[1689 - Quote endpoint] New Quote endpoint for price & fee

cypress-custom/integration/fee.test.ts

@@ -1,21 +1,51 @@
 import { WETH9 as WETH } from '@uniswap/sdk-core'
-import { OrderKind } from '@gnosis.pm/gp-v2-contracts'
-import { FeeQuoteParams, FeeInformation } from '../../src/custom/utils/price'
+import { GetQuoteResponse } from '@gnosis.pm/gp-v2-contracts'
 import { parseUnits } from 'ethers/lib/utils'
 
 const DAI = '0xc7AD46e0b8a400Bb3C915120d284AafbA8fc4735'
 const FOUR_HOURS = 3600 * 4 * 1000
 const DEFAULT_SELL_TOKEN = WETH[4]
+const DEFAULT_APP_DATA = '0x0000000000000000000000000000000000000000000000000000000000000000'
+const ZERO_ADDRESS = '0x0000000000000000000000000000000000000000'
+
+const FEE_QUERY = `https://protocol-rinkeby.dev.gnosisdev.com/api/v1/quote`
+
+const baseParams = {
+  from: ZERO_ADDRESS,
+  receiver: ZERO_ADDRESS,
+  validTo: Math.ceil(Date.now() / 1000 + 500),
+  appData: DEFAULT_APP_DATA,
+  sellTokenBalance: 'erc20',
+  buyTokenBalance: 'erc20',
+  partiallyFillable: false,
+}
 
-const getFeeQuery = ({ sellToken, buyToken, amount, kind }: Omit<FeeQuoteParams, 'chainId'>) =>
-  `https://protocol-rinkeby.dev.gnosisdev.com/api/v1/fee?sellToken=${sellToken}&buyToken=${buyToken}&amount=${amount}&kind=${kind}`
+const mockQuoteResponse = {
+  quote: {
+    // arb props here..
+    sellToken: '0x6810e776880c02933d47db1b9fc05908e5386b96',
+    buyToken: '0x6810e776880c02933d47db1b9fc05908e5386b96',
+    receiver: '0x6810e776880c02933d47db1b9fc05908e5386b96',
+    sellAmount: '1234567890',
+    buyAmount: '1234567890',
+    validTo: 0,
+    appData: '0x0000000000000000000000000000000000000000000000000000000000000000',
+    feeAmount: '1234567890',
+    kind: 'buy',
+    partiallyFillable: true,
+    sellTokenBalance: 'erc20',
+    buyTokenBalance: 'erc20',
+  },
+  from: ZERO_ADDRESS,
+}
 
-function _assertFeeData(fee: FeeInformation | string): void {
+function _assertFeeData(fee: GetQuoteResponse): void {
   if (typeof fee === 'string') {
     fee = JSON.parse(fee)
   }
-  expect(fee).to.have.property('amount')
-  expect(fee).to.have.property('expirationDate')
+  expect(fee).to.have.property('quote')
+  expect(fee).to.have.property('expiration')
+  expect(fee.quote).to.have.property('feeAmount')
 }
 
 /* Fee not currently being saved in local so commenting this out
@@ -54,18 +84,25 @@ function _assertFeeFetched(token: string): Cypress.Chainable {
 
 describe('Fee endpoint', () => {
   it('Returns the expected info', () => {
-    const FEE_QUERY = getFeeQuery({
+    const params = {
       sellToken: DEFAULT_SELL_TOKEN.address,
       buyToken: DAI,
-      amount: parseUnits('0.1', DEFAULT_SELL_TOKEN.decimals).toString(),
-      kind: OrderKind.SELL,
+      sellAmountBeforeFee: parseUnits('0.1', DEFAULT_SELL_TOKEN.decimals).toString(),
+      kind: 'sell',
       fromDecimals: DEFAULT_SELL_TOKEN.decimals,
       toDecimals: 6,
-    })
+      // BASE PARAMS
+      ...baseParams,
+    }
 
     // GIVEN: -
     // WHEN: Call fee API
-    cy.request(FEE_QUERY)
+    cy.request({
+      method: 'POST',
+      url: FEE_QUERY,
+      body: params,
+      log: true,
+    })
       .its('body')
       // THEN: The API response has the expected data
       .should(_assertFeeData)
@@ -74,27 +111,19 @@ describe('Fee endpoint', () => {
 
 describe('Fee: Complex fetch and persist fee', () => {
   const INPUT_AMOUNT = '0.1'
-  const FEE_QUERY = getFeeQuery({
-    sellToken: DEFAULT_SELL_TOKEN.address,
-    buyToken: DAI,
-    amount: parseUnits(INPUT_AMOUNT, DEFAULT_SELL_TOKEN.decimals).toString(),
-    kind: OrderKind.SELL,
-    fromDecimals: DEFAULT_SELL_TOKEN.decimals,
-    toDecimals: 6,
-  })
 
   // Needs to run first to pass because of Cypress async issues between tests
   it('Re-fetched when it expires', () => {
     // GIVEN: input token Fee expiration is always 6 hours from now
     const SIX_HOURS = FOUR_HOURS * 1.5
     const LATER_TIME = new Date(Date.now() + SIX_HOURS).toISOString()
     const LATER_FEE = {
-      expirationDate: LATER_TIME,
-      amount: '0',
+      ...mockQuoteResponse,
+      expiration: LATER_TIME,
     }
 
     // only override Date functions (default is to override all time based functions)
-    cy.stubResponse({ url: FEE_QUERY, alias: 'feeRequest', body: LATER_FEE })
+    cy.stubResponse({ method: 'POST', url: FEE_QUERY, alias: 'feeRequest', body: LATER_FEE })
 
     // GIVEN: user visits app, selects 0.1 WETH as sell, DAI as buy
     // and goes AFK
@@ -116,36 +145,29 @@ describe('Fee: Complex fetch and persist fee', () => {
           const mockedTime = new Date($clock.details().now)
 
           // THEN: fee time is properly stubbed and
-          expect(body.expirationDate).to.equal(LATER_TIME)
+          expect(body.expiration).to.equal(LATER_TIME)
           // THEN: the mocked later date is indeed less than the new fee (read: the fee is valid)
-          expect(new Date(body.expirationDate)).to.be.greaterThan(mockedTime)
+          expect(new Date(body.expiration)).to.be.greaterThan(mockedTime)
         })
     })
   })
 })
 
 describe('Fee: simple checks it exists', () => {
   const INPUT_AMOUNT = '0.1'
-  const FEE_QUERY = getFeeQuery({
-    sellToken: DEFAULT_SELL_TOKEN.address,
-    buyToken: DAI,
-    amount: parseUnits(INPUT_AMOUNT, DEFAULT_SELL_TOKEN.decimals).toString(),
-    kind: OrderKind.SELL,
-    fromDecimals: DEFAULT_SELL_TOKEN.decimals,
-    toDecimals: 6,
-  })
-  const FEE_RESP = {
+  const QUOTE_RESP = {
+    ...mockQuoteResponse,
     // 1 min in future
-    expirationDate: new Date(Date.now() + 60000).toISOString(),
-    amount: parseUnits('0.05', DEFAULT_SELL_TOKEN.decimals).toString(),
+    expiration: new Date(Date.now() + 60000).toISOString(),
   }
 
   it('Fetch fee when selecting both tokens', () => {
     // Stub responses from fee endpoint
     cy.stubResponse({
+      method: 'POST',
       url: FEE_QUERY,
       alias: 'feeRequest',
-      body: FEE_RESP,
+      body: QUOTE_RESP,
     })
     // GIVEN: A user loads the swap page
     // WHEN: Select DAI token as output and sells 0.1 WETH

cypress-custom/support/commands.d.ts

@@ -49,6 +49,16 @@ declare namespace Cypress {
      *
      * @example cy.stubResponse({ url: '/api/v1/someEndpoint/', alias: 'endpoint', body: { foo: 'foo' } })
      */
-    stubResponse({ url, alias, body }: { url: string; alias?: string; body?: any }): Chainable<Subject>
+    stubResponse({
+      method,
+      url,
+      alias,
+      body,
+    }: {
+      method: 'GET' | 'POST' | 'DELETE'
+      url: string
+      alias?: string
+      body?: any
+    }): Chainable<Subject>
   }
 }

cypress-custom/support/commands.js

@@ -52,8 +52,8 @@ function enterOutputAmount(tokenAddress, amount, selectToken = false) {
   cy.get('#swap-currency-input .token-amount-output').type(amount.toString(), { force: true, delay: 400 })
 }
 
-function stubResponse({ url, alias = 'stubbedResponse', body }) {
-  cy.intercept({ method: 'GET', url }, _responseHandlerFactory(body)).as(alias)
+function stubResponse({ method, url, alias = 'stubbedResponse', body }) {
+  cy.intercept({ method, url }, _responseHandlerFactory(body)).as(alias)
 }
 
 Cypress.Commands.add('swapClickInputToken', () => clickInputToken)

package.json

@@ -194,7 +194,7 @@
   "dependencies": {
     "@gnosis.pm/cow-runner-game": "^0.2.9",
     "@gnosis.pm/dex-js": "^0.13.0",
-    "@gnosis.pm/gp-v2-contracts": "^1.0.2",
+    "@gnosis.pm/gp-v2-contracts": "^1.1.2",
     "@gnosis.pm/safe-service-client": "^0.1.1",
     "@pinata/sdk": "^1.1.23",
     "@sentry/react": "^6.11.0",

src/custom/api/gnosisProtocol/api.ts

@@ -1,5 +1,5 @@
 import { SupportedChainId as ChainId } from 'constants/chains'
-import { OrderKind } from '@gnosis.pm/gp-v2-contracts'
+import { OrderKind, QuoteQuery } from '@gnosis.pm/gp-v2-contracts'
 import { stringify } from 'qs'
 import { getSigningSchemeApiValue, OrderCreation, OrderCancellation, SigningSchemeValue } from 'utils/signatures'
 import { APP_DATA_HASH } from 'constants/index'
@@ -17,11 +17,13 @@ import QuoteError, {
   GpQuoteErrorDetails,
 } from 'api/gnosisProtocol/errors/QuoteError'
 import { toErc20Address } from 'utils/tokens'
-import { FeeInformation, FeeQuoteParams, PriceInformation, PriceQuoteParams } from 'utils/price'
+import { FeeQuoteParams, PriceInformation, PriceQuoteParams, SimpleGetQuoteResponse } from 'utils/price'
 
 import { DEFAULT_NETWORK_FOR_LISTS } from 'constants/lists'
 import { GAS_FEE_ENDPOINTS } from 'constants/index'
 import * as Sentry from '@sentry/browser'
+import { ZERO_ADDRESS } from 'constants/misc'
+import { getAppDataHash } from 'constants/appDataHash'
 
 function getGnosisProtocolUrl(): Partial<Record<ChainId, string>> {
   if (isLocal || isDev || isPr || isBarn) {
@@ -247,7 +249,10 @@ const UNHANDLED_ORDER_ERROR: ApiErrorObject = {
   description: ApiErrorCodeDetails.UNHANDLED_CREATE_ERROR,
 }
 
-async function _handleQuoteResponse(response: Response, params?: FeeQuoteParams) {
+async function _handleQuoteResponse<T = any, P extends QuoteQuery = QuoteQuery>(
+  response: Response,
+  params?: P
+): Promise<T> {
   if (!response.ok) {
     const errorObj: ApiErrorObject = await response.json()
 
@@ -267,7 +272,7 @@ async function _handleQuoteResponse(response: Response, params?: FeeQuoteParams)
       // report to sentry
       Sentry.captureException(sentryError, {
         tags: { errorType: 'getFeeQuote' },
-        contexts: { params },
+        contexts: { params: { ...params } },
       })
     }
 
@@ -277,7 +282,45 @@ async function _handleQuoteResponse(response: Response, params?: FeeQuoteParams)
   }
 }
 
-export async function getPriceQuote(params: PriceQuoteParams): Promise<PriceInformation | null> {
+function _mapNewToLegacyParams(params: FeeQuoteParams): QuoteQuery {
+  const { amount, kind, userAddress, receiver, validTo, sellToken, buyToken, chainId } = params
+  const fallbackAddress = userAddress || ZERO_ADDRESS
+
+  const baseParams = {
+    sellToken: toErc20Address(sellToken, chainId),
+    buyToken: toErc20Address(buyToken, chainId),
+    from: fallbackAddress,
+    receiver: receiver || fallbackAddress,
+    appData: getAppDataHash(),
+    validTo,
+    partiallyFillable: false,
+  }
+
+  const finalParams: QuoteQuery =
+    kind === OrderKind.SELL
+      ? {
+          kind: OrderKind.SELL,
+          sellAmountBeforeFee: amount,
+          ...baseParams,
+        }
+      : {
+          kind: OrderKind.BUY,
+          buyAmountAfterFee: amount,
+          ...baseParams,
+        }
+
+  return finalParams
+}
+
+export async function getQuote(params: FeeQuoteParams) {
+  const { chainId } = params
+  const quoteParams = _mapNewToLegacyParams(params)
+  const response = await _post(chainId, '/quote', quoteParams)
+
+  return _handleQuoteResponse<SimpleGetQuoteResponse>(response)
+}
+
+export async function getPriceQuoteLegacy(params: PriceQuoteParams): Promise<PriceInformation | null> {
   const { baseToken, quoteToken, amount, kind, chainId } = params
   console.log(`[api:${API_NAME}] Get price from API`, params)
 
@@ -293,25 +336,7 @@ export async function getPriceQuote(params: PriceQuoteParams): Promise<PriceInfo
     throw new QuoteError(UNHANDLED_QUOTE_ERROR)
   })
 
-  return _handleQuoteResponse(response)
-}
-
-export async function getFeeQuote(params: FeeQuoteParams): Promise<FeeInformation> {
-  const { sellToken, buyToken, amount, kind, chainId } = params
-  console.log(`[api:${API_NAME}] Get fee from API`, params)
-
-  const response = await _get(
-    chainId,
-    `/fee?sellToken=${toErc20Address(sellToken, chainId)}&buyToken=${toErc20Address(
-      buyToken,
-      chainId
-    )}&amount=${amount}&kind=${kind}`
-  ).catch((error) => {
-    console.error('Error getting fee quote:', error)
-    throw new QuoteError(UNHANDLED_QUOTE_ERROR)
-  })
-
-  return _handleQuoteResponse(response, params)
+  return _handleQuoteResponse<PriceInformation | null>(response)
 }
 
 export async function getOrder(chainId: ChainId, orderId: string): Promise<OrderMetaData | null> {
@@ -418,5 +443,12 @@ export async function getGasPrices(chainId: ChainId = DEFAULT_NETWORK_FOR_LISTS)
 
 // Register some globals for convenience
 registerOnWindow({
-  operator: { getFeeQuote, getTrades, getOrder, sendSignedOrder: sendOrder, apiGet: _get, apiPost: _post },
+  operator: {
+    getQuote,
+    getTrades,
+    getOrder,
+    sendSignedOrder: sendOrder,
+    apiGet: _get,
+    apiPost: _post,
+  },
 })

src/custom/api/gnosisProtocol/errors/QuoteError.ts

@@ -43,6 +43,11 @@ export function mapOperatorErrorToQuoteError(error?: ApiErrorObject): GpQuoteErr
         errorType: GpQuoteErrorCodes.UnsupportedToken,
         description: error.description,
       }
+    case ApiErrorCodes.SellAmountDoesNotCoverFee:
+      return {
+        errorType: GpQuoteErrorCodes.FeeExceedsFrom,
+        description: error.description,
+      }
     default:
       return { errorType: GpQuoteErrorCodes.UNHANDLED_ERROR, description: GpQuoteErrorDetails.UNHANDLED_ERROR }
   }

src/custom/api/gnosisProtocol/index.ts

@@ -15,8 +15,8 @@ export const {
   getOrderLink = realApi.getOrderLink,
   sendOrder = realApi.sendOrder,
   sendSignedOrderCancellation = realApi.sendSignedOrderCancellation,
-  getPriceQuote = realApi.getPriceQuote,
-  getFeeQuote = realApi.getFeeQuote,
+  getQuote = realApi.getQuote,
+  getPriceQuoteLegacy = realApi.getPriceQuoteLegacy,
   getOrder = realApi.getOrder,
   getTrades = realApi.getTrades,
   // functions that only have a mock

src/custom/components/TransactionSettings/TransactionSettingsMod.tsx

@@ -12,7 +12,7 @@ import { darken } from 'polished'
 import { useSetUserSlippageTolerance, useUserSlippageTolerance, useUserTransactionTTL } from 'state/user/hooks'
 import { L2_CHAIN_IDS } from 'constants/chains'
 import { useActiveWeb3React } from 'hooks/web3'
-import { INPUT_OUTPUT_EXPLANATION } from 'constants/index'
+import { INPUT_OUTPUT_EXPLANATION, MINIMUM_ORDER_VALID_TO_TIME_SECONDS } from 'constants/index'
 
 enum SlippageError {
   InvalidInput = 'InvalidInput',
@@ -142,7 +142,7 @@ export default function TransactionSettings({ placeholderSlippage }: Transaction
     } else {
       try {
         const parsed: number = Math.floor(Number.parseFloat(value) * 60)
-        if (!Number.isInteger(parsed) || parsed < 60 || parsed > 180 * 60) {
+        if (!Number.isInteger(parsed) || parsed < MINIMUM_ORDER_VALID_TO_TIME_SECONDS || parsed > 180 * 60) {
           setDeadlineError(DeadlineError.InvalidInput)
         } else {
           setDeadline(parsed)

src/custom/constants/index.ts

@@ -70,6 +70,7 @@ export const PENDING_ORDERS_BUFFER = 60 * 1000 // 60s
 export const CANCELLED_ORDERS_PENDING_TIME = 5 * 60 * 1000 // 5min
 export const PRICE_API_TIMEOUT_MS = 10000 // 10s
 export const GP_ORDER_UPDATE_INTERVAL = 30 * 1000 // 30s
+export const MINIMUM_ORDER_VALID_TO_TIME_SECONDS = 120
 
 export const WETH_LOGO_URI =
   'https://raw.githubusercontent.com/trustwallet/assets/master/blockchains/ethereum/assets/0xC02aaA39b223FE8D0A0e5C4F27eAD9083C756Cc2/logo.png'
@@ -112,3 +113,8 @@ export const AMOUNT_OF_ORDERS_TO_FETCH = 100
 
 // last wallet provider key used in local storage
 export const STORAGE_KEY_LAST_PROVIDER = 'lastProvider'
+
+// Default price strategy to use for getting app prices
+// COWSWAP = new quote endpoint
+// LEGACY = price racing logic (checking 0x, gp, paraswap, etc)
+export const DEFAULT_GP_PRICE_STRATEGY = 'LEGACY'