From 60e2dfdbda1e089ee4d4419243167eaeb769ff6a Mon Sep 17 00:00:00 2001 From: fragosti Date: Wed, 19 Sep 2018 15:58:30 +0200 Subject: Calculate min and max rates in buy quote --- packages/order-utils/src/market_utils.ts | 39 ++++++++++++++++++++------------ packages/order-utils/src/types.ts | 2 ++ 2 files changed, 27 insertions(+), 14 deletions(-) (limited to 'packages/order-utils') diff --git a/packages/order-utils/src/market_utils.ts b/packages/order-utils/src/market_utils.ts index 4a664cb14..ed6af7d85 100644 --- a/packages/order-utils/src/market_utils.ts +++ b/packages/order-utils/src/market_utils.ts @@ -51,17 +51,23 @@ export const marketUtils = { // iterate through the orders input from left to right until we have enough makerAsset to fill totalFillAmount const result = _.reduce( orders, - ({ resultOrders, remainingFillAmount }, order, index) => { + ({ resultOrders, remainingFillAmount, ordersRemainingFillableMakerAssetAmounts }, order, index) => { if (remainingFillAmount.lessThanOrEqualTo(constants.ZERO_AMOUNT)) { - return { resultOrders, remainingFillAmount: constants.ZERO_AMOUNT }; + return { + resultOrders, + remainingFillAmount: constants.ZERO_AMOUNT, + ordersRemainingFillableMakerAssetAmounts, + }; } else { const makerAssetAmountAvailable = remainingFillableMakerAssetAmounts[index]; + const shouldIncludeOrder = makerAssetAmountAvailable.gt(constants.ZERO_AMOUNT); // if there is no makerAssetAmountAvailable do not append order to resultOrders // if we have exceeded the total amount we want to fill set remainingFillAmount to 0 return { - resultOrders: makerAssetAmountAvailable.gt(constants.ZERO_AMOUNT) - ? _.concat(resultOrders, order) - : resultOrders, + resultOrders: shouldIncludeOrder ? _.concat(resultOrders, order) : resultOrders, + ordersRemainingFillableMakerAssetAmounts: shouldIncludeOrder + ? _.concat(ordersRemainingFillableMakerAssetAmounts, makerAssetAmountAvailable) + : ordersRemainingFillableMakerAssetAmounts, remainingFillAmount: BigNumber.max( constants.ZERO_AMOUNT, remainingFillAmount.minus(makerAssetAmountAvailable), @@ -69,7 +75,11 @@ export const marketUtils = { }; } }, - { resultOrders: [] as T[], remainingFillAmount: totalFillAmount }, + { + resultOrders: [] as T[], + remainingFillAmount: totalFillAmount, + ordersRemainingFillableMakerAssetAmounts: [] as BigNumber[], + }, ); return result; }, @@ -133,17 +143,18 @@ export const marketUtils = { }, constants.ZERO_AMOUNT, ); - const { resultOrders, remainingFillAmount } = marketUtils.findOrdersThatCoverMakerAssetFillAmount( - feeOrders, - totalFeeAmount, - { - remainingFillableMakerAssetAmounts: remainingFillableFeeAmounts, - slippageBufferAmount, - }, - ); + const { + resultOrders, + remainingFillAmount, + ordersRemainingFillableMakerAssetAmounts, + } = marketUtils.findOrdersThatCoverMakerAssetFillAmount(feeOrders, totalFeeAmount, { + remainingFillableMakerAssetAmounts: remainingFillableFeeAmounts, + slippageBufferAmount, + }); return { resultFeeOrders: resultOrders, remainingFeeAmount: remainingFillAmount, + feeOrdersRemainingFillableMakerAssetAmounts: ordersRemainingFillableMakerAssetAmounts, }; // TODO: add more orders here to cover rounding // https://github.com/0xProject/0x-protocol-specification/blob/master/v2/forwarding-contract-specification.md#over-buying-zrx diff --git a/packages/order-utils/src/types.ts b/packages/order-utils/src/types.ts index 09292e557..a843efaa4 100644 --- a/packages/order-utils/src/types.ts +++ b/packages/order-utils/src/types.ts @@ -72,10 +72,12 @@ export interface FindFeeOrdersThatCoverFeesForTargetOrdersOpts { export interface FeeOrdersAndRemainingFeeAmount { resultFeeOrders: T[]; + feeOrdersRemainingFillableMakerAssetAmounts: BigNumber[]; remainingFeeAmount: BigNumber; } export interface OrdersAndRemainingFillAmount { resultOrders: T[]; + ordersRemainingFillableMakerAssetAmounts: BigNumber[]; remainingFillAmount: BigNumber; } -- cgit v1.2.3 From 7dd28d6fab1d47a287422a0f51d63ba69d1c4dbc Mon Sep 17 00:00:00 2001 From: Leonid Logvinov Date: Fri, 21 Sep 2018 16:37:20 +0200 Subject: Don't depend on a specific version of node types --- packages/order-utils/package.json | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) (limited to 'packages/order-utils') diff --git a/packages/order-utils/package.json b/packages/order-utils/package.json index b3f93ff2e..a10f0a905 100644 --- a/packages/order-utils/package.json +++ b/packages/order-utils/package.json @@ -64,7 +64,7 @@ "@0xproject/typescript-typings": "^2.0.0", "@0xproject/utils": "^1.0.8", "@0xproject/web3-wrapper": "^2.0.2", - "@types/node": "^8.0.53", + "@types/node": "*", "bn.js": "^4.11.8", "ethereum-types": "^1.0.6", "ethereumjs-abi": "0.6.5", -- cgit v1.2.3 From 5446de630886422f1795e06d638a200ab62763ef Mon Sep 17 00:00:00 2001 From: Leonid Logvinov Date: Fri, 21 Sep 2018 16:59:16 +0200 Subject: Updated CHANGELOGS --- packages/order-utils/CHANGELOG.json | 9 +++++++++ packages/order-utils/CHANGELOG.md | 4 ++++ 2 files changed, 13 insertions(+) (limited to 'packages/order-utils') diff --git a/packages/order-utils/CHANGELOG.json b/packages/order-utils/CHANGELOG.json index d202d779c..5bf538c1f 100644 --- a/packages/order-utils/CHANGELOG.json +++ b/packages/order-utils/CHANGELOG.json @@ -1,4 +1,13 @@ [ + { + "timestamp": 1537541580, + "version": "1.0.3", + "changes": [ + { + "note": "Dependencies updated" + } + ] + }, { "version": "1.0.2", "changes": [ diff --git a/packages/order-utils/CHANGELOG.md b/packages/order-utils/CHANGELOG.md index 077f017db..e35867fa6 100644 --- a/packages/order-utils/CHANGELOG.md +++ b/packages/order-utils/CHANGELOG.md @@ -5,6 +5,10 @@ Edit the package's CHANGELOG.json file only. CHANGELOG +## v1.0.3 - _September 21, 2018_ + + * Dependencies updated + ## v1.0.2 - _September 19, 2018_ * Drastically reduce the bundle size by removing unused parts of included contract artifacts. -- cgit v1.2.3 From 29f6adc2ed57720d2c2aab7b760a4bcfec5d7b37 Mon Sep 17 00:00:00 2001 From: Leonid Logvinov Date: Fri, 21 Sep 2018 16:59:27 +0200 Subject: Publish - 0x.js@1.0.4 - @0xproject/abi-gen@1.0.9 - @0xproject/assert@1.0.9 - @0xproject/base-contract@2.0.3 - @0xproject/connect@2.0.2 - @0xproject/contract-wrappers@1.0.4 - contracts@2.1.45 - @0xproject/dev-utils@1.0.8 - ethereum-types@1.0.7 - @0xproject/fill-scenarios@1.0.3 - @0xproject/forwarder-helper@1.0.4 - @0xproject/json-schemas@1.0.2 - @0xproject/metacoin@0.0.19 - @0xproject/migrations@1.0.10 - @0xproject/monorepo-scripts@1.0.9 - @0xproject/order-utils@1.0.3 - @0xproject/order-watcher@1.0.4 - @0xproject/react-docs@1.0.9 - @0xproject/react-shared@1.0.10 - @0xproject/sol-compiler@1.1.3 - @0xproject/sol-cov@2.1.3 - @0xproject/sol-resolver@1.0.9 - @0xproject/sra-report@1.0.9 - @0xproject/sra-spec@1.0.2 - @0xproject/subproviders@2.0.3 - @0xproject/testnet-faucets@1.0.47 - @0xproject/types@1.0.2 - @0xproject/typescript-typings@2.0.1 - @0xproject/utils@1.0.9 - @0xproject/web3-wrapper@2.0.3 - @0xproject/website@0.0.50 --- packages/order-utils/package.json | 20 ++++++++++---------- 1 file changed, 10 insertions(+), 10 deletions(-) (limited to 'packages/order-utils') diff --git a/packages/order-utils/package.json b/packages/order-utils/package.json index a10f0a905..c9620bffa 100644 --- a/packages/order-utils/package.json +++ b/packages/order-utils/package.json @@ -1,6 +1,6 @@ { "name": "@0xproject/order-utils", - "version": "1.0.2", + "version": "1.0.3", "engines": { "node": ">=6.12" }, @@ -38,7 +38,7 @@ }, "homepage": "https://github.com/0xProject/0x-monorepo/packages/order-utils/README.md", "devDependencies": { - "@0xproject/dev-utils": "^1.0.7", + "@0xproject/dev-utils": "^1.0.8", "@0xproject/tslint-config": "^1.0.7", "@types/bn.js": "^4.11.0", "@types/lodash": "4.14.104", @@ -57,16 +57,16 @@ "typescript": "3.0.1" }, "dependencies": { - "@0xproject/assert": "^1.0.8", - "@0xproject/base-contract": "^2.0.2", - "@0xproject/json-schemas": "^1.0.1", - "@0xproject/types": "^1.0.1", - "@0xproject/typescript-typings": "^2.0.0", - "@0xproject/utils": "^1.0.8", - "@0xproject/web3-wrapper": "^2.0.2", + "@0xproject/assert": "^1.0.9", + "@0xproject/base-contract": "^2.0.3", + "@0xproject/json-schemas": "^1.0.2", + "@0xproject/types": "^1.0.2", + "@0xproject/typescript-typings": "^2.0.1", + "@0xproject/utils": "^1.0.9", + "@0xproject/web3-wrapper": "^2.0.3", "@types/node": "*", "bn.js": "^4.11.8", - "ethereum-types": "^1.0.6", + "ethereum-types": "^1.0.7", "ethereumjs-abi": "0.6.5", "ethereumjs-util": "^5.1.1", "ethers": "3.0.22", -- cgit v1.2.3 From 411813d8d9f23d535f10dd3fdd9e824b244bf187 Mon Sep 17 00:00:00 2001 From: Leonid Logvinov Date: Tue, 25 Sep 2018 13:48:44 +0200 Subject: Updated CHANGELOGS --- packages/order-utils/CHANGELOG.json | 9 +++++++++ packages/order-utils/CHANGELOG.md | 4 ++++ 2 files changed, 13 insertions(+) (limited to 'packages/order-utils') diff --git a/packages/order-utils/CHANGELOG.json b/packages/order-utils/CHANGELOG.json index 5bf538c1f..d6742df2e 100644 --- a/packages/order-utils/CHANGELOG.json +++ b/packages/order-utils/CHANGELOG.json @@ -1,4 +1,13 @@ [ + { + "timestamp": 1537875740, + "version": "1.0.4", + "changes": [ + { + "note": "Dependencies updated" + } + ] + }, { "timestamp": 1537541580, "version": "1.0.3", diff --git a/packages/order-utils/CHANGELOG.md b/packages/order-utils/CHANGELOG.md index e35867fa6..67e5a54a6 100644 --- a/packages/order-utils/CHANGELOG.md +++ b/packages/order-utils/CHANGELOG.md @@ -5,6 +5,10 @@ Edit the package's CHANGELOG.json file only. CHANGELOG +## v1.0.4 - _September 25, 2018_ + + * Dependencies updated + ## v1.0.3 - _September 21, 2018_ * Dependencies updated -- cgit v1.2.3 From 78ef98c27ce954f7e46b261b0809ff9d8d70519b Mon Sep 17 00:00:00 2001 From: Leonid Logvinov Date: Tue, 25 Sep 2018 13:48:55 +0200 Subject: Publish - 0x.js@1.0.5 - @0xproject/abi-gen@1.0.10 - @0xproject/assert@1.0.10 - @0xproject/asset-buyer@1.0.0 - @0xproject/base-contract@2.0.4 - @0xproject/connect@2.0.3 - @0xproject/contract-wrappers@1.0.5 - contracts@2.1.46 - @0xproject/dev-utils@1.0.9 - @0xproject/fill-scenarios@1.0.4 - @0xproject/json-schemas@1.0.3 - @0xproject/metacoin@0.0.20 - @0xproject/migrations@1.0.11 - @0xproject/order-utils@1.0.4 - @0xproject/order-watcher@1.0.5 - @0xproject/react-docs@1.0.10 - @0xproject/react-shared@1.0.11 - @0xproject/sol-compiler@1.1.4 - @0xproject/sol-cov@2.1.4 - @0xproject/sol-resolver@1.0.10 - @0xproject/sra-report@1.0.10 - @0xproject/sra-spec@1.0.3 - @0xproject/subproviders@2.0.4 - @0xproject/testnet-faucets@1.0.48 - @0xproject/types@1.1.0 - @0xproject/utils@1.0.10 - @0xproject/web3-wrapper@3.0.0 - @0xproject/website@0.0.51 --- packages/order-utils/package.json | 16 ++++++++-------- 1 file changed, 8 insertions(+), 8 deletions(-) (limited to 'packages/order-utils') diff --git a/packages/order-utils/package.json b/packages/order-utils/package.json index c9620bffa..167d32608 100644 --- a/packages/order-utils/package.json +++ b/packages/order-utils/package.json @@ -1,6 +1,6 @@ { "name": "@0xproject/order-utils", - "version": "1.0.3", + "version": "1.0.4", "engines": { "node": ">=6.12" }, @@ -38,7 +38,7 @@ }, "homepage": "https://github.com/0xProject/0x-monorepo/packages/order-utils/README.md", "devDependencies": { - "@0xproject/dev-utils": "^1.0.8", + "@0xproject/dev-utils": "^1.0.9", "@0xproject/tslint-config": "^1.0.7", "@types/bn.js": "^4.11.0", "@types/lodash": "4.14.104", @@ -57,13 +57,13 @@ "typescript": "3.0.1" }, "dependencies": { - "@0xproject/assert": "^1.0.9", - "@0xproject/base-contract": "^2.0.3", - "@0xproject/json-schemas": "^1.0.2", - "@0xproject/types": "^1.0.2", + "@0xproject/assert": "^1.0.10", + "@0xproject/base-contract": "^2.0.4", + "@0xproject/json-schemas": "^1.0.3", + "@0xproject/types": "^1.1.0", "@0xproject/typescript-typings": "^2.0.1", - "@0xproject/utils": "^1.0.9", - "@0xproject/web3-wrapper": "^2.0.3", + "@0xproject/utils": "^1.0.10", + "@0xproject/web3-wrapper": "^3.0.0", "@types/node": "*", "bn.js": "^4.11.8", "ethereum-types": "^1.0.7", -- cgit v1.2.3 From 9eecf3683b674f0753e508476c4c21eb32625f18 Mon Sep 17 00:00:00 2001 From: Fabio Berger Date: Tue, 25 Sep 2018 16:10:13 +0100 Subject: Add transactionHash to OrderState and emit it from OrderWatcher subscription --- packages/order-utils/src/order_state_utils.ts | 4 +++- packages/order-utils/test/order_state_utils_test.ts | 20 ++++++++++++++++++++ 2 files changed, 23 insertions(+), 1 deletion(-) (limited to 'packages/order-utils') diff --git a/packages/order-utils/src/order_state_utils.ts b/packages/order-utils/src/order_state_utils.ts index 8398776aa..9b21ef6e9 100644 --- a/packages/order-utils/src/order_state_utils.ts +++ b/packages/order-utils/src/order_state_utils.ts @@ -114,7 +114,7 @@ export class OrderStateUtils { * @return State relevant to the signedOrder, as well as whether the signedOrder is "valid". * Validity is defined as a non-zero amount of the order can still be filled. */ - public async getOpenOrderStateAsync(signedOrder: SignedOrder): Promise { + public async getOpenOrderStateAsync(signedOrder: SignedOrder, transactionHash?: string): Promise { const orderRelevantState = await this.getOpenOrderRelevantStateAsync(signedOrder); const orderHash = orderHashUtils.getOrderHashHex(signedOrder); const isOrderCancelled = await this._orderFilledCancelledFetcher.isOrderCancelledAsync(orderHash); @@ -134,6 +134,7 @@ export class OrderStateUtils { isValid: true, orderHash, orderRelevantState, + transactionHash, }; return orderState; } else { @@ -141,6 +142,7 @@ export class OrderStateUtils { isValid: false, orderHash, error: orderValidationResult.error, + transactionHash, }; return orderState; } diff --git a/packages/order-utils/test/order_state_utils_test.ts b/packages/order-utils/test/order_state_utils_test.ts index 91ef23b69..ea88027ae 100644 --- a/packages/order-utils/test/order_state_utils_test.ts +++ b/packages/order-utils/test/order_state_utils_test.ts @@ -120,5 +120,25 @@ describe('OrderStateUtils', () => { const orderState = await orderStateUtils.getOpenOrderStateAsync(signedOrder); expect(orderState.isValid).to.eq(false); }); + it('should include the transactionHash in orderState if supplied in method invocation', async () => { + const makerAssetAmount = new BigNumber(10); + const takerAssetAmount = new BigNumber(10000000000000000); + const takerBalance = takerAssetAmount; + const orderFilledAmount = new BigNumber(0); + const mockBalanceFetcher = buildMockBalanceFetcher(takerBalance); + const mockOrderFilledFetcher = buildMockOrderFilledFetcher(orderFilledAmount); + const [signedOrder] = testOrderFactory.generateTestSignedOrders( + { + makerAssetAmount, + takerAssetAmount, + }, + 1, + ); + + const orderStateUtils = new OrderStateUtils(mockBalanceFetcher, mockOrderFilledFetcher); + const transactionHash = '0xdeadbeef'; + const orderState = await orderStateUtils.getOpenOrderStateAsync(signedOrder, transactionHash); + expect(orderState.transactionHash).to.eq(transactionHash); + }); }); }); -- cgit v1.2.3 From 900a8aee76237778398a5940e723ce30c4af1860 Mon Sep 17 00:00:00 2001 From: Fabio Berger Date: Tue, 25 Sep 2018 21:33:55 +0100 Subject: Updated CHANGELOGS --- packages/order-utils/CHANGELOG.json | 9 +++++++++ packages/order-utils/CHANGELOG.md | 4 ++++ 2 files changed, 13 insertions(+) (limited to 'packages/order-utils') diff --git a/packages/order-utils/CHANGELOG.json b/packages/order-utils/CHANGELOG.json index d6742df2e..1162bbc83 100644 --- a/packages/order-utils/CHANGELOG.json +++ b/packages/order-utils/CHANGELOG.json @@ -1,4 +1,13 @@ [ + { + "timestamp": 1537907159, + "version": "1.0.5", + "changes": [ + { + "note": "Dependencies updated" + } + ] + }, { "timestamp": 1537875740, "version": "1.0.4", diff --git a/packages/order-utils/CHANGELOG.md b/packages/order-utils/CHANGELOG.md index 67e5a54a6..8372ddf16 100644 --- a/packages/order-utils/CHANGELOG.md +++ b/packages/order-utils/CHANGELOG.md @@ -5,6 +5,10 @@ Edit the package's CHANGELOG.json file only. CHANGELOG +## v1.0.5 - _September 25, 2018_ + + * Dependencies updated + ## v1.0.4 - _September 25, 2018_ * Dependencies updated -- cgit v1.2.3 From 1b35a6e3b5d050fa33097b35e1d739ca13c6806e Mon Sep 17 00:00:00 2001 From: Fabio Berger Date: Tue, 25 Sep 2018 21:34:14 +0100 Subject: Publish - 0x.js@1.0.6 - @0xproject/abi-gen@1.0.11 - @0xproject/assert@1.0.11 - @0xproject/asset-buyer@1.0.1 - @0xproject/base-contract@2.0.5 - @0xproject/connect@2.0.4 - @0xproject/contract-wrappers@2.0.0 - contracts@2.1.47 - @0xproject/dev-utils@1.0.10 - ethereum-types@1.0.8 - @0xproject/fill-scenarios@1.0.5 - @0xproject/json-schemas@1.0.4 - @0xproject/metacoin@0.0.21 - @0xproject/migrations@1.0.12 - @0xproject/order-utils@1.0.5 - @0xproject/order-watcher@2.0.0 - @0xproject/react-docs@1.0.11 - @0xproject/react-shared@1.0.12 - @0xproject/sol-compiler@1.1.5 - @0xproject/sol-cov@2.1.5 - @0xproject/sol-resolver@1.0.11 - @0xproject/sra-report@1.0.11 - @0xproject/sra-spec@1.0.4 - @0xproject/subproviders@2.0.5 - @0xproject/testnet-faucets@1.0.49 - @0xproject/types@1.1.1 - @0xproject/typescript-typings@2.0.2 - @0xproject/utils@1.0.11 - @0xproject/web3-wrapper@3.0.1 - @0xproject/website@0.0.52 --- packages/order-utils/package.json | 20 ++++++++++---------- 1 file changed, 10 insertions(+), 10 deletions(-) (limited to 'packages/order-utils') diff --git a/packages/order-utils/package.json b/packages/order-utils/package.json index 167d32608..f83b9cc14 100644 --- a/packages/order-utils/package.json +++ b/packages/order-utils/package.json @@ -1,6 +1,6 @@ { "name": "@0xproject/order-utils", - "version": "1.0.4", + "version": "1.0.5", "engines": { "node": ">=6.12" }, @@ -38,7 +38,7 @@ }, "homepage": "https://github.com/0xProject/0x-monorepo/packages/order-utils/README.md", "devDependencies": { - "@0xproject/dev-utils": "^1.0.9", + "@0xproject/dev-utils": "^1.0.10", "@0xproject/tslint-config": "^1.0.7", "@types/bn.js": "^4.11.0", "@types/lodash": "4.14.104", @@ -57,16 +57,16 @@ "typescript": "3.0.1" }, "dependencies": { - "@0xproject/assert": "^1.0.10", - "@0xproject/base-contract": "^2.0.4", - "@0xproject/json-schemas": "^1.0.3", - "@0xproject/types": "^1.1.0", - "@0xproject/typescript-typings": "^2.0.1", - "@0xproject/utils": "^1.0.10", - "@0xproject/web3-wrapper": "^3.0.0", + "@0xproject/assert": "^1.0.11", + "@0xproject/base-contract": "^2.0.5", + "@0xproject/json-schemas": "^1.0.4", + "@0xproject/types": "^1.1.1", + "@0xproject/typescript-typings": "^2.0.2", + "@0xproject/utils": "^1.0.11", + "@0xproject/web3-wrapper": "^3.0.1", "@types/node": "*", "bn.js": "^4.11.8", - "ethereum-types": "^1.0.7", + "ethereum-types": "^1.0.8", "ethereumjs-abi": "0.6.5", "ethereumjs-util": "^5.1.1", "ethers": "3.0.22", -- cgit v1.2.3