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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
View File

@ -9,6 +9,10 @@
{
"note": "Add a cancel token to ensure timeouts are respected",
"pr": 176
},
{
"note": "Rename {Rfqt=>Rfq} for many types in Asset Swapper",
"pr": 179
}
]
},

4
packages/asset-swapper/src/constants.ts
View File

@ -8,7 +8,7 @@ import {
LogFunction,
OrderPrunerOpts,
OrderPrunerPermittedFeeTypes,
RfqtRequestOpts,
RfqRequestOpts,
SwapQuoteGetOutputOpts,
SwapQuoteRequestOpts,
SwapQuoterOpts,
@ -79,7 +79,7 @@ const DEFAULT_SWAP_QUOTE_REQUEST_OPTS: SwapQuoteRequestOpts = {
...DEFAULT_GET_MARKET_ORDERS_OPTS,
};
const DEFAULT_RFQT_REQUEST_OPTS: Partial<RfqtRequestOpts> = {
const DEFAULT_RFQT_REQUEST_OPTS: Partial<RfqRequestOpts> = {
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 {
AltOffering,
AltRfqtMakerAssetOfferings,
AltRfqMakerAssetOfferings,
AffiliateFeeType,
AffiliateFeeAmount,
AssetSwapperContractAddresses,
@ -87,11 +87,11 @@ export {
MarketBuySwapQuote,
MarketOperation,
MarketSellSwapQuote,
MockedRfqtQuoteResponse,
MockedRfqQuoteResponse,
OrderPrunerPermittedFeeTypes,
RfqtMakerAssetOfferings,
RfqtFirmQuoteValidator,
RfqtRequestOpts,
RfqMakerAssetOfferings,
RfqFirmQuoteValidator,
RfqRequestOpts,
SamplerOverrides,
SignedNativeOrder,
SignedOrder,
@ -106,7 +106,7 @@ export {
SwapQuoteRequestOpts,
SwapQuoterError,
SwapQuoterOpts,
SwapQuoterRfqtOpts,
SwapQuoterRfqOpts,
} from './types';
export { affiliateFeeUtils } from './utils/affiliate_fee_utils';
export {
@ -133,7 +133,7 @@ export {
FeeSchedule,
Fill,
FillData,
GetMarketOrdersRfqtOpts,
GetMarketOrdersRfqOpts,
KyberFillData,
LiquidityProviderFillData,
LiquidityProviderRegistry,

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

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

32
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`
* array in `SwapQuoteRequestOpts`, an Error will be raised.
*/
export interface RfqtRequestOpts {
export interface RfqRequestOpts {
takerAddress: string;
txOrigin: string;
apiKey: string;
intentOnFilling: boolean;
isIndicative?: boolean;
makerEndpointMaxResponseTimeMs?: number;
nativeExclusivelyRFQT?: boolean;
altRfqtAssetOfferings?: AltRfqtMakerAssetOfferings;
nativeExclusivelyRFQ?: boolean;
altRfqAssetOfferings?: AltRfqMakerAssetOfferings;
}
/**
@ -247,14 +247,14 @@ export interface RfqtRequestOpts {
*/
export interface SwapQuoteRequestOpts extends GetMarketOrdersOpts {
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.
*/
export interface RfqtMakerAssetOfferings {
export interface RfqMakerAssetOfferings {
[endpoint: string]: Array<[string, string]>;
}
@ -265,7 +265,7 @@ export interface AltOffering {
baseAssetDecimals: number;
quoteAssetDecimals: number;
}
export interface AltRfqtMakerAssetOfferings {
export interface AltRfqMakerAssetOfferings {
[endpoint: string]: AltOffering[];
}
export enum RfqPairType {
@ -279,13 +279,13 @@ export interface TypedMakerUrl {
export type LogFunction = (obj: object, msg?: string, ...args: any[]) => void;
export interface RfqtFirmQuoteValidator {
export interface RfqFirmQuoteValidator {
getRfqtTakerFillableAmountsAsync(quotes: RfqOrder[]): Promise<BigNumber[]>;
}
export interface SwapQuoterRfqtOpts {
export interface SwapQuoterRfqOpts {
takerApiKeyWhitelist: string[];
makerAssetOfferings: RfqtMakerAssetOfferings;
makerAssetOfferings: RfqMakerAssetOfferings;
txOriginBlacklist: Set<string>;
altRfqCreds?: {
altRfqApiKey: string;
@ -314,7 +314,7 @@ export interface SwapQuoterOpts extends OrderPrunerOpts {
samplerGasLimit?: number;
multiBridgeAddress?: string;
ethGasStationUrl?: string;
rfqt?: SwapQuoterRfqtOpts;
rfqt?: SwapQuoterRfqOpts;
samplerOverrides?: SamplerOverrides;
tokenAdjacencyGraph?: TokenAdjacencyGraph;
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;
requestApiKey: string;
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;
mmApiKey: string;
requestData: AltQuoteRequestData;

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

@ -11,7 +11,7 @@ import {
AltQuoteModel,
AltQuoteRequestData,
AltQuoteSide,
AltRfqtMakerAssetOfferings,
AltRfqMakerAssetOfferings,
} from '../types';
function getAltMarketInfo(
@ -119,13 +119,13 @@ export async function returnQuoteFromAltMMAsync<ResponseT>(
makerToken: string,
takerToken: string,
maxResponseTimeMs: number,
altRfqtAssetOfferings: AltRfqtMakerAssetOfferings,
altRfqAssetOfferings: AltRfqMakerAssetOfferings,
takerRequestQueryParams: TakerRequestQueryParams,
axiosInstance: AxiosInstance,
cancelToken: CancelToken,
): Promise<{ data: ResponseT; status: number }> {
const altPair = getAltMarketInfo(
altRfqtAssetOfferings[url],
altRfqAssetOfferings[url],
takerRequestQueryParams.buyTokenAddress,
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 { BigNumber } from '@0x/utils';
import { NativeOrderWithFillableAmounts, RfqtFirmQuoteValidator, RfqtRequestOpts } from '../../types';
import { NativeOrderWithFillableAmounts, RfqFirmQuoteValidator, RfqRequestOpts } from '../../types';
import { QuoteRequestor } from '../../utils/quote_requestor';
import { QuoteReport } from '../quote_report_generator';
@ -267,9 +267,9 @@ export type OptimizedMarketOrder =
| OptimizedMarketOrderBase<NativeLimitOrderFillData>
| OptimizedMarketOrderBase<NativeRfqOrderFillData>;
export interface GetMarketOrdersRfqtOpts extends RfqtRequestOpts {
export interface GetMarketOrdersRfqOpts extends RfqRequestOpts {
quoteRequestor?: QuoteRequestor;
firmQuoteValidator?: RfqtFirmQuoteValidator;
firmQuoteValidator?: RfqFirmQuoteValidator;
}
export type FeeEstimate = (fillData: FillData) => number | BigNumber;
@ -343,7 +343,7 @@ export interface GetMarketOrdersOpts {
/**
* Options for RFQT such as takerAddress, intent on filling
*/
rfqt?: GetMarketOrdersRfqtOpts;
rfqt?: GetMarketOrdersRfqOpts;
/**
* 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 {
AltQuoteModel,
AltRfqtMakerAssetOfferings,
AltRfqMakerAssetOfferings,
LogFunction,
MarketOperation,
RfqPairType,
RfqtMakerAssetOfferings,
RfqtRequestOpts,
RfqMakerAssetOfferings,
RfqRequestOpts,
SignedNativeOrder,
TypedMakerUrl,
} from '../types';
@ -125,7 +125,7 @@ export class QuoteRequestor {
}
constructor(
private readonly _rfqtAssetOfferings: RfqtMakerAssetOfferings,
private readonly _rfqtAssetOfferings: RfqMakerAssetOfferings,
private readonly _quoteRequestorHttpClient: AxiosInstance,
private readonly _altRfqCreds?: { altRfqApiKey: string; altRfqProfile: string },
private readonly _warningLogger: LogFunction = constants.DEFAULT_WARNING_LOGGER,
@ -141,9 +141,9 @@ export class QuoteRequestor {
assetFillAmount: BigNumber,
marketOperation: MarketOperation,
comparisonPrice: BigNumber | undefined,
options: RfqtRequestOpts,
options: RfqRequestOpts,
): 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)) {
throw new Error('RFQ-T firm quotes require the presence of a tx origin');
}
@ -222,9 +222,9 @@ export class QuoteRequestor {
assetFillAmount: BigNumber,
marketOperation: MarketOperation,
comparisonPrice: BigNumber | undefined,
options: RfqtRequestOpts,
options: RfqRequestOpts,
): 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
// now we've eliminated that requirement. @0x/quote-server, however,
// is still coded to expect a takerAddress. So if the client didn't
@ -317,7 +317,7 @@ export class QuoteRequestor {
typedMakerUrl: TypedMakerUrl,
makerToken: string,
takerToken: string,
altMakerAssetOfferings: AltRfqtMakerAssetOfferings | undefined,
altMakerAssetOfferings: AltRfqMakerAssetOfferings | undefined,
): boolean {
if (typedMakerUrl.pairType === RfqPairType.Standard) {
for (const assetPair of this._rfqtAssetOfferings[typedMakerUrl.url]) {
@ -353,7 +353,7 @@ export class QuoteRequestor {
assetFillAmount: BigNumber,
marketOperation: MarketOperation,
comparisonPrice: BigNumber | undefined,
options: RfqtRequestOpts,
options: RfqRequestOpts,
quoteType: 'firm' | 'indicative',
): Promise<Array<RfqQuote<ResponseT>>> {
const requestParams = QuoteRequestor.makeQueryParameters(
@ -382,8 +382,8 @@ export class QuoteRequestor {
return { pairType: RfqPairType.Standard, url: mm };
},
);
const altUrls = options.altRfqtAssetOfferings
? Object.keys(options.altRfqtAssetOfferings).map(
const altUrls = options.altRfqAssetOfferings
? Object.keys(options.altRfqAssetOfferings).map(
(mm: string): TypedMakerUrl => {
return { pairType: RfqPairType.Alt, url: mm };
},
@ -410,7 +410,7 @@ export class QuoteRequestor {
if (isBlacklisted) {
this._infoLogger({ rfqtMakerInteraction: { ...partialLogEntry } });
return;
} else if (!this._makerSupportsPair(typedMakerUrl, makerToken, takerToken, options.altRfqtAssetOfferings)) {
} else if (!this._makerSupportsPair(typedMakerUrl, makerToken, takerToken, options.altRfqAssetOfferings)) {
return;
} else {
// make request to MM
@ -452,7 +452,7 @@ export class QuoteRequestor {
makerToken,
takerToken,
timeoutMs,
options.altRfqtAssetOfferings || {},
options.altRfqAssetOfferings || {},
requestParams,
this._quoteRequestorHttpClient,
cancelTokenSource.token,

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

@ -1,7 +1,7 @@
import axios, { AxiosInstance } from 'axios';
import AxiosMockAdapter from 'axios-mock-adapter';
import { MockedRfqtQuoteResponse } from '../types';
import { MockedRfqQuoteResponse } from '../types';
export enum RfqtQuoteEndpoint {
Indicative = 'price',
@ -18,7 +18,7 @@ export const rfqtMocker = {
* requests to RFQ-t providers
*/
withMockedRfqtQuotes: async (
mockedResponses: MockedRfqtQuoteResponse[],
mockedResponses: MockedRfqQuoteResponse[],
quoteType: RfqtQuoteEndpoint,
afterResponseCallback: () => Promise<void>,
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 TypeMoq from 'typemoq';
import { MarketOperation, QuoteRequestor, RfqtRequestOpts, SignedNativeOrder } from '../src';
import { MarketOperation, QuoteRequestor, RfqRequestOpts, SignedNativeOrder } from '../src';
import { NativeOrderWithFillableAmounts } from '../src/types';
import { MarketOperationUtils } from '../src/utils/market_operation_utils/';
import { BalancerPoolsCache } from '../src/utils/market_operation_utils/balancer_utils';
@ -714,7 +714,7 @@ describe('MarketOperationUtils tests', () => {
_assetFillAmount: BigNumber,
_marketOperation: MarketOperation,
comparisonPrice: BigNumber | undefined,
_options: RfqtRequestOpts,
_options: RfqRequestOpts,
) => {
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 {
AltMockedRfqtQuoteResponse,
AltMockedRfqQuoteResponse,
AltQuoteModel,
AltQuoteRequestData,
AltQuoteSide,
AltRfqtMakerAssetOfferings,
AltRfqMakerAssetOfferings,
MarketOperation,
MockedRfqtQuoteResponse,
MockedRfqQuoteResponse,
} from '../src/types';
import { NULL_ADDRESS } from '../src/utils/market_operation_utils/constants';
import { QuoteRequestor } from '../src/utils/quote_requestor';
@ -50,7 +50,7 @@ describe('QuoteRequestor', async () => {
const [makerToken, takerToken, otherToken1] = tokenUtils.getDummyERC20TokenAddresses();
const validSignature = { v: 28, r: '0x', s: '0x', signatureType: SignatureType.EthSign };
const altRfqtAssetOfferings: AltRfqtMakerAssetOfferings = {
const altRfqAssetOfferings: AltRfqMakerAssetOfferings = {
'https://132.0.0.1': [
{
id: 'XYZ-123',
@ -70,8 +70,8 @@ describe('QuoteRequestor', async () => {
// Set up RFQT responses
// tslint:disable-next-line:array-type
const mockedRequests: MockedRfqtQuoteResponse[] = [];
const altMockedRequests: AltMockedRfqtQuoteResponse[] = [];
const mockedRequests: MockedRfqQuoteResponse[] = [];
const altMockedRequests: AltMockedRfqQuoteResponse[] = [];
const expectedParams: TakerRequestQueryParams = {
sellTokenAddress: takerToken,
@ -237,7 +237,7 @@ describe('QuoteRequestor', async () => {
takerAddress,
txOrigin: takerAddress,
intentOnFilling: true,
altRfqtAssetOfferings,
altRfqAssetOfferings,
},
);
expect(resp).to.deep.eq([
@ -269,7 +269,7 @@ describe('QuoteRequestor', async () => {
// Set up RFQT responses
// tslint:disable-next-line:array-type
const mockedRequests: MockedRfqtQuoteResponse[] = [];
const mockedRequests: MockedRfqQuoteResponse[] = [];
const expectedParams: TakerRequestQueryParams = {
sellTokenAddress: takerToken,
buyTokenAddress: makerToken,
@ -375,7 +375,7 @@ describe('QuoteRequestor', async () => {
// Set up RFQT responses
// tslint:disable-next-line:array-type
const mockedRequests: MockedRfqtQuoteResponse[] = [];
const mockedRequests: MockedRfqQuoteResponse[] = [];
const expectedParams: TakerRequestQueryParams = {
sellTokenAddress: takerToken,
buyTokenAddress: makerToken,
@ -459,7 +459,7 @@ describe('QuoteRequestor', async () => {
// Set up RFQT responses
// tslint:disable-next-line:array-type
const mockedRequests: MockedRfqtQuoteResponse[] = [];
const mockedRequests: MockedRfqQuoteResponse[] = [];
const expectedParams: TakerRequestQueryParams = {
sellTokenAddress: takerToken,
buyTokenAddress: makerToken,
@ -523,7 +523,7 @@ describe('QuoteRequestor', async () => {
const quoteToken = takerToken;
// Set up RFQT responses
const altMockedRequests: AltMockedRfqtQuoteResponse[] = [];
const altMockedRequests: AltMockedRfqQuoteResponse[] = [];
const altScenarios: Array<{
successfulQuote: V4RFQIndicativeQuote;
requestedMakerToken: string;
@ -737,7 +737,7 @@ describe('QuoteRequestor', async () => {
takerAddress,
txOrigin,
intentOnFilling: true,
altRfqtAssetOfferings,
altRfqAssetOfferings,
},
);
// 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 { InsufficientAssetLiquidityError } from '../../src/errors';
import { AltMockedRfqtQuoteResponse, MockedRfqtQuoteResponse } from '../../src/types';
import { AltMockedRfqQuoteResponse, MockedRfqQuoteResponse } from '../../src/types';
export enum RfqtQuoteEndpoint {
Indicative = 'price',
@ -37,8 +37,8 @@ export const testHelpers = {
* requests to RFQ-t providers
*/
withMockedRfqtQuotes: async (
standardMockedResponses: MockedRfqtQuoteResponse[],
altMockedResponses: AltMockedRfqtQuoteResponse[],
standardMockedResponses: MockedRfqQuoteResponse[],
altMockedResponses: AltMockedRfqQuoteResponse[],
quoteType: RfqtQuoteEndpoint,
afterResponseCallback: () => Promise<void>,
axiosClient: AxiosInstance = axios,