feat: Log QuoteReport to Kibana

src/constants.ts

@@ -94,3 +94,6 @@ export const GST2_WALLET_ADDRESSES = {
 export const MARKET_DEPTH_MAX_SAMPLES = 50;
 export const MARKET_DEPTH_DEFAULT_DISTRIBUTION = 1.05;
 export const MARKET_DEPTH_END_PRICE_SLIPPAGE_PERC = 20;
+
+// Logging
+export const NUMBER_SOURCES_PER_LOG_LINE = 12;

src/handlers/swap_handlers.ts

@@ -2,6 +2,7 @@ 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';
+import _ = require('lodash');
 
 import { CHAIN_ID, RFQT_API_KEY_WHITELIST } from '../config';
 import {
@@ -32,6 +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 {
@@ -61,8 +64,16 @@ export class SwapHandlers {
                     makers: quote.orders.map(order => order.makerAddress),
                 },
             });
+            if (quote.quoteReport && params.rfqt && params.rfqt.intentOnFilling) {
+                quoteReportUtils.logQuoteReport({
+                    quoteReport: quote.quoteReport,
+                    submissionBy: 'taker',
+                    uniqueIdString: quote.uniqueIdString,
+                });
+            }
         }
-        res.status(HttpStatus.OK).send(quote);
+        const cleanedQuote = _.omit(quote, 'quoteReport', 'uniqueIdString');
+        res.status(HttpStatus.OK).send(cleanedQuote);
     }
     // tslint:disable-next-line:prefer-function-over-method
     public async getSwapTokensAsync(_req: express.Request, res: express.Response): Promise<void> {

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 this is an RFQT firm quote
+        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,

src/services/swap_service.ts

@@ -118,9 +118,9 @@ export class SwapService {
             protocolFeeInWeiAmount: bestCaseProtocolFee,
         } = attributedSwapQuote.bestCaseQuoteInfo;
         const { protocolFeeInWeiAmount: protocolFee, gas: worstCaseGas } = attributedSwapQuote.worstCaseQuoteInfo;
-        const { orders, gasPrice, sourceBreakdown } = attributedSwapQuote;
+        const { orders, gasPrice, sourceBreakdown, quoteReport } = attributedSwapQuote;
 
-        const { to, value, data } = await this._getSwapQuotePartialTransactionAsync(
+        const { to, value, data, uniqueIdString } = await this._getSwapQuotePartialTransactionAsync(
             swapQuote,
             isETHSell,
             isETHBuy,
@@ -208,6 +208,8 @@ export class SwapService {
             sources: serviceUtils.convertSourceBreakdownToArray(sourceBreakdown),
             orders: serviceUtils.cleanSignedOrderFields(orders),
             allowanceTarget,
+            uniqueIdString,
+            quoteReport,
         };
         return apiSwapQuote;
     }
@@ -347,15 +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,
@@ -520,11 +523,12 @@ export class SwapService {
             toAddress: to,
         } = await this._swapQuoteConsumer.getCalldataOrThrowAsync(swapQuote, opts);
 
-        const affiliatedData = serviceUtils.attributeCallData(data, affiliateAddress);
+        const { affiliatedData, uniqueIdString } = serviceUtils.attributeCallData(data, affiliateAddress);
         return {
             to,
             value,
             data: affiliatedData,
+            uniqueIdString,
         };
     }
 

src/types.ts

@@ -2,6 +2,7 @@ import {
     ERC20BridgeSource,
     MarketBuySwapQuote,
     MarketSellSwapQuote,
+    QuoteReport,
     RfqtRequestOpts,
     SupportedProvider,
 } from '@0x/asset-swapper';
@@ -389,6 +390,7 @@ export interface SwapQuoteResponsePartialTransaction {
     to: string;
     data: string;
     value: BigNumber;
+    uniqueIdString: string;
 }
 
 export interface SwapQuoteResponsePrice {
@@ -410,7 +412,9 @@ export interface GetSwapQuoteResponse extends SwapQuoteResponsePartialTransactio
     gas: BigNumber;
     estimatedGas: BigNumber;
     estimatedGasTokenRefund: BigNumber;
+    uniqueIdString: string;
     allowanceTarget?: string;
+    quoteReport?: QuoteReport;
 }
 
 export interface Price {
@@ -470,6 +474,7 @@ export interface CalculateMetaTransactionPriceResponse {
     protocolFee: BigNumber;
     minimumProtocolFee: BigNumber;
     estimatedGas: BigNumber;
+    quoteReport?: QuoteReport;
     allowanceTarget?: string;
 }
 

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,
+            });
+        });
+    },
+};

src/utils/service_utils.ts

@@ -58,7 +58,13 @@ export const serviceUtils = {
         return attributedSwapQuote;
     },
 
-    attributeCallData(data: string, affiliateAddress?: string): string {
+    attributeCallData(
+        data: string,
+        affiliateAddress?: string,
+    ): {
+        affiliatedData: string;
+        uniqueIdString: string;
+    } {
         const affiliateAddressOrDefault = affiliateAddress ? affiliateAddress : FEE_RECIPIENT_ADDRESS;
         const affiliateCallDataEncoder = new AbiEncoder.Method({
             constant: true,
@@ -87,7 +93,7 @@ export const serviceUtils = {
         // Encode additional call data and return
         const encodedAffiliateData = affiliateCallDataEncoder.encode([affiliateAddressOrDefault, uniqueIdentifier]);
         const affiliatedData = `${data}${encodedAffiliateData.slice(2)}`;
-        return affiliatedData;
+        return { affiliatedData, uniqueIdString: `${randomNumber}-${timestampInSeconds}` };
     },
 
     // tslint:disable-next-line:prefer-function-over-method

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