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asset-swapper: Quote report pass back optional fill data (#2702)

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* ADDS quote report: pass back optional fill data for dex samples

* ADDS return fillData for Multihop in quote report

* FIXES quote report generator tests handle passing back fillData

* FIXES typing multi hop report source will always have fillData

* ADDS asset-swapper CHANGELOG entry
This commit is contained in:
Kim Persson
2020-09-24 15:06:44 +02:00
committed by GitHub
parent f2507cb94a
commit 5f570b772d
3 changed files with 41 additions and 13 deletions
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43
packages/asset-swapper/test/quote_report_generator_test.ts
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@@ -56,21 +56,25 @@ describe('generateQuoteReport', async () => {
source: ERC20BridgeSource.Kyber,
input: new BigNumber(10000),
output: new BigNumber(10001),
fillData: {},
};
const kyberSample2: DexSample = {
source: ERC20BridgeSource.Kyber,
input: new BigNumber(10003),
output: new BigNumber(10004),
fillData: {},
};
const uniswapSample1: DexSample = {
source: ERC20BridgeSource.UniswapV2,
input: new BigNumber(10003),
output: new BigNumber(10004),
fillData: {},
};
const uniswapSample2: DexSample = {
source: ERC20BridgeSource.UniswapV2,
input: new BigNumber(10005),
output: new BigNumber(10006),
fillData: {},
};
const dexQuotes: DexSample[] = [kyberSample1, kyberSample2, uniswapSample1, uniswapSample2];
@@ -178,21 +182,25 @@ describe('generateQuoteReport', async () => {
liquiditySource: ERC20BridgeSource.UniswapV2,
makerAmount: uniswapSample1.output,
takerAmount: uniswapSample1.input,
fillData: {},
};
const uniswap2Source: BridgeReportSource = {
liquiditySource: ERC20BridgeSource.UniswapV2,
makerAmount: uniswapSample2.output,
takerAmount: uniswapSample2.input,
fillData: {},
};
const kyber1Source: BridgeReportSource = {
liquiditySource: ERC20BridgeSource.Kyber,
makerAmount: kyberSample1.output,
takerAmount: kyberSample1.input,
fillData: {},
};
const kyber2Source: BridgeReportSource = {
liquiditySource: ERC20BridgeSource.Kyber,
makerAmount: kyberSample2.output,
takerAmount: kyberSample2.input,
fillData: {},
};
const expectedSourcesConsidered: QuoteReportSource[] = [
@@ -246,11 +254,13 @@ describe('generateQuoteReport', async () => {
source: ERC20BridgeSource.Kyber,
input: new BigNumber(10000),
output: new BigNumber(10001),
fillData: {},
};
const uniswapSample1: DexSample = {
source: ERC20BridgeSource.UniswapV2,
input: new BigNumber(10003),
output: new BigNumber(10004),
fillData: {},
};
const dexQuotes: DexSample[] = [kyberSample1, uniswapSample1];
@@ -302,11 +312,13 @@ describe('generateQuoteReport', async () => {
liquiditySource: ERC20BridgeSource.UniswapV2,
makerAmount: uniswapSample1.input,
takerAmount: uniswapSample1.output,
fillData: {},
};
const kyber1Source: BridgeReportSource = {
liquiditySource: ERC20BridgeSource.Kyber,
makerAmount: kyberSample1.input,
takerAmount: kyberSample1.output,
fillData: {},
};
const expectedSourcesConsidered: QuoteReportSource[] = [
@@ -347,6 +359,7 @@ describe('generateQuoteReport', async () => {
source: ERC20BridgeSource.Kyber,
input: new BigNumber(10000),
output: new BigNumber(10001),
fillData: {},
};
const orderbookOrder1FillableAmount = new BigNumber(1000);
@@ -355,23 +368,25 @@ describe('generateQuoteReport', async () => {
takerAssetAmount: orderbookOrder1FillableAmount.plus(101),
});
const twoHopFillData: MultiHopFillData = {
intermediateToken: hexUtils.random(20),
firstHopSource: {
source: ERC20BridgeSource.Balancer,
encodeCall: () => '',
handleCallResults: _callResults => [new BigNumber(1337)],
},
secondHopSource: {
source: ERC20BridgeSource.Curve,
encodeCall: () => '',
handleCallResults: _callResults => [new BigNumber(1337)],
},
};
const twoHopSample: DexSample<MultiHopFillData> = {
source: ERC20BridgeSource.MultiHop,
input: new BigNumber(3005),
output: new BigNumber(3006),
fillData: {
intermediateToken: hexUtils.random(20),
firstHopSource: {
source: ERC20BridgeSource.Balancer,
encodeCall: () => '',
handleCallResults: _callResults => [new BigNumber(1337)],
},
secondHopSource: {
source: ERC20BridgeSource.Curve,
encodeCall: () => '',
handleCallResults: _callResults => [new BigNumber(1337)],
},
},
fillData: twoHopFillData,
};
const orderReport = generateQuoteReport(
@@ -394,12 +409,14 @@ describe('generateQuoteReport', async () => {
liquiditySource: ERC20BridgeSource.Kyber,
makerAmount: kyberSample1.output,
takerAmount: kyberSample1.input,
fillData: {},
};
const twoHopSource: MultiHopReportSource = {
liquiditySource: ERC20BridgeSource.MultiHop,
makerAmount: twoHopSample.output,
takerAmount: twoHopSample.input,
hopSources: [ERC20BridgeSource.Balancer, ERC20BridgeSource.Curve],
fillData: twoHopFillData,
};
const expectedSourcesConsidered: QuoteReportSource[] = [kyber1Source, orderbookOrder1Source, twoHopSource];