Move packages/forwarder-helper into packages/asset-buyer

2 files changed, 113 insertions, 0 deletions

diff --git a/packages/asset-buyer/src/utils/forwarder_helper_impl_config_utils.ts b/packages/asset-buyer/src/utils/forwarder_helper_impl_config_utils.ts
new file mode 100644
index 000000000..253384f65
--- /dev/null
+++ b/packages/asset-buyer/src/utils/forwarder_helper_impl_config_utils.ts
@@ -0,0 +1,92 @@
+import { sortingUtils } from '@0xproject/order-utils';
+import { SignedOrder } from '@0xproject/types';
+import { BigNumber } from '@0xproject/utils';
+import * as _ from 'lodash';
+
+import { ForwarderHelperImplConfig } from '../forwarder_helper_impl';
+
+interface SignedOrderWithAmount extends SignedOrder {
+    remainingFillAmount: BigNumber;
+}
+
+export const forwarderHelperImplConfigUtils = {
+    sortedConfig(config: ForwarderHelperImplConfig): ForwarderHelperImplConfig {
+        const { orders, feeOrders, remainingFillableMakerAssetAmounts, remainingFillableFeeAmounts } = config;
+        // TODO: provide a feeRate to the sorting function to more accurately sort based on the current market for ZRX tokens
+        const orderSorter = (ordersToSort: SignedOrder[]) => {
+            return sortingUtils.sortOrdersByFeeAdjustedRate(ordersToSort);
+        };
+        const sortOrdersResult = sortOrdersAndRemainingFillAmounts(
+            orderSorter,
+            orders,
+            remainingFillableMakerAssetAmounts,
+        );
+        const feeOrderSorter = (ordersToSort: SignedOrder[]) => {
+            return sortingUtils.sortFeeOrdersByFeeAdjustedRate(ordersToSort);
+        };
+        const sortFeeOrdersResult = sortOrdersAndRemainingFillAmounts(
+            feeOrderSorter,
+            feeOrders,
+            remainingFillableFeeAmounts,
+        );
+        return {
+            orders: sortOrdersResult.orders,
+            feeOrders: sortFeeOrdersResult.orders,
+            remainingFillableMakerAssetAmounts: sortOrdersResult.remainingFillAmounts,
+            remainingFillableFeeAmounts: sortFeeOrdersResult.remainingFillAmounts,
+        };
+    },
+};
+
+type OrderSorter = (orders: SignedOrder[]) => SignedOrder[];
+
+function sortOrdersAndRemainingFillAmounts(
+    orderSorter: OrderSorter,
+    orders: SignedOrder[],
+    remainingFillAmounts?: BigNumber[],
+): { orders: SignedOrder[]; remainingFillAmounts?: BigNumber[] } {
+    if (!_.isUndefined(remainingFillAmounts)) {
+        // Bundle orders together with their remainingFillAmounts so that we can sort them together
+        const orderWithAmounts = bundleSignedOrderWithAmounts(orders, remainingFillAmounts);
+        // Sort
+        const sortedOrderWithAmounts = orderSorter(orderWithAmounts) as SignedOrderWithAmount[];
+        // Unbundle after sorting
+        const unbundledSortedOrderWithAmounts = unbundleSignedOrderWithAmounts(sortedOrderWithAmounts);
+        return {
+            orders: unbundledSortedOrderWithAmounts.orders,
+            remainingFillAmounts: unbundledSortedOrderWithAmounts.amounts,
+        };
+    } else {
+        const sortedOrders = orderSorter(orders);
+        return {
+            orders: sortedOrders,
+        };
+    }
+}
+
+function bundleSignedOrderWithAmounts(orders: SignedOrder[], amounts: BigNumber[]): SignedOrderWithAmount[] {
+    const ordersAndAmounts = _.map(orders, (order, index) => {
+        return {
+            ...order,
+            remainingFillAmount: amounts[index],
+        };
+    });
+    return ordersAndAmounts;
+}
+
+function unbundleSignedOrderWithAmounts(
+    signedOrderWithAmounts: SignedOrderWithAmount[],
+): { orders: SignedOrder[]; amounts: BigNumber[] } {
+    const orders = _.map(signedOrderWithAmounts, order => {
+        const { remainingFillAmount, ...rest } = order;
+        return rest;
+    });
+    const amounts = _.map(signedOrderWithAmounts, order => {
+        const { remainingFillAmount } = order;
+        return remainingFillAmount;
+    });
+    return {
+        orders,
+        amounts,
+    };
+}
diff --git a/packages/asset-buyer/src/utils/order_utils.ts b/packages/asset-buyer/src/utils/order_utils.ts
new file mode 100644
index 000000000..bb0bdb80f
--- /dev/null
+++ b/packages/asset-buyer/src/utils/order_utils.ts
@@ -0,0 +1,21 @@
+import { SignedOrder } from '@0xproject/types';
+import { BigNumber } from '@0xproject/utils';
+
+import { constants } from '../constants';
+
+export const orderUtils = {
+    isOrderExpired(order: SignedOrder): boolean {
+        const millisecondsInSecond = 1000;
+        const currentUnixTimestampSec = new BigNumber(Date.now() / millisecondsInSecond).round();
+        return order.expirationTimeSeconds.lessThan(currentUnixTimestampSec);
+    },
+    calculateRemainingMakerAssetAmount(order: SignedOrder, remainingTakerAssetAmount: BigNumber): BigNumber {
+        const result = remainingTakerAssetAmount.eq(0)
+            ? constants.ZERO_AMOUNT
+            : remainingTakerAssetAmount.times(order.makerAssetAmount).dividedToIntegerBy(order.takerAssetAmount);
+        return result;
+    },
+    isOpenOrder(order: SignedOrder): boolean {
+        return order.takerAddress === constants.NULL_ADDRESS;
+    },
+};