Quote with JIT orders API

crates/driver/openapi.yml

@@ -48,7 +48,7 @@ paths:
           content:
             application/json:
               schema:
-                $ref: "#/components/schemas/QuoteResponse"
+                $ref: "#/components/schemas/QuoteResponseKind"
         400:
           $ref: "#/components/responses/BadRequest"
         429:
@@ -292,31 +292,81 @@ components:
         and bytes 52..56 valid to,
       type: string
       example: "0x30cff40d9f60caa68a37f0ee73253ad6ad72b45580c945fe3ab67596476937197854163b1b0d24e77dca702b97b5cc33e0f83dcb626122a6"
-    QuoteResponse:
+    QuoteResponseKind:
       oneOf:
-        - description: |
-            Successful Quote
+        - $ref: "#/components/schemas/LegacyQuoteResponse"
+        - $ref: "#/components/schemas/QuoteResponse"
+        - $ref: "#/components/schemas/Error"
+    LegacyQuoteResponse:
+      description: |
+        Successful Quote
 
-            The Solver knows how to fill the request with these parameters.
+        The Solver knows how to fill the request with these parameters.
 
-            If the request was of type `buy` then the response's buy amount has the same value as the
-            request's amount and the sell amount was filled in by the server. Vice versa for type
-            `sell`.
+        If the request was of type `buy` then the response's buy amount has the same value as the
+        request's amount and the sell amount was filled in by the server. Vice versa for type
+        `sell`.
+      type: object
+      properties:
+        amount:
+          $ref: "#/components/schemas/TokenAmount"
+        interactions:
+          type: array
+          items:
+            $ref: "#/components/schemas/Interaction"
+        solver:
+          description: The address of the solver that quoted this order.
+          $ref: "#/components/schemas/Address"
+        gas:
+          type: integer
+          description: How many units of gas this trade is estimated to cost.
+        txOrigin:
+          allOf:
+            - $ref: "#/components/schemas/Address"
+          description: Which `tx.origin` is required to make a quote simulation pass.
+      required:
+        - amount
+        - interactions
+        - solver
+    QuoteResponse:
+      description: |
+        Successful Quote with JIT orders support.
+
+        The Solver knows how to fill the request with these parameters.
+      type: object
+      properties:
+        clearingPrices:
+          description: |
+            Mapping of hex token address to the uniform clearing price.
           type: object
-          properties:
-            amount:
-              $ref: "#/components/schemas/TokenAmount"
-            interactions:
-              type: array
-              items:
-                $ref: "#/components/schemas/Interaction"
-            solver:
-              description: The address of the solver that quoted this order.
-              $ref: "#/components/schemas/Address"
-            gas:
-              type: integer
-              description: How many units of gas this trade is estimated to cost.
-        - $ref: "#/components/schemas/Error"
+          additionalProperties:
+            $ref: "#/components/schemas/BigUint"
+        preInteractions:
+          type: array
+          items:
+            $ref: "#/components/schemas/Interaction"
+        interactions:
+          type: array
+          items:
+            $ref: "#/components/schemas/Interaction"
+        solver:
+          allOf:
+            - $ref: "#/components/schemas/Address"
+          description: The address of the solver that quoted this order.
+        gas:
+          type: integer
+          description: How many units of gas this trade is estimated to cost.
+        txOrigin:
+          allOf:
+            - $ref: "#/components/schemas/Address"
+          description: Which `tx.origin` is required to make a quote simulation pass.
+        jitOrders:
+          type: array
+          items:
+            $ref: "#/components/schemas/JitOrder"
+      required:
+        - clearingPrices
+        - solver
     DateTime:
       description: An ISO 8601 UTC date time string.
       type: string
@@ -514,6 +564,60 @@ components:
           $ref: "#/components/schemas/TokenAmount"
         solver:
           $ref: "#/components/schemas/Address"
+    JitOrder:
+      type: object
+      properties:
+        sellToken:
+          $ref: "#/components/schemas/Address"
+        buyToken:
+          $ref: "#/components/schemas/Address"
+        sellAmount:
+          $ref: "#/components/schemas/TokenAmount"
+        buyAmount:
+          $ref: "#/components/schemas/TokenAmount"
+        executedAmount:
+          $ref: "#/components/schemas/TokenAmount"
+        receiver:
+          $ref: "#/components/schemas/Address"
+        validTo:
+          type: integer
+        side:
+          type: string
+          enum: ["buy", "sell"]
+        partiallyFillable:
+          type: boolean
+        sellTokenSource:
+          type: string
+          enum: ["erc20", "internal", "external"]
+        buyTokenSource:
+          type: string
+          enum: ["erc20", "internal"]
+        appData:
+          type: string
+        signature:
+          description: | 
+            Hex encoded bytes with `0x` prefix. The content depends on the `signingScheme`.
+            For `presign`, this should contain the address of the owner. 
+            For `eip1271`, the signature should consist of `<owner_address><signature_bytes>`.
+          type: string
+        signingScheme:
+          type: string
+          enum: ["eip712", "ethsign", "presign", "eip1271"]
+      required:
+        - sellToken
+        - buyToken
+        - sellAmount
+        - buyAmount
+        - executedAmount
+        - receiver
+        - validTo
+        - side
+        - partiallyFillable
+        - sellTokenSource
+        - buyTokenSource
+        - appData
+        - signature
+        - signingScheme
     Error:
       description: Response on API errors.
       type: object

crates/shared/src/trade_finding/external.rs

@@ -93,15 +93,19 @@ impl ExternalTradeFinder {
                     .text()
                     .await
                     .map_err(|err| PriceEstimationError::EstimatorInternal(anyhow!(err)))?;
-                serde_json::from_str::<dto::Quote>(&text)
-                    .map(Trade::from)
-                    .map_err(|err| {
-                        if let Ok(err) = serde_json::from_str::<dto::Error>(&text) {
-                            PriceEstimationError::from(err)
-                        } else {
-                            PriceEstimationError::EstimatorInternal(anyhow!(err))
-                        }
-                    })
+                let quote = serde_json::from_str::<dto::QuoteKind>(&text).map_err(|err| {
+                    if let Ok(err) = serde_json::from_str::<dto::Error>(&text) {
+                        PriceEstimationError::from(err)
+                    } else {
+                        PriceEstimationError::EstimatorInternal(anyhow!(err))
+                    }
+                })?;
+                match quote {
+                    dto::QuoteKind::Legacy(quote) => Ok(Trade::from(quote)),
+                    dto::QuoteKind::Regular(_) => Err(PriceEstimationError::EstimatorInternal(
+                        anyhow!("Quote with JIT orders is not currently supported"),
+                    )),
+                }
             }
             .boxed()
         };
@@ -113,8 +117,8 @@ impl ExternalTradeFinder {
     }
 }
 
-impl From<dto::Quote> for Trade {
-    fn from(quote: dto::Quote) -> Self {
+impl From<dto::LegacyQuote> for Trade {
+    fn from(quote: dto::LegacyQuote) -> Self {
         Self {
             out_amount: quote.amount,
             gas_estimate: quote.gas,
@@ -142,6 +146,16 @@ impl From<dto::Error> for PriceEstimationError {
     }
 }
 
+impl From<dto::Interaction> for Interaction {
+    fn from(interaction: dto::Interaction) -> Self {
+        Self {
+            target: interaction.target,
+            value: interaction.value,
+            data: interaction.call_data,
+        }
+    }
+}
+
 #[async_trait::async_trait]
 impl TradeFinding for ExternalTradeFinder {
     async fn get_quote(&self, query: &Query) -> Result<Quote, TradeError> {
@@ -166,12 +180,17 @@ impl TradeFinding for ExternalTradeFinder {
 
 mod dto {
     use {
+        app_data::AppDataHash,
         bytes_hex::BytesHex,
         ethcontract::{H160, U256},
-        model::order::OrderKind,
+        model::{
+            order::{BuyTokenDestination, OrderKind, SellTokenSource},
+            signature::SigningScheme,
+        },
         number::serialization::HexOrDecimalU256,
         serde::{Deserialize, Serialize},
         serde_with::serde_as,
+        std::collections::HashMap,
     };
 
     #[serde_as]
@@ -186,10 +205,19 @@ mod dto {
         pub deadline: chrono::DateTime<chrono::Utc>,
     }
 
+    #[serde_as]
+    #[derive(Clone, Debug, Deserialize)]
+    #[serde(untagged)]
+    pub enum QuoteKind {
+        Legacy(LegacyQuote),
+        #[allow(unused)]
+        Regular(Quote),
+    }
+
     #[serde_as]
     #[derive(Clone, Debug, Deserialize)]
     #[serde(rename_all = "camelCase")]
-    pub struct Quote {
+    pub struct LegacyQuote {
         #[serde_as(as = "HexOrDecimalU256")]
         pub amount: U256,
         pub interactions: Vec<Interaction>,
@@ -199,6 +227,24 @@ mod dto {
         pub tx_origin: Option<H160>,
     }
 
+    #[serde_as]
+    #[derive(Clone, Debug, Deserialize)]
+    #[serde(rename_all = "camelCase")]
+    #[allow(unused)]
+    pub struct Quote {
+        #[serde_as(as = "HashMap<_, HexOrDecimalU256>")]
+        pub clearing_prices: HashMap<H160, U256>,
+        #[serde(default)]
+        pub pre_interactions: Vec<Interaction>,
+        #[serde(default)]
+        pub interactions: Vec<Interaction>,
+        pub solver: H160,
+        pub gas: Option<u64>,
+        pub tx_origin: Option<H160>,
+        #[serde(default)]
+        pub jit_orders: Vec<JitOrder>,
+    }
+
     #[serde_as]
     #[derive(Clone, Debug, Deserialize)]
     #[serde(rename_all = "camelCase")]
@@ -210,11 +256,44 @@ mod dto {
         pub call_data: Vec<u8>,
     }
 
+    #[serde_as]
+    #[derive(Clone, Debug, Eq, PartialEq, Deserialize)]
+    #[serde(rename_all = "camelCase")]
+    #[allow(unused)]
+    pub struct JitOrder {
+        pub buy_token: H160,
+        pub sell_token: H160,
+        #[serde_as(as = "HexOrDecimalU256")]
+        pub sell_amount: U256,
+        #[serde_as(as = "HexOrDecimalU256")]
+        pub buy_amount: U256,
+        #[serde_as(as = "HexOrDecimalU256")]
+        pub executed_amount: U256,
+        pub receiver: H160,
+        pub valid_to: u32,
+        pub app_data: AppDataHash,
+        pub side: Side,
+        pub partially_fillable: bool,
+        pub sell_token_source: SellTokenSource,
+        pub buy_token_destination: BuyTokenDestination,
+        #[serde_as(as = "BytesHex")]
+        pub signature: Vec<u8>,
+        pub signing_scheme: SigningScheme,
+    }
+
     #[serde_as]
     #[derive(Clone, Debug, Deserialize)]
     #[serde(rename_all = "camelCase")]
     pub struct Error {
         pub kind: String,
         pub description: String,
     }
+
+    #[serde_as]
+    #[derive(Clone, Debug, Eq, PartialEq, Deserialize)]
+    #[serde(rename_all = "camelCase")]
+    pub enum Side {
+        Buy,
+        Sell,
+    }
 }