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author | Steve Klebanoff <steve.klebanoff@gmail.com> | 2019-01-12 00:53:15 +0800 |
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committer | Steve Klebanoff <steve.klebanoff@gmail.com> | 2019-01-12 00:53:15 +0800 |
commit | faee7513952a4b87d5f9e9dde9deb20126f58834 (patch) | |
tree | 8168000e484e621e1526cf48fb0f979a6d98d972 /packages/asset-buyer/src | |
parent | 742e5e039dd4e821209b5511fb6a194d11c6291c (diff) | |
parent | 2cf57a48dd2857dd5cf2f31f4c60dd47ae4d34a5 (diff) | |
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Merge branch 'development' into feature/instant/asset-buyer-check-liquidity
Diffstat (limited to 'packages/asset-buyer/src')
-rw-r--r-- | packages/asset-buyer/src/errors.ts | 22 | ||||
-rw-r--r-- | packages/asset-buyer/src/index.ts | 1 | ||||
-rw-r--r-- | packages/asset-buyer/src/types.ts | 2 | ||||
-rw-r--r-- | packages/asset-buyer/src/utils/buy_quote_calculator.ts | 14 |
4 files changed, 37 insertions, 2 deletions
diff --git a/packages/asset-buyer/src/errors.ts b/packages/asset-buyer/src/errors.ts new file mode 100644 index 000000000..ec5fe548c --- /dev/null +++ b/packages/asset-buyer/src/errors.ts @@ -0,0 +1,22 @@ +import { BigNumber } from '@0x/utils'; + +import { AssetBuyerError } from './types'; + +/** + * Error class representing insufficient asset liquidity + */ +export class InsufficientAssetLiquidityError extends Error { + /** + * The amount availabe to fill (in base units) factoring in slippage. + */ + public amountAvailableToFill: BigNumber; + /** + * @param amountAvailableToFill The amount availabe to fill (in base units) factoring in slippage + */ + constructor(amountAvailableToFill: BigNumber) { + super(AssetBuyerError.InsufficientAssetLiquidity); + this.amountAvailableToFill = amountAvailableToFill; + // Setting prototype so instanceof works. See https://github.com/Microsoft/TypeScript/wiki/Breaking-Changes#extending-built-ins-like-error-array-and-map-may-no-longer-work + Object.setPrototypeOf(this, InsufficientAssetLiquidityError.prototype); + } +} diff --git a/packages/asset-buyer/src/index.ts b/packages/asset-buyer/src/index.ts index 8418edb42..a42d7e272 100644 --- a/packages/asset-buyer/src/index.ts +++ b/packages/asset-buyer/src/index.ts @@ -9,6 +9,7 @@ export { SignedOrder } from '@0x/types'; export { BigNumber } from '@0x/utils'; export { AssetBuyer } from './asset_buyer'; +export { InsufficientAssetLiquidityError } from './errors'; export { BasicOrderProvider } from './order_providers/basic_order_provider'; export { StandardRelayerAPIOrderProvider } from './order_providers/standard_relayer_api_order_provider'; export { diff --git a/packages/asset-buyer/src/types.ts b/packages/asset-buyer/src/types.ts index ef63aacfe..da8b75c8f 100644 --- a/packages/asset-buyer/src/types.ts +++ b/packages/asset-buyer/src/types.ts @@ -107,7 +107,7 @@ export interface AssetBuyerOpts { } /** - * Possible errors thrown by an AssetBuyer instance or associated static methods. + * Possible error messages thrown by an AssetBuyer instance or associated static methods. */ export enum AssetBuyerError { NoEtherTokenContractFound = 'NO_ETHER_TOKEN_CONTRACT_FOUND', diff --git a/packages/asset-buyer/src/utils/buy_quote_calculator.ts b/packages/asset-buyer/src/utils/buy_quote_calculator.ts index b15b880c2..fcded6ab1 100644 --- a/packages/asset-buyer/src/utils/buy_quote_calculator.ts +++ b/packages/asset-buyer/src/utils/buy_quote_calculator.ts @@ -3,6 +3,7 @@ import { BigNumber } from '@0x/utils'; import * as _ from 'lodash'; import { constants } from '../constants'; +import { InsufficientAssetLiquidityError } from '../errors'; import { AssetBuyerError, BuyQuote, BuyQuoteInfo, OrdersAndFillableAmounts } from '../types'; import { orderUtils } from './order_utils'; @@ -33,7 +34,18 @@ export const buyQuoteCalculator = { }); // if we do not have enough orders to cover the desired assetBuyAmount, throw if (remainingFillAmount.gt(constants.ZERO_AMOUNT)) { - throw new Error(AssetBuyerError.InsufficientAssetLiquidity); + // We needed the amount they requested to buy, plus the amount for slippage + const totalAmountRequested = assetBuyAmount.plus(slippageBufferAmount); + const amountAbleToFill = totalAmountRequested.minus(remainingFillAmount); + // multiplierNeededWithSlippage represents what we need to multiply the assetBuyAmount by + // in order to get the total amount needed considering slippage + // i.e. if slippagePercent was 0.2 (20%), multiplierNeededWithSlippage would be 1.2 + const multiplierNeededWithSlippage = new BigNumber(1).plus(slippagePercentage); + // Given amountAvailableToFillConsideringSlippage * multiplierNeededWithSlippage = amountAbleToFill + // We divide amountUnableToFill by multiplierNeededWithSlippage to determine amountAvailableToFillConsideringSlippage + const amountAvailableToFillConsideringSlippage = amountAbleToFill.div(multiplierNeededWithSlippage).floor(); + + throw new InsufficientAssetLiquidityError(amountAvailableToFillConsideringSlippage); } // if we are not buying ZRX: // given the orders calculated above, find the fee-orders that cover the desired assetBuyAmount (with slippage) |