feat: add IRfqClient by phil-ociraptor · Pull Request #467 · 0xProject/protocol

phil-ociraptor · 2022-04-28T16:48:12Z

Description

Allow SwapQuoter to use an IRfqClient to fetch quotes instead of using QuoteRequestor. This allows different implementations for quote fetching.

Testing instructions

Types of changes

Checklist:

Prefix PR title with [WIP] if necessary.
Add tests to cover changes as needed.
Update documentation as needed.
Add new entries to the relevant CHANGELOG.jsons.

rhinodavid · 2022-05-03T20:45:12Z

packages/asset-swapper/src/utils/market_operation_utils/index.ts

+                                  feeToken: undefined,
+                              })
+                          ).quotes as V4RFQIndicativeQuoteMM[])
+                        : await rfqt.quoteRequestor.requestRfqtIndicativeQuotesAsync(


is there a way we could make quoterequestor conform to IRfqClient so we don't have this weird branching? Or is it not worth it?

I think it's better to have the IRfqClient conform to the existing code, otherwise, we need to change some stuff downstream. Riskier, for unclear benefit

rhinodavid · 2022-05-03T20:48:43Z

packages/asset-swapper/src/utils/rfq_client_mappers.ts

@@ -0,0 +1,23 @@
+import { FillQuoteTransformerOrderType } from '@0x/protocol-utils';


consider just putting this in the interface file -- will be easier to clean up later

rhinodavid · 2022-05-04T22:31:16Z

packages/asset-swapper/src/utils/irfq_client.ts


+import { AltRfqMakerAssetOfferings } from '../types';
 export interface RfqClientPriceRequest {
+    integratorId: string;


can you sort

kyu-c · 2022-05-11T17:13:04Z

packages/asset-swapper/src/utils/irfq_client.ts

+export interface RfqClientV1PriceRequest {
+    altRfqAssetOfferings: AltRfqMakerAssetOfferings | undefined;
+    assetFillAmount: BigNumber;
+    chainId: number;


would be beneficial to use enum ChainId here instead?

kyu-c · 2022-05-11T17:26:32Z

packages/asset-swapper/src/utils/market_operation_utils/index.ts

@@ -663,17 +666,49 @@ export class MarketOperationUtils {
            // Timing of RFQT lifecycle
            const timeStart = new Date().getTime();
            const { makerToken, takerToken } = nativeOrders[0].order;


[out of scope] it seems like fooToken sometimes mean the symbol(?) (e.g. RfqClientV1PriceRequest has both
takerAddress, and takerToken) while here it's address.

* Add BiSwap (as UniV2 clone) on BSC * changelog PR number * add BSW * remove BiSwap from transformer_utils * Do not initialize BalancerV2SwapInfoCache on unsupported chains [TKR-365] (#472) * Do not initialize BalancerV2SwapInfoCache on unsupported chains * Update CHANGELOG.json * Updated CHANGELOGS & MD docs * Publish - @0x/asset-swapper@16.57.3 * chore: Decomission SnowSwap [TKR-356] (#468) * Decomission SnowSwap * SnowSwap doesn't have much liquidity anymore (the largest pool has ~$50k) * Update CHANGELOG.json * Update CHANGELOG.json * chore: Offboard Swerve Finance and LinkSwap [TKR-356] (#469) * Offboard swerve * Update CHANGELOG.json * Offboard LinkSwap * Remove unused import * Fix CHANGELOG.json * chore: Offboard Eth2Dai [TKR-356] (#470) * Offboard Eth2Dai * Update CHANGELOG.json * feat: add IRfqClient (#467) * add message to changelog for #467 (#474) * Update saddle mainnet pools (#450) * Add saddle v2 pools * remove outdated pools * add two saddle meta pools * forgot changelog * remove saddle metapools * changelog update * Fix a lint issue (#475) * Updated CHANGELOGS & MD docs * Publish - @0x/asset-swapper@16.59.0 * Add BiSwap (as UniV2 clone) on BSC * rebase new changes for balv2, up changelog, quotes working * remove Biswap from transformer_utils once again Co-authored-by: Kyu <kyuhyun217@gmail.com> Co-authored-by: Github Actions <github-actions@github.com> Co-authored-by: phil-ociraptor <phil@0x.org> Co-authored-by: Cece Z <me@cecez.xyz> Co-authored-by: Noah Khamliche <noah@0xproject.com>

phil-ociraptor added 3 commits April 28, 2022 11:47

feat: add IRfqClient

c28ea80

integrate IRfqClient with SwapQuoter

b8891b6

small fix

f2fea1b

phil-ociraptor marked this pull request as ready for review May 3, 2022 20:32

phil-ociraptor requested a review from rhinodavid May 3, 2022 20:32

rhinodavid reviewed May 3, 2022

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rhinodavid approved these changes May 3, 2022

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add integratorId and altOfferings

abe0974

rhinodavid reviewed May 4, 2022

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phil-ociraptor added 14 commits May 5, 2022 10:49

only send AltOfferings every 10 minutes

57caab3

sort

39ca2e6

export types

c63ff68

filter for AltAssetOffering and add ChainId

3f3b53b

keep names consistent

dfda635

tweak exports

59cdee2

fix import

5238e80

remove OtcOrder import

6ba32a0

Merge branch 'development' into phil/irfq-client

908cbcf

make sure to attach the rfqClient to the rfqt opts object

f780e5a

trigger ci build

23436a9

trigger ci build #2

6738050

trigger ci build 3

4c17693

Merge branch 'development' into phil/irfq-client

211c13c

kyu-c reviewed May 11, 2022

View reviewed changes

phil-ociraptor merged commit a7f23a9 into development May 11, 2022

phil-ociraptor deleted the phil/irfq-client branch May 11, 2022 17:35

phil-ociraptor added a commit that referenced this pull request May 12, 2022

add message to changelog for #467

a4aa771

phil-ociraptor added a commit that referenced this pull request May 12, 2022

add message to changelog for #467 (#474)

d5eef93

dextracker pushed a commit that referenced this pull request May 13, 2022

feat: add IRfqClient (#467)

d67f28c

dextracker pushed a commit that referenced this pull request May 13, 2022

add message to changelog for #467 (#474)

edf2906

dextracker pushed a commit that referenced this pull request Jun 15, 2022

feat: add IRfqClient (#467)

300a649

dextracker pushed a commit that referenced this pull request Jun 15, 2022

add message to changelog for #467 (#474)

a7c0c76

adamlaska mentioned this pull request Apr 18, 2024

[Snyk] Security upgrade web3-provider-engine from 14.0.6 to 17.0.0 adamlaska/protocol#88

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feat: add IRfqClient#467

feat: add IRfqClient#467
phil-ociraptor merged 18 commits intodevelopmentfrom
phil/irfq-client

phil-ociraptor commented Apr 28, 2022 •

edited

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		@@ -0,0 +1,23 @@
		import { FillQuoteTransformerOrderType } from '@0x/protocol-utils';

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rhinodavid May 3, 2022

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phil-ociraptor commented Apr 28, 2022 •

edited

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