93bdaba8ee
Skip querying an RFQ-T maker for a quote when the requested asset pair isn't supported by that maker.
302 lines
13 KiB
TypeScript
302 lines
13 KiB
TypeScript
import { tokenUtils } from '@0x/dev-utils';
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import { assetDataUtils } from '@0x/order-utils';
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import { StatusCodes } from '@0x/types';
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import { BigNumber } from '@0x/utils';
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import * as chai from 'chai';
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import 'mocha';
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import { MarketOperation, MockedRfqtFirmQuoteResponse, MockedRfqtIndicativeQuoteResponse } from '../src/types';
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import { QuoteRequestor } from '../src/utils/quote_requestor';
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import { rfqtMocker } from '../src/utils/rfqt_mocker';
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import { chaiSetup } from './utils/chai_setup';
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import { testOrderFactory } from './utils/test_order_factory';
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chaiSetup.configure();
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const expect = chai.expect;
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function makeOneMinuteExpiryJson(): string {
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const expiry = new Date(Date.now());
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expiry.setMinutes(expiry.getMinutes() + 1);
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return Math.round(expiry.valueOf() / constants.ONE_SECOND_MS).toString();
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}
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describe('QuoteRequestor', async () => {
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const [makerToken, takerToken, otherToken1] = tokenUtils.getDummyERC20TokenAddresses();
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const makerAssetData = assetDataUtils.encodeERC20AssetData(makerToken);
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const takerAssetData = assetDataUtils.encodeERC20AssetData(takerToken);
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describe('requestRfqtFirmQuotesAsync for firm quotes', async () => {
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it('should return successful RFQT requests', async () => {
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const takerAddress = '0xd209925defc99488e3afff1174e48b4fa628302a';
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const apiKey = 'my-ko0l-api-key';
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// Set up RFQT responses
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// tslint:disable-next-line:array-type
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const mockedRequests: MockedRfqtFirmQuoteResponse[] = [];
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const expectedParams = {
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sellToken: takerToken,
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buyToken: makerToken,
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sellAmount: '10000',
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buyAmount: undefined,
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takerAddress,
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};
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// Successful response
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const successfulOrder1 = testOrderFactory.generateTestSignedOrder({
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makerAssetData,
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takerAssetData,
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feeRecipientAddress: '0x0000000000000000000000000000000000000001',
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});
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mockedRequests.push({
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endpoint: 'https://1337.0.0.1',
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requestApiKey: apiKey,
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requestParams: expectedParams,
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responseData: successfulOrder1,
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responseCode: StatusCodes.Success,
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});
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// Test out a bad response code, ensure it doesnt cause throw
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mockedRequests.push({
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endpoint: 'https://420.0.0.1',
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requestApiKey: apiKey,
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requestParams: expectedParams,
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responseData: { error: 'bad request' },
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responseCode: StatusCodes.InternalError,
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});
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// Test out a successful response code but an invalid order
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mockedRequests.push({
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endpoint: 'https://421.0.0.1',
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requestApiKey: apiKey,
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requestParams: expectedParams,
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responseData: { makerAssetData: '123' },
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responseCode: StatusCodes.Success,
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});
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// A successful response code and valid order, but for wrong maker asset data
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const wrongMakerAssetDataOrder = testOrderFactory.generateTestSignedOrder({
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makerAssetData: assetDataUtils.encodeERC20AssetData(otherToken1),
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takerAssetData,
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});
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mockedRequests.push({
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endpoint: 'https://422.0.0.1',
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requestApiKey: apiKey,
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requestParams: expectedParams,
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responseData: wrongMakerAssetDataOrder,
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responseCode: StatusCodes.Success,
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});
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// A successful response code and valid order, but for wrong taker asset data
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const wrongTakerAssetDataOrder = testOrderFactory.generateTestSignedOrder({
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makerAssetData,
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takerAssetData: assetDataUtils.encodeERC20AssetData(otherToken1),
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});
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mockedRequests.push({
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endpoint: 'https://423.0.0.1',
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requestApiKey: apiKey,
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requestParams: expectedParams,
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responseData: wrongTakerAssetDataOrder,
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responseCode: StatusCodes.Success,
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});
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// A successful response code and good order but its unsigned
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const unsignedOrder = testOrderFactory.generateTestSignedOrder({
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makerAssetData,
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takerAssetData,
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feeRecipientAddress: '0x0000000000000000000000000000000000000002',
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});
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delete unsignedOrder.signature;
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mockedRequests.push({
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endpoint: 'https://424.0.0.1',
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requestApiKey: apiKey,
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requestParams: expectedParams,
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responseData: unsignedOrder,
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responseCode: StatusCodes.Success,
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});
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// Shouldn't ping an RFQ-T provider when they don't support the requested asset pair.
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// (see how QuoteRequestor constructor parameters below don't list
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// any supported asset pairs for this maker.)
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mockedRequests.push({
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endpoint: 'https://426.0.0.1',
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requestApiKey: apiKey,
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requestParams: expectedParams,
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responseData: successfulOrder1,
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responseCode: StatusCodes.Success,
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});
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// Another Successful response
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const successfulOrder2 = testOrderFactory.generateTestSignedOrder({ makerAssetData, takerAssetData });
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mockedRequests.push({
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endpoint: 'https://37.0.0.1',
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requestApiKey: apiKey,
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requestParams: expectedParams,
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responseData: successfulOrder2,
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responseCode: StatusCodes.Success,
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});
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return rfqtMocker.withMockedRfqtFirmQuotes(mockedRequests, async () => {
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const qr = new QuoteRequestor({
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'https://1337.0.0.1': [[makerToken, takerToken]],
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'https://420.0.0.1': [[makerToken, takerToken]],
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'https://421.0.0.1': [[makerToken, takerToken]],
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'https://422.0.0.1': [[makerToken, takerToken]],
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'https://423.0.0.1': [[makerToken, takerToken]],
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'https://424.0.0.1': [[makerToken, takerToken]],
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'https://426.0.0.1': [],
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'https://37.0.0.1': [[makerToken, takerToken]],
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});
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const resp = await qr.requestRfqtFirmQuotesAsync(
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makerAssetData,
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takerAssetData,
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new BigNumber(10000),
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MarketOperation.Sell,
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{
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apiKey,
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takerAddress,
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intentOnFilling: true,
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},
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);
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expect(resp.sort()).to.eql([successfulOrder1, successfulOrder2].sort());
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});
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});
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});
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describe('requestRfqtIndicativeQuotesAsync for Indicative quotes', async () => {
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it('should return successful RFQT requests', async () => {
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const takerAddress = '0xd209925defc99488e3afff1174e48b4fa628302a';
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const apiKey = 'my-ko0l-api-key';
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// Set up RFQT responses
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// tslint:disable-next-line:array-type
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const mockedRequests: MockedRfqtIndicativeQuoteResponse[] = [];
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const expectedParams = {
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sellToken: takerToken,
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buyToken: makerToken,
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sellAmount: '10000',
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buyAmount: undefined,
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takerAddress,
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};
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// Successful response
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const successfulQuote1 = {
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makerAssetData,
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takerAssetData,
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makerAssetAmount: new BigNumber(expectedParams.sellAmount),
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takerAssetAmount: new BigNumber(expectedParams.sellAmount),
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expirationTimeSeconds: makeOneMinuteExpiryJson(),
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};
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mockedRequests.push({
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endpoint: 'https://1337.0.0.1',
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requestApiKey: apiKey,
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requestParams: expectedParams,
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responseData: successfulQuote1,
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responseCode: StatusCodes.Success,
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});
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// Test out a bad response code, ensure it doesnt cause throw
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mockedRequests.push({
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endpoint: 'https://420.0.0.1',
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requestApiKey: apiKey,
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requestParams: expectedParams,
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responseData: { error: 'bad request' },
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responseCode: StatusCodes.InternalError,
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});
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// Test out a successful response code but an invalid order
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mockedRequests.push({
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endpoint: 'https://421.0.0.1',
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requestApiKey: apiKey,
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requestParams: expectedParams,
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responseData: { makerAssetData: '123' },
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responseCode: StatusCodes.Success,
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});
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// A successful response code and valid response data, but for wrong maker asset data
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mockedRequests.push({
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endpoint: 'https://422.0.0.1',
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requestApiKey: apiKey,
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requestParams: expectedParams,
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responseData: { ...successfulQuote1, makerAssetData: assetDataUtils.encodeERC20AssetData(otherToken1) },
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responseCode: StatusCodes.Success,
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});
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// A successful response code and valid response data, but for wrong taker asset data
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mockedRequests.push({
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endpoint: 'https://423.0.0.1',
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requestApiKey: apiKey,
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requestParams: expectedParams,
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responseData: { ...successfulQuote1, takerAssetData: assetDataUtils.encodeERC20AssetData(otherToken1) },
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responseCode: StatusCodes.Success,
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});
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// Another Successful response
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mockedRequests.push({
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endpoint: 'https://37.0.0.1',
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requestApiKey: apiKey,
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requestParams: expectedParams,
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responseData: successfulQuote1,
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responseCode: StatusCodes.Success,
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});
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return rfqtMocker.withMockedRfqtIndicativeQuotes(mockedRequests, async () => {
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const qr = new QuoteRequestor({
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'https://1337.0.0.1': [[makerToken, takerToken]],
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'https://420.0.0.1': [[makerToken, takerToken]],
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'https://421.0.0.1': [[makerToken, takerToken]],
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'https://422.0.0.1': [[makerToken, takerToken]],
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'https://423.0.0.1': [[makerToken, takerToken]],
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'https://424.0.0.1': [[makerToken, takerToken]],
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'https://37.0.0.1': [[makerToken, takerToken]],
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});
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const resp = await qr.requestRfqtIndicativeQuotesAsync(
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makerAssetData,
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takerAssetData,
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new BigNumber(10000),
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MarketOperation.Sell,
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{
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apiKey,
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takerAddress,
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intentOnFilling: true,
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},
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);
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expect(resp.sort()).to.eql([successfulQuote1, successfulQuote1].sort());
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});
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});
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it('should return successful RFQT indicative quote requests', async () => {
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const takerAddress = '0xd209925defc99488e3afff1174e48b4fa628302a';
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const apiKey = 'my-ko0l-api-key';
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// Set up RFQT responses
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// tslint:disable-next-line:array-type
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const mockedRequests: MockedRfqtIndicativeQuoteResponse[] = [];
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const expectedParams = {
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sellToken: takerToken,
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buyToken: makerToken,
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buyAmount: '10000',
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sellAmount: undefined,
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takerAddress,
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};
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// Successful response
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const successfulQuote1 = {
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makerAssetData,
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takerAssetData,
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makerAssetAmount: new BigNumber(expectedParams.buyAmount),
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takerAssetAmount: new BigNumber(expectedParams.buyAmount),
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expirationTimeSeconds: makeOneMinuteExpiryJson(),
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};
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mockedRequests.push({
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endpoint: 'https://1337.0.0.1',
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requestApiKey: apiKey,
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requestParams: expectedParams,
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responseData: successfulQuote1,
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responseCode: StatusCodes.Success,
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});
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return rfqtMocker.withMockedRfqtIndicativeQuotes(mockedRequests, async () => {
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const qr = new QuoteRequestor({ 'https://1337.0.0.1': [[makerToken, takerToken]] });
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const resp = await qr.requestRfqtIndicativeQuotesAsync(
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makerAssetData,
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takerAssetData,
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new BigNumber(10000),
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MarketOperation.Buy,
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{
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apiKey,
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takerAddress,
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intentOnFilling: true,
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},
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);
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expect(resp.sort()).to.eql([successfulQuote1].sort());
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});
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});
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});
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});
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