quote report updates - single best pool (#236)

apps-node/api/src/asset-swapper/types.ts

@@ -82,6 +82,10 @@ export type ExtendedQuoteReportIndexedEntry = ExtendedQuoteReportEntry & {
     isDelivered: boolean;
 };
 
+export interface ExtendedQuoteReportSourcesDelivered {
+    sourcesDelivered: ExtendedQuoteReportIndexedEntry[] | undefined;
+}
+
 export interface ExtendedQuoteReportSources {
     sourcesConsidered: ExtendedQuoteReportIndexedEntry[];
     sourcesDelivered: ExtendedQuoteReportIndexedEntry[] | undefined;

apps-node/api/src/asset-swapper/utils/quote_report_generator.ts

@@ -52,8 +52,8 @@ export interface ExtendedQuoteReport {
     estimatedPriceImpact?: string;
     priceImpactProtectionPercentage: number;
     onChainOptimalRoute: {
-        sourcesConsidered: ExtendedQuoteReportIndexedEntryOutbound[];
         sourcesDelivered: ExtendedQuoteReportIndexedEntryOutbound[] | undefined;
+        bestSinglePool?: ExtendedQuoteReportIndexedEntry;
         estimatedGasForRouter?: string;
         quotedBuyAmount?: string;
     };

apps-node/api/src/handlers/swap_handlers.ts

@@ -7,7 +7,7 @@ import { Kafka, Producer } from 'kafkajs';
 import _ = require('lodash');
 import { Counter, Histogram } from 'prom-client';
 
-import { ERC20BridgeSource, RfqRequestOpts, SwapQuoterError } from '../asset-swapper';
+import { ERC20BridgeSource, ExtendedQuoteReportSources, RfqRequestOpts, SwapQuoterError } from '../asset-swapper';
 import {
     NATIVE_FEE_TOKEN_BY_CHAIN_ID,
     SELL_SOURCE_FILTER_BY_CHAIN_ID,
@@ -156,11 +156,27 @@ export class SwapHandlers {
 
         if (quote.extendedQuoteReportSources && kafkaProducer) {
             const quoteId = getQuoteIdFromSwapQuote(quote);
+            const bestSinglePool = _.first(
+                _.sortBy(
+                    _.filter(quote.onChainOptimalRoute?.extendedQuoteReportSources?.sourcesConsidered, (source) => {
+                        return source.liquiditySource !== ERC20BridgeSource.MultiHop;
+                    }),
+                    (source) => {
+                        return -source.makerAmount.dividedBy(source.takerAmount);
+                    },
+                ),
+            );
+            const quoteReportSources: ExtendedQuoteReportSources = {
+                sourcesConsidered: _.filter(quote.extendedQuoteReportSources?.sourcesConsidered, (source) => {
+                    return source.liquiditySource === ERC20BridgeSource.Native;
+                }),
+                sourcesDelivered: quote.extendedQuoteReportSources?.sourcesDelivered,
+            };
             publishQuoteReport(
                 {
                     quoteId,
                     taker: params.takerAddress,
-                    quoteReportSources: quote.extendedQuoteReportSources,
+                    quoteReportSources,
                     submissionBy: 'taker',
                     decodedUniqueId: quote.decodedUniqueId,
                     buyTokenAddress: quote.buyTokenAddress,
@@ -179,7 +195,11 @@ export class SwapHandlers {
                     estimatedPriceImpact: quote.estimatedPriceImpact,
                     priceImpactProtectionPercentage: params.priceImpactProtectionPercentage,
                     onChainOptimalRoute: {
-                        quoteReportSources: quote.onChainOptimalRoute?.extendedQuoteReportSources,
+                        quoteReportSources: _.omit(
+                            quote.onChainOptimalRoute?.extendedQuoteReportSources,
+                            'sourcesConsidered',
+                        ),
+                        bestSinglePool,
                         estimatedGasForRouter:
                             quote.onChainOptimalRoute?.estimatedGasForRouter || constants.ZERO_AMOUNT,
                         quotedBuyAmount: quote.onChainOptimalRoute?.quotedBuyAmount,

apps-node/api/src/utils/quote_report_utils.ts

@@ -1,6 +1,7 @@
 import { Producer } from 'kafkajs';
 
 import { BigNumber, ExtendedQuoteReport, ExtendedQuoteReportSources, jsonifyFillData } from '../asset-swapper';
+import { ExtendedQuoteReportSourcesDelivered, ExtendedQuoteReportIndexedEntry } from '../asset-swapper/types';
 import { KAFKA_TOPIC_QUOTE_REPORT } from '../config';
 import { logger } from '../logger';
 
@@ -23,7 +24,8 @@ interface QuoteReportLogOptionsBase {
     estimatedPriceImpact: BigNumber | null;
     priceImpactProtectionPercentage: number;
     onChainOptimalRoute?: {
-        quoteReportSources?: ExtendedQuoteReportSources;
+        quoteReportSources?: ExtendedQuoteReportSourcesDelivered;
+        bestSinglePool?: ExtendedQuoteReportIndexedEntry;
         estimatedGasForRouter: BigNumber;
         quotedBuyAmount?: BigNumber;
     };
@@ -98,10 +100,9 @@ export function publishQuoteReport(
             estimatedPriceImpact: logOpts.estimatedPriceImpact?.toString(),
             priceImpactProtectionPercentage: logOpts.priceImpactProtectionPercentage * 100,
             onChainOptimalRoute: {
-                sourcesConsidered:
-                    logOpts.onChainOptimalRoute?.quoteReportSources?.sourcesConsidered.map(jsonifyFillData) || [],
                 sourcesDelivered:
                     logOpts.onChainOptimalRoute?.quoteReportSources?.sourcesDelivered?.map(jsonifyFillData),
+                bestSinglePool: logOpts.onChainOptimalRoute?.bestSinglePool,
                 estimatedGasForRouter: bigNumberToStringOrUndefined(logOpts.onChainOptimalRoute?.estimatedGasForRouter),
                 quotedBuyAmount: bigNumberToStringOrUndefined(logOpts.onChainOptimalRoute?.quotedBuyAmount),
             },