fix: [asset-swapper] prevent error when multihop data is not present (#80)

* fix: [asset-swapper] prevent error when multihop is not present for a route

* Update changelog

Co-authored-by: Michael Zhu <mchl.zhu.96@gmail.com>

packages/asset-swapper/CHANGELOG.json

@@ -1,4 +1,13 @@
 [
+    {
+        "version": "5.8.2",
+        "changes": [
+            {
+                "note": "Fix error when Multihop data is not present",
+                "pr": 80
+            }
+        ]
+    },
     {
         "timestamp": 1611648096,
         "version": "5.8.1",

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

@@ -204,12 +204,15 @@ export class MarketOperationUtils {
             : Promise.resolve([]);
 
         const [
-            [tokenDecimals, orderFillableAmounts, ethToMakerAssetRate, ethToTakerAssetRate, dexQuotes, twoHopQuotes],
+            [tokenDecimals, orderFillableAmounts, ethToMakerAssetRate, ethToTakerAssetRate, dexQuotes, rawTwoHopQuotes],
             rfqtIndicativeQuotes,
             offChainBalancerQuotes,
             offChainCreamQuotes,
         ] = await Promise.all([samplerPromise, rfqtPromise, offChainBalancerPromise, offChainCreamPromise]);
 
+        // Filter out any invalid two hop quotes where we couldn't find a route
+        const twoHopQuotes = rawTwoHopQuotes.filter(q => q && q.fillData && q.fillData.firstHopSource);
+
         const [makerTokenDecimals, takerTokenDecimals] = tokenDecimals;
         return {
             side: MarketOperation.Sell,
@@ -321,11 +324,15 @@ export class MarketOperationUtils {
             : Promise.resolve([]);
 
         const [
-            [tokenDecimals, orderFillableAmounts, ethToMakerAssetRate, ethToTakerAssetRate, dexQuotes, twoHopQuotes],
+            [tokenDecimals, orderFillableAmounts, ethToMakerAssetRate, ethToTakerAssetRate, dexQuotes, rawTwoHopQuotes],
             rfqtIndicativeQuotes,
             offChainBalancerQuotes,
             offChainCreamQuotes,
         ] = await Promise.all([samplerPromise, rfqtPromise, offChainBalancerPromise, offChainCreamPromise]);
+
+        // Filter out any invalid two hop quotes where we couldn't find a route
+        const twoHopQuotes = rawTwoHopQuotes.filter(q => q && q.fillData && q.fillData.firstHopSource);
+
         const [makerTokenDecimals, takerTokenDecimals] = tokenDecimals;
         return {
             side: MarketOperation.Buy,

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

@@ -1,6 +1,5 @@
 import { SignedOrder } from '@0x/types';
 import { BigNumber } from '@0x/utils';
-import * as _ from 'lodash';
 
 import { MarketOperation } from '../types';