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-rw-r--r--packages/asset-buyer/src/errors.ts16
-rw-r--r--packages/asset-buyer/src/index.ts2
-rw-r--r--packages/asset-buyer/src/types.ts12
-rw-r--r--packages/asset-buyer/src/utils/buy_quote_calculator.ts16
-rw-r--r--packages/asset-buyer/test/buy_quote_calculator_test.ts196
-rw-r--r--packages/asset-buyer/test/utils/test_helpers.ts10
-rw-r--r--packages/instant/src/util/asset.ts6
7 files changed, 154 insertions, 104 deletions
diff --git a/packages/asset-buyer/src/errors.ts b/packages/asset-buyer/src/errors.ts
new file mode 100644
index 000000000..ef05a5d0a
--- /dev/null
+++ b/packages/asset-buyer/src/errors.ts
@@ -0,0 +1,16 @@
+import { BigNumber } from '@0x/utils';
+
+import { AssetBuyerError } from './types';
+
+/**
+ * Error class representing insufficient asset liquidity
+ */
+export class InsufficientAssetLiquidityError extends Error {
+ public amountAvailableToFill?: BigNumber;
+ constructor(amountAvailableToFill?: BigNumber) {
+ super(AssetBuyerError.InsufficientAssetLiquidity);
+ this.amountAvailableToFill = amountAvailableToFill;
+ // Setting prototype so instanceof works. See https://github.com/Microsoft/TypeScript/wiki/Breaking-Changes#extending-built-ins-like-error-array-and-map-may-no-longer-work
+ Object.setPrototypeOf(this, InsufficientAssetLiquidityError.prototype);
+ }
+}
diff --git a/packages/asset-buyer/src/index.ts b/packages/asset-buyer/src/index.ts
index 59515e24f..a42d7e272 100644
--- a/packages/asset-buyer/src/index.ts
+++ b/packages/asset-buyer/src/index.ts
@@ -9,6 +9,7 @@ export { SignedOrder } from '@0x/types';
export { BigNumber } from '@0x/utils';
export { AssetBuyer } from './asset_buyer';
+export { InsufficientAssetLiquidityError } from './errors';
export { BasicOrderProvider } from './order_providers/basic_order_provider';
export { StandardRelayerAPIOrderProvider } from './order_providers/standard_relayer_api_order_provider';
export {
@@ -18,7 +19,6 @@ export {
BuyQuoteExecutionOpts,
BuyQuoteInfo,
BuyQuoteRequestOpts,
- InsufficientAssetLiquidityError,
OrderProvider,
OrderProviderRequest,
OrderProviderResponse,
diff --git a/packages/asset-buyer/src/types.ts b/packages/asset-buyer/src/types.ts
index d435f337e..d5d6be695 100644
--- a/packages/asset-buyer/src/types.ts
+++ b/packages/asset-buyer/src/types.ts
@@ -102,7 +102,7 @@ export interface AssetBuyerOpts {
}
/**
- * Possible errors thrown by an AssetBuyer instance or associated static methods.
+ * Possible error messages thrown by an AssetBuyer instance or associated static methods.
*/
export enum AssetBuyerError {
NoEtherTokenContractFound = 'NO_ETHER_TOKEN_CONTRACT_FOUND',
@@ -117,16 +117,6 @@ export enum AssetBuyerError {
TransactionValueTooLow = 'TRANSACTION_VALUE_TOO_LOW',
}
-export class InsufficientAssetLiquidityError extends Error {
- public amountAvailableToFill: BigNumber;
- constructor(amountAvailableToFill: BigNumber) {
- super(AssetBuyerError.InsufficientAssetLiquidity);
- this.amountAvailableToFill = amountAvailableToFill;
- // Setting prototype so instanceof works. See https://github.com/Microsoft/TypeScript/wiki/Breaking-Changes#extending-built-ins-like-error-array-and-map-may-no-longer-work
- Object.setPrototypeOf(this, InsufficientAssetLiquidityError.prototype);
- }
-}
-
export interface OrdersAndFillableAmounts {
orders: SignedOrder[];
remainingFillableMakerAssetAmounts: BigNumber[];
diff --git a/packages/asset-buyer/src/utils/buy_quote_calculator.ts b/packages/asset-buyer/src/utils/buy_quote_calculator.ts
index 23d3e9b24..59293d1b7 100644
--- a/packages/asset-buyer/src/utils/buy_quote_calculator.ts
+++ b/packages/asset-buyer/src/utils/buy_quote_calculator.ts
@@ -1,16 +1,10 @@
import { marketUtils, SignedOrder } from '@0x/order-utils';
import { BigNumber } from '@0x/utils';
-import { Web3Wrapper } from '@0x/web3-wrapper';
import * as _ from 'lodash';
import { constants } from '../constants';
-import {
- AssetBuyerError,
- BuyQuote,
- BuyQuoteInfo,
- InsufficientAssetLiquidityError,
- OrdersAndFillableAmounts,
-} from '../types';
+import { InsufficientAssetLiquidityError } from '../errors';
+import { AssetBuyerError, BuyQuote, BuyQuoteInfo, OrdersAndFillableAmounts } from '../types';
import { orderUtils } from './order_utils';
@@ -53,7 +47,11 @@ export const buyQuoteCalculator = {
.div(multiplerNeededWithSlippage)
.round(0, BigNumber.ROUND_DOWN);
- throw new InsufficientAssetLiquidityError(amountAvailableToFillConsideringSlippage);
+ throw new InsufficientAssetLiquidityError(
+ amountAvailableToFillConsideringSlippage.gt(constants.ZERO_AMOUNT)
+ ? amountAvailableToFillConsideringSlippage
+ : undefined,
+ );
}
// if we are not buying ZRX:
// given the orders calculated above, find the fee-orders that cover the desired assetBuyAmount (with slippage)
diff --git a/packages/asset-buyer/test/buy_quote_calculator_test.ts b/packages/asset-buyer/test/buy_quote_calculator_test.ts
index 98458cd5b..fdc17ef25 100644
--- a/packages/asset-buyer/test/buy_quote_calculator_test.ts
+++ b/packages/asset-buyer/test/buy_quote_calculator_test.ts
@@ -67,87 +67,125 @@ describe('buyQuoteCalculator', () => {
],
};
});
- it('should throw if not enough maker asset liquidity (multiple orders)', () => {
- // we have 400 makerAsset units available to fill but attempt to calculate a quote for 500 makerAsset units
- const errorFunction = () => {
- buyQuoteCalculator.calculate(
- ordersAndFillableAmounts,
- smallFeeOrderAndFillableAmount,
- new BigNumber(500),
- 0,
- 0,
- false,
- );
- };
- testHelpers.expectInsufficientLiquidityError(expect, errorFunction, new BigNumber(400));
- });
- it('should throw if not enough maker asset liquidity (multiple orders with 20% slippage)', () => {
- // we have 400 makerAsset units available to fill but attempt to calculate a quote for 500 makerAsset units
- const errorFunction = () => {
- buyQuoteCalculator.calculate(
- ordersAndFillableAmounts,
- smallFeeOrderAndFillableAmount,
- new BigNumber(500),
- 0,
- 0.2,
- false,
- );
- };
- testHelpers.expectInsufficientLiquidityError(expect, errorFunction, new BigNumber(333));
- });
- it('should throw if not enough maker asset liquidity (multiple orders with 5% slippage)', () => {
- // we have 400 makerAsset units available to fill but attempt to calculate a quote for 500 makerAsset units
- const errorFunction = () => {
- buyQuoteCalculator.calculate(
- ordersAndFillableAmounts,
- smallFeeOrderAndFillableAmount,
- new BigNumber(600),
- 0,
- 0.05,
- false,
- );
- };
- testHelpers.expectInsufficientLiquidityError(expect, errorFunction, new BigNumber(380));
- });
- it('should throw if not enough maker asset liquidity (partially filled order)', () => {
- const firstOrderAndFillableAmount: OrdersAndFillableAmounts = {
- orders: [firstOrder],
- remainingFillableMakerAssetAmounts: [firstRemainingFillAmount],
- };
+ describe('InsufficientLiquidityError', () => {
+ it('should throw if not enough maker asset liquidity (multiple orders)', () => {
+ // we have 400 makerAsset units available to fill but attempt to calculate a quote for 500 makerAsset units
+ const errorFunction = () => {
+ buyQuoteCalculator.calculate(
+ ordersAndFillableAmounts,
+ smallFeeOrderAndFillableAmount,
+ new BigNumber(500),
+ 0,
+ 0,
+ false,
+ );
+ };
+ testHelpers.expectInsufficientLiquidityError(expect, errorFunction, new BigNumber(400));
+ });
+ it('should throw if not enough maker asset liquidity (multiple orders with 20% slippage)', () => {
+ // we have 400 makerAsset units available to fill but attempt to calculate a quote for 500 makerAsset units
+ const errorFunction = () => {
+ buyQuoteCalculator.calculate(
+ ordersAndFillableAmounts,
+ smallFeeOrderAndFillableAmount,
+ new BigNumber(500),
+ 0,
+ 0.2,
+ false,
+ );
+ };
+ testHelpers.expectInsufficientLiquidityError(expect, errorFunction, new BigNumber(333));
+ });
+ it('should throw if not enough maker asset liquidity (multiple orders with 5% slippage)', () => {
+ // we have 400 makerAsset units available to fill but attempt to calculate a quote for 500 makerAsset units
+ const errorFunction = () => {
+ buyQuoteCalculator.calculate(
+ ordersAndFillableAmounts,
+ smallFeeOrderAndFillableAmount,
+ new BigNumber(600),
+ 0,
+ 0.05,
+ false,
+ );
+ };
+ testHelpers.expectInsufficientLiquidityError(expect, errorFunction, new BigNumber(380));
+ });
+ it('should throw if not enough maker asset liquidity (partially filled order)', () => {
+ const firstOrderAndFillableAmount: OrdersAndFillableAmounts = {
+ orders: [firstOrder],
+ remainingFillableMakerAssetAmounts: [firstRemainingFillAmount],
+ };
- const errorFunction = () => {
- buyQuoteCalculator.calculate(
- firstOrderAndFillableAmount,
- smallFeeOrderAndFillableAmount,
- new BigNumber(201),
- 0,
- 0,
- false,
- );
- };
- testHelpers.expectInsufficientLiquidityError(expect, errorFunction, new BigNumber(200));
- });
- it('should throw if not enough maker asset liquidity (completely fillable order)', () => {
- const completelyFillableOrder = orderFactory.createSignedOrderFromPartial({
- makerAssetAmount: new BigNumber(123),
- takerAssetAmount: new BigNumber(100),
- takerFee: new BigNumber(200),
+ const errorFunction = () => {
+ buyQuoteCalculator.calculate(
+ firstOrderAndFillableAmount,
+ smallFeeOrderAndFillableAmount,
+ new BigNumber(201),
+ 0,
+ 0,
+ false,
+ );
+ };
+ testHelpers.expectInsufficientLiquidityError(expect, errorFunction, new BigNumber(200));
+ });
+ it('should throw if not enough maker asset liquidity (completely fillable order)', () => {
+ const completelyFillableOrder = orderFactory.createSignedOrderFromPartial({
+ makerAssetAmount: new BigNumber(123),
+ takerAssetAmount: new BigNumber(100),
+ takerFee: new BigNumber(200),
+ });
+ const completelyFillableOrdersAndFillableAmount: OrdersAndFillableAmounts = {
+ orders: [completelyFillableOrder],
+ remainingFillableMakerAssetAmounts: [completelyFillableOrder.makerAssetAmount],
+ };
+ const errorFunction = () => {
+ buyQuoteCalculator.calculate(
+ completelyFillableOrdersAndFillableAmount,
+ smallFeeOrderAndFillableAmount,
+ new BigNumber(124),
+ 0,
+ 0,
+ false,
+ );
+ };
+ testHelpers.expectInsufficientLiquidityError(expect, errorFunction, new BigNumber(123));
+ });
+ it('should throw with 1 amount available if no slippage', () => {
+ const smallOrder = orderFactory.createSignedOrderFromPartial({
+ makerAssetAmount: new BigNumber(1),
+ takerAssetAmount: new BigNumber(1),
+ takerFee: new BigNumber(0),
+ });
+ const errorFunction = () => {
+ buyQuoteCalculator.calculate(
+ { orders: [smallOrder], remainingFillableMakerAssetAmounts: [smallOrder.makerAssetAmount] },
+ smallFeeOrderAndFillableAmount,
+ new BigNumber(600),
+ 0,
+ 0,
+ false,
+ );
+ };
+ testHelpers.expectInsufficientLiquidityError(expect, errorFunction, new BigNumber(1));
+ });
+ it('should throw without amount available to fill if amount rounds to 0', () => {
+ const smallOrder = orderFactory.createSignedOrderFromPartial({
+ makerAssetAmount: new BigNumber(1),
+ takerAssetAmount: new BigNumber(1),
+ takerFee: new BigNumber(0),
+ });
+ const errorFunction = () => {
+ buyQuoteCalculator.calculate(
+ { orders: [smallOrder], remainingFillableMakerAssetAmounts: [smallOrder.makerAssetAmount] },
+ smallFeeOrderAndFillableAmount,
+ new BigNumber(600),
+ 0,
+ 0.2,
+ false,
+ );
+ };
+ testHelpers.expectInsufficientLiquidityError(expect, errorFunction, undefined);
});
- const completelyFillableOrdersAndFillableAmount: OrdersAndFillableAmounts = {
- orders: [completelyFillableOrder],
- remainingFillableMakerAssetAmounts: [completelyFillableOrder.makerAssetAmount],
- };
- const errorFunction = () => {
- buyQuoteCalculator.calculate(
- completelyFillableOrdersAndFillableAmount,
- smallFeeOrderAndFillableAmount,
- new BigNumber(124),
- 0,
- 0,
- false,
- );
- };
- testHelpers.expectInsufficientLiquidityError(expect, errorFunction, new BigNumber(123));
});
it('should not throw if order is fillable', () => {
expect(() =>
diff --git a/packages/asset-buyer/test/utils/test_helpers.ts b/packages/asset-buyer/test/utils/test_helpers.ts
index b99906792..d746316f8 100644
--- a/packages/asset-buyer/test/utils/test_helpers.ts
+++ b/packages/asset-buyer/test/utils/test_helpers.ts
@@ -1,12 +1,12 @@
import { BigNumber } from '@0x/utils';
-import { InsufficientAssetLiquidityError } from '../../src/types';
+import { InsufficientAssetLiquidityError } from '../../src/errors';
export const testHelpers = {
expectInsufficientLiquidityError: (
expect: Chai.ExpectStatic,
functionWhichTriggersError: () => void,
- expectedAmountAvailableToFill: BigNumber,
+ expectedAmountAvailableToFill?: BigNumber,
): void => {
let errorThrown = false;
try {
@@ -14,7 +14,11 @@ export const testHelpers = {
} catch (e) {
errorThrown = true;
expect(e).to.be.instanceOf(InsufficientAssetLiquidityError);
- expect(e.amountAvailableToFill).to.be.bignumber.equal(expectedAmountAvailableToFill);
+ if (expectedAmountAvailableToFill) {
+ expect(e.amountAvailableToFill).to.be.bignumber.equal(expectedAmountAvailableToFill);
+ } else {
+ expect(e.amountAvailableToFill).to.be.undefined();
+ }
}
expect(errorThrown).to.be.true();
diff --git a/packages/instant/src/util/asset.ts b/packages/instant/src/util/asset.ts
index 5e83e7e6d..756194f1f 100644
--- a/packages/instant/src/util/asset.ts
+++ b/packages/instant/src/util/asset.ts
@@ -113,7 +113,11 @@ 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) {
+ if (
+ error instanceof InsufficientAssetLiquidityError &&
+ error.amountAvailableToFill &&
+ error.amountAvailableToFill.greaterThan(BIG_NUMBER_ZERO)
+ ) {
const unitAmountAvailableToFill = Web3Wrapper.toUnitAmount(
error.amountAvailableToFill,
asset.metaData.decimals,
generated by cgit v1.2.3 (git 2.25.1) at 2024-11-16 03:56:12 +0800