Create marketBuyOrdersOptimizations

3 files changed, 63 insertions, 8 deletions

diff --git a/packages/contract-wrappers/src/contract_wrappers/forwarder_wrapper.ts b/packages/contract-wrappers/src/contract_wrappers/forwarder_wrapper.ts
index 90cfbe2af..7d51889cf 100644
--- a/packages/contract-wrappers/src/contract_wrappers/forwarder_wrapper.ts
+++ b/packages/contract-wrappers/src/contract_wrappers/forwarder_wrapper.ts
@@ -11,6 +11,7 @@ import { txOptsSchema } from '../schemas/tx_opts_schema';
 import { TransactionOpts } from '../types';
 import { assert } from '../utils/assert';
 import { constants } from '../utils/constants';
+import { marketOrdersOptimizationUtils } from '../utils/market_orders_optimization_utils';
 
 import { ContractWrapper } from './contract_wrapper';
 import { ForwarderContract } from './generated/forwarder';
@@ -75,14 +76,19 @@ export class ForwarderWrapper extends ContractWrapper {
             this.getZRXTokenAddress(),
             this.getEtherTokenAddress(),
         );
+        // lowercase input addresses
         const normalizedTakerAddress = takerAddress.toLowerCase();
         const normalizedFeeRecipientAddress = feeRecipientAddress.toLowerCase();
+        // optimize orders
+        const optimizedMarketOrders = marketOrdersOptimizationUtils.optimizeMarketOrders(signedOrders);
+        const optimizedFeeOrders = marketOrdersOptimizationUtils.optimizeFeeOrders(signedFeeOrders);
+        // send transaction
         const forwarderContractInstance = await this._getForwarderContractAsync();
         const txHash = await forwarderContractInstance.marketSellOrdersWithEth.sendTransactionAsync(
-            signedOrders,
-            _.map(signedOrders, order => order.signature),
-            signedFeeOrders,
-            _.map(signedFeeOrders, order => order.signature),
+            optimizedMarketOrders,
+            _.map(optimizedMarketOrders, order => order.signature),
+            optimizedFeeOrders,
+            _.map(optimizedFeeOrders, order => order.signature),
             feePercentage,
             feeRecipientAddress,
             {
@@ -138,15 +144,20 @@ export class ForwarderWrapper extends ContractWrapper {
             this.getZRXTokenAddress(),
             this.getEtherTokenAddress(),
         );
+        // lowercase input addresses
         const normalizedTakerAddress = takerAddress.toLowerCase();
         const normalizedFeeRecipientAddress = feeRecipientAddress.toLowerCase();
+        // optimize orders
+        const optimizedMarketOrders = marketOrdersOptimizationUtils.optimizeMarketOrders(signedOrders);
+        const optimizedFeeOrders = marketOrdersOptimizationUtils.optimizeFeeOrders(signedFeeOrders);
+        // send transaction
         const forwarderContractInstance = await this._getForwarderContractAsync();
         const txHash = await forwarderContractInstance.marketBuyOrdersWithEth.sendTransactionAsync(
-            signedOrders,
+            optimizedMarketOrders,
             makerAssetFillAmount,
-            _.map(signedOrders, order => order.signature),
-            signedFeeOrders,
-            _.map(signedFeeOrders, order => order.signature),
+            _.map(optimizedMarketOrders, order => order.signature),
+            optimizedFeeOrders,
+            _.map(optimizedFeeOrders, order => order.signature),
             feePercentage,
             feeRecipientAddress,
             {
diff --git a/packages/contract-wrappers/src/utils/constants.ts b/packages/contract-wrappers/src/utils/constants.ts
index d436efefc..2df11538c 100644
--- a/packages/contract-wrappers/src/utils/constants.ts
+++ b/packages/contract-wrappers/src/utils/constants.ts
@@ -2,6 +2,7 @@ import { BigNumber } from '@0xproject/utils';
 
 export const constants = {
     NULL_ADDRESS: '0x0000000000000000000000000000000000000000',
+    NULL_BYTES: '0x',
     TESTRPC_NETWORK_ID: 50,
     INVALID_JUMP_PATTERN: 'invalid JUMP at',
     REVERT: 'revert',
diff --git a/packages/contract-wrappers/src/utils/market_orders_optimization_utils.ts b/packages/contract-wrappers/src/utils/market_orders_optimization_utils.ts
new file mode 100644
index 000000000..0041f1a64
--- /dev/null
+++ b/packages/contract-wrappers/src/utils/market_orders_optimization_utils.ts
@@ -0,0 +1,43 @@
+import { SignedOrder } from '@0xproject/types';
+import * as _ from 'lodash';
+
+import { constants } from './constants';
+
+export const marketOrdersOptimizationUtils = {
+    /**
+     * Takes an array of orders and outputs an array of equivalent orders where all takerAssetData are '0x' and
+     * all makerAssetData are '0x' except for that of the first order, which retains its original value
+     * @param   orders         An array of SignedOrder objects
+     * @returns optimized orders
+     */
+    optimizeMarketOrders(orders: SignedOrder[]): SignedOrder[] {
+        const optimizedOrders = _.map(orders, (order, index) => {
+            const makerAssetData = index === 0 ? order.makerAssetData : constants.NULL_BYTES;
+            const takerAssetData = constants.NULL_BYTES;
+            return {
+                ...order,
+                makerAssetData,
+                takerAssetData,
+            };
+        });
+        return optimizedOrders;
+    },
+    /**
+     * Takes an array of orders and outputs an array of equivalent orders where all takerAssetData are '0x' and
+     * all makerAssetData are '0x'
+     * @param   orders         An array of SignedOrder objects
+     * @returns optimized orders
+     */
+    optimizeFeeOrders(orders: SignedOrder[]): SignedOrder[] {
+        const optimizedOrders = _.map(orders, order => {
+            const makerAssetData = constants.NULL_BYTES;
+            const takerAssetData = constants.NULL_BYTES;
+            return {
+                ...order,
+                makerAssetData,
+                takerAssetData,
+            };
+        });
+        return optimizedOrders;
+    },
+};