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fix: added prometheus changes on expiration (#308)

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* added prometheus changes on expiration

* added unit tests

* prettier

* addressed comments

* remove unused tests

* fix lint:

* Update quote_requestor_test.ts
This commit is contained in:
Daniel Pyrathon 2021-08-23 13:59:49 -07:00 committed by GitHub
parent ed3524e0d7
commit da433854ac
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1 changed files with 15 additions and 9 deletions
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24
packages/asset-swapper/src/utils/quote_requestor.ts
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@ -25,6 +25,7 @@ import {
} from '../types';
import { returnQuoteFromAltMMAsync } from './alt_mm_implementation_utils';
import { ONE_SECOND_MS } from './market_operation_utils/constants';
import { RfqMakerBlacklist } from './rfq_maker_blacklist';
const MAKER_TIMEOUT_STREAK_LENGTH = 10;
@ -177,6 +178,12 @@ export class QuoteRequestor {
}
}
public static getDurationUntilExpirationMs(expirationTimeSeconds: BigNumber): BigNumber {
const expirationTimeMs = expirationTimeSeconds.times(constants.ONE_SECOND_MS);
const currentTimeMs = new BigNumber(Date.now());
return BigNumber.max(expirationTimeMs.minus(currentTimeMs), 0);
}
private static _makerSupportsPair(
typedMakerUrl: TypedMakerUrl,
makerToken: string,
@ -361,12 +368,6 @@ export class QuoteRequestor {
return true;
}
private _isExpirationTooSoon(expirationTimeSeconds: BigNumber): boolean {
const expirationTimeMs = expirationTimeSeconds.times(constants.ONE_SECOND_MS);
const currentTimeMs = new BigNumber(Date.now());
return expirationTimeMs.isLessThan(currentTimeMs.plus(this._expiryBufferMs));
}
private async _getQuotesAsync<ResponseT>(
makerToken: string,
takerToken: string,
@ -587,12 +588,15 @@ export class QuoteRequestor {
return false;
}
const isLastLook = Boolean(options.isLastLook);
if (this._isExpirationTooSoon(new BigNumber(order.expiry))) {
const msRemainingUntilExpiration = QuoteRequestor.getDurationUntilExpirationMs(new BigNumber(order.expiry));
const isExpirationTooSoon = msRemainingUntilExpiration.lt(this._expiryBufferMs);
if (isExpirationTooSoon) {
this._warningLogger(order, 'Expiry too soon in RFQ-T firm quote, filtering out');
this._metrics?.incrementExpirationToSoonCounter(isLastLook, order.maker);
return false;
} else {
this._metrics?.measureExpirationForValidOrder(isLastLook, order.maker, order.expiry);
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);
@ -673,7 +677,9 @@ export class QuoteRequestor {
this._warningLogger(order, 'Unexpected token or taker address in RFQ order, filtering out');
return false;
}
if (this._isExpirationTooSoon(new BigNumber(order.expiry))) {
const msRemainingUntilExpiration = QuoteRequestor.getDurationUntilExpirationMs(new BigNumber(order.expiry));
const isExpirationTooSoon = msRemainingUntilExpiration.lt(this._expiryBufferMs);
if (isExpirationTooSoon) {
this._warningLogger(order, 'Expiry too soon in RFQ indicative quote, filtering out');
return false;
} else {