1 files changed, 125 insertions, 0 deletions
diff --git a/packages/forwarder-helper/src/forwarder_helper_impl.ts b/packages/forwarder-helper/src/forwarder_helper_impl.ts
new file mode 100644
index 000000000..0e59aa7d6
--- /dev/null
+++ b/packages/forwarder-helper/src/forwarder_helper_impl.ts
@@ -0,0 +1,125 @@
+import { marketUtils, sortingUtils } 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';
+
+const SLIPPAGE_PERCENTAGE = new BigNumber(0.2); // 20% slippage protection, possibly move this into request interface
+
+interface SignedOrderWithAmount extends SignedOrder {
+    remainingFillAmount?: BigNumber;
+}
+
+export interface ForwarderHelperImplConfig {
+    orders: SignedOrder[];
+    feeOrders: SignedOrder[];
+    remainingFillableMakerAssetAmounts?: BigNumber[];
+    remainingFillableFeeAmounts?: BigNumber[];
+}
+
+export class ForwarderHelperImpl implements ForwarderHelper {
+    public readonly config: ForwarderHelperImplConfig;
+    private static _createSignedOrderWithAmounts(
+        orders: SignedOrder[],
+        amounts?: BigNumber[],
+    ): SignedOrderWithAmount[] {
+        const ordersAndAmounts = _.map(orders, (order, index) => {
+            return {
+                ...order,
+                remainingFillAmount: _.nth(amounts, index),
+            };
+        });
+        return ordersAndAmounts;
+    }
+    private static _unbundleSignedOrderWithAmounts(
+        signedOrderWithAmounts: SignedOrderWithAmount[],
+    ): { orders: SignedOrder[]; amounts?: BigNumber[] } {
+        const orders = _.map(signedOrderWithAmounts, order => {
+            const { remainingFillAmount, ...rest } = order;
+            return rest;
+        });
+        const amounts = _.map(signedOrderWithAmounts, order => {
+            const { remainingFillAmount } = order;
+            return remainingFillAmount;
+        });
+        const compactAmounts = _.compact(amounts);
+        return {
+            orders,
+            amounts: compactAmounts.length > 0 ? compactAmounts : undefined,
+        };
+    }
+    private static _sortConfig(opts: ForwarderHelperImplConfig): ForwarderHelperImplConfig {
+        const { orders, feeOrders, remainingFillableMakerAssetAmounts, remainingFillableFeeAmounts } = opts;
+        // Bundle orders together with their remainingFillAmounts so that we can sort them together
+        const orderWithAmounts = ForwarderHelperImpl._createSignedOrderWithAmounts(
+            orders,
+            remainingFillableMakerAssetAmounts,
+        );
+        // TODO: provide a feeRate to the sorting function to more accurately sort based on the current market for ZRX tokens
+        const sortedOrderWithAmounts = sortingUtils.sortOrdersByFeeAdjustedRate(orderWithAmounts);
+        // Unbundle after sorting
+        const unbundledSortedOrderWithAmounts = ForwarderHelperImpl._unbundleSignedOrderWithAmounts(
+            sortedOrderWithAmounts,
+        );
+        // Do the same bundling + unbundling for feeOrder sorting
+        const feeOrderWithAmounts = ForwarderHelperImpl._createSignedOrderWithAmounts(
+            feeOrders,
+            remainingFillableFeeAmounts,
+        );
+        const sortedFeeOrderWithAmounts = sortingUtils.sortFeeOrdersByFeeAdjustedRate(feeOrderWithAmounts);
+        const unbundledSortedFeeOrderWithAmounts = ForwarderHelperImpl._unbundleSignedOrderWithAmounts(
+            sortedFeeOrderWithAmounts,
+        );
+        return {
+            orders: unbundledSortedOrderWithAmounts.orders,
+            feeOrders: unbundledSortedFeeOrderWithAmounts.orders,
+            remainingFillableMakerAssetAmounts: unbundledSortedOrderWithAmounts.amounts,
+            remainingFillableFeeAmounts: unbundledSortedFeeOrderWithAmounts.amounts,
+        };
+    }
+    constructor(opts: ForwarderHelperImplConfig) {
+        this.config = ForwarderHelperImpl._sortConfig(opts);
+    }
+    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,
+        };
+    }
+}