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Rename {Rfqt=>Rfq} for types in Asset Swapper (#179)

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* Rename {Rfqt=>Rfq} for types in Asset Swapper

* PR edit 1 - fix build errors

* PR edit 2 - rename mocked types used in tests

* PR edit 3 - fix broken test build

* PR edit 4 - rename SwapQuoterRfqOpts and add changelog entry
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phil-ociraptor 2021-03-23 17:21:50 -05:00 committed by GitHub
parent bbaa90bd9a
commit 06b3464756
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12 changed files with 81 additions and 77 deletions
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4
packages/asset-swapper/CHANGELOG.json
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@ -9,6 +9,10 @@
{ {
"note": "Add a cancel token to ensure timeouts are respected", "note": "Add a cancel token to ensure timeouts are respected",
"pr": 176 "pr": 176
},
{
"note": "Rename {Rfqt=>Rfq} for many types in Asset Swapper",
"pr": 179
} }
] ]
}, },

4
packages/asset-swapper/src/constants.ts
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@ -8,7 +8,7 @@ import {
LogFunction, LogFunction,
OrderPrunerOpts, OrderPrunerOpts,
OrderPrunerPermittedFeeTypes, OrderPrunerPermittedFeeTypes,
RfqtRequestOpts, RfqRequestOpts,
SwapQuoteGetOutputOpts, SwapQuoteGetOutputOpts,
SwapQuoteRequestOpts, SwapQuoteRequestOpts,
SwapQuoterOpts, SwapQuoterOpts,
@ -79,7 +79,7 @@ const DEFAULT_SWAP_QUOTE_REQUEST_OPTS: SwapQuoteRequestOpts = {
...DEFAULT_GET_MARKET_ORDERS_OPTS, ...DEFAULT_GET_MARKET_ORDERS_OPTS,
}; };
const DEFAULT_RFQT_REQUEST_OPTS: Partial<RfqtRequestOpts> = { const DEFAULT_RFQT_REQUEST_OPTS: Partial<RfqRequestOpts> = {
makerEndpointMaxResponseTimeMs: 1000, makerEndpointMaxResponseTimeMs: 1000,
}; };

14
packages/asset-swapper/src/index.ts
View File

@ -75,7 +75,7 @@ export { SwapQuoteConsumer } from './quote_consumers/swap_quote_consumer';
export { SwapQuoter, Orderbook } from './swap_quoter'; export { SwapQuoter, Orderbook } from './swap_quoter';
export { export {
AltOffering, AltOffering,
AltRfqtMakerAssetOfferings, AltRfqMakerAssetOfferings,
AffiliateFeeType, AffiliateFeeType,
AffiliateFeeAmount, AffiliateFeeAmount,
AssetSwapperContractAddresses, AssetSwapperContractAddresses,
@ -87,11 +87,11 @@ export {
MarketBuySwapQuote, MarketBuySwapQuote,
MarketOperation, MarketOperation,
MarketSellSwapQuote, MarketSellSwapQuote,
MockedRfqtQuoteResponse, MockedRfqQuoteResponse,
OrderPrunerPermittedFeeTypes, OrderPrunerPermittedFeeTypes,
RfqtMakerAssetOfferings, RfqMakerAssetOfferings,
RfqtFirmQuoteValidator, RfqFirmQuoteValidator,
RfqtRequestOpts, RfqRequestOpts,
SamplerOverrides, SamplerOverrides,
SignedNativeOrder, SignedNativeOrder,
SignedOrder, SignedOrder,
@ -106,7 +106,7 @@ export {
SwapQuoteRequestOpts, SwapQuoteRequestOpts,
SwapQuoterError, SwapQuoterError,
SwapQuoterOpts, SwapQuoterOpts,
SwapQuoterRfqtOpts, SwapQuoterRfqOpts,
} from './types'; } from './types';
export { affiliateFeeUtils } from './utils/affiliate_fee_utils'; export { affiliateFeeUtils } from './utils/affiliate_fee_utils';
export { export {
@ -133,7 +133,7 @@ export {
FeeSchedule, FeeSchedule,
Fill, Fill,
FillData, FillData,
GetMarketOrdersRfqtOpts, GetMarketOrdersRfqOpts,
KyberFillData, KyberFillData,
LiquidityProviderFillData, LiquidityProviderFillData,
LiquidityProviderRegistry, LiquidityProviderRegistry,

20
packages/asset-swapper/src/swap_quoter.ts
View File

@ -14,14 +14,14 @@ import {
MarketBuySwapQuote, MarketBuySwapQuote,
MarketOperation, MarketOperation,
OrderPrunerPermittedFeeTypes, OrderPrunerPermittedFeeTypes,
RfqtRequestOpts, RfqRequestOpts,
SignedNativeOrder, SignedNativeOrder,
SwapQuote, SwapQuote,
SwapQuoteInfo, SwapQuoteInfo,
SwapQuoteOrdersBreakdown, SwapQuoteOrdersBreakdown,
SwapQuoteRequestOpts, SwapQuoteRequestOpts,
SwapQuoterOpts, SwapQuoterOpts,
SwapQuoterRfqtOpts, SwapQuoterRfqOpts,
} from './types'; } from './types';
import { assert } from './utils/assert'; import { assert } from './utils/assert';
import { MarketOperationUtils } from './utils/market_operation_utils'; import { MarketOperationUtils } from './utils/market_operation_utils';
@ -72,7 +72,7 @@ export class SwapQuoter {
private readonly _contractAddresses: AssetSwapperContractAddresses; private readonly _contractAddresses: AssetSwapperContractAddresses;
private readonly _protocolFeeUtils: ProtocolFeeUtils; private readonly _protocolFeeUtils: ProtocolFeeUtils;
private readonly _marketOperationUtils: MarketOperationUtils; private readonly _marketOperationUtils: MarketOperationUtils;
private readonly _rfqtOptions?: SwapQuoterRfqtOpts; private readonly _rfqtOptions?: SwapQuoterRfqOpts;
private readonly _quoteRequestorHttpClient: AxiosInstance; private readonly _quoteRequestorHttpClient: AxiosInstance;
/** /**
@ -334,7 +334,7 @@ export class SwapQuoter {
// Get SRA orders (limit orders) // Get SRA orders (limit orders)
const shouldSkipOpenOrderbook = const shouldSkipOpenOrderbook =
!sourceFilters.isAllowed(ERC20BridgeSource.Native) || !sourceFilters.isAllowed(ERC20BridgeSource.Native) ||
(opts.rfqt && opts.rfqt.nativeExclusivelyRFQT === true); (opts.rfqt && opts.rfqt.nativeExclusivelyRFQ === true);
const nativeOrders = shouldSkipOpenOrderbook const nativeOrders = shouldSkipOpenOrderbook
? await Promise.resolve([]) ? await Promise.resolve([])
: await this.orderbook.getOrdersAsync(makerToken, takerToken, this._limitOrderPruningFn); : await this.orderbook.getOrdersAsync(makerToken, takerToken, this._limitOrderPruningFn);
@ -420,17 +420,17 @@ export class SwapQuoter {
private _validateRfqtOpts( private _validateRfqtOpts(
sourceFilters: SourceFilters, sourceFilters: SourceFilters,
rfqt: RfqtRequestOpts | undefined, rfqt: RfqRequestOpts | undefined,
): RfqtRequestOpts | undefined { ): RfqRequestOpts | undefined {
if (!rfqt) { if (!rfqt) {
return rfqt; return rfqt;
} }
// tslint:disable-next-line: boolean-naming // tslint:disable-next-line: boolean-naming
const { apiKey, nativeExclusivelyRFQT, intentOnFilling, txOrigin } = rfqt; const { apiKey, nativeExclusivelyRFQ, intentOnFilling, txOrigin } = rfqt;
// If RFQT is enabled and `nativeExclusivelyRFQT` is set, then `ERC20BridgeSource.Native` should // If RFQ-T is enabled and `nativeExclusivelyRFQ` is set, then `ERC20BridgeSource.Native` should
// never be excluded. // never be excluded.
if (nativeExclusivelyRFQT === true && !sourceFilters.isAllowed(ERC20BridgeSource.Native)) { if (nativeExclusivelyRFQ === true && !sourceFilters.isAllowed(ERC20BridgeSource.Native)) {
throw new Error('Native liquidity cannot be excluded if "rfqt.nativeExclusivelyRFQT" is set'); throw new Error('Native liquidity cannot be excluded if "rfqt.nativeExclusivelyRFQ" is set');
} }
// If an API key was provided, but the key is not whitelisted, raise a warning and disable RFQ // If an API key was provided, but the key is not whitelisted, raise a warning and disable RFQ

36
packages/asset-swapper/src/types.ts
View File

@ -227,19 +227,19 @@ export type SwapQuoteOrdersBreakdown = Partial<
>; >;
/** /**
* nativeExclusivelyRFQT: if set to `true`, Swap quote will exclude Open Orderbook liquidity. * nativeExclusivelyRFQ: if set to `true`, Swap quote will exclude Open Orderbook liquidity.
* If set to `true` and `ERC20BridgeSource.Native` is part of the `excludedSources` * If set to `true` and `ERC20BridgeSource.Native` is part of the `excludedSources`
* array in `SwapQuoteRequestOpts`, an Error will be raised. * array in `SwapQuoteRequestOpts`, an Error will be raised.
*/ */
export interface RfqtRequestOpts { export interface RfqRequestOpts {
takerAddress: string; takerAddress: string;
txOrigin: string; txOrigin: string;
apiKey: string; apiKey: string;
intentOnFilling: boolean; intentOnFilling: boolean;
isIndicative?: boolean; isIndicative?: boolean;
makerEndpointMaxResponseTimeMs?: number; makerEndpointMaxResponseTimeMs?: number;
nativeExclusivelyRFQT?: boolean; nativeExclusivelyRFQ?: boolean;
altRfqtAssetOfferings?: AltRfqtMakerAssetOfferings; altRfqAssetOfferings?: AltRfqMakerAssetOfferings;
} }
/** /**
@ -247,14 +247,14 @@ export interface RfqtRequestOpts {
*/ */
export interface SwapQuoteRequestOpts extends GetMarketOrdersOpts { export interface SwapQuoteRequestOpts extends GetMarketOrdersOpts {
gasPrice?: BigNumber; gasPrice?: BigNumber;
rfqt?: RfqtRequestOpts; rfqt?: RfqRequestOpts;
} }
/** /**
* A mapping from RFQ-T quote provider URLs to the trading pairs they support. * A mapping from RFQ-T/M quote provider URLs to the trading pairs they support.
* The value type represents an array of supported asset pairs, with each array element encoded as a 2-element array of token addresses. * The value type represents an array of supported asset pairs, with each array element encoded as a 2-element array of token addresses.
*/ */
export interface RfqtMakerAssetOfferings { export interface RfqMakerAssetOfferings {
[endpoint: string]: Array<[string, string]>; [endpoint: string]: Array<[string, string]>;
} }
@ -265,7 +265,7 @@ export interface AltOffering {
baseAssetDecimals: number; baseAssetDecimals: number;
quoteAssetDecimals: number; quoteAssetDecimals: number;
} }
export interface AltRfqtMakerAssetOfferings { export interface AltRfqMakerAssetOfferings {
[endpoint: string]: AltOffering[]; [endpoint: string]: AltOffering[];
} }
export enum RfqPairType { export enum RfqPairType {
@ -279,13 +279,13 @@ export interface TypedMakerUrl {
export type LogFunction = (obj: object, msg?: string, ...args: any[]) => void; export type LogFunction = (obj: object, msg?: string, ...args: any[]) => void;
export interface RfqtFirmQuoteValidator { export interface RfqFirmQuoteValidator {
getRfqtTakerFillableAmountsAsync(quotes: RfqOrder[]): Promise<BigNumber[]>; getRfqtTakerFillableAmountsAsync(quotes: RfqOrder[]): Promise<BigNumber[]>;
} }
export interface SwapQuoterRfqtOpts { export interface SwapQuoterRfqOpts {
takerApiKeyWhitelist: string[]; takerApiKeyWhitelist: string[];
makerAssetOfferings: RfqtMakerAssetOfferings; makerAssetOfferings: RfqMakerAssetOfferings;
txOriginBlacklist: Set<string>; txOriginBlacklist: Set<string>;
altRfqCreds?: { altRfqCreds?: {
altRfqApiKey: string; altRfqApiKey: string;
@ -314,7 +314,7 @@ export interface SwapQuoterOpts extends OrderPrunerOpts {
samplerGasLimit?: number; samplerGasLimit?: number;
multiBridgeAddress?: string; multiBridgeAddress?: string;
ethGasStationUrl?: string; ethGasStationUrl?: string;
rfqt?: SwapQuoterRfqtOpts; rfqt?: SwapQuoterRfqOpts;
samplerOverrides?: SamplerOverrides; samplerOverrides?: SamplerOverrides;
tokenAdjacencyGraph?: TokenAdjacencyGraph; tokenAdjacencyGraph?: TokenAdjacencyGraph;
liquidityProviderRegistry?: LiquidityProviderRegistry; liquidityProviderRegistry?: LiquidityProviderRegistry;
@ -360,9 +360,9 @@ export enum OrderPrunerPermittedFeeTypes {
} }
/** /**
* Represents a mocked RFQT maker responses. * Represents a mocked RFQ-T/M maker responses.
*/ */
export interface MockedRfqtQuoteResponse { export interface MockedRfqQuoteResponse {
endpoint: string; endpoint: string;
requestApiKey: string; requestApiKey: string;
requestParams: TakerRequestQueryParams; requestParams: TakerRequestQueryParams;
@ -372,9 +372,9 @@ export interface MockedRfqtQuoteResponse {
} }
/** /**
* Represents a mocked RFQT maker responses. * Represents a mocked RFQ-T/M alternative maker responses.
*/ */
export interface AltMockedRfqtQuoteResponse { export interface AltMockedRfqQuoteResponse {
endpoint: string; endpoint: string;
mmApiKey: string; mmApiKey: string;
requestData: AltQuoteRequestData; requestData: AltQuoteRequestData;

6
packages/asset-swapper/src/utils/alt_mm_implementation_utils.ts
View File

@ -11,7 +11,7 @@ import {
AltQuoteModel, AltQuoteModel,
AltQuoteRequestData, AltQuoteRequestData,
AltQuoteSide, AltQuoteSide,
AltRfqtMakerAssetOfferings, AltRfqMakerAssetOfferings,
} from '../types'; } from '../types';
function getAltMarketInfo( function getAltMarketInfo(
@ -119,13 +119,13 @@ export async function returnQuoteFromAltMMAsync<ResponseT>(
makerToken: string, makerToken: string,
takerToken: string, takerToken: string,
maxResponseTimeMs: number, maxResponseTimeMs: number,
altRfqtAssetOfferings: AltRfqtMakerAssetOfferings, altRfqAssetOfferings: AltRfqMakerAssetOfferings,
takerRequestQueryParams: TakerRequestQueryParams, takerRequestQueryParams: TakerRequestQueryParams,
axiosInstance: AxiosInstance, axiosInstance: AxiosInstance,
cancelToken: CancelToken, cancelToken: CancelToken,
): Promise<{ data: ResponseT; status: number }> { ): Promise<{ data: ResponseT; status: number }> {
const altPair = getAltMarketInfo( const altPair = getAltMarketInfo(
altRfqtAssetOfferings[url], altRfqAssetOfferings[url],
takerRequestQueryParams.buyTokenAddress, takerRequestQueryParams.buyTokenAddress,
takerRequestQueryParams.sellTokenAddress, takerRequestQueryParams.sellTokenAddress,
); );

8
packages/asset-swapper/src/utils/market_operation_utils/types.ts
View File

@ -7,7 +7,7 @@ import { V4RFQIndicativeQuote } from '@0x/quote-server';
import { MarketOperation } from '@0x/types'; import { MarketOperation } from '@0x/types';
import { BigNumber } from '@0x/utils'; import { BigNumber } from '@0x/utils';
import { NativeOrderWithFillableAmounts, RfqtFirmQuoteValidator, RfqtRequestOpts } from '../../types'; import { NativeOrderWithFillableAmounts, RfqFirmQuoteValidator, RfqRequestOpts } from '../../types';
import { QuoteRequestor } from '../../utils/quote_requestor'; import { QuoteRequestor } from '../../utils/quote_requestor';
import { QuoteReport } from '../quote_report_generator'; import { QuoteReport } from '../quote_report_generator';
@ -267,9 +267,9 @@ export type OptimizedMarketOrder =
| OptimizedMarketOrderBase<NativeLimitOrderFillData> | OptimizedMarketOrderBase<NativeLimitOrderFillData>
| OptimizedMarketOrderBase<NativeRfqOrderFillData>; | OptimizedMarketOrderBase<NativeRfqOrderFillData>;
export interface GetMarketOrdersRfqtOpts extends RfqtRequestOpts { export interface GetMarketOrdersRfqOpts extends RfqRequestOpts {
quoteRequestor?: QuoteRequestor; quoteRequestor?: QuoteRequestor;
firmQuoteValidator?: RfqtFirmQuoteValidator; firmQuoteValidator?: RfqFirmQuoteValidator;
} }
export type FeeEstimate = (fillData: FillData) => number | BigNumber; export type FeeEstimate = (fillData: FillData) => number | BigNumber;
@ -343,7 +343,7 @@ export interface GetMarketOrdersOpts {
/** /**
* Options for RFQT such as takerAddress, intent on filling * Options for RFQT such as takerAddress, intent on filling
*/ */
rfqt?: GetMarketOrdersRfqtOpts; rfqt?: GetMarketOrdersRfqOpts;
/** /**
* Whether to generate a quote report * Whether to generate a quote report
*/ */

28
packages/asset-swapper/src/utils/quote_requestor.ts
View File

@ -7,12 +7,12 @@ import axios, { AxiosInstance } from 'axios';
import { constants } from '../constants'; import { constants } from '../constants';
import { import {
AltQuoteModel, AltQuoteModel,
AltRfqtMakerAssetOfferings, AltRfqMakerAssetOfferings,
LogFunction, LogFunction,
MarketOperation, MarketOperation,
RfqPairType, RfqPairType,
RfqtMakerAssetOfferings, RfqMakerAssetOfferings,
RfqtRequestOpts, RfqRequestOpts,
SignedNativeOrder, SignedNativeOrder,
TypedMakerUrl, TypedMakerUrl,
} from '../types'; } from '../types';
@ -125,7 +125,7 @@ export class QuoteRequestor {
} }
constructor( constructor(
private readonly _rfqtAssetOfferings: RfqtMakerAssetOfferings, private readonly _rfqtAssetOfferings: RfqMakerAssetOfferings,
private readonly _quoteRequestorHttpClient: AxiosInstance, private readonly _quoteRequestorHttpClient: AxiosInstance,
private readonly _altRfqCreds?: { altRfqApiKey: string; altRfqProfile: string }, private readonly _altRfqCreds?: { altRfqApiKey: string; altRfqProfile: string },
private readonly _warningLogger: LogFunction = constants.DEFAULT_WARNING_LOGGER, private readonly _warningLogger: LogFunction = constants.DEFAULT_WARNING_LOGGER,
@ -141,9 +141,9 @@ export class QuoteRequestor {
assetFillAmount: BigNumber, assetFillAmount: BigNumber,
marketOperation: MarketOperation, marketOperation: MarketOperation,
comparisonPrice: BigNumber | undefined, comparisonPrice: BigNumber | undefined,
options: RfqtRequestOpts, options: RfqRequestOpts,
): Promise<SignedNativeOrder[]> { ): Promise<SignedNativeOrder[]> {
const _opts: RfqtRequestOpts = { ...constants.DEFAULT_RFQT_REQUEST_OPTS, ...options }; const _opts: RfqRequestOpts = { ...constants.DEFAULT_RFQT_REQUEST_OPTS, ...options };
if (!_opts.txOrigin || [undefined, '', '0x', NULL_ADDRESS].includes(_opts.txOrigin)) { if (!_opts.txOrigin || [undefined, '', '0x', NULL_ADDRESS].includes(_opts.txOrigin)) {
throw new Error('RFQ-T firm quotes require the presence of a tx origin'); throw new Error('RFQ-T firm quotes require the presence of a tx origin');
} }
@ -222,9 +222,9 @@ export class QuoteRequestor {
assetFillAmount: BigNumber, assetFillAmount: BigNumber,
marketOperation: MarketOperation, marketOperation: MarketOperation,
comparisonPrice: BigNumber | undefined, comparisonPrice: BigNumber | undefined,
options: RfqtRequestOpts, options: RfqRequestOpts,
): Promise<V4RFQIndicativeQuote[]> { ): Promise<V4RFQIndicativeQuote[]> {
const _opts: RfqtRequestOpts = { ...constants.DEFAULT_RFQT_REQUEST_OPTS, ...options }; const _opts: RfqRequestOpts = { ...constants.DEFAULT_RFQT_REQUEST_OPTS, ...options };
// Originally a takerAddress was required for indicative quotes, but // Originally a takerAddress was required for indicative quotes, but
// now we've eliminated that requirement. @0x/quote-server, however, // now we've eliminated that requirement. @0x/quote-server, however,
// is still coded to expect a takerAddress. So if the client didn't // is still coded to expect a takerAddress. So if the client didn't
@ -317,7 +317,7 @@ export class QuoteRequestor {
typedMakerUrl: TypedMakerUrl, typedMakerUrl: TypedMakerUrl,
makerToken: string, makerToken: string,
takerToken: string, takerToken: string,
altMakerAssetOfferings: AltRfqtMakerAssetOfferings | undefined, altMakerAssetOfferings: AltRfqMakerAssetOfferings | undefined,
): boolean { ): boolean {
if (typedMakerUrl.pairType === RfqPairType.Standard) { if (typedMakerUrl.pairType === RfqPairType.Standard) {
for (const assetPair of this._rfqtAssetOfferings[typedMakerUrl.url]) { for (const assetPair of this._rfqtAssetOfferings[typedMakerUrl.url]) {
@ -353,7 +353,7 @@ export class QuoteRequestor {
assetFillAmount: BigNumber, assetFillAmount: BigNumber,
marketOperation: MarketOperation, marketOperation: MarketOperation,
comparisonPrice: BigNumber | undefined, comparisonPrice: BigNumber | undefined,
options: RfqtRequestOpts, options: RfqRequestOpts,
quoteType: 'firm' | 'indicative', quoteType: 'firm' | 'indicative',
): Promise<Array<RfqQuote<ResponseT>>> { ): Promise<Array<RfqQuote<ResponseT>>> {
const requestParams = QuoteRequestor.makeQueryParameters( const requestParams = QuoteRequestor.makeQueryParameters(
@ -382,8 +382,8 @@ export class QuoteRequestor {
return { pairType: RfqPairType.Standard, url: mm }; return { pairType: RfqPairType.Standard, url: mm };
}, },
); );
const altUrls = options.altRfqtAssetOfferings const altUrls = options.altRfqAssetOfferings
? Object.keys(options.altRfqtAssetOfferings).map( ? Object.keys(options.altRfqAssetOfferings).map(
(mm: string): TypedMakerUrl => { (mm: string): TypedMakerUrl => {
return { pairType: RfqPairType.Alt, url: mm }; return { pairType: RfqPairType.Alt, url: mm };
}, },
@ -410,7 +410,7 @@ export class QuoteRequestor {
if (isBlacklisted) { if (isBlacklisted) {
this._infoLogger({ rfqtMakerInteraction: { ...partialLogEntry } }); this._infoLogger({ rfqtMakerInteraction: { ...partialLogEntry } });
return; return;
} else if (!this._makerSupportsPair(typedMakerUrl, makerToken, takerToken, options.altRfqtAssetOfferings)) { } else if (!this._makerSupportsPair(typedMakerUrl, makerToken, takerToken, options.altRfqAssetOfferings)) {
return; return;
} else { } else {
// make request to MM // make request to MM
@ -452,7 +452,7 @@ export class QuoteRequestor {
makerToken, makerToken,
takerToken, takerToken,
timeoutMs, timeoutMs,
options.altRfqtAssetOfferings || {}, options.altRfqAssetOfferings || {},
requestParams, requestParams,
this._quoteRequestorHttpClient, this._quoteRequestorHttpClient,
cancelTokenSource.token, cancelTokenSource.token,

4
packages/asset-swapper/src/utils/rfqt_mocker.ts
View File

@ -1,7 +1,7 @@
import axios, { AxiosInstance } from 'axios'; import axios, { AxiosInstance } from 'axios';
import AxiosMockAdapter from 'axios-mock-adapter'; import AxiosMockAdapter from 'axios-mock-adapter';
import { MockedRfqtQuoteResponse } from '../types'; import { MockedRfqQuoteResponse } from '../types';
export enum RfqtQuoteEndpoint { export enum RfqtQuoteEndpoint {
Indicative = 'price', Indicative = 'price',
@ -18,7 +18,7 @@ export const rfqtMocker = {
* requests to RFQ-t providers * requests to RFQ-t providers
*/ */
withMockedRfqtQuotes: async ( withMockedRfqtQuotes: async (
mockedResponses: MockedRfqtQuoteResponse[], mockedResponses: MockedRfqQuoteResponse[],
quoteType: RfqtQuoteEndpoint, quoteType: RfqtQuoteEndpoint,
afterResponseCallback: () => Promise<void>, afterResponseCallback: () => Promise<void>,
axiosClient: AxiosInstance = axios, axiosClient: AxiosInstance = axios,

4
packages/asset-swapper/test/market_operation_utils_test.ts
View File

@ -14,7 +14,7 @@ import { Web3Wrapper } from '@0x/web3-wrapper';
import * as _ from 'lodash'; import * as _ from 'lodash';
import * as TypeMoq from 'typemoq'; import * as TypeMoq from 'typemoq';
import { MarketOperation, QuoteRequestor, RfqtRequestOpts, SignedNativeOrder } from '../src'; import { MarketOperation, QuoteRequestor, RfqRequestOpts, SignedNativeOrder } from '../src';
import { NativeOrderWithFillableAmounts } from '../src/types'; import { NativeOrderWithFillableAmounts } from '../src/types';
import { MarketOperationUtils } from '../src/utils/market_operation_utils/'; import { MarketOperationUtils } from '../src/utils/market_operation_utils/';
import { BalancerPoolsCache } from '../src/utils/market_operation_utils/balancer_utils'; import { BalancerPoolsCache } from '../src/utils/market_operation_utils/balancer_utils';
@ -714,7 +714,7 @@ describe('MarketOperationUtils tests', () => {
_assetFillAmount: BigNumber, _assetFillAmount: BigNumber,
_marketOperation: MarketOperation, _marketOperation: MarketOperation,
comparisonPrice: BigNumber | undefined, comparisonPrice: BigNumber | undefined,
_options: RfqtRequestOpts, _options: RfqRequestOpts,
) => { ) => {
requestedComparisonPrice = comparisonPrice; requestedComparisonPrice = comparisonPrice;
}, },

24
packages/asset-swapper/test/quote_requestor_test.ts
View File

@ -12,13 +12,13 @@ import 'mocha';
import { constants, KEEP_ALIVE_TTL } from '../src/constants'; import { constants, KEEP_ALIVE_TTL } from '../src/constants';
import { import {
AltMockedRfqtQuoteResponse, AltMockedRfqQuoteResponse,
AltQuoteModel, AltQuoteModel,
AltQuoteRequestData, AltQuoteRequestData,
AltQuoteSide, AltQuoteSide,
AltRfqtMakerAssetOfferings, AltRfqMakerAssetOfferings,
MarketOperation, MarketOperation,
MockedRfqtQuoteResponse, MockedRfqQuoteResponse,
} from '../src/types'; } from '../src/types';
import { NULL_ADDRESS } from '../src/utils/market_operation_utils/constants'; import { NULL_ADDRESS } from '../src/utils/market_operation_utils/constants';
import { QuoteRequestor } from '../src/utils/quote_requestor'; import { QuoteRequestor } from '../src/utils/quote_requestor';
@ -50,7 +50,7 @@ describe('QuoteRequestor', async () => {
const [makerToken, takerToken, otherToken1] = tokenUtils.getDummyERC20TokenAddresses(); const [makerToken, takerToken, otherToken1] = tokenUtils.getDummyERC20TokenAddresses();
const validSignature = { v: 28, r: '0x', s: '0x', signatureType: SignatureType.EthSign }; const validSignature = { v: 28, r: '0x', s: '0x', signatureType: SignatureType.EthSign };
const altRfqtAssetOfferings: AltRfqtMakerAssetOfferings = { const altRfqAssetOfferings: AltRfqMakerAssetOfferings = {
'https://132.0.0.1': [ 'https://132.0.0.1': [
{ {
id: 'XYZ-123', id: 'XYZ-123',
@ -70,8 +70,8 @@ describe('QuoteRequestor', async () => {
// Set up RFQT responses // Set up RFQT responses
// tslint:disable-next-line:array-type // tslint:disable-next-line:array-type
const mockedRequests: MockedRfqtQuoteResponse[] = []; const mockedRequests: MockedRfqQuoteResponse[] = [];
const altMockedRequests: AltMockedRfqtQuoteResponse[] = []; const altMockedRequests: AltMockedRfqQuoteResponse[] = [];
const expectedParams: TakerRequestQueryParams = { const expectedParams: TakerRequestQueryParams = {
sellTokenAddress: takerToken, sellTokenAddress: takerToken,
@ -237,7 +237,7 @@ describe('QuoteRequestor', async () => {
takerAddress, takerAddress,
txOrigin: takerAddress, txOrigin: takerAddress,
intentOnFilling: true, intentOnFilling: true,
altRfqtAssetOfferings, altRfqAssetOfferings,
}, },
); );
expect(resp).to.deep.eq([ expect(resp).to.deep.eq([
@ -269,7 +269,7 @@ describe('QuoteRequestor', async () => {
// Set up RFQT responses // Set up RFQT responses
// tslint:disable-next-line:array-type // tslint:disable-next-line:array-type
const mockedRequests: MockedRfqtQuoteResponse[] = []; const mockedRequests: MockedRfqQuoteResponse[] = [];
const expectedParams: TakerRequestQueryParams = { const expectedParams: TakerRequestQueryParams = {
sellTokenAddress: takerToken, sellTokenAddress: takerToken,
buyTokenAddress: makerToken, buyTokenAddress: makerToken,
@ -375,7 +375,7 @@ describe('QuoteRequestor', async () => {
// Set up RFQT responses // Set up RFQT responses
// tslint:disable-next-line:array-type // tslint:disable-next-line:array-type
const mockedRequests: MockedRfqtQuoteResponse[] = []; const mockedRequests: MockedRfqQuoteResponse[] = [];
const expectedParams: TakerRequestQueryParams = { const expectedParams: TakerRequestQueryParams = {
sellTokenAddress: takerToken, sellTokenAddress: takerToken,
buyTokenAddress: makerToken, buyTokenAddress: makerToken,
@ -459,7 +459,7 @@ describe('QuoteRequestor', async () => {
// Set up RFQT responses // Set up RFQT responses
// tslint:disable-next-line:array-type // tslint:disable-next-line:array-type
const mockedRequests: MockedRfqtQuoteResponse[] = []; const mockedRequests: MockedRfqQuoteResponse[] = [];
const expectedParams: TakerRequestQueryParams = { const expectedParams: TakerRequestQueryParams = {
sellTokenAddress: takerToken, sellTokenAddress: takerToken,
buyTokenAddress: makerToken, buyTokenAddress: makerToken,
@ -523,7 +523,7 @@ describe('QuoteRequestor', async () => {
const quoteToken = takerToken; const quoteToken = takerToken;
// Set up RFQT responses // Set up RFQT responses
const altMockedRequests: AltMockedRfqtQuoteResponse[] = []; const altMockedRequests: AltMockedRfqQuoteResponse[] = [];
const altScenarios: Array<{ const altScenarios: Array<{
successfulQuote: V4RFQIndicativeQuote; successfulQuote: V4RFQIndicativeQuote;
requestedMakerToken: string; requestedMakerToken: string;
@ -737,7 +737,7 @@ describe('QuoteRequestor', async () => {
takerAddress, takerAddress,
txOrigin, txOrigin,
intentOnFilling: true, intentOnFilling: true,
altRfqtAssetOfferings, altRfqAssetOfferings,
}, },
); );
// hack to get the expiry right, since it's dependent on the current timestamp // hack to get the expiry right, since it's dependent on the current timestamp

6
packages/asset-swapper/test/utils/test_helpers.ts
View File

@ -4,7 +4,7 @@ import AxiosMockAdapter from 'axios-mock-adapter';
import * as _ from 'lodash'; import * as _ from 'lodash';
import { InsufficientAssetLiquidityError } from '../../src/errors'; import { InsufficientAssetLiquidityError } from '../../src/errors';
import { AltMockedRfqtQuoteResponse, MockedRfqtQuoteResponse } from '../../src/types'; import { AltMockedRfqQuoteResponse, MockedRfqQuoteResponse } from '../../src/types';
export enum RfqtQuoteEndpoint { export enum RfqtQuoteEndpoint {
Indicative = 'price', Indicative = 'price',
@ -37,8 +37,8 @@ export const testHelpers = {
* requests to RFQ-t providers * requests to RFQ-t providers
*/ */
withMockedRfqtQuotes: async ( withMockedRfqtQuotes: async (
standardMockedResponses: MockedRfqtQuoteResponse[], standardMockedResponses: MockedRfqQuoteResponse[],
altMockedResponses: AltMockedRfqtQuoteResponse[], altMockedResponses: AltMockedRfqQuoteResponse[],
quoteType: RfqtQuoteEndpoint, quoteType: RfqtQuoteEndpoint,
afterResponseCallback: () => Promise<void>, afterResponseCallback: () => Promise<void>,
axiosClient: AxiosInstance = axios, axiosClient: AxiosInstance = axios,