feat: add estimatedGas, estimatedGasTokenRefund and minimumProtocolFee to /quote and /price response #237

fragosti · 2020-05-20T18:20:19Z

Description

Add estimatedGas field which represents a more optimistic gas estimate for the UI.
Add estimagedGasTokenRefund field which represents an estimate for the gas token refund in the transaction.
Add minimumProtocolFee field which represents the protocol fee if only the minimum amount of orders are filled.
Did some refactoring as the main method was getting long/messy.

Testing Instructions

It is deployed on staging. https://staging.api.0x.org/swap/v0/quote?sellToken=DAI&buyToken=WETH&buyAmount=1000000000000000000000

Checklist

Update documentation as needed. Website Documentation PR: https://github.com/0xProject/website/pull/302/files
Prefix PR title with [WIP] if necessary.
Add tests to cover changes as needed.

fragosti · 2020-05-21T21:53:46Z

deploy staging

…t/estimated-fields

fragosti · 2020-05-21T22:14:27Z

deploy staging

fragosti · 2020-05-21T22:41:20Z

src/utils/service_utils.ts

@@ -132,4 +134,30 @@ export const serviceUtils = {
            breakdown,
        );
    },
+    getEstimatedGasTokenRefundInfo(
+        orders: OptimizedMarketOrder[],
+        gasTokenBalance: BigNumber = new BigNumber('100000000000000000000000'),


TODO: remove.

…fund logic

fragosti · 2020-05-22T20:30:05Z

deploy staging

BMillman19 · 2020-05-27T19:17:47Z

src/constants.ts

@@ -15,6 +15,7 @@ export const DEFAULT_LOGGER_INCLUDE_TIMESTAMP = true;
 export const ONE_SECOND_MS = 1000;
 export const ONE_MINUTE_MS = ONE_SECOND_MS * 60;
 export const TEN_MINUTES_MS = ONE_MINUTE_MS * 10;
+export const GST2_TOKEN_ADDRESS = '0x0000000000b3f879cb30fe243b4dfee438691c04';


Might this belong in the @0x/contract-addresses package? What happens on kovan / ganache?

The contract-addresses package mostly contains smart contracts that we own, this is just a token, so put it in the token_metadatas_for_networks file.

BMillman19 · 2020-05-27T19:18:13Z

src/config.ts

@@ -205,6 +205,10 @@ export const PROMETHEUS_PORT: number = _.isEmpty(process.env.PROMETHEUS_PORT)
    ? 8080
    : assertEnvVarType('PROMETHEUS_PORT', process.env.PROMETHEUS_PORT, EnvVarType.Port);

+export const GST2_WALLET_ADDRESS: string = _.isEmpty(process.env.GST2_WALLET_ADDRESS)


Same thing here about multiple networks

Are you saying we make it required? For different networks we can override the deployment.

It's a bit of a weird one because the bridges have an allowance to this address, so it makes sense to have it be baked in.

just wanted to call it out, what happens if we forget to override the deployment? Any risk?

Nothing would happen but I moved it to a chainId -> string object in constants.ts which probably makes more sense

BMillman19 · 2020-05-27T19:19:22Z

src/utils/service_utils.ts

+        const usedGasTokens = BigNumber.min(
+            gasTokenBalance,
+            costOfBridgeFills
+                .plus(14154)


Should these numbers be in constants somewhere?

…t/estimated-fields

dekz

LGTM.

In the future It'd be nice to cache the GST balance for some time (1min?) rather than query it live every time. Whilst it may have a delay in accuracy as we approach a 0 balance for that time, but it would be faster (and less RPC calls) for 99.99% of the time where we have a reserve.

# [1.6.0](v1.5.0...v1.6.0) (2020-06-01) ### Bug Fixes * Re-pin asset-swapper to latest monorepo commit ([#240](#240)) ([dfbf0e7](dfbf0e7)) ### Features * add estimatedGas, estimatedGasTokenRefund and minimumProtocolFee to /quote and /price response ([#237](#237)) ([f7f3277](f7f3277))

github-actions · 2020-06-01T17:14:54Z

🎉 This PR is included in version 1.6.0 🎉

The release is available on:

GitHub release
v1.6.0

Your semantic-release bot 📦🚀

fragosti added 10 commits May 19, 2020 12:06

Add estimatedGas to swap/v0/quote response

1491faf

Add estimatedGas to swap/v0/price response

ae0b5fb

Derive protocol fee from the worst case quote

9ee3111

Add estimatedProtocolFee field

087e234

Move making swapper call logic outside of main function

04ccbae

Move getting transaction values logic outside of main fn

4492123

Move swap quote price logic outside of main fn

a000dc2

Implement optimistic estimatedGasTokenRefund field

8970591

Adjust gas estimates to include the cost of using gas tokens

7c13d1e

Fetch GST2 wallet balance for calculation

8f28156

fragosti changed the title ~~[WIP]feat: estimated fields~~ feat: estimated fields May 21, 2020

fragosti changed the title ~~feat: estimated fields~~ feat: add estimatedGas, estimatedGasTokenRefund and estimatedProtocolFee to /quote /price and response May 21, 2020

fragosti added 2 commits May 21, 2020 15:01

Merge branch 'master' of https://github.com/0xProject/0x-api into fea…

8a91bdf

…t/estimated-fields

Run prettier

28d709c

fragosti commented May 21, 2020

View reviewed changes

fragosti changed the title ~~feat: add estimatedGas, estimatedGasTokenRefund and estimatedProtocolFee to /quote /price and response~~ feat: add estimatedGas, estimatedGasTokenRefund and estimatedProtocolFee to /quote and /price response May 21, 2020

fragosti requested review from dekz and dorothy-zbornak May 21, 2020 22:50

fragosti added 2 commits May 22, 2020 12:31

Rename estimatedProtocolFee minimumProtocolFee and improve gasTokenRe…

1437694

…fund logic

Re-work how the optimistic gas estimate is calculated is calculated

c7eace4

fragosti changed the title ~~feat: add estimatedGas, estimatedGasTokenRefund and estimatedProtocolFee to /quote and /price response~~ feat: add estimatedGas, estimatedGasTokenRefund and minimumProtocolFee to /quote and /price response May 22, 2020

Cap the gas tokenrefund to half the estimatedGas

21f23cd

fragosti force-pushed the feat/estimated-fields branch from 04826fd to 21f23cd Compare May 22, 2020 20:39

fragosti added 2 commits May 22, 2020 13:40

Reset DEFAULT_QUOTE_SLIPPAGE_PERCENTAGE to 1%

22bcbde

Remove hard dependency on gst2 balance check

ed16ed0

BMillman19 reviewed May 27, 2020

View reviewed changes

Move GST2 contract to token metadata file

560db9a

Move gas token constants to constants

c4fb67d

fragosti force-pushed the feat/estimated-fields branch from 6487c64 to c4fb67d Compare May 28, 2020 15:33

Merge branch 'master' of https://github.com/0xProject/0x-api into fea…

b20455b

…t/estimated-fields

fragosti force-pushed the feat/estimated-fields branch from 883afc6 to eae6007 Compare May 28, 2020 15:59

Move gst2 wallet address to object per network

9befc58

fragosti force-pushed the feat/estimated-fields branch from eae6007 to 9befc58 Compare May 28, 2020 16:02

fragosti added 4 commits May 28, 2020 09:34

Merge branch 'master' of https://github.com/0xProject/0x-api into fea…

b44185b

…t/estimated-fields

Add simple 0 gas token refund test

a10821f

Add serviceUtils test

2ab7430

Merge branch 'master' of https://github.com/0xProject/0x-api into fea…

5ba0ace

…t/estimated-fields

fragosti force-pushed the feat/estimated-fields branch from 9d1d818 to 5ba0ace Compare May 28, 2020 17:15

Add fields to /price

e253de0

dekz approved these changes May 29, 2020

View reviewed changes

fragosti merged commit f7f3277 into master May 29, 2020

fragosti deleted the feat/estimated-fields branch May 29, 2020 18:45

github-actions bot added the released label Jun 1, 2020

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feat: add estimatedGas, estimatedGasTokenRefund and minimumProtocolFee to /quote and /price response #237

feat: add estimatedGas, estimatedGasTokenRefund and minimumProtocolFee to /quote and /price response #237

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feat: add estimatedGas, estimatedGasTokenRefund and minimumProtocolFee to /quote and /price response #237

feat: add estimatedGas, estimatedGasTokenRefund and minimumProtocolFee to /quote and /price response #237

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fragosti commented May 20, 2020 • edited Loading

Description

Testing Instructions

Checklist

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