diff options
| -rw-r--r-- | packages/contract-wrappers/src/contract_wrappers/forwarder_wrapper.ts | 45 |
1 files changed, 44 insertions, 1 deletions
diff --git a/packages/contract-wrappers/src/contract_wrappers/forwarder_wrapper.ts b/packages/contract-wrappers/src/contract_wrappers/forwarder_wrapper.ts index 13ef0fe01..5e879b3a8 100644 --- a/packages/contract-wrappers/src/contract_wrappers/forwarder_wrapper.ts +++ b/packages/contract-wrappers/src/contract_wrappers/forwarder_wrapper.ts @@ -1,5 +1,5 @@ import { schemas } from '@0xproject/json-schemas'; -import { AssetProxyId, SignedOrder } from '@0xproject/types'; +import { AssetProxyId, OrderRelevantState, SignedOrder } from '@0xproject/types'; import { BigNumber } from '@0xproject/utils'; import { Web3Wrapper } from '@0xproject/web3-wrapper'; import { ContractAbi } from 'ethereum-types'; @@ -24,6 +24,49 @@ export class ForwarderWrapper extends ContractWrapper { private _forwarderContractIfExists?: ForwarderContract; private _contractAddressIfExists?: string; private _zrxContractAddressIfExists?: string; + /** + * Takes an array of orders and returns a subset of those orders that has enough makerAssetAmount (taking into account on-chain balances, + * allowances, and partial fills) in order to fill the input makerAssetFillAmount plus slippageBufferAmount. Iterates from first order to last. + * Sort the input by rate in order to get the subset of orders that will cost the least ETH. + * @param signedOrders An array of objects that conform to the SignedOrder interface. All orders should specify the same makerAsset. + * All orders should specify WETH as the takerAsset. + * @param orderStates An array of objects corresponding to the signedOrders parameter that each contain on-chain state + * relevant to that order. + * @param makerAssetFillAmount The amount of makerAsset desired to be filled. + * @param slippageBufferAmount An additional amount makerAsset to be covered by the result in case of trade collisions or partial fills. + * @return Resulting orders and remaining fill amount that could not be covered by the input. + */ + public static findOrdersThatCoverMakerAssetFillAmount( + signedOrders: SignedOrder[], + orderStates: OrderRelevantState[], + makerAssetFillAmount: BigNumber, + slippageBufferAmount: BigNumber = constants.ZERO_AMOUNT, + ): { resultOrders: SignedOrder[]; remainingFillAmount: BigNumber } { + // type assertions + assert.doesConformToSchema('signedOrders', signedOrders, schemas.signedOrdersSchema); + assert.isBigNumber('makerAssetFillAmount', makerAssetFillAmount); + assert.isBigNumber('slippageBufferAmount', slippageBufferAmount); + // calculate total amount of makerAsset needed to fill + const totalFillAmount = makerAssetFillAmount.plus(slippageBufferAmount); + // iterate through the signedOrders input from left to right until we have enough makerAsset to fill totalFillAmount + const result = _.reduce( + signedOrders, + ({ resultOrders, remainingFillAmount }, order, index) => { + if (remainingFillAmount.lessThanOrEqualTo(constants.ZERO_AMOUNT)) { + return { resultOrders, remainingFillAmount }; + } else { + const orderState = orderStates[index]; + const orderRemainingFillableMakerAssetAmount = orderState.remainingFillableMakerAssetAmount; + return { + resultOrders: _.concat(resultOrders, order), + remainingFillAmount: remainingFillAmount.minus(orderState.remainingFillableMakerAssetAmount), + }; + } + }, + { resultOrders: [] as SignedOrder[], remainingFillAmount: totalFillAmount }, + ); + return result; + } constructor( web3Wrapper: Web3Wrapper, networkId: number, |