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Add changes for the feature flag

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This commit is contained in:
Daniel Pyrathon 2020-10-19 16:58:45 -07:00
parent 4b508d255d
commit a03d0800b0
3 changed files with 57 additions and 6 deletions
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2
packages/asset-swapper/src/constants.ts
View File

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

27
packages/asset-swapper/src/swap_quoter.ts
View File

@ -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);

34
packages/asset-swapper/src/utils/market_operation_utils/index.ts
View File

@ -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) {