return quote report

packages/asset-swapper/src/types.ts

@@ -3,6 +3,7 @@ import { SignedOrder } from '@0x/types';
 import { BigNumber } from '@0x/utils';
 
 import { GetMarketOrdersOpts, OptimizedMarketOrder } from './utils/market_operation_utils/types';
+import { QuoteReport } from './utils/quote_report_generator';
 import { LogFunction } from './utils/quote_requestor';
 
 /**
@@ -155,7 +156,7 @@ export interface SwapQuoteBase {
     bestCaseQuoteInfo: SwapQuoteInfo;
     worstCaseQuoteInfo: SwapQuoteInfo;
     sourceBreakdown: SwapQuoteOrdersBreakdown;
-    quoteReport: string;
+    quoteReport: QuoteReport;
 }
 
 /**

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

@@ -2,10 +2,13 @@ import { ContractAddresses } from '@0x/contract-addresses';
 import { RFQTIndicativeQuote } from '@0x/quote-server';
 import { SignedOrder } from '@0x/types';
 import { BigNumber, NULL_ADDRESS } from '@0x/utils';
+import * as _ from 'lodash';
 
 import { MarketOperation } from '../../types';
+import { QuoteRequestor } from '../quote_requestor';
 import { difference } from '../utils';
 
+import { QuoteReportGenerator } from './../quote_report_generator';
 import { BUY_SOURCES, DEFAULT_GET_MARKET_ORDERS_OPTS, FEE_QUOTE_SOURCES, ONE_ETHER, SELL_SOURCES } from './constants';
 import { createFillPaths, getPathAdjustedRate, getPathAdjustedSlippage } from './fills';
 import {
@@ -121,6 +124,7 @@ export class MarketOperationUtils {
             [orderFillableAmounts, liquidityProviderAddress, ethToMakerAssetRate, dexQuotes],
             rfqtIndicativeQuotes,
         ] = await Promise.all([samplerPromise, rfqtPromise]);
+
         return this._generateOptimizedOrders({
             orderFillableAmounts,
             nativeOrders,
@@ -139,6 +143,7 @@ export class MarketOperationUtils {
             feeSchedule: _opts.feeSchedule,
             allowFallback: _opts.allowFallback,
             shouldBatchBridgeOrders: _opts.shouldBatchBridgeOrders,
+            quoteRequestor: _opts.rfqt ? _opts.rfqt.quoteRequestor : undefined,
         });
     }
 
@@ -225,6 +230,7 @@ export class MarketOperationUtils {
             feeSchedule: _opts.feeSchedule,
             allowFallback: _opts.allowFallback,
             shouldBatchBridgeOrders: _opts.shouldBatchBridgeOrders,
+            quoteRequestor: _opts.rfqt ? _opts.rfqt.quoteRequestor : undefined,
         });
     }
 
@@ -332,6 +338,7 @@ export class MarketOperationUtils {
         shouldBatchBridgeOrders?: boolean;
         liquidityProviderAddress?: string;
         multiBridgeAddress?: string;
+        quoteRequestor?: QuoteRequestor;
     }): OptimizedOrdersAndQuoteReport {
         const { inputToken, outputToken, side, inputAmount } = opts;
         const maxFallbackSlippage = opts.maxFallbackSlippage || 0;
@@ -396,7 +403,10 @@ export class MarketOperationUtils {
             multiBridgeAddress: opts.multiBridgeAddress,
             shouldBatchBridgeOrders: !!opts.shouldBatchBridgeOrders,
         });
-        return { optimizedOrders, quoteReport: 'TODO' };
+
+        const collapsedPaths = _.flatten(optimizedOrders.map(o => o.fills));
+        const quoteReport = new QuoteReportGenerator(opts.side, _.flatten(opts.dexQuotes), opts.nativeOrders, opts.orderFillableAmounts, collapsedPaths, opts.quoteRequestor).generateReport();
+        return { optimizedOrders, quoteReport };
     }
 
     private _optionalSources(): ERC20BridgeSource[] {

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

@@ -3,6 +3,7 @@ import { BigNumber } from '@0x/utils';
 
 import { RfqtRequestOpts, SignedOrderWithFillableAmounts } from '../../types';
 import { QuoteRequestor } from '../../utils/quote_requestor';
+import { QuoteReport } from '../quote_report_generator';
 
 /**
  * Order domain keys: chainId and exchange
@@ -221,5 +222,5 @@ export interface FakeBuyOpts {
 
 export interface OptimizedOrdersAndQuoteReport {
     optimizedOrders: OptimizedMarketOrder[];
-    quoteReport: string;
+    quoteReport: QuoteReport;
 }

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

@@ -44,7 +44,7 @@ export class QuoteReportGenerator {
     private readonly _collapsedFills: CollapsedFill[];
     private readonly _quoteRequestor?: QuoteRequestor;
 
-    constructor(marketOperation: MarketOperation, dexQuotes: DexSample[], nativeOrders: SignedOrder[], orderFillableAmounts: BigNumber[], collapsedFills: CollapsedFill[], quoteRequestor: QuoteRequestor) {
+    constructor(marketOperation: MarketOperation, dexQuotes: DexSample[], nativeOrders: SignedOrder[], orderFillableAmounts: BigNumber[], collapsedFills: CollapsedFill[], quoteRequestor?: QuoteRequestor) {
         this._dexQuotes = dexQuotes;
         this._nativeOrders = nativeOrders;
         this._marketOperation = marketOperation;

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

@@ -20,6 +20,7 @@ import { convertNativeOrderToFullyFillableOptimizedOrders } from './market_opera
 import { GetMarketOrdersOpts, OptimizedMarketOrder, OptimizedOrdersAndQuoteReport } from './market_operation_utils/types';
 import { isSupportedAssetDataInOrders } from './utils';
 
+import { QuoteReport } from './quote_report_generator';
 import { QuoteFillResult, simulateBestCaseFill, simulateWorstCaseFill } from './quote_simulation';
 
 // TODO(dave4506) How do we want to reintroduce InsufficientAssetLiquidityError?
@@ -87,6 +88,7 @@ export class SwapQuoteCalculator {
             assetFillAmounts,
             opts,
         );
+        const blankQuoteReport = { sourcesConsidered: [], sourcesDelivered: [] }; // TODO: better solution here
         const batchSwapQuotes = await Promise.all(
             batchSignedOrders.map(async (orders, i) => {
                 if (orders) {
@@ -94,11 +96,12 @@ export class SwapQuoteCalculator {
                     return createSwapQuote(
                         makerAssetData,
                         takerAssetData,
-                        { optimizedOrders: orders, quoteReport: 'TODO' },
+                        { optimizedOrders: orders, quoteReport: blankQuoteReport },
                         operation,
                         assetFillAmounts[i],
                         gasPrice,
                         opts.gasSchedule,
+                        blankQuoteReport,
                     );
                 } else {
                     return undefined;
@@ -134,8 +137,9 @@ export class SwapQuoteCalculator {
                 : { assetProxyId: '' };
 
             if (firstOrderMakerAssetData.assetProxyId === AssetProxyId.ERC721) {
+                const blankQuoteReport = { sourcesConsidered: [], sourcesDelivered: [] }; // TODO: better solution here
                 // HACK: to conform ERC721 orders to the output of market operation utils, assumes complete fillable
-                result = { optimizedOrders: prunedOrders.map(o => convertNativeOrderToFullyFillableOptimizedOrders(o)), quoteReport: 'TODO' };
+                result = { optimizedOrders: prunedOrders.map(o => convertNativeOrderToFullyFillableOptimizedOrders(o)), quoteReport: blankQuoteReport };
             } else {
                 if (operation === MarketOperation.Buy) {
                     result = await this._marketOperationUtils.getMarketBuyOrdersAsync(
@@ -163,6 +167,7 @@ export class SwapQuoteCalculator {
             assetFillAmount,
             gasPrice,
             opts.gasSchedule,
+            result.quoteReport,
         );
     }
 }
@@ -175,6 +180,7 @@ function createSwapQuote(
     assetFillAmount: BigNumber,
     gasPrice: BigNumber,
     gasSchedule: { [source: string]: number },
+    quoteReport: QuoteReport,
 ): SwapQuote {
     const resultOrders = result.optimizedOrders;
 
@@ -202,6 +208,7 @@ function createSwapQuote(
         worstCaseQuoteInfo: fillResultsToQuoteInfo(worstCaseFillResult),
         sourceBreakdown: getSwapQuoteOrdersBreakdown(bestCaseFillResult.fillAmountBySource),
         orders: resultOrders,
+        quoteReport,
     };
 
     if (operation === MarketOperation.Buy) {