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-rw-r--r--packages/forwarder-helper/src/forwarder_helper_impl.ts64
1 files changed, 0 insertions, 64 deletions
diff --git a/packages/forwarder-helper/src/forwarder_helper_impl.ts b/packages/forwarder-helper/src/forwarder_helper_impl.ts
deleted file mode 100644
index a90edb0bb..000000000
--- a/packages/forwarder-helper/src/forwarder_helper_impl.ts
+++ /dev/null
@@ -1,64 +0,0 @@
-import { marketUtils } from '@0xproject/order-utils';
-import { SignedOrder } from '@0xproject/types';
-import { BigNumber } from '@0xproject/utils';
-import * as _ from 'lodash';
-
-import { constants } from './constants';
-import { ForwarderHelper, ForwarderHelperError, MarketBuyOrdersInfo, MarketBuyOrdersInfoRequest } from './types';
-import { forwarderHelperImplConfigUtils } from './utils/forwarder_helper_impl_config_utils';
-
-const SLIPPAGE_PERCENTAGE = new BigNumber(0.2); // 20% slippage protection, possibly move this into request interface
-
-export interface ForwarderHelperImplConfig {
- orders: SignedOrder[];
- feeOrders: SignedOrder[];
- remainingFillableMakerAssetAmounts?: BigNumber[];
- remainingFillableFeeAmounts?: BigNumber[];
-}
-
-export class ForwarderHelperImpl implements ForwarderHelper {
- public readonly config: ForwarderHelperImplConfig;
- constructor(config: ForwarderHelperImplConfig) {
- this.config = forwarderHelperImplConfigUtils.sortedConfig(config);
- }
- public getMarketBuyOrdersInfo(request: MarketBuyOrdersInfoRequest): MarketBuyOrdersInfo {
- const { makerAssetFillAmount, feePercentage } = request;
- const { orders, feeOrders, remainingFillableMakerAssetAmounts, remainingFillableFeeAmounts } = this.config;
- // TODO: make the slippage percentage customizable
- const slippageBufferAmount = makerAssetFillAmount.mul(SLIPPAGE_PERCENTAGE).round();
- const { resultOrders, remainingFillAmount } = marketUtils.findOrdersThatCoverMakerAssetFillAmount(
- orders,
- makerAssetFillAmount,
- {
- remainingFillableMakerAssetAmounts,
- slippageBufferAmount,
- },
- );
- if (remainingFillAmount.gt(constants.ZERO_AMOUNT)) {
- throw new Error(ForwarderHelperError.InsufficientMakerAssetLiquidity);
- }
- // TODO: update this logic to find the minimum amount of feeOrders to cover the worst case as opposed to
- // finding order that cover all fees, this will help with estimating ETH and minimizing gas usage
- const { resultFeeOrders, remainingFeeAmount } = marketUtils.findFeeOrdersThatCoverFeesForTargetOrders(
- resultOrders,
- feeOrders,
- {
- remainingFillableMakerAssetAmounts,
- remainingFillableFeeAmounts,
- },
- );
- if (remainingFeeAmount.gt(constants.ZERO_AMOUNT)) {
- throw new Error(ForwarderHelperError.InsufficientZrxLiquidity);
- }
- // TODO: calculate min and max eth usage
- // TODO: optimize orders call data
- return {
- makerAssetFillAmount,
- orders: resultOrders,
- feeOrders: resultFeeOrders,
- minEthAmount: constants.ZERO_AMOUNT,
- maxEthAmount: constants.ZERO_AMOUNT,
- feePercentage,
- };
- }
-}