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| Original file line number | Diff line number | Diff line change |
|---|---|---|
| @@ -0,0 +1,164 @@ | ||
| import { TradeType } from '@uniswap/sdk-core'; | ||
| import { MetricLoggerUnit } from '@uniswap/smart-order-router'; | ||
| import { CosignedV2DutchOrder, CosignerData } from '@uniswap/uniswapx-sdk'; | ||
| import { BigNumber, ethers } from 'ethers'; | ||
| import Joi from 'joi'; | ||
|
|
||
| import { HardQuoteRequest, HardQuoteResponse, Metric, QuoteResponse } from '../../entities'; | ||
| import { NoQuotesAvailable, OrderPostError, UnknownOrderCosignerError } from '../../util/errors'; | ||
| import { timestampInMstoSeconds } from '../../util/time'; | ||
| import { APIGLambdaHandler } from '../base'; | ||
| import { APIHandleRequestParams, ErrorResponse, Response } from '../base/api-handler'; | ||
| import { getBestQuote } from '../quote/handler'; | ||
| import { ContainerInjected, RequestInjected } from './injector'; | ||
| import { | ||
| HardQuoteRequestBody, | ||
| HardQuoteRequestBodyJoi, | ||
| HardQuoteResponseData, | ||
| HardQuoteResponseDataJoi, | ||
| } from './schema'; | ||
|
|
||
| const DEFAULT_EXCLUSIVITY_OVERRIDE_BPS = 100; // non-exclusive fillers must override price by this much | ||
|
|
||
| export class QuoteHandler extends APIGLambdaHandler< | ||
| ContainerInjected, | ||
| RequestInjected, | ||
| HardQuoteRequestBody, | ||
| void, | ||
| HardQuoteResponseData | ||
| > { | ||
| public async handleRequest( | ||
| params: APIHandleRequestParams<ContainerInjected, RequestInjected, HardQuoteRequestBody, void> | ||
| ): Promise<ErrorResponse | Response<HardQuoteResponseData>> { | ||
| const { | ||
| requestInjected: { log, metric }, | ||
| containerInjected: { quoters, orderServiceProvider, cosigner, cosignerAddress }, | ||
| requestBody, | ||
| } = params; | ||
| const start = Date.now(); | ||
|
|
||
| metric.putMetric(Metric.HARD_QUOTE_REQUESTED, 1, MetricLoggerUnit.Count); | ||
|
|
||
| const request = HardQuoteRequest.fromHardRequestBody(requestBody); | ||
|
|
||
| // we dont have access to the cosigner key, throw | ||
| if (request.order.info.cosigner !== cosignerAddress) { | ||
| log.error({ cosigner: request.order.info.cosigner }, 'Unknown cosigner'); | ||
| throw new UnknownOrderCosignerError(); | ||
| } | ||
|
|
||
| // TODO: finalize on v2 metrics logging | ||
| log.info({ | ||
| eventType: 'HardQuoteRequest', | ||
| body: { | ||
| requestId: request.requestId, | ||
| tokenInChainId: request.tokenInChainId, | ||
| tokenOutChainId: request.tokenInChainId, | ||
| encoded: requestBody.encodedInnerOrder, | ||
| sig: requestBody.innerSig, | ||
| createdAt: timestampInMstoSeconds(start), | ||
| createdAtMs: start.toString(), | ||
| }, | ||
| }); | ||
|
|
||
| const bestQuote = await getBestQuote(quoters, request.toQuoteRequest(), log, metric); | ||
| if (!bestQuote) { | ||
| metric.putMetric(Metric.HARD_QUOTE_404, 1, MetricLoggerUnit.Count); | ||
| throw new NoQuotesAvailable(); | ||
| } | ||
|
|
||
| log.info({ bestQuote: bestQuote }, 'bestQuote'); | ||
|
|
||
| // TODO: use server key to cosign instead of local wallet | ||
| const cosignerData = getCosignerData(request, bestQuote); | ||
| const cosignature = await cosigner.signDigest(request.order.cosignatureHash(cosignerData)); | ||
| const cosignedOrder = CosignedV2DutchOrder.fromUnsignedOrder( | ||
| request.order, | ||
| cosignerData, | ||
| cosignature | ||
| ); | ||
|
|
||
| try { | ||
| await orderServiceProvider.postOrder(cosignedOrder, request.innerSig, request.quoteId); | ||
| } catch (e) { | ||
| metric.putMetric(Metric.HARD_QUOTE_400, 1, MetricLoggerUnit.Count); | ||
| throw new OrderPostError(); | ||
| } | ||
|
|
||
| metric.putMetric(Metric.HARD_QUOTE_200, 1, MetricLoggerUnit.Count); | ||
| metric.putMetric(Metric.HARD_QUOTE_LATENCY, Date.now() - start, MetricLoggerUnit.Milliseconds); | ||
| const response = new HardQuoteResponse(request, cosignedOrder); | ||
|
|
||
| return { | ||
| statusCode: 200, | ||
| body: response.toResponseJSON(), | ||
| }; | ||
| } | ||
|
|
||
| protected requestBodySchema(): Joi.ObjectSchema | null { | ||
| return HardQuoteRequestBodyJoi; | ||
| } | ||
|
|
||
| protected requestQueryParamsSchema(): Joi.ObjectSchema | null { | ||
| return null; | ||
| } | ||
|
|
||
| protected responseBodySchema(): Joi.ObjectSchema | null { | ||
| return HardQuoteResponseDataJoi; | ||
| } | ||
| } | ||
|
|
||
| export function getCosignerData(request: HardQuoteRequest, quote: QuoteResponse): CosignerData { | ||
| const decayStartTime = getDecayStartTime(request.tokenInChainId); | ||
| // default to open order with the original prices | ||
| let filler = ethers.constants.AddressZero; | ||
| let inputAmount = BigNumber.from(0); | ||
| const outputAmounts = request.order.info.baseOutputs.map(() => BigNumber.from(0)); | ||
|
|
||
| // if the quote is better, then increase amounts by the difference | ||
| if (request.type === TradeType.EXACT_INPUT) { | ||
| if (quote.amountOut.gt(request.totalOutputAmountStart)) { | ||
| const increase = quote.amountOut.sub(request.totalOutputAmountStart); | ||
| // give all the increase to the first (swapper) output | ||
| outputAmounts[0] = request.order.info.baseOutputs[0].startAmount.add(increase); | ||
| if (quote.filler) { | ||
| filler = quote.filler; | ||
| } | ||
| } | ||
| } else { | ||
| if (quote.amountIn.lt(request.totalInputAmountStart)) { | ||
| inputAmount = quote.amountIn; | ||
| if (quote.filler) { | ||
| filler = quote.filler; | ||
| } | ||
| } | ||
| } | ||
|
|
||
| return { | ||
| decayStartTime: decayStartTime, | ||
| decayEndTime: getDecayEndTime(request.tokenInChainId, decayStartTime), | ||
| exclusiveFiller: filler, | ||
| exclusivityOverrideBps: DEFAULT_EXCLUSIVITY_OVERRIDE_BPS, | ||
| inputAmount: inputAmount, | ||
| outputAmounts: outputAmounts, | ||
| }; | ||
| } | ||
|
|
||
| function getDecayStartTime(chainId: number): number { | ||
| const nowTimestamp = Math.floor(Date.now() / 1000); | ||
| switch (chainId) { | ||
| case 1: | ||
| return nowTimestamp + 24; // 2 blocks | ||
| default: | ||
| return nowTimestamp + 10; // 10 seconds | ||
| } | ||
| } | ||
|
|
||
| function getDecayEndTime(chainId: number, startTime: number): number { | ||
| switch (chainId) { | ||
| case 1: | ||
| return startTime + 60; // 5 blocks | ||
| default: | ||
| return startTime + 30; // 30 seconds | ||
| } | ||
| } |
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| Original file line number | Diff line number | Diff line change |
|---|---|---|
| @@ -0,0 +1,96 @@ | ||
| import { CosignedV2DutchOrder } from '@uniswap/uniswapx-sdk'; | ||
| import { BigNumber } from 'ethers'; | ||
| import { v4 as uuidv4 } from 'uuid'; | ||
|
|
||
| import { HardQuoteResponseData } from '../handlers/hard-quote/schema'; | ||
| import { currentTimestampInMs, timestampInMstoSeconds } from '../util/time'; | ||
| import { HardQuoteRequest } from '.'; | ||
|
|
||
| // data class for hard quote response helpers and conversions | ||
| export class HardQuoteResponse { | ||
| public createdAt: string; | ||
|
|
||
| constructor( | ||
| public request: HardQuoteRequest, | ||
| public order: CosignedV2DutchOrder, | ||
| public createdAtMs = currentTimestampInMs() | ||
| ) { | ||
| this.createdAt = timestampInMstoSeconds(parseInt(this.createdAtMs)); | ||
| } | ||
|
|
||
| public toResponseJSON(): HardQuoteResponseData { | ||
| return { | ||
| requestId: this.request.requestId, | ||
| quoteId: this.request.quoteId, | ||
| chainId: this.request.tokenInChainId, | ||
| filler: this.order.info.cosignerData.exclusiveFiller, | ||
| encodedOrder: this.order.serialize(), | ||
| orderHash: this.order.hash(), | ||
| }; | ||
| } | ||
|
|
||
| public toLog() { | ||
| return { | ||
| quoteId: this.quoteId, | ||
| requestId: this.requestId, | ||
| tokenInChainId: this.chainId, | ||
| tokenOutChainId: this.chainId, | ||
| tokenIn: this.tokenIn, | ||
| amountIn: this.amountIn.toString(), | ||
| tokenOut: this.tokenOut, | ||
| amountOut: this.amountOut.toString(), | ||
| swapper: this.swapper, | ||
| filler: this.filler, | ||
| orderHash: this.order.hash(), | ||
| createdAt: this.createdAt, | ||
| createdAtMs: this.createdAtMs, | ||
| }; | ||
| } | ||
|
|
||
| public get quoteId(): string { | ||
| return this.request.quoteId ?? uuidv4(); | ||
| } | ||
|
|
||
| public get requestId(): string { | ||
| return this.request.requestId; | ||
| } | ||
|
|
||
| public get chainId(): number { | ||
| return this.order.chainId; | ||
| } | ||
|
|
||
| public get swapper(): string { | ||
| return this.request.swapper; | ||
| } | ||
|
|
||
| public get tokenIn(): string { | ||
| return this.request.tokenIn; | ||
| } | ||
|
|
||
| public get amountOut(): BigNumber { | ||
| const resolved = this.order.resolve({ | ||
| timestamp: this.order.info.cosignerData.decayStartTime, | ||
| }); | ||
| let amount = BigNumber.from(0); | ||
| for (const output of resolved.outputs) { | ||
| amount = amount.add(output.amount); | ||
| } | ||
|
|
||
| return amount; | ||
| } | ||
|
|
||
| public get amountIn(): BigNumber { | ||
| const resolved = this.order.resolve({ | ||
| timestamp: this.order.info.cosignerData.decayStartTime, | ||
| }); | ||
| return resolved.input.amount; | ||
| } | ||
|
|
||
| public get tokenOut(): string { | ||
| return this.request.tokenOut; | ||
| } | ||
|
|
||
| public get filler(): string | undefined { | ||
| return this.order.info.cosignerData.exclusiveFiller; | ||
| } | ||
| } |
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