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asset-swapper: RFQ-T firm quotes #2541
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| Original file line number | Diff line number | Diff line change |
|---|---|---|
| @@ -0,0 +1,100 @@ | ||
| import { assetDataUtils, SignedOrder } from '@0x/order-utils'; | ||
| import { ERC20AssetData } from '@0x/types'; | ||
| import { BigNumber, logUtils } from '@0x/utils'; | ||
| import Axios, { AxiosResponse } from 'axios'; | ||
| import * as _ from 'lodash'; | ||
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| import { constants } from '../constants'; | ||
| import { MarketOperation, RfqtFirmQuoteRequestOpts } from '../types'; | ||
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| /** | ||
| * Request quotes from RFQ-T providers | ||
| */ | ||
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| function getTokenAddressOrThrow(assetData: string): string { | ||
| const decodedAssetData = assetDataUtils.decodeAssetDataOrThrow(assetData); | ||
| if (decodedAssetData.hasOwnProperty('tokenAddress')) { | ||
| // type cast necessary here as decodeAssetDataOrThrow returns | ||
| // an AssetData object, which doesn't necessarily contain a | ||
| // token address. (it could possibly be a StaticCallAssetData, | ||
| // which lacks an address.) so we'll just assume it's a token | ||
| // here. should be safe, with the enclosing guard condition | ||
| // and subsequent error. | ||
| // tslint:disable-next-line:no-unnecessary-type-assertion | ||
| return (decodedAssetData as ERC20AssetData).tokenAddress; | ||
| } else { | ||
| throw new Error(`Decoded asset data (${JSON.stringify(decodedAssetData)}) does not contain a token address`); | ||
| } | ||
| } | ||
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| export class QuoteRequestor { | ||
| private readonly _rfqtMakerEndpoints: string[]; | ||
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| constructor(rfqtMakerEndpoints: string[]) { | ||
| this._rfqtMakerEndpoints = rfqtMakerEndpoints; | ||
| } | ||
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| public async requestRfqtFirmQuotesAsync( | ||
| makerAssetData: string, | ||
| takerAssetData: string, | ||
| assetFillAmount: BigNumber, | ||
| marketOperation: MarketOperation, | ||
| takerApiKey: string, | ||
| takerAddress: string, | ||
| options?: Partial<RfqtFirmQuoteRequestOpts>, | ||
| ): Promise<SignedOrder[]> { | ||
| const { makerEndpointMaxResponseTimeMs } = _.merge({}, constants.DEFAULT_RFQT_FIRM_QUOTE_REQUEST_OPTS, options); | ||
|
There was a problem hiding this comment. So you like lodash now, huh? 😆 If you're using it here, would prefer to use I'm ok leaving as it though ❤️ |
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| const buyToken = getTokenAddressOrThrow(makerAssetData); | ||
| const sellToken = getTokenAddressOrThrow(takerAssetData); | ||
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| // create an array of promises for quote responses, using "undefined" | ||
| // as a placeholder for failed requests. | ||
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| const responsesIfDefined: Array<void | AxiosResponse<SignedOrder>> = await Promise.all( | ||
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| this._rfqtMakerEndpoints.map(async rfqtMakerEndpoint => { | ||
| try { | ||
| return Axios.get<SignedOrder>(`${rfqtMakerEndpoint}/quote`, { | ||
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| headers: { '0x-api-key': takerApiKey }, | ||
| params: { | ||
| sellToken, | ||
| buyToken, | ||
| buyAmount: marketOperation === MarketOperation.Buy ? assetFillAmount.toString() : undefined, | ||
| sellAmount: | ||
| marketOperation === MarketOperation.Sell ? assetFillAmount.toString() : undefined, | ||
| takerAddress, | ||
| }, | ||
| timeout: makerEndpointMaxResponseTimeMs, | ||
| }); | ||
| } catch (err) { | ||
| logUtils.warn( | ||
| `Failed to get RFQ-T quote from market maker endpoint ${rfqtMakerEndpoint} for API key ${takerApiKey} for taker address ${takerAddress}: ${JSON.stringify( | ||
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| err, | ||
| )}`, | ||
| ); | ||
| return undefined; | ||
| } | ||
| }), | ||
| ); | ||
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| const responses: Array<AxiosResponse<SignedOrder>> = responsesIfDefined.filter( | ||
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| (respIfDefd): respIfDefd is AxiosResponse<SignedOrder> => respIfDefd !== undefined, | ||
| ); | ||
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| const ordersWithStringInts = responses.map(response => response.data); // not yet BigNumber | ||
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| const orders: SignedOrder[] = ordersWithStringInts.map(orderWithStringInts => { | ||
|
There was a problem hiding this comment. Find a helper function do this for us. @steveklebanoff ? There was a problem hiding this comment. I have a feeliing they exist in There was a problem hiding this comment. @dekz Are you open to exporting Or is there somewhere else where this is already defined & exported? |
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| return { | ||
| ...orderWithStringInts, | ||
| makerAssetAmount: new BigNumber(orderWithStringInts.makerAssetAmount), | ||
| takerAssetAmount: new BigNumber(orderWithStringInts.takerAssetAmount), | ||
| makerFee: new BigNumber(orderWithStringInts.makerFee), | ||
| takerFee: new BigNumber(orderWithStringInts.takerFee), | ||
| expirationTimeSeconds: new BigNumber(orderWithStringInts.expirationTimeSeconds), | ||
| salt: new BigNumber(orderWithStringInts.salt), | ||
| }; | ||
| }); | ||
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| return orders; | ||
| } | ||
| } | ||
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| Original file line number | Diff line number | Diff line change |
|---|---|---|
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@@ -11,7 +11,7 @@ | |
| "build": "tsc -b", | ||
| "build:ci": "yarn build", | ||
| "clean": "shx rm -rf lib ${npm_package_config_snapshot_name} ${npm_package_config_snapshot_name}-*.zip", | ||
| "lint": "tslint --format stylish --project . && prettier --check 'src/**/*.{ts,tsx,json,md}' --config ../../.prettierrc", | ||
|
There was a problem hiding this comment. It seems like you agreed to keep There was a problem hiding this comment. Addressed in 1da8f68 |
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| "fix": "tslint --fix --format stylish --project .", | ||
| "test": "yarn run_mocha", | ||
| "test:circleci": "yarn test", | ||
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@@ -28,7 +28,8 @@ | |
| "build:snapshot:docker": "docker build --tag ${npm_package_config_docker_snapshot_name}:${npm_package_version} --tag ${npm_package_config_docker_snapshot_name}:latest .", | ||
| "publish:snapshot": "aws s3 cp ${npm_package_config_snapshot_name}-${npm_package_version}.zip ${npm_package_config_s3_snapshot_bucket} && aws s3 cp ${npm_package_config_s3_snapshot_bucket}/${npm_package_config_snapshot_name}-${npm_package_version}.zip ${npm_package_config_s3_snapshot_bucket}/${npm_package_config_snapshot_name}-latest.zip", | ||
| "publish:snapshot:docker": "docker push ${npm_package_config_docker_snapshot_name}:latest && docker push ${npm_package_config_docker_snapshot_name}:${npm_package_version}", | ||
| "test_contract_configs": "node ./lib/test_contract_configs.js", | ||
| "publish:private": "yarn build && gitpkg publish" | ||
| }, | ||
| "config": { | ||
| "s3_snapshot_bucket": "s3://ganache-snapshots.0x.org", | ||
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@@ -42,6 +43,9 @@ | |
| "0x-migrate": "bin/0x-migrate.js" | ||
| }, | ||
| "license": "Apache-2.0", | ||
| "gitpkg": { | ||
| "registry": "[email protected]:0xProject/gitpkg-registry.git" | ||
| }, | ||
| "devDependencies": { | ||
| "@0x/dev-utils": "^3.2.1", | ||
| "@0x/ts-doc-gen": "^0.0.22", | ||
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@@ -50,6 +54,7 @@ | |
| "@types/yargs": "^11.0.0", | ||
| "chai": "^4.0.1", | ||
| "dirty-chai": "^2.0.1", | ||
| "gitpkg": "https://github.com/0xProject/gitpkg.git", | ||
| "make-promises-safe": "^1.1.0", | ||
| "mocha": "^6.2.0", | ||
| "npm-run-all": "^4.1.2", | ||
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@@ -69,6 +74,7 @@ | |
| "@0x/contracts-dev-utils": "^1.3.3", | ||
| "@0x/contracts-erc1155": "^2.1.5", | ||
| "@0x/contracts-erc20": "^3.1.5", | ||
| "@0x/contracts-erc20-bridge-sampler": "^1.5.1", | ||
| "@0x/contracts-erc721": "^3.1.5", | ||
| "@0x/contracts-exchange": "^3.2.5", | ||
| "@0x/contracts-exchange-forwarder": "^4.2.5", | ||
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We have the established pattern of having
prettieras it's own script: https://github.com/0xProject/0x-monorepo/blob/development/packages/orderbook/package.json#L25There was a problem hiding this comment.
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I introduced a
prettierscript in eb5ec58, but I also kept its invocation in thelintscript.I feel pretty strongly that
yarn lintshould run everything that CI'sstatic-testsruns. I'm open to having my mind changed if anyone else feels strongly about it, but that's why I did it this way.There was a problem hiding this comment.
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I think it's pretty weird to have different
lintbehavior forasset-swappercompared to all other packages. IMHO it's important to be consistent here.Unless we want to make this change wholesale across all repos (a can of worms I don't think we should open right now), I think we should make this consistent.