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feat(rfq-relayer): make QuoteWidthBps a token-level param [SLT-354] #3305

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merged 9 commits into from
Oct 22, 2024
Merged

feat(rfq-relayer): make QuoteWidthBps a token-level param [SLT-354] #3305

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786e6a8
Feat: make QuoteWidthBps token-level param
dwasse Oct 17, 2024
4cf3163
[goreleaser]
dwasse Oct 17, 2024
660e46c
Fix: build
dwasse Oct 17, 2024
61ad52d
[goreleaser]
dwasse Oct 17, 2024
0823e7e
Fix: tests
dwasse Oct 17, 2024
3505769
Cleanup: lint
dwasse Oct 17, 2024
aae7e90
[goreleaser]
dwasse Oct 17, 2024
f80bdad
Merge branch 'master' into feat/quote-width-token
dwasse Oct 22, 2024
103b5aa
[goreleaser]
dwasse Oct 22, 2024
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2 changes: 1 addition & 1 deletion services/rfq/relayer/quoter/quoter.go
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Original file line number Diff line number Diff line change
Expand Up @@ -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)
}
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9 changes: 4 additions & 5 deletions services/rfq/relayer/quoter/quoter_test.go
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Expand Up @@ -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
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🛠️ Refactor suggestion

Consider setting QuoteWidthBps for the origin token configuration

In the setQuoteParams function, QuoteWidthBps is being set only for the destination token configuration. If QuoteWidthBps is a token-level parameter that affects both origin and destination tokens, consider setting it for the origin token configuration as well. This ensures comprehensive testing and consistent behavior across all tokens.

🛠️ Refactor suggestion

Use integer types for basis points parameters

The setQuoteParams function accepts basis points parameters (originQuoteOffsetBps, destQuoteOffsetBps, quoteWidthBps) as float64. Since basis points represent integer values (1 basis point = 0.01%), consider using integer types (e.g., int or uint) for these parameters. This prevents potential floating-point precision issues and more accurately represents the discrete nature of basis points.

s.config.Chains[dest].Tokens["USDC"] = tokenCfg
s.manager.SetConfig(s.config)
}
Expand Down Expand Up @@ -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)
Expand Down
6 changes: 3 additions & 3 deletions services/rfq/relayer/relconfig/config.go
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Expand Up @@ -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.
Expand Down Expand Up @@ -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"`
}
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18 changes: 0 additions & 18 deletions services/rfq/relayer/relconfig/config_test.go
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Expand Up @@ -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{
Expand Down Expand Up @@ -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{
Expand Down Expand Up @@ -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": {
Expand Down Expand Up @@ -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)
Expand Down Expand Up @@ -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": {
Expand Down
22 changes: 12 additions & 10 deletions services/rfq/relayer/relconfig/getters.go
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Expand Up @@ -20,7 +20,6 @@
DestGasEstimate: 100000,
MinGasToken: "100000000000000000", // 1 ETH
QuotePct: NewFloatPtr(100),
QuoteWidthBps: 0,
QuoteFixedFeeMultiplier: NewFloatPtr(1),
RelayFixedFeeMultiplier: NewFloatPtr(1),
}
Expand Down Expand Up @@ -440,20 +439,23 @@
}

// 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)

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}

value, ok := rawValue.(float64)
tokenCfg, ok := chainCfg.Tokens[tokenName]

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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)

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}
if value <= 0 {
value = DefaultChainConfig.QuoteWidthBps

width := tokenCfg.QuoteWidthBps
if width < 0 {
return 0, fmt.Errorf("quote width bps must be positive: %f", width)

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}
return value, nil

return width, nil

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}

// GetQuoteFixedFeeMultiplier returns the QuoteFixedFeeMultiplier for the given chainID.
Expand Down
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