From e2e14a977a71ff5b56c5876f4cc694eb1d880224 Mon Sep 17 00:00:00 2001
From: Daniel Pyrathon <pirosb3@gmail.com>
Date: Thu, 29 Oct 2020 08:48:01 -0700
Subject: [PATCH] fix: [WIP] Adds RFQ price-aware comparison price to Quote
 Report (#18)

* Adds RFQ price-aware comparison price to Quote Report

* added linting fix

* added small lints

* better syntax
---
 .../src/utils/market_operation_utils/index.ts            | 5 ++++-
 .../asset-swapper/src/utils/quote_report_generator.ts    | 9 ++++++++-
 .../asset-swapper/test/quote_report_generator_test.ts    | 1 +
 3 files changed, 13 insertions(+), 2 deletions(-)

diff --git a/packages/asset-swapper/src/utils/market_operation_utils/index.ts b/packages/asset-swapper/src/utils/market_operation_utils/index.ts
index a7eee55a98..750b28e757 100644
--- a/packages/asset-swapper/src/utils/market_operation_utils/index.ts
+++ b/packages/asset-swapper/src/utils/market_operation_utils/index.ts
@@ -88,6 +88,7 @@ export class MarketOperationUtils {
         quoteRequestor: QuoteRequestor | undefined,
         marketSideLiquidity: MarketSideLiquidity,
         optimizerResult: OptimizerResult,
+        comparisonPrice?: BigNumber | undefined,
     ): QuoteReport {
         const { side, dexQuotes, twoHopQuotes, orderFillableAmounts } = marketSideLiquidity;
         const { liquidityDelivered } = optimizerResult;
@@ -98,6 +99,7 @@ export class MarketOperationUtils {
             nativeOrders,
             orderFillableAmounts,
             liquidityDelivered,
+            comparisonPrice,
             quoteRequestor,
         );
     }
@@ -676,6 +678,7 @@ export class MarketOperationUtils {
         }
 
         // If RFQ liquidity is enabled, make a request to check RFQ liquidity
+        let comparisonPrice: BigNumber | undefined;
         const { rfqt } = _opts;
         if (
             rfqt &&
@@ -684,7 +687,6 @@ export class MarketOperationUtils {
             marketSideLiquidity.quoteSourceFilters.isAllowed(ERC20BridgeSource.Native)
         ) {
             // Calculate a suggested price. For now, this is simply the overall price of the aggregation.
-            let comparisonPrice: BigNumber | undefined;
             if (optimizerResult) {
                 const totalMakerAmount = BigNumber.sum(
                     ...optimizerResult.optimizedOrders.map(order => order.makerAssetAmount),
@@ -781,6 +783,7 @@ export class MarketOperationUtils {
                 _opts.rfqt ? _opts.rfqt.quoteRequestor : undefined,
                 marketSideLiquidity,
                 optimizerResult,
+                comparisonPrice,
             );
         }
         return { ...optimizerResult, quoteReport };
diff --git a/packages/asset-swapper/src/utils/quote_report_generator.ts b/packages/asset-swapper/src/utils/quote_report_generator.ts
index 31b49dcda8..8a845bec39 100644
--- a/packages/asset-swapper/src/utils/quote_report_generator.ts
+++ b/packages/asset-swapper/src/utils/quote_report_generator.ts
@@ -42,6 +42,7 @@ export interface NativeOrderbookReportSource extends NativeReportSourceBase {
 export interface NativeRFQTReportSource extends NativeReportSourceBase {
     isRfqt: true;
     makerUri: string;
+    comparisonPrice?: number;
 }
 export type QuoteReportSource =
     | BridgeReportSource
@@ -65,11 +66,12 @@ export function generateQuoteReport(
     nativeOrders: SignedOrder[],
     orderFillableAmounts: BigNumber[],
     liquidityDelivered: ReadonlyArray<CollapsedFill> | DexSample<MultiHopFillData>,
+    comparisonPrice?: BigNumber | undefined,
     quoteRequestor?: QuoteRequestor,
 ): QuoteReport {
     const dexReportSourcesConsidered = dexQuotes.map(quote => _dexSampleToReportSource(quote, marketOperation));
     const nativeOrderSourcesConsidered = nativeOrders.map((order, idx) =>
-        _nativeOrderToReportSource(order, orderFillableAmounts[idx], quoteRequestor),
+        _nativeOrderToReportSource(order, orderFillableAmounts[idx], comparisonPrice, quoteRequestor),
     );
     const multiHopSourcesConsidered = multiHopQuotes.map(quote =>
         _multiHopSampleToReportSource(quote, marketOperation),
@@ -94,6 +96,7 @@ export function generateQuoteReport(
                 return _nativeOrderToReportSource(
                     foundNativeOrder,
                     nativeOrderSignaturesToFillableAmounts[foundNativeOrder.signature],
+                    comparisonPrice,
                     quoteRequestor,
                 );
             } else {
@@ -197,6 +200,7 @@ function _nativeOrderFromCollapsedFill(cf: CollapsedFill): SignedOrder | undefin
 function _nativeOrderToReportSource(
     nativeOrder: SignedOrder,
     fillableAmount: BigNumber,
+    comparisonPrice?: BigNumber | undefined,
     quoteRequestor?: QuoteRequestor,
 ): NativeRFQTReportSource | NativeOrderbookReportSource {
     const nativeOrderBase: NativeReportSourceBase = {
@@ -215,6 +219,9 @@ function _nativeOrderToReportSource(
             isRfqt: true,
             makerUri: foundRfqtMakerUri,
         };
+        if (comparisonPrice) {
+            rfqtSource.comparisonPrice = comparisonPrice.toNumber();
+        }
         return rfqtSource;
     } else {
         // if it's not an rfqt order, treat as normal
diff --git a/packages/asset-swapper/test/quote_report_generator_test.ts b/packages/asset-swapper/test/quote_report_generator_test.ts
index 16eb3a3457..a060777a55 100644
--- a/packages/asset-swapper/test/quote_report_generator_test.ts
+++ b/packages/asset-swapper/test/quote_report_generator_test.ts
@@ -141,6 +141,7 @@ describe('generateQuoteReport', async () => {
             nativeOrders,
             orderFillableAmounts,
             pathGenerated,
+            undefined,
             quoteRequestor.object,
         );