feat(rfq): active quoting API

services/rfq/api/model/request.go

@@ -1,7 +1,7 @@
 package model
 
-// PutQuoteRequest contains the schema for a PUT /quote request.
-type PutQuoteRequest struct {
+// PutRelayerQuoteRequest contains the schema for a PUT /quote request.
+type PutRelayerQuoteRequest struct {
 	OriginChainID           int    `json:"origin_chain_id"`
 	OriginTokenAddr         string `json:"origin_token_addr"`
 	DestChainID             int    `json:"dest_chain_id"`
@@ -15,7 +15,7 @@ type PutQuoteRequest struct {
 
 // PutBulkQuotesRequest contains the schema for a PUT /quote request.
 type PutBulkQuotesRequest struct {
-	Quotes []PutQuoteRequest `json:"quotes"`
+	Quotes []PutRelayerQuoteRequest `json:"quotes"`
 }
 
 // PutAckRequest contains the schema for a PUT /ack request.

services/rfq/api/model/response.go

@@ -1,5 +1,11 @@
 package model
 
+import (
+	"time"
+
+	"github.com/google/uuid"
+)
+
 // GetQuoteResponse contains the schema for a GET /quote response.
 type GetQuoteResponse struct {
 	// OriginChainID is the chain which the relayer is willing to relay from
@@ -41,3 +47,69 @@ type GetContractsResponse struct {
 	// Contracts is a map of chain id to contract address
 	Contracts map[uint32]string `json:"contracts"`
 }
+
+// ActiveRFQMessage represents the general structure of WebSocket messages for Active RFQ
+type ActiveRFQMessage struct {
+	Op      string      `json:"op"`
+	Content interface{} `json:"content"`
+	Success bool        `json:"success"`
+}
+
+// PutUserQuoteRequest represents a user request for quote.
+type PutUserQuoteRequest struct {
+	UserAddress string    `json:"user_address"`
+	QuoteTypes  []string  `json:"quote_types"`
+	Data        QuoteData `json:"data"`
+}
+
+// PutUserQuoteResponse represents a response to a user quote request.
+type PutUserQuoteResponse struct {
+	Success     bool      `json:"success"`
+	Reason      string    `json:"reason"`
+	UserAddress string    `json:"user_address"`
+	QuoteType   string    `json:"quote_type"`
+	Data        QuoteData `json:"data"`
+}
+
+// QuoteRequest represents a request for a quote
+type QuoteRequest struct {
+	RequestID string    `json:"request_id"`
+	Data      QuoteData `json:"data"`
+	CreatedAt time.Time `json:"created_at"`
+}
+
+// QuoteData represents the data within a quote request
+type QuoteData struct {
+	OriginChainID    int     `json:"origin_chain_id"`
+	DestChainID      int     `json:"dest_chain_id"`
+	OriginTokenAddr  string  `json:"origin_token_addr"`
+	DestTokenAddr    string  `json:"dest_token_addr"`
+	OriginAmount     string  `json:"origin_amount"`
+	ExpirationWindow int64   `json:"expiration_window"`
+	DestAmount       *string `json:"dest_amount"`
+	RelayerAddress   *string `json:"relayer_address"`
+}
+
+// RelayerWsQuoteRequest represents a request for a quote to a relayer
+type RelayerWsQuoteRequest struct {
+	RequestID string    `json:"request_id"`
+	Data      QuoteData `json:"data"`
+	CreatedAt time.Time `json:"created_at"`
+}
+
+// NewRelayerWsQuoteRequest creates a new RelayerWsQuoteRequest
+func NewRelayerWsQuoteRequest(data QuoteData) *RelayerWsQuoteRequest {
+	return &RelayerWsQuoteRequest{
+		RequestID: uuid.New().String(),
+		Data:      data,
+		CreatedAt: time.Now(),
+	}
+}
+
+// RelayerWsQuoteResponse represents a response to a quote request
+type RelayerWsQuoteResponse struct {
+	RequestID string    `json:"request_id"`
+	QuoteID   string    `json:"quote_id"`
+	Data      QuoteData `json:"data"`
+	UpdatedAt time.Time `json:"updated_at"`
+}

services/rfq/api/rest/handler.go

@@ -63,7 +63,7 @@ func (h *Handler) ModifyQuote(c *gin.Context) {
 		c.JSON(http.StatusBadRequest, gin.H{"error": "No relayer address recovered from signature"})
 		return
 	}
-	putRequest, ok := req.(*model.PutQuoteRequest)
+	putRequest, ok := req.(*model.PutRelayerQuoteRequest)
 	if !ok {
 		c.JSON(http.StatusBadRequest, gin.H{"error": "Invalid request type"})
 		return
@@ -133,7 +133,7 @@ func (h *Handler) ModifyBulkQuotes(c *gin.Context) {
 	c.Status(http.StatusOK)
 }
 
-func parseDBQuote(putRequest model.PutQuoteRequest, relayerAddr interface{}) (*db.Quote, error) {
+func parseDBQuote(putRequest model.PutRelayerQuoteRequest, relayerAddr interface{}) (*db.Quote, error) {
 	destAmount, err := decimal.NewFromString(putRequest.DestAmount)
 	if err != nil {
 		return nil, fmt.Errorf("invalid DestAmount")

services/rfq/api/rest/rfq.go

@@ -0,0 +1,129 @@
+package rest
+
+import (
+	"context"
+	"fmt"
+	"math/big"
+	"sync"
+	"time"
+
+	"github.com/synapsecns/sanguine/services/rfq/api/model"
+)
+
+func getBestQuote(a, b *model.QuoteData) *model.QuoteData {
+	if a == nil && b == nil {
+		return nil
+	}
+	if a == nil {
+		return b
+	}
+	if b == nil {
+		return a
+	}
+	aAmount, _ := new(big.Int).SetString(*a.DestAmount, 10)
+	bAmount, _ := new(big.Int).SetString(*b.DestAmount, 10)
+	if aAmount.Cmp(bAmount) > 0 {
+		return a
+	}
+	return b
+}
+
+func (r *QuoterAPIServer) handleActiveRFQ(ctx context.Context, request *model.PutUserQuoteRequest) (quote *model.QuoteData) {
+	rfqCtx, _ := context.WithTimeout(ctx, time.Duration(request.Data.ExpirationWindow)*time.Millisecond)
+
+	// publish the quote request to all connected clients
+	relayerReq := model.NewRelayerWsQuoteRequest(request.Data)
+	r.wsClients.Range(func(key string, client WsClient) bool {
+		client.SendQuoteRequest(rfqCtx, relayerReq)
+		return true
+	})
+
+	// collect responses from all clients until expiration window closes
+	wg := sync.WaitGroup{}
+	respMux := sync.Mutex{}
+	responses := map[string]*model.RelayerWsQuoteResponse{}
+	r.wsClients.Range(func(key string, client WsClient) bool {
+		wg.Add(1)
+		go func(client WsClient) {
+			defer wg.Done()
+			resp, err := client.ReceiveQuoteResponse(rfqCtx)
+			if err != nil {
+				logger.Error("Error receiving quote response", "error", err)
+				return
+			}
+			respMux.Lock()
+			responses[key] = resp
+			respMux.Unlock()
+		}(client)
+		return true
+	})
+
+	select {
+	case <-rfqCtx.Done():
+		// Context expired before all responses were received
+	case <-func() chan struct{} {
+		ch := make(chan struct{})
+		go func() {
+			wg.Wait()
+			close(ch)
+		}()
+		return ch
+	}():
+		// All responses received
+	}
+
+	// construct the response
+	// at this point, all responses should have been validated
+	for _, resp := range responses {
+		quote = getBestQuote(quote, &resp.Data)
+	}
+
+	return quote
+}
+
+func (r *QuoterAPIServer) handlePassiveRFQ(ctx context.Context, request *model.PutUserQuoteRequest) (*model.QuoteData, error) {
+	quotes, err := r.db.GetQuotesByOriginAndDestination(ctx, uint64(request.Data.OriginChainID), request.Data.OriginTokenAddr, uint64(request.Data.DestChainID), request.Data.DestTokenAddr)
+	if err != nil {
+		return nil, fmt.Errorf("failed to get quotes: %w", err)
+	}
+
+	originAmount, ok := new(big.Int).SetString(request.Data.OriginAmount, 10)
+	if !ok {
+		return nil, fmt.Errorf("invalid origin amount")
+	}
+
+	var bestQuote *model.QuoteData
+	for _, quote := range quotes {
+		quoteOriginAmount, ok := new(big.Int).SetString(quote.MaxOriginAmount.String(), 10)
+		if !ok {
+			continue
+		}
+		if quoteOriginAmount.Cmp(originAmount) < 0 {
+			continue
+		}
+		quotePrice := new(big.Float).Quo(
+			new(big.Float).SetInt(quote.DestAmount.BigInt()),
+			new(big.Float).SetInt(quote.MaxOriginAmount.BigInt()),
+		)
+
+		rawDestAmount := new(big.Float).Mul(
+			new(big.Float).SetInt(originAmount),
+			quotePrice,
+		)
+
+		rawDestAmountInt, _ := rawDestAmount.Int(nil)
+		destAmount := new(big.Int).Sub(rawDestAmountInt, quote.FixedFee.BigInt()).String()
+		quoteData := &model.QuoteData{
+			OriginChainID:   int(quote.OriginChainID),
+			DestChainID:     int(quote.DestChainID),
+			OriginTokenAddr: quote.OriginTokenAddr,
+			DestTokenAddr:   quote.DestTokenAddr,
+			OriginAmount:    quote.MaxOriginAmount.String(),
+			DestAmount:      &destAmount,
+			RelayerAddress:  &quote.RelayerAddr,
+		}
+		bestQuote = getBestQuote(bestQuote, quoteData)
+	}
+
+	return bestQuote, nil
+}