From a9fad77eb4375439767f9aa1fcbfa12716f41ed3 Mon Sep 17 00:00:00 2001 From: Steve Klebanoff Date: Tue, 8 Jan 2019 08:57:36 -0800 Subject: Implement liquidity checking w/ testing --- packages/asset-buyer/package.json | 1 + packages/asset-buyer/src/asset_buyer.ts | 67 +++++++++- packages/asset-buyer/src/types.ts | 8 ++ packages/asset-buyer/test/asset_buyer_test.ts | 168 ++++++++++++++++++++++++++ packages/asset-buyer/test/utils/mocks.ts | 66 ++++++++++ yarn.lock | 59 +++------ 6 files changed, 321 insertions(+), 48 deletions(-) create mode 100644 packages/asset-buyer/test/asset_buyer_test.ts create mode 100644 packages/asset-buyer/test/utils/mocks.ts diff --git a/packages/asset-buyer/package.json b/packages/asset-buyer/package.json index 401aec120..9ddeb2c60 100644 --- a/packages/asset-buyer/package.json +++ b/packages/asset-buyer/package.json @@ -65,6 +65,7 @@ "shx": "^0.2.2", "tslint": "5.11.0", "typedoc": "0.13.0", + "typemoq": "^2.1.0", "typescript": "3.0.1" }, "publishConfig": { diff --git a/packages/asset-buyer/src/asset_buyer.ts b/packages/asset-buyer/src/asset_buyer.ts index 934410c55..511c99fb1 100644 --- a/packages/asset-buyer/src/asset_buyer.ts +++ b/packages/asset-buyer/src/asset_buyer.ts @@ -16,6 +16,7 @@ import { BuyQuote, BuyQuoteExecutionOpts, BuyQuoteRequestOpts, + LiquidityForAssetData, OrderProvider, OrderProviderResponse, OrdersAndFillableAmounts, @@ -25,12 +26,42 @@ import { assert } from './utils/assert'; import { assetDataUtils } from './utils/asset_data_utils'; import { buyQuoteCalculator } from './utils/buy_quote_calculator'; import { orderProviderResponseProcessor } from './utils/order_provider_response_processor'; +import { orderUtils } from './utils/order_utils'; interface OrdersEntry { ordersAndFillableAmounts: OrdersAndFillableAmounts; lastRefreshTime: number; } +const calculateLiquidity = (ordersAndFillableAmounts: OrdersAndFillableAmounts): LiquidityForAssetData => { + const { orders, remainingFillableMakerAssetAmounts } = ordersAndFillableAmounts; + const liquidityInBigNumbers = orders.reduce( + (acc, order, curIndex) => { + const availableMakerAssetAmount = remainingFillableMakerAssetAmounts[curIndex]; + if (availableMakerAssetAmount === undefined) { + throw new Error(`No corresponding fillableMakerAssetAmounts at index ${curIndex}`); + } + + const tokensAvailableForCurrentOrder = availableMakerAssetAmount; + const ethValueAvailableForCurrentOrder = orderUtils.getTakerFillAmount(order, availableMakerAssetAmount); + return { + tokensAvailableInUnitAmount: acc.tokensAvailableInUnitAmount.plus(tokensAvailableForCurrentOrder), + ethValueAvailableInWei: acc.ethValueAvailableInWei.plus(ethValueAvailableForCurrentOrder), + }; + }, + { + tokensAvailableInUnitAmount: new BigNumber(0), + ethValueAvailableInWei: new BigNumber(0), + }, + ); + + // Turn into regular numbers + return { + tokensAvailableInUnitAmount: liquidityInBigNumbers.tokensAvailableInUnitAmount.toNumber(), + ethValueAvailableInWei: liquidityInBigNumbers.ethValueAvailableInWei.toNumber(), + }; +}; + export class AssetBuyer { public readonly provider: Provider; public readonly orderProvider: OrderProvider; @@ -138,10 +169,10 @@ export class AssetBuyer { // get the relevant orders for the makerAsset and fees // if the requested assetData is ZRX, don't get the fee info const [ordersAndFillableAmounts, feeOrdersAndFillableAmounts] = await Promise.all([ - this._getOrdersAndFillableAmountsAsync(assetData, shouldForceOrderRefresh), + this.getOrdersAndFillableAmountsAsync(assetData, shouldForceOrderRefresh), isMakerAssetZrxToken ? Promise.resolve(constants.EMPTY_ORDERS_AND_FILLABLE_AMOUNTS) - : this._getOrdersAndFillableAmountsAsync(zrxTokenAssetData, shouldForceOrderRefresh), + : this.getOrdersAndFillableAmountsAsync(zrxTokenAssetData, shouldForceOrderRefresh), shouldForceOrderRefresh, ]); if (ordersAndFillableAmounts.orders.length === 0) { @@ -177,6 +208,36 @@ export class AssetBuyer { const buyQuote = this.getBuyQuoteAsync(assetData, assetBuyAmount, options); return buyQuote; } + public async getLiquidityForAssetDataAsync( + assetData: string, + options: Partial = {}, + ): Promise { + const { feePercentage, shouldForceOrderRefresh, slippagePercentage } = _.merge( + {}, + constants.DEFAULT_BUY_QUOTE_REQUEST_OPTS, + options, + ); + assert.isString('assetData', assetData); + assert.isValidPercentage('feePercentage', feePercentage); + assert.isBoolean('shouldForceOrderRefresh', shouldForceOrderRefresh); + assert.isNumber('slippagePercentage', slippagePercentage); + + const assetPairs = await this.orderProvider.getAvailableMakerAssetDatasAsync(assetData); + if (!assetPairs.includes(assetData)) { + return { + tokensAvailableInUnitAmount: 0, + ethValueAvailableInWei: 0, + }; + } + + const ordersAndFillableAmounts = await this.getOrdersAndFillableAmountsAsync( + assetData, + shouldForceOrderRefresh, + ); + + return calculateLiquidity(ordersAndFillableAmounts); + } + /** * Given a BuyQuote and desired rate, attempt to execute the buy. * @param buyQuote An object that conforms to BuyQuote. See type definition for more information. @@ -261,7 +322,7 @@ export class AssetBuyer { /** * Grab orders from the map, if there is a miss or it is time to refresh, fetch and process the orders */ - private async _getOrdersAndFillableAmountsAsync( + public async getOrdersAndFillableAmountsAsync( assetData: string, shouldForceOrderRefresh: boolean, ): Promise { diff --git a/packages/asset-buyer/src/types.ts b/packages/asset-buyer/src/types.ts index 3b573edca..84434aa7f 100644 --- a/packages/asset-buyer/src/types.ts +++ b/packages/asset-buyer/src/types.ts @@ -121,3 +121,11 @@ export interface OrdersAndFillableAmounts { orders: SignedOrder[]; remainingFillableMakerAssetAmounts: BigNumber[]; } + +/** + * Represents available liquidity for a given assetData + */ +export interface LiquidityForAssetData { + tokensAvailableInUnitAmount: number; + ethValueAvailableInWei: number; +} diff --git a/packages/asset-buyer/test/asset_buyer_test.ts b/packages/asset-buyer/test/asset_buyer_test.ts new file mode 100644 index 000000000..a109d1ae8 --- /dev/null +++ b/packages/asset-buyer/test/asset_buyer_test.ts @@ -0,0 +1,168 @@ +import { orderFactory } from '@0x/order-utils/lib/src/order_factory'; +import { Web3ProviderEngine } from '@0x/subproviders'; +import { SignedOrder } from '@0x/types'; +import { BigNumber } from '@0x/utils'; +import { Web3Wrapper } from '@0x/web3-wrapper'; +import * as chai from 'chai'; +import 'mocha'; +import * as TypeMoq from 'typemoq'; + +import { AssetBuyer } from '../src'; +import { constants } from '../src/constants'; +import { LiquidityForAssetData, OrderProvider, OrdersAndFillableAmounts } from '../src/types'; + +import { chaiSetup } from './utils/chai_setup'; +import { + mockAvailableAssetDatas, + mockedAssetBuyerWithOrdersAndFillableAmounts, + orderProviderMock, +} from './utils/mocks'; + +chaiSetup.configure(); +const expect = chai.expect; + +const FAKE_SRA_URL = 'https://fakeurl.com'; +const FAKE_ASSET_DATA = '0xf47261b00000000000000000000000001dc4c1cefef38a777b15aa20260a54e584b16c48'; +const TOKEN_DECIMALS = 18; +const WETH_DECIMALS = constants.ETHER_TOKEN_DECIMALS; + +const baseUnitAmount = (unitAmount: number, decimals = TOKEN_DECIMALS): BigNumber => { + return Web3Wrapper.toBaseUnitAmount(new BigNumber(unitAmount), decimals); +}; + +const expectLiquidityResult = async ( + web3Provider: Web3ProviderEngine, + orderProvider: OrderProvider, + ordersAndFillableAmounts: OrdersAndFillableAmounts, + expectedLiquidityResult: LiquidityForAssetData, +) => { + const mockedAssetBuyer = mockedAssetBuyerWithOrdersAndFillableAmounts( + web3Provider, + orderProvider, + FAKE_ASSET_DATA, + ordersAndFillableAmounts, + ); + const liquidityResult = await mockedAssetBuyer.object.getLiquidityForAssetDataAsync(FAKE_ASSET_DATA); + expect(liquidityResult).to.deep.equal(expectedLiquidityResult); +}; + +describe('AssetBuyer', () => { + describe('getLiquidityForAssetDataAsync', () => { + const mockWeb3Provider = TypeMoq.Mock.ofType(Web3ProviderEngine); + const mockOrderProvider = orderProviderMock(); + + beforeEach(() => { + mockWeb3Provider.reset(); + mockOrderProvider.reset(); + }); + + afterEach(() => { + mockWeb3Provider.verifyAll(); + mockOrderProvider.verifyAll(); + }); + + describe('validation', () => { + it('should ensure assetData is a string', async () => { + const assetBuyer = AssetBuyer.getAssetBuyerForStandardRelayerAPIUrl( + mockWeb3Provider.object, + FAKE_SRA_URL, + ); + + expect(assetBuyer.getLiquidityForAssetDataAsync(false as any)).to.be.rejectedWith( + 'Expected assetData to be of type string, encountered: false', + ); + }); + }); + + it('should return 0s when asset pair not supported', async () => { + mockAvailableAssetDatas(mockOrderProvider, FAKE_ASSET_DATA, []); + + const assetBuyer = new AssetBuyer(mockWeb3Provider.object, mockOrderProvider.object); + const liquidityResult = await assetBuyer.getLiquidityForAssetDataAsync(FAKE_ASSET_DATA); + expect(liquidityResult).to.deep.equal({ + tokensAvailableInUnitAmount: 0, + ethValueAvailableInWei: 0, + }); + }); + + describe('assetData is supported', () => { + // orders + const sellTwoTokensFor1Weth: SignedOrder = orderFactory.createSignedOrderFromPartial({ + makerAssetAmount: baseUnitAmount(2), + takerAssetAmount: baseUnitAmount(1, WETH_DECIMALS), + }); + const sellTenTokensFor10Weth: SignedOrder = orderFactory.createSignedOrderFromPartial({ + // tslint:disable-next-line:custom-no-magic-numbers + makerAssetAmount: baseUnitAmount(10), + // tslint:disable-next-line:custom-no-magic-numbers + takerAssetAmount: baseUnitAmount(10, WETH_DECIMALS), + }); + + beforeEach(() => { + mockAvailableAssetDatas(mockOrderProvider, FAKE_ASSET_DATA, [FAKE_ASSET_DATA]); + }); + + it('should return 0s when no orders available', async () => { + const ordersAndFillableAmounts: OrdersAndFillableAmounts = { + orders: [], + remainingFillableMakerAssetAmounts: [], + }; + const mockedAssetBuyer = mockedAssetBuyerWithOrdersAndFillableAmounts( + mockWeb3Provider.object, + mockOrderProvider.object, + FAKE_ASSET_DATA, + ordersAndFillableAmounts, + ); + + const liquidityResult = await mockedAssetBuyer.object.getLiquidityForAssetDataAsync(FAKE_ASSET_DATA); + expect(liquidityResult).to.deep.equal({ + tokensAvailableInUnitAmount: 0, + ethValueAvailableInWei: 0, + }); + }); + + it('should return correct computed value when orders provided with full fillableAmounts', async () => { + const orders: SignedOrder[] = [sellTwoTokensFor1Weth, sellTenTokensFor10Weth]; + const remainingFillableMakerAssetAmounts: BigNumber[] = orders.map(o => o.makerAssetAmount); + const mockedAssetBuyer = mockedAssetBuyerWithOrdersAndFillableAmounts( + mockWeb3Provider.object, + mockOrderProvider.object, + FAKE_ASSET_DATA, + { + orders, + remainingFillableMakerAssetAmounts, + }, + ); + + const expectedTokensAvailable = orders[0].makerAssetAmount.plus(orders[1].makerAssetAmount); + const expectedEthValueAvailable = orders[0].takerAssetAmount.plus(orders[1].takerAssetAmount); + + const liquidityResult = await mockedAssetBuyer.object.getLiquidityForAssetDataAsync(FAKE_ASSET_DATA); + expect(liquidityResult).to.deep.equal({ + tokensAvailableInUnitAmount: expectedTokensAvailable.toNumber(), + ethValueAvailableInWei: expectedEthValueAvailable.toNumber(), + }); + }); + + it('should return correct computed value with one partial fillableAmounts', async () => { + const ordersAndFillableAmounts = { + orders: [sellTwoTokensFor1Weth], + remainingFillableMakerAssetAmounts: [baseUnitAmount(1)], + }; + + const expectedResult = { + tokensAvailableInUnitAmount: baseUnitAmount(1).toNumber(), + // tslint:disable-next-line:custom-no-magic-numbers + ethValueAvailableInWei: baseUnitAmount(0.5, WETH_DECIMALS).toNumber(), + }; + + await expectLiquidityResult( + mockWeb3Provider.object, + mockOrderProvider.object, + ordersAndFillableAmounts, + expectedResult, + ); + }); + }); + }); +}); diff --git a/packages/asset-buyer/test/utils/mocks.ts b/packages/asset-buyer/test/utils/mocks.ts new file mode 100644 index 000000000..fe0d0cbf4 --- /dev/null +++ b/packages/asset-buyer/test/utils/mocks.ts @@ -0,0 +1,66 @@ +import { Web3ProviderEngine } from '@0x/subproviders'; +import * as TypeMoq from 'typemoq'; + +import { AssetBuyer } from '../../src/asset_buyer'; +import { OrderProvider, OrderProviderResponse, OrdersAndFillableAmounts } from '../../src/types'; + +// Implementing dummy class for using in mocks, see https://github.com/florinn/typemoq/issues/3 +class OrderProviderClass implements OrderProvider { + // tslint:disable-next-line:prefer-function-over-method + public async getOrdersAsync(): Promise { + return Promise.resolve({ orders: [] }); + } + // tslint:disable-next-line:prefer-function-over-method + public async getAvailableMakerAssetDatasAsync(takerAssetData: string): Promise { + return Promise.resolve([]); + } +} + +export const orderProviderMock = () => { + return TypeMoq.Mock.ofType(OrderProviderClass, TypeMoq.MockBehavior.Strict); +}; + +export const mockAvailableAssetDatas = ( + mockOrderProvider: TypeMoq.IMock, + assetData: string, + availableAssetDatas: string[], +) => { + mockOrderProvider + .setup(op => op.getAvailableMakerAssetDatasAsync(TypeMoq.It.isValue(assetData))) + .returns(() => { + return Promise.resolve(availableAssetDatas); + }) + .verifiable(TypeMoq.Times.once()); +}; + +const partiallyMockedAssetBuyer = ( + provider: Web3ProviderEngine, + orderProvider: OrderProvider, +): TypeMoq.IMock => { + const rawAssetBuyer = new AssetBuyer(provider, orderProvider); + const mockedAssetBuyer = TypeMoq.Mock.ofInstance(rawAssetBuyer, TypeMoq.MockBehavior.Loose, false); + mockedAssetBuyer.callBase = true; + return mockedAssetBuyer; +}; + +const mockGetOrdersAndAvailableAmounts = ( + mockedAssetBuyer: TypeMoq.IMock, + assetData: string, + ordersAndFillableAmounts: OrdersAndFillableAmounts, +): void => { + mockedAssetBuyer + .setup(a => a.getOrdersAndFillableAmountsAsync(assetData, false)) + .returns(() => Promise.resolve(ordersAndFillableAmounts)) + .verifiable(TypeMoq.Times.once()); +}; + +export const mockedAssetBuyerWithOrdersAndFillableAmounts = ( + provider: Web3ProviderEngine, + orderProvider: OrderProvider, + assetData: string, + ordersAndFillableAmounts: OrdersAndFillableAmounts, +): TypeMoq.IMock => { + const mockedAssetBuyer = partiallyMockedAssetBuyer(provider, orderProvider); + mockGetOrdersAndAvailableAmounts(mockedAssetBuyer, assetData, ordersAndFillableAmounts); + return mockedAssetBuyer; +}; diff --git a/yarn.lock b/yarn.lock index 0953cbc74..49b3c5237 100644 --- a/yarn.lock +++ b/yarn.lock @@ -1302,7 +1302,6 @@ "@types/chokidar@^1.7.5": version "1.7.5" resolved "https://registry.yarnpkg.com/@types/chokidar/-/chokidar-1.7.5.tgz#1fa78c8803e035bed6d98e6949e514b133b0c9b6" - integrity sha512-PDkSRY7KltW3M60hSBlerxI8SFPXsO3AL/aRVsO4Kh9IHRW74Ih75gUuTd/aE4LSSFqypb10UIX3QzOJwBQMGQ== dependencies: "@types/events" "*" "@types/node" "*" @@ -1561,7 +1560,6 @@ "@types/pluralize@^0.0.29": version "0.0.29" resolved "https://registry.yarnpkg.com/@types/pluralize/-/pluralize-0.0.29.tgz#6ffa33ed1fc8813c469b859681d09707eb40d03c" - integrity sha512-BYOID+l2Aco2nBik+iYS4SZX0Lf20KPILP5RGmM1IgzdwNdTs0eebiFriOPcej1sX9mLnSoiNte5zcFxssgpGA== "@types/prop-types@*": version "15.5.5" @@ -2100,10 +2098,6 @@ aes-js@^0.2.3: version "0.2.4" resolved "https://registry.yarnpkg.com/aes-js/-/aes-js-0.2.4.tgz#94b881ab717286d015fa219e08fb66709dda5a3d" -aes-js@^3.1.1: - version "3.1.2" - resolved "https://registry.npmjs.org/aes-js/-/aes-js-3.1.2.tgz#db9aabde85d5caabbfc0d4f2a4446960f627146a" - agent-base@4, agent-base@^4.1.0, agent-base@~4.2.0: version "4.2.1" resolved "https://registry.yarnpkg.com/agent-base/-/agent-base-4.2.1.tgz#d89e5999f797875674c07d87f260fc41e83e8ca9" @@ -3669,7 +3663,7 @@ bs-logger@0.x: dependencies: fast-json-stable-stringify "^2.0.0" -bs58@=4.0.1, bs58@^4.0.0: +bs58@=4.0.1: version "4.0.1" resolved "https://registry.yarnpkg.com/bs58/-/bs58-4.0.1.tgz#be161e76c354f6f788ae4071f63f34e8c4f0a42a" dependencies: @@ -3692,14 +3686,6 @@ bs58check@^1.0.8: bs58 "^3.1.0" create-hash "^1.1.0" -bs58check@^2.1.2: - version "2.1.2" - resolved "https://registry.npmjs.org/bs58check/-/bs58check-2.1.2.tgz#53b018291228d82a5aa08e7d796fdafda54aebfc" - dependencies: - bs58 "^4.0.0" - create-hash "^1.1.0" - safe-buffer "^5.1.2" - bser@^2.0.0: version "2.0.0" resolved "https://registry.npmjs.org/bser/-/bser-2.0.0.tgz#9ac78d3ed5d915804fd87acb158bc797147a1719" @@ -4165,7 +4151,6 @@ chokidar@^2.0.0, chokidar@^2.0.2: chokidar@^2.0.4: version "2.0.4" resolved "https://registry.yarnpkg.com/chokidar/-/chokidar-2.0.4.tgz#356ff4e2b0e8e43e322d18a372460bbcf3accd26" - integrity sha512-z9n7yt9rOvIJrMhvDtDictKrkFHeihkNl6uWMmZlmL6tJtX9Cs+87oK+teBx+JIgzvbX3yZHT3eF8vpbDxHJXQ== dependencies: anymatch "^2.0.0" async-each "^1.0.0" @@ -6410,19 +6395,6 @@ ethereumjs-wallet@0.6.0: utf8 "^2.1.1" uuid "^2.0.1" -ethereumjs-wallet@~0.6.0: - version "0.6.2" - resolved "https://registry.npmjs.org/ethereumjs-wallet/-/ethereumjs-wallet-0.6.2.tgz#67244b6af3e8113b53d709124b25477b64aeccda" - dependencies: - aes-js "^3.1.1" - bs58check "^2.1.2" - ethereumjs-util "^5.2.0" - hdkey "^1.0.0" - safe-buffer "^5.1.2" - scrypt.js "^0.2.0" - utf8 "^3.0.0" - uuid "^3.3.2" - ethers@~4.0.4: version "4.0.4" resolved "https://registry.yarnpkg.com/ethers/-/ethers-4.0.4.tgz#d3f85e8b27f4b59537e06526439b0fb15b44dc65" @@ -7339,7 +7311,7 @@ ganache-core@0xProject/ganache-core#monorepo-dep: ethereumjs-tx "0xProject/ethereumjs-tx#fake-tx-include-signature-by-default" ethereumjs-util "^5.2.0" ethereumjs-vm "2.3.5" - ethereumjs-wallet "~0.6.0" + ethereumjs-wallet "0.6.0" fake-merkle-patricia-tree "~1.0.1" heap "~0.2.6" js-scrypt "^0.2.0" @@ -8077,14 +8049,6 @@ hdkey@^0.7.0, hdkey@^0.7.1: coinstring "^2.0.0" secp256k1 "^3.0.1" -hdkey@^1.0.0: - version "1.1.0" - resolved "https://registry.npmjs.org/hdkey/-/hdkey-1.1.0.tgz#e74e7b01d2c47f797fa65d1d839adb7a44639f29" - dependencies: - coinstring "^2.0.0" - safe-buffer "^5.1.1" - secp256k1 "^3.0.1" - he@1.1.1: version "1.1.1" resolved "https://registry.yarnpkg.com/he/-/he-1.1.1.tgz#93410fd21b009735151f8868c2f271f3427e23fd" @@ -10233,7 +10197,6 @@ lodash.camelcase@^3.0.1: lodash.debounce@^4.0.8: version "4.0.8" resolved "https://registry.yarnpkg.com/lodash.debounce/-/lodash.debounce-4.0.8.tgz#82d79bff30a67c4005ffd5e2515300ad9ca4d7af" - integrity sha1-gteb/zCmfEAF/9XiUVMArZyk168= lodash.deburr@^3.0.0: version "3.2.0" @@ -12364,7 +12327,6 @@ pkginfo@0.x.x: pluralize@^7.0.0: version "7.0.0" resolved "https://registry.yarnpkg.com/pluralize/-/pluralize-7.0.0.tgz#298b89df8b93b0221dbf421ad2b1b1ea23fc6777" - integrity sha512-ARhBOdzS3e41FbkW/XWrTEtukqqLoK5+Z/4UeDaLuSW+39JPeFgs4gCGqsrJHVZX0fUrx//4OF0K1CUGwlIFow== pn@^1.1.0: version "1.1.0" @@ -12664,6 +12626,10 @@ postgres-interval@^1.1.0: dependencies: xtend "^4.0.0" +postinstall-build@^5.0.1: + version "5.0.3" + resolved "https://registry.yarnpkg.com/postinstall-build/-/postinstall-build-5.0.3.tgz#238692f712a481d8f5bc8960e94786036241efc7" + prebuild-install@^2.2.2: version "2.5.3" resolved "https://registry.yarnpkg.com/prebuild-install/-/prebuild-install-2.5.3.tgz#9f65f242782d370296353710e9bc843490c19f69" @@ -16295,6 +16261,14 @@ typedoc@0.13.0: typedoc-default-themes "^0.5.0" typescript "3.1.x" +typemoq@^2.1.0: + version "2.1.0" + resolved "https://registry.yarnpkg.com/typemoq/-/typemoq-2.1.0.tgz#4452ce360d92cf2a1a180f0c29de2803f87af1e8" + dependencies: + circular-json "^0.3.1" + lodash "^4.17.4" + postinstall-build "^5.0.1" + typeorm@^0.2.7: version "0.2.7" resolved "https://registry.yarnpkg.com/typeorm/-/typeorm-0.2.7.tgz#4bbbace80dc91b1303be13f42d44ebf01d1b2558" @@ -16576,7 +16550,6 @@ upath@^1.0.0: upath@^1.0.5: version "1.1.0" resolved "https://registry.yarnpkg.com/upath/-/upath-1.1.0.tgz#35256597e46a581db4793d0ce47fa9aebfc9fabd" - integrity sha512-bzpH/oBhoS/QI/YtbkqCg6VEiPYjSZtrHQM6/QnJS6OL9pKUFLqb3aFh4Scvwm45+7iAgiMkLhSbaZxUqmrprw== update-notifier@^2.3.0, update-notifier@^2.5.0: version "2.5.0" @@ -16679,10 +16652,6 @@ utf8@^2.1.1: version "2.1.2" resolved "https://registry.yarnpkg.com/utf8/-/utf8-2.1.2.tgz#1fa0d9270e9be850d9b05027f63519bf46457d96" -utf8@^3.0.0: - version "3.0.0" - resolved "https://registry.npmjs.org/utf8/-/utf8-3.0.0.tgz#f052eed1364d696e769ef058b183df88c87f69d1" - util-deprecate@~1.0.1: version "1.0.2" resolved "https://registry.yarnpkg.com/util-deprecate/-/util-deprecate-1.0.2.tgz#450d4dc9fa70de732762fbd2d4a28981419a0ccf" -- cgit v1.2.3 From 0dade8624c0935a26bed9b9c53a94a8211dabdee Mon Sep 17 00:00:00 2001 From: Steve Klebanoff Date: Thu, 10 Jan 2019 13:51:02 -0800 Subject: Adding more test coverage --- packages/asset-buyer/test/asset_buyer_test.ts | 41 ++++++++++++++++++++++++--- 1 file changed, 37 insertions(+), 4 deletions(-) diff --git a/packages/asset-buyer/test/asset_buyer_test.ts b/packages/asset-buyer/test/asset_buyer_test.ts index a109d1ae8..fd31b9843 100644 --- a/packages/asset-buyer/test/asset_buyer_test.ts +++ b/packages/asset-buyer/test/asset_buyer_test.ts @@ -46,6 +46,7 @@ const expectLiquidityResult = async ( expect(liquidityResult).to.deep.equal(expectedLiquidityResult); }; +// tslint:disable:custom-no-magic-numbers describe('AssetBuyer', () => { describe('getLiquidityForAssetDataAsync', () => { const mockWeb3Provider = TypeMoq.Mock.ofType(Web3ProviderEngine); @@ -92,9 +93,7 @@ describe('AssetBuyer', () => { takerAssetAmount: baseUnitAmount(1, WETH_DECIMALS), }); const sellTenTokensFor10Weth: SignedOrder = orderFactory.createSignedOrderFromPartial({ - // tslint:disable-next-line:custom-no-magic-numbers makerAssetAmount: baseUnitAmount(10), - // tslint:disable-next-line:custom-no-magic-numbers takerAssetAmount: baseUnitAmount(10, WETH_DECIMALS), }); @@ -149,10 +148,8 @@ describe('AssetBuyer', () => { orders: [sellTwoTokensFor1Weth], remainingFillableMakerAssetAmounts: [baseUnitAmount(1)], }; - const expectedResult = { tokensAvailableInUnitAmount: baseUnitAmount(1).toNumber(), - // tslint:disable-next-line:custom-no-magic-numbers ethValueAvailableInWei: baseUnitAmount(0.5, WETH_DECIMALS).toNumber(), }; @@ -163,6 +160,42 @@ describe('AssetBuyer', () => { expectedResult, ); }); + + it('should return correct computed value with multiple orders and fillable amounts', async () => { + const ordersAndFillableAmounts = { + orders: [sellTwoTokensFor1Weth, sellTenTokensFor10Weth], + remainingFillableMakerAssetAmounts: [baseUnitAmount(1), baseUnitAmount(3)], + }; + const expectedResult = { + tokensAvailableInUnitAmount: baseUnitAmount(4).toNumber(), + ethValueAvailableInWei: baseUnitAmount(3.5, WETH_DECIMALS).toNumber(), + }; + + await expectLiquidityResult( + mockWeb3Provider.object, + mockOrderProvider.object, + ordersAndFillableAmounts, + expectedResult, + ); + }); + + it('should return 0s when no amounts fillable', async () => { + const ordersAndFillableAmounts = { + orders: [sellTwoTokensFor1Weth, sellTenTokensFor10Weth], + remainingFillableMakerAssetAmounts: [baseUnitAmount(0), baseUnitAmount(0)], + }; + const expectedResult = { + tokensAvailableInUnitAmount: baseUnitAmount(0).toNumber(), + ethValueAvailableInWei: baseUnitAmount(0, WETH_DECIMALS).toNumber(), + }; + + await expectLiquidityResult( + mockWeb3Provider.object, + mockOrderProvider.object, + ordersAndFillableAmounts, + expectedResult, + ); + }); }); }); }); -- cgit v1.2.3 From 2360b8282fe40e1c1b1336b17872b5699bde610e Mon Sep 17 00:00:00 2001 From: Steve Klebanoff Date: Thu, 10 Jan 2019 14:00:16 -0800 Subject: rename tokensAvailableInUnitAmount to tokensAvailableInBaseUnits and use test helpers --- packages/asset-buyer/src/asset_buyer.ts | 8 ++--- packages/asset-buyer/src/types.ts | 2 +- packages/asset-buyer/test/asset_buyer_test.ts | 51 +++++++++++++-------------- 3 files changed, 29 insertions(+), 32 deletions(-) diff --git a/packages/asset-buyer/src/asset_buyer.ts b/packages/asset-buyer/src/asset_buyer.ts index 511c99fb1..92a99c28c 100644 --- a/packages/asset-buyer/src/asset_buyer.ts +++ b/packages/asset-buyer/src/asset_buyer.ts @@ -45,19 +45,19 @@ const calculateLiquidity = (ordersAndFillableAmounts: OrdersAndFillableAmounts): const tokensAvailableForCurrentOrder = availableMakerAssetAmount; const ethValueAvailableForCurrentOrder = orderUtils.getTakerFillAmount(order, availableMakerAssetAmount); return { - tokensAvailableInUnitAmount: acc.tokensAvailableInUnitAmount.plus(tokensAvailableForCurrentOrder), + tokensAvailableInBaseUnits: acc.tokensAvailableInBaseUnits.plus(tokensAvailableForCurrentOrder), ethValueAvailableInWei: acc.ethValueAvailableInWei.plus(ethValueAvailableForCurrentOrder), }; }, { - tokensAvailableInUnitAmount: new BigNumber(0), + tokensAvailableInBaseUnits: new BigNumber(0), ethValueAvailableInWei: new BigNumber(0), }, ); // Turn into regular numbers return { - tokensAvailableInUnitAmount: liquidityInBigNumbers.tokensAvailableInUnitAmount.toNumber(), + tokensAvailableInBaseUnits: liquidityInBigNumbers.tokensAvailableInBaseUnits.toNumber(), ethValueAvailableInWei: liquidityInBigNumbers.ethValueAvailableInWei.toNumber(), }; }; @@ -225,7 +225,7 @@ export class AssetBuyer { const assetPairs = await this.orderProvider.getAvailableMakerAssetDatasAsync(assetData); if (!assetPairs.includes(assetData)) { return { - tokensAvailableInUnitAmount: 0, + tokensAvailableInBaseUnits: 0, ethValueAvailableInWei: 0, }; } diff --git a/packages/asset-buyer/src/types.ts b/packages/asset-buyer/src/types.ts index 84434aa7f..71822c4d7 100644 --- a/packages/asset-buyer/src/types.ts +++ b/packages/asset-buyer/src/types.ts @@ -126,6 +126,6 @@ export interface OrdersAndFillableAmounts { * Represents available liquidity for a given assetData */ export interface LiquidityForAssetData { - tokensAvailableInUnitAmount: number; + tokensAvailableInBaseUnits: number; ethValueAvailableInWei: number; } diff --git a/packages/asset-buyer/test/asset_buyer_test.ts b/packages/asset-buyer/test/asset_buyer_test.ts index fd31b9843..5e05d5564 100644 --- a/packages/asset-buyer/test/asset_buyer_test.ts +++ b/packages/asset-buyer/test/asset_buyer_test.ts @@ -81,7 +81,7 @@ describe('AssetBuyer', () => { const assetBuyer = new AssetBuyer(mockWeb3Provider.object, mockOrderProvider.object); const liquidityResult = await assetBuyer.getLiquidityForAssetDataAsync(FAKE_ASSET_DATA); expect(liquidityResult).to.deep.equal({ - tokensAvailableInUnitAmount: 0, + tokensAvailableInBaseUnits: 0, ethValueAvailableInWei: 0, }); }); @@ -106,41 +106,38 @@ describe('AssetBuyer', () => { orders: [], remainingFillableMakerAssetAmounts: [], }; - const mockedAssetBuyer = mockedAssetBuyerWithOrdersAndFillableAmounts( + const expectedResult = { + tokensAvailableInBaseUnits: 0, + ethValueAvailableInWei: 0, + }; + await expectLiquidityResult( mockWeb3Provider.object, mockOrderProvider.object, - FAKE_ASSET_DATA, ordersAndFillableAmounts, + expectedResult, ); - - const liquidityResult = await mockedAssetBuyer.object.getLiquidityForAssetDataAsync(FAKE_ASSET_DATA); - expect(liquidityResult).to.deep.equal({ - tokensAvailableInUnitAmount: 0, - ethValueAvailableInWei: 0, - }); }); it('should return correct computed value when orders provided with full fillableAmounts', async () => { const orders: SignedOrder[] = [sellTwoTokensFor1Weth, sellTenTokensFor10Weth]; - const remainingFillableMakerAssetAmounts: BigNumber[] = orders.map(o => o.makerAssetAmount); - const mockedAssetBuyer = mockedAssetBuyerWithOrdersAndFillableAmounts( - mockWeb3Provider.object, - mockOrderProvider.object, - FAKE_ASSET_DATA, - { - orders, - remainingFillableMakerAssetAmounts, - }, - ); + const ordersAndFillableAmounts = { + orders: [sellTwoTokensFor1Weth, sellTenTokensFor10Weth], + remainingFillableMakerAssetAmounts: orders.map(o => o.makerAssetAmount), + }; const expectedTokensAvailable = orders[0].makerAssetAmount.plus(orders[1].makerAssetAmount); const expectedEthValueAvailable = orders[0].takerAssetAmount.plus(orders[1].takerAssetAmount); - - const liquidityResult = await mockedAssetBuyer.object.getLiquidityForAssetDataAsync(FAKE_ASSET_DATA); - expect(liquidityResult).to.deep.equal({ - tokensAvailableInUnitAmount: expectedTokensAvailable.toNumber(), + const expectedResult = { + tokensAvailableInBaseUnits: expectedTokensAvailable.toNumber(), ethValueAvailableInWei: expectedEthValueAvailable.toNumber(), - }); + }; + + await expectLiquidityResult( + mockWeb3Provider.object, + mockOrderProvider.object, + ordersAndFillableAmounts, + expectedResult, + ); }); it('should return correct computed value with one partial fillableAmounts', async () => { @@ -149,7 +146,7 @@ describe('AssetBuyer', () => { remainingFillableMakerAssetAmounts: [baseUnitAmount(1)], }; const expectedResult = { - tokensAvailableInUnitAmount: baseUnitAmount(1).toNumber(), + tokensAvailableInBaseUnits: baseUnitAmount(1).toNumber(), ethValueAvailableInWei: baseUnitAmount(0.5, WETH_DECIMALS).toNumber(), }; @@ -167,7 +164,7 @@ describe('AssetBuyer', () => { remainingFillableMakerAssetAmounts: [baseUnitAmount(1), baseUnitAmount(3)], }; const expectedResult = { - tokensAvailableInUnitAmount: baseUnitAmount(4).toNumber(), + tokensAvailableInBaseUnits: baseUnitAmount(4).toNumber(), ethValueAvailableInWei: baseUnitAmount(3.5, WETH_DECIMALS).toNumber(), }; @@ -185,7 +182,7 @@ describe('AssetBuyer', () => { remainingFillableMakerAssetAmounts: [baseUnitAmount(0), baseUnitAmount(0)], }; const expectedResult = { - tokensAvailableInUnitAmount: baseUnitAmount(0).toNumber(), + tokensAvailableInBaseUnits: baseUnitAmount(0).toNumber(), ethValueAvailableInWei: baseUnitAmount(0, WETH_DECIMALS).toNumber(), }; -- cgit v1.2.3 From 127bd4bf9dd99c0520dcc4fbd5413d98e1dac65a Mon Sep 17 00:00:00 2001 From: Steve Klebanoff Date: Thu, 10 Jan 2019 15:38:41 -0800 Subject: Getting rid of unused params and adding documentation --- packages/asset-buyer/src/asset_buyer.ts | 22 ++++++++++++++-------- 1 file changed, 14 insertions(+), 8 deletions(-) diff --git a/packages/asset-buyer/src/asset_buyer.ts b/packages/asset-buyer/src/asset_buyer.ts index 92a99c28c..77cf403d7 100644 --- a/packages/asset-buyer/src/asset_buyer.ts +++ b/packages/asset-buyer/src/asset_buyer.ts @@ -17,6 +17,7 @@ import { BuyQuoteExecutionOpts, BuyQuoteRequestOpts, LiquidityForAssetData, + LiquidityRequestOpts, OrderProvider, OrderProviderResponse, OrdersAndFillableAmounts, @@ -208,19 +209,22 @@ export class AssetBuyer { const buyQuote = this.getBuyQuoteAsync(assetData, assetBuyAmount, options); return buyQuote; } + /** + * Returns information about available liquidity for an asset + * Does not factor in slippage or fees + * @param assetData The assetData of the desired asset to buy (for more info: https://github.com/0xProject/0x-protocol-specification/blob/master/v2/v2-specification.md). + * @param options Options for the request. See type definition for more information. + * + * @return An object that conforms to LiquidityForAssetData that satisfies the request. See type definition for more information. + */ public async getLiquidityForAssetDataAsync( assetData: string, - options: Partial = {}, + options: Partial = {}, ): Promise { - const { feePercentage, shouldForceOrderRefresh, slippagePercentage } = _.merge( - {}, - constants.DEFAULT_BUY_QUOTE_REQUEST_OPTS, - options, - ); + const shouldForceOrderRefresh = + options.shouldForceOrderRefresh !== undefined ? options.shouldForceOrderRefresh : false; assert.isString('assetData', assetData); - assert.isValidPercentage('feePercentage', feePercentage); assert.isBoolean('shouldForceOrderRefresh', shouldForceOrderRefresh); - assert.isNumber('slippagePercentage', slippagePercentage); const assetPairs = await this.orderProvider.getAvailableMakerAssetDatasAsync(assetData); if (!assetPairs.includes(assetData)) { @@ -321,6 +325,8 @@ export class AssetBuyer { } /** * Grab orders from the map, if there is a miss or it is time to refresh, fetch and process the orders + * @param assetData The assetData of the desired asset to buy (for more info: https://github.com/0xProject/0x-protocol-specification/blob/master/v2/v2-specification.md). + * @param shouldForceOrderRefresh If set to true, new orders and state will be fetched instead of waiting for the next orderRefreshIntervalMs. */ public async getOrdersAndFillableAmountsAsync( assetData: string, -- cgit v1.2.3 From 841ad8757cc9ba165f9ae303877da0d4b6ffe8b0 Mon Sep 17 00:00:00 2001 From: Steve Klebanoff Date: Thu, 10 Jan 2019 15:40:55 -0800 Subject: Add LiquidityRequestOpts type --- packages/asset-buyer/src/types.ts | 5 +++++ 1 file changed, 5 insertions(+) diff --git a/packages/asset-buyer/src/types.ts b/packages/asset-buyer/src/types.ts index 71822c4d7..ef63aacfe 100644 --- a/packages/asset-buyer/src/types.ts +++ b/packages/asset-buyer/src/types.ts @@ -75,6 +75,11 @@ export interface BuyQuoteRequestOpts { slippagePercentage: number; } +/* + * shouldForceOrderRefresh: If set to true, new orders and state will be fetched instead of waiting for the next orderRefreshIntervalMs. Defaults to false. + */ +export interface LiquidityRequestOpts extends Pick {} + /** * ethAmount: The desired amount of eth to spend. Defaults to buyQuote.worstCaseQuoteInfo.totalEthAmount. * takerAddress: The address to perform the buy. Defaults to the first available address from the provider. -- cgit v1.2.3 From 119231451013b37059327a676963a0931d7ed093 Mon Sep 17 00:00:00 2001 From: Steve Klebanoff Date: Thu, 10 Jan 2019 16:13:16 -0800 Subject: Add helper functions and expose to umd object --- packages/instant/src/index.umd.ts | 12 ++++++++++++ 1 file changed, 12 insertions(+) diff --git a/packages/instant/src/index.umd.ts b/packages/instant/src/index.umd.ts index d172f4145..5a1eb1608 100644 --- a/packages/instant/src/index.umd.ts +++ b/packages/instant/src/index.umd.ts @@ -1,3 +1,4 @@ +import { assetDataUtils } from '@0x/order-utils'; import * as _ from 'lodash'; import * as React from 'react'; import * as ReactDOM from 'react-dom'; @@ -9,6 +10,7 @@ import { INJECTED_DIV_ID, NPM_PACKAGE_VERSION, } from './constants'; +import { assetMetaDataMap } from './data/asset_meta_data_map'; import { ZeroExInstantOverlay, ZeroExInstantOverlayProps } from './index'; import { analytics } from './util/analytics'; import { assert } from './util/assert'; @@ -122,6 +124,16 @@ export const render = (config: ZeroExInstantConfig, selector: string = DEFAULT_Z window.onpopstate = onPopStateHandler; }; +export const assetDataForERC20TokenAddress = (tokenAddress: string): string => { + assert.isETHAddressHex('tokenAddress', tokenAddress); + return assetDataUtils.encodeERC20AssetData(tokenAddress); +}; + +export const hasMetaDataForAssetData = (assetData: string): boolean => { + assert.isHexString('assetData', assetData); + return assetMetaDataMap[assetData] !== undefined; +}; + // Write version info to the exported object for debugging export const GIT_SHA = GIT_SHA_FROM_CONSTANT; export const NPM_VERSION = NPM_PACKAGE_VERSION; -- cgit v1.2.3 From 742e5e039dd4e821209b5511fb6a194d11c6291c Mon Sep 17 00:00:00 2001 From: Steve Klebanoff Date: Fri, 11 Jan 2019 08:14:57 -0800 Subject: getLiquidityForAssetDataAsync helper method, and fix to assetBuyer to check for eth token in asset pairs --- packages/asset-buyer/src/asset_buyer.ts | 3 ++- packages/asset-buyer/test/asset_buyer_test.ts | 30 ++++++++++++++++++++------- packages/instant/src/index.umd.ts | 30 +++++++++++++++++++++++++++ 3 files changed, 54 insertions(+), 9 deletions(-) diff --git a/packages/asset-buyer/src/asset_buyer.ts b/packages/asset-buyer/src/asset_buyer.ts index 77cf403d7..43b60f928 100644 --- a/packages/asset-buyer/src/asset_buyer.ts +++ b/packages/asset-buyer/src/asset_buyer.ts @@ -227,7 +227,8 @@ export class AssetBuyer { assert.isBoolean('shouldForceOrderRefresh', shouldForceOrderRefresh); const assetPairs = await this.orderProvider.getAvailableMakerAssetDatasAsync(assetData); - if (!assetPairs.includes(assetData)) { + const etherTokenAssetData = this._getEtherTokenAssetDataOrThrow(); + if (!assetPairs.includes(etherTokenAssetData)) { return { tokensAvailableInBaseUnits: 0, ethValueAvailableInWei: 0, diff --git a/packages/asset-buyer/test/asset_buyer_test.ts b/packages/asset-buyer/test/asset_buyer_test.ts index 5e05d5564..9ed51f5e5 100644 --- a/packages/asset-buyer/test/asset_buyer_test.ts +++ b/packages/asset-buyer/test/asset_buyer_test.ts @@ -24,6 +24,8 @@ const expect = chai.expect; const FAKE_SRA_URL = 'https://fakeurl.com'; const FAKE_ASSET_DATA = '0xf47261b00000000000000000000000001dc4c1cefef38a777b15aa20260a54e584b16c48'; const TOKEN_DECIMALS = 18; +const DAI_ASSET_DATA = '0xf47261b000000000000000000000000089d24a6b4ccb1b6faa2625fe562bdd9a23260359"'; +const WETH_ASSET_DATA = '0xf47261b0000000000000000000000000c02aaa39b223fe8d0a0e5c4f27ead9083c756cc2'; const WETH_DECIMALS = constants.ETHER_TOKEN_DECIMALS; const baseUnitAmount = (unitAmount: number, decimals = TOKEN_DECIMALS): BigNumber => { @@ -75,14 +77,26 @@ describe('AssetBuyer', () => { }); }); - it('should return 0s when asset pair not supported', async () => { - mockAvailableAssetDatas(mockOrderProvider, FAKE_ASSET_DATA, []); + describe('asset pair not supported', () => { + it('should return 0s when no asset pair not supported', async () => { + mockAvailableAssetDatas(mockOrderProvider, FAKE_ASSET_DATA, []); - const assetBuyer = new AssetBuyer(mockWeb3Provider.object, mockOrderProvider.object); - const liquidityResult = await assetBuyer.getLiquidityForAssetDataAsync(FAKE_ASSET_DATA); - expect(liquidityResult).to.deep.equal({ - tokensAvailableInBaseUnits: 0, - ethValueAvailableInWei: 0, + const assetBuyer = new AssetBuyer(mockWeb3Provider.object, mockOrderProvider.object); + const liquidityResult = await assetBuyer.getLiquidityForAssetDataAsync(FAKE_ASSET_DATA); + expect(liquidityResult).to.deep.equal({ + tokensAvailableInBaseUnits: 0, + ethValueAvailableInWei: 0, + }); + }); + it('should return 0s when only other asset pair supported', async () => { + mockAvailableAssetDatas(mockOrderProvider, FAKE_ASSET_DATA, [DAI_ASSET_DATA]); + + const assetBuyer = new AssetBuyer(mockWeb3Provider.object, mockOrderProvider.object); + const liquidityResult = await assetBuyer.getLiquidityForAssetDataAsync(FAKE_ASSET_DATA); + expect(liquidityResult).to.deep.equal({ + tokensAvailableInBaseUnits: 0, + ethValueAvailableInWei: 0, + }); }); }); @@ -98,7 +112,7 @@ describe('AssetBuyer', () => { }); beforeEach(() => { - mockAvailableAssetDatas(mockOrderProvider, FAKE_ASSET_DATA, [FAKE_ASSET_DATA]); + mockAvailableAssetDatas(mockOrderProvider, FAKE_ASSET_DATA, [WETH_ASSET_DATA]); }); it('should return 0s when no orders available', async () => { diff --git a/packages/instant/src/index.umd.ts b/packages/instant/src/index.umd.ts index 5a1eb1608..5c0ab8eae 100644 --- a/packages/instant/src/index.umd.ts +++ b/packages/instant/src/index.umd.ts @@ -1,4 +1,6 @@ +import { AssetBuyer } from '@0x/asset-buyer'; import { assetDataUtils } from '@0x/order-utils'; +import { Provider } from 'ethereum-types'; import * as _ from 'lodash'; import * as React from 'react'; import * as ReactDOM from 'react-dom'; @@ -12,8 +14,10 @@ import { } from './constants'; import { assetMetaDataMap } from './data/asset_meta_data_map'; import { ZeroExInstantOverlay, ZeroExInstantOverlayProps } from './index'; +import { Network, OrderSource } from './types'; import { analytics } from './util/analytics'; import { assert } from './util/assert'; +import { providerFactory } from './util/provider_factory'; import { util } from './util/util'; const isInstantRendered = (): boolean => !!document.getElementById(INJECTED_DIV_ID); @@ -134,6 +138,32 @@ export const hasMetaDataForAssetData = (assetData: string): boolean => { return assetMetaDataMap[assetData] !== undefined; }; +export const getLiquidityForAssetDataAsync = async ( + assetData: string, + orderSource: OrderSource, + networkId: Network = Network.Mainnet, + provider?: Provider, +) => { + assert.isHexString('assetData', assetData); + assert.isValidOrderSource('orderSource', orderSource); + assert.isNumber('networkId', networkId); + + if (provider !== undefined) { + assert.isWeb3Provider('provider', provider); + } + + const bestProvider: Provider = provider || providerFactory.getFallbackNoSigningProvider(networkId); + + const assetBuyerOptions = { networkId }; + + const assetBuyer = + typeof orderSource === 'string' + ? AssetBuyer.getAssetBuyerForStandardRelayerAPIUrl(bestProvider, orderSource, assetBuyerOptions) + : AssetBuyer.getAssetBuyerForProvidedOrders(bestProvider, orderSource, assetBuyerOptions); + + return assetBuyer.getLiquidityForAssetDataAsync(assetData); +}; + // Write version info to the exported object for debugging export const GIT_SHA = GIT_SHA_FROM_CONSTANT; export const NPM_VERSION = NPM_PACKAGE_VERSION; -- cgit v1.2.3 From dbaed69d778e610c74930748816e3ba63752334c Mon Sep 17 00:00:00 2001 From: Steve Klebanoff Date: Fri, 11 Jan 2019 08:59:07 -0800 Subject: Add new version to CHANGELOG --- packages/asset-buyer/CHANGELOG.json | 9 +++++++++ 1 file changed, 9 insertions(+) diff --git a/packages/asset-buyer/CHANGELOG.json b/packages/asset-buyer/CHANGELOG.json index 19bee94fd..f4767bd9c 100644 --- a/packages/asset-buyer/CHANGELOG.json +++ b/packages/asset-buyer/CHANGELOG.json @@ -1,4 +1,13 @@ [ + { + "version": "4.1.0", + "changes": [ + { + "note": + "Adds new public method getOrdersAndFillableAmountsAsync, and exposes getOrdersAndFillableAmountsAsync as public method" + } + ] + }, { "version": "4.0.0", "changes": [ -- cgit v1.2.3 From a5e7ce9e1acb2f8fdfcef629789dd315e3adcbdc Mon Sep 17 00:00:00 2001 From: Steve Klebanoff Date: Fri, 11 Jan 2019 09:28:51 -0800 Subject: Move calculateLiquidity to helper function --- packages/asset-buyer/src/asset_buyer.ts | 32 +------------------- .../asset-buyer/src/utils/calculate_liquidity.ts | 34 ++++++++++++++++++++++ 2 files changed, 35 insertions(+), 31 deletions(-) create mode 100644 packages/asset-buyer/src/utils/calculate_liquidity.ts diff --git a/packages/asset-buyer/src/asset_buyer.ts b/packages/asset-buyer/src/asset_buyer.ts index 43b60f928..cd60f0eff 100644 --- a/packages/asset-buyer/src/asset_buyer.ts +++ b/packages/asset-buyer/src/asset_buyer.ts @@ -19,50 +19,20 @@ import { LiquidityForAssetData, LiquidityRequestOpts, OrderProvider, - OrderProviderResponse, OrdersAndFillableAmounts, } from './types'; import { assert } from './utils/assert'; import { assetDataUtils } from './utils/asset_data_utils'; import { buyQuoteCalculator } from './utils/buy_quote_calculator'; +import { calculateLiquidity } from './utils/calculate_liquidity'; import { orderProviderResponseProcessor } from './utils/order_provider_response_processor'; -import { orderUtils } from './utils/order_utils'; interface OrdersEntry { ordersAndFillableAmounts: OrdersAndFillableAmounts; lastRefreshTime: number; } -const calculateLiquidity = (ordersAndFillableAmounts: OrdersAndFillableAmounts): LiquidityForAssetData => { - const { orders, remainingFillableMakerAssetAmounts } = ordersAndFillableAmounts; - const liquidityInBigNumbers = orders.reduce( - (acc, order, curIndex) => { - const availableMakerAssetAmount = remainingFillableMakerAssetAmounts[curIndex]; - if (availableMakerAssetAmount === undefined) { - throw new Error(`No corresponding fillableMakerAssetAmounts at index ${curIndex}`); - } - - const tokensAvailableForCurrentOrder = availableMakerAssetAmount; - const ethValueAvailableForCurrentOrder = orderUtils.getTakerFillAmount(order, availableMakerAssetAmount); - return { - tokensAvailableInBaseUnits: acc.tokensAvailableInBaseUnits.plus(tokensAvailableForCurrentOrder), - ethValueAvailableInWei: acc.ethValueAvailableInWei.plus(ethValueAvailableForCurrentOrder), - }; - }, - { - tokensAvailableInBaseUnits: new BigNumber(0), - ethValueAvailableInWei: new BigNumber(0), - }, - ); - - // Turn into regular numbers - return { - tokensAvailableInBaseUnits: liquidityInBigNumbers.tokensAvailableInBaseUnits.toNumber(), - ethValueAvailableInWei: liquidityInBigNumbers.ethValueAvailableInWei.toNumber(), - }; -}; - export class AssetBuyer { public readonly provider: Provider; public readonly orderProvider: OrderProvider; diff --git a/packages/asset-buyer/src/utils/calculate_liquidity.ts b/packages/asset-buyer/src/utils/calculate_liquidity.ts new file mode 100644 index 000000000..910c756ac --- /dev/null +++ b/packages/asset-buyer/src/utils/calculate_liquidity.ts @@ -0,0 +1,34 @@ +import { BigNumber } from '@0x/utils'; + +import { LiquidityForAssetData, OrdersAndFillableAmounts } from '../types'; + +import { orderUtils } from './order_utils'; + +export const calculateLiquidity = (ordersAndFillableAmounts: OrdersAndFillableAmounts): LiquidityForAssetData => { + const { orders, remainingFillableMakerAssetAmounts } = ordersAndFillableAmounts; + const liquidityInBigNumbers = orders.reduce( + (acc, order, curIndex) => { + const availableMakerAssetAmount = remainingFillableMakerAssetAmounts[curIndex]; + if (availableMakerAssetAmount === undefined) { + throw new Error(`No corresponding fillableMakerAssetAmounts at index ${curIndex}`); + } + + const tokensAvailableForCurrentOrder = availableMakerAssetAmount; + const ethValueAvailableForCurrentOrder = orderUtils.getTakerFillAmount(order, availableMakerAssetAmount); + return { + tokensAvailableInBaseUnits: acc.tokensAvailableInBaseUnits.plus(tokensAvailableForCurrentOrder), + ethValueAvailableInWei: acc.ethValueAvailableInWei.plus(ethValueAvailableForCurrentOrder), + }; + }, + { + tokensAvailableInBaseUnits: new BigNumber(0), + ethValueAvailableInWei: new BigNumber(0), + }, + ); + + // Turn into regular numbers + return { + tokensAvailableInBaseUnits: liquidityInBigNumbers.tokensAvailableInBaseUnits.toNumber(), + ethValueAvailableInWei: liquidityInBigNumbers.ethValueAvailableInWei.toNumber(), + }; +}; -- cgit v1.2.3 From 8d3bbb8213eb2972ace2cf488ef1d901bef8f725 Mon Sep 17 00:00:00 2001 From: Steve Klebanoff Date: Fri, 11 Jan 2019 09:32:28 -0800 Subject: Disable promise-function-async for mocking async functions --- packages/asset-buyer/test/utils/mocks.ts | 2 ++ 1 file changed, 2 insertions(+) diff --git a/packages/asset-buyer/test/utils/mocks.ts b/packages/asset-buyer/test/utils/mocks.ts index fe0d0cbf4..d3e1c09c4 100644 --- a/packages/asset-buyer/test/utils/mocks.ts +++ b/packages/asset-buyer/test/utils/mocks.ts @@ -4,6 +4,8 @@ import * as TypeMoq from 'typemoq'; import { AssetBuyer } from '../../src/asset_buyer'; import { OrderProvider, OrderProviderResponse, OrdersAndFillableAmounts } from '../../src/types'; +// tslint:disable:promise-function-async + // Implementing dummy class for using in mocks, see https://github.com/florinn/typemoq/issues/3 class OrderProviderClass implements OrderProvider { // tslint:disable-next-line:prefer-function-over-method -- cgit v1.2.3 From 8a8a5332d76ae8429d1c6449e0ea693a2e8c8a8a Mon Sep 17 00:00:00 2001 From: Steve Klebanoff Date: Fri, 11 Jan 2019 10:38:52 -0800 Subject: prettier changelog --- packages/asset-buyer/CHANGELOG.json | 3 +-- 1 file changed, 1 insertion(+), 2 deletions(-) diff --git a/packages/asset-buyer/CHANGELOG.json b/packages/asset-buyer/CHANGELOG.json index f4767bd9c..484ad1625 100644 --- a/packages/asset-buyer/CHANGELOG.json +++ b/packages/asset-buyer/CHANGELOG.json @@ -3,8 +3,7 @@ "version": "4.1.0", "changes": [ { - "note": - "Adds new public method getOrdersAndFillableAmountsAsync, and exposes getOrdersAndFillableAmountsAsync as public method" + "note": "Adds new public method getOrdersAndFillableAmountsAsync, and exposes getOrdersAndFillableAmountsAsync as public method" } ] }, -- cgit v1.2.3 From af63934d2ca0d2830a8609c16bd685a02241e257 Mon Sep 17 00:00:00 2001 From: Steve Klebanoff Date: Tue, 15 Jan 2019 13:57:31 -0800 Subject: Export types and add additional documentation --- packages/asset-buyer/src/index.ts | 4 ++++ packages/asset-buyer/src/types.ts | 6 ++++++ 2 files changed, 10 insertions(+) diff --git a/packages/asset-buyer/src/index.ts b/packages/asset-buyer/src/index.ts index a42d7e272..339d64616 100644 --- a/packages/asset-buyer/src/index.ts +++ b/packages/asset-buyer/src/index.ts @@ -1,3 +1,4 @@ +import { LiquidityRequestOpts } from './../lib/src/types.d'; export { JSONRPCRequestPayload, JSONRPCResponsePayload, @@ -19,6 +20,9 @@ export { BuyQuoteExecutionOpts, BuyQuoteInfo, BuyQuoteRequestOpts, + LiquidityForAssetData, + LiquidityRequestOpts, + OrdersAndFillableAmounts, OrderProvider, OrderProviderRequest, OrderProviderResponse, diff --git a/packages/asset-buyer/src/types.ts b/packages/asset-buyer/src/types.ts index da8b75c8f..0bf2323bd 100644 --- a/packages/asset-buyer/src/types.ts +++ b/packages/asset-buyer/src/types.ts @@ -76,6 +76,8 @@ export interface BuyQuoteRequestOpts { } /* + * Options for checking liquidity + * * shouldForceOrderRefresh: If set to true, new orders and state will be fetched instead of waiting for the next orderRefreshIntervalMs. Defaults to false. */ export interface LiquidityRequestOpts extends Pick {} @@ -122,6 +124,10 @@ export enum AssetBuyerError { TransactionValueTooLow = 'TRANSACTION_VALUE_TOO_LOW', } +/** + * orders: An array of signed orders + * remainingFillableMakerAssetAmounts: A list of fillable amounts for the signed orders. The index of an item in the array associates the amount with the corresponding order. + */ export interface OrdersAndFillableAmounts { orders: SignedOrder[]; remainingFillableMakerAssetAmounts: BigNumber[]; -- cgit v1.2.3 From f269bc28cf49a0c6d319ff6e30465eb209efe9df Mon Sep 17 00:00:00 2001 From: Steve Klebanoff Date: Tue, 15 Jan 2019 14:00:00 -0800 Subject: Add PR number and fix description --- packages/asset-buyer/CHANGELOG.json | 3 ++- 1 file changed, 2 insertions(+), 1 deletion(-) diff --git a/packages/asset-buyer/CHANGELOG.json b/packages/asset-buyer/CHANGELOG.json index 909236772..8a9dc333a 100644 --- a/packages/asset-buyer/CHANGELOG.json +++ b/packages/asset-buyer/CHANGELOG.json @@ -3,7 +3,8 @@ "version": "4.1.0", "changes": [ { - "note": "Adds new public method getOrdersAndFillableAmountsAsync, and exposes getOrdersAndFillableAmountsAsync as public method" + "note": "Adds new public method getLiquidityForAssetDataAsync, and exposes getOrdersAndFillableAmountsAsync as public method", + "pr": 1512 } ] }, -- cgit v1.2.3 From ce1c2eeab78cfe1ce79a856f3f3f03b9f2bd67e4 Mon Sep 17 00:00:00 2001 From: Steve Klebanoff Date: Wed, 16 Jan 2019 09:37:10 -0800 Subject: Remove accidental import --- packages/asset-buyer/src/index.ts | 1 - 1 file changed, 1 deletion(-) diff --git a/packages/asset-buyer/src/index.ts b/packages/asset-buyer/src/index.ts index 339d64616..f69cfad69 100644 --- a/packages/asset-buyer/src/index.ts +++ b/packages/asset-buyer/src/index.ts @@ -1,4 +1,3 @@ -import { LiquidityRequestOpts } from './../lib/src/types.d'; export { JSONRPCRequestPayload, JSONRPCResponsePayload, -- cgit v1.2.3 From 444250520a73ea4e147d501a9df54614689570e5 Mon Sep 17 00:00:00 2001 From: Steve Klebanoff Date: Wed, 16 Jan 2019 09:40:36 -0800 Subject: Clarify boolean variable name --- packages/asset-buyer/src/asset_buyer.ts | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/packages/asset-buyer/src/asset_buyer.ts b/packages/asset-buyer/src/asset_buyer.ts index cd60f0eff..b4b024d62 100644 --- a/packages/asset-buyer/src/asset_buyer.ts +++ b/packages/asset-buyer/src/asset_buyer.ts @@ -194,7 +194,7 @@ export class AssetBuyer { const shouldForceOrderRefresh = options.shouldForceOrderRefresh !== undefined ? options.shouldForceOrderRefresh : false; assert.isString('assetData', assetData); - assert.isBoolean('shouldForceOrderRefresh', shouldForceOrderRefresh); + assert.isBoolean('options.shouldForceOrderRefresh', shouldForceOrderRefresh); const assetPairs = await this.orderProvider.getAvailableMakerAssetDatasAsync(assetData); const etherTokenAssetData = this._getEtherTokenAssetDataOrThrow(); -- cgit v1.2.3 From a58771844366d5fd331e6b46a8de596d17fa6632 Mon Sep 17 00:00:00 2001 From: Steve Klebanoff Date: Wed, 16 Jan 2019 09:41:12 -0800 Subject: export type instead of interface for more succinct syntax --- packages/asset-buyer/src/types.ts | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/packages/asset-buyer/src/types.ts b/packages/asset-buyer/src/types.ts index 0bf2323bd..9208a3217 100644 --- a/packages/asset-buyer/src/types.ts +++ b/packages/asset-buyer/src/types.ts @@ -80,7 +80,7 @@ export interface BuyQuoteRequestOpts { * * shouldForceOrderRefresh: If set to true, new orders and state will be fetched instead of waiting for the next orderRefreshIntervalMs. Defaults to false. */ -export interface LiquidityRequestOpts extends Pick {} +export type LiquidityRequestOpts = Pick; /** * ethAmount: The desired amount of eth to spend. Defaults to buyQuote.worstCaseQuoteInfo.totalEthAmount. -- cgit v1.2.3 From 466ec6b22a51f0a9d618f6091ce6f9f533118280 Mon Sep 17 00:00:00 2001 From: Steve Klebanoff Date: Wed, 16 Jan 2019 14:16:49 -0800 Subject: Change LiquidityForAssetData to return a BigNumber instead of a number to avoid losing precision --- packages/asset-buyer/src/asset_buyer.ts | 4 ++-- packages/asset-buyer/src/types.ts | 4 ++-- .../asset-buyer/src/utils/calculate_liquidity.ts | 4 ++-- packages/asset-buyer/test/asset_buyer_test.ts | 28 +++++++++++----------- 4 files changed, 20 insertions(+), 20 deletions(-) diff --git a/packages/asset-buyer/src/asset_buyer.ts b/packages/asset-buyer/src/asset_buyer.ts index b4b024d62..4344f070c 100644 --- a/packages/asset-buyer/src/asset_buyer.ts +++ b/packages/asset-buyer/src/asset_buyer.ts @@ -200,8 +200,8 @@ export class AssetBuyer { const etherTokenAssetData = this._getEtherTokenAssetDataOrThrow(); if (!assetPairs.includes(etherTokenAssetData)) { return { - tokensAvailableInBaseUnits: 0, - ethValueAvailableInWei: 0, + tokensAvailableInBaseUnits: new BigNumber(0), + ethValueAvailableInWei: new BigNumber(0), }; } diff --git a/packages/asset-buyer/src/types.ts b/packages/asset-buyer/src/types.ts index 9208a3217..46a2338ce 100644 --- a/packages/asset-buyer/src/types.ts +++ b/packages/asset-buyer/src/types.ts @@ -137,6 +137,6 @@ export interface OrdersAndFillableAmounts { * Represents available liquidity for a given assetData */ export interface LiquidityForAssetData { - tokensAvailableInBaseUnits: number; - ethValueAvailableInWei: number; + tokensAvailableInBaseUnits: BigNumber; + ethValueAvailableInWei: BigNumber; } diff --git a/packages/asset-buyer/src/utils/calculate_liquidity.ts b/packages/asset-buyer/src/utils/calculate_liquidity.ts index 910c756ac..a8d165b4b 100644 --- a/packages/asset-buyer/src/utils/calculate_liquidity.ts +++ b/packages/asset-buyer/src/utils/calculate_liquidity.ts @@ -28,7 +28,7 @@ export const calculateLiquidity = (ordersAndFillableAmounts: OrdersAndFillableAm // Turn into regular numbers return { - tokensAvailableInBaseUnits: liquidityInBigNumbers.tokensAvailableInBaseUnits.toNumber(), - ethValueAvailableInWei: liquidityInBigNumbers.ethValueAvailableInWei.toNumber(), + tokensAvailableInBaseUnits: liquidityInBigNumbers.tokensAvailableInBaseUnits, + ethValueAvailableInWei: liquidityInBigNumbers.ethValueAvailableInWei, }; }; diff --git a/packages/asset-buyer/test/asset_buyer_test.ts b/packages/asset-buyer/test/asset_buyer_test.ts index 9ed51f5e5..f117b4d7a 100644 --- a/packages/asset-buyer/test/asset_buyer_test.ts +++ b/packages/asset-buyer/test/asset_buyer_test.ts @@ -84,8 +84,8 @@ describe('AssetBuyer', () => { const assetBuyer = new AssetBuyer(mockWeb3Provider.object, mockOrderProvider.object); const liquidityResult = await assetBuyer.getLiquidityForAssetDataAsync(FAKE_ASSET_DATA); expect(liquidityResult).to.deep.equal({ - tokensAvailableInBaseUnits: 0, - ethValueAvailableInWei: 0, + tokensAvailableInBaseUnits: new BigNumber(0), + ethValueAvailableInWei: new BigNumber(0), }); }); it('should return 0s when only other asset pair supported', async () => { @@ -94,8 +94,8 @@ describe('AssetBuyer', () => { const assetBuyer = new AssetBuyer(mockWeb3Provider.object, mockOrderProvider.object); const liquidityResult = await assetBuyer.getLiquidityForAssetDataAsync(FAKE_ASSET_DATA); expect(liquidityResult).to.deep.equal({ - tokensAvailableInBaseUnits: 0, - ethValueAvailableInWei: 0, + tokensAvailableInBaseUnits: new BigNumber(0), + ethValueAvailableInWei: new BigNumber(0), }); }); }); @@ -121,8 +121,8 @@ describe('AssetBuyer', () => { remainingFillableMakerAssetAmounts: [], }; const expectedResult = { - tokensAvailableInBaseUnits: 0, - ethValueAvailableInWei: 0, + tokensAvailableInBaseUnits: new BigNumber(0), + ethValueAvailableInWei: new BigNumber(0), }; await expectLiquidityResult( mockWeb3Provider.object, @@ -142,8 +142,8 @@ describe('AssetBuyer', () => { const expectedTokensAvailable = orders[0].makerAssetAmount.plus(orders[1].makerAssetAmount); const expectedEthValueAvailable = orders[0].takerAssetAmount.plus(orders[1].takerAssetAmount); const expectedResult = { - tokensAvailableInBaseUnits: expectedTokensAvailable.toNumber(), - ethValueAvailableInWei: expectedEthValueAvailable.toNumber(), + tokensAvailableInBaseUnits: expectedTokensAvailable, + ethValueAvailableInWei: expectedEthValueAvailable, }; await expectLiquidityResult( @@ -160,8 +160,8 @@ describe('AssetBuyer', () => { remainingFillableMakerAssetAmounts: [baseUnitAmount(1)], }; const expectedResult = { - tokensAvailableInBaseUnits: baseUnitAmount(1).toNumber(), - ethValueAvailableInWei: baseUnitAmount(0.5, WETH_DECIMALS).toNumber(), + tokensAvailableInBaseUnits: baseUnitAmount(1), + ethValueAvailableInWei: baseUnitAmount(0.5, WETH_DECIMALS), }; await expectLiquidityResult( @@ -178,8 +178,8 @@ describe('AssetBuyer', () => { remainingFillableMakerAssetAmounts: [baseUnitAmount(1), baseUnitAmount(3)], }; const expectedResult = { - tokensAvailableInBaseUnits: baseUnitAmount(4).toNumber(), - ethValueAvailableInWei: baseUnitAmount(3.5, WETH_DECIMALS).toNumber(), + tokensAvailableInBaseUnits: baseUnitAmount(4), + ethValueAvailableInWei: baseUnitAmount(3.5, WETH_DECIMALS), }; await expectLiquidityResult( @@ -196,8 +196,8 @@ describe('AssetBuyer', () => { remainingFillableMakerAssetAmounts: [baseUnitAmount(0), baseUnitAmount(0)], }; const expectedResult = { - tokensAvailableInBaseUnits: baseUnitAmount(0).toNumber(), - ethValueAvailableInWei: baseUnitAmount(0, WETH_DECIMALS).toNumber(), + tokensAvailableInBaseUnits: baseUnitAmount(0), + ethValueAvailableInWei: baseUnitAmount(0, WETH_DECIMALS), }; await expectLiquidityResult( -- cgit v1.2.3 From ff8250cd3567a276490342a820bf9428257a0c7c Mon Sep 17 00:00:00 2001 From: Steve Klebanoff Date: Wed, 16 Jan 2019 15:45:01 -0800 Subject: change helper method to return a boolean --- packages/instant/src/index.umd.ts | 9 +++++---- 1 file changed, 5 insertions(+), 4 deletions(-) diff --git a/packages/instant/src/index.umd.ts b/packages/instant/src/index.umd.ts index 5c0ab8eae..5ef2e1695 100644 --- a/packages/instant/src/index.umd.ts +++ b/packages/instant/src/index.umd.ts @@ -1,4 +1,4 @@ -import { AssetBuyer } from '@0x/asset-buyer'; +import { AssetBuyer, BigNumber } from '@0x/asset-buyer'; import { assetDataUtils } from '@0x/order-utils'; import { Provider } from 'ethereum-types'; import * as _ from 'lodash'; @@ -138,12 +138,12 @@ export const hasMetaDataForAssetData = (assetData: string): boolean => { return assetMetaDataMap[assetData] !== undefined; }; -export const getLiquidityForAssetDataAsync = async ( +export const hasLiquidityForAssetDataAsync = async ( assetData: string, orderSource: OrderSource, networkId: Network = Network.Mainnet, provider?: Provider, -) => { +): Promise => { assert.isHexString('assetData', assetData); assert.isValidOrderSource('orderSource', orderSource); assert.isNumber('networkId', networkId); @@ -161,7 +161,8 @@ export const getLiquidityForAssetDataAsync = async ( ? AssetBuyer.getAssetBuyerForStandardRelayerAPIUrl(bestProvider, orderSource, assetBuyerOptions) : AssetBuyer.getAssetBuyerForProvidedOrders(bestProvider, orderSource, assetBuyerOptions); - return assetBuyer.getLiquidityForAssetDataAsync(assetData); + const liquidity = await assetBuyer.getLiquidityForAssetDataAsync(assetData); + return liquidity.ethValueAvailableInWei.gt(new BigNumber(0)); }; // Write version info to the exported object for debugging -- cgit v1.2.3 From 92f5ad4f1518b2aaa3f1754b44a3059ac1610e0c Mon Sep 17 00:00:00 2001 From: Steve Klebanoff Date: Wed, 16 Jan 2019 17:12:08 -0800 Subject: Use more specific helper method decodeAssetDataOrThrow --- packages/asset-buyer/src/asset_buyer.ts | 2 +- packages/instant/src/index.umd.ts | 7 +++---- 2 files changed, 4 insertions(+), 5 deletions(-) diff --git a/packages/asset-buyer/src/asset_buyer.ts b/packages/asset-buyer/src/asset_buyer.ts index 4344f070c..ad4b3bb60 100644 --- a/packages/asset-buyer/src/asset_buyer.ts +++ b/packages/asset-buyer/src/asset_buyer.ts @@ -193,7 +193,7 @@ export class AssetBuyer { ): Promise { const shouldForceOrderRefresh = options.shouldForceOrderRefresh !== undefined ? options.shouldForceOrderRefresh : false; - assert.isString('assetData', assetData); + assetDataUtils.decodeAssetDataOrThrow(assetData); assert.isBoolean('options.shouldForceOrderRefresh', shouldForceOrderRefresh); const assetPairs = await this.orderProvider.getAvailableMakerAssetDatasAsync(assetData); diff --git a/packages/instant/src/index.umd.ts b/packages/instant/src/index.umd.ts index 5ef2e1695..0acf3f2ad 100644 --- a/packages/instant/src/index.umd.ts +++ b/packages/instant/src/index.umd.ts @@ -156,10 +156,9 @@ export const hasLiquidityForAssetDataAsync = async ( const assetBuyerOptions = { networkId }; - const assetBuyer = - typeof orderSource === 'string' - ? AssetBuyer.getAssetBuyerForStandardRelayerAPIUrl(bestProvider, orderSource, assetBuyerOptions) - : AssetBuyer.getAssetBuyerForProvidedOrders(bestProvider, orderSource, assetBuyerOptions); + const assetBuyer = _.isString(orderSource) + ? AssetBuyer.getAssetBuyerForStandardRelayerAPIUrl(bestProvider, orderSource, assetBuyerOptions) + : AssetBuyer.getAssetBuyerForProvidedOrders(bestProvider, orderSource, assetBuyerOptions); const liquidity = await assetBuyer.getLiquidityForAssetDataAsync(assetData); return liquidity.ethValueAvailableInWei.gt(new BigNumber(0)); -- cgit v1.2.3 From 25b58108bc486f09d507ee535112887c2ea813a5 Mon Sep 17 00:00:00 2001 From: Steve Klebanoff Date: Thu, 17 Jan 2019 14:56:44 -0800 Subject: remove dangling comma --- packages/dev-tools-pages/package.json | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/packages/dev-tools-pages/package.json b/packages/dev-tools-pages/package.json index 4af58fbb1..feab72856 100644 --- a/packages/dev-tools-pages/package.json +++ b/packages/dev-tools-pages/package.json @@ -74,5 +74,5 @@ "webpack-bundle-analyzer": "^3.0.3", "webpack-cli": "3.1.2", "webpack-dev-server": "^3.1.9" - }, + } } -- cgit v1.2.3