Fee&Quote Endpoint: Implemention with legacy logic. (#1155)

* introducing legacy logic to the new fee and quote endpoint * testing calculate_quote * update the return type of legacy fee endpoint * use u32::MAX to validity for {Buy/Sell}Resuest -> OrderQuoteRequest so legacy endpoint doesn't fail order validation Co-authored-by: Nicholas Rodrigues Lordello <[email protected]>
gnosis · Oct 13, 2021 · 7c82182 · 7c82182
1 parent e78f16f
commit 7c82182
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Showing 10 changed files with 680 additions and 282 deletions.
diff --git a/e2e/tests/services.rs b/e2e/tests/services.rs
@@ -5,8 +5,9 @@ use ethcontract::{prelude::U256, H160};
 use model::DomainSeparator;
 use orderbook::{
     account_balances::Web3BalanceFetcher, api::order_validation::OrderValidator,
-    database::Postgres, event_updater::EventUpdater, fee::EthAwareMinFeeCalculator,
-    metrics::Metrics, orderbook::Orderbook, solvable_orders::SolvableOrdersCache,
+    api::post_quote::OrderQuoter, database::Postgres, event_updater::EventUpdater,
+    fee::EthAwareMinFeeCalculator, metrics::Metrics, orderbook::Orderbook,
+    solvable_orders::SolvableOrdersCache,
 };
 use reqwest::Client;
 use shared::{
@@ -232,16 +233,20 @@ impl OrderbookServices {
             true,
             solvable_orders_cache.clone(),
             Duration::from_secs(600),
-            order_validator,
+            order_validator.clone(),
         ));
         let maintenance = ServiceMaintenance {
             maintainers: vec![db.clone(), event_updater],
         };
+        let quoter = Arc::new(OrderQuoter::new(
+            fee_calculator,
+            price_estimator.clone(),
+            order_validator,
+        ));
         orderbook::serve_api(
             db.clone(),
             orderbook,
-            fee_calculator,
-            price_estimator.clone(),
+            quoter,
             API_HOST[7..].parse().expect("Couldn't parse API address"),
             pending(),
         );

diff --git a/orderbook/openapi.yml b/orderbook/openapi.yml
@@ -477,7 +477,7 @@ paths:
           content:
             application/json:
               schema:
-                $ref: "#/components/schemas/OrderQuote"
+                $ref: "#/components/schemas/OrderQuoteResponse"
         400:
           description: Error quoting order.
           content:
@@ -925,22 +925,28 @@ components:
             buyTokenBalance:
               $ref: "#/components/schemas/BuyTokenDestination"
               default: "erc20"
+            from:
+              $ref: "#/components/schemas/Address"
           required:
             - sellToken
             - buyToken
             - validTo
             - appData
             - partiallyFillable
-    OrderQuote:
+            - from
+    OrderQuoteResponse:
       description: |
         An order quoted by the back end that can be directly signed and
         submitted to the order creation backend.
-      allOf:
-        - $ref: "#/components/schemas/OrderParameters"
-        - type: object
-          properties:
-            from:
-              description: The expected address of the signer
-              $ref: "#/components/schemas/Address"
-          required:
-            - from
+      type: object
+      properties:
+        quote:
+          $ref: "#/components/schemas/OrderParameters"
+        from:
+          $ref: "#/components/schemas/Address"
+        expirationDate:
+          description: |
+            Expiration date of the offered fee. Order service might not accept
+            the fee after this expiration date. Encoded as ISO 8601 UTC.
+          type: string
+          example: "1985-03-10T18:35:18.814523Z"
diff --git a/orderbook/src/api.rs b/orderbook/src/api.rs
@@ -11,16 +11,14 @@ mod get_solvable_orders_v2;
 mod get_trades;
 mod get_user_orders;
 pub mod order_validation;
-mod post_quote;
+pub mod post_quote;
 
 use crate::{
-    database::trades::TradeRetrieving, fee::EthAwareMinFeeCalculator, orderbook::Orderbook,
+    api::post_quote::OrderQuoter, database::trades::TradeRetrieving, orderbook::Orderbook,
 };
 use anyhow::Error as anyhowError;
-use serde::de::DeserializeOwned;
-use serde::Serialize;
-use shared::metrics::get_metric_storage_registry;
-use shared::price_estimation::{PriceEstimating, PriceEstimationError};
+use serde::{de::DeserializeOwned, Serialize};
+use shared::{metrics::get_metric_storage_registry, price_estimation::PriceEstimationError};
 use std::{convert::Infallible, sync::Arc};
 use warp::{
     hyper::StatusCode,
@@ -31,26 +29,23 @@ use warp::{
 pub fn handle_all_routes(
     database: Arc<dyn TradeRetrieving>,
     orderbook: Arc<Orderbook>,
-    fee_calculator: Arc<EthAwareMinFeeCalculator>,
-    price_estimator: Arc<dyn PriceEstimating>,
+    quoter: Arc<OrderQuoter>,
 ) -> impl Filter<Extract = (impl Reply,), Error = Rejection> + Clone {
     let create_order = create_order::create_order(orderbook.clone());
     let get_orders = get_orders::get_orders(orderbook.clone());
-    let legacy_fee_info = get_fee_info::legacy_get_fee_info(fee_calculator.clone());
-    let fee_info = get_fee_info::get_fee_info(fee_calculator.clone());
+    let legacy_fee_info = get_fee_info::legacy_get_fee_info(quoter.fee_calculator.clone());
+    let fee_info = get_fee_info::get_fee_info(quoter.fee_calculator.clone());
     let get_order = get_order_by_uid::get_order_by_uid(orderbook.clone());
     let get_solvable_orders = get_solvable_orders::get_solvable_orders(orderbook.clone());
     let get_solvable_orders_v2 = get_solvable_orders_v2::get_solvable_orders(orderbook.clone());
     let get_trades = get_trades::get_trades(database);
     let cancel_order = cancel_order::cancel_order(orderbook.clone());
-    let get_amount_estimate = get_markets::get_amount_estimate(price_estimator.clone());
-    let get_fee_and_quote_sell =
-        get_fee_and_quote::get_fee_and_quote_sell(fee_calculator.clone(), price_estimator.clone());
-    let get_fee_and_quote_buy =
-        get_fee_and_quote::get_fee_and_quote_buy(fee_calculator, price_estimator.clone());
+    let get_amount_estimate = get_markets::get_amount_estimate(quoter.price_estimator.clone());
+    let get_fee_and_quote_sell = get_fee_and_quote::get_fee_and_quote_sell(quoter.clone());
+    let get_fee_and_quote_buy = get_fee_and_quote::get_fee_and_quote_buy(quoter.clone());
     let get_user_orders = get_user_orders::get_user_orders(orderbook.clone());
     let get_orders_by_tx = get_orders_by_tx::get_orders_by_tx(orderbook);
-    let post_quote = post_quote::post_quote();
+    let post_quote = post_quote::post_quote(quoter);
     let cors = warp::cors()
         .allow_any_origin()
         .allow_methods(vec!["GET", "POST", "DELETE", "OPTIONS", "PUT", "PATCH"])
@@ -132,7 +127,7 @@ fn internal_error() -> Json {
 }
 
 pub trait WarpReplyConverting {
-    fn to_warp_reply(&self) -> (Json, StatusCode);
+    fn into_warp_reply(self) -> (Json, StatusCode);
 }
 
 pub fn convert_get_orders_error_to_reply(err: anyhowError) -> WithStatus<Json> {

diff --git a/orderbook/src/api/create_order.rs b/orderbook/src/api/create_order.rs
@@ -17,7 +17,7 @@ pub fn create_order_request(
 pub fn create_order_response(result: Result<AddOrderResult>) -> impl Reply {
     let (body, status_code) = match result {
         Ok(AddOrderResult::Added(uid)) => (warp::reply::json(&uid), StatusCode::CREATED),
-        Ok(AddOrderResult::OrderValidation(err)) => err.to_warp_reply(),
+        Ok(AddOrderResult::OrderValidation(err)) => err.into_warp_reply(),
         Ok(AddOrderResult::UnsupportedSignature) => (
             super::error("UnsupportedSignature", "signing scheme is not supported"),
             StatusCode::BAD_REQUEST,