Merge pull request #256 from convergence-rfq/eng-1370-add-response-ex…

…piry-on-sdk

add latest repsonse expiration to sdk

.github/workflows/tests.yml

@@ -12,7 +12,7 @@ jobs:
     strategy:
       matrix:
         node: ["18.x"]
-        solana: ["1.14.11"]
+        solana: ["1.14.18"]
     steps:
     - name: Git checkout
       uses: actions/checkout@v3
@@ -52,4 +52,4 @@ jobs:
       run: yarn validator & sleep 3
 
     - name: Test
-      run: yarn test
+      run: yarn test

packages/cli/CHANGELOG.md

@@ -1,5 +1,12 @@
 # @convergence-rfq/cli
 
+## 4.5.17
+
+### Patch Changes
+
+- Updated dependencies
+  - @convergence-rfq/sdk@4.5.17
+
 ## 4.5.16
 
 ### Patch Changes

packages/cli/package.json

@@ -1,7 +1,7 @@
 {
   "name": "@convergence-rfq/cli",
   "description": "Official Convergence CLI",
-  "version": "4.5.16",
+  "version": "4.5.17",
   "license": "MIT",
   "publishConfig": {
     "access": "public"
@@ -47,7 +47,7 @@
     "cli": "ts-node src/index.ts"
   },
   "dependencies": {
-    "@convergence-rfq/sdk": "4.5.16",
+    "@convergence-rfq/sdk": "4.5.17",
     "@solana/web3.js": "^1.73.0",
     "@types/cookie": "^0.5.1",
     "commander": "^10.0.0"

packages/js/CHANGELOG.md

@@ -1,5 +1,12 @@
 # @convergence-rfq/sdk
 
+## 4.5.17
+
+### Patch Changes
+
+- Add expirationTimestamp to Response Model
+  Update CPL solita packages to version 2.2.14
+
 ## 4.5.16
 
 ### Patch Changes

packages/js/package.json

@@ -1,7 +1,7 @@
 {
   "name": "@convergence-rfq/sdk",
   "description": "Official Convergence RFQ SDK",
-  "version": "4.5.16",
+  "version": "4.5.17",
   "license": "MIT",
   "publishConfig": {
     "access": "public"
@@ -51,11 +51,11 @@
     "@bundlr-network/client": "^0.8.8",
     "@convergence-rfq/beet": "0.7.10",
     "@convergence-rfq/beet-solana": "0.4.11",
-    "@convergence-rfq/psyoptions-american-instrument": "2.2.13",
-    "@convergence-rfq/psyoptions-european-instrument": "2.2.13",
-    "@convergence-rfq/rfq": "2.2.13",
-    "@convergence-rfq/risk-engine": "2.2.13",
-    "@convergence-rfq/spot-instrument": "2.2.13",
+    "@convergence-rfq/psyoptions-american-instrument": "2.2.14",
+    "@convergence-rfq/psyoptions-european-instrument": "2.2.14",
+    "@convergence-rfq/rfq": "2.2.14",
+    "@convergence-rfq/risk-engine": "2.2.14",
+    "@convergence-rfq/spot-instrument": "2.2.14",
     "@coral-xyz/borsh": "^0.26.0",
     "@mithraic-labs/psy-american": "^0.2.3",
     "@mithraic-labs/tokenized-euros": "^0.2.3",

packages/js/src/plugins/rfqModule/models/Response.ts

@@ -2,7 +2,10 @@ import { PublicKey } from '@solana/web3.js';
 import { DefaultingParty as SolitaDefaultingParty } from '@convergence-rfq/rfq';
 
 import { ResponseAccount } from '../accounts';
-import { removeDecimals } from '../../../utils/conversions';
+import {
+  convertTimestampToMilliSeconds,
+  removeDecimals,
+} from '../../../utils/conversions';
 import { assert } from '../../../utils/assert';
 import { Confirmation, fromSolitaConfirmation } from './Confirmation';
 import { AuthoritySide, fromSolitaAuthoritySide } from './AuthoritySide';
@@ -34,6 +37,9 @@ export type Response = {
   /** The timestamp at which this response was created. */
   readonly creationTimestamp: number;
 
+  /** The timestamp at which this response will expire. */
+  readonly expirationTimestamp: number;
+
   /** The bid required for sell and optionally two-way order types. */
   readonly bid: Quote | null;
 
@@ -89,7 +95,12 @@ export const toResponse = (
   address: account.publicKey,
   maker: account.data.maker,
   rfq: account.data.rfq,
-  creationTimestamp: Number(account.data.creationTimestamp) * 1_000,
+  creationTimestamp: convertTimestampToMilliSeconds(
+    account.data.creationTimestamp
+  ),
+  expirationTimestamp: convertTimestampToMilliSeconds(
+    account.data.expirationTimestamp
+  ),
   makerCollateralLocked: removeDecimals(
     account.data.makerCollateralLocked,
     collateralDecimals

packages/js/src/plugins/rfqModule/models/Rfq.ts

@@ -1,7 +1,10 @@
 import { PublicKey } from '@solana/web3.js';
 import { RfqAccount } from '../accounts';
 import { assert } from '../../../utils/assert';
-import { convertTimestamp, removeDecimals } from '../../../utils/conversions';
+import {
+  convertTimestampToMilliSeconds,
+  removeDecimals,
+} from '../../../utils/conversions';
 import {
   SpotLegInstrument,
   SpotQuoteInstrument,
@@ -114,7 +117,9 @@ export const toRfq = async (
     quoteMint: SpotLegInstrument.deserializeInstrumentData(
       Buffer.from(account.data.quoteAsset.instrumentData)
     ).mintAddress,
-    creationTimestamp: convertTimestamp(account.data.creationTimestamp),
+    creationTimestamp: convertTimestampToMilliSeconds(
+      account.data.creationTimestamp
+    ),
     activeWindow: account.data.activeWindow,
     settlingWindow: account.data.settlingWindow,
     expectedLegsSize: account.data.expectedLegsSize,

packages/js/src/plugins/rfqModule/operations/confirmResponse.ts

@@ -14,6 +14,7 @@ import {
   TransactionBuilder,
   TransactionBuilderOptions,
 } from '../../../utils/TransactionBuilder';
+import { Response } from '../models';
 import { ResponseSide, toSolitaQuoteSide } from '../models/ResponseSide';
 import { toSolitaOverrideLegMultiplierBps } from '../models/Confirmation';
 
@@ -181,13 +182,19 @@ export const confirmResponseBuilder = async (
     }),
   } = params;
 
+  const responseModel = await convergence
+    .rfqs()
+    .findResponseByAddress({ address: response });
+
+  if (isResponseExpired(responseModel)) {
+    throw new Error('Response is expired');
+  }
+
   const { overrideLegMultiplier = null } = params;
   const overrideLegMultiplierBps =
     overrideLegMultiplier &&
     toSolitaOverrideLegMultiplierBps(overrideLegMultiplier);
-  const responseModel = await convergence
-    .rfqs()
-    .findResponseByAddress({ address: response });
+
   const makerCollateralInfo = convergence.collateral().pdas().collateralInfo({
     user: responseModel.maker,
     programs,
@@ -264,3 +271,7 @@ export const confirmResponseBuilder = async (
       }
     );
 };
+
+const isResponseExpired = (response: Response): boolean => {
+  return Date.now() > response.expirationTimestamp;
+};

packages/js/src/plugins/rfqModule/operations/respondToRfq.ts

@@ -1,6 +1,7 @@
 import { createRespondToRfqInstruction } from '@convergence-rfq/rfq';
 import { PublicKey, AccountMeta, ComputeBudgetProgram } from '@solana/web3.js';
 
+import BN from 'bn.js';
 import { SendAndConfirmTransactionResponse } from '../../rpcModule';
 import { assertResponse, Response } from '../models/Response';
 import { Convergence } from '../../../Convergence';
@@ -17,6 +18,7 @@ import {
 } from '../../../utils/TransactionBuilder';
 import { Quote, Rfq } from '../models';
 import { toSolitaQuote } from '../models/Quote';
+import { convertTimestampToSeconds } from '@/utils';
 
 const getNextResponsePdaAndDistinguisher = async (
   cvg: Convergence,
@@ -99,6 +101,11 @@ export type RespondToRfqInput = {
    */
   ask?: Quote;
 
+  /**
+   * The optional response expirationTimestamp in seconds.
+   */
+  expirationTimestamp?: number;
+
   /**
    * The address of the RFQ account.
    */
@@ -239,6 +246,7 @@ export const respondToRfqBuilder = async (
       user: maker.publicKey,
       programs,
     }),
+    expirationTimestamp,
   } = params;
 
   if (!bid && !ask) {
@@ -247,6 +255,27 @@ export const respondToRfqBuilder = async (
 
   const rfqModel = await convergence.rfqs().findRfqByAddress({ address: rfq });
 
+  const rfqExpirationTimestampSeconds =
+    convertTimestampToSeconds(rfqModel.creationTimestamp) +
+    rfqModel.activeWindow;
+
+  const currentTimestampSeconds = convertTimestampToSeconds(Date.now());
+
+  let expirationTimestampBn: BN;
+
+  if (!expirationTimestamp) {
+    expirationTimestampBn = new BN(rfqExpirationTimestampSeconds);
+  } else {
+    if (expirationTimestamp < currentTimestampSeconds) {
+      throw new Error('Expiration timestamp must be in the future');
+    }
+    if (expirationTimestamp > rfqExpirationTimestampSeconds) {
+      throw new Error('Response expiration must be less than RFQ expiration');
+    }
+
+    expirationTimestampBn = new BN(expirationTimestamp);
+  }
+
   const { response, pdaDistinguisher } =
     await getNextResponsePdaAndDistinguisher(
       convergence,
@@ -323,6 +352,7 @@ export const respondToRfqBuilder = async (
             bid: bid && toSolitaQuote(bid, rfqModel.quoteAsset.getDecimals()),
             ask: ask && toSolitaQuote(ask, rfqModel.quoteAsset.getDecimals()),
             pdaDistinguisher,
+            expirationTimestamp: expirationTimestampBn,
           }
         ),
         signers: [maker],

packages/js/src/utils/conversions.ts

@@ -50,10 +50,22 @@ export const addDecimals = (value: number, decimals: number = 0): BN => {
  * @param timestamp {bignum} Solita timestamp
  * @returns {number} timestamp in milliseconds
  */
-export function convertTimestamp(timestamp: bignum): number {
+export function convertTimestampToMilliSeconds(
+  timestamp: bignum | number
+): number {
+  if (typeof timestamp === 'number') {
+    return timestamp * 1_000;
+  }
   return Number(timestamp) * 1_000;
 }
 
+export function convertTimestampToSeconds(timestamp: bignum | number): number {
+  if (typeof timestamp === 'number') {
+    return Math.floor(timestamp / 1_000);
+  }
+  return Math.floor(Number(timestamp) / 1_000);
+}
+
 /**
  * Used to roundUp values to a certain amount of decimals.
  *

packages/js/tests/helpers.ts

@@ -404,9 +404,11 @@ export const createRfq = async (
   cvg: Convergence,
   amount: number,
   orderType: OrderType,
+  activeWindow?: number,
   rfqType: 'open' | 'fixed-base' | 'fixed-quote' = 'fixed-base',
   quoteMintPk = QUOTE_MINT_PK,
   baseMintPk = BASE_MINT_BTC_PK
+  // 10 minutes
 ) => {
   let instrumentAmount = 1;
   let fixedSizeAmount = 1;
@@ -429,6 +431,7 @@ export const createRfq = async (
     orderType,
     fixedSize: { type: rfqType, amount: fixedSizeAmount },
     quoteAsset: await SpotQuoteInstrument.create(cvg, quoteMint),
+    activeWindow,
   });
   return { rfq, response };
 };
@@ -438,6 +441,7 @@ export const respondToRfq = async (
   rfq: Rfq,
   bid?: number,
   ask?: number,
+  responseExpirationTimestamp?: number,
   legsMultiplier?: number
 ) => {
   if (!bid && !ask) {
@@ -448,6 +452,7 @@ export const respondToRfq = async (
     rfq: rfq.address,
     bid: bid ? { price: bid, legsMultiplier } : undefined,
     ask: ask ? { price: ask, legsMultiplier } : undefined,
+    expirationTimestamp: responseExpirationTimestamp,
   });
 };
 
@@ -663,3 +668,17 @@ export const createEuropeanIronCondor = async (
 
   return { rfq };
 };
+
+export const expectError = async (promise: Promise<any>, errorText: string) => {
+  try {
+    await promise;
+    throw new Error('No error thrown!');
+  } catch (e) {
+    if (
+      !e?.message.includes(errorText) &&
+      !e?.logs?.some((e: string) => e.includes(errorText))
+    ) {
+      throw e;
+    }
+  }
+};

packages/js/tests/integration/psyoptionsAmerican.spec.ts

@@ -124,6 +124,7 @@ describe('integration.psyoptionsAmerican', () => {
       rfq,
       undefined,
       150_123,
+      undefined,
       5
     );
     expect(rfqResponse).toHaveProperty('address');
@@ -209,6 +210,7 @@ describe('integration.psyoptionsAmerican', () => {
       rfq,
       220_111,
       150_123,
+      undefined,
       5
     );
     expect(rfqResponse).toHaveProperty('address');

packages/js/tests/integration/psyoptionsEuropean.spec.ts

@@ -121,6 +121,7 @@ describe('integration.psyoptionsEuropean', () => {
       rfq,
       undefined,
       150_123,
+      undefined,
       5
     );
     expect(rfqResponse).toHaveProperty('address');
@@ -208,6 +209,7 @@ describe('integration.psyoptionsEuropean', () => {
       rfq,
       220_111,
       150_123,
+      undefined,
       5
     );
     expect(rfqResponse).toHaveProperty('address');
@@ -290,6 +292,7 @@ describe('integration.psyoptionsEuropean', () => {
       rfq,
       150_123,
       undefined,
+      undefined,
       5
     );
     expect(rfqResponse).toHaveProperty('address');