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import { ContractWrappers } from '@0xproject/contract-wrappers';
import { marketUtils } from '@0xproject/order-utils';
import { SignedOrder } from '@0xproject/types';
import { BigNumber } from '@0xproject/utils';
import { Web3Wrapper } from '@0xproject/web3-wrapper';
import * as _ from 'lodash';
import { Provider } from 'ethereum-types';
import { constants } from '../constants';
import { AssetBuyerError, BuyQuote, BuyQuoteRequest } from '../types';
const SLIPPAGE_PERCENTAGE = new BigNumber(0.2); // 20% slippage protection, possibly move this into request interface
export interface AssetBuyerConfig {
orders: SignedOrder[];
feeOrders: SignedOrder[];
remainingFillableMakerAssetAmounts?: BigNumber[];
remainingFillableFeeAmounts?: BigNumber[];
networkId?: number;
}
export class AssetBuyer {
public readonly provider: Provider;
public readonly config: AssetBuyerConfig;
private _contractWrappers: ContractWrappers;
constructor(provider: Provider, config: AssetBuyerConfig) {
this.provider = provider;
this.config = config;
const networkId = this.config.networkId || constants.MAINNET_NETWORK_ID;
this._contractWrappers = new ContractWrappers(this.provider, {
networkId,
});
}
/**
* Given a BuyQuoteRequest, returns a BuyQuote containing all information relevant to fulfilling the buy. Pass the BuyQuote
* to executeBuyQuoteAsync to execute the buy.
* @param buyQuoteRequest An object that conforms to BuyQuoteRequest. See type definition for more information.
* @return An object that conforms to BuyQuote that satisfies the request. See type definition for more information.
*/
public getBuyQuote(buyQuoteRequest: BuyQuoteRequest): BuyQuote {
const { assetBuyAmount, feePercentage } = buyQuoteRequest;
const { orders, feeOrders, remainingFillableMakerAssetAmounts, remainingFillableFeeAmounts } = this.config;
// TODO: optimization
// make the slippage percentage customizable
const slippageBufferAmount = assetBuyAmount.mul(SLIPPAGE_PERCENTAGE).round();
const { resultOrders, remainingFillAmount } = marketUtils.findOrdersThatCoverMakerAssetFillAmount(
orders,
assetBuyAmount,
{
remainingFillableMakerAssetAmounts,
slippageBufferAmount,
},
);
if (remainingFillAmount.gt(constants.ZERO_AMOUNT)) {
throw new Error(AssetBuyerError.InsufficientAssetLiquidity);
}
// TODO: optimization
// update this logic to find the minimum amount of feeOrders to cover the worst case as opposed to
// finding order that cover all fees, this will help with estimating ETH and minimizing gas usage
const { resultFeeOrders, remainingFeeAmount } = marketUtils.findFeeOrdersThatCoverFeesForTargetOrders(
resultOrders,
feeOrders,
{
remainingFillableMakerAssetAmounts,
remainingFillableFeeAmounts,
},
);
if (remainingFeeAmount.gt(constants.ZERO_AMOUNT)) {
throw new Error(AssetBuyerError.InsufficientZrxLiquidity);
}
const assetData = orders[0].makerAssetData;
// TODO: critical
// calculate minRate and maxRate by calculating min and max eth usage and then dividing into
// assetBuyAmount to get assetData / WETH
return {
assetData,
orders: resultOrders,
feeOrders: resultFeeOrders,
minRate: constants.ZERO_AMOUNT,
maxRate: constants.ZERO_AMOUNT,
assetBuyAmount,
feePercentage,
};
}
/**
* 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.
* @param rate The desired rate to execute the buy at. Affects the amount of ETH sent with the transaction, defaults to buyQuote.maxRate.
* @param takerAddress The address to perform the buy. Defaults to the first available address from the provider.
* @param feeRecipient The address where affiliate fees are sent. Defaults to null address (0x000...000).
* @return A promise of the txHash.
*/
public async executeBuyQuoteAsync(
buyQuote: BuyQuote,
rate?: BigNumber,
takerAddress?: string,
feeRecipient: string = constants.NULL_ADDRESS,
): Promise<string> {
const { orders, feeOrders, feePercentage, assetBuyAmount, maxRate } = buyQuote;
// if no takerAddress is provided, try to get one from the provider
let finalTakerAddress;
if (!_.isUndefined(takerAddress)) {
finalTakerAddress = takerAddress;
} else {
const web3Wrapper = new Web3Wrapper(this.provider);
const availableAddresses = await web3Wrapper.getAvailableAddressesAsync();
const firstAvailableAddress = _.head(availableAddresses);
if (!_.isUndefined(firstAvailableAddress)) {
finalTakerAddress = firstAvailableAddress;
} else {
throw new Error(AssetBuyerError.NoAddressAvailable);
}
}
// if no rate is provided, default to the maxRate from buyQuote
const desiredRate = rate || maxRate;
// calculate how much eth is required to buy assetBuyAmount at the desired rate
const ethAmount = assetBuyAmount.dividedToIntegerBy(desiredRate);
const txHash = await this._contractWrappers.forwarder.marketBuyOrdersWithEthAsync(
orders,
assetBuyAmount,
finalTakerAddress,
ethAmount,
feeOrders,
feePercentage,
feeRecipient,
);
return txHash;
}
}
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