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author | Steve Klebanoff <steve.klebanoff@gmail.com> | 2019-01-12 01:28:51 +0800 |
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committer | Steve Klebanoff <steve.klebanoff@gmail.com> | 2019-01-12 01:28:51 +0800 |
commit | a5e7ce9e1acb2f8fdfcef629789dd315e3adcbdc (patch) | |
tree | 72446a83bc7c25dbd3f4a90fa8f1c013f0653ea1 /packages/asset-buyer | |
parent | dbaed69d778e610c74930748816e3ba63752334c (diff) | |
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Move calculateLiquidity to helper function
Diffstat (limited to 'packages/asset-buyer')
-rw-r--r-- | packages/asset-buyer/src/asset_buyer.ts | 32 | ||||
-rw-r--r-- | packages/asset-buyer/src/utils/calculate_liquidity.ts | 34 |
2 files changed, 35 insertions, 31 deletions
diff --git a/packages/asset-buyer/src/asset_buyer.ts b/packages/asset-buyer/src/asset_buyer.ts index 43b60f928..cd60f0eff 100644 --- a/packages/asset-buyer/src/asset_buyer.ts +++ b/packages/asset-buyer/src/asset_buyer.ts @@ -19,50 +19,20 @@ import { LiquidityForAssetData, LiquidityRequestOpts, OrderProvider, - OrderProviderResponse, OrdersAndFillableAmounts, } from './types'; import { assert } from './utils/assert'; import { assetDataUtils } from './utils/asset_data_utils'; import { buyQuoteCalculator } from './utils/buy_quote_calculator'; +import { calculateLiquidity } from './utils/calculate_liquidity'; import { orderProviderResponseProcessor } from './utils/order_provider_response_processor'; -import { orderUtils } from './utils/order_utils'; interface OrdersEntry { ordersAndFillableAmounts: OrdersAndFillableAmounts; lastRefreshTime: number; } -const calculateLiquidity = (ordersAndFillableAmounts: OrdersAndFillableAmounts): LiquidityForAssetData => { - const { orders, remainingFillableMakerAssetAmounts } = ordersAndFillableAmounts; - const liquidityInBigNumbers = orders.reduce( - (acc, order, curIndex) => { - const availableMakerAssetAmount = remainingFillableMakerAssetAmounts[curIndex]; - if (availableMakerAssetAmount === undefined) { - throw new Error(`No corresponding fillableMakerAssetAmounts at index ${curIndex}`); - } - - const tokensAvailableForCurrentOrder = availableMakerAssetAmount; - const ethValueAvailableForCurrentOrder = orderUtils.getTakerFillAmount(order, availableMakerAssetAmount); - return { - tokensAvailableInBaseUnits: acc.tokensAvailableInBaseUnits.plus(tokensAvailableForCurrentOrder), - ethValueAvailableInWei: acc.ethValueAvailableInWei.plus(ethValueAvailableForCurrentOrder), - }; - }, - { - tokensAvailableInBaseUnits: new BigNumber(0), - ethValueAvailableInWei: new BigNumber(0), - }, - ); - - // Turn into regular numbers - return { - tokensAvailableInBaseUnits: liquidityInBigNumbers.tokensAvailableInBaseUnits.toNumber(), - ethValueAvailableInWei: liquidityInBigNumbers.ethValueAvailableInWei.toNumber(), - }; -}; - export class AssetBuyer { public readonly provider: Provider; public readonly orderProvider: OrderProvider; diff --git a/packages/asset-buyer/src/utils/calculate_liquidity.ts b/packages/asset-buyer/src/utils/calculate_liquidity.ts new file mode 100644 index 000000000..910c756ac --- /dev/null +++ b/packages/asset-buyer/src/utils/calculate_liquidity.ts @@ -0,0 +1,34 @@ +import { BigNumber } from '@0x/utils'; + +import { LiquidityForAssetData, OrdersAndFillableAmounts } from '../types'; + +import { orderUtils } from './order_utils'; + +export const calculateLiquidity = (ordersAndFillableAmounts: OrdersAndFillableAmounts): LiquidityForAssetData => { + const { orders, remainingFillableMakerAssetAmounts } = ordersAndFillableAmounts; + const liquidityInBigNumbers = orders.reduce( + (acc, order, curIndex) => { + const availableMakerAssetAmount = remainingFillableMakerAssetAmounts[curIndex]; + if (availableMakerAssetAmount === undefined) { + throw new Error(`No corresponding fillableMakerAssetAmounts at index ${curIndex}`); + } + + const tokensAvailableForCurrentOrder = availableMakerAssetAmount; + const ethValueAvailableForCurrentOrder = orderUtils.getTakerFillAmount(order, availableMakerAssetAmount); + return { + tokensAvailableInBaseUnits: acc.tokensAvailableInBaseUnits.plus(tokensAvailableForCurrentOrder), + ethValueAvailableInWei: acc.ethValueAvailableInWei.plus(ethValueAvailableForCurrentOrder), + }; + }, + { + tokensAvailableInBaseUnits: new BigNumber(0), + ethValueAvailableInWei: new BigNumber(0), + }, + ); + + // Turn into regular numbers + return { + tokensAvailableInBaseUnits: liquidityInBigNumbers.tokensAvailableInBaseUnits.toNumber(), + ethValueAvailableInWei: liquidityInBigNumbers.ethValueAvailableInWei.toNumber(), + }; +}; |