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author | Brandon Millman <brandon.millman@gmail.com> | 2018-09-14 19:45:14 +0800 |
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committer | Brandon Millman <brandon.millman@gmail.com> | 2018-09-15 20:14:48 +0800 |
commit | 91702bbae214f56e7ff66156fa799fcfb83f6e42 (patch) | |
tree | c45fc0577a577b81abd3e6eb0b5c7897db8fbfb8 /packages/forwarder-helper | |
parent | 90674d9038b45644e82545558d9937b9eec498f9 (diff) | |
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Move packages/forwarder-helper into packages/asset-buyer
Diffstat (limited to 'packages/forwarder-helper')
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/**/*"] -} |