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-rw-r--r--packages/forwarder-helper/src/constants.ts5
-rw-r--r--packages/forwarder-helper/src/forwarder_helper_factory.ts25
-rw-r--r--packages/forwarder-helper/src/forwarder_helper_impl.ts64
-rw-r--r--packages/forwarder-helper/src/globals.d.ts6
-rw-r--r--packages/forwarder-helper/src/index.ts2
-rw-r--r--packages/forwarder-helper/src/types.ts43
-rw-r--r--packages/forwarder-helper/src/utils/forwarder_helper_impl_config_utils.ts92
7 files changed, 0 insertions, 237 deletions
diff --git a/packages/forwarder-helper/src/constants.ts b/packages/forwarder-helper/src/constants.ts
deleted file mode 100644
index 0ad30e4c0..000000000
--- a/packages/forwarder-helper/src/constants.ts
+++ /dev/null
@@ -1,5 +0,0 @@
-import { BigNumber } from '@0xproject/utils';
-
-export const constants = {
- ZERO_AMOUNT: new BigNumber(0),
-};
diff --git a/packages/forwarder-helper/src/forwarder_helper_factory.ts b/packages/forwarder-helper/src/forwarder_helper_factory.ts
deleted file mode 100644
index 95f11f555..000000000
--- a/packages/forwarder-helper/src/forwarder_helper_factory.ts
+++ /dev/null
@@ -1,25 +0,0 @@
-import { assert } from '@0xproject/assert';
-import { schemas } from '@0xproject/json-schemas';
-import { SignedOrder } from '@0xproject/types';
-
-import { ForwarderHelperImpl, ForwarderHelperImplConfig } from './forwarder_helper_impl';
-import { ForwarderHelper } from './types';
-
-export const forwarderHelperFactory = {
- /**
- * Given an array of orders and an array of feeOrders
- * @param orders An array of objects conforming to SignedOrder. Each order should specify the same makerAssetData and takerAssetData
- * @param feeOrders An array of objects conforming to SignedOrder. Each order should specify ZRX as makerAssetData WETH as takerAssetData
- * @return A ForwarderHelper, see type for definition
- */
- getForwarderHelperForOrders(orders: SignedOrder[], feeOrders: SignedOrder[] = []): ForwarderHelper {
- assert.doesConformToSchema('orders', orders, schemas.signedOrdersSchema);
- assert.doesConformToSchema('feeOrders', orders, schemas.signedOrdersSchema);
- const config: ForwarderHelperImplConfig = {
- orders,
- feeOrders,
- };
- const helper = new ForwarderHelperImpl(config);
- return helper;
- },
-};
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,
- };
- }
-}
diff --git a/packages/forwarder-helper/src/globals.d.ts b/packages/forwarder-helper/src/globals.d.ts
deleted file mode 100644
index 94e63a32d..000000000
--- a/packages/forwarder-helper/src/globals.d.ts
+++ /dev/null
@@ -1,6 +0,0 @@
-declare module '*.json' {
- const json: any;
- /* tslint:disable */
- export default json;
- /* tslint:enable */
-}
diff --git a/packages/forwarder-helper/src/index.ts b/packages/forwarder-helper/src/index.ts
deleted file mode 100644
index eb3a34bd5..000000000
--- a/packages/forwarder-helper/src/index.ts
+++ /dev/null
@@ -1,2 +0,0 @@
-export { forwarderHelperFactory } from './forwarder_helper_factory';
-export { ForwarderHelper, ForwarderHelperError, MarketBuyOrdersInfoRequest, MarketBuyOrdersInfo } from './types';
diff --git a/packages/forwarder-helper/src/types.ts b/packages/forwarder-helper/src/types.ts
deleted file mode 100644
index fb171cc90..000000000
--- a/packages/forwarder-helper/src/types.ts
+++ /dev/null
@@ -1,43 +0,0 @@
-import { SignedOrder } from '@0xproject/types';
-import { BigNumber } from '@0xproject/utils';
-
-export interface ForwarderHelper {
- /**
- * Given a MarketBuyOrdersInfoRequest, returns a MarketBuyOrdersInfo containing all information relevant to fulfilling the request
- * using the ForwarderContract marketBuyOrdersWithEth function.
- * @param request An object that conforms to MarketBuyOrdersInfoRequest. See type definition for more information.
- * @return An object that conforms to MarketBuyOrdersInfo that satisfies the request. See type definition for more information.
- */
- getMarketBuyOrdersInfo: (request: MarketBuyOrdersInfoRequest) => MarketBuyOrdersInfo;
-}
-
-export enum ForwarderHelperError {
- InsufficientMakerAssetLiquidity = 'INSUFFICIENT_MAKER_ASSET_LIQUIDITY',
- InsufficientZrxLiquidity = 'INSUFFICIENT_ZRX_LIQUIDITY',
-}
-
-/**
- * makerAssetFillAmount: The amount of makerAsset requesting to be filled
- * feePercentage: Optional affiliate percentage amount factoring into eth amount calculations
- */
-export interface MarketBuyOrdersInfoRequest {
- makerAssetFillAmount: BigNumber;
- feePercentage?: BigNumber;
-}
-
-/**
- * makerAssetFillAmount: The amount of makerAsset requesting to be filled
- * orders: An array of objects conforming to SignedOrder. These orders can be used to cover the requested makerAssetFillAmount plus slippage
- * feeOrders: An array of objects conforming to SignedOrder. These orders can be used to cover the fees for the orders param above
- * minEthAmount: Amount of eth in wei to send with the tx for the most optimistic case
- * maxEthAmount: Amount of eth in wei to send with the tx for the worst case
- * feePercentage: Affiliate fee percentage used to calculate the eth amounts above. Passed thru directly from the request
- */
-export interface MarketBuyOrdersInfo {
- makerAssetFillAmount: BigNumber;
- orders: SignedOrder[];
- feeOrders: SignedOrder[];
- minEthAmount: BigNumber;
- maxEthAmount: BigNumber;
- feePercentage?: BigNumber;
-}
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
deleted file mode 100644
index 253384f65..000000000
--- a/packages/forwarder-helper/src/utils/forwarder_helper_impl_config_utils.ts
+++ /dev/null
@@ -1,92 +0,0 @@
-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,
- };
-}
generated by cgit v1.2.3 (git 2.25.1) at 2024-11-02 15:50:29 +0800