RFQ-T Firm Quotes

.circleci/config.yml

@@ -9,6 +9,8 @@ jobs:
             - image: circleci/node:11.14-browsers
             - image: circleci/postgres:9.6.5-alpine-ram
             - image: 0xorg/ganache-cli:6.0.0
+              environment:
+                VERSION: 6.2.4-110e1afa8
             - image: 0xorg/mesh:9.2.1
               environment:
                 ETHEREUM_RPC_URL: http://0.0.0.0:8545

docker-compose.yml

@@ -4,6 +4,8 @@ services:
         image: "0xorg/ganache-cli:6.0.0"
         ports:
             - "8545:8545"
+        environment:
+            VERSION: 6.2.4-110e1afa8
     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-v4.9.0-0e196a59d",
+        "@0x/contract-addresses": "0xProject/gitpkg-registry#0x-contract-addresses-v4.9.0-110e1afa8",
         "@0x/contract-wrappers": "0xProject/gitpkg-registry#0x-contract-wrappers-v13.6.3-0e196a59d"
     },
     "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-v4.4.0-0e196a59d",
+        "@0x/asset-swapper": "0xProject/gitpkg-registry#0x-asset-swapper-v4.4.0-110e1afa8",
         "@0x/connect": "^6.0.4",
-        "@0x/contract-addresses": "0xProject/gitpkg-registry#0x-contract-addresses-v4.9.0-0e196a59d",
+        "@0x/contract-addresses": "0xProject/gitpkg-registry#0x-contract-addresses-v4.9.0-110e1afa8",
         "@0x/contract-wrappers": "0xProject/gitpkg-registry#0x-contract-wrappers-v13.6.3-0e196a59d",
         "@0x/json-schemas": "^5.0.4",
         "@0x/mesh-rpc-client": "^9.2.1",

src/config.ts

@@ -135,6 +135,12 @@ 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

@@ -41,6 +41,9 @@ export class SwapHandlers {
             gasPrice,
             excludedSources,
             affiliateAddress,
+            rfqt,
+            // tslint:disable-next-line:boolean-naming
+            skipValidation,
         } = parseGetSwapQuoteRequestParams(req);
 
         const isETHSell = isETHSymbol(sellToken);
@@ -83,6 +86,14 @@ export class SwapHandlers {
             gasPrice,
             excludedSources,
             affiliateAddress,
+            apiKey: req.header('0x-api-key'),
+            rfqt:
+                rfqt === undefined
+                    ? undefined
+                    : {
+                          intentOnFilling: rfqt.intentOnFilling,
+                      },
+            skipValidation,
         };
 
         try {
@@ -200,6 +211,10 @@ 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: req.query.intentOnFilling === 'true' };
+    // tslint:disable-next-line:boolean-naming
+    const skipValidation = req.query.skipValidation === undefined ? false : req.query.skipValidation === 'true';
     return {
         takerAddress,
         sellToken,
@@ -210,5 +225,7 @@ 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",
+            "enum": ["true", "false"]
+        },
+        "skipValidation": {
+            "type": "string",
+            "enum": ["true", "false"]
         }
     },
     "required": ["sellToken", "buyToken"],

src/services/swap_service.ts

@@ -23,10 +23,13 @@ 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,
     ONE_SECOND_MS,
     PERCENTAGE_SIG_DIGITS,
@@ -62,6 +65,10 @@ 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);
@@ -85,13 +92,28 @@ 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,
+                          // If this is a forwarder transaction, then we want to request quotes with the taker as the
+                          // forwarder contract. If it's not, then we want to request quotes with the taker set to the
+                          // API's takerAddress query parameter, which in this context is known as `from`.
+                          takerAddress: isETHSell ? getContractAddressesForChainOrThrow(CHAIN_ID).forwarder : from,
+                      },
         };
         if (sellAmount !== undefined) {
             swapQuote = await this._swapQuoter.getMarketSellSwapQuoteAsync(
@@ -136,7 +158,7 @@ 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

@@ -359,6 +359,10 @@ export interface GetSwapQuoteRequestParams {
     gasPrice?: BigNumber;
     excludedSources?: ERC20BridgeSource[];
     affiliateAddress?: string;
+    rfqt?: {
+        intentOnFilling: boolean;
+    };
+    skipValidation: boolean;
 }
 
 export interface CalculateSwapQuoteParams {
@@ -372,6 +376,11 @@ export interface CalculateSwapQuoteParams {
     gasPrice?: BigNumber;
     excludedSources?: ERC20BridgeSource[];
     affiliateAddress?: string;
+    apiKey?: string;
+    rfqt?: {
+        intentOnFilling: boolean;
+    };
+    skipValidation: boolean;
 }
 
 export interface GetSwapQuoteResponseLiquiditySource {