feat: asset-swapper singleton gas price oracle

0xProject · Jul 1, 2020 · 2e3a5c6 · 2e3a5c6
1 parent 676698a
commit 2e3a5c6
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Showing 4 changed files with 63 additions and 18 deletions.
diff --git a/packages/asset-swapper/CHANGELOG.json b/packages/asset-swapper/CHANGELOG.json
@@ -15,7 +15,12 @@
                 "pr": 2615
             },
             {
-                "note": "Specify EthGasStation url as an optional parameter"
+                "note": "Specify EthGasStation url as an optional parameter",
+                "pr": 2617
+            },
+            {
+                "note": "Singleton Gas Price Oracle",
+                "pr": 2619
             }
         ]
     },

diff --git a/packages/asset-swapper/src/swap_quoter.ts b/packages/asset-swapper/src/swap_quoter.ts
@@ -174,7 +174,7 @@ export class SwapQuoter {
                 : (r => r !== undefined && r.skipBuyRequests === true)(constants.DEFAULT_SWAP_QUOTER_OPTS.rfqt);
         this._contractAddresses = options.contractAddresses || getContractAddressesForChainOrThrow(chainId);
         this._devUtilsContract = new DevUtilsContract(this._contractAddresses.devUtils, provider);
-        this._protocolFeeUtils = new ProtocolFeeUtils(
+        this._protocolFeeUtils = ProtocolFeeUtils.getInstance(
             constants.PROTOCOL_FEE_UTILS_POLLING_INTERVAL_IN_MS,
             options.ethGasStationUrl,
         );
@@ -267,7 +267,7 @@ export class SwapQuoter {
             gasPrice = options.gasPrice;
             assert.isBigNumber('gasPrice', gasPrice);
         } else {
-            gasPrice = await this._protocolFeeUtils.getGasPriceEstimationOrThrowAsync();
+            gasPrice = await this.getGasPriceEstimationOrThrowAsync();
         }
 
         const apiOrders = await this.orderbook.getBatchOrdersAsync(makerAssetDatas, [takerAssetData]);
@@ -483,6 +483,13 @@ export class SwapQuoter {
         ];
     }
 
+    /**
+     * Returns the recommended gas price for a fast transaction
+     */
+    public async getGasPriceEstimationOrThrowAsync(): Promise<BigNumber> {
+        return this._protocolFeeUtils.getGasPriceEstimationOrThrowAsync();
+    }
+
     /**
      * Destroys any subscriptions or connections.
      */
@@ -537,7 +544,7 @@ export class SwapQuoter {
             gasPrice = opts.gasPrice;
             assert.isBigNumber('gasPrice', gasPrice);
         } else {
-            gasPrice = await this._protocolFeeUtils.getGasPriceEstimationOrThrowAsync();
+            gasPrice = await this.getGasPriceEstimationOrThrowAsync();
         }
         // get batches of orders from different sources, awaiting sources in parallel
         const orderBatchPromises: Array<Promise<SignedOrder[]>> = [];

diff --git a/packages/asset-swapper/src/utils/protocol_fee_utils.ts b/packages/asset-swapper/src/utils/protocol_fee_utils.ts
@@ -4,30 +4,38 @@ import * as heartbeats from 'heartbeats';
 import { constants } from '../constants';
 import { SwapQuoterError } from '../types';
 
+const MAX_ERROR_COUNT = 5;
+
 export class ProtocolFeeUtils {
-    public gasPriceEstimation: BigNumber;
+    private static _instance: ProtocolFeeUtils;
+    private readonly _ethGasStationUrl!: string;
     private readonly _gasPriceHeart: any;
-    private readonly _ethGasStationUrl: string;
+    private _gasPriceEstimation: BigNumber = constants.ZERO_AMOUNT;
+    private _errorCount: number = 0;
 
-    constructor(
+    public static getInstance(
         gasPricePollingIntervalInMs: number,
         ethGasStationUrl: string = constants.ETH_GAS_STATION_API_URL,
         initialGasPrice: BigNumber = constants.ZERO_AMOUNT,
-    ) {
-        this._gasPriceHeart = heartbeats.createHeart(gasPricePollingIntervalInMs);
-        this.gasPriceEstimation = initialGasPrice;
-        this._ethGasStationUrl = ethGasStationUrl;
-        this._initializeHeartBeat();
+    ): ProtocolFeeUtils {
+        if (!ProtocolFeeUtils._instance) {
+            ProtocolFeeUtils._instance = new ProtocolFeeUtils(
+                gasPricePollingIntervalInMs,
+                ethGasStationUrl,
+                initialGasPrice,
+            );
+        }
+        return ProtocolFeeUtils._instance;
     }
 
     public async getGasPriceEstimationOrThrowAsync(shouldHardRefresh?: boolean): Promise<BigNumber> {
-        if (this.gasPriceEstimation.eq(constants.ZERO_AMOUNT)) {
+        if (this._gasPriceEstimation.eq(constants.ZERO_AMOUNT)) {
             return this._getGasPriceFromGasStationOrThrowAsync();
         }
         if (shouldHardRefresh) {
             return this._getGasPriceFromGasStationOrThrowAsync();
         } else {
-            return this.gasPriceEstimation;
+            return this._gasPriceEstimation;
         }
     }
 
@@ -38,6 +46,17 @@ export class ProtocolFeeUtils {
         this._gasPriceHeart.kill();
     }
 
+    private constructor(
+        gasPricePollingIntervalInMs: number,
+        ethGasStationUrl: string = constants.ETH_GAS_STATION_API_URL,
+        initialGasPrice: BigNumber = constants.ZERO_AMOUNT,
+    ) {
+        this._gasPriceHeart = heartbeats.createHeart(gasPricePollingIntervalInMs);
+        this._gasPriceEstimation = initialGasPrice;
+        this._ethGasStationUrl = ethGasStationUrl;
+        this._initializeHeartBeat();
+    }
+
     // tslint:disable-next-line: prefer-function-over-method
     private async _getGasPriceFromGasStationOrThrowAsync(): Promise<BigNumber> {
         try {
@@ -50,15 +69,23 @@ export class ProtocolFeeUtils {
             // tslint:disable-next-line:custom-no-magic-numbers
             const unit = new BigNumber(BASE_TEN).pow(9);
             const gasPriceWei = unit.times(gasPriceGwei);
+            // Reset the error count to 0 once we have a successful response
+            this._errorCount = 0;
             return gasPriceWei;
         } catch (e) {
-            throw new Error(SwapQuoterError.NoGasPriceProvidedOrEstimated);
+            this._errorCount++;
+            // If we've reached our max error count then throw
+            if (this._errorCount > MAX_ERROR_COUNT || this._gasPriceEstimation.isZero()) {
+                this._errorCount = 0;
+                throw new Error(SwapQuoterError.NoGasPriceProvidedOrEstimated);
+            }
+            return this._gasPriceEstimation;
         }
     }
 
     private _initializeHeartBeat(): void {
         this._gasPriceHeart.createEvent(1, async () => {
-            this.gasPriceEstimation = await this._getGasPriceFromGasStationOrThrowAsync();
+            this._gasPriceEstimation = await this._getGasPriceFromGasStationOrThrowAsync();
         });
     }
 }
diff --git a/packages/asset-swapper/test/utils/mocks.ts b/packages/asset-swapper/test/utils/mocks.ts
@@ -54,7 +54,13 @@ const partiallyMockedSwapQuoter = (provider: Web3ProviderEngine, orderbook: Orde
     return mockedSwapQuoter;
 };
 
-class ProtocolFeeUtilsClass extends ProtocolFeeUtils {
+class ProtocolFeeUtilsClass {
+    public static getInstance(..._args: any[]): any {
+        return {
+            getGasPriceEstimationOrThrowAsync: async () =>
+                Promise.resolve(new BigNumber(devConstants.DEFAULT_GAS_PRICE)),
+        };
+    }
     // tslint:disable-next-line:prefer-function-over-method
     public async getGasPriceEstimationOrThrowAsync(_shouldHardRefresh?: boolean): Promise<BigNumber> {
         return new BigNumber(devConstants.DEFAULT_GAS_PRICE);
@@ -64,7 +70,7 @@ class ProtocolFeeUtilsClass extends ProtocolFeeUtils {
 export const protocolFeeUtilsMock = (): TypeMoq.IMock<ProtocolFeeUtils> => {
     const mockProtocolFeeUtils = TypeMoq.Mock.ofType(ProtocolFeeUtilsClass, TypeMoq.MockBehavior.Loose);
     mockProtocolFeeUtils.callBase = true;
-    return mockProtocolFeeUtils;
+    return mockProtocolFeeUtils as any;
 };
 
 const mockGetSignedOrdersWithFillableAmountsAsyncAsync = (