1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
204
205
206
207
208
209
210
211
212
213
214
215
216
217
218
219
220
221
222
223
224
225
226
227
|
import { ContractWrappers } from '@0xproject/contract-wrappers';
import { assetDataUtils, marketUtils } from '@0xproject/order-utils';
import { SignedOrder } from '@0xproject/types';
import { BigNumber } from '@0xproject/utils';
import { Web3Wrapper } from '@0xproject/web3-wrapper';
import { Provider } from 'ethereum-types';
import * as _ from 'lodash';
import { constants } from './constants';
import {
AssetBuyerError,
AssetBuyerOrdersAndFillableAmounts,
BuyQuote,
OrderFetcher,
OrderFetcherResponse,
} from './types';
import { assert } from './utils/assert';
import { buyQuoteCalculator } from './utils/buy_quote_calculator';
import { orderFetcherResponseProcessor } from './utils/order_fetcher_response_processor';
const SLIPPAGE_PERCENTAGE = 0.2; // 20% slippage protection, possibly move this into request interface
const DEFAULT_ORDER_REFRESH_INTERVAL_MS = 10000; // 10 seconds
const DEFAULT_FEE_PERCENTAGE = 0;
const ETHER_TOKEN_DECIMALS = 18;
export class AssetBuyer {
public readonly provider: Provider;
public readonly assetData: string;
public readonly orderFetcher: OrderFetcher;
public readonly networkId: number;
public readonly orderRefreshIntervalMs: number;
private _contractWrappers: ContractWrappers;
private _lastRefreshTimeIfExists?: number;
private _currentOrdersAndFillableAmountsIfExists?: AssetBuyerOrdersAndFillableAmounts;
/**
* Instantiates a new AssetBuyer instance
* @param provider The Provider instance you would like to use for interacting with the Ethereum network.
* @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 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 AssetBuyer
*/
constructor(
provider: Provider,
assetData: string,
orderFetcher: OrderFetcher,
networkId: number = constants.MAINNET_NETWORK_ID,
orderRefreshIntervalMs: number = DEFAULT_ORDER_REFRESH_INTERVAL_MS,
) {
assert.isWeb3Provider('provider', provider);
assert.isString('assetData', assetData);
assert.isValidOrderFetcher('orderFetcher', orderFetcher);
assert.isNumber('networkId', networkId);
assert.isNumber('orderRefreshIntervalMs', orderRefreshIntervalMs);
this.provider = provider;
this.assetData = assetData;
this.orderFetcher = orderFetcher;
this.networkId = networkId;
this.orderRefreshIntervalMs = orderRefreshIntervalMs;
this._contractWrappers = new ContractWrappers(this.provider, {
networkId,
});
}
/**
* Get a BuyQuote containing all information relevant to fulfilling a buy.
* Pass the BuyQuote to executeBuyQuoteAsync to execute the buy.
* @param assetBuyAmount The amount of asset to buy.
* @param feePercentage The affiliate fee percentage. Defaults to 0.
* @param forceOrderRefresh If set to true, new orders and state will be fetched instead of waiting for
* the next orderRefreshIntervalMs. Defaults to false.
* @return An object that conforms to BuyQuote that satisfies the request. See type definition for more information.
*/
public async getBuyQuoteAsync(
assetBuyAmount: BigNumber,
feePercentage: number = DEFAULT_FEE_PERCENTAGE,
forceOrderRefresh: boolean = false,
): Promise<BuyQuote> {
assert.isBigNumber('assetBuyAmount', assetBuyAmount);
assert.isNumber('feePercentage', feePercentage);
assert.isBoolean('forceOrderRefresh', forceOrderRefresh);
// we should refresh if:
// we do not have any orders OR
// we are forced to OR
// we have some last refresh time AND that time was sufficiently long ago
const shouldRefresh =
_.isUndefined(this._currentOrdersAndFillableAmountsIfExists) ||
forceOrderRefresh ||
(!_.isUndefined(this._lastRefreshTimeIfExists) &&
this._lastRefreshTimeIfExists + this.orderRefreshIntervalMs < Date.now());
let ordersAndFillableAmounts: AssetBuyerOrdersAndFillableAmounts;
if (shouldRefresh) {
ordersAndFillableAmounts = await this._getLatestOrdersAndFillableAmountsAsync();
this._lastRefreshTimeIfExists = Date.now();
this._currentOrdersAndFillableAmountsIfExists = ordersAndFillableAmounts;
} else {
// it is safe to cast to AssetBuyerOrdersAndFillableAmounts because shouldRefresh catches the undefined case above
ordersAndFillableAmounts = this
._currentOrdersAndFillableAmountsIfExists as AssetBuyerOrdersAndFillableAmounts;
}
// TODO: optimization
// make the slippage percentage customizable by integrator
const buyQuote = buyQuoteCalculator.calculate(
ordersAndFillableAmounts,
assetBuyAmount,
feePercentage,
SLIPPAGE_PERCENTAGE,
);
return buyQuote;
}
/**
* 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.
* @param rate The desired rate to execute the buy at. Affects the amount of ETH sent with the transaction, defaults to buyQuote.maxRate.
* @param takerAddress The address to perform the buy. Defaults to the first available address from the provider.
* @param feeRecipient The address where affiliate fees are sent. Defaults to null address (0x000...000).
* @return A promise of the txHash.
*/
public async executeBuyQuoteAsync(
buyQuote: BuyQuote,
rate?: BigNumber,
takerAddress?: string,
feeRecipient: string = constants.NULL_ADDRESS,
): Promise<string> {
assert.isValidBuyQuote('buyQuote', buyQuote);
if (!_.isUndefined(rate)) {
assert.isBigNumber('rate', rate);
}
if (!_.isUndefined(takerAddress)) {
assert.isETHAddressHex('takerAddress', takerAddress);
}
assert.isETHAddressHex('feeRecipient', feeRecipient);
const { orders, feeOrders, feePercentage, assetBuyAmount, maxRate } = buyQuote;
// if no takerAddress is provided, try to get one from the provider
let finalTakerAddress;
if (!_.isUndefined(takerAddress)) {
finalTakerAddress = takerAddress;
} else {
const web3Wrapper = new Web3Wrapper(this.provider);
const availableAddresses = await web3Wrapper.getAvailableAddressesAsync();
const firstAvailableAddress = _.head(availableAddresses);
if (!_.isUndefined(firstAvailableAddress)) {
finalTakerAddress = firstAvailableAddress;
} else {
throw new Error(AssetBuyerError.NoAddressAvailable);
}
}
// if no rate is provided, default to the maxRate from buyQuote
const desiredRate = rate || maxRate;
// calculate how much eth is required to buy assetBuyAmount at the desired rate
const ethAmount = assetBuyAmount.dividedToIntegerBy(desiredRate);
// TODO: critical
// update the forwarder wrapper to take in feePercentage as a number instead of a BigNumber, verify with Amir that this is being done correctly
const feePercentageBigNumber = !_.isUndefined(feePercentage)
? Web3Wrapper.toBaseUnitAmount(new BigNumber(1), ETHER_TOKEN_DECIMALS).mul(feePercentage)
: constants.ZERO_AMOUNT;
const txHash = await this._contractWrappers.forwarder.marketBuyOrdersWithEthAsync(
orders,
assetBuyAmount,
finalTakerAddress,
ethAmount,
feeOrders,
feePercentageBigNumber,
feeRecipient,
);
return txHash;
}
/**
* Ask the order fetcher for orders and process them.
*/
private async _getLatestOrdersAndFillableAmountsAsync(): Promise<AssetBuyerOrdersAndFillableAmounts> {
// find ether token asset data
const etherTokenAssetData = this._getEtherTokenAssetData();
// find zrx token asset data
const zrxTokenAssetData = this._getZrxTokenAssetData();
// construct order fetcher requests
const targetOrderFetcherRequest = {
makerAssetData: this.assetData,
takerAssetData: etherTokenAssetData,
networkId: this.networkId,
};
const feeOrderFetcherRequest = {
makerAssetData: zrxTokenAssetData,
takerAssetData: etherTokenAssetData,
networkId: this.networkId,
};
const requests = [targetOrderFetcherRequest, feeOrderFetcherRequest];
// fetch orders and possible fillable amounts
const [targetOrderFetcherResponse, feeOrderFetcherResponse] = await Promise.all(
_.map(requests, request => this.orderFetcher.fetchOrdersAsync(request)),
);
// process the responses into one object
const ordersAndFillableAmounts = await orderFetcherResponseProcessor.processAsync(
targetOrderFetcherResponse,
feeOrderFetcherResponse,
zrxTokenAssetData,
this._contractWrappers.orderValidator,
);
return ordersAndFillableAmounts;
}
/**
* Get the assetData that represents the WETH token.
* 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;
}
/**
* 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;
}
}
|
