Merge pull request #2714 from 0xProject/feat/asset-swapper/rfq-maker-blacklist-logging

asset-swapper: log RFQ maker (un)blacklistings

packages/asset-swapper/src/constants.ts

@@ -1,9 +1,10 @@
-import { BigNumber } from '@0x/utils';
+import { BigNumber, logUtils } from '@0x/utils';
 
 import {
     ExchangeProxyContractOpts,
     ExtensionContractType,
     ForwarderExtensionContractOpts,
+    LogFunction,
     OrderPrunerOpts,
     OrderPrunerPermittedFeeTypes,
     RfqtRequestOpts,
@@ -89,6 +90,11 @@ const DEFAULT_RFQT_REQUEST_OPTS: Partial<RfqtRequestOpts> = {
     makerEndpointMaxResponseTimeMs: 1000,
 };
 
+export const DEFAULT_INFO_LOGGER: LogFunction = (obj, msg) =>
+    logUtils.log(`${msg ? `${msg}: ` : ''}${JSON.stringify(obj)}`);
+export const DEFAULT_WARNING_LOGGER: LogFunction = (obj, msg) =>
+    logUtils.warn(`${msg ? `${msg}: ` : ''}${JSON.stringify(obj)}`);
+
 export const constants = {
     ETH_GAS_STATION_API_URL,
     PROTOCOL_FEE_MULTIPLIER,
@@ -113,4 +119,6 @@ export const constants = {
     PROTOCOL_FEE_UTILS_POLLING_INTERVAL_IN_MS,
     MARKET_UTILS_AMOUNT_BUFFER_PERCENTAGE,
     BRIDGE_ASSET_DATA_PREFIX: '0xdc1600f3',
+    DEFAULT_INFO_LOGGER,
+    DEFAULT_WARNING_LOGGER,
 };

packages/asset-swapper/src/types.ts

@@ -9,7 +9,6 @@ import {
     TokenAdjacencyGraph,
 } from './utils/market_operation_utils/types';
 import { QuoteReport } from './utils/quote_report_generator';
-import { LogFunction } from './utils/quote_requestor';
 
 /**
  * expiryBufferMs: The number of seconds to add when calculating whether an order is expired or not. Defaults to 300s (5m).
@@ -273,7 +272,7 @@ export interface RfqtMakerAssetOfferings {
     [endpoint: string]: Array<[string, string]>;
 }
 
-export { LogFunction } from './utils/quote_requestor';
+export type LogFunction = (obj: object, msg?: string, ...args: any[]) => void;
 
 export interface SwapQuoterRfqtOpts {
     takerApiKeyWhitelist: string[];

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

@@ -2,13 +2,13 @@ import { schemas, SchemaValidator } from '@0x/json-schemas';
 import { assetDataUtils, orderCalculationUtils, SignedOrder } from '@0x/order-utils';
 import { RFQTFirmQuote, RFQTIndicativeQuote, TakerRequest } from '@0x/quote-server';
 import { ERC20AssetData } from '@0x/types';
-import { BigNumber, logUtils } from '@0x/utils';
+import { BigNumber } from '@0x/utils';
 import Axios, { AxiosInstance } from 'axios';
 import { Agent as HttpAgent } from 'http';
 import { Agent as HttpsAgent } from 'https';
 
 import { constants } from '../constants';
-import { MarketOperation, RfqtMakerAssetOfferings, RfqtRequestOpts } from '../types';
+import { LogFunction, MarketOperation, RfqtMakerAssetOfferings, RfqtRequestOpts } from '../types';
 
 import { ONE_SECOND_MS } from './market_operation_utils/constants';
 import { RfqMakerBlacklist } from './rfq_maker_blacklist';
@@ -107,20 +107,18 @@ function convertIfAxiosError(error: any): Error | object /* axios' .d.ts has Axi
     }
 }
 
-export type LogFunction = (obj: object, msg?: string, ...args: any[]) => void;
-
 export class QuoteRequestor {
     private readonly _schemaValidator: SchemaValidator = new SchemaValidator();
     private readonly _orderSignatureToMakerUri: { [orderSignature: string]: string } = {};
 
     constructor(
         private readonly _rfqtAssetOfferings: RfqtMakerAssetOfferings,
-        private readonly _warningLogger: LogFunction = (obj, msg) =>
+        private readonly _warningLogger: LogFunction = constants.DEFAULT_WARNING_LOGGER,
-            logUtils.warn(`${msg ? `${msg}: ` : ''}${JSON.stringify(obj)}`),
+        private readonly _infoLogger: LogFunction = constants.DEFAULT_INFO_LOGGER,
-        private readonly _infoLogger: LogFunction = (obj, msg) =>
-            logUtils.log(`${msg ? `${msg}: ` : ''}${JSON.stringify(obj)}`),
         private readonly _expiryBufferMs: number = constants.DEFAULT_SWAP_QUOTER_OPTS.expiryBufferMs,
-    ) {}
+    ) {
+        rfqMakerBlacklist.infoLogger = this._infoLogger;
+    }
 
     public async requestRfqtFirmQuotesAsync(
         makerAssetData: string,
@@ -395,7 +393,7 @@ export class QuoteRequestor {
                                 },
                             },
                         });
-                        rfqMakerBlacklist.logTimeoutOrLackThereof(url, latencyMs > maxResponseTimeMs);
+                        rfqMakerBlacklist.logTimeoutOrLackThereof(url, latencyMs >= maxResponseTimeMs);
                         result.push({ response: response.data, makerUri: url });
                     } catch (err) {
                         const latencyMs = Date.now() - timeBeforeAwait;
@@ -411,7 +409,7 @@ export class QuoteRequestor {
                                 },
                             },
                         });
-                        rfqMakerBlacklist.logTimeoutOrLackThereof(url, latencyMs > maxResponseTimeMs);
+                        rfqMakerBlacklist.logTimeoutOrLackThereof(url, latencyMs >= maxResponseTimeMs);
                         this._warningLogger(
                             convertIfAxiosError(err),
                             `Failed to get RFQ-T ${quoteType} quote from market maker endpoint ${url} for API key ${

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

@@ -4,11 +4,16 @@
  */
 
 import { constants } from '../constants';
+import { LogFunction } from '../types';
 
 export class RfqMakerBlacklist {
     private readonly _makerTimeoutStreakLength: { [makerUrl: string]: number } = {};
     private readonly _makerBlacklistedUntilDate: { [makerUrl: string]: number } = {};
-    constructor(private readonly _blacklistDurationMinutes: number, private readonly _timeoutStreakThreshold: number) {}
+    constructor(
+        private readonly _blacklistDurationMinutes: number,
+        private readonly _timeoutStreakThreshold: number,
+        public infoLogger: LogFunction = constants.DEFAULT_INFO_LOGGER,
+    ) {}
     public logTimeoutOrLackThereof(makerUrl: string, didTimeout: boolean): void {
         if (!this._makerTimeoutStreakLength.hasOwnProperty(makerUrl)) {
             this._makerTimeoutStreakLength[makerUrl] = 0;
@@ -16,8 +21,12 @@ export class RfqMakerBlacklist {
         if (didTimeout) {
             this._makerTimeoutStreakLength[makerUrl] += 1;
             if (this._makerTimeoutStreakLength[makerUrl] === this._timeoutStreakThreshold) {
-                this._makerBlacklistedUntilDate[makerUrl] =
+                const blacklistEnd = Date.now() + this._blacklistDurationMinutes * constants.ONE_MINUTE_MS;
-                    Date.now() + this._blacklistDurationMinutes * constants.ONE_MINUTE_MS;
+                this._makerBlacklistedUntilDate[makerUrl] = blacklistEnd;
+                this.infoLogger(
+                    { makerUrl, blacklistedUntil: new Date(blacklistEnd).toISOString() },
+                    'maker blacklisted',
+                );
             }
         } else {
             this._makerTimeoutStreakLength[makerUrl] = 0;
@@ -27,6 +36,7 @@ export class RfqMakerBlacklist {
         const now = Date.now();
         if (now > this._makerBlacklistedUntilDate[makerUrl]) {
             delete this._makerBlacklistedUntilDate[makerUrl];
+            this.infoLogger({ makerUrl }, 'maker unblacklisted');
         }
         return this._makerBlacklistedUntilDate[makerUrl] > now;
     }