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authorSteve Klebanoff <steve.klebanoff@gmail.com>2018-12-15 02:23:01 +0800
committerSteve Klebanoff <steve.klebanoff@gmail.com>2018-12-15 07:34:45 +0800
commita3d93d17cdefc2258a9f08e6fc680df1fb2b8456 (patch)
tree0f074b7205b4026b0e3b9bd84c9d8a1257411757 /packages/instant/src
parentc6c45095a8511814db6aa33e39794ae60debad8b (diff)
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Factor in slippage amount in InsufficientAssetLiquidityError error, and show in instant
Diffstat (limited to 'packages/instant/src')
-rw-r--r--packages/instant/src/constants.ts1
-rw-r--r--packages/instant/src/util/asset.ts17
-rw-r--r--packages/instant/src/util/buy_quote_updater.ts7
3 files changed, 23 insertions, 2 deletions
diff --git a/packages/instant/src/constants.ts b/packages/instant/src/constants.ts
index f83eb4ac7..2417c8615 100644
--- a/packages/instant/src/constants.ts
+++ b/packages/instant/src/constants.ts
@@ -16,6 +16,7 @@ export const ONE_SECOND_MS = 1000;
export const ONE_MINUTE_MS = ONE_SECOND_MS * 60;
export const GIT_SHA = process.env.GIT_SHA;
export const NODE_ENV = process.env.NODE_ENV;
+export const SLIPPAGE_PERCENTAGE = 0.2;
export const NPM_PACKAGE_VERSION = process.env.NPM_PACKAGE_VERSION;
export const ACCOUNT_UPDATE_INTERVAL_TIME_MS = ONE_SECOND_MS * 5;
export const BUY_QUOTE_UPDATE_INTERVAL_TIME_MS = ONE_SECOND_MS * 15;
diff --git a/packages/instant/src/util/asset.ts b/packages/instant/src/util/asset.ts
index 13f84ef74..5e83e7e6d 100644
--- a/packages/instant/src/util/asset.ts
+++ b/packages/instant/src/util/asset.ts
@@ -1,7 +1,10 @@
-import { AssetBuyerError } from '@0x/asset-buyer';
+import { AssetBuyerError, InsufficientAssetLiquidityError } from '@0x/asset-buyer';
import { AssetProxyId, ObjectMap } from '@0x/types';
+import { BigNumber } from '@0x/utils';
+import { Web3Wrapper } from '@0x/web3-wrapper';
import * as _ from 'lodash';
+import { BIG_NUMBER_ZERO } from '../constants';
import { assetDataNetworkMapping } from '../data/asset_data_network_mapping';
import { Asset, AssetMetaData, ERC20Asset, Network, ZeroExInstantError } from '../types';
@@ -110,6 +113,18 @@ export const assetUtils = {
assetBuyerErrorMessage: (asset: ERC20Asset, error: Error): string | undefined => {
if (error.message === AssetBuyerError.InsufficientAssetLiquidity) {
const assetName = assetUtils.bestNameForAsset(asset, 'of this asset');
+ if (error instanceof InsufficientAssetLiquidityError) {
+ const unitAmountAvailableToFill = Web3Wrapper.toUnitAmount(
+ error.amountAvailableToFill,
+ asset.metaData.decimals,
+ );
+ const roundedUnitAmountAvailableToFill = unitAmountAvailableToFill.round(2, BigNumber.ROUND_DOWN);
+
+ if (roundedUnitAmountAvailableToFill.greaterThan(BIG_NUMBER_ZERO)) {
+ return `There are only ${roundedUnitAmountAvailableToFill} ${assetName} available to buy`;
+ }
+ }
+
return `Not enough ${assetName} available`;
} else if (error.message === AssetBuyerError.InsufficientZrxLiquidity) {
return 'Not enough ZRX available';
diff --git a/packages/instant/src/util/buy_quote_updater.ts b/packages/instant/src/util/buy_quote_updater.ts
index 6191c92e3..37974e71c 100644
--- a/packages/instant/src/util/buy_quote_updater.ts
+++ b/packages/instant/src/util/buy_quote_updater.ts
@@ -5,6 +5,7 @@ import * as _ from 'lodash';
import { Dispatch } from 'redux';
import { oc } from 'ts-optchain';
+import { SLIPPAGE_PERCENTAGE } from '../constants';
import { Action, actions } from '../redux/actions';
import { AffiliateInfo, ERC20Asset, QuoteFetchOrigin } from '../types';
import { analytics } from '../util/analytics';
@@ -33,8 +34,12 @@ export const buyQuoteUpdater = {
}
const feePercentage = oc(options.affiliateInfo).feePercentage();
let newBuyQuote: BuyQuote | undefined;
+ const slippagePercentage = SLIPPAGE_PERCENTAGE;
try {
- newBuyQuote = await assetBuyer.getBuyQuoteAsync(asset.assetData, baseUnitValue, { feePercentage });
+ newBuyQuote = await assetBuyer.getBuyQuoteAsync(asset.assetData, baseUnitValue, {
+ feePercentage,
+ slippagePercentage,
+ });
} catch (error) {
const errorMessage = assetUtils.assetBuyerErrorMessage(asset, error);