Merge remote-tracking branch 'upstream/development' into sol-doc

7 files changed, 0 insertions, 237 deletions

diff --git a/packages/forwarder-helper/src/constants.ts b/packages/forwarder-helper/src/constants.ts
deleted file mode 100644
index 0ad30e4c0..000000000
--- a/packages/forwarder-helper/src/constants.ts
+++ /dev/null
@@ -1,5 +0,0 @@
-import { BigNumber } from '@0xproject/utils';
-
-export const constants = {
-    ZERO_AMOUNT: new BigNumber(0),
-};
diff --git a/packages/forwarder-helper/src/forwarder_helper_factory.ts b/packages/forwarder-helper/src/forwarder_helper_factory.ts
deleted file mode 100644
index 95f11f555..000000000
--- a/packages/forwarder-helper/src/forwarder_helper_factory.ts
+++ /dev/null
@@ -1,25 +0,0 @@
-import { assert } from '@0xproject/assert';
-import { schemas } from '@0xproject/json-schemas';
-import { SignedOrder } from '@0xproject/types';
-
-import { ForwarderHelperImpl, ForwarderHelperImplConfig } from './forwarder_helper_impl';
-import { ForwarderHelper } from './types';
-
-export const forwarderHelperFactory = {
-    /**
-     * Given an array of orders and an array of feeOrders
-     * @param   orders      An array of objects conforming to SignedOrder. Each order should specify the same makerAssetData and takerAssetData
-     * @param   feeOrders   An array of objects conforming to SignedOrder. Each order should specify ZRX as makerAssetData WETH as takerAssetData
-     * @return  A ForwarderHelper, see type for definition
-     */
-    getForwarderHelperForOrders(orders: SignedOrder[], feeOrders: SignedOrder[] = []): ForwarderHelper {
-        assert.doesConformToSchema('orders', orders, schemas.signedOrdersSchema);
-        assert.doesConformToSchema('feeOrders', orders, schemas.signedOrdersSchema);
-        const config: ForwarderHelperImplConfig = {
-            orders,
-            feeOrders,
-        };
-        const helper = new ForwarderHelperImpl(config);
-        return helper;
-    },
-};
diff --git a/packages/forwarder-helper/src/forwarder_helper_impl.ts b/packages/forwarder-helper/src/forwarder_helper_impl.ts
deleted file mode 100644
index a90edb0bb..000000000
--- a/packages/forwarder-helper/src/forwarder_helper_impl.ts
+++ /dev/null
@@ -1,64 +0,0 @@
-import { marketUtils } from '@0xproject/order-utils';
-import { SignedOrder } from '@0xproject/types';
-import { BigNumber } from '@0xproject/utils';
-import * as _ from 'lodash';
-
-import { constants } from './constants';
-import { ForwarderHelper, ForwarderHelperError, MarketBuyOrdersInfo, MarketBuyOrdersInfoRequest } from './types';
-import { forwarderHelperImplConfigUtils } from './utils/forwarder_helper_impl_config_utils';
-
-const SLIPPAGE_PERCENTAGE = new BigNumber(0.2); // 20% slippage protection, possibly move this into request interface
-
-export interface ForwarderHelperImplConfig {
-    orders: SignedOrder[];
-    feeOrders: SignedOrder[];
-    remainingFillableMakerAssetAmounts?: BigNumber[];
-    remainingFillableFeeAmounts?: BigNumber[];
-}
-
-export class ForwarderHelperImpl implements ForwarderHelper {
-    public readonly config: ForwarderHelperImplConfig;
-    constructor(config: ForwarderHelperImplConfig) {
-        this.config = forwarderHelperImplConfigUtils.sortedConfig(config);
-    }
-    public getMarketBuyOrdersInfo(request: MarketBuyOrdersInfoRequest): MarketBuyOrdersInfo {
-        const { makerAssetFillAmount, feePercentage } = request;
-        const { orders, feeOrders, remainingFillableMakerAssetAmounts, remainingFillableFeeAmounts } = this.config;
-        // TODO: make the slippage percentage customizable
-        const slippageBufferAmount = makerAssetFillAmount.mul(SLIPPAGE_PERCENTAGE).round();
-        const { resultOrders, remainingFillAmount } = marketUtils.findOrdersThatCoverMakerAssetFillAmount(
-            orders,
-            makerAssetFillAmount,
-            {
-                remainingFillableMakerAssetAmounts,
-                slippageBufferAmount,
-            },
-        );
-        if (remainingFillAmount.gt(constants.ZERO_AMOUNT)) {
-            throw new Error(ForwarderHelperError.InsufficientMakerAssetLiquidity);
-        }
-        // TODO: update this logic to find the minimum amount of feeOrders to cover the worst case as opposed to
-        // finding order that cover all fees, this will help with estimating ETH and minimizing gas usage
-        const { resultFeeOrders, remainingFeeAmount } = marketUtils.findFeeOrdersThatCoverFeesForTargetOrders(
-            resultOrders,
-            feeOrders,
-            {
-                remainingFillableMakerAssetAmounts,
-                remainingFillableFeeAmounts,
-            },
-        );
-        if (remainingFeeAmount.gt(constants.ZERO_AMOUNT)) {
-            throw new Error(ForwarderHelperError.InsufficientZrxLiquidity);
-        }
-        // TODO: calculate min and max eth usage
-        // TODO: optimize orders call data
-        return {
-            makerAssetFillAmount,
-            orders: resultOrders,
-            feeOrders: resultFeeOrders,
-            minEthAmount: constants.ZERO_AMOUNT,
-            maxEthAmount: constants.ZERO_AMOUNT,
-            feePercentage,
-        };
-    }
-}
diff --git a/packages/forwarder-helper/src/globals.d.ts b/packages/forwarder-helper/src/globals.d.ts
deleted file mode 100644
index 94e63a32d..000000000
--- a/packages/forwarder-helper/src/globals.d.ts
+++ /dev/null
@@ -1,6 +0,0 @@
-declare module '*.json' {
-    const json: any;
-    /* tslint:disable */
-    export default json;
-    /* tslint:enable */
-}
diff --git a/packages/forwarder-helper/src/index.ts b/packages/forwarder-helper/src/index.ts
deleted file mode 100644
index eb3a34bd5..000000000
--- a/packages/forwarder-helper/src/index.ts
+++ /dev/null
@@ -1,2 +0,0 @@
-export { forwarderHelperFactory } from './forwarder_helper_factory';
-export { ForwarderHelper, ForwarderHelperError, MarketBuyOrdersInfoRequest, MarketBuyOrdersInfo } from './types';
diff --git a/packages/forwarder-helper/src/types.ts b/packages/forwarder-helper/src/types.ts
deleted file mode 100644
index fb171cc90..000000000
--- a/packages/forwarder-helper/src/types.ts
+++ /dev/null
@@ -1,43 +0,0 @@
-import { SignedOrder } from '@0xproject/types';
-import { BigNumber } from '@0xproject/utils';
-
-export interface ForwarderHelper {
-    /**
-     * Given a MarketBuyOrdersInfoRequest, returns a MarketBuyOrdersInfo containing all information relevant to fulfilling the request
-     * using the ForwarderContract marketBuyOrdersWithEth function.
-     * @param   request     An object that conforms to MarketBuyOrdersInfoRequest. See type definition for more information.
-     * @return  An object that conforms to MarketBuyOrdersInfo that satisfies the request. See type definition for more information.
-     */
-    getMarketBuyOrdersInfo: (request: MarketBuyOrdersInfoRequest) => MarketBuyOrdersInfo;
-}
-
-export enum ForwarderHelperError {
-    InsufficientMakerAssetLiquidity = 'INSUFFICIENT_MAKER_ASSET_LIQUIDITY',
-    InsufficientZrxLiquidity = 'INSUFFICIENT_ZRX_LIQUIDITY',
-}
-
-/**
- * makerAssetFillAmount: The amount of makerAsset requesting to be filled
- * feePercentage: Optional affiliate percentage amount factoring into eth amount calculations
- */
-export interface MarketBuyOrdersInfoRequest {
-    makerAssetFillAmount: BigNumber;
-    feePercentage?: BigNumber;
-}
-
-/**
- * makerAssetFillAmount: The amount of makerAsset requesting to be filled
- * orders: An array of objects conforming to SignedOrder. These orders can be used to cover the requested makerAssetFillAmount plus slippage
- * feeOrders: An array of objects conforming to SignedOrder. These orders can be used to cover the fees for the orders param above
- * minEthAmount: Amount of eth in wei to send with the tx for the most optimistic case
- * maxEthAmount: Amount of eth in wei to send with the tx for the worst case
- * feePercentage: Affiliate fee percentage used to calculate the eth amounts above. Passed thru directly from the request
- */
-export interface MarketBuyOrdersInfo {
-    makerAssetFillAmount: BigNumber;
-    orders: SignedOrder[];
-    feeOrders: SignedOrder[];
-    minEthAmount: BigNumber;
-    maxEthAmount: BigNumber;
-    feePercentage?: BigNumber;
-}
diff --git a/packages/forwarder-helper/src/utils/forwarder_helper_impl_config_utils.ts b/packages/forwarder-helper/src/utils/forwarder_helper_impl_config_utils.ts
deleted file mode 100644
index 253384f65..000000000
--- a/packages/forwarder-helper/src/utils/forwarder_helper_impl_config_utils.ts
+++ /dev/null
@@ -1,92 +0,0 @@
-import { sortingUtils } from '@0xproject/order-utils';
-import { SignedOrder } from '@0xproject/types';
-import { BigNumber } from '@0xproject/utils';
-import * as _ from 'lodash';
-
-import { ForwarderHelperImplConfig } from '../forwarder_helper_impl';
-
-interface SignedOrderWithAmount extends SignedOrder {
-    remainingFillAmount: BigNumber;
-}
-
-export const forwarderHelperImplConfigUtils = {
-    sortedConfig(config: ForwarderHelperImplConfig): ForwarderHelperImplConfig {
-        const { orders, feeOrders, remainingFillableMakerAssetAmounts, remainingFillableFeeAmounts } = config;
-        // TODO: provide a feeRate to the sorting function to more accurately sort based on the current market for ZRX tokens
-        const orderSorter = (ordersToSort: SignedOrder[]) => {
-            return sortingUtils.sortOrdersByFeeAdjustedRate(ordersToSort);
-        };
-        const sortOrdersResult = sortOrdersAndRemainingFillAmounts(
-            orderSorter,
-            orders,
-            remainingFillableMakerAssetAmounts,
-        );
-        const feeOrderSorter = (ordersToSort: SignedOrder[]) => {
-            return sortingUtils.sortFeeOrdersByFeeAdjustedRate(ordersToSort);
-        };
-        const sortFeeOrdersResult = sortOrdersAndRemainingFillAmounts(
-            feeOrderSorter,
-            feeOrders,
-            remainingFillableFeeAmounts,
-        );
-        return {
-            orders: sortOrdersResult.orders,
-            feeOrders: sortFeeOrdersResult.orders,
-            remainingFillableMakerAssetAmounts: sortOrdersResult.remainingFillAmounts,
-            remainingFillableFeeAmounts: sortFeeOrdersResult.remainingFillAmounts,
-        };
-    },
-};
-
-type OrderSorter = (orders: SignedOrder[]) => SignedOrder[];
-
-function sortOrdersAndRemainingFillAmounts(
-    orderSorter: OrderSorter,
-    orders: SignedOrder[],
-    remainingFillAmounts?: BigNumber[],
-): { orders: SignedOrder[]; remainingFillAmounts?: BigNumber[] } {
-    if (!_.isUndefined(remainingFillAmounts)) {
-        // Bundle orders together with their remainingFillAmounts so that we can sort them together
-        const orderWithAmounts = bundleSignedOrderWithAmounts(orders, remainingFillAmounts);
-        // Sort
-        const sortedOrderWithAmounts = orderSorter(orderWithAmounts) as SignedOrderWithAmount[];
-        // Unbundle after sorting
-        const unbundledSortedOrderWithAmounts = unbundleSignedOrderWithAmounts(sortedOrderWithAmounts);
-        return {
-            orders: unbundledSortedOrderWithAmounts.orders,
-            remainingFillAmounts: unbundledSortedOrderWithAmounts.amounts,
-        };
-    } else {
-        const sortedOrders = orderSorter(orders);
-        return {
-            orders: sortedOrders,
-        };
-    }
-}
-
-function bundleSignedOrderWithAmounts(orders: SignedOrder[], amounts: BigNumber[]): SignedOrderWithAmount[] {
-    const ordersAndAmounts = _.map(orders, (order, index) => {
-        return {
-            ...order,
-            remainingFillAmount: amounts[index],
-        };
-    });
-    return ordersAndAmounts;
-}
-
-function unbundleSignedOrderWithAmounts(
-    signedOrderWithAmounts: SignedOrderWithAmount[],
-): { orders: SignedOrder[]; amounts: BigNumber[] } {
-    const orders = _.map(signedOrderWithAmounts, order => {
-        const { remainingFillAmount, ...rest } = order;
-        return rest;
-    });
-    const amounts = _.map(signedOrderWithAmounts, order => {
-        const { remainingFillAmount } = order;
-        return remainingFillAmount;
-    });
-    return {
-        orders,
-        amounts,
-    };
-}