Add ForwarderHelperImplConfig

2 files changed, 84 insertions, 25 deletions

diff --git a/packages/forwarder-helper/package.json b/packages/forwarder-helper/package.json
index e79154a52..d5f6c52b6 100644
--- a/packages/forwarder-helper/package.json
+++ b/packages/forwarder-helper/package.json
@@ -15,21 +15,22 @@
         "test:coverage": "nyc npm run test --all && yarn coverage:report:lcov",
         "coverage:report:lcov": "nyc report --reporter=text-lcov > coverage/lcov.info",
         "test:circleci": "yarn test:coverage",
-        "run_mocha":
-            "mocha --require source-map-support/register --require make-promises-safe lib/test/**/*_test.js --exit",
+        "run_mocha": "mocha --require source-map-support/register --require make-promises-safe lib/test/**/*_test.js --exit",
         "clean": "shx rm -rf lib test_temp scripts",
         "build": "tsc && copyfiles -u 3 './lib/src/monorepo_scripts/**/*' ./scripts",
         "manual:postpublish": "yarn build; node ./scripts/postpublish.js",
         "docs:stage": "node scripts/stage_docs.js",
         "docs:json": "typedoc --excludePrivate --excludeExternals --target ES5 --json $JSON_FILE_PATH $PROJECT_FILES",
-        "upload_docs_json":
-            "aws s3 cp generated_docs/index.json $S3_URL --profile 0xproject --grants read=uri=http://acs.amazonaws.com/groups/global/AllUsers --content-type application/json"
+        "upload_docs_json": "aws s3 cp generated_docs/index.json $S3_URL --profile 0xproject --grants read=uri=http://acs.amazonaws.com/groups/global/AllUsers --content-type application/json"
     },
     "config": {
         "postpublish": {
             "assets": [],
             "docPublishConfigs": {
-                "extraFileIncludes": ["../types/src/index.ts", "../ethereum-types/src/index.ts"],
+                "extraFileIncludes": [
+                    "../types/src/index.ts",
+                    "../ethereum-types/src/index.ts"
+                ],
                 "s3BucketPath": "s3://doc-jsons/forwarder-helper/",
                 "s3StagingBucketPath": "s3://staging-doc-jsons/forwarder-helper/"
             }
@@ -50,11 +51,13 @@
         "@0xproject/types": "^1.0.1-rc.4",
         "@0xproject/typescript-typings": "^1.0.4",
         "@0xproject/utils": "^1.0.5",
-        "@types/node": "^8.0.53"
+        "@types/node": "^8.0.53",
+        "lodash": "^4.17.10"
     },
     "devDependencies": {
         "@0xproject/monorepo-scripts": "^1.0.5",
         "@0xproject/tslint-config": "^1.0.5",
+        "@types/lodash": "^4.14.116",
         "@types/mocha": "^2.2.42",
         "chai": "^4.0.1",
         "chai-as-promised": "^7.1.0",
diff --git a/packages/forwarder-helper/src/forwarder_helper_impl.ts b/packages/forwarder-helper/src/forwarder_helper_impl.ts
index 0d03c9f76..8f4ec1c02 100644
--- a/packages/forwarder-helper/src/forwarder_helper_impl.ts
+++ b/packages/forwarder-helper/src/forwarder_helper_impl.ts
@@ -1,37 +1,93 @@
-import { marketUtils } from '@0xproject/order-utils';
+import { marketUtils, sortingUtils } 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';
 
 const SLIPPAGE_PERCENTAGE = new BigNumber(0.2); // 20% slippage protection, possibly move this into request interface
 
+interface SignedOrderWithAmount extends SignedOrder {
+    remainingFillAmount?: BigNumber;
+}
+
+export interface ForwarderHelperImplConfig {
+    orders: SignedOrder[];
+    feeOrders: SignedOrder[];
+    remainingFillableMakerAssetAmounts?: BigNumber[];
+    remainingFillableFeeAmounts?: BigNumber[];
+}
+
 export class ForwarderHelperImpl implements ForwarderHelper {
-    private _orders: SignedOrder[];
-    private _feeOrders: SignedOrder[];
-    private _remainingFillableMakerAssetAmountsIfExists?: BigNumber[];
-    private _remainingFillableFeeAmountsIfExists?: BigNumber[];
-    constructor(
+    private _config: ForwarderHelperImplConfig;
+    private static _createSignedOrderWithAmounts(
         orders: SignedOrder[],
-        feeOrders: SignedOrder[] = [] as SignedOrder[],
-        remainingFillableMakerAssetAmounts?: BigNumber[],
-        remainingFillableFeeAmounts?: BigNumber[],
-    ) {
-        this._orders = orders;
-        this._feeOrders = feeOrders;
-        this._remainingFillableMakerAssetAmountsIfExists = remainingFillableMakerAssetAmounts;
-        this._remainingFillableFeeAmountsIfExists = remainingFillableFeeAmounts;
+        amounts?: BigNumber[],
+    ): SignedOrderWithAmount[] {
+        const ordersAndAmounts = _.map(orders, (order, index) => {
+            return {
+                ...order,
+                remainingFillAmount: _.nth(amounts, index),
+            };
+        });
+        return ordersAndAmounts;
+    }
+    private static _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, ...rest } = order;
+            return remainingFillAmount;
+        });
+        const compactAmounts = _.compact(amounts);
+        return {
+            orders,
+            amounts: compactAmounts.length > 0 ? compactAmounts : undefined,
+        };
+    }
+    private static _sortConfig(opts: ForwarderHelperImplConfig): ForwarderHelperImplConfig {
+        const { orders, feeOrders, remainingFillableMakerAssetAmounts, remainingFillableFeeAmounts } = opts;
+        const orderWithAmounts = ForwarderHelperImpl._createSignedOrderWithAmounts(
+            orders,
+            remainingFillableMakerAssetAmounts,
+        );
+        const sortedOrderWithAmounts = sortingUtils.sortOrdersByFeeAdjustedRate(orderWithAmounts);
+        const unbundledSortedOrderWithAmounts = ForwarderHelperImpl._unbundleSignedOrderWithAmounts(
+            sortedOrderWithAmounts,
+        );
+        const feeOrderWithAmounts = ForwarderHelperImpl._createSignedOrderWithAmounts(
+            feeOrders,
+            remainingFillableFeeAmounts,
+        );
+        const sortedFeeOrderWithAmounts = sortingUtils.sortFeeOrdersByFeeAdjustedRate(feeOrderWithAmounts);
+        const unbundledSortedFeeOrderWithAmounts = ForwarderHelperImpl._unbundleSignedOrderWithAmounts(
+            sortedFeeOrderWithAmounts,
+        );
+        return {
+            orders: unbundledSortedOrderWithAmounts.orders,
+            feeOrders: unbundledSortedFeeOrderWithAmounts.orders,
+            remainingFillableMakerAssetAmounts: unbundledSortedOrderWithAmounts.amounts,
+            remainingFillableFeeAmounts: unbundledSortedFeeOrderWithAmounts.amounts,
+        };
+    }
+    constructor(opts: ForwarderHelperImplConfig) {
+        this._config = ForwarderHelperImpl._sortConfig(opts);
     }
     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);
         const { resultOrders, remainingFillAmount } = marketUtils.findOrdersThatCoverMakerAssetFillAmount(
-            this._orders,
+            orders,
             makerAssetFillAmount,
             {
-                remainingFillableMakerAssetAmounts: this._remainingFillableMakerAssetAmountsIfExists,
+                remainingFillableMakerAssetAmounts,
                 slippageBufferAmount,
             },
         );
@@ -42,10 +98,10 @@ export class ForwarderHelperImpl implements ForwarderHelper {
         // finding order that cover all fees, this will help with estimating ETH and minimizing gas usage
         const { resultFeeOrders, remainingFeeAmount } = marketUtils.findFeeOrdersThatCoverFeesForTargetOrders(
             resultOrders,
-            this._feeOrders,
+            feeOrders,
             {
-                remainingFillableMakerAssetAmounts: this._remainingFillableMakerAssetAmountsIfExists,
-                remainingFillableFeeAmounts: this._remainingFillableFeeAmountsIfExists,
+                remainingFillableMakerAssetAmounts,
+                remainingFillableFeeAmounts,
             },
         );
         if (remainingFeeAmount.gt(constants.ZERO_AMOUNT)) {