fix: Refactor rfq request positioning - Githubissues

0xProject / 0x-monorepo

0x protocol monorepo - includes our smart contracts and many developer tools

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fix: Refactor rfq request positioning #2717

Closed PirosB3 closed 3 years ago

PirosB3 commented 3 years ago

Description

Milestone 1 for Price-aware RFQ requests. This PR contains the following changes:

removes the original calls to firm and indicative quotes
refactored getMarket{Buy|Sell}OrdersAsync into _getMarketSideOrdersAsync
Runs optimizer with only on-chain and open-orderbook liquidity first, then calls RFQ, and finally re-runs the optimizer again
Documentation
Unit tests

Testing instructions

There are unit tests, and i've also tried this branch directly on the 0x API.

Types of changes

Checklist:

[X] Prefix PR title with [WIP] if necessary.
[X] Add tests to cover changes as needed.
[X] Update documentation as needed.
[X] Add new entries to the relevant CHANGELOG.jsons.