4 files changed, 98 insertions, 4 deletions
diff --git a/packages/asset-buyer/src/asset_buyer.ts b/packages/asset-buyer/src/asset_buyer.ts
index 934410c55..ad4b3bb60 100644
--- a/packages/asset-buyer/src/asset_buyer.ts
+++ b/packages/asset-buyer/src/asset_buyer.ts
@@ -16,14 +16,16 @@ import {
     BuyQuote,
     BuyQuoteExecutionOpts,
     BuyQuoteRequestOpts,
+    LiquidityForAssetData,
+    LiquidityRequestOpts,
     OrderProvider,
-    OrderProviderResponse,
     OrdersAndFillableAmounts,
 } from './types';
 
 import { assert } from './utils/assert';
 import { assetDataUtils } from './utils/asset_data_utils';
 import { buyQuoteCalculator } from './utils/buy_quote_calculator';
+import { calculateLiquidity } from './utils/calculate_liquidity';
 import { orderProviderResponseProcessor } from './utils/order_provider_response_processor';
 
 interface OrdersEntry {
@@ -138,10 +140,10 @@ export class AssetBuyer {
         // get the relevant orders for the makerAsset and fees
         // if the requested assetData is ZRX, don't get the fee info
         const [ordersAndFillableAmounts, feeOrdersAndFillableAmounts] = await Promise.all([
-            this._getOrdersAndFillableAmountsAsync(assetData, shouldForceOrderRefresh),
+            this.getOrdersAndFillableAmountsAsync(assetData, shouldForceOrderRefresh),
             isMakerAssetZrxToken
                 ? Promise.resolve(constants.EMPTY_ORDERS_AND_FILLABLE_AMOUNTS)
-                : this._getOrdersAndFillableAmountsAsync(zrxTokenAssetData, shouldForceOrderRefresh),
+                : this.getOrdersAndFillableAmountsAsync(zrxTokenAssetData, shouldForceOrderRefresh),
             shouldForceOrderRefresh,
         ]);
         if (ordersAndFillableAmounts.orders.length === 0) {
@@ -178,6 +180,40 @@ export class AssetBuyer {
         return buyQuote;
     }
     /**
+     * Returns information about available liquidity for an asset
+     * Does not factor in slippage or fees
+     * @param   assetData           The assetData of the desired asset to buy (for more info: https://github.com/0xProject/0x-protocol-specification/blob/master/v2/v2-specification.md).
+     * @param   options             Options for the request. See type definition for more information.
+     *
+     * @return  An object that conforms to LiquidityForAssetData that satisfies the request. See type definition for more information.
+     */
+    public async getLiquidityForAssetDataAsync(
+        assetData: string,
+        options: Partial<LiquidityRequestOpts> = {},
+    ): Promise<LiquidityForAssetData> {
+        const shouldForceOrderRefresh =
+            options.shouldForceOrderRefresh !== undefined ? options.shouldForceOrderRefresh : false;
+        assetDataUtils.decodeAssetDataOrThrow(assetData);
+        assert.isBoolean('options.shouldForceOrderRefresh', shouldForceOrderRefresh);
+
+        const assetPairs = await this.orderProvider.getAvailableMakerAssetDatasAsync(assetData);
+        const etherTokenAssetData = this._getEtherTokenAssetDataOrThrow();
+        if (!assetPairs.includes(etherTokenAssetData)) {
+            return {
+                tokensAvailableInBaseUnits: new BigNumber(0),
+                ethValueAvailableInWei: new BigNumber(0),
+            };
+        }
+
+        const ordersAndFillableAmounts = await this.getOrdersAndFillableAmountsAsync(
+            assetData,
+            shouldForceOrderRefresh,
+        );
+
+        return calculateLiquidity(ordersAndFillableAmounts);
+    }
+
+    /**
      * Given a BuyQuote and desired rate, attempt to execute the buy.
      * @param   buyQuote        An object that conforms to BuyQuote. See type definition for more information.
      * @param   options         Options for the execution of the BuyQuote. See type definition for more information.
@@ -260,8 +296,10 @@ export class AssetBuyer {
     }
     /**
      * Grab orders from the map, if there is a miss or it is time to refresh, fetch and process the orders
+     * @param assetData                The assetData of the desired asset to buy (for more info: https://github.com/0xProject/0x-protocol-specification/blob/master/v2/v2-specification.md).
+     * @param shouldForceOrderRefresh  If set to true, new orders and state will be fetched instead of waiting for the next orderRefreshIntervalMs.
      */
-    private async _getOrdersAndFillableAmountsAsync(
+    public async getOrdersAndFillableAmountsAsync(
         assetData: string,
         shouldForceOrderRefresh: boolean,
     ): Promise<OrdersAndFillableAmounts> {
diff --git a/packages/asset-buyer/src/index.ts b/packages/asset-buyer/src/index.ts
index a42d7e272..f69cfad69 100644
--- a/packages/asset-buyer/src/index.ts
+++ b/packages/asset-buyer/src/index.ts
@@ -19,6 +19,9 @@ export {
     BuyQuoteExecutionOpts,
     BuyQuoteInfo,
     BuyQuoteRequestOpts,
+    LiquidityForAssetData,
+    LiquidityRequestOpts,
+    OrdersAndFillableAmounts,
     OrderProvider,
     OrderProviderRequest,
     OrderProviderResponse,
diff --git a/packages/asset-buyer/src/types.ts b/packages/asset-buyer/src/types.ts
index d5d6be695..46a2338ce 100644
--- a/packages/asset-buyer/src/types.ts
+++ b/packages/asset-buyer/src/types.ts
@@ -75,6 +75,13 @@ export interface BuyQuoteRequestOpts {
     slippagePercentage: number;
 }
 
+/*
+ * Options for checking liquidity
+ *
+ * shouldForceOrderRefresh: If set to true, new orders and state will be fetched instead of waiting for the next orderRefreshIntervalMs. Defaults to false.
+ */
+export type LiquidityRequestOpts = Pick<BuyQuoteRequestOpts, 'shouldForceOrderRefresh'>;
+
 /**
  * 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.
@@ -117,7 +124,19 @@ export enum AssetBuyerError {
     TransactionValueTooLow = 'TRANSACTION_VALUE_TOO_LOW',
 }
 
+/**
+ * orders: An array of signed orders
+ * remainingFillableMakerAssetAmounts: A list of fillable amounts for the signed orders. The index of an item in the array associates the amount with the corresponding order.
+ */
 export interface OrdersAndFillableAmounts {
     orders: SignedOrder[];
     remainingFillableMakerAssetAmounts: BigNumber[];
 }
+
+/**
+ * Represents available liquidity for a given assetData
+ */
+export interface LiquidityForAssetData {
+    tokensAvailableInBaseUnits: BigNumber;
+    ethValueAvailableInWei: BigNumber;
+}
diff --git a/packages/asset-buyer/src/utils/calculate_liquidity.ts b/packages/asset-buyer/src/utils/calculate_liquidity.ts
new file mode 100644
index 000000000..a8d165b4b
--- /dev/null
+++ b/packages/asset-buyer/src/utils/calculate_liquidity.ts
@@ -0,0 +1,34 @@
+import { BigNumber } from '@0x/utils';
+
+import { LiquidityForAssetData, OrdersAndFillableAmounts } from '../types';
+
+import { orderUtils } from './order_utils';
+
+export const calculateLiquidity = (ordersAndFillableAmounts: OrdersAndFillableAmounts): LiquidityForAssetData => {
+    const { orders, remainingFillableMakerAssetAmounts } = ordersAndFillableAmounts;
+    const liquidityInBigNumbers = orders.reduce(
+        (acc, order, curIndex) => {
+            const availableMakerAssetAmount = remainingFillableMakerAssetAmounts[curIndex];
+            if (availableMakerAssetAmount === undefined) {
+                throw new Error(`No corresponding fillableMakerAssetAmounts at index ${curIndex}`);
+            }
+
+            const tokensAvailableForCurrentOrder = availableMakerAssetAmount;
+            const ethValueAvailableForCurrentOrder = orderUtils.getTakerFillAmount(order, availableMakerAssetAmount);
+            return {
+                tokensAvailableInBaseUnits: acc.tokensAvailableInBaseUnits.plus(tokensAvailableForCurrentOrder),
+                ethValueAvailableInWei: acc.ethValueAvailableInWei.plus(ethValueAvailableForCurrentOrder),
+            };
+        },
+        {
+            tokensAvailableInBaseUnits: new BigNumber(0),
+            ethValueAvailableInWei: new BigNumber(0),
+        },
+    );
+
+    // Turn into regular numbers
+    return {
+        tokensAvailableInBaseUnits: liquidityInBigNumbers.tokensAvailableInBaseUnits,
+        ethValueAvailableInWei: liquidityInBigNumbers.ethValueAvailableInWei,
+    };
+};