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authorAugust Skare <post@augustskare.no>2018-11-16 18:28:24 +0800
committerAugust Skare <post@augustskare.no>2018-11-16 18:28:24 +0800
commitc08108144825c33d8db26053c1d2d41460b09359 (patch)
tree6f21ce1e6834e0130b0f6063a097014cc1cc671f /packages/asset-buyer/src
parent54bd7df900316504e4403bc94cffd92930a6c763 (diff)
parentcabb7432b9a6d4a5bb8da6fc7fe4522d24e4ece5 (diff)
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Merge branch 'development' into dev-tools-pages
Diffstat (limited to 'packages/asset-buyer/src')
-rw-r--r--packages/asset-buyer/src/types.ts6
-rw-r--r--packages/asset-buyer/src/utils/assert.ts2
-rw-r--r--packages/asset-buyer/src/utils/buy_quote_calculator.ts28
-rw-r--r--packages/asset-buyer/src/utils/order_provider_response_processor.ts29
4 files changed, 35 insertions, 30 deletions
diff --git a/packages/asset-buyer/src/types.ts b/packages/asset-buyer/src/types.ts
index 3f1e6ff21..3b573edca 100644
--- a/packages/asset-buyer/src/types.ts
+++ b/packages/asset-buyer/src/types.ts
@@ -54,12 +54,12 @@ export interface BuyQuote {
}
/**
- * ethPerAssetPrice: The price of one unit of the desired asset in ETH
+ * assetEthAmount: The amount of eth required to pay for the requested asset.
* feeEthAmount: The amount of eth required to pay the affiliate fee.
- * totalEthAmount: the total amount of eth required to complete the buy. (Filling orders, feeOrders, and paying affiliate fee)
+ * totalEthAmount: The total amount of eth required to complete the buy (filling orders, feeOrders, and paying affiliate fee).
*/
export interface BuyQuoteInfo {
- ethPerAssetPrice: BigNumber;
+ assetEthAmount: BigNumber;
feeEthAmount: BigNumber;
totalEthAmount: BigNumber;
}
diff --git a/packages/asset-buyer/src/utils/assert.ts b/packages/asset-buyer/src/utils/assert.ts
index 2466f53a4..fcf9b0d0e 100644
--- a/packages/asset-buyer/src/utils/assert.ts
+++ b/packages/asset-buyer/src/utils/assert.ts
@@ -18,7 +18,7 @@ export const assert = {
}
},
isValidBuyQuoteInfo(variableName: string, buyQuoteInfo: BuyQuoteInfo): void {
- sharedAssert.isBigNumber(`${variableName}.ethPerAssetPrice`, buyQuoteInfo.ethPerAssetPrice);
+ sharedAssert.isBigNumber(`${variableName}.assetEthAmount`, buyQuoteInfo.assetEthAmount);
sharedAssert.isBigNumber(`${variableName}.feeEthAmount`, buyQuoteInfo.feeEthAmount);
sharedAssert.isBigNumber(`${variableName}.totalEthAmount`, buyQuoteInfo.totalEthAmount);
},
diff --git a/packages/asset-buyer/src/utils/buy_quote_calculator.ts b/packages/asset-buyer/src/utils/buy_quote_calculator.ts
index 6a67ed1ed..b15b880c2 100644
--- a/packages/asset-buyer/src/utils/buy_quote_calculator.ts
+++ b/packages/asset-buyer/src/utils/buy_quote_calculator.ts
@@ -106,28 +106,28 @@ function calculateQuoteInfo(
isMakerAssetZrxToken: boolean,
): BuyQuoteInfo {
// find the total eth and zrx needed to buy assetAmount from the resultOrders from left to right
- let ethAmountToBuyAsset = constants.ZERO_AMOUNT;
- let ethAmountToBuyZrx = constants.ZERO_AMOUNT;
+ let assetEthAmount = constants.ZERO_AMOUNT;
+ let zrxEthAmount = constants.ZERO_AMOUNT;
if (isMakerAssetZrxToken) {
- ethAmountToBuyAsset = findEthAmountNeededToBuyZrx(ordersAndFillableAmounts, assetBuyAmount);
+ assetEthAmount = findEthAmountNeededToBuyZrx(ordersAndFillableAmounts, assetBuyAmount);
} else {
// find eth and zrx amounts needed to buy
const ethAndZrxAmountToBuyAsset = findEthAndZrxAmountNeededToBuyAsset(ordersAndFillableAmounts, assetBuyAmount);
- ethAmountToBuyAsset = ethAndZrxAmountToBuyAsset[0];
+ assetEthAmount = ethAndZrxAmountToBuyAsset[0];
const zrxAmountToBuyAsset = ethAndZrxAmountToBuyAsset[1];
// find eth amount needed to buy zrx
- ethAmountToBuyZrx = findEthAmountNeededToBuyZrx(feeOrdersAndFillableAmounts, zrxAmountToBuyAsset);
+ zrxEthAmount = findEthAmountNeededToBuyZrx(feeOrdersAndFillableAmounts, zrxAmountToBuyAsset);
}
- /// find the eth amount needed to buy the affiliate fee
- const ethAmountToBuyAffiliateFee = ethAmountToBuyAsset.mul(feePercentage).ceil();
- const totalEthAmountWithoutAffiliateFee = ethAmountToBuyAsset.plus(ethAmountToBuyZrx);
- const ethAmountTotal = totalEthAmountWithoutAffiliateFee.plus(ethAmountToBuyAffiliateFee);
- // divide into the assetBuyAmount in order to find rate of makerAsset / WETH
- const ethPerAssetPrice = totalEthAmountWithoutAffiliateFee.div(assetBuyAmount);
+ // eth amount needed to buy the affiliate fee
+ const affiliateFeeEthAmount = assetEthAmount.mul(feePercentage).ceil();
+ // eth amount needed for fees is the sum of affiliate fee and zrx fee
+ const feeEthAmount = affiliateFeeEthAmount.plus(zrxEthAmount);
+ // eth amount needed in total is the sum of the amount needed for the asset and the amount needed for fees
+ const totalEthAmount = assetEthAmount.plus(feeEthAmount);
return {
- totalEthAmount: ethAmountTotal,
- feeEthAmount: ethAmountToBuyAffiliateFee,
- ethPerAssetPrice,
+ assetEthAmount,
+ feeEthAmount,
+ totalEthAmount,
};
}
diff --git a/packages/asset-buyer/src/utils/order_provider_response_processor.ts b/packages/asset-buyer/src/utils/order_provider_response_processor.ts
index 28f684f3c..25e85b2cc 100644
--- a/packages/asset-buyer/src/utils/order_provider_response_processor.ts
+++ b/packages/asset-buyer/src/utils/order_provider_response_processor.ts
@@ -44,19 +44,24 @@ export const orderProviderResponseProcessor = {
let unsortedOrders = filteredOrders;
// if an orderValidator is provided, use on chain information to calculate remaining fillable makerAsset amounts
if (!_.isUndefined(orderValidator)) {
- // TODO(bmillman): improvement
- // try/catch this request and throw a more domain specific error
const takerAddresses = _.map(filteredOrders, () => constants.NULL_ADDRESS);
- const ordersAndTradersInfo = await orderValidator.getOrdersAndTradersInfoAsync(
- filteredOrders,
- takerAddresses,
- );
- // take orders + on chain information and find the valid orders and remaining fillable maker asset amounts
- unsortedOrders = getValidOrdersWithRemainingFillableMakerAssetAmountsFromOnChain(
- filteredOrders,
- ordersAndTradersInfo,
- isMakerAssetZrxToken,
- );
+ try {
+ const ordersAndTradersInfo = await orderValidator.getOrdersAndTradersInfoAsync(
+ filteredOrders,
+ takerAddresses,
+ );
+ // take orders + on chain information and find the valid orders and remaining fillable maker asset amounts
+ unsortedOrders = getValidOrdersWithRemainingFillableMakerAssetAmountsFromOnChain(
+ filteredOrders,
+ ordersAndTradersInfo,
+ isMakerAssetZrxToken,
+ );
+ } catch (err) {
+ // Sometimes we observe this call to orderValidator fail with response `0x`
+ // Because of differences in Parity / Geth implementations, its very hard to tell if this response is a "system error"
+ // or a revert. In this case we just swallow these errors and fallback to partial fill information from the SRA.
+ // TODO(bmillman): report these errors so we have an idea of how often we're getting these failures.
+ }
}
// sort orders by rate
// TODO(bmillman): optimization