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This commit is contained in:
Daniel Pyrathon 2020-07-23 10:16:22 -07:00
parent e6dcf92ec8
commit d7918ea047
3 changed files with 41 additions and 24 deletions
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17
packages/asset-swapper/src/swap_quoter.ts
View File

@ -559,7 +559,11 @@ export class SwapQuoter {
// If RFQT is enabled and `nativeExclusivelyRFQT` is set, then `ERC20BridgeSource.Native` should
// never be excluded.
if ((opts.rfqt && opts.rfqt.nativeExclusivelyRFQT === true) && opts.excludedSources.includes(ERC20BridgeSource.Native)) {
if (
opts.rfqt &&
opts.rfqt.nativeExclusivelyRFQT === true &&
opts.excludedSources.includes(ERC20BridgeSource.Native)
) {
throw new Error('Native liquidity cannot be excluded if "rfqt.nativeExclusivelyRFQT" is set');
}
@ -567,15 +571,16 @@ export class SwapQuoter {
const orderBatchPromises: Array<Promise<SignedOrder[]>> = [];
orderBatchPromises.push(
// Don't fetch Open Orderbook orders from the DB if Native has been excluded, or if `nativeExclusivelyRFQT` has been set.
opts.excludedSources.includes(ERC20BridgeSource.Native) || (opts.rfqt && opts.rfqt.nativeExclusivelyRFQT === true)
opts.excludedSources.includes(ERC20BridgeSource.Native) ||
(opts.rfqt && opts.rfqt.nativeExclusivelyRFQT === true)
? Promise.resolve([])
: this._getSignedOrdersAsync(makerAssetData, takerAssetData),
);
if (
opts.rfqt && // This is an RFQT-enabled API request
opts.rfqt.intentOnFilling && // The requestor is asking for a firm quote
!opts.excludedSources.includes(ERC20BridgeSource.Native) && // Native liquidity is not excluded
this._rfqtTakerApiKeyWhitelist.includes(opts.rfqt.apiKey) // A valid API key was provided
opts.rfqt && // This is an RFQT-enabled API request
opts.rfqt.intentOnFilling && // The requestor is asking for a firm quote
!opts.excludedSources.includes(ERC20BridgeSource.Native) && // Native liquidity is not excluded
this._rfqtTakerApiKeyWhitelist.includes(opts.rfqt.apiKey) // A valid API key was provided
) {
if (!opts.rfqt.takerAddress || opts.rfqt.takerAddress === constants.NULL_ADDRESS) {
throw new Error('RFQ-T requests must specify a taker address');

8
packages/asset-swapper/src/utils/market_operation_utils/index.ts
View File

@ -26,6 +26,14 @@ import {
OrderDomain,
} from './types';
/**
* Returns a indicative quotes or an empty array if RFQT is not enabled or requested
* @param makerAssetData the maker asset data
* @param takerAssetData the taker asset data
* @param marketOperation Buy or Sell
* @param assetFillAmount the amount to fill, in base units
* @param opts market request options
*/
export async function getRfqtIndicativeQuotesAsync(
makerAssetData: string,
takerAssetData: string,

40
packages/asset-swapper/test/market_operation_utils_test.ts
View File

@ -351,41 +351,45 @@ describe('MarketOperationUtils tests', () => {
MarketOperation.Sell,
new BigNumber('100e18'),
{
rfqt: {quoteRequestor: requestor.object, ...partialRfqt},
rfqt: { quoteRequestor: requestor.object, ...partialRfqt },
excludedSources: [ERC20BridgeSource.Native],
},
);
expect(result.length).to.eql(0);
requestor.verify(
r => r.requestRfqtIndicativeQuotesAsync(
TypeMoq.It.isAny(),
TypeMoq.It.isAny(),
TypeMoq.It.isAny(),
TypeMoq.It.isAny(),
TypeMoq.It.isAny(),
),
r =>
r.requestRfqtIndicativeQuotesAsync(
TypeMoq.It.isAny(),
TypeMoq.It.isAny(),
TypeMoq.It.isAny(),
TypeMoq.It.isAny(),
TypeMoq.It.isAny(),
),
TypeMoq.Times.never(),
);
});
it('calls RFQT if Native source is not excluded', async () => {
const requestor = TypeMoq.Mock.ofType(QuoteRequestor, TypeMoq.MockBehavior.Loose);
requestor.setup(
r => r.requestRfqtIndicativeQuotesAsync(
TypeMoq.It.isAny(),
TypeMoq.It.isAny(),
TypeMoq.It.isAny(),
TypeMoq.It.isAny(),
TypeMoq.It.isAny(),
),
).returns(() => Promise.resolve([])).verifiable(TypeMoq.Times.once());
requestor
.setup(r =>
r.requestRfqtIndicativeQuotesAsync(
TypeMoq.It.isAny(),
TypeMoq.It.isAny(),
TypeMoq.It.isAny(),
TypeMoq.It.isAny(),
TypeMoq.It.isAny(),
),
)
.returns(() => Promise.resolve([]))
.verifiable(TypeMoq.Times.once());
await getRfqtIndicativeQuotesAsync(
MAKER_ASSET_DATA,
TAKER_ASSET_DATA,
MarketOperation.Sell,
new BigNumber('100e18'),
{
rfqt: {quoteRequestor: requestor.object, ...partialRfqt},
rfqt: { quoteRequestor: requestor.object, ...partialRfqt },
excludedSources: [],
},
);