fix: Changed price-aware RFQ flag to be a argument parameter (#13)

* Changed price-aware RFQ flag to be a argument parameter

* prettified tests

* lint

packages/asset-swapper/src/constants.ts

@@ -89,6 +89,7 @@ const DEFAULT_SWAP_QUOTE_REQUEST_OPTS: SwapQuoteRequestOpts = {
 
 const DEFAULT_RFQT_REQUEST_OPTS: Partial<RfqtRequestOpts> = {
     makerEndpointMaxResponseTimeMs: 1000,
+    isPriceAwareRFQEnabled: false,
 };
 
 export const DEFAULT_INFO_LOGGER: LogFunction = (obj, msg) =>

packages/asset-swapper/src/swap_quoter.ts

@@ -8,7 +8,7 @@ import { BlockParamLiteral, SupportedProvider, ZeroExProvider } from 'ethereum-t
 import * as _ from 'lodash';
 
 import { artifacts } from './artifacts';
-import { BRIDGE_ADDRESSES_BY_CHAIN, constants, IS_PRICE_AWARE_RFQ_ENABLED } from './constants';
+import { BRIDGE_ADDRESSES_BY_CHAIN, constants } from './constants';
 import {
     AssetSwapperContractAddresses,
     CalculateSwapQuoteOpts,
@@ -701,8 +701,8 @@ export class SwapQuoter {
         }
 
         if (
-            !IS_PRICE_AWARE_RFQ_ENABLED && // Price-aware RFQ is disabled.
             opts.rfqt && // This is an RFQT-enabled API request
+            !opts.rfqt.isPriceAwareRFQEnabled && // If Price-aware RFQ is enabled, firm quotes are requested later on in the process.
             opts.rfqt.intentOnFilling && // The requestor is asking for a firm quote
             opts.rfqt.apiKey &&
             this._isApiKeyWhitelisted(opts.rfqt.apiKey) && // A valid API key was provided

packages/asset-swapper/src/types.ts

@@ -251,6 +251,17 @@ export interface RfqtRequestOpts {
     isIndicative?: boolean;
     makerEndpointMaxResponseTimeMs?: number;
     nativeExclusivelyRFQT?: boolean;
+
+    /**
+     * This feature flag allows us to merge the price-aware RFQ pricing
+     * project while still controlling when to activate the feature. We plan to do some
+     * data analysis work and address some of the issues with maker fillable amounts
+     * in later milestones. Once the feature is fully rolled out and is providing value
+     * and we have assessed that there is no user impact, we will proceed in cleaning up
+     * the feature flag.  When that time comes, follow this PR to "undo" the feature flag:
+     * https://github.com/0xProject/0x-monorepo/pull/2735
+     */
+    isPriceAwareRFQEnabled?: boolean;
 }
 
 /**

packages/asset-swapper/src/utils/market_operation_utils/index.ts

@@ -4,7 +4,6 @@ import { BigNumber, NULL_ADDRESS } from '@0x/utils';
 import { Web3Wrapper } from '@0x/web3-wrapper';
 import * as _ from 'lodash';
 
-import { IS_PRICE_AWARE_RFQ_ENABLED } from '../../constants';
 import { AssetSwapperContractAddresses, MarketOperation, Omit } from '../../types';
 import { QuoteRequestor } from '../quote_requestor';
 
@@ -216,8 +215,9 @@ export class MarketOperationUtils {
             ),
         );
 
+        const isPriceAwareRfqEnabled = _opts.rfqt && _opts.rfqt.isPriceAwareRFQEnabled;
         const rfqtPromise =
-            !IS_PRICE_AWARE_RFQ_ENABLED && quoteSourceFilters.isAllowed(ERC20BridgeSource.Native)
+            !isPriceAwareRfqEnabled && quoteSourceFilters.isAllowed(ERC20BridgeSource.Native)
                 ? getRfqtIndicativeQuotesAsync(
                       nativeOrders[0].makerAssetData,
                       nativeOrders[0].takerAssetData,
@@ -364,8 +364,9 @@ export class MarketOperationUtils {
                 this._liquidityProviderRegistry,
             ),
         );
+        const isPriceAwareRfqEnabled = _opts.rfqt && _opts.rfqt.isPriceAwareRFQEnabled;
         const rfqtPromise =
-            !IS_PRICE_AWARE_RFQ_ENABLED && quoteSourceFilters.isAllowed(ERC20BridgeSource.Native)
+            !isPriceAwareRfqEnabled && quoteSourceFilters.isAllowed(ERC20BridgeSource.Native)
                 ? getRfqtIndicativeQuotesAsync(
                       nativeOrders[0].makerAssetData,
                       nativeOrders[0].takerAssetData,
@@ -677,8 +678,8 @@ export class MarketOperationUtils {
         // If RFQ liquidity is enabled, make a request to check RFQ liquidity
         const { rfqt } = _opts;
         if (
-            IS_PRICE_AWARE_RFQ_ENABLED &&
             rfqt &&
+            rfqt.isPriceAwareRFQEnabled &&
             rfqt.quoteRequestor &&
             marketSideLiquidity.quoteSourceFilters.isAllowed(ERC20BridgeSource.Native)
         ) {

packages/asset-swapper/test/market_operation_utils_test.ts

@@ -17,7 +17,6 @@ import * as _ from 'lodash';
 import * as TypeMoq from 'typemoq';
 
 import { MarketOperation, QuoteRequestor, RfqtRequestOpts, SignedOrderWithFillableAmounts } from '../src';
-import { IS_PRICE_AWARE_RFQ_ENABLED } from '../src/constants';
 import { getRfqtIndicativeQuotesAsync, MarketOperationUtils } from '../src/utils/market_operation_utils/';
 import { BalancerPoolsCache } from '../src/utils/market_operation_utils/balancer_utils';
 import {
@@ -746,10 +745,7 @@ describe('MarketOperationUtils tests', () => {
                 }
             });
 
-            it(
+            it('getMarketSellOrdersAsync() optimizer will be called once only if price-aware RFQ is disabled', async () => {
-                'getMarketSellOrdersAsync() optimizer will be called once only if RFQ if not defined',
-                IS_PRICE_AWARE_RFQ_ENABLED
-                    ? async () => {
                 const mockedMarketOpUtils = TypeMoq.Mock.ofType(
                     MarketOperationUtils,
                     TypeMoq.MockBehavior.Loose,
@@ -767,28 +763,14 @@ describe('MarketOperationUtils tests', () => {
                     .verifiable(TypeMoq.Times.once());
 
                 const totalAssetAmount = ORDERS.map(o => o.takerAssetAmount).reduce((a, b) => a.plus(b));
-                          await mockedMarketOpUtils.object.getMarketSellOrdersAsync(
+                await mockedMarketOpUtils.object.getMarketSellOrdersAsync(ORDERS, totalAssetAmount, DEFAULT_OPTS);
-                              ORDERS,
-                              totalAssetAmount,
-                              DEFAULT_OPTS,
-                          );
                 mockedMarketOpUtils.verifyAll();
-                      }
+            });
-                    : undefined,
-            );
 
-            it(
+            it('optimizer will send in a comparison price to RFQ providers', async () => {
-                'optimizer will send in a comparison price to RFQ providers',
-                IS_PRICE_AWARE_RFQ_ENABLED
-                    ? async () => {
                 // Set up mocked quote requestor, will return an order that is better
                 // than the best of the orders.
-                          const mockedQuoteRequestor = TypeMoq.Mock.ofType(
+                const mockedQuoteRequestor = TypeMoq.Mock.ofType(QuoteRequestor, TypeMoq.MockBehavior.Loose, false, {});
-                              QuoteRequestor,
-                              TypeMoq.MockBehavior.Loose,
-                              false,
-                              {},
-                          );
 
                 let requestedComparisonPrice: BigNumber | undefined;
                 mockedQuoteRequestor
@@ -839,11 +821,7 @@ describe('MarketOperationUtils tests', () => {
                 mockedMarketOpUtils.callBase = true;
                 mockedMarketOpUtils
                     .setup(mou =>
-                                  mou.getMarketSellLiquidityAsync(
+                        mou.getMarketSellLiquidityAsync(TypeMoq.It.isAny(), TypeMoq.It.isAny(), TypeMoq.It.isAny()),
-                                      TypeMoq.It.isAny(),
-                                      TypeMoq.It.isAny(),
-                                      TypeMoq.It.isAny(),
-                                  ),
                     )
                     .returns(async () => {
                         return {
@@ -880,9 +858,9 @@ describe('MarketOperationUtils tests', () => {
                             apiKey: 'foo',
                             takerAddress: randomAddress(),
                             intentOnFilling: true,
+                            isPriceAwareRFQEnabled: true,
                             quoteRequestor: {
-                                          requestRfqtFirmQuotesAsync:
+                                requestRfqtFirmQuotesAsync: mockedQuoteRequestor.object.requestRfqtFirmQuotesAsync,
-                                              mockedQuoteRequestor.object.requestRfqtFirmQuotesAsync,
                             } as any,
                         },
                     },
@@ -892,14 +870,9 @@ describe('MarketOperationUtils tests', () => {
                 expect(requestedComparisonPrice!.toString()).to.eql('320');
                 expect(result.optimizedOrders[0].makerAssetAmount.toString()).to.eql('321000000');
                 expect(result.optimizedOrders[0].takerAssetAmount.toString()).to.eql('1000000000000000000');
-                      }
+            });
-                    : undefined,
-            );
 
-            it(
+            it('getMarketSellOrdersAsync() will not rerun the optimizer if no orders are returned', async () => {
-                'getMarketSellOrdersAsync() will not rerun the optimizer if no orders are returned',
-                IS_PRICE_AWARE_RFQ_ENABLED
-                    ? async () => {
                 // Ensure that `_generateOptimizedOrdersAsync` is only called once
                 const mockedMarketOpUtils = TypeMoq.Mock.ofType(
                     MarketOperationUtils,
@@ -925,6 +898,7 @@ describe('MarketOperationUtils tests', () => {
                         apiKey: 'foo',
                         takerAddress: randomAddress(),
                         intentOnFilling: true,
+                        isPriceAwareRFQEnabled: true,
                         quoteRequestor: {
                             requestRfqtFirmQuotesAsync: requestor.object.requestRfqtFirmQuotesAsync,
                         } as any,
@@ -932,19 +906,10 @@ describe('MarketOperationUtils tests', () => {
                 });
                 mockedMarketOpUtils.verifyAll();
                 requestor.verifyAll();
-                      }
+            });
-                    : undefined,
-            );
 
-            it(
+            it('getMarketSellOrdersAsync() will rerun the optimizer if one or more indicative are returned', async () => {
-                'getMarketSellOrdersAsync() will rerun the optimizer if one or more indicative are returned',
+                const requestor = getMockedQuoteRequestor('indicative', [ORDERS[0], ORDERS[1]], TypeMoq.Times.once());
-                IS_PRICE_AWARE_RFQ_ENABLED
-                    ? async () => {
-                          const requestor = getMockedQuoteRequestor(
-                              'indicative',
-                              [ORDERS[0], ORDERS[1]],
-                              TypeMoq.Times.once(),
-                          );
 
                 const numOrdersInCall: number[] = [];
                 const numIndicativeQuotesInCall: number[] = [];
@@ -976,11 +941,11 @@ describe('MarketOperationUtils tests', () => {
                         rfqt: {
                             isIndicative: true,
                             apiKey: 'foo',
+                            isPriceAwareRFQEnabled: true,
                             takerAddress: randomAddress(),
                             intentOnFilling: true,
                             quoteRequestor: {
-                                          requestRfqtIndicativeQuotesAsync:
+                                requestRfqtIndicativeQuotesAsync: requestor.object.requestRfqtIndicativeQuotesAsync,
-                                              requestor.object.requestRfqtIndicativeQuotesAsync,
                             } as any,
                         },
                     },
@@ -998,14 +963,9 @@ describe('MarketOperationUtils tests', () => {
                 expect(numIndicativeQuotesInCall.length).to.eql(2);
                 expect(numIndicativeQuotesInCall[0]).to.eql(0);
                 expect(numIndicativeQuotesInCall[1]).to.eql(2);
-                      }
+            });
-                    : undefined,
-            );
 
-            it(
+            it('getMarketSellOrdersAsync() will rerun the optimizer if one or more RFQ orders are returned', async () => {
-                'getMarketSellOrdersAsync() will rerun the optimizer if one or more RFQ orders are returned',
-                IS_PRICE_AWARE_RFQ_ENABLED
-                    ? async () => {
                 const requestor = getMockedQuoteRequestor('firm', [ORDERS[0]], TypeMoq.Times.once());
 
                 // Ensure that `_generateOptimizedOrdersAsync` is only called once
@@ -1040,6 +1000,7 @@ describe('MarketOperationUtils tests', () => {
                             apiKey: 'foo',
                             takerAddress: randomAddress(),
                             intentOnFilling: true,
+                            isPriceAwareRFQEnabled: true,
                             quoteRequestor: {
                                 requestRfqtFirmQuotesAsync: requestor.object.requestRfqtFirmQuotesAsync,
                             } as any,
@@ -1054,21 +1015,12 @@ describe('MarketOperationUtils tests', () => {
                 // The first call to optimizer was with an extra RFQ order.
                 expect(numOrdersInCall[0]).to.eql(2);
                 expect(numOrdersInCall[1]).to.eql(3);
-                      }
+            });
-                    : undefined,
-            );
 
-            it(
+            it('getMarketSellOrdersAsync() will not raise a NoOptimalPath error if no initial path was found during on-chain DEX optimization, but a path was found after RFQ optimization', async () => {
-                'getMarketSellOrdersAsync() will not raise a NoOptimalPath error if no initial path was found during on-chain DEX optimization, but a path was found after RFQ optimization',
-                IS_PRICE_AWARE_RFQ_ENABLED
-                    ? async () => {
                 let hasFirstOptimizationRun = false;
                 let hasSecondOptimizationRun = false;
-                          const requestor = getMockedQuoteRequestor(
+                const requestor = getMockedQuoteRequestor('firm', [ORDERS[0], ORDERS[1]], TypeMoq.Times.once());
-                              'firm',
-                              [ORDERS[0], ORDERS[1]],
-                              TypeMoq.Times.once(),
-                          );
 
                 const mockedMarketOpUtils = TypeMoq.Mock.ofType(
                     MarketOperationUtils,
@@ -1104,6 +1056,7 @@ describe('MarketOperationUtils tests', () => {
                             isIndicative: false,
                             apiKey: 'foo',
                             takerAddress: randomAddress(),
+                            isPriceAwareRFQEnabled: true,
                             intentOnFilling: true,
                             quoteRequestor: {
                                 requestRfqtFirmQuotesAsync: requestor.object.requestRfqtFirmQuotesAsync,
@@ -1116,9 +1069,7 @@ describe('MarketOperationUtils tests', () => {
 
                 expect(hasFirstOptimizationRun).to.eql(true);
                 expect(hasSecondOptimizationRun).to.eql(true);
-                      }
+            });
-                    : undefined,
-            );
 
             it('getMarketSellOrdersAsync() will raise a NoOptimalPath error if no path was found during on-chain DEX optimization and RFQ optimization', async () => {
                 const mockedMarketOpUtils = TypeMoq.Mock.ofType(