crowetic/protocol
1
0
Fork 0
Code Issues Pull Requests Actions Packages Projects Releases Wiki Activity

lint fix (#130)

Browse Source
This commit is contained in:
Daniel Pyrathon 2021-02-05 09:56:35 -08:00 committed by GitHub
parent 48f8bea460
commit c0ea88e864
No known key found for this signature in database
GPG Key ID: 4AEE18F83AFDEB23
1 changed files with 13 additions and 0 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

13
packages/asset-swapper/src/utils/market_operation_utils/index.ts
View File

@ -3,6 +3,7 @@ import { SignedOrder } from '@0x/types';
import { BigNumber, NULL_ADDRESS } from '@0x/utils'; import { BigNumber, NULL_ADDRESS } from '@0x/utils';
import * as _ from 'lodash'; import * as _ from 'lodash';
import { DEFAULT_INFO_LOGGER } from '../../constants';
import { AssetSwapperContractAddresses, MarketOperation } from '../../types'; import { AssetSwapperContractAddresses, MarketOperation } from '../../types';
import { QuoteRequestor } from '../quote_requestor'; import { QuoteRequestor } from '../quote_requestor';
import { getPriceAwareRFQRolloutFlags } from '../utils'; import { getPriceAwareRFQRolloutFlags } from '../utils';
@ -658,6 +659,7 @@ export class MarketOperationUtils {
if (rfqt.isIndicative && isIndicativePriceAwareEnabled) { if (rfqt.isIndicative && isIndicativePriceAwareEnabled) {
// An indicative quote is beingh requested, and indicative quotes price-aware enabled. Make the RFQT request and then re-run the sampler if new orders come back. // An indicative quote is beingh requested, and indicative quotes price-aware enabled. Make the RFQT request and then re-run the sampler if new orders come back.
const timeStart = new Date().getTime();
const indicativeQuotes = await getRfqtIndicativeQuotesAsync( const indicativeQuotes = await getRfqtIndicativeQuotesAsync(
nativeOrders[0].makerAssetData, nativeOrders[0].makerAssetData,
nativeOrders[0].takerAssetData, nativeOrders[0].takerAssetData,
@ -666,6 +668,11 @@ export class MarketOperationUtils {
wholeOrderPrice, wholeOrderPrice,
_opts, _opts,
); );
const deltaTime = new Date().getTime() - timeStart;
DEFAULT_INFO_LOGGER({
rfqQuoteType: 'indicative',
deltaTime,
});
// Re-run optimizer with the new indicative quote // Re-run optimizer with the new indicative quote
if (indicativeQuotes.length > 0) { if (indicativeQuotes.length > 0) {
marketSideLiquidity = { marketSideLiquidity = {
@ -682,6 +689,7 @@ export class MarketOperationUtils {
if (!rfqt.takerAddress || rfqt.takerAddress === NULL_ADDRESS) { if (!rfqt.takerAddress || rfqt.takerAddress === NULL_ADDRESS) {
throw new Error('RFQ-T requests must specify a taker address'); throw new Error('RFQ-T requests must specify a taker address');
} }
const timeStart = new Date().getTime();
const firmQuotes = await rfqt.quoteRequestor.requestRfqtFirmQuotesAsync( const firmQuotes = await rfqt.quoteRequestor.requestRfqtFirmQuotesAsync(
nativeOrders[0].makerAssetData, nativeOrders[0].makerAssetData,
nativeOrders[0].takerAssetData, nativeOrders[0].takerAssetData,
@ -690,6 +698,11 @@ export class MarketOperationUtils {
wholeOrderPrice, wholeOrderPrice,
rfqt, rfqt,
); );
const deltaTime = new Date().getTime() - timeStart;
DEFAULT_INFO_LOGGER({
rfqQuoteType: 'firm',
deltaTime,
});
if (firmQuotes.length > 0) { if (firmQuotes.length > 0) {
// Compute the RFQ order fillable amounts. This is done by performing a "soft" order // Compute the RFQ order fillable amounts. This is done by performing a "soft" order
// validation and by checking order balances that are monitored by our worker. // validation and by checking order balances that are monitored by our worker.