feat(rfq-relayer): make QuoteWidthBps a token-level param [SLT-354] (#…

…3305) * Feat: make QuoteWidthBps token-level param * [goreleaser] * Fix: build * [goreleaser] * Fix: tests * Cleanup: lint * [goreleaser] * [goreleaser]
synapsecns · Oct 22, 2024 · a813e05 · a813e05
1 parent 18e6c61
commit a813e05
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Showing 5 changed files with 20 additions and 37 deletions.
diff --git a/services/rfq/relayer/quoter/quoter.go b/services/rfq/relayer/quoter/quoter.go
@@ -818,7 +818,7 @@ func (m *Manager) getDestAmount(parentCtx context.Context, originAmount *big.Int
 	if err != nil {
 		return nil, fmt.Errorf("error getting quote offset bps: %w", err)
 	}
-	quoteWidthBps, err := m.config.GetQuoteWidthBps(input.DestChainID)
+	quoteWidthBps, err := m.config.GetQuoteWidthBps(input.DestChainID, tokenName)
 	if err != nil {
 		return nil, fmt.Errorf("error getting quote width bps: %w", err)
 	}

diff --git a/services/rfq/relayer/quoter/quoter_test.go b/services/rfq/relayer/quoter/quoter_test.go
@@ -354,12 +354,12 @@ func (s *QuoterSuite) TestGetDestAmount() {
 		DestBalance:   balance,
 	}
 	setQuoteParams := func(originQuoteOffsetBps, destQuoteOffsetBps, quoteWidthBps float64) {
-		s.config.BaseChainConfig.QuoteWidthBps = quoteWidthBps
 		tokenCfg := s.config.Chains[origin].Tokens["USDC"]
 		tokenCfg.QuoteOffsetBps = originQuoteOffsetBps
 		s.config.Chains[origin].Tokens["USDC"] = tokenCfg
 		tokenCfg = s.config.Chains[dest].Tokens["USDC"]
 		tokenCfg.QuoteOffsetBps = destQuoteOffsetBps
+		tokenCfg.QuoteWidthBps = quoteWidthBps
 		s.config.Chains[dest].Tokens["USDC"] = tokenCfg
 		s.manager.SetConfig(s.config)
 	}
@@ -398,12 +398,11 @@ func (s *QuoterSuite) TestGetDestAmount() {
 	expectedAmount = big.NewInt(960_000_000)
 	s.Equal(expectedAmount, destAmount)
 
-	// Set QuoteWidthBps to -100, should default to balance.
+	// Set QuoteWidthBps to -100, should error.
 	setQuoteParams(0, 0, -100)
 	destAmount, err = s.manager.GetDestAmount(s.GetTestContext(), balance, "USDC", input)
-	s.NoError(err)
-	expectedAmount = balance
-	s.Equal(expectedAmount, destAmount)
+	s.Error(err)
+	s.Nil(destAmount)
 
 	// Set origin offset to 100, should return 101% of balance.
 	setQuoteParams(100, 0, 0)

diff --git a/services/rfq/relayer/relconfig/config.go b/services/rfq/relayer/relconfig/config.go
@@ -99,9 +99,6 @@ type ChainConfig struct {
 	MinGasToken string `yaml:"min_gas_token"`
 	// QuotePct is the percent of balance to quote.
 	QuotePct *float64 `yaml:"quote_pct"`
-	// QuoteWidthBps is the number of basis points to deduct from the dest amount.
-	// Note that this parameter is applied on a chain level and must be positive.
-	QuoteWidthBps float64 `yaml:"quote_width_bps"`
 	// QuoteFixedFeeMultiplier is the multiplier for the fixed fee, applied when generating quotes.
 	QuoteFixedFeeMultiplier *float64 `yaml:"quote_fixed_fee_multiplier"`
 	// RelayFixedFeeMultiplier is the multiplier for the fixed fee, applied when relaying.
@@ -142,6 +139,9 @@ type TokenConfig struct {
 	// Note that this value can be positive or negative; if positive it effectively increases the quoted price
 	// of the given token, and vice versa.
 	QuoteOffsetBps float64 `yaml:"quote_offset_bps"`
+	// QuoteWidthBps is the number of basis points to deduct from the dest amount.
+	// Note that this parameter must be positive.
+	QuoteWidthBps float64 `yaml:"quote_width_bps"`
 	// MaxBalance is the maximum balance that should be accumulated for this token on this chain (human-readable units)
 	MaxBalance *string `yaml:"max_balance"`
 }

diff --git a/services/rfq/relayer/relconfig/config_test.go b/services/rfq/relayer/relconfig/config_test.go
@@ -31,7 +31,6 @@ func TestChainGetters(t *testing.T) {
 				L1FeeDestGasEstimate:    40000,
 				MinGasToken:             "1000",
 				QuotePct:                relconfig.NewFloatPtr(0),
-				QuoteWidthBps:           10,
 				QuoteFixedFeeMultiplier: relconfig.NewFloatPtr(1.1),
 				RebalanceConfigs: relconfig.RebalanceConfigs{
 					Synapse: &relconfig.SynapseCCTPRebalanceConfig{
@@ -60,7 +59,6 @@ func TestChainGetters(t *testing.T) {
 			L1FeeDestGasEstimate:    40001,
 			MinGasToken:             "1001",
 			QuotePct:                relconfig.NewFloatPtr(51),
-			QuoteWidthBps:           11,
 			QuoteFixedFeeMultiplier: relconfig.NewFloatPtr(1.2),
 			RebalanceConfigs: relconfig.RebalanceConfigs{
 				Synapse: &relconfig.SynapseCCTPRebalanceConfig{
@@ -91,7 +89,6 @@ func TestChainGetters(t *testing.T) {
 				L1FeeDestGasEstimate:    40000,
 				MinGasToken:             "1000",
 				QuotePct:                relconfig.NewFloatPtr(50),
-				QuoteWidthBps:           10,
 				QuoteFixedFeeMultiplier: relconfig.NewFloatPtr(1.1),
 				Tokens: map[string]relconfig.TokenConfig{
 					"USDC": {
@@ -257,20 +254,6 @@ func TestChainGetters(t *testing.T) {
 		assert.Equal(t, chainVal, 0.)
 	})
 
-	t.Run("GetQuoteWidthBps", func(t *testing.T) {
-		defaultVal, err := cfg.GetQuoteWidthBps(badChainID)
-		assert.NoError(t, err)
-		assert.Equal(t, defaultVal, relconfig.DefaultChainConfig.QuoteWidthBps)
-
-		baseVal, err := cfgWithBase.GetQuoteWidthBps(badChainID)
-		assert.NoError(t, err)
-		assert.Equal(t, baseVal, cfgWithBase.BaseChainConfig.QuoteWidthBps)
-
-		chainVal, err := cfgWithBase.GetQuoteWidthBps(chainID)
-		assert.NoError(t, err)
-		assert.Equal(t, chainVal, cfgWithBase.Chains[chainID].QuoteWidthBps)
-	})
-
 	t.Run("GetQuoteFixedFeeMultiplier", func(t *testing.T) {
 		defaultVal, err := cfg.GetQuoteFixedFeeMultiplier(badChainID)
 		assert.NoError(t, err)
@@ -311,7 +294,6 @@ func TestGetQuoteOffset(t *testing.T) {
 				L1FeeDestGasEstimate:    40000,
 				MinGasToken:             "1000",
 				QuotePct:                relconfig.NewFloatPtr(50),
-				QuoteWidthBps:           10,
 				QuoteFixedFeeMultiplier: relconfig.NewFloatPtr(1.1),
 				Tokens: map[string]relconfig.TokenConfig{
 					"USDC": {

diff --git a/services/rfq/relayer/relconfig/getters.go b/services/rfq/relayer/relconfig/getters.go
@@ -20,7 +20,6 @@ var DefaultChainConfig = ChainConfig{
 	DestGasEstimate:         100000,
 	MinGasToken:             "100000000000000000", // 1 ETH
 	QuotePct:                NewFloatPtr(100),
-	QuoteWidthBps:           0,
 	QuoteFixedFeeMultiplier: NewFloatPtr(1),
 	RelayFixedFeeMultiplier: NewFloatPtr(1),
 }
@@ -440,20 +439,23 @@ func (c Config) GetMaxBalance(chainID int, addr common.Address) *big.Int {
 }
 
 // GetQuoteWidthBps returns the QuoteWidthBps for the given chainID.
-func (c Config) GetQuoteWidthBps(chainID int) (value float64, err error) {
-	rawValue, err := c.getChainConfigValue(chainID, "QuoteWidthBps")
-	if err != nil {
-		return value, err
+func (c Config) GetQuoteWidthBps(chainID int, tokenName string) (value float64, err error) {
+	chainCfg, ok := c.Chains[chainID]
+	if !ok {
+		return 0, fmt.Errorf("no chain config for chain %d", chainID)
 	}
 
-	value, ok := rawValue.(float64)
+	tokenCfg, ok := chainCfg.Tokens[tokenName]
 	if !ok {
-		return value, fmt.Errorf("failed to cast QuoteWidthBps to float")
+		return 0, fmt.Errorf("no token config for chain %d and token %s", chainID, tokenName)
 	}
-	if value <= 0 {
-		value = DefaultChainConfig.QuoteWidthBps
+
+	width := tokenCfg.QuoteWidthBps
+	if width < 0 {
+		return 0, fmt.Errorf("quote width bps must be positive: %f", width)
 	}
-	return value, nil
+
+	return width, nil
 }
 
 // GetQuoteFixedFeeMultiplier returns the QuoteFixedFeeMultiplier for the given chainID.