Merge branch 'development' into refactor/order-utils/market-utils-api

* development:
  feat: Upgrade TypeScript to 3.0.1
  Add defaults for networkId and pagination
  Update sortingUtils to support Order and SignedOrder
  Change rateUtils to use Order
  Updated CHANGELOG
  Fix lint errors
  Update tests for optional feeRate
  Make feeRate optional with a default of 0
  Add tests for sortingUtils
  Implement sorting utils
  Add tests for rateUtils
  Implement rate utils

1 files changed, 48 insertions, 0 deletions

diff --git a/packages/order-utils/src/rate_utils.ts b/packages/order-utils/src/rate_utils.ts
new file mode 100644
index 000000000..c9ca72c59
--- /dev/null
+++ b/packages/order-utils/src/rate_utils.ts
@@ -0,0 +1,48 @@
+import { schemas } from '@0xproject/json-schemas';
+import { Order } from '@0xproject/types';
+import { BigNumber } from '@0xproject/utils';
+
+import { assert } from './assert';
+import { constants } from './constants';
+
+export const rateUtils = {
+    /**
+     * Takes an order and calculates the fee adjusted rate (takerAsset/makerAsset) by calculating how much takerAsset
+     * is required to cover the fees (feeRate * takerFee), adding the takerAssetAmount and dividing by makerAssetAmount
+     * @param   order       An object that conforms to the order interface
+     * @param   feeRate     The market rate of ZRX denominated in takerAssetAmount
+     *                      (ex. feeRate is 0.1 takerAsset/ZRX if it takes 1 unit of takerAsset to buy 10 ZRX)
+     *                      Defaults to 0
+     * @return  The rate (takerAsset/makerAsset) of the order adjusted for fees
+     */
+    getFeeAdjustedRateOfOrder(order: Order, feeRate: BigNumber = constants.ZERO_AMOUNT): BigNumber {
+        assert.doesConformToSchema('order', order, schemas.orderSchema);
+        assert.isBigNumber('feeRate', feeRate);
+        assert.assert(
+            feeRate.gte(constants.ZERO_AMOUNT),
+            `Expected feeRate: ${feeRate} to be greater than or equal to 0`,
+        );
+        const takerAssetAmountNeededToPayForFees = order.takerFee.mul(feeRate);
+        const totalTakerAssetAmount = takerAssetAmountNeededToPayForFees.plus(order.takerAssetAmount);
+        const rate = totalTakerAssetAmount.div(order.makerAssetAmount);
+        return rate;
+    },
+    /**
+     * Takes a fee order (makerAssetData corresponds to ZRX and takerAssetData corresponds to WETH) and calculates
+     * the fee adjusted rate (WETH/ZRX) by dividing the takerAssetAmount by the makerAmount minus the takerFee
+     * @param   feeOrder    An object that conforms to the order interface
+     * @return  The rate (WETH/ZRX) of the fee order adjusted for fees
+     */
+    getFeeAdjustedRateOfFeeOrder(feeOrder: Order): BigNumber {
+        assert.doesConformToSchema('feeOrder', feeOrder, schemas.orderSchema);
+        const zrxAmountAfterFees = feeOrder.makerAssetAmount.sub(feeOrder.takerFee);
+        assert.assert(
+            zrxAmountAfterFees.greaterThan(constants.ZERO_AMOUNT),
+            `Expected takerFee: ${JSON.stringify(feeOrder.takerFee)} to be less than makerAssetAmount: ${JSON.stringify(
+                feeOrder.makerAssetAmount,
+            )}`,
+        );
+        const rate = feeOrder.takerAssetAmount.div(zrxAmountAfterFees);
+        return rate;
+    },
+};