abstract out reporting and associate with meta txns

0xProject · Aug 3, 2020 · f543b70 · f543b70
1 parent 3af429d
commit f543b70
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Showing 6 changed files with 85 additions and 33 deletions.
diff --git a/src/handlers/swap_handlers.ts b/src/handlers/swap_handlers.ts
@@ -1,4 +1,4 @@
-import { QuoteReport, RfqtRequestOpts, SwapQuoterError } from '@0x/asset-swapper';
+import { RfqtRequestOpts, SwapQuoterError } from '@0x/asset-swapper';
 import { BigNumber, NULL_ADDRESS } from '@0x/utils';
 import * as express from 'express';
 import * as HttpStatus from 'http-status-codes';
@@ -9,7 +9,6 @@ import {
     DEFAULT_QUOTE_SLIPPAGE_PERCENTAGE,
     MARKET_DEPTH_DEFAULT_DISTRIBUTION,
     MARKET_DEPTH_MAX_SAMPLES,
-    NUMBER_SOURCES_PER_LOG_LINE,
     SWAP_DOCS_URL,
 } from '../constants';
 import {
@@ -34,6 +33,8 @@ import {
     isWETHSymbolOrAddress,
 } from '../utils/token_metadata_utils';
 
+import { quoteReportUtils } from './../utils/quote_report_utils';
+
 export class SwapHandlers {
     private readonly _swapService: SwapService;
     public static rootAsync(_req: express.Request, res: express.Response): void {
@@ -64,7 +65,11 @@ export class SwapHandlers {
                 },
             });
             if (quote.quoteReport) {
-                logQuoteReport(quote.quoteReport, quote.uniqueIdString);
+                quoteReportUtils.logQuoteReport({
+                    quoteReport: quote.quoteReport,
+                    submissionBy: 'taker',
+                    uniqueIdString: quote.uniqueIdString,
+                });
             }
         }
         const cleanedQuote = _.omit(quote, 'quoteReport', 'uniqueIdString');
@@ -279,29 +284,6 @@ export class SwapHandlers {
     }
 }
 
-const logQuoteReport = (qr: QuoteReport, uniqueIdString: string) => {
-    const sourcesConsideredChunks = _.chunk(qr.sourcesConsidered, NUMBER_SOURCES_PER_LOG_LINE);
-    sourcesConsideredChunks.forEach((chunk, i) => {
-        logger.info({
-            firmQuoteReport: true,
-            sourcesConsideredChunkIndex: i,
-            sourcesConsideredChunkLength: sourcesConsideredChunks.length,
-            sourcesConsidered: chunk,
-        });
-    });
-
-    const sourcesDeliveredChunks = _.chunk(qr.sourcesDelivered, NUMBER_SOURCES_PER_LOG_LINE);
-    sourcesDeliveredChunks.forEach((chunk, i) => {
-        logger.info({
-            firmQuoteReport: true,
-            firmQuoteUniqueIdString: uniqueIdString,
-            sourcesDeliveredChunkIndex: i,
-            sourcesDeliveredChunkLength: sourcesDeliveredChunks.length,
-            sourcesDelivered: chunk,
-        });
-    });
-};
-
 const parseGetSwapQuoteRequestParams = (
     req: express.Request,
     endpoint: 'price' | 'quote',

diff --git a/src/services/meta_transaction_service.ts b/src/services/meta_transaction_service.ts
@@ -1,4 +1,11 @@
-import { Orderbook, SwapQuoter, SwapQuoteRequestOpts, SwapQuoterOpts } from '@0x/asset-swapper';
+import {
+    MarketBuySwapQuote,
+    MarketSellSwapQuote,
+    Orderbook,
+    SwapQuoter,
+    SwapQuoteRequestOpts,
+    SwapQuoterOpts,
+} from '@0x/asset-swapper';
 import { ContractAddresses, getContractAddressesForChainOrThrow } from '@0x/contract-addresses';
 import { ContractWrappers } from '@0x/contract-wrappers';
 import { DevUtilsContract } from '@0x/contracts-dev-utils';
@@ -41,6 +48,7 @@ import {
     ZeroExTransactionWithoutDomain,
 } from '../types';
 import { ethGasStationUtils } from '../utils/gas_station_utils';
+import { quoteReportUtils } from '../utils/quote_report_utils';
 import { serviceUtils } from '../utils/service_utils';
 import { utils } from '../utils/utils';
 
@@ -111,7 +119,7 @@ export class MetaTransactionService {
             rfqt: _rfqt,
         };
 
-        let swapQuote;
+        let swapQuote: MarketSellSwapQuote | MarketBuySwapQuote | undefined;
         if (sellAmount !== undefined) {
             swapQuote = await this._swapQuoter.getMarketSellSwapQuoteAsync(
                 buyTokenAddress,
@@ -129,7 +137,7 @@ export class MetaTransactionService {
         } else {
             throw new Error('sellAmount or buyAmount required');
         }
-        const { gasPrice } = swapQuote;
+        const { gasPrice, quoteReport } = swapQuote;
         const { gas, protocolFeeInWeiAmount: protocolFee } = swapQuote.worstCaseQuoteInfo;
         const makerAssetAmount = swapQuote.bestCaseQuoteInfo.makerAssetAmount;
         const totalTakerAssetAmount = swapQuote.bestCaseQuoteInfo.totalTakerAssetAmount;
@@ -162,6 +170,7 @@ export class MetaTransactionService {
             protocolFee,
             minimumProtocolFee: protocolFee,
             allowanceTarget,
+            quoteReport,
         };
         return response;
     }
@@ -177,6 +186,7 @@ export class MetaTransactionService {
             estimatedGas,
             protocolFee,
             minimumProtocolFee,
+            quoteReport,
         } = await this.calculateMetaTransactionPriceAsync(params, 'quote');
 
         const floatGasPrice = swapQuote.gasPrice;
@@ -206,6 +216,11 @@ export class MetaTransactionService {
             )
             .callAsync();
 
+        // log quote report and associate with txn hash
+        if (quoteReport) {
+            quoteReportUtils.logQuoteReport({ submissionBy: 'metaTxn', quoteReport, zeroExTransactionHash });
+        }
+
         const makerAssetAmount = swapQuote.bestCaseQuoteInfo.makerAssetAmount;
         const totalTakerAssetAmount = swapQuote.bestCaseQuoteInfo.totalTakerAssetAmount;
         const allowanceTarget = this._contractAddresses.erc20Proxy;
@@ -339,7 +354,7 @@ export class MetaTransactionService {
             status: TransactionStates.Unsubmitted,
             takerAddress: zeroExTransaction.signerAddress,
             to: this._contractWrappers.exchange.address,
-            data,
+            data: data.affiliatedData,
             value: protocolFee,
             apiKey,
             gasPrice: zeroExTransaction.gasPrice,

diff --git a/src/services/swap_service.ts b/src/services/swap_service.ts
@@ -349,15 +349,16 @@ export class SwapService {
             : this._wethContract.deposit()
         ).getABIEncodedTransactionData();
         const value = isUnwrap ? ZERO : amount;
-        const affiliatedData = serviceUtils.attributeCallData(data, affiliateAddress);
+        const attributedCalldata = serviceUtils.attributeCallData(data, affiliateAddress);
         // TODO: consider not using protocol fee utils due to lack of need for an aggresive gas price for wrapping/unwrapping
         const gasPrice = providedGasPrice || (await this._swapQuoter.getGasPriceEstimationOrThrowAsync());
         const gasEstimate = isUnwrap ? UNWRAP_QUOTE_GAS : WRAP_QUOTE_GAS;
         const apiSwapQuote: GetSwapQuoteResponse = {
             price: ONE,
             guaranteedPrice: ONE,
             to: this._wethContract.address,
-            data: affiliatedData,
+            data: attributedCalldata.affiliatedData,
+            uniqueIdString: attributedCalldata.uniqueIdString,
             value,
             gas: gasEstimate,
             estimatedGas: gasEstimate,

diff --git a/src/types.ts b/src/types.ts
@@ -474,6 +474,7 @@ export interface CalculateMetaTransactionPriceResponse {
     protocolFee: BigNumber;
     minimumProtocolFee: BigNumber;
     estimatedGas: BigNumber;
+    quoteReport?: QuoteReport;
     allowanceTarget?: string;
 }
 

diff --git a/src/utils/quote_report_utils.ts b/src/utils/quote_report_utils.ts
@@ -0,0 +1,53 @@
+import { QuoteReport } from '@0x/asset-swapper';
+import _ = require('lodash');
+
+import { NUMBER_SOURCES_PER_LOG_LINE } from '../constants';
+import { logger } from '../logger';
+
+interface QuoteReportSubmissionByTaker {
+    quoteReport: QuoteReport;
+    submissionBy: 'taker';
+    uniqueIdString: string;
+}
+interface QuoteReportSubmissionByMetaTxn {
+    quoteReport: QuoteReport;
+    submissionBy: 'metaTxn';
+    zeroExTransactionHash: string;
+}
+type LogQuoteReportOptions = QuoteReportSubmissionByTaker | QuoteReportSubmissionByMetaTxn;
+
+export const quoteReportUtils = {
+    logQuoteReport(logOpts: LogQuoteReportOptions): void {
+        const qr = logOpts.quoteReport;
+
+        let logBase: { [key: string]: string | boolean } = {
+            firmQuoteReport: true,
+            submissionBy: logOpts.submissionBy,
+        };
+        if (logOpts.submissionBy === 'metaTxn') {
+            logBase = { ...logBase, zeroExTransactionHash: logOpts.zeroExTransactionHash };
+        } else if (logOpts.submissionBy === 'taker') {
+            logBase = { ...logBase, uniqueIdString: logOpts.uniqueIdString };
+        }
+
+        // Deliver in chunks since Kibana can't handle logs large requests
+        const sourcesConsideredChunks = _.chunk(qr.sourcesConsidered, NUMBER_SOURCES_PER_LOG_LINE);
+        sourcesConsideredChunks.forEach((chunk, i) => {
+            logger.info({
+                ...logBase,
+                sourcesConsidered: chunk,
+                sourcesConsideredChunkIndex: i,
+                sourcesConsideredChunkLength: sourcesConsideredChunks.length,
+            });
+        });
+        const sourcesDeliveredChunks = _.chunk(qr.sourcesDelivered, NUMBER_SOURCES_PER_LOG_LINE);
+        sourcesDeliveredChunks.forEach((chunk, i) => {
+            logger.info({
+                ...logBase,
+                sourcesDelivered: chunk,
+                sourcesDeliveredChunkIndex: i,
+                sourcesDeliveredChunkLength: sourcesDeliveredChunks.length,
+            });
+        });
+    },
+};
diff --git a/test/service_utils_test.ts b/test/service_utils_test.ts
@@ -72,7 +72,7 @@ describe(SUITE_NAME, () => {
         it('it returns a reasonable ID and timestamp', () => {
             const fakeCallData = '0x0000000000000';
             const fakeAffiliate = '0xeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeee';
-            const attributedCallData = serviceUtils.attributeCallData(fakeCallData, fakeAffiliate);
+            const attributedCallData = serviceUtils.attributeCallData(fakeCallData, fakeAffiliate).affiliatedData;
             const currentTime = new Date();
 
             // parse out items from call data to ensure they are reasonable values