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asset-s: check RFQ expiry more canonically

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For firm quotes, re-use orderCalculationUtils.willOrderExpire(), just
like utils.order_prune_utils.

For indicative quotes, duplicate the logic used in that
willOrderExpire() function, since it can't be re-used for an indicative
quote (it's not a full Order object), and since the logic is very
minimal.

Addresses review comment https://github.com/0xProject/0x-monorepo/pull/2574#discussion_r419768395
This commit is contained in:
F. Eugene Aumson
2020-05-05 13:33:58 -04:00
parent 38781807cd
commit 125c53827b
1 changed files with 27 additions and 22 deletions
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49
packages/asset-swapper/src/utils/quote_requestor.ts
View File

@@ -1,5 +1,5 @@
import { schemas, SchemaValidator } from '@0x/json-schemas';
import { assetDataUtils, SignedOrder } from '@0x/order-utils';
import { assetDataUtils, orderCalculationUtils, SignedOrder } from '@0x/order-utils';
import { ERC20AssetData } from '@0x/types';
import { BigNumber, logUtils } from '@0x/utils';
import Axios, { AxiosResponse } from 'axios';
@@ -161,20 +161,10 @@ export class QuoteRequestor {
return false;
}
const minExpiry = Math.round((Date.now() + this._expiryBufferMs) / constants.ONE_SECOND_MS);
if (new BigNumber(order.expirationTimeSeconds).isLessThan(minExpiry)) {
this._warningLogger(
`Expiry too soon (expected at least ${minExpiry}) in RFQ-T order, filtering out: ${JSON.stringify(
order,
)}`,
);
return false;
}
return true;
});
const orders: SignedOrder[] = validatedOrdersWithStringInts.map(orderWithStringInts => {
const validatedOrders: SignedOrder[] = validatedOrdersWithStringInts.map(orderWithStringInts => {
return {
...orderWithStringInts,
makerAssetAmount: new BigNumber(orderWithStringInts.makerAssetAmount),
@@ -186,6 +176,14 @@ export class QuoteRequestor {
};
});
const orders = validatedOrders.filter(order => {
if (orderCalculationUtils.willOrderExpire(order, this._expiryBufferMs / constants.ONE_SECOND_MS)) {
this._warningLogger(`Expiry too soon in RFQ-T order, filtering out: ${JSON.stringify(order)}`);
return false;
}
return true;
});
return orders;
}
@@ -250,19 +248,10 @@ export class QuoteRequestor {
);
return false;
}
const minExpiry = Math.round((Date.now() + this._expiryBufferMs) / constants.ONE_SECOND_MS);
if (new BigNumber(response.expirationTimeSeconds).isLessThan(minExpiry)) {
this._warningLogger(
`Expiry too soon (expected at least ${minExpiry}) in RFQ-T indicative quote, filtering out: ${JSON.stringify(
response,
)}`,
);
return false;
}
return true;
});
const responses = validResponsesWithStringInts.map(response => {
const validResponses = validResponsesWithStringInts.map(response => {
return {
...response,
makerAssetAmount: new BigNumber(response.makerAssetAmount),
@@ -271,6 +260,16 @@ export class QuoteRequestor {
};
});
const responses = validResponses.filter(response => {
if (this._isExpirationTooSoon(response.expirationTimeSeconds)) {
this._warningLogger(
`Expiry too soon in RFQ-T indicative quote, filtering out: ${JSON.stringify(response)}`,
);
return false;
}
return true;
});
return responses;
}
@@ -315,4 +314,10 @@ export class QuoteRequestor {
}
return false;
}
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));
}
}