feat: add proxy configuration to axios instance in RFQT asset-swapper (#159)

* add proxy configuration to axios instance * add support for additional axios instance opts * move quoteRequestorHttpClient parameter * fix tests, build errors * prettier * bump axios * bumped mock-axios-adapter version * downgrade axios again * re-upgrade axios 🤦 * updated yarn.lock * updated changelog Co-authored-by: Alex Kroeger <alexrkroeger@gmail.com>
2021-03-03 20:38:54 +01:00 · 2021-03-03 20:38:54 +01:00 · f3ca4293bc
commit f3ca4293bc
parent db3e076d03
8 changed files with 69 additions and 43 deletions
--- a/packages/asset-swapper/CHANGELOG.json
+++ b/packages/asset-swapper/CHANGELOG.json
@ -5,6 +5,10 @@
            {
                "note": "Add MooniswapLiquidityProvider \"direct\" route to EP consumer.",
                "pr": 143
+            },
+            {
+                "note": "Enable the ability to send RFQT requests thru a proxy",
+                "pr": 159
            }
        ]
    },
--- a/packages/asset-swapper/package.json
+++ b/packages/asset-swapper/package.json
@ -75,8 +75,8 @@
        "@ethersproject/address": "^5.0.1",
        "@ethersproject/contracts": "^5.0.1",
        "@ethersproject/providers": "^5.0.4",
-        "axios": "^0.19.2",
-        "axios-mock-adapter": "^1.18.1",
+        "axios": "^0.21.1",
+        "axios-mock-adapter": "^1.19.0",
        "cream-sor": "^0.3.3",
        "decimal.js": "^10.2.0",
        "ethereum-types": "^3.4.0",
--- a/packages/asset-swapper/src/constants.ts
+++ b/packages/asset-swapper/src/constants.ts
@ -94,6 +94,9 @@ export { DEFAULT_FEE_SCHEDULE, DEFAULT_GAS_SCHEDULE } from './utils/market_opera

 export const POSITIVE_SLIPPAGE_FEE_TRANSFORMER_GAS = new BigNumber(30000);

+// tslint:disable-next-line: custom-no-magic-numbers
+export const KEEP_ALIVE_TTL = 5 * 60 * ONE_SECOND_MS;
+
 export const constants = {
    ETH_GAS_STATION_API_URL,
    PROTOCOL_FEE_MULTIPLIER,
--- a/packages/asset-swapper/src/swap_quoter.ts
+++ b/packages/asset-swapper/src/swap_quoter.ts
@ -1,11 +1,14 @@
 import { ChainId, getContractAddressesForChainOrThrow } from '@0x/contract-addresses';
 import { FillQuoteTransformerOrderType, LimitOrder } from '@0x/protocol-utils';
 import { BigNumber, providerUtils } from '@0x/utils';
+import Axios, { AxiosInstance } from 'axios';
 import { BlockParamLiteral, SupportedProvider, ZeroExProvider } from 'ethereum-types';
+import { Agent as HttpAgent } from 'http';
+import { Agent as HttpsAgent } from 'https';
 import * as _ from 'lodash';

 import { artifacts } from './artifacts';
-import { constants, INVALID_SIGNATURE } from './constants';
+import { constants, INVALID_SIGNATURE, KEEP_ALIVE_TTL } from './constants';
 import {
    AssetSwapperContractAddresses,
    MarketBuySwapQuote,
@ -70,6 +73,7 @@ export class SwapQuoter {
    private readonly _protocolFeeUtils: ProtocolFeeUtils;
    private readonly _marketOperationUtils: MarketOperationUtils;
    private readonly _rfqtOptions?: SwapQuoterRfqtOpts;
+    private readonly _quoteRequestorHttpClient: AxiosInstance;

    /**
     * Instantiates a new SwapQuoter instance
@ -144,6 +148,12 @@ export class SwapQuoter {
                exchangeAddress: this._contractAddresses.exchange,
            },
        );
+
+        this._quoteRequestorHttpClient = Axios.create({
+            httpAgent: new HttpAgent({ keepAlive: true, timeout: KEEP_ALIVE_TTL }),
+            httpsAgent: new HttpsAgent({ keepAlive: true, timeout: KEEP_ALIVE_TTL }),
+            ...(rfqt ? rfqt.axiosInstanceOpts : {}),
+        });
    }

    public async getBatchMarketBuySwapQuoteAsync(
@ -348,6 +358,7 @@ export class SwapQuoter {
        if (calcOpts.rfqt !== undefined) {
            calcOpts.rfqt.quoteRequestor = new QuoteRequestor(
                rfqtOptions ? rfqtOptions.makerAssetOfferings || {} : {},
+                this._quoteRequestorHttpClient,
                rfqtOptions ? rfqtOptions.altRfqCreds : undefined,
                rfqtOptions ? rfqtOptions.warningLogger : undefined,
                rfqtOptions ? rfqtOptions.infoLogger : undefined,
--- a/packages/asset-swapper/src/types.ts
+++ b/packages/asset-swapper/src/types.ts
@ -9,6 +9,7 @@ import {
 } from '@0x/protocol-utils';
 import { TakerRequestQueryParams, V4SignedRfqOrder } from '@0x/quote-server';
 import { BigNumber } from '@0x/utils';
+import { AxiosRequestConfig } from 'axios';

 import {
    ERC20BridgeSource,
@ -291,6 +292,7 @@ export interface SwapQuoterRfqtOpts {
    };
    warningLogger?: LogFunction;
    infoLogger?: LogFunction;
+    axiosInstanceOpts?: AxiosRequestConfig;
 }

 export type AssetSwapperContractAddresses = ContractAddresses;
--- a/packages/asset-swapper/src/utils/quote_requestor.ts
+++ b/packages/asset-swapper/src/utils/quote_requestor.ts
@ -2,9 +2,7 @@ import { schemas, SchemaValidator } from '@0x/json-schemas';
 import { FillQuoteTransformerOrderType, Signature } from '@0x/protocol-utils';
 import { TakerRequestQueryParams, V4RFQFirmQuote, V4RFQIndicativeQuote, V4SignedRfqOrder } from '@0x/quote-server';
 import { BigNumber, NULL_ADDRESS } from '@0x/utils';
-import Axios, { AxiosInstance } from 'axios';
-import { Agent as HttpAgent } from 'http';
-import { Agent as HttpsAgent } from 'https';
+import { AxiosInstance } from 'axios';

 import { constants } from '../constants';
 import {
@ -20,17 +18,8 @@ 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';

-// tslint:disable-next-line: custom-no-magic-numbers
-const KEEP_ALIVE_TTL = 5 * 60 * ONE_SECOND_MS;
-
-export const quoteRequestorHttpClient: AxiosInstance = Axios.create({
-    httpAgent: new HttpAgent({ keepAlive: true, timeout: KEEP_ALIVE_TTL }),
-    httpsAgent: new HttpsAgent({ keepAlive: true, timeout: KEEP_ALIVE_TTL }),
-});
-
 const MAKER_TIMEOUT_STREAK_LENGTH = 10;
 const MAKER_TIMEOUT_BLACKLIST_DURATION_MINUTES = 10;
 const rfqMakerBlacklist = new RfqMakerBlacklist(MAKER_TIMEOUT_STREAK_LENGTH, MAKER_TIMEOUT_BLACKLIST_DURATION_MINUTES);
@ -137,6 +126,7 @@ export class QuoteRequestor {

    constructor(
        private readonly _rfqtAssetOfferings: RfqtMakerAssetOfferings,
+        private readonly _quoteRequestorHttpClient: AxiosInstance,
        private readonly _altRfqCreds?: { altRfqApiKey: string; altRfqProfile: string },
        private readonly _warningLogger: LogFunction = constants.DEFAULT_WARNING_LOGGER,
        private readonly _infoLogger: LogFunction = constants.DEFAULT_INFO_LOGGER,
@ -420,7 +410,7 @@ export class QuoteRequestor {
                        : options.makerEndpointMaxResponseTimeMs;
                try {
                    if (typedMakerUrl.pairType === RfqPairType.Standard) {
-                        const response = await quoteRequestorHttpClient.get(`${typedMakerUrl.url}/${quotePath}`, {
+                        const response = await this._quoteRequestorHttpClient.get(`${typedMakerUrl.url}/${quotePath}`, {
                            headers: { '0x-api-key': options.apiKey },
                            params: requestParams,
                            timeout: maxResponseTimeMs,
@ -456,7 +446,7 @@ export class QuoteRequestor {
                            maxResponseTimeMs,
                            options.altRfqtAssetOfferings || {},
                            requestParams,
-                            quoteRequestorHttpClient,
+                            this._quoteRequestorHttpClient,
                        );

                        const latencyMs = Date.now() - timeBeforeAwait;
--- a/packages/asset-swapper/test/quote_requestor_test.ts
+++ b/packages/asset-swapper/test/quote_requestor_test.ts
@ -3,11 +3,14 @@ import { FillQuoteTransformerOrderType, SignatureType } from '@0x/protocol-utils
 import { TakerRequestQueryParams, V4RFQIndicativeQuote } from '@0x/quote-server';
 import { StatusCodes } from '@0x/types';
 import { BigNumber, logUtils } from '@0x/utils';
+import Axios, { AxiosInstance } from 'axios';
 import * as chai from 'chai';
+import { Agent as HttpAgent } from 'http';
+import { Agent as HttpsAgent } from 'https';
 import _ = require('lodash');
 import 'mocha';

-import { constants } from '../src/constants';
+import { constants, KEEP_ALIVE_TTL } from '../src/constants';
 import {
    AltMockedRfqtQuoteResponse,
    AltQuoteModel,
@ -18,11 +21,16 @@ import {
    MockedRfqtQuoteResponse,
 } from '../src/types';
 import { NULL_ADDRESS } from '../src/utils/market_operation_utils/constants';
-import { QuoteRequestor, quoteRequestorHttpClient } from '../src/utils/quote_requestor';
+import { QuoteRequestor } from '../src/utils/quote_requestor';

 import { chaiSetup } from './utils/chai_setup';
 import { RfqtQuoteEndpoint, testHelpers } from './utils/test_helpers';

+const quoteRequestorHttpClient = Axios.create({
+    httpAgent: new HttpAgent({ keepAlive: true, timeout: KEEP_ALIVE_TTL }),
+    httpsAgent: new HttpsAgent({ keepAlive: true, timeout: KEEP_ALIVE_TTL }),
+});
+
 chaiSetup.configure();
 const expect = chai.expect;
 const ALT_MM_API_KEY = 'averysecurekey';
@ -215,6 +223,7 @@ describe('QuoteRequestor', async () => {
                            'https://426.0.0.1': [] /* Shouldn't ping an RFQ-T provider when they don't support the requested asset pair. */,
                            'https://37.0.0.1': [[makerToken, takerToken]],
                        },
+                        quoteRequestorHttpClient,
                        ALT_RFQ_CREDS,
                    );
                    const resp = await qr.requestRfqtFirmQuotesAsync(
@ -327,15 +336,18 @@ describe('QuoteRequestor', async () => {
                [],
                RfqtQuoteEndpoint.Indicative,
                async () => {
-                    const qr = new QuoteRequestor({
-                        'https://1337.0.0.1': [[makerToken, takerToken]],
-                        'https://420.0.0.1': [[makerToken, takerToken]],
-                        'https://421.0.0.1': [[makerToken, takerToken]],
-                        'https://422.0.0.1': [[makerToken, takerToken]],
-                        'https://423.0.0.1': [[makerToken, takerToken]],
-                        'https://424.0.0.1': [[makerToken, takerToken]],
-                        'https://37.0.0.1': [[makerToken, takerToken]],
-                    });
+                    const qr = new QuoteRequestor(
+                        {
+                            'https://1337.0.0.1': [[makerToken, takerToken]],
+                            'https://420.0.0.1': [[makerToken, takerToken]],
+                            'https://421.0.0.1': [[makerToken, takerToken]],
+                            'https://422.0.0.1': [[makerToken, takerToken]],
+                            'https://423.0.0.1': [[makerToken, takerToken]],
+                            'https://424.0.0.1': [[makerToken, takerToken]],
+                            'https://37.0.0.1': [[makerToken, takerToken]],
+                        },
+                        quoteRequestorHttpClient,
+                    );
                    const resp = await qr.requestRfqtIndicativeQuotesAsync(
                        makerToken,
                        takerToken,
@ -391,7 +403,10 @@ describe('QuoteRequestor', async () => {
                [],
                RfqtQuoteEndpoint.Indicative,
                async () => {
-                    const qr = new QuoteRequestor({ 'https://1337.0.0.1': [[makerToken, takerToken]] });
+                    const qr = new QuoteRequestor(
+                        { 'https://1337.0.0.1': [[makerToken, takerToken]] },
+                        quoteRequestorHttpClient,
+                    );
                    const resp = await qr.requestRfqtIndicativeQuotesAsync(
                        makerToken,
                        takerToken,
@ -623,7 +638,7 @@ describe('QuoteRequestor', async () => {
                    altMockedRequests,
                    RfqtQuoteEndpoint.Indicative,
                    async () => {
-                        const qr = new QuoteRequestor({}, ALT_RFQ_CREDS);
+                        const qr = new QuoteRequestor({}, quoteRequestorHttpClient, ALT_RFQ_CREDS);
                        const resp = await qr.requestRfqtIndicativeQuotesAsync(
                            altScenario.requestedMakerToken,
                            altScenario.requestedTakerToken,
--- a/yarn.lock
+++ b/yarn.lock
@ -2991,18 +2991,20 @@ aws4@^1.8.0:
  version "1.10.1"
  resolved "https://registry.yarnpkg.com/aws4/-/aws4-1.10.1.tgz#e1e82e4f3e999e2cfd61b161280d16a111f86428"

-axios-mock-adapter@^1.18.1:
+axios-mock-adapter@^1.19.0:
  version "1.19.0"
  resolved "https://registry.yarnpkg.com/axios-mock-adapter/-/axios-mock-adapter-1.19.0.tgz#9d72e321a6c5418e1eff067aa99761a86c5188a4"
+  integrity sha512-D+0U4LNPr7WroiBDvWilzTMYPYTuZlbo6BI8YHZtj7wYQS8NkARlP9KBt8IWWHTQJ0q/8oZ0ClPBtKCCkx8cQg==
  dependencies:
    fast-deep-equal "^3.1.3"
    is-buffer "^2.0.3"

-axios@^0.19.2:
-  version "0.19.2"
-  resolved "https://registry.yarnpkg.com/axios/-/axios-0.19.2.tgz#3ea36c5d8818d0d5f8a8a97a6d36b86cdc00cb27"
+axios@^0.21.1:
+  version "0.21.1"
+  resolved "https://registry.yarnpkg.com/axios/-/axios-0.21.1.tgz#22563481962f4d6bde9a76d516ef0e5d3c09b2b8"
+  integrity sha512-dKQiRHxGD9PPRIUNIWvZhPTPpl1rf/OxTYKsqKUDjBwYylTvV7SjSHJb9ratfyzM6wCdLCOYLzs73qpg5c4iGA==
  dependencies:
-    follow-redirects "1.5.10"
+    follow-redirects "^1.10.0"

 babel-code-frame@^6.22.0, babel-code-frame@^6.26.0:
  version "6.26.0"
@ -4757,7 +4759,7 @@ debug@2.6.9, debug@^2.2.0, debug@^2.3.3, debug@^2.6.8, debug@^2.6.9:
  dependencies:
    ms "2.0.0"

-debug@3.1.0, debug@=3.1.0:
+debug@3.1.0:
  version "3.1.0"
  resolved "https://registry.yarnpkg.com/debug/-/debug-3.1.0.tgz#5bb5a0672628b64149566ba16819e61518c67261"
  dependencies:
@ -6353,11 +6355,10 @@ flush-write-stream@^1.0.0, flush-write-stream@^1.0.2:
    inherits "^2.0.3"
    readable-stream "^2.3.6"

-follow-redirects@1.5.10:
-  version "1.5.10"
-  resolved "https://registry.yarnpkg.com/follow-redirects/-/follow-redirects-1.5.10.tgz#7b7a9f9aea2fdff36786a94ff643ed07f4ff5e2a"
-  dependencies:
-    debug "=3.1.0"
+follow-redirects@^1.10.0:
+  version "1.13.3"
+  resolved "https://registry.yarnpkg.com/follow-redirects/-/follow-redirects-1.13.3.tgz#e5598ad50174c1bc4e872301e82ac2cd97f90267"
+  integrity sha512-DUgl6+HDzB0iEptNQEXLx/KhTmDb8tZUHSeLqpnjpknR70H0nC2t9N73BK6fN4hOvJ84pKlIQVQ4k5FFlBedKA==

 for-each@~0.3.3:
  version "0.3.3"
@ -10315,9 +10316,9 @@ public-encrypt@^4.0.0:
    randombytes "^2.0.1"
    safe-buffer "^5.1.2"

-"publish-release@git+https://github.com/0xProject/publish-release.git#3f8be1105a356527f4b362ff456d94bf9a82f2ed":
+"publish-release@https://github.com/0xProject/publish-release.git#3f8be1105a356527f4b362ff456d94bf9a82f2ed":
  version "1.3.3"
-  resolved "git+https://github.com/0xProject/publish-release.git#3f8be1105a356527f4b362ff456d94bf9a82f2ed"
+  resolved "https://github.com/0xProject/publish-release.git#3f8be1105a356527f4b362ff456d94bf9a82f2ed"
  dependencies:
    async "^0.9.0"
    ghauth "^2.0.0"