diff options
Diffstat (limited to 'packages/forwarder-helper/src/utils')
-rw-r--r-- | packages/forwarder-helper/src/utils/forwarder_helper_impl_config_utils.ts | 92 |
1 files changed, 92 insertions, 0 deletions
diff --git a/packages/forwarder-helper/src/utils/forwarder_helper_impl_config_utils.ts b/packages/forwarder-helper/src/utils/forwarder_helper_impl_config_utils.ts new file mode 100644 index 000000000..253384f65 --- /dev/null +++ b/packages/forwarder-helper/src/utils/forwarder_helper_impl_config_utils.ts @@ -0,0 +1,92 @@ +import { sortingUtils } from '@0xproject/order-utils'; +import { SignedOrder } from '@0xproject/types'; +import { BigNumber } from '@0xproject/utils'; +import * as _ from 'lodash'; + +import { ForwarderHelperImplConfig } from '../forwarder_helper_impl'; + +interface SignedOrderWithAmount extends SignedOrder { + remainingFillAmount: BigNumber; +} + +export const forwarderHelperImplConfigUtils = { + sortedConfig(config: ForwarderHelperImplConfig): ForwarderHelperImplConfig { + const { orders, feeOrders, remainingFillableMakerAssetAmounts, remainingFillableFeeAmounts } = config; + // TODO: provide a feeRate to the sorting function to more accurately sort based on the current market for ZRX tokens + const orderSorter = (ordersToSort: SignedOrder[]) => { + return sortingUtils.sortOrdersByFeeAdjustedRate(ordersToSort); + }; + const sortOrdersResult = sortOrdersAndRemainingFillAmounts( + orderSorter, + orders, + remainingFillableMakerAssetAmounts, + ); + const feeOrderSorter = (ordersToSort: SignedOrder[]) => { + return sortingUtils.sortFeeOrdersByFeeAdjustedRate(ordersToSort); + }; + const sortFeeOrdersResult = sortOrdersAndRemainingFillAmounts( + feeOrderSorter, + feeOrders, + remainingFillableFeeAmounts, + ); + return { + orders: sortOrdersResult.orders, + feeOrders: sortFeeOrdersResult.orders, + remainingFillableMakerAssetAmounts: sortOrdersResult.remainingFillAmounts, + remainingFillableFeeAmounts: sortFeeOrdersResult.remainingFillAmounts, + }; + }, +}; + +type OrderSorter = (orders: SignedOrder[]) => SignedOrder[]; + +function sortOrdersAndRemainingFillAmounts( + orderSorter: OrderSorter, + orders: SignedOrder[], + remainingFillAmounts?: BigNumber[], +): { orders: SignedOrder[]; remainingFillAmounts?: BigNumber[] } { + if (!_.isUndefined(remainingFillAmounts)) { + // Bundle orders together with their remainingFillAmounts so that we can sort them together + const orderWithAmounts = bundleSignedOrderWithAmounts(orders, remainingFillAmounts); + // Sort + const sortedOrderWithAmounts = orderSorter(orderWithAmounts) as SignedOrderWithAmount[]; + // Unbundle after sorting + const unbundledSortedOrderWithAmounts = unbundleSignedOrderWithAmounts(sortedOrderWithAmounts); + return { + orders: unbundledSortedOrderWithAmounts.orders, + remainingFillAmounts: unbundledSortedOrderWithAmounts.amounts, + }; + } else { + const sortedOrders = orderSorter(orders); + return { + orders: sortedOrders, + }; + } +} + +function bundleSignedOrderWithAmounts(orders: SignedOrder[], amounts: BigNumber[]): SignedOrderWithAmount[] { + const ordersAndAmounts = _.map(orders, (order, index) => { + return { + ...order, + remainingFillAmount: amounts[index], + }; + }); + return ordersAndAmounts; +} + +function 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; + }); + return { + orders, + amounts, + }; +} |