From a5e7ce9e1acb2f8fdfcef629789dd315e3adcbdc Mon Sep 17 00:00:00 2001
From: Steve Klebanoff <steve.klebanoff@gmail.com>
Date: Fri, 11 Jan 2019 09:28:51 -0800
Subject: Move calculateLiquidity to helper function

---
 .../asset-buyer/src/utils/calculate_liquidity.ts   | 34 ++++++++++++++++++++++
 1 file changed, 34 insertions(+)
 create mode 100644 packages/asset-buyer/src/utils/calculate_liquidity.ts

(limited to 'packages/asset-buyer/src/utils')

diff --git a/packages/asset-buyer/src/utils/calculate_liquidity.ts b/packages/asset-buyer/src/utils/calculate_liquidity.ts
new file mode 100644
index 000000000..910c756ac
--- /dev/null
+++ b/packages/asset-buyer/src/utils/calculate_liquidity.ts
@@ -0,0 +1,34 @@
+import { BigNumber } from '@0x/utils';
+
+import { LiquidityForAssetData, OrdersAndFillableAmounts } from '../types';
+
+import { orderUtils } from './order_utils';
+
+export 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 {
+                tokensAvailableInBaseUnits: acc.tokensAvailableInBaseUnits.plus(tokensAvailableForCurrentOrder),
+                ethValueAvailableInWei: acc.ethValueAvailableInWei.plus(ethValueAvailableForCurrentOrder),
+            };
+        },
+        {
+            tokensAvailableInBaseUnits: new BigNumber(0),
+            ethValueAvailableInWei: new BigNumber(0),
+        },
+    );
+
+    // Turn into regular numbers
+    return {
+        tokensAvailableInBaseUnits: liquidityInBigNumbers.tokensAvailableInBaseUnits.toNumber(),
+        ethValueAvailableInWei: liquidityInBigNumbers.ethValueAvailableInWei.toNumber(),
+    };
+};
-- 
cgit v1.2.3


From 466ec6b22a51f0a9d618f6091ce6f9f533118280 Mon Sep 17 00:00:00 2001
From: Steve Klebanoff <steve.klebanoff@gmail.com>
Date: Wed, 16 Jan 2019 14:16:49 -0800
Subject: Change LiquidityForAssetData to return a BigNumber instead of a
 number to avoid losing precision

---
 packages/asset-buyer/src/utils/calculate_liquidity.ts | 4 ++--
 1 file changed, 2 insertions(+), 2 deletions(-)

(limited to 'packages/asset-buyer/src/utils')

diff --git a/packages/asset-buyer/src/utils/calculate_liquidity.ts b/packages/asset-buyer/src/utils/calculate_liquidity.ts
index 910c756ac..a8d165b4b 100644
--- a/packages/asset-buyer/src/utils/calculate_liquidity.ts
+++ b/packages/asset-buyer/src/utils/calculate_liquidity.ts
@@ -28,7 +28,7 @@ export const calculateLiquidity = (ordersAndFillableAmounts: OrdersAndFillableAm
 
     // Turn into regular numbers
     return {
-        tokensAvailableInBaseUnits: liquidityInBigNumbers.tokensAvailableInBaseUnits.toNumber(),
-        ethValueAvailableInWei: liquidityInBigNumbers.ethValueAvailableInWei.toNumber(),
+        tokensAvailableInBaseUnits: liquidityInBigNumbers.tokensAvailableInBaseUnits,
+        ethValueAvailableInWei: liquidityInBigNumbers.ethValueAvailableInWei,
     };
 };
-- 
cgit v1.2.3