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authorBrandon Millman <brandon.millman@gmail.com>2018-09-14 19:45:14 +0800
committerBrandon Millman <brandon.millman@gmail.com>2018-09-15 20:14:48 +0800
commit91702bbae214f56e7ff66156fa799fcfb83f6e42 (patch)
treec45fc0577a577b81abd3e6eb0b5c7897db8fbfb8 /packages/forwarder-helper
parent90674d9038b45644e82545558d9937b9eec498f9 (diff)
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Move packages/forwarder-helper into packages/asset-buyer
Diffstat (limited to 'packages/forwarder-helper')
-rw-r--r--packages/forwarder-helper/.npmignore8
-rw-r--r--packages/forwarder-helper/CHANGELOG.json30
-rw-r--r--packages/forwarder-helper/CHANGELOG.md18
-rw-r--r--packages/forwarder-helper/README.md83
-rw-r--r--packages/forwarder-helper/package.json75
-rw-r--r--packages/forwarder-helper/src/constants.ts6
-rw-r--r--packages/forwarder-helper/src/forwarder_helper_factory.ts261
-rw-r--r--packages/forwarder-helper/src/forwarder_helper_impl.ts64
-rw-r--r--packages/forwarder-helper/src/globals.d.ts6
-rw-r--r--packages/forwarder-helper/src/index.ts2
-rw-r--r--packages/forwarder-helper/src/types.ts49
-rw-r--r--packages/forwarder-helper/src/utils/forwarder_helper_impl_config_utils.ts92
-rw-r--r--packages/forwarder-helper/src/utils/order_utils.ts21
-rw-r--r--packages/forwarder-helper/test/forwarder_helper_impl_test.ts136
-rw-r--r--packages/forwarder-helper/test/utils/chai_setup.ts13
-rw-r--r--packages/forwarder-helper/tsconfig.json8
-rw-r--r--packages/forwarder-helper/tslint.json3
-rw-r--r--packages/forwarder-helper/typedoc-tsconfig.json7
18 files changed, 0 insertions, 882 deletions
diff --git a/packages/forwarder-helper/.npmignore b/packages/forwarder-helper/.npmignore
deleted file mode 100644
index 5333847e7..000000000
--- a/packages/forwarder-helper/.npmignore
+++ /dev/null
@@ -1,8 +0,0 @@
-.*
-yarn-error.log
-/src/
-/scripts/
-/schemas/
-test/
-tsconfig.json
-/lib/src/monorepo_scripts/
diff --git a/packages/forwarder-helper/CHANGELOG.json b/packages/forwarder-helper/CHANGELOG.json
deleted file mode 100644
index f0e646700..000000000
--- a/packages/forwarder-helper/CHANGELOG.json
+++ /dev/null
@@ -1,30 +0,0 @@
-[
- {
- "timestamp": 1536142250,
- "version": "1.0.1",
- "changes": [
- {
- "note": "Dependencies updated"
- }
- ]
- },
- {
- "version": "1.0.1-rc.2",
- "changes": [
- {
- "note": "Dependencies updated"
- }
- ],
- "timestamp": 1535377027
- },
- {
- "version": "1.0.1-rc.1",
- "changes": [
- {
- "note": "Add initial forwarderHelperFactory",
- "pr": 997
- }
- ],
- "timestamp": 1535133899
- }
-]
diff --git a/packages/forwarder-helper/CHANGELOG.md b/packages/forwarder-helper/CHANGELOG.md
deleted file mode 100644
index d6b67aa1b..000000000
--- a/packages/forwarder-helper/CHANGELOG.md
+++ /dev/null
@@ -1,18 +0,0 @@
-<!--
-changelogUtils.file is auto-generated using the monorepo-scripts package. Don't edit directly.
-Edit the package's CHANGELOG.json file only.
--->
-
-CHANGELOG
-
-## v1.0.1 - _September 5, 2018_
-
- * Dependencies updated
-
-## v1.0.1-rc.2 - _August 27, 2018_
-
- * Dependencies updated
-
-## v1.0.1-rc.1 - _August 24, 2018_
-
- * Add initial forwarderHelperFactory (#997)
diff --git a/packages/forwarder-helper/README.md b/packages/forwarder-helper/README.md
deleted file mode 100644
index c74526910..000000000
--- a/packages/forwarder-helper/README.md
+++ /dev/null
@@ -1,83 +0,0 @@
-## @0xproject/forwarder-helper
-
-Provides convenience objects to help work with the Forwarder Contract
-
-### Read the [Documentation](https://0xproject.com/docs/forwarder-helper).
-
-## Installation
-
-```bash
-yarn add @0xproject/forwarder-helper
-```
-
-**Import**
-
-```typescript
-import { forwarderHelperFactory } from '@0xproject/forwarder-helper';
-```
-
-or
-
-```javascript
-var forwarderHelperFactory = require('@0xproject/forwarder-helper').forwarderHelperFactory;
-```
-
-If your project is in [TypeScript](https://www.typescriptlang.org/), add the following to your `tsconfig.json`:
-
-```json
-"compilerOptions": {
- "typeRoots": ["node_modules/@0xproject/typescript-typings/types", "node_modules/@types"],
-}
-```
-
-## Contributing
-
-We welcome improvements and fixes from the wider community! To report bugs within this package, please create an issue in this repository.
-
-Please read our [contribution guidelines](../../CONTRIBUTING.md) before getting started.
-
-### Install dependencies
-
-If you don't have yarn workspaces enabled (Yarn < v1.0) - enable them:
-
-```bash
-yarn config set workspaces-experimental true
-```
-
-Then install dependencies
-
-```bash
-yarn install
-```
-
-### Build
-
-To build this package and all other monorepo packages that it depends on, run the following from the monorepo root directory:
-
-```bash
-PKG=@0xproject/forwarder-helper yarn build
-```
-
-Or continuously rebuild on change:
-
-```bash
-PKG=@0xproject/forwarder-helper yarn watch
-```
-
-### Clean
-
-```bash
-yarn clean
-```
-
-### Lint
-
-```bash
-yarn lint
-```
-
-### Run Tests
-
-```bash
-yarn test
-```
diff --git a/packages/forwarder-helper/package.json b/packages/forwarder-helper/package.json
deleted file mode 100644
index f849fb4ed..000000000
--- a/packages/forwarder-helper/package.json
+++ /dev/null
@@ -1,75 +0,0 @@
-{
- "name": "@0xproject/forwarder-helper",
- "version": "1.0.1",
- "engines": {
- "node": ">=6.12"
- },
- "description": "Convenience object for working with the forwarder contract",
- "main": "lib/src/index.js",
- "types": "lib/src/index.d.ts",
- "scripts": {
- "watch_without_deps": "tsc -w",
- "lint": "tslint --project .",
- "test": "yarn run_mocha",
- "rebuild_and_test": "run-s clean build test",
- "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",
- "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 --tsconfig typedoc-tsconfig.json --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"
- },
- "config": {
- "postpublish": {
- "assets": []
- }
- },
- "repository": {
- "type": "git",
- "url": "https://github.com/0xProject/0x-monorepo.git"
- },
- "author": "",
- "license": "Apache-2.0",
- "bugs": {
- "url": "https://github.com/0xProject/0x-monorepo/issues"
- },
- "homepage": "https://github.com/0xProject/0x-monorepo/packages/forwarder-helper/README.md",
- "dependencies": {
- "@0xproject/assert": "^1.0.8",
- "@0xproject/connect": "^2.0.0",
- "@0xproject/contract-wrappers": "^1.0.1",
- "@0xproject/json-schemas": "^1.0.1",
- "@0xproject/order-utils": "^1.0.1",
- "@0xproject/subproviders": "^2.0.2",
- "@0xproject/types": "^1.0.1",
- "@0xproject/typescript-typings": "^2.0.0",
- "@0xproject/utils": "^1.0.8",
- "lodash": "^4.17.10"
- },
- "devDependencies": {
- "@0xproject/tslint-config": "^1.0.7",
- "@types/lodash": "^4.14.116",
- "@types/mocha": "^2.2.42",
- "@types/node": "^8.0.53",
- "chai": "^4.0.1",
- "chai-as-promised": "^7.1.0",
- "chai-bignumber": "^2.0.1",
- "copyfiles": "^1.2.0",
- "dirty-chai": "^2.0.1",
- "make-promises-safe": "^1.1.0",
- "mocha": "^4.1.0",
- "npm-run-all": "^4.1.2",
- "nyc": "^11.0.1",
- "shx": "^0.2.2",
- "tslint": "5.11.0",
- "typedoc": "0.12.0",
- "typescript": "3.0.1"
- },
- "publishConfig": {
- "access": "public"
- }
-}
diff --git a/packages/forwarder-helper/src/constants.ts b/packages/forwarder-helper/src/constants.ts
deleted file mode 100644
index c0a1b090e..000000000
--- a/packages/forwarder-helper/src/constants.ts
+++ /dev/null
@@ -1,6 +0,0 @@
-import { BigNumber } from '@0xproject/utils';
-
-export const constants = {
- ZERO_AMOUNT: new BigNumber(0),
- NULL_ADDRESS: '0x0000000000000000000000000000000000000000',
-};
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 2b37ac98f..000000000
--- a/packages/forwarder-helper/src/forwarder_helper_factory.ts
+++ /dev/null
@@ -1,261 +0,0 @@
-import { assert } from '@0xproject/assert';
-import { APIOrder, HttpClient, OrderbookResponse } from '@0xproject/connect';
-import { ContractWrappers, OrderAndTraderInfo, OrderStatus } from '@0xproject/contract-wrappers';
-import { schemas } from '@0xproject/json-schemas';
-import { assetDataUtils } from '@0xproject/order-utils';
-import { RemainingFillableCalculator } from '@0xproject/order-utils/lib/src/remaining_fillable_calculator';
-import { RPCSubprovider, Web3ProviderEngine } from '@0xproject/subproviders';
-import { SignedOrder } from '@0xproject/types';
-import { BigNumber } from '@0xproject/utils';
-import * as _ from 'lodash';
-
-import { constants } from './constants';
-import { ForwarderHelperImpl, ForwarderHelperImplConfig } from './forwarder_helper_impl';
-import { ForwarderHelper, ForwarderHelperFactoryError } from './types';
-import { orderUtils } from './utils/order_utils';
-
-export const forwarderHelperFactory = {
- /**
- * Given an array of orders and an array of feeOrders, get a ForwarderHelper
- * @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);
- // TODO: Add assertion here for orders all having the same makerAsset and takerAsset
- const config: ForwarderHelperImplConfig = {
- orders,
- feeOrders,
- };
- const helper = new ForwarderHelperImpl(config);
- return helper;
- },
- /**
- * Given a desired makerAsset and SRA url, get a ForwarderHelper
- * @param makerAssetData An array of objects conforming to SignedOrder. Each order should specify the same makerAssetData and takerAssetData
- * @param sraUrl A url pointing to an SRA v2 compliant endpoint.
- * @param rpcUrl A url pointing to an ethereum node.
- * @param networkId The ethereum networkId, defaults to 1 (mainnet).
- * @return A ForwarderHelper, see type for definition
- */
- async getForwarderHelperForMakerAssetDataAsync(
- makerAssetData: string,
- sraUrl: string,
- rpcUrl?: string,
- networkId: number = 1,
- ): Promise<ForwarderHelper> {
- assert.isHexString('makerAssetData', makerAssetData);
- assert.isWebUri('sraUrl', sraUrl);
- if (!_.isUndefined(rpcUrl)) {
- assert.isWebUri('rpcUrl', rpcUrl);
- }
- assert.isNumber('networkId', networkId);
- // create provider
- const providerEngine = new Web3ProviderEngine();
- if (!_.isUndefined(rpcUrl)) {
- providerEngine.addProvider(new RPCSubprovider(rpcUrl));
- }
- providerEngine.start();
- // create contract wrappers given provider and networkId
- const contractWrappers = new ContractWrappers(providerEngine, { networkId });
- // find ether token asset data
- const etherTokenAddressIfExists = contractWrappers.etherToken.getContractAddressIfExists();
- if (_.isUndefined(etherTokenAddressIfExists)) {
- throw new Error(ForwarderHelperFactoryError.NoEtherTokenContractFound);
- }
- const etherTokenAssetData = assetDataUtils.encodeERC20AssetData(etherTokenAddressIfExists);
- // find zrx token asset data
- let zrxTokenAssetData: string;
- try {
- zrxTokenAssetData = contractWrappers.exchange.getZRXAssetData();
- } catch (err) {
- throw new Error(ForwarderHelperFactoryError.NoZrxTokenContractFound);
- }
- // get orderbooks for makerAsset/WETH and ZRX/WETH
- const sraClient = new HttpClient(sraUrl);
- const orderbookRequests = [
- { baseAssetData: makerAssetData, quoteAssetData: etherTokenAssetData },
- { baseAssetData: zrxTokenAssetData, quoteAssetData: etherTokenAssetData },
- ];
- const requestOpts = { networkId };
- let makerAssetOrderbook: OrderbookResponse;
- let zrxOrderbook: OrderbookResponse;
- try {
- [makerAssetOrderbook, zrxOrderbook] = await Promise.all(
- _.map(orderbookRequests, request => sraClient.getOrderbookAsync(request, requestOpts)),
- );
- } catch (err) {
- throw new Error(ForwarderHelperFactoryError.StandardRelayerApiError);
- }
- // validate orders and find remaining fillable from on chain state or sra api
- let ordersAndRemainingFillableMakerAssetAmounts: OrdersAndRemainingFillableMakerAssetAmounts;
- let feeOrdersAndRemainingFillableMakerAssetAmounts: OrdersAndRemainingFillableMakerAssetAmounts;
- if (!_.isUndefined(rpcUrl)) {
- // if we do have an rpc url, get on-chain orders and traders info via the OrderValidatorWrapper
- const ordersFromSra = getOpenAsksFromOrderbook(makerAssetOrderbook);
- const feeOrdersFromSra = getOpenAsksFromOrderbook(zrxOrderbook);
- // TODO: try catch these requests and throw a more domain specific error
- // TODO: optimization, reduce this to once RPC call buy combining orders into one array and then splitting up the response
- const [makerAssetOrdersAndTradersInfo, feeOrdersAndTradersInfo] = await Promise.all(
- _.map([ordersFromSra, feeOrdersFromSra], ordersToBeValidated => {
- const takerAddresses = _.map(ordersToBeValidated, () => constants.NULL_ADDRESS);
- return contractWrappers.orderValidator.getOrdersAndTradersInfoAsync(
- ordersToBeValidated,
- takerAddresses,
- );
- }),
- );
- // take maker asset orders from SRA + on chain information and find the valid orders and remaining fillable maker asset amounts
- ordersAndRemainingFillableMakerAssetAmounts = getValidOrdersAndRemainingFillableMakerAssetAmountsFromOnChain(
- ordersFromSra,
- makerAssetOrdersAndTradersInfo,
- zrxTokenAssetData,
- );
- // take fee orders from SRA + on chain information and find the valid orders and remaining fillable maker asset amounts
- feeOrdersAndRemainingFillableMakerAssetAmounts = getValidOrdersAndRemainingFillableMakerAssetAmountsFromOnChain(
- feeOrdersFromSra,
- feeOrdersAndTradersInfo,
- zrxTokenAssetData,
- );
- } else {
- // if we don't have an rpc url, assume all orders are valid and fallback to optional fill amounts from SRA
- // if fill amounts are not available from the SRA, assume all orders are completely fillable
- const apiOrdersFromSra = makerAssetOrderbook.asks.records;
- const feeApiOrdersFromSra = zrxOrderbook.asks.records;
- // take maker asset orders from SRA and the valid orders and remaining fillable maker asset amounts
- ordersAndRemainingFillableMakerAssetAmounts = getValidOrdersAndRemainingFillableMakerAssetAmountsFromApi(
- apiOrdersFromSra,
- );
- // take fee orders from SRA and find the valid orders and remaining fillable maker asset amounts
- feeOrdersAndRemainingFillableMakerAssetAmounts = getValidOrdersAndRemainingFillableMakerAssetAmountsFromApi(
- feeApiOrdersFromSra,
- );
- }
- // compile final config
- const config: ForwarderHelperImplConfig = {
- orders: ordersAndRemainingFillableMakerAssetAmounts.orders,
- feeOrders: feeOrdersAndRemainingFillableMakerAssetAmounts.orders,
- remainingFillableMakerAssetAmounts:
- ordersAndRemainingFillableMakerAssetAmounts.remainingFillableMakerAssetAmounts,
- remainingFillableFeeAmounts:
- feeOrdersAndRemainingFillableMakerAssetAmounts.remainingFillableMakerAssetAmounts,
- };
- const helper = new ForwarderHelperImpl(config);
- return helper;
- },
-};
-
-interface OrdersAndRemainingFillableMakerAssetAmounts {
- orders: SignedOrder[];
- remainingFillableMakerAssetAmounts: BigNumber[];
-}
-
-/**
- * Given an array of APIOrder objects from a standard relayer api, return an array
- * of fillable orders with their corresponding remainingFillableMakerAssetAmounts
- */
-function getValidOrdersAndRemainingFillableMakerAssetAmountsFromApi(
- apiOrders: APIOrder[],
-): OrdersAndRemainingFillableMakerAssetAmounts {
- const result = _.reduce(
- apiOrders,
- (acc, apiOrder) => {
- // get current accumulations
- const { orders, remainingFillableMakerAssetAmounts } = acc;
- // get order and metadata
- const { order, metaData } = apiOrder;
- // if the order is expired or not open, move on
- if (orderUtils.isOrderExpired(order) || !orderUtils.isOpenOrder(order)) {
- return acc;
- }
- // calculate remainingFillableMakerAssetAmount from api metadata, else assume order is completely fillable
- const remainingFillableTakerAssetAmount = _.get(
- metaData,
- 'remainingTakerAssetAmount',
- order.takerAssetAmount,
- );
- const remainingFillableMakerAssetAmount = orderUtils.calculateRemainingMakerAssetAmount(
- order,
- remainingFillableTakerAssetAmount,
- );
- // if there is some amount of maker asset left to fill and add the order and remaining amount to the accumulations
- // if there is not any maker asset left to fill, do not add
- if (remainingFillableMakerAssetAmount.gt(constants.ZERO_AMOUNT)) {
- return {
- orders: _.concat(orders, order),
- remainingFillableMakerAssetAmounts: _.concat(
- remainingFillableMakerAssetAmounts,
- remainingFillableMakerAssetAmount,
- ),
- };
- } else {
- return acc;
- }
- },
- { orders: [] as SignedOrder[], remainingFillableMakerAssetAmounts: [] as BigNumber[] },
- );
- return result;
-}
-
-/**
- * Given an array of orders and corresponding on-chain infos, return a subset of the orders
- * that are still fillable orders with their corresponding remainingFillableMakerAssetAmounts
- */
-function getValidOrdersAndRemainingFillableMakerAssetAmountsFromOnChain(
- inputOrders: SignedOrder[],
- ordersAndTradersInfo: OrderAndTraderInfo[],
- zrxAssetData: string,
-): OrdersAndRemainingFillableMakerAssetAmounts {
- // iterate through the input orders and find the ones that are still fillable
- // for the orders that are still fillable, calculate the remaining fillable maker asset amount
- const result = _.reduce(
- inputOrders,
- (acc, order, index) => {
- // get current accumulations
- const { orders, remainingFillableMakerAssetAmounts } = acc;
- // get corresponding on-chain state for the order
- const { orderInfo, traderInfo } = ordersAndTradersInfo[index];
- // if the order IS NOT fillable, do not add anything to the accumulations and continue iterating
- if (orderInfo.orderStatus !== OrderStatus.FILLABLE) {
- return acc;
- }
- // if the order IS fillable, add the order and calculate the remaining fillable amount
- const transferrableAssetAmount = BigNumber.min([traderInfo.makerAllowance, traderInfo.makerBalance]);
- const transferrableFeeAssetAmount = BigNumber.min([
- traderInfo.makerZrxAllowance,
- traderInfo.makerZrxBalance,
- ]);
- const remainingTakerAssetAmount = order.takerAssetAmount.minus(orderInfo.orderTakerAssetFilledAmount);
- const remainingMakerAssetAmount = orderUtils.calculateRemainingMakerAssetAmount(
- order,
- remainingTakerAssetAmount,
- );
- const remainingFillableCalculator = new RemainingFillableCalculator(
- order.makerFee,
- order.makerAssetAmount,
- order.makerAssetData === zrxAssetData,
- transferrableAssetAmount,
- transferrableFeeAssetAmount,
- remainingMakerAssetAmount,
- );
- const remainingFillableAmount = remainingFillableCalculator.computeRemainingFillable();
- return {
- orders: _.concat(orders, order),
- remainingFillableMakerAssetAmounts: _.concat(
- remainingFillableMakerAssetAmounts,
- remainingFillableAmount,
- ),
- };
- },
- { orders: [] as SignedOrder[], remainingFillableMakerAssetAmounts: [] as BigNumber[] },
- );
- return result;
-}
-
-function getOpenAsksFromOrderbook(orderbookResponse: OrderbookResponse): SignedOrder[] {
- const asks = _.map(orderbookResponse.asks.records, apiOrder => apiOrder.order);
- const result = _.filter(asks, ask => orderUtils.isOpenOrder(ask));
- return result;
-}
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 a7f02ff8d..000000000
--- a/packages/forwarder-helper/src/types.ts
+++ /dev/null
@@ -1,49 +0,0 @@
-import { SignedOrder } from '@0xproject/types';
-import { BigNumber } from '@0xproject/utils';
-
-export enum ForwarderHelperFactoryError {
- NoEtherTokenContractFound = 'NO_ETHER_TOKEN_CONTRACT_FOUND',
- NoZrxTokenContractFound = 'NO_ZRX_TOKEN_CONTRACT_FOUND',
- StandardRelayerApiError = 'STANDARD_RELAYER_API_ERROR',
-}
-
-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,
- };
-}
diff --git a/packages/forwarder-helper/src/utils/order_utils.ts b/packages/forwarder-helper/src/utils/order_utils.ts
deleted file mode 100644
index bb0bdb80f..000000000
--- a/packages/forwarder-helper/src/utils/order_utils.ts
+++ /dev/null
@@ -1,21 +0,0 @@
-import { SignedOrder } from '@0xproject/types';
-import { BigNumber } from '@0xproject/utils';
-
-import { constants } from '../constants';
-
-export const orderUtils = {
- isOrderExpired(order: SignedOrder): boolean {
- const millisecondsInSecond = 1000;
- const currentUnixTimestampSec = new BigNumber(Date.now() / millisecondsInSecond).round();
- return order.expirationTimeSeconds.lessThan(currentUnixTimestampSec);
- },
- calculateRemainingMakerAssetAmount(order: SignedOrder, remainingTakerAssetAmount: BigNumber): BigNumber {
- const result = remainingTakerAssetAmount.eq(0)
- ? constants.ZERO_AMOUNT
- : remainingTakerAssetAmount.times(order.makerAssetAmount).dividedToIntegerBy(order.takerAssetAmount);
- return result;
- },
- isOpenOrder(order: SignedOrder): boolean {
- return order.takerAddress === constants.NULL_ADDRESS;
- },
-};
diff --git a/packages/forwarder-helper/test/forwarder_helper_impl_test.ts b/packages/forwarder-helper/test/forwarder_helper_impl_test.ts
deleted file mode 100644
index 3c3b6db92..000000000
--- a/packages/forwarder-helper/test/forwarder_helper_impl_test.ts
+++ /dev/null
@@ -1,136 +0,0 @@
-import { testOrderFactory } from '@0xproject/order-utils/lib/test/utils/test_order_factory';
-import { BigNumber } from '@0xproject/utils';
-import * as chai from 'chai';
-import * as _ from 'lodash';
-import 'mocha';
-
-import { ForwarderHelperImpl, ForwarderHelperImplConfig } from '../src/forwarder_helper_impl';
-import { ForwarderHelperError } from '../src/types';
-
-import { chaiSetup } from './utils/chai_setup';
-
-chaiSetup.configure();
-const expect = chai.expect;
-
-describe('ForwarderHelperImpl', () => {
- // rate: 2 takerAsset / makerAsset
- const testOrder1 = testOrderFactory.generateTestSignedOrder({
- makerAssetAmount: new BigNumber(100),
- takerAssetAmount: new BigNumber(200),
- });
- // rate: 1 takerAsset / makerAsset
- const testOrder2 = testOrderFactory.generateTestSignedOrder({
- makerAssetAmount: new BigNumber(100),
- takerAssetAmount: new BigNumber(100),
- });
- // rate: 3 takerAsset / makerAsset
- const testOrder3 = testOrderFactory.generateTestSignedOrder({
- makerAssetAmount: new BigNumber(100),
- takerAssetAmount: new BigNumber(300),
- takerFee: new BigNumber(1),
- });
- // rate: 3 WETH / ZRX
- const testFeeOrder1 = testOrderFactory.generateTestSignedOrder({
- makerAssetAmount: new BigNumber(100),
- takerAssetAmount: new BigNumber(300),
- });
- // rate: 2 WETH / ZRX
- const testFeeOrder2 = testOrderFactory.generateTestSignedOrder({
- makerAssetAmount: new BigNumber(100),
- takerAssetAmount: new BigNumber(200),
- });
- // rate: 1 WETH / ZRX
- const testFeeOrder3 = testOrderFactory.generateTestSignedOrder({
- makerAssetAmount: new BigNumber(100),
- takerAssetAmount: new BigNumber(100),
- });
- const inputForwarderHelperConfig: ForwarderHelperImplConfig = {
- orders: [testOrder1, testOrder2, testOrder3],
- feeOrders: [testFeeOrder1, testFeeOrder2, testFeeOrder3],
- remainingFillableMakerAssetAmounts: [new BigNumber(1), new BigNumber(2), new BigNumber(3)],
- remainingFillableFeeAmounts: [new BigNumber(4), new BigNumber(5), new BigNumber(6)],
- };
- describe('#constructor', () => {
- const inputForwarderHelperConfigNoRemainingAmounts: ForwarderHelperImplConfig = {
- orders: [testOrder1, testOrder2, testOrder3],
- feeOrders: [testFeeOrder1, testFeeOrder2, testFeeOrder3],
- };
- it('sorts orders', () => {
- const forwarderHelper = new ForwarderHelperImpl(inputForwarderHelperConfig);
- expect(forwarderHelper.config.orders).deep.equals([testOrder2, testOrder1, testOrder3]);
- });
- it('sorts fee orders', () => {
- const forwarderHelper = new ForwarderHelperImpl(inputForwarderHelperConfig);
- expect(forwarderHelper.config.feeOrders).deep.equals([testFeeOrder3, testFeeOrder2, testFeeOrder1]);
- });
- it('sorts remainingFillableMakerAssetAmounts', () => {
- const forwarderHelper = new ForwarderHelperImpl(inputForwarderHelperConfig);
- expect(forwarderHelper.config.remainingFillableMakerAssetAmounts).to.be.not.undefined();
- expect(_.nth(forwarderHelper.config.remainingFillableMakerAssetAmounts, 0)).to.bignumber.equal(
- new BigNumber(2),
- );
- expect(_.nth(forwarderHelper.config.remainingFillableMakerAssetAmounts, 1)).to.bignumber.equal(
- new BigNumber(1),
- );
- expect(_.nth(forwarderHelper.config.remainingFillableMakerAssetAmounts, 2)).to.bignumber.equal(
- new BigNumber(3),
- );
- });
- it('sorts remainingFillableFeeAmounts', () => {
- const forwarderHelper = new ForwarderHelperImpl(inputForwarderHelperConfig);
- expect(forwarderHelper.config.remainingFillableFeeAmounts).to.be.not.undefined();
- expect(_.nth(forwarderHelper.config.remainingFillableFeeAmounts, 0)).to.bignumber.equal(new BigNumber(6));
- expect(_.nth(forwarderHelper.config.remainingFillableFeeAmounts, 1)).to.bignumber.equal(new BigNumber(5));
- expect(_.nth(forwarderHelper.config.remainingFillableFeeAmounts, 2)).to.bignumber.equal(new BigNumber(4));
- });
- it('remainingFillableMakerAssetAmounts is undefined if none provided', () => {
- const forwarderHelper = new ForwarderHelperImpl(inputForwarderHelperConfigNoRemainingAmounts);
- expect(forwarderHelper.config.remainingFillableMakerAssetAmounts).to.be.undefined();
- });
- it('remainingFillableFeeAmounts is undefined if none provided', () => {
- const forwarderHelper = new ForwarderHelperImpl(inputForwarderHelperConfigNoRemainingAmounts);
- expect(forwarderHelper.config.remainingFillableFeeAmounts).to.be.undefined();
- });
- });
- describe('#getMarketBuyOrdersInfo', () => {
- it('throws if not enough makerAsset liquidity', () => {
- const forwarderHelper = new ForwarderHelperImpl(inputForwarderHelperConfig);
- expect(() => {
- // request for 6 makerAsset units, because we have exactly 6 available we should throw because there is a built in slippage buffer
- forwarderHelper.getMarketBuyOrdersInfo({
- makerAssetFillAmount: new BigNumber(6),
- });
- }).to.throw(ForwarderHelperError.InsufficientMakerAssetLiquidity);
- });
- it('throws if not enough ZRX liquidity', () => {
- const inputForwarderHelperConfigNoFees: ForwarderHelperImplConfig = {
- orders: [testOrder1, testOrder2, testOrder3],
- feeOrders: [],
- };
- const forwarderHelper = new ForwarderHelperImpl(inputForwarderHelperConfigNoFees);
- expect(() => {
- // request for 4 makerAsset units, we need fees but no fee orders exist, show we should throw
- forwarderHelper.getMarketBuyOrdersInfo({
- makerAssetFillAmount: new BigNumber(250),
- });
- }).to.throw(ForwarderHelperError.InsufficientZrxLiquidity);
- });
- it('passes the makerAssetFillAmount from the request to the info response', () => {
- const forwarderHelper = new ForwarderHelperImpl(inputForwarderHelperConfig);
- const makerAssetFillAmount = new BigNumber(4);
- const info = forwarderHelper.getMarketBuyOrdersInfo({
- makerAssetFillAmount,
- });
- expect(info.makerAssetFillAmount).to.bignumber.equal(makerAssetFillAmount);
- });
- it('passes the feePercentage from the request to the info response', () => {
- const forwarderHelper = new ForwarderHelperImpl(inputForwarderHelperConfig);
- const feePercentage = new BigNumber(0.2);
- const info = forwarderHelper.getMarketBuyOrdersInfo({
- makerAssetFillAmount: new BigNumber(4),
- feePercentage,
- });
- expect(info.feePercentage).to.bignumber.equal(feePercentage);
- });
- });
-});
diff --git a/packages/forwarder-helper/test/utils/chai_setup.ts b/packages/forwarder-helper/test/utils/chai_setup.ts
deleted file mode 100644
index 1a8733093..000000000
--- a/packages/forwarder-helper/test/utils/chai_setup.ts
+++ /dev/null
@@ -1,13 +0,0 @@
-import * as chai from 'chai';
-import chaiAsPromised = require('chai-as-promised');
-import ChaiBigNumber = require('chai-bignumber');
-import * as dirtyChai from 'dirty-chai';
-
-export const chaiSetup = {
- configure(): void {
- chai.config.includeStack = true;
- chai.use(ChaiBigNumber());
- chai.use(dirtyChai);
- chai.use(chaiAsPromised);
- },
-};
diff --git a/packages/forwarder-helper/tsconfig.json b/packages/forwarder-helper/tsconfig.json
deleted file mode 100644
index 2ee711adc..000000000
--- a/packages/forwarder-helper/tsconfig.json
+++ /dev/null
@@ -1,8 +0,0 @@
-{
- "extends": "../../tsconfig",
- "compilerOptions": {
- "outDir": "lib",
- "rootDir": "."
- },
- "include": ["./src/**/*", "./test/**/*"]
-}
diff --git a/packages/forwarder-helper/tslint.json b/packages/forwarder-helper/tslint.json
deleted file mode 100644
index ffaefe83a..000000000
--- a/packages/forwarder-helper/tslint.json
+++ /dev/null
@@ -1,3 +0,0 @@
-{
- "extends": ["@0xproject/tslint-config"]
-}
diff --git a/packages/forwarder-helper/typedoc-tsconfig.json b/packages/forwarder-helper/typedoc-tsconfig.json
deleted file mode 100644
index c9b0af1ae..000000000
--- a/packages/forwarder-helper/typedoc-tsconfig.json
+++ /dev/null
@@ -1,7 +0,0 @@
-{
- "extends": "../../typedoc-tsconfig",
- "compilerOptions": {
- "outDir": "lib"
- },
- "include": ["./src/**/*", "./test/**/*"]
-}