Publish

- @0x/asset-swapper@16.63.0
Updated CHANGELOGS & MD docs
2022-06-29 08:36:38 +00:00 · 2022-06-29 08:36:34 +00:00 · 2022-06-29 18:10:56 +10:00 · 2022-06-22 18:36:52 +02:00 · 2022-06-15 00:40:27 +00:00 · 2022-06-15 00:40:24 +00:00
67 changed files with 1284 additions and 1701 deletions
--- a/18
+++ b/18
@@ -1,18 +1,20 @@
 # See https://help.github.com/articles/about-codeowners/
+
 # for more info about CODEOWNERS file

 # It uses the same pattern rule for gitignore file
+
 # https://git-scm.com/docs/gitignore#_pattern_format

-# Website
-packages/asset-swapper/  @BMillman19 @fragosti @dave4506
-packages/instant/  @BMillman19 @fragosti @dave4506
+packages/asset-swapper/ @dekz @mzhu25 @dextracker @kh-chang

 # Dev tools & setup
-.circleci/ @dorothy-zbornak
-packages/contract-addresses/ @abandeali1
-packages/contract-artifacts/ @abandeali1
-packages/order-utils/ @dorothy-zbornak 
+
+.circleci/ @dekz @mzhu25
+packages/contract-addresses/ @dekz @mzhu25 @dextracker @kh-chang
+packages/contract-artifacts/ @dekz @mzhu25
+packages/protocol-utils/ @dekz @mzhu25

 # Protocol/smart contracts
-contracts/ @abandeali1 @hysz @dorothy-zbornak @mzhu25
+
+contracts/ @dekz @mzhu25 @dextracker
--- a/contracts/erc20/CHANGELOG.json
+++ b/contracts/erc20/CHANGELOG.json
@@ -1,4 +1,13 @@
 [
+    {
+        "timestamp": 1655244958,
+        "version": "3.3.32",
+        "changes": [
+            {
+                "note": "Dependencies updated"
+            }
+        ]
+    },
    {
        "timestamp": 1654284040,
        "version": "3.3.31",
--- a/contracts/erc20/CHANGELOG.md
+++ b/contracts/erc20/CHANGELOG.md
@@ -5,6 +5,10 @@ Edit the package's CHANGELOG.json file only.

 CHANGELOG

+## v3.3.32 - _June 14, 2022_
+
+    * Dependencies updated
+
 ## v3.3.31 - _June 3, 2022_

    * Dependencies updated
--- a/contracts/erc20/package.json
+++ b/contracts/erc20/package.json
@@ -1,6 +1,6 @@
 {
    "name": "@0x/contracts-erc20",
-    "version": "3.3.31",
+    "version": "3.3.32",
    "engines": {
        "node": ">=6.12"
    },
@@ -53,8 +53,8 @@
    "devDependencies": {
        "@0x/abi-gen": "^5.8.0",
        "@0x/contracts-gen": "^2.0.46",
-        "@0x/contracts-test-utils": "^5.4.22",
-        "@0x/contracts-utils": "^4.8.12",
+        "@0x/contracts-test-utils": "^5.4.23",
+        "@0x/contracts-utils": "^4.8.13",
        "@0x/dev-utils": "^4.2.14",
        "@0x/sol-compiler": "^4.8.1",
        "@0x/ts-doc-gen": "^0.0.28",
--- a/contracts/test-utils/CHANGELOG.json
+++ b/contracts/test-utils/CHANGELOG.json
@@ -1,4 +1,13 @@
 [
+    {
+        "timestamp": 1655244958,
+        "version": "5.4.23",
+        "changes": [
+            {
+                "note": "Dependencies updated"
+            }
+        ]
+    },
    {
        "timestamp": 1654284040,
        "version": "5.4.22",
--- a/contracts/test-utils/CHANGELOG.md
+++ b/contracts/test-utils/CHANGELOG.md
@@ -5,6 +5,10 @@ Edit the package's CHANGELOG.json file only.

 CHANGELOG

+## v5.4.23 - _June 14, 2022_
+
+    * Dependencies updated
+
 ## v5.4.22 - _June 3, 2022_

    * Dependencies updated
--- a/contracts/test-utils/package.json
+++ b/contracts/test-utils/package.json
@@ -1,6 +1,6 @@
 {
    "name": "@0x/contracts-test-utils",
-    "version": "5.4.22",
+    "version": "5.4.23",
    "engines": {
        "node": ">=6.12"
    },
@@ -44,7 +44,7 @@
    "dependencies": {
        "@0x/assert": "^3.0.34",
        "@0x/base-contract": "^6.5.0",
-        "@0x/contract-addresses": "^6.15.0",
+        "@0x/contract-addresses": "^6.16.0",
        "@0x/dev-utils": "^4.2.14",
        "@0x/json-schemas": "^6.4.4",
        "@0x/order-utils": "^10.4.28",
--- a/contracts/treasury/CHANGELOG.json
+++ b/contracts/treasury/CHANGELOG.json
@@ -1,4 +1,13 @@
 [
+    {
+        "timestamp": 1655244958,
+        "version": "1.4.15",
+        "changes": [
+            {
+                "note": "Dependencies updated"
+            }
+        ]
+    },
    {
        "timestamp": 1654284040,
        "version": "1.4.14",
--- a/contracts/treasury/CHANGELOG.md
+++ b/contracts/treasury/CHANGELOG.md
@@ -5,6 +5,10 @@ Edit the package's CHANGELOG.json file only.

 CHANGELOG

+## v1.4.15 - _June 14, 2022_
+
+    * Dependencies updated
+
 ## v1.4.14 - _June 3, 2022_

    * Dependencies updated
--- a/contracts/treasury/package.json
+++ b/contracts/treasury/package.json
@@ -1,6 +1,6 @@
 {
    "name": "@0x/contracts-treasury",
-    "version": "1.4.14",
+    "version": "1.4.15",
    "engines": {
        "node": ">=6.12"
    },
@@ -47,12 +47,12 @@
    "homepage": "https://github.com/0xProject/protocol/tree/main/contracts/treasury",
    "devDependencies": {
        "@0x/abi-gen": "^5.8.0",
-        "@0x/contract-addresses": "^6.15.0",
+        "@0x/contract-addresses": "^6.16.0",
        "@0x/contracts-asset-proxy": "^3.7.19",
-        "@0x/contracts-erc20": "^3.3.31",
+        "@0x/contracts-erc20": "^3.3.32",
        "@0x/contracts-gen": "^2.0.46",
        "@0x/contracts-staking": "^2.0.45",
-        "@0x/contracts-test-utils": "^5.4.22",
+        "@0x/contracts-test-utils": "^5.4.23",
        "@0x/sol-compiler": "^4.8.1",
        "@0x/ts-doc-gen": "^0.0.28",
        "@0x/tslint-config": "^4.1.4",
@@ -73,7 +73,7 @@
    },
    "dependencies": {
        "@0x/base-contract": "^6.5.0",
-        "@0x/protocol-utils": "^11.14.0",
+        "@0x/protocol-utils": "^11.15.0",
        "@0x/subproviders": "^6.6.5",
        "@0x/types": "^3.3.6",
        "@0x/typescript-typings": "^5.3.1",
--- a/contracts/utils/CHANGELOG.json
+++ b/contracts/utils/CHANGELOG.json
@@ -1,4 +1,13 @@
 [
+    {
+        "timestamp": 1655244958,
+        "version": "4.8.13",
+        "changes": [
+            {
+                "note": "Dependencies updated"
+            }
+        ]
+    },
    {
        "timestamp": 1654284040,
        "version": "4.8.12",
--- a/contracts/utils/CHANGELOG.md
+++ b/contracts/utils/CHANGELOG.md
@@ -5,6 +5,10 @@ Edit the package's CHANGELOG.json file only.

 CHANGELOG

+## v4.8.13 - _June 14, 2022_
+
+    * Dependencies updated
+
 ## v4.8.12 - _June 3, 2022_

    * Dependencies updated
--- a/contracts/utils/package.json
+++ b/contracts/utils/package.json
@@ -1,6 +1,6 @@
 {
    "name": "@0x/contracts-utils",
-    "version": "4.8.12",
+    "version": "4.8.13",
    "engines": {
        "node": ">=6.12"
    },
@@ -52,7 +52,7 @@
    "devDependencies": {
        "@0x/abi-gen": "^5.8.0",
        "@0x/contracts-gen": "^2.0.46",
-        "@0x/contracts-test-utils": "^5.4.22",
+        "@0x/contracts-test-utils": "^5.4.23",
        "@0x/dev-utils": "^4.2.14",
        "@0x/order-utils": "^10.4.28",
        "@0x/sol-compiler": "^4.8.1",
--- a/contracts/zero-ex/CHANGELOG.json
+++ b/contracts/zero-ex/CHANGELOG.json
@@ -1,4 +1,14 @@
 [
+    {
+        "version": "0.35.0",
+        "changes": [
+            {
+                "note": "Adds support for Velodrome OptimismBridgeAdapter",
+                "pr": 494
+            }
+        ],
+        "timestamp": 1655244958
+    },
    {
        "version": "0.34.0",
        "changes": [
--- a/contracts/zero-ex/CHANGELOG.md
+++ b/contracts/zero-ex/CHANGELOG.md
@@ -5,6 +5,10 @@ Edit the package's CHANGELOG.json file only.

 CHANGELOG

+## v0.35.0 - _June 14, 2022_
+
+    * Adds support for Velodrome OptimismBridgeAdapter (#494)
+
 ## v0.34.0 - _June 3, 2022_

    * Splits BridgeAdapter up by chain (#487)
--- a/contracts/zero-ex/contracts/src/transformers/bridges/BridgeProtocols.sol
+++ b/contracts/zero-ex/contracts/src/transformers/bridges/BridgeProtocols.sol
@@ -56,4 +56,5 @@ library BridgeProtocols {
    uint128 internal constant GMX             = 26;
    uint128 internal constant PLATYPUS        = 27;
    uint128 internal constant BANCORV3        = 28;
+    uint128 internal constant VELODROME       = 29;
 }
--- a/contracts/zero-ex/contracts/src/transformers/bridges/OptimismBridgeAdapter.sol
+++ b/contracts/zero-ex/contracts/src/transformers/bridges/OptimismBridgeAdapter.sol
@@ -26,6 +26,7 @@ import "./mixins/MixinCurve.sol";
 import "./mixins/MixinCurveV2.sol";
 import "./mixins/MixinNerve.sol";
 import "./mixins/MixinUniswapV3.sol";
+import "./mixins/MixinVelodrome.sol";
 import "./mixins/MixinZeroExBridge.sol";

 contract OptimismBridgeAdapter is
@@ -34,6 +35,7 @@ contract OptimismBridgeAdapter is
    MixinCurveV2,
    MixinNerve,
    MixinUniswapV3,
+    MixinVelodrome,
    MixinZeroExBridge
 {
    constructor(IEtherTokenV06 weth)
@@ -83,6 +85,14 @@ contract OptimismBridgeAdapter is
                sellAmount,
                order.bridgeData
            );
+        } else if (protocolId == BridgeProtocols.VELODROME) {
+            if (dryRun) { return (0, true); }
+            boughtAmount = _tradeVelodrome(
+                sellToken,
+                buyToken,
+                sellAmount,
+                order.bridgeData
+            );
        } else if (protocolId == BridgeProtocols.UNKNOWN) {
            if (dryRun) { return (0, true); }            
            boughtAmount = _tradeZeroExBridge(
--- a/contracts/zero-ex/contracts/src/transformers/bridges/mixins/MixinVelodrome.sol
+++ b/contracts/zero-ex/contracts/src/transformers/bridges/mixins/MixinVelodrome.sol
@@ -0,0 +1,64 @@
+// SPDX-License-Identifier: Apache-2.0
+/*
+
+  Copyright 2022 ZeroEx Intl.
+
+  Licensed under the Apache License, Version 2.0 (the "License");
+  you may not use this file except in compliance with the License.
+  You may obtain a copy of the License at
+
+    http://www.apache.org/licenses/LICENSE-2.0
+
+  Unless required by applicable law or agreed to in writing, software
+  distributed under the License is distributed on an "AS IS" BASIS,
+  WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+  See the License for the specific language governing permissions and
+  limitations under the License.
+
+*/
+
+pragma solidity ^0.6.5;
+pragma experimental ABIEncoderV2;
+
+import "@0x/contracts-erc20/contracts/src/v06/LibERC20TokenV06.sol";
+import "@0x/contracts-erc20/contracts/src/v06/IERC20TokenV06.sol";
+
+interface IVelodromeRouter {
+    function swapExactTokensForTokensSimple(
+        uint256 amountIn,
+        uint256 amountOutMin,
+        address tokenFrom,
+        address tokenTo,
+        bool stable,
+        address to,
+        uint256 deadline
+    ) external returns (uint256[] memory amounts); 
+}
+
+contract MixinVelodrome {
+    using LibERC20TokenV06 for IERC20TokenV06;
+
+    function _tradeVelodrome(
+        IERC20TokenV06 sellToken,
+        IERC20TokenV06 buyToken,
+        uint256 sellAmount,
+        bytes memory bridgeData
+    )
+        internal
+        returns (uint256 boughtAmount)
+    {
+
+        (IVelodromeRouter router, bool stable) = abi.decode(bridgeData, (IVelodromeRouter, bool));
+        sellToken.approveIfBelow(address(router), sellAmount);
+
+        boughtAmount = router.swapExactTokensForTokensSimple(
+            sellAmount,
+            0, 
+            address(sellToken),
+            address(buyToken),
+            stable,
+            address(this),
+            block.timestamp + 1
+        )[1];
+    }
+}
--- a/contracts/zero-ex/package.json
+++ b/contracts/zero-ex/package.json
@@ -1,6 +1,6 @@
 {
    "name": "@0x/contracts-zero-ex",
-    "version": "0.34.0",
+    "version": "0.35.0",
    "engines": {
        "node": ">=6.12"
    },
@@ -43,7 +43,7 @@
    "config": {
        "publicInterfaceContracts": "IZeroEx,ZeroEx,FullMigration,InitialMigration,IFlashWallet,IERC20Transformer,IOwnableFeature,ISimpleFunctionRegistryFeature,ITransformERC20Feature,FillQuoteTransformer,PayTakerTransformer,PositiveSlippageFeeTransformer,WethTransformer,OwnableFeature,SimpleFunctionRegistryFeature,TransformERC20Feature,AffiliateFeeTransformer,MetaTransactionsFeature,LogMetadataTransformer,LiquidityProviderFeature,ILiquidityProviderFeature,NativeOrdersFeature,INativeOrdersFeature,FeeCollectorController,FeeCollector,CurveLiquidityProvider,BatchFillNativeOrdersFeature,IBatchFillNativeOrdersFeature,MultiplexFeature,IMultiplexFeature,OtcOrdersFeature,IOtcOrdersFeature,AvalancheBridgeAdapter,BSCBridgeAdapter,CeloBridgeAdapter,EthereumBridgeAdapter,FantomBridgeAdapter,OptimismBridgeAdapter,PolygonBridgeAdapter",
        "abis:comment": "This list is auto-generated by contracts-gen. Don't edit manually.",
-        "abis": "./test/generated-artifacts/@(AbstractBridgeAdapter|AffiliateFeeTransformer|AvalancheBridgeAdapter|BSCBridgeAdapter|BatchFillNativeOrdersFeature|BootstrapFeature|BridgeProtocols|CeloBridgeAdapter|CurveLiquidityProvider|ERC1155OrdersFeature|ERC165Feature|ERC721OrdersFeature|EthereumBridgeAdapter|FantomBridgeAdapter|FeeCollector|FeeCollectorController|FillQuoteTransformer|FixinCommon|FixinEIP712|FixinERC1155Spender|FixinERC721Spender|FixinProtocolFees|FixinReentrancyGuard|FixinTokenSpender|FlashWallet|FullMigration|FundRecoveryFeature|IBatchFillNativeOrdersFeature|IBootstrapFeature|IBridgeAdapter|IERC1155OrdersFeature|IERC1155Token|IERC165Feature|IERC20Bridge|IERC20Transformer|IERC721OrdersFeature|IERC721Token|IFeature|IFeeRecipient|IFlashWallet|IFundRecoveryFeature|ILiquidityProvider|ILiquidityProviderFeature|ILiquidityProviderSandbox|IMetaTransactionsFeature|IMooniswapPool|IMultiplexFeature|INativeOrdersEvents|INativeOrdersFeature|IOtcOrdersFeature|IOwnableFeature|IPancakeSwapFeature|IPropertyValidator|ISimpleFunctionRegistryFeature|IStaking|ITakerCallback|ITestSimpleFunctionRegistryFeature|ITokenSpenderFeature|ITransformERC20Feature|IUniswapFeature|IUniswapV2Pair|IUniswapV3Feature|IUniswapV3Pool|IZeroEx|InitialMigration|LibBootstrap|LibCommonRichErrors|LibERC1155OrdersStorage|LibERC20Transformer|LibERC721OrdersStorage|LibFeeCollector|LibLiquidityProviderRichErrors|LibMetaTransactionsRichErrors|LibMetaTransactionsStorage|LibMigrate|LibNFTOrder|LibNFTOrdersRichErrors|LibNativeOrder|LibNativeOrdersRichErrors|LibNativeOrdersStorage|LibOtcOrdersStorage|LibOwnableRichErrors|LibOwnableStorage|LibProxyRichErrors|LibProxyStorage|LibReentrancyGuardStorage|LibSignature|LibSignatureRichErrors|LibSimpleFunctionRegistryRichErrors|LibSimpleFunctionRegistryStorage|LibStorage|LibTransformERC20RichErrors|LibTransformERC20Storage|LibWalletRichErrors|LiquidityProviderFeature|LiquidityProviderSandbox|LogMetadataTransformer|MetaTransactionsFeature|MixinAaveV2|MixinBalancer|MixinBalancerV2|MixinBalancerV2Batch|MixinBancor|MixinBancorV3|MixinCompound|MixinCryptoCom|MixinCurve|MixinCurveV2|MixinDodo|MixinDodoV2|MixinGMX|MixinKyberDmm|MixinLido|MixinMStable|MixinMakerPSM|MixinMooniswap|MixinNerve|MixinPlatypus|MixinShell|MixinUniswap|MixinUniswapV2|MixinUniswapV3|MixinZeroExBridge|MooniswapLiquidityProvider|MultiplexFeature|MultiplexLiquidityProvider|MultiplexOtc|MultiplexRfq|MultiplexTransformERC20|MultiplexUniswapV2|MultiplexUniswapV3|NFTOrders|NativeOrdersCancellation|NativeOrdersFeature|NativeOrdersInfo|NativeOrdersProtocolFees|NativeOrdersSettlement|OptimismBridgeAdapter|OtcOrdersFeature|OwnableFeature|PancakeSwapFeature|PayTakerTransformer|PermissionlessTransformerDeployer|PolygonBridgeAdapter|PositiveSlippageFeeTransformer|SimpleFunctionRegistryFeature|TestBridge|TestCallTarget|TestCurve|TestDelegateCaller|TestFeeCollectorController|TestFeeRecipient|TestFillQuoteTransformerBridge|TestFillQuoteTransformerExchange|TestFillQuoteTransformerHost|TestFixinProtocolFees|TestFixinTokenSpender|TestFullMigration|TestInitialMigration|TestLibNativeOrder|TestLibSignature|TestLiquidityProvider|TestMetaTransactionsNativeOrdersFeature|TestMetaTransactionsTransformERC20Feature|TestMigrator|TestMintTokenERC20Transformer|TestMintableERC1155Token|TestMintableERC20Token|TestMintableERC721Token|TestMooniswap|TestNFTOrderPresigner|TestNativeOrdersFeature|TestNoEthRecipient|TestOrderSignerRegistryWithContractWallet|TestPermissionlessTransformerDeployerSuicidal|TestPermissionlessTransformerDeployerTransformer|TestPropertyValidator|TestRfqOriginRegistration|TestSimpleFunctionRegistryFeatureImpl1|TestSimpleFunctionRegistryFeatureImpl2|TestStaking|TestTokenSpenderERC20Token|TestTransformERC20|TestTransformerBase|TestTransformerDeployerTransformer|TestTransformerHost|TestUniswapV2Factory|TestUniswapV2Pool|TestUniswapV3Factory|TestUniswapV3Feature|TestUniswapV3Pool|TestWeth|TestWethTransformerHost|TestZeroExFeature|TransformERC20Feature|Transformer|TransformerDeployer|UniswapFeature|UniswapV3Feature|WethTransformer|ZeroEx|ZeroExOptimized).json"
+        "abis": "./test/generated-artifacts/@(AbstractBridgeAdapter|AffiliateFeeTransformer|AvalancheBridgeAdapter|BSCBridgeAdapter|BatchFillNativeOrdersFeature|BootstrapFeature|BridgeProtocols|CeloBridgeAdapter|CurveLiquidityProvider|ERC1155OrdersFeature|ERC165Feature|ERC721OrdersFeature|EthereumBridgeAdapter|FantomBridgeAdapter|FeeCollector|FeeCollectorController|FillQuoteTransformer|FixinCommon|FixinEIP712|FixinERC1155Spender|FixinERC721Spender|FixinProtocolFees|FixinReentrancyGuard|FixinTokenSpender|FlashWallet|FullMigration|FundRecoveryFeature|IBatchFillNativeOrdersFeature|IBootstrapFeature|IBridgeAdapter|IERC1155OrdersFeature|IERC1155Token|IERC165Feature|IERC20Bridge|IERC20Transformer|IERC721OrdersFeature|IERC721Token|IFeature|IFeeRecipient|IFlashWallet|IFundRecoveryFeature|ILiquidityProvider|ILiquidityProviderFeature|ILiquidityProviderSandbox|IMetaTransactionsFeature|IMooniswapPool|IMultiplexFeature|INativeOrdersEvents|INativeOrdersFeature|IOtcOrdersFeature|IOwnableFeature|IPancakeSwapFeature|IPropertyValidator|ISimpleFunctionRegistryFeature|IStaking|ITakerCallback|ITestSimpleFunctionRegistryFeature|ITokenSpenderFeature|ITransformERC20Feature|IUniswapFeature|IUniswapV2Pair|IUniswapV3Feature|IUniswapV3Pool|IZeroEx|InitialMigration|LibBootstrap|LibCommonRichErrors|LibERC1155OrdersStorage|LibERC20Transformer|LibERC721OrdersStorage|LibFeeCollector|LibLiquidityProviderRichErrors|LibMetaTransactionsRichErrors|LibMetaTransactionsStorage|LibMigrate|LibNFTOrder|LibNFTOrdersRichErrors|LibNativeOrder|LibNativeOrdersRichErrors|LibNativeOrdersStorage|LibOtcOrdersStorage|LibOwnableRichErrors|LibOwnableStorage|LibProxyRichErrors|LibProxyStorage|LibReentrancyGuardStorage|LibSignature|LibSignatureRichErrors|LibSimpleFunctionRegistryRichErrors|LibSimpleFunctionRegistryStorage|LibStorage|LibTransformERC20RichErrors|LibTransformERC20Storage|LibWalletRichErrors|LiquidityProviderFeature|LiquidityProviderSandbox|LogMetadataTransformer|MetaTransactionsFeature|MixinAaveV2|MixinBalancer|MixinBalancerV2|MixinBalancerV2Batch|MixinBancor|MixinBancorV3|MixinCompound|MixinCryptoCom|MixinCurve|MixinCurveV2|MixinDodo|MixinDodoV2|MixinGMX|MixinKyberDmm|MixinLido|MixinMStable|MixinMakerPSM|MixinMooniswap|MixinNerve|MixinPlatypus|MixinShell|MixinUniswap|MixinUniswapV2|MixinUniswapV3|MixinVelodrome|MixinZeroExBridge|MooniswapLiquidityProvider|MultiplexFeature|MultiplexLiquidityProvider|MultiplexOtc|MultiplexRfq|MultiplexTransformERC20|MultiplexUniswapV2|MultiplexUniswapV3|NFTOrders|NativeOrdersCancellation|NativeOrdersFeature|NativeOrdersInfo|NativeOrdersProtocolFees|NativeOrdersSettlement|OptimismBridgeAdapter|OtcOrdersFeature|OwnableFeature|PancakeSwapFeature|PayTakerTransformer|PermissionlessTransformerDeployer|PolygonBridgeAdapter|PositiveSlippageFeeTransformer|SimpleFunctionRegistryFeature|TestBridge|TestCallTarget|TestCurve|TestDelegateCaller|TestFeeCollectorController|TestFeeRecipient|TestFillQuoteTransformerBridge|TestFillQuoteTransformerExchange|TestFillQuoteTransformerHost|TestFixinProtocolFees|TestFixinTokenSpender|TestFullMigration|TestInitialMigration|TestLibNativeOrder|TestLibSignature|TestLiquidityProvider|TestMetaTransactionsNativeOrdersFeature|TestMetaTransactionsTransformERC20Feature|TestMigrator|TestMintTokenERC20Transformer|TestMintableERC1155Token|TestMintableERC20Token|TestMintableERC721Token|TestMooniswap|TestNFTOrderPresigner|TestNativeOrdersFeature|TestNoEthRecipient|TestOrderSignerRegistryWithContractWallet|TestPermissionlessTransformerDeployerSuicidal|TestPermissionlessTransformerDeployerTransformer|TestPropertyValidator|TestRfqOriginRegistration|TestSimpleFunctionRegistryFeatureImpl1|TestSimpleFunctionRegistryFeatureImpl2|TestStaking|TestTokenSpenderERC20Token|TestTransformERC20|TestTransformerBase|TestTransformerDeployerTransformer|TestTransformerHost|TestUniswapV2Factory|TestUniswapV2Pool|TestUniswapV3Factory|TestUniswapV3Feature|TestUniswapV3Pool|TestWeth|TestWethTransformerHost|TestZeroExFeature|TransformERC20Feature|Transformer|TransformerDeployer|UniswapFeature|UniswapV3Feature|WethTransformer|ZeroEx|ZeroExOptimized).json"
    },
    "repository": {
        "type": "git",
@@ -56,10 +56,10 @@
    "homepage": "https://github.com/0xProject/protocol/tree/main/contracts/zero-ex",
    "devDependencies": {
        "@0x/abi-gen": "^5.8.0",
-        "@0x/contract-addresses": "^6.15.0",
-        "@0x/contracts-erc20": "^3.3.31",
+        "@0x/contract-addresses": "^6.16.0",
+        "@0x/contracts-erc20": "^3.3.32",
        "@0x/contracts-gen": "^2.0.46",
-        "@0x/contracts-test-utils": "^5.4.22",
+        "@0x/contracts-test-utils": "^5.4.23",
        "@0x/dev-utils": "^4.2.14",
        "@0x/order-utils": "^10.4.28",
        "@0x/sol-compiler": "^4.8.1",
@@ -83,7 +83,7 @@
    },
    "dependencies": {
        "@0x/base-contract": "^6.5.0",
-        "@0x/protocol-utils": "^11.14.0",
+        "@0x/protocol-utils": "^11.15.0",
        "@0x/subproviders": "^6.6.5",
        "@0x/types": "^3.3.6",
        "@0x/typescript-typings": "^5.3.1",
--- a/contracts/zero-ex/test/artifacts.ts
+++ b/contracts/zero-ex/test/artifacts.ts
@@ -127,6 +127,7 @@ import * as MixinShell from '../test/generated-artifacts/MixinShell.json';
 import * as MixinUniswap from '../test/generated-artifacts/MixinUniswap.json';
 import * as MixinUniswapV2 from '../test/generated-artifacts/MixinUniswapV2.json';
 import * as MixinUniswapV3 from '../test/generated-artifacts/MixinUniswapV3.json';
+import * as MixinVelodrome from '../test/generated-artifacts/MixinVelodrome.json';
 import * as MixinZeroExBridge from '../test/generated-artifacts/MixinZeroExBridge.json';
 import * as MooniswapLiquidityProvider from '../test/generated-artifacts/MooniswapLiquidityProvider.json';
 import * as MultiplexFeature from '../test/generated-artifacts/MultiplexFeature.json';
@@ -349,6 +350,7 @@ export const artifacts = {
    MixinUniswap: MixinUniswap as ContractArtifact,
    MixinUniswapV2: MixinUniswapV2 as ContractArtifact,
    MixinUniswapV3: MixinUniswapV3 as ContractArtifact,
+    MixinVelodrome: MixinVelodrome as ContractArtifact,
    MixinZeroExBridge: MixinZeroExBridge as ContractArtifact,
    IERC1155Token: IERC1155Token as ContractArtifact,
    IERC721Token: IERC721Token as ContractArtifact,
--- a/contracts/zero-ex/test/wrappers.ts
+++ b/contracts/zero-ex/test/wrappers.ts
@@ -125,6 +125,7 @@ export * from '../test/generated-wrappers/mixin_shell';
 export * from '../test/generated-wrappers/mixin_uniswap';
 export * from '../test/generated-wrappers/mixin_uniswap_v2';
 export * from '../test/generated-wrappers/mixin_uniswap_v3';
+export * from '../test/generated-wrappers/mixin_velodrome';
 export * from '../test/generated-wrappers/mixin_zero_ex_bridge';
 export * from '../test/generated-wrappers/mooniswap_liquidity_provider';
 export * from '../test/generated-wrappers/multiplex_feature';
--- a/contracts/zero-ex/tsconfig.json
+++ b/contracts/zero-ex/tsconfig.json
@@ -164,6 +164,7 @@
        "test/generated-artifacts/MixinUniswap.json",
        "test/generated-artifacts/MixinUniswapV2.json",
        "test/generated-artifacts/MixinUniswapV3.json",
+        "test/generated-artifacts/MixinVelodrome.json",
        "test/generated-artifacts/MixinZeroExBridge.json",
        "test/generated-artifacts/MooniswapLiquidityProvider.json",
        "test/generated-artifacts/MultiplexFeature.json",
--- a/packages/asset-swapper/CHANGELOG.json
+++ b/packages/asset-swapper/CHANGELOG.json
@@ -1,4 +1,67 @@
 [
+    {
+        "version": "16.63.0",
+        "changes": [
+            {
+                "note": "Remove JS router",
+                "pr": 480
+            },
+            {
+                "note": "Removed Median price in favour of best gas adjusted price",
+                "pr": 480
+            }
+        ],
+        "timestamp": 1656491792
+    },
+    {
+        "version": "16.62.2",
+        "changes": [
+            {
+                "note": "Offboard Smoothy and ComethSwap",
+                "pr": 509
+            }
+        ]
+    },
+    {
+        "version": "16.62.1",
+        "changes": [
+            {
+                "note": "Remove nUSD from intermediate liquidity to save on sampler gas",
+                "pr": 505
+            }
+        ],
+        "timestamp": 1655253622
+    },
+    {
+        "version": "16.62.0",
+        "changes": [
+            {
+                "note": "Add MDEX on BSC",
+                "pr": 496
+            },
+            {
+                "note": "Add KnightSwap on BSC",
+                "pr": 498
+            },
+            {
+                "note": "Add Velodrome support on Optimism",
+                "pr": 494
+            },
+            {
+                "note": "Do not send empty entries on Quote Report",
+                "pr": 501
+            },
+            {
+                "note": "KnightSwap/Mdex cosmetic change",
+                "pr": 502
+            },
+            {
+                "note": "Offboard JetSwap, CafeSwap, JulSwap, and PolyDex",
+                "pr": 503
+            }
+        ],
+        "timestamp": 1655244958
+    },
    {
        "version": "16.61.0",
        "changes": [
--- a/packages/asset-swapper/CHANGELOG.md
+++ b/packages/asset-swapper/CHANGELOG.md
@@ -5,6 +5,28 @@ Edit the package's CHANGELOG.json file only.

 CHANGELOG

+## v16.63.0 - _June 29, 2022_
+
+    * Remove JS router (#480)
+    * Removed Median price in favour of best gas adjusted price (#480)
+
+## v16.62.2 - _Invalid date_
+
+    * Offboard Smoothy and ComethSwap (#509)
+
+## v16.62.1 - _June 15, 2022_
+
+    * Remove nUSD from intermediate liquidity to save on sampler gas (#505)
+
+## v16.62.0 - _June 14, 2022_
+
+    * Add MDEX on BSC (#496)
+    * Add KnightSwap on BSC (#498)
+    * Add Velodrome support on Optimism (#494)
+    * Do not send empty entries on Quote Report (#501)
+    * KnightSwap/Mdex cosmetic change (#502)
+    * Offboard JetSwap, CafeSwap, JulSwap, and PolyDex (#503)
+
 ## v16.61.0 - _June 3, 2022_

    * Add stETH wrap/unwrap support (#476)
--- a/packages/asset-swapper/contracts/src/ERC20BridgeSampler.sol
+++ b/packages/asset-swapper/contracts/src/ERC20BridgeSampler.sol
@@ -39,11 +39,11 @@ import "./MooniswapSampler.sol";
 import "./NativeOrderSampler.sol";
 import "./PlatypusSampler.sol";
 import "./ShellSampler.sol";
-import "./SmoothySampler.sol";
 import "./TwoHopSampler.sol";
 import "./UniswapSampler.sol";
 import "./UniswapV2Sampler.sol";
 import "./UniswapV3Sampler.sol";
+import "./VelodromeSampler.sol";
 import "./UtilitySampler.sol";


@@ -67,11 +67,11 @@ contract ERC20BridgeSampler is
    NativeOrderSampler,
    PlatypusSampler,
    ShellSampler,
-    SmoothySampler,
    TwoHopSampler,
    UniswapSampler,
    UniswapV2Sampler,
    UniswapV3Sampler,
+    VelodromeSampler,
    UtilitySampler
 {

--- a/packages/asset-swapper/contracts/src/SmoothySampler.sol
+++ b/packages/asset-swapper/contracts/src/SmoothySampler.sol
@@ -1,156 +0,0 @@
-// SPDX-License-Identifier: Apache-2.0
-/*
-
-  Copyright 2020 ZeroEx Intl.
-
-  Licensed under the Apache License, Version 2.0 (the "License");
-  you may not use this file except in compliance with the License.
-  You may obtain a copy of the License at
-
-    http://www.apache.org/licenses/LICENSE-2.0
-
-  Unless required by applicable law or agreed to in writing, software
-  distributed under the License is distributed on an "AS IS" BASIS,
-  WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
-  See the License for the specific language governing permissions and
-  limitations under the License.
-
-*/
-
-pragma solidity ^0.6;
-pragma experimental ABIEncoderV2;
-
-// import "./interfaces/ISmoothy.sol";
-import "./ApproximateBuys.sol";
-import "./SamplerUtils.sol";
-import "./interfaces/ISmoothy.sol";
-
-contract SmoothySampler is
-    SamplerUtils,
-    ApproximateBuys
-{
-    /// @dev Information for sampling from smoothy sources.
-    struct SmoothyInfo {
-        address poolAddress;
-        bytes4 sellQuoteFunctionSelector;
-        bytes4 buyQuoteFunctionSelector;
-    }
-
-    /// @dev Base gas limit for Smoothy calls.
-    uint256 constant private SMOOTHY_CALL_GAS = 600e3;
-
-    /// @dev Sample sell quotes from Smoothy.
-    /// @param smoothyInfo Smoothy information specific to this token pair.
-    /// @param fromTokenIdx Index of the taker token (what to sell).
-    /// @param toTokenIdx Index of the maker token (what to buy).
-    /// @param takerTokenAmounts Taker token sell amount for each sample.
-    /// @return makerTokenAmounts Maker amounts bought at each taker token
-    ///         amount.
-    function sampleSellsFromSmoothy(
-        SmoothyInfo memory smoothyInfo,
-        int128 fromTokenIdx,
-        int128 toTokenIdx,
-        uint256[] memory takerTokenAmounts
-    )
-        public
-        view
-        returns (uint256[] memory makerTokenAmounts)
-    {
-        // Basically a Curve fork
-
-        // Smoothy only keep a percentage of its tokens available in reserve
-        uint256 poolReserveMakerAmount = ISmoothy(smoothyInfo.poolAddress).getBalance(uint256(toTokenIdx)) -
-                                         ISmoothy(smoothyInfo.poolAddress)._yBalances(uint256(toTokenIdx));
-        (, , , uint256 decimals) = ISmoothy(smoothyInfo.poolAddress).getTokenStats(uint256(toTokenIdx));
-        poolReserveMakerAmount = poolReserveMakerAmount/(10**(18-decimals));
-
-        uint256 numSamples = takerTokenAmounts.length;
-        makerTokenAmounts = new uint256[](numSamples);
-        for (uint256 i = 0; i < numSamples; i++) {
-            (bool didSucceed, bytes memory resultData) =
-                smoothyInfo.poolAddress.staticcall.gas(SMOOTHY_CALL_GAS)(
-                    abi.encodeWithSelector(
-                        smoothyInfo.sellQuoteFunctionSelector,
-                        fromTokenIdx,
-                        toTokenIdx,
-                        takerTokenAmounts[i]
-                    ));
-            uint256 buyAmount = 0;
-            if (didSucceed) {
-                buyAmount = abi.decode(resultData, (uint256));
-            }
-
-            // Make sure the quoted buyAmount is available in the pool reserve
-            if (buyAmount >= poolReserveMakerAmount) {
-                // Assign pool reserve amount for all higher samples to break early
-                for (uint256 j = i; j < numSamples; j++) {
-                    makerTokenAmounts[j] = poolReserveMakerAmount;
-                }
-                break;
-            } else {
-                makerTokenAmounts[i] = buyAmount;
-            }
-
-            // Break early if there are 0 amounts
-            if (makerTokenAmounts[i] == 0) {
-                break;
-            }
-        }
-    }
-
-    /// @dev Sample buy quotes from Smoothy.
-    /// @param smoothyInfo Smoothy information specific to this token pair.
-    /// @param fromTokenIdx Index of the taker token (what to sell).
-    /// @param toTokenIdx Index of the maker token (what to buy).
-    /// @param makerTokenAmounts Maker token buy amount for each sample.
-    /// @return takerTokenAmounts Taker amounts sold at each maker token
-    ///         amount.
-    function sampleBuysFromSmoothy(
-        SmoothyInfo memory smoothyInfo,
-        int128 fromTokenIdx,
-        int128 toTokenIdx,
-        uint256[] memory makerTokenAmounts
-    )
-        public
-        view
-        returns (uint256[] memory takerTokenAmounts)
-    {
-        // Buys not supported so approximate it.
-        return _sampleApproximateBuys(
-            ApproximateBuyQuoteOpts({
-                makerTokenData: abi.encode(toTokenIdx, smoothyInfo),
-                takerTokenData: abi.encode(fromTokenIdx, smoothyInfo),
-                getSellQuoteCallback: _sampleSellForApproximateBuyFromSmoothy
-            }),
-            makerTokenAmounts
-        );
-    }
-
-    function _sampleSellForApproximateBuyFromSmoothy(
-        bytes memory takerTokenData,
-        bytes memory makerTokenData,
-        uint256 sellAmount
-    )
-        private
-        view
-        returns (uint256 buyAmount)
-    {
-        (int128 takerTokenIdx, SmoothyInfo memory smoothyInfo) =
-            abi.decode(takerTokenData, (int128, SmoothyInfo));
-        (int128 makerTokenIdx) =
-            abi.decode(makerTokenData, (int128));
-        (bool success, bytes memory resultData) =
-            address(this).staticcall(abi.encodeWithSelector(
-                this.sampleSellsFromSmoothy.selector,
-                smoothyInfo,
-                takerTokenIdx,
-                makerTokenIdx,
-                _toSingleValueArray(sellAmount)
-            ));
-        if (!success) {
-            return 0;
-        }
-        // solhint-disable-next-line indent
-        return abi.decode(resultData, (uint256[]))[0];
-    }
-}
--- a/packages/asset-swapper/contracts/src/VelodromeSampler.sol
+++ b/packages/asset-swapper/contracts/src/VelodromeSampler.sol
@@ -0,0 +1,134 @@
+// SPDX-License-Identifier: Apache-2.0
+/*
+
+  Copyright 2022 ZeroEx Intl.
+
+  Licensed under the Apache License, Version 2.0 (the "License");
+  you may not use this file except in compliance with the License.
+  You may obtain a copy of the License at
+
+    http://www.apache.org/licenses/LICENSE-2.0
+
+  Unless required by applicable law or agreed to in writing, software
+  distributed under the License is distributed on an "AS IS" BASIS,
+  WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+  See the License for the specific language governing permissions and
+  limitations under the License.
+
+*/
+
+pragma solidity ^0.6;
+pragma experimental ABIEncoderV2;
+
+import './ApproximateBuys.sol';
+import './SamplerUtils.sol';
+
+struct VeloRoute {
+    address from;
+    address to;
+    bool stable;
+}
+
+interface IVelodromeRouter {
+    function getAmountOut(
+        uint256 amountIn,
+        address tokenIn,
+        address tokenOut
+    ) external view returns (uint256 amount, bool stable);
+
+    function getAmountsOut(uint256 amountIn, VeloRoute[] calldata routes)
+        external
+        view
+        returns (uint256[] memory amounts);
+}
+
+contract VelodromeSampler is SamplerUtils, ApproximateBuys {
+    /// @dev Sample sell quotes from Velodrome
+    /// @param router Address of Velodrome router.
+    /// @param takerToken Address of the taker token (what to sell).
+    /// @param makerToken Address of the maker token (what to buy).
+    /// @param takerTokenAmounts Taker token sell amount for each sample (sorted in ascending order).
+    /// @return stable Whether the pool is a stable pool (vs volatile).
+    /// @return makerTokenAmounts Maker amounts bought at each taker token amount.
+    function sampleSellsFromVelodrome(
+        IVelodromeRouter router,
+        address takerToken,
+        address makerToken,
+        uint256[] memory takerTokenAmounts
+    ) public view returns (bool stable, uint256[] memory makerTokenAmounts) {
+        _assertValidPair(makerToken, takerToken);
+        uint256 numSamples = takerTokenAmounts.length;
+        makerTokenAmounts = new uint256[](numSamples);
+
+        // Sampling should not mix stable and volatile pools.
+        // Find the most liquid pool based on max(takerTokenAmounts) and stick with it.
+        stable = _isMostLiquidPoolStablePool(router, takerToken, makerToken, takerTokenAmounts);
+        VeloRoute[] memory routes = new VeloRoute[](1);
+        routes[0] = VeloRoute({ from: takerToken, to: makerToken, stable: stable });
+
+        for (uint256 i = 0; i < numSamples; i++) {
+            makerTokenAmounts[i] = router.getAmountsOut(takerTokenAmounts[i], routes)[1];
+            // Break early if there are 0 amounts
+            if (makerTokenAmounts[i] == 0) {
+                break;
+            }
+        }
+    }
+
+    /// @dev Sample buy quotes from Velodrome.
+    /// @param router Address of Velodrome router.
+    /// @param takerToken Address of the taker token (what to sell).
+    /// @param makerToken Address of the maker token (what to buy).
+    /// @param makerTokenAmounts Maker token buy amount for each sample.
+    /// @return stable Whether the pool is a stable pool (vs volatile).
+    /// @return takerTokenAmounts Taker amounts sold at each maker token amount.
+    function sampleBuysFromVelodrome(
+        IVelodromeRouter router,
+        address takerToken,
+        address makerToken,
+        uint256[] memory makerTokenAmounts
+    ) public view returns (bool stable, uint256[] memory takerTokenAmounts) {
+        _assertValidPair(makerToken, takerToken);
+
+        // Sampling should not mix stable and volatile pools.
+        // Find the most liquid pool based on the reverse swap (maker -> taker) and stick with it.
+        stable = _isMostLiquidPoolStablePool(router, makerToken, takerToken, makerTokenAmounts);
+
+        takerTokenAmounts = _sampleApproximateBuys(
+            ApproximateBuyQuoteOpts({
+                takerTokenData: abi.encode(router, VeloRoute({ from: takerToken, to: makerToken, stable: stable })),
+                makerTokenData: abi.encode(router, VeloRoute({ from: makerToken, to: takerToken, stable: stable })),
+                getSellQuoteCallback: _sampleSellForApproximateBuyFromVelodrome
+            }),
+            makerTokenAmounts
+        );
+    }
+
+    function _sampleSellForApproximateBuyFromVelodrome(
+        bytes memory takerTokenData,
+        bytes memory, /* makerTokenData */
+        uint256 sellAmount
+    ) internal view returns (uint256) {
+        (IVelodromeRouter router, VeloRoute memory route) = abi.decode(takerTokenData, (IVelodromeRouter, VeloRoute));
+
+        VeloRoute[] memory routes = new VeloRoute[](1);
+        routes[0] = route;
+        return router.getAmountsOut(sellAmount, routes)[1];
+    }
+
+    /// @dev Returns whether the most liquid pool is a stable pool.
+    /// @param router Address of Velodrome router.
+    /// @param takerToken Address of the taker token (what to sell).
+    /// @param makerToken Address of the maker token (what to buy).
+    /// @param takerTokenAmounts Taker token buy amount for each sample (sorted in ascending order)
+    /// @return stable Whether the pool is a stable pool (vs volatile).
+    function _isMostLiquidPoolStablePool(
+        IVelodromeRouter router,
+        address takerToken,
+        address makerToken,
+        uint256[] memory takerTokenAmounts
+    ) internal view returns (bool stable) {
+        uint256 numSamples = takerTokenAmounts.length;
+        (, stable) = router.getAmountOut(takerTokenAmounts[numSamples - 1], takerToken, makerToken);
+    }
+}
--- a/packages/asset-swapper/contracts/src/interfaces/ISmoothy.sol
+++ b/packages/asset-swapper/contracts/src/interfaces/ISmoothy.sol
@@ -1,45 +0,0 @@
-// SPDX-License-Identifier: Apache-2.0
-/*
-
-  Copyright 2021 ZeroEx Intl.
-
-  Licensed under the Apache License, Version 2.0 (the "License");
-  you may not use this file except in compliance with the License.
-  You may obtain a copy of the License at
-
-    http://www.apache.org/licenses/LICENSE-2.0
-
-  Unless required by applicable law or agreed to in writing, software
-  distributed under the License is distributed on an "AS IS" BASIS,
-  WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
-  See the License for the specific language governing permissions and
-  limitations under the License.
-
-*/
-
-pragma solidity ^0.6;
-
-
-interface ISmoothy {
-
-    function getBalance (
-        uint256 tid
-    )
-        external
-        view
-        returns (uint256 balance);
-
-    function _yBalances (
-        uint256 tid
-    )
-        external
-        view
-        returns (uint256 balance);
-
-    function getTokenStats (
-        uint256 tid
-    )
-        external
-        view
-        returns (uint256 softWeight, uint256 hardWeight, uint256 balance, uint256 decimals);
-}
--- a/packages/asset-swapper/package.json
+++ b/packages/asset-swapper/package.json
@@ -1,6 +1,6 @@
 {
    "name": "@0x/asset-swapper",
-    "version": "16.61.0",
+    "version": "16.63.0",
    "engines": {
        "node": ">=6.12"
    },
@@ -40,7 +40,7 @@
    "config": {
        "publicInterfaceContracts": "ERC20BridgeSampler,BalanceChecker,FakeTaker",
        "abis:comment": "This list is auto-generated by contracts-gen. Don't edit manually.",
-        "abis": "./test/generated-artifacts/@(ApproximateBuys|BalanceChecker|BalancerSampler|BalancerV2BatchSampler|BalancerV2Common|BalancerV2Sampler|BancorSampler|BancorV3Sampler|CompoundSampler|CurveSampler|DODOSampler|DODOV2Sampler|ERC20BridgeSampler|FakeTaker|GMXSampler|IBalancer|IBalancerV2Vault|IBancor|IBancorV3|ICurve|IGMX|IMStable|IMooniswap|IMultiBridge|IPlatypus|IShell|ISmoothy|IUniswapExchangeQuotes|IUniswapV2Router01|KyberDmmSampler|LidoSampler|LiquidityProviderSampler|MStableSampler|MakerPSMSampler|MooniswapSampler|NativeOrderSampler|PlatypusSampler|SamplerUtils|ShellSampler|SmoothySampler|TestNativeOrderSampler|TwoHopSampler|UniswapSampler|UniswapV2Sampler|UniswapV3Sampler|UtilitySampler).json",
+        "abis": "./test/generated-artifacts/@(ApproximateBuys|BalanceChecker|BalancerSampler|BalancerV2BatchSampler|BalancerV2Common|BalancerV2Sampler|BancorSampler|BancorV3Sampler|CompoundSampler|CurveSampler|DODOSampler|DODOV2Sampler|ERC20BridgeSampler|FakeTaker|GMXSampler|IBalancer|IBalancerV2Vault|IBancor|IBancorV3|ICurve|IGMX|IMStable|IMooniswap|IMultiBridge|IPlatypus|IShell|IUniswapExchangeQuotes|IUniswapV2Router01|KyberDmmSampler|LidoSampler|LiquidityProviderSampler|MStableSampler|MakerPSMSampler|MooniswapSampler|NativeOrderSampler|PlatypusSampler|SamplerUtils|ShellSampler|TestNativeOrderSampler|TwoHopSampler|UniswapSampler|UniswapV2Sampler|UniswapV3Sampler|UtilitySampler|VelodromeSampler).json",
        "postpublish": {
            "assets": []
        }
@@ -61,14 +61,14 @@
    "dependencies": {
        "@0x/assert": "^3.0.34",
        "@0x/base-contract": "^6.5.0",
-        "@0x/contract-addresses": "^6.15.0",
-        "@0x/contract-wrappers": "^13.20.3",
-        "@0x/contracts-erc20": "^3.3.31",
-        "@0x/contracts-zero-ex": "^0.34.0",
+        "@0x/contract-addresses": "^6.16.0",
+        "@0x/contract-wrappers": "^13.20.4",
+        "@0x/contracts-erc20": "^3.3.32",
+        "@0x/contracts-zero-ex": "^0.35.0",
        "@0x/dev-utils": "^4.2.14",
        "@0x/json-schemas": "^6.4.4",
        "@0x/neon-router": "^0.3.5",
-        "@0x/protocol-utils": "^11.14.0",
+        "@0x/protocol-utils": "^11.15.0",
        "@0x/quote-server": "^6.0.6",
        "@0x/types": "^3.3.6",
        "@0x/typescript-typings": "^5.3.1",
@@ -100,8 +100,8 @@
        "@0x/contracts-exchange": "^3.2.38",
        "@0x/contracts-exchange-libs": "^4.3.37",
        "@0x/contracts-gen": "^2.0.46",
-        "@0x/contracts-test-utils": "^5.4.22",
-        "@0x/contracts-utils": "^4.8.12",
+        "@0x/contracts-test-utils": "^5.4.23",
+        "@0x/contracts-utils": "^4.8.13",
        "@0x/mesh-rpc-client": "^9.4.2",
        "@0x/sol-compiler": "^4.8.1",
        "@0x/subproviders": "^6.6.5",
--- a/packages/asset-swapper/src/index.ts
+++ b/packages/asset-swapper/src/index.ts
@@ -4,7 +4,7 @@ export {
    ContractTxFunctionObj,
    SendTransactionOpts,
 } from '@0x/base-contract';
-export { ContractAddresses } from '@0x/contract-addresses';
+export { ContractAddresses, ChainId, getContractAddressesForChainOrThrow } from '@0x/contract-addresses';
 export {
    V4RFQFirmQuote,
    V4RFQIndicativeQuote,
@@ -132,6 +132,7 @@ export {
    BUY_SOURCE_FILTER_BY_CHAIN_ID,
    SELL_SOURCE_FILTER_BY_CHAIN_ID,
    NATIVE_FEE_TOKEN_BY_CHAIN_ID,
+    ZERO_AMOUNT,
 } from './utils/market_operation_utils/constants';
 export {
    Parameters,
@@ -141,7 +142,6 @@ export {
 export {
    BalancerFillData,
    BancorFillData,
-    CollapsedFill,
    CurveFillData,
    CurveFunctionSelectors,
    CurveInfo,
@@ -150,7 +150,9 @@ export {
    ERC20BridgeSource,
    ExchangeProxyOverhead,
    FeeSchedule,
+    GasSchedule,
    Fill,
+    FillAdjustor,
    FillData,
    GetMarketOrdersRfqOpts,
    LiquidityProviderFillData,
@@ -159,7 +161,6 @@ export {
    MarketDepthSide,
    MooniswapFillData,
    MultiHopFillData,
-    NativeCollapsedFill,
    NativeRfqOrderFillData,
    NativeLimitOrderFillData,
    NativeFillData,
@@ -168,6 +169,7 @@ export {
    TokenAdjacencyGraph,
    UniswapV2FillData,
 } from './utils/market_operation_utils/types';
+export { IdentityFillAdjustor } from './utils/market_operation_utils/identity_fill_adjustor';
 export { ProtocolFeeUtils } from './utils/protocol_fee_utils';
 export {
    BridgeQuoteReportEntry,
@@ -191,3 +193,5 @@ export type Native = ERC20BridgeSource.Native;
 export type MultiHop = ERC20BridgeSource.MultiHop;

 export { rfqtMocker, RfqtQuoteEndpoint } from './utils/rfqt_mocker';
+
+export { adjustOutput } from './utils/market_operation_utils/fills';
--- a/packages/asset-swapper/src/quote_consumers/exchange_proxy_swap_quote_consumer.ts
+++ b/packages/asset-swapper/src/quote_consumers/exchange_proxy_swap_quote_consumer.ts
@@ -75,9 +75,7 @@ const PANCAKE_SWAP_FORKS = [
    ERC20BridgeSource.BakerySwap,
    ERC20BridgeSource.SushiSwap,
    ERC20BridgeSource.ApeSwap,
-    ERC20BridgeSource.CafeSwap,
    ERC20BridgeSource.CheeseSwap,
-    ERC20BridgeSource.JulSwap,
 ];
 const FAKE_PROVIDER: any = {
    sendAsync(): void {
@@ -222,9 +220,7 @@ export class ExchangeProxySwapQuoteConsumer implements SwapQuoteConsumerBase {
                ERC20BridgeSource.BakerySwap,
                ERC20BridgeSource.SushiSwap,
                ERC20BridgeSource.ApeSwap,
-                ERC20BridgeSource.CafeSwap,
                ERC20BridgeSource.CheeseSwap,
-                ERC20BridgeSource.JulSwap,
            ])
        ) {
            const source = slippedOrders[0].source;
@@ -286,7 +282,7 @@ export class ExchangeProxySwapQuoteConsumer implements SwapQuoteConsumerBase {
            // ETH buy/sell is supported
            ![sellToken, buyToken].includes(NATIVE_FEE_TOKEN_BY_CHAIN_ID[ChainId.Mainnet])
        ) {
-            const fillData = slippedOrders[0].fills[0].fillData as CurveFillData;
+            const fillData = slippedOrders[0].fillData as CurveFillData;
            return {
                calldataHexString: this._exchangeProxy
                    .sellToLiquidityProvider(
@@ -315,7 +311,7 @@ export class ExchangeProxySwapQuoteConsumer implements SwapQuoteConsumerBase {
            this.chainId === ChainId.Mainnet &&
            isDirectSwapCompatible(quote, optsWithDefaults, [ERC20BridgeSource.Mooniswap])
        ) {
-            const fillData = slippedOrders[0].fills[0].fillData as MooniswapFillData;
+            const fillData = slippedOrders[0].fillData as MooniswapFillData;
            return {
                calldataHexString: this._exchangeProxy
                    .sellToLiquidityProvider(
--- a/packages/asset-swapper/src/swap_quoter.ts
+++ b/packages/asset-swapper/src/swap_quoter.ts
@@ -33,8 +33,8 @@ import { DexOrderSampler } from './utils/market_operation_utils/sampler';
 import { SourceFilters } from './utils/market_operation_utils/source_filters';
 import {
    ERC20BridgeSource,
-    FeeSchedule,
    FillData,
+    GasSchedule,
    GetMarketOrdersOpts,
    MarketDepth,
    MarketDepthSide,
@@ -366,9 +366,11 @@ export class SwapQuoter {
        const calcOpts: GetMarketOrdersOpts = {
            ...cloneOpts,
            gasPrice,
-            feeSchedule: _.mapValues(opts.feeSchedule, gasCost => (fillData: FillData) =>
-                gasCost === undefined ? 0 : gasPrice.times(gasCost(fillData)),
-            ),
+            feeSchedule: _.mapValues(opts.gasSchedule, gasCost => (fillData: FillData) => {
+                const gas = gasCost ? gasCost(fillData) : 0;
+                const fee = gasPrice.times(gas);
+                return { gas, fee };
+            }),
            exchangeProxyOverhead: flags => gasPrice.times(opts.exchangeProxyOverhead(flags)),
        };
        // pass the QuoteRequestor on if rfqt enabled
@@ -502,7 +504,7 @@ function createSwapQuote(
    operation: MarketOperation,
    assetFillAmount: BigNumber,
    gasPrice: BigNumber,
-    gasSchedule: FeeSchedule,
+    gasSchedule: GasSchedule,
    slippage: number,
 ): SwapQuote {
    const {
@@ -562,7 +564,7 @@ function calculateQuoteInfo(
    operation: MarketOperation,
    assetFillAmount: BigNumber,
    gasPrice: BigNumber,
-    gasSchedule: FeeSchedule,
+    gasSchedule: GasSchedule,
    slippage: number,
 ): { bestCaseQuoteInfo: SwapQuoteInfo; worstCaseQuoteInfo: SwapQuoteInfo; sourceBreakdown: SwapQuoteOrdersBreakdown } {
    const bestCaseFillResult = simulateBestCaseFill({
@@ -591,25 +593,23 @@ function calculateQuoteInfo(
 function calculateTwoHopQuoteInfo(
    optimizedOrders: OptimizedMarketOrder[],
    operation: MarketOperation,
-    gasSchedule: FeeSchedule,
+    gasSchedule: GasSchedule,
    slippage: number,
 ): { bestCaseQuoteInfo: SwapQuoteInfo; worstCaseQuoteInfo: SwapQuoteInfo; sourceBreakdown: SwapQuoteOrdersBreakdown } {
    const [firstHopOrder, secondHopOrder] = optimizedOrders;
-    const [firstHopFill] = firstHopOrder.fills;
-    const [secondHopFill] = secondHopOrder.fills;
    const gas = new BigNumber(
        gasSchedule[ERC20BridgeSource.MultiHop]!({
-            firstHopSource: _.pick(firstHopFill, 'source', 'fillData'),
-            secondHopSource: _.pick(secondHopFill, 'source', 'fillData'),
+            firstHopSource: _.pick(firstHopOrder, 'source', 'fillData'),
+            secondHopSource: _.pick(secondHopOrder, 'source', 'fillData'),
        }),
    ).toNumber();
    const isSell = operation === MarketOperation.Sell;

    return {
        bestCaseQuoteInfo: {
-            makerAmount: isSell ? secondHopFill.output : secondHopFill.input,
-            takerAmount: isSell ? firstHopFill.input : firstHopFill.output,
-            totalTakerAmount: isSell ? firstHopFill.input : firstHopFill.output,
+            makerAmount: isSell ? secondHopOrder.fill.output : secondHopOrder.fill.input,
+            takerAmount: isSell ? firstHopOrder.fill.input : firstHopOrder.fill.output,
+            totalTakerAmount: isSell ? firstHopOrder.fill.input : firstHopOrder.fill.output,
            feeTakerTokenAmount: constants.ZERO_AMOUNT,
            protocolFeeInWeiAmount: constants.ZERO_AMOUNT,
            gas,
@@ -635,7 +635,7 @@ function calculateTwoHopQuoteInfo(
            [ERC20BridgeSource.MultiHop]: {
                proportion: new BigNumber(1),
                intermediateToken: secondHopOrder.takerToken,
-                hops: [firstHopFill.source, secondHopFill.source],
+                hops: [firstHopOrder.source, secondHopOrder.source],
            },
        },
    };
--- a/packages/asset-swapper/src/utils/market_operation_utils/bridge_source_utils.ts
+++ b/packages/asset-swapper/src/utils/market_operation_utils/bridge_source_utils.ts
@@ -7,9 +7,7 @@ import {
    BAKERYSWAP_ROUTER_BY_CHAIN_ID,
    BELT_BSC_INFOS,
    BISWAP_ROUTER_BY_CHAIN_ID,
-    CAFESWAP_ROUTER_BY_CHAIN_ID,
    CHEESESWAP_ROUTER_BY_CHAIN_ID,
-    COMETHSWAP_ROUTER_BY_CHAIN_ID,
    COMPONENT_POOLS_BY_CHAIN_ID,
    CRYPTO_COM_ROUTER_BY_CHAIN_ID,
    CURVE_AVALANCHE_INFOS,
@@ -26,9 +24,9 @@ import {
    FIREBIRDONESWAP_BSC_INFOS,
    FIREBIRDONESWAP_POLYGON_INFOS,
    IRONSWAP_POLYGON_INFOS,
-    JETSWAP_ROUTER_BY_CHAIN_ID,
-    JULSWAP_ROUTER_BY_CHAIN_ID,
+    KNIGHTSWAP_ROUTER_BY_CHAIN_ID,
    MAX_DODOV2_POOLS_QUERIED,
+    MDEX_ROUTER_BY_CHAIN_ID,
    MESHSWAP_ROUTER_BY_CHAIN_ID,
    MOBIUSMONEY_CELO_INFOS,
    MORPHEUSSWAP_ROUTER_BY_CHAIN_ID,
@@ -39,13 +37,10 @@ import {
    PANCAKESWAPV2_ROUTER_BY_CHAIN_ID,
    PANGOLIN_ROUTER_BY_CHAIN_ID,
    PLATYPUS_AVALANCHE_INFOS,
-    POLYDEX_ROUTER_BY_CHAIN_ID,
    QUICKSWAP_ROUTER_BY_CHAIN_ID,
    SADDLE_MAINNET_INFOS,
    SHELL_POOLS_BY_CHAIN_ID,
    SHIBASWAP_ROUTER_BY_CHAIN_ID,
-    SMOOTHY_BSC_INFOS,
-    SMOOTHY_MAINNET_INFOS,
    SPIRITSWAP_ROUTER_BY_CHAIN_ID,
    SPOOKYSWAP_ROUTER_BY_CHAIN_ID,
    SUSHISWAP_ROUTER_BY_CHAIN_ID,
@@ -327,30 +322,6 @@ export function getEllipsisInfosForPair(chainId: ChainId, takerToken: string, ma
    );
 }

-export function getSmoothyInfosForPair(chainId: ChainId, takerToken: string, makerToken: string): CurveInfo[] {
-    if (chainId === ChainId.BSC) {
-        return Object.values(SMOOTHY_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),
-            ),
-        );
-    } else if (chainId === ChainId.Mainnet) {
-        return Object.values(SMOOTHY_MAINNET_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),
-            ),
-        );
-    } else {
-        return [];
-    }
-}
-
 export function getSaddleInfosForPair(chainId: ChainId, takerToken: string, makerToken: string): CurveInfo[] {
    if (chainId !== ChainId.Mainnet) {
        return [];
@@ -458,7 +429,6 @@ export function getCurveLikeInfosForPair(
        | ERC20BridgeSource.Synapse
        | ERC20BridgeSource.Belt
        | ERC20BridgeSource.Ellipsis
-        | ERC20BridgeSource.Smoothy
        | ERC20BridgeSource.Saddle
        | ERC20BridgeSource.IronSwap
        | ERC20BridgeSource.XSigma
@@ -486,9 +456,6 @@ export function getCurveLikeInfosForPair(
        case ERC20BridgeSource.Ellipsis:
            pools = getEllipsisInfosForPair(chainId, takerToken, makerToken);
            break;
-        case ERC20BridgeSource.Smoothy:
-            pools = getSmoothyInfosForPair(chainId, takerToken, makerToken);
-            break;
        case ERC20BridgeSource.Saddle:
            pools = getSaddleInfosForPair(chainId, takerToken, makerToken);
            break;
@@ -527,16 +494,11 @@ export function uniswapV2LikeRouterAddress(
        | ERC20BridgeSource.PancakeSwapV2
        | ERC20BridgeSource.BakerySwap
        | ERC20BridgeSource.ApeSwap
-        | ERC20BridgeSource.CafeSwap
        | ERC20BridgeSource.CheeseSwap
-        | ERC20BridgeSource.JulSwap
        | ERC20BridgeSource.QuickSwap
-        | ERC20BridgeSource.ComethSwap
        | ERC20BridgeSource.Dfyn
        | ERC20BridgeSource.WaultSwap
-        | ERC20BridgeSource.Polydex
        | ERC20BridgeSource.ShibaSwap
-        | ERC20BridgeSource.JetSwap
        | ERC20BridgeSource.TraderJoe
        | ERC20BridgeSource.Pangolin
        | ERC20BridgeSource.UbeSwap
@@ -545,6 +507,8 @@ export function uniswapV2LikeRouterAddress(
        | ERC20BridgeSource.SpiritSwap
        | ERC20BridgeSource.BiSwap
        | ERC20BridgeSource.Yoshi
+        | ERC20BridgeSource.MDex
+        | ERC20BridgeSource.KnightSwap
        | ERC20BridgeSource.MeshSwap,
 ): string {
    switch (source) {
@@ -562,26 +526,16 @@ export function uniswapV2LikeRouterAddress(
            return BAKERYSWAP_ROUTER_BY_CHAIN_ID[chainId];
        case ERC20BridgeSource.ApeSwap:
            return APESWAP_ROUTER_BY_CHAIN_ID[chainId];
-        case ERC20BridgeSource.CafeSwap:
-            return CAFESWAP_ROUTER_BY_CHAIN_ID[chainId];
        case ERC20BridgeSource.CheeseSwap:
            return CHEESESWAP_ROUTER_BY_CHAIN_ID[chainId];
-        case ERC20BridgeSource.JulSwap:
-            return JULSWAP_ROUTER_BY_CHAIN_ID[chainId];
        case ERC20BridgeSource.QuickSwap:
            return QUICKSWAP_ROUTER_BY_CHAIN_ID[chainId];
-        case ERC20BridgeSource.ComethSwap:
-            return COMETHSWAP_ROUTER_BY_CHAIN_ID[chainId];
        case ERC20BridgeSource.Dfyn:
            return DFYN_ROUTER_BY_CHAIN_ID[chainId];
        case ERC20BridgeSource.WaultSwap:
            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];
        case ERC20BridgeSource.Pangolin:
            return PANGOLIN_ROUTER_BY_CHAIN_ID[chainId];
        case ERC20BridgeSource.TraderJoe:
@@ -600,6 +554,10 @@ export function uniswapV2LikeRouterAddress(
            return YOSHI_ROUTER_BY_CHAIN_ID[chainId];
        case ERC20BridgeSource.MeshSwap:
            return MESHSWAP_ROUTER_BY_CHAIN_ID[chainId];
+        case ERC20BridgeSource.MDex:
+            return MDEX_ROUTER_BY_CHAIN_ID[chainId];
+        case ERC20BridgeSource.KnightSwap:
+            return KNIGHTSWAP_ROUTER_BY_CHAIN_ID[chainId];
        default:
            throw new Error(`Unknown UniswapV2 like source ${source}`);
    }
--- a/packages/asset-swapper/src/utils/market_operation_utils/comparison_price.ts
+++ b/packages/asset-swapper/src/utils/market_operation_utils/comparison_price.ts
@@ -48,7 +48,7 @@ export function getComparisonPrices(
    } else {
        try {
            const fillFeeInEth = new BigNumber(
-                (feeSchedule[ERC20BridgeSource.Native] as FeeEstimate)({ type: FillQuoteTransformerOrderType.Rfq }),
+                (feeSchedule[ERC20BridgeSource.Native] as FeeEstimate)({ type: FillQuoteTransformerOrderType.Rfq }).fee,
            );
            const exchangeProxyOverheadInEth = new BigNumber(exchangeProxyOverhead(SOURCE_FLAGS.RfqOrder));
            feeInEth = fillFeeInEth.plus(exchangeProxyOverheadInEth);
--- a/packages/asset-swapper/src/utils/market_operation_utils/constants.ts
+++ b/packages/asset-swapper/src/utils/market_operation_utils/constants.ts
@@ -5,6 +5,7 @@ import { formatBytes32String } from '@ethersproject/strings';

 import { TokenAdjacencyGraphBuilder } from '../token_adjacency_graph_builder';

+import { IdentityFillAdjustor } from './identity_fill_adjustor';
 import { SourceFilters } from './source_filters';
 import {
    AaveV2FillData,
@@ -19,6 +20,7 @@ import {
    FeeSchedule,
    FillData,
    FinalUniswapV3FillData,
+    GasSchedule,
    GeistFillData,
    GetMarketOrdersOpts,
    isFinalUniswapV3FillData,
@@ -98,7 +100,6 @@ export const SELL_SOURCE_FILTER_BY_CHAIN_ID = valueByChainId<SourceFilters>(
            ERC20BridgeSource.Lido,
            ERC20BridgeSource.MakerPsm,
            ERC20BridgeSource.KyberDmm,
-            ERC20BridgeSource.Smoothy,
            ERC20BridgeSource.Component,
            ERC20BridgeSource.Saddle,
            ERC20BridgeSource.XSigma,
@@ -135,23 +136,20 @@ export const SELL_SOURCE_FILTER_BY_CHAIN_ID = valueByChainId<SourceFilters>(
            ERC20BridgeSource.PancakeSwap,
            ERC20BridgeSource.PancakeSwapV2,
            ERC20BridgeSource.SushiSwap,
-            ERC20BridgeSource.Smoothy,
            ERC20BridgeSource.ApeSwap,
-            ERC20BridgeSource.CafeSwap,
            ERC20BridgeSource.CheeseSwap,
-            ERC20BridgeSource.JulSwap,
            ERC20BridgeSource.LiquidityProvider,
            ERC20BridgeSource.WaultSwap,
            ERC20BridgeSource.FirebirdOneSwap,
-            ERC20BridgeSource.JetSwap,
            ERC20BridgeSource.ACryptos,
            ERC20BridgeSource.KyberDmm,
            ERC20BridgeSource.BiSwap,
+            ERC20BridgeSource.MDex,
+            ERC20BridgeSource.KnightSwap,
        ]),
        [ChainId.Polygon]: new SourceFilters([
            ERC20BridgeSource.SushiSwap,
            ERC20BridgeSource.QuickSwap,
-            ERC20BridgeSource.ComethSwap,
            ERC20BridgeSource.Dfyn,
            ERC20BridgeSource.MStable,
            ERC20BridgeSource.Curve,
@@ -159,14 +157,12 @@ export const SELL_SOURCE_FILTER_BY_CHAIN_ID = valueByChainId<SourceFilters>(
            ERC20BridgeSource.Dodo,
            ERC20BridgeSource.CurveV2,
            ERC20BridgeSource.WaultSwap,
-            ERC20BridgeSource.Polydex,
            ERC20BridgeSource.ApeSwap,
            ERC20BridgeSource.FirebirdOneSwap,
            ERC20BridgeSource.BalancerV2,
            ERC20BridgeSource.KyberDmm,
            ERC20BridgeSource.LiquidityProvider,
            ERC20BridgeSource.MultiHop,
-            ERC20BridgeSource.JetSwap,
            ERC20BridgeSource.IronSwap,
            ERC20BridgeSource.AaveV2,
            ERC20BridgeSource.UniswapV3,
@@ -192,7 +188,6 @@ export const SELL_SOURCE_FILTER_BY_CHAIN_ID = valueByChainId<SourceFilters>(
            ERC20BridgeSource.Curve,
            ERC20BridgeSource.CurveV2,
            ERC20BridgeSource.Geist,
-            ERC20BridgeSource.JetSwap,
            ERC20BridgeSource.MorpheusSwap,
            ERC20BridgeSource.SpiritSwap,
            ERC20BridgeSource.SpookySwap,
@@ -212,6 +207,7 @@ export const SELL_SOURCE_FILTER_BY_CHAIN_ID = valueByChainId<SourceFilters>(
            ERC20BridgeSource.Curve,
            ERC20BridgeSource.CurveV2,
            ERC20BridgeSource.MultiHop,
+            ERC20BridgeSource.Velodrome,
        ]),
    },
    new SourceFilters([]),
@@ -244,7 +240,6 @@ export const BUY_SOURCE_FILTER_BY_CHAIN_ID = valueByChainId<SourceFilters>(
            ERC20BridgeSource.CryptoCom,
            ERC20BridgeSource.MakerPsm,
            ERC20BridgeSource.KyberDmm,
-            ERC20BridgeSource.Smoothy,
            ERC20BridgeSource.Component,
            ERC20BridgeSource.Saddle,
            ERC20BridgeSource.XSigma,
@@ -281,23 +276,20 @@ export const BUY_SOURCE_FILTER_BY_CHAIN_ID = valueByChainId<SourceFilters>(
            ERC20BridgeSource.PancakeSwap,
            ERC20BridgeSource.PancakeSwapV2,
            ERC20BridgeSource.SushiSwap,
-            ERC20BridgeSource.Smoothy,
            ERC20BridgeSource.ApeSwap,
-            ERC20BridgeSource.CafeSwap,
            ERC20BridgeSource.CheeseSwap,
-            ERC20BridgeSource.JulSwap,
            ERC20BridgeSource.LiquidityProvider,
            ERC20BridgeSource.WaultSwap,
            ERC20BridgeSource.FirebirdOneSwap,
-            ERC20BridgeSource.JetSwap,
            ERC20BridgeSource.ACryptos,
            ERC20BridgeSource.KyberDmm,
            ERC20BridgeSource.BiSwap,
+            ERC20BridgeSource.MDex,
+            ERC20BridgeSource.KnightSwap,
        ]),
        [ChainId.Polygon]: new SourceFilters([
            ERC20BridgeSource.SushiSwap,
            ERC20BridgeSource.QuickSwap,
-            ERC20BridgeSource.ComethSwap,
            ERC20BridgeSource.Dfyn,
            ERC20BridgeSource.MStable,
            ERC20BridgeSource.Curve,
@@ -305,14 +297,12 @@ export const BUY_SOURCE_FILTER_BY_CHAIN_ID = valueByChainId<SourceFilters>(
            ERC20BridgeSource.Dodo,
            ERC20BridgeSource.CurveV2,
            ERC20BridgeSource.WaultSwap,
-            ERC20BridgeSource.Polydex,
            ERC20BridgeSource.ApeSwap,
            ERC20BridgeSource.FirebirdOneSwap,
            ERC20BridgeSource.BalancerV2,
            ERC20BridgeSource.KyberDmm,
            ERC20BridgeSource.LiquidityProvider,
            ERC20BridgeSource.MultiHop,
-            ERC20BridgeSource.JetSwap,
            ERC20BridgeSource.IronSwap,
            ERC20BridgeSource.AaveV2,
            ERC20BridgeSource.UniswapV3,
@@ -338,7 +328,6 @@ export const BUY_SOURCE_FILTER_BY_CHAIN_ID = valueByChainId<SourceFilters>(
            ERC20BridgeSource.Curve,
            ERC20BridgeSource.CurveV2,
            ERC20BridgeSource.Geist,
-            ERC20BridgeSource.JetSwap,
            ERC20BridgeSource.MorpheusSwap,
            ERC20BridgeSource.SpiritSwap,
            ERC20BridgeSource.SpookySwap,
@@ -358,6 +347,7 @@ export const BUY_SOURCE_FILTER_BY_CHAIN_ID = valueByChainId<SourceFilters>(
            ERC20BridgeSource.Curve,
            ERC20BridgeSource.CurveV2,
            ERC20BridgeSource.MultiHop,
+            ERC20BridgeSource.Velodrome,
        ]),
    },
    new SourceFilters([]),
@@ -750,10 +740,6 @@ export const CURVE_OPTIMISM_POOLS = {
    tri: '0x1337bedc9d22ecbe766df105c9623922a27963ec',
 };

-export const SMOOTHY_POOLS = {
-    syUSD: '0xe5859f4efc09027a9b718781dcb2c6910cac6e91',
-};
-
 export const SADDLE_POOLS = {
    stablesV2: '0xaCb83E0633d6605c5001e2Ab59EF3C745547C8C7',
    bitcoinsV2: '0xdf3309771d2BF82cb2B6C56F9f5365C8bD97c4f2',
@@ -873,7 +859,6 @@ export const DEFAULT_INTERMEDIATE_TOKENS_BY_CHAIN_ID = valueByChainId<string[]>(
            POLYGON_TOKENS.DAI,
            POLYGON_TOKENS.USDT,
            POLYGON_TOKENS.WBTC,
-            POLYGON_TOKENS.nUSD,
        ],
        [ChainId.Avalanche]: [
            AVALANCHE_TOKENS.WAVAX,
@@ -1596,39 +1581,6 @@ export const IRONSWAP_POLYGON_INFOS: { [name: string]: CurveInfo } = {
    },
 };

-export const SMOOTHY_MAINNET_INFOS: { [name: string]: CurveInfo } = {
-    [SMOOTHY_POOLS.syUSD]: {
-        exchangeFunctionSelector: CurveFunctionSelectors.swap_uint256,
-        sellQuoteFunctionSelector: CurveFunctionSelectors.get_swap_amount,
-        buyQuoteFunctionSelector: CurveFunctionSelectors.None,
-        poolAddress: SMOOTHY_POOLS.syUSD,
-        tokens: [
-            MAINNET_TOKENS.USDT,
-            MAINNET_TOKENS.USDC,
-            MAINNET_TOKENS.DAI,
-            MAINNET_TOKENS.TUSD,
-            MAINNET_TOKENS.sUSD,
-            MAINNET_TOKENS.BUSD,
-            MAINNET_TOKENS.PAX,
-            MAINNET_TOKENS.GUSD,
-        ],
-        metaTokens: undefined,
-        gasSchedule: 190e3,
-    },
-};
-
-export const SMOOTHY_BSC_INFOS: { [name: string]: CurveInfo } = {
-    [SMOOTHY_POOLS.syUSD]: {
-        exchangeFunctionSelector: CurveFunctionSelectors.swap_uint256,
-        sellQuoteFunctionSelector: CurveFunctionSelectors.get_swap_amount,
-        buyQuoteFunctionSelector: CurveFunctionSelectors.None,
-        poolAddress: SMOOTHY_POOLS.syUSD,
-        tokens: [BSC_TOKENS.BUSD, BSC_TOKENS.USDT, BSC_TOKENS.USDC, BSC_TOKENS.DAI, BSC_TOKENS.PAX, BSC_TOKENS.UST],
-        metaTokens: undefined,
-        gasSchedule: 90e3,
-    },
-};
-
 export const NERVE_BSC_INFOS: { [name: string]: CurveInfo } = {
    [NERVE_POOLS.threePool]: {
        exchangeFunctionSelector: CurveFunctionSelectors.swap,
@@ -1973,6 +1925,20 @@ export const BISWAP_ROUTER_BY_CHAIN_ID = valueByChainId<string>(
    NULL_ADDRESS,
 );

+export const MDEX_ROUTER_BY_CHAIN_ID = valueByChainId<string>(
+    {
+        [ChainId.BSC]: '0x7dae51bd3e3376b8c7c4900e9107f12be3af1ba8',
+    },
+    NULL_ADDRESS,
+);
+
+export const KNIGHTSWAP_ROUTER_BY_CHAIN_ID = valueByChainId<string>(
+    {
+        [ChainId.BSC]: '0x05e61e0cdcd2170a76f9568a110cee3afdd6c46f',
+    },
+    NULL_ADDRESS,
+);
+
 export const MOONISWAP_REGISTRIES_BY_CHAIN_ID = valueByChainId(
    {
        [ChainId.Mainnet]: ['0xbaf9a5d4b0052359326a6cdab54babaa3a3a9643'],
@@ -2252,13 +2218,6 @@ export const APESWAP_ROUTER_BY_CHAIN_ID = valueByChainId<string>(
    NULL_ADDRESS,
 );

-export const CAFESWAP_ROUTER_BY_CHAIN_ID = valueByChainId<string>(
-    {
-        [ChainId.BSC]: '0x933daea3a5995fb94b14a7696a5f3ffd7b1e385a',
-    },
-    NULL_ADDRESS,
-);
-
 export const CHEESESWAP_ROUTER_BY_CHAIN_ID = valueByChainId<string>(
    {
        [ChainId.BSC]: '0x3047799262d8d2ef41ed2a222205968bc9b0d895',
@@ -2266,13 +2225,6 @@ export const CHEESESWAP_ROUTER_BY_CHAIN_ID = valueByChainId<string>(
    NULL_ADDRESS,
 );

-export const JULSWAP_ROUTER_BY_CHAIN_ID = valueByChainId<string>(
-    {
-        [ChainId.BSC]: '0xbd67d157502a23309db761c41965600c2ec788b2',
-    },
-    NULL_ADDRESS,
-);
-
 //
 // Polygon
 //
@@ -2283,13 +2235,6 @@ export const QUICKSWAP_ROUTER_BY_CHAIN_ID = valueByChainId<string>(
    NULL_ADDRESS,
 );

-export const COMETHSWAP_ROUTER_BY_CHAIN_ID = valueByChainId<string>(
-    {
-        [ChainId.Polygon]: '0x93bcdc45f7e62f89a8e901dc4a0e2c6c427d9f25',
-    },
-    NULL_ADDRESS,
-);
-
 export const DFYN_ROUTER_BY_CHAIN_ID = valueByChainId<string>(
    {
        [ChainId.Polygon]: '0xa102072a4c07f06ec3b4900fdc4c7b80b6c57429',
@@ -2305,13 +2250,6 @@ export const WAULTSWAP_ROUTER_BY_CHAIN_ID = valueByChainId<string>(
    NULL_ADDRESS,
 );

-export const POLYDEX_ROUTER_BY_CHAIN_ID = valueByChainId<string>(
-    {
-        [ChainId.Polygon]: '0xe5c67ba380fb2f70a47b489e94bced486bb8fb74',
-    },
-    NULL_ADDRESS,
-);
-
 export const MESHSWAP_ROUTER_BY_CHAIN_ID = valueByChainId<string>(
    {
        [ChainId.Polygon]: '0x10f4a785f458bc144e3706575924889954946639',
@@ -2319,15 +2257,6 @@ export const MESHSWAP_ROUTER_BY_CHAIN_ID = valueByChainId<string>(
    NULL_ADDRESS,
 );

-export const JETSWAP_ROUTER_BY_CHAIN_ID = valueByChainId<string>(
-    {
-        [ChainId.BSC]: '0xbe65b8f75b9f20f4c522e0067a3887fada714800',
-        [ChainId.Polygon]: '0x5c6ec38fb0e2609672bdf628b1fd605a523e5923',
-        [ChainId.Fantom]: '0x845e76a8691423fbc4ecb8dd77556cb61c09ee25',
-    },
-    NULL_ADDRESS,
-);
-
 export const PANGOLIN_ROUTER_BY_CHAIN_ID = valueByChainId<string>(
    {
        [ChainId.Avalanche]: '0xe54ca86531e17ef3616d22ca28b0d458b6c89106',
@@ -2405,6 +2334,13 @@ export const YOSHI_ROUTER_BY_CHAIN_ID = valueByChainId<string>(
    NULL_ADDRESS,
 );

+export const VELODROME_ROUTER_BY_CHAIN_ID = valueByChainId<string>(
+    {
+        [ChainId.Optimism]: '0xa132dab612db5cb9fc9ac426a0cc215a3423f9c9',
+    },
+    NULL_ADDRESS,
+);
+
 export const VIP_ERC20_BRIDGE_SOURCES_BY_CHAIN_ID = valueByChainId<ERC20BridgeSource[]>(
    {
        [ChainId.Mainnet]: [
@@ -2421,9 +2357,7 @@ export const VIP_ERC20_BRIDGE_SOURCES_BY_CHAIN_ID = valueByChainId<ERC20BridgeSo
            ERC20BridgeSource.BakerySwap,
            ERC20BridgeSource.SushiSwap,
            ERC20BridgeSource.ApeSwap,
-            ERC20BridgeSource.CafeSwap,
            ERC20BridgeSource.CheeseSwap,
-            ERC20BridgeSource.JulSwap,
            ERC20BridgeSource.LiquidityProvider,
            ERC20BridgeSource.Native,
        ],
@@ -2449,7 +2383,7 @@ const uniswapV2CloneGasSchedule = (fillData?: FillData) => {
 * the ethereum transaction cost (21k)
 */
 // tslint:disable:custom-no-magic-numbers
-export const DEFAULT_GAS_SCHEDULE: Required<FeeSchedule> = {
+export const DEFAULT_GAS_SCHEDULE: Required<GasSchedule> = {
    [ERC20BridgeSource.Native]: fillData => {
        // TODO jacob re-order imports so there is no circular rependency with SignedNativeOrder
        const nativeFillData = fillData as { type: FillQuoteTransformerOrderType };
@@ -2468,7 +2402,6 @@ export const DEFAULT_GAS_SCHEDULE: Required<FeeSchedule> = {
    [ERC20BridgeSource.Synapse]: fillData => (fillData as CurveFillData).pool.gasSchedule,
    [ERC20BridgeSource.Belt]: fillData => (fillData as CurveFillData).pool.gasSchedule,
    [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,
@@ -2480,6 +2413,8 @@ export const DEFAULT_GAS_SCHEDULE: Required<FeeSchedule> = {
    [ERC20BridgeSource.CryptoCom]: uniswapV2CloneGasSchedule,
    [ERC20BridgeSource.ShibaSwap]: uniswapV2CloneGasSchedule,
    [ERC20BridgeSource.BiSwap]: uniswapV2CloneGasSchedule,
+    [ERC20BridgeSource.MDex]: uniswapV2CloneGasSchedule,
+    [ERC20BridgeSource.KnightSwap]: uniswapV2CloneGasSchedule,
    [ERC20BridgeSource.Balancer]: () => 120e3,
    [ERC20BridgeSource.BalancerV2]: (fillData?: FillData) => {
        return 100e3 + ((fillData as BalancerV2BatchSwapFillData).swapSteps.length - 1) * 50e3;
@@ -2597,9 +2532,7 @@ export const DEFAULT_GAS_SCHEDULE: Required<FeeSchedule> = {
    [ERC20BridgeSource.PancakeSwapV2]: uniswapV2CloneGasSchedule,
    [ERC20BridgeSource.BakerySwap]: uniswapV2CloneGasSchedule,
    [ERC20BridgeSource.ApeSwap]: uniswapV2CloneGasSchedule,
-    [ERC20BridgeSource.CafeSwap]: uniswapV2CloneGasSchedule,
    [ERC20BridgeSource.CheeseSwap]: uniswapV2CloneGasSchedule,
-    [ERC20BridgeSource.JulSwap]: uniswapV2CloneGasSchedule,
    [ERC20BridgeSource.WaultSwap]: uniswapV2CloneGasSchedule,
    [ERC20BridgeSource.ACryptos]: fillData => (fillData as CurveFillData).pool.gasSchedule,

@@ -2607,10 +2540,7 @@ export const DEFAULT_GAS_SCHEDULE: Required<FeeSchedule> = {
    // Polygon
    //
    [ERC20BridgeSource.QuickSwap]: uniswapV2CloneGasSchedule,
-    [ERC20BridgeSource.ComethSwap]: uniswapV2CloneGasSchedule,
    [ERC20BridgeSource.Dfyn]: uniswapV2CloneGasSchedule,
-    [ERC20BridgeSource.Polydex]: uniswapV2CloneGasSchedule,
-    [ERC20BridgeSource.JetSwap]: uniswapV2CloneGasSchedule,
    [ERC20BridgeSource.MeshSwap]: uniswapV2CloneGasSchedule,

    //
@@ -2634,12 +2564,28 @@ export const DEFAULT_GAS_SCHEDULE: Required<FeeSchedule> = {
    [ERC20BridgeSource.SpookySwap]: uniswapV2CloneGasSchedule,
    [ERC20BridgeSource.Yoshi]: uniswapV2CloneGasSchedule,
    [ERC20BridgeSource.Beethovenx]: () => 100e3,
+
+    //
+    // Optimism
+    //
+    [ERC20BridgeSource.Velodrome]: () => 160e3,
 };

-export const DEFAULT_FEE_SCHEDULE: Required<FeeSchedule> = { ...DEFAULT_GAS_SCHEDULE };
+export const DEFAULT_FEE_SCHEDULE: Required<FeeSchedule> = Object.keys(DEFAULT_GAS_SCHEDULE).reduce((acc, key) => {
+    acc[key as ERC20BridgeSource] = (fillData: FillData) => {
+        return {
+            gas: DEFAULT_GAS_SCHEDULE[key as ERC20BridgeSource](fillData),
+            fee: ZERO_AMOUNT,
+        };
+    };
+    return acc;
+    // tslint:disable-next-line:no-object-literal-type-assertion
+}, {} as Required<FeeSchedule>);

 export const POSITIVE_SLIPPAGE_FEE_TRANSFORMER_GAS = new BigNumber(20000);

+export const DEFAULT_FEE_ESTIMATE = { gas: 0, fee: ZERO_AMOUNT };
+
 // tslint:enable:custom-no-magic-numbers

 export const DEFAULT_GET_MARKET_ORDERS_OPTS: Omit<GetMarketOrdersOpts, 'gasPrice'> = {
@@ -2660,4 +2606,5 @@ export const DEFAULT_GET_MARKET_ORDERS_OPTS: Omit<GetMarketOrdersOpts, 'gasPrice
    shouldIncludePriceComparisonsReport: false,
    tokenAdjacencyGraph: { default: [] },
    neonRouterNumSamples: 14,
+    fillAdjustor: new IdentityFillAdjustor(),
 };
--- a/packages/asset-swapper/src/utils/market_operation_utils/fills.ts
+++ b/packages/asset-swapper/src/utils/market_operation_utils/fills.ts
@@ -3,74 +3,17 @@ import { BigNumber, hexUtils } from '@0x/utils';

 import { MarketOperation, NativeOrderWithFillableAmounts } from '../../types';

-import { POSITIVE_INF, SOURCE_FLAGS, ZERO_AMOUNT } from './constants';
+import { DEFAULT_FEE_ESTIMATE, POSITIVE_INF, SOURCE_FLAGS } from './constants';
 import { DexSample, ERC20BridgeSource, FeeSchedule, Fill } from './types';

 // tslint:disable: prefer-for-of no-bitwise completed-docs

 /**
- * Create `Fill` objects from orders and dex quotes.
+ * Converts the ETH value to an amount in output tokens.
+ *
+ * By default this prefers the outputAmountPerEth, but if this value
+ * is zero it will utilize the inputAmountPerEth and input.
 */
-export function createFills(opts: {
-    side: MarketOperation;
-    orders?: NativeOrderWithFillableAmounts[];
-    dexQuotes?: DexSample[][];
-    targetInput?: BigNumber;
-    outputAmountPerEth?: BigNumber;
-    inputAmountPerEth?: BigNumber;
-    excludedSources?: ERC20BridgeSource[];
-    feeSchedule?: FeeSchedule;
-}): Fill[][] {
-    const { side } = opts;
-    const excludedSources = opts.excludedSources || [];
-    const feeSchedule = opts.feeSchedule || {};
-    const orders = opts.orders || [];
-    const dexQuotes = opts.dexQuotes || [];
-    const outputAmountPerEth = opts.outputAmountPerEth || ZERO_AMOUNT;
-    const inputAmountPerEth = opts.inputAmountPerEth || ZERO_AMOUNT;
-    // Create native fills.
-    const nativeFills = nativeOrdersToFills(
-        side,
-        orders.filter(o => o.fillableTakerAmount.isGreaterThan(0)),
-        opts.targetInput,
-        outputAmountPerEth,
-        inputAmountPerEth,
-        feeSchedule,
-    );
-    // Create DEX fills.
-    const dexFills = dexQuotes.map(singleSourceSamples =>
-        dexSamplesToFills(side, singleSourceSamples, outputAmountPerEth, inputAmountPerEth, feeSchedule),
-    );
-    return [...dexFills, nativeFills]
-        .map(p => clipFillsToInput(p, opts.targetInput))
-        .filter(fills => hasLiquidity(fills) && !excludedSources.includes(fills[0].source));
-}
-
-function clipFillsToInput(fills: Fill[], targetInput: BigNumber = POSITIVE_INF): Fill[] {
-    const clipped: Fill[] = [];
-    let input = ZERO_AMOUNT;
-    for (const fill of fills) {
-        if (input.gte(targetInput)) {
-            break;
-        }
-        input = input.plus(fill.input);
-        clipped.push(fill);
-    }
-    return clipped;
-}
-
-function hasLiquidity(fills: Fill[]): boolean {
-    if (fills.length === 0) {
-        return false;
-    }
-    const totalInput = BigNumber.sum(...fills.map(fill => fill.input));
-    const totalOutput = BigNumber.sum(...fills.map(fill => fill.output));
-    if (totalInput.isZero() || totalOutput.isZero()) {
-        return false;
-    }
-    return true;
-}
-
 export function ethToOutputAmount({
    input,
    output,
@@ -85,122 +28,106 @@ export function ethToOutputAmount({
    ethAmount: BigNumber | number;
 }): BigNumber {
    return !outputAmountPerEth.isZero()
-        ? outputAmountPerEth.times(ethAmount)
+        ? outputAmountPerEth.times(ethAmount).integerValue()
        : inputAmountPerEth.times(ethAmount).times(output.dividedToIntegerBy(input));
 }

-export function nativeOrdersToFills(
+export function nativeOrderToFill(
    side: MarketOperation,
-    orders: NativeOrderWithFillableAmounts[],
+    order: NativeOrderWithFillableAmounts,
    targetInput: BigNumber = POSITIVE_INF,
    outputAmountPerEth: BigNumber,
    inputAmountPerEth: BigNumber,
    fees: FeeSchedule,
    filterNegativeAdjustedRateOrders: boolean = true,
-): Fill[] {
+): Fill | undefined {
    const sourcePathId = hexUtils.random();
    // Create a single path from all orders.
-    let fills: Array<Fill & { adjustedRate: BigNumber }> = [];
-    for (const o of orders) {
-        const { fillableTakerAmount, fillableTakerFeeAmount, fillableMakerAmount, type } = o;
-        const makerAmount = fillableMakerAmount;
-        const takerAmount = fillableTakerAmount.plus(fillableTakerFeeAmount);
-        const input = side === MarketOperation.Sell ? takerAmount : makerAmount;
-        const output = side === MarketOperation.Sell ? makerAmount : takerAmount;
-        const fee = fees[ERC20BridgeSource.Native] === undefined ? 0 : fees[ERC20BridgeSource.Native]!(o);
-        const outputPenalty = ethToOutputAmount({
-            input,
-            output,
-            inputAmountPerEth,
-            outputAmountPerEth,
-            ethAmount: fee,
-        });
-        // targetInput can be less than the order size
-        // whilst the penalty is constant, it affects the adjusted output
-        // only up until the target has been exhausted.
-        // A large order and an order at the exact target should be penalized
-        // the same.
-        const clippedInput = BigNumber.min(targetInput, input);
-        // scale the clipped output inline with the input
-        const clippedOutput = clippedInput.dividedBy(input).times(output);
-        const adjustedOutput =
-            side === MarketOperation.Sell ? clippedOutput.minus(outputPenalty) : clippedOutput.plus(outputPenalty);
-        const adjustedRate =
-            side === MarketOperation.Sell ? adjustedOutput.div(clippedInput) : clippedInput.div(adjustedOutput);
-        // Optionally skip orders with rates that are <= 0.
-        if (filterNegativeAdjustedRateOrders && adjustedRate.lte(0)) {
-            continue;
-        }
-        fills.push({
-            sourcePathId,
-            adjustedRate,
-            adjustedOutput,
-            input: clippedInput,
-            output: clippedOutput,
-            flags: SOURCE_FLAGS[type === FillQuoteTransformerOrderType.Rfq ? 'RfqOrder' : 'LimitOrder'],
-            index: 0, // TBD
-            parent: undefined, // TBD
-            source: ERC20BridgeSource.Native,
-            type,
-            fillData: { ...o },
-        });
+    const { fillableTakerAmount, fillableTakerFeeAmount, fillableMakerAmount, type } = order;
+    const makerAmount = fillableMakerAmount;
+    const takerAmount = fillableTakerAmount.plus(fillableTakerFeeAmount);
+    const input = side === MarketOperation.Sell ? takerAmount : makerAmount;
+    const output = side === MarketOperation.Sell ? makerAmount : takerAmount;
+    const { fee, gas } =
+        fees[ERC20BridgeSource.Native] === undefined ? DEFAULT_FEE_ESTIMATE : fees[ERC20BridgeSource.Native]!(order);
+    const outputPenalty = ethToOutputAmount({
+        input,
+        output,
+        inputAmountPerEth,
+        outputAmountPerEth,
+        ethAmount: fee,
+    });
+    // targetInput can be less than the order size
+    // whilst the penalty is constant, it affects the adjusted output
+    // only up until the target has been exhausted.
+    // A large order and an order at the exact target should be penalized
+    // the same.
+    const clippedInput = BigNumber.min(targetInput, input);
+    // scale the clipped output inline with the input
+    const clippedOutput = clippedInput.dividedBy(input).times(output);
+    const adjustedOutput =
+        side === MarketOperation.Sell ? clippedOutput.minus(outputPenalty) : clippedOutput.plus(outputPenalty);
+    const adjustedRate =
+        side === MarketOperation.Sell ? adjustedOutput.div(clippedInput) : clippedInput.div(adjustedOutput);
+    // Optionally skip orders with rates that are <= 0.
+    if (filterNegativeAdjustedRateOrders && adjustedRate.lte(0)) {
+        return undefined;
    }
-    // Sort by descending adjusted rate.
-    fills = fills.sort((a, b) => b.adjustedRate.comparedTo(a.adjustedRate));
-    // Re-index fills.
-    for (let i = 0; i < fills.length; ++i) {
-        fills[i].parent = i === 0 ? undefined : fills[i - 1];
-        fills[i].index = i;
-    }
-    return fills;
+
+    return {
+        sourcePathId,
+        adjustedOutput,
+        input: clippedInput,
+        output: clippedOutput,
+        flags: SOURCE_FLAGS[type === FillQuoteTransformerOrderType.Rfq ? 'RfqOrder' : 'LimitOrder'],
+        source: ERC20BridgeSource.Native,
+        type,
+        fillData: { ...order },
+        gas,
+    };
 }

-export function dexSamplesToFills(
+export function dexSampleToFill(
    side: MarketOperation,
-    samples: DexSample[],
+    sample: DexSample,
    outputAmountPerEth: BigNumber,
    inputAmountPerEth: BigNumber,
    fees: FeeSchedule,
-): Fill[] {
+): Fill {
    const sourcePathId = hexUtils.random();
-    const fills: Fill[] = [];
-    // Drop any non-zero entries. This can occur if the any fills on Kyber were UniswapReserves
-    // We need not worry about Kyber fills going to UniswapReserve as the input amount
-    // we fill is the same as we sampled. I.e we received [0,20,30] output from [1,2,3] input
-    // and we only fill [2,3] on Kyber (as 1 returns 0 output)
-    const nonzeroSamples = samples.filter(q => !q.output.isZero());
-    for (let i = 0; i < nonzeroSamples.length; i++) {
-        const sample = nonzeroSamples[i];
-        const prevSample = i === 0 ? undefined : nonzeroSamples[i - 1];
-        const { source, fillData } = sample;
-        const input = sample.input.minus(prevSample ? prevSample.input : 0);
-        const output = sample.output.minus(prevSample ? prevSample.output : 0);
-        let penalty = ZERO_AMOUNT;
-        if (i === 0) {
-            const fee = fees[source] === undefined ? 0 : fees[source]!(sample.fillData) || 0;
-            // Only the first fill in a DEX path incurs a penalty.
-            penalty = ethToOutputAmount({
-                input,
-                output,
-                inputAmountPerEth,
-                outputAmountPerEth,
-                ethAmount: fee,
-            });
-        }
-        const adjustedOutput = side === MarketOperation.Sell ? output.minus(penalty) : output.plus(penalty);
+    const { source, fillData } = sample;
+    const input = sample.input;
+    const output = sample.output;
+    const { fee, gas } =
+        fees[source] === undefined ? DEFAULT_FEE_ESTIMATE : fees[source]!(sample.fillData) || DEFAULT_FEE_ESTIMATE;

-        fills.push({
-            sourcePathId,
-            input,
-            output,
-            adjustedOutput,
-            source,
-            fillData,
-            type: FillQuoteTransformerOrderType.Bridge,
-            index: i,
-            parent: i !== 0 ? fills[fills.length - 1] : undefined,
-            flags: SOURCE_FLAGS[source],
-        });
-    }
-    return fills;
+    const penalty = ethToOutputAmount({
+        input,
+        output,
+        inputAmountPerEth,
+        outputAmountPerEth,
+        ethAmount: fee,
+    });
+
+    return {
+        sourcePathId,
+        input,
+        output,
+        adjustedOutput: adjustOutput(side, output, penalty),
+        source,
+        fillData,
+        type: FillQuoteTransformerOrderType.Bridge,
+        flags: SOURCE_FLAGS[source],
+        gas,
+    };
+}
+
+/**
+ *  Adjusts the output depending on whether this is a buy or a sell.
+ *
+ * If it is a sell, than output is lowered by the adjustment.
+ * If it is a buy, than output is increased by adjustment.
+ */
+export function adjustOutput(side: MarketOperation, output: BigNumber, penalty: BigNumber): BigNumber {
+    return side === MarketOperation.Sell ? output.minus(penalty) : output.plus(penalty);
 }
--- a/packages/asset-swapper/src/utils/market_operation_utils/identity_fill_adjustor.ts
+++ b/packages/asset-swapper/src/utils/market_operation_utils/identity_fill_adjustor.ts
@@ -0,0 +1,13 @@
+import { BigNumber } from '@0x/utils';
+
+import { MarketOperation } from '../../types';
+
+import { Fill, FillAdjustor } from './types';
+
+// tslint:disable:prefer-function-over-method
+
+export class IdentityFillAdjustor implements FillAdjustor {
+    public adjustFills(side: MarketOperation, fills: Fill[], amount: BigNumber): Fill[] {
+        return fills;
+    }
+}
--- a/packages/asset-swapper/src/utils/market_operation_utils/index.ts
+++ b/packages/asset-swapper/src/utils/market_operation_utils/index.ts
@@ -41,19 +41,17 @@ import {
    SOURCE_FLAGS,
    ZERO_AMOUNT,
 } from './constants';
-import { createFills } from './fills';
+import { IdentityFillAdjustor } from './identity_fill_adjustor';
 import { getBestTwoHopQuote } from './multihop_utils';
 import { createOrdersFromTwoHopSample } from './orders';
 import { Path, PathPenaltyOpts } from './path';
-import { findOptimalPathJSAsync, findOptimalRustPathFromSamples } from './path_optimizer';
+import { findOptimalPathFromSamples } from './path_optimizer';
 import { DexOrderSampler, getSampleAmounts } from './sampler';
 import { SourceFilters } from './source_filters';
 import {
    AggregationError,
-    CollapsedFill,
    DexSample,
    ERC20BridgeSource,
-    Fill,
    GenerateOptimizedOrdersOpts,
    GetMarketOrdersOpts,
    MarketSideLiquidity,
@@ -62,8 +60,6 @@ import {
    OrderDomain,
 } from './types';

-const SHOULD_USE_RUST_ROUTER = process.env.RUST_ROUTER === 'true';
-
 // tslint:disable:boolean-naming

 export class MarketOperationUtils {
@@ -167,18 +163,20 @@ export class MarketOperationUtils {
            // Get native order fillable amounts.
            this._sampler.getLimitOrderFillableTakerAmounts(nativeOrders, this.contractAddresses.exchangeProxy),
            // Get ETH -> maker token price.
-            this._sampler.getMedianSellRate(
+            this._sampler.getBestNativeTokenSellRate(
                feeSourceFilters.sources,
                makerToken,
                this._nativeFeeToken,
                this._nativeFeeTokenAmount,
+                _opts.feeSchedule,
            ),
            // Get ETH -> taker token price.
-            this._sampler.getMedianSellRate(
+            this._sampler.getBestNativeTokenSellRate(
                feeSourceFilters.sources,
                takerToken,
                this._nativeFeeToken,
                this._nativeFeeTokenAmount,
+                _opts.feeSchedule,
            ),
            // Get sell quotes for taker -> maker.
            this._sampler.getSellQuotes(quoteSourceFilters.sources, makerToken, takerToken, sampleAmounts),
@@ -278,18 +276,20 @@ export class MarketOperationUtils {
            // Get native order fillable amounts.
            this._sampler.getLimitOrderFillableMakerAmounts(nativeOrders, this.contractAddresses.exchangeProxy),
            // Get ETH -> makerToken token price.
-            this._sampler.getMedianSellRate(
+            this._sampler.getBestNativeTokenSellRate(
                feeSourceFilters.sources,
                makerToken,
                this._nativeFeeToken,
                this._nativeFeeTokenAmount,
+                _opts.feeSchedule,
            ),
            // Get ETH -> taker token price.
-            this._sampler.getMedianSellRate(
+            this._sampler.getBestNativeTokenSellRate(
                feeSourceFilters.sources,
                takerToken,
                this._nativeFeeToken,
                this._nativeFeeTokenAmount,
+                _opts.feeSchedule,
            ),
            // Get buy quotes for taker -> maker.
            this._sampler.getBuyQuotes(quoteSourceFilters.sources, makerToken, takerToken, sampleAmounts),
@@ -384,11 +384,12 @@ export class MarketOperationUtils {
                this._sampler.getLimitOrderFillableMakerAmounts(orders, this.contractAddresses.exchangeProxy),
            ),
            ...batchNativeOrders.map(orders =>
-                this._sampler.getMedianSellRate(
+                this._sampler.getBestNativeTokenSellRate(
                    feeSourceFilters.sources,
                    orders[0].order.takerToken,
                    this._nativeFeeToken,
                    this._nativeFeeTokenAmount,
+                    _opts.feeSchedule,
                ),
            ),
            ...batchNativeOrders.map((orders, i) =>
@@ -455,6 +456,7 @@ export class MarketOperationUtils {
                            allowFallback: _opts.allowFallback,
                            gasPrice: _opts.gasPrice,
                            neonRouterNumSamples: _opts.neonRouterNumSamples,
+                            fillAdjustor: _opts.fillAdjustor,
                        },
                    );
                    return optimizerResult;
@@ -516,60 +518,38 @@ export class MarketOperationUtils {
        const takerAmountPerEth = side === MarketOperation.Sell ? inputAmountPerEth : outputAmountPerEth;
        const makerAmountPerEth = side === MarketOperation.Sell ? outputAmountPerEth : inputAmountPerEth;

-        let fills: Fill[][];
        // Find the optimal path using Rust router if enabled, otherwise fallback to JS Router
        let optimalPath: Path | undefined;
-        if (SHOULD_USE_RUST_ROUTER) {
-            fills = [[]];
-            optimalPath = findOptimalRustPathFromSamples(
-                side,
-                dexQuotes,
-                [...nativeOrders, ...augmentedRfqtIndicativeQuotes],
-                inputAmount,
-                penaltyOpts,
-                opts.feeSchedule,
-                this._sampler.chainId,
-                opts.neonRouterNumSamples,
-                opts.samplerMetrics,
-            );
-        } else {
-            // Convert native orders and dex quotes into `Fill` objects.
-            fills = createFills({
-                side,
-                orders: [...nativeOrders, ...augmentedRfqtIndicativeQuotes],
-                dexQuotes,
-                targetInput: inputAmount,
-                outputAmountPerEth,
-                inputAmountPerEth,
-                excludedSources: opts.excludedSources,
-                feeSchedule: opts.feeSchedule,
-            });
+        optimalPath = findOptimalPathFromSamples(
+            side,
+            dexQuotes,
+            [...nativeOrders, ...augmentedRfqtIndicativeQuotes],
+            inputAmount,
+            penaltyOpts,
+            opts.feeSchedule,
+            this._sampler.chainId,
+            opts.neonRouterNumSamples,
+            opts.fillAdjustor,
+            opts.samplerMetrics,
+        );

-            optimalPath = await findOptimalPathJSAsync(
-                side,
-                fills,
-                inputAmount,
-                opts.runLimit,
-                opts.samplerMetrics,
-                penaltyOpts,
-            );
-        }
+        const optimalPathAdjustedRate = optimalPath ? optimalPath.adjustedRate() : ZERO_AMOUNT;

-        const optimalPathRate = optimalPath ? optimalPath.adjustedRate() : ZERO_AMOUNT;
-
-        const { adjustedRate: bestTwoHopRate, quote: bestTwoHopQuote } = getBestTwoHopQuote(
+        const { adjustedRate: bestTwoHopAdjustedRate, quote: bestTwoHopQuote } = getBestTwoHopQuote(
            marketSideLiquidity,
            opts.feeSchedule,
            opts.exchangeProxyOverhead,
+            opts.fillAdjustor,
        );
-        if (bestTwoHopQuote && bestTwoHopRate.isGreaterThan(optimalPathRate)) {
+
+        if (bestTwoHopQuote && bestTwoHopAdjustedRate.isGreaterThan(optimalPathAdjustedRate)) {
            const twoHopOrders = createOrdersFromTwoHopSample(bestTwoHopQuote, orderOpts);
            return {
                optimizedOrders: twoHopOrders,
                liquidityDelivered: bestTwoHopQuote,
                sourceFlags: SOURCE_FLAGS[ERC20BridgeSource.MultiHop],
                marketSideLiquidity,
-                adjustedRate: bestTwoHopRate,
+                adjustedRate: bestTwoHopAdjustedRate,
                takerAmountPerEth,
                makerAmountPerEth,
            };
@@ -580,19 +560,14 @@ export class MarketOperationUtils {
            throw new Error(AggregationError.NoOptimalPath);
        }

-        // Generate a fallback path if required
-        // TODO(kimpers): Will experiment with disabling this and see how it affects revert rate
-        // to avoid yet another router roundtrip
-        // TODO: clean this up if we don't need it
-        // await this._addOptionalFallbackAsync(side, inputAmount, optimalPath, dexQuotes, fills, opts, penaltyOpts);
-        const collapsedPath = optimalPath.collapse(orderOpts);
+        const finalizedPath = optimalPath.finalize(orderOpts);

        return {
-            optimizedOrders: collapsedPath.orders,
-            liquidityDelivered: collapsedPath.collapsedFills as CollapsedFill[],
-            sourceFlags: collapsedPath.sourceFlags,
+            optimizedOrders: finalizedPath.orders,
+            liquidityDelivered: finalizedPath.fills,
+            sourceFlags: finalizedPath.sourceFlags,
            marketSideLiquidity,
-            adjustedRate: optimalPathRate,
+            adjustedRate: optimalPathAdjustedRate,
            takerAmountPerEth,
            makerAmountPerEth,
        };
@@ -618,6 +593,7 @@ export class MarketOperationUtils {
            gasPrice: _opts.gasPrice,
            neonRouterNumSamples: _opts.neonRouterNumSamples,
            samplerMetrics: _opts.samplerMetrics,
+            fillAdjustor: _opts.fillAdjustor,
        };

        if (nativeOrders.length === 0) {
@@ -630,9 +606,15 @@ export class MarketOperationUtils {
                ? this.getMarketSellLiquidityAsync.bind(this)
                : this.getMarketBuyLiquidityAsync.bind(this);
        const marketSideLiquidity: MarketSideLiquidity = await marketLiquidityFnAsync(nativeOrders, amount, _opts);
+
+        // Phase 1 Routing
+        // We find an optimized path for ALL the DEX and open-orderbook liquidity
        let optimizerResult: OptimizerResult | undefined;
        try {
-            optimizerResult = await this._generateOptimizedOrdersAsync(marketSideLiquidity, optimizerOpts);
+            optimizerResult = await this._generateOptimizedOrdersAsync(marketSideLiquidity, {
+                ...optimizerOpts,
+                fillAdjustor: new IdentityFillAdjustor(),
+            });
        } catch (e) {
            // If no on-chain or off-chain Open Orderbook orders are present, a `NoOptimalPath` will be thrown.
            // If this happens at this stage, there is still a chance that an RFQ order is fillable, therefore
@@ -656,6 +638,17 @@ export class MarketOperationUtils {
        }

        // If RFQ liquidity is enabled, make a request to check RFQ liquidity against the first optimizer result
+
+        // Phase 2 Routing
+        // Mix in any off-chain RFQ quotes
+        // Apply any fill adjustments i
+        const phaseTwoOptimizerOpts = {
+            ...optimizerOpts,
+            // Pass in the FillAdjustor for Phase 2 adjustment, in the future we may perform this adjustment
+            // in Phase 1.
+            fillAdjustor: _opts.fillAdjustor,
+        };
+
        const { rfqt } = _opts;
        if (
            marketSideLiquidity.isRfqSupported &&
@@ -716,8 +709,28 @@ export class MarketOperationUtils {
                });
                // Re-run optimizer with the new indicative quote
                if (indicativeQuotes.length > 0) {
+                    // Attach the indicative quotes to the market side liquidity
                    marketSideLiquidity.quotes.rfqtIndicativeQuotes = indicativeQuotes;
-                    optimizerResult = await this._generateOptimizedOrdersAsync(marketSideLiquidity, optimizerOpts);
+
+                    // Phase 2 Routing
+                    const phase1OptimalSources = optimizerResult
+                        ? optimizerResult.optimizedOrders.map(o => o.source)
+                        : [];
+                    const phase2MarketSideLiquidity: MarketSideLiquidity = {
+                        ...marketSideLiquidity,
+                        quotes: {
+                            ...marketSideLiquidity.quotes,
+                            // Select only the quotes that were chosen in Phase 1
+                            dexQuotes: marketSideLiquidity.quotes.dexQuotes.filter(
+                                q => q.length > 0 && phase1OptimalSources.includes(q[0].source),
+                            ),
+                        },
+                    };
+
+                    optimizerResult = await this._generateOptimizedOrdersAsync(
+                        phase2MarketSideLiquidity,
+                        phaseTwoOptimizerOpts,
+                    );
                }
            } else {
                // A firm quote is being requested, and firm quotes price-aware enabled.
@@ -775,6 +788,8 @@ export class MarketOperationUtils {
                            fillableTakerFeeAmount: ZERO_AMOUNT,
                        }),
                    );
+
+                    // Attach the firm RFQt quotes to the market side liquidity
                    marketSideLiquidity.quotes.nativeOrders = [
                        ...quotesWithOrderFillableAmounts,
                        ...marketSideLiquidity.quotes.nativeOrders,
@@ -783,7 +798,27 @@ export class MarketOperationUtils {
                    // Re-run optimizer with the new firm quote. This is the second and last time
                    // we run the optimized in a block of code. In this case, we don't catch a potential `NoOptimalPath` exception
                    // and we let it bubble up if it happens.
-                    optimizerResult = await this._generateOptimizedOrdersAsync(marketSideLiquidity, optimizerOpts);
+
+                    // Phase 2 Routing
+                    // Optimization: Filter by what is already currently in the Phase1 output as it doesn't
+                    // seem possible that inclusion of RFQT could impact the sources chosen from Phase 1.
+                    const phase1OptimalSources = optimizerResult
+                        ? optimizerResult.optimizedOrders.map(o => o.source)
+                        : [];
+                    const phase2MarketSideLiquidity: MarketSideLiquidity = {
+                        ...marketSideLiquidity,
+                        quotes: {
+                            ...marketSideLiquidity.quotes,
+                            // Select only the quotes that were chosen in Phase 1
+                            dexQuotes: marketSideLiquidity.quotes.dexQuotes.filter(
+                                q => q.length > 0 && phase1OptimalSources.includes(q[0].source),
+                            ),
+                        },
+                    };
+                    optimizerResult = await this._generateOptimizedOrdersAsync(
+                        phase2MarketSideLiquidity,
+                        phaseTwoOptimizerOpts,
+                    );
                }
            }
        }
@@ -836,75 +871,6 @@ export class MarketOperationUtils {
            }),
        );
    }
-
-    /*
-     * TODO(kimpers): Remove this when we know that it's safe to drop the fallbacks on native orders
-    // tslint:disable-next-line: prefer-function-over-method
-    private async _addOptionalFallbackAsync(
-        side: MarketOperation,
-        inputAmount: BigNumber,
-        optimalPath: Path,
-        dexQuotes: DexSample[][],
-        fills: Fill[][],
-        opts: GenerateOptimizedOrdersOpts,
-        penaltyOpts: PathPenaltyOpts,
-    ): Promise<void> {
-        const maxFallbackSlippage = opts.maxFallbackSlippage || 0;
-        const optimalPathRate = optimalPath ? optimalPath.adjustedRate() : ZERO_AMOUNT;
-        // Generate a fallback path if sources requiring a fallback (fragile) are in the optimal path.
-        // Native is relatively fragile (limit order collision, expiry, or lack of available maker balance)
-        // LiquidityProvider is relatively fragile (collision)
-        const fragileSources = [ERC20BridgeSource.Native, ERC20BridgeSource.LiquidityProvider];
-        const fragileFills = optimalPath.fills.filter(f => fragileSources.includes(f.source));
-        if (opts.allowFallback && fragileFills.length !== 0) {
-            // We create a fallback path that is exclusive of Native liquidity
-            // This is the optimal on-chain path for the entire input amount
-            const sturdyPenaltyOpts = {
-                ...penaltyOpts,
-                exchangeProxyOverhead: (sourceFlags: bigint) =>
-                    // tslint:disable-next-line: no-bitwise
-                    penaltyOpts.exchangeProxyOverhead(sourceFlags | optimalPath.sourceFlags),
-            };
-
-            let sturdyOptimalPath: Path | undefined;
-            if (SHOULD_USE_RUST_ROUTER) {
-                const sturdySamples = dexQuotes.filter(
-                    samples => samples.length > 0 && !fragileSources.includes(samples[0].source),
-                );
-                sturdyOptimalPath = findOptimalRustPathFromSamples(
-                    side,
-                    sturdySamples,
-                    [],
-                    inputAmount,
-                    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));
-                sturdyOptimalPath = await findOptimalPathJSAsync(
-                    side,
-                    sturdyFills,
-                    inputAmount,
-                    opts.runLimit,
-                    undefined, // hack: set sampler metrics to undefined to avoid fallback timings
-                    sturdyPenaltyOpts,
-                );
-            }
-            // Calculate the slippage of on-chain sources compared to the most optimal path
-            // if within an acceptable threshold we enable a fallback to prevent reverts
-            if (
-                sturdyOptimalPath !== undefined &&
-                (fragileFills.length === optimalPath.fills.length ||
-                    sturdyOptimalPath.adjustedSlippage(optimalPathRate) <= maxFallbackSlippage)
-            ) {
-                optimalPath.addFallback(sturdyOptimalPath);
-            }
-        }
-    }
-    */
 }

 // tslint:disable: max-file-line-count
--- a/packages/asset-swapper/src/utils/market_operation_utils/multihop_utils.ts
+++ b/packages/asset-swapper/src/utils/market_operation_utils/multihop_utils.ts
@@ -9,6 +9,7 @@ import {
    DexSample,
    ExchangeProxyOverhead,
    FeeSchedule,
+    FillAdjustor,
    MarketSideLiquidity,
    MultiHopFillData,
    TokenAdjacencyGraph,
@@ -38,6 +39,7 @@ export function getBestTwoHopQuote(
    marketSideLiquidity: Omit<MarketSideLiquidity, 'makerTokenDecimals' | 'takerTokenDecimals'>,
    feeSchedule?: FeeSchedule,
    exchangeProxyOverhead?: ExchangeProxyOverhead,
+    fillAdjustor?: FillAdjustor,
 ): { quote: DexSample<MultiHopFillData> | undefined; adjustedRate: BigNumber } {
    const { side, inputAmount, outputAmountPerEth, quotes } = marketSideLiquidity;
    const { twoHopQuotes } = quotes;
@@ -57,7 +59,15 @@ export function getBestTwoHopQuote(
    }
    const best = filteredQuotes
        .map(quote =>
-            getTwoHopAdjustedRate(side, quote, inputAmount, outputAmountPerEth, feeSchedule, exchangeProxyOverhead),
+            getTwoHopAdjustedRate(
+                side,
+                quote,
+                inputAmount,
+                outputAmountPerEth,
+                feeSchedule,
+                exchangeProxyOverhead,
+                fillAdjustor,
+            ),
        )
        .reduce(
            (prev, curr, i) =>
@@ -70,6 +80,7 @@ export function getBestTwoHopQuote(
                    outputAmountPerEth,
                    feeSchedule,
                    exchangeProxyOverhead,
+                    fillAdjustor,
                ),
                quote: filteredQuotes[0],
            },
--- a/packages/asset-swapper/src/utils/market_operation_utils/orders.ts
+++ b/packages/asset-swapper/src/utils/market_operation_utils/orders.ts
@@ -1,5 +1,6 @@
 import { BridgeProtocol, encodeBridgeSourceId, FillQuoteTransformerOrderType } from '@0x/protocol-utils';
 import { AbiEncoder, BigNumber } from '@0x/utils';
+import _ = require('lodash');

 import { AssetSwapperContractAddresses, MarketOperation } from '../../types';

@@ -11,12 +12,12 @@ import {
    BalancerV2BatchSwapFillData,
    BalancerV2FillData,
    BancorFillData,
-    CollapsedFill,
    CompoundFillData,
    CurveFillData,
    DexSample,
    DODOFillData,
    ERC20BridgeSource,
+    Fill,
    FillData,
    FinalUniswapV3FillData,
    GeistFillData,
@@ -28,7 +29,7 @@ import {
    MakerPsmFillData,
    MooniswapFillData,
    MultiHopFillData,
-    NativeCollapsedFill,
+    NativeFillData,
    NativeLimitOrderFillData,
    NativeRfqOrderFillData,
    OptimizedMarketBridgeOrder,
@@ -40,6 +41,7 @@ import {
    UniswapV2FillData,
    UniswapV3FillData,
    UniswapV3PathAmount,
+    VelodromeFillData,
 } from './types';

 // tslint:disable completed-docs
@@ -59,23 +61,27 @@ export function createOrdersFromTwoHopSample(
 ): OptimizedMarketOrder[] {
    const [makerToken, takerToken] = getMakerTakerTokens(opts);
    const { firstHopSource, secondHopSource, intermediateToken } = sample.fillData;
-    const firstHopFill: CollapsedFill = {
+    const firstHopFill: Fill = {
        sourcePathId: '',
        source: firstHopSource.source,
        type: FillQuoteTransformerOrderType.Bridge,
        input: opts.side === MarketOperation.Sell ? sample.input : ZERO_AMOUNT,
        output: opts.side === MarketOperation.Sell ? ZERO_AMOUNT : sample.output,
-        subFills: [],
+        adjustedOutput: opts.side === MarketOperation.Sell ? ZERO_AMOUNT : sample.output,
        fillData: firstHopSource.fillData,
+        flags: BigInt(0),
+        gas: 1,
    };
-    const secondHopFill: CollapsedFill = {
+    const secondHopFill: Fill = {
        sourcePathId: '',
        source: secondHopSource.source,
        type: FillQuoteTransformerOrderType.Bridge,
        input: opts.side === MarketOperation.Sell ? MAX_UINT256 : sample.input,
        output: opts.side === MarketOperation.Sell ? sample.output : MAX_UINT256,
-        subFills: [],
+        adjustedOutput: opts.side === MarketOperation.Sell ? sample.output : MAX_UINT256,
        fillData: secondHopSource.fillData,
+        flags: BigInt(0),
+        gas: 1,
    };
    return [
        createBridgeOrder(firstHopFill, intermediateToken, takerToken, opts.side),
@@ -134,44 +140,32 @@ export function getErc20BridgeSourceToBridgeSource(source: ERC20BridgeSource): s
            return encodeBridgeSourceId(BridgeProtocol.Curve, 'Ellipsis');
        case ERC20BridgeSource.Component:
            return encodeBridgeSourceId(BridgeProtocol.Shell, 'Component');
-        case ERC20BridgeSource.Smoothy:
-            return encodeBridgeSourceId(BridgeProtocol.Curve, 'Smoothy');
        case ERC20BridgeSource.Saddle:
            return encodeBridgeSourceId(BridgeProtocol.Nerve, 'Saddle');
        case ERC20BridgeSource.XSigma:
            return encodeBridgeSourceId(BridgeProtocol.Curve, 'xSigma');
        case ERC20BridgeSource.ApeSwap:
            return encodeBridgeSourceId(BridgeProtocol.UniswapV2, 'ApeSwap');
-        case ERC20BridgeSource.CafeSwap:
-            return encodeBridgeSourceId(BridgeProtocol.UniswapV2, 'CafeSwap');
        case ERC20BridgeSource.CheeseSwap:
            return encodeBridgeSourceId(BridgeProtocol.UniswapV2, 'CheeseSwap');
-        case ERC20BridgeSource.JulSwap:
-            return encodeBridgeSourceId(BridgeProtocol.UniswapV2, 'JulSwap');
        case ERC20BridgeSource.UniswapV3:
            return encodeBridgeSourceId(BridgeProtocol.UniswapV3, 'UniswapV3');
        case ERC20BridgeSource.KyberDmm:
            return encodeBridgeSourceId(BridgeProtocol.KyberDmm, 'KyberDmm');
        case ERC20BridgeSource.QuickSwap:
            return encodeBridgeSourceId(BridgeProtocol.UniswapV2, 'QuickSwap');
-        case ERC20BridgeSource.ComethSwap:
-            return encodeBridgeSourceId(BridgeProtocol.UniswapV2, 'ComethSwap');
        case ERC20BridgeSource.Dfyn:
            return encodeBridgeSourceId(BridgeProtocol.UniswapV2, 'Dfyn');
        case ERC20BridgeSource.CurveV2:
            return encodeBridgeSourceId(BridgeProtocol.CurveV2, 'CurveV2');
        case ERC20BridgeSource.WaultSwap:
            return encodeBridgeSourceId(BridgeProtocol.UniswapV2, 'WaultSwap');
-        case ERC20BridgeSource.Polydex:
-            return encodeBridgeSourceId(BridgeProtocol.UniswapV2, 'Polydex');
        case ERC20BridgeSource.FirebirdOneSwap:
            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:
@@ -202,6 +196,10 @@ export function getErc20BridgeSourceToBridgeSource(source: ERC20BridgeSource): s
            return encodeBridgeSourceId(BridgeProtocol.Nerve, 'MobiusMoney');
        case ERC20BridgeSource.BiSwap:
            return encodeBridgeSourceId(BridgeProtocol.UniswapV2, 'BiSwap');
+        case ERC20BridgeSource.MDex:
+            return encodeBridgeSourceId(BridgeProtocol.UniswapV2, 'MDex');
+        case ERC20BridgeSource.KnightSwap:
+            return encodeBridgeSourceId(BridgeProtocol.UniswapV2, 'KnightSwap');
        case ERC20BridgeSource.GMX:
            return encodeBridgeSourceId(BridgeProtocol.GMX, 'GMX');
        case ERC20BridgeSource.Platypus:
@@ -210,6 +208,8 @@ export function getErc20BridgeSourceToBridgeSource(source: ERC20BridgeSource): s
            return encodeBridgeSourceId(BridgeProtocol.UniswapV2, 'MeshSwap');
        case ERC20BridgeSource.BancorV3:
            return encodeBridgeSourceId(BridgeProtocol.BancorV3, 'BancorV3');
+        case ERC20BridgeSource.Velodrome:
+            return encodeBridgeSourceId(BridgeProtocol.Velodrome, 'Velodrome');
        default:
            throw new Error(AggregationError.NoBridgeForSource);
    }
@@ -237,7 +237,6 @@ export function createBridgeDataForBridgeOrder(order: OptimizedMarketBridgeOrder
        case ERC20BridgeSource.Synapse:
        case ERC20BridgeSource.Belt:
        case ERC20BridgeSource.Ellipsis:
-        case ERC20BridgeSource.Smoothy:
        case ERC20BridgeSource.Saddle:
        case ERC20BridgeSource.XSigma:
        case ERC20BridgeSource.FirebirdOneSwap:
@@ -283,16 +282,11 @@ export function createBridgeDataForBridgeOrder(order: OptimizedMarketBridgeOrder
        case ERC20BridgeSource.PancakeSwapV2:
        case ERC20BridgeSource.BakerySwap:
        case ERC20BridgeSource.ApeSwap:
-        case ERC20BridgeSource.CafeSwap:
        case ERC20BridgeSource.CheeseSwap:
-        case ERC20BridgeSource.JulSwap:
        case ERC20BridgeSource.QuickSwap:
-        case ERC20BridgeSource.ComethSwap:
        case ERC20BridgeSource.Dfyn:
        case ERC20BridgeSource.WaultSwap:
-        case ERC20BridgeSource.Polydex:
        case ERC20BridgeSource.ShibaSwap:
-        case ERC20BridgeSource.JetSwap:
        case ERC20BridgeSource.Pangolin:
        case ERC20BridgeSource.TraderJoe:
        case ERC20BridgeSource.UbeSwap:
@@ -300,6 +294,8 @@ export function createBridgeDataForBridgeOrder(order: OptimizedMarketBridgeOrder
        case ERC20BridgeSource.SpookySwap:
        case ERC20BridgeSource.MorpheusSwap:
        case ERC20BridgeSource.BiSwap:
+        case ERC20BridgeSource.MDex:
+        case ERC20BridgeSource.KnightSwap:
        case ERC20BridgeSource.Yoshi:
        case ERC20BridgeSource.MeshSwap:
            const uniswapV2FillData = (order as OptimizedMarketBridgeOrder<UniswapV2FillData>).fillData;
@@ -391,74 +387,16 @@ export function createBridgeDataForBridgeOrder(order: OptimizedMarketBridgeOrder
            const bancorV3FillData = (order as OptimizedMarketBridgeOrder<BancorFillData>).fillData;
            bridgeData = encoder.encode([bancorV3FillData.networkAddress, bancorV3FillData.path]);
            break;
+        case ERC20BridgeSource.Velodrome:
+            const velodromeFillData = (order as OptimizedMarketBridgeOrder<VelodromeFillData>).fillData;
+            bridgeData = encoder.encode([velodromeFillData.router, velodromeFillData.stable]);
+            break;
        default:
            throw new Error(AggregationError.NoBridgeForSource);
    }
    return bridgeData;
 }

-export function createBridgeOrder(
-    fill: CollapsedFill,
-    makerToken: string,
-    takerToken: string,
-    side: MarketOperation,
-): OptimizedMarketBridgeOrder {
-    const [makerAmount, takerAmount] = getFillTokenAmounts(fill, side);
-    return {
-        makerToken,
-        takerToken,
-        makerAmount,
-        takerAmount,
-        fillData: createFinalBridgeOrderFillDataFromCollapsedFill(fill),
-        source: fill.source,
-        sourcePathId: fill.sourcePathId,
-        type: FillQuoteTransformerOrderType.Bridge,
-        fills: [fill],
-    };
-}
-
-function createFinalBridgeOrderFillDataFromCollapsedFill(fill: CollapsedFill): FillData {
-    switch (fill.source) {
-        case ERC20BridgeSource.UniswapV3: {
-            const fd = fill.fillData as UniswapV3FillData;
-            const { uniswapPath, gasUsed } = getBestUniswapV3PathAmountForInputAmount(fd, fill.input);
-            const finalFillData: FinalUniswapV3FillData = {
-                router: fd.router,
-                tokenAddressPath: fd.tokenAddressPath,
-                uniswapPath,
-                gasUsed,
-            };
-            return finalFillData;
-        }
-        default:
-            break;
-    }
-    return fill.fillData;
-}
-
-function getBestUniswapV3PathAmountForInputAmount(
-    fillData: UniswapV3FillData,
-    inputAmount: BigNumber,
-): UniswapV3PathAmount {
-    if (fillData.pathAmounts.length === 0) {
-        throw new Error(`No Uniswap V3 paths`);
-    }
-    // Find the best path that can satisfy `inputAmount`.
-    // Assumes `fillData.pathAmounts` is sorted ascending.
-    for (const pathAmount of fillData.pathAmounts) {
-        if (pathAmount.inputAmount.gte(inputAmount)) {
-            return pathAmount;
-        }
-    }
-    return fillData.pathAmounts[fillData.pathAmounts.length - 1];
-}
-
-export function getMakerTakerTokens(opts: CreateOrderFromPathOpts): [string, string] {
-    const makerToken = opts.side === MarketOperation.Sell ? opts.outputToken : opts.inputToken;
-    const takerToken = opts.side === MarketOperation.Sell ? opts.inputToken : opts.outputToken;
-    return [makerToken, takerToken];
-}
-
 export const poolEncoder = AbiEncoder.create([{ name: 'poolAddress', type: 'address' }]);
 const curveEncoder = AbiEncoder.create([
    { name: 'curveAddress', type: 'address' },
@@ -505,7 +443,6 @@ export const BRIDGE_ENCODERS: {
    [ERC20BridgeSource.Synapse]: curveEncoder,
    [ERC20BridgeSource.Belt]: curveEncoder,
    [ERC20BridgeSource.Ellipsis]: curveEncoder,
-    [ERC20BridgeSource.Smoothy]: curveEncoder,
    [ERC20BridgeSource.Saddle]: curveEncoder,
    [ERC20BridgeSource.XSigma]: curveEncoder,
    [ERC20BridgeSource.FirebirdOneSwap]: curveEncoder,
@@ -525,6 +462,8 @@ export const BRIDGE_ENCODERS: {
    [ERC20BridgeSource.SpookySwap]: routerAddressPathEncoder,
    [ERC20BridgeSource.MorpheusSwap]: routerAddressPathEncoder,
    [ERC20BridgeSource.BiSwap]: routerAddressPathEncoder,
+    [ERC20BridgeSource.MDex]: routerAddressPathEncoder,
+    [ERC20BridgeSource.KnightSwap]: routerAddressPathEncoder,
    [ERC20BridgeSource.Yoshi]: routerAddressPathEncoder,
    [ERC20BridgeSource.MeshSwap]: routerAddressPathEncoder,
    // Avalanche
@@ -537,16 +476,11 @@ export const BRIDGE_ENCODERS: {
    [ERC20BridgeSource.PancakeSwapV2]: routerAddressPathEncoder,
    [ERC20BridgeSource.BakerySwap]: routerAddressPathEncoder,
    [ERC20BridgeSource.ApeSwap]: routerAddressPathEncoder,
-    [ERC20BridgeSource.CafeSwap]: routerAddressPathEncoder,
    [ERC20BridgeSource.CheeseSwap]: routerAddressPathEncoder,
-    [ERC20BridgeSource.JulSwap]: routerAddressPathEncoder,
    [ERC20BridgeSource.WaultSwap]: routerAddressPathEncoder,
    // Polygon
    [ERC20BridgeSource.QuickSwap]: routerAddressPathEncoder,
-    [ERC20BridgeSource.ComethSwap]: routerAddressPathEncoder,
    [ERC20BridgeSource.Dfyn]: routerAddressPathEncoder,
-    [ERC20BridgeSource.Polydex]: routerAddressPathEncoder,
-    [ERC20BridgeSource.JetSwap]: routerAddressPathEncoder,
    // Generic pools
    [ERC20BridgeSource.Shell]: poolEncoder,
    [ERC20BridgeSource.Component]: poolEncoder,
@@ -582,9 +516,10 @@ export const BRIDGE_ENCODERS: {
    [ERC20BridgeSource.AaveV2]: AbiEncoder.create('(address,address)'),
    [ERC20BridgeSource.Compound]: AbiEncoder.create('(address)'),
    [ERC20BridgeSource.Geist]: AbiEncoder.create('(address,address)'),
+    [ERC20BridgeSource.Velodrome]: AbiEncoder.create('(address,bool)'),
 };

-function getFillTokenAmounts(fill: CollapsedFill, side: MarketOperation): [BigNumber, BigNumber] {
+function getFillTokenAmounts(fill: Fill, side: MarketOperation): [BigNumber, BigNumber] {
    return [
        // Maker asset amount.
        side === MarketOperation.Sell ? fill.output.integerValue(BigNumber.ROUND_DOWN) : fill.input,
@@ -594,7 +529,7 @@ function getFillTokenAmounts(fill: CollapsedFill, side: MarketOperation): [BigNu
 }

 export function createNativeOptimizedOrder(
-    fill: NativeCollapsedFill,
+    fill: Fill<NativeFillData>,
    side: MarketOperation,
 ): OptimizedMarketOrderBase<NativeLimitOrderFillData> | OptimizedMarketOrderBase<NativeRfqOrderFillData> {
    const fillData = fill.fillData;
@@ -606,10 +541,76 @@ export function createNativeOptimizedOrder(
        takerToken: fillData.order.takerToken,
        makerAmount,
        takerAmount,
-        fills: [fill],
        fillData,
+        fill: cleanFillForExport(fill),
    };
    return fill.type === FillQuoteTransformerOrderType.Rfq
        ? { ...base, type: FillQuoteTransformerOrderType.Rfq, fillData: fillData as NativeRfqOrderFillData }
        : { ...base, type: FillQuoteTransformerOrderType.Limit, fillData: fillData as NativeLimitOrderFillData };
 }
+
+export function createBridgeOrder(
+    fill: Fill,
+    makerToken: string,
+    takerToken: string,
+    side: MarketOperation,
+): OptimizedMarketBridgeOrder {
+    const [makerAmount, takerAmount] = getFillTokenAmounts(fill, side);
+    return {
+        type: FillQuoteTransformerOrderType.Bridge,
+        source: fill.source,
+        makerToken,
+        takerToken,
+        makerAmount,
+        takerAmount,
+        fillData: createFinalBridgeOrderFillDataFromCollapsedFill(fill),
+        fill: cleanFillForExport(fill),
+        sourcePathId: fill.sourcePathId,
+    };
+}
+
+function cleanFillForExport(fill: Fill): Fill {
+    return _.omit(fill, ['flags', 'fillData', 'sourcePathId', 'source', 'type']) as Fill;
+}
+
+function createFinalBridgeOrderFillDataFromCollapsedFill(fill: Fill): FillData {
+    switch (fill.source) {
+        case ERC20BridgeSource.UniswapV3: {
+            const fd = fill.fillData as UniswapV3FillData;
+            const { uniswapPath, gasUsed } = getBestUniswapV3PathAmountForInputAmount(fd, fill.input);
+            const finalFillData: FinalUniswapV3FillData = {
+                router: fd.router,
+                tokenAddressPath: fd.tokenAddressPath,
+                uniswapPath,
+                gasUsed,
+            };
+            return finalFillData;
+        }
+        default:
+            break;
+    }
+    return fill.fillData;
+}
+
+function getBestUniswapV3PathAmountForInputAmount(
+    fillData: UniswapV3FillData,
+    inputAmount: BigNumber,
+): UniswapV3PathAmount {
+    if (fillData.pathAmounts.length === 0) {
+        throw new Error(`No Uniswap V3 paths`);
+    }
+    // Find the best path that can satisfy `inputAmount`.
+    // Assumes `fillData.pathAmounts` is sorted ascending.
+    for (const pathAmount of fillData.pathAmounts) {
+        if (pathAmount.inputAmount.gte(inputAmount)) {
+            return pathAmount;
+        }
+    }
+    return fillData.pathAmounts[fillData.pathAmounts.length - 1];
+}
+
+export function getMakerTakerTokens(opts: CreateOrderFromPathOpts): [string, string] {
+    const makerToken = opts.side === MarketOperation.Sell ? opts.outputToken : opts.inputToken;
+    const takerToken = opts.side === MarketOperation.Sell ? opts.inputToken : opts.outputToken;
+    return [makerToken, takerToken];
+}
--- a/packages/asset-swapper/src/utils/market_operation_utils/path.ts
+++ b/packages/asset-swapper/src/utils/market_operation_utils/path.ts
@@ -1,4 +1,5 @@
 import { BigNumber } from '@0x/utils';
+import _ = require('lodash');

 import { MarketOperation } from '../../types';

@@ -6,14 +7,7 @@ import { POSITIVE_INF, ZERO_AMOUNT } from './constants';
 import { ethToOutputAmount } from './fills';
 import { createBridgeOrder, createNativeOptimizedOrder, CreateOrderFromPathOpts, getMakerTakerTokens } from './orders';
 import { getCompleteRate, getRate } from './rate_utils';
-import {
-    CollapsedFill,
-    ERC20BridgeSource,
-    ExchangeProxyOverhead,
-    Fill,
-    NativeCollapsedFill,
-    OptimizedMarketOrder,
-} from './types';
+import { ERC20BridgeSource, ExchangeProxyOverhead, Fill, NativeFillData, OptimizedMarketOrder } from './types';

 // tslint:disable: prefer-for-of no-bitwise completed-docs

@@ -37,7 +31,6 @@ export const DEFAULT_PATH_PENALTY_OPTS: PathPenaltyOpts = {
 };

 export class Path {
-    public collapsedFills?: ReadonlyArray<CollapsedFill>;
    public orders?: OptimizedMarketOrder[];
    public sourceFlags: bigint = BigInt(0);
    protected _size: PathSize = { input: ZERO_AMOUNT, output: ZERO_AMOUNT };
@@ -57,16 +50,6 @@ export class Path {
        return path;
    }

-    public static clone(base: Path): Path {
-        const clonedPath = new Path(base.side, base.fills.slice(), base.targetInput, base.pathPenaltyOpts);
-        clonedPath.sourceFlags = base.sourceFlags;
-        clonedPath._size = { ...base._size };
-        clonedPath._adjustedSize = { ...base._adjustedSize };
-        clonedPath.collapsedFills = base.collapsedFills === undefined ? undefined : base.collapsedFills.slice();
-        clonedPath.orders = base.orders === undefined ? undefined : base.orders.slice();
-        return clonedPath;
-    }
-
    protected constructor(
        protected readonly side: MarketOperation,
        public fills: ReadonlyArray<Fill>,
@@ -74,68 +57,33 @@ export class Path {
        public readonly pathPenaltyOpts: PathPenaltyOpts,
    ) {}

-    public append(fill: Fill): this {
-        (this.fills as Fill[]).push(fill);
-        this.sourceFlags |= fill.flags;
-        this._addFillSize(fill);
-        return this;
-    }
-
    /**
-     * Add a fallback path to the current path
-     * Fallback must contain exclusive fills that are
-     * not present in this path
+     * Finalizes this path, creating fillable orders with the information required
+     * for settlement
     */
-    public addFallback(fallback: Path): this {
-        // We pre-pend the sources which have a higher probability of failure
-        // This allows us to continue on to the remaining fills
-        // If the "flakey" sources like Native were at the end, we may have a failure
-        // as the last fill and then either revert, or go back to a source we previously
-        // filled against
-        const nativeFills = this.fills.filter(f => f.source === ERC20BridgeSource.Native);
-        const otherFills = this.fills.filter(f => f.source !== ERC20BridgeSource.Native);
-
-        // Map to the unique source id and the index to represent a unique fill
-        const fillToFillId = (fill: Fill) => `${fill.sourcePathId}${fill.index}`;
-        const otherFillIds = otherFills.map(f => fillToFillId(f));
-
-        this.fills = [
-            // Append all of the native fills first
-            ...nativeFills,
-            // Add the other fills that are not native in the optimal path
-            ...otherFills,
-            // Add the fills to the end that aren't already included
-            ...fallback.fills.filter(f => !otherFillIds.includes(fillToFillId(f))),
-        ];
-        // Recompute the source flags
-        this.sourceFlags = this.fills.reduce((flags, fill) => flags | fill.flags, BigInt(0));
-        return this;
-    }
-
-    public collapse(opts: CreateOrderFromPathOpts): CollapsedPath {
+    public finalize(opts: CreateOrderFromPathOpts): FinalizedPath {
        const [makerToken, takerToken] = getMakerTakerTokens(opts);
-        const collapsedFills = this.collapsedFills === undefined ? this._collapseFills() : this.collapsedFills;
        this.orders = [];
-        for (let i = 0; i < collapsedFills.length; ) {
-            if (collapsedFills[i].source === ERC20BridgeSource.Native) {
-                this.orders.push(createNativeOptimizedOrder(collapsedFills[i] as NativeCollapsedFill, opts.side));
-                ++i;
-                continue;
+        for (const fill of this.fills) {
+            // internal BigInt flag field is not supported JSON and is tricky
+            // to remove upstream. Since it's not needed in a FinalizedPath we just drop it.
+            const normalizedFill = _.omit(fill, 'flags') as Fill;
+            if (fill.source === ERC20BridgeSource.Native) {
+                this.orders.push(createNativeOptimizedOrder(normalizedFill as Fill<NativeFillData>, opts.side));
+            } else {
+                this.orders.push(createBridgeOrder(normalizedFill, makerToken, takerToken, opts.side));
            }
-
-            this.orders.push(createBridgeOrder(collapsedFills[i], makerToken, takerToken, opts.side));
-            i += 1;
        }
-        return this as CollapsedPath;
-    }
-
-    public size(): PathSize {
-        return this._size;
+        return this as FinalizedPath;
    }

    public adjustedSize(): PathSize {
+        // Adjusted input/output has been adjusted by the cost of the DEX, but not by any
+        // overhead added by the exchange proxy.
        const { input, output } = this._adjustedSize;
        const { exchangeProxyOverhead, outputAmountPerEth, inputAmountPerEth } = this.pathPenaltyOpts;
+        // Calculate the additional penalty from the ways this path can be filled
+        // by the exchange proxy, e.g VIPs (small) or FillQuoteTransformer (large)
        const gasOverhead = exchangeProxyOverhead(this.sourceFlags);
        const pathPenalty = ethToOutputAmount({
            input,
@@ -155,6 +103,10 @@ export class Path {
        return getCompleteRate(this.side, input, output, this.targetInput);
    }

+    /**
+     * Calculates the rate of this path, where the output has been
+     * adjusted for penalties (e.g cost)
+     */
    public adjustedRate(): BigNumber {
        const { input, output } = this.adjustedSize();
        return getRate(this.side, input, output);
@@ -171,16 +123,11 @@ export class Path {
        return best;
    }

-    public adjustedSlippage(maxRate: BigNumber): number {
-        if (maxRate.eq(0)) {
-            return 0;
-        }
-        const totalRate = this.adjustedRate();
-        const rateChange = maxRate.minus(totalRate);
-        return rateChange.div(maxRate).toNumber();
-    }
-
-    public isBetterThan(other: Path): boolean {
+    /**
+     * Compares two paths returning if this adjusted path
+     * is better than the other adjusted path
+     */
+    public isAdjustedBetterThan(other: Path): boolean {
        if (!this.targetInput.isEqualTo(other.targetInput)) {
            throw new Error(`Target input mismatch: ${this.targetInput} !== ${other.targetInput}`);
        }
@@ -192,78 +139,6 @@ export class Path {
        } else {
            return this.adjustedCompleteRate().isGreaterThan(other.adjustedCompleteRate());
        }
-        // if (otherInput.isLessThan(targetInput)) {
-        //     return input.isGreaterThan(otherInput);
-        // } else if (input.isGreaterThanOrEqualTo(targetInput)) {
-        //     return this.adjustedCompleteRate().isGreaterThan(other.adjustedCompleteRate());
-        // }
-        // return false;
-    }
-
-    public isComplete(): boolean {
-        const { input } = this._size;
-        return input.gte(this.targetInput);
-    }
-
-    public isValid(skipDuplicateCheck: boolean = false): boolean {
-        for (let i = 0; i < this.fills.length; ++i) {
-            // Fill must immediately follow its parent.
-            if (this.fills[i].parent) {
-                if (i === 0 || this.fills[i - 1] !== this.fills[i].parent) {
-                    return false;
-                }
-            }
-            if (!skipDuplicateCheck) {
-                // Fill must not be duplicated.
-                for (let j = 0; j < i; ++j) {
-                    if (this.fills[i] === this.fills[j]) {
-                        return false;
-                    }
-                }
-            }
-        }
-        return true;
-    }
-
-    public isValidNextFill(fill: Fill): boolean {
-        if (this.fills.length === 0) {
-            return !fill.parent;
-        }
-        if (this.fills[this.fills.length - 1] === fill.parent) {
-            return true;
-        }
-        if (fill.parent) {
-            return false;
-        }
-        return true;
-    }
-
-    private _collapseFills(): ReadonlyArray<CollapsedFill> {
-        this.collapsedFills = [];
-        for (const fill of this.fills) {
-            const source = fill.source;
-            if (this.collapsedFills.length !== 0 && source !== ERC20BridgeSource.Native) {
-                const prevFill = this.collapsedFills[this.collapsedFills.length - 1];
-                // If the last fill is from the same source, merge them.
-                if (prevFill.sourcePathId === fill.sourcePathId) {
-                    prevFill.input = prevFill.input.plus(fill.input);
-                    prevFill.output = prevFill.output.plus(fill.output);
-                    prevFill.fillData = fill.fillData;
-                    prevFill.subFills.push(fill);
-                    continue;
-                }
-            }
-            (this.collapsedFills as CollapsedFill[]).push({
-                sourcePathId: fill.sourcePathId,
-                source: fill.source,
-                type: fill.type,
-                fillData: fill.fillData,
-                input: fill.input,
-                output: fill.output,
-                subFills: [fill],
-            });
-        }
-        return this.collapsedFills;
    }

    private _addFillSize(fill: Fill): void {
@@ -285,7 +160,6 @@ export class Path {
    }
 }

-export interface CollapsedPath extends Path {
-    readonly collapsedFills: ReadonlyArray<CollapsedFill>;
+export interface FinalizedPath extends Path {
    readonly orders: OptimizedMarketOrder[];
 }
--- a/packages/asset-swapper/src/utils/market_operation_utils/path_optimizer.ts
+++ b/packages/asset-swapper/src/utils/market_operation_utils/path_optimizer.ts
@@ -1,6 +1,7 @@
 import { assert } from '@0x/assert';
 import { ChainId } from '@0x/contract-addresses';
 import { OptimizerCapture, route, SerializedPath } from '@0x/neon-router';
+import { FillQuoteTransformerOrderType } from '@0x/protocol-utils';
 import { BigNumber, hexUtils } from '@0x/utils';
 import * as _ from 'lodash';
 import { performance } from 'perf_hooks';
@@ -9,13 +10,12 @@ import { DEFAULT_WARNING_LOGGER } from '../../constants';
 import { MarketOperation, NativeOrderWithFillableAmounts } from '../../types';

 import { VIP_ERC20_BRIDGE_SOURCES_BY_CHAIN_ID, ZERO_AMOUNT } from './constants';
-import { dexSamplesToFills, ethToOutputAmount, nativeOrdersToFills } from './fills';
-import { DEFAULT_PATH_PENALTY_OPTS, Path, PathPenaltyOpts } from './path';
-import { DexSample, ERC20BridgeSource, FeeSchedule, Fill, FillData, SamplerMetrics } from './types';
+import { dexSampleToFill, ethToOutputAmount, nativeOrderToFill } from './fills';
+import { Path, PathPenaltyOpts } from './path';
+import { DexSample, ERC20BridgeSource, FeeSchedule, Fill, FillAdjustor, FillData, SamplerMetrics } from './types';

 // tslint:disable: prefer-for-of custom-no-magic-numbers completed-docs no-bitwise

-const RUN_LIMIT_DECAY_FACTOR = 0.5;
 // NOTE: The Rust router will panic with less than 3 samples
 const MIN_NUM_SAMPLE_INPUTS = 3;

@@ -45,7 +45,7 @@ function calculateOuputFee(
 ): BigNumber {
    if (isDexSample(sampleOrNativeOrder)) {
        const { input, output, source, fillData } = sampleOrNativeOrder;
-        const fee = fees[source]?.(fillData) || 0;
+        const fee = fees[source]?.(fillData).fee || ZERO_AMOUNT;
        const outputFee = ethToOutputAmount({
            input,
            output,
@@ -56,7 +56,7 @@ function calculateOuputFee(
        return outputFee;
    } else {
        const { input, output } = nativeOrderToNormalizedAmounts(side, sampleOrNativeOrder);
-        const fee = fees[ERC20BridgeSource.Native]?.(sampleOrNativeOrder) || 0;
+        const fee = fees[ERC20BridgeSource.Native]?.(sampleOrNativeOrder).fee || ZERO_AMOUNT;
        const outputFee = ethToOutputAmount({
            input,
            output,
@@ -77,6 +77,7 @@ function findRoutesAndCreateOptimalPath(
    fees: FeeSchedule,
    neonRouterNumSamples: number,
    vipSourcesSet: Set<ERC20BridgeSource>,
+    fillAdjustor: FillAdjustor,
 ): { allSourcesPath: Path | undefined; vipSourcesPath: Path | undefined } | undefined {
    // Currently the rust router is unable to handle 1 base unit sized quotes and will error out
    // To avoid flooding the logs with these errors we just return an insufficient liquidity error
@@ -85,31 +86,44 @@ function findRoutesAndCreateOptimalPath(
        return undefined;
    }

-    const createFill = (sample: DexSample): Fill | undefined => {
-        const fills = dexSamplesToFills(side, [sample], opts.outputAmountPerEth, opts.inputAmountPerEth, fees);
-        // NOTE: If the sample has 0 output dexSamplesToFills will return [] because no fill can be created
-        if (fills.length === 0) {
-            return undefined;
-        }
-
-        return fills[0];
+    // Create a `Fill` from a dex sample and adjust it with any passed in
+    // adjustor
+    const createFillFromDexSample = (sample: DexSample): Fill => {
+        const fill = dexSampleToFill(side, sample, opts.outputAmountPerEth, opts.inputAmountPerEth, fees);
+        const adjustedFills = fillAdjustor.adjustFills(side, [fill], input);
+        return adjustedFills[0];
    };

-    const createPathFromStrategy = (sourcesRustRoute: Float64Array, sourcesOutputAmounts: Float64Array) => {
+    const createPathFromStrategy = (optimalRouteInputs: Float64Array, optimalRouteOutputs: Float64Array) => {
+        /**
+         * inputs are the amounts to fill at each source index
+         * e.g fill 2076 at index 4
+         *  [ 0, 0, 0, 0, 2076, 464, 230,
+         *    230, 0, 0, 0 ]
+         *  the sum represents the total input amount
+         *
+         *  outputs are the amounts we expect out at each source index
+         *  [ 0, 0, 0, 0, 42216, 9359, 4677,
+         *    4674, 0, 0, 0 ]
+         *  the sum represents the total expected output amount
+         */
+
        const routesAndSamplesAndOutputs = _.zip(
-            sourcesRustRoute,
+            optimalRouteInputs,
+            optimalRouteOutputs,
            samplesAndNativeOrdersWithResults,
-            sourcesOutputAmounts,
            sampleSourcePathIds,
        );
        const adjustedFills: Fill[] = [];
-        const totalRoutedAmount = BigNumber.sum(...sourcesRustRoute);
+        const totalRoutedAmount = BigNumber.sum(...optimalRouteInputs);
+
+        // Due to precision errors we can end up with a totalRoutedAmount that is not exactly equal to the input
+        const precisionErrorScalar = input.dividedBy(totalRoutedAmount);

-        const scale = input.dividedBy(totalRoutedAmount);
        for (const [
            routeInput,
-            routeSamplesAndNativeOrders,
            outputAmount,
+            routeSamplesAndNativeOrders,
            sourcePathId,
        ] of routesAndSamplesAndOutputs) {
            if (!Number.isFinite(outputAmount)) {
@@ -119,26 +133,27 @@ function findRoutesAndCreateOptimalPath(
            if (!routeInput || !routeSamplesAndNativeOrders || !outputAmount) {
                continue;
            }
-            // TODO(kimpers): [TKR-241] amounts are sometimes clipped in the router due to precision loss for number/f64
+            // TODO: [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),
+            const routeInputCorrected = BigNumber.min(
+                precisionErrorScalar.multipliedBy(routeInput).integerValue(BigNumber.ROUND_CEIL),
                input,
            );

            const current = routeSamplesAndNativeOrders[routeSamplesAndNativeOrders.length - 1];
+            // If it is a native single order we only have one Input/output
+            // we want to convert this to an array of samples
            if (!isDexSample(current)) {
-                const nativeFill = nativeOrdersToFills(
+                const nativeFill = nativeOrderToFill(
                    side,
-                    [current],
-                    rustInputAdjusted,
+                    current,
+                    routeInputCorrected,
                    opts.outputAmountPerEth,
                    opts.inputAmountPerEth,
                    fees,
                    false,
-                )[0] as Fill | undefined;
-                // Note: If the order has an adjusted rate of less than or equal to 0 it will be skipped
-                // and nativeFill will be `undefined`
+                );
+                // Note: If the order has an adjusted rate of less than or equal to 0 it 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() });
@@ -147,62 +162,54 @@ function findRoutesAndCreateOptimalPath(
            }

            // NOTE: For DexSamples only
-            let fill = createFill(current);
+            let fill = createFillFromDexSample(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
-            // gas used

+            // From the output of the router, find the closest Sample in terms of input.
+            // The Router may have chosen an amount to fill that we do not have a measured sample of
+            // Choosing this accurately is required in some sources where the `FillData` may change depending
+            // on the size of the trade. For example, UniswapV3 has variable gas cost
+            // which increases with input.
            assert.assert(routeSamples.length >= 1, 'Found no sample to use for source');
            for (let k = routeSamples.length - 1; k >= 0; k--) {
+                // If we're at the last remaining sample that's all we have left to use
                if (k === 0) {
-                    fill = createFill(routeSamples[0]) ?? fill;
+                    fill = createFillFromDexSample(routeSamples[0]) ?? fill;
                }
-                if (rustInputAdjusted.isGreaterThan(routeSamples[k].input)) {
+                if (routeInputCorrected.isGreaterThan(routeSamples[k].input)) {
                    const left = routeSamples[k];
                    const right = routeSamples[k + 1];
                    if (left && right) {
                        fill =
-                            createFill({
+                            createFillFromDexSample({
                                ...right, // default to the greater (for gas used)
-                                input: rustInputAdjusted,
-                                output: new BigNumber(outputAmount),
+                                input: routeInputCorrected,
+                                output: new BigNumber(outputAmount).integerValue(),
                            }) ?? fill;
                    } else {
                        assert.assert(Boolean(left || right), 'No valid sample to use');
-                        fill = createFill(left || right) ?? fill;
+                        fill = createFillFromDexSample(left || right) ?? fill;
                    }
                    break;
                }
            }

-            // TODO(kimpers): remove once we have solved the rounding/precision loss issues in the Rust router
-            const maxSampledOutput = BigNumber.max(...routeSamples.map(s => s.output));
+            // TODO: remove once we have solved the rounding/precision loss issues in the Rust router
+            const maxSampledOutput = BigNumber.max(...routeSamples.map(s => s.output)).integerValue();
            // Scale output by scale factor but never go above the largest sample in sell quotes (unknown liquidity)  or below 1 base unit (unfillable)
            const scaleOutput = (output: BigNumber) => {
-                // Don't try to scale 0 output as it will be clamped to 1
-                if (output.eq(ZERO_AMOUNT)) {
-                    return output;
-                }
-
-                const scaled = output
-                    .times(scale)
-                    .decimalPlaces(0, side === MarketOperation.Sell ? BigNumber.ROUND_FLOOR : BigNumber.ROUND_CEIL);
-                const capped = MarketOperation.Sell ? BigNumber.min(scaled, maxSampledOutput) : scaled;
-
+                const capped = BigNumber.min(output.integerValue(), maxSampledOutput);
                return BigNumber.max(capped, 1);
            };

            adjustedFills.push({
                ...fill,
-                input: rustInputAdjusted,
+                input: routeInputCorrected,
                output: scaleOutput(fill.output),
                adjustedOutput: scaleOutput(fill.adjustedOutput),
-                index: 0,
-                parent: undefined,
                sourcePathId: sourcePathId ?? hexUtils.random(),
            });
        }
@@ -224,7 +231,6 @@ function findRoutesAndCreateOptimalPath(
            continue;
        }

-        const sourcePathId = hexUtils.random();
        const singleSourceSamplesWithOutput = [...singleSourceSamples];
        for (let i = singleSourceSamples.length - 1; i >= 0; i--) {
            const currentOutput = singleSourceSamples[i].output;
@@ -240,17 +246,23 @@ function findRoutesAndCreateOptimalPath(
            continue;
        }

-        // TODO(kimpers): Do we need to handle 0 entries, from eg Kyber?
+        // TODO: Do we need to handle 0 entries, from eg Kyber?
        const serializedPath = singleSourceSamplesWithOutput.reduce<SerializedPath>(
            (memo, sample, sampleIdx) => {
-                memo.ids.push(`${sample.source}-${serializedPaths.length}-${sampleIdx}`);
-                memo.inputs.push(sample.input.integerValue().toNumber());
-                memo.outputs.push(sample.output.integerValue().toNumber());
-                memo.outputFees.push(
-                    calculateOuputFee(side, sample, opts.outputAmountPerEth, opts.inputAmountPerEth, fees)
-                        .integerValue()
-                        .toNumber(),
-                );
+                // Use the fill from createFillFromDexSample to apply
+                // any user supplied adjustments
+                const f = createFillFromDexSample(sample);
+                memo.ids.push(`${f.source}-${serializedPaths.length}-${sampleIdx}`);
+                memo.inputs.push(f.input.integerValue().toNumber());
+                memo.outputs.push(f.output.integerValue().toNumber());
+                // Calculate the penalty of this sample as the diff between the
+                // output and the adjusted output
+                const outputFee = f.output
+                    .minus(f.adjustedOutput)
+                    .absoluteValue()
+                    .integerValue()
+                    .toNumber();
+                memo.outputFees.push(outputFee);

                return memo;
            },
@@ -265,6 +277,8 @@ function findRoutesAndCreateOptimalPath(

        samplesAndNativeOrdersWithResults.push(singleSourceSamplesWithOutput);
        serializedPaths.push(serializedPath);
+
+        const sourcePathId = hexUtils.random();
        sampleSourcePathIds.push(sourcePathId);
    }

@@ -306,19 +320,22 @@ function findRoutesAndCreateOptimalPath(
                normalizedOrderOutput.times(scaleToInput).times(fraction),
                normalizedOrderOutput,
            );
-            const id = `${ERC20BridgeSource.Native}-${serializedPaths.length}-${idx}-${i}`;
+            const id = `${ERC20BridgeSource.Native}-${nativeOrder.type}-${serializedPaths.length}-${idx}-${i}`;
            inputs.push(currentInput.integerValue().toNumber());
            outputs.push(currentOutput.integerValue().toNumber());
            outputFees.push(fee);
            ids.push(id);
        }

+        // We have a VIP for the Rfq order type, Limit order currently goes through FQT
+        const isVip = nativeOrder.type !== FillQuoteTransformerOrderType.Limit;
+
        const serializedPath: SerializedPath = {
            ids,
            inputs,
            outputs,
            outputFees,
-            isVip: true,
+            isVip,
        };

        samplesAndNativeOrdersWithResults.push([nativeOrder]);
@@ -375,7 +392,7 @@ function findRoutesAndCreateOptimalPath(
    };
 }

-export function findOptimalRustPathFromSamples(
+export function findOptimalPathFromSamples(
    side: MarketOperation,
    samples: DexSample[][],
    nativeOrders: NativeOrderWithFillableAmounts[],
@@ -384,6 +401,7 @@ export function findOptimalRustPathFromSamples(
    fees: FeeSchedule,
    chainId: ChainId,
    neonRouterNumSamples: number,
+    fillAdjustor: FillAdjustor,
    samplerMetrics?: SamplerMetrics,
 ): Path | undefined {
    const beforeTimeMs = performance.now();
@@ -406,6 +424,7 @@ export function findOptimalRustPathFromSamples(
        fees,
        neonRouterNumSamples,
        vipSourcesSet,
+        fillAdjustor,
    );

    if (!paths) {
@@ -415,7 +434,7 @@ export function findOptimalRustPathFromSamples(

    const { allSourcesPath, vipSourcesPath } = paths;

-    if (!allSourcesPath || vipSourcesPath?.isBetterThan(allSourcesPath)) {
+    if (!allSourcesPath || vipSourcesPath?.isAdjustedBetterThan(allSourcesPath)) {
        sendMetrics();
        return vipSourcesPath;
    }
@@ -423,143 +442,3 @@ export function findOptimalRustPathFromSamples(
    sendMetrics();
    return allSourcesPath;
 }
-
-/**
- * Find the optimal mixture of fills that maximizes (for sells) or minimizes
- * (for buys) output, while meeting the input requirement.
- */
-export async function findOptimalPathJSAsync(
-    side: MarketOperation,
-    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);
-    if (sortedPaths.length === 0) {
-        return undefined;
-    }
-    const rates = rateBySourcePathId(sortedPaths);
-    let optimalPath = sortedPaths[0];
-    for (const [i, path] of sortedPaths.slice(1).entries()) {
-        optimalPath = mixPaths(side, optimalPath, path, targetInput, runLimit * RUN_LIMIT_DECAY_FACTOR ** i, rates);
-        // Yield to event loop.
-        await Promise.resolve();
-    }
-    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.
-export function fillsToSortedPaths(
-    fills: Fill[][],
-    side: MarketOperation,
-    targetInput: BigNumber,
-    opts: PathPenaltyOpts,
-): Path[] {
-    const paths = fills.map(singleSourceFills => Path.create(side, singleSourceFills, targetInput, opts));
-    const sortedPaths = paths.sort((a, b) => {
-        const aRate = a.adjustedCompleteRate();
-        const bRate = b.adjustedCompleteRate();
-        // There is a case where the adjusted completed rate isn't sufficient for the desired amount
-        // resulting in a NaN div by 0 (output)
-        if (bRate.isNaN()) {
-            return -1;
-        }
-        if (aRate.isNaN()) {
-            return 1;
-        }
-        return bRate.comparedTo(aRate);
-    });
-    return sortedPaths;
-}
-
-// Remove paths which have no impact on the optimal path
-export function reducePaths(sortedPaths: Path[], side: MarketOperation): Path[] {
-    // Any path which has a min rate that is less than the best adjusted completed rate has no chance of improving
-    // the overall route.
-    const bestNonNativeCompletePath = sortedPaths.filter(
-        p => p.isComplete() && p.fills[0].source !== ERC20BridgeSource.Native,
-    )[0];
-
-    // If there is no complete path then just go ahead with the sorted paths
-    // I.e if the token only exists on sources which cannot sell to infinity
-    // or buys where X is greater than all the tokens available in the pools
-    if (!bestNonNativeCompletePath) {
-        return sortedPaths;
-    }
-    const bestNonNativeCompletePathAdjustedRate = bestNonNativeCompletePath.adjustedCompleteRate();
-    if (!bestNonNativeCompletePathAdjustedRate.isGreaterThan(0)) {
-        return sortedPaths;
-    }
-
-    const filteredPaths = sortedPaths.filter(p =>
-        p.bestRate().isGreaterThanOrEqualTo(bestNonNativeCompletePathAdjustedRate),
-    );
-    return filteredPaths;
-}
-
-function mixPaths(
-    side: MarketOperation,
-    pathA: Path,
-    pathB: Path,
-    targetInput: BigNumber,
-    maxSteps: number,
-    rates: { [id: string]: BigNumber },
-): Path {
-    const _maxSteps = Math.max(maxSteps, 32);
-    let steps = 0;
-    // We assume pathA is the better of the two initially.
-    let bestPath: Path = pathA;
-
-    const _walk = (path: Path, remainingFills: Fill[]) => {
-        steps += 1;
-        if (path.isBetterThan(bestPath)) {
-            bestPath = path;
-        }
-        const remainingInput = targetInput.minus(path.size().input);
-        if (remainingInput.isGreaterThan(0)) {
-            for (let i = 0; i < remainingFills.length && steps < _maxSteps; ++i) {
-                const fill = remainingFills[i];
-                // Only walk valid paths.
-                if (!path.isValidNextFill(fill)) {
-                    continue;
-                }
-                // Remove this fill from the next list of candidate fills.
-                const nextRemainingFills = remainingFills.slice();
-                nextRemainingFills.splice(i, 1);
-                // Recurse.
-                _walk(Path.clone(path).append(fill), nextRemainingFills);
-            }
-        }
-    };
-    const allFills = [...pathA.fills, ...pathB.fills];
-    // Sort subpaths by rate and keep fills contiguous to improve our
-    // chances of walking ideal, valid paths first.
-    const sortedFills = allFills.sort((a, b) => {
-        if (a.sourcePathId !== b.sourcePathId) {
-            return rates[b.sourcePathId].comparedTo(rates[a.sourcePathId]);
-        }
-        return a.index - b.index;
-    });
-    _walk(Path.create(side, [], targetInput, pathA.pathPenaltyOpts), sortedFills);
-    if (!bestPath.isValid()) {
-        throw new Error('nooope');
-    }
-    return bestPath;
-}
-
-function rateBySourcePathId(paths: Path[]): { [id: string]: BigNumber } {
-    return _.fromPairs(paths.map(p => [p.fills[0].sourcePathId, p.adjustedRate()]));
-}
--- a/packages/asset-swapper/src/utils/market_operation_utils/rate_utils.ts
+++ b/packages/asset-swapper/src/utils/market_operation_utils/rate_utils.ts
@@ -1,9 +1,20 @@
+import { FillQuoteTransformerOrderType } from '@0x/protocol-utils';
 import { BigNumber } from '@0x/utils';

 import { MarketOperation } from '../../types';

 import { SOURCE_FLAGS, ZERO_AMOUNT } from './constants';
-import { DexSample, ERC20BridgeSource, ExchangeProxyOverhead, FeeSchedule, MultiHopFillData } from './types';
+import { adjustOutput } from './fills';
+import { IdentityFillAdjustor } from './identity_fill_adjustor';
+import {
+    DexSample,
+    ERC20BridgeSource,
+    ExchangeProxyOverhead,
+    FeeSchedule,
+    Fill,
+    FillAdjustor,
+    MultiHopFillData,
+} from './types';

 // tslint:disable:no-bitwise

@@ -18,20 +29,55 @@ export function getTwoHopAdjustedRate(
    outputAmountPerEth: BigNumber,
    fees: FeeSchedule = {},
    exchangeProxyOverhead: ExchangeProxyOverhead = () => ZERO_AMOUNT,
+    fillAdjustor: FillAdjustor = new IdentityFillAdjustor(),
 ): BigNumber {
    const { output, input, fillData } = twoHopQuote;
    if (input.isLessThan(targetInput) || output.isZero()) {
        return ZERO_AMOUNT;
    }
-    const penalty = outputAmountPerEth.times(
-        exchangeProxyOverhead(
-            SOURCE_FLAGS.MultiHop |
-                SOURCE_FLAGS[fillData.firstHopSource.source] |
-                SOURCE_FLAGS[fillData.secondHopSource.source],
-        ).plus(fees[ERC20BridgeSource.MultiHop]!(fillData)),
-    );
-    const adjustedOutput = side === MarketOperation.Sell ? output.minus(penalty) : output.plus(penalty);
-    return side === MarketOperation.Sell ? adjustedOutput.div(input) : input.div(adjustedOutput);
+
+    // Flags to indicate which sources are used
+    const flags =
+        SOURCE_FLAGS.MultiHop |
+        SOURCE_FLAGS[fillData.firstHopSource.source] |
+        SOURCE_FLAGS[fillData.secondHopSource.source];
+
+    // Penalty of going to those sources in terms of output
+    const sourcePenalty = outputAmountPerEth.times(fees[ERC20BridgeSource.MultiHop]!(fillData).fee).integerValue();
+
+    // Create a Fill so it can be adjusted by the `FillAdjustor`
+    const fill: Fill = {
+        ...twoHopQuote,
+        flags,
+        type: FillQuoteTransformerOrderType.Bridge,
+        adjustedOutput: adjustOutput(side, twoHopQuote.output, sourcePenalty),
+        sourcePathId: `${ERC20BridgeSource.MultiHop}-${fillData.firstHopSource.source}-${fillData.secondHopSource.source}`,
+        // We don't have this information at this stage
+        gas: 0,
+    };
+    // Adjust the individual Fill
+    // HACK: Chose the worst of slippage between the two sources in multihop
+    const adjustedOutputLeft = fillAdjustor.adjustFills(
+        side,
+        [{ ...fill, source: fillData.firstHopSource.source }],
+        targetInput,
+    )[0].adjustedOutput;
+    const adjustedOutputRight = fillAdjustor.adjustFills(
+        side,
+        [{ ...fill, source: fillData.secondHopSource.source }],
+        targetInput,
+    )[0].adjustedOutput;
+    // In Sells, output smaller is worse (you're getting less out)
+    // In Buys, output larger is worse (it's costing you more)
+    const fillAdjustedOutput =
+        side === MarketOperation.Sell
+            ? BigNumber.min(adjustedOutputLeft, adjustedOutputRight)
+            : BigNumber.max(adjustedOutputLeft, adjustedOutputRight);
+
+    const pathPenalty = outputAmountPerEth.times(exchangeProxyOverhead(flags)).integerValue();
+    const pathAdjustedOutput = adjustOutput(side, fillAdjustedOutput, pathPenalty);
+
+    return getRate(side, input, pathAdjustedOutput);
 }

 /**
@@ -59,6 +105,8 @@ export function getCompleteRate(

 /**
 * Computes the rate given the input/output of a path.
+ *
+ * If it is a sell, output/input. If it is a buy, input/output.
 */
 export function getRate(side: MarketOperation, input: BigNumber, output: BigNumber): BigNumber {
    if (input.eq(0) || output.eq(0)) {
--- a/packages/asset-swapper/src/utils/market_operation_utils/sampler_operations.ts
+++ b/packages/asset-swapper/src/utils/market_operation_utils/sampler_operations.ts
@@ -48,6 +48,7 @@ import {
    SELL_SOURCE_FILTER_BY_CHAIN_ID,
    UNISWAPV1_ROUTER_BY_CHAIN_ID,
    UNISWAPV3_CONFIG_BY_CHAIN_ID,
+    VELODROME_ROUTER_BY_CHAIN_ID,
    ZERO_AMOUNT,
 } from './constants';
 import { getGeistInfoForPair } from './geist_utils';
@@ -74,6 +75,7 @@ import {
    DexSample,
    DODOFillData,
    ERC20BridgeSource,
+    FeeSchedule,
    GeistFillData,
    GeistInfo,
    GenericRouterFillData,
@@ -95,6 +97,7 @@ import {
    TokenAdjacencyGraph,
    UniswapV2FillData,
    UniswapV3FillData,
+    VelodromeFillData,
 } from './types';

 /**
@@ -473,62 +476,6 @@ export class SamplerOperations {
        });
    }

-    public getSmoothySellQuotes(
-        pool: CurveInfo,
-        fromTokenIdx: number,
-        toTokenIdx: number,
-        takerFillAmounts: BigNumber[],
-    ): SourceQuoteOperation<CurveFillData> {
-        return new SamplerContractOperation({
-            source: ERC20BridgeSource.Smoothy,
-            fillData: {
-                pool,
-                fromTokenIdx,
-                toTokenIdx,
-            },
-            contract: this._samplerContract,
-            function: this._samplerContract.sampleSellsFromSmoothy,
-            params: [
-                {
-                    poolAddress: pool.poolAddress,
-                    sellQuoteFunctionSelector: pool.sellQuoteFunctionSelector,
-                    buyQuoteFunctionSelector: pool.buyQuoteFunctionSelector,
-                },
-                new BigNumber(fromTokenIdx),
-                new BigNumber(toTokenIdx),
-                takerFillAmounts,
-            ],
-        });
-    }
-
-    public getSmoothyBuyQuotes(
-        pool: CurveInfo,
-        fromTokenIdx: number,
-        toTokenIdx: number,
-        makerFillAmounts: BigNumber[],
-    ): SourceQuoteOperation<CurveFillData> {
-        return new SamplerContractOperation({
-            source: ERC20BridgeSource.Smoothy,
-            fillData: {
-                pool,
-                fromTokenIdx,
-                toTokenIdx,
-            },
-            contract: this._samplerContract,
-            function: this._samplerContract.sampleBuysFromSmoothy,
-            params: [
-                {
-                    poolAddress: pool.poolAddress,
-                    sellQuoteFunctionSelector: pool.sellQuoteFunctionSelector,
-                    buyQuoteFunctionSelector: pool.buyQuoteFunctionSelector,
-                },
-                new BigNumber(fromTokenIdx),
-                new BigNumber(toTokenIdx),
-                makerFillAmounts,
-            ],
-        });
-    }
-
    public getBalancerV2MultihopSellQuotes(
        vault: string,
        quoteSwaps: BalancerSwapInfo, // Should always be sell swap steps.
@@ -1301,6 +1248,7 @@ export class SamplerOperations {
            params: [pool[0], tokenAddressPath, takerFillAmounts],
        });
    }
+
    public getPlatypusBuyQuotes(
        router: string,
        pool: string[],
@@ -1316,16 +1264,68 @@ export class SamplerOperations {
        });
    }

-    public getMedianSellRate(
+    public getVelodromeSellQuotes(
+        router: string,
+        takerToken: string,
+        makerToken: string,
+        takerFillAmounts: BigNumber[],
+    ): SourceQuoteOperation<VelodromeFillData> {
+        return new SamplerContractOperation({
+            source: ERC20BridgeSource.Velodrome,
+            contract: this._samplerContract,
+            function: this._samplerContract.sampleSellsFromVelodrome,
+            params: [router, takerToken, makerToken, takerFillAmounts],
+            callback: (callResults: string, fillData: VelodromeFillData): BigNumber[] => {
+                const [isStable, samples] = this._samplerContract.getABIDecodedReturnData<[boolean, BigNumber[]]>(
+                    'sampleSellsFromVelodrome',
+                    callResults,
+                );
+                fillData.router = router;
+                fillData.stable = isStable;
+                return samples;
+            },
+        });
+    }
+
+    public getVelodromeBuyQuotes(
+        router: string,
+        takerToken: string,
+        makerToken: string,
+        makerFillAmounts: BigNumber[],
+    ): SourceQuoteOperation<VelodromeFillData> {
+        return new SamplerContractOperation({
+            source: ERC20BridgeSource.Velodrome,
+            contract: this._samplerContract,
+            function: this._samplerContract.sampleBuysFromVelodrome,
+            params: [router, takerToken, makerToken, makerFillAmounts],
+            callback: (callResults: string, fillData: VelodromeFillData): BigNumber[] => {
+                const [isStable, samples] = this._samplerContract.getABIDecodedReturnData<[boolean, BigNumber[]]>(
+                    'sampleBuysFromVelodrome',
+                    callResults,
+                );
+                fillData.router = router;
+                fillData.stable = isStable;
+                return samples;
+            },
+        });
+    }
+
+    /**
+     * Returns the best price for the native token
+     * Best is calculated according to the fee schedule, so the price of the
+     * best source, fee adjusted, will be returned.
+     */
+    public getBestNativeTokenSellRate(
        sources: ERC20BridgeSource[],
        makerToken: string,
-        takerToken: string,
-        takerFillAmount: BigNumber,
+        nativeToken: string,
+        nativeFillAmount: BigNumber,
+        feeSchedule: FeeSchedule,
    ): BatchedOperation<BigNumber> {
-        if (makerToken.toLowerCase() === takerToken.toLowerCase()) {
+        if (makerToken.toLowerCase() === nativeToken.toLowerCase()) {
            return SamplerOperations.constant(new BigNumber(1));
        }
-        const subOps = this._getSellQuoteOperations(sources, makerToken, takerToken, [takerFillAmount], {
+        const subOps = this._getSellQuoteOperations(sources, makerToken, nativeToken, [nativeFillAmount], {
            default: [],
        });
        return this._createBatch(
@@ -1334,15 +1334,35 @@ export class SamplerOperations {
                if (samples.length === 0) {
                    return ZERO_AMOUNT;
                }
-                const flatSortedSamples = samples
-                    .reduce((acc, v) => acc.concat(...v))
-                    .filter(v => !v.isZero())
-                    .sort((a, b) => a.comparedTo(b));
-                if (flatSortedSamples.length === 0) {
-                    return ZERO_AMOUNT;
-                }
-                const medianSample = flatSortedSamples[Math.floor(flatSortedSamples.length / 2)];
-                return medianSample.div(takerFillAmount);
+
+                const adjustedPrices = subOps.map((s, i) => {
+                    // If the source gave us nothing, skip it and return a default
+                    if (samples[i].length === 0 || samples[i][0].isZero()) {
+                        return { adjustedPrice: ZERO_AMOUNT, source: s.source, price: ZERO_AMOUNT };
+                    }
+                    const v = samples[i][0];
+                    const price = v.dividedBy(nativeFillAmount);
+                    // Create an adjusted price to avoid selecting the following:
+                    // * a source that is too expensive to arbitrage given the gas environment
+                    // * when a number of sources are poorly priced or liquidity is low
+
+                    // Fee is already gas * gasPrice
+                    const fee = feeSchedule[subOps[i].source]
+                        ? feeSchedule[subOps[i].source]!(subOps[i].fillData).fee
+                        : ZERO_AMOUNT;
+                    const adjustedNativeAmount = nativeFillAmount.plus(fee);
+                    const adjustedPrice = v.div(adjustedNativeAmount);
+                    return {
+                        adjustedPrice,
+                        source: subOps[i].source,
+                        price,
+                    };
+                });
+
+                const sortedPrices = adjustedPrices.sort((a, b) => a.adjustedPrice.comparedTo(b.adjustedPrice));
+                const selectedPrice = sortedPrices[sortedPrices.length - 1].price;
+
+                return selectedPrice;
            },
            () => ZERO_AMOUNT,
        );
@@ -1430,16 +1450,11 @@ export class SamplerOperations {
                    case ERC20BridgeSource.PancakeSwapV2:
                    case ERC20BridgeSource.BakerySwap:
                    case ERC20BridgeSource.ApeSwap:
-                    case ERC20BridgeSource.CafeSwap:
                    case ERC20BridgeSource.CheeseSwap:
-                    case ERC20BridgeSource.JulSwap:
                    case ERC20BridgeSource.QuickSwap:
-                    case ERC20BridgeSource.ComethSwap:
                    case ERC20BridgeSource.Dfyn:
                    case ERC20BridgeSource.WaultSwap:
-                    case ERC20BridgeSource.Polydex:
                    case ERC20BridgeSource.ShibaSwap:
-                    case ERC20BridgeSource.JetSwap:
                    case ERC20BridgeSource.Pangolin:
                    case ERC20BridgeSource.TraderJoe:
                    case ERC20BridgeSource.UbeSwap:
@@ -1448,6 +1463,8 @@ export class SamplerOperations {
                    case ERC20BridgeSource.Yoshi:
                    case ERC20BridgeSource.MorpheusSwap:
                    case ERC20BridgeSource.BiSwap:
+                    case ERC20BridgeSource.MDex:
+                    case ERC20BridgeSource.KnightSwap:
                    case ERC20BridgeSource.MeshSwap:
                        const uniLikeRouter = uniswapV2LikeRouterAddress(this.chainId, source);
                        if (!isValidAddress(uniLikeRouter)) {
@@ -1484,15 +1501,6 @@ export class SamplerOperations {
                                source,
                            ),
                        );
-                    case ERC20BridgeSource.Smoothy:
-                        return getCurveLikeInfosForPair(this.chainId, takerToken, makerToken, source).map(pool =>
-                            this.getSmoothySellQuotes(
-                                pool,
-                                pool.tokens.indexOf(takerToken),
-                                pool.tokens.indexOf(makerToken),
-                                takerFillAmounts,
-                            ),
-                        );
                    case ERC20BridgeSource.Shell:
                    case ERC20BridgeSource.Component:
                        return getShellLikeInfosForPair(this.chainId, takerToken, makerToken, source).map(pool =>
@@ -1717,6 +1725,14 @@ export class SamplerOperations {
                            takerFillAmounts,
                        );
                    }
+                    case ERC20BridgeSource.Velodrome: {
+                        return this.getVelodromeSellQuotes(
+                            VELODROME_ROUTER_BY_CHAIN_ID[this.chainId],
+                            takerToken,
+                            makerToken,
+                            takerFillAmounts,
+                        );
+                    }
                    default:
                        throw new Error(`Unsupported sell sample source: ${source}`);
                }
@@ -1772,16 +1788,11 @@ export class SamplerOperations {
                    case ERC20BridgeSource.PancakeSwapV2:
                    case ERC20BridgeSource.BakerySwap:
                    case ERC20BridgeSource.ApeSwap:
-                    case ERC20BridgeSource.CafeSwap:
                    case ERC20BridgeSource.CheeseSwap:
-                    case ERC20BridgeSource.JulSwap:
                    case ERC20BridgeSource.QuickSwap:
-                    case ERC20BridgeSource.ComethSwap:
                    case ERC20BridgeSource.Dfyn:
                    case ERC20BridgeSource.WaultSwap:
-                    case ERC20BridgeSource.Polydex:
                    case ERC20BridgeSource.ShibaSwap:
-                    case ERC20BridgeSource.JetSwap:
                    case ERC20BridgeSource.Pangolin:
                    case ERC20BridgeSource.TraderJoe:
                    case ERC20BridgeSource.UbeSwap:
@@ -1790,6 +1801,8 @@ export class SamplerOperations {
                    case ERC20BridgeSource.Yoshi:
                    case ERC20BridgeSource.MorpheusSwap:
                    case ERC20BridgeSource.BiSwap:
+                    case ERC20BridgeSource.MDex:
+                    case ERC20BridgeSource.KnightSwap:
                    case ERC20BridgeSource.MeshSwap:
                        const uniLikeRouter = uniswapV2LikeRouterAddress(this.chainId, source);
                        if (!isValidAddress(uniLikeRouter)) {
@@ -1826,15 +1839,6 @@ export class SamplerOperations {
                                source,
                            ),
                        );
-                    case ERC20BridgeSource.Smoothy:
-                        return getCurveLikeInfosForPair(this.chainId, takerToken, makerToken, source).map(pool =>
-                            this.getSmoothyBuyQuotes(
-                                pool,
-                                pool.tokens.indexOf(takerToken),
-                                pool.tokens.indexOf(makerToken),
-                                makerFillAmounts,
-                            ),
-                        );
                    case ERC20BridgeSource.Shell:
                    case ERC20BridgeSource.Component:
                        return getShellLikeInfosForPair(this.chainId, takerToken, makerToken, source).map(pool =>
@@ -2053,6 +2057,14 @@ export class SamplerOperations {
                            makerFillAmounts,
                        );
                    }
+                    case ERC20BridgeSource.Velodrome: {
+                        return this.getVelodromeBuyQuotes(
+                            VELODROME_ROUTER_BY_CHAIN_ID[this.chainId],
+                            takerToken,
+                            makerToken,
+                            makerFillAmounts,
+                        );
+                    }
                    default:
                        throw new Error(`Unsupported buy sample source: ${source}`);
                }
--- a/packages/asset-swapper/src/utils/market_operation_utils/types.ts
+++ b/packages/asset-swapper/src/utils/market_operation_utils/types.ts
@@ -55,7 +55,6 @@ export enum ERC20BridgeSource {
    DodoV2 = 'DODO_V2',
    CryptoCom = 'CryptoCom',
    KyberDmm = 'KyberDMM',
-    Smoothy = 'Smoothy',
    Component = 'Component',
    Saddle = 'Saddle',
    XSigma = 'xSigma',
@@ -71,23 +70,20 @@ export enum ERC20BridgeSource {
    PancakeSwap = 'PancakeSwap',
    PancakeSwapV2 = 'PancakeSwap_V2',
    BiSwap = 'BiSwap',
+    MDex = 'MDex',
+    KnightSwap = 'KnightSwap',
    BakerySwap = 'BakerySwap',
    Nerve = 'Nerve',
    Belt = 'Belt',
    Ellipsis = 'Ellipsis',
    ApeSwap = 'ApeSwap',
-    CafeSwap = 'CafeSwap',
    CheeseSwap = 'CheeseSwap',
-    JulSwap = 'JulSwap',
    ACryptos = 'ACryptoS',
    // Polygon only
    QuickSwap = 'QuickSwap',
-    ComethSwap = 'ComethSwap',
    Dfyn = 'Dfyn',
    WaultSwap = 'WaultSwap',
-    Polydex = 'Polydex',
    FirebirdOneSwap = 'FirebirdOneSwap',
-    JetSwap = 'JetSwap',
    IronSwap = 'IronSwap',
    MeshSwap = 'MeshSwap',
    // Avalanche
@@ -106,6 +102,8 @@ export enum ERC20BridgeSource {
    MorpheusSwap = 'MorpheusSwap',
    Yoshi = 'Yoshi',
    Geist = 'Geist',
+    // Optimism
+    Velodrome = 'Velodrome',
 }
 export type SourcesWithPoolsCache =
    | ERC20BridgeSource.Balancer
@@ -132,7 +130,7 @@ export enum CurveFunctionSelectors {
    exchange_underlying_v2 = '0x65b2489b',
    get_dy_v2 = '0x556d6e9f',
    get_dy_underlying_v2 = '0x85f11d1e',
-    // Smoothy
+    // Smoothy(deprecated)
    swap_uint256 = '0x5673b02d', // swap(uint256,uint256,uint256,uint256)
    get_swap_amount = '0x45cf2ef6', // getSwapAmount(uint256,uint256,uint256)
    // Nerve BSC, Saddle Mainnet, Synapse
@@ -376,6 +374,12 @@ export interface PlatypusFillData extends FillData {
    pool: string[];
    tokenAddressPath: string[];
 }
+
+export interface VelodromeFillData extends FillData {
+    router: string;
+    stable: boolean;
+}
+
 /**
 * Represents a node on a fill path.
 */
@@ -397,45 +401,10 @@ export interface Fill<TFillData extends FillData = FillData> {
    output: BigNumber;
    // The output fill amount, adjusted by fees.
    adjustedOutput: BigNumber;
-    // Fill that must precede this one. This enforces certain fills to be contiguous.
-    parent?: Fill;
-    // The index of the fill in the original path.
-    index: number;
+    // The expected gas cost of this fill
+    gas: number;
 }

-/**
- * Represents continguous fills on a path that have been merged together.
- */
-export interface CollapsedFill<TFillData extends FillData = FillData> {
-    source: ERC20BridgeSource;
-    type: FillQuoteTransformerOrderType; // should correspond with TFillData
-    fillData: TFillData;
-    // Unique ID of the original source path this fill belongs to.
-    // This is generated when the path is generated and is useful to distinguish
-    // paths that have the same `source` IDs but are distinct (e.g., Curves).
-    sourcePathId: string;
-    /**
-     * Total input amount (sum of `subFill`s)
-     */
-    input: BigNumber;
-    /**
-     * Total output amount (sum of `subFill`s)
-     */
-    output: BigNumber;
-    /**
-     * Quantities of all the fills that were collapsed.
-     */
-    subFills: Array<{
-        input: BigNumber;
-        output: BigNumber;
-    }>;
-}
-
-/**
- * A `CollapsedFill` wrapping a native order.
- */
-export interface NativeCollapsedFill extends CollapsedFill<NativeFillData> {}
-
 export interface OptimizedMarketOrderBase<TFillData extends FillData = FillData> {
    source: ERC20BridgeSource;
    fillData: TFillData;
@@ -444,24 +413,21 @@ export interface OptimizedMarketOrderBase<TFillData extends FillData = FillData>
    takerToken: string;
    makerAmount: BigNumber; // The amount we wish to buy from this order, e.g inclusive of any previous partial fill
    takerAmount: BigNumber; // The amount we wish to fill this for, e.g inclusive of any previous partial fill
-    fills: CollapsedFill[];
+    fill: Omit<Fill, 'flags' | 'fillData' | 'sourcePathId' | 'source' | 'type'>; // Remove duplicates which have been brought into the OrderBase interface
 }

 export interface OptimizedMarketBridgeOrder<TFillData extends FillData = FillData>
    extends OptimizedMarketOrderBase<TFillData> {
    type: FillQuoteTransformerOrderType.Bridge;
-    fillData: TFillData;
    sourcePathId: string;
 }

 export interface OptimizedLimitOrder extends OptimizedMarketOrderBase<NativeLimitOrderFillData> {
    type: FillQuoteTransformerOrderType.Limit;
-    fillData: NativeLimitOrderFillData;
 }

 export interface OptimizedRfqOrder extends OptimizedMarketOrderBase<NativeRfqOrderFillData> {
    type: FillQuoteTransformerOrderType.Rfq;
-    fillData: NativeRfqOrderFillData;
 }

 /**
@@ -478,8 +444,12 @@ export interface GetMarketOrdersRfqOpts extends RfqRequestOpts {
    firmQuoteValidator?: RfqFirmQuoteValidator;
 }

-export type FeeEstimate = (fillData: FillData) => number | BigNumber;
+export type FeeEstimate = (fillData: FillData) => { gas: number; fee: BigNumber };
 export type FeeSchedule = Partial<{ [key in ERC20BridgeSource]: FeeEstimate }>;
+
+export type GasEstimate = (fillData: FillData) => number;
+export type GasSchedule = Partial<{ [key in ERC20BridgeSource]: GasEstimate }>;
+
 export type ExchangeProxyOverhead = (sourceFlags: bigint) => BigNumber;

 /**
@@ -543,7 +513,7 @@ export interface GetMarketOrdersOpts {
    /**
     * Estimated gas consumed by each liquidity source.
     */
-    gasSchedule: FeeSchedule;
+    gasSchedule: GasSchedule;
    exchangeProxyOverhead: ExchangeProxyOverhead;
    /**
     * Whether to pad the quote with a redundant fallback quote using different
@@ -578,6 +548,11 @@ export interface GetMarketOrdersOpts {
     * Sampler metrics for recording data on the sampler service and operations
     */
    samplerMetrics?: SamplerMetrics;
+
+    /**
+     * Adjusts fills individual fills based on caller supplied criteria
+     */
+    fillAdjustor: FillAdjustor;
 }

 export interface SamplerMetrics {
@@ -623,7 +598,7 @@ export interface SourceQuoteOperation<TFillData extends FillData = FillData> ext
 export interface OptimizerResult {
    optimizedOrders: OptimizedMarketOrder[];
    sourceFlags: bigint;
-    liquidityDelivered: CollapsedFill[] | DexSample<MultiHopFillData>;
+    liquidityDelivered: Readonly<Fill[] | DexSample<MultiHopFillData>>;
    marketSideLiquidity: MarketSideLiquidity;
    adjustedRate: BigNumber;
    takerAmountPerEth: BigNumber;
@@ -691,8 +666,13 @@ export interface GenerateOptimizedOrdersOpts {
    gasPrice: BigNumber;
    neonRouterNumSamples: number;
    samplerMetrics?: SamplerMetrics;
+    fillAdjustor: FillAdjustor;
 }

 export interface ComparisonPrice {
    wholeOrder: BigNumber | undefined;
 }
+
+export interface FillAdjustor {
+    adjustFills: (side: MarketOperation, fills: Fill[], amount: BigNumber) => Fill[];
+}
--- a/packages/asset-swapper/src/utils/quote_report_generator.ts
+++ b/packages/asset-swapper/src/utils/quote_report_generator.ts
@@ -5,12 +5,11 @@ import _ = require('lodash');
 import { MarketOperation, NativeOrderWithFillableAmounts } from '../types';

 import {
-    CollapsedFill,
    DexSample,
    ERC20BridgeSource,
+    Fill,
    FillData,
    MultiHopFillData,
-    NativeCollapsedFill,
    NativeFillData,
    NativeLimitOrderFillData,
    NativeRfqOrderFillData,
@@ -123,7 +122,7 @@ export interface PriceComparisonsReport {
 export function generateQuoteReport(
    marketOperation: MarketOperation,
    nativeOrders: NativeOrderWithFillableAmounts[],
-    liquidityDelivered: ReadonlyArray<CollapsedFill> | DexSample<MultiHopFillData>,
+    liquidityDelivered: ReadonlyArray<Fill> | DexSample<MultiHopFillData>,
    comparisonPrice?: BigNumber | undefined,
    quoteRequestor?: QuoteRequestor,
 ): QuoteReport {
@@ -174,7 +173,7 @@ export function generateQuoteReport(
 export function generateExtendedQuoteReportSources(
    marketOperation: MarketOperation,
    quotes: RawQuotes,
-    liquidityDelivered: ReadonlyArray<CollapsedFill> | DexSample<MultiHopFillData>,
+    liquidityDelivered: ReadonlyArray<Fill> | DexSample<MultiHopFillData>,
    amount: BigNumber,
    comparisonPrice?: BigNumber | undefined,
    quoteRequestor?: QuoteRequestor,
@@ -207,7 +206,7 @@ export function generateExtendedQuoteReportSources(
        ..._.flatten(
            quotes.dexQuotes.map(dex =>
                dex
-                    .filter(quote => isDexSampleForTotalAmount(quote, amount))
+                    .filter(quote => isDexSampleFilter(quote, amount))
                    .map(quote => dexSampleToReportSource(quote, marketOperation)),
            ),
        ),
@@ -306,8 +305,9 @@ export function dexSampleToReportSource(ds: DexSample, marketOperation: MarketOp
 * Checks if a DEX sample is the one that represents the whole amount requested by taker
 * NOTE: this is used for the QuoteReport to filter samples
 */
-function isDexSampleForTotalAmount(ds: DexSample, amount: BigNumber): boolean {
-    return ds.input.eq(amount);
+function isDexSampleFilter(ds: DexSample, amount: BigNumber): boolean {
+    // The entry is for the total amont, not a sampler entry && there was liquidity in the source
+    return ds.input.eq(amount) && ds.output.isGreaterThan(0);
 }

 /**
@@ -342,7 +342,7 @@ export function multiHopSampleToReportSource(
    }
 }

-function _isNativeOrderFromCollapsedFill(cf: CollapsedFill): cf is NativeCollapsedFill {
+function _isNativeOrderFromCollapsedFill(cf: Fill): cf is Fill<NativeFillData> {
    const { type } = cf;
    return type === FillQuoteTransformerOrderType.Limit || type === FillQuoteTransformerOrderType.Rfq;
 }
--- a/packages/asset-swapper/src/utils/quote_simulation.ts
+++ b/packages/asset-swapper/src/utils/quote_simulation.ts
@@ -4,7 +4,7 @@ import { BigNumber } from '@0x/utils';
 import { constants } from '../constants';
 import { MarketOperation } from '../types';

-import { FeeSchedule, NativeLimitOrderFillData, OptimizedMarketOrder } from './market_operation_utils/types';
+import { GasSchedule, NativeLimitOrderFillData, OptimizedMarketOrder } from './market_operation_utils/types';
 import { getNativeAdjustedTakerFeeAmount } from './utils';

 const { PROTOCOL_FEE_MULTIPLIER, ZERO_AMOUNT } = constants;
@@ -72,7 +72,7 @@ export interface QuoteFillInfo {
 }

 export interface QuoteFillInfoOpts {
-    gasSchedule: FeeSchedule;
+    gasSchedule: GasSchedule;
    protocolFeeMultiplier: BigNumber;
    slippage: number;
 }
@@ -140,7 +140,7 @@ export function fillQuoteOrders(
    fillOrders: QuoteFillOrderCall[],
    inputAmount: BigNumber,
    protocolFeePerFillOrder: BigNumber,
-    gasSchedule: FeeSchedule,
+    gasSchedule: GasSchedule,
 ): IntermediateQuoteFillResult {
    const result: IntermediateQuoteFillResult = {
        ...EMPTY_QUOTE_INTERMEDIATE_FILL_RESULT,
@@ -151,39 +151,27 @@ export function fillQuoteOrders(
        if (remainingInput.lte(0)) {
            break;
        }
-        for (const fill of fo.order.fills) {
-            if (remainingInput.lte(0)) {
-                break;
-            }
-            const { source, fillData } = fill;
-            const gas = gasSchedule[source] === undefined ? 0 : gasSchedule[source]!(fillData);
-            result.gas += new BigNumber(gas).toNumber();
-            result.inputBySource[source] = result.inputBySource[source] || ZERO_AMOUNT;
+        const { source, fillData } = fo.order;
+        const gas = gasSchedule[source] === undefined ? 0 : gasSchedule[source]!(fillData);
+        result.gas += new BigNumber(gas).toNumber();
+        result.inputBySource[source] = result.inputBySource[source] || ZERO_AMOUNT;

-            // Actual rates are rarely linear, so fill subfills individually to
-            // get a better approximation of fill size.
-            for (const subFill of fill.subFills) {
-                if (remainingInput.lte(0)) {
-                    break;
-                }
-                const filledInput = solveForInputFillAmount(
-                    remainingInput,
-                    subFill.input,
-                    fo.totalOrderInput,
-                    fo.totalOrderInputFee,
-                );
-                const filledOutput = subFill.output.times(filledInput.div(subFill.input));
-                const filledInputFee = filledInput.div(fo.totalOrderInput).times(fo.totalOrderInputFee);
-                const filledOutputFee = filledOutput.div(fo.totalOrderOutput).times(fo.totalOrderOutputFee);
+        const filledInput = solveForInputFillAmount(
+            remainingInput,
+            fo.order.fill.input,
+            fo.totalOrderInput,
+            fo.totalOrderInputFee,
+        );
+        const filledOutput = fo.order.fill.output.times(filledInput.div(fo.order.fill.input));
+        const filledInputFee = filledInput.div(fo.totalOrderInput).times(fo.totalOrderInputFee);
+        const filledOutputFee = filledOutput.div(fo.totalOrderOutput).times(fo.totalOrderOutputFee);

-                result.inputBySource[source] = result.inputBySource[source].plus(filledInput);
-                result.input = result.input.plus(filledInput);
-                result.output = result.output.plus(filledOutput);
-                result.inputFee = result.inputFee.plus(filledInputFee);
-                result.outputFee = result.outputFee.plus(filledOutputFee);
-                remainingInput = remainingInput.minus(filledInput.plus(filledInputFee));
-            }
-        }
+        result.inputBySource[source] = result.inputBySource[source].plus(filledInput);
+        result.input = result.input.plus(filledInput);
+        result.output = result.output.plus(filledOutput);
+        result.inputFee = result.inputFee.plus(filledInputFee);
+        result.outputFee = result.outputFee.plus(filledOutputFee);
+        remainingInput = remainingInput.minus(filledInput.plus(filledInputFee));
        // NOTE: V4 Limit orders have Protocol fees
        const protocolFee = hasProtocolFee(fo.order) ? protocolFeePerFillOrder : ZERO_AMOUNT;
        result.protocolFee = result.protocolFee.plus(protocolFee);
@@ -314,7 +302,7 @@ function fromIntermediateQuoteFillResult(ir: IntermediateQuoteFillResult, quoteI
    };
 }

-function getTotalGasUsedByFills(fills: OptimizedMarketOrder[], gasSchedule: FeeSchedule): number {
+function getTotalGasUsedByFills(fills: OptimizedMarketOrder[], gasSchedule: GasSchedule): number {
    let gasUsed = 0;
    for (const f of fills) {
        const fee = gasSchedule[f.source] === undefined ? 0 : gasSchedule[f.source]!(f.fillData);
--- a/packages/asset-swapper/test/artifacts.ts
+++ b/packages/asset-swapper/test/artifacts.ts
@@ -31,7 +31,6 @@ import * as IMStable from '../test/generated-artifacts/IMStable.json';
 import * as IMultiBridge from '../test/generated-artifacts/IMultiBridge.json';
 import * as IPlatypus from '../test/generated-artifacts/IPlatypus.json';
 import * as IShell from '../test/generated-artifacts/IShell.json';
-import * as ISmoothy from '../test/generated-artifacts/ISmoothy.json';
 import * as IUniswapExchangeQuotes from '../test/generated-artifacts/IUniswapExchangeQuotes.json';
 import * as IUniswapV2Router01 from '../test/generated-artifacts/IUniswapV2Router01.json';
 import * as KyberDmmSampler from '../test/generated-artifacts/KyberDmmSampler.json';
@@ -44,13 +43,13 @@ import * as NativeOrderSampler from '../test/generated-artifacts/NativeOrderSamp
 import * as PlatypusSampler from '../test/generated-artifacts/PlatypusSampler.json';
 import * as SamplerUtils from '../test/generated-artifacts/SamplerUtils.json';
 import * as ShellSampler from '../test/generated-artifacts/ShellSampler.json';
-import * as SmoothySampler from '../test/generated-artifacts/SmoothySampler.json';
 import * as TestNativeOrderSampler from '../test/generated-artifacts/TestNativeOrderSampler.json';
 import * as TwoHopSampler from '../test/generated-artifacts/TwoHopSampler.json';
 import * as UniswapSampler from '../test/generated-artifacts/UniswapSampler.json';
 import * as UniswapV2Sampler from '../test/generated-artifacts/UniswapV2Sampler.json';
 import * as UniswapV3Sampler from '../test/generated-artifacts/UniswapV3Sampler.json';
 import * as UtilitySampler from '../test/generated-artifacts/UtilitySampler.json';
+import * as VelodromeSampler from '../test/generated-artifacts/VelodromeSampler.json';
 export const artifacts = {
    ApproximateBuys: ApproximateBuys as ContractArtifact,
    BalanceChecker: BalanceChecker as ContractArtifact,
@@ -77,12 +76,12 @@ export const artifacts = {
    PlatypusSampler: PlatypusSampler as ContractArtifact,
    SamplerUtils: SamplerUtils as ContractArtifact,
    ShellSampler: ShellSampler as ContractArtifact,
-    SmoothySampler: SmoothySampler as ContractArtifact,
    TwoHopSampler: TwoHopSampler as ContractArtifact,
    UniswapSampler: UniswapSampler as ContractArtifact,
    UniswapV2Sampler: UniswapV2Sampler as ContractArtifact,
    UniswapV3Sampler: UniswapV3Sampler as ContractArtifact,
    UtilitySampler: UtilitySampler as ContractArtifact,
+    VelodromeSampler: VelodromeSampler as ContractArtifact,
    IBalancer: IBalancer as ContractArtifact,
    IBalancerV2Vault: IBalancerV2Vault as ContractArtifact,
    IBancor: IBancor as ContractArtifact,
@@ -94,7 +93,6 @@ export const artifacts = {
    IMultiBridge: IMultiBridge as ContractArtifact,
    IPlatypus: IPlatypus as ContractArtifact,
    IShell: IShell as ContractArtifact,
-    ISmoothy: ISmoothy as ContractArtifact,
    IUniswapExchangeQuotes: IUniswapExchangeQuotes as ContractArtifact,
    IUniswapV2Router01: IUniswapV2Router01 as ContractArtifact,
    TestNativeOrderSampler: TestNativeOrderSampler as ContractArtifact,
--- a/packages/asset-swapper/test/comparison_price_test.ts
+++ b/packages/asset-swapper/test/comparison_price_test.ts
@@ -18,7 +18,7 @@ const expect = chai.expect;
 const DAI_TOKEN = '0x6b175474e89094c44da98b954eedeac495271d0f';
 const ETH_TOKEN = '0xeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeee';
 const GAS_PRICE = new BigNumber(50e9); // 50 gwei
-const NATIVE_ORDER_FEE = new BigNumber(220e3); // 220K gas
+const NATIVE_ORDER_GAS = 220e3; // 220K gas

 // DEX samples to fill in MarketSideLiquidity
 const curveSample: DexSample = {
@@ -36,7 +36,10 @@ const uniswapSample1: DexSample = {
 const dexQuotes: DexSample[] = [curveSample, uniswapSample1];

 const feeSchedule = {
-    [ERC20BridgeSource.Native]: _.constant(GAS_PRICE.times(NATIVE_ORDER_FEE)),
+    [ERC20BridgeSource.Native]: _.constant({
+        gas: NATIVE_ORDER_GAS,
+        fee: GAS_PRICE.times(NATIVE_ORDER_GAS),
+    }),
 };

 const exchangeProxyOverhead = (sourceFlags: bigint) => {
--- a/packages/asset-swapper/test/exchange_proxy_swap_quote_consumer_test.ts
+++ b/packages/asset-swapper/test/exchange_proxy_swap_quote_consumer_test.ts
@@ -23,6 +23,8 @@ import { ExchangeProxySwapQuoteConsumer } from '../src/quote_consumers/exchange_
 import { AffiliateFeeType, MarketBuySwapQuote, MarketOperation, MarketSellSwapQuote } from '../src/types';
 import {
    ERC20BridgeSource,
+    Fill,
+    NativeFillData,
    OptimizedLimitOrder,
    OptimizedMarketOrder,
 } from '../src/utils/market_operation_utils/types';
@@ -100,7 +102,8 @@ describe('ExchangeProxySwapQuoteConsumer', () => {
            takerToken: order.takerToken,
            makerAmount: order.makerAmount,
            takerAmount: order.takerAmount,
-            fills: [],
+            // tslint:disable-next-line:no-object-literal-type-assertion
+            fill: {} as Fill<NativeFillData>,
            ...optimizerFields,
        };
    }
--- a/packages/asset-swapper/test/market_operation_utils_test.ts
+++ b/packages/asset-swapper/test/market_operation_utils_test.ts
@@ -16,16 +16,14 @@ import * as _ from 'lodash';
 import * as TypeMoq from 'typemoq';

 import { MarketOperation, QuoteRequestor, RfqRequestOpts, SignedNativeOrder } from '../src';
-import { Integrator, NativeOrderWithFillableAmounts } from '../src/types';
+import { Integrator } from '../src/types';
 import { MarketOperationUtils } from '../src/utils/market_operation_utils/';
 import {
    BUY_SOURCE_FILTER_BY_CHAIN_ID,
-    POSITIVE_INF,
    SELL_SOURCE_FILTER_BY_CHAIN_ID,
    SOURCE_FLAGS,
    ZERO_AMOUNT,
 } from '../src/utils/market_operation_utils/constants';
-import { createFills } from '../src/utils/market_operation_utils/fills';
 import { PoolsCache } from '../src/utils/market_operation_utils/pools_cache';
 import { DexOrderSampler } from '../src/utils/market_operation_utils/sampler';
 import { BATCH_SOURCE_FILTERS } from '../src/utils/market_operation_utils/sampler_operations';
@@ -39,7 +37,6 @@ import {
    GetMarketOrdersOpts,
    LiquidityProviderFillData,
    MarketSideLiquidity,
-    NativeFillData,
    OptimizedMarketBridgeOrder,
    OptimizerResultWithReport,
    TokenAdjacencyGraph,
@@ -272,7 +269,7 @@ describe('MarketOperationUtils tests', () => {
        };
    }

-    type GetMedianRateOperation = (
+    type GetBestNativeTokenSellRateOperation = (
        sources: ERC20BridgeSource[],
        makerToken: string,
        takerToken: string,
@@ -281,7 +278,7 @@ describe('MarketOperationUtils tests', () => {
        liquidityProviderAddress?: string,
    ) => BigNumber;

-    function createGetMedianSellRate(rate: Numberish): GetMedianRateOperation {
+    function createGetBestNativeSellRate(rate: Numberish): GetBestNativeTokenSellRateOperation {
        return (
            _sources: ERC20BridgeSource[],
            _makerToken: string,
@@ -348,17 +345,6 @@ describe('MarketOperationUtils tests', () => {
            fromTokenIdx: 0,
            toTokenIdx: 1,
        },
-        [ERC20BridgeSource.Smoothy]: {
-            pool: {
-                poolAddress: randomAddress(),
-                tokens: [TAKER_TOKEN, MAKER_TOKEN],
-                exchangeFunctionSelector: hexUtils.random(4),
-                sellQuoteFunctionSelector: hexUtils.random(4),
-                buyQuoteFunctionSelector: hexUtils.random(4),
-            },
-            fromTokenIdx: 0,
-            toTokenIdx: 1,
-        },
        [ERC20BridgeSource.Saddle]: {
            pool: {
                poolAddress: randomAddress(),
@@ -399,7 +385,7 @@ describe('MarketOperationUtils tests', () => {
        },
        getSellQuotes: createGetMultipleSellQuotesOperationFromRates(DEFAULT_RATES),
        getBuyQuotes: createGetMultipleBuyQuotesOperationFromRates(DEFAULT_RATES),
-        getMedianSellRate: createGetMedianSellRate(1),
+        getBestNativeTokenSellRate: createGetBestNativeSellRate(1),
        getTwoHopSellQuotes: (..._params: any[]) => [],
        getTwoHopBuyQuotes: (..._params: any[]) => [],
        isAddressContract: (..._params: any[]) => false,
@@ -632,7 +618,7 @@ describe('MarketOperationUtils tests', () => {

                // to get a comparisonPrice, you need a feeschedule for a native order
                const feeSchedule = {
-                    [ERC20BridgeSource.Native]: _.constant(new BigNumber(1)),
+                    [ERC20BridgeSource.Native]: _.constant({ gas: 1, fee: new BigNumber(1) }),
                };
                mockedQuoteRequestor
                    .setup(mqr => mqr.getMakerUriForSignature(TypeMoq.It.isValue(SIGNATURE)))
@@ -1022,7 +1008,7 @@ describe('MarketOperationUtils tests', () => {
                const improvedOrders = improvedOrdersResponse.optimizedOrders;
                expect(improvedOrders).to.not.be.length(0);
                for (const order of improvedOrders) {
-                    const expectedMakerAmount = order.fills[0].output;
+                    const expectedMakerAmount = order.fill.output;
                    const slippage = new BigNumber(1).minus(order.makerAmount.div(expectedMakerAmount.plus(1)));
                    assertRoughlyEquals(slippage, bridgeSlippage, 1);
                }
@@ -1044,7 +1030,7 @@ describe('MarketOperationUtils tests', () => {
                    { ...DEFAULT_OPTS, numSamples: 4 },
                );
                const improvedOrders = improvedOrdersResponse.optimizedOrders;
-                const orderSources = improvedOrders.map(o => o.fills[0].source);
+                const orderSources = improvedOrders.map(o => o.source);
                const expectedSources = [
                    ERC20BridgeSource.SushiSwap,
                    ERC20BridgeSource.Uniswap,
@@ -1067,15 +1053,16 @@ describe('MarketOperationUtils tests', () => {
                    [ERC20BridgeSource.SushiSwap]: [0.95, 0.1, 0.1, 0.1],
                };
                const feeSchedule = {
-                    [ERC20BridgeSource.Native]: _.constant(
-                        FILL_AMOUNT.div(4)
+                    [ERC20BridgeSource.Native]: _.constant({
+                        gas: 1,
+                        fee: FILL_AMOUNT.div(4)
                            .times(nativeFeeRate)
                            .dividedToIntegerBy(ETH_TO_MAKER_RATE),
-                    ),
+                    }),
                };
                replaceSamplerOps({
                    getSellQuotes: createGetMultipleSellQuotesOperationFromRates(rates),
-                    getMedianSellRate: createGetMedianSellRate(ETH_TO_MAKER_RATE),
+                    getBestNativeTokenSellRate: createGetBestNativeSellRate(ETH_TO_MAKER_RATE),
                });
                const improvedOrdersResponse = await getMarketSellOrdersAsync(
                    marketOperationUtils,
@@ -1084,7 +1071,7 @@ describe('MarketOperationUtils tests', () => {
                    { ...DEFAULT_OPTS, numSamples: 4, feeSchedule },
                );
                const improvedOrders = improvedOrdersResponse.optimizedOrders;
-                const orderSources = improvedOrders.map(o => o.fills[0].source);
+                const orderSources = improvedOrders.map(o => o.source);
                const expectedSources = [
                    ERC20BridgeSource.Native,
                    ERC20BridgeSource.Uniswap,
@@ -1104,15 +1091,16 @@ describe('MarketOperationUtils tests', () => {
                    [ERC20BridgeSource.Uniswap]: [1, 0.7, 0.2, 0.2],
                };
                const feeSchedule = {
-                    [ERC20BridgeSource.Uniswap]: _.constant(
-                        FILL_AMOUNT.div(4)
+                    [ERC20BridgeSource.Uniswap]: _.constant({
+                        gas: 1,
+                        fee: FILL_AMOUNT.div(4)
                            .times(uniswapFeeRate)
                            .dividedToIntegerBy(ETH_TO_MAKER_RATE),
-                    ),
+                    }),
                };
                replaceSamplerOps({
                    getSellQuotes: createGetMultipleSellQuotesOperationFromRates(rates),
-                    getMedianSellRate: createGetMedianSellRate(ETH_TO_MAKER_RATE),
+                    getBestNativeTokenSellRate: createGetBestNativeSellRate(ETH_TO_MAKER_RATE),
                });
                const improvedOrdersResponse = await getMarketSellOrdersAsync(
                    marketOperationUtils,
@@ -1121,7 +1109,7 @@ describe('MarketOperationUtils tests', () => {
                    { ...DEFAULT_OPTS, numSamples: 4, feeSchedule },
                );
                const improvedOrders = improvedOrdersResponse.optimizedOrders;
-                const orderSources = improvedOrders.map(o => o.fills[0].source);
+                const orderSources = improvedOrders.map(o => o.source);
                const expectedSources = [
                    ERC20BridgeSource.Native,
                    ERC20BridgeSource.SushiSwap,
@@ -1139,7 +1127,7 @@ describe('MarketOperationUtils tests', () => {
                };
                replaceSamplerOps({
                    getSellQuotes: createGetMultipleSellQuotesOperationFromRates(rates),
-                    getMedianSellRate: createGetMedianSellRate(ETH_TO_MAKER_RATE),
+                    getBestNativeTokenSellRate: createGetBestNativeSellRate(ETH_TO_MAKER_RATE),
                });
                const improvedOrdersResponse = await getMarketSellOrdersAsync(
                    marketOperationUtils,
@@ -1148,7 +1136,7 @@ describe('MarketOperationUtils tests', () => {
                    { ...DEFAULT_OPTS, numSamples: 4 },
                );
                const improvedOrders = improvedOrdersResponse.optimizedOrders;
-                const orderSources = improvedOrders.map(o => o.fills[0].source);
+                const orderSources = improvedOrders.map(o => o.source);
                const expectedSources = [
                    ERC20BridgeSource.SushiSwap,
                    ERC20BridgeSource.Uniswap,
@@ -1175,7 +1163,7 @@ describe('MarketOperationUtils tests', () => {
                    { ...DEFAULT_OPTS, numSamples: 4, allowFallback: true, maxFallbackSlippage: 0.25 },
                );
                const improvedOrders = improvedOrdersResponse.optimizedOrders;
-                const orderSources = improvedOrders.map(o => o.fills[0].source);
+                const orderSources = improvedOrders.map(o => o.source);
                const firstSources = [ERC20BridgeSource.Native, ERC20BridgeSource.Native, ERC20BridgeSource.Uniswap];
                const secondSources: ERC20BridgeSource[] = [];
                expect(orderSources.slice(0, firstSources.length).sort()).to.deep.eq(firstSources.sort());
@@ -1248,7 +1236,7 @@ describe('MarketOperationUtils tests', () => {
                };
                replaceSamplerOps({
                    getSellQuotes: createGetMultipleSellQuotesOperationFromRates(rates),
-                    getMedianSellRate: createGetMedianSellRate(ETH_TO_MAKER_RATE),
+                    getBestNativeTokenSellRate: createGetBestNativeSellRate(ETH_TO_MAKER_RATE),
                });
                const optimizer = new MarketOperationUtils(MOCK_SAMPLER, contractAddresses, ORDER_DOMAIN);
                const gasPrice = 100e9; // 100 gwei
@@ -1273,7 +1261,7 @@ describe('MarketOperationUtils tests', () => {
                    },
                );
                const improvedOrders = improvedOrdersResponse.optimizedOrders;
-                const orderSources = improvedOrders.map(o => o.fills[0].source);
+                const orderSources = improvedOrders.map(o => o.source);
                const expectedSources = [ERC20BridgeSource.LiquidityProvider];
                expect(orderSources).to.deep.eq(expectedSources);
            });
@@ -1469,7 +1457,7 @@ describe('MarketOperationUtils tests', () => {
                const improvedOrders = improvedOrdersResponse.optimizedOrders;
                expect(improvedOrders).to.not.be.length(0);
                for (const order of improvedOrders) {
-                    const expectedTakerAmount = order.fills[0].output;
+                    const expectedTakerAmount = order.fill.output;
                    const slippage = order.takerAmount.div(expectedTakerAmount.plus(1)).minus(1);
                    assertRoughlyEquals(slippage, bridgeSlippage, 1);
                }
@@ -1491,7 +1479,7 @@ describe('MarketOperationUtils tests', () => {
                    { ...DEFAULT_OPTS, numSamples: 4 },
                );
                const improvedOrders = improvedOrdersResponse.optimizedOrders;
-                const orderSources = improvedOrders.map(o => o.fills[0].source);
+                const orderSources = improvedOrders.map(o => o.source);
                const expectedSources = [
                    ERC20BridgeSource.SushiSwap,
                    ERC20BridgeSource.Uniswap,
@@ -1516,15 +1504,16 @@ describe('MarketOperationUtils tests', () => {
                    [ERC20BridgeSource.Curve]: [0.1, 0.1, 0.1, 0.1],
                };
                const feeSchedule = {
-                    [ERC20BridgeSource.Native]: _.constant(
-                        FILL_AMOUNT.div(4)
+                    [ERC20BridgeSource.Native]: _.constant({
+                        gas: 1,
+                        fee: FILL_AMOUNT.div(4)
                            .times(nativeFeeRate)
                            .dividedToIntegerBy(ETH_TO_TAKER_RATE),
-                    ),
+                    }),
                };
                replaceSamplerOps({
                    getBuyQuotes: createGetMultipleBuyQuotesOperationFromRates(rates),
-                    getMedianSellRate: createGetMedianSellRate(ETH_TO_TAKER_RATE),
+                    getBestNativeTokenSellRate: createGetBestNativeSellRate(ETH_TO_TAKER_RATE),
                });
                const improvedOrdersResponse = await getMarketBuyOrdersAsync(
                    marketOperationUtils,
@@ -1533,7 +1522,7 @@ describe('MarketOperationUtils tests', () => {
                    { ...DEFAULT_OPTS, numSamples: 4, feeSchedule },
                );
                const improvedOrders = improvedOrdersResponse.optimizedOrders;
-                const orderSources = improvedOrders.map(o => o.fills[0].source);
+                const orderSources = improvedOrders.map(o => o.source);
                const expectedSources = [
                    ERC20BridgeSource.Uniswap,
                    ERC20BridgeSource.SushiSwap,
@@ -1555,15 +1544,16 @@ describe('MarketOperationUtils tests', () => {
                    [ERC20BridgeSource.SushiSwap]: [0.92, 0.1, 0.1, 0.1],
                };
                const feeSchedule = {
-                    [ERC20BridgeSource.Uniswap]: _.constant(
-                        FILL_AMOUNT.div(4)
+                    [ERC20BridgeSource.Uniswap]: _.constant({
+                        gas: 1,
+                        fee: FILL_AMOUNT.div(4)
                            .times(uniswapFeeRate)
                            .dividedToIntegerBy(ETH_TO_TAKER_RATE),
-                    ),
+                    }),
                };
                replaceSamplerOps({
                    getBuyQuotes: createGetMultipleBuyQuotesOperationFromRates(rates),
-                    getMedianSellRate: createGetMedianSellRate(ETH_TO_TAKER_RATE),
+                    getBestNativeTokenSellRate: createGetBestNativeSellRate(ETH_TO_TAKER_RATE),
                });
                const improvedOrdersResponse = await getMarketBuyOrdersAsync(
                    marketOperationUtils,
@@ -1572,7 +1562,7 @@ describe('MarketOperationUtils tests', () => {
                    { ...DEFAULT_OPTS, numSamples: 4, feeSchedule },
                );
                const improvedOrders = improvedOrdersResponse.optimizedOrders;
-                const orderSources = improvedOrders.map(o => o.fills[0].source);
+                const orderSources = improvedOrders.map(o => o.source);
                const expectedSources = [
                    ERC20BridgeSource.Native,
                    ERC20BridgeSource.SushiSwap,
@@ -1598,7 +1588,7 @@ describe('MarketOperationUtils tests', () => {
                    { ...DEFAULT_OPTS, numSamples: 4, allowFallback: true, maxFallbackSlippage: 0.25 },
                );
                const improvedOrders = improvedOrdersResponse.optimizedOrders;
-                const orderSources = improvedOrders.map(o => o.fills[0].source);
+                const orderSources = improvedOrders.map(o => o.source);
                const firstSources = [ERC20BridgeSource.Native, ERC20BridgeSource.Native, ERC20BridgeSource.Uniswap];
                const secondSources: ERC20BridgeSource[] = [];
                expect(orderSources.slice(0, firstSources.length).sort()).to.deep.eq(firstSources.sort());
@@ -1619,7 +1609,7 @@ describe('MarketOperationUtils tests', () => {
                };
                replaceSamplerOps({
                    getBuyQuotes: createGetMultipleBuyQuotesOperationFromRates(rates),
-                    getMedianSellRate: createGetMedianSellRate(ETH_TO_TAKER_RATE),
+                    getBestNativeTokenSellRate: createGetBestNativeSellRate(ETH_TO_TAKER_RATE),
                });
                const optimizer = new MarketOperationUtils(MOCK_SAMPLER, contractAddresses, ORDER_DOMAIN);
                const exchangeProxyOverhead = (sourceFlags: bigint) =>
@@ -1643,77 +1633,11 @@ describe('MarketOperationUtils tests', () => {
                    },
                );
                const improvedOrders = improvedOrdersResponse.optimizedOrders;
-                const orderSources = improvedOrders.map(o => o.fills[0].source);
+                const orderSources = improvedOrders.map(o => o.source);
                const expectedSources = [ERC20BridgeSource.LiquidityProvider];
                expect(orderSources).to.deep.eq(expectedSources);
            });
        });
    });
-
-    describe('createFills', () => {
-        const takerAmount = new BigNumber(5000000);
-        const outputAmountPerEth = new BigNumber(0.5);
-        // tslint:disable-next-line:no-object-literal-type-assertion
-        const smallOrder: NativeOrderWithFillableAmounts = {
-            order: {
-                ...new LimitOrder({
-                    chainId: 1,
-                    maker: 'SMALL_ORDER',
-                    takerAmount,
-                    makerAmount: takerAmount.times(2),
-                }),
-            },
-            fillableMakerAmount: takerAmount.times(2),
-            fillableTakerAmount: takerAmount,
-            fillableTakerFeeAmount: new BigNumber(0),
-            type: FillQuoteTransformerOrderType.Limit,
-            signature: SIGNATURE,
-        };
-        const largeOrder: NativeOrderWithFillableAmounts = {
-            order: {
-                ...new LimitOrder({
-                    chainId: 1,
-                    maker: 'LARGE_ORDER',
-                    takerAmount: smallOrder.order.takerAmount.times(2),
-                    makerAmount: smallOrder.order.makerAmount.times(2),
-                }),
-            },
-            fillableTakerAmount: smallOrder.fillableTakerAmount.times(2),
-            fillableMakerAmount: smallOrder.fillableMakerAmount.times(2),
-            fillableTakerFeeAmount: new BigNumber(0),
-            type: FillQuoteTransformerOrderType.Limit,
-            signature: SIGNATURE,
-        };
-        const orders = [smallOrder, largeOrder];
-        const feeSchedule = {
-            [ERC20BridgeSource.Native]: _.constant(2e5),
-        };
-
-        it('penalizes native fill based on target amount when target is smaller', () => {
-            const path = createFills({
-                side: MarketOperation.Sell,
-                orders,
-                dexQuotes: [],
-                targetInput: takerAmount.minus(1),
-                outputAmountPerEth,
-                feeSchedule,
-            });
-            expect((path[0][0].fillData as NativeFillData).order.maker).to.eq(smallOrder.order.maker);
-            expect(path[0][0].input).to.be.bignumber.eq(takerAmount.minus(1));
-        });
-
-        it('penalizes native fill based on available amount when target is larger', () => {
-            const path = createFills({
-                side: MarketOperation.Sell,
-                orders,
-                dexQuotes: [],
-                targetInput: POSITIVE_INF,
-                outputAmountPerEth,
-                feeSchedule,
-            });
-            expect((path[0][0].fillData as NativeFillData).order.maker).to.eq(largeOrder.order.maker);
-            expect((path[0][1].fillData as NativeFillData).order.maker).to.eq(smallOrder.order.maker);
-        });
-    });
 });
 // tslint:disable-next-line: max-file-line-count
--- a/packages/asset-swapper/test/path_test.ts
+++ b/packages/asset-swapper/test/path_test.ts
@@ -1,90 +0,0 @@
-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,
-    index: number = 0,
-    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,
-        index,
-    } 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('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]);
-    });
-    it('Moves Native orders to the front and appends with unused fills', () => {
-        const targetInput = new BigNumber(100);
-        const path = Path.create(
-            MarketOperation.Sell,
-            [
-                createFill(ERC20BridgeSource.Uniswap, 0, new BigNumber(50)),
-                createFill(ERC20BridgeSource.Native, 0, new BigNumber(50)),
-            ],
-            targetInput,
-        );
-        const fallback = Path.create(
-            MarketOperation.Sell,
-            [
-                createFill(ERC20BridgeSource.Uniswap, 0, new BigNumber(50)),
-                createFill(ERC20BridgeSource.Uniswap, 1, new BigNumber(50)),
-            ],
-            targetInput,
-        );
-        path.addFallback(fallback);
-        const sources = path.fills.map(f => f.source);
-        expect(sources).to.deep.eq([ERC20BridgeSource.Native, ERC20BridgeSource.Uniswap, ERC20BridgeSource.Uniswap]);
-    });
-});
--- a/packages/asset-swapper/test/quote_report_generator_test.ts
+++ b/packages/asset-swapper/test/quote_report_generator_test.ts
@@ -9,11 +9,10 @@ import * as TypeMoq from 'typemoq';

 import { MarketOperation, NativeOrderWithFillableAmounts } from '../src/types';
 import {
-    CollapsedFill,
    DexSample,
    ERC20BridgeSource,
+    Fill,
    MultiHopFillData,
-    NativeCollapsedFill,
    NativeFillData,
    NativeLimitOrderFillData,
    NativeRfqOrderFillData,
@@ -34,7 +33,7 @@ import { getRandomAmount, getRandomSignature } from './utils/utils';
 chaiSetup.configure();
 const expect = chai.expect;

-function collapsedFillFromNativeOrder(order: NativeOrderWithFillableAmounts): NativeCollapsedFill {
+function fillFromNativeOrder(order: NativeOrderWithFillableAmounts): Fill<NativeFillData> {
    const fillData = {
        order: order.order,
        signature: order.signature,
@@ -50,7 +49,9 @@ function collapsedFillFromNativeOrder(order: NativeOrderWithFillableAmounts): Na
            order.type === FillQuoteTransformerOrderType.Limit
                ? (fillData as NativeLimitOrderFillData)
                : (fillData as NativeRfqOrderFillData),
-        subFills: [],
+        adjustedOutput: order.order.makerAmount,
+        flags: BigInt(0),
+        gas: 1,
    };
 }

@@ -111,21 +112,25 @@ describe('generateQuoteReport', async () => {
        ];

        // generate path
-        const uniswap2Fill: CollapsedFill = {
+        const uniswap2Fill: Fill = {
            ...uniswapSample2,
-            subFills: [],
            sourcePathId: hexUtils.random(),
            type: FillQuoteTransformerOrderType.Bridge,
+            adjustedOutput: uniswapSample2.output,
+            flags: BigInt(0),
+            gas: 1,
        };
-        const balancer2Fill: CollapsedFill = {
+        const balancer2Fill: Fill = {
            ...balancerSample2,
-            subFills: [],
            sourcePathId: hexUtils.random(),
            type: FillQuoteTransformerOrderType.Bridge,
+            adjustedOutput: balancerSample2.output,
+            flags: BigInt(0),
+            gas: 1,
        };
-        const orderbookOrder2Fill: CollapsedFill = collapsedFillFromNativeOrder(orderbookOrder2);
-        const rfqtOrder2Fill: CollapsedFill = collapsedFillFromNativeOrder(rfqtOrder2);
-        const pathGenerated: CollapsedFill[] = [rfqtOrder2Fill, orderbookOrder2Fill, uniswap2Fill, balancer2Fill];
+        const orderbookOrder2Fill: Fill = fillFromNativeOrder(orderbookOrder2);
+        const rfqtOrder2Fill: Fill = fillFromNativeOrder(rfqtOrder2);
+        const pathGenerated: Fill[] = [rfqtOrder2Fill, orderbookOrder2Fill, uniswap2Fill, balancer2Fill];

        // quote generator mock
        const quoteRequestor = TypeMoq.Mock.ofType<QuoteRequestor>();
@@ -241,20 +246,24 @@ describe('generateQuoteReport', async () => {
        const nativeOrders = [orderbookOrder1, orderbookOrder2];

        // generate path
-        const orderbookOrder1Fill: CollapsedFill = collapsedFillFromNativeOrder(orderbookOrder1);
-        const uniswap1Fill: CollapsedFill = {
+        const orderbookOrder1Fill: Fill = fillFromNativeOrder(orderbookOrder1);
+        const uniswap1Fill: Fill = {
            ...uniswapSample1,
-            subFills: [],
            sourcePathId: hexUtils.random(),
            type: FillQuoteTransformerOrderType.Bridge,
+            adjustedOutput: uniswapSample1.output,
+            flags: BigInt(0),
+            gas: 1,
        };
-        const balancer1Fill: CollapsedFill = {
+        const balancer1Fill: Fill = {
            ...balancerSample1,
-            subFills: [],
            sourcePathId: hexUtils.random(),
            type: FillQuoteTransformerOrderType.Bridge,
+            adjustedOutput: balancerSample1.output,
+            flags: BigInt(0),
+            gas: 1,
        };
-        const pathGenerated: CollapsedFill[] = [orderbookOrder1Fill, uniswap1Fill, balancer1Fill];
+        const pathGenerated: Fill[] = [orderbookOrder1Fill, uniswap1Fill, balancer1Fill];

        const orderReport = generateQuoteReport(marketOperation, nativeOrders, pathGenerated);

--- a/packages/asset-swapper/test/quote_simulation_test.ts
+++ b/packages/asset-swapper/test/quote_simulation_test.ts
@@ -5,8 +5,8 @@ import * as _ from 'lodash';

 import { MarketOperation } from '../src/types';
 import {
-    CollapsedFill,
    ERC20BridgeSource,
+    Fill,
    NativeLimitOrderFillData,
    OptimizedMarketOrder,
    OptimizedMarketOrderBase,
@@ -45,18 +45,16 @@ describe('quote_simulation tests', async () => {
            inputFeeRate: number;
            outputFeeRate: number;
            count: number;
-            fillsCount: number;
            side: MarketOperation;
            type?: FillQuoteTransformerOrderType;
        }> = {},
    ): QuoteFillOrderCall[] {
-        const { fillableInput, fillableOutput, inputFeeRate, outputFeeRate, count, fillsCount, side, type } = {
+        const { fillableInput, fillableOutput, inputFeeRate, outputFeeRate, count, side, type } = {
            fillableInput: getRandomOrderSize(),
            fillableOutput: getRandomOrderSize(),
            inputFeeRate: 0,
            outputFeeRate: 0,
            count: 3,
-            fillsCount: 3,
            side: MarketOperation.Sell,
            ...opts,
        };
@@ -83,7 +81,6 @@ describe('quote_simulation tests', async () => {
            return {
                order: createQuoteFillOrderOrder(totalInputs[i], totalOutputs[i], {
                    side,
-                    fillsCount,
                    filledInput: filledInputs[i],
                    takerInputFee: inputFees[i].abs(),
                    takerOutputFee: outputFees[i].abs(),
@@ -102,19 +99,17 @@ describe('quote_simulation tests', async () => {
        output: BigNumber,
        opts: Partial<{
            filledInput: BigNumber;
-            fillsCount: number;
            side: MarketOperation;
            takerInputFee: BigNumber;
            takerOutputFee: BigNumber;
            type: FillQuoteTransformerOrderType;
        }> = {},
    ): OptimizedMarketOrderBase<NativeLimitOrderFillData> {
-        const { filledInput, fillsCount, side, takerInputFee, takerOutputFee, type } = _.merge(
+        const { filledInput, side, takerInputFee, takerOutputFee, type } = _.merge(
            {},
            {
                side: MarketOperation.Sell,
                filledInput: ZERO,
-                fillsCount: 3,
                takerInputFee: ZERO,
                takerOutputFee: ZERO,
                type: FillQuoteTransformerOrderType.Limit,
@@ -160,46 +155,23 @@ describe('quote_simulation tests', async () => {
                maxTakerTokenFillAmount: fillableTakerAmount,
            },
            type,
-            fills: createOrderCollapsedFills(fillableInput, fillableOutput, fillsCount),
+            fill: createOrderFill(fillableInput, fillableOutput),
        };
        return order;
    }
    const nativeSourcePathId = hexUtils.random();
-    function createOrderCollapsedFills(input: BigNumber, output: BigNumber, count: number): CollapsedFill[] {
-        const inputs = subdivideAmount(input, count);
-        const outputs = subdivideAmount(output, count);
-        return _.times(count, i => {
-            const subFillInputs = subdivideAmount(inputs[i], count);
-            const subFillOutputs = subdivideAmount(outputs[i], count);
-            return {
-                type: FillQuoteTransformerOrderType.Bridge,
-                sourcePathId: nativeSourcePathId,
-                source: ERC20BridgeSource.Uniswap,
-                fillData: {},
-                input: inputs[i],
-                output: outputs[i],
-                subFills: _.times(count, j => ({
-                    input: subFillInputs[j],
-                    output: subFillOutputs[j],
-                })),
-            };
-        });
-    }
-
-    function countCollapsedFills(fillOrders: QuoteFillOrderCall[] | OptimizedMarketOrder[]): number {
-        let count = 0;
-        if ((fillOrders as any)[0].fills) {
-            const orders = (fillOrders as any) as OptimizedMarketOrder[];
-            for (const o of orders) {
-                count += o.fills.length;
-            }
-        } else {
-            const orders = (fillOrders as any) as QuoteFillOrderCall[];
-            for (const fo of orders) {
-                count += fo.order.fills.length;
-            }
-        }
-        return count;
+    function createOrderFill(input: BigNumber, output: BigNumber): Fill {
+        return {
+            type: FillQuoteTransformerOrderType.Bridge,
+            sourcePathId: nativeSourcePathId,
+            source: ERC20BridgeSource.Uniswap,
+            fillData: {},
+            input,
+            output,
+            flags: BigInt(0),
+            adjustedOutput: output,
+            gas: 1,
+        };
    }

    function randomSide(): MarketOperation {
@@ -237,14 +209,12 @@ describe('quote_simulation tests', async () => {
        describe('single order', () => {
            it('can exactly fill one order', () => {
                const side = randomSide();
-                const fillsCount = _.random(1, 3);
                const fillableInput = getRandomOrderSize();
                const fillableOutput = getRandomOrderSize();
                const fillOrders = createQuoteFillOrders({
                    fillableInput,
                    fillableOutput,
                    side,
-                    fillsCount,
                    count: 1,
                });
                const result = fillQuoteOrders(fillOrders, fillableInput, ONE, GAS_SCHEDULE);
@@ -253,19 +223,16 @@ describe('quote_simulation tests', async () => {
                expect(totalFilledInput).to.bignumber.eq(fillableInput);
                assertRoughlyEquals(totalFilledOutput, fillableOutput);
                expect(result.protocolFee).to.bignumber.eq(1);
-                expect(result.gas).to.eq(fillsCount);
            });

            it('can partially fill one simple order', () => {
                const side = randomSide();
-                const fillsCount = 1;
                const fillableInput = getRandomOrderSize();
                const fillableOutput = getRandomOrderSize();
                const fillOrders = createQuoteFillOrders({
                    fillableInput,
                    fillableOutput,
                    side,
-                    fillsCount,
                    count: 1,
                });
                const inputFillAmount = fillableInput.times(2 / 3).integerValue();
@@ -279,19 +246,16 @@ describe('quote_simulation tests', async () => {
                    .integerValue();
                assertRoughlyEquals(totalFilledOutput, expectedOutputFilledAmount);
                expect(result.protocolFee).to.bignumber.eq(1);
-                expect(result.gas).to.eq(1);
            });

            it('can partially fill one batched order', () => {
                const side = randomSide();
-                const fillsCount = 3;
                const fillableInput = getRandomOrderSize();
                const fillableOutput = getRandomOrderSize();
                const fillOrders = createQuoteFillOrders({
                    fillableInput,
                    fillableOutput,
                    side,
-                    fillsCount,
                    count: 1,
                });
                const inputFillAmount = fillableInput.times(2 / 3).integerValue();
@@ -301,20 +265,16 @@ describe('quote_simulation tests', async () => {
                expect(totalFilledInput).to.bignumber.eq(inputFillAmount);
                expect(totalFilledOutput).to.bignumber.lt(fillableOutput);
                expect(result.protocolFee).to.bignumber.eq(1);
-                expect(result.gas).to.gte(1);
-                expect(result.gas).to.lte(fillsCount);
            });

            it('does not over fill one order', () => {
                const side = randomSide();
-                const fillsCount = _.random(1, 3);
                const fillableInput = getRandomOrderSize();
                const fillableOutput = getRandomOrderSize();
                const fillOrders = createQuoteFillOrders({
                    fillableInput,
                    fillableOutput,
                    side,
-                    fillsCount,
                    count: 1,
                });
                const inputFillAmount = fillableInput.times(3 / 2).integerValue();
@@ -324,12 +284,10 @@ describe('quote_simulation tests', async () => {
                expect(totalFilledInput).to.bignumber.eq(fillableInput);
                assertRoughlyEquals(totalFilledOutput, fillableOutput);
                expect(result.protocolFee).to.bignumber.eq(1);
-                expect(result.gas).to.eq(fillsCount);
            });

            it('can exactly fill one order with input fees', () => {
                const side = randomSide();
-                const fillsCount = _.random(1, 3);
                const fillableInput = getRandomOrderSize();
                const fillableOutput = getRandomOrderSize();
                const inputFeeRate = getRandomFeeRate();
@@ -338,7 +296,6 @@ describe('quote_simulation tests', async () => {
                    fillableOutput,
                    inputFeeRate,
                    side,
-                    fillsCount,
                    count: 1,
                });
                const signedInputFeeRate = side === MarketOperation.Sell ? inputFeeRate : -inputFeeRate;
@@ -350,12 +307,10 @@ describe('quote_simulation tests', async () => {
                assertRoughlyEquals(totalFilledOutput, fillableOutput);
                assertEqualRates(result.inputFee.div(result.input), signedInputFeeRate);
                expect(result.protocolFee).to.bignumber.eq(1);
-                expect(result.gas).to.eq(fillsCount);
            });

            it('can partially fill one order with input fees', () => {
                const side = randomSide();
-                const fillsCount = _.random(1, 3);
                const fillableInput = getRandomOrderSize();
                const fillableOutput = getRandomOrderSize();
                const inputFeeRate = getRandomFeeRate();
@@ -364,7 +319,6 @@ describe('quote_simulation tests', async () => {
                    fillableOutput,
                    inputFeeRate,
                    side,
-                    fillsCount,
                    count: 1,
                });
                const signedInputFeeRate = side === MarketOperation.Sell ? inputFeeRate : -inputFeeRate;
@@ -377,12 +331,10 @@ describe('quote_simulation tests', async () => {
                expect(totalFilledOutput).to.bignumber.lt(fillableOutput);
                assertEqualRates(result.inputFee.div(result.input), signedInputFeeRate);
                expect(result.protocolFee).to.bignumber.eq(1);
-                expect(result.gas).to.lte(fillsCount);
            });

            it('does not over fill one order with input fees', () => {
                const side = randomSide();
-                const fillsCount = _.random(1, 3);
                const fillableInput = getRandomOrderSize();
                const fillableOutput = getRandomOrderSize();
                const inputFeeRate = getRandomFeeRate();
@@ -391,7 +343,6 @@ describe('quote_simulation tests', async () => {
                    fillableOutput,
                    inputFeeRate,
                    side,
-                    fillsCount,
                    count: 1,
                });
                const signedInputFeeRate = side === MarketOperation.Sell ? inputFeeRate : -inputFeeRate;
@@ -404,12 +355,10 @@ describe('quote_simulation tests', async () => {
                assertRoughlyEquals(totalFilledOutput, fillableOutput);
                assertEqualRates(result.inputFee.div(result.input), signedInputFeeRate);
                expect(result.protocolFee).to.bignumber.eq(1);
-                expect(result.gas).to.eq(fillsCount);
            });

            it('can exactly fill one order with output fees', () => {
                const side = randomSide();
-                const fillsCount = _.random(1, 3);
                const fillableInput = getRandomOrderSize();
                const fillableOutput = getRandomOrderSize();
                const outputFeeRate = getRandomFeeRate();
@@ -418,7 +367,6 @@ describe('quote_simulation tests', async () => {
                    fillableOutput,
                    outputFeeRate,
                    side,
-                    fillsCount,
                    count: 1,
                });
                const signedOutputFeeRate = side === MarketOperation.Sell ? -outputFeeRate : outputFeeRate;
@@ -430,12 +378,10 @@ describe('quote_simulation tests', async () => {
                assertRoughlyEquals(totalFilledOutput, totalFillableOutput);
                assertEqualRates(result.outputFee.div(result.output), signedOutputFeeRate);
                expect(result.protocolFee).to.bignumber.eq(1);
-                expect(result.gas).to.eq(fillsCount);
            });

            it('can partial fill one order with output fees', () => {
                const side = randomSide();
-                const fillsCount = _.random(1, 3);
                const fillableInput = getRandomOrderSize();
                const fillableOutput = getRandomOrderSize();
                const outputFeeRate = getRandomFeeRate();
@@ -444,7 +390,6 @@ describe('quote_simulation tests', async () => {
                    fillableOutput,
                    outputFeeRate,
                    side,
-                    fillsCount,
                    count: 1,
                });
                const signedOutputFeeRate = side === MarketOperation.Sell ? -outputFeeRate : outputFeeRate;
@@ -457,12 +402,10 @@ describe('quote_simulation tests', async () => {
                expect(totalFilledOutput).to.bignumber.lt(totalFillableOutput);
                assertEqualRates(result.outputFee.div(result.output), signedOutputFeeRate);
                expect(result.protocolFee).to.bignumber.eq(1);
-                expect(result.gas).to.lte(fillsCount);
            });

            it('does not over fill one order with output fees', () => {
                const side = randomSide();
-                const fillsCount = _.random(1, 3);
                const fillableInput = getRandomOrderSize();
                const fillableOutput = getRandomOrderSize();
                const outputFeeRate = getRandomFeeRate();
@@ -471,7 +414,6 @@ describe('quote_simulation tests', async () => {
                    fillableOutput,
                    outputFeeRate,
                    side,
-                    fillsCount,
                    count: 1,
                });
                const signedOutputFeeRate = side === MarketOperation.Sell ? -outputFeeRate : outputFeeRate;
@@ -484,19 +426,16 @@ describe('quote_simulation tests', async () => {
                assertRoughlyEquals(totalFilledOutput, totalFillableOutput);
                assertEqualRates(result.outputFee.div(result.output), signedOutputFeeRate);
                expect(result.protocolFee).to.bignumber.eq(1);
-                expect(result.gas).to.eq(fillsCount);
            });

            it('does not charge a protocol fee for rfq orders', () => {
                const side = randomSide();
-                const fillsCount = _.random(1, 3);
                const fillableInput = getRandomOrderSize();
                const fillableOutput = getRandomOrderSize();
                const fillOrders = createQuoteFillOrders({
                    fillableInput,
                    fillableOutput,
                    side,
-                    fillsCount,
                    count: 1,
                    type: FillQuoteTransformerOrderType.Rfq,
                });
@@ -506,7 +445,6 @@ describe('quote_simulation tests', async () => {
                expect(totalFilledInput).to.bignumber.eq(fillableInput);
                assertRoughlyEquals(totalFilledOutput, fillableOutput);
                expect(result.protocolFee).to.bignumber.eq(0);
-                expect(result.gas).to.eq(fillsCount);
            });
        });

@@ -522,7 +460,6 @@ describe('quote_simulation tests', async () => {
                expect(totalFilledInput).to.bignumber.eq(fillableInput);
                expect(totalFilledOutput).to.bignumber.eq(fillableOutput);
                expect(result.protocolFee).to.bignumber.eq(fillOrders.length);
-                expect(result.gas).to.eq(countCollapsedFills(fillOrders));
            });

            it('can partial fill orders', () => {
@@ -551,7 +488,6 @@ describe('quote_simulation tests', async () => {
                expect(totalFilledInput).to.bignumber.eq(fillableInput);
                expect(totalFilledOutput).to.bignumber.eq(fillableOutput);
                expect(result.protocolFee).to.bignumber.eq(fillOrders.length);
-                expect(result.gas).to.eq(countCollapsedFills(fillOrders));
            });

            it('can exactly fill orders with input fees', () => {
@@ -574,7 +510,6 @@ describe('quote_simulation tests', async () => {
                assertRoughlyEquals(totalFilledOutput, fillableOutput);
                assertEqualRates(result.inputFee.div(result.input), signedInputFeeRate);
                expect(result.protocolFee).to.bignumber.eq(fillOrders.length);
-                expect(result.gas).to.eq(countCollapsedFills(fillOrders));
            });

            it('can partial fill orders with input fees', () => {
@@ -598,7 +533,6 @@ describe('quote_simulation tests', async () => {
                expect(totalFilledOutput).to.bignumber.lt(fillableOutput);
                assertEqualRates(result.inputFee.div(result.input), signedInputFeeRate);
                expect(result.protocolFee).to.bignumber.lte(fillOrders.length);
-                expect(result.gas).to.lte(countCollapsedFills(fillOrders));
            });

            it('does not over fill orders with input fees', () => {
@@ -622,7 +556,6 @@ describe('quote_simulation tests', async () => {
                assertRoughlyEquals(totalFilledOutput, fillableOutput);
                assertEqualRates(result.inputFee.div(result.input), signedInputFeeRate);
                expect(result.protocolFee).to.bignumber.eq(fillOrders.length);
-                expect(result.gas).to.eq(countCollapsedFills(fillOrders));
            });

            it('can exactly fill orders with output fees', () => {
@@ -645,7 +578,6 @@ describe('quote_simulation tests', async () => {
                assertRoughlyEquals(totalFilledOutput, totalFillableOutput);
                assertEqualRates(result.outputFee.div(result.output), signedOutputFeeRate);
                expect(result.protocolFee).to.bignumber.eq(fillOrders.length);
-                expect(result.gas).to.eq(countCollapsedFills(fillOrders));
            });

            it('can partial fill orders with output fees', () => {
@@ -669,7 +601,6 @@ describe('quote_simulation tests', async () => {
                expect(totalFilledOutput).to.bignumber.lt(totalFillableOutput);
                assertEqualRates(result.outputFee.div(result.output), signedOutputFeeRate);
                expect(result.protocolFee).to.bignumber.lte(fillOrders.length);
-                expect(result.gas).to.lte(countCollapsedFills(fillOrders));
            });

            it('does not over fill orders with output fees', () => {
@@ -693,7 +624,6 @@ describe('quote_simulation tests', async () => {
                assertRoughlyEquals(totalFilledOutput, totalFillableOutput);
                assertEqualRates(result.outputFee.div(result.output), signedOutputFeeRate);
                expect(result.protocolFee).to.bignumber.eq(fillOrders.length);
-                expect(result.gas).to.eq(countCollapsedFills(fillOrders));
            });
        });
    });
@@ -771,7 +701,6 @@ describe('quote_simulation tests', async () => {
                gasPrice: ONE,
                opts: { gasSchedule: GAS_SCHEDULE, protocolFeeMultiplier: ONE },
            });
-            expect(result.gas).to.eq(countCollapsedFills(orders));
            expect(result.protocolFeeAmount).to.bignumber.eq(orders.length);
            expect(result.takerFeeTakerAssetAmount).to.bignumber.eq(0);
            expect(result.takerFeeMakerAssetAmount).to.bignumber.eq(0);
@@ -895,7 +824,6 @@ describe('quote_simulation tests', async () => {
                gasPrice: ONE,
                opts: { gasSchedule: GAS_SCHEDULE, protocolFeeMultiplier: ONE },
            });
-            expect(result.gas).to.eq(countCollapsedFills(orders));
            expect(result.protocolFeeAmount).to.bignumber.eq(orders.length);

            assertRoughlyEquals(result.makerAssetAmount, fillableInput);
--- a/packages/asset-swapper/test/wrappers.ts
+++ b/packages/asset-swapper/test/wrappers.ts
@@ -28,7 +28,6 @@ export * from '../test/generated-wrappers/i_mooniswap';
 export * from '../test/generated-wrappers/i_multi_bridge';
 export * from '../test/generated-wrappers/i_platypus';
 export * from '../test/generated-wrappers/i_shell';
-export * from '../test/generated-wrappers/i_smoothy';
 export * from '../test/generated-wrappers/i_uniswap_exchange_quotes';
 export * from '../test/generated-wrappers/i_uniswap_v2_router01';
 export * from '../test/generated-wrappers/igmx';
@@ -42,10 +41,10 @@ export * from '../test/generated-wrappers/native_order_sampler';
 export * from '../test/generated-wrappers/platypus_sampler';
 export * from '../test/generated-wrappers/sampler_utils';
 export * from '../test/generated-wrappers/shell_sampler';
-export * from '../test/generated-wrappers/smoothy_sampler';
 export * from '../test/generated-wrappers/test_native_order_sampler';
 export * from '../test/generated-wrappers/two_hop_sampler';
 export * from '../test/generated-wrappers/uniswap_sampler';
 export * from '../test/generated-wrappers/uniswap_v2_sampler';
 export * from '../test/generated-wrappers/uniswap_v3_sampler';
 export * from '../test/generated-wrappers/utility_sampler';
+export * from '../test/generated-wrappers/velodrome_sampler';
--- a/packages/asset-swapper/tsconfig.json
+++ b/packages/asset-swapper/tsconfig.json
@@ -32,7 +32,6 @@
        "test/generated-artifacts/IMultiBridge.json",
        "test/generated-artifacts/IPlatypus.json",
        "test/generated-artifacts/IShell.json",
-        "test/generated-artifacts/ISmoothy.json",
        "test/generated-artifacts/IUniswapExchangeQuotes.json",
        "test/generated-artifacts/IUniswapV2Router01.json",
        "test/generated-artifacts/KyberDmmSampler.json",
@@ -45,12 +44,12 @@
        "test/generated-artifacts/PlatypusSampler.json",
        "test/generated-artifacts/SamplerUtils.json",
        "test/generated-artifacts/ShellSampler.json",
-        "test/generated-artifacts/SmoothySampler.json",
        "test/generated-artifacts/TestNativeOrderSampler.json",
        "test/generated-artifacts/TwoHopSampler.json",
        "test/generated-artifacts/UniswapSampler.json",
        "test/generated-artifacts/UniswapV2Sampler.json",
        "test/generated-artifacts/UniswapV3Sampler.json",
-        "test/generated-artifacts/UtilitySampler.json"
+        "test/generated-artifacts/UtilitySampler.json",
+        "test/generated-artifacts/VelodromeSampler.json"
    ]
 }
--- a/packages/contract-addresses/CHANGELOG.json
+++ b/packages/contract-addresses/CHANGELOG.json
@@ -1,4 +1,13 @@
 [
+    {
+        "version": "6.16.0",
+        "changes": [
+            {
+                "note": "Redeploy FQT on Mainnet and Optimism"
+            }
+        ],
+        "timestamp": 1655244958
+    },
    {
        "version": "6.15.0",
        "changes": [
--- a/packages/contract-addresses/CHANGELOG.md
+++ b/packages/contract-addresses/CHANGELOG.md
@@ -5,6 +5,10 @@ Edit the package's CHANGELOG.json file only.

 CHANGELOG

+## v6.16.0 - _June 14, 2022_
+
+    * Redeploy FQT on Mainnet and Optimism
+
 ## v6.15.0 - _June 3, 2022_

    * Redeploy FQT on Mainnet
--- a/packages/contract-addresses/addresses.json
+++ b/packages/contract-addresses/addresses.json
@@ -37,7 +37,7 @@
            "wethTransformer": "0xb2bc06a4efb20fc6553a69dbfa49b7be938034a7",
            "payTakerTransformer": "0x4638a7ebe75b911b995d0ec73a81e4f85f41f24e",
            "affiliateFeeTransformer": "0xda6d9fc5998f550a094585cf9171f0e8ee3ac59f",
-            "fillQuoteTransformer": "0xa651c18efcf50409f3d0f5cdbf615d3016b828c8",
+            "fillQuoteTransformer": "0x26b2d9ea76f24206805d17565a5e0efcf787e0ae",
            "positiveSlippageFeeTransformer": "0xa9416ce1dbde8d331210c07b5c253d94ee4cc3fd"
        }
    },
@@ -499,7 +499,7 @@
            "wethTransformer": "0x02ce7af6520e2862f961f5d7eda746642865179c",
            "payTakerTransformer": "0x085d10a34f14f6a631ea8ff7d016782ee3ffaa11",
            "affiliateFeeTransformer": "0x55cf1d7535250db75bf0190493f55781ee583553",
-            "fillQuoteTransformer": "0x3543ef833d28b7e983c293856561f21a7f089f1d",
+            "fillQuoteTransformer": "0xfae0ce3841afbf5625a15f0c73e03ba6660e575f",
            "positiveSlippageFeeTransformer": "0xb11e14565dfbeb702dea9bc0cb47f1a8b32f4783"
        }
    }
--- a/packages/contract-addresses/package.json
+++ b/packages/contract-addresses/package.json
@@ -1,6 +1,6 @@
 {
    "name": "@0x/contract-addresses",
-    "version": "6.15.0",
+    "version": "6.16.0",
    "engines": {
        "node": ">=6.12"
    },
--- a/packages/contract-wrappers/CHANGELOG.json
+++ b/packages/contract-wrappers/CHANGELOG.json
@@ -1,4 +1,13 @@
 [
+    {
+        "timestamp": 1655244958,
+        "version": "13.20.4",
+        "changes": [
+            {
+                "note": "Dependencies updated"
+            }
+        ]
+    },
    {
        "timestamp": 1654284040,
        "version": "13.20.3",
--- a/packages/contract-wrappers/CHANGELOG.md
+++ b/packages/contract-wrappers/CHANGELOG.md
@@ -5,6 +5,10 @@ Edit the package's CHANGELOG.json file only.

 CHANGELOG

+## v13.20.4 - _June 14, 2022_
+
+    * Dependencies updated
+
 ## v13.20.3 - _June 3, 2022_

    * Dependencies updated
--- a/packages/contract-wrappers/package.json
+++ b/packages/contract-wrappers/package.json
@@ -1,6 +1,6 @@
 {
    "name": "@0x/contract-wrappers",
-    "version": "13.20.3",
+    "version": "13.20.4",
    "engines": {
        "node": ">=6.12"
    },
@@ -57,7 +57,7 @@
    "dependencies": {
        "@0x/assert": "^3.0.34",
        "@0x/base-contract": "^6.5.0",
-        "@0x/contract-addresses": "^6.15.0",
+        "@0x/contract-addresses": "^6.16.0",
        "@0x/json-schemas": "^6.4.4",
        "@0x/types": "^3.3.6",
        "@0x/utils": "^6.5.3",
--- a/packages/protocol-utils/CHANGELOG.json
+++ b/packages/protocol-utils/CHANGELOG.json
@@ -1,4 +1,14 @@
 [
+    {
+        "version": "11.15.0",
+        "changes": [
+            {
+                "note": "Add Velodrome support",
+                "pr": 494
+            }
+        ],
+        "timestamp": 1655244958
+    },
    {
        "version": "11.14.0",
        "changes": [
--- a/packages/protocol-utils/CHANGELOG.md
+++ b/packages/protocol-utils/CHANGELOG.md
@@ -5,6 +5,10 @@ Edit the package's CHANGELOG.json file only.

 CHANGELOG

+## v11.15.0 - _June 14, 2022_
+
+    * Add Velodrome support (#494)
+
 ## v11.14.0 - _June 3, 2022_

    * Adds Support for BancorV3 on Ethereum (#492)
--- a/packages/protocol-utils/package.json
+++ b/packages/protocol-utils/package.json
@@ -1,6 +1,6 @@
 {
    "name": "@0x/protocol-utils",
-    "version": "11.14.0",
+    "version": "11.15.0",
    "engines": {
        "node": ">=6.12"
    },
@@ -63,8 +63,8 @@
    },
    "dependencies": {
        "@0x/assert": "^3.0.34",
-        "@0x/contract-addresses": "^6.15.0",
-        "@0x/contract-wrappers": "^13.20.3",
+        "@0x/contract-addresses": "^6.16.0",
+        "@0x/contract-wrappers": "^13.20.4",
        "@0x/json-schemas": "^6.4.4",
        "@0x/subproviders": "^6.6.5",
        "@0x/utils": "^6.5.3",
--- a/packages/protocol-utils/src/transformer_utils.ts
+++ b/packages/protocol-utils/src/transformer_utils.ts
@@ -139,6 +139,7 @@ export enum BridgeProtocol {
    GMX,
    Platypus,
    BancorV3,
+    Velodrome,
 }
 // tslint:enable: enum-naming
Author	SHA1	Message	Date
Github Actions	e77958425f	Publish - @0x/asset-swapper@16.63.0	2022-06-29 08:36:38 +00:00
Github Actions	6af4d71573	Updated CHANGELOGS & MD docs	2022-06-29 08:36:34 +00:00
Jacob Evans	ee985240fb	chore: FillAdjustor and clean up JS router and unused functions [TKR-403] (#480 ) * Remove old JS router and add a FillAdjustor Clean up JS router and unused functions Remove more unused functions, add adjustment of fills Comment on why we use fill over sample update CODEOWNERS lint Clean up Fill removing unused properties Remove CollapsedFills, omit flags bigint Create GasSchedule vs FeeSchedule, return Fill and gas on OptimizedOrder Use Fill Adjustment in Phase2 of routing Fix Limit orders being treated as VIP * Fix case where dex liquidity is empty * Use best gas adjusted pricing for fee sources * CHANGELOG	2022-06-29 18:10:56 +10:00
eobbad	2aadbda527	Offboard Smoothy and ComethSwap (#509 ) * Offboard ComethSwap * offboard smoothy * Changelog + yarn prettier	2022-06-22 18:36:52 +02:00
Github Actions	297c73abcc	Publish - @0x/asset-swapper@16.62.1	2022-06-15 00:40:27 +00:00
Github Actions	4c9e1b21ec	Updated CHANGELOGS & MD docs	2022-06-15 00:40:24 +00:00
Kyu	41685d1545	Empty commit to trigger CI	2022-06-14 17:16:23 -07:00
Ido Kleinman	b9c25112ed	Remove nUSD from intermediate liquidity to save on sampler gas (#505 ) * remote nUSD from intermediate liquidity * changelog	2022-06-14 16:07:47 -07:00
Github Actions	f0738fc122	Publish - @0x/contracts-erc20@3.3.32 - @0x/contracts-test-utils@5.4.23 - @0x/contracts-treasury@1.4.15 - @0x/contracts-utils@4.8.13 - @0x/contracts-zero-ex@0.35.0 - @0x/asset-swapper@16.62.0 - @0x/contract-addresses@6.16.0 - @0x/contract-wrappers@13.20.4 - @0x/protocol-utils@11.15.0	2022-06-14 22:16:09 +00:00
Github Actions	42baf504b7	Updated CHANGELOGS & MD docs	2022-06-14 22:16:07 +00:00
Kyu	56038d122f	Update Ethereum and Optimism FQT addresses (#504 )	2022-06-14 14:45:26 -07:00
eobbad	c4446b6c0e	Offboard Jetswap, CafeSwap, JulSwap, and PolyDex (#503 ) * Offboard Jetswap * Offboarded CafeSwap * Offboarded JulSwap * Offboarded PolyDex * Changelog * Update changelog * Changelog update	2022-06-14 23:05:53 +02:00
eobbad	eaed2958c3	KnightSwap and Mdex cosmetic changes (#502 ) * Lowercased KnightSwap and MDEX router address * Changelog.JSON	2022-06-14 14:45:47 +02:00
Jorge Pérez	a045a3afb8	Chore: Do not send empty entries on Quote Report (#501 ) * Chore: Do not send empty entries on Quote Report * Changelog	2022-06-13 15:52:59 -05:00
Kyu	1cc59ab1ab	feat: Add Velodrome support [TKR-432] (#494 ) * Implement MixinVelodrome * Add preliminary implementation of VelodromeSampler * Add Velodrome in BridgeProtocol of transformer_utils.ts * Fix MixinVelodrome * Wire Velodrome sampler in market_operation_utils * Fix lint error * Remove gas schedule TODO * Format VelodromeSampler.sol * Fix MixinVelodrome * Update CHANGELOG.json	2022-06-13 11:55:40 -07:00
Kyu	2c6a714b71	Fix a lint error in CHANGELOG.json	2022-06-13 10:41:58 -07:00
Kyu	d8c97d6720	Fix a lint error introduced in earlier PRs	2022-06-13 09:09:13 -07:00
eobbad	d6bc702550	Add KnightSwap on BSC (#498 ) * Curve pool script to generate pools and their info. Still need to integrate into API * Added MDEX to BSC * Removed curve automation scripts from this PR * Fixed typo * Changelog * fix formatting * Fixed yarn lint * Add KnightSwap * Changelog * update changelog * changelog again...	2022-06-10 16:57:42 +02:00
eobbad	2838cb9420	Add MDEX support (BSC) [TKR-426] (#496 ) * Curve pool script to generate pools and their info. Still need to integrate into API * Added MDEX to BSC * Removed curve automation scripts from this PR * Fixed typo * Changelog * fix formatting * Fixed yarn lint	2022-06-10 14:14:08 +02:00