@0x/contracts-erc20-bridge-sampler: Generic liquidity provider sampling

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

@@ -35,7 +35,7 @@ contract ChaiBridge is
     /// @param from Address to transfer asset from.
     /// @param to Address to transfer asset to.
     /// @param amount Amount of asset to transfer.
-    /// @return success The magic bytes `0x37708e9b` if successful.
+    /// @return success The magic bytes `0xdc1600f3` if successful.
     function bridgeTransferFrom(
         address /* tokenAddress */,
         address from,

contracts/asset-proxy/contracts/src/interfaces/IERC20Bridge.sol

@@ -30,7 +30,7 @@ contract IERC20Bridge {
     /// @param to Address to transfer asset to.
     /// @param amount Amount of asset to transfer.
     /// @param bridgeData Arbitrary asset data needed by the bridge contract.
-    /// @return success The magic bytes `0x37708e9b` if successful.
+    /// @return success The magic bytes `0xdc1600f3` if successful.
     function bridgeTransferFrom(
         address tokenAddress,
         address from,

contracts/erc20-bridge-sampler/CHANGELOG.json

@@ -1,4 +1,13 @@
 [
+    {
+        "version": "1.5.0",
+        "changes": [
+            {
+                "note": "Add generic liquidity provider sampling",
+                "pr": 2487
+            }
+        ]
+    },
     {
         "timestamp": 1582677073,
         "version": "1.4.2",

contracts/erc20-bridge-sampler/contracts/src/ERC20BridgeSampler.sol

@@ -30,6 +30,7 @@ import "./IEth2Dai.sol";
 import "./IKyberNetwork.sol";
 import "./IUniswapExchangeQuotes.sol";
 import "./ICurve.sol";
+import "./ILiquidityProvider.sol";
 
 
 contract ERC20BridgeSampler is
@@ -47,6 +48,8 @@ contract ERC20BridgeSampler is
     /// @dev Base gas limit for Curve calls. Some Curves have multiple tokens
     ///      So a reasonable ceil is 150k per token. Biggest Curve has 4 tokens.
     uint256 constant internal CURVE_CALL_GAS = 600e3; // 600k
+    /// @dev Default gas limit for liquidity provider calls.
+    uint256 constant internal DEFAULT_CALL_GAS = 200e3; // 200k
 
     /// @dev Call multiple public functions on this contract in a single transaction.
     /// @param callDatas ABI-encoded call data for each function call.
@@ -431,6 +434,84 @@ contract ERC20BridgeSampler is
         }
     }
 
+    /// @dev Sample sell quotes from an arbitrary on-chain liquidity provider.
+    /// @param providerAddress Address of the liquidity provider contract.
+    /// @param takerToken Address of the taker token (what to sell).
+    /// @param makerToken Address of the maker token (what to buy).
+    /// @param takerTokenAmounts Taker token sell amount for each sample.
+    /// @return makerTokenAmounts Maker amounts bought at each taker token
+    ///         amount.
+    function sampleSellsFromLiquidityProvider(
+        address providerAddress,
+        address takerToken,
+        address makerToken,
+        uint256[] memory takerTokenAmounts
+    )
+        public
+        view
+        returns (uint256[] memory makerTokenAmounts)
+    {
+        uint256 numSamples = takerTokenAmounts.length;
+        makerTokenAmounts = new uint256[](numSamples);
+        for (uint256 i = 0; i < numSamples; i++) {
+            (bool didSucceed, bytes memory resultData) =
+                providerAddress.staticcall.gas(DEFAULT_CALL_GAS)(
+                    abi.encodeWithSelector(
+                        ILiquidityProvider(0).getSellQuote.selector,
+                        takerToken,
+                        makerToken,
+                        takerTokenAmounts[i]
+                    ));
+            uint256 buyAmount = 0;
+            if (didSucceed) {
+                buyAmount = abi.decode(resultData, (uint256));
+            } else {
+                // Exit early if the amount is too high for the liquidity provider to serve
+                break;
+            }
+            makerTokenAmounts[i] = buyAmount;
+        }
+    }
+
+    /// @dev Sample buy quotes from an arbitrary on-chain liquidity provider.
+    /// @param providerAddress Address of the liquidity provider contract.
+    /// @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 takerTokenAmounts Taker amounts sold at each maker token
+    ///         amount.
+    function sampleBuysFromLiquidityProvider(
+        address providerAddress,
+        address takerToken,
+        address makerToken,
+        uint256[] memory makerTokenAmounts
+    )
+        public
+        view
+        returns (uint256[] memory takerTokenAmounts)
+    {
+        uint256 numSamples = makerTokenAmounts.length;
+        takerTokenAmounts = new uint256[](numSamples);
+        for (uint256 i = 0; i < numSamples; i++) {
+            (bool didSucceed, bytes memory resultData) =
+                providerAddress.staticcall.gas(DEFAULT_CALL_GAS)(
+                    abi.encodeWithSelector(
+                        ILiquidityProvider(0).getBuyQuote.selector,
+                        takerToken,
+                        makerToken,
+                        makerTokenAmounts[i]
+                    ));
+            uint256 sellAmount = 0;
+            if (didSucceed) {
+                sellAmount = abi.decode(resultData, (uint256));
+            } else {
+                // Exit early if the amount is too high for the liquidity provider to serve
+                break;
+            }
+            takerTokenAmounts[i] = sellAmount;
+        }
+    }
+
     /// @dev Overridable way to get token decimals.
     /// @param tokenAddress Address of the token.
     /// @return decimals The decimal places for the token.

contracts/erc20-bridge-sampler/contracts/src/IERC20BridgeSampler.sol

@@ -149,4 +149,38 @@ interface IERC20BridgeSampler {
         external
         view
         returns (uint256[] memory makerTokenAmounts);
+
+    /// @dev Sample sell quotes from an arbitrary on-chain liquidity provider.
+    /// @param providerAddress Address of the liquidity provider contract.
+    /// @param takerToken Address of the taker token (what to sell).
+    /// @param makerToken Address of the maker token (what to buy).
+    /// @param takerTokenAmounts Taker token sell amount for each sample.
+    /// @return makerTokenAmounts Maker amounts bought at each taker token
+    ///         amount.
+    function sampleSellsFromLiquidityProvider(
+        address providerAddress,
+        address takerToken,
+        address makerToken,
+        uint256[] calldata takerTokenAmounts
+    )
+        external
+        view
+        returns (uint256[] memory makerTokenAmounts);
+
+    /// @dev Sample buy quotes from an arbitrary on-chain liquidity provider.
+    /// @param providerAddress Address of the liquidity provider contract.
+    /// @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 takerTokenAmounts Taker amounts sold at each maker token
+    ///         amount.
+    function sampleBuysFromLiquidityProvider(
+        address providerAddress,
+        address takerToken,
+        address makerToken,
+        uint256[] calldata makerTokenAmounts
+    )
+        external
+        view
+        returns (uint256[] memory takerTokenAmounts);
 }

contracts/erc20-bridge-sampler/contracts/src/ILiquidityProvider.sol

@@ -0,0 +1,70 @@
+/*
+
+  Copyright 2019 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 ^0.5.9;
+
+
+interface ILiquidityProvider {
+
+    /// @dev Transfers `amount` of the ERC20 `tokenAddress` from `from` to `to`.
+    /// @param tokenAddress The address of the ERC20 token to transfer.
+    /// @param from Address to transfer asset from.
+    /// @param to Address to transfer asset to.
+    /// @param amount Amount of asset to transfer.
+    /// @param bridgeData Arbitrary asset data needed by the bridge contract.
+    /// @return success The magic bytes `0xdc1600f3` if successful.
+    function bridgeTransferFrom(
+        address tokenAddress,
+        address from,
+        address to,
+        uint256 amount,
+        bytes calldata bridgeData
+    )
+        external
+        returns (bytes4 success);
+
+    /// @dev Quotes the amount of `makerToken` that would be obtained by
+    ///      selling `sellAmount` of `takerToken`.
+    /// @param takerToken Address of the taker token (what to sell).
+    /// @param makerToken Address of the maker token (what to buy).
+    /// @param sellAmount Amount of `takerToken` to sell.
+    /// @return makerTokenAmount Amount of `makerToken` that would be obtained.
+    function getSellQuote(
+        address takerToken,
+        address makerToken,
+        uint256 sellAmount
+    )
+        external
+        view
+        returns (uint256 makerTokenAmount);
+
+    /// @dev Quotes the amount of `takerToken` that would need to be sold in
+    ///      order to obtain `buyAmount` of `makerToken`.
+    /// @param takerToken Address of the taker token (what to sell).
+    /// @param makerToken Address of the maker token (what to buy).
+    /// @param buyAmount Amount of `makerToken` to buy.
+    /// @return takerTokenAmount Amount of `takerToken` that would need to be sold.
+    function getBuyQuote(
+        address takerToken,
+        address makerToken,
+        uint256 buyAmount
+    )
+        external
+        view
+        returns (uint256 takerTokenAmount);
+}

contracts/erc20-bridge-sampler/package.json

@@ -38,7 +38,7 @@
     "config": {
         "publicInterfaceContracts": "ERC20BridgeSampler,IERC20BridgeSampler",
         "abis:comment": "This list is auto-generated by contracts-gen. Don't edit manually.",
-        "abis": "./test/generated-artifacts/@(ERC20BridgeSampler|ICurve|IDevUtils|IERC20BridgeSampler|IEth2Dai|IKyberNetwork|IUniswapExchangeQuotes|TestERC20BridgeSampler).json"
+        "abis": "./test/generated-artifacts/@(ERC20BridgeSampler|ICurve|IDevUtils|IERC20BridgeSampler|IEth2Dai|IKyberNetwork|ILiquidityProvider|IUniswapExchangeQuotes|TestERC20BridgeSampler).json"
     },
     "repository": {
         "type": "git",

contracts/erc20-bridge-sampler/test/artifacts.ts

@@ -11,6 +11,7 @@ import * as IDevUtils from '../test/generated-artifacts/IDevUtils.json';
 import * as IERC20BridgeSampler from '../test/generated-artifacts/IERC20BridgeSampler.json';
 import * as IEth2Dai from '../test/generated-artifacts/IEth2Dai.json';
 import * as IKyberNetwork from '../test/generated-artifacts/IKyberNetwork.json';
+import * as ILiquidityProvider from '../test/generated-artifacts/ILiquidityProvider.json';
 import * as IUniswapExchangeQuotes from '../test/generated-artifacts/IUniswapExchangeQuotes.json';
 import * as TestERC20BridgeSampler from '../test/generated-artifacts/TestERC20BridgeSampler.json';
 export const artifacts = {
@@ -20,6 +21,7 @@ export const artifacts = {
     IERC20BridgeSampler: IERC20BridgeSampler as ContractArtifact,
     IEth2Dai: IEth2Dai as ContractArtifact,
     IKyberNetwork: IKyberNetwork as ContractArtifact,
+    ILiquidityProvider: ILiquidityProvider as ContractArtifact,
     IUniswapExchangeQuotes: IUniswapExchangeQuotes as ContractArtifact,
     TestERC20BridgeSampler: TestERC20BridgeSampler as ContractArtifact,
 };

contracts/erc20-bridge-sampler/test/wrappers.ts

@@ -9,5 +9,6 @@ export * from '../test/generated-wrappers/i_dev_utils';
 export * from '../test/generated-wrappers/i_erc20_bridge_sampler';
 export * from '../test/generated-wrappers/i_eth2_dai';
 export * from '../test/generated-wrappers/i_kyber_network';
+export * from '../test/generated-wrappers/i_liquidity_provider';
 export * from '../test/generated-wrappers/i_uniswap_exchange_quotes';
 export * from '../test/generated-wrappers/test_erc20_bridge_sampler';

contracts/erc20-bridge-sampler/tsconfig.json

@@ -11,6 +11,7 @@
         "test/generated-artifacts/IERC20BridgeSampler.json",
         "test/generated-artifacts/IEth2Dai.json",
         "test/generated-artifacts/IKyberNetwork.json",
+        "test/generated-artifacts/ILiquidityProvider.json",
         "test/generated-artifacts/IUniswapExchangeQuotes.json",
         "test/generated-artifacts/TestERC20BridgeSampler.json"
     ],