asset-swapper: Quote report pass back optional fill data (#2702)

* ADDS quote report: pass back optional fill data for dex samples

* ADDS return fillData for Multihop in quote report

* FIXES quote report generator tests handle passing back fillData

* FIXES typing multi hop report source will always have fillData

* ADDS asset-swapper CHANGELOG entry

packages/asset-swapper/CHANGELOG.json

@@ -121,6 +121,10 @@
             {
                 "note": "Added `Curve` Tripool",
                 "pr": 2708
+            },
+            {
+                "note": "Pass back fillData from quote reporter",
+                "pr": 2702
             }
         ]
     },

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

@@ -8,6 +8,7 @@ import {
     CollapsedFill,
     DexSample,
     ERC20BridgeSource,
+    FillData,
     MultiHopFillData,
     NativeCollapsedFill,
 } from './market_operation_utils/types';
@@ -17,6 +18,7 @@ export interface BridgeReportSource {
     liquiditySource: Exclude<ERC20BridgeSource, ERC20BridgeSource.Native>;
     makerAmount: BigNumber;
     takerAmount: BigNumber;
+    fillData?: FillData;
 }
 
 export interface MultiHopReportSource {
@@ -24,6 +26,7 @@ export interface MultiHopReportSource {
     makerAmount: BigNumber;
     takerAmount: BigNumber;
     hopSources: ERC20BridgeSource[];
+    fillData: FillData;
 }
 
 interface NativeReportSourceBase {
@@ -120,12 +123,14 @@ function _dexSampleToReportSource(ds: DexSample, marketOperation: MarketOperatio
             makerAmount: ds.input,
             takerAmount: ds.output,
             liquiditySource,
+            fillData: ds.fillData,
         };
     } else if (marketOperation === MarketOperation.Sell) {
         return {
             makerAmount: ds.output,
             takerAmount: ds.input,
             liquiditySource,
+            fillData: ds.fillData,
         };
     } else {
         throw new Error(`Unexpected marketOperation ${marketOperation}`);
@@ -144,6 +149,7 @@ function _multiHopSampleToReportSource(
             liquiditySource: ERC20BridgeSource.MultiHop,
             makerAmount: ds.input,
             takerAmount: ds.output,
+            fillData: ds.fillData!,
             hopSources: [firstHop.source, secondHop.source],
         };
     } else if (marketOperation === MarketOperation.Sell) {
@@ -151,6 +157,7 @@ function _multiHopSampleToReportSource(
             liquiditySource: ERC20BridgeSource.MultiHop,
             makerAmount: ds.output,
             takerAmount: ds.input,
+            fillData: ds.fillData!,
             hopSources: [firstHop.source, secondHop.source],
         };
     } else {

packages/asset-swapper/test/quote_report_generator_test.ts

@@ -56,21 +56,25 @@ describe('generateQuoteReport', async () => {
             source: ERC20BridgeSource.Kyber,
             input: new BigNumber(10000),
             output: new BigNumber(10001),
+            fillData: {},
         };
         const kyberSample2: DexSample = {
             source: ERC20BridgeSource.Kyber,
             input: new BigNumber(10003),
             output: new BigNumber(10004),
+            fillData: {},
         };
         const uniswapSample1: DexSample = {
             source: ERC20BridgeSource.UniswapV2,
             input: new BigNumber(10003),
             output: new BigNumber(10004),
+            fillData: {},
         };
         const uniswapSample2: DexSample = {
             source: ERC20BridgeSource.UniswapV2,
             input: new BigNumber(10005),
             output: new BigNumber(10006),
+            fillData: {},
         };
         const dexQuotes: DexSample[] = [kyberSample1, kyberSample2, uniswapSample1, uniswapSample2];
 
@@ -178,21 +182,25 @@ describe('generateQuoteReport', async () => {
             liquiditySource: ERC20BridgeSource.UniswapV2,
             makerAmount: uniswapSample1.output,
             takerAmount: uniswapSample1.input,
+            fillData: {},
         };
         const uniswap2Source: BridgeReportSource = {
             liquiditySource: ERC20BridgeSource.UniswapV2,
             makerAmount: uniswapSample2.output,
             takerAmount: uniswapSample2.input,
+            fillData: {},
         };
         const kyber1Source: BridgeReportSource = {
             liquiditySource: ERC20BridgeSource.Kyber,
             makerAmount: kyberSample1.output,
             takerAmount: kyberSample1.input,
+            fillData: {},
         };
         const kyber2Source: BridgeReportSource = {
             liquiditySource: ERC20BridgeSource.Kyber,
             makerAmount: kyberSample2.output,
             takerAmount: kyberSample2.input,
+            fillData: {},
         };
 
         const expectedSourcesConsidered: QuoteReportSource[] = [
@@ -246,11 +254,13 @@ describe('generateQuoteReport', async () => {
             source: ERC20BridgeSource.Kyber,
             input: new BigNumber(10000),
             output: new BigNumber(10001),
+            fillData: {},
         };
         const uniswapSample1: DexSample = {
             source: ERC20BridgeSource.UniswapV2,
             input: new BigNumber(10003),
             output: new BigNumber(10004),
+            fillData: {},
         };
         const dexQuotes: DexSample[] = [kyberSample1, uniswapSample1];
 
@@ -302,11 +312,13 @@ describe('generateQuoteReport', async () => {
             liquiditySource: ERC20BridgeSource.UniswapV2,
             makerAmount: uniswapSample1.input,
             takerAmount: uniswapSample1.output,
+            fillData: {},
         };
         const kyber1Source: BridgeReportSource = {
             liquiditySource: ERC20BridgeSource.Kyber,
             makerAmount: kyberSample1.input,
             takerAmount: kyberSample1.output,
+            fillData: {},
         };
 
         const expectedSourcesConsidered: QuoteReportSource[] = [
@@ -347,6 +359,7 @@ describe('generateQuoteReport', async () => {
             source: ERC20BridgeSource.Kyber,
             input: new BigNumber(10000),
             output: new BigNumber(10001),
+            fillData: {},
         };
 
         const orderbookOrder1FillableAmount = new BigNumber(1000);
@@ -355,23 +368,25 @@ describe('generateQuoteReport', async () => {
             takerAssetAmount: orderbookOrder1FillableAmount.plus(101),
         });
 
+        const twoHopFillData: MultiHopFillData = {
+            intermediateToken: hexUtils.random(20),
+            firstHopSource: {
+                source: ERC20BridgeSource.Balancer,
+                encodeCall: () => '',
+                handleCallResults: _callResults => [new BigNumber(1337)],
+            },
+            secondHopSource: {
+                source: ERC20BridgeSource.Curve,
+                encodeCall: () => '',
+                handleCallResults: _callResults => [new BigNumber(1337)],
+            },
+        };
+
         const twoHopSample: DexSample<MultiHopFillData> = {
             source: ERC20BridgeSource.MultiHop,
             input: new BigNumber(3005),
             output: new BigNumber(3006),
-            fillData: {
+            fillData: twoHopFillData,
-                intermediateToken: hexUtils.random(20),
-                firstHopSource: {
-                    source: ERC20BridgeSource.Balancer,
-                    encodeCall: () => '',
-                    handleCallResults: _callResults => [new BigNumber(1337)],
-                },
-                secondHopSource: {
-                    source: ERC20BridgeSource.Curve,
-                    encodeCall: () => '',
-                    handleCallResults: _callResults => [new BigNumber(1337)],
-                },
-            },
         };
 
         const orderReport = generateQuoteReport(
@@ -394,12 +409,14 @@ describe('generateQuoteReport', async () => {
             liquiditySource: ERC20BridgeSource.Kyber,
             makerAmount: kyberSample1.output,
             takerAmount: kyberSample1.input,
+            fillData: {},
         };
         const twoHopSource: MultiHopReportSource = {
             liquiditySource: ERC20BridgeSource.MultiHop,
             makerAmount: twoHopSample.output,
             takerAmount: twoHopSample.input,
             hopSources: [ERC20BridgeSource.Balancer, ERC20BridgeSource.Curve],
+            fillData: twoHopFillData,
         };
 
         const expectedSourcesConsidered: QuoteReportSource[] = [kyber1Source, orderbookOrder1Source, twoHopSource];