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asset-swapper: validate RFQT indicative quotes

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Validate that the responses returned from maker endpoints both conform
to expected JSON schema data types and also have the expected asset
data, per the taker's request.
This commit is contained in:
F. Eugene Aumson
2020-04-20 20:14:18 -04:00
parent 45bc967f30
commit 2456adcb68
1 changed files with 43 additions and 17 deletions
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60
packages/asset-swapper/src/utils/quote_requestor.ts
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@@ -68,6 +68,17 @@ function inferQueryParams(
}
}
function hasExpectedAssetData(
expectedMakerAssetData: string,
expectedTakerAssetData: string,
makerAssetDataInQuestion: string,
takerAssetDataInQuestion: string,
): boolean {
const hasExpectedMakerAssetData = makerAssetDataInQuestion.toLowerCase() === expectedMakerAssetData.toLowerCase();
const hasExpectedTakerAssetData = takerAssetDataInQuestion.toLowerCase() === expectedTakerAssetData.toLowerCase();
return hasExpectedMakerAssetData && hasExpectedTakerAssetData;
}
export class QuoteRequestor {
private readonly _rfqtMakerEndpoints: string[];
private readonly _schemaValidator: SchemaValidator = new SchemaValidator();
@@ -124,9 +135,14 @@ export class QuoteRequestor {
return false;
}
const hasExpectedMakerAssetData = order.makerAssetData.toLowerCase() === makerAssetData.toLowerCase();
const hasExpectedTakerAssetData = order.takerAssetData.toLowerCase() === takerAssetData.toLowerCase();
if (!hasExpectedMakerAssetData || !hasExpectedTakerAssetData) {
if (
!hasExpectedAssetData(
makerAssetData,
takerAssetData,
order.makerAssetData.toLowerCase(),
order.takerAssetData.toLowerCase(),
)
) {
logUtils.warn(`Unexpected asset data in RFQ-T order, filtering out: ${JSON.stringify(order)}`);
return false;
}
@@ -191,11 +207,19 @@ export class QuoteRequestor {
const responsesWithStringInts = axiosResponses.map(response => response.data); // not yet BigNumber
const validResponsesWithStringInts = responsesWithStringInts.filter(response => {
if (this._isValidRfqtIndicativeQuoteResponse(response)) {
return true;
if (!this._isValidRfqtIndicativeQuoteResponse(response)) {
logUtils.warn(`Invalid RFQ-T indicative quote received, filtering out: ${JSON.stringify(response)}`);
return false;
}
logUtils.warn(`Invalid RFQ-T indicative quote received, filtering out: ${JSON.stringify(response)}`);
return false;
if (
!hasExpectedAssetData(makerAssetData, takerAssetData, response.makerAssetData, response.takerAssetData)
) {
logUtils.warn(
`Unexpected asset data in RFQ-T indicative quote, filtering out: ${JSON.stringify(response)}`,
);
return false;
}
return true;
});
const responses = validResponsesWithStringInts.map(response => {
@@ -210,16 +234,18 @@ export class QuoteRequestor {
}
private _isValidRfqtIndicativeQuoteResponse(response: RfqtIndicativeQuoteResponse): boolean {
const hasValidMakerAssetAmount = this._schemaValidator.isValid(
response.makerAssetAmount,
schemas.wholeNumberSchema,
);
const hasValidTakerAssetAmount = this._schemaValidator.isValid(
response.takerAssetAmount,
schemas.wholeNumberSchema,
);
const hasValidMakerAssetData = this._schemaValidator.isValid(response.makerAssetData, schemas.hexSchema);
const hasValidTakerAssetData = this._schemaValidator.isValid(response.takerAssetData, schemas.hexSchema);
const hasValidMakerAssetAmount =
response.makerAssetAmount !== undefined &&
this._schemaValidator.isValid(response.makerAssetAmount, schemas.wholeNumberSchema);
const hasValidTakerAssetAmount =
response.takerAssetAmount !== undefined &&
this._schemaValidator.isValid(response.takerAssetAmount, schemas.wholeNumberSchema);
const hasValidMakerAssetData =
response.makerAssetData !== undefined &&
this._schemaValidator.isValid(response.makerAssetData, schemas.hexSchema);
const hasValidTakerAssetData =
response.takerAssetData !== undefined &&
this._schemaValidator.isValid(response.takerAssetData, schemas.hexSchema);
if (hasValidMakerAssetAmount && hasValidTakerAssetAmount && hasValidMakerAssetData && hasValidTakerAssetData) {
return true;
}