import { ContractWrappers } from '@0xproject/contract-wrappers';
import { schemas } from '@0xproject/json-schemas';
import { SignedOrder } from '@0xproject/order-utils';
import { BigNumber } from '@0xproject/utils';
import { Web3Wrapper } from '@0xproject/web3-wrapper';
import { Provider } from 'ethereum-types';
import * as _ from 'lodash';
import { constants } from './constants';
import { BasicOrderProvider } from './order_providers/basic_order_provider';
import { StandardRelayerAPIOrderProvider } from './order_providers/standard_relayer_api_order_provider';
import {
AssetBuyerError,
AssetBuyerOrdersAndFillableAmounts,
BuyQuote,
BuyQuoteRequestOpts,
OrderProvider,
OrderProviderResponse,
} from './types';
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';
export class AssetBuyer {
public readonly provider: Provider;
public readonly assetData: string;
public readonly orderProvider: OrderProvider;
public readonly networkId: number;
public readonly orderRefreshIntervalMs: number;
public readonly expiryBufferSeconds: number;
private readonly _contractWrappers: ContractWrappers;
private _lastRefreshTimeIfExists?: number;
private _currentOrdersAndFillableAmountsIfExists?: AssetBuyerOrdersAndFillableAmounts;
/**
* Instantiates a new AssetBuyer instance given existing liquidity in the form of orders and feeOrders.
* @param provider The Provider instance you would like to use for interacting with the Ethereum network.
* @param orders A non-empty array of objects that conform to SignedOrder. All orders must have the same makerAssetData and takerAssetData (WETH).
* @param feeOrders A array of objects that conform to SignedOrder. All orders must have the same makerAssetData (ZRX) and takerAssetData (WETH). Defaults to an empty array.
* @param networkId The ethereum network id. Defaults to 1 (mainnet).
* @param orderRefreshIntervalMs The interval in ms that getBuyQuoteAsync should trigger an refresh of orders and order states. Defaults to 10000ms (10s).
* @param expiryBufferSeconds The number of seconds to add when calculating whether an order is expired or not. Defaults to 15s.
*
* @return An instance of AssetBuyer
*/
public static getAssetBuyerForProvidedOrders(
provider: Provider,
orders: SignedOrder[],
feeOrders: SignedOrder[] = [],
networkId: number = constants.MAINNET_NETWORK_ID,
orderRefreshIntervalMs: number = constants.DEFAULT_ORDER_REFRESH_INTERVAL_MS,
expiryBufferSeconds: number = constants.DEFAULT_EXPIRY_BUFFER_SECONDS,
): AssetBuyer {
assert.isWeb3Provider('provider', provider);
assert.doesConformToSchema('orders', orders, schemas.signedOrdersSchema);
assert.doesConformToSchema('feeOrders', feeOrders, schemas.signedOrdersSchema);
assert.isNumber('networkId', networkId);
assert.isNumber('orderRefreshIntervalMs', orderRefreshIntervalMs);
assert.areValidProvidedOrders('orders', orders);
assert.areValidProvidedOrders('feeOrders', feeOrders);
assert.assert(orders.length !== 0, `Expected orders to contain at least one order`);
const assetData = orders[0].makerAssetData;
const orderProvider = new BasicOrderProvider(_.concat(orders, feeOrders));
const assetBuyer = new AssetBuyer(
provider,
assetData,
orderProvider,
networkId,
orderRefreshIntervalMs,
expiryBufferSeconds,
);
return assetBuyer;
}
/**
* Instantiates a new AssetBuyer instance given the desired assetData and a [Standard Relayer API](https://github.com/0xProject/standard-relayer-api) endpoint
* @param provider The Provider instance you would like to use for interacting with the Ethereum network.
* @param assetData The assetData that identifies the desired asset to buy.
* @param sraApiUrl The standard relayer API base HTTP url you would like to source orders from.
* @param networkId The ethereum network id. Defaults to 1 (mainnet).
* @param orderRefreshIntervalMs The interval in ms that getBuyQuoteAsync should trigger an refresh of orders and order states. Defaults to 10000ms (10s).
* @param expiryBufferSeconds The number of seconds to add when calculating whether an order is expired or not. Defaults to 15s.
*
* @return An instance of AssetBuyer
*/
public static getAssetBuyerForAssetData(
provider: Provider,
assetData: string,
sraApiUrl: string,
networkId: number = constants.MAINNET_NETWORK_ID,
orderRefreshIntervalMs: number = constants.DEFAULT_ORDER_REFRESH_INTERVAL_MS,
expiryBufferSeconds: number = constants.DEFAULT_EXPIRY_BUFFER_SECONDS,
): AssetBuyer {
assert.isWeb3Provider('provider', provider);
assert.isHexString('assetData', assetData);
assert.isWebUri('sraApiUrl', sraApiUrl);
assert.isNumber('networkId', networkId);
assert.isNumber('orderRefreshIntervalMs', orderRefreshIntervalMs);
const orderProvider = new StandardRelayerAPIOrderProvider(sraApiUrl);
const assetBuyer = new AssetBuyer(
provider,
assetData,
orderProvider,
networkId,
orderRefreshIntervalMs,
expiryBufferSeconds,
);
return assetBuyer;
}
/**
* Instantiates a new AssetBuyer instance given the desired ERC20 token address and a [Standard Relayer API](https://github.com/0xProject/standard-relayer-api) endpoint
* @param provider The Provider instance you would like to use for interacting with the Ethereum network.
* @param tokenAddress The ERC20 token address that identifies the desired asset to buy.
* @param sraApiUrl The standard relayer API base HTTP url you would like to source orders from.
* @param networkId The ethereum network id. Defaults to 1 (mainnet).
* @param orderRefreshIntervalMs The interval in ms that getBuyQuoteAsync should trigger an refresh of orders and order states. Defaults to 10000ms (10s).
* @param expiryBufferSeconds The number of seconds to add when calculating whether an order is expired or not. Defaults to 15s.
* @return An instance of AssetBuyer
*/
public static getAssetBuyerForERC20TokenAddress(
provider: Provider,
tokenAddress: string,
sraApiUrl: string,
networkId: number = constants.MAINNET_NETWORK_ID,
orderRefreshIntervalMs: number = constants.DEFAULT_ORDER_REFRESH_INTERVAL_MS,
expiryBufferSeconds: number = constants.DEFAULT_EXPIRY_BUFFER_SECONDS,
): AssetBuyer {
assert.isWeb3Provider('provider', provider);
assert.isETHAddressHex('tokenAddress', tokenAddress);
assert.isWebUri('sraApiUrl', sraApiUrl);
assert.isNumber('networkId', networkId);
assert.isNumber('orderRefreshIntervalMs', orderRefreshIntervalMs);
const assetData = assetDataUtils.encodeERC20AssetData(tokenAddress);
const assetBuyer = AssetBuyer.getAssetBuyerForAssetData(
provider,
assetData,
sraApiUrl,
networkId,
orderRefreshIntervalMs,
expiryBufferSeconds,
);
return assetBuyer;
}
/**
* Instantiates a new AssetBuyer instance
* @param provider The Provider instance you would like to use for interacting with the Ethereum network.
* @param assetData The assetData of the desired asset to buy (for more info: https://github.com/0xProject/0x-protocol-specification/blob/master/v2/v2-specification.md).
* @param orderProvider An object that conforms to OrderProvider, see type for definition.
* @param networkId The ethereum network id. Defaults to 1 (mainnet).
* @param orderRefreshIntervalMs The interval in ms that getBuyQuoteAsync should trigger an refresh of orders and order states. Defaults to 10000ms (10s).
* @param expiryBufferSeconds The number of seconds to add when calculating whether an order is expired or not. Defaults to 15s.
*
* @return An instance of AssetBuyer
*/
constructor(
provider: Provider,
assetData: string,
orderProvider: OrderProvider,
networkId: number = constants.MAINNET_NETWORK_ID,
orderRefreshIntervalMs: number = constants.DEFAULT_ORDER_REFRESH_INTERVAL_MS,
expiryBufferSeconds: number = constants.DEFAULT_EXPIRY_BUFFER_SECONDS,
) {
assert.isWeb3Provider('provider', provider);
assert.isString('assetData', assetData);
assert.isValidOrderProvider('orderProvider', orderProvider);
assert.isNumber('networkId', networkId);
assert.isNumber('orderRefreshIntervalMs', orderRefreshIntervalMs);
this.provider = provider;
this.assetData = assetData;
this.orderProvider = orderProvider;
this.networkId = networkId;
this.expiryBufferSeconds = expiryBufferSeconds;
this.orderRefreshIntervalMs = orderRefreshIntervalMs;
this._contractWrappers = new ContractWrappers(this.provider, {
networkId,
});
}
/**
* Get a `BuyQuote` containing all information relevant to fulfilling a buy.
* You can then pass the `BuyQuote` to `executeBuyQuoteAsync` to execute the buy.
* @param assetBuyAmount The amount of asset to buy.
* @param feePercentage The affiliate fee percentage. Defaults to 0.
* @param forceOrderRefresh If set to true, new orders and state will be fetched instead of waiting for
* the next orderRefreshIntervalMs. Defaults to false.
* @return An object that conforms to BuyQuote that satisfies the request. See type definition for more information.
*/
public async getBuyQuoteAsync(assetBuyAmount: BigNumber, options: Partial<BuyQuoteRequestOpts>): Promise<BuyQuote> {
const { feePercentage, shouldForceOrderRefresh, slippagePercentage } = {
...options,
...constants.DEFAULT_BUY_QUOTE_REQUEST_OPTS,
};
assert.isBigNumber('assetBuyAmount', assetBuyAmount);
assert.isValidPercentage('feePercentage', feePercentage);
assert.isBoolean('shouldForceOrderRefresh', shouldForceOrderRefresh);
// we should refresh if:
// we do not have any orders OR
// we are forced to OR
// we have some last refresh time AND that time was sufficiently long ago
const shouldRefresh =
_.isUndefined(this._currentOrdersAndFillableAmountsIfExists) ||
shouldForceOrderRefresh ||
(!_.isUndefined(this._lastRefreshTimeIfExists) &&
this._lastRefreshTimeIfExists + this.orderRefreshIntervalMs < Date.now());
let ordersAndFillableAmounts: AssetBuyerOrdersAndFillableAmounts;
if (shouldRefresh) {
ordersAndFillableAmounts = await this._getLatestOrdersAndFillableAmountsAsync();
this._lastRefreshTimeIfExists = Date.now();
this._currentOrdersAndFillableAmountsIfExists = ordersAndFillableAmounts;
} else {
// it is safe to cast to AssetBuyerOrdersAndFillableAmounts because shouldRefresh catches the undefined case above
ordersAndFillableAmounts = this
._currentOrdersAndFillableAmountsIfExists as AssetBuyerOrdersAndFillableAmounts;
}
const buyQuote = buyQuoteCalculator.calculate(
ordersAndFillableAmounts,
assetBuyAmount,
feePercentage,
slippagePercentage,
);
return buyQuote;
}
/**
* 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> {
assert.isValidBuyQuote('buyQuote', buyQuote);
if (!_.isUndefined(rate)) {
assert.isBigNumber('rate', rate);
}
if (!_.isUndefined(takerAddress)) {
assert.isETHAddressHex('takerAddress', takerAddress);
}
assert.isETHAddressHex('feeRecipient', feeRecipient);
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;
}
/**
* Ask the order Provider for orders and process them.
*/
private async _getLatestOrdersAndFillableAmountsAsync(): Promise<AssetBuyerOrdersAndFillableAmounts> {
const etherTokenAssetData = this._getEtherTokenAssetDataOrThrow();
const zrxTokenAssetData = this._getZrxTokenAssetDataOrThrow();
// construct order Provider requests
const targetOrderProviderRequest = {
makerAssetData: this.assetData,
takerAssetData: etherTokenAssetData,
networkId: this.networkId,
};
const feeOrderProviderRequest = {
makerAssetData: zrxTokenAssetData,
takerAssetData: etherTokenAssetData,
networkId: this.networkId,
};
const requests = [targetOrderProviderRequest, feeOrderProviderRequest];
// fetch orders and possible fillable amounts
const [targetOrderProviderResponse, feeOrderProviderResponse] = await Promise.all(
_.map(requests, async request => this.orderProvider.getOrdersAsync(request)),
);
// since the order provider is an injected dependency, validate that it respects the API
// ie. it should only return maker/taker assetDatas that are specified
orderProviderResponseProcessor.throwIfInvalidResponse(targetOrderProviderResponse, targetOrderProviderRequest);
orderProviderResponseProcessor.throwIfInvalidResponse(feeOrderProviderResponse, feeOrderProviderRequest);
// process the responses into one object
const ordersAndFillableAmounts = await orderProviderResponseProcessor.processAsync(
targetOrderProviderResponse,
feeOrderProviderResponse,
zrxTokenAssetData,
this.expiryBufferSeconds,
this._contractWrappers.orderValidator,
);
return ordersAndFillableAmounts;
}
/**
* Get the assetData that represents the WETH token.
* Will throw if WETH does not exist for the current network.
*/
private _getEtherTokenAssetDataOrThrow(): string {
return assetDataUtils.getEtherTokenAssetDataOrThrow(this._contractWrappers);
}
/**
* Get the assetData that represents the ZRX token.
* Will throw if ZRX does not exist for the current network.
*/
private _getZrxTokenAssetDataOrThrow(): string {
return assetDataUtils.getZrxTokenAssetDataOrThrow(this._contractWrappers);
}
}
