asset-swapper: Restructure RFQ-T request options

There's one subtlety here: apiKey has been moved to be within the rfqt namespace, after talking to Fabio and discovering that he only needs to re-use the API key in 0x API, not in asset-swapper.
2020-04-14 17:19:02 -04:00
parent 110e1afa8e
commit 957e3eb93c
6 changed files with 50 additions and 36 deletions
--- a/packages/asset-swapper/src/constants.ts
+++ b/packages/asset-swapper/src/constants.ts
@@ -5,7 +5,7 @@ import {
    ForwarderExtensionContractOpts,
    OrderPrunerOpts,
    OrderPrunerPermittedFeeTypes,
-    RfqtFirmQuoteRequestOpts,
+    RfqtRequestOpts,
    SwapQuoteExecutionOpts,
    SwapQuoteGetOutputOpts,
    SwapQuoteRequestOpts,
@@ -66,7 +66,7 @@ const DEFAULT_SWAP_QUOTE_REQUEST_OPTS: SwapQuoteRequestOpts = {
    ...DEFAULT_GET_MARKET_ORDERS_OPTS,
 };

-const DEFAULT_RFQT_FIRM_QUOTE_REQUEST_OPTS: RfqtFirmQuoteRequestOpts = {
+const DEFAULT_RFQT_REQUEST_OPTS: Partial<RfqtRequestOpts> = {
    makerEndpointMaxResponseTimeMs: 1000,
 };

@@ -86,7 +86,7 @@ export const constants = {
    DEFAULT_FORWARDER_SWAP_QUOTE_EXECUTE_OPTS,
    DEFAULT_SWAP_QUOTE_REQUEST_OPTS,
    DEFAULT_PER_PAGE,
-    DEFAULT_RFQT_FIRM_QUOTE_REQUEST_OPTS,
+    DEFAULT_RFQT_REQUEST_OPTS,
    NULL_ERC20_ASSET_DATA,
    PROTOCOL_FEE_UTILS_POLLING_INTERVAL_IN_MS,
    MARKET_UTILS_AMOUNT_BUFFER_PERCENTAGE,
--- a/packages/asset-swapper/src/index.ts
+++ b/packages/asset-swapper/src/index.ts
@@ -45,7 +45,7 @@ export {
    MarketOperation,
    MarketSellSwapQuote,
    MockedRfqtFirmQuoteResponse,
-    RfqtFirmQuoteRequestOpts,
+    RfqtRequestOpts,
    SwapQuote,
    SwapQuoteConsumerBase,
    SwapQuoteConsumerOpts,
--- a/packages/asset-swapper/src/swap_quoter.ts
+++ b/packages/asset-swapper/src/swap_quoter.ts
@@ -24,6 +24,7 @@ import { calculateLiquidity } from './utils/calculate_liquidity';
 import { MarketOperationUtils } from './utils/market_operation_utils';
 import { createDummyOrderForSampler } from './utils/market_operation_utils/orders';
 import { DexOrderSampler } from './utils/market_operation_utils/sampler';
+import { GetMarketOrdersOpts } from './utils/market_operation_utils/types';
 import { orderPrunerUtils } from './utils/order_prune_utils';
 import { OrderStateUtils } from './utils/order_state_utils';
 import { ProtocolFeeUtils } from './utils/protocol_fee_utils';
@@ -533,8 +534,8 @@ export class SwapQuoter {
        if (
            opts.rfqt &&
            opts.rfqt.intentOnFilling &&
-            opts.apiKey &&
-            this._rfqtTakerApiKeyWhitelist.includes(opts.apiKey)
+            opts.rfqt.apiKey &&
+            this._rfqtTakerApiKeyWhitelist.includes(opts.rfqt.apiKey)
        ) {
            if (!opts.rfqt.takerAddress || opts.rfqt.takerAddress === constants.NULL_ADDRESS) {
                throw new Error('RFQ-T requests must specify a taker address');
@@ -545,8 +546,7 @@ export class SwapQuoter {
                    takerAssetData,
                    assetFillAmount,
                    marketOperation,
-                    opts.apiKey,
-                    opts.rfqt.takerAddress,
+                    opts.rfqt,
                ),
            );
        }
--- a/packages/asset-swapper/src/types.ts
+++ b/packages/asset-swapper/src/types.ts
@@ -188,16 +188,19 @@ export interface SwapQuoteOrdersBreakdown {
    [source: string]: BigNumber;
 }

+export interface RfqtRequestOpts {
+    takerAddress: string;
+    apiKey: string;
+    intentOnFilling?: boolean;
+    makerEndpointMaxResponseTimeMs?: number;
+}
+
 /**
 * gasPrice: gas price to determine protocolFee amount, default to ethGasStation fast amount
 */
 export interface SwapQuoteRequestOpts extends CalculateSwapQuoteOpts {
    gasPrice?: BigNumber;
-    apiKey?: string;
-    rfqt?: {
-        takerAddress: string;
-        intentOnFilling: boolean;
-    };
+    rfqt?: RfqtRequestOpts;
 }

 /**
@@ -274,10 +277,6 @@ export enum OrderPrunerPermittedFeeTypes {
    TakerDenominatedTakerFee = 'TAKER_DENOMINATED_TAKER_FEE',
 }

-export interface RfqtFirmQuoteRequestOpts {
-    makerEndpointMaxResponseTimeMs?: number;
-}
-
 /**
 * Represents a mocked RFQT maker responses.
 */
--- a/packages/asset-swapper/src/utils/quote_requestor.ts
+++ b/packages/asset-swapper/src/utils/quote_requestor.ts
@@ -6,7 +6,7 @@ import Axios, { AxiosResponse } from 'axios';
 import * as _ from 'lodash';

 import { constants } from '../constants';
-import { MarketOperation, RfqtFirmQuoteRequestOpts } from '../types';
+import { MarketOperation, RfqtRequestOpts } from '../types';

 /**
 * Request quotes from RFQ-T providers
@@ -27,6 +27,17 @@ function getTokenAddressOrThrow(assetData: string): string {
    throw new Error(`Decoded asset data (${JSON.stringify(decodedAssetData)}) does not contain a token address`);
 }

+function assertTakerAddressOrThrow(takerAddress: string | undefined): void {
+    if (
+        takerAddress === undefined ||
+        takerAddress === '' ||
+        takerAddress === '0x' ||
+        takerAddress === constants.NULL_ADDRESS
+    ) {
+        throw new Error('RFQ-T requires the presence of a taker address');
+    }
+}
+
 export class QuoteRequestor {
    private readonly _rfqtMakerEndpoints: string[];
    private readonly _schemaValidator: SchemaValidator = new SchemaValidator();
@@ -40,11 +51,10 @@ export class QuoteRequestor {
        takerAssetData: string,
        assetFillAmount: BigNumber,
        marketOperation: MarketOperation,
-        takerApiKey: string,
-        takerAddress: string,
-        options?: Partial<RfqtFirmQuoteRequestOpts>,
+        options?: Partial<RfqtRequestOpts>,
    ): Promise<SignedOrder[]> {
-        const { makerEndpointMaxResponseTimeMs } = _.merge({}, constants.DEFAULT_RFQT_FIRM_QUOTE_REQUEST_OPTS, options);
+        const _opts = _.merge({}, constants.DEFAULT_RFQT_REQUEST_OPTS, options);
+        assertTakerAddressOrThrow(_opts.takerAddress);

        const buyToken = getTokenAddressOrThrow(makerAssetData);
        const sellToken = getTokenAddressOrThrow(takerAssetData);
@@ -55,20 +65,22 @@ export class QuoteRequestor {
            this._rfqtMakerEndpoints.map(async rfqtMakerEndpoint => {
                try {
                    return await Axios.get<SignedOrder>(`${rfqtMakerEndpoint}/quote`, {
-                        headers: { '0x-api-key': takerApiKey },
+                        headers: { '0x-api-key': _opts.apiKey },
                        params: {
                            sellToken,
                            buyToken,
                            buyAmount: marketOperation === MarketOperation.Buy ? assetFillAmount.toString() : undefined,
                            sellAmount:
                                marketOperation === MarketOperation.Sell ? assetFillAmount.toString() : undefined,
-                            takerAddress,
+                            takerAddress: _opts.takerAddress,
                        },
-                        timeout: makerEndpointMaxResponseTimeMs,
+                        timeout: _opts.makerEndpointMaxResponseTimeMs,
                    });
                } catch (err) {
                    logUtils.warn(
-                        `Failed to get RFQ-T quote from market maker endpoint ${rfqtMakerEndpoint} for API key ${takerApiKey} for taker address ${takerAddress}`,
+                        `Failed to get RFQ-T quote from market maker endpoint ${rfqtMakerEndpoint} for API key ${
+                            _opts.apiKey
+                        } for taker address ${_opts.takerAddress}`,
                    );
                    logUtils.warn(err);
                    return undefined;
--- a/packages/asset-swapper/test/quote_requestor_test.ts
+++ b/packages/asset-swapper/test/quote_requestor_test.ts
@@ -23,7 +23,7 @@ describe('QuoteRequestor', async () => {
    describe('requestRfqtFirmQuotesAsync', async () => {
        it('should return successful RFQT requests', async () => {
            const takerAddress = '0xd209925defc99488e3afff1174e48b4fa628302a';
-            const takerApiKey = 'my-ko0l-api-key';
+            const apiKey = 'my-ko0l-api-key';

            // Set up RFQT responses
            // tslint:disable-next-line:array-type
@@ -43,7 +43,7 @@ describe('QuoteRequestor', async () => {
            });
            mockedRequests.push({
                endpoint: 'https://1337.0.0.1',
-                requestApiKey: takerApiKey,
+                requestApiKey: apiKey,
                requestParams: expectedParams,
                responseData: successfulOrder1,
                responseCode: StatusCodes.Success,
@@ -51,7 +51,7 @@ describe('QuoteRequestor', async () => {
            // Test out a bad response code, ensure it doesnt cause throw
            mockedRequests.push({
                endpoint: 'https://420.0.0.1',
-                requestApiKey: takerApiKey,
+                requestApiKey: apiKey,
                requestParams: expectedParams,
                responseData: { error: 'bad request' },
                responseCode: StatusCodes.InternalError,
@@ -59,7 +59,7 @@ describe('QuoteRequestor', async () => {
            // Test out a successful response code but an invalid order
            mockedRequests.push({
                endpoint: 'https://421.0.0.1',
-                requestApiKey: takerApiKey,
+                requestApiKey: apiKey,
                requestParams: expectedParams,
                responseData: { makerAssetData: '123' },
                responseCode: StatusCodes.Success,
@@ -71,7 +71,7 @@ describe('QuoteRequestor', async () => {
            });
            mockedRequests.push({
                endpoint: 'https://422.0.0.1',
-                requestApiKey: takerApiKey,
+                requestApiKey: apiKey,
                requestParams: expectedParams,
                responseData: wrongMakerAssetDataOrder,
                responseCode: StatusCodes.Success,
@@ -83,7 +83,7 @@ describe('QuoteRequestor', async () => {
            });
            mockedRequests.push({
                endpoint: 'https://423.0.0.1',
-                requestApiKey: takerApiKey,
+                requestApiKey: apiKey,
                requestParams: expectedParams,
                responseData: wrongTakerAssetDataOrder,
                responseCode: StatusCodes.Success,
@@ -97,7 +97,7 @@ describe('QuoteRequestor', async () => {
            delete unsignedOrder.signature;
            mockedRequests.push({
                endpoint: 'https://424.0.0.1',
-                requestApiKey: takerApiKey,
+                requestApiKey: apiKey,
                requestParams: expectedParams,
                responseData: unsignedOrder,
                responseCode: StatusCodes.Success,
@@ -107,7 +107,7 @@ describe('QuoteRequestor', async () => {
            const successfulOrder2 = testOrderFactory.generateTestSignedOrder({ makerAssetData, takerAssetData });
            mockedRequests.push({
                endpoint: 'https://37.0.0.1',
-                requestApiKey: takerApiKey,
+                requestApiKey: apiKey,
                requestParams: expectedParams,
                responseData: successfulOrder2,
                responseCode: StatusCodes.Success,
@@ -128,8 +128,11 @@ describe('QuoteRequestor', async () => {
                    takerAssetData,
                    new BigNumber(10000),
                    MarketOperation.Sell,
-                    takerApiKey,
-                    takerAddress,
+                    {
+                        apiKey,
+                        takerAddress,
+                        intentOnFilling: true,
+                    },
                );
                expect(resp.sort()).to.eql([successfulOrder1, successfulOrder2].sort());
            });