Add changes for the feature flag

packages/asset-swapper/src/constants.ts

@@ -122,3 +122,5 @@ export const constants = {
     DEFAULT_INFO_LOGGER,
     DEFAULT_WARNING_LOGGER,
 };
+
+export const ENABLE_PRICE_AWARE_RFQ: boolean = false;

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 { constants } from './constants';
+import { constants, ENABLE_PRICE_AWARE_RFQ } from './constants';
 import {
     CalculateSwapQuoteOpts,
     LiquidityForTakerMakerAssetDataPair,
@@ -696,6 +696,31 @@ export class SwapQuoter {
             opts.rfqt = undefined;
         }
 
+        if (
+            !ENABLE_PRICE_AWARE_RFQ && // Price-aware RFQ is disabled.
+            opts.rfqt && // This is an RFQT-enabled API request
+            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
+            sourceFilters.isAllowed(ERC20BridgeSource.Native) // Native liquidity is not excluded
+        ) {
+            if (!opts.rfqt.takerAddress || opts.rfqt.takerAddress === constants.NULL_ADDRESS) {
+                throw new Error('RFQ-T requests must specify a taker address');
+            }
+            orderBatchPromises.push(
+                quoteRequestor
+                    .requestRfqtFirmQuotesAsync(
+                        makerAssetData,
+                        takerAssetData,
+                        assetFillAmount,
+                        marketOperation,
+                        undefined,
+                        opts.rfqt,
+                    )
+                    .then(firmQuotes => firmQuotes.map(quote => quote.signedOrder)),
+            );
+        }
+
         const orderBatches: SignedOrder[][] = await Promise.all(orderBatchPromises);
         const unsortedOrders: SignedOrder[] = orderBatches.reduce((_orders, batch) => _orders.concat(...batch), []);
         const orders = sortingUtils.sortOrders(unsortedOrders);

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

@@ -4,6 +4,7 @@ import { RFQTIndicativeQuote } from '@0x/quote-server';
 import { SignedOrder } from '@0x/types';
 import { BigNumber, NULL_ADDRESS } from '@0x/utils';
 import * as _ from 'lodash';
+import { ENABLE_PRICE_AWARE_RFQ } from '../../constants';
 
 import { MarketOperation, Omit } from '../../types';
 import { QuoteRequestor } from '../quote_requestor';
@@ -216,6 +217,17 @@ export class MarketOperationUtils {
             ),
         );
 
+        const rfqtPromise = !ENABLE_PRICE_AWARE_RFQ && quoteSourceFilters.isAllowed(ERC20BridgeSource.Native)
+            ? getRfqtIndicativeQuotesAsync(
+                  nativeOrders[0].makerAssetData,
+                  nativeOrders[0].takerAssetData,
+                  MarketOperation.Sell,
+                  takerAmount,
+                  undefined,
+                  _opts,
+              )
+            : Promise.resolve([]);
+
         const offChainBalancerPromise = sampleBalancerOffChain
             ? this._sampler.getBalancerSellQuotesOffChainAsync(makerToken, takerToken, sampleAmounts)
             : Promise.resolve([]);
@@ -230,11 +242,13 @@ export class MarketOperationUtils {
 
         const [
             [tokenDecimals, orderFillableAmounts, ethToMakerAssetRate, ethToTakerAssetRate, dexQuotes, twoHopQuotes],
+            rfqtIndicativeQuotes,
             offChainBalancerQuotes,
             offChainCreamQuotes,
             offChainBancorQuotes,
         ] = await Promise.all([
             samplerPromise,
+            rfqtPromise,
             offChainBalancerPromise,
             offChainCreamPromise,
             offChainBancorPromise,
@@ -251,7 +265,7 @@ export class MarketOperationUtils {
             orderFillableAmounts,
             ethToOutputRate: ethToMakerAssetRate,
             ethToInputRate: ethToTakerAssetRate,
-            rfqtIndicativeQuotes: [],
+            rfqtIndicativeQuotes,
             twoHopQuotes,
             quoteSourceFilters,
             makerTokenDecimals: makerTokenDecimals.toNumber(),
@@ -350,7 +364,16 @@ export class MarketOperationUtils {
                 this._liquidityProviderRegistry,
             ),
         );
-
+        const rfqtPromise = !ENABLE_PRICE_AWARE_RFQ && quoteSourceFilters.isAllowed(ERC20BridgeSource.Native)
+            ? getRfqtIndicativeQuotesAsync(
+                  nativeOrders[0].makerAssetData,
+                  nativeOrders[0].takerAssetData,
+                  MarketOperation.Buy,
+                  makerAmount,
+                  undefined,
+                  _opts,
+              )
+            : Promise.resolve([]);
         const offChainBalancerPromise = sampleBalancerOffChain
             ? this._sampler.getBalancerBuyQuotesOffChainAsync(makerToken, takerToken, sampleAmounts)
             : Promise.resolve([]);
@@ -361,9 +384,10 @@ export class MarketOperationUtils {
 
         const [
             [tokenDecimals, orderFillableAmounts, ethToMakerAssetRate, ethToTakerAssetRate, dexQuotes, twoHopQuotes],
+            rfqtIndicativeQuotes,
             offChainBalancerQuotes,
             offChainCreamQuotes,
-        ] = await Promise.all([samplerPromise, offChainBalancerPromise, offChainCreamPromise]);
+        ] = await Promise.all([samplerPromise, rfqtPromise, offChainBalancerPromise, offChainCreamPromise]);
         // Attach the MultiBridge address to the sample fillData
         (dexQuotes.find(quotes => quotes[0] && quotes[0].source === ERC20BridgeSource.MultiBridge) || []).forEach(
             q => (q.fillData = { poolAddress: this._multiBridge }),
@@ -379,7 +403,7 @@ export class MarketOperationUtils {
             orderFillableAmounts,
             ethToOutputRate: ethToTakerAssetRate,
             ethToInputRate: ethToMakerAssetRate,
-            rfqtIndicativeQuotes: [],
+            rfqtIndicativeQuotes,
             twoHopQuotes,
             quoteSourceFilters,
             makerTokenDecimals: makerTokenDecimals.toNumber(),
@@ -651,7 +675,7 @@ export class MarketOperationUtils {
 
         // If RFQ liquidity is enabled, make a request to check RFQ liquidity
         const { rfqt } = _opts;
-        if (rfqt && rfqt.quoteRequestor && marketSideLiquidity.quoteSourceFilters.isAllowed(ERC20BridgeSource.Native)) {
+        if (ENABLE_PRICE_AWARE_RFQ && rfqt && rfqt.quoteRequestor && marketSideLiquidity.quoteSourceFilters.isAllowed(ERC20BridgeSource.Native)) {
             // Calculate a suggested price. For now, this is simply the overall price of the aggregation.
             let comparisonPrice: BigNumber | undefined;
             if (optimizerResult) {