From a9fad77eb4375439767f9aa1fcbfa12716f41ed3 Mon Sep 17 00:00:00 2001
From: Steve Klebanoff <steve.klebanoff@gmail.com>
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 ++++++++++
 5 files changed, 307 insertions(+), 3 deletions(-)
 create mode 100644 packages/asset-buyer/test/asset_buyer_test.ts
 create mode 100644 packages/asset-buyer/test/utils/mocks.ts

(limited to 'packages/asset-buyer')

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<BuyQuoteRequestOpts> = {},
+    ): Promise<LiquidityForAssetData> {
+        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<OrdersAndFillableAmounts> {
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<OrderProviderResponse> {
+        return Promise.resolve({ orders: [] });
+    }
+    // tslint:disable-next-line:prefer-function-over-method
+    public async getAvailableMakerAssetDatasAsync(takerAssetData: string): Promise<string[]> {
+        return Promise.resolve([]);
+    }
+}
+
+export const orderProviderMock = () => {
+    return TypeMoq.Mock.ofType(OrderProviderClass, TypeMoq.MockBehavior.Strict);
+};
+
+export const mockAvailableAssetDatas = (
+    mockOrderProvider: TypeMoq.IMock<OrderProviderClass>,
+    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<AssetBuyer> => {
+    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<AssetBuyer>,
+    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<AssetBuyer> => {
+    const mockedAssetBuyer = partiallyMockedAssetBuyer(provider, orderProvider);
+    mockGetOrdersAndAvailableAmounts(mockedAssetBuyer, assetData, ordersAndFillableAmounts);
+    return mockedAssetBuyer;
+};
-- 
cgit v1.2.3


From 0dade8624c0935a26bed9b9c53a94a8211dabdee Mon Sep 17 00:00:00 2001
From: Steve Klebanoff <steve.klebanoff@gmail.com>
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(-)

(limited to 'packages/asset-buyer')

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 <steve.klebanoff@gmail.com>
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(-)

(limited to 'packages/asset-buyer')

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 <steve.klebanoff@gmail.com>
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(-)

(limited to 'packages/asset-buyer')

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<BuyQuoteRequestOpts> = {},
+        options: Partial<LiquidityRequestOpts> = {},
     ): Promise<LiquidityForAssetData> {
-        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 <steve.klebanoff@gmail.com>
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(+)

(limited to 'packages/asset-buyer')

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<BuyQuoteRequestOpts, 'shouldForceOrderRefresh'> {}
+
 /**
  * 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 742e5e039dd4e821209b5511fb6a194d11c6291c Mon Sep 17 00:00:00 2001
From: Steve Klebanoff <steve.klebanoff@gmail.com>
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 ++++++++++++++++++++-------
 2 files changed, 24 insertions(+), 9 deletions(-)

(limited to 'packages/asset-buyer')

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 () => {
-- 
cgit v1.2.3


From dbaed69d778e610c74930748816e3ba63752334c Mon Sep 17 00:00:00 2001
From: Steve Klebanoff <steve.klebanoff@gmail.com>
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(+)

(limited to 'packages/asset-buyer')

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 <steve.klebanoff@gmail.com>
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

(limited to 'packages/asset-buyer')

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 <steve.klebanoff@gmail.com>
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(+)

(limited to 'packages/asset-buyer')

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 <steve.klebanoff@gmail.com>
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(-)

(limited to 'packages/asset-buyer')

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 <steve.klebanoff@gmail.com>
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(+)

(limited to 'packages/asset-buyer')

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<BuyQuoteRequestOpts, 'shouldForceOrderRefresh'> {}
@@ -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 <steve.klebanoff@gmail.com>
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(-)

(limited to 'packages/asset-buyer')

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 <steve.klebanoff@gmail.com>
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(-)

(limited to 'packages/asset-buyer')

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 <steve.klebanoff@gmail.com>
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(-)

(limited to 'packages/asset-buyer')

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 <steve.klebanoff@gmail.com>
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(-)

(limited to 'packages/asset-buyer')

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<BuyQuoteRequestOpts, 'shouldForceOrderRefresh'> {}
+export type LiquidityRequestOpts = Pick<BuyQuoteRequestOpts, 'shouldForceOrderRefresh'>;
 
 /**
  * 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 <steve.klebanoff@gmail.com>
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(-)

(limited to 'packages/asset-buyer')

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 92f5ad4f1518b2aaa3f1754b44a3059ac1610e0c Mon Sep 17 00:00:00 2001
From: Steve Klebanoff <steve.klebanoff@gmail.com>
Date: Wed, 16 Jan 2019 17:12:08 -0800
Subject: Use more specific helper method decodeAssetDataOrThrow

---
 packages/asset-buyer/src/asset_buyer.ts | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

(limited to 'packages/asset-buyer')

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<LiquidityForAssetData> {
         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);
-- 
cgit v1.2.3