crowetic/protocol
1
0
Fork 0
Code Issues Pull Requests Actions Packages Projects Releases Wiki Activity

Remove getBidAskLiquidityForMakerTakerAssetPairAsync (#528)

Browse Source
This commit is contained in:
Kyu 2022-07-28 09:26:07 -07:00 committed by GitHub
parent ab7dc33ca4
commit 3ef5de93bb
No known key found for this signature in database
GPG Key ID: 4AEE18F83AFDEB23
3 changed files with 0 additions and 75 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

2
packages/asset-swapper/src/index.ts
View File

@ -157,8 +157,6 @@ export {
GetMarketOrdersRfqOpts, GetMarketOrdersRfqOpts,
LiquidityProviderFillData, LiquidityProviderFillData,
LiquidityProviderRegistry, LiquidityProviderRegistry,
MarketDepth,
MarketDepthSide,
MooniswapFillData, MooniswapFillData,
MultiHopFillData, MultiHopFillData,
NativeRfqOrderFillData, NativeRfqOrderFillData,

64
packages/asset-swapper/src/swap_quoter.ts
View File

@ -36,9 +36,6 @@ import {
FillData, FillData,
GasSchedule, GasSchedule,
GetMarketOrdersOpts, GetMarketOrdersOpts,
MarketDepth,
MarketDepthSide,
MarketSideLiquidity,
OptimizedMarketOrder, OptimizedMarketOrder,
OptimizerResultWithReport, OptimizerResultWithReport,
} from './utils/market_operation_utils/types'; } from './utils/market_operation_utils/types';
@ -228,67 +225,6 @@ export class SwapQuoter {
return batchSwapQuotes.filter(x => x !== undefined) as MarketBuySwapQuote[]; return batchSwapQuotes.filter(x => x !== undefined) as MarketBuySwapQuote[];
} }
/**
* Returns the bids and asks liquidity for the entire market.
* For certain sources (like AMM's) it is recommended to provide a practical maximum takerAssetAmount.
* @param makerTokenAddress The address of the maker asset
* @param takerTokenAddress The address of the taker asset
* @param takerAssetAmount The amount to sell and buy for the bids and asks.
*
* @return An object that conforms to MarketDepth that contains all of the samples and liquidity
* information for the source.
*/
public async getBidAskLiquidityForMakerTakerAssetPairAsync(
makerToken: string,
takerToken: string,
takerAssetAmount: BigNumber,
options: Partial<SwapQuoteRequestOpts> = {},
): Promise<MarketDepth> {
assert.isString('makerToken', makerToken);
assert.isString('takerToken', takerToken);
const sourceFilters = new SourceFilters([], options.excludedSources, options.includedSources);
let [sellOrders, buyOrders] = !sourceFilters.isAllowed(ERC20BridgeSource.Native)
? [[], []]
: await Promise.all([
this.orderbook.getOrdersAsync(makerToken, takerToken),
this.orderbook.getOrdersAsync(takerToken, makerToken),
]);
if (!sellOrders || sellOrders.length === 0) {
sellOrders = [createDummyOrder(makerToken, takerToken)];
}
if (!buyOrders || buyOrders.length === 0) {
buyOrders = [createDummyOrder(takerToken, makerToken)];
}
const getMarketDepthSide = (marketSideLiquidity: MarketSideLiquidity): MarketDepthSide => {
const { dexQuotes, nativeOrders } = marketSideLiquidity.quotes;
const { side } = marketSideLiquidity;
return [
...dexQuotes,
nativeOrders.map(o => {
return {
input: side === MarketOperation.Sell ? o.fillableTakerAmount : o.fillableMakerAmount,
output: side === MarketOperation.Sell ? o.fillableMakerAmount : o.fillableTakerAmount,
fillData: o,
source: ERC20BridgeSource.Native,
};
}),
];
};
const [bids, asks] = await Promise.all([
this._marketOperationUtils.getMarketBuyLiquidityAsync(buyOrders, takerAssetAmount, options),
this._marketOperationUtils.getMarketSellLiquidityAsync(sellOrders, takerAssetAmount, options),
]);
return {
bids: getMarketDepthSide(bids),
asks: getMarketDepthSide(asks),
makerTokenDecimals: asks.makerTokenDecimals,
takerTokenDecimals: asks.takerTokenDecimals,
};
}
/** /**
* Returns the recommended gas price for a fast transaction * Returns the recommended gas price for a fast transaction
*/ */

9
packages/asset-swapper/src/utils/market_operation_utils/types.ts
View File

@ -617,15 +617,6 @@ export interface OptimizerResultWithReport extends OptimizerResult {
priceComparisonsReport?: PriceComparisonsReport; priceComparisonsReport?: PriceComparisonsReport;
} }
export type MarketDepthSide = Array<Array<DexSample<FillData>>>;
export interface MarketDepth {
bids: MarketDepthSide;
asks: MarketDepthSide;
makerTokenDecimals: number;
takerTokenDecimals: number;
}
export interface MarketSideLiquidity { export interface MarketSideLiquidity {
side: MarketOperation; side: MarketOperation;
inputAmount: BigNumber; inputAmount: BigNumber;