feat: add block number to quote report data [TKR-314] (#448)

* feat: add blockNumber to MarketSideLiquidity response

* fix: return block number back in swap quote response

* chore: add asset-swapper changelog entry

packages/asset-swapper/CHANGELOG.json

@@ -9,6 +9,10 @@
             {
                 "note": "Use neon-router in asset-swapper tests",
                 "pr": 453
+            },
+            {
+                "note": "Add sampler blocknumber to quote report data",
+                "pr": 448
             }
         ]
     },

packages/asset-swapper/src/swap_quoter.ts

@@ -519,7 +519,7 @@ function createSwapQuote(
         : calculateQuoteInfo(optimizedOrders, operation, assetFillAmount, gasPrice, gasSchedule, slippage);
 
     // Put together the swap quote
-    const { makerTokenDecimals, takerTokenDecimals } = optimizerResult.marketSideLiquidity;
+    const { makerTokenDecimals, takerTokenDecimals, blockNumber } = optimizerResult.marketSideLiquidity;
     const swapQuote = {
         makerToken,
         takerToken,
@@ -536,6 +536,7 @@ function createSwapQuote(
         extendedQuoteReportSources,
         isTwoHop,
         priceComparisonsReport,
+        blockNumber,
     };
 
     if (operation === MarketOperation.Buy) {

packages/asset-swapper/src/types.ts

@@ -179,6 +179,7 @@ export interface SwapQuoteBase {
     takerTokenDecimals: number;
     takerAmountPerEth: BigNumber;
     makerAmountPerEth: BigNumber;
+    blockNumber: number;
 }
 
 /**

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

@@ -241,6 +241,7 @@ export class MarketOperationUtils {
                 dexQuotes,
             },
             isRfqSupported,
+            blockNumber: blockNumber.toNumber(),
         };
     }
 
@@ -269,6 +270,7 @@ export class MarketOperationUtils {
 
         // Call the sampler contract.
         const samplerPromise = this._sampler.executeAsync(
+            this._sampler.getBlockNumber(),
             this._sampler.getTokenDecimals([makerToken, takerToken]),
             // Get native order fillable amounts.
             this._sampler.getLimitOrderFillableMakerAmounts(nativeOrders, this.contractAddresses.exchangeProxy),
@@ -302,6 +304,7 @@ export class MarketOperationUtils {
 
         const [
             [
+                blockNumber,
                 tokenDecimals,
                 orderFillableMakerAmounts,
                 ethToMakerAssetRate,
@@ -342,6 +345,7 @@ export class MarketOperationUtils {
                 dexQuotes,
             },
             isRfqSupported,
+            blockNumber: blockNumber.toNumber(),
         };
     }
 
@@ -372,6 +376,7 @@ export class MarketOperationUtils {
         const feeSourceFilters = this._feeSources.exclude(_opts.excludedFeeSources);
 
         const ops = [
+            this._sampler.getBlockNumber(),
             ...batchNativeOrders.map(orders =>
                 this._sampler.getLimitOrderFillableMakerAmounts(orders, this.contractAddresses.exchangeProxy),
             ),
@@ -396,13 +401,15 @@ export class MarketOperationUtils {
             ),
         ];
 
-        const executeResults = await this._sampler.executeBatchAsync(ops);
+        const [blockNumberRaw, ...executeResults] = await this._sampler.executeBatchAsync(ops);
         const batchOrderFillableMakerAmounts = executeResults.splice(0, batchNativeOrders.length) as BigNumber[][];
         const batchEthToTakerAssetRate = executeResults.splice(0, batchNativeOrders.length) as BigNumber[];
         const batchDexQuotes = executeResults.splice(0, batchNativeOrders.length) as DexSample[][][];
         const batchTokenDecimals = executeResults.splice(0, batchNativeOrders.length) as number[][];
         const inputAmountPerEth = ZERO_AMOUNT;
 
+        const blockNumber: number = (blockNumberRaw as BigNumber).toNumber();
+
         return Promise.all(
             batchNativeOrders.map(async (nativeOrders, i) => {
                 if (nativeOrders.length === 0) {
@@ -435,6 +442,7 @@ export class MarketOperationUtils {
                                 twoHopQuotes: [],
                             },
                             isRfqSupported: false,
+                            blockNumber,
                         },
                         {
                             bridgeSlippage: _opts.bridgeSlippage,

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

@@ -610,6 +610,7 @@ export interface MarketSideLiquidity {
     takerTokenDecimals: number;
     quotes: RawQuotes;
     isRfqSupported: boolean;
+    blockNumber: number;
 }
 
 export interface RawQuotes {

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

@@ -106,6 +106,7 @@ export interface ExtendedQuoteReport {
     decodedUniqueId?: string;
     sourcesConsidered: ExtendedQuoteReportIndexedEntryOutbound[];
     sourcesDelivered: ExtendedQuoteReportIndexedEntryOutbound[] | undefined;
+    blockNumber: number | undefined;
 }
 
 export interface PriceComparisonsReport {

packages/asset-swapper/test/comparison_price_test.ts

@@ -66,6 +66,7 @@ const buyMarketSideLiquidity: MarketSideLiquidity = {
     },
     quoteSourceFilters: new SourceFilters(),
     isRfqSupported: false,
+    blockNumber: 1337420,
 };
 
 const sellMarketSideLiquidity: MarketSideLiquidity = {
@@ -87,6 +88,7 @@ const sellMarketSideLiquidity: MarketSideLiquidity = {
     },
     quoteSourceFilters: new SourceFilters(),
     isRfqSupported: false,
+    blockNumber: 1337420,
 };
 
 describe('getComparisonPrices', async () => {

packages/asset-swapper/test/exchange_proxy_swap_quote_consumer_test.ts

@@ -141,6 +141,7 @@ describe('ExchangeProxySwapQuoteConsumer', () => {
             ...(side === MarketOperation.Buy
                 ? { type: MarketOperation.Buy, makerTokenFillAmount }
                 : { type: MarketOperation.Sell, takerTokenFillAmount }),
+            blockNumber: 1337420,
         };
     }
 

packages/asset-swapper/test/market_operation_utils_test.ts

@@ -748,6 +748,7 @@ describe('MarketOperationUtils tests', () => {
                                 ],
                             },
                             isRfqSupported: true,
+                            blockNumber: 1337420,
                         };
                     });
                 const result = await mockedMarketOpUtils.object.getOptimizerResultAsync(

packages/asset-swapper/test/utils/swap_quote.ts

@@ -44,6 +44,7 @@ export async function getFullyFillableSwapQuoteWithNoFeesAsync(
         makerAmountPerEth: constants.ZERO_AMOUNT,
         makerTokenDecimals: 18,
         takerTokenDecimals: 18,
+        blockNumber: 1337420,
     };
 
     if (operation === MarketOperation.Buy) {