From a44f77a83811146ad68ee6f56bcda94e56d6a634 Mon Sep 17 00:00:00 2001 From: fragosti Date: Wed, 19 Sep 2018 18:38:50 +0200 Subject: Implement StandardRelayerAPIAssetBuyerManager --- packages/asset-buyer/src/asset_buyer.ts | 18 +-- packages/asset-buyer/src/constants.ts | 1 + packages/asset-buyer/src/index.ts | 2 + .../standard_relayer_api_asset_buyer_manager.ts | 125 +++++++++++++++++++++ packages/asset-buyer/src/types.ts | 7 ++ packages/asset-buyer/src/utils/asset_data_utils.ts | 26 +++++ .../asset-buyer/src/utils/buy_quote_calculator.ts | 1 + 7 files changed, 166 insertions(+), 14 deletions(-) create mode 100644 packages/asset-buyer/src/standard_relayer_api_asset_buyer_manager.ts create mode 100644 packages/asset-buyer/src/utils/asset_data_utils.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 81b46d89a..5f57e3d7f 100644 --- a/packages/asset-buyer/src/asset_buyer.ts +++ b/packages/asset-buyer/src/asset_buyer.ts @@ -1,6 +1,6 @@ import { ContractWrappers } from '@0xproject/contract-wrappers'; import { schemas } from '@0xproject/json-schemas'; -import { assetDataUtils, SignedOrder } from '@0xproject/order-utils'; +import { SignedOrder } from '@0xproject/order-utils'; import { BigNumber } from '@0xproject/utils'; import { Web3Wrapper } from '@0xproject/web3-wrapper'; import { Provider } from 'ethereum-types'; @@ -19,6 +19,7 @@ import { } from './types'; import { assert } from './utils/assert'; +import { assetDataUtils } from './utils/asset_data_utils'; import { buyQuoteCalculator } from './utils/buy_quote_calculator'; import { orderFetcherResponseProcessor } from './utils/order_fetcher_response_processor'; @@ -284,24 +285,13 @@ export class AssetBuyer { * Will throw if WETH does not exist for the current network. */ private _getEtherTokenAssetData(): string { - const etherTokenAddressIfExists = this._contractWrappers.etherToken.getContractAddressIfExists(); - if (_.isUndefined(etherTokenAddressIfExists)) { - throw new Error(AssetBuyerError.NoEtherTokenContractFound); - } - const etherTokenAssetData = assetDataUtils.encodeERC20AssetData(etherTokenAddressIfExists); - return etherTokenAssetData; + return assetDataUtils.getEtherTokenAssetData(this._contractWrappers); } /** * Get the assetData that represents the ZRX token. * Will throw if ZRX does not exist for the current network. */ private _getZrxTokenAssetData(): string { - let zrxTokenAssetData: string; - try { - zrxTokenAssetData = this._contractWrappers.exchange.getZRXAssetData(); - } catch (err) { - throw new Error(AssetBuyerError.NoZrxTokenContractFound); - } - return zrxTokenAssetData; + return assetDataUtils.getZrxTokenAssetData(this._contractWrappers); } } diff --git a/packages/asset-buyer/src/constants.ts b/packages/asset-buyer/src/constants.ts index 701832fd4..0ebe0f8e2 100644 --- a/packages/asset-buyer/src/constants.ts +++ b/packages/asset-buyer/src/constants.ts @@ -15,4 +15,5 @@ export const constants = { DEFAULT_ORDER_REFRESH_INTERVAL_MS: 10000, // 10 seconds ETHER_TOKEN_DECIMALS: 18, DEFAULT_BUY_QUOTE_REQUEST_OPTS, + MAX_PER_PAGE: 10000, }; diff --git a/packages/asset-buyer/src/index.ts b/packages/asset-buyer/src/index.ts index efd3523fd..2156b7e96 100644 --- a/packages/asset-buyer/src/index.ts +++ b/packages/asset-buyer/src/index.ts @@ -5,6 +5,7 @@ export { BigNumber } from '@0xproject/utils'; export { AssetBuyer } from './asset_buyer'; export { ProvidedOrderFetcher } from './order_fetchers/provided_order_fetcher'; export { StandardRelayerAPIOrderFetcher } from './order_fetchers/standard_relayer_api_order_fetcher'; +export { StandardRelayerAPIAssetBuyerManager } from './standard_relayer_api_asset_buyer_manager'; export { AssetBuyerError, BuyQuote, @@ -12,4 +13,5 @@ export { OrderFetcherRequest, OrderFetcherResponse, SignedOrderWithRemainingFillableMakerAssetAmount, + StandardRelayerApiAssetBuyerManagerError, } from './types'; diff --git a/packages/asset-buyer/src/standard_relayer_api_asset_buyer_manager.ts b/packages/asset-buyer/src/standard_relayer_api_asset_buyer_manager.ts new file mode 100644 index 000000000..6cd96fab2 --- /dev/null +++ b/packages/asset-buyer/src/standard_relayer_api_asset_buyer_manager.ts @@ -0,0 +1,125 @@ +import { HttpClient } from '@0xproject/connect'; +import { ContractWrappers } from '@0xproject/contract-wrappers'; +import { ObjectMap } from '@0xproject/types'; +import { Provider } from 'ethereum-types'; +import * as _ from 'lodash'; + +import { AssetBuyer } from './asset_buyer'; +import { constants } from './constants'; +import { assert } from './utils/assert'; +import { assetDataUtils } from './utils/asset_data_utils'; + +import { OrderFetcher, StandardRelayerApiAssetBuyerManagerError } from './types'; + +export class StandardRelayerAPIAssetBuyerManager { + // Map of assetData to AssetBuyer for that assetData + public readonly assetBuyerMap: ObjectMap; + /** + * Returns an array of all assetDatas available at the provided sraApiUrl + * @param sraApiUrl The standard relayer API base HTTP url you would like to source orders from. + * @param pairedWithAssetData Optional filter argument to return assetDatas that only pair with this assetData value. + * + * @return An array of all assetDatas available at the provider sraApiUrl + */ + public static async getAllAvailableAssetDatasAsync( + sraApiUrl: string, + pairedWithAssetData?: string, + ): Promise { + const client = new HttpClient(sraApiUrl); + const params = { + assetDataA: pairedWithAssetData, + perPage: constants.MAX_PER_PAGE, + }; + const assetPairsResponse = await client.getAssetPairsAsync(params); + return _.uniq(_.map(assetPairsResponse.records, pairsItem => pairsItem.assetDataB.assetData)); + } + /** + * Instantiates a new StandardRelayerAPIAssetBuyerManager instance with all available assetDatas at the provided sraApiUrl + * @param provider The Provider instance you would like to use for interacting with the Ethereum network. + * @param sraApiUrl The standard relayer API base HTTP url you would like to source orders from. + * @param orderFetcher An object that conforms to OrderFetcher, see type for definition. + * @param networkId The ethereum network id. Defaults to 1 (mainnet). + * @param orderRefreshIntervalMs The interval in ms that getBuyQuoteAsync should trigger an refresh of orders and order states. + * Defaults to 10000ms (10s). + * @return An promise of an instance of StandardRelayerAPIAssetBuyerManager + */ + public static async getAssetBuyerManagerWithAllAvailableAssetDatasAsync( + provider: Provider, + sraApiUrl: string, + orderFetcher: OrderFetcher, + networkId: number = constants.MAINNET_NETWORK_ID, + orderRefreshIntervalMs?: number, + ): Promise { + const contractWrappers = new ContractWrappers(provider, { networkId }); + const etherTokenAssetData = assetDataUtils.getEtherTokenAssetData(contractWrappers); + const assetDatas = await StandardRelayerAPIAssetBuyerManager.getAllAvailableAssetDatasAsync( + sraApiUrl, + etherTokenAssetData, + ); + return new StandardRelayerAPIAssetBuyerManager( + provider, + assetDatas, + orderFetcher, + networkId, + orderRefreshIntervalMs, + ); + } + /** + * Instantiates a new StandardRelayerAPIAssetBuyerManager instance + * @param provider The Provider instance you would like to use for interacting with the Ethereum network. + * @param assetDatas The assetDatas of the desired assets to buy (for more info: https://github.com/0xProject/0x-protocol-specification/blob/master/v2/v2-specification.md). + * @param orderFetcher An object that conforms to OrderFetcher, see type for definition. + * @param networkId The ethereum network id. Defaults to 1 (mainnet). + * @param orderRefreshIntervalMs The interval in ms that getBuyQuoteAsync should trigger an refresh of orders and order states. + * Defaults to 10000ms (10s). + * @return An instance of StandardRelayerAPIAssetBuyerManager + */ + constructor( + provider: Provider, + assetDatas: string[], + orderFetcher: OrderFetcher, + networkId?: number, + orderRefreshIntervalMs?: number, + ) { + assert.assert(assetDatas.length > 0, `Expected 'assetDatas' to be a non-empty array.`); + this.assetBuyerMap = _.reduce( + assetDatas, + (accAssetBuyerMap: ObjectMap, assetData: string) => { + accAssetBuyerMap[assetData] = new AssetBuyer( + provider, + assetData, + orderFetcher, + networkId, + orderRefreshIntervalMs, + ); + return accAssetBuyerMap; + }, + {}, + ); + } + /** + * Get a AssetBuyer for the provided assetData + * @param assetData The desired assetData. + * + * @return An instance of AssetBuyer + */ + public getAssetBuyerFromAssetData(assetData: string): AssetBuyer { + const assetBuyer = this.assetBuyerMap[assetData]; + if (_.isUndefined(assetBuyer)) { + throw new Error( + `${StandardRelayerApiAssetBuyerManagerError.AssetBuyerNotFound}: For assetData ${assetData}`, + ); + } + return assetBuyer; + } + /** + * Get a AssetBuyer for the provided ERC20 tokenAddress + * @param tokenAddress The desired tokenAddress. + * + * @return An instance of AssetBuyer + */ + public getAssetBuyerFromERC20TokenAddress(tokenAddress: string): AssetBuyer { + const assetData = assetDataUtils.encodeERC20AssetData(tokenAddress); + return this.getAssetBuyerFromAssetData(assetData); + } +} diff --git a/packages/asset-buyer/src/types.ts b/packages/asset-buyer/src/types.ts index 339bce52c..c30bdf4bb 100644 --- a/packages/asset-buyer/src/types.ts +++ b/packages/asset-buyer/src/types.ts @@ -70,6 +70,13 @@ export enum AssetBuyerError { NoAddressAvailable = 'NO_ADDRESS_AVAILABLE', } +/** + * Possible errors thrown by an StandardRelayerApiAssetBuyerManager instance or associated static methods. + */ +export enum StandardRelayerApiAssetBuyerManagerError { + AssetBuyerNotFound = 'ASSET_BUYER_NOT_FOUND', +} + export interface AssetBuyerOrdersAndFillableAmounts { orders: SignedOrder[]; feeOrders: SignedOrder[]; diff --git a/packages/asset-buyer/src/utils/asset_data_utils.ts b/packages/asset-buyer/src/utils/asset_data_utils.ts new file mode 100644 index 000000000..10ff31057 --- /dev/null +++ b/packages/asset-buyer/src/utils/asset_data_utils.ts @@ -0,0 +1,26 @@ +import { ContractWrappers } from '@0xproject/contract-wrappers'; +import { assetDataUtils as sharedAssetDataUtils } from '@0xproject/order-utils'; +import * as _ from 'lodash'; + +import { AssetBuyerError } from '../types'; + +export const assetDataUtils = { + ...sharedAssetDataUtils, + getEtherTokenAssetData(contractWrappers: ContractWrappers): string { + const etherTokenAddressIfExists = contractWrappers.etherToken.getContractAddressIfExists(); + if (_.isUndefined(etherTokenAddressIfExists)) { + throw new Error(AssetBuyerError.NoEtherTokenContractFound); + } + const etherTokenAssetData = sharedAssetDataUtils.encodeERC20AssetData(etherTokenAddressIfExists); + return etherTokenAssetData; + }, + getZrxTokenAssetData(contractWrappers: ContractWrappers): string { + let zrxTokenAssetData: string; + try { + zrxTokenAssetData = contractWrappers.exchange.getZRXAssetData(); + } catch (err) { + throw new Error(AssetBuyerError.NoZrxTokenContractFound); + } + return zrxTokenAssetData; + }, +}; diff --git a/packages/asset-buyer/src/utils/buy_quote_calculator.ts b/packages/asset-buyer/src/utils/buy_quote_calculator.ts index 52cecf8ad..31823cc02 100644 --- a/packages/asset-buyer/src/utils/buy_quote_calculator.ts +++ b/packages/asset-buyer/src/utils/buy_quote_calculator.ts @@ -59,6 +59,7 @@ export const buyQuoteCalculator = { let maxEthAmount = constants.ZERO_AMOUNT; let cumulativeMakerAmount = constants.ZERO_AMOUNT; _.forEach(allOrders, (order, index) => { + // TODO: Move this logic to order_utils const remainingFillableMakerAssetAmount = allRemainingAmounts[index]; const orderRate = order.takerAssetAmount.div(order.makerAssetAmount); const claimableTakerAssetAmount = orderRate.mul(remainingFillableMakerAssetAmount); -- cgit v1.2.3