Flesh out the AssetBuyer class

1 files changed, 60 insertions, 0 deletions

diff --git a/packages/asset-buyer/src/utils/buy_quote_calculator.ts b/packages/asset-buyer/src/utils/buy_quote_calculator.ts
new file mode 100644
index 000000000..e05ab1e55
--- /dev/null
+++ b/packages/asset-buyer/src/utils/buy_quote_calculator.ts
@@ -0,0 +1,60 @@
+import { marketUtils } from '@0xproject/order-utils';
+import { BigNumber } from '@0xproject/utils';
+
+import { constants } from '../constants';
+import { AssetBuyerError, AssetBuyerOrdersAndFillableAmounts, BuyQuote } from '../types';
+
+export const buyQuoteCalculator = {
+    calculate(
+        ordersAndFillableAmounts: AssetBuyerOrdersAndFillableAmounts,
+        assetBuyAmount: BigNumber,
+        feePercentage: number,
+        slippagePercentage: number,
+    ): BuyQuote {
+        const {
+            orders,
+            feeOrders,
+            remainingFillableMakerAssetAmounts,
+            remainingFillableFeeAmounts,
+        } = ordersAndFillableAmounts;
+        const slippageBufferAmount = assetBuyAmount.mul(slippagePercentage).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, needs to take into account feePercentage as well
+        return {
+            assetData,
+            orders: resultOrders,
+            feeOrders: resultFeeOrders,
+            minRate: constants.ZERO_AMOUNT,
+            maxRate: constants.ZERO_AMOUNT,
+            assetBuyAmount,
+            feePercentage,
+        };
+    },
+};