Publish

- @0x/contracts-integrations@2.7.44
 - @0x/asset-swapper@6.14.0

.circleci/config.yml

@@ -2,11 +2,11 @@ version: 2.1
 
 jobs:
     build:
-        resource_class: large
+        resource_class: xlarge
         docker:
             - image: node:12
         environment:
-            NODE_OPTIONS: '--max-old-space-size=6442'
+            NODE_OPTIONS: '--max-old-space-size=16384'
         working_directory: ~/repo
         steps:
             - checkout

contracts/integrations/package.json

@@ -1,6 +1,6 @@
 {
     "name": "@0x/contracts-integrations",
-    "version": "2.7.40",
+    "version": "2.7.44",
     "private": true,
     "engines": {
         "node": ">=6.12"
@@ -93,7 +93,7 @@
         "typescript": "4.2.2"
     },
     "dependencies": {
-        "@0x/asset-swapper": "^6.10.0",
+        "@0x/asset-swapper": "^6.14.0",
         "@0x/base-contract": "^6.4.0",
         "@0x/contracts-asset-proxy": "^3.7.11",
         "@0x/contracts-erc1155": "^2.1.29",

packages/asset-swapper/CHANGELOG.json

@@ -1,4 +1,60 @@
 [
+    {
+        "version": "6.14.0",
+        "changes": [
+            {
+                "note": "Add support for additional sources and intermediate tokens on Ropsten",
+                "pr": 231
+            }
+        ],
+        "timestamp": 1620810800
+    },
+    {
+        "version": "6.13.0",
+        "changes": [
+            {
+                "note": "Add LiquidityProvider to BSC sources",
+                "pr": 234
+            }
+        ],
+        "timestamp": 1620703098
+    },
+    {
+        "version": "6.12.0",
+        "changes": [
+            {
+                "note": "`TwoHopSampler` to use `call` over `staticcall` in order to support sources like `Uniswap_V3` and `Balancer_V2`",
+                "pr": 233
+            }
+        ],
+        "timestamp": 1620610602
+    },
+    {
+        "version": "6.11.0",
+        "changes": [
+            {
+                "note": "Add price comparisons data separate from the quote report",
+                "pr": 219
+            },
+            {
+                "note": "Add caching for top Balancer V2 pools on startup and during regular intervals",
+                "pr": 228
+            },
+            {
+                "note": "Tweak compiler settings for smaller sampler bytecode",
+                "pr": 229
+            },
+            {
+                "note": "Fix Multiplex multihop encoding for ETH buys/sells",
+                "pr": 230
+            },
+            {
+                "note": "Fix Sampler address override for Ganache",
+                "pr": 232
+            }
+        ],
+        "timestamp": 1620362129
+    },
     {
         "version": "6.10.0",
         "changes": [

packages/asset-swapper/CHANGELOG.md

@@ -5,6 +5,26 @@ Edit the package's CHANGELOG.json file only.
 
 CHANGELOG
 
+## v6.14.0 - _May 12, 2021_
+
+    * Add support for additional sources and intermediate tokens on Ropsten (#231)
+
+## v6.13.0 - _May 11, 2021_
+
+    * Add LiquidityProvider to BSC sources (#234)
+
+## v6.12.0 - _May 10, 2021_
+
+    * `TwoHopSampler` to use `call` over `staticcall` in order to support sources like `Uniswap_V3` and `Balancer_V2` (#233)
+
+## v6.11.0 - _May 7, 2021_
+
+    * Add price comparisons data separate from the quote report (#219)
+    * Add caching for top Balancer V2 pools on startup and during regular intervals (#228)
+    * Tweak compiler settings for smaller sampler bytecode (#229)
+    * Fix Multiplex multihop encoding for ETH buys/sells (#230)
+    * Fix Sampler address override for Ganache (#232)
+
 ## v6.10.0 - _May 5, 2021_
 
     * Reactivate PancakeSwapV2 and BakerySwap VIP on BSC (#222)

packages/asset-swapper/compiler.json

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

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

@@ -37,7 +37,6 @@ contract TwoHopSampler {
         uint256 sellAmount
     )
         public
-        view
         returns (
             HopInfo memory firstHop,
             HopInfo memory secondHop,
@@ -47,7 +46,7 @@ contract TwoHopSampler {
         uint256 intermediateAssetAmount = 0;
         for (uint256 i = 0; i != firstHopCalls.length; ++i) {
             firstHopCalls[i].writeUint256(firstHopCalls[i].length - 32, sellAmount);
-            (bool didSucceed, bytes memory returnData) = address(this).staticcall(firstHopCalls[i]);
+            (bool didSucceed, bytes memory returnData) = address(this).call(firstHopCalls[i]);
             if (didSucceed) {
                 uint256 amount = returnData.readUint256(returnData.length - 32);
                 if (amount > intermediateAssetAmount) {
@@ -62,7 +61,7 @@ contract TwoHopSampler {
         }
         for (uint256 j = 0; j != secondHopCalls.length; ++j) {
             secondHopCalls[j].writeUint256(secondHopCalls[j].length - 32, intermediateAssetAmount);
-            (bool didSucceed, bytes memory returnData) = address(this).staticcall(secondHopCalls[j]);
+            (bool didSucceed, bytes memory returnData) = address(this).call(secondHopCalls[j]);
             if (didSucceed) {
                 uint256 amount = returnData.readUint256(returnData.length - 32);
                 if (amount > buyAmount) {
@@ -80,7 +79,6 @@ contract TwoHopSampler {
         uint256 buyAmount
     )
         public
-        view
         returns (
             HopInfo memory firstHop,
             HopInfo memory secondHop,
@@ -91,7 +89,7 @@ contract TwoHopSampler {
         uint256 intermediateAssetAmount = uint256(-1);
         for (uint256 j = 0; j != secondHopCalls.length; ++j) {
             secondHopCalls[j].writeUint256(secondHopCalls[j].length - 32, buyAmount);
-            (bool didSucceed, bytes memory returnData) = address(this).staticcall(secondHopCalls[j]);
+            (bool didSucceed, bytes memory returnData) = address(this).call(secondHopCalls[j]);
             if (didSucceed) {
                 uint256 amount = returnData.readUint256(returnData.length - 32);
                 if (
@@ -109,7 +107,7 @@ contract TwoHopSampler {
         }
         for (uint256 i = 0; i != firstHopCalls.length; ++i) {
             firstHopCalls[i].writeUint256(firstHopCalls[i].length - 32, intermediateAssetAmount);
-            (bool didSucceed, bytes memory returnData) = address(this).staticcall(firstHopCalls[i]);
+            (bool didSucceed, bytes memory returnData) = address(this).call(firstHopCalls[i]);
             if (didSucceed) {
                 uint256 amount = returnData.readUint256(returnData.length - 32);
                 if (

packages/asset-swapper/contracts/src/UniswapV3Sampler.sol

@@ -57,9 +57,9 @@ contract UniswapV3Sampler
     /// @param quoter UniswapV3 Quoter contract.
     /// @param path Token route. Should be takerToken -> makerToken
     /// @param takerTokenAmounts Taker token sell amount for each sample.
+    /// @return uniswapPaths The encoded uniswap path for each sample.
     /// @return makerTokenAmounts Maker amounts bought at each taker token
     ///         amount.
-    /// @return uniswapPaths The encoded uniswap path for each sample.
     function sampleSellsFromUniswapV3(
         IUniswapV3Quoter quoter,
         IERC20TokenV06[] memory path,
@@ -67,8 +67,8 @@ contract UniswapV3Sampler
     )
         public
         returns (
-            uint256[] memory makerTokenAmounts,
-            bytes[] memory uniswapPaths
+            bytes[] memory uniswapPaths,
+            uint256[] memory makerTokenAmounts
         )
     {
         IUniswapV3Pool[][] memory poolPaths =
@@ -108,9 +108,9 @@ contract UniswapV3Sampler
     /// @param quoter UniswapV3 Quoter contract.
     /// @param path Token route. Should be takerToken -> makerToken.
     /// @param makerTokenAmounts Maker token buy amount for each sample.
+    /// @return uniswapPaths The encoded uniswap path for each sample.
     /// @return takerTokenAmounts Taker amounts sold at each maker token
     ///         amount.
-    /// @return uniswapPaths The encoded uniswap path for each sample.
     function sampleBuysFromUniswapV3(
         IUniswapV3Quoter quoter,
         IERC20TokenV06[] memory path,
@@ -118,8 +118,8 @@ contract UniswapV3Sampler
     )
         public
         returns (
-            uint256[] memory takerTokenAmounts,
-            bytes[] memory uniswapPaths
+            bytes[] memory uniswapPaths,
+            uint256[] memory takerTokenAmounts
         )
     {
         IUniswapV3Pool[][] memory poolPaths =

packages/asset-swapper/package.json

@@ -1,6 +1,6 @@
 {
     "name": "@0x/asset-swapper",
-    "version": "6.10.0",
+    "version": "6.14.0",
     "engines": {
         "node": ">=6.12"
     },
@@ -33,7 +33,8 @@
         "generate_contract_wrappers": "abi-gen --debug --abis  ${npm_package_config_abis} --output test/generated-wrappers --backend ethers",
         "contracts:gen": "contracts-gen generate",
         "contracts:copy": "contracts-gen copy",
-        "publish:private": "yarn build && gitpkg publish"
+        "publish:private": "yarn build && gitpkg publish",
+        "sampler-size": "jq .compilerOutput.evm.deployedBytecode.object  -- test/generated-artifacts/ERC20BridgeSampler.json | echo $(( $(wc -c) / 2 - 1 ))"
     },
     "config": {
         "publicInterfaceContracts": "ERC20BridgeSampler,BalanceChecker,FakeTaker",
@@ -66,7 +67,7 @@
         "@0x/dev-utils": "^4.2.7",
         "@0x/json-schemas": "^6.1.3",
         "@0x/protocol-utils": "^1.6.0",
-        "@0x/quote-server": "^5.0.0",
+        "@0x/quote-server": "^6.0.2",
         "@0x/types": "^3.3.3",
         "@0x/typescript-typings": "^5.2.0",
         "@0x/utils": "^6.4.3",

packages/asset-swapper/src/index.ts

@@ -5,7 +5,12 @@ export {
     SendTransactionOpts,
 } from '@0x/base-contract';
 export { ContractAddresses } from '@0x/contract-addresses';
-export { V4RFQFirmQuote, V4RFQIndicativeQuote, V4SignedRfqOrder, TakerRequestQueryParams } from '@0x/quote-server';
+export {
+    V4RFQFirmQuote,
+    V4RFQIndicativeQuote,
+    V4SignedRfqOrder,
+    TakerRequestQueryParamsUnnested as TakerRequestQueryParams,
+} from '@0x/quote-server';
 export { Asset, AssetPairsItem, DecodedLogEvent, EventCallback, IndexedFilterValues } from '@0x/types';
 export { BigNumber } from '@0x/utils';
 export {
@@ -161,6 +166,7 @@ export {
     NativeRfqOrderQuoteReportEntry,
     QuoteReport,
     QuoteReportEntry,
+    PriceComparisonsReport,
 } from './utils/quote_report_generator';
 export { QuoteRequestor } from './utils/quote_requestor';
 export { ERC20BridgeSamplerContract, BalanceCheckerContract, FakeTakerContract } from './wrappers';

packages/asset-swapper/src/quote_consumers/exchange_proxy_swap_quote_consumer.ts

@@ -565,14 +565,17 @@ export class ExchangeProxySwapQuoteConsumer implements SwapQuoteConsumerBase {
 
     private _encodeMultiplexMultiHopFillCalldata(quote: SwapQuote, opts: ExchangeProxyContractOpts): string {
         const wrappedMultiHopCalls = [];
+        const tokens: string[] = [];
         if (opts.isFromETH) {
             wrappedMultiHopCalls.push({
                 selector: DUMMY_WETH_CONTRACT.getSelector('deposit'),
                 data: NULL_BYTES,
             });
+            tokens.push(ETH_TOKEN_ADDRESS);
         }
         const [firstHopOrder, secondHopOrder] = quote.orders;
         const intermediateToken = firstHopOrder.makerToken;
+        tokens.push(quote.takerToken, intermediateToken, quote.makerToken);
         for (const order of [firstHopOrder, secondHopOrder]) {
             switch (order.source) {
                 case ERC20BridgeSource.UniswapV2:
@@ -607,11 +610,12 @@ export class ExchangeProxySwapQuoteConsumer implements SwapQuoteConsumerBase {
                 selector: DUMMY_WETH_CONTRACT.getSelector('withdraw'),
                 data: NULL_BYTES,
             });
+            tokens.push(ETH_TOKEN_ADDRESS);
         }
         return this._exchangeProxy
             .multiHopFill(
                 {
-                    tokens: [quote.takerToken, intermediateToken, quote.makerToken],
+                    tokens,
                     sellAmount: quote.worstCaseQuoteInfo.totalTakerAmount,
                     calls: wrappedMultiHopCalls,
                 },

packages/asset-swapper/src/swap_quoter.ts

@@ -114,9 +114,11 @@ export class SwapQuoter {
         );
         // Allow the sampler bytecode to be overwritten using geths override functionality
         const samplerBytecode = _.get(artifacts.ERC20BridgeSampler, 'compilerOutput.evm.deployedBytecode.object');
+        // Allow address of the Sampler to be overridden, i.e in Ganache where overrides do not work
+        const samplerAddress = (options.samplerOverrides && options.samplerOverrides.to) || SAMPLER_ADDRESS;
         const defaultCodeOverrides = samplerBytecode
             ? {
-                  [SAMPLER_ADDRESS]: { code: samplerBytecode },
+                  [samplerAddress]: { code: samplerBytecode },
               }
             : {};
         const samplerOverrides = _.assign(
@@ -125,7 +127,7 @@ export class SwapQuoter {
         );
         const fastAbi = new FastABI(ERC20BridgeSamplerContract.ABI() as MethodAbi[]);
         const samplerContract = new ERC20BridgeSamplerContract(
-            SAMPLER_ADDRESS,
+            samplerAddress,
             this.provider,
             {
                 gas: samplerGasLimit,
@@ -495,7 +497,14 @@ function createSwapQuote(
     gasSchedule: FeeSchedule,
     slippage: number,
 ): SwapQuote {
-    const { optimizedOrders, quoteReport, sourceFlags, takerAmountPerEth, makerAmountPerEth } = optimizerResult;
+    const {
+        optimizedOrders,
+        quoteReport,
+        sourceFlags,
+        takerAmountPerEth,
+        makerAmountPerEth,
+        priceComparisonsReport,
+    } = optimizerResult;
     const isTwoHop = sourceFlags === SOURCE_FLAGS[ERC20BridgeSource.MultiHop];
 
     // Calculate quote info
@@ -519,6 +528,7 @@ function createSwapQuote(
         makerAmountPerEth,
         quoteReport,
         isTwoHop,
+        priceComparisonsReport,
     };
 
     if (operation === MarketOperation.Buy) {

packages/asset-swapper/src/types.ts

@@ -7,7 +7,8 @@ import {
     RfqOrderFields,
     Signature,
 } from '@0x/protocol-utils';
-import { TakerRequestQueryParams, V4SignedRfqOrder } from '@0x/quote-server';
+import { TakerRequestQueryParamsUnnested, V4SignedRfqOrder } from '@0x/quote-server';
+import { Fee } from '@0x/quote-server/lib/src/types';
 import { BigNumber } from '@0x/utils';
 import { AxiosRequestConfig } from 'axios';
 
@@ -18,7 +19,7 @@ import {
     OptimizedMarketOrder,
     TokenAdjacencyGraph,
 } from './utils/market_operation_utils/types';
-import { QuoteReport } from './utils/quote_report_generator';
+import { PriceComparisonsReport, QuoteReport } from './utils/quote_report_generator';
 
 /**
  * expiryBufferMs: The number of seconds to add when calculating whether an order is expired or not. Defaults to 300s (5m).
@@ -169,6 +170,7 @@ export interface SwapQuoteBase {
     worstCaseQuoteInfo: SwapQuoteInfo;
     sourceBreakdown: SwapQuoteOrdersBreakdown;
     quoteReport?: QuoteReport;
+    priceComparisonsReport?: PriceComparisonsReport;
     isTwoHop: boolean;
     makerTokenDecimals: number;
     takerTokenDecimals: number;
@@ -231,6 +233,12 @@ export type SwapQuoteOrdersBreakdown = Partial<
  *                       If set to `true` and `ERC20BridgeSource.Native` is part of the `excludedSources`
  *                       array in `SwapQuoteRequestOpts`, an Error will be raised.
  */
+
+export interface RfqmRequestOptions extends RfqRequestOpts {
+    isLastLook: true;
+    fee: Fee;
+}
+
 export interface RfqRequestOpts {
     takerAddress: string;
     txOrigin: string;
@@ -241,6 +249,7 @@ export interface RfqRequestOpts {
     nativeExclusivelyRFQ?: boolean;
     altRfqAssetOfferings?: AltRfqMakerAssetOfferings;
     isLastLook?: boolean;
+    fee?: Fee;
 }
 
 /**
@@ -365,7 +374,7 @@ export enum OrderPrunerPermittedFeeTypes {
 export interface MockedRfqQuoteResponse {
     endpoint: string;
     requestApiKey: string;
-    requestParams: TakerRequestQueryParams;
+    requestParams: TakerRequestQueryParamsUnnested;
     responseData: any;
     responseCode: number;
     callback?: (config: any) => Promise<any>;
@@ -385,6 +394,7 @@ export interface AltMockedRfqQuoteResponse {
 export interface SamplerOverrides {
     overrides: GethCallOverrides;
     block: BlockParam;
+    to?: string;
 }
 
 export interface SamplerCallResult {

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

@@ -1,5 +1,5 @@
 import { Web3Wrapper } from '@0x/dev-utils';
-import { TakerRequestQueryParams, V4RFQFirmQuote, V4RFQIndicativeQuote } from '@0x/quote-server';
+import { TakerRequestQueryParamsUnnested, V4RFQFirmQuote, V4RFQIndicativeQuote } from '@0x/quote-server';
 import { BigNumber } from '@0x/utils';
 import { AxiosInstance, CancelToken } from 'axios';
 
@@ -123,7 +123,7 @@ export async function returnQuoteFromAltMMAsync<ResponseT>(
     takerToken: string,
     maxResponseTimeMs: number,
     altRfqAssetOfferings: AltRfqMakerAssetOfferings,
-    takerRequestQueryParams: TakerRequestQueryParams,
+    takerRequestQueryParams: TakerRequestQueryParamsUnnested,
     axiosInstance: AxiosInstance,
     warningLogger: LogFunction,
     cancelToken: CancelToken,

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

@@ -99,6 +99,8 @@ export const SELL_SOURCE_FILTER_BY_CHAIN_ID = valueByChainId<SourceFilters>(
             ERC20BridgeSource.Uniswap,
             ERC20BridgeSource.UniswapV2,
             ERC20BridgeSource.UniswapV3,
+            ERC20BridgeSource.Curve,
+            ERC20BridgeSource.Mooniswap,
         ]),
         [ChainId.Rinkeby]: new SourceFilters([ERC20BridgeSource.Native]),
         [ChainId.Kovan]: new SourceFilters([ERC20BridgeSource.Native]),
@@ -120,6 +122,7 @@ export const SELL_SOURCE_FILTER_BY_CHAIN_ID = valueByChainId<SourceFilters>(
             ERC20BridgeSource.CafeSwap,
             ERC20BridgeSource.CheeseSwap,
             ERC20BridgeSource.JulSwap,
+            ERC20BridgeSource.LiquidityProvider,
         ]),
     },
 
@@ -169,6 +172,8 @@ export const BUY_SOURCE_FILTER_BY_CHAIN_ID = valueByChainId<SourceFilters>(
             ERC20BridgeSource.Uniswap,
             ERC20BridgeSource.UniswapV2,
             ERC20BridgeSource.UniswapV3,
+            ERC20BridgeSource.Curve,
+            ERC20BridgeSource.Mooniswap,
         ]),
         [ChainId.Rinkeby]: new SourceFilters([ERC20BridgeSource.Native]),
         [ChainId.Kovan]: new SourceFilters([ERC20BridgeSource.Native]),
@@ -190,6 +195,7 @@ export const BUY_SOURCE_FILTER_BY_CHAIN_ID = valueByChainId<SourceFilters>(
             ERC20BridgeSource.CafeSwap,
             ERC20BridgeSource.CheeseSwap,
             ERC20BridgeSource.JulSwap,
+            ERC20BridgeSource.LiquidityProvider,
         ]),
     },
     new SourceFilters([]),
@@ -414,7 +420,11 @@ export const DEFAULT_INTERMEDIATE_TOKENS_BY_CHAIN_ID = valueByChainId<string[]>(
             '0x2170ed0880ac9a755fd29b2688956bd959f933f8', // ETH
             '0x55d398326f99059ff775485246999027b3197955', // BUSD-T
         ],
-        [ChainId.Ropsten]: [getContractAddressesForChainOrThrow(ChainId.Ropsten).etherToken],
+        [ChainId.Ropsten]: [
+            getContractAddressesForChainOrThrow(ChainId.Ropsten).etherToken,
+            '0xad6d458402f60fd3bd25163575031acdce07538d', // DAI
+            '0x07865c6e87b9f70255377e024ace6630c1eaa37f', // USDC
+        ],
     },
     [],
 );
@@ -453,7 +463,10 @@ export const NATIVE_FEE_TOKEN_BY_CHAIN_ID = valueByChainId<string>(
     NULL_ADDRESS,
 );
 
-export const NATIVE_FEE_TOKEN_AMOUNT_BY_CHAIN_ID = valueByChainId({}, ONE_ETHER);
+export const NATIVE_FEE_TOKEN_AMOUNT_BY_CHAIN_ID = valueByChainId(
+    { [ChainId.Mainnet]: ONE_ETHER.times(0.1) },
+    ONE_ETHER,
+);
 
 // Order dependent
 const CURVE_TRI_POOL_MAINNET_TOKENS = [MAINNET_TOKENS.DAI, MAINNET_TOKENS.USDC, MAINNET_TOKENS.USDT];
@@ -1059,7 +1072,6 @@ export const BALANCER_V2_SUBGRAPH_URL = 'https://api.thegraph.com/subgraphs/name
 
 export const UNISWAPV3_CONFIG_BY_CHAIN_ID = valueByChainId(
     {
-        // Unconfirmed Mainnet contracts, please confirm
         [ChainId.Mainnet]: {
             quoter: '0xb27308f9f90d607463bb33ea1bebb41c27ce5ab6',
             router: '0xe592427a0aece92de3edee1f18e0157c05861564',
@@ -1335,5 +1347,6 @@ export const DEFAULT_GET_MARKET_ORDERS_OPTS: GetMarketOrdersOpts = {
     exchangeProxyOverhead: () => ZERO_AMOUNT,
     allowFallback: true,
     shouldGenerateQuoteReport: true,
+    shouldIncludePriceComparisonsReport: false,
     tokenAdjacencyGraph: { default: [] },
 };

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

@@ -16,7 +16,14 @@ import {
     getNativeAdjustedMakerFillAmount,
 } from '../utils';
 
-import { generateQuoteReport, QuoteReport } from './../quote_report_generator';
+import {
+    dexSampleToReportSource,
+    generateQuoteReport,
+    multiHopSampleToReportSource,
+    nativeOrderToReportEntry,
+    PriceComparisonsReport,
+    QuoteReport,
+} from './../quote_report_generator';
 import { getComparisonPrices } from './comparison_price';
 import {
     BUY_SOURCE_FILTER_BY_CHAIN_ID,
@@ -68,6 +75,27 @@ export class MarketOperationUtils {
         return generateQuoteReport(side, quotes.nativeOrders, liquidityDelivered, comparisonPrice, quoteRequestor);
     }
 
+    private static _computePriceComparisonsReport(
+        quoteRequestor: QuoteRequestor | undefined,
+        marketSideLiquidity: MarketSideLiquidity,
+        comparisonPrice?: BigNumber | undefined,
+    ): PriceComparisonsReport {
+        const { side, quotes } = marketSideLiquidity;
+        const dexSources = _.flatten(quotes.dexQuotes).map(quote => dexSampleToReportSource(quote, side));
+        const multiHopSources = quotes.twoHopQuotes.map(quote => multiHopSampleToReportSource(quote, side));
+        const nativeSources = quotes.nativeOrders.map(order =>
+            nativeOrderToReportEntry(
+                order.type,
+                order as any,
+                order.fillableTakerAmount,
+                comparisonPrice,
+                quoteRequestor,
+            ),
+        );
+
+        return { dexSources, multiHopSources, nativeSources };
+    }
+
     constructor(
         private readonly _sampler: DexOrderSampler,
         private readonly contractAddresses: AssetSwapperContractAddresses,
@@ -677,7 +705,16 @@ export class MarketOperationUtils {
                 wholeOrderPrice,
             );
         }
-        return { ...optimizerResult, quoteReport };
+
+        let priceComparisonsReport: PriceComparisonsReport | undefined;
+        if (_opts.shouldIncludePriceComparisonsReport) {
+            priceComparisonsReport = MarketOperationUtils._computePriceComparisonsReport(
+                _opts.rfqt ? _opts.rfqt.quoteRequestor : undefined,
+                marketSideLiquidity,
+                wholeOrderPrice,
+            );
+        }
+        return { ...optimizerResult, quoteReport, priceComparisonsReport };
     }
 
     private async _refreshPoolCacheIfRequiredAsync(takerToken: string, makerToken: string): Promise<void> {

packages/asset-swapper/src/utils/market_operation_utils/pools_cache/balancer_sor_v2.ts

@@ -0,0 +1,149 @@
+import { BigNumber } from '@0x/utils';
+/**
+ * This has been copied from https://github.com/balancer-labs/balancer-sor/blob/john/rc2/src/helpers.ts.
+ * Still awaiting V2 support for @balancer-labs/sor, once full V2 support is shipped we can upgrade sor and delete this file
+ */
+export const parsePoolData = (
+    directPools: SubGraphPoolDictionary,
+    tokenIn: string,
+    tokenOut: string,
+    mostLiquidPoolsFirstHop: SubGraphPool[] = [],
+    mostLiquidPoolsSecondHop: SubGraphPool[] = [],
+    hopTokens: string[] = [],
+): [SubGraphPoolDictionary, Path[]] => {
+    const pathDataList: Path[] = [];
+    const pools: SubGraphPoolDictionary = {};
+
+    // First add direct pair paths
+    // tslint:disable-next-line:forin
+    for (const idKey in directPools) {
+        const p: SubGraphPool = directPools[idKey];
+        // Add pool to the set with all pools (only adds if it's still not present in dict)
+        pools[idKey] = p;
+
+        const swap: Swap = {
+            pool: p.id,
+            tokenIn,
+            tokenOut,
+            tokenInDecimals: 18, // Placeholder for actual decimals
+            tokenOutDecimals: 18,
+        };
+
+        const path: Path = {
+            id: p.id,
+            swaps: [swap],
+        };
+        pathDataList.push(path);
+    }
+
+    // Now add multi-hop paths.
+    // mostLiquidPoolsFirstHop and mostLiquidPoolsSecondHop always has the same
+    // lengh of hopTokens
+    for (let i = 0; i < hopTokens.length; i++) {
+        // Add pools to the set with all pools (only adds if it's still not present in dict)
+        pools[mostLiquidPoolsFirstHop[i].id] = mostLiquidPoolsFirstHop[i];
+        pools[mostLiquidPoolsSecondHop[i].id] = mostLiquidPoolsSecondHop[i];
+
+        const swap1: Swap = {
+            pool: mostLiquidPoolsFirstHop[i].id,
+            tokenIn,
+            tokenOut: hopTokens[i],
+            tokenInDecimals: 18, // Placeholder for actual decimals
+            tokenOutDecimals: 18,
+        };
+
+        const swap2: Swap = {
+            pool: mostLiquidPoolsSecondHop[i].id,
+            tokenIn: hopTokens[i],
+            tokenOut,
+            tokenInDecimals: 18, // Placeholder for actual decimals
+            tokenOutDecimals: 18,
+        };
+
+        const path: Path = {
+            id: mostLiquidPoolsFirstHop[i].id + mostLiquidPoolsSecondHop[i].id, // Path id is the concatenation of the ids of poolFirstHop and poolSecondHop
+            swaps: [swap1, swap2],
+        };
+        pathDataList.push(path);
+    }
+    return [pools, pathDataList];
+};
+
+interface SubGraphPool {
+    id: string;
+    swapFee: string;
+    totalWeight: string;
+    totalShares: string;
+    tokens: SubGraphToken[];
+    tokensList: string[];
+    poolType?: string;
+
+    // Only for stable pools
+    amp: string;
+
+    // Only for element pools
+    lpShares?: BigNumber;
+    time?: BigNumber;
+    principalToken?: string;
+    baseToken?: string;
+}
+
+interface SubGraphPoolDictionary {
+    [poolId: string]: SubGraphPool;
+}
+
+interface SubGraphToken {
+    address: string;
+    balance: string;
+    decimals: string | number;
+    // Stable & Element field
+    weight?: string;
+}
+interface Path {
+    id: string; // pool address if direct path, contactenation of pool addresses if multihop
+    swaps: Swap[];
+    poolPairData?: PoolPairData[];
+    limitAmount?: BigNumber;
+    filterEffectivePrice?: BigNumber; // TODO: This is just used for filtering, maybe there is a better way to filter?
+}
+
+interface Swap {
+    pool: string;
+    tokenIn: string;
+    tokenOut: string;
+    swapAmount?: string;
+    limitReturnAmount?: string;
+    maxPrice?: string;
+    tokenInDecimals: number;
+    tokenOutDecimals: number;
+}
+
+export interface PoolPairData {
+    id: string;
+    poolType?: string; // Todo: make this a mandatory field?
+    pairType?: string; // Todo: make this a mandatory field?
+    tokenIn: string;
+    tokenOut: string;
+    balanceIn?: BigNumber;
+    balanceOut?: BigNumber;
+    decimalsIn: number;
+    decimalsOut: number;
+    swapFee: BigNumber;
+
+    // For weighted & element pools
+    weightIn?: BigNumber;
+    weightOut?: BigNumber;
+
+    // Only for stable pools
+    allBalances: BigNumber[];
+    invariant?: BigNumber;
+    amp?: BigNumber;
+    tokenIndexIn?: number;
+    tokenIndexOut?: number;
+
+    // Only for element pools
+    lpShares?: BigNumber;
+    time?: BigNumber;
+    principalToken?: string;
+    baseToken?: string;
+}

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

@@ -1,5 +1,6 @@
 import { getPoolsWithTokens, parsePoolData } from '@balancer-labs/sor';
 import { Pool } from '@balancer-labs/sor/dist/types';
+import { gql, request } from 'graphql-request';
 
 import { BALANCER_MAX_POOLS_FETCHED, BALANCER_SUBGRAPH_URL, BALANCER_TOP_POOLS_FETCHED } from '../constants';
 
@@ -49,16 +50,13 @@ export class BalancerPoolsCache extends PoolsCache {
         } = {};
 
         const pools = await this._fetchTopPoolsAsync();
-        pools.forEach(pool => {
+        for (const pool of pools) {
             const { tokensList } = pool;
             for (const from of tokensList) {
                 for (const to of tokensList.filter(t => t.toLowerCase() !== from.toLowerCase())) {
-                    if (!fromToPools[from]) {
-                        fromToPools[from] = {};
-                    }
-                    if (!fromToPools[from][to]) {
-                        fromToPools[from][to] = [];
-                    }
+                    fromToPools[from] = fromToPools[from] || {};
+                    fromToPools[from][to] = fromToPools[from][to] || [];
+
                     try {
                         // The list of pools must be relevant to `from` and `to`  for `parsePoolData`
                         const poolData = parsePoolData([pool], from, to);
@@ -71,45 +69,37 @@ export class BalancerPoolsCache extends PoolsCache {
                     }
                 }
             }
-        });
+        }
     }
 
     protected async _fetchTopPoolsAsync(): Promise<BalancerPoolResponse[]> {
-        const query = `
-      query {
-          pools (first: ${
-              this._topPoolsFetched
-          }, where: {publicSwap: true, liquidity_gt: 0}, orderBy: swapsCount, orderDirection: desc) {
-            id
-            publicSwap
-            swapFee
-            totalWeight
-            tokensList
-            tokens {
-              id
-              address
-              balance
-              decimals
-              symbol
-              denormWeight
+        const query = gql`
+            query fetchTopPools($topPoolsFetched: Int!) {
+                pools(
+                    first: $topPoolsFetched
+                    where: { publicSwap: true, liquidity_gt: 0 }
+                    orderBy: swapsCount
+                    orderDirection: desc
+                ) {
+                    id
+                    publicSwap
+                    swapFee
+                    totalWeight
+                    tokensList
+                    tokens {
+                        id
+                        address
+                        balance
+                        decimals
+                        symbol
+                        denormWeight
+                    }
+                }
             }
-          }
-        }
-    `;
+        `;
         try {
-            const response = await fetch(this._subgraphUrl, {
-                method: 'POST',
-                headers: {
-                    Accept: 'application/json',
-                    'Content-Type': 'application/json',
-                },
-                body: JSON.stringify({
-                    query,
-                }),
-            });
-
-            const { data } = await response.json();
-            return data.pools;
+            const { pools } = await request(this._subgraphUrl, query, { topPoolsFetched: this._topPoolsFetched });
+            return pools;
         } catch (err) {
             return [];
         }

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

@@ -1,19 +1,60 @@
-// import { getPoolsWithTokens, parsePoolData } from '@balancer-labs/sor'; // TODO - upgrade to v2
 import { BigNumber } from '@0x/utils';
+// import { parsePoolData } from '@balancer-labs'; // TODO - upgrade to v2
 import { Pool } from '@balancer-labs/sor/dist/types';
-import { request } from 'graphql-request';
+import { gql, request } from 'graphql-request';
 
-import { BALANCER_MAX_POOLS_FETCHED, BALANCER_V2_SUBGRAPH_URL } from '../constants';
+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 { parsePoolData } from './balancer_sor_v2';
 import { CacheValue, PoolsCache } from './pools_cache';
 
+// tslint:disable-next-line:custom-no-magic-numbers
+const ONE_DAY_MS = 24 * 60 * 60 * 1000;
+
+interface BalancerPoolResponse {
+    id: string;
+    swapFee: string;
+    tokens: Array<{ address: string; decimals: number; balance: string; weight: string; symbol: string }>;
+    tokensList: string[];
+    totalWeight: string;
+    totalShares: string;
+    amp: string | null;
+}
+
 export class BalancerV2PoolsCache extends PoolsCache {
+    private static _parseSubgraphPoolData(pool: any, takerToken: string, makerToken: string): Pool {
+        const tToken = pool.tokens.find((t: any) => t.address === takerToken);
+        const mToken = pool.tokens.find((t: any) => t.address === makerToken);
+        const swap = pool.swaps && pool.swaps[0];
+        const tokenAmountOut = swap ? swap.tokenAmountOut : undefined;
+        const tokenAmountIn = swap ? swap.tokenAmountIn : undefined;
+        const spotPrice =
+            tokenAmountOut && tokenAmountIn ? new BigNumber(tokenAmountOut).div(tokenAmountIn) : undefined; // TODO: xianny check
+
+        return {
+            id: pool.id,
+            balanceIn: new BigNumber(tToken.balance),
+            balanceOut: new BigNumber(mToken.balance),
+            weightIn: new BigNumber(tToken.weight),
+            weightOut: new BigNumber(mToken.weight),
+            swapFee: new BigNumber(pool.swapFee),
+            spotPrice,
+        };
+    }
+
     constructor(
         private readonly subgraphUrl: string = BALANCER_V2_SUBGRAPH_URL,
         private readonly maxPoolsFetched: number = BALANCER_MAX_POOLS_FETCHED,
+        private readonly _topPoolsFetched: number = BALANCER_TOP_POOLS_FETCHED,
+        private readonly _warningLogger: LogFunction = DEFAULT_WARNING_LOGGER,
         cache: { [key: string]: CacheValue } = {},
     ) {
         super(cache);
+        void this._loadTopPoolsAsync();
+        // Reload the top pools every 12 hours
+        setInterval(async () => void this._loadTopPoolsAsync(), ONE_DAY_MS / 2);
     }
 
     // protected async _fetchPoolsForPairAsync(takerToken: string, makerToken: string): Promise<Pool[]> {
@@ -29,8 +70,71 @@ export class BalancerV2PoolsCache extends PoolsCache {
     //     }
     // }
 
+    protected async _fetchTopPoolsAsync(): Promise<BalancerPoolResponse[]> {
+        const query = gql`
+            query fetchTopPools($topPoolsFetched: Int!) {
+                pools(
+                    first: $topPoolsFetched
+                    where: { totalLiquidity_gt: 0 }
+                    orderBy: swapsCount
+                    orderDirection: desc
+                ) {
+                    id
+                    swapFee
+                    totalWeight
+                    tokensList
+                    amp
+                    totalShares
+                    tokens {
+                        id
+                        address
+                        balance
+                        decimals
+                        symbol
+                        weight
+                    }
+                }
+            }
+        `;
+
+        const { pools } = await request<{ pools: BalancerPoolResponse[] }>(this.subgraphUrl, query, {
+            topPoolsFetched: this._topPoolsFetched,
+        });
+
+        return pools;
+    }
+    protected async _loadTopPoolsAsync(): Promise<void> {
+        const fromToPools: {
+            [from: string]: { [to: string]: Pool[] };
+        } = {};
+
+        const pools = await this._fetchTopPoolsAsync();
+        for (const pool of pools) {
+            const { tokensList } = pool;
+            for (const from of tokensList) {
+                for (const to of tokensList.filter(t => t.toLowerCase() !== from.toLowerCase())) {
+                    fromToPools[from] = fromToPools[from] || {};
+                    fromToPools[from][to] = fromToPools[from][to] || [];
+
+                    try {
+                        // The list of pools must be relevant to `from` and `to`  for `parsePoolData`
+                        const [poolData] = parsePoolData({ [pool.id]: pool as any }, from, to);
+                        fromToPools[from][to].push(
+                            BalancerV2PoolsCache._parseSubgraphPoolData(poolData[pool.id], from, to),
+                        );
+                        // Cache this as we progress through
+                        const expiresAt = Date.now() + this._cacheTimeMs;
+                        this._cachePoolsForPair(from, to, fromToPools[from][to], expiresAt);
+                    } catch (err) {
+                        this._warningLogger(err, `Failed to load Balancer V2 top pools`);
+                        // soldier on
+                    }
+                }
+            }
+        }
+    }
     protected async _fetchPoolsForPairAsync(takerToken: string, makerToken: string): Promise<Pool[]> {
-        const query = `
+        const query = gql`
         query getPools {
             pools(
               first: ${this.maxPoolsFetched},
@@ -60,25 +164,7 @@ export class BalancerV2PoolsCache extends PoolsCache {
           `;
         try {
             const { pools } = await request(this.subgraphUrl, query);
-            return pools.map((pool: any) => {
-                const tToken = pool.tokens.find((t: any) => t.address === takerToken);
-                const mToken = pool.tokens.find((t: any) => t.address === makerToken);
-                const swap = pool.swaps[0];
-                const tokenAmountOut = swap ? swap.tokenAmountOut : undefined;
-                const tokenAmountIn = swap ? swap.tokenAmountIn : undefined;
-                const spotPrice =
-                    tokenAmountOut && tokenAmountIn ? new BigNumber(tokenAmountOut).div(tokenAmountIn) : undefined; // TODO: xianny check
-
-                return {
-                    id: pool.id,
-                    balanceIn: new BigNumber(tToken.balance),
-                    balanceOut: new BigNumber(mToken.balance),
-                    weightIn: new BigNumber(tToken.weight),
-                    weightOut: new BigNumber(mToken.weight),
-                    swapFee: new BigNumber(pool.swapFee),
-                    spotPrice,
-                };
-            });
+            return pools.map((pool: any) => BalancerV2PoolsCache._parseSubgraphPoolData(pool, takerToken, makerToken));
         } catch (e) {
             return [];
         }

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

@@ -1,6 +1,6 @@
 import { ChainId } from '@0x/contract-addresses';
 import { LimitOrderFields } from '@0x/protocol-utils';
-import { BigNumber } from '@0x/utils';
+import { BigNumber, logUtils } from '@0x/utils';
 import * as _ from 'lodash';
 
 import { SamplerCallResult, SignedNativeOrder } from '../../types';
@@ -692,7 +692,7 @@ export class SamplerOperations {
             function: this._samplerContract.sampleSellsFromUniswapV3,
             params: [quoter, tokenAddressPath, takerFillAmounts],
             callback: (callResults: string, fillData: UniswapV3FillData): BigNumber[] => {
-                const [samples, paths] = this._samplerContract.getABIDecodedReturnData<[BigNumber[], string[]]>(
+                const [paths, samples] = this._samplerContract.getABIDecodedReturnData<[string[], BigNumber[]]>(
                     'sampleSellsFromUniswapV3',
                     callResults,
                 );
@@ -720,7 +720,7 @@ export class SamplerOperations {
             function: this._samplerContract.sampleBuysFromUniswapV3,
             params: [quoter, tokenAddressPath, makerFillAmounts],
             callback: (callResults: string, fillData: UniswapV3FillData): BigNumber[] => {
-                const [samples, paths] = this._samplerContract.getABIDecodedReturnData<[BigNumber[], string[]]>(
+                const [paths, samples] = this._samplerContract.getABIDecodedReturnData<[string[], BigNumber[]]>(
                     'sampleBuysFromUniswapV3',
                     callResults,
                 );
@@ -783,7 +783,10 @@ export class SamplerOperations {
                     };
                 });
             },
-            () => [],
+            () => {
+                logUtils.warn('SamplerContractOperation: Two hop sampler reverted');
+                return [];
+            },
         );
     }
 
@@ -838,7 +841,10 @@ export class SamplerOperations {
                     };
                 });
             },
-            () => [],
+            () => {
+                logUtils.warn('SamplerContractOperation: Two hop sampler reverted');
+                return [];
+            },
         );
     }
 

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

@@ -9,7 +9,7 @@ import { BigNumber } from '@0x/utils';
 
 import { NativeOrderWithFillableAmounts, RfqFirmQuoteValidator, RfqRequestOpts } from '../../types';
 import { QuoteRequestor } from '../../utils/quote_requestor';
-import { QuoteReport } from '../quote_report_generator';
+import { PriceComparisonsReport, QuoteReport } from '../quote_report_generator';
 
 import { CollapsedPath } from './path';
 import { SourceFilters } from './source_filters';
@@ -401,6 +401,11 @@ export interface GetMarketOrdersOpts {
      * Whether to generate a quote report
      */
     shouldGenerateQuoteReport: boolean;
+
+    /**
+     * Whether to include price comparison data in the quote
+     */
+    shouldIncludePriceComparisonsReport: boolean;
     /**
      * Token addresses with a list of adjacent intermediary tokens to consider
      * hopping to. E.g DAI->USDC via an adjacent token WETH
@@ -435,6 +440,7 @@ export interface OptimizerResult {
 
 export interface OptimizerResultWithReport extends OptimizerResult {
     quoteReport?: QuoteReport;
+    priceComparisonsReport?: PriceComparisonsReport;
 }
 
 export type MarketDepthSide = Array<Array<DexSample<FillData>>>;

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

@@ -60,6 +60,12 @@ export interface QuoteReport {
     sourcesDelivered: QuoteReportEntry[];
 }
 
+export interface PriceComparisonsReport {
+    dexSources: BridgeQuoteReportEntry[];
+    multiHopSources: MultiHopQuoteReportEntry[];
+    nativeSources: Array<NativeLimitOrderQuoteReportEntry | NativeRfqOrderQuoteReportEntry>;
+}
+
 /**
  * Generates a report of sources considered while computing the optimized
  * swap quote, and the sources ultimately included in the computed quote.
@@ -72,7 +78,7 @@ export function generateQuoteReport(
     quoteRequestor?: QuoteRequestor,
 ): QuoteReport {
     const nativeOrderSourcesConsidered = nativeOrders.map(order =>
-        _nativeOrderToReportEntry(order.type, order as any, order.fillableTakerAmount, comparisonPrice, quoteRequestor),
+        nativeOrderToReportEntry(order.type, order as any, order.fillableTakerAmount, comparisonPrice, quoteRequestor),
     );
     const sourcesConsidered = [...nativeOrderSourcesConsidered.filter(order => order.isRfqt)];
 
@@ -87,7 +93,7 @@ export function generateQuoteReport(
         // map sources delivered
         sourcesDelivered = liquidityDelivered.map(collapsedFill => {
             if (_isNativeOrderFromCollapsedFill(collapsedFill)) {
-                return _nativeOrderToReportEntry(
+                return nativeOrderToReportEntry(
                     collapsedFill.type,
                     collapsedFill.fillData,
                     nativeOrderSignaturesToFillableAmounts[_nativeDataToId(collapsedFill.fillData)],
@@ -95,13 +101,13 @@ export function generateQuoteReport(
                     quoteRequestor,
                 );
             } else {
-                return _dexSampleToReportSource(collapsedFill, marketOperation);
+                return dexSampleToReportSource(collapsedFill, marketOperation);
             }
         });
     } else {
         sourcesDelivered = [
             // tslint:disable-next-line: no-unnecessary-type-assertion
-            _multiHopSampleToReportSource(liquidityDelivered as DexSample<MultiHopFillData>, marketOperation),
+            multiHopSampleToReportSource(liquidityDelivered as DexSample<MultiHopFillData>, marketOperation),
         ];
     }
     return {
@@ -115,7 +121,11 @@ function _nativeDataToId(data: { signature: Signature }): string {
     return `${v}${r}${s}`;
 }
 
-function _dexSampleToReportSource(ds: DexSample, marketOperation: MarketOperation): BridgeQuoteReportEntry {
+/**
+ * Generates a report sample for a DEX source
+ * NOTE: this is used for the QuoteReport and quote price comparison data
+ */
+export function dexSampleToReportSource(ds: DexSample, marketOperation: MarketOperation): BridgeQuoteReportEntry {
     const liquiditySource = ds.source;
 
     if (liquiditySource === ERC20BridgeSource.Native) {
@@ -143,7 +153,11 @@ function _dexSampleToReportSource(ds: DexSample, marketOperation: MarketOperatio
     }
 }
 
-function _multiHopSampleToReportSource(
+/**
+ * Generates a report sample for a MultiHop source
+ * NOTE: this is used for the QuoteReport and quote price comparison data
+ */
+export function multiHopSampleToReportSource(
     ds: DexSample<MultiHopFillData>,
     marketOperation: MarketOperation,
 ): MultiHopQuoteReportEntry {
@@ -176,7 +190,11 @@ function _isNativeOrderFromCollapsedFill(cf: CollapsedFill): cf is NativeCollaps
     return type === FillQuoteTransformerOrderType.Limit || type === FillQuoteTransformerOrderType.Rfq;
 }
 
-function _nativeOrderToReportEntry(
+/**
+ * Generates a report entry for a native order
+ * NOTE: this is used for the QuoteReport and quote price comparison data
+ */
+export function nativeOrderToReportEntry(
     type: FillQuoteTransformerOrderType,
     fillData: NativeLimitOrderFillData | NativeRfqOrderFillData,
     fillableAmount: BigNumber,

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

@@ -1,6 +1,12 @@
 import { schemas, SchemaValidator } from '@0x/json-schemas';
 import { FillQuoteTransformerOrderType, Signature } from '@0x/protocol-utils';
-import { TakerRequestQueryParams, V4RFQFirmQuote, V4RFQIndicativeQuote, V4SignedRfqOrder } from '@0x/quote-server';
+import {
+    TakerRequestQueryParamsUnnested,
+    V4RFQFirmQuote,
+    V4RFQIndicativeQuote,
+    V4SignedRfqOrder,
+} from '@0x/quote-server';
+import { Fee } from '@0x/quote-server/lib/src/types';
 import { BigNumber, NULL_ADDRESS } from '@0x/utils';
 import axios, { AxiosInstance } from 'axios';
 
@@ -11,6 +17,7 @@ import {
     LogFunction,
     MarketOperation,
     RfqMakerAssetOfferings,
+    RfqmRequestOptions,
     RfqPairType,
     RfqRequestOpts,
     SignedNativeOrder,
@@ -84,7 +91,8 @@ export class QuoteRequestor {
         assetFillAmount: BigNumber,
         comparisonPrice?: BigNumber,
         isLastLook?: boolean | undefined,
-    ): TakerRequestQueryParams {
+        fee?: Fee | undefined,
+    ): TakerRequestQueryParamsUnnested {
         const { buyAmountBaseUnits, sellAmountBaseUnits } =
             marketOperation === MarketOperation.Buy
                 ? {
@@ -97,7 +105,7 @@ export class QuoteRequestor {
                   };
 
         const requestParamsWithBigNumbers: Pick<
-            TakerRequestQueryParams,
+            TakerRequestQueryParamsUnnested,
             | 'txOrigin'
             | 'takerAddress'
             | 'buyTokenAddress'
@@ -105,6 +113,9 @@ export class QuoteRequestor {
             | 'comparisonPrice'
             | 'isLastLook'
             | 'protocolVersion'
+            | 'feeAmount'
+            | 'feeToken'
+            | 'feeType'
         > = {
             txOrigin,
             takerAddress,
@@ -114,7 +125,13 @@ export class QuoteRequestor {
             protocolVersion: '4',
         };
         if (isLastLook) {
+            if (fee === undefined) {
+                throw new Error(`isLastLook cannot be passed without a fee parameter`);
+            }
             requestParamsWithBigNumbers.isLastLook = isLastLook.toString();
+            requestParamsWithBigNumbers.feeAmount = fee.amount.toString();
+            requestParamsWithBigNumbers.feeToken = fee.token;
+            requestParamsWithBigNumbers.feeType = fee.type;
         }
 
         // convert BigNumbers to strings
@@ -181,12 +198,11 @@ export class QuoteRequestor {
         assetFillAmount: BigNumber,
         marketOperation: MarketOperation,
         comparisonPrice: BigNumber | undefined,
-        options: RfqRequestOpts,
+        options: RfqmRequestOptions,
     ): Promise<SignedNativeOrder[]> {
         const _opts: RfqRequestOpts = {
             ...constants.DEFAULT_RFQT_REQUEST_OPTS,
             ...options,
-            isLastLook: true,
         };
 
         return this._fetchAndValidateFirmQuotesAsync(
@@ -230,12 +246,11 @@ export class QuoteRequestor {
         assetFillAmount: BigNumber,
         marketOperation: MarketOperation,
         comparisonPrice: BigNumber | undefined,
-        options: RfqRequestOpts,
+        options: RfqmRequestOptions,
     ): Promise<V4RFQIndicativeQuote[]> {
         const _opts: RfqRequestOpts = {
             ...constants.DEFAULT_RFQT_REQUEST_OPTS,
             ...options,
-            isLastLook: true,
         };
 
         return this._fetchAndValidateIndicativeQuotesAsync(
@@ -344,6 +359,7 @@ export class QuoteRequestor {
             assetFillAmount,
             comparisonPrice,
             options.isLastLook,
+            options.fee,
         );
 
         const quotePath = (() => {

packages/asset-swapper/test/quote_requestor_test.ts

@@ -1,6 +1,6 @@
 import { tokenUtils } from '@0x/dev-utils';
-import { FillQuoteTransformerOrderType, SignatureType } from '@0x/protocol-utils';
-import { TakerRequestQueryParams, V4RFQIndicativeQuote } from '@0x/quote-server';
+import { ETH_TOKEN_ADDRESS, FillQuoteTransformerOrderType, SignatureType } from '@0x/protocol-utils';
+import { TakerRequestQueryParamsUnnested, V4RFQIndicativeQuote } from '@0x/quote-server';
 import { StatusCodes } from '@0x/types';
 import { BigNumber, logUtils } from '@0x/utils';
 import Axios from 'axios';
@@ -75,7 +75,7 @@ describe('QuoteRequestor', async () => {
             const mockedRequests: MockedRfqQuoteResponse[] = [];
             const altMockedRequests: AltMockedRfqQuoteResponse[] = [];
 
-            const expectedParams: TakerRequestQueryParams = {
+            const expectedParams: TakerRequestQueryParamsUnnested = {
                 sellTokenAddress: takerToken,
                 buyTokenAddress: makerToken,
                 sellAmountBaseUnits: '10000',
@@ -84,6 +84,9 @@ describe('QuoteRequestor', async () => {
                 txOrigin,
                 isLastLook: 'true', // the major difference between RFQ-T and RFQ-M
                 protocolVersion: '4',
+                feeAmount: '1000000000',
+                feeToken: ETH_TOKEN_ADDRESS,
+                feeType: 'fixed',
             };
             const mockedDefaults = {
                 requestApiKey: apiKey,
@@ -242,6 +245,12 @@ describe('QuoteRequestor', async () => {
                             txOrigin: takerAddress,
                             intentOnFilling: true,
                             altRfqAssetOfferings,
+                            isLastLook: true,
+                            fee: {
+                                amount: new BigNumber('1000000000'),
+                                token: ETH_TOKEN_ADDRESS,
+                                type: 'fixed',
+                            },
                         },
                     );
                     expect(resp).to.deep.eq([
@@ -265,7 +274,7 @@ describe('QuoteRequestor', async () => {
             const mockedRequests: MockedRfqQuoteResponse[] = [];
             const altMockedRequests: AltMockedRfqQuoteResponse[] = [];
 
-            const expectedParams: TakerRequestQueryParams = {
+            const expectedParams: TakerRequestQueryParamsUnnested = {
                 sellTokenAddress: takerToken,
                 buyTokenAddress: makerToken,
                 sellAmountBaseUnits: '10000',
@@ -451,7 +460,7 @@ describe('QuoteRequestor', async () => {
             // Set up RFQ responses
             // tslint:disable-next-line:array-type
             const mockedRequests: MockedRfqQuoteResponse[] = [];
-            const expectedParams: TakerRequestQueryParams = {
+            const expectedParams: TakerRequestQueryParamsUnnested = {
                 sellTokenAddress: takerToken,
                 buyTokenAddress: makerToken,
                 sellAmountBaseUnits: '10000',
@@ -460,6 +469,9 @@ describe('QuoteRequestor', async () => {
                 txOrigin: takerAddress,
                 isLastLook: 'true', // the major difference between RFQ-T and RFQ-M
                 protocolVersion: '4',
+                feeAmount: '1000000000',
+                feeToken: ETH_TOKEN_ADDRESS,
+                feeType: 'fixed',
             };
             const mockedDefaults = {
                 requestApiKey: apiKey,
@@ -543,6 +555,12 @@ describe('QuoteRequestor', async () => {
                             takerAddress,
                             txOrigin: takerAddress,
                             intentOnFilling: true,
+                            isLastLook: true,
+                            fee: {
+                                type: 'fixed',
+                                token: ETH_TOKEN_ADDRESS,
+                                amount: new BigNumber('1000000000'),
+                            },
                         },
                     );
                     expect(resp.sort()).to.eql([successfulQuote1, successfulQuote1].sort());
@@ -571,7 +589,7 @@ describe('QuoteRequestor', async () => {
             // Set up RFQT responses
             // tslint:disable-next-line:array-type
             const mockedRequests: MockedRfqQuoteResponse[] = [];
-            const expectedParams: TakerRequestQueryParams = {
+            const expectedParams: TakerRequestQueryParamsUnnested = {
                 sellTokenAddress: takerToken,
                 buyTokenAddress: makerToken,
                 sellAmountBaseUnits: '10000',
@@ -678,7 +696,7 @@ describe('QuoteRequestor', async () => {
             // Set up RFQT responses
             // tslint:disable-next-line:array-type
             const mockedRequests: MockedRfqQuoteResponse[] = [];
-            const expectedParams: TakerRequestQueryParams = {
+            const expectedParams: TakerRequestQueryParamsUnnested = {
                 sellTokenAddress: takerToken,
                 buyTokenAddress: makerToken,
                 sellAmountBaseUnits: '10000',
@@ -763,7 +781,7 @@ describe('QuoteRequestor', async () => {
             // Set up RFQT responses
             // tslint:disable-next-line:array-type
             const mockedRequests: MockedRfqQuoteResponse[] = [];
-            const expectedParams: TakerRequestQueryParams = {
+            const expectedParams: TakerRequestQueryParamsUnnested = {
                 sellTokenAddress: takerToken,
                 buyTokenAddress: makerToken,
                 buyAmountBaseUnits: '10000',

yarn.lock

@@ -783,7 +783,7 @@
     lodash "^4.17.11"
     web3-provider-engine "14.0.6"
 
-"@0x/json-schemas@^5.0.1", "@0x/json-schemas@^5.0.7", "@0x/json-schemas@^5.3.3":
+"@0x/json-schemas@^5.0.1", "@0x/json-schemas@^5.3.3":
   version "5.3.3"
   resolved "https://registry.yarnpkg.com/@0x/json-schemas/-/json-schemas-5.3.3.tgz#4b9de100385ca23b0cd58a454165df2e9758e453"
   dependencies:
@@ -801,7 +801,7 @@
     jsonschema "^1.2.0"
     lodash.values "^4.3.0"
 
-"@0x/json-schemas@^6.1.3":
+"@0x/json-schemas@^6.0.1", "@0x/json-schemas@^6.1.3":
   version "6.1.3"
   resolved "https://registry.yarnpkg.com/@0x/json-schemas/-/json-schemas-6.1.3.tgz#da71ed2e50ae6813a6d4d0fe5f8ad69b8e6a7435"
   dependencies:
@@ -850,11 +850,12 @@
     typedoc "~0.16.11"
     yargs "^10.0.3"
 
-"@0x/quote-server@^5.0.0":
-  version "5.0.0"
-  resolved "https://registry.yarnpkg.com/@0x/quote-server/-/quote-server-5.0.0.tgz#15554099bdfdf71e2910430860257d622f24f703"
+"@0x/quote-server@^6.0.2":
+  version "6.0.2"
+  resolved "https://registry.yarnpkg.com/@0x/quote-server/-/quote-server-6.0.2.tgz#cb99e00c737e0f97a2a32bc7e7be6db65243c3af"
+  integrity sha512-SS5LfAgKSRjEszWVZl5UtRDBkrsqAvYn/lPB4hxtKky8XitClUYFQ2pSnrFuyQSVft3tFxH4p7eC65YQN5wkcA==
   dependencies:
-    "@0x/json-schemas" "^5.0.7"
+    "@0x/json-schemas" "^6.0.1"
     "@0x/order-utils" "^10.2.4"
     "@0x/protocol-utils" "^1.0.1"
     "@0x/utils" "^5.4.1"