import { tokenUtils } from '@0x/dev-utils'; import { assetDataUtils } from '@0x/order-utils'; import { StatusCodes } from '@0x/types'; import { BigNumber } from '@0x/utils'; import * as chai from 'chai'; import 'mocha'; import { constants } from '../src/constants'; import { MarketOperation, MockedRfqtFirmQuoteResponse, MockedRfqtIndicativeQuoteResponse } from '../src/types'; import { QuoteRequestor } from '../src/utils/quote_requestor'; import { rfqtMocker } from '../src/utils/rfqt_mocker'; import { chaiSetup } from './utils/chai_setup'; import { testOrderFactory } from './utils/test_order_factory'; chaiSetup.configure(); const expect = chai.expect; function makeThreeMinuteExpiryJson(): string { const expiry = new Date(Date.now()); expiry.setMinutes(expiry.getMinutes() + 3); return Math.round(expiry.valueOf() / constants.ONE_SECOND_MS).toString(); } describe('QuoteRequestor', async () => { const [makerToken, takerToken, otherToken1] = tokenUtils.getDummyERC20TokenAddresses(); const makerAssetData = assetDataUtils.encodeERC20AssetData(makerToken); const takerAssetData = assetDataUtils.encodeERC20AssetData(takerToken); describe('requestRfqtFirmQuotesAsync for firm quotes', async () => { it('should return successful RFQT requests', async () => { const takerAddress = '0xd209925defc99488e3afff1174e48b4fa628302a'; const apiKey = 'my-ko0l-api-key'; // Set up RFQT responses // tslint:disable-next-line:array-type const mockedRequests: MockedRfqtFirmQuoteResponse[] = []; const expectedParams = { sellToken: takerToken, buyToken: makerToken, sellAmount: '10000', buyAmount: undefined, takerAddress, }; // Successful response const successfulOrder1 = testOrderFactory.generateTestSignedOrder({ makerAssetData, takerAssetData, takerAddress, feeRecipientAddress: '0x0000000000000000000000000000000000000001', expirationTimeSeconds: new BigNumber(makeThreeMinuteExpiryJson()), }); mockedRequests.push({ endpoint: 'https://1337.0.0.1', requestApiKey: apiKey, requestParams: expectedParams, responseData: successfulOrder1, responseCode: StatusCodes.Success, }); // Test out a bad response code, ensure it doesnt cause throw mockedRequests.push({ endpoint: 'https://420.0.0.1', requestApiKey: apiKey, requestParams: expectedParams, responseData: { error: 'bad request' }, responseCode: StatusCodes.InternalError, }); // Test out a successful response code but an invalid order mockedRequests.push({ endpoint: 'https://421.0.0.1', requestApiKey: apiKey, requestParams: expectedParams, responseData: { makerAssetData: '123' }, responseCode: StatusCodes.Success, }); // A successful response code and valid order, but for wrong maker asset data const wrongMakerAssetDataOrder = testOrderFactory.generateTestSignedOrder({ makerAssetData: assetDataUtils.encodeERC20AssetData(otherToken1), expirationTimeSeconds: new BigNumber(makeThreeMinuteExpiryJson()), takerAssetData, }); mockedRequests.push({ endpoint: 'https://422.0.0.1', requestApiKey: apiKey, requestParams: expectedParams, responseData: wrongMakerAssetDataOrder, responseCode: StatusCodes.Success, }); // A successful response code and valid order, but for wrong taker asset data const wrongTakerAssetDataOrder = testOrderFactory.generateTestSignedOrder({ makerAssetData, expirationTimeSeconds: new BigNumber(makeThreeMinuteExpiryJson()), takerAssetData: assetDataUtils.encodeERC20AssetData(otherToken1), }); mockedRequests.push({ endpoint: 'https://423.0.0.1', requestApiKey: apiKey, requestParams: expectedParams, responseData: wrongTakerAssetDataOrder, responseCode: StatusCodes.Success, }); // A successful response code and good order but its unsigned const unsignedOrder = testOrderFactory.generateTestSignedOrder({ makerAssetData, takerAssetData, expirationTimeSeconds: new BigNumber(makeThreeMinuteExpiryJson()), feeRecipientAddress: '0x0000000000000000000000000000000000000002', }); delete unsignedOrder.signature; mockedRequests.push({ endpoint: 'https://424.0.0.1', requestApiKey: apiKey, requestParams: expectedParams, responseData: unsignedOrder, responseCode: StatusCodes.Success, }); // A successful response code and good order but for the wrong takerAddress const orderWithNullTaker = testOrderFactory.generateTestSignedOrder({ makerAssetData, takerAssetData, expirationTimeSeconds: new BigNumber(makeThreeMinuteExpiryJson()), takerAddress: constants.NULL_ADDRESS, feeRecipientAddress: '0x0000000000000000000000000000000000000002', }); mockedRequests.push({ endpoint: 'https://425.0.0.1', requestApiKey: apiKey, requestParams: expectedParams, responseData: orderWithNullTaker, responseCode: StatusCodes.Success, }); // Shouldn't ping an RFQ-T provider when they don't support the requested asset pair. // (see how QuoteRequestor constructor parameters below don't list // any supported asset pairs for this maker.) mockedRequests.push({ endpoint: 'https://426.0.0.1', requestApiKey: apiKey, requestParams: expectedParams, responseData: successfulOrder1, responseCode: StatusCodes.Success, }); // Another Successful response const successfulOrder2 = testOrderFactory.generateTestSignedOrder({ makerAssetData, takerAssetData, takerAddress, expirationTimeSeconds: new BigNumber(makeThreeMinuteExpiryJson()), }); mockedRequests.push({ endpoint: 'https://37.0.0.1', requestApiKey: apiKey, requestParams: expectedParams, responseData: successfulOrder2, responseCode: StatusCodes.Success, }); return rfqtMocker.withMockedRfqtFirmQuotes(mockedRequests, 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://425.0.0.1': [[makerToken, takerToken]], 'https://426.0.0.1': [], 'https://37.0.0.1': [[makerToken, takerToken]], }); const resp = await qr.requestRfqtFirmQuotesAsync( makerAssetData, takerAssetData, new BigNumber(10000), MarketOperation.Sell, { apiKey, takerAddress, intentOnFilling: true, }, ); expect(resp.sort()).to.eql([successfulOrder1, successfulOrder2].sort()); }); }); }); describe('requestRfqtIndicativeQuotesAsync for Indicative quotes', async () => { it('should return successful RFQT requests', async () => { const takerAddress = '0xd209925defc99488e3afff1174e48b4fa628302a'; const apiKey = 'my-ko0l-api-key'; // Set up RFQT responses // tslint:disable-next-line:array-type const mockedRequests: MockedRfqtIndicativeQuoteResponse[] = []; const expectedParams = { sellToken: takerToken, buyToken: makerToken, sellAmount: '10000', buyAmount: undefined, takerAddress, }; // Successful response const successfulQuote1 = { makerAssetData, takerAssetData, makerAssetAmount: new BigNumber(expectedParams.sellAmount), takerAssetAmount: new BigNumber(expectedParams.sellAmount), expirationTimeSeconds: new BigNumber(makeThreeMinuteExpiryJson()), }; mockedRequests.push({ endpoint: 'https://1337.0.0.1', requestApiKey: apiKey, requestParams: expectedParams, responseData: successfulQuote1, responseCode: StatusCodes.Success, }); // Test out a bad response code, ensure it doesnt cause throw mockedRequests.push({ endpoint: 'https://420.0.0.1', requestApiKey: apiKey, requestParams: expectedParams, responseData: { error: 'bad request' }, responseCode: StatusCodes.InternalError, }); // Test out a successful response code but an invalid order mockedRequests.push({ endpoint: 'https://421.0.0.1', requestApiKey: apiKey, requestParams: expectedParams, responseData: { makerAssetData: '123' }, responseCode: StatusCodes.Success, }); // A successful response code and valid response data, but for wrong maker asset data mockedRequests.push({ endpoint: 'https://422.0.0.1', requestApiKey: apiKey, requestParams: expectedParams, responseData: { ...successfulQuote1, makerAssetData: assetDataUtils.encodeERC20AssetData(otherToken1) }, responseCode: StatusCodes.Success, }); // A successful response code and valid response data, but for wrong taker asset data mockedRequests.push({ endpoint: 'https://423.0.0.1', requestApiKey: apiKey, requestParams: expectedParams, responseData: { ...successfulQuote1, takerAssetData: assetDataUtils.encodeERC20AssetData(otherToken1) }, responseCode: StatusCodes.Success, }); // Another Successful response mockedRequests.push({ endpoint: 'https://37.0.0.1', requestApiKey: apiKey, requestParams: expectedParams, responseData: successfulQuote1, responseCode: StatusCodes.Success, }); return rfqtMocker.withMockedRfqtIndicativeQuotes(mockedRequests, 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 resp = await qr.requestRfqtIndicativeQuotesAsync( makerAssetData, takerAssetData, new BigNumber(10000), MarketOperation.Sell, { apiKey, takerAddress, intentOnFilling: true, }, ); expect(resp.sort()).to.eql([successfulQuote1, successfulQuote1].sort()); }); }); it('should return successful RFQT indicative quote requests', async () => { const takerAddress = '0xd209925defc99488e3afff1174e48b4fa628302a'; const apiKey = 'my-ko0l-api-key'; // Set up RFQT responses // tslint:disable-next-line:array-type const mockedRequests: MockedRfqtIndicativeQuoteResponse[] = []; const expectedParams = { sellToken: takerToken, buyToken: makerToken, buyAmount: '10000', sellAmount: undefined, takerAddress, }; // Successful response const successfulQuote1 = { makerAssetData, takerAssetData, makerAssetAmount: new BigNumber(expectedParams.buyAmount), takerAssetAmount: new BigNumber(expectedParams.buyAmount), expirationTimeSeconds: new BigNumber(makeThreeMinuteExpiryJson()), }; mockedRequests.push({ endpoint: 'https://1337.0.0.1', requestApiKey: apiKey, requestParams: expectedParams, responseData: successfulQuote1, responseCode: StatusCodes.Success, }); return rfqtMocker.withMockedRfqtIndicativeQuotes(mockedRequests, async () => { const qr = new QuoteRequestor({ 'https://1337.0.0.1': [[makerToken, takerToken]] }); const resp = await qr.requestRfqtIndicativeQuotesAsync( makerAssetData, takerAssetData, new BigNumber(10000), MarketOperation.Buy, { apiKey, takerAddress, intentOnFilling: true, }, ); expect(resp.sort()).to.eql([successfulQuote1].sort()); }); }); }); });