feat: implement batch RFQ (#573)

* feat: add batchRFQ for hashflow-v3 * fix: update path from `v1/firm-quote/calldata` to `v1/firm-quote` as the response no longer returns `amountOut` * Add `SupportBatch()` func for IPoolRFQ
KyberNetwork · Nov 8, 2024 · 136a17e · 136a17e
1 parent 4e99327
commit 136a17e
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Showing 12 changed files with 118 additions and 38 deletions.
diff --git a/pkg/liquidity-source/bebop/rfq.go b/pkg/liquidity-source/bebop/rfq.go
@@ -20,6 +20,7 @@ type IClient interface {
 }
 
 type RFQHandler struct {
+	pool.RFQHandler
 	config *Config
 	client IClient
 }
@@ -57,3 +58,7 @@ func (h *RFQHandler) RFQ(ctx context.Context, params pool.RFQParams) (*pool.RFQR
 		Extra:        result,
 	}, nil
 }
+
+func (h *RFQHandler) BatchRFQ(context.Context, []pool.RFQParams) ([]*pool.RFQResult, error) {
+	return nil, nil
+}
diff --git a/pkg/liquidity-source/clipper/rfq.go b/pkg/liquidity-source/clipper/rfq.go
@@ -19,6 +19,7 @@ type IClient interface {
 }
 
 type RFQHandler struct {
+	pool.RFQHandler
 	config *Config
 	client IClient
 }
@@ -67,3 +68,7 @@ func (h *RFQHandler) RFQ(ctx context.Context, params pool.RFQParams) (*pool.RFQR
 		},
 	}, nil
 }
+
+func (h *RFQHandler) BatchRFQ(context.Context, []pool.RFQParams) ([]*pool.RFQResult, error) {
+	return nil, nil
+}
diff --git a/pkg/liquidity-source/dexalot/rfq.go b/pkg/liquidity-source/dexalot/rfq.go
@@ -22,6 +22,7 @@ type IClient interface {
 }
 
 type RFQHandler struct {
+	pool.RFQHandler
 	config *Config
 	client IClient
 }
@@ -74,3 +75,7 @@ func (h *RFQHandler) RFQ(ctx context.Context, params pool.RFQParams) (*pool.RFQR
 		Extra:        result,
 	}, nil
 }
+
+func (h *RFQHandler) BatchRFQ(context.Context, []pool.RFQParams) ([]*pool.RFQResult, error) {
+	return nil, nil
+}
diff --git a/pkg/liquidity-source/hashflow-v3/rfq.go b/pkg/liquidity-source/hashflow-v3/rfq.go
@@ -23,6 +23,7 @@ type IClient interface {
 }
 
 type RFQHandler struct {
+	pool.RFQHandler
 	config *Config
 	client IClient
 }
@@ -35,53 +36,76 @@ func NewRFQHandler(config *Config, client IClient) *RFQHandler {
 }
 
 func (h *RFQHandler) RFQ(ctx context.Context, params pool.RFQParams) (*pool.RFQResult, error) {
-	swapInfoBytes, err := json.Marshal(params.SwapInfo)
+	results, err := h.BatchRFQ(ctx, []pool.RFQParams{params})
 	if err != nil {
 		return nil, err
 	}
 
-	var swapInfo SwapInfo
-	if err = json.Unmarshal(swapInfoBytes, &swapInfo); err != nil {
-		return nil, err
+	return results[0], nil
+}
+
+func (h *RFQHandler) BatchRFQ(ctx context.Context, paramsSlice []pool.RFQParams) ([]*pool.RFQResult, error) {
+	if len(paramsSlice) == 0 {
+		return nil, errors.New("empty batch params")
 	}
 
-	result, err := h.client.RFQ(ctx, QuoteParams{
+	quoteParams := QuoteParams{
 		BaseChain: Chain{
 			ChainType: rfqDefaultChainType,
-			ChainId:   params.NetworkID,
+			ChainId:   paramsSlice[0].NetworkID,
 		},
 		QuoteChain: Chain{
 			ChainType: rfqDefaultChainType,
-			ChainId:   params.NetworkID,
+			ChainId:   paramsSlice[0].NetworkID,
 		},
-		RFQs: []RFQ{
-			{
-				BaseToken:       swapInfo.BaseToken,
-				QuoteToken:      swapInfo.QuoteToken,
-				BaseTokenAmount: swapInfo.BaseTokenAmount,
-
-				Trader:          params.RFQRecipient,
-				EffectiveTrader: params.Recipient,
+	}
 
-				// Intentionally not specific marketMakers field to have higher chance to successfully RFQ
-				// MarketMakers: []string{swapInfo.MarketMaker},
+	for _, params := range paramsSlice {
+		swapInfoBytes, err := json.Marshal(params.SwapInfo)
+		if err != nil {
+			return nil, err
+		}
+
+		var swapInfo SwapInfo
+		if err = json.Unmarshal(swapInfoBytes, &swapInfo); err != nil {
+			return nil, err
+		}
+
+		quoteParams.RFQs = append(quoteParams.RFQs, RFQ{
+			BaseToken:       swapInfo.BaseToken,
+			QuoteToken:      swapInfo.QuoteToken,
+			BaseTokenAmount: swapInfo.BaseTokenAmount,
+			Trader:          params.RFQRecipient,
+			EffectiveTrader: params.Recipient,
+
+			// Intentionally not specific marketMakers field to have higher chance to successfully RFQ
+			// MarketMakers: []string{swapInfo.MarketMaker},
+
+			ExcludeMarketMakers: h.config.ExcludeMarketMakers,
+		})
+	}
 
-				ExcludeMarketMakers: h.config.ExcludeMarketMakers,
-			},
-		},
-	})
+	quoteResult, err := h.client.RFQ(ctx, quoteParams)
 	if err != nil {
 		return nil, err
 	}
 
-	if len(result.Quotes) != 1 {
+	if len(quoteResult.Quotes) != len(paramsSlice) {
 		return nil, errors.New("mismatch quotes length")
 	}
 
-	newAmountOut, _ := new(big.Int).SetString(result.Quotes[0].QuoteData.QuoteTokenAmount, 10)
+	var results []*pool.RFQResult
+	for i := range quoteResult.Quotes {
+		newAmountOut, _ := new(big.Int).SetString(quoteResult.Quotes[i].QuoteData.QuoteTokenAmount, 10)
+		results = append(results, &pool.RFQResult{
+			NewAmountOut: newAmountOut,
+			Extra:        quoteResult.Quotes[i],
+		})
+	}
+
+	return results, nil
+}
 
-	return &pool.RFQResult{
-		NewAmountOut: newAmountOut,
-		Extra:        result.Quotes[0],
-	}, nil
+func (h *RFQHandler) SupportBatch() bool {
+	return true
 }
diff --git a/pkg/liquidity-source/native-v1/client/http.go b/pkg/liquidity-source/native-v1/client/http.go
@@ -13,7 +13,7 @@ import (
 const (
 	headerApiKey = "apiKey"
 
-	pathCalldata = "v1/firm-quote/calldata"
+	pathFirmQuote = "v1/firm-quote"
 
 	errMsgThrottled           = "ThrottlerException: Too Many Requests"
 	errMsgInternalServerError = "Internal server error"
@@ -54,7 +54,7 @@ func (c *HTTPClient) Quote(ctx context.Context, params nativev1.QuoteParams) (na
 		SetQueryParams(params.ToMap())
 
 	var result nativev1.QuoteResult
-	resp, err := req.SetResult(&result).SetError(&result).Get(pathCalldata)
+	resp, err := req.SetResult(&result).SetError(&result).Get(pathFirmQuote)
 	if err != nil {
 		return nativev1.QuoteResult{}, err
 	}

diff --git a/pkg/liquidity-source/native-v1/rfq.go b/pkg/liquidity-source/native-v1/rfq.go
@@ -22,6 +22,7 @@ type IClient interface {
 }
 
 type RFQHandler struct {
+	pool.RFQHandler
 	config *Config
 	client IClient
 }
@@ -62,3 +63,7 @@ func (h *RFQHandler) RFQ(ctx context.Context, params pool.RFQParams) (*pool.RFQR
 		Extra:        result,
 	}, nil
 }
+
+func (h *RFQHandler) BatchRFQ(context.Context, []pool.RFQParams) ([]*pool.RFQResult, error) {
+	return nil, nil
+}
diff --git a/pkg/liquidity-source/native-v1/type.go b/pkg/liquidity-source/native-v1/type.go
@@ -42,14 +42,8 @@ type QuoteResult struct {
 	// The error message if any
 	Message string `json:"message"`
 
-	// // The address that will send the calldata to the Native router.
-	// From string `json:"from"`
-	// The address of the Native router.
-	To string `json:"to"`
-	// The raw input data that will be executed by the NativeRouter.
-	Calldata string `json:"calldata"`
-	// // The msg.value for the transaction. Will be 0 if the seller token is a non-native token.
-	// Value string `json:"value"`
+	// The tx request to be executed by the NativeRouter.
+	TxRequest TxRequest `json:"txRequest"`
 	// Amount of token to be sold, in wei unit.
 	AmountOut string `json:"amountOut"`
 	// The offset position (in bytes) of the param amountIn. You can modify this value freely. Will be undefined if the
@@ -59,3 +53,11 @@ type QuoteResult struct {
 	// slippage accordingly. Will be undefined if the target liquidity pool is not a native pool (non-PMM pool).
 	AmountOutMinimumOffset int `json:"amountOutMinimumOffset"`
 }
+
+type TxRequest struct {
+	// The address of the Native router.
+	Target string `json:"target"`
+	// The raw input data that will be executed by the NativeRouter.
+	Calldata string `json:"calldata"`
+	// Value    string `json:"value"`
+}
diff --git a/pkg/liquidity-source/swaap-v2/rfq.go b/pkg/liquidity-source/swaap-v2/rfq.go
@@ -21,6 +21,7 @@ type IClient interface {
 }
 
 type RFQHandler struct {
+	pool.RFQHandler
 	config *Config
 	client IClient
 }
@@ -65,3 +66,7 @@ func (h *RFQHandler) RFQ(ctx context.Context, params pool.RFQParams) (*pool.RFQR
 		Extra:        result,
 	}, nil
 }
+
+func (h *RFQHandler) BatchRFQ(context.Context, []pool.RFQParams) ([]*pool.RFQResult, error) {
+	return nil, nil
+}
diff --git a/pkg/source/kyber-pmm/rfq.go b/pkg/source/kyber-pmm/rfq.go
@@ -12,6 +12,7 @@ import (
 )
 
 type RFQHandler struct {
+	pool.RFQHandler
 	config *Config
 	client IClient
 }
@@ -77,3 +78,7 @@ func (h *RFQHandler) RFQ(ctx context.Context, params pool.RFQParams) (*pool.RFQR
 		},
 	}, nil
 }
+
+func (h *RFQHandler) BatchRFQ(context.Context, []pool.RFQParams) ([]*pool.RFQResult, error) {
+	return nil, nil
+}
diff --git a/pkg/source/limitorder/rfq.go b/pkg/source/limitorder/rfq.go
@@ -13,6 +13,7 @@ import (
 )
 
 type RFQHandler struct {
+	pool.RFQHandler
 	config *Config
 	client *httpClient
 }
@@ -69,3 +70,7 @@ func (h *RFQHandler) RFQ(ctx context.Context, params pool.RFQParams) (*pool.RFQR
 		},
 	}, nil
 }
+
+func (h *RFQHandler) BatchRFQ(context.Context, []pool.RFQParams) ([]*pool.RFQResult, error) {
+	return nil, nil
+}
diff --git a/pkg/source/pool/iface.go b/pkg/source/pool/iface.go
@@ -69,6 +69,8 @@ type IPoolExactOutSimulator interface {
 
 type IPoolRFQ interface {
 	RFQ(ctx context.Context, params RFQParams) (*RFQResult, error)
+	BatchRFQ(ctx context.Context, paramsSlice []RFQParams) ([]*RFQResult, error)
+	SupportBatch() bool
 }
 
 type ITicksBasedPoolTracker interface {

diff --git a/pkg/source/pool/rfq.go b/pkg/source/pool/rfq.go
@@ -1,6 +1,9 @@
 package pool
 
-import "math/big"
+import (
+	"context"
+	"math/big"
+)
 
 type RFQParams struct {
 	// NetworkID blockchain network id
@@ -23,3 +26,17 @@ type RFQResult struct {
 	NewAmountOut *big.Int
 	Extra        any
 }
+
+type RFQHandler struct{}
+
+func (p *RFQHandler) RFQ(ctx context.Context, params RFQParams) (*RFQResult, error) {
+	return nil, nil
+}
+
+func (p *RFQHandler) BatchRFQ(ctx context.Context, paramsSlice []RFQParams) ([]*RFQResult, error) {
+	return nil, nil
+}
+
+func (p *RFQHandler) SupportBatch() bool {
+	return false
+}