Use 0x gas api instead of eth gas station api [TKR-502] (#532)

* Use 0x gas api instead of eth gas station api

* Add integration test for `ProtocolFeeUtils`

* Update CHANGELOG.json

packages/asset-swapper/CHANGELOG.json

@@ -1,4 +1,13 @@
 [
+    {
+        "version": "16.65.0",
+        "changes": [
+            {
+                "note": "Use 0x gas api instead of eth gas station api",
+                "pr": 532
+            }
+        ]
+    },
     {
         "version": "16.64.0",
         "changes": [

packages/asset-swapper/package.json

@@ -109,6 +109,7 @@
         "dirty-chai": "^2.0.1",
         "gitpkg": "https://github.com/0xProject/gitpkg.git",
         "mocha": "^6.2.0",
+        "msw": "^0.44.2",
         "npm-run-all": "^4.1.2",
         "nyc": "^11.0.1",
         "shx": "^0.2.2",

packages/asset-swapper/src/constants.ts

@@ -19,7 +19,7 @@ import {
     DEFAULT_TOKEN_ADJACENCY_GRAPH_BY_CHAIN_ID,
 } from './utils/market_operation_utils/constants';
 
-const ETH_GAS_STATION_API_URL = 'https://ethgasstation.info/api/ethgasAPI.json';
+const ZERO_EX_GAS_API_URL = 'https://gas.api.0x.org/source/median';
 const NULL_BYTES = '0x';
 const NULL_ERC20_ASSET_DATA = '0xf47261b00000000000000000000000000000000000000000000000000000000000000000';
 const NULL_ADDRESS = '0x0000000000000000000000000000000000000000';
@@ -48,7 +48,7 @@ const DEFAULT_SWAP_QUOTER_OPTS: SwapQuoterOpts = {
     orderRefreshIntervalMs: 10000, // 10 seconds
     ...DEFAULT_ORDER_PRUNER_OPTS,
     samplerGasLimit: 500e6,
-    ethGasStationUrl: ETH_GAS_STATION_API_URL,
+    zeroExGasApiUrl: ZERO_EX_GAS_API_URL,
     rfqt: {
         integratorsWhitelist: [],
         makerAssetOfferings: {},
@@ -99,7 +99,7 @@ export const POSITIVE_SLIPPAGE_FEE_TRANSFORMER_GAS = new BigNumber(30000);
 export const KEEP_ALIVE_TTL = 5 * 60 * ONE_SECOND_MS;
 
 export const constants = {
-    ETH_GAS_STATION_API_URL,
+    ZERO_EX_GAS_API_URL,
     PROTOCOL_FEE_MULTIPLIER,
     POSITIVE_SLIPPAGE_FEE_TRANSFORMER_GAS,
     NULL_BYTES,

packages/asset-swapper/src/swap_quoter.ts

@@ -109,7 +109,7 @@ export class SwapQuoter {
         };
         this._protocolFeeUtils = ProtocolFeeUtils.getInstance(
             constants.PROTOCOL_FEE_UTILS_POLLING_INTERVAL_IN_MS,
-            options.ethGasStationUrl,
+            options.zeroExGasApiUrl,
         );
         // Allow the sampler bytecode to be overwritten using geths override functionality
         const samplerBytecode = _.get(artifacts.ERC20BridgeSampler, 'compilerOutput.evm.deployedBytecode.object');

packages/asset-swapper/src/types.ts

@@ -337,7 +337,7 @@ export interface SwapQuoterOpts extends OrderPrunerOpts {
     contractAddresses?: AssetSwapperContractAddresses;
     samplerGasLimit?: number;
     multiBridgeAddress?: string;
-    ethGasStationUrl?: string;
+    zeroExGasApiUrl?: string;
     rfqt?: SwapQuoterRfqOpts;
     samplerOverrides?: SamplerOverrides;
     tokenAdjacencyGraph?: TokenAdjacencyGraph;

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

@@ -6,28 +6,36 @@ import { SwapQuoterError } from '../types';
 
 const MAX_ERROR_COUNT = 5;
 
+interface GasOracleResponse {
+    result: {
+        // gas price in wei
+        fast: number;
+    };
+}
+
 export class ProtocolFeeUtils {
     private static _instance: ProtocolFeeUtils;
-    private readonly _ethGasStationUrl!: string;
+    private readonly _zeroExGasApiUrl: string;
     private readonly _gasPriceHeart: any;
     private _gasPriceEstimation: BigNumber = constants.ZERO_AMOUNT;
     private _errorCount: number = 0;
 
     public static getInstance(
         gasPricePollingIntervalInMs: number,
-        ethGasStationUrl: string = constants.ETH_GAS_STATION_API_URL,
+        zeroExGasApiUrl: string = constants.ZERO_EX_GAS_API_URL,
         initialGasPrice: BigNumber = constants.ZERO_AMOUNT,
     ): ProtocolFeeUtils {
         if (!ProtocolFeeUtils._instance) {
             ProtocolFeeUtils._instance = new ProtocolFeeUtils(
                 gasPricePollingIntervalInMs,
-                ethGasStationUrl,
+                zeroExGasApiUrl,
                 initialGasPrice,
             );
         }
         return ProtocolFeeUtils._instance;
     }
 
+    /** @returns gas price (in wei) */
     public async getGasPriceEstimationOrThrowAsync(shouldHardRefresh?: boolean): Promise<BigNumber> {
         if (this._gasPriceEstimation.eq(constants.ZERO_AMOUNT)) {
             return this._getGasPriceFromGasStationOrThrowAsync();
@@ -48,27 +56,21 @@ export class ProtocolFeeUtils {
 
     private constructor(
         gasPricePollingIntervalInMs: number,
-        ethGasStationUrl: string = constants.ETH_GAS_STATION_API_URL,
+        zeroExGasApiUrl: string = constants.ZERO_EX_GAS_API_URL,
         initialGasPrice: BigNumber = constants.ZERO_AMOUNT,
     ) {
         this._gasPriceHeart = heartbeats.createHeart(gasPricePollingIntervalInMs);
         this._gasPriceEstimation = initialGasPrice;
-        this._ethGasStationUrl = ethGasStationUrl;
+        this._zeroExGasApiUrl = zeroExGasApiUrl;
         this._initializeHeartBeat();
     }
 
     // tslint:disable-next-line: prefer-function-over-method
     private async _getGasPriceFromGasStationOrThrowAsync(): Promise<BigNumber> {
         try {
-            const res = await fetch(this._ethGasStationUrl);
-            const gasInfo = await res.json();
-            // Eth Gas Station result is gwei * 10
-            // tslint:disable-next-line:custom-no-magic-numbers
-            const BASE_TEN = 10;
-            const gasPriceGwei = new BigNumber(gasInfo.fast / BASE_TEN);
-            // tslint:disable-next-line:custom-no-magic-numbers
-            const unit = new BigNumber(BASE_TEN).pow(9);
-            const gasPriceWei = unit.times(gasPriceGwei);
+            const res = await fetch(this._zeroExGasApiUrl);
+            const gasInfo: GasOracleResponse = await res.json();
+            const gasPriceWei = new BigNumber(gasInfo.result.fast);
             // Reset the error count to 0 once we have a successful response
             this._errorCount = 0;
             return gasPriceWei;

packages/asset-swapper/test/protocol_fee_utils_test.ts

@@ -0,0 +1,45 @@
+import * as chai from 'chai';
+import 'mocha';
+import { rest } from 'msw';
+import { setupServer } from 'msw/node';
+
+import { ProtocolFeeUtils } from '../src';
+
+import { chaiSetup } from './utils/chai_setup';
+chaiSetup.configure();
+const expect = chai.expect;
+
+const server = setupServer(
+    rest.get('https://mock-0x-gas-api.org/median', (_req, res, ctx) => {
+        return res(
+            ctx.json({
+                result: {
+                    source: 'MEDIAN',
+                    timestamp: 1659386474,
+                    instant: 22000000000,
+                    fast: 18848500000,
+                    standard: 14765010000,
+                    low: 13265000000,
+                },
+            }),
+        );
+    }),
+);
+
+describe('ProtocolFeeUtils', () => {
+    describe('getGasPriceEstimationOrThrowAsync', () => {
+        beforeEach(() => {
+            server.listen();
+        });
+
+        afterEach(() => {
+            server.close();
+        });
+
+        it('parses fast gas price response correctly', async () => {
+            const utils = ProtocolFeeUtils.getInstance(420000, 'https://mock-0x-gas-api.org/median');
+            const gasPrice = await utils.getGasPriceEstimationOrThrowAsync();
+            expect(gasPrice.toNumber()).to.eq(18848500000);
+        });
+    });
+});

packages/asset-swapper/tslint.json

@@ -1,6 +1,7 @@
 {
     "extends": ["@0x/tslint-config"],
     "rules": {
+        "custom-no-magic-numbers": false,
         "max-file-line-count": false,
         "binary-expression-operand-order": false
     },