add latest repsonse expiration to sdk

convergence-rfq · Oct 31, 2023 · c34a425 · c34a425
1 parent 74d9d88
commit c34a425
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Showing 5 changed files with 67 additions and 25 deletions.
diff --git a/packages/js/package.json b/packages/js/package.json
@@ -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",

diff --git a/packages/js/src/plugins/rfqModule/operations/respondToRfq.ts b/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';
@@ -99,6 +100,11 @@ export type RespondToRfqInput = {
    */
   ask?: Quote;
 
+  /**
+   * The optional response expirationTimestamp in milliseconds.
+   */
+  expirationTimestamp?: number;
+
   /**
    * The address of the RFQ account.
    */
@@ -239,6 +245,7 @@ export const respondToRfqBuilder = async (
       user: maker.publicKey,
       programs,
     }),
+    expirationTimestamp,
   } = params;
 
   if (!bid && !ask) {
@@ -247,6 +254,15 @@ export const respondToRfqBuilder = async (
 
   const rfqModel = await convergence.rfqs().findRfqByAddress({ address: rfq });
 
+  let expirationTimestampBn: BN;
+  if (!expirationTimestamp) {
+    const rfqExpirationTimestamp =
+      rfqModel.creationTimestamp / 1_000 + rfqModel.activeWindow;
+    expirationTimestampBn = new BN(rfqExpirationTimestamp);
+  } else {
+    expirationTimestampBn = new BN(expirationTimestamp / 1_000);
+  }
+
   const { response, pdaDistinguisher } =
     await getNextResponsePdaAndDistinguisher(
       convergence,
@@ -323,6 +339,7 @@ export const respondToRfqBuilder = async (
             bid: bid && toSolitaQuote(bid, rfqModel.quoteAsset.getDecimals()),
             ask: ask && toSolitaQuote(ask, rfqModel.quoteAsset.getDecimals()),
             pdaDistinguisher,
+            expirationTimestamp: expirationTimestampBn,
           }
         ),
         signers: [maker],

diff --git a/packages/js/tests/helpers.ts b/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,
   });
 };
 

diff --git a/packages/js/tests/unit/response.spec.ts b/packages/js/tests/unit/response.spec.ts
@@ -219,4 +219,24 @@ describe('unit.response', () => {
       expect(r.rfq.toBase58()).toEqual(rfq0.address.toBase58())
     );
   });
+
+  it('Cannot confirm Response if response is expired', async () => {
+    const rfq = await createRfq(takerCvg, amount0, 'buy', 3);
+
+    const res = await respondToRfq(
+      makerCvg,
+      rfq.rfq,
+      undefined,
+      amount1,
+      Date.now() / 1_000 + 2
+    );
+
+    expect(
+      await makerCvg.rfqs().confirmResponse({
+        response: res.rfqResponse.address,
+        rfq: rfq.rfq.address,
+        side: 'ask',
+      })
+    ).toThrowError('Response is expired');
+  });
 });
diff --git a/yarn.lock b/yarn.lock
@@ -1240,54 +1240,54 @@
     bn.js "^5.2.0"
     debug "^4.3.3"
 
-"@convergence-rfq/[email protected].13":
-  version "2.2.13"
-  resolved "https://registry.yarnpkg.com/@convergence-rfq/psyoptions-american-instrument/-/psyoptions-american-instrument-2.2.13.tgz#c4d0ab251ecc325a382e0e75ca743711a49fc7c7"
-  integrity sha512-DAsERQdjTxPhayB3GElWKlKsFPrd42XnG+CLg6+7Q1SZGDQFB19G7UafcwJJmik5wwrxcWJHLCONhmPZEmLCAg==
+"@convergence-rfq/[email protected].14":
+  version "2.2.14"
+  resolved "https://registry.yarnpkg.com/@convergence-rfq/psyoptions-american-instrument/-/psyoptions-american-instrument-2.2.14.tgz#25e2da5709ae4dd3d031d54112f10016003cd2ae"
+  integrity sha512-8uEDCLPqc26nCwPWpm43xFN9wv3x9BSWf2h0kUhfmGUFnyVH7VfIrMNlxJwC2S6329TtlnTyl5bDbO2a+aMPQw==
   dependencies:
     "@convergence-rfq/beet" "^0.7.10"
     "@convergence-rfq/beet-solana" "^0.4.11"
     "@solana/spl-token" "^0.3.5"
     "@solana/web3.js" "^1.56.2"
     bn.js "^5.2.0"
 
-"@convergence-rfq/[email protected].13":
-  version "2.2.13"
-  resolved "https://registry.yarnpkg.com/@convergence-rfq/psyoptions-european-instrument/-/psyoptions-european-instrument-2.2.13.tgz#1915a640040011eb193d6b96dc26ca3ed992941e"
-  integrity sha512-S7jM0mrhjx3QiT62fJAKVWSBlqcXCpk+KESNvy7mdSnJZGgpVTnyQeLWSqwO2cDElDOLn4Z40yfRTRgxssuPnw==
+"@convergence-rfq/[email protected].14":
+  version "2.2.14"
+  resolved "https://registry.yarnpkg.com/@convergence-rfq/psyoptions-european-instrument/-/psyoptions-european-instrument-2.2.14.tgz#eff403b346cc28424b7fc34404615b29292b341e"
+  integrity sha512-6Ga6iRaP2aQmrCcwT7G15Oucuvq6ySqAYHijS1MIUfw/iP9uqbpYdb2eDdUBMY8lY9CTvwm3zZ9C4i1NLDQJog==
   dependencies:
     "@convergence-rfq/beet" "^0.7.10"
     "@convergence-rfq/beet-solana" "^0.4.11"
     "@solana/spl-token" "^0.3.5"
     "@solana/web3.js" "^1.56.2"
     bn.js "^5.2.0"
 
-"@convergence-rfq/[email protected].13":
-  version "2.2.13"
-  resolved "https://registry.yarnpkg.com/@convergence-rfq/rfq/-/rfq-2.2.13.tgz#d78cd575ee176935c42ee178a51d6ee8e7637d89"
-  integrity sha512-0/QzK8roBoc/oCKVj/Z0gHeBYxjLvxlb1SqvmVlqlQPWjpoZfAojse04+g5c1LnUO9X0STU0Cn5tKDFbt0Jerg==
+"@convergence-rfq/[email protected].14":
+  version "2.2.14"
+  resolved "https://registry.yarnpkg.com/@convergence-rfq/rfq/-/rfq-2.2.14.tgz#7b2ad2d33908f6cc17c776b7d2ce2ab80c70af8a"
+  integrity sha512-MGGVOrJ7zjoJrjd3WNpCX2upzrw6XipJuRU2MAuffVV53p5t7xS896MONW5eCt/Zp4ffvWO9PYh5s0dZkcs17g==
   dependencies:
     "@convergence-rfq/beet" "^0.7.10"
     "@convergence-rfq/beet-solana" "^0.4.11"
     "@solana/spl-token" "^0.3.5"
     "@solana/web3.js" "^1.56.2"
     bn.js "^5.2.0"
 
-"@convergence-rfq/[email protected].13":
-  version "2.2.13"
-  resolved "https://registry.yarnpkg.com/@convergence-rfq/risk-engine/-/risk-engine-2.2.13.tgz#0449366fe33f31711f1c484e7e95d9871ffb9b23"
-  integrity sha512-koUzlOGm20/sH42IYkiM34NCL4lsNX7YO93rILgdmm68I31njx7gNxLneLvyebfMcvJiSF3NKdmbu3dpn/U8Qg==
+"@convergence-rfq/[email protected].14":
+  version "2.2.14"
+  resolved "https://registry.yarnpkg.com/@convergence-rfq/risk-engine/-/risk-engine-2.2.14.tgz#1ecefeb27ea9233df8bab970953f2b41d1a538e4"
+  integrity sha512-mAhALsP5w/UEfwz4wn6p/6niTkOvjG4Ae5KXQH36g0KMwCHdFipr45ZPkqmiGAR0cT1PvOiz376qa566BUyt2Q==
   dependencies:
     "@convergence-rfq/beet" "^0.7.10"
     "@convergence-rfq/beet-solana" "^0.4.11"
     "@solana/spl-token" "^0.3.5"
     "@solana/web3.js" "^1.56.2"
     bn.js "^5.2.0"
 
-"@convergence-rfq/[email protected].13":
-  version "2.2.13"
-  resolved "https://registry.yarnpkg.com/@convergence-rfq/spot-instrument/-/spot-instrument-2.2.13.tgz#06550c962f0f4e68ed277c551586b138fec5b329"
-  integrity sha512-C2l0/vALFR7SxPrVu0GvzlyYrLH/Uy2wZ5IyDHnn74Xt/SBUOx4VdB2F2mHyLl/KG+yLaMREfcmBB7ZV2FHEyQ==
+"@convergence-rfq/[email protected].14":
+  version "2.2.14"
+  resolved "https://registry.yarnpkg.com/@convergence-rfq/spot-instrument/-/spot-instrument-2.2.14.tgz#5b7596022245045f44d3565d94deda658e034438"
+  integrity sha512-NTeiltgcM36akuXIwrXSAavoec61rQq1Z2siLM0TXG/wC9B8LGvDkXQdUfu0jqrgXe5auf2cPOxsq3E80AAEZg==
   dependencies:
     "@convergence-rfq/beet" "^0.7.10"
     "@convergence-rfq/beet-solana" "^0.4.11"