@0x/asset-swapper: Add affiliate fee support to EP swap quote consumer

packages/asset-swapper/src/constants.ts

@@ -1,6 +1,7 @@
 import { BigNumber } from '@0x/utils';
 
 import {
+    ExchangeProxyContractOpts,
     ExtensionContractType,
     ForwarderExtensionContractOpts,
     OrderPrunerOpts,
@@ -20,6 +21,7 @@ const NULL_ADDRESS = '0x0000000000000000000000000000000000000000';
 const MAINNET_CHAIN_ID = 1;
 const ONE_SECOND_MS = 1000;
 const DEFAULT_PER_PAGE = 1000;
+const ZERO_AMOUNT = new BigNumber(0);
 
 const DEFAULT_ORDER_PRUNER_OPTS: OrderPrunerOpts = {
     expiryBufferMs: 120000, // 2 minutes
@@ -60,8 +62,23 @@ const DEFAULT_FORWARDER_SWAP_QUOTE_GET_OPTS: SwapQuoteGetOutputOpts = {
     extensionContractOpts: DEFAULT_FORWARDER_EXTENSION_CONTRACT_OPTS,
 };
 
+const DEFAULT_EXCHANGE_PROXY_EXTENSION_CONTRACT_OPTS: ExchangeProxyContractOpts = {
+    isFromETH: false,
+    isToETH: false,
+    affiliateFee: {
+        recipient: NULL_ADDRESS,
+        buyTokenFeeAmount: ZERO_AMOUNT,
+        sellTokenFeeAmount: ZERO_AMOUNT,
+    },
+};
+
 const DEFAULT_FORWARDER_SWAP_QUOTE_EXECUTE_OPTS: SwapQuoteExecutionOpts = DEFAULT_FORWARDER_SWAP_QUOTE_GET_OPTS;
 
+const DEFAULT_EXCHANGE_PROXY_SWAP_QUOTE_GET_OPTS: SwapQuoteGetOutputOpts = {
+    useExtensionContract: ExtensionContractType.ExchangeProxy,
+    extensionContractOpts: DEFAULT_EXCHANGE_PROXY_EXTENSION_CONTRACT_OPTS,
+};
+
 const DEFAULT_SWAP_QUOTE_REQUEST_OPTS: SwapQuoteRequestOpts = {
     ...DEFAULT_GET_MARKET_ORDERS_OPTS,
 };
@@ -74,7 +91,7 @@ export const constants = {
     ETH_GAS_STATION_API_URL,
     PROTOCOL_FEE_MULTIPLIER,
     NULL_BYTES,
-    ZERO_AMOUNT: new BigNumber(0),
+    ZERO_AMOUNT,
     NULL_ADDRESS,
     MAINNET_CHAIN_ID,
     DEFAULT_ORDER_PRUNER_OPTS,
@@ -85,6 +102,8 @@ export const constants = {
     DEFAULT_FORWARDER_SWAP_QUOTE_GET_OPTS,
     DEFAULT_FORWARDER_SWAP_QUOTE_EXECUTE_OPTS,
     DEFAULT_SWAP_QUOTE_REQUEST_OPTS,
+    DEFAULT_EXCHANGE_PROXY_SWAP_QUOTE_GET_OPTS,
+    DEFAULT_EXCHANGE_PROXY_EXTENSION_CONTRACT_OPTS,
     DEFAULT_PER_PAGE,
     DEFAULT_RFQT_REQUEST_OPTS,
     NULL_ERC20_ASSET_DATA,

packages/asset-swapper/src/index.ts

@@ -40,6 +40,7 @@ export { InsufficientAssetLiquidityError } from './errors';
 export { SwapQuoteConsumer } from './quote_consumers/swap_quote_consumer';
 export { SwapQuoter } from './swap_quoter';
 export {
+    AffiliateFee,
     CalldataInfo,
     ExchangeProxyContractOpts,
     ExtensionContractType,

packages/asset-swapper/src/quote_consumers/exchange_proxy_swap_quote_consumer.ts

@@ -2,6 +2,7 @@ import { ContractAddresses } from '@0x/contract-addresses';
 import { ITransformERC20Contract } from '@0x/contract-wrappers';
 import {
     assetDataUtils,
+    encodeAffiliateFeeTransformerData,
     encodeFillQuoteTransformerData,
     encodePayTakerTransformerData,
     encodeWethTransformerData,
@@ -18,6 +19,7 @@ import * as _ from 'lodash';
 import { constants } from '../constants';
 import {
     CalldataInfo,
+    ExchangeProxyContractOpts,
     MarketBuySwapQuote,
     MarketOperation,
     MarketSellSwapQuote,
@@ -41,6 +43,7 @@ export class ExchangeProxySwapQuoteConsumer implements SwapQuoteConsumerBase {
         wethTransformer: number;
         payTakerTransformer: number;
         fillQuoteTransformer: number;
+        affiliateFeeTransformer: number;
     };
 
     private readonly _transformFeature: ITransformERC20Contract;
@@ -70,6 +73,10 @@ export class ExchangeProxySwapQuoteConsumer implements SwapQuoteConsumerBase {
                 contractAddresses.transformers.fillQuoteTransformer,
                 contractAddresses.exchangeProxyTransformerDeployer,
             ),
+            affiliateFeeTransformer: findTransformerNonce(
+                contractAddresses.transformers.affiliateFeeTransformer,
+                contractAddresses.exchangeProxyTransformerDeployer,
+            ),
         };
     }
 
@@ -78,14 +85,11 @@ export class ExchangeProxySwapQuoteConsumer implements SwapQuoteConsumerBase {
         opts: Partial<SwapQuoteGetOutputOpts> = {},
     ): Promise<CalldataInfo> {
         assert.isValidSwapQuote('quote', quote);
-        const { isFromETH, isToETH } = {
+        // tslint:disable-next-line:no-object-literal-type-assertion
-            ...constants.DEFAULT_FORWARDER_SWAP_QUOTE_GET_OPTS,
+        const { affiliateFee, isFromETH, isToETH } = {
-            extensionContractOpts: {
+            ...constants.DEFAULT_EXCHANGE_PROXY_EXTENSION_CONTRACT_OPTS,
-                isFromETH: false,
+            ...opts.extensionContractOpts,
-                isToETH: false,
+        } as ExchangeProxyContractOpts;
-            },
-            ...opts,
-        }.extensionContractOpts;
 
         const sellToken = getTokenFromAssetData(quote.takerAssetData);
         const buyToken = getTokenFromAssetData(quote.makerAssetData);
@@ -129,6 +133,28 @@ export class ExchangeProxySwapQuoteConsumer implements SwapQuoteConsumerBase {
             });
         }
 
+        // This transformer pays affiliate fees.
+        const { buyTokenFeeAmount, sellTokenFeeAmount, recipient: feeRecipient } = affiliateFee;
+
+        if (buyTokenFeeAmount.isGreaterThan(0) && feeRecipient !== NULL_ADDRESS) {
+            transforms.push({
+                deploymentNonce: this.transformerNonces.affiliateFeeTransformer,
+                data: encodeAffiliateFeeTransformerData({
+                    fees: [
+                        {
+                            token: isToETH ? ETH_TOKEN_ADDRESS : buyToken,
+                            amount: buyTokenFeeAmount,
+                            recipient: feeRecipient,
+                        },
+                    ],
+                }),
+            });
+        }
+
+        if (sellTokenFeeAmount.isGreaterThan(0) && feeRecipient !== NULL_ADDRESS) {
+            throw new Error('Affiliate fees denominated in sell token are not yet supported');
+        }
+
         // The final transformer will send all funds to the taker.
         transforms.push({
             deploymentNonce: this.transformerNonces.payTakerTransformer,
@@ -138,12 +164,13 @@ export class ExchangeProxySwapQuoteConsumer implements SwapQuoteConsumerBase {
             }),
         });
 
+        const minBuyAmount = BigNumber.max(0, quote.worstCaseQuoteInfo.makerAssetAmount.minus(buyTokenFeeAmount));
         const calldataHexString = this._transformFeature
             .transformERC20(
                 isFromETH ? ETH_TOKEN_ADDRESS : sellToken,
                 isToETH ? ETH_TOKEN_ADDRESS : buyToken,
                 sellAmount,
-                quote.worstCaseQuoteInfo.makerAssetAmount,
+                minBuyAmount,
                 transforms,
             )
             .getABIEncodedTransactionData();

packages/asset-swapper/src/types.ts

@@ -124,13 +124,21 @@ export interface ForwarderExtensionContractOpts {
     feeRecipient: string;
 }
 
+export interface AffiliateFee {
+    recipient: string;
+    buyTokenFeeAmount: BigNumber;
+    sellTokenFeeAmount: BigNumber;
+}
+
 /**
  * @param isFromETH Whether the input token is ETH.
  * @param isToETH Whether the output token is ETH.
+ * @param affiliateFee Fee denominated in taker or maker asset to send to specified recipient.
  */
 export interface ExchangeProxyContractOpts {
     isFromETH: boolean;
     isToETH: boolean;
+    affiliateFee: AffiliateFee;
 }
 
 export type SwapQuote = MarketBuySwapQuote | MarketSellSwapQuote;

packages/asset-swapper/src/utils/swap_quote_calculator.ts

@@ -16,13 +16,7 @@ import {
 
 import { MarketOperationUtils } from './market_operation_utils';
 import { convertNativeOrderToFullyFillableOptimizedOrders } from './market_operation_utils/orders';
-import {
+import { FeeSchedule, FillData, GetMarketOrdersOpts, OptimizedMarketOrder } from './market_operation_utils/types';
-    FeeSchedule,
-    FillData,
-    GetMarketOrdersOpts,
-    OptimizedMarketOrder,
-    OptimizedOrdersAndQuoteReport,
-} from './market_operation_utils/types';
 import { isSupportedAssetDataInOrders } from './utils';
 
 import { QuoteReport } from './quote_report_generator';

packages/asset-swapper/test/exchange_proxy_swap_quote_consumer_test.ts

@@ -2,6 +2,7 @@ import { getContractAddressesForChainOrThrow } from '@0x/contract-addresses';
 import { constants as contractConstants, getRandomInteger, Numberish, randomAddress } from '@0x/contracts-test-utils';
 import {
     assetDataUtils,
+    decodeAffiliateFeeTransformerData,
     decodeFillQuoteTransformerData,
     decodePayTakerTransformerData,
     decodeWethTransformerData,
@@ -28,7 +29,7 @@ chaiSetup.configure();
 const expect = chai.expect;
 
 const { NULL_ADDRESS } = constants;
-const { MAX_UINT256 } = contractConstants;
+const { MAX_UINT256, ZERO_AMOUNT } = contractConstants;
 
 // tslint:disable: custom-no-magic-numbers
 
@@ -265,5 +266,37 @@ describe('ExchangeProxySwapQuoteConsumer', () => {
             expect(wethTransformerData.amount).to.bignumber.eq(MAX_UINT256);
             expect(wethTransformerData.token).to.eq(contractAddresses.etherToken);
         });
+        it('Appends an affiliate fee transformer after the fill if a buy token affiliate fee is provided', async () => {
+            const quote = getRandomSellQuote();
+            const affiliateFee = {
+                recipient: randomAddress(),
+                buyTokenFeeAmount: getRandomAmount(),
+                sellTokenFeeAmount: ZERO_AMOUNT,
+            };
+            const callInfo = await consumer.getCalldataOrThrowAsync(quote, {
+                extensionContractOpts: { affiliateFee },
+            });
+            const callArgs = callDataEncoder.decode(callInfo.calldataHexString) as CallArgs;
+            expect(callArgs.transformations[1].deploymentNonce.toNumber()).to.eq(
+                consumer.transformerNonces.affiliateFeeTransformer,
+            );
+            const affiliateFeeTransformerData = decodeAffiliateFeeTransformerData(callArgs.transformations[1].data);
+            expect(affiliateFeeTransformerData.fees).to.deep.equal([
+                { token: MAKER_TOKEN, amount: affiliateFee.buyTokenFeeAmount, recipient: affiliateFee.recipient },
+            ]);
+        });
+        it('Throws if a sell token affiliate fee is provided', async () => {
+            const quote = getRandomSellQuote();
+            const affiliateFee = {
+                recipient: randomAddress(),
+                buyTokenFeeAmount: ZERO_AMOUNT,
+                sellTokenFeeAmount: getRandomAmount(),
+            };
+            expect(
+                consumer.getCalldataOrThrowAsync(quote, {
+                    extensionContractOpts: { affiliateFee },
+                }),
+            ).to.eventually.be.rejectedWith('Affiliate fees denominated in sell token are not yet supported');
+        });
     });
 });

packages/order-utils/src/transformer_data_encoders.ts

@@ -183,5 +183,5 @@ export function encodeAffiliateFeeTransformerData(data: AffiliateFeeTransformerD
  * ABI-decode a `AffiliateFeeTransformer.TransformData` type.
  */
 export function decodeAffiliateFeeTransformerData(encoded: string): AffiliateFeeTransformerData {
-    return affiliateFeeTransformerDataEncoder.decode(encoded).data;
+    return affiliateFeeTransformerDataEncoder.decode(encoded);
 }