import { ContractWrappers } from '@0x/contract-wrappers';
import { schemas } from '@0x/json-schemas';
import { SignedOrder } from '@0x/order-utils';
import { ObjectMap } from '@0x/types';
import { BigNumber } from '@0x/utils';
import { Web3Wrapper } from '@0x/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,
AssetBuyerOpts,
BuyQuote,
BuyQuoteExecutionOpts,
BuyQuoteRequestOpts,
OrderProvider,
OrderProviderResponse,
OrdersAndFillableAmounts,
} 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';
interface OrdersEntry {
ordersAndFillableAmounts: OrdersAndFillableAmounts;
lastRefreshTime: number;
}
export class AssetBuyer {
public readonly provider: Provider;
public readonly orderProvider: OrderProvider;
public readonly networkId: number;
public readonly orderRefreshIntervalMs: number;
public readonly expiryBufferSeconds: number;
private readonly _contractWrappers: ContractWrappers;
// cache of orders along with the time last updated keyed by assetData
private readonly _ordersEntryMap: ObjectMap<OrdersEntry> = {};
/**
* 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 options Initialization options for the AssetBuyer. See type definition for details.
*
* @return An instance of AssetBuyer
*/
public static getAssetBuyerForProvidedOrders(
provider: Provider,
orders: SignedOrder[],
feeOrders: SignedOrder[] = [],
options: Partial<AssetBuyerOpts> = {},
): AssetBuyer {
assert.isWeb3Provider('provider', provider);
assert.doesConformToSchema('orders', orders, schemas.signedOrdersSchema);
assert.doesConformToSchema('feeOrders', feeOrders, schemas.signedOrdersSchema);
assert.areValidProvidedOrders('orders', orders);
assert.areValidProvidedOrders('feeOrders', feeOrders);
assert.assert(orders.length !== 0, `Expected orders to contain at least one order`);
const orderProvider = new BasicOrderProvider(_.concat(orders, feeOrders));
const assetBuyer = new AssetBuyer(provider, orderProvider, options);
return assetBuyer;
}
/**
* Instantiates a new AssetBuyer instance given 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 sraApiUrl The standard relayer API base HTTP url you would like to source orders from.
* @param options Initialization options for the AssetBuyer. See type definition for details.
*
* @return An instance of AssetBuyer
*/
public static getAssetBuyerForStandardRelayerAPIUrl(
provider: Provider,
sraApiUrl: string,
options: Partial<AssetBuyerOpts> = {},
): AssetBuyer {
assert.isWeb3Provider('provider', provider);
assert.isWebUri('sraApiUrl', sraApiUrl);
const orderProvider = new StandardRelayerAPIOrderProvider(sraApiUrl);
const assetBuyer = new AssetBuyer(provider, orderProvider, options);
return assetBuyer;
}
/**
* Instantiates a new AssetBuyer instance
* @param provider The Provider instance you would like to use for interacting with the Ethereum network.
* @param orderProvider An object that conforms to OrderProvider, see type for definition.
* @param options Initialization options for the AssetBuyer. See type definition for details.
*
* @return An instance of AssetBuyer
*/
constructor(provider: Provider, orderProvider: OrderProvider, options: Partial<AssetBuyerOpts> = {}) {
const { networkId, orderRefreshIntervalMs, expiryBufferSeconds } = {
...constants.DEFAULT_ASSET_BUYER_OPTS,
...options,
};
assert.isWeb3Provider('provider', provider);
assert.isValidOrderProvider('orderProvider', orderProvider);
assert.isNumber('networkId', networkId);
assert.isNumber('orderRefreshIntervalMs', orderRefreshIntervalMs);
assert.isNumber('expiryBufferSeconds', expiryBufferSeconds);
this.provider = provider;
this.orderProvider = orderProvider;
this.networkId = networkId;
this.orderRefreshIntervalMs = orderRefreshIntervalMs;
this.expiryBufferSeconds = expiryBufferSeconds;
this._contractWrappers = new ContractWrappers(this.provider, {
networkId,
});
}
/**
* Get a `BuyQuote` containing all information relevant to fulfilling a buy given a desired assetData.
* You can then pass the `BuyQuote` to `executeBuyQuoteAsync` to execute the buy.
* @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 assetBuyAmount The amount of asset to buy.
* @param options Options for the request. See type definition for more information.
*
* @return An object that conforms to BuyQuote that satisfies the request. See type definition for more information.
*/
public async getBuyQuoteAsync(
assetData: string,
assetBuyAmount: BigNumber,
options: Partial<BuyQuoteRequestOpts> = {},
): Promise<BuyQuote> {
const { feePercentage, shouldForceOrderRefresh, slippagePercentage } = {
...constants.DEFAULT_BUY_QUOTE_REQUEST_OPTS,
...options,
};
assert.isString('assetData', assetData);
assert.isBigNumber('assetBuyAmount', assetBuyAmount);
assert.isValidPercentage('feePercentage', feePercentage);
assert.isBoolean('shouldForceOrderRefresh', shouldForceOrderRefresh);
assert.isNumber('slippagePercentage', slippagePercentage);
const zrxTokenAssetData = this._getZrxTokenAssetDataOrThrow();
const [ordersAndFillableAmounts, feeOrdersAndFillableAmounts] = await Promise.all([
this._getOrdersAndFillableAmountsAsync(assetData, shouldForceOrderRefresh),
this._getOrdersAndFillableAmountsAsync(zrxTokenAssetData, shouldForceOrderRefresh),
shouldForceOrderRefresh,
]);
if (ordersAndFillableAmounts.orders.length === 0) {
throw new Error(`${AssetBuyerError.AssetUnavailable}: For assetData ${assetData}`);
}
const buyQuote = buyQuoteCalculator.calculate(
ordersAndFillableAmounts,
feeOrdersAndFillableAmounts,
assetBuyAmount,
feePercentage,
slippagePercentage,
);
return buyQuote;
}
/**
* Get a `BuyQuote` containing all information relevant to fulfilling a buy given a desired ERC20 token address.
* You can then pass the `BuyQuote` to `executeBuyQuoteAsync` to execute the buy.
* @param tokenAddress The ERC20 token address.
* @param assetBuyAmount The amount of asset to buy.
* @param options Options for the request. See type definition for more information.
*
* @return An object that conforms to BuyQuote that satisfies the request. See type definition for more information.
*/
public async getBuyQuoteForERC20TokenAddressAsync(
tokenAddress: string,
assetBuyAmount: BigNumber,
options: Partial<BuyQuoteRequestOpts> = {},
): Promise<BuyQuote> {
assert.isETHAddressHex('tokenAddress', tokenAddress);
assert.isBigNumber('assetBuyAmount', assetBuyAmount);
const assetData = assetDataUtils.encodeERC20AssetData(tokenAddress);
const buyQuote = this.getBuyQuoteAsync(assetData, assetBuyAmount, options);
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 options Options for the execution of the BuyQuote. See type definition for more information.
*
* @return A promise of the txHash.
*/
public async executeBuyQuoteAsync(
buyQuote: BuyQuote,
options: Partial<BuyQuoteExecutionOpts> = {},
): Promise<string> {
const { ethAmount, takerAddress, feeRecipient, gasLimit, gasPrice } = {
...constants.DEFAULT_BUY_QUOTE_EXECUTION_OPTS,
...options,
};
assert.isValidBuyQuote('buyQuote', buyQuote);
if (!_.isUndefined(ethAmount)) {
assert.isBigNumber('ethAmount', ethAmount);
}
if (!_.isUndefined(takerAddress)) {
assert.isETHAddressHex('takerAddress', takerAddress);
}
assert.isETHAddressHex('feeRecipient', feeRecipient);
const { orders, feeOrders, feePercentage, assetBuyAmount, worstCaseQuoteInfo } = 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 ethAmount is provided, default to the worst ethAmount from buyQuote
const txHash = await this._contractWrappers.forwarder.marketBuyOrdersWithEthAsync(
orders,
assetBuyAmount,
finalTakerAddress,
ethAmount || worstCaseQuoteInfo.totalEthAmount,
feeOrders,
feePercentage,
feeRecipient,
{
gasLimit,
gasPrice,
},
);
return txHash;
}
/**
* Grab orders from the map, if there is a miss or it is time to refresh, fetch and process the orders
*/
private async _getOrdersAndFillableAmountsAsync(
assetData: string,
shouldForceOrderRefresh: boolean,
): Promise<OrdersAndFillableAmounts> {
// try to get ordersEntry from the map
const ordersEntryIfExists = this._ordersEntryMap[assetData];
// 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(ordersEntryIfExists) ||
shouldForceOrderRefresh ||
// tslint:disable:restrict-plus-operands
ordersEntryIfExists.lastRefreshTime + this.orderRefreshIntervalMs < Date.now();
if (!shouldRefresh) {
const result = ordersEntryIfExists.ordersAndFillableAmounts;
return result;
}
const etherTokenAssetData = this._getEtherTokenAssetDataOrThrow();
const zrxTokenAssetData = this._getZrxTokenAssetDataOrThrow();
// construct orderProvider request
const orderProviderRequest = {
makerAssetData: assetData,
takerAssetData: etherTokenAssetData,
networkId: this.networkId,
};
const request = orderProviderRequest;
// get provider response
const response = await 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(response, request);
// process the responses into one object
const isMakerAssetZrxToken = assetData === zrxTokenAssetData;
const ordersAndFillableAmounts = await orderProviderResponseProcessor.processAsync(
response,
isMakerAssetZrxToken,
this.expiryBufferSeconds,
this._contractWrappers.orderValidator,
);
const lastRefreshTime = Date.now();
const updatedOrdersEntry = {
ordersAndFillableAmounts,
lastRefreshTime,
};
this._ordersEntryMap[assetData] = updatedOrdersEntry;
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.getEtherTokenAssetData(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 this._contractWrappers.exchange.getZRXAssetData();
}
}
