc9c624d1d396cbdaa1ed877821d7c511',
+    ethcvx: '0xb576491f1e6e5e62f1d8f26062ee822b40b0e0d4',
 };
 
 export const CURVE_V2_POOLS = {
@@ -713,7 +729,7 @@ export const DEFAULT_INTERMEDIATE_TOKENS_BY_CHAIN_ID = valueByChainId<string[]>(
             AVALANCHE_TOKENS.USDC,
         ],
         [ChainId.Fantom]: [FANTOM_TOKENS.WFTM, FANTOM_TOKENS.WETH, FANTOM_TOKENS.DAI, FANTOM_TOKENS.USDC],
-        [ChainId.Celo]: [CELO_TOKENS.mCUSD, CELO_TOKENS.WETH, CELO_TOKENS.WCELO],
+        [ChainId.Celo]: [CELO_TOKENS.WCELO, CELO_TOKENS.mCUSD, CELO_TOKENS.WETH, CELO_TOKENS.amCUSD, CELO_TOKENS.WBTC],
         [ChainId.Optimism]: [OPTIMISM_TOKENS.WETH, OPTIMISM_TOKENS.DAI, OPTIMISM_TOKENS.USDC],
     },
     [],
@@ -1059,6 +1075,17 @@ export const CURVE_MAINNET_INFOS: { [name: string]: CurveInfo } = {
         sellQuoteFunctionSelector: CurveFunctionSelectors.get_dy_uint256,
         exchangeFunctionSelector: CurveFunctionSelectors.exchange_underlying_uint256,
     },
+    [CURVE_POOLS.ethcvx]: {
+        ...createCurveExchangePool({
+            // This pool uses ETH
+            tokens: [MAINNET_TOKENS.WETH, MAINNET_TOKENS.CVX],
+            pool: CURVE_POOLS.ethcvx,
+            gasSchedule: 350e3,
+        }),
+        // This pool has a custom get_dy and exchange selector with uint256
+        sellQuoteFunctionSelector: CurveFunctionSelectors.get_dy_uint256,
+        exchangeFunctionSelector: CurveFunctionSelectors.exchange_underlying_uint256,
+    },
 };
 
 export const CURVE_V2_MAINNET_INFOS: { [name: string]: CurveInfo } = {
@@ -2103,4 +2130,5 @@ export const DEFAULT_GET_MARKET_ORDERS_OPTS: Omit<GetMarketOrdersOpts, 'gasPrice
     shouldGenerateQuoteReport: true,
     shouldIncludePriceComparisonsReport: false,
     tokenAdjacencyGraph: { default: [] },
+    neonRouterNumSamples: 14,
 };

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

@@ -443,6 +443,7 @@ export class MarketOperationUtils {
                             feeSchedule: _opts.feeSchedule,
                             allowFallback: _opts.allowFallback,
                             gasPrice: _opts.gasPrice,
+                            neonRouterNumSamples: _opts.neonRouterNumSamples,
                         },
                     );
                     return optimizerResult;
@@ -531,9 +532,18 @@ export class MarketOperationUtils {
                 penaltyOpts,
                 opts.feeSchedule,
                 this._sampler.chainId,
+                opts.neonRouterNumSamples,
+                opts.samplerMetrics,
             );
         } else {
-            optimalPath = await findOptimalPathJSAsync(side, fills, inputAmount, opts.runLimit, penaltyOpts);
+            optimalPath = await findOptimalPathJSAsync(
+                side,
+                fills,
+                inputAmount,
+                opts.runLimit,
+                opts.samplerMetrics,
+                penaltyOpts,
+            );
         }
 
         const optimalPathRate = optimalPath ? optimalPath.adjustedRate() : ZERO_AMOUNT;
@@ -596,6 +606,8 @@ export class MarketOperationUtils {
             allowFallback: _opts.allowFallback,
             exchangeProxyOverhead: _opts.exchangeProxyOverhead,
             gasPrice: _opts.gasPrice,
+            neonRouterNumSamples: _opts.neonRouterNumSamples,
+            samplerMetrics: _opts.samplerMetrics,
         };
 
         if (nativeOrders.length === 0) {
@@ -806,6 +818,8 @@ export class MarketOperationUtils {
                     sturdyPenaltyOpts,
                     opts.feeSchedule,
                     this._sampler.chainId,
+                    opts.neonRouterNumSamples,
+                    undefined, // hack: set sampler metrics to undefined to avoid fallback timings
                 );
             } else {
                 const sturdyFills = fills.filter(p => p.length > 0 && !fragileSources.includes(p[0].source));
@@ -814,6 +828,7 @@ export class MarketOperationUtils {
                     sturdyFills,
                     inputAmount,
                     opts.runLimit,
+                    undefined, // hack: set sampler metrics to undefined to avoid fallback timings
                     sturdyPenaltyOpts,
                 );
             }

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

@@ -1,23 +1,21 @@
 import { assert } from '@0x/assert';
 import { ChainId } from '@0x/contract-addresses';
 import { OptimizerCapture, route, SerializedPath } from '@0x/neon-router';
-import { BigNumber } from '@0x/utils';
+import { BigNumber, hexUtils } from '@0x/utils';
 import * as _ from 'lodash';
 import { performance } from 'perf_hooks';
 
-import { DEFAULT_INFO_LOGGER } from '../../constants';
 import { MarketOperation, NativeOrderWithFillableAmounts } from '../../types';
 import { VIP_ERC20_BRIDGE_SOURCES_BY_CHAIN_ID } from '../market_operation_utils/constants';
 
 import { dexSamplesToFills, ethToOutputAmount, nativeOrdersToFills } from './fills';
 import { DEFAULT_PATH_PENALTY_OPTS, Path, PathPenaltyOpts } from './path';
 import { getRate } from './rate_utils';
-import { DexSample, ERC20BridgeSource, FeeSchedule, Fill, FillData } from './types';
+import { DexSample, ERC20BridgeSource, FeeSchedule, Fill, FillData, SamplerMetrics } from './types';
 
 // tslint:disable: prefer-for-of custom-no-magic-numbers completed-docs no-bitwise
 
 const RUN_LIMIT_DECAY_FACTOR = 0.5;
-const RUST_ROUTER_NUM_SAMPLES = 200;
 const FILL_QUOTE_TRANSFORMER_GAS_OVERHEAD = new BigNumber(150e3);
 // NOTE: The Rust router will panic with less than 3 samples
 const MIN_NUM_SAMPLE_INPUTS = 3;
@@ -69,21 +67,6 @@ function calculateOuputFee(
     }
 }
 
-// Use linear interpolation to approximate the output
-// at a certain input somewhere between the two samples
-// See https://en.wikipedia.org/wiki/Linear_interpolation
-const interpolateOutputFromSamples = (
-    left: { input: BigNumber; output: BigNumber },
-    right: { input: BigNumber; output: BigNumber },
-    targetInput: BigNumber,
-): BigNumber =>
-    left.output.plus(
-        right.output
-            .minus(left.output)
-            .dividedBy(right.input.minus(left.input))
-            .times(targetInput.minus(left.input)),
-    );
-
 function findRoutesAndCreateOptimalPath(
     side: MarketOperation,
     samples: DexSample[][],
@@ -91,29 +74,27 @@ function findRoutesAndCreateOptimalPath(
     input: BigNumber,
     opts: PathPenaltyOpts,
     fees: FeeSchedule,
+    neonRouterNumSamples: number,
 ): Path | undefined {
-    const createFill = (sample: DexSample) =>
+    const createFill = (sample: DexSample): Fill | undefined => {
-        dexSamplesToFills(side, [sample], opts.outputAmountPerEth, opts.inputAmountPerEth, fees)[0];
+        const fills = dexSamplesToFills(side, [sample], opts.outputAmountPerEth, opts.inputAmountPerEth, fees);
-    // Track sample id's to integers (required by rust router)
+        // NOTE: If the sample has 0 output dexSamplesToFills will return [] because no fill can be created
-    const sampleIdLookup: { [key: string]: number } = {};
+        if (fills.length === 0) {
-    let sampleIdCounter = 0;
+            return undefined;
-    const sampleToId = (source: ERC20BridgeSource, index: number): number => {
-        const key = `${source}-${index}`;
-        if (sampleIdLookup[key]) {
-            return sampleIdLookup[key];
-        } else {
-            sampleIdLookup[key] = ++sampleIdCounter;
-            return sampleIdLookup[key];
         }
+
+        return fills[0];
     };
 
     const samplesAndNativeOrdersWithResults: Array<DexSample[] | NativeOrderWithFillableAmounts[]> = [];
     const serializedPaths: SerializedPath[] = [];
+    const sampleSourcePathIds: string[] = [];
     for (const singleSourceSamples of samples) {
         if (singleSourceSamples.length === 0) {
             continue;
         }
 
+        const sourcePathId = hexUtils.random();
         const singleSourceSamplesWithOutput = [...singleSourceSamples];
         for (let i = singleSourceSamples.length - 1; i >= 0; i--) {
             if (singleSourceSamples[i].output.isZero()) {
@@ -131,7 +112,7 @@ function findRoutesAndCreateOptimalPath(
         // TODO(kimpers): Do we need to handle 0 entries, from eg Kyber?
         const serializedPath = singleSourceSamplesWithOutput.reduce<SerializedPath>(
             (memo, sample, sampleIdx) => {
-                memo.ids.push(sampleToId(sample.source, sampleIdx));
+                memo.ids.push(`${sample.source}-${serializedPaths.length}-${sampleIdx}`);
                 memo.inputs.push(sample.input.integerValue().toNumber());
                 memo.outputs.push(sample.output.integerValue().toNumber());
                 memo.outputFees.push(
@@ -152,8 +133,10 @@ function findRoutesAndCreateOptimalPath(
 
         samplesAndNativeOrdersWithResults.push(singleSourceSamplesWithOutput);
         serializedPaths.push(serializedPath);
+        sampleSourcePathIds.push(sourcePathId);
     }
 
+    const nativeOrdersourcePathId = hexUtils.random();
     for (const [idx, nativeOrder] of nativeOrders.entries()) {
         const { input: normalizedOrderInput, output: normalizedOrderOutput } = nativeOrderToNormalizedAmounts(
             side,
@@ -164,32 +147,25 @@ function findRoutesAndCreateOptimalPath(
         if (normalizedOrderInput.isLessThanOrEqualTo(0) || normalizedOrderOutput.isLessThanOrEqualTo(0)) {
             continue;
         }
-
-        // HACK: the router requires at minimum 3 samples as a basis for interpolation
-        const inputs = [
-            0,
-            normalizedOrderInput
-                .dividedBy(2)
-                .integerValue()
-                .toNumber(),
-            normalizedOrderInput.integerValue().toNumber(),
-        ];
-        const outputs = [
-            0,
-            normalizedOrderOutput
-                .dividedBy(2)
-                .integerValue()
-                .toNumber(),
-            normalizedOrderOutput.integerValue().toNumber(),
-        ];
-        // NOTE: same fee no matter if full or partial fill
         const fee = calculateOuputFee(side, nativeOrder, opts.outputAmountPerEth, opts.inputAmountPerEth, fees)
             .integerValue()
             .toNumber();
-        const outputFees = [fee, fee, fee];
+
-        // NOTE: ids can be the same for all fake samples
+        // HACK: due to an issue with the Rust router interpolation we need to create exactly 13 samples from the native order
-        const id = sampleToId(ERC20BridgeSource.Native, idx);
+        const ids = [];
-        const ids = [id, id, id];
+        const inputs = [];
+        const outputs = [];
+        const outputFees = [];
+        for (let i = 1; i <= 13; i++) {
+            const fraction = i / 13;
+            const currentInput = BigNumber.min(normalizedOrderInput.times(fraction), normalizedOrderInput);
+            const currentOutput = BigNumber.min(normalizedOrderOutput.times(fraction), normalizedOrderOutput);
+            const id = `${ERC20BridgeSource.Native}-${serializedPaths.length}-${idx}-${i}`;
+            inputs.push(currentInput.integerValue().toNumber());
+            outputs.push(currentOutput.integerValue().toNumber());
+            outputFees.push(fee);
+            ids.push(id);
+        }
 
         const serializedPath: SerializedPath = {
             ids,
@@ -200,6 +176,7 @@ function findRoutesAndCreateOptimalPath(
 
         samplesAndNativeOrdersWithResults.push([nativeOrder]);
         serializedPaths.push(serializedPath);
+        sampleSourcePathIds.push(nativeOrdersourcePathId);
     }
 
     if (serializedPaths.length === 0) {
@@ -212,30 +189,33 @@ function findRoutesAndCreateOptimalPath(
         pathsIn: serializedPaths,
     };
 
-    const before = performance.now();
     const allSourcesRustRoute = new Float64Array(rustArgs.pathsIn.length);
-    route(rustArgs, allSourcesRustRoute, RUST_ROUTER_NUM_SAMPLES);
+    const strategySourcesOutputAmounts = new Float64Array(rustArgs.pathsIn.length);
-    DEFAULT_INFO_LOGGER(
+    route(rustArgs, allSourcesRustRoute, strategySourcesOutputAmounts, neonRouterNumSamples);
-        { router: 'neon-router', performanceMs: performance.now() - before, type: 'real' },
-        'Rust router real routing performance',
-    );
-
     assert.assert(
         rustArgs.pathsIn.length === allSourcesRustRoute.length,
         'different number of sources in the Router output than the input',
     );
+    assert.assert(
+        rustArgs.pathsIn.length === strategySourcesOutputAmounts.length,
+        'different number of sources in the Router output amounts results than the input',
+    );
 
-    const routesAndSamples = _.zip(allSourcesRustRoute, samplesAndNativeOrdersWithResults);
+    const routesAndSamplesAndOutputs = _.zip(
-
+        allSourcesRustRoute,
+        samplesAndNativeOrdersWithResults,
+        strategySourcesOutputAmounts,
+        sampleSourcePathIds,
+    );
     const adjustedFills: Fill[] = [];
     const totalRoutedAmount = BigNumber.sum(...allSourcesRustRoute);
 
     const scale = input.dividedBy(totalRoutedAmount);
-    for (const [routeInput, routeSamplesAndNativeOrders] of routesAndSamples) {
+    for (const [routeInput, routeSamplesAndNativeOrders, outputAmount, sourcePathId] of routesAndSamplesAndOutputs) {
-        if (!routeInput || !routeSamplesAndNativeOrders) {
+        if (!routeInput || !routeSamplesAndNativeOrders || !outputAmount || !Number.isFinite(outputAmount)) {
             continue;
         }
-        // TODO(kimpers): [TKR-241] amounts are sometimes clipped in the router due to precisions loss for number/f64
+        // TODO(kimpers): [TKR-241] amounts are sometimes clipped in the router due to precision loss for number/f64
         // we can work around it by scaling it and rounding up. However now we end up with a total amount of a couple base units too much
         const rustInputAdjusted = BigNumber.min(
             new BigNumber(routeInput).multipliedBy(scale).integerValue(BigNumber.ROUND_CEIL),
@@ -251,14 +231,21 @@ function findRoutesAndCreateOptimalPath(
                 opts.outputAmountPerEth,
                 opts.inputAmountPerEth,
                 fees,
-            )[0];
+            )[0] as Fill | undefined;
-            // NOTE: For Limit/RFQ orders we are done here. No need to scale output
+            // Note: If the order has an adjusted rate of less than or equal to 0 it will be skipped
-            adjustedFills.push(nativeFill);
+            // and nativeFill will be `undefined`
+            if (nativeFill) {
+                // NOTE: For Limit/RFQ orders we are done here. No need to scale output
+                adjustedFills.push({ ...nativeFill, sourcePathId: sourcePathId ?? hexUtils.random() });
+            }
             continue;
         }
 
         // NOTE: For DexSamples only
         let fill = createFill(current);
+        if (!fill) {
+            continue;
+        }
         const routeSamples = routeSamplesAndNativeOrders as Array<DexSample<FillData>>;
         // Descend to approach a closer fill for fillData which may not be consistent
         // throughout the path (UniswapV3) and for a closer guesstimate at
@@ -267,49 +254,47 @@ function findRoutesAndCreateOptimalPath(
         assert.assert(routeSamples.length >= 1, 'Found no sample to use for source');
         for (let k = routeSamples.length - 1; k >= 0; k--) {
             if (k === 0) {
-                fill = createFill(routeSamples[0]);
+                fill = createFill(routeSamples[0]) ?? fill;
             }
             if (rustInputAdjusted.isGreaterThan(routeSamples[k].input)) {
-                // Between here and the previous fill
-                // HACK: Use the midpoint between the two
                 const left = routeSamples[k];
                 const right = routeSamples[k + 1];
                 if (left && right) {
-                    // Approximate how much output we get for the input with the surrounding samples
+                    fill =
-                    const interpolatedOutput = interpolateOutputFromSamples(
+                        createFill({
-                        left,
+                            ...right, // default to the greater (for gas used)
-                        right,
+                            input: rustInputAdjusted,
-                        rustInputAdjusted,
+                            output: new BigNumber(outputAmount),
-                    ).decimalPlaces(0, side === MarketOperation.Sell ? BigNumber.ROUND_FLOOR : BigNumber.ROUND_CEIL);
+                        }) ?? fill;
-
-                    fill = createFill({
-                        ...right, // default to the greater (for gas used)
-                        input: rustInputAdjusted,
-                        output: interpolatedOutput,
-                    });
                 } else {
                     assert.assert(Boolean(left || right), 'No valid sample to use');
-                    fill = createFill(left || right);
+                    fill = createFill(left || right) ?? fill;
                 }
                 break;
             }
         }
 
-        const scaleOutput = (output: BigNumber) =>
+        // TODO(kimpers): remove once we have solved the rounding/precision loss issues in the Rust router
+        const scaleOutput = (fillInput: BigNumber, output: BigNumber) =>
             output
-                .dividedBy(fill.input)
+                .dividedBy(fillInput)
                 .times(rustInputAdjusted)
                 .decimalPlaces(0, side === MarketOperation.Sell ? BigNumber.ROUND_FLOOR : BigNumber.ROUND_CEIL);
         adjustedFills.push({
             ...fill,
             input: rustInputAdjusted,
-            output: scaleOutput(fill.output),
+            output: scaleOutput(fill.input, fill.output),
-            adjustedOutput: scaleOutput(fill.adjustedOutput),
+            adjustedOutput: scaleOutput(fill.input, fill.adjustedOutput),
             index: 0,
             parent: undefined,
+            sourcePathId: sourcePathId ?? hexUtils.random(),
         });
     }
 
+    if (adjustedFills.length === 0) {
+        return undefined;
+    }
+
     const pathFromRustInputs = Path.create(side, adjustedFills, input);
 
     return pathFromRustInputs;
@@ -323,15 +308,27 @@ export function findOptimalRustPathFromSamples(
     opts: PathPenaltyOpts,
     fees: FeeSchedule,
     chainId: ChainId,
+    neonRouterNumSamples: number,
+    samplerMetrics?: SamplerMetrics,
 ): Path | undefined {
-    const before = performance.now();
+    const beforeAllTimeMs = performance.now();
-    const logPerformance = () =>
+    let beforeTimeMs = performance.now();
-        DEFAULT_INFO_LOGGER(
+    const allSourcesPath = findRoutesAndCreateOptimalPath(
-            { router: 'neon-router', performanceMs: performance.now() - before, type: 'total' },
+        side,
-            'Rust router total routing performance',
+        samples,
-        );
+        nativeOrders,
-
+        input,
-    const allSourcesPath = findRoutesAndCreateOptimalPath(side, samples, nativeOrders, input, opts, fees);
+        opts,
+        fees,
+        neonRouterNumSamples,
+    );
+    // tslint:disable-next-line: no-unused-expression
+    samplerMetrics &&
+        samplerMetrics.logRouterDetails({
+            router: 'neon-router',
+            type: 'all',
+            timingMs: performance.now() - beforeTimeMs,
+        });
     if (!allSourcesPath) {
         return undefined;
     }
@@ -341,11 +338,27 @@ export function findOptimalRustPathFromSamples(
     // HACK(kimpers): The Rust router currently doesn't account for VIP sources correctly
     // we need to try to route them in isolation and compare with the results all sources
     if (vipSources.length > 0) {
+        beforeTimeMs = performance.now();
         const vipSourcesSet = new Set(vipSources);
         const vipSourcesSamples = samples.filter(s => s[0] && vipSourcesSet.has(s[0].source));
 
         if (vipSourcesSamples.length > 0) {
-            const vipSourcesPath = findRoutesAndCreateOptimalPath(side, vipSourcesSamples, [], input, opts, fees);
+            const vipSourcesPath = findRoutesAndCreateOptimalPath(
+                side,
+                vipSourcesSamples,
+                [],
+                input,
+                opts,
+                fees,
+                neonRouterNumSamples,
+            );
+            // tslint:disable-next-line: no-unused-expression
+            samplerMetrics &&
+                samplerMetrics.logRouterDetails({
+                    router: 'neon-router',
+                    type: 'vip',
+                    timingMs: performance.now() - beforeTimeMs,
+                });
 
             const { input: allSourcesInput, output: allSourcesOutput } = allSourcesPath.adjustedSize();
             // NOTE: For sell quotes input is the taker asset and for buy quotes input is the maker asset
@@ -358,13 +371,18 @@ export function findOptimalRustPathFromSamples(
             const allSourcesAdjustedRateWithFqtOverhead = getRate(side, allSourcesInput, outputWithFqtOverhead);
 
             if (vipSourcesPath?.adjustedRate().isGreaterThan(allSourcesAdjustedRateWithFqtOverhead)) {
-                logPerformance();
                 return vipSourcesPath;
             }
         }
     }
+    // tslint:disable-next-line: no-unused-expression
+    samplerMetrics &&
+        samplerMetrics.logRouterDetails({
+            router: 'neon-router',
+            type: 'total',
+            timingMs: performance.now() - beforeAllTimeMs,
+        });
 
-    logPerformance();
     return allSourcesPath;
 }
 
@@ -377,8 +395,10 @@ export async function findOptimalPathJSAsync(
     fills: Fill[][],
     targetInput: BigNumber,
     runLimit: number = 2 ** 8,
+    samplerMetrics?: SamplerMetrics,
     opts: PathPenaltyOpts = DEFAULT_PATH_PENALTY_OPTS,
 ): Promise<Path | undefined> {
+    const beforeTimeMs = performance.now();
     // Sort fill arrays by descending adjusted completed rate.
     // Remove any paths which cannot impact the optimal path
     const sortedPaths = reducePaths(fillsToSortedPaths(fills, side, targetInput, opts), side);
@@ -392,7 +412,15 @@ export async function findOptimalPathJSAsync(
         // Yield to event loop.
         await Promise.resolve();
     }
-    return optimalPath.isComplete() ? optimalPath : undefined;
+    const finalPath = optimalPath.isComplete() ? optimalPath : undefined;
+    // tslint:disable-next-line: no-unused-expression
+    samplerMetrics &&
+        samplerMetrics.logRouterDetails({
+            router: 'js',
+            type: 'total',
+            timingMs: performance.now() - beforeTimeMs,
+        });
+    return finalPath;
 }
 
 // Sort fill arrays by descending adjusted completed rate.

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

@@ -14,7 +14,8 @@ import { BatchedOperation, ERC20BridgeSource, LiquidityProviderRegistry, TokenAd
  */
 export function getSampleAmounts(maxFillAmount: BigNumber, numSamples: number, expBase: number = 1): BigNumber[] {
     const distribution = [...Array<BigNumber>(numSamples)].map((_v, i) => new BigNumber(expBase).pow(i));
-    const stepSizes = distribution.map(d => d.div(BigNumber.sum(...distribution)));
+    const distributionSum = BigNumber.sum(...distribution);
+    const stepSizes = distribution.map(d => d.div(distributionSum));
     const amounts = stepSizes.map((_s, i) => {
         if (i === numSamples - 1) {
             return maxFillAmount;

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

@@ -455,6 +455,10 @@ export interface GetMarketOrdersOpts {
      * Default: 1.25.
      */
     sampleDistributionBase: number;
+    /**
+     * Number of samples to use when creating fill curves with neon-router
+     */
+    neonRouterNumSamples: number;
     /**
      * Fees for each liquidity source, expressed in gas.
      */
@@ -514,6 +518,15 @@ export interface SamplerMetrics {
      * @param blockNumber block number of the sampler call
      */
     logBlockNumber(blockNumber: BigNumber): void;
+
+    /**
+     * Logs the routing timings
+     *
+     * @param data.router The router type (neon-router or js)
+     * @param data.type The type of timing being recorded (e.g total timing, all sources timing or vip timing)
+     * @param data.timingMs The timing in milliseconds
+     */
+    logRouterDetails(data: { router: 'neon-router' | 'js'; type: 'all' | 'vip' | 'total'; timingMs: number }): void;
 }
 
 /**
@@ -599,6 +612,8 @@ export interface GenerateOptimizedOrdersOpts {
     allowFallback?: boolean;
     shouldBatchBridgeOrders?: boolean;
     gasPrice: BigNumber;
+    neonRouterNumSamples: number;
+    samplerMetrics?: SamplerMetrics;
 }
 
 export interface ComparisonPrice {

yarn.lock

@@ -959,10 +959,10 @@
     typedoc "~0.16.11"
     yargs "^10.0.3"
 
-"@0x/neon-router@^0.2.1":
+"@0x/neon-router@^0.3.1":
-  version "0.2.1"
+  version "0.3.1"
-  resolved "https://registry.yarnpkg.com/@0x/neon-router/-/neon-router-0.2.1.tgz#23bb3cedc0eafd55a8ba6b6ea8a59ee4c538064b"
+  resolved "https://registry.yarnpkg.com/@0x/neon-router/-/neon-router-0.3.1.tgz#4ec13e750d1435357c4928d7f2521a2b4376f27e"
-  integrity sha512-feCCKuox4staZl8lxLY4nf5U256NcDHrgvSFra5cU/TUhoblLHb8F7eWAC9ygpukZUCVFLy13mExkFQHXlEOYw==
+  integrity sha512-M4ypTov9KyxsGJpYwobrld3Y2JOlR7U0XjR6BEQE2gQ1k3nie/1wNEI2J4ZjKw++RLDxdv/RCqhgA5VnINzjxA==
   dependencies:
     "@mapbox/node-pre-gyp" "^1.0.5"