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authorBrandon Millman <brandon@0xproject.com>2018-10-10 09:15:33 +0800
committerGitHub <noreply@github.com>2018-10-10 09:15:33 +0800
commitafb34da72978b5272cfb5a235498e483c72556bc (patch)
treefce86678fa990f238aa54860c5470ebd75cf4a53
parent402089db4e1776c826119ed3555c05f61c198953 (diff)
parent8155d311af04339c105f1a29b74f1ddbced85197 (diff)
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Merge pull request #1116 from 0xProject/feature/asset-buyer/api-tweaks
[asset-buyer] Fix order expiration calc bug and expose gas options to executeBuyQuote
-rw-r--r--packages/asset-buyer/CHANGELOG.json8
-rw-r--r--packages/asset-buyer/src/asset_buyer.ts6
-rw-r--r--packages/asset-buyer/src/constants.ts2
-rw-r--r--packages/asset-buyer/src/types.ts6
-rw-r--r--packages/asset-buyer/src/utils/buy_quote_calculator.ts10
-rw-r--r--packages/asset-buyer/src/utils/order_utils.ts2
-rw-r--r--packages/asset-buyer/test/buy_quote_calculator_test.ts24
7 files changed, 40 insertions, 18 deletions
diff --git a/packages/asset-buyer/CHANGELOG.json b/packages/asset-buyer/CHANGELOG.json
index d50a564dc..dbb801b69 100644
--- a/packages/asset-buyer/CHANGELOG.json
+++ b/packages/asset-buyer/CHANGELOG.json
@@ -1,5 +1,13 @@
[
{
+ "version": "2.1.0",
+ "changes": [
+ {
+ "note": "Add `gasLimit` and `gasPrice` as optional properties on `BuyQuoteExecutionOpts`"
+ }
+ ]
+ },
+ {
"version": "2.0.0",
"changes": [
{
diff --git a/packages/asset-buyer/src/asset_buyer.ts b/packages/asset-buyer/src/asset_buyer.ts
index 7ec39e012..50343efde 100644
--- a/packages/asset-buyer/src/asset_buyer.ts
+++ b/packages/asset-buyer/src/asset_buyer.ts
@@ -183,7 +183,7 @@ export class AssetBuyer {
buyQuote: BuyQuote,
options: Partial<BuyQuoteExecutionOpts> = {},
): Promise<string> {
- const { ethAmount, takerAddress, feeRecipient } = {
+ const { ethAmount, takerAddress, feeRecipient, gasLimit, gasPrice } = {
...constants.DEFAULT_BUY_QUOTE_EXECUTION_OPTS,
...options,
};
@@ -219,6 +219,10 @@ export class AssetBuyer {
feeOrders,
feePercentage,
feeRecipient,
+ {
+ gasLimit,
+ gasPrice,
+ },
);
return txHash;
}
diff --git a/packages/asset-buyer/src/constants.ts b/packages/asset-buyer/src/constants.ts
index e1056e39b..e095dee06 100644
--- a/packages/asset-buyer/src/constants.ts
+++ b/packages/asset-buyer/src/constants.ts
@@ -8,7 +8,7 @@ const MAINNET_NETWORK_ID = 1;
const DEFAULT_ASSET_BUYER_OPTS: AssetBuyerOpts = {
networkId: MAINNET_NETWORK_ID,
orderRefreshIntervalMs: 10000, // 10 seconds
- expiryBufferSeconds: 15,
+ expiryBufferSeconds: 300, // 5 minutes
};
const DEFAULT_BUY_QUOTE_REQUEST_OPTS: BuyQuoteRequestOpts = {
diff --git a/packages/asset-buyer/src/types.ts b/packages/asset-buyer/src/types.ts
index b96795bb6..6218f4ba4 100644
--- a/packages/asset-buyer/src/types.ts
+++ b/packages/asset-buyer/src/types.ts
@@ -77,18 +77,22 @@ export interface BuyQuoteRequestOpts {
/**
* ethAmount: The desired amount of eth to spend. Defaults to buyQuote.worstCaseQuoteInfo.totalEthAmount.
* takerAddress: The address to perform the buy. Defaults to the first available address from the provider.
+ * gasLimit: The amount of gas to send with a transaction (in Gwei). Defaults to an eth_estimateGas rpc call.
+ * gasPrice: Gas price in Wei to use for a transaction
* feeRecipient: The address where affiliate fees are sent. Defaults to null address (0x000...000).
*/
export interface BuyQuoteExecutionOpts {
ethAmount?: BigNumber;
takerAddress?: string;
+ gasLimit?: number;
+ gasPrice?: BigNumber;
feeRecipient: string;
}
/**
* networkId: The ethereum network id. Defaults to 1 (mainnet).
* orderRefreshIntervalMs: The interval in ms that getBuyQuoteAsync should trigger an refresh of orders and order states. Defaults to 10000ms (10s).
- * expiryBufferSeconds: The number of seconds to add when calculating whether an order is expired or not. Defaults to 15s.
+ * expiryBufferSeconds: The number of seconds to add when calculating whether an order is expired or not. Defaults to 300s (5m).
*/
export interface AssetBuyerOpts {
networkId: number;
diff --git a/packages/asset-buyer/src/utils/buy_quote_calculator.ts b/packages/asset-buyer/src/utils/buy_quote_calculator.ts
index cb0fd128c..a1d334eef 100644
--- a/packages/asset-buyer/src/utils/buy_quote_calculator.ts
+++ b/packages/asset-buyer/src/utils/buy_quote_calculator.ts
@@ -72,7 +72,6 @@ export const buyQuoteCalculator = {
assetBuyAmount,
feePercentage,
);
-
return {
assetData,
orders: resultOrders,
@@ -98,13 +97,14 @@ function calculateQuoteInfo(
);
// find the total eth needed to buy fees
const ethAmountToBuyFees = findEthAmountNeededToBuyFees(feeOrdersAndFillableAmounts, zrxAmountToBuyAsset);
- const ethAmountBeforeAffiliateFee = ethAmountToBuyAsset.plus(ethAmountToBuyFees);
- const totalEthAmount = ethAmountBeforeAffiliateFee.mul(feePercentage + 1);
+ const affiliateFeeEthAmount = ethAmountToBuyAsset.mul(feePercentage);
+ const totalEthAmountWithoutAffiliateFee = ethAmountToBuyAsset.plus(ethAmountToBuyFees);
+ const totalEthAmount = totalEthAmountWithoutAffiliateFee.plus(affiliateFeeEthAmount);
// divide into the assetBuyAmount in order to find rate of makerAsset / WETH
- const ethPerAssetPrice = ethAmountBeforeAffiliateFee.div(assetBuyAmount);
+ const ethPerAssetPrice = totalEthAmountWithoutAffiliateFee.div(assetBuyAmount);
return {
totalEthAmount,
- feeEthAmount: totalEthAmount.minus(ethAmountBeforeAffiliateFee),
+ feeEthAmount: affiliateFeeEthAmount,
ethPerAssetPrice,
};
}
diff --git a/packages/asset-buyer/src/utils/order_utils.ts b/packages/asset-buyer/src/utils/order_utils.ts
index 62166eb76..cfc13a8a1 100644
--- a/packages/asset-buyer/src/utils/order_utils.ts
+++ b/packages/asset-buyer/src/utils/order_utils.ts
@@ -10,7 +10,7 @@ export const orderUtils = {
willOrderExpire(order: SignedOrder, secondsFromNow: number): boolean {
const millisecondsInSecond = 1000;
const currentUnixTimestampSec = new BigNumber(Date.now() / millisecondsInSecond).round();
- return order.expirationTimeSeconds.lessThan(currentUnixTimestampSec.minus(secondsFromNow));
+ return order.expirationTimeSeconds.lessThan(currentUnixTimestampSec.plus(secondsFromNow));
},
calculateRemainingMakerAssetAmount(order: SignedOrder, remainingTakerAssetAmount: BigNumber): BigNumber {
if (remainingTakerAssetAmount.eq(0)) {
diff --git a/packages/asset-buyer/test/buy_quote_calculator_test.ts b/packages/asset-buyer/test/buy_quote_calculator_test.ts
index b987b45a8..fda6958cd 100644
--- a/packages/asset-buyer/test/buy_quote_calculator_test.ts
+++ b/packages/asset-buyer/test/buy_quote_calculator_test.ts
@@ -103,9 +103,11 @@ describe('buyQuoteCalculator', () => {
expect(buyQuote.feeOrders).to.deep.equal([smallFeeOrderAndFillableAmount.orders[0]]);
// test if rates are correct
// 50 eth to fill the first order + 100 eth for fees
- const expectedFillEthAmount = new BigNumber(150);
- const expectedTotalEthAmount = expectedFillEthAmount.mul(feePercentage + 1);
- const expectedFeeEthAmount = expectedTotalEthAmount.minus(expectedFillEthAmount);
+ const expectedEthAmountForAsset = new BigNumber(50);
+ const expectedEthAmountForZrxFees = new BigNumber(100);
+ const expectedFillEthAmount = expectedEthAmountForAsset.plus(expectedEthAmountForZrxFees);
+ const expectedFeeEthAmount = expectedEthAmountForAsset.mul(feePercentage);
+ const expectedTotalEthAmount = expectedFillEthAmount.plus(expectedFeeEthAmount);
const expectedEthPerAssetPrice = expectedFillEthAmount.div(assetBuyAmount);
expect(buyQuote.bestCaseQuoteInfo.feeEthAmount).to.bignumber.equal(expectedFeeEthAmount);
expect(buyQuote.bestCaseQuoteInfo.totalEthAmount).to.bignumber.equal(expectedTotalEthAmount);
@@ -138,17 +140,21 @@ describe('buyQuoteCalculator', () => {
expect(buyQuote.feeOrders).to.deep.equal(allFeeOrdersAndFillableAmounts.orders);
// test if rates are correct
// 50 eth to fill the first order + 100 eth for fees
- const expectedFillEthAmount = new BigNumber(150);
- const expectedTotalEthAmount = expectedFillEthAmount.mul(feePercentage + 1);
- const expectedFeeEthAmount = expectedTotalEthAmount.minus(expectedFillEthAmount);
+ const expectedEthAmountForAsset = new BigNumber(50);
+ const expectedEthAmountForZrxFees = new BigNumber(100);
+ const expectedFillEthAmount = expectedEthAmountForAsset.plus(expectedEthAmountForZrxFees);
+ const expectedFeeEthAmount = expectedEthAmountForAsset.mul(feePercentage);
+ const expectedTotalEthAmount = expectedFillEthAmount.plus(expectedFeeEthAmount);
const expectedEthPerAssetPrice = expectedFillEthAmount.div(assetBuyAmount);
expect(buyQuote.bestCaseQuoteInfo.feeEthAmount).to.bignumber.equal(expectedFeeEthAmount);
expect(buyQuote.bestCaseQuoteInfo.totalEthAmount).to.bignumber.equal(expectedTotalEthAmount);
expect(buyQuote.bestCaseQuoteInfo.ethPerAssetPrice).to.bignumber.equal(expectedEthPerAssetPrice);
// 100 eth to fill the first order + 200 eth for fees
- const expectedWorstFillEthAmount = new BigNumber(300);
- const expectedWorstTotalEthAmount = expectedWorstFillEthAmount.mul(feePercentage + 1);
- const expectedWorstFeeEthAmount = expectedWorstTotalEthAmount.minus(expectedWorstFillEthAmount);
+ const expectedWorstEthAmountForAsset = new BigNumber(100);
+ const expectedWorstEthAmountForZrxFees = new BigNumber(200);
+ const expectedWorstFillEthAmount = expectedWorstEthAmountForAsset.plus(expectedWorstEthAmountForZrxFees);
+ const expectedWorstFeeEthAmount = expectedWorstEthAmountForAsset.mul(feePercentage);
+ const expectedWorstTotalEthAmount = expectedWorstFillEthAmount.plus(expectedWorstFeeEthAmount);
const expectedWorstEthPerAssetPrice = expectedWorstFillEthAmount.div(assetBuyAmount);
expect(buyQuote.worstCaseQuoteInfo.feeEthAmount).to.bignumber.equal(expectedWorstFeeEthAmount);
expect(buyQuote.worstCaseQuoteInfo.totalEthAmount).to.bignumber.equal(expectedWorstTotalEthAmount);