New fee and amount quote API

orderbook/openapi.yml

@@ -417,6 +417,40 @@ paths:
                   $ref: "#/components/schemas/Order"
         400:
           description: Problem with parameters like limit being too large.
+  /api/v1/quote:
+    post:
+      summary: Quotes a price and fee for the specified order parameters.
+      description: |
+        This API endpoint accepts a partial order and computes the minimum fee and
+        a price estimate for the order. It returns a full order that can be used
+        directly for signing, and with an included signature, passed directly to
+        the order creation endpoint.
+      requestBody:
+        description: The order parameters to compute a quote for.
+        required: true
+        content:
+          application/json:
+            schema:
+              $ref: "#/components/schemas/OrderQuoteRequest"
+      responses:
+        200:
+          description: Quoted order.
+          content:
+            application/json:
+              schema:
+                $ref: "#/components/schemas/OrderQuote"
+        400:
+          description: Error quoting order.
+          content:
+            application/json:
+              schema:
+                $ref: "#/components/schemas/FeeAndQuoteError"
+        403:
+          description: Forbidden, your account is deny-listed
+        429:
+          description: Too many order placements
+        500:
+          description: Error quoting an order
 components:
   schemas:
     TransactionHash:
@@ -493,8 +527,8 @@ components:
       description: The current order status
       type: string
       enum: [presignaturePending, open, fulfilled, cancelled, expired]
-    OrderCreation:
-      description: Data a user provides when creating a new order.
+    OrderParameters:
+      description: Order parameters.
       type: object
       properties:
         sellToken:
@@ -533,24 +567,12 @@ components:
         partiallyFillable:
           description: Is this a fill-or-kill order or a partially fillable order?
           type: boolean
-        signature:
-          $ref: "#/components/schemas/Signature"
-        signingScheme:
-          $ref: "#/components/schemas/SigningScheme"
         sellTokenBalance:
           $ref: "#/components/schemas/SellTokenSource"
           default: "erc20"
         buyTokenBalance:
           $ref: "#/components/schemas/BuyTokenDestination"
           default: "erc20"
-        from:
-          description: |
-            If set, the backend enforces that this address matches what is decoded as the signer of
-            the signature. This helps catch errors with invalid signature encodings as the backend
-            might otherwise silently work with an unexpected address that for example does not have
-            any balance.
-          $ref: "#/components/schemas/Address"
-          nullable: true
       required:
         - sellToken
         - buyToken
@@ -561,8 +583,27 @@ components:
         - feeAmount
         - kind
         - partiallyFillable
-        - signature
-        - signingScheme
+    OrderCreation:
+      description: Data a user provides when creating a new order.
+      allOf:
+        - $ref: "#/components/schemas/OrderParameters"
+        - type: object
+          properties:
+            signingScheme:
+              $ref: "#/components/schemas/SigningScheme"
+            signature:
+              $ref: "#/components/schemas/Signature"
+            from:
+              description: |
+                If set, the backend enforces that this address matches what is decoded as the signer of
+                the signature. This helps catch errors with invalid signature encodings as the backend
+                might otherwise silently work with an unexpected address that for example does not have
+                any balance.
+              $ref: "#/components/schemas/Address"
+              nullable: true
+          required:
+            - signingScheme
+            - signature
     OrderMetaData:
       description: |
         Extra order data that is returned to users when querying orders
@@ -769,3 +810,99 @@ components:
       required:
         - errorType
         - description
+    OrderQuoteSide:
+      description: The buy or sell side when quoting an order.
+      oneOf:
+        - type: object
+          description: Quote a sell order given the final total sell amount including fees
+          properties:
+            kind:
+              type: string
+              enum: [sell]
+            sellAmountBeforeFee:
+              description: |
+                The total amount that is available for the order. From this value, the fee
+                is deducted and the buy amount is calculated.
+              $ref: "#/components/schemas/TokenAmount"
+          required:
+            - kind
+            - sellAmountBeforeFee
+        - type: object
+          description: Quote a sell order given the sell amount.
+          properties:
+            kind:
+              type: string
+              enum: [sell]
+            sellAmountAfterFee:
+              description: The sell amount for the order.
+              $ref: "#/components/schemas/TokenAmount"
+          required:
+            - kind
+            - sellAmountAfterFee
+        - type: object
+          description: Quote a buy order given an exact buy amount.
+          properties:
+            kind:
+              type: string
+              enum: [buy]
+            buyAmountAfterFee:
+              description: The buy amount for the order.
+              $ref: "#/components/schemas/TokenAmount"
+          required:
+            - kind
+            - buyAmountAfterFee
+    OrderQuoteRequest:
+      description: Request fee and price quote.
+      allOf:
+        - $ref: "#/components/schemas/OrderQuoteSide"
+        - type: object
+          properties:
+            sellToken:
+              description: "ERC20 token to be sold"
+              $ref: "#/components/schemas/Address"
+            buyToken:
+              description: "ERC20 token to be bought"
+              $ref: "#/components/schemas/Address"
+            receiver:
+              description: |
+                An optional address to receive the proceeds of the trade instead of the
+                owner (i.e. the order signer).
+              $ref: "#/components/schemas/Address"
+              nullable: true
+            validTo:
+              description: Unix timestamp until the order is valid. uint32.
+              type: integer
+            appData:
+              description: |
+                Arbitrary application specific data that can be added to an order. This can
+                also be used to ensure uniqueness between two orders with otherwise the
+                exact same parameters.
+              $ref: "#/components/schemas/AppData"
+            partiallyFillable:
+              description: Is this a fill-or-kill order or a partially fillable order?
+              type: boolean
+            sellTokenBalance:
+              $ref: "#/components/schemas/SellTokenSource"
+              default: "erc20"
+            buyTokenBalance:
+              $ref: "#/components/schemas/BuyTokenDestination"
+              default: "erc20"
+          required:
+            - sellToken
+            - buyToken
+            - validTo
+            - appData
+            - partiallyFillable
+    OrderQuote:
+      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

orderbook/src/api.rs

@@ -8,6 +8,7 @@ mod get_orders;
 mod get_solvable_orders;
 mod get_trades;
 mod get_user_orders;
+mod post_quote;
 
 use crate::{
     database::trades::TradeRetrieving,
@@ -48,6 +49,7 @@ pub fn handle_all_routes(
     let get_fee_and_quote_buy =
         get_fee_and_quote::get_fee_and_quote_buy(fee_calculator, price_estimator.clone());
     let get_user_orders = get_user_orders::get_user_orders(orderbook);
+    let post_quote = post_quote::post_quote();
     let cors = warp::cors()
         .allow_any_origin()
         .allow_methods(vec!["GET", "POST", "DELETE", "OPTIONS", "PUT", "PATCH"])
@@ -77,6 +79,8 @@ pub fn handle_all_routes(
                 .map(|reply| LabelledReply::new(reply, "get_fee_and_quote_buy")))
             .unify()
             .or(get_user_orders.map(|reply| LabelledReply::new(reply, "get_user_orders")))
+            .unify()
+            .or(post_quote.map(|reply| LabelledReply::new(reply, "get_user_orders")))
             .unify(),
     );
     routes_with_labels

orderbook/src/api/post_quote.rs

@@ -0,0 +1,105 @@
+use crate::api;
+use anyhow::{anyhow, Result};
+use ethcontract::{H160, U256};
+use model::{
+    appdata_hexadecimal,
+    order::{BuyTokenDestination, OrderKind, SellTokenSource},
+    u256_decimal,
+};
+use serde::{Deserialize, Serialize};
+use std::convert::Infallible;
+use warp::{hyper::StatusCode, reply, Filter, Rejection, Reply};
+
+/// The order parameters to quote a price and fee for.
+#[derive(Debug, Deserialize)]
+#[serde(rename_all = "camelCase")]
+struct OrderQuoteRequest {
+    from: H160,
+    sell_token: H160,
+    buy_token: H160,
+    receiver: Option<H160>,
+    #[serde(flatten)]
+    side: OrderQuoteSide,
+    valid_to: u32,
+    #[serde(with = "appdata_hexadecimal")]
+    app_data: [u8; 32],
+    partially_fillable: bool,
+    #[serde(default)]
+    sell_token_balance: SellTokenSource,
+    #[serde(default)]
+    buy_token_balance: BuyTokenDestination,
+}
+
+#[derive(Debug, Deserialize)]
+#[serde(tag = "kind")]
+enum OrderQuoteSide {
+    #[serde(rename_all = "camelCase")]
+    Sell {
+        #[serde(flatten)]
+        sell_amount: SellAmount,
+    },
+    #[serde(rename_all = "camelCase")]
+    Buy {
+        #[serde(with = "u256_decimal")]
+        buy_amount_after_fee: U256,
+    },
+}
+
+#[derive(Debug, Deserialize)]
+#[serde(untagged)]
+enum SellAmount {
+    BeforeFee {
+        #[serde(rename = "sell_amount_before_fee")]
+        value: U256,
+    },
+    AfterFee {
+        #[serde(rename = "sell_amount_after_fee")]
+        value: U256,
+    },
+}
+
+/// The quoted order by the service.
+#[derive(Serialize)]
+#[serde(rename_all = "camelCase")]
+struct OrderQuote {
+    from: H160,
+    sell_token: H160,
+    buy_token: H160,
+    receiver: Option<H160>,
+    #[serde(with = "u256_decimal")]
+    sell_amount: U256,
+    #[serde(with = "u256_decimal")]
+    buy_amount: U256,
+    valid_to: u32,
+    #[serde(with = "appdata_hexadecimal")]
+    app_data: [u8; 32],
+    #[serde(with = "u256_decimal")]
+    fee_amount: U256,
+    kind: OrderKind,
+    partially_fillable: bool,
+    sell_token_balance: SellTokenSource,
+    buy_token_balance: BuyTokenDestination,
+}
+
+fn post_quote_request() -> impl Filter<Extract = (OrderQuoteRequest,), Error = Rejection> + Clone {
+    warp::path!("feeAndQuote" / "sell")
+        .and(warp::post())
+        .and(api::extract_payload())
+}
+
+fn post_order_response(result: Result<OrderQuote>) -> impl Reply {
+    match result {
+        Ok(response) => reply::with_status(reply::json(&response), StatusCode::OK),
+        Err(err) => reply::with_status(
+            super::error("NotYetImplemented", err.to_string()),
+            StatusCode::INTERNAL_SERVER_ERROR,
+        ),
+    }
+}
+
+pub fn post_quote() -> impl Filter<Extract = (impl Reply,), Error = Rejection> + Clone {
+    post_quote_request().and_then(move |request| async move {
+        tracing::warn!("unimplemented request {:#?}", request);
+        Result::<_, Infallible>::Ok(post_order_response(Err(anyhow!("not yet implemented"))))
+    })
+}