Commit Graph

10765 Commits

Author SHA1 Message Date
F. Eugene Aumson
c77b620453 asset-swapper: Improve RFQ-T logging for 0x API
* Change QuoteRequestor logger parameters to conform to pino logging
library, duplicating (one of) their LogFunction prototype interfaces for
our purposes here.  With this, every log emission now includes BOTH a
human-readable message AND a JSON object.  Also, this pattern has been
applied to both the error logger and the info logger.

* Do better handling of Axios errors when logging them.  Before we were
(a) logging errors in a separate log entry than the message that
explains it, and (b) dumping the whole error object to the log entry,
which was resulting in an object so massive that pino/Kibana was
splitting it into 3 separate entries.  Now, we (a) follow the pattern
described in the previous bullet, which puts the error object and the
human readable message into the same log entry, and (b) we check to see
if an error object is Axios-specific, and if so then we use the
AxiosError.toJSON() method to strip out the irrelevant properties.

* Log a uniform maker response metric, with maker endpoint URL, status
code, and latency, for both successful cases and erroneous ones.
(Before, we were only doing this for successful cases.)
2020-05-11 13:38:37 -04:00
F. Eugene Aumson
39cf4a7576 Ran prettier...on development code! wtf?
Maybe something weird happened in the merge conflict resolution? Though
I didn't see anything in particular.
2020-05-07 01:39:22 -04:00
F. Eugene Aumson
21b67625a6 Merge branch 'development' into rfqt-follow-ups 2020-05-07 01:07:41 -04:00
Jacob Evans
fb0311e675 feat: ERC20BridgeSampler Unlock Kyber collisions (#2575)
* feat: ERC20BridgeSampler Unlock Kyber collisions

* Updated fallback strategy

* Address comments

* Eth2Dai hop sampler

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

Co-authored-by: Lawrence Forman <lawrence@0xproject.com>

* Set DFB expiry to 2hr

Co-authored-by: Lawrence Forman <lawrence@0xproject.com>
2020-05-07 07:56:03 +10:00
F. Eugene Aumson
8a14b4afff asset-swapper: clarify comment
This comment recently got moved from one context to another.  In the old
context, the whole comment made sense, but in the new context it needed
paring down.
2020-05-06 13:24:20 -04:00
F. Eugene Aumson
e42701599a asset-s/RFQT: log each maker resp. time, not agg.
Log each maker's individual response times, rather than logging them in
aggregate.

Addresses review comment https://github.com/0xProject/0x-monorepo/pull/2574#discussion_r419769846
2020-05-06 13:23:35 -04:00
F. Eugene Aumson
352b1b43f2 asset-s: restore type safety to rfqt.skipBuyReq's
Addresses review comment https://github.com/0xProject/0x-monorepo/pull/2574#discussion_r420465928
2020-05-06 13:16:23 -04:00
F. Eugene Aumson
2922ebd095 asset-s/test: stop unnecessarily priming mock
Addresses review comment 93bdaba8ee (r419774170)
2020-05-05 17:17:47 -04:00
F. Eugene Aumson
a9e72085dd asset-s: fix bug handling RFQ-T skipBuyRequest
Addresses review comment https://github.com/0xProject/0x-monorepo/pull/2574#discussion_r419772045
2020-05-05 17:17:47 -04:00
F. Eugene Aumson
ed3d194c90 asset-s: ignore case verifying RFQT taker address
Do case INsensitive comparison when verifying that RFQ-T firm quote
contains the requested taker address.

This commit also introduces some changes around the RfqtRequestOpts
parameter.  Without these changes, there were errors (tsc or tslint?
can't remember) about takerAddress being possibly undefined.

Rather than asserting it yet again (which we're already doing via
assertTakerAddressOrThrow()), I decided to change the RfqtRequestOpts
param to be required, not optional.  Coincidentally, this brings the
requestRfqtFirmQuotesAsync() interface into alignment with the
requestRfqtIndicativeQuotesAsync() one, which already requires the
options parameter.

Addresses review comment https://github.com/0xProject/0x-monorepo/pull/2574#discussion_r419770087
2020-05-05 17:17:46 -04:00
F. Eugene Aumson
125c53827b asset-s: check RFQ expiry more canonically
For firm quotes, re-use orderCalculationUtils.willOrderExpire(), just
like utils.order_prune_utils.

For indicative quotes, duplicate the logic used in that
willOrderExpire() function, since it can't be re-used for an indicative
quote (it's not a full Order object), and since the logic is very
minimal.

Addresses review comment https://github.com/0xProject/0x-monorepo/pull/2574#discussion_r419768395
2020-05-05 17:16:48 -04:00
F. Eugene Aumson
38781807cd asset-s: simplify test util usage 2020-05-05 12:53:31 -04:00
F. Eugene Aumson
c046943269 asset-s: fix bug: expiry is BigNumber, not string 2020-05-05 12:43:41 -04:00
F. Eugene Aumson
401410089c asset-s/QuoteRequestor: info log Objects, not strs
In the QuoteRequestor class, when _infoLogger() is used, log objects
directly, rather than stringifying them first.  This changes the 0x API
log rendering from

{"level":"info","time":1588209135290,"pid":13022,"hostname":"precision5510","msg":"{\"aggregatedRfqtLatencyMs\":4}","v":1}

to

{"level":"info","time":1588224481908,"pid":3637,"hostname":"precision5510","aggregatedRfqtLatencyMs":2,"v":1}

This facilitates parsing of these logs by Kibana.
2020-04-30 01:32:06 -04:00
F. Eugene Aumson
fa23337519 asset-swapper: Ran prettier 2020-04-29 17:50:16 -04:00
F. Eugene Aumson
ae5421f76e asset-s: Use expiryBufferMs to filter RFQ-T quotes 2020-04-29 17:24:51 -04:00
F. Eugene Aumson
a2e2b429d5 asset-s: exclude RFQ-T orders w/ bad takerAddress 2020-04-29 17:24:42 -04:00
F. Eugene Aumson
ac852b23b3 asset-s: allow disabling of buy req's for RFQ-T 2020-04-29 17:23:16 -04:00
F. Eugene Aumson
e12389a002 asset-s: don't ignore default SwapQuoter RFQT opts 2020-04-29 17:23:16 -04:00
F. Eugene Aumson
da18e42d2a asset-s: Fix prettier command to match monorepo's 2020-04-29 17:23:15 -04:00
F. Eugene Aumson
93bdaba8ee asset-s: skip RFQT makers not supporting reqd pair
Skip querying an RFQ-T maker for a quote when the requested asset pair
isn't supported by that maker.
2020-04-29 17:23:10 -04:00
F. Eugene Aumson
4cb08a61d5 asset-s: RFQT info logger; log maker response time 2020-04-29 17:22:59 -04:00
Lawrence Forman
133692ca92 @0x/contract-wrappers-test: Increase test timeout for CI 2020-04-29 17:11:00 -04:00
F. Eugene Aumson
4bcc4b3cf8 asset-s: relay expiration time in indicative quote 2020-04-29 15:45:35 -04:00
F. Eugene Aumson
4eb20ca4b6 asset-s/QuoteRequestor: use constructor assignment 2020-04-29 15:45:35 -04:00
Lawrence Forman
3bae27d039 @0x/contract-addresses: Redeploy sampler on kovan 2020-04-28 15:05:51 -04:00
mzhu25
a90b463a7d Merge pull request #2567 from 0xProject/fix/instanceof-array-isArray
instanceof Array -> Array.isArray
2020-04-28 01:03:02 -07:00
Jacob Evans
5f5f25c978 fix: contract-addresses ERC20BridgeSampler (#2568)
* fix: contract-addresses ERC20BridgeSampler

* CHANGELOG
2020-04-28 17:48:32 +10:00
Michael Zhu
351ea8bc1c instanceof Array -> Array.isArray 2020-04-27 18:28:56 -07:00
Jacob Evans
b34edcbf87 [asset-swapper] clip native fill data (#2565)
* [asset-swapper] clip native fill data

* Test for createFillPaths

* CHANGELOG
2020-04-25 08:44:48 +10:00
Alex Towle
44d626e12e Changed style 2020-04-24 13:31:47 -05:00
Alex Towle
efb9dc51c9 Fix linting error 2020-04-24 13:07:15 -05:00
Alex Towle
deb51434fd Fixed dangling promises 2020-04-24 12:44:05 -05:00
Lawrence Forman
712958d8c8 @0x/asset-swapper: Fix sporadically failing quote simulation tests. 2020-04-24 01:07:16 -04:00
Lawrence Forman
85509ea251 @0x/utils: ZeroExRevertErrors.Migrate -> ZeroExRevertErrors.Ownable 2020-04-24 01:06:44 -04:00
Jacob Evans
6063854d06 Add Curve sUSD (#2563) 2020-04-24 07:06:36 +10:00
F. Eugene Aumson
456f8a90b1 Merge pull request #2562 from 0xProject/feature/rfqt-warning-logger
asset-swapper: support RFQ-T logger callback
2020-04-23 01:48:43 -04:00
F. Eugene Aumson
980246d07a asset-swapper: use lambda not .bind() 2020-04-23 01:11:15 -04:00
F. Eugene Aumson
141c30b173 asset-swapper: remove debug logging 2020-04-23 01:08:26 -04:00
F. Eugene Aumson
22f9b03fce asset-swapper: Remove superfluous conditional 2020-04-23 01:07:57 -04:00
Jacob Evans
cac6f5234f Collapse on-chain sources into DexForwarderBridge (#2560)
* Collapse on-chain sources into DexForwarderBridge

* Fix tests. CHANGELOG
2020-04-23 13:12:46 +10:00
F. Eugene Aumson
eb6b32b6ee asset-swapper: support RFQ-T logger callback
For use in integrations that have specific log formats to adhere to.
2020-04-22 20:59:17 -04:00
F. Eugene Aumson
07acc9529e Merge pull request #2555 from 0xProject/rfq-t-indicative
asset-swapper: RFQ-T indicative quotes
2020-04-22 16:34:02 -04:00
F. Eugene Aumson
153533f1d5 Fix bug in prior revision: wrong asset data
I tried to get fancy back in 5effc6ec90.
I changed something more than the single refactor targetted by the
commit, and it broke things!  This reverts part of that commit,
restoring clean runs of 0x API tests.
2020-04-22 11:58:09 -04:00
F. Eugene Aumson
11622c586a asset-s: Add RfqtRequestOpts.isIndicative 2020-04-22 11:58:09 -04:00
Lawrence Forman
0c33aa16a1 @0x/utils: Add more ZeroEx rich reverts.
`@0x/utils: Display revert error payload in stack traces.
2020-04-21 22:29:46 -04:00
Lawrence Forman
223aa04424 @0x/utils: Change SimpleFunctionRegistry NoRollbackHistoryError to NotInRollbackHistoryError. 2020-04-21 22:29:46 -04:00
Lawrence Forman
e53248cca6 @0x/sol-compiler: Address review feedback. 2020-04-21 22:29:46 -04:00
Lawrence Forman
7f26fafed7 @0x/utils: ZeroExRevertErrors. 2020-04-21 22:29:46 -04:00
Lawrence Forman
3e9309c003 @0x/sol-compiler: Strip receive functions from 0.6 ABI output 2020-04-21 22:29:46 -04:00