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import { schemas } from '@0x/json-schemas';
import { Order } from '@0x/types';
import { BigNumber } from '@0x/utils';
import * as _ from 'lodash';
import { assert } from './assert';
import { constants } from './constants';
import { rateUtils } from './rate_utils';
export const sortingUtils = {
/**
* Takes an array of orders and sorts them by takerAsset/makerAsset rate in ascending order (best rate first).
* Adjusts the rate of each order according to the feeRate and takerFee for that order.
* @param orders An array of objects that extend the Order interface. All orders should specify ZRX as
* the makerAsset and WETH as the takerAsset.
* @param feeRate The market rate of ZRX denominated in takerAssetAmount
* (ex. feeRate is 0.1 takerAsset/ZRX if it takes 1 unit of takerAsset to buy 10 ZRX)
* Defaults to 0
* @return The input orders sorted by rate in ascending order
*/
sortOrdersByFeeAdjustedRate<T extends Order>(orders: T[], feeRate: BigNumber = constants.ZERO_AMOUNT): T[] {
assert.doesConformToSchema('orders', orders, schemas.ordersSchema);
assert.isBigNumber('feeRate', feeRate);
const rateCalculator = (order: Order) => rateUtils.getFeeAdjustedRateOfOrder(order, feeRate);
const sortedOrders = sortOrders(orders, rateCalculator);
return sortedOrders;
},
/**
* Takes an array of fee orders (makerAssetData corresponds to ZRX and takerAssetData corresponds to WETH)
* and sorts them by rate in ascending order (best rate first). Adjusts the rate according to the takerFee.
* @param feeOrders An array of objects that extend the Order interface. All orders should specify ZRX as
* the makerAsset and WETH as the takerAsset.
* @return The input orders sorted by rate in ascending order
*/
sortFeeOrdersByFeeAdjustedRate<T extends Order>(feeOrders: T[]): T[] {
assert.doesConformToSchema('feeOrders', feeOrders, schemas.ordersSchema);
const rateCalculator = rateUtils.getFeeAdjustedRateOfFeeOrder.bind(rateUtils);
const sortedOrders = sortOrders(feeOrders, rateCalculator);
return sortedOrders;
},
};
type RateCalculator = (order: Order) => BigNumber;
// takes an array of orders, copies them, and sorts the copy based on the rate definition provided by rateCalculator
function sortOrders<T extends Order>(orders: T[], rateCalculator: RateCalculator): T[] {
const copiedOrders = _.cloneDeep(orders);
copiedOrders.sort((firstOrder, secondOrder) => {
const firstOrderRate = rateCalculator(firstOrder);
const secondOrderRate = rateCalculator(secondOrder);
return firstOrderRate.comparedTo(secondOrderRate);
});
return copiedOrders;
}
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