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-rw-r--r--packages/asset-buyer/src/asset_buyer.ts67
1 files changed, 64 insertions, 3 deletions
diff --git a/packages/asset-buyer/src/asset_buyer.ts b/packages/asset-buyer/src/asset_buyer.ts
index 934410c55..511c99fb1 100644
--- a/packages/asset-buyer/src/asset_buyer.ts
+++ b/packages/asset-buyer/src/asset_buyer.ts
@@ -16,6 +16,7 @@ import {
BuyQuote,
BuyQuoteExecutionOpts,
BuyQuoteRequestOpts,
+ LiquidityForAssetData,
OrderProvider,
OrderProviderResponse,
OrdersAndFillableAmounts,
@@ -25,12 +26,42 @@ import { assert } from './utils/assert';
import { assetDataUtils } from './utils/asset_data_utils';
import { buyQuoteCalculator } from './utils/buy_quote_calculator';
import { orderProviderResponseProcessor } from './utils/order_provider_response_processor';
+import { orderUtils } from './utils/order_utils';
interface OrdersEntry {
ordersAndFillableAmounts: OrdersAndFillableAmounts;
lastRefreshTime: number;
}
+const calculateLiquidity = (ordersAndFillableAmounts: OrdersAndFillableAmounts): LiquidityForAssetData => {
+ const { orders, remainingFillableMakerAssetAmounts } = ordersAndFillableAmounts;
+ const liquidityInBigNumbers = orders.reduce(
+ (acc, order, curIndex) => {
+ const availableMakerAssetAmount = remainingFillableMakerAssetAmounts[curIndex];
+ if (availableMakerAssetAmount === undefined) {
+ throw new Error(`No corresponding fillableMakerAssetAmounts at index ${curIndex}`);
+ }
+
+ const tokensAvailableForCurrentOrder = availableMakerAssetAmount;
+ const ethValueAvailableForCurrentOrder = orderUtils.getTakerFillAmount(order, availableMakerAssetAmount);
+ return {
+ tokensAvailableInUnitAmount: acc.tokensAvailableInUnitAmount.plus(tokensAvailableForCurrentOrder),
+ ethValueAvailableInWei: acc.ethValueAvailableInWei.plus(ethValueAvailableForCurrentOrder),
+ };
+ },
+ {
+ tokensAvailableInUnitAmount: new BigNumber(0),
+ ethValueAvailableInWei: new BigNumber(0),
+ },
+ );
+
+ // Turn into regular numbers
+ return {
+ tokensAvailableInUnitAmount: liquidityInBigNumbers.tokensAvailableInUnitAmount.toNumber(),
+ ethValueAvailableInWei: liquidityInBigNumbers.ethValueAvailableInWei.toNumber(),
+ };
+};
+
export class AssetBuyer {
public readonly provider: Provider;
public readonly orderProvider: OrderProvider;
@@ -138,10 +169,10 @@ export class AssetBuyer {
// get the relevant orders for the makerAsset and fees
// if the requested assetData is ZRX, don't get the fee info
const [ordersAndFillableAmounts, feeOrdersAndFillableAmounts] = await Promise.all([
- this._getOrdersAndFillableAmountsAsync(assetData, shouldForceOrderRefresh),
+ this.getOrdersAndFillableAmountsAsync(assetData, shouldForceOrderRefresh),
isMakerAssetZrxToken
? Promise.resolve(constants.EMPTY_ORDERS_AND_FILLABLE_AMOUNTS)
- : this._getOrdersAndFillableAmountsAsync(zrxTokenAssetData, shouldForceOrderRefresh),
+ : this.getOrdersAndFillableAmountsAsync(zrxTokenAssetData, shouldForceOrderRefresh),
shouldForceOrderRefresh,
]);
if (ordersAndFillableAmounts.orders.length === 0) {
@@ -177,6 +208,36 @@ export class AssetBuyer {
const buyQuote = this.getBuyQuoteAsync(assetData, assetBuyAmount, options);
return buyQuote;
}
+ public async getLiquidityForAssetDataAsync(
+ assetData: string,
+ options: Partial<BuyQuoteRequestOpts> = {},
+ ): Promise<LiquidityForAssetData> {
+ const { feePercentage, shouldForceOrderRefresh, slippagePercentage } = _.merge(
+ {},
+ constants.DEFAULT_BUY_QUOTE_REQUEST_OPTS,
+ options,
+ );
+ assert.isString('assetData', assetData);
+ assert.isValidPercentage('feePercentage', feePercentage);
+ assert.isBoolean('shouldForceOrderRefresh', shouldForceOrderRefresh);
+ assert.isNumber('slippagePercentage', slippagePercentage);
+
+ const assetPairs = await this.orderProvider.getAvailableMakerAssetDatasAsync(assetData);
+ if (!assetPairs.includes(assetData)) {
+ return {
+ tokensAvailableInUnitAmount: 0,
+ ethValueAvailableInWei: 0,
+ };
+ }
+
+ const ordersAndFillableAmounts = await this.getOrdersAndFillableAmountsAsync(
+ assetData,
+ shouldForceOrderRefresh,
+ );
+
+ return calculateLiquidity(ordersAndFillableAmounts);
+ }
+
/**
* Given a BuyQuote and desired rate, attempt to execute the buy.
* @param buyQuote An object that conforms to BuyQuote. See type definition for more information.
@@ -261,7 +322,7 @@ export class AssetBuyer {
/**
* Grab orders from the map, if there is a miss or it is time to refresh, fetch and process the orders
*/
- private async _getOrdersAndFillableAmountsAsync(
+ public async getOrdersAndFillableAmountsAsync(
assetData: string,
shouldForceOrderRefresh: boolean,
): Promise<OrdersAndFillableAmounts> {