From 190bf2599c1327fffd03d8a9d50bc7568190cf33 Mon Sep 17 00:00:00 2001 From: Brandon Millman Date: Sat, 15 Sep 2018 13:56:20 +0200 Subject: Implement StandardRelayerAPIOrderFetcher --- .../asset-buyer/src/forwarder_helper_factory.ts | 262 --------------------- .../standard_relayer_api_order_fetcher.ts | 80 +++++++ .../src/utils/order_fetcher_response_processor.ts | 4 + 3 files changed, 84 insertions(+), 262 deletions(-) delete mode 100644 packages/asset-buyer/src/forwarder_helper_factory.ts create mode 100644 packages/asset-buyer/src/order_fetchers/standard_relayer_api_order_fetcher.ts (limited to 'packages/asset-buyer') diff --git a/packages/asset-buyer/src/forwarder_helper_factory.ts b/packages/asset-buyer/src/forwarder_helper_factory.ts deleted file mode 100644 index 4c4adfda0..000000000 --- a/packages/asset-buyer/src/forwarder_helper_factory.ts +++ /dev/null @@ -1,262 +0,0 @@ -// import { assert } from '@0xproject/assert'; -// import { APIOrder, HttpClient, OrderbookResponse } from '@0xproject/connect'; -// import { ContractWrappers, OrderAndTraderInfo, OrderStatus } from '@0xproject/contract-wrappers'; -// import { schemas } from '@0xproject/json-schemas'; -// import { assetDataUtils } from '@0xproject/order-utils'; -// import { RemainingFillableCalculator } from '@0xproject/order-utils/lib/src/remaining_fillable_calculator'; -// import { RPCSubprovider, Web3ProviderEngine } from '@0xproject/subproviders'; -// import { SignedOrder } from '@0xproject/types'; -// import { BigNumber } from '@0xproject/utils'; -// import * as _ from 'lodash'; - -// import { constants } from './constants'; -// import { ForwarderHelperImpl, ForwarderHelperImplConfig } from '@0xproject/asset-buyer/src/asset_buyer'; -// import { ForwarderHelper, ForwarderHelperFactoryError } from './types'; -// import { orderUtils } from './utils/order_utils'; - -// export const forwarderHelperFactory = { -// /** -// * Given an array of orders and an array of feeOrders, get a ForwarderHelper -// * @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); -// // TODO: Add assertion here for orders all having the same makerAsset and takerAsset -// const config: ForwarderHelperImplConfig = { -// orders, -// feeOrders, -// }; -// const helper = new ForwarderHelperImpl(config); -// return helper; -// }, -// /** -// * Given a desired makerAsset and SRA url, get a ForwarderHelper -// * @param makerAssetData An array of objects conforming to SignedOrder. Each order should specify the same makerAssetData and takerAssetData -// * @param sraUrl A url pointing to an SRA v2 compliant endpoint. -// * @param rpcUrl A url pointing to an ethereum node. -// * @param networkId The ethereum networkId, defaults to 1 (mainnet). -// * @return A ForwarderHelper, see type for definition -// */ -// async getForwarderHelperForMakerAssetDataAsync( -// makerAssetData: string, -// sraUrl: string, -// rpcUrl?: string, -// networkId: number = 1, -// ): Promise { -// assert.isHexString('makerAssetData', makerAssetData); -// assert.isWebUri('sraUrl', sraUrl); -// if (!_.isUndefined(rpcUrl)) { -// assert.isWebUri('rpcUrl', rpcUrl); -// } -// assert.isNumber('networkId', networkId); -// // create provider -// const providerEngine = new Web3ProviderEngine(); -// if (!_.isUndefined(rpcUrl)) { -// providerEngine.addProvider(new RPCSubprovider(rpcUrl)); -// } -// providerEngine.start(); -// // create contract wrappers given provider and networkId -// const contractWrappers = new ContractWrappers(providerEngine, { networkId }); -// // find ether token asset data -// const etherTokenAddressIfExists = contractWrappers.etherToken.getContractAddressIfExists(); -// if (_.isUndefined(etherTokenAddressIfExists)) { -// throw new Error(ForwarderHelperFactoryError.NoEtherTokenContractFound); -// } -// const etherTokenAssetData = assetDataUtils.encodeERC20AssetData(etherTokenAddressIfExists); -// // find zrx token asset data -// let zrxTokenAssetData: string; -// try { -// zrxTokenAssetData = contractWrappers.exchange.getZRXAssetData(); -// } catch (err) { -// throw new Error(ForwarderHelperFactoryError.NoZrxTokenContractFound); -// } -// // get orderbooks for makerAsset/WETH and ZRX/WETH -// const sraClient = new HttpClient(sraUrl); -// const orderbookRequests = [ -// { baseAssetData: makerAssetData, quoteAssetData: etherTokenAssetData }, -// { baseAssetData: zrxTokenAssetData, quoteAssetData: etherTokenAssetData }, -// ]; -// const requestOpts = { networkId }; -// let makerAssetOrderbook: OrderbookResponse; -// let zrxOrderbook: OrderbookResponse; -// try { -// [makerAssetOrderbook, zrxOrderbook] = await Promise.all( -// _.map(orderbookRequests, request => sraClient.getOrderbookAsync(request, requestOpts)), -// ); -// } catch (err) { -// throw new Error(ForwarderHelperFactoryError.StandardRelayerApiError); -// } - -// // validate orders and find remaining fillable from on chain state or sra api -// let ordersAndRemainingFillableMakerAssetAmounts: OrdersAndRemainingFillableMakerAssetAmounts; -// let feeOrdersAndRemainingFillableMakerAssetAmounts: OrdersAndRemainingFillableMakerAssetAmounts; -// if (!_.isUndefined(rpcUrl)) { -// // if we do have an rpc url, get on-chain orders and traders info via the OrderValidatorWrapper -// const ordersFromSra = getOpenAsksFromOrderbook(makerAssetOrderbook); -// const feeOrdersFromSra = getOpenAsksFromOrderbook(zrxOrderbook); -// // TODO: try catch these requests and throw a more domain specific error -// // TODO: optimization, reduce this to once RPC call buy combining orders into one array and then splitting up the response -// const [makerAssetOrdersAndTradersInfo, feeOrdersAndTradersInfo] = await Promise.all( -// _.map([ordersFromSra, feeOrdersFromSra], ordersToBeValidated => { -// const takerAddresses = _.map(ordersToBeValidated, () => constants.NULL_ADDRESS); -// return contractWrappers.orderValidator.getOrdersAndTradersInfoAsync( -// ordersToBeValidated, -// takerAddresses, -// ); -// }), -// ); -// // take maker asset orders from SRA + on chain information and find the valid orders and remaining fillable maker asset amounts -// ordersAndRemainingFillableMakerAssetAmounts = getValidOrdersAndRemainingFillableMakerAssetAmountsFromOnChain( -// ordersFromSra, -// makerAssetOrdersAndTradersInfo, -// zrxTokenAssetData, -// ); -// // take fee orders from SRA + on chain information and find the valid orders and remaining fillable maker asset amounts -// feeOrdersAndRemainingFillableMakerAssetAmounts = getValidOrdersAndRemainingFillableMakerAssetAmountsFromOnChain( -// feeOrdersFromSra, -// feeOrdersAndTradersInfo, -// zrxTokenAssetData, -// ); -// } else { -// // if we don't have an rpc url, assume all orders are valid and fallback to optional fill amounts from SRA -// // if fill amounts are not available from the SRA, assume all orders are completely fillable -// const apiOrdersFromSra = makerAssetOrderbook.asks.records; -// const feeApiOrdersFromSra = zrxOrderbook.asks.records; -// // take maker asset orders from SRA and the valid orders and remaining fillable maker asset amounts -// ordersAndRemainingFillableMakerAssetAmounts = getValidOrdersAndRemainingFillableMakerAssetAmountsFromApi( -// apiOrdersFromSra, -// ); -// // take fee orders from SRA and find the valid orders and remaining fillable maker asset amounts -// feeOrdersAndRemainingFillableMakerAssetAmounts = getValidOrdersAndRemainingFillableMakerAssetAmountsFromApi( -// feeApiOrdersFromSra, -// ); -// } -// // compile final config -// const config: ForwarderHelperImplConfig = { -// orders: ordersAndRemainingFillableMakerAssetAmounts.orders, -// feeOrders: feeOrdersAndRemainingFillableMakerAssetAmounts.orders, -// remainingFillableMakerAssetAmounts: -// ordersAndRemainingFillableMakerAssetAmounts.remainingFillableMakerAssetAmounts, -// remainingFillableFeeAmounts: -// feeOrdersAndRemainingFillableMakerAssetAmounts.remainingFillableMakerAssetAmounts, -// }; -// const helper = new ForwarderHelperImpl(config); -// return helper; -// }, -// }; - -// interface OrdersAndRemainingFillableMakerAssetAmounts { -// orders: SignedOrder[]; -// remainingFillableMakerAssetAmounts: BigNumber[]; -// } - -// /** -// * Given an array of APIOrder objects from a standard relayer api, return an array -// * of fillable orders with their corresponding remainingFillableMakerAssetAmounts -// */ -// function getValidOrdersAndRemainingFillableMakerAssetAmountsFromApi( -// apiOrders: APIOrder[], -// ): OrdersAndRemainingFillableMakerAssetAmounts { -// const result = _.reduce( -// apiOrders, -// (acc, apiOrder) => { -// // get current accumulations -// const { orders, remainingFillableMakerAssetAmounts } = acc; -// // get order and metadata -// const { order, metaData } = apiOrder; -// // if the order is expired or not open, move on -// if (orderUtils.isOrderExpired(order) || !orderUtils.isOpenOrder(order)) { -// return acc; -// } -// // calculate remainingFillableMakerAssetAmount from api metadata, else assume order is completely fillable -// const remainingFillableTakerAssetAmount = _.get( -// metaData, -// 'remainingTakerAssetAmount', -// order.takerAssetAmount, -// ); -// const remainingFillableMakerAssetAmount = orderUtils.calculateRemainingMakerAssetAmount( -// order, -// remainingFillableTakerAssetAmount, -// ); -// // if there is some amount of maker asset left to fill and add the order and remaining amount to the accumulations -// // if there is not any maker asset left to fill, do not add -// if (remainingFillableMakerAssetAmount.gt(constants.ZERO_AMOUNT)) { -// return { -// orders: _.concat(orders, order), -// remainingFillableMakerAssetAmounts: _.concat( -// remainingFillableMakerAssetAmounts, -// remainingFillableMakerAssetAmount, -// ), -// }; -// } else { -// return acc; -// } -// }, -// { orders: [] as SignedOrder[], remainingFillableMakerAssetAmounts: [] as BigNumber[] }, -// ); -// return result; -// } - -// /** -// * Given an array of orders and corresponding on-chain infos, return a subset of the orders -// * that are still fillable orders with their corresponding remainingFillableMakerAssetAmounts -// */ -// function getValidOrdersAndRemainingFillableMakerAssetAmountsFromOnChain( -// inputOrders: SignedOrder[], -// ordersAndTradersInfo: OrderAndTraderInfo[], -// zrxAssetData: string, -// ): OrdersAndRemainingFillableMakerAssetAmounts { -// // iterate through the input orders and find the ones that are still fillable -// // for the orders that are still fillable, calculate the remaining fillable maker asset amount -// const result = _.reduce( -// inputOrders, -// (acc, order, index) => { -// // get current accumulations -// const { orders, remainingFillableMakerAssetAmounts } = acc; -// // get corresponding on-chain state for the order -// const { orderInfo, traderInfo } = ordersAndTradersInfo[index]; -// // if the order IS NOT fillable, do not add anything to the accumulations and continue iterating -// if (orderInfo.orderStatus !== OrderStatus.FILLABLE) { -// return acc; -// } -// // if the order IS fillable, add the order and calculate the remaining fillable amount -// const transferrableAssetAmount = BigNumber.min([traderInfo.makerAllowance, traderInfo.makerBalance]); -// const transferrableFeeAssetAmount = BigNumber.min([ -// traderInfo.makerZrxAllowance, -// traderInfo.makerZrxBalance, -// ]); -// const remainingTakerAssetAmount = order.takerAssetAmount.minus(orderInfo.orderTakerAssetFilledAmount); -// const remainingMakerAssetAmount = orderUtils.calculateRemainingMakerAssetAmount( -// order, -// remainingTakerAssetAmount, -// ); -// const remainingFillableCalculator = new RemainingFillableCalculator( -// order.makerFee, -// order.makerAssetAmount, -// order.makerAssetData === zrxAssetData, -// transferrableAssetAmount, -// transferrableFeeAssetAmount, -// remainingMakerAssetAmount, -// ); -// const remainingFillableAmount = remainingFillableCalculator.computeRemainingFillable(); -// return { -// orders: _.concat(orders, order), -// remainingFillableMakerAssetAmounts: _.concat( -// remainingFillableMakerAssetAmounts, -// remainingFillableAmount, -// ), -// }; -// }, -// { orders: [] as SignedOrder[], remainingFillableMakerAssetAmounts: [] as BigNumber[] }, -// ); -// return result; -// } - -// function getOpenAsksFromOrderbook(orderbookResponse: OrderbookResponse): SignedOrder[] { -// const asks = _.map(orderbookResponse.asks.records, apiOrder => apiOrder.order); -// const result = _.filter(asks, ask => orderUtils.isOpenOrder(ask)); -// return result; -// } diff --git a/packages/asset-buyer/src/order_fetchers/standard_relayer_api_order_fetcher.ts b/packages/asset-buyer/src/order_fetchers/standard_relayer_api_order_fetcher.ts new file mode 100644 index 000000000..bf177b93b --- /dev/null +++ b/packages/asset-buyer/src/order_fetchers/standard_relayer_api_order_fetcher.ts @@ -0,0 +1,80 @@ +import { APIOrder, HttpClient, OrderbookResponse } from '@0xproject/connect'; +import { SignedOrder } from '@0xproject/types'; +import { BigNumber } from '@0xproject/utils'; +import * as _ from 'lodash'; + +import { constants } from '../constants'; +import { + AssetBuyerError, + OrderFetcher, + OrderFetcherRequest, + OrderFetcherResponse, + SignedOrderWithRemainingFillableMakerAssetAmount, +} from '../types'; +import { assert } from '../utils/assert'; +import { orderUtils } from '../utils/order_utils'; + +export class StandardRelayerAPIOrderFetcher implements OrderFetcher { + public readonly apiUrl: string; + private _sraClient: HttpClient; + /** + * Given an array of APIOrder objects from a standard relayer api, return an array + * of SignedOrderWithRemainingFillableMakerAssetAmounts + */ + private static _getSignedOrderWithRemainingFillableMakerAssetAmountFromApi( + apiOrders: APIOrder[], + ): SignedOrderWithRemainingFillableMakerAssetAmount[] { + const result = _.map(apiOrders, apiOrder => { + const { order, metaData } = apiOrder; + // calculate remainingFillableMakerAssetAmount from api metadata, else assume order is completely fillable + const remainingFillableTakerAssetAmount = _.get( + metaData, + 'remainingTakerAssetAmount', + order.takerAssetAmount, + ); + const remainingFillableMakerAssetAmount = orderUtils.calculateRemainingMakerAssetAmount( + order, + remainingFillableTakerAssetAmount, + ); + const newOrder = { + ...order, + remainingFillableMakerAssetAmount, + }; + return newOrder; + }); + return result; + } + /** + * Instantiates a new StandardRelayerAPIOrderFetcher instance + * @param apiUrl The relayer API base HTTP url you would like to interact with. + * @return An instance of StandardRelayerAPIOrderFetcher + */ + constructor(apiUrl: string) { + assert.isWebUri('apiUrl', apiUrl); + this.apiUrl = apiUrl; + this._sraClient = new HttpClient(apiUrl); + } + /** + * Given an object that conforms to OrderFetcherRequest, return the corresponding OrderFetcherResponse that satisfies the request. + * @param orderFetchRequest An instance of OrderFetcherRequest. See type for more information. + * @return An instance of OrderFetcherResponse. See type for more information. + */ + public async fetchOrdersAsync(orderFetchRequest: OrderFetcherRequest): Promise { + const { makerAssetData, takerAssetData, networkId } = orderFetchRequest; + const orderbookRequest = { baseAssetData: makerAssetData, quoteAssetData: takerAssetData }; + const requestOpts = { networkId }; + let orderbook: OrderbookResponse; + try { + orderbook = await this._sraClient.getOrderbookAsync(orderbookRequest, requestOpts); + } catch (err) { + throw new Error(AssetBuyerError.StandardRelayerApiError); + } + const apiOrders = orderbook.asks.records; + const orders = StandardRelayerAPIOrderFetcher._getSignedOrderWithRemainingFillableMakerAssetAmountFromApi( + apiOrders, + ); + return { + orders, + }; + } +} diff --git a/packages/asset-buyer/src/utils/order_fetcher_response_processor.ts b/packages/asset-buyer/src/utils/order_fetcher_response_processor.ts index 04c5355eb..f1116a80f 100644 --- a/packages/asset-buyer/src/utils/order_fetcher_response_processor.ts +++ b/packages/asset-buyer/src/utils/order_fetcher_response_processor.ts @@ -165,6 +165,10 @@ function unbundleOrdersWithAmounts( const { remainingFillableMakerAssetAmount, ...order } = orderWithAmount; // if we are still missing a remainingFillableMakerAssetAmount, assume the order is completely fillable const newRemainingAmount = remainingFillableMakerAssetAmount || order.makerAssetAmount; + // if remaining amount is less than or equal to zero, do not add it + if (newRemainingAmount.lte(constants.ZERO_AMOUNT)) { + return acc; + } const newAcc = { orders: _.concat(orders, order), remainingFillableMakerAssetAmounts: _.concat(remainingFillableMakerAssetAmounts, newRemainingAmount), -- cgit v1.2.3