feat: Extended Quote Report

* Extended Quote report for indicative quote * feat: Only save 'full' quotes on quote report * Unify extended quote report
2021-11-09 13:05:01 -06:00 · 2021-11-09 13:05:01 -06:00 · b7adc5a889
commit b7adc5a889
parent 10b0d7f363
12 changed files with 341 additions and 60 deletions
--- a/packages/asset-swapper/CHANGELOG.json
+++ b/packages/asset-swapper/CHANGELOG.json
@ -1,5 +1,14 @@
 [
    {
+        "version": "16.32.0",
+        "changes": [
+            {
+                "note": "Extended Quote Report",
+                "pr": 361
+            }
+        ],
+        "timestamp": 1636480845
+    },
        "timestamp": 1635903615,
        "version": "16.31.0",
        "changes": [
--- a/packages/asset-swapper/src/index.ts
+++ b/packages/asset-swapper/src/index.ts
@ -162,14 +162,20 @@ export {
 export { ProtocolFeeUtils } from './utils/protocol_fee_utils';
 export {
    BridgeQuoteReportEntry,
+    jsonifyFillData,
    MultiHopQuoteReportEntry,
    NativeLimitOrderQuoteReportEntry,
    NativeRfqOrderQuoteReportEntry,
    QuoteReport,
    QuoteReportEntry,
+    ExtendedQuoteReport,
+    ExtendedQuoteReportSources,
+    ExtendedQuoteReportEntry,
+    ExtendedQuoteReportIndexedEntry,
+    ExtendedQuoteReportIndexedEntryOutbound,
    PriceComparisonsReport,
 } from './utils/quote_report_generator';
-export { QuoteRequestor } from './utils/quote_requestor';
+export { QuoteRequestor, V4RFQIndicativeQuoteMM } from './utils/quote_requestor';
 export { ERC20BridgeSamplerContract, BalanceCheckerContract, FakeTakerContract } from './wrappers';
 import { ERC20BridgeSource } from './utils/market_operation_utils/types';
 export type Native = ERC20BridgeSource.Native;
--- a/packages/asset-swapper/src/swap_quoter.ts
+++ b/packages/asset-swapper/src/swap_quoter.ts
@ -505,6 +505,7 @@ function createSwapQuote(
    const {
        optimizedOrders,
        quoteReport,
+        extendedQuoteReportSources,
        sourceFlags,
        takerAmountPerEth,
        makerAmountPerEth,
@ -532,6 +533,7 @@ function createSwapQuote(
        takerAmountPerEth,
        makerAmountPerEth,
        quoteReport,
+        extendedQuoteReportSources,
        isTwoHop,
        priceComparisonsReport,
    };
--- a/packages/asset-swapper/src/types.ts
+++ b/packages/asset-swapper/src/types.ts
@ -19,7 +19,7 @@ import {
    OptimizedMarketOrder,
    TokenAdjacencyGraph,
 } from './utils/market_operation_utils/types';
-import { PriceComparisonsReport, QuoteReport } from './utils/quote_report_generator';
+import { ExtendedQuoteReportSources, PriceComparisonsReport, QuoteReport } from './utils/quote_report_generator';
 import { MetricsProxy } from './utils/quote_requestor';

 /**
@ -171,6 +171,7 @@ export interface SwapQuoteBase {
    worstCaseQuoteInfo: SwapQuoteInfo;
    sourceBreakdown: SwapQuoteOrdersBreakdown;
    quoteReport?: QuoteReport;
+    extendedQuoteReportSources?: ExtendedQuoteReportSources;
    priceComparisonsReport?: PriceComparisonsReport;
    isTwoHop: boolean;
    makerTokenDecimals: number;
--- a/packages/asset-swapper/src/utils/market_operation_utils/index.ts
+++ b/packages/asset-swapper/src/utils/market_operation_utils/index.ts
@ -18,12 +18,15 @@ import {

 import {
    dexSampleToReportSource,
+    ExtendedQuoteReportSources,
+    generateExtendedQuoteReportSources,
    generateQuoteReport,
    multiHopSampleToReportSource,
    nativeOrderToReportEntry,
    PriceComparisonsReport,
    QuoteReport,
 } from './../quote_report_generator';
+
 import { getComparisonPrices } from './comparison_price';
 import {
    BUY_SOURCE_FILTER_BY_CHAIN_ID,
@ -78,6 +81,25 @@ export class MarketOperationUtils {
        return generateQuoteReport(side, quotes.nativeOrders, liquidityDelivered, comparisonPrice, quoteRequestor);
    }

+    private static _computeExtendedQuoteReportSources(
+        quoteRequestor: QuoteRequestor | undefined,
+        marketSideLiquidity: MarketSideLiquidity,
+        amount: BigNumber,
+        optimizerResult: OptimizerResult,
+        comparisonPrice?: BigNumber | undefined,
+    ): ExtendedQuoteReportSources {
+        const { side, quotes } = marketSideLiquidity;
+        const { liquidityDelivered } = optimizerResult;
+        return generateExtendedQuoteReportSources(
+            side,
+            quotes,
+            liquidityDelivered,
+            amount,
+            comparisonPrice,
+            quoteRequestor,
+        );
+    }
+
    private static _computePriceComparisonsReport(
        quoteRequestor: QuoteRequestor | undefined,
        marketSideLiquidity: MarketSideLiquidity,
@ -702,6 +724,16 @@ export class MarketOperationUtils {
            );
        }

+        // Always compute the Extended Quote Report
+        let extendedQuoteReportSources: ExtendedQuoteReportSources | undefined;
+        extendedQuoteReportSources = MarketOperationUtils._computeExtendedQuoteReportSources(
+            _opts.rfqt ? _opts.rfqt.quoteRequestor : undefined,
+            marketSideLiquidity,
+            amount,
+            optimizerResult,
+            wholeOrderPrice,
+        );
+
        let priceComparisonsReport: PriceComparisonsReport | undefined;
        if (_opts.shouldIncludePriceComparisonsReport) {
            priceComparisonsReport = MarketOperationUtils._computePriceComparisonsReport(
@ -710,7 +742,7 @@ export class MarketOperationUtils {
                wholeOrderPrice,
            );
        }
-        return { ...optimizerResult, quoteReport, priceComparisonsReport };
+        return { ...optimizerResult, quoteReport, extendedQuoteReportSources, priceComparisonsReport };
    }

    private async _refreshPoolCacheIfRequiredAsync(takerToken: string, makerToken: string): Promise<void> {
--- a/packages/asset-swapper/src/utils/market_operation_utils/types.ts
+++ b/packages/asset-swapper/src/utils/market_operation_utils/types.ts
@ -3,13 +3,12 @@ import {
    FillQuoteTransformerOrderType,
    FillQuoteTransformerRfqOrderInfo,
 } from '@0x/protocol-utils';
-import { V4RFQIndicativeQuote } from '@0x/quote-server';
 import { MarketOperation } from '@0x/types';
 import { BigNumber } from '@0x/utils';

 import { NativeOrderWithFillableAmounts, RfqFirmQuoteValidator, RfqRequestOpts } from '../../types';
-import { QuoteRequestor } from '../../utils/quote_requestor';
-import { PriceComparisonsReport, QuoteReport } from '../quote_report_generator';
+import { QuoteRequestor, V4RFQIndicativeQuoteMM } from '../../utils/quote_requestor';
+import { ExtendedQuoteReportSources, PriceComparisonsReport, QuoteReport } from '../quote_report_generator';

 import { CollapsedPath } from './path';
 import { SourceFilters } from './source_filters';
@ -491,6 +490,7 @@ export interface OptimizerResult {

 export interface OptimizerResultWithReport extends OptimizerResult {
    quoteReport?: QuoteReport;
+    extendedQuoteReportSources?: ExtendedQuoteReportSources;
    priceComparisonsReport?: PriceComparisonsReport;
 }

@ -519,7 +519,7 @@ export interface MarketSideLiquidity {

 export interface RawQuotes {
    nativeOrders: NativeOrderWithFillableAmounts[];
-    rfqtIndicativeQuotes: V4RFQIndicativeQuote[];
+    rfqtIndicativeQuotes: V4RFQIndicativeQuoteMM[];
    twoHopQuotes: Array<DexSample<MultiHopFillData>>;
    dexQuotes: Array<Array<DexSample<FillData>>>;
 }
--- a/packages/asset-swapper/src/utils/quote_report_generator.ts
+++ b/packages/asset-swapper/src/utils/quote_report_generator.ts
@ -14,8 +14,9 @@ import {
    NativeFillData,
    NativeLimitOrderFillData,
    NativeRfqOrderFillData,
+    RawQuotes,
 } from './market_operation_utils/types';
-import { QuoteRequestor } from './quote_requestor';
+import { QuoteRequestor, V4RFQIndicativeQuoteMM } from './quote_requestor';

 export interface QuoteReportEntryBase {
    liquiditySource: ERC20BridgeSource;
@ -36,30 +37,77 @@ export interface NativeLimitOrderQuoteReportEntry extends QuoteReportEntryBase {
    liquiditySource: ERC20BridgeSource.Native;
    fillData: NativeFillData;
    fillableTakerAmount: BigNumber;
-    isRfqt: false;
+    isRFQ: false;
 }

 export interface NativeRfqOrderQuoteReportEntry extends QuoteReportEntryBase {
    liquiditySource: ERC20BridgeSource.Native;
    fillData: NativeFillData;
    fillableTakerAmount: BigNumber;
-    isRfqt: true;
+    isRFQ: true;
    nativeOrder: RfqOrderFields;
    makerUri: string;
    comparisonPrice?: number;
 }

+export interface IndicativeRfqOrderQuoteReportEntry extends QuoteReportEntryBase {
+    liquiditySource: ERC20BridgeSource.Native;
+    fillableTakerAmount: BigNumber;
+    isRFQ: true;
+    makerUri?: string;
+    comparisonPrice?: number;
+}
+
 export type QuoteReportEntry =
    | BridgeQuoteReportEntry
    | MultiHopQuoteReportEntry
    | NativeLimitOrderQuoteReportEntry
    | NativeRfqOrderQuoteReportEntry;

+export type ExtendedQuoteReportEntry =
+    | BridgeQuoteReportEntry
+    | MultiHopQuoteReportEntry
+    | NativeLimitOrderQuoteReportEntry
+    | NativeRfqOrderQuoteReportEntry
+    | IndicativeRfqOrderQuoteReportEntry;
+
+export type ExtendedQuoteReportIndexedEntry = ExtendedQuoteReportEntry & {
+    quoteEntryIndex: number;
+    isDelivered: boolean;
+};
+
+export type ExtendedQuoteReportIndexedEntryOutbound = Omit<ExtendedQuoteReportIndexedEntry, 'fillData'> & {
+    fillData?: string;
+};
+
 export interface QuoteReport {
    sourcesConsidered: QuoteReportEntry[];
    sourcesDelivered: QuoteReportEntry[];
 }

+export interface ExtendedQuoteReportSources {
+    sourcesConsidered: ExtendedQuoteReportIndexedEntry[];
+    sourcesDelivered: ExtendedQuoteReportIndexedEntry[] | undefined;
+}
+
+export interface ExtendedQuoteReport {
+    quoteId?: string;
+    taker?: string;
+    timestamp: number;
+    firmQuoteReport: boolean;
+    submissionBy: 'taker' | 'metaTxn' | 'rfqm';
+    buyAmount?: string;
+    sellAmount?: string;
+    buyTokenAddress: string;
+    sellTokenAddress: string;
+    integratorId?: string;
+    slippageBips?: number;
+    zeroExTransactionHash?: string;
+    decodedUniqueId?: string;
+    sourcesConsidered: ExtendedQuoteReportIndexedEntryOutbound[];
+    sourcesDelivered: ExtendedQuoteReportIndexedEntryOutbound[] | undefined;
+}
+
 export interface PriceComparisonsReport {
    dexSources: BridgeQuoteReportEntry[];
    multiHopSources: MultiHopQuoteReportEntry[];
@ -80,7 +128,7 @@ export function generateQuoteReport(
    const nativeOrderSourcesConsidered = nativeOrders.map(order =>
        nativeOrderToReportEntry(order.type, order as any, order.fillableTakerAmount, comparisonPrice, quoteRequestor),
    );
-    const sourcesConsidered = [...nativeOrderSourcesConsidered.filter(order => order.isRfqt)];
+    const sourcesConsidered = [...nativeOrderSourcesConsidered.filter(order => order.isRFQ)];

    let sourcesDelivered;
    if (Array.isArray(liquidityDelivered)) {
@ -116,6 +164,105 @@ export function generateQuoteReport(
    };
 }

+/**
+ * Generates a report of sources considered while computing the optimized
+ * swap quote, the sources ultimately included in the computed quote. This
+ * extende version incudes all considered quotes, not only native liquidity.
+ */
+export function generateExtendedQuoteReportSources(
+    marketOperation: MarketOperation,
+    quotes: RawQuotes,
+    liquidityDelivered: ReadonlyArray<CollapsedFill> | DexSample<MultiHopFillData>,
+    amount: BigNumber,
+    comparisonPrice?: BigNumber | undefined,
+    quoteRequestor?: QuoteRequestor,
+): ExtendedQuoteReportSources {
+    const sourcesConsidered: ExtendedQuoteReportEntry[] = [];
+
+    // NativeOrders
+    sourcesConsidered.push(
+        ...quotes.nativeOrders.map(order =>
+            nativeOrderToReportEntry(
+                order.type,
+                order as any,
+                order.fillableTakerAmount,
+                comparisonPrice,
+                quoteRequestor,
+            ),
+        ),
+    );
+
+    // IndicativeQuotes
+    sourcesConsidered.push(
+        ...quotes.rfqtIndicativeQuotes.map(order => indicativeQuoteToReportEntry(order, comparisonPrice)),
+    );
+
+    // MultiHop
+    sourcesConsidered.push(...quotes.twoHopQuotes.map(quote => multiHopSampleToReportSource(quote, marketOperation)));
+
+    // Dex Quotes
+    sourcesConsidered.push(
+        ..._.flatten(
+            quotes.dexQuotes.map(dex =>
+                dex
+                    .filter(quote => isDexSampleForTotalAmount(quote, marketOperation, amount))
+                    .map(quote => dexSampleToReportSource(quote, marketOperation)),
+            ),
+        ),
+    );
+    const sourcesConsideredIndexed = sourcesConsidered.map(
+        (quote, index): ExtendedQuoteReportIndexedEntry => {
+            return {
+                ...quote,
+                quoteEntryIndex: index,
+                isDelivered: false,
+            };
+        },
+    );
+    let sourcesDelivered;
+    if (Array.isArray(liquidityDelivered)) {
+        // create easy way to look up fillable amounts
+        const nativeOrderSignaturesToFillableAmounts = _.fromPairs(
+            quotes.nativeOrders.map(o => {
+                return [_nativeDataToId(o), o.fillableTakerAmount];
+            }),
+        );
+        // map sources delivered
+        sourcesDelivered = liquidityDelivered.map(collapsedFill => {
+            if (_isNativeOrderFromCollapsedFill(collapsedFill)) {
+                return nativeOrderToReportEntry(
+                    collapsedFill.type,
+                    collapsedFill.fillData,
+                    nativeOrderSignaturesToFillableAmounts[_nativeDataToId(collapsedFill.fillData)],
+                    comparisonPrice,
+                    quoteRequestor,
+                );
+            } else {
+                return dexSampleToReportSource(collapsedFill, marketOperation);
+            }
+        });
+    } else {
+        sourcesDelivered = [
+            // tslint:disable-next-line: no-unnecessary-type-assertion
+            multiHopSampleToReportSource(liquidityDelivered as DexSample<MultiHopFillData>, marketOperation),
+        ];
+    }
+    const sourcesDeliveredIndexed = sourcesDelivered.map(
+        (quote, index): ExtendedQuoteReportIndexedEntry => {
+            return {
+                ...quote,
+                quoteEntryIndex: index,
+                isDelivered: false,
+            };
+        },
+    );
+
+    return {
+        sourcesConsidered: sourcesConsideredIndexed,
+        sourcesDelivered: sourcesDeliveredIndexed,
+    };
+}
+
 function _nativeDataToId(data: { signature: Signature }): string {
    const { v, r, s } = data.signature;
    return `${v}${r}${s}`;
@ -153,6 +300,22 @@ export function dexSampleToReportSource(ds: DexSample, marketOperation: MarketOp
    }
 }

+/**
+ * Checks if a DEX sample is the one that represents the whole amount requested by taker
+ * NOTE: this is used for the QuoteReport to filter samples
+ */
+function isDexSampleForTotalAmount(ds: DexSample, marketOperation: MarketOperation, amount: BigNumber): boolean {
+    // input and output map to different values
+    // based on the market operation
+    if (marketOperation === MarketOperation.Buy) {
+        return ds.input === amount;
+    } else if (marketOperation === MarketOperation.Sell) {
+        return ds.output === amount;
+    } else {
+        throw new Error(`Unexpected marketOperation ${marketOperation}`);
+    }
+}
+
 /**
 * Generates a report sample for a MultiHop source
 * NOTE: this is used for the QuoteReport and quote price comparison data
@ -208,17 +371,17 @@ export function nativeOrderToReportEntry(
    };

    // if we find this is an rfqt order, label it as such and associate makerUri
-    const isRfqt = type === FillQuoteTransformerOrderType.Rfq;
+    const isRFQ = type === FillQuoteTransformerOrderType.Rfq;
    const rfqtMakerUri =
-        isRfqt && quoteRequestor ? quoteRequestor.getMakerUriForSignature(fillData.signature) : undefined;
+        isRFQ && quoteRequestor ? quoteRequestor.getMakerUriForSignature(fillData.signature) : undefined;

-    if (isRfqt) {
+    if (isRFQ) {
        const nativeOrder = fillData.order as RfqOrderFields;
        // tslint:disable-next-line: no-object-literal-type-assertion
        return {
            liquiditySource: ERC20BridgeSource.Native,
            ...nativeOrderBase,
-            isRfqt: true,
+            isRFQ: true,
            makerUri: rfqtMakerUri || '',
            ...(comparisonPrice ? { comparisonPrice: comparisonPrice.toNumber() } : {}),
            nativeOrder,
@ -229,8 +392,49 @@ export function nativeOrderToReportEntry(
        return {
            liquiditySource: ERC20BridgeSource.Native,
            ...nativeOrderBase,
-            isRfqt: false,
+            isRFQ: false,
            fillData,
        };
    }
 }
+
+/**
+ * Generates a report entry for an indicative RFQ Quote
+ * NOTE: this is used for the QuoteReport and quote price comparison data
+ */
+export function indicativeQuoteToReportEntry(
+    order: V4RFQIndicativeQuoteMM,
+    comparisonPrice?: BigNumber | undefined,
+): IndicativeRfqOrderQuoteReportEntry {
+    const nativeOrderBase = {
+        makerAmount: order.makerAmount,
+        takerAmount: order.takerAmount,
+        fillableTakerAmount: order.takerAmount,
+    };
+
+    // tslint:disable-next-line: no-object-literal-type-assertion
+    return {
+        liquiditySource: ERC20BridgeSource.Native,
+        ...nativeOrderBase,
+        isRFQ: true,
+        makerUri: order.makerUri,
+        fillData: {},
+        ...(comparisonPrice ? { comparisonPrice: comparisonPrice.toNumber() } : {}),
+    };
+}
+
+/**
+ * For the extended quote report, we output the filldata as JSON
+ */
+export function jsonifyFillData(source: ExtendedQuoteReportIndexedEntry): ExtendedQuoteReportIndexedEntryOutbound {
+    return {
+        ...source,
+        fillData: JSON.stringify(source.fillData, (key: string, value: any) => {
+            if (key === '_samplerContract') {
+                return {};
+            } else {
+                return value;
+            }
+        }),
+    };
+}
--- a/packages/asset-swapper/src/utils/quote_requestor.ts
+++ b/packages/asset-swapper/src/utils/quote_requestor.ts
@ -39,6 +39,10 @@ interface RfqQuote<T> {
    makerUri: string;
 }

+export interface V4RFQIndicativeQuoteMM extends V4RFQIndicativeQuote {
+    makerUri: string;
+}
+
 export interface MetricsProxy {
    /**
     * Increments a counter that is tracking valid Firm Quotes that are dropped due to low expiration.
@ -343,7 +347,7 @@ export class QuoteRequestor {
        marketOperation: MarketOperation,
        comparisonPrice: BigNumber | undefined,
        options: RfqmRequestOptions,
-    ): Promise<V4RFQIndicativeQuote[]> {
+    ): Promise<V4RFQIndicativeQuoteMM[]> {
        const _opts: RfqRequestOpts = {
            ...constants.DEFAULT_RFQT_REQUEST_OPTS,
            ...options,
@ -367,7 +371,7 @@ export class QuoteRequestor {
        marketOperation: MarketOperation,
        comparisonPrice: BigNumber | undefined,
        options: RfqRequestOpts,
-    ): Promise<V4RFQIndicativeQuote[]> {
+    ): Promise<V4RFQIndicativeQuoteMM[]> {
        const _opts: RfqRequestOpts = { ...constants.DEFAULT_RFQT_REQUEST_OPTS, ...options };
        // Originally a takerAddress was required for indicative quotes, but
        // now we've eliminated that requirement.  @0x/quote-server, however,
@ -398,8 +402,8 @@ export class QuoteRequestor {
        return this._orderSignatureToMakerUri[nativeDataToId({ signature })];
    }

-    private _isValidRfqtIndicativeQuoteResponse(response: V4RFQIndicativeQuote): boolean {
-        const requiredKeys: Array<keyof V4RFQIndicativeQuote> = [
+    private _isValidRfqtIndicativeQuoteResponse(response: V4RFQIndicativeQuoteMM): boolean {
+        const requiredKeys: Array<keyof V4RFQIndicativeQuoteMM> = [
            'makerAmount',
            'takerAmount',
            'makerToken',
@ -545,7 +549,10 @@ export class QuoteRequestor {
                            },
                        });
                        rfqMakerBlacklist.logTimeoutOrLackThereof(typedMakerUrl.url, latencyMs >= timeoutMs);
-                        return { response: response.data, makerUri: typedMakerUrl.url };
+                        return {
+                            response: { ...response.data, makerUri: typedMakerUrl.url },
+                            makerUri: typedMakerUrl.url,
+                        };
                    } else {
                        if (this._altRfqCreds === undefined) {
                            throw new Error(`don't have credentials for alt MM`);
@ -694,7 +701,6 @@ export class QuoteRequestor {
            } else {
                const secondsRemaining = msRemainingUntilExpiration.div(ONE_SECOND_MS);
                this._metrics?.measureExpirationForValidOrder(isLastLook, order.maker, secondsRemaining);
-
                const takerAmount = new BigNumber(order.takerAmount);
                const fillRatio = takerAmount.div(assetFillAmount);
                if (fillRatio.lt(1) && fillRatio.gte(FILL_RATIO_WARNING_LEVEL)) {
@ -744,9 +750,9 @@ export class QuoteRequestor {
        comparisonPrice: BigNumber | undefined,
        options: RfqRequestOpts,
        assetOfferings: RfqMakerAssetOfferings,
-    ): Promise<V4RFQIndicativeQuote[]> {
+    ): Promise<V4RFQIndicativeQuoteMM[]> {
        // fetch quotes
-        const rawQuotes = await this._getQuotesAsync<V4RFQIndicativeQuote>(
+        const rawQuotes = await this._getQuotesAsync<V4RFQIndicativeQuoteMM>(
            makerToken,
            takerToken,
            assetFillAmount,
@ -758,7 +764,7 @@ export class QuoteRequestor {
        );

        // validate
-        const validationFunction = (o: V4RFQIndicativeQuote) => this._isValidRfqtIndicativeQuoteResponse(o);
+        const validationFunction = (o: V4RFQIndicativeQuoteMM) => this._isValidRfqtIndicativeQuoteResponse(o);
        const validQuotes = rawQuotes.filter(result => {
            const order = result.response;
            if (!validationFunction(order)) {
--- a/packages/asset-swapper/test/market_operation_utils_test.ts
+++ b/packages/asset-swapper/test/market_operation_utils_test.ts
@ -159,7 +159,11 @@ describe('MarketOperationUtils tests', () => {
        } else {
            requestor
                .setup(r => r.requestRfqtIndicativeQuotesAsync(...args))
-                .returns(async () => results.map(r => r.order))
+                .returns(async () =>
+                    results.map(r => {
+                        return { ...r.order, makerUri: 'https://foo.bar/' };
+                    }),
+                )
                .verifiable(verifiable);
        }
        return requestor;
--- a/packages/asset-swapper/test/quote_report_generator_test.ts
+++ b/packages/asset-swapper/test/quote_report_generator_test.ts
@ -155,7 +155,7 @@ describe('generateQuoteReport', async () => {
            makerAmount: rfqtOrder1.order.makerAmount,
            takerAmount: rfqtOrder1.order.takerAmount,
            fillableTakerAmount: rfqtOrder1.fillableTakerAmount,
-            isRfqt: true,
+            isRFQ: true,
            makerUri: 'https://rfqt1.provider.club',
            nativeOrder: rfqtOrder1.order,
            fillData: {
@ -167,7 +167,7 @@ describe('generateQuoteReport', async () => {
            makerAmount: rfqtOrder2.order.makerAmount,
            takerAmount: rfqtOrder2.order.takerAmount,
            fillableTakerAmount: rfqtOrder2.fillableTakerAmount,
-            isRfqt: true,
+            isRFQ: true,
            makerUri: 'https://rfqt2.provider.club',
            nativeOrder: rfqtOrder2.order,
            fillData: {
@ -179,7 +179,7 @@ describe('generateQuoteReport', async () => {
            makerAmount: orderbookOrder2.order.makerAmount,
            takerAmount: orderbookOrder2.order.takerAmount,
            fillableTakerAmount: orderbookOrder2.fillableTakerAmount,
-            isRfqt: false,
+            isRFQ: false,
            fillData: {
                order: orderbookOrder2.order,
            } as NativeLimitOrderFillData,
@ -263,7 +263,7 @@ describe('generateQuoteReport', async () => {
            makerAmount: orderbookOrder1.order.makerAmount,
            takerAmount: orderbookOrder1.order.takerAmount,
            fillableTakerAmount: orderbookOrder1.fillableTakerAmount,
-            isRfqt: false,
+            isRFQ: false,
            fillData: {
                order: orderbookOrder1.order,
            } as NativeLimitOrderFillData,
--- a/packages/asset-swapper/test/quote_requestor_test.ts
+++ b/packages/asset-swapper/test/quote_requestor_test.ts
@ -494,15 +494,18 @@ describe('QuoteRequestor', async () => {
                expiry: makeThreeMinuteExpiry(),
            };

+            const goodMMUri1 = 'https://1337.0.0.1';
+            const goodMMUri2 = 'https://37.0.0.1';
+
            mockedRequests.push({
                ...mockedDefaults,
-                endpoint: 'https://1337.0.0.1',
+                endpoint: goodMMUri1,
                responseData: successfulQuote1,
            });
            // [GOOD] Another Successful response
            mockedRequests.push({
                ...mockedDefaults,
-                endpoint: 'https://37.0.0.1',
+                endpoint: goodMMUri2,
                responseData: successfulQuote1,
            });

@ -532,6 +535,16 @@ describe('QuoteRequestor', async () => {
                responseData: { ...successfulQuote1, takerToken: otherToken1 },
            });

+            const assetOfferings: { [k: string]: [[string, string]] } = {
+                'https://420.0.0.1': [[makerToken, takerToken]],
+                'https://421.0.0.1': [[makerToken, takerToken]],
+                'https://422.0.0.1': [[makerToken, takerToken]],
+                'https://423.0.0.1': [[makerToken, takerToken]],
+                'https://424.0.0.1': [[makerToken, takerToken]],
+            };
+            assetOfferings[goodMMUri1] = [[makerToken, takerToken]];
+            assetOfferings[goodMMUri2] = [[makerToken, takerToken]];
+
            return testHelpers.withMockedRfqQuotes(
                mockedRequests,
                [],
@ -539,15 +552,7 @@ describe('QuoteRequestor', async () => {
                async () => {
                    const qr = new QuoteRequestor(
                        {}, // No RFQ-T asset offerings
-                        {
-                            'https://1337.0.0.1': [[makerToken, takerToken]],
-                            'https://37.0.0.1': [[makerToken, takerToken]],
-                            'https://420.0.0.1': [[makerToken, takerToken]],
-                            'https://421.0.0.1': [[makerToken, takerToken]],
-                            'https://422.0.0.1': [[makerToken, takerToken]],
-                            'https://423.0.0.1': [[makerToken, takerToken]],
-                            'https://424.0.0.1': [[makerToken, takerToken]],
-                        },
+                        assetOfferings,
                        quoteRequestorHttpClient,
                    );
                    const resp = await qr.requestRfqmIndicativeQuotesAsync(
@ -572,7 +577,12 @@ describe('QuoteRequestor', async () => {
                            },
                        },
                    );
-                    expect(resp.sort()).to.eql([successfulQuote1, successfulQuote1].sort());
+                    expect(resp.sort()).to.eql(
+                        [
+                            { ...successfulQuote1, makerUri: goodMMUri1 },
+                            { ...successfulQuote1, makerUri: goodMMUri2 },
+                        ].sort(),
+                    );
                },
                quoteRequestorHttpClient,
            );
@ -622,9 +632,12 @@ describe('QuoteRequestor', async () => {
                expiry: makeThreeMinuteExpiry(),
            };

+            const goodMMUri1 = 'https://1337.0.0.1';
+            const goodMMUri2 = 'https://37.0.0.1';
+
            mockedRequests.push({
                ...mockedDefaults,
-                endpoint: 'https://1337.0.0.1',
+                endpoint: goodMMUri1,
                responseData: successfulQuote1,
            });
            // Test out a bad response code, ensure it doesnt cause throw
@ -655,28 +668,26 @@ describe('QuoteRequestor', async () => {
            // Another Successful response
            mockedRequests.push({
                ...mockedDefaults,
-                endpoint: 'https://37.0.0.1',
+                endpoint: goodMMUri2,
                responseData: successfulQuote1,
            });

+            const assetOfferings: { [k: string]: [[string, string]] } = {
+                'https://420.0.0.1': [[makerToken, takerToken]],
+                'https://421.0.0.1': [[makerToken, takerToken]],
+                'https://422.0.0.1': [[makerToken, takerToken]],
+                'https://423.0.0.1': [[makerToken, takerToken]],
+                'https://424.0.0.1': [[makerToken, takerToken]],
+            };
+            assetOfferings[goodMMUri1] = [[makerToken, takerToken]];
+            assetOfferings[goodMMUri2] = [[makerToken, takerToken]];
+
            return testHelpers.withMockedRfqQuotes(
                mockedRequests,
                [],
                RfqQuoteEndpoint.Indicative,
                async () => {
-                    const qr = new QuoteRequestor(
-                        {
-                            'https://1337.0.0.1': [[makerToken, takerToken]],
-                            'https://420.0.0.1': [[makerToken, takerToken]],
-                            'https://421.0.0.1': [[makerToken, takerToken]],
-                            'https://422.0.0.1': [[makerToken, takerToken]],
-                            'https://423.0.0.1': [[makerToken, takerToken]],
-                            'https://424.0.0.1': [[makerToken, takerToken]],
-                            'https://37.0.0.1': [[makerToken, takerToken]],
-                        },
-                        {},
-                        quoteRequestorHttpClient,
-                    );
+                    const qr = new QuoteRequestor(assetOfferings, {}, quoteRequestorHttpClient);
                    const resp = await qr.requestRfqtIndicativeQuotesAsync(
                        makerToken,
                        takerToken,
@ -693,7 +704,12 @@ describe('QuoteRequestor', async () => {
                            intentOnFilling: true,
                        },
                    );
-                    expect(resp.sort()).to.eql([successfulQuote1, successfulQuote1].sort());
+                    expect(resp.sort()).to.eql(
+                        [
+                            { ...successfulQuote1, makerUri: goodMMUri1 },
+                            { ...successfulQuote1, makerUri: goodMMUri2 },
+                        ].sort(),
+                    );
                },
                quoteRequestorHttpClient,
            );
@ -784,7 +800,7 @@ describe('QuoteRequestor', async () => {
                            makerEndpointMaxResponseTimeMs: maxTimeoutMs,
                        },
                    );
-                    expect(resp.sort()).to.eql([successfulQuote1].sort()); // notice only one result, despite two requests made
+                    expect(resp.sort()).to.eql([{ ...successfulQuote1, makerUri: 'https://1337.0.0.1' }].sort()); // notice only one result, despite two requests made
                },
                quoteRequestorHttpClient,
            );
@ -847,7 +863,7 @@ describe('QuoteRequestor', async () => {
                            intentOnFilling: true,
                        },
                    );
-                    expect(resp.sort()).to.eql([successfulQuote1].sort());
+                    expect(resp.sort()).to.eql([{ ...successfulQuote1, makerUri: 'https://1337.0.0.1' }].sort());
                },
                quoteRequestorHttpClient,
            );
--- a/yarn.lock
+++ b/yarn.lock
@ -6402,6 +6402,7 @@ fake-merkle-patricia-tree@^1.0.1:
 fast-abi@^0.0.2:
  version "0.0.2"
  resolved "https://registry.yarnpkg.com/fast-abi/-/fast-abi-0.0.2.tgz#da5f796fd7c7b0c966d916ee21daae3eca61c07c"
+  integrity sha512-k/2s63SkFf6jU2LyF6oQC5/N+L90q6VD1wkp2NXo+DSHoTeOJD2Q6Egpcs+bTPODik0CHxjb7lORgsG+QCRq/Q==
  dependencies:
    "@mapbox/node-pre-gyp" "^1.0.4"
    neon-cli "^0.8.0"