WIP: add quoteReport response

packages/asset-swapper/src/types.ts

@@ -155,6 +155,7 @@ export interface SwapQuoteBase {
     bestCaseQuoteInfo: SwapQuoteInfo;
     worstCaseQuoteInfo: SwapQuoteInfo;
     sourceBreakdown: SwapQuoteOrdersBreakdown;
+    quoteReport: string;
 }
 
 /**
@@ -218,7 +219,7 @@ export interface SwapQuoteRequestOpts extends CalculateSwapQuoteOpts {
 /**
  * Opts required to generate a SwapQuote with SwapQuoteCalculator
  */
-export interface CalculateSwapQuoteOpts extends GetMarketOrdersOpts {}
+export interface CalculateSwapQuoteOpts extends GetMarketOrdersOpts { }
 
 /**
  * A mapping from RFQ-T quote provider URLs to the trading pairs they support.

packages/asset-swapper/src/utils/market_operation_utils/index.ts

@@ -22,6 +22,7 @@ import {
     ERC20BridgeSource,
     GetMarketOrdersOpts,
     OptimizedMarketOrder,
+    OptimizedOrdersAndQuoteReport,
     OrderDomain,
 } from './types';
 
@@ -71,7 +72,7 @@ export class MarketOperationUtils {
         nativeOrders: SignedOrder[],
         takerAmount: BigNumber,
         opts?: Partial<GetMarketOrdersOpts>,
-    ): Promise<OptimizedMarketOrder[]> {
+    ): Promise<OptimizedOrdersAndQuoteReport> {
         if (nativeOrders.length === 0) {
             throw new Error(AggregationError.EmptyOrders);
         }
@@ -153,7 +154,7 @@ export class MarketOperationUtils {
         nativeOrders: SignedOrder[],
         makerAmount: BigNumber,
         opts?: Partial<GetMarketOrdersOpts>,
-    ): Promise<OptimizedMarketOrder[]> {
+    ): Promise<OptimizedOrdersAndQuoteReport> {
         if (nativeOrders.length === 0) {
             throw new Error(AggregationError.EmptyOrders);
         }
@@ -238,6 +239,7 @@ export class MarketOperationUtils {
      * @param opts Options object.
      * @return orders.
      */
+    // TODO: can we delete?
     public async getBatchMarketBuyOrdersAsync(
         batchNativeOrders: SignedOrder[][],
         makerAmounts: BigNumber[],
@@ -302,7 +304,7 @@ export class MarketOperationUtils {
                     feeSchedule: _opts.feeSchedule,
                     allowFallback: _opts.allowFallback,
                     shouldBatchBridgeOrders: _opts.shouldBatchBridgeOrders,
-                });
+                }).optimizedOrders;
             } catch (e) {
                 // It's possible for one of the pairs to have no path
                 // rather than throw NO_OPTIMAL_PATH we return undefined
@@ -330,7 +332,7 @@ export class MarketOperationUtils {
         shouldBatchBridgeOrders?: boolean;
         liquidityProviderAddress?: string;
         multiBridgeAddress?: string;
-    }): OptimizedMarketOrder[] {
+    }): OptimizedOrdersAndQuoteReport {
         const { inputToken, outputToken, side, inputAmount } = opts;
         const maxFallbackSlippage = opts.maxFallbackSlippage || 0;
         // Convert native orders and dex quotes into fill paths.
@@ -373,8 +375,8 @@ export class MarketOperationUtils {
                 const [last, penultimateIfExists] = optimalPath.slice().reverse();
                 const lastNativeFillIfExists =
                     last.source === ERC20BridgeSource.Native &&
-                    penultimateIfExists &&
-                    penultimateIfExists.source !== ERC20BridgeSource.Native
+                        penultimateIfExists &&
+                        penultimateIfExists.source !== ERC20BridgeSource.Native
                         ? last
                         : undefined;
                 // By prepending native paths to the front they cannot split on-chain sources and incur
@@ -383,7 +385,7 @@ export class MarketOperationUtils {
                 optimalPath = [...nativeSubPath.filter(f => f !== lastNativeFillIfExists), ...nonNativeOptimalPath];
             }
         }
-        return createOrdersFromPath(optimalPath, {
+        const optimizedOrders = createOrdersFromPath(optimalPath, {
             side,
             inputToken,
             outputToken,
@@ -394,6 +396,7 @@ export class MarketOperationUtils {
             multiBridgeAddress: opts.multiBridgeAddress,
             shouldBatchBridgeOrders: !!opts.shouldBatchBridgeOrders,
         });
+        return { optimizedOrders, quoteReport: 'TODO' };
     }
 
     private _optionalSources(): ERC20BridgeSource[] {

packages/asset-swapper/src/utils/market_operation_utils/types.ts

@@ -42,7 +42,7 @@ export enum ERC20BridgeSource {
 }
 
 // Internal `fillData` field for `Fill` objects.
-export interface FillData {}
+export interface FillData { }
 
 // `FillData` for native fills.
 export interface NativeFillData extends FillData {
@@ -218,3 +218,8 @@ export interface FakeBuyOpts {
     targetSlippageBps: BigNumber;
     maxIterations: BigNumber;
 }
+
+export interface OptimizedOrdersAndQuoteReport {
+    optimizedOrders: OptimizedMarketOrder[];
+    quoteReport: string;
+}

packages/asset-swapper/src/utils/quote_requestor.ts

@@ -93,7 +93,7 @@ export class QuoteRequestor {
         private readonly _infoLogger: LogFunction = (obj, msg) =>
             logUtils.log(`${msg ? `${msg}: ` : ''}${JSON.stringify(obj)}`),
         private readonly _expiryBufferMs: number = constants.DEFAULT_SWAP_QUOTER_OPTS.expiryBufferMs,
-    ) {}
+    ) { }
 
     public async requestRfqtFirmQuotesAsync(
         makerAssetData: string,
@@ -344,7 +344,7 @@ export class QuoteRequestor {
                         this._warningLogger(
                             convertIfAxiosError(err),
                             `Failed to get RFQ-T ${quoteType} quote from market maker endpoint ${url} for API key ${
-                                options.apiKey
+                            options.apiKey
                             } for taker address ${options.takerAddress}`,
                         );
                         return undefined;

packages/asset-swapper/src/utils/swap_quote_calculator.ts

@@ -17,7 +17,7 @@ import {
 
 import { MarketOperationUtils } from './market_operation_utils';
 import { convertNativeOrderToFullyFillableOptimizedOrders } from './market_operation_utils/orders';
-import { GetMarketOrdersOpts, OptimizedMarketOrder } from './market_operation_utils/types';
+import { GetMarketOrdersOpts, OptimizedMarketOrder, OptimizedOrdersAndQuoteReport } from './market_operation_utils/types';
 import { isSupportedAssetDataInOrders } from './utils';
 
 import { QuoteFillResult, simulateBestCaseFill, simulateWorstCaseFill } from './quote_simulation';
@@ -94,7 +94,7 @@ export class SwapQuoteCalculator {
                     return createSwapQuote(
                         makerAssetData,
                         takerAssetData,
-                        orders,
+                        { optimizedOrders: orders, quoteReport: 'TODO' },
                         operation,
                         assetFillAmounts[i],
                         gasPrice,
@@ -120,7 +120,7 @@ export class SwapQuoteCalculator {
         }
         // since prunedOrders do not have fillState, we will add a buffer of fillable orders to consider that some native are orders are partially filled
 
-        let resultOrders: OptimizedMarketOrder[] = [];
+        let result: OptimizedOrdersAndQuoteReport | undefined;
 
         {
             // Scale fees by gas price.
@@ -135,16 +135,16 @@ export class SwapQuoteCalculator {
 
             if (firstOrderMakerAssetData.assetProxyId === AssetProxyId.ERC721) {
                 // HACK: to conform ERC721 orders to the output of market operation utils, assumes complete fillable
-                resultOrders = prunedOrders.map(o => convertNativeOrderToFullyFillableOptimizedOrders(o));
+                result = { optimizedOrders: prunedOrders.map(o => convertNativeOrderToFullyFillableOptimizedOrders(o)), quoteReport: 'TODO' };
             } else {
                 if (operation === MarketOperation.Buy) {
-                    resultOrders = await this._marketOperationUtils.getMarketBuyOrdersAsync(
+                    result = await this._marketOperationUtils.getMarketBuyOrdersAsync(
                         prunedOrders,
                         assetFillAmount,
                         _opts,
                     );
                 } else {
-                    resultOrders = await this._marketOperationUtils.getMarketSellOrdersAsync(
+                    result = await this._marketOperationUtils.getMarketSellOrdersAsync(
                         prunedOrders,
                         assetFillAmount,
                         _opts,
@@ -158,7 +158,7 @@ export class SwapQuoteCalculator {
         return createSwapQuote(
             makerAssetData,
             takerAssetData,
-            resultOrders,
+            result,
             operation,
             assetFillAmount,
             gasPrice,
@@ -170,12 +170,14 @@ export class SwapQuoteCalculator {
 function createSwapQuote(
     makerAssetData: string,
     takerAssetData: string,
-    resultOrders: OptimizedMarketOrder[],
+    result: OptimizedOrdersAndQuoteReport,
     operation: MarketOperation,
     assetFillAmount: BigNumber,
     gasPrice: BigNumber,
     gasSchedule: { [source: string]: number },
 ): SwapQuote {
+    const resultOrders = result.optimizedOrders;
+
     const bestCaseFillResult = simulateBestCaseFill({
         gasPrice,
         orders: resultOrders,
@@ -192,7 +194,7 @@ function createSwapQuote(
         opts: { gasSchedule },
     });
 
-    const quoteBase: SwapQuoteBase = {
+    const quoteBase = {
         takerAssetData,
         makerAssetData,
         gasPrice,
@@ -207,12 +209,14 @@ function createSwapQuote(
             ...quoteBase,
             type: MarketOperation.Buy,
             makerAssetFillAmount: assetFillAmount,
+            quoteReport: result.quoteReport,
         };
     } else {
         return {
             ...quoteBase,
             type: MarketOperation.Sell,
             takerAssetFillAmount: assetFillAmount,
+            quoteReport: result.quoteReport,
         };
     }
 }