RFQ-T Firm Quotes

.circleci/config.yml

@@ -9,6 +9,9 @@ jobs:
             - image: circleci/node:8.12.0-browsers
             - image: circleci/postgres:9.6.5-alpine-ram
             - image: 0xorg/ganache-cli:6.0.0
+              environment:
+                SNAPSHOT_NAME: 0x_ganache_snapshot_gene
+                VERSION: 6.2.4
             - image: 0xorg/mesh:9.0.1
               environment:
                 ETHEREUM_RPC_URL: http://0.0.0.0:8545

docker-compose.yml

@@ -4,6 +4,9 @@ services:
         image: "0xorg/ganache-cli:6.0.0"
         ports:
             - "8545:8545"
+        environment:
+            SNAPSHOT_NAME: 0x_ganache_snapshot_gene
+            VERSION: 6.2.4
     postgres:
         image: postgres:9.6
         environment:

package.json

@@ -6,33 +6,38 @@
     "author": "Francesco Agosti <[email protected]>",
     "license": "Apache-2.0",
     "scripts": {
-        "clean": "shx rm -rf lib 0x_mesh/db",
+        "install": "sed -ie 's!import { Provider as Web3Provider } from \"web3/providers\";!import { Web3EthereumProvider as Web3Provider } from \"web3-providers\";!' node_modules/ganache-core/typings/index.d.ts # see https://github.com/trufflesuite/ganache-core/issues/465#issuecomment-610005598",
+        "clean": "yarn clean:ts && yarn clean:docker",
+        "clean:ts": "shx rm -rf lib",
+        "clean:docker": "shx rm -rf 0x_mesh/db",
         "build": "tsc -p tsconfig.json",
-        "test": "ETHEREUM_RPC_URL=http://localhost:8545 mocha --require source-map-support/register --require make-promises-safe lib/test/**/*_test.js --timeout 100000 --exit",
+        "test": "ETHEREUM_RPC_URL=http://localhost:8545 CHAIN_ID=1337 RFQT_API_KEY_WHITELIST='koolApiKey1,koolApikey2' RFQT_MAKER_ENDPOINTS='https://mock-rfqt1.club' mocha --require source-map-support/register --require make-promises-safe lib/test/**/*_test.js --timeout 100000 --exit",
         "dev": "nodemon -r dotenv/config src/index.ts | pino-pretty",
         "dev:service:http": "nodemon -r dotenv/config src/runners/http_service_runner.ts | pino-pretty",
         "dev:service:sra_http": "nodemon -r dotenv/config src/runners/http_sra_service_runner.ts | pino-pretty",
         "dev:service:staking_http": "nodemon -r dotenv/config src/runners/http_staking_service_runner.ts | pino-pretty",
         "dev:service:swap_http": "nodemon -r dotenv/config src/runners/http_swap_service_runner.ts | pino-pretty",
         "dev:service:order_watcher": "nodemon -r dotenv/config src/runners/order_watcher_service_runner.ts | pino-pretty",
         "watch": "tsc -w",
-        "prettier": "prettier --write '**/*.{ts,tsx,json,md}' --config .prettierrc",
-        "prettier:ci": "prettier --list-different '**/*.{ts,tsx,json,md}' --config .prettierrc",
+        "prettier": "prettier --write ${npm_package_config_prettier_target} --config .prettierrc",
+        "prettier:ci": "prettier --list-different ${npm_package_config_prettier_target} --config .prettierrc",
         "start": "node -r dotenv/config lib/src/index.js",
         "start:service:http": "node -r dotenv/config lib/src/runners/http_service_runner.js",
         "start:service:sra_http": "node -r dotenv/config lib/src/runners/http_sra_service_runner.js",
         "start:service:staking_http": "node -r dotenv/config lib/src/runners/http_staking_service_runner.js",
         "start:service:swap_http": "node -r dotenv/config lib/src/runners/http_swap_service_runner.js",
         "start:service:order_watcher": "node -r dotenv/config lib/src/runners/order_watcher_service_runner.js",
-        "lint": "tslint --project . --format stylish"
+        "lint": "tslint --project . --format stylish && yarn prettier:ci"
+    },
+    "config": {
+        "prettier_target": "{.,test/**,src/**}/*.{ts,tsx,json,md}"
     },
     "resolutions": {
-        "@0x/contract-addresses": "0xProject/gitpkg-registry#0x-contract-addresses-v4.9.0-58b6c25d5",
+        "@0x/contract-addresses": "0xProject/gitpkg-registry#0x-contract-addresses-v4.9.0-264407b70",
         "@0x/contract-wrappers": "0xProject/gitpkg-registry#0x-contract-wrappers-v13.6.3-e3f3bb670"
     },
     "devDependencies": {
         "@0x/dev-utils": "^3.1.1",
-        "@0x/migrations": "^5.0.2",
         "@0x/tslint-config": "^4.0.0",
         "@0x/types": "^3.1.1",
         "@0x/typescript-typings": "^5.0.1",
@@ -48,6 +53,7 @@
         "chai": "^4.2.0",
         "chai-as-promised": "^7.1.1",
         "dirty-chai": "^2.0.1",
+        "make-promises-safe": "^5.1.0",
         "mocha": "^6.2.2",
         "nodemon": "^1.19.4",
         "pino-pretty": "^3.2.2",
@@ -60,9 +66,9 @@
     },
     "dependencies": {
         "@0x/assert": "^3.0.4",
-        "@0x/asset-swapper": "0xProject/gitpkg-registry#0x-asset-swapper-v4.4.0-aaa62beca",
+        "@0x/asset-swapper": "0xProject/gitpkg-registry#0x-asset-swapper-v4.4.0-513ddb4cc",
         "@0x/connect": "^6.0.4",
-        "@0x/contract-addresses": "0xProject/gitpkg-registry#0x-contract-addresses-v4.9.0-58b6c25d5",
+        "@0x/contract-addresses": "0xProject/gitpkg-registry#0x-contract-addresses-v4.9.0-264407b70",
         "@0x/contract-wrappers": "0xProject/gitpkg-registry#0x-contract-wrappers-v13.6.3-e3f3bb670",
         "@0x/json-schemas": "^5.0.4",
         "@0x/mesh-rpc-client": "^9.0.1",

src/config.ts

@@ -100,6 +100,12 @@ export const LIQUIDITY_POOL_REGISTRY_ADDRESS: string | undefined = _.isEmpty(
           EnvVarType.ETHAddressHex,
       );
 
+export const RFQT_API_KEY_WHITELIST: string[] =
+    process.env.RFQT_API_KEY_WHITELIST === undefined ? [] : process.env.RFQT_API_KEY_WHITELIST.split(',');
+
+export const RFQT_MAKER_ENDPOINTS: string[] =
+    process.env.RFQT_MAKER_ENDPOINTS === undefined ? [] : process.env.RFQT_MAKER_ENDPOINTS.split(',');
+
 // Max number of entities per page
 export const MAX_PER_PAGE = 1000;
 // Default ERC20 token precision

src/handlers/swap_handlers.ts

@@ -36,6 +36,9 @@ export class SwapHandlers {
             gasPrice,
             excludedSources,
             affiliateAddress,
+            rfqt,
+            // tslint:disable-next-line:boolean-naming
+            skipValidation,
         } = parseGetSwapQuoteRequestParams(req);
         const isETHSell = isETHSymbol(sellToken);
         const sellTokenAddress = findTokenAddressOrThrowApiError(sellToken, 'sellToken', CHAIN_ID);
@@ -63,6 +66,14 @@ export class SwapHandlers {
                 gasPrice,
                 excludedSources,
                 affiliateAddress,
+                apiKey: req.header('0x-api-key'),
+                rfqt:
+                    rfqt === undefined
+                        ? undefined
+                        : {
+                              intentOnFilling: rfqt.intentOnFilling,
+                          },
+                skipValidation,
             });
             res.status(HttpStatus.OK).send(swapQuote);
         } catch (e) {
@@ -166,6 +177,15 @@ const parseGetSwapQuoteRequestParams = (req: express.Request): GetSwapQuoteReque
             ? undefined
             : parseStringArrForERC20BridgeSources(req.query.excludedSources.split(','));
     const affiliateAddress = req.query.affiliateAddress;
+    const rfqt =
+        req.query.intentOnFilling === undefined
+            ? undefined
+            : {
+                  intentOnFilling: ['true', ''].includes(req.query.intentOnFilling) ? true : false,
+              };
+    // tslint:disable-next-line:boolean-naming
+    const skipValidation =
+        req.query.skipValidation === undefined ? false : ['true', ''].includes(req.query.skipValidation) ? true : false;
     return {
         takerAddress,
         sellToken,
@@ -176,5 +196,7 @@ const parseGetSwapQuoteRequestParams = (req: express.Request): GetSwapQuoteReque
         gasPrice,
         excludedSources,
         affiliateAddress,
+        rfqt,
+        skipValidation,
     };
 };

src/schemas/swap_quote_request_schema.json

@@ -21,6 +21,17 @@
         },
         "excludedSources": {
             "type": "string"
+        },
+        "apiKey": {
+            "type": "string"
+        },
+        "intentOnFilling": {
+            "type": "string",
+            "allowEmptyValue": true
+        },
+        "skipValidation": {
+            "type": "string",
+            "allowEmptyValue": true
         }
     },
     "required": ["sellToken", "buyToken"],

src/services/swap_service.ts

@@ -10,6 +10,7 @@ import {
     SwapQuoter,
     SwapQuoterOpts,
 } from '@0x/asset-swapper';
+import { getContractAddressesForChainOrThrow } from '@0x/contract-addresses';
 import { assetDataUtils, SupportedProvider } from '@0x/order-utils';
 import { AbiEncoder, BigNumber, decodeThrownErrorAsRevertError, RevertError } from '@0x/utils';
 import { TxData, Web3Wrapper } from '@0x/web3-wrapper';
@@ -20,10 +21,13 @@ import {
     CHAIN_ID,
     FEE_RECIPIENT_ADDRESS,
     LIQUIDITY_POOL_REGISTRY_ADDRESS,
+    RFQT_API_KEY_WHITELIST,
+    RFQT_MAKER_ENDPOINTS,
 } from '../config';
 import {
     DEFAULT_TOKEN_DECIMALS,
     GAS_LIMIT_BUFFER_PERCENTAGE,
+    NULL_ADDRESS,
     ONE_SECOND_MS,
     PERCENTAGE_SIG_DIGITS,
     QUOTE_ORDER_EXPIRATION_BUFFER_MS,
@@ -51,6 +55,10 @@ export class SwapService {
             chainId: CHAIN_ID,
             expiryBufferMs: QUOTE_ORDER_EXPIRATION_BUFFER_MS,
             liquidityProviderRegistryAddress: LIQUIDITY_POOL_REGISTRY_ADDRESS,
+            rfqt: {
+                takerApiKeyWhitelist: RFQT_API_KEY_WHITELIST,
+                makerEndpoints: RFQT_MAKER_ENDPOINTS,
+            },
         };
         this._swapQuoter = new SwapQuoter(this._provider, orderbook, swapQuoterOpts);
         this._swapQuoteConsumer = new SwapQuoteConsumer(this._provider, swapQuoterOpts);
@@ -69,13 +77,25 @@ export class SwapService {
             from,
             excludedSources,
             affiliateAddress,
+            apiKey,
+            rfqt,
+            // tslint:disable-next-line:boolean-naming
+            skipValidation,
         } = params;
         const assetSwapperOpts = {
             ...ASSET_SWAPPER_MARKET_ORDERS_OPTS,
             slippagePercentage,
             bridgeSlippage: slippagePercentage,
             gasPrice: providedGasPrice,
             excludedSources, // TODO(dave4506): overrides the excluded sources selected by chainId
+            apiKey,
+            rfqt:
+                rfqt === undefined || from === undefined || from === NULL_ADDRESS
+                    ? undefined
+                    : {
+                          ...rfqt,
+                          takerAddress: isETHSell ? getContractAddressesForChainOrThrow(CHAIN_ID).forwarder : from,
+                      },
         };
         if (sellAmount !== undefined) {
             swapQuote = await this._swapQuoter.getMarketSellSwapQuoteAsync(
@@ -120,7 +140,7 @@ export class SwapService {
         const affiliatedData = this._attributeCallData(data, affiliateAddress);
 
         let suggestedGasEstimate = new BigNumber(gas);
-        if (from) {
+        if (!skipValidation && from) {
             // Force a revert error if the takerAddress does not have enough ETH.
             const txDataValue =
                 extensionContractType === ExtensionContractType.Forwarder

src/token_metadatas_for_networks.ts

@@ -637,4 +637,24 @@ export const TokenMetadatasForChains: TokenMetadataAndChainAddresses[] = [
             [ChainId.Ganache]: NULL_ADDRESS,
         },
     },
+    {
+        symbol: 'ZWETH',
+        name: 'Custom Kovan Wrapped Ether',
+        decimals: 18,
+        tokenAddresses: {
+            [ChainId.Mainnet]: NULL_ADDRESS,
+            [ChainId.Kovan]: '0x1FcAf05ABa8c7062D6F08E25c77Bf3746fCe5433',
+            [ChainId.Ganache]: NULL_ADDRESS,
+        },
+    },
+    {
+        symbol: 'ZUSDC',
+        name: 'Custom Kovan USD Coin',
+        decimals: 6,
+        tokenAddresses: {
+            [ChainId.Mainnet]: NULL_ADDRESS,
+            [ChainId.Kovan]: '0x5a719Cf3E02c17c876F6d294aDb5CB7C6eB47e2F',
+            [ChainId.Ganache]: NULL_ADDRESS,
+        },
+    },
 ];

src/types.ts

@@ -342,6 +342,10 @@ export interface GetSwapQuoteRequestParams {
     gasPrice?: BigNumber;
     excludedSources?: ERC20BridgeSource[];
     affiliateAddress?: string;
+    rfqt?: {
+        intentOnFilling: boolean;
+    };
+    skipValidation: boolean;
 }
 
 export interface CalculateSwapQuoteParams {
@@ -355,6 +359,11 @@ export interface CalculateSwapQuoteParams {
     gasPrice?: BigNumber;
     excludedSources?: ERC20BridgeSource[];
     affiliateAddress?: string;
+    apiKey?: string;
+    rfqt?: {
+        intentOnFilling: boolean;
+    };
+    skipValidation: boolean;
 }
 
 export interface GetSwapQuoteResponseLiquiditySource {

test/app_test.ts

@@ -1,16 +1,20 @@
+import { rfqtMocker } from '@0x/asset-swapper';
+import { ContractAddresses, getContractAddressesForChainOrThrow } from '@0x/contract-addresses';
+import { ERC20TokenContract, WETH9Contract } from '@0x/contract-wrappers';
 import { BlockchainLifecycle, web3Factory } from '@0x/dev-utils';
-import { runMigrationsOnceAsync } from '@0x/migrations';
 import { Web3ProviderEngine } from '@0x/subproviders';
+import { BigNumber } from '@0x/utils';
 import { Web3Wrapper } from '@0x/web3-wrapper';
 import * as HttpStatus from 'http-status-codes';
 import 'mocha';
 import * as request from 'supertest';
 
 import { getAppAsync, getDefaultAppDependenciesAsync } from '../src/app';
 import * as config from '../src/config';
-import { DEFAULT_PAGE, DEFAULT_PER_PAGE, SRA_PATH } from '../src/constants';
+import { DEFAULT_PAGE, DEFAULT_PER_PAGE, SRA_PATH, SWAP_PATH } from '../src/constants';
 
 import { expect } from './utils/expect';
+import { ganacheZrxWethOrder1 } from './utils/mocks';
 
 let app: Express.Application;
 
@@ -32,10 +36,9 @@ describe('app test', () => {
         blockchainLifecycle = new BlockchainLifecycle(web3Wrapper);
         await blockchainLifecycle.startAsync();
         accounts = await web3Wrapper.getAvailableAddressesAsync();
-        const owner = accounts[0];
-        await runMigrationsOnceAsync(provider, { from: owner });
 
         const dependencies = await getDefaultAppDependenciesAsync(provider, config);
+
         // start the 0x-api app
         app = await getAppAsync({ ...dependencies }, config);
     });
@@ -54,4 +57,76 @@ describe('app test', () => {
                 expect(response.body.records).to.deep.equal([]);
             });
     });
+    describe('should respond to GET /swap/quote', () => {
+        it("with INSUFFICIENT_ASSET_LIQUIDITY when there's no liquidity (empty orderbook, sampling excluded, no RFQ)", async () => {
+            await request(app)
+                .get(
+                    `${SWAP_PATH}/quote?buyToken=DAI&sellToken=WETH&buyAmount=100000000000000000&excludedSources=Uniswap,Eth2Dai,Kyber,LiquidityProvider`,
+                )
+                .expect(HttpStatus.BAD_REQUEST)
+                .expect('Content-Type', /json/)
+                .then(response => {
+                    const responseJson = JSON.parse(response.text);
+                    expect(responseJson.reason).to.equal('Validation Failed');
+                    expect(responseJson.validationErrors.length).to.equal(1);
+                    expect(responseJson.validationErrors[0].field).to.equal('buyAmount');
+                    expect(responseJson.validationErrors[0].reason).to.equal('INSUFFICIENT_ASSET_LIQUIDITY');
+                });
+        });
+    });
+    describe('should hit RFQ-T when apropriate', () => {
+        it('should get a quote from an RFQ-T provider', async () => {
+            const [makerAddress, takerAddress] = accounts;
+            const sellAmount = new BigNumber(100000000000000000);
+
+            const contractAddresses: ContractAddresses = getContractAddressesForChainOrThrow(
+                parseInt(process.env.CHAIN_ID || '1337', 10),
+            );
+
+            const wethContract = new WETH9Contract(contractAddresses.etherToken, provider);
+            await wethContract.deposit().sendTransactionAsync({ value: sellAmount, from: takerAddress });
+            await wethContract
+                .approve(contractAddresses.erc20Proxy, sellAmount)
+                .sendTransactionAsync({ from: takerAddress });
+
+            const zrxToken = new ERC20TokenContract(contractAddresses.zrxToken, provider);
+            await zrxToken.approve(contractAddresses.erc20Proxy, sellAmount).sendTransactionAsync(
+                // using buyAmount based on assumption that the RFQ-T provider will be using a "one-to-one" strategy.
+                { from: makerAddress },
+            );
+            // done setting balances and allowances
+
+            const mockedApiParams = {
+                sellToken: contractAddresses.etherToken,
+                buyToken: contractAddresses.zrxToken,
+                sellAmount: sellAmount.toString(),
+                buyAmount: undefined,
+                takerAddress,
+            };
+            return rfqtMocker.withMockedRfqtFirmQuotes(
+                [
+                    {
+                        endpoint: 'https://mock-rfqt1.club',
+                        responseData: ganacheZrxWethOrder1,
+                        responseCode: 200,
+                        requestApiKey: 'koolApiKey1',
+                        requestParams: mockedApiParams,
+                    },
+                ],
+                async () => {
+                    const appResponse = await request(app)
+                        .get(
+                            `${SWAP_PATH}/quote?buyToken=ZRX&sellToken=WETH&sellAmount=${sellAmount.toString()}&takerAddress=${takerAddress}&intentOnFilling=true&excludedSources=Uniswap,Eth2Dai,Kyber,LiquidityProvider`,
+                        )
+                        .set('0x-api-key', 'koolApiKey1')
+                        .expect(HttpStatus.OK)
+                        .expect('Content-Type', /json/);
+
+                    const responseJson = JSON.parse(appResponse.text);
+                    expect(responseJson.orders.length).to.equal(1);
+                    expect(responseJson.orders[0]).to.eql(ganacheZrxWethOrder1);
+                },
+            );
+        });
+    });
 });