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import { marketUtils } from '@0xproject/order-utils';
import { BigNumber } from '@0xproject/utils';
import { constants } from '../constants';
import { AssetBuyerError, AssetBuyerOrdersAndFillableAmounts, BuyQuote } from '../types';
export const buyQuoteCalculator = {
calculate(
ordersAndFillableAmounts: AssetBuyerOrdersAndFillableAmounts,
assetBuyAmount: BigNumber,
feePercentage: number,
slippagePercentage: number,
): BuyQuote {
const {
orders,
feeOrders,
remainingFillableMakerAssetAmounts,
remainingFillableFeeAmounts,
} = ordersAndFillableAmounts;
const slippageBufferAmount = assetBuyAmount.mul(slippagePercentage).round();
const { resultOrders, remainingFillAmount } = marketUtils.findOrdersThatCoverMakerAssetFillAmount(
orders,
assetBuyAmount,
{
remainingFillableMakerAssetAmounts,
slippageBufferAmount,
},
);
if (remainingFillAmount.gt(constants.ZERO_AMOUNT)) {
throw new Error(AssetBuyerError.InsufficientAssetLiquidity);
}
// TODO: optimization
// update this logic to find the minimum amount of feeOrders to cover the worst case as opposed to
// finding order that cover all fees, this will help with estimating ETH and minimizing gas usage
const { resultFeeOrders, remainingFeeAmount } = marketUtils.findFeeOrdersThatCoverFeesForTargetOrders(
resultOrders,
feeOrders,
{
remainingFillableMakerAssetAmounts,
remainingFillableFeeAmounts,
},
);
if (remainingFeeAmount.gt(constants.ZERO_AMOUNT)) {
throw new Error(AssetBuyerError.InsufficientZrxLiquidity);
}
const assetData = orders[0].makerAssetData;
// TODO: critical
// calculate minRate and maxRate by calculating min and max eth usage and then dividing into
// assetBuyAmount to get assetData / WETH, needs to take into account feePercentage as well
return {
assetData,
orders: resultOrders,
feeOrders: resultFeeOrders,
minRate: constants.ZERO_AMOUNT,
maxRate: constants.ZERO_AMOUNT,
assetBuyAmount,
feePercentage,
};
},
};
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