Implement StandardRelayerAPIAssetBuyerManager

7 files changed, 166 insertions, 14 deletions

diff --git a/packages/asset-buyer/src/asset_buyer.ts b/packages/asset-buyer/src/asset_buyer.ts
index 81b46d89a..5f57e3d7f 100644
--- a/packages/asset-buyer/src/asset_buyer.ts
+++ b/packages/asset-buyer/src/asset_buyer.ts
@@ -1,6 +1,6 @@
 import { ContractWrappers } from '@0xproject/contract-wrappers';
 import { schemas } from '@0xproject/json-schemas';
-import { assetDataUtils, SignedOrder } from '@0xproject/order-utils';
+import { SignedOrder } from '@0xproject/order-utils';
 import { BigNumber } from '@0xproject/utils';
 import { Web3Wrapper } from '@0xproject/web3-wrapper';
 import { Provider } from 'ethereum-types';
@@ -19,6 +19,7 @@ import {
 } from './types';
 
 import { assert } from './utils/assert';
+import { assetDataUtils } from './utils/asset_data_utils';
 import { buyQuoteCalculator } from './utils/buy_quote_calculator';
 import { orderFetcherResponseProcessor } from './utils/order_fetcher_response_processor';
 
@@ -284,24 +285,13 @@ export class AssetBuyer {
      * Will throw if WETH does not exist for the current network.
      */
     private _getEtherTokenAssetData(): string {
-        const etherTokenAddressIfExists = this._contractWrappers.etherToken.getContractAddressIfExists();
-        if (_.isUndefined(etherTokenAddressIfExists)) {
-            throw new Error(AssetBuyerError.NoEtherTokenContractFound);
-        }
-        const etherTokenAssetData = assetDataUtils.encodeERC20AssetData(etherTokenAddressIfExists);
-        return etherTokenAssetData;
+        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 _getZrxTokenAssetData(): string {
-        let zrxTokenAssetData: string;
-        try {
-            zrxTokenAssetData = this._contractWrappers.exchange.getZRXAssetData();
-        } catch (err) {
-            throw new Error(AssetBuyerError.NoZrxTokenContractFound);
-        }
-        return zrxTokenAssetData;
+        return assetDataUtils.getZrxTokenAssetData(this._contractWrappers);
     }
 }
diff --git a/packages/asset-buyer/src/constants.ts b/packages/asset-buyer/src/constants.ts
index 701832fd4..0ebe0f8e2 100644
--- a/packages/asset-buyer/src/constants.ts
+++ b/packages/asset-buyer/src/constants.ts
@@ -15,4 +15,5 @@ export const constants = {
     DEFAULT_ORDER_REFRESH_INTERVAL_MS: 10000, // 10 seconds
     ETHER_TOKEN_DECIMALS: 18,
     DEFAULT_BUY_QUOTE_REQUEST_OPTS,
+    MAX_PER_PAGE: 10000,
 };
diff --git a/packages/asset-buyer/src/index.ts b/packages/asset-buyer/src/index.ts
index efd3523fd..2156b7e96 100644
--- a/packages/asset-buyer/src/index.ts
+++ b/packages/asset-buyer/src/index.ts
@@ -5,6 +5,7 @@ export { BigNumber } from '@0xproject/utils';
 export { AssetBuyer } from './asset_buyer';
 export { ProvidedOrderFetcher } from './order_fetchers/provided_order_fetcher';
 export { StandardRelayerAPIOrderFetcher } from './order_fetchers/standard_relayer_api_order_fetcher';
+export { StandardRelayerAPIAssetBuyerManager } from './standard_relayer_api_asset_buyer_manager';
 export {
     AssetBuyerError,
     BuyQuote,
@@ -12,4 +13,5 @@ export {
     OrderFetcherRequest,
     OrderFetcherResponse,
     SignedOrderWithRemainingFillableMakerAssetAmount,
+    StandardRelayerApiAssetBuyerManagerError,
 } from './types';
diff --git a/packages/asset-buyer/src/standard_relayer_api_asset_buyer_manager.ts b/packages/asset-buyer/src/standard_relayer_api_asset_buyer_manager.ts
new file mode 100644
index 000000000..6cd96fab2
--- /dev/null
+++ b/packages/asset-buyer/src/standard_relayer_api_asset_buyer_manager.ts
@@ -0,0 +1,125 @@
+import { HttpClient } from '@0xproject/connect';
+import { ContractWrappers } from '@0xproject/contract-wrappers';
+import { ObjectMap } from '@0xproject/types';
+import { Provider } from 'ethereum-types';
+import * as _ from 'lodash';
+
+import { AssetBuyer } from './asset_buyer';
+import { constants } from './constants';
+import { assert } from './utils/assert';
+import { assetDataUtils } from './utils/asset_data_utils';
+
+import { OrderFetcher, StandardRelayerApiAssetBuyerManagerError } from './types';
+
+export class StandardRelayerAPIAssetBuyerManager {
+    // Map of assetData to AssetBuyer for that assetData
+    public readonly assetBuyerMap: ObjectMap<AssetBuyer>;
+    /**
+     * Returns an array of all assetDatas available at the provided sraApiUrl
+     * @param   sraApiUrl               The standard relayer API base HTTP url you would like to source orders from.
+     * @param   pairedWithAssetData     Optional filter argument to return assetDatas that only pair with this assetData value.
+     *
+     * @return  An array of all assetDatas available at the provider sraApiUrl
+     */
+    public static async getAllAvailableAssetDatasAsync(
+        sraApiUrl: string,
+        pairedWithAssetData?: string,
+    ): Promise<string[]> {
+        const client = new HttpClient(sraApiUrl);
+        const params = {
+            assetDataA: pairedWithAssetData,
+            perPage: constants.MAX_PER_PAGE,
+        };
+        const assetPairsResponse = await client.getAssetPairsAsync(params);
+        return _.uniq(_.map(assetPairsResponse.records, pairsItem => pairsItem.assetDataB.assetData));
+    }
+    /**
+     * Instantiates a new StandardRelayerAPIAssetBuyerManager instance with all available assetDatas at the provided sraApiUrl
+     * @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   orderFetcher            An object that conforms to OrderFetcher, 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).
+     * @return  An promise of an instance of StandardRelayerAPIAssetBuyerManager
+     */
+    public static async getAssetBuyerManagerWithAllAvailableAssetDatasAsync(
+        provider: Provider,
+        sraApiUrl: string,
+        orderFetcher: OrderFetcher,
+        networkId: number = constants.MAINNET_NETWORK_ID,
+        orderRefreshIntervalMs?: number,
+    ): Promise<StandardRelayerAPIAssetBuyerManager> {
+        const contractWrappers = new ContractWrappers(provider, { networkId });
+        const etherTokenAssetData = assetDataUtils.getEtherTokenAssetData(contractWrappers);
+        const assetDatas = await StandardRelayerAPIAssetBuyerManager.getAllAvailableAssetDatasAsync(
+            sraApiUrl,
+            etherTokenAssetData,
+        );
+        return new StandardRelayerAPIAssetBuyerManager(
+            provider,
+            assetDatas,
+            orderFetcher,
+            networkId,
+            orderRefreshIntervalMs,
+        );
+    }
+    /**
+     * Instantiates a new StandardRelayerAPIAssetBuyerManager instance
+     * @param   provider                The Provider instance you would like to use for interacting with the Ethereum network.
+     * @param   assetDatas              The assetDatas of the desired assets to buy (for more info: https://github.com/0xProject/0x-protocol-specification/blob/master/v2/v2-specification.md).
+     * @param   orderFetcher            An object that conforms to OrderFetcher, 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).
+     * @return  An instance of StandardRelayerAPIAssetBuyerManager
+     */
+    constructor(
+        provider: Provider,
+        assetDatas: string[],
+        orderFetcher: OrderFetcher,
+        networkId?: number,
+        orderRefreshIntervalMs?: number,
+    ) {
+        assert.assert(assetDatas.length > 0, `Expected 'assetDatas' to be a non-empty array.`);
+        this.assetBuyerMap = _.reduce(
+            assetDatas,
+            (accAssetBuyerMap: ObjectMap<AssetBuyer>, assetData: string) => {
+                accAssetBuyerMap[assetData] = new AssetBuyer(
+                    provider,
+                    assetData,
+                    orderFetcher,
+                    networkId,
+                    orderRefreshIntervalMs,
+                );
+                return accAssetBuyerMap;
+            },
+            {},
+        );
+    }
+    /**
+     * Get a AssetBuyer for the provided assetData
+     * @param   assetData   The desired assetData.
+     *
+     * @return  An instance of AssetBuyer
+     */
+    public getAssetBuyerFromAssetData(assetData: string): AssetBuyer {
+        const assetBuyer = this.assetBuyerMap[assetData];
+        if (_.isUndefined(assetBuyer)) {
+            throw new Error(
+                `${StandardRelayerApiAssetBuyerManagerError.AssetBuyerNotFound}: For assetData ${assetData}`,
+            );
+        }
+        return assetBuyer;
+    }
+    /**
+     * Get a AssetBuyer for the provided ERC20 tokenAddress
+     * @param   tokenAddress    The desired tokenAddress.
+     *
+     * @return  An instance of AssetBuyer
+     */
+    public getAssetBuyerFromERC20TokenAddress(tokenAddress: string): AssetBuyer {
+        const assetData = assetDataUtils.encodeERC20AssetData(tokenAddress);
+        return this.getAssetBuyerFromAssetData(assetData);
+    }
+}
diff --git a/packages/asset-buyer/src/types.ts b/packages/asset-buyer/src/types.ts
index 339bce52c..c30bdf4bb 100644
--- a/packages/asset-buyer/src/types.ts
+++ b/packages/asset-buyer/src/types.ts
@@ -70,6 +70,13 @@ export enum AssetBuyerError {
     NoAddressAvailable = 'NO_ADDRESS_AVAILABLE',
 }
 
+/**
+ * Possible errors thrown by an StandardRelayerApiAssetBuyerManager instance or associated static methods.
+ */
+export enum StandardRelayerApiAssetBuyerManagerError {
+    AssetBuyerNotFound = 'ASSET_BUYER_NOT_FOUND',
+}
+
 export interface AssetBuyerOrdersAndFillableAmounts {
     orders: SignedOrder[];
     feeOrders: SignedOrder[];
diff --git a/packages/asset-buyer/src/utils/asset_data_utils.ts b/packages/asset-buyer/src/utils/asset_data_utils.ts
new file mode 100644
index 000000000..10ff31057
--- /dev/null
+++ b/packages/asset-buyer/src/utils/asset_data_utils.ts
@@ -0,0 +1,26 @@
+import { ContractWrappers } from '@0xproject/contract-wrappers';
+import { assetDataUtils as sharedAssetDataUtils } from '@0xproject/order-utils';
+import * as _ from 'lodash';
+
+import { AssetBuyerError } from '../types';
+
+export const assetDataUtils = {
+    ...sharedAssetDataUtils,
+    getEtherTokenAssetData(contractWrappers: ContractWrappers): string {
+        const etherTokenAddressIfExists = contractWrappers.etherToken.getContractAddressIfExists();
+        if (_.isUndefined(etherTokenAddressIfExists)) {
+            throw new Error(AssetBuyerError.NoEtherTokenContractFound);
+        }
+        const etherTokenAssetData = sharedAssetDataUtils.encodeERC20AssetData(etherTokenAddressIfExists);
+        return etherTokenAssetData;
+    },
+    getZrxTokenAssetData(contractWrappers: ContractWrappers): string {
+        let zrxTokenAssetData: string;
+        try {
+            zrxTokenAssetData = contractWrappers.exchange.getZRXAssetData();
+        } catch (err) {
+            throw new Error(AssetBuyerError.NoZrxTokenContractFound);
+        }
+        return zrxTokenAssetData;
+    },
+};
diff --git a/packages/asset-buyer/src/utils/buy_quote_calculator.ts b/packages/asset-buyer/src/utils/buy_quote_calculator.ts
index 52cecf8ad..31823cc02 100644
--- a/packages/asset-buyer/src/utils/buy_quote_calculator.ts
+++ b/packages/asset-buyer/src/utils/buy_quote_calculator.ts
@@ -59,6 +59,7 @@ export const buyQuoteCalculator = {
         let maxEthAmount = constants.ZERO_AMOUNT;
         let cumulativeMakerAmount = constants.ZERO_AMOUNT;
         _.forEach(allOrders, (order, index) => {
+            // TODO: Move this logic to order_utils
             const remainingFillableMakerAssetAmount = allRemainingAmounts[index];
             const orderRate = order.takerAssetAmount.div(order.makerAssetAmount);
             const claimableTakerAssetAmount = orderRate.mul(remainingFillableMakerAssetAmount);