Merge pull request #38 from reserve-protocol/feat/rfq

Chore: claculate amountIn/amountOut/priceImpact/truePriceImpact locally

Author: JuampiRombola

CHANGELOG.md

@@ -1,3 +1,9 @@
+## [2.7.1] - 2026-07-24
+
+### Changed
+
+- USD values (`amountInValue`/`amountOutValue`) and the derived price impact (`priceImpact`/`truePriceImpact`) are now computed uniformly for every quote source using Reserve API token prices, instead of trusting each provider's own valuation. Providers price with different methodologies (the native zapper vs the aggregators vs RFQ venues), so the displayed price impact used to jump when the winning source changed even for near-identical quotes. Provider-reported values remain as fallbacks when a Reserve price is unavailable; `truePriceImpact` keeps its dust-adjusted semantics.
+
 ## [2.7.0] - 2026-07-22
 
 ### Added

README.md

@@ -218,6 +218,8 @@ Notes:
 - `cowswap` is enabled on all supported chains (Ethereum, Base, Arbitrum, and BSC); `pcsx` only on BSC.
 - The architecture is adapter-based (`RfqAdapter`) so more intent venues can be added without touching the pipeline.
 
+USD values and price impact are computed uniformly across all sources from Reserve API token prices (each provider's own valuation is only a fallback when a Reserve price is missing), so the displayed impact doesn't jump when the winning source changes.
+
 Provider availability per chain is controlled by the `PROVIDER_ENABLED` matrix exported from the package:
 
 ```ts

package.json

@@ -1,6 +1,6 @@
 {
   "name": "@reserve-protocol/react-zapper",
-  "version": "2.7.0",
+  "version": "2.7.1",
   "type": "module",
   "packageManager": "pnpm@11.1.1",
   "description": "React component for DTF minting with zap functionality",

src/components/zap-mint/buy/index.tsx

@@ -93,6 +93,8 @@ const Buy = ({ mode = 'modal', disabled }: BuyProps) => {
       type: 'buy',
       inputValue,
       insufficientBalance,
+      tokenInPrice: selectedTokenPrice,
+      tokenInDecimals: selectedToken.decimals,
       tokenOutPrice: indexDTFPrice,
       tokenOutDecimals: indexDTF?.token.decimals ?? 18,
     })

src/components/zap-mint/sell/index.tsx

@@ -93,6 +93,8 @@ const Sell = ({ mode = 'modal', sellOnly, disabled }: SellProps) => {
       type: 'sell',
       inputValue,
       insufficientBalance,
+      tokenInPrice: indexDTFPrice,
+      tokenInDecimals: indexDTF?.token.decimals ?? 18,
       tokenOutPrice: selectedTokenPrice,
       tokenOutDecimals: selectedToken.decimals,
     })

src/hooks/useZapSwapQuery.ts

@@ -65,6 +65,8 @@ const useZapSwapQuery = ({
   type,
   inputValue,
   insufficientBalance,
+  tokenInPrice,
+  tokenInDecimals,
   tokenOutPrice,
   tokenOutDecimals,
 }: {
@@ -78,8 +80,11 @@ const useZapSwapQuery = ({
   type: 'buy' | 'sell'
   inputValue: number
   insufficientBalance: boolean
-  // Client-side USD pricing for the output token — RFQ sources use it to fill
-  // amountOutValue/priceImpact since their APIs don't price in USD.
+  // Reserve prices for both sides of the trade: every quote's USD values and
+  // price impact are computed from these (uniform across sources); the
+  // provider-reported values only remain as fallbacks.
+  tokenInPrice?: number | null
+  tokenInDecimals?: number
   tokenOutPrice?: number | null
   tokenOutDecimals?: number
 }) => {
@@ -204,17 +209,22 @@ const useZapSwapQuery = ({
                 functionName: 'allowance',
                 args: [owner, spender],
               }),
-            amountInValue: inputValue || null,
-            tokenOutPrice: tokenOutPrice ?? null,
-            tokenOutDecimals: tokenOutDecimals ?? null,
           }
         : undefined
 
+      const pricing = {
+        tokenInPrice: tokenInPrice ?? null,
+        tokenInDecimals: tokenInDecimals ?? 18,
+        tokenOutPrice: tokenOutPrice ?? null,
+        tokenOutDecimals: tokenOutDecimals ?? 18,
+      }
+
       const { selected } = await fetchBestZapQuote({
         providers: availableProviders,
         quoteSource,
         simulate,
         rfq,
+        pricing,
         endpointParams: {
           chainId,
           tokenIn,

src/hooks/zap-quote-providers.ts

@@ -1,5 +1,5 @@
-import { Address } from 'viem'
-import type { ZapPayload, ZapResponse } from '../types/api'
+import { Address, formatUnits } from 'viem'
+import type { ZapPayload, ZapResponse, ZapResult } from '../types/api'
 import {
   generateSourceId,
   type Source,
@@ -35,18 +35,72 @@ export type EndpointContext = Omit<ZapPayload, 'url'> & {
 
 /**
  * Extra context RFQ adapters need beyond the endpoint params: a chain read
- * for the allowance check and client-side USD pricing (RFQ APIs don't price
- * in USD). When absent, RFQ providers are skipped.
+ * for the allowance check. When absent, RFQ providers are skipped.
  */
 export type RfqFetchContext = {
   readAllowance: (
     token: Address,
     owner: Address,
     spender: Address
   ) => Promise<bigint>
-  amountInValue: number | null
+}
+
+/**
+ * Reserve token prices used to value every quote uniformly. Providers price
+ * with different methodologies, so their USD values (and thus the shown price
+ * impact) jump when the winning source changes; valuing all quotes with the
+ * same Reserve prices removes that noise. Provider values stay as fallbacks.
+ */
+export type QuotePricing = {
+  tokenInPrice: number | null
+  tokenInDecimals: number
   tokenOutPrice: number | null
-  tokenOutDecimals: number | null
+  tokenOutDecimals: number
+}
+
+export const applyReservePricing = (
+  result: ZapResult,
+  pricing?: QuotePricing
+): ZapResult => {
+  if (!pricing) return result
+
+  const amountInValue =
+    pricing.tokenInPrice != null
+      ? pricing.tokenInPrice *
+        Number(formatUnits(BigInt(result.amountIn || 0), pricing.tokenInDecimals))
+      : result.amountInValue
+  const amountOutValue =
+    pricing.tokenOutPrice != null
+      ? pricing.tokenOutPrice *
+        Number(
+          formatUnits(BigInt(result.amountOut || 0), pricing.tokenOutDecimals)
+        )
+      : result.amountOutValue
+
+  // Impacts only make sense when both sides share the same price source —
+  // with either Reserve price missing, keep the provider's own numbers.
+  const bothPriced =
+    pricing.tokenInPrice != null &&
+    pricing.tokenOutPrice != null &&
+    amountInValue != null &&
+    amountInValue > 0 &&
+    amountOutValue != null
+  const priceImpact = bothPriced
+    ? ((amountInValue - amountOutValue) / amountInValue) * 100
+    : result.priceImpact
+  const truePriceImpact = bothPriced
+    ? ((amountInValue - amountOutValue - (result.dustValue ?? 0)) /
+        amountInValue) *
+      100
+    : result.truePriceImpact
+
+  return {
+    ...result,
+    amountInValue,
+    amountOutValue,
+    priceImpact,
+    truePriceImpact,
+  }
 }
 
 export type FetchQuoteContext = {
@@ -69,6 +123,7 @@ export type FetchQuoteContext = {
    */
   simulate?: SimulateQuote
   rfq?: RfqFetchContext
+  pricing?: QuotePricing
 }
 
 export type FetchQuoteResult = {
@@ -154,20 +209,27 @@ const fetchRfqOne = async (
   })
 
   try {
-    const result = await adapter.fetchQuote({
+    const quote = await adapter.fetchQuote({
       chainId: endpointParams.chainId,
       account: endpointParams.signer,
       tokenIn: endpointParams.tokenIn,
       tokenOut: endpointParams.tokenOut,
       amountIn: endpointParams.amountIn,
       slippage: endpointParams.slippage,
       apiUrl: endpointParams.apiUrl,
-      amountInValue: ctx.rfq.amountInValue,
-      tokenOutPrice: ctx.rfq.tokenOutPrice,
-      tokenOutDecimals: ctx.rfq.tokenOutDecimals,
       readAllowance: ctx.rfq.readAllowance,
     })
 
+    const result = applyReservePricing(
+      {
+        ...quote,
+        validUntil:
+          normalizeValidUntil(quote.validUntil) ??
+          Date.now() + DEFAULT_QUOTE_TTL,
+      },
+      ctx.pricing
+    )
+
     trackIndexDTFQuote({
       account: ctx.analytics.account,
       tokenIn: ctx.analytics.tokenIn,
@@ -186,12 +248,7 @@ const fetchRfqOne = async (
 
     return {
       status: 'success',
-      result: {
-        ...result,
-        validUntil:
-          normalizeValidUntil(result.validUntil) ??
-          Date.now() + DEFAULT_QUOTE_TTL,
-      },
+      result,
       source: provider.id,
       endpoint,
     }
@@ -255,6 +312,18 @@ const fetchOne = async (
 
   const data: ZapResponse = await response.json()
 
+  const result = data?.result
+    ? applyReservePricing(
+        {
+          ...data.result,
+          validUntil:
+            normalizeValidUntil(data.result.validUntil ?? data.validUntil) ??
+            Date.now() + DEFAULT_QUOTE_TTL,
+        },
+        ctx.pricing
+      )
+    : data?.result
+
   if (data) {
     trackIndexDTFQuote({
       account: ctx.analytics.account,
@@ -265,10 +334,10 @@ const fetchOne = async (
       type: ctx.analytics.type,
       endpoint,
       status: data.status,
-      amountInValue: data.result?.amountInValue,
-      amountOutValue: data.result?.amountOutValue,
-      dustValue: data.result?.dustValue,
-      truePriceImpact: data.result?.truePriceImpact,
+      amountInValue: result?.amountInValue,
+      amountOutValue: result?.amountOutValue,
+      dustValue: result?.dustValue,
+      truePriceImpact: result?.truePriceImpact,
       source: provider.id,
     })
   }
@@ -279,14 +348,7 @@ const fetchOne = async (
 
   return {
     ...data,
-    result: data.result
-      ? {
-          ...data.result,
-          validUntil:
-            normalizeValidUntil(data.result.validUntil ?? data.validUntil) ??
-            Date.now() + DEFAULT_QUOTE_TTL,
-        }
-      : data.result,
+    result,
     source: provider.id,
     endpoint,
   }

src/utils/rfq/cowswap.ts

@@ -22,7 +22,6 @@ import {
   encodeFunctionData,
   encodePacked,
   ethAddress,
-  formatUnits,
   hashTypedData,
   keccak256,
   stringToBytes,
@@ -154,18 +153,6 @@ export const mapCowQuoteToZapResult = (
   const buyAmount = BigInt(quote.buyAmount)
   const minAmountOut = applySlippage(buyAmount, ctx.slippage)
 
-  const amountOutValue =
-    ctx.tokenOutPrice != null && ctx.tokenOutDecimals != null
-      ? ctx.tokenOutPrice * Number(formatUnits(buyAmount, ctx.tokenOutDecimals))
-      : null
-  const amountInValue = ctx.amountInValue
-  // USD values are client-estimated; when either is missing the impact is
-  // unknown and reported as 0 (no high-impact warning for this source then).
-  const priceImpact =
-    amountInValue != null && amountOutValue != null && amountInValue > 0
-      ? ((amountInValue - amountOutValue) / amountInValue) * 100
-      : 0
-
   const rfq: CowRfqOrder = {
     adapter: 'cowswap',
     chainId: ctx.chainId,
@@ -179,13 +166,15 @@ export const mapCowQuoteToZapResult = (
     quoteId: response.id ?? null,
   }
 
+  // USD values and price impact are filled in centrally by the quote
+  // pipeline (`applyReservePricing`) using Reserve prices.
   return {
     tokenIn: ctx.tokenIn,
     amountIn: ctx.amountIn,
-    amountInValue,
+    amountInValue: null,
     tokenOut: ctx.tokenOut,
     amountOut: quote.buyAmount,
-    amountOutValue,
+    amountOutValue: null,
     minAmountOut: minAmountOut.toString(),
     approvalAddress: (opts.flow === 'ethflow'
       ? ETH_FLOW_ADDRESSES[ctx.chainId as SupportedChainId]
@@ -197,8 +186,8 @@ export const mapCowQuoteToZapResult = (
     dust: [],
     dustValue: null,
     gas: null,
-    priceImpact,
-    truePriceImpact: priceImpact,
+    priceImpact: 0,
+    truePriceImpact: 0,
     tx: null,
     validUntil: Date.parse(response.expiration) || null,
     rfq,

src/utils/rfq/pcsx.ts

@@ -1,4 +1,4 @@
-import { ethAddress, formatUnits, type Address, type Hex } from 'viem'
+import { ethAddress, type Address, type Hex } from 'viem'
 import type { ZapResult } from '../../types/api'
 import { ChainId } from '../chains'
 import { applySlippage } from './cowswap'
@@ -117,17 +117,6 @@ export const pcsxAdapter: RfqAdapter = {
       ? BigInt(order.minAmountOut)
       : applySlippage(buyAmount, ctx.slippage)
 
-    const amountOutValue =
-      ctx.tokenOutPrice != null && ctx.tokenOutDecimals != null
-        ? ctx.tokenOutPrice *
-          Number(formatUnits(buyAmount, ctx.tokenOutDecimals))
-        : null
-    const amountInValue = ctx.amountInValue
-    const priceImpact =
-      amountInValue != null && amountOutValue != null && amountInValue > 0
-        ? ((amountInValue - amountOutValue) / amountInValue) * 100
-        : 0
-
     const rfq: PcsxRfqOrder = {
       adapter: 'pcsx',
       chainId: ctx.chainId,
@@ -138,22 +127,24 @@ export const pcsxAdapter: RfqAdapter = {
       quoteId: order.quoteId ?? null,
     }
 
+    // USD values and price impact are filled in centrally by the quote
+    // pipeline (`applyReservePricing`) using Reserve prices.
     return {
       tokenIn: ctx.tokenIn,
       amountIn: ctx.amountIn,
-      amountInValue,
+      amountInValue: null,
       tokenOut: ctx.tokenOut,
       amountOut: order.amountOut,
-      amountOutValue,
+      amountOutValue: null,
       minAmountOut: minAmountOut.toString(),
       approvalAddress: permit2,
       approvalNeeded: allowance < BigInt(ctx.amountIn),
       insufficientFunds: false,
       dust: [],
       dustValue: null,
       gas: null,
-      priceImpact,
-      truePriceImpact: priceImpact,
+      priceImpact: 0,
+      truePriceImpact: 0,
       tx: null,
       validUntil: rfq.deadline,
       rfq,