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-rw-r--r--packages/asset-buyer/CHANGELOG.json19
-rw-r--r--packages/asset-buyer/CHANGELOG.md8
-rw-r--r--packages/asset-buyer/package.json18
-rw-r--r--packages/asset-buyer/src/types.ts6
-rw-r--r--packages/asset-buyer/src/utils/assert.ts2
-rw-r--r--packages/asset-buyer/src/utils/buy_quote_calculator.ts28
-rw-r--r--packages/asset-buyer/src/utils/order_provider_response_processor.ts29
-rw-r--r--packages/asset-buyer/test/buy_quote_calculator_test.ts26
8 files changed, 84 insertions, 52 deletions
diff --git a/packages/asset-buyer/CHANGELOG.json b/packages/asset-buyer/CHANGELOG.json
index aa0d28879..0e4623d05 100644
--- a/packages/asset-buyer/CHANGELOG.json
+++ b/packages/asset-buyer/CHANGELOG.json
@@ -1,5 +1,24 @@
[
{
+ "version": "3.0.0",
+ "changes": [
+ {
+ "note": "update `getBuyQuoteAsync` to return eth spent on assets instead of per unit amount",
+ "pr": 1252
+ }
+ ],
+ "timestamp": 1542208198
+ },
+ {
+ "timestamp": 1542134075,
+ "version": "2.2.2",
+ "changes": [
+ {
+ "note": "Dependencies updated"
+ }
+ ]
+ },
+ {
"timestamp": 1542028948,
"version": "2.2.1",
"changes": [
diff --git a/packages/asset-buyer/CHANGELOG.md b/packages/asset-buyer/CHANGELOG.md
index 331e4df9d..d6013e53e 100644
--- a/packages/asset-buyer/CHANGELOG.md
+++ b/packages/asset-buyer/CHANGELOG.md
@@ -5,6 +5,14 @@ Edit the package's CHANGELOG.json file only.
CHANGELOG
+## v3.0.0 - _November 14, 2018_
+
+ * update `getBuyQuoteAsync` to return eth spent on assets instead of per unit amount (#1252)
+
+## v2.2.2 - _November 13, 2018_
+
+ * Dependencies updated
+
## v2.2.1 - _November 12, 2018_
* Dependencies updated
diff --git a/packages/asset-buyer/package.json b/packages/asset-buyer/package.json
index 58daac16e..fad33476b 100644
--- a/packages/asset-buyer/package.json
+++ b/packages/asset-buyer/package.json
@@ -1,6 +1,6 @@
{
"name": "@0x/asset-buyer",
- "version": "2.2.1",
+ "version": "3.0.0",
"engines": {
"node": ">=6.12"
},
@@ -36,16 +36,16 @@
},
"homepage": "https://github.com/0xProject/0x-monorepo/packages/asset-buyer/README.md",
"dependencies": {
- "@0x/assert": "^1.0.16",
- "@0x/connect": "^3.0.4",
- "@0x/contract-wrappers": "^4.0.0",
- "@0x/json-schemas": "^2.1.0",
- "@0x/order-utils": "^3.0.0",
- "@0x/subproviders": "^2.1.2",
+ "@0x/assert": "^1.0.17",
+ "@0x/connect": "^3.0.6",
+ "@0x/contract-wrappers": "^4.0.2",
+ "@0x/json-schemas": "^2.1.1",
+ "@0x/order-utils": "^3.0.2",
+ "@0x/subproviders": "^2.1.4",
"@0x/types": "^1.2.1",
"@0x/typescript-typings": "^3.0.4",
- "@0x/utils": "^2.0.4",
- "@0x/web3-wrapper": "^3.1.2",
+ "@0x/utils": "^2.0.5",
+ "@0x/web3-wrapper": "^3.1.4",
"ethereum-types": "^1.1.2",
"lodash": "^4.17.10"
},
diff --git a/packages/asset-buyer/src/types.ts b/packages/asset-buyer/src/types.ts
index 3f1e6ff21..3b573edca 100644
--- a/packages/asset-buyer/src/types.ts
+++ b/packages/asset-buyer/src/types.ts
@@ -54,12 +54,12 @@ export interface BuyQuote {
}
/**
- * ethPerAssetPrice: The price of one unit of the desired asset in ETH
+ * assetEthAmount: The amount of eth required to pay for the requested asset.
* feeEthAmount: The amount of eth required to pay the affiliate fee.
- * totalEthAmount: the total amount of eth required to complete the buy. (Filling orders, feeOrders, and paying affiliate fee)
+ * totalEthAmount: The total amount of eth required to complete the buy (filling orders, feeOrders, and paying affiliate fee).
*/
export interface BuyQuoteInfo {
- ethPerAssetPrice: BigNumber;
+ assetEthAmount: BigNumber;
feeEthAmount: BigNumber;
totalEthAmount: BigNumber;
}
diff --git a/packages/asset-buyer/src/utils/assert.ts b/packages/asset-buyer/src/utils/assert.ts
index 2466f53a4..fcf9b0d0e 100644
--- a/packages/asset-buyer/src/utils/assert.ts
+++ b/packages/asset-buyer/src/utils/assert.ts
@@ -18,7 +18,7 @@ export const assert = {
}
},
isValidBuyQuoteInfo(variableName: string, buyQuoteInfo: BuyQuoteInfo): void {
- sharedAssert.isBigNumber(`${variableName}.ethPerAssetPrice`, buyQuoteInfo.ethPerAssetPrice);
+ sharedAssert.isBigNumber(`${variableName}.assetEthAmount`, buyQuoteInfo.assetEthAmount);
sharedAssert.isBigNumber(`${variableName}.feeEthAmount`, buyQuoteInfo.feeEthAmount);
sharedAssert.isBigNumber(`${variableName}.totalEthAmount`, buyQuoteInfo.totalEthAmount);
},
diff --git a/packages/asset-buyer/src/utils/buy_quote_calculator.ts b/packages/asset-buyer/src/utils/buy_quote_calculator.ts
index 6a67ed1ed..b15b880c2 100644
--- a/packages/asset-buyer/src/utils/buy_quote_calculator.ts
+++ b/packages/asset-buyer/src/utils/buy_quote_calculator.ts
@@ -106,28 +106,28 @@ function calculateQuoteInfo(
isMakerAssetZrxToken: boolean,
): BuyQuoteInfo {
// find the total eth and zrx needed to buy assetAmount from the resultOrders from left to right
- let ethAmountToBuyAsset = constants.ZERO_AMOUNT;
- let ethAmountToBuyZrx = constants.ZERO_AMOUNT;
+ let assetEthAmount = constants.ZERO_AMOUNT;
+ let zrxEthAmount = constants.ZERO_AMOUNT;
if (isMakerAssetZrxToken) {
- ethAmountToBuyAsset = findEthAmountNeededToBuyZrx(ordersAndFillableAmounts, assetBuyAmount);
+ assetEthAmount = findEthAmountNeededToBuyZrx(ordersAndFillableAmounts, assetBuyAmount);
} else {
// find eth and zrx amounts needed to buy
const ethAndZrxAmountToBuyAsset = findEthAndZrxAmountNeededToBuyAsset(ordersAndFillableAmounts, assetBuyAmount);
- ethAmountToBuyAsset = ethAndZrxAmountToBuyAsset[0];
+ assetEthAmount = ethAndZrxAmountToBuyAsset[0];
const zrxAmountToBuyAsset = ethAndZrxAmountToBuyAsset[1];
// find eth amount needed to buy zrx
- ethAmountToBuyZrx = findEthAmountNeededToBuyZrx(feeOrdersAndFillableAmounts, zrxAmountToBuyAsset);
+ zrxEthAmount = findEthAmountNeededToBuyZrx(feeOrdersAndFillableAmounts, zrxAmountToBuyAsset);
}
- /// find the eth amount needed to buy the affiliate fee
- const ethAmountToBuyAffiliateFee = ethAmountToBuyAsset.mul(feePercentage).ceil();
- const totalEthAmountWithoutAffiliateFee = ethAmountToBuyAsset.plus(ethAmountToBuyZrx);
- const ethAmountTotal = totalEthAmountWithoutAffiliateFee.plus(ethAmountToBuyAffiliateFee);
- // divide into the assetBuyAmount in order to find rate of makerAsset / WETH
- const ethPerAssetPrice = totalEthAmountWithoutAffiliateFee.div(assetBuyAmount);
+ // eth amount needed to buy the affiliate fee
+ const affiliateFeeEthAmount = assetEthAmount.mul(feePercentage).ceil();
+ // eth amount needed for fees is the sum of affiliate fee and zrx fee
+ const feeEthAmount = affiliateFeeEthAmount.plus(zrxEthAmount);
+ // eth amount needed in total is the sum of the amount needed for the asset and the amount needed for fees
+ const totalEthAmount = assetEthAmount.plus(feeEthAmount);
return {
- totalEthAmount: ethAmountTotal,
- feeEthAmount: ethAmountToBuyAffiliateFee,
- ethPerAssetPrice,
+ assetEthAmount,
+ feeEthAmount,
+ totalEthAmount,
};
}
diff --git a/packages/asset-buyer/src/utils/order_provider_response_processor.ts b/packages/asset-buyer/src/utils/order_provider_response_processor.ts
index 28f684f3c..25e85b2cc 100644
--- a/packages/asset-buyer/src/utils/order_provider_response_processor.ts
+++ b/packages/asset-buyer/src/utils/order_provider_response_processor.ts
@@ -44,19 +44,24 @@ export const orderProviderResponseProcessor = {
let unsortedOrders = filteredOrders;
// if an orderValidator is provided, use on chain information to calculate remaining fillable makerAsset amounts
if (!_.isUndefined(orderValidator)) {
- // TODO(bmillman): improvement
- // try/catch this request and throw a more domain specific error
const takerAddresses = _.map(filteredOrders, () => constants.NULL_ADDRESS);
- const ordersAndTradersInfo = await orderValidator.getOrdersAndTradersInfoAsync(
- filteredOrders,
- takerAddresses,
- );
- // take orders + on chain information and find the valid orders and remaining fillable maker asset amounts
- unsortedOrders = getValidOrdersWithRemainingFillableMakerAssetAmountsFromOnChain(
- filteredOrders,
- ordersAndTradersInfo,
- isMakerAssetZrxToken,
- );
+ try {
+ const ordersAndTradersInfo = await orderValidator.getOrdersAndTradersInfoAsync(
+ filteredOrders,
+ takerAddresses,
+ );
+ // take orders + on chain information and find the valid orders and remaining fillable maker asset amounts
+ unsortedOrders = getValidOrdersWithRemainingFillableMakerAssetAmountsFromOnChain(
+ filteredOrders,
+ ordersAndTradersInfo,
+ isMakerAssetZrxToken,
+ );
+ } catch (err) {
+ // Sometimes we observe this call to orderValidator fail with response `0x`
+ // Because of differences in Parity / Geth implementations, its very hard to tell if this response is a "system error"
+ // or a revert. In this case we just swallow these errors and fallback to partial fill information from the SRA.
+ // TODO(bmillman): report these errors so we have an idea of how often we're getting these failures.
+ }
}
// sort orders by rate
// TODO(bmillman): optimization
diff --git a/packages/asset-buyer/test/buy_quote_calculator_test.ts b/packages/asset-buyer/test/buy_quote_calculator_test.ts
index 0ea371982..a30017b72 100644
--- a/packages/asset-buyer/test/buy_quote_calculator_test.ts
+++ b/packages/asset-buyer/test/buy_quote_calculator_test.ts
@@ -108,17 +108,17 @@ describe('buyQuoteCalculator', () => {
// 50 eth to fill the first order + 100 eth for fees
const expectedEthAmountForAsset = new BigNumber(50);
const expectedEthAmountForZrxFees = new BigNumber(100);
- const expectedFillEthAmount = expectedEthAmountForAsset.plus(expectedEthAmountForZrxFees);
- const expectedFeeEthAmount = expectedEthAmountForAsset.mul(feePercentage);
+ const expectedFillEthAmount = expectedEthAmountForAsset;
+ const expectedAffiliateFeeEthAmount = expectedEthAmountForAsset.mul(feePercentage);
+ const expectedFeeEthAmount = expectedAffiliateFeeEthAmount.plus(expectedEthAmountForZrxFees);
const expectedTotalEthAmount = expectedFillEthAmount.plus(expectedFeeEthAmount);
- const expectedEthPerAssetPrice = expectedFillEthAmount.div(assetBuyAmount);
+ expect(buyQuote.bestCaseQuoteInfo.assetEthAmount).to.bignumber.equal(expectedFillEthAmount);
expect(buyQuote.bestCaseQuoteInfo.feeEthAmount).to.bignumber.equal(expectedFeeEthAmount);
expect(buyQuote.bestCaseQuoteInfo.totalEthAmount).to.bignumber.equal(expectedTotalEthAmount);
- expect(buyQuote.bestCaseQuoteInfo.ethPerAssetPrice).to.bignumber.equal(expectedEthPerAssetPrice);
// because we have no slippage protection, minRate is equal to maxRate
+ expect(buyQuote.worstCaseQuoteInfo.assetEthAmount).to.bignumber.equal(expectedFillEthAmount);
expect(buyQuote.worstCaseQuoteInfo.feeEthAmount).to.bignumber.equal(expectedFeeEthAmount);
expect(buyQuote.worstCaseQuoteInfo.totalEthAmount).to.bignumber.equal(expectedTotalEthAmount);
- expect(buyQuote.worstCaseQuoteInfo.ethPerAssetPrice).to.bignumber.equal(expectedEthPerAssetPrice);
// test if feePercentage gets passed through
expect(buyQuote.feePercentage).to.equal(feePercentage);
});
@@ -146,23 +146,23 @@ describe('buyQuoteCalculator', () => {
// 50 eth to fill the first order + 100 eth for fees
const expectedEthAmountForAsset = new BigNumber(50);
const expectedEthAmountForZrxFees = new BigNumber(100);
- const expectedFillEthAmount = expectedEthAmountForAsset.plus(expectedEthAmountForZrxFees);
- const expectedFeeEthAmount = expectedEthAmountForAsset.mul(feePercentage);
+ const expectedFillEthAmount = expectedEthAmountForAsset;
+ const expectedAffiliateFeeEthAmount = expectedEthAmountForAsset.mul(feePercentage);
+ const expectedFeeEthAmount = expectedAffiliateFeeEthAmount.plus(expectedEthAmountForZrxFees);
const expectedTotalEthAmount = expectedFillEthAmount.plus(expectedFeeEthAmount);
- const expectedEthPerAssetPrice = expectedFillEthAmount.div(assetBuyAmount);
+ expect(buyQuote.bestCaseQuoteInfo.assetEthAmount).to.bignumber.equal(expectedFillEthAmount);
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 + 208 eth for fees
const expectedWorstEthAmountForAsset = new BigNumber(100);
const expectedWorstEthAmountForZrxFees = new BigNumber(208);
- const expectedWorstFillEthAmount = expectedWorstEthAmountForAsset.plus(expectedWorstEthAmountForZrxFees);
- const expectedWorstFeeEthAmount = expectedWorstEthAmountForAsset.mul(feePercentage);
+ const expectedWorstFillEthAmount = expectedWorstEthAmountForAsset;
+ const expectedWorstAffiliateFeeEthAmount = expectedWorstEthAmountForAsset.mul(feePercentage);
+ const expectedWorstFeeEthAmount = expectedWorstAffiliateFeeEthAmount.plus(expectedWorstEthAmountForZrxFees);
const expectedWorstTotalEthAmount = expectedWorstFillEthAmount.plus(expectedWorstFeeEthAmount);
- const expectedWorstEthPerAssetPrice = expectedWorstFillEthAmount.div(assetBuyAmount);
+ expect(buyQuote.worstCaseQuoteInfo.assetEthAmount).to.bignumber.equal(expectedWorstFillEthAmount);
expect(buyQuote.worstCaseQuoteInfo.feeEthAmount).to.bignumber.equal(expectedWorstFeeEthAmount);
expect(buyQuote.worstCaseQuoteInfo.totalEthAmount).to.bignumber.equal(expectedWorstTotalEthAmount);
- expect(buyQuote.worstCaseQuoteInfo.ethPerAssetPrice).to.bignumber.equal(expectedWorstEthPerAssetPrice);
// test if feePercentage gets passed through
expect(buyQuote.feePercentage).to.equal(feePercentage);
});
generated by cgit v1.2.3 (git 2.25.1) at 2024-11-02 19:39:38 +0800