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import { ContractWrappers } from '@0xproject/contract-wrappers';
import { assetDataUtils } from '@0xproject/order-utils';
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 readonly _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, async 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;
}
}
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