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asset-swapper: consolidate RFQ-T usage of Axios

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This commit is contained in:
F. Eugene Aumson
2020-05-11 13:52:42 -04:00
parent c77b620453
commit 9a7d9abe3c
1 changed files with 81 additions and 84 deletions
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165
packages/asset-swapper/src/utils/quote_requestor.ts
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@@ -112,52 +112,15 @@ export class QuoteRequestor {
const _opts: RfqtRequestOpts = { ...constants.DEFAULT_RFQT_REQUEST_OPTS, ...options };
assertTakerAddressOrThrow(_opts.takerAddress);
// create an array of promises for quote responses, using "undefined"
// as a placeholder for failed requests.
const responsesIfDefined: Array<undefined | AxiosResponse<SignedOrder>> = await Promise.all(
Object.keys(this._rfqtAssetOfferings).map(async url => {
if (this._makerSupportsPair(url, makerAssetData, takerAssetData)) {
let logEntry;
const timeBeforeAwait = Date.now();
try {
const response = await Axios.get<SignedOrder>(`${url}/quote`, {
headers: { '0x-api-key': _opts.apiKey },
params: {
takerAddress: _opts.takerAddress,
...inferQueryParams(marketOperation, makerAssetData, takerAssetData, assetFillAmount),
},
timeout: _opts.makerEndpointMaxResponseTimeMs,
});
logEntry = {
statusCode: response.status,
latency: Date.now() - timeBeforeAwait,
};
return response;
} catch (err) {
logEntry = {
statusCode: err.code,
latency: Date.now() - timeBeforeAwait,
};
this._warningLogger(
convertIfAxiosError(err),
`Failed to get RFQ-T firm quote from market maker endpoint ${url} for API key ${
_opts.apiKey
} for taker address ${_opts.takerAddress}`,
);
return undefined;
}
this._infoLogger({ rfqtFirmQuoteMakerResponse: { ...logEntry, makerEndpoint: url } });
}
return undefined;
}),
const ordersWithStringInts = await this._getQuotesAsync<SignedOrder>( // not yet BigNumber
makerAssetData,
takerAssetData,
assetFillAmount,
marketOperation,
_opts,
'firm',
);
const responses = responsesIfDefined.filter(
(respIfDefd): respIfDefd is AxiosResponse<SignedOrder> => respIfDefd !== undefined,
);
const ordersWithStringInts = responses.map(response => response.data); // not yet BigNumber
const validatedOrdersWithStringInts = ordersWithStringInts.filter(order => {
const hasValidSchema = this._schemaValidator.isValid(order, schemas.signedOrderSchema);
if (!hasValidSchema) {
@@ -218,48 +181,15 @@ export class QuoteRequestor {
const _opts: RfqtRequestOpts = { ...constants.DEFAULT_RFQT_REQUEST_OPTS, ...options };
assertTakerAddressOrThrow(_opts.takerAddress);
const axiosResponsesIfDefined: Array<
undefined | AxiosResponse<RfqtIndicativeQuoteResponse>
> = await Promise.all(
Object.keys(this._rfqtAssetOfferings).map(async url => {
if (this._makerSupportsPair(url, makerAssetData, takerAssetData)) {
try {
const timeBeforeAwait = Date.now();
const response = await Axios.get<RfqtIndicativeQuoteResponse>(`${url}/price`, {
headers: { '0x-api-key': options.apiKey },
params: {
takerAddress: options.takerAddress,
...inferQueryParams(marketOperation, makerAssetData, takerAssetData, assetFillAmount),
},
timeout: options.makerEndpointMaxResponseTimeMs,
});
this._infoLogger({
rfqtIndicativeQuoteMakerResponseTime: {
makerEndpoint: url,
responseTimeMs: Date.now() - timeBeforeAwait,
},
});
return response;
} catch (err) {
this._warningLogger(
convertIfAxiosError(err),
`Failed to get RFQ-T indicative quote from market maker endpoint ${url} for API key ${
options.apiKey
} for taker address ${options.takerAddress}`,
);
return undefined;
}
}
return undefined;
}),
const responsesWithStringInts = await this._getQuotesAsync<RfqtIndicativeQuoteResponse>( // not yet BigNumber
makerAssetData,
takerAssetData,
assetFillAmount,
marketOperation,
_opts,
'indicative',
);
const axiosResponses = axiosResponsesIfDefined.filter(
(respIfDefd): respIfDefd is AxiosResponse<RfqtIndicativeQuoteResponse> => respIfDefd !== undefined,
);
const responsesWithStringInts = axiosResponses.map(response => response.data); // not yet BigNumber
const validResponsesWithStringInts = responsesWithStringInts.filter(response => {
if (!this._isValidRfqtIndicativeQuoteResponse(response)) {
this._warningLogger(response, 'Invalid RFQ-T indicative quote received, filtering out');
@@ -341,4 +271,71 @@ export class QuoteRequestor {
const currentTimeMs = new BigNumber(Date.now());
return expirationTimeMs.isLessThan(currentTimeMs.plus(this._expiryBufferMs));
}
private async _getQuotesAsync<ResponseT>(
makerAssetData: string,
takerAssetData: string,
assetFillAmount: BigNumber,
marketOperation: MarketOperation,
options: RfqtRequestOpts,
quoteType: 'firm' | 'indicative',
): Promise<ResponseT[]> {
// create an array of promises for quote responses, using "undefined"
// as a placeholder for failed requests.
const responsesIfDefined: Array<undefined | AxiosResponse<ResponseT>> = await Promise.all(
Object.keys(this._rfqtAssetOfferings).map(async url => {
if (this._makerSupportsPair(url, makerAssetData, takerAssetData)) {
let logEntry;
const timeBeforeAwait = Date.now();
try {
const quotePath = (() => {
switch (quoteType) {
case 'firm':
return 'quote';
break;
case 'indicative':
return 'price';
break;
default:
throw new Error(`Unexpected quote type ${quoteType}`);
}
})();
const response = await Axios.get<ResponseT>(`${url}/${quotePath}`, {
headers: { '0x-api-key': options.apiKey },
params: {
takerAddress: options.takerAddress,
...inferQueryParams(marketOperation, makerAssetData, takerAssetData, assetFillAmount),
},
timeout: options.makerEndpointMaxResponseTimeMs,
});
logEntry = {
statusCode: response.status,
latency: Date.now() - timeBeforeAwait,
};
return response;
} catch (err) {
logEntry = {
statusCode: err.code,
latency: Date.now() - timeBeforeAwait,
};
this._warningLogger(
convertIfAxiosError(err),
`Failed to get RFQ-T ${quoteType} quote from market maker endpoint ${url} for API key ${
options.apiKey
} for taker address ${options.takerAddress}`,
);
return undefined;
}
this._infoLogger({ rfqtMakerResponse: { ...logEntry, makerEndpoint: url, quoteType } });
}
return undefined;
}),
);
const responses = responsesIfDefined.filter(
(respIfDefd): respIfDefd is AxiosResponse<ResponseT> => respIfDefd !== undefined,
);
return responses.map(response => response.data);
}
}