/prices endpoint

[dekz]

Currently fetching prices of 1 unit of each token on with a base asset pair (defaults to WETH). I.e buying 1 USDC with WETH. We could make the unitAmount configurable by param.

In essence this is similar to performing a quote on every asset with the base asset. So in essence we use Native and Bridge orders. We do this in batches, as at writing this results in concurrent ~4 RPC requests. Currently this takes approximately 3.5-5 0.8 seconds to serve the result.

Note:

• We're performing a buy operation (this excludes Kyber)
• We do not perform multiple samples, just the entire amount
• Base asset defaults to WETH though an alternative base can be supplied. E.g DAI or ZRX
• Some batches are heavier than others due to the order of our Metadata, i.e one batch gets DAI,USDC,ZRX,WBTC and can take longer than a batch which has less native 0x orders.

{
  "records": [
    {
      "symbol": "ZRX",
      "price": "0.236163269460202302"
    },
    {
      "symbol": "WETH",
      "price": "173.60906274565"
    },
    {
      "symbol": "USDC",
      "price": "1.0014178"
    },
    {
      "symbol": "REP",
      "price": "14.960892941419549045"
    },
    {
      "symbol": "BAT",
      "price": "0.226468941872908147"
    },
    {
      "symbol": "MKR",
      "price": "511.244597947585170695"
    },
    {
      "symbol": "WBTC",
      "price": "9429.613550419299758978"
    },
    {
      "symbol": "SNX",
      "price": "1.206704957537004611"
    },
    {
      "symbol": "SUSD",
      "price": "0"
    },
    {
      "symbol": "KNC",
      "price": "0.292187720041790738"
    },
    {
      "symbol": "BNT",
      "price": "0.247097767988558581"
    },
    {
      "symbol": "GNO",
      "price": "13.262758986270229453"
    },
    {
      "symbol": "LINK",
      "price": "2.662818213761736781"
    },
    {
      "symbol": "REN",
      "price": "0.043421732202252796"
    },
    {
      "symbol": "OMG",
      "price": "0"
    },
    {
      "symbol": "ANT",
      "price": "0.652467493582113766"
    },
    {
      "symbol": "SAI",
      "price": "1.011433228749002679"
    },
    {
      "symbol": "CVL",
      "price": "0.004493489821836914"
    },
    {
      "symbol": "DTH",
      "price": "0.00237372494026652"
    },
    {
      "symbol": "FOAM",
      "price": "0.021644772854356194"
    },
    {
      "symbol": "AST",
      "price": "0.019088117413905174"
    },
    {
      "symbol": "GEN",
      "price": "0.139065317870529154"
    },
    {
      "symbol": "STORJ",
      "price": "0.114971244075358828"
    },
    {
      "symbol": "MANA",
      "price": "0.035897758799774541"
    },
    {
      "symbol": "ENTRP",
      "price": "0.698231373357677776"
    },
    {
      "symbol": "MLN",
      "price": "6.054717525181436224"
    },
    {
      "symbol": "LOOM",
      "price": "0.018287607933776055"
    },
    {
      "symbol": "CELR",
      "price": "0.003656190108206738"
    },
    {
      "symbol": "RLC",
      "price": "0.509953183050306052"
    },
    {
      "symbol": "DGD",
      "price": "31.586487605764545281"
    },
    {
      "symbol": "ZIL",
      "price": "0.010404865027214572"
    },
    {
      "symbol": "cBAT",
      "price": "0.005469334634742278"
    },
    {
      "symbol": "cSAI",
      "price": "0.020367839992946705"
    },
    {
      "symbol": "cSAI",
      "price": "0.021504356859570453"
    },
    {
      "symbol": "cETH",
      "price": "3.477011082422843025"
    },
    {
      "symbol": "cUSDC",
      "price": "0.021115501873979603"
    },
    {
      "symbol": "cZRX",
      "price": "0.004821894418576017"
    },
    {
      "symbol": "0xBTC",
      "price": "0.127406745124729286"
    },
    {
      "symbol": "SNT",
      "price": "0.011065190592788876"
    },
    {
      "symbol": "SPANK",
      "price": "0.003108800198118512"
    },
    {
      "symbol": "BOOTY",
      "price": "0.058353852162690072"
    },
    {
      "symbol": "BNB",
      "price": "6.574486616745281429"
    },
    {
      "symbol": "NMR",
      "price": "6.101405008792310903"
    },
    {
      "symbol": "GUSD",
      "price": "1.274566010501262615"
    },
    {
      "symbol": "FUN",
      "price": "0.003051938411077114"
    },
    {
      "symbol": "PAX",
      "price": "1.030249646987991769"
    },
    {
      "symbol": "TUSD",
      "price": "1.004938117938229358"
    },
    {
      "symbol": "LPT",
      "price": "2.525573245390085536"
    },
    {
      "symbol": "ENJ",
      "price": "0.090251282521339027"
    },
    {
      "symbol": "POWR",
      "price": "0.042595647573863637"
    },
    {
      "symbol": "REQ",
      "price": "0.013208264467134681"
    },
    {
      "symbol": "DNT",
      "price": "0.017624902664240927"
    },
    {
      "symbol": "MATIC",
      "price": "0.019577923256901625"
    },
    {
      "symbol": "LRC",
      "price": "0.025550301228465698"
    },
    {
      "symbol": "RDN",
      "price": "0.126877838427880865"
    },
    {
      "symbol": "USDT",
      "price": "0"
    }
  ]
}

Perf

Staging

λ hey -n 50 -c 1 'https://staging.api.0x.org/swap/v0/price'                                                                                                                     master

Summary:
  Total:	44.9667 secs
  Slowest:	1.9547 secs
  Fastest:	0.6047 secs
  Average:	0.8992 secs
  Requests/sec:	1.1119


Response time histogram:
  0.605 [1]	|■■
  0.740 [11]	|■■■■■■■■■■■■■■■■■■■■■
  0.875 [21]	|■■■■■■■■■■■■■■■■■■■■■■■■■■■■■■■■■■■■■■■■
  1.010 [7]	|■■■■■■■■■■■■■
  1.145 [2]	|■■■■
  1.280 [4]	|■■■■■■■■
  1.415 [1]	|■■
  1.550 [1]	|■■
  1.685 [1]	|■■
  1.820 [0]	|
  1.955 [1]	|■■

MY (slow) machine

Summary:
  Total:	451.8158 secs
  Slowest:	7.3228 secs
  Fastest:	2.0762 secs
  Average:	4.5181 secs
  Requests/sec:	0.2213

  Total data:	261000 bytes
  Size/request:	2610 bytes

Response time histogram:
  2.076 [1]	|■■
  2.601 [2]	|■■■
  3.126 [3]	|■■■■■
  3.650 [14]	|■■■■■■■■■■■■■■■■■■■■■■
  4.175 [21]	|■■■■■■■■■■■■■■■■■■■■■■■■■■■■■■■■
  4.700 [26]	|■■■■■■■■■■■■■■■■■■■■■■■■■■■■■■■■■■■■■■■■
  5.224 [11]	|■■■■■■■■■■■■■■■■■
  5.749 [7]	|■■■■■■■■■■■
  6.274 [7]	|■■■■■■■■■■■
  6.798 [4]	|■■■■■■
  7.323 [4]	|■■■■■■

[fragosti]

• Can we not return a price if we don't know it (ie. not return price: 0).
• My instinct was to query /prices. Thoughts on calling it that?

[dekz]

• My instinct was to query /prices. Thoughts on calling it that?

SGTM, updated to /prices

[dekz]

deploy staging

[github-actions]

🎉 This PR is included in version 1.0.0 🎉

The release is available on GitHub release

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