Merge pull request #1116 from 0xProject/feature/asset-buyer/api-tweaks

[asset-buyer] Fix order expiration calc bug and expose gas options to executeBuyQuote

7 files changed, 40 insertions, 18 deletions

diff --git a/packages/asset-buyer/CHANGELOG.json b/packages/asset-buyer/CHANGELOG.json
index d50a564dc..dbb801b69 100644
--- a/packages/asset-buyer/CHANGELOG.json
+++ b/packages/asset-buyer/CHANGELOG.json
@@ -1,5 +1,13 @@
 [
     {
+        "version": "2.1.0",
+        "changes": [
+            {
+                "note": "Add `gasLimit` and `gasPrice` as optional properties on `BuyQuoteExecutionOpts`"
+            }
+        ]
+    },
+    {
         "version": "2.0.0",
         "changes": [
             {
diff --git a/packages/asset-buyer/src/asset_buyer.ts b/packages/asset-buyer/src/asset_buyer.ts
index 7ec39e012..50343efde 100644
--- a/packages/asset-buyer/src/asset_buyer.ts
+++ b/packages/asset-buyer/src/asset_buyer.ts
@@ -183,7 +183,7 @@ export class AssetBuyer {
         buyQuote: BuyQuote,
         options: Partial<BuyQuoteExecutionOpts> = {},
     ): Promise<string> {
-        const { ethAmount, takerAddress, feeRecipient } = {
+        const { ethAmount, takerAddress, feeRecipient, gasLimit, gasPrice } = {
             ...constants.DEFAULT_BUY_QUOTE_EXECUTION_OPTS,
             ...options,
         };
@@ -219,6 +219,10 @@ export class AssetBuyer {
             feeOrders,
             feePercentage,
             feeRecipient,
+            {
+                gasLimit,
+                gasPrice,
+            },
         );
         return txHash;
     }
diff --git a/packages/asset-buyer/src/constants.ts b/packages/asset-buyer/src/constants.ts
index e1056e39b..e095dee06 100644
--- a/packages/asset-buyer/src/constants.ts
+++ b/packages/asset-buyer/src/constants.ts
@@ -8,7 +8,7 @@ const MAINNET_NETWORK_ID = 1;
 const DEFAULT_ASSET_BUYER_OPTS: AssetBuyerOpts = {
     networkId: MAINNET_NETWORK_ID,
     orderRefreshIntervalMs: 10000, // 10 seconds
-    expiryBufferSeconds: 15,
+    expiryBufferSeconds: 300, // 5 minutes
 };
 
 const DEFAULT_BUY_QUOTE_REQUEST_OPTS: BuyQuoteRequestOpts = {
diff --git a/packages/asset-buyer/src/types.ts b/packages/asset-buyer/src/types.ts
index b96795bb6..6218f4ba4 100644
--- a/packages/asset-buyer/src/types.ts
+++ b/packages/asset-buyer/src/types.ts
@@ -77,18 +77,22 @@ export interface BuyQuoteRequestOpts {
 /**
  * ethAmount: The desired amount of eth to spend. Defaults to buyQuote.worstCaseQuoteInfo.totalEthAmount.
  * takerAddress: The address to perform the buy. Defaults to the first available address from the provider.
+ * gasLimit: The amount of gas to send with a transaction (in Gwei). Defaults to an eth_estimateGas rpc call.
+ * gasPrice: Gas price in Wei to use for a transaction
  * feeRecipient: The address where affiliate fees are sent. Defaults to null address (0x000...000).
  */
 export interface BuyQuoteExecutionOpts {
     ethAmount?: BigNumber;
     takerAddress?: string;
+    gasLimit?: number;
+    gasPrice?: BigNumber;
     feeRecipient: string;
 }
 
 /**
  * networkId: The ethereum network id. Defaults to 1 (mainnet).
  * orderRefreshIntervalMs: The interval in ms that getBuyQuoteAsync should trigger an refresh of orders and order states. Defaults to 10000ms (10s).
- * expiryBufferSeconds: The number of seconds to add when calculating whether an order is expired or not. Defaults to 15s.
+ * expiryBufferSeconds: The number of seconds to add when calculating whether an order is expired or not. Defaults to 300s (5m).
  */
 export interface AssetBuyerOpts {
     networkId: number;
diff --git a/packages/asset-buyer/src/utils/buy_quote_calculator.ts b/packages/asset-buyer/src/utils/buy_quote_calculator.ts
index cb0fd128c..a1d334eef 100644
--- a/packages/asset-buyer/src/utils/buy_quote_calculator.ts
+++ b/packages/asset-buyer/src/utils/buy_quote_calculator.ts
@@ -72,7 +72,6 @@ export const buyQuoteCalculator = {
             assetBuyAmount,
             feePercentage,
         );
-
         return {
             assetData,
             orders: resultOrders,
@@ -98,13 +97,14 @@ function calculateQuoteInfo(
     );
     // find the total eth needed to buy fees
     const ethAmountToBuyFees = findEthAmountNeededToBuyFees(feeOrdersAndFillableAmounts, zrxAmountToBuyAsset);
-    const ethAmountBeforeAffiliateFee = ethAmountToBuyAsset.plus(ethAmountToBuyFees);
-    const totalEthAmount = ethAmountBeforeAffiliateFee.mul(feePercentage + 1);
+    const affiliateFeeEthAmount = ethAmountToBuyAsset.mul(feePercentage);
+    const totalEthAmountWithoutAffiliateFee = ethAmountToBuyAsset.plus(ethAmountToBuyFees);
+    const totalEthAmount = totalEthAmountWithoutAffiliateFee.plus(affiliateFeeEthAmount);
     // divide into the assetBuyAmount in order to find rate of makerAsset / WETH
-    const ethPerAssetPrice = ethAmountBeforeAffiliateFee.div(assetBuyAmount);
+    const ethPerAssetPrice = totalEthAmountWithoutAffiliateFee.div(assetBuyAmount);
     return {
         totalEthAmount,
-        feeEthAmount: totalEthAmount.minus(ethAmountBeforeAffiliateFee),
+        feeEthAmount: affiliateFeeEthAmount,
         ethPerAssetPrice,
     };
 }
diff --git a/packages/asset-buyer/src/utils/order_utils.ts b/packages/asset-buyer/src/utils/order_utils.ts
index 62166eb76..cfc13a8a1 100644
--- a/packages/asset-buyer/src/utils/order_utils.ts
+++ b/packages/asset-buyer/src/utils/order_utils.ts
@@ -10,7 +10,7 @@ export const orderUtils = {
     willOrderExpire(order: SignedOrder, secondsFromNow: number): boolean {
         const millisecondsInSecond = 1000;
         const currentUnixTimestampSec = new BigNumber(Date.now() / millisecondsInSecond).round();
-        return order.expirationTimeSeconds.lessThan(currentUnixTimestampSec.minus(secondsFromNow));
+        return order.expirationTimeSeconds.lessThan(currentUnixTimestampSec.plus(secondsFromNow));
     },
     calculateRemainingMakerAssetAmount(order: SignedOrder, remainingTakerAssetAmount: BigNumber): BigNumber {
         if (remainingTakerAssetAmount.eq(0)) {
diff --git a/packages/asset-buyer/test/buy_quote_calculator_test.ts b/packages/asset-buyer/test/buy_quote_calculator_test.ts
index b987b45a8..fda6958cd 100644
--- a/packages/asset-buyer/test/buy_quote_calculator_test.ts
+++ b/packages/asset-buyer/test/buy_quote_calculator_test.ts
@@ -103,9 +103,11 @@ describe('buyQuoteCalculator', () => {
             expect(buyQuote.feeOrders).to.deep.equal([smallFeeOrderAndFillableAmount.orders[0]]);
             // test if rates are correct
             // 50 eth to fill the first order + 100 eth for fees
-            const expectedFillEthAmount = new BigNumber(150);
-            const expectedTotalEthAmount = expectedFillEthAmount.mul(feePercentage + 1);
-            const expectedFeeEthAmount = expectedTotalEthAmount.minus(expectedFillEthAmount);
+            const expectedEthAmountForAsset = new BigNumber(50);
+            const expectedEthAmountForZrxFees = new BigNumber(100);
+            const expectedFillEthAmount = expectedEthAmountForAsset.plus(expectedEthAmountForZrxFees);
+            const expectedFeeEthAmount = expectedEthAmountForAsset.mul(feePercentage);
+            const expectedTotalEthAmount = expectedFillEthAmount.plus(expectedFeeEthAmount);
             const expectedEthPerAssetPrice = expectedFillEthAmount.div(assetBuyAmount);
             expect(buyQuote.bestCaseQuoteInfo.feeEthAmount).to.bignumber.equal(expectedFeeEthAmount);
             expect(buyQuote.bestCaseQuoteInfo.totalEthAmount).to.bignumber.equal(expectedTotalEthAmount);
@@ -138,17 +140,21 @@ describe('buyQuoteCalculator', () => {
             expect(buyQuote.feeOrders).to.deep.equal(allFeeOrdersAndFillableAmounts.orders);
             // test if rates are correct
             // 50 eth to fill the first order + 100 eth for fees
-            const expectedFillEthAmount = new BigNumber(150);
-            const expectedTotalEthAmount = expectedFillEthAmount.mul(feePercentage + 1);
-            const expectedFeeEthAmount = expectedTotalEthAmount.minus(expectedFillEthAmount);
+            const expectedEthAmountForAsset = new BigNumber(50);
+            const expectedEthAmountForZrxFees = new BigNumber(100);
+            const expectedFillEthAmount = expectedEthAmountForAsset.plus(expectedEthAmountForZrxFees);
+            const expectedFeeEthAmount = expectedEthAmountForAsset.mul(feePercentage);
+            const expectedTotalEthAmount = expectedFillEthAmount.plus(expectedFeeEthAmount);
             const expectedEthPerAssetPrice = expectedFillEthAmount.div(assetBuyAmount);
             expect(buyQuote.bestCaseQuoteInfo.feeEthAmount).to.bignumber.equal(expectedFeeEthAmount);
             expect(buyQuote.bestCaseQuoteInfo.totalEthAmount).to.bignumber.equal(expectedTotalEthAmount);
             expect(buyQuote.bestCaseQuoteInfo.ethPerAssetPrice).to.bignumber.equal(expectedEthPerAssetPrice);
             // 100 eth to fill the first order + 200 eth for fees
-            const expectedWorstFillEthAmount = new BigNumber(300);
-            const expectedWorstTotalEthAmount = expectedWorstFillEthAmount.mul(feePercentage + 1);
-            const expectedWorstFeeEthAmount = expectedWorstTotalEthAmount.minus(expectedWorstFillEthAmount);
+            const expectedWorstEthAmountForAsset = new BigNumber(100);
+            const expectedWorstEthAmountForZrxFees = new BigNumber(200);
+            const expectedWorstFillEthAmount = expectedWorstEthAmountForAsset.plus(expectedWorstEthAmountForZrxFees);
+            const expectedWorstFeeEthAmount = expectedWorstEthAmountForAsset.mul(feePercentage);
+            const expectedWorstTotalEthAmount = expectedWorstFillEthAmount.plus(expectedWorstFeeEthAmount);
             const expectedWorstEthPerAssetPrice = expectedWorstFillEthAmount.div(assetBuyAmount);
             expect(buyQuote.worstCaseQuoteInfo.feeEthAmount).to.bignumber.equal(expectedWorstFeeEthAmount);
             expect(buyQuote.worstCaseQuoteInfo.totalEthAmount).to.bignumber.equal(expectedWorstTotalEthAmount);