ERC20BridgeSampler Curve

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

@@ -37,9 +37,9 @@ contract CurveBridge is
 {
     /// @dev Callback for `ICurve`. Tries to buy `amount` of
     ///      `toTokenAddress` tokens by selling the entirety of the opposing asset
-    ///      (DAI or USDC) to the Curve contract, then transfers the bought
+    ///      (DAI, USDC) to the Curve contract, then transfers the bought
     ///      tokens to `to`.
-    /// @param toTokenAddress The token to give to `to` (either DAI or USDC).
+    /// @param toTokenAddress The token to give to `to` (i.e DAI, USDC, USDT).
     /// @param to The recipient of the bought tokens.
     /// @param amount Minimum amount of `toTokenAddress` tokens to buy.
     /// @param bridgeData The abi-encoeded "from" token address.
@@ -55,24 +55,37 @@ contract CurveBridge is
         returns (bytes4 success)
     {
         // Decode the bridge data to get the Curve metadata.
-        (address curveAddress, int128 fromCoinIdx, int128 toCoinIdx) = abi.decode(bridgeData, (address, int128, int128));
+        (address curveAddress, int128 fromCoinIdx, int128 toCoinIdx, int128 version) = abi.decode(bridgeData, (address, int128, int128, int128));
         ICurve exchange = ICurve(curveAddress);
 
         address fromTokenAddress = exchange.underlying_coins(fromCoinIdx);
+        require(toTokenAddress != fromTokenAddress, "CurveBridge/INVALID_PAIR");
         // Grant an allowance to the exchange to spend `fromTokenAddress` token.
         LibERC20Token.approve(fromTokenAddress, address(exchange), uint256(-1));
 
         // Try to sell all of this contract's `fromTokenAddress` token balance.
-        exchange.exchange_underlying(
-            fromCoinIdx,
-            toCoinIdx,
-            // dx
-            IERC20Token(fromTokenAddress).balanceOf(address(this)),
-            // min dy
-            amount,
-            // expires
-            block.timestamp + 1
-        );
+        if (version == 0) {
+            exchange.exchange_underlying(
+                fromCoinIdx,
+                toCoinIdx,
+                // dx
+                IERC20Token(fromTokenAddress).balanceOf(address(this)),
+                // min dy
+                amount,
+                // expires
+                block.timestamp + 1
+            );
+        } else {
+            exchange.exchange_underlying(
+                fromCoinIdx,
+                toCoinIdx,
+                // dx
+                IERC20Token(fromTokenAddress).balanceOf(address(this)),
+                // min dy
+                amount
+            );
+        }
+
         uint256 toTokenBalance = IERC20Token(toTokenAddress).balanceOf(address(this));
         // Transfer the converted `toToken`s to `to`.
         LibERC20Token.transfer(toTokenAddress, to, toTokenBalance);

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

@@ -23,6 +23,7 @@ pragma solidity ^0.5.9;
 interface ICurve {
 
     /// @dev Sell `sellAmount` of `fromToken` token and receive `toToken` token.
+    ///      This function exists on early versions of Curve (USDC/DAI)
     /// @param i The token index being sold.
     /// @param j The token index being bought.
     /// @param sellAmount The amount of token being bought.
@@ -37,6 +38,20 @@ interface ICurve {
     )
         external;
 
+    /// @dev Sell `sellAmount` of `fromToken` token and receive `toToken` token.
+    ///      This function exists on later versions of Curve (USDC/DAI/USDT)
+    /// @param i The token index being sold.
+    /// @param j The token index being bought.
+    /// @param sellAmount The amount of token being bought.
+    /// @param minBuyAmount The minimum buy amount of the token being bought.
+    function exchange_underlying(
+        int128 i,
+        int128 j,
+        uint256 sellAmount,
+        uint256 minBuyAmount
+    )
+        external;
+
     /// @dev Get the amount of `toToken` by selling `sellAmount` of `fromToken`
     /// @param i The token index being sold.
     /// @param j The token index being bought.
@@ -49,6 +64,19 @@ interface ICurve {
         external
         returns (uint256 dy);
 
+    /// @dev Get the amount of `fromToken` by buying `buyAmount` of `toToken`
+    ///      This function exists on later versions of Curve (USDC/DAI/USDT)
+    /// @param i The token index being sold.
+    /// @param j The token index being bought.
+    /// @param buyAmount The amount of token being bought.
+    function get_dx_underlying(
+        int128 i,
+        int128 j,
+        uint256 buyAmount
+    )
+        external
+        returns (uint256 dx);
+
     /// @dev Get the underlying token address from the token index
     /// @param i The token index.
     function underlying_coins(

contracts/erc20-bridge-sampler/CHANGELOG.json

@@ -1,4 +1,13 @@
 [
+    {
+        "version": "1.4.0",
+        "changes": [
+            {
+                "note": "Added Curve contract sampling",
+                "pr": 2483
+            }
+        ]
+    },
     {
         "version": "1.3.0",
         "changes": [

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

@@ -29,6 +29,7 @@ import "./IERC20BridgeSampler.sol";
 import "./IEth2Dai.sol";
 import "./IKyberNetwork.sol";
 import "./IUniswapExchangeQuotes.sol";
+import "./ICurve.sol";
 
 
 contract ERC20BridgeSampler is
@@ -43,6 +44,9 @@ contract ERC20BridgeSampler is
     uint256 constant internal UNISWAP_CALL_GAS = 150e3; // 150k
     /// @dev Base gas limit for Eth2Dai calls.
     uint256 constant internal ETH2DAI_CALL_GAS = 1000e3; // 1m
+    /// @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 Call multiple public functions on this contract in a single transaction.
     /// @param callDatas ABI-encoded call data for each function call.
@@ -389,6 +393,44 @@ contract ERC20BridgeSampler is
         }
     }
 
+    /// @dev Sample sell quotes from Curve.
+    /// @param curveAddress Address of the Curve contract.
+    /// @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 sampleSellsFromCurve(
+        address curveAddress,
+        int128 fromTokenIdx,
+        int128 toTokenIdx,
+        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) =
+                curveAddress.staticcall.gas(CURVE_CALL_GAS)(
+                    abi.encodeWithSelector(
+                        ICurve(0).get_dy_underlying.selector,
+                        fromTokenIdx,
+                        toTokenIdx,
+                        takerTokenAmounts[i]
+                    ));
+            uint256 buyAmount = 0;
+            if (didSucceed) {
+                buyAmount = abi.decode(resultData, (uint256));
+            } else {
+                break;
+            }
+            makerTokenAmounts[i] = buyAmount;
+        }
+    }
+
     /// @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/ICurve.sol

@@ -0,0 +1,87 @@
+/*
+
+  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;
+
+
+// solhint-disable func-name-mixedcase
+interface ICurve {
+
+    /// @dev Sell `sellAmount` of `fromToken` token and receive `toToken` token.
+    ///      This function exists on early versions of Curve (USDC/DAI)
+    /// @param i The token index being sold.
+    /// @param j The token index being bought.
+    /// @param sellAmount The amount of token being bought.
+    /// @param minBuyAmount The minimum buy amount of the token being bought.
+    /// @param deadline The time in seconds when this operation should expire.
+    function exchange_underlying(
+        int128 i,
+        int128 j,
+        uint256 sellAmount,
+        uint256 minBuyAmount,
+        uint256 deadline
+    )
+        external;
+
+    /// @dev Sell `sellAmount` of `fromToken` token and receive `toToken` token.
+    ///      This function exists on later versions of Curve (USDC/DAI/USDT)
+    /// @param i The token index being sold.
+    /// @param j The token index being bought.
+    /// @param sellAmount The amount of token being bought.
+    /// @param minBuyAmount The minimum buy amount of the token being bought.
+    function exchange_underlying(
+        int128 i,
+        int128 j,
+        uint256 sellAmount,
+        uint256 minBuyAmount
+    )
+        external;
+
+    /// @dev Get the amount of `toToken` by selling `sellAmount` of `fromToken`
+    /// @param i The token index being sold.
+    /// @param j The token index being bought.
+    /// @param sellAmount The amount of token being bought.
+    function get_dy_underlying(
+        int128 i,
+        int128 j,
+        uint256 sellAmount
+    )
+        external
+        returns (uint256 dy);
+
+    /// @dev Get the amount of `fromToken` by buying `buyAmount` of `toToken`
+    ///      This function exists on later versions of Curve (USDC/DAI/USDT)
+    /// @param i The token index being sold.
+    /// @param j The token index being bought.
+    /// @param buyAmount The amount of token being bought.
+    function get_dx_underlying(
+        int128 i,
+        int128 j,
+        uint256 buyAmount
+    )
+        external
+        returns (uint256 dx);
+
+    /// @dev Get the underlying token address from the token index
+    /// @param i The token index.
+    function underlying_coins(
+        int128 i
+    )
+        external
+        returns (address tokenAddress);
+}

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

@@ -132,4 +132,21 @@ interface IERC20BridgeSampler {
         external
         view
         returns (uint256[] memory takerTokenAmounts);
+
+    /// @dev Sample sell quotes from Curve.
+    /// @param curveAddress Address of the Curve contract.
+    /// @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 sampleSellsFromCurve(
+        address curveAddress,
+        int128 fromTokenIdx,
+        int128 toTokenIdx,
+        uint256[] calldata takerTokenAmounts
+    )
+        external
+        view
+        returns (uint256[] memory makerTokenAmounts);
 }

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|IDevUtils|IERC20BridgeSampler|IEth2Dai|IKyberNetwork|IUniswapExchangeQuotes|TestERC20BridgeSampler).json"
+        "abis": "./test/generated-artifacts/@(ERC20BridgeSampler|ICurve|IDevUtils|IERC20BridgeSampler|IEth2Dai|IKyberNetwork|IUniswapExchangeQuotes|TestERC20BridgeSampler).json"
     },
     "repository": {
         "type": "git",

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

@@ -6,6 +6,7 @@
 import { ContractArtifact } from 'ethereum-types';
 
 import * as ERC20BridgeSampler from '../test/generated-artifacts/ERC20BridgeSampler.json';
+import * as ICurve from '../test/generated-artifacts/ICurve.json';
 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';
@@ -14,6 +15,7 @@ import * as IUniswapExchangeQuotes from '../test/generated-artifacts/IUniswapExc
 import * as TestERC20BridgeSampler from '../test/generated-artifacts/TestERC20BridgeSampler.json';
 export const artifacts = {
     ERC20BridgeSampler: ERC20BridgeSampler as ContractArtifact,
+    ICurve: ICurve as ContractArtifact,
     IDevUtils: IDevUtils as ContractArtifact,
     IERC20BridgeSampler: IERC20BridgeSampler as ContractArtifact,
     IEth2Dai: IEth2Dai as ContractArtifact,

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

@@ -4,6 +4,7 @@
  * -----------------------------------------------------------------------------
  */
 export * from '../test/generated-wrappers/erc20_bridge_sampler';
+export * from '../test/generated-wrappers/i_curve';
 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';

contracts/erc20-bridge-sampler/tsconfig.json

@@ -6,6 +6,7 @@
         "generated-artifacts/ERC20BridgeSampler.json",
         "generated-artifacts/IERC20BridgeSampler.json",
         "test/generated-artifacts/ERC20BridgeSampler.json",
+        "test/generated-artifacts/ICurve.json",
         "test/generated-artifacts/IDevUtils.json",
         "test/generated-artifacts/IERC20BridgeSampler.json",
         "test/generated-artifacts/IEth2Dai.json",

contracts/integrations/CHANGELOG.json

@@ -5,6 +5,10 @@
             {
                 "note": "Added ChainlinkStopLimit contract and tests",
                 "pr": 2473
+            },
+            {
+                "note": "Added ERC20Sampler and Curve Mainnet test",
+                "pr": 2483
             }
         ]
     },

contracts/integrations/package.json

@@ -57,6 +57,7 @@
         "@0x/contracts-broker": "^1.0.2",
         "@0x/contracts-coordinator": "^3.1.0",
         "@0x/contracts-dev-utils": "^1.1.0",
+        "@0x/contracts-erc20-bridge-sampler": "^1.3.0",
         "@0x/contracts-exchange-forwarder": "^4.2.0",
         "@0x/contracts-exchange-libs": "^4.3.0",
         "@0x/contracts-extensions": "^6.1.0",

contracts/integrations/test/bridge_sampler/bridge_sampler_mainnet_test.ts

@@ -0,0 +1,37 @@
+import { artifacts, ERC20BridgeSamplerContract } from '@0x/contracts-erc20-bridge-sampler';
+import { blockchainTests, describe, expect, toBaseUnitAmount } from '@0x/contracts-test-utils';
+import { BigNumber } from '@0x/utils';
+
+blockchainTests.fork.skip('Mainnet Sampler Tests', env => {
+    let testContract: ERC20BridgeSamplerContract;
+    before(async () => {
+        testContract = await ERC20BridgeSamplerContract.deployFrom0xArtifactAsync(
+            artifacts.ERC20BridgeSampler,
+            env.provider,
+            { ...env.txDefaults, from: '0x6cc5f688a315f3dc28a7781717a9a798a59fda7b' },
+            {},
+        );
+    });
+
+    describe('sampleSellsFromCurve()', () => {
+        const curveAddress = '0x45f783cce6b7ff23b2ab2d70e416cdb7d6055f51';
+        const daiTokenIdx = new BigNumber(0);
+        const usdcTokenIdx = new BigNumber(1);
+
+        it('samples sells from Curve DAI->USDC', async () => {
+            const samples = await testContract
+                .sampleSellsFromCurve(curveAddress, daiTokenIdx, usdcTokenIdx, [toBaseUnitAmount(1)])
+                .callAsync();
+            expect(samples.length).to.be.bignumber.greaterThan(0);
+            expect(samples[0]).to.be.bignumber.greaterThan(0);
+        });
+
+        it('samples sells from Curve USDC->DAI', async () => {
+            const samples = await testContract
+                .sampleSellsFromCurve(curveAddress, usdcTokenIdx, daiTokenIdx, [toBaseUnitAmount(1, 6)])
+                .callAsync();
+            expect(samples.length).to.be.bignumber.greaterThan(0);
+            expect(samples[0]).to.be.bignumber.greaterThan(0);
+        });
+    });
+});