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asset-s: use @0x/quote-server, not local typedefs

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This commit is contained in:
F. Eugene Aumson
2020-05-14 17:07:52 -04:00
parent d9e13d6b99
commit 9c11835fee
7 changed files with 35 additions and 27 deletions
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1
packages/asset-swapper/package.json
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@@ -65,6 +65,7 @@
"@0x/dev-utils": "^3.2.1",
"@0x/mesh-rpc-client": "^7.0.4-beta-0xv3",
"@0x/migrations": "^6.2.4",
"@0x/quote-server": "^0.1.1",
"@0x/subproviders": "^6.0.8",
"@0x/ts-doc-gen": "^0.0.22",
"@0x/tslint-config": "^4.0.0",

2
packages/asset-swapper/src/index.ts
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@@ -70,5 +70,5 @@ export {
} from './utils/market_operation_utils/types';
export { affiliateFeeUtils } from './utils/affiliate_fee_utils';
export { ProtocolFeeUtils } from './utils/protocol_fee_utils';
export { QuoteRequestor, RfqtIndicativeQuoteResponse } from './utils/quote_requestor';
export { QuoteRequestor, IndicativeQuote } from './utils/quote_requestor';
export { rfqtMocker } from './utils/rfqt_mocker';

8
packages/asset-swapper/src/utils/market_operation_utils/index.ts
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@@ -3,7 +3,7 @@ import { SignedOrder } from '@0x/types';
import { BigNumber, NULL_ADDRESS } from '@0x/utils';
import { MarketOperation } from '../../types';
import { RfqtIndicativeQuoteResponse } from '../quote_requestor';
import { IndicativeQuote } from '../quote_requestor';
import { difference } from '../utils';
import { BUY_SOURCES, DEFAULT_GET_MARKET_ORDERS_OPTS, FEE_QUOTE_SOURCES, ONE_ETHER, SELL_SOURCES } from './constants';
@@ -31,7 +31,7 @@ async function getRfqtIndicativeQuotesAsync(
marketOperation: MarketOperation,
assetFillAmount: BigNumber,
opts: Partial<GetMarketOrdersOpts>,
): Promise<RfqtIndicativeQuoteResponse[]> {
): Promise<IndicativeQuote[]> {
if (opts.rfqt && opts.rfqt.isIndicative === true && opts.rfqt.quoteRequestor) {
return opts.rfqt.quoteRequestor.requestRfqtIndicativeQuotesAsync(
makerAssetData,
@@ -41,7 +41,7 @@ async function getRfqtIndicativeQuotesAsync(
opts.rfqt,
);
} else {
return Promise.resolve<RfqtIndicativeQuoteResponse[]>([]);
return Promise.resolve<IndicativeQuote[]>([]);
}
}
@@ -308,7 +308,7 @@ export class MarketOperationUtils {
nativeOrders: SignedOrder[];
orderFillableAmounts: BigNumber[];
dexQuotes: DexSample[][];
rfqtIndicativeQuotes: RfqtIndicativeQuoteResponse[];
rfqtIndicativeQuotes: IndicativeQuote[];
runLimit?: number;
ethToOutputRate?: BigNumber;
bridgeSlippage?: number;

4
packages/asset-swapper/src/utils/market_operation_utils/orders.ts
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@@ -4,7 +4,7 @@ import { ERC20BridgeAssetData, SignedOrder } from '@0x/types';
import { AbiEncoder, BigNumber } from '@0x/utils';
import { MarketOperation, SignedOrderWithFillableAmounts } from '../../types';
import { RfqtIndicativeQuoteResponse } from '../quote_requestor';
import { IndicativeQuote } from '../quote_requestor';
import { getCurveInfo, isCurveSource } from '../source_utils';
import {
@@ -352,7 +352,7 @@ function createNativeOrder(fill: CollapsedFill): OptimizedMarketOrder {
}
export function createSignedOrdersFromRfqtIndicativeQuotes(
quotes: RfqtIndicativeQuoteResponse[],
quotes: IndicativeQuote[],
): SignedOrderWithFillableAmounts[] {
return quotes.map(quote => {
return {

4
packages/asset-swapper/src/utils/market_operation_utils/types.ts
View File

@@ -2,7 +2,7 @@ import { IERC20BridgeSamplerContract } from '@0x/contract-wrappers';
import { BigNumber } from '@0x/utils';
import { RfqtRequestOpts, SignedOrderWithFillableAmounts } from '../../types';
import { QuoteRequestor, RfqtIndicativeQuoteResponse } from '../../utils/quote_requestor';
import { IndicativeQuote, QuoteRequestor } from '../../utils/quote_requestor';
/**
* Order domain keys: chainId and exchange
@@ -47,7 +47,7 @@ export interface NativeFillData extends FillData {
}
export interface RfqtFillData extends FillData {
quote: RfqtIndicativeQuoteResponse;
quote: IndicativeQuote;
}
/**

22
packages/asset-swapper/src/utils/quote_requestor.ts
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@@ -1,5 +1,6 @@
import { schemas, SchemaValidator } from '@0x/json-schemas';
import { assetDataUtils, orderCalculationUtils, SignedOrder } from '@0x/order-utils';
import { FirmQuote, IndicativeQuote } from '@0x/quote-server';
import { ERC20AssetData } from '@0x/types';
import { BigNumber, logUtils } from '@0x/utils';
import Axios, { AxiosResponse } from 'axios';
@@ -7,18 +8,13 @@ import Axios, { AxiosResponse } from 'axios';
import { constants } from '../constants';
import { MarketOperation, RfqtMakerAssetOfferings, RfqtRequestOpts } from '../types';
export { SignedOrder } from '@0x/order-utils';
export { IndicativeQuote } from '@0x/quote-server';
/**
* Request quotes from RFQ-T providers
*/
export interface RfqtIndicativeQuoteResponse {
makerAssetData: string;
makerAssetAmount: BigNumber;
takerAssetData: string;
takerAssetAmount: BigNumber;
expirationTimeSeconds: BigNumber;
}
function getTokenAddressOrThrow(assetData: string): string {
const decodedAssetData = assetDataUtils.decodeAssetDataOrThrow(assetData);
if (decodedAssetData.hasOwnProperty('tokenAddress')) {
@@ -112,7 +108,7 @@ export class QuoteRequestor {
const _opts: RfqtRequestOpts = { ...constants.DEFAULT_RFQT_REQUEST_OPTS, ...options };
assertTakerAddressOrThrow(_opts.takerAddress);
const ordersWithStringInts = await this._getQuotesAsync<SignedOrder>( // not yet BigNumber
const firmQuotes = await this._getQuotesAsync<FirmQuote>( // not yet BigNumber
makerAssetData,
takerAssetData,
assetFillAmount,
@@ -121,6 +117,8 @@ export class QuoteRequestor {
'firm',
);
const ordersWithStringInts = firmQuotes.map(quote => quote.signedOrder);
const validatedOrdersWithStringInts = ordersWithStringInts.filter(order => {
const hasValidSchema = this._schemaValidator.isValid(order, schemas.signedOrderSchema);
if (!hasValidSchema) {
@@ -177,11 +175,11 @@ export class QuoteRequestor {
assetFillAmount: BigNumber,
marketOperation: MarketOperation,
options: RfqtRequestOpts,
): Promise<RfqtIndicativeQuoteResponse[]> {
): Promise<IndicativeQuote[]> {
const _opts: RfqtRequestOpts = { ...constants.DEFAULT_RFQT_REQUEST_OPTS, ...options };
assertTakerAddressOrThrow(_opts.takerAddress);
const responsesWithStringInts = await this._getQuotesAsync<RfqtIndicativeQuoteResponse>( // not yet BigNumber
const responsesWithStringInts = await this._getQuotesAsync<IndicativeQuote>( // not yet BigNumber
makerAssetData,
takerAssetData,
assetFillAmount,
@@ -224,7 +222,7 @@ export class QuoteRequestor {
return responses;
}
private _isValidRfqtIndicativeQuoteResponse(response: RfqtIndicativeQuoteResponse): boolean {
private _isValidRfqtIndicativeQuoteResponse(response: IndicativeQuote): boolean {
const hasValidMakerAssetAmount =
response.makerAssetAmount !== undefined &&
this._schemaValidator.isValid(response.makerAssetAmount, schemas.wholeNumberSchema);

21
packages/asset-swapper/test/quote_requestor_test.ts
View File

@@ -54,7 +54,7 @@ describe('QuoteRequestor', async () => {
endpoint: 'https://1337.0.0.1',
requestApiKey: apiKey,
requestParams: expectedParams,
responseData: successfulOrder1,
responseData: { signedOrder: successfulOrder1, quoteExpiry: successfulOrder1.expirationTimeSeconds },
responseCode: StatusCodes.Success,
});
// Test out a bad response code, ensure it doesnt cause throw
@@ -83,7 +83,10 @@ describe('QuoteRequestor', async () => {
endpoint: 'https://422.0.0.1',
requestApiKey: apiKey,
requestParams: expectedParams,
responseData: wrongMakerAssetDataOrder,
responseData: {
signedOrder: wrongMakerAssetDataOrder,
quoteExpiry: wrongMakerAssetDataOrder.expirationTimeSeconds,
},
responseCode: StatusCodes.Success,
});
// A successful response code and valid order, but for wrong taker asset data
@@ -96,7 +99,10 @@ describe('QuoteRequestor', async () => {
endpoint: 'https://423.0.0.1',
requestApiKey: apiKey,
requestParams: expectedParams,
responseData: wrongTakerAssetDataOrder,
responseData: {
signedOrder: wrongTakerAssetDataOrder,
quoteExpiry: wrongTakerAssetDataOrder.expirationTimeSeconds,
},
responseCode: StatusCodes.Success,
});
// A successful response code and good order but its unsigned
@@ -111,7 +117,7 @@ describe('QuoteRequestor', async () => {
endpoint: 'https://424.0.0.1',
requestApiKey: apiKey,
requestParams: expectedParams,
responseData: unsignedOrder,
responseData: { signedOrder: unsignedOrder, quoteExpiry: unsignedOrder.expirationTimeSeconds },
responseCode: StatusCodes.Success,
});
// A successful response code and good order but for the wrong takerAddress
@@ -126,7 +132,10 @@ describe('QuoteRequestor', async () => {
endpoint: 'https://425.0.0.1',
requestApiKey: apiKey,
requestParams: expectedParams,
responseData: orderWithNullTaker,
responseData: {
signedOrder: orderWithNullTaker,
quoteExpiry: orderWithNullTaker.expirationTimeSeconds,
},
responseCode: StatusCodes.Success,
});
@@ -141,7 +150,7 @@ describe('QuoteRequestor', async () => {
endpoint: 'https://37.0.0.1',
requestApiKey: apiKey,
requestParams: expectedParams,
responseData: successfulOrder2,
responseData: { signedOrder: successfulOrder2, quoteExpiry: successfulOrder2.expirationTimeSeconds },
responseCode: StatusCodes.Success,
});