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changed market-operation type to enum from literal

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This commit is contained in:
David Sun 2019-07-15 15:29:13 -07:00
parent ac82b2622c
commit 542255332d
11 changed files with 50 additions and 44 deletions
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2
packages/asset-swapper/src/constants.ts
View File

@ -12,6 +12,7 @@ import {
const NULL_ADDRESS = '0x0000000000000000000000000000000000000000';
const MAINNET_NETWORK_ID = 1;
const ONE_SECOND_MS = 1000;
const DEFAULT_PER_PAGE = 1000;
const DEFAULT_SWAP_QUOTER_OPTS: SwapQuoterOpts = {
networkId: MAINNET_NETWORK_ID,
@ -48,4 +49,5 @@ export const constants = {
DEFAULT_FORWARDER_SWAP_QUOTE_EXECUTE_OPTS,
DEFAULT_SWAP_QUOTE_REQUEST_OPTS,
EMPTY_ORDERS_AND_FILLABLE_AMOUNTS,
DEFAULT_PER_PAGE,
};

5
packages/asset-swapper/src/order_providers/standard_relayer_api_order_provider.ts
View File

@ -4,6 +4,7 @@ import { APIOrder, AssetPairsResponse, OrderbookResponse } from '@0x/types';
import { BigNumber } from '@0x/utils';
import * as _ from 'lodash';
import { constants } from '../constants';
import {
OrderProvider,
OrderProviderRequest,
@ -117,9 +118,7 @@ export class StandardRelayerAPIOrderProvider implements OrderProvider {
* @return An array of asset data strings that can be used to purchased makerAssetData.
*/
public async getAvailableTakerAssetDatasAsync(makerAssetData: string): Promise<string[]> {
// Return a maximum of 1000 asset datas
const maxPerPage = 1000;
const requestOpts = { networkId: this.networkId, perPage: maxPerPage };
const requestOpts = { networkId: this.networkId, perPage: constants.DEFAULT_PER_PAGE };
const assetPairsRequest = { assetDataA: makerAssetData };
const fullRequest = {
...requestOpts,

11
packages/asset-swapper/src/quote_consumers/exchange_swap_quote_consumer.ts
View File

@ -1,4 +1,5 @@
import { ContractWrappers, ContractWrappersError, ForwarderWrapperError } from '@0x/contract-wrappers';
import { MarketOperation } from '@0x/types';
import { AbiEncoder, providerUtils } from '@0x/utils';
import { SupportedProvider, ZeroExProvider } from '@0x/web3-wrapper';
import { MethodAbi } from 'ethereum-types';
@ -50,7 +51,7 @@ export class ExchangeSwapQuoteConsumer implements SwapQuoteConsumerBase<Exchange
const { orders, signatures } = params;
let args: any[];
if (params.type === 'marketBuy') {
if (params.type === MarketOperation.Buy) {
const { makerAssetFillAmount } = params;
args = [orders, makerAssetFillAmount, signatures];
} else {
@ -79,14 +80,14 @@ export class ExchangeSwapQuoteConsumer implements SwapQuoteConsumerBase<Exchange
let params: ExchangeSmartContractParams;
let methodName: string;
if (quote.type === 'marketBuy') {
if (quote.type === MarketOperation.Buy) {
const { makerAssetFillAmount } = quote;
params = {
orders,
signatures,
makerAssetFillAmount,
type: 'marketBuy',
type: MarketOperation.Buy,
};
methodName = 'marketBuyOrders';
@ -97,7 +98,7 @@ export class ExchangeSwapQuoteConsumer implements SwapQuoteConsumerBase<Exchange
orders,
signatures,
takerAssetFillAmount,
type: 'marketSell',
type: MarketOperation.Sell,
};
methodName = 'marketSellOrders';
@ -139,7 +140,7 @@ export class ExchangeSwapQuoteConsumer implements SwapQuoteConsumerBase<Exchange
try {
let txHash: string;
if (quote.type === 'marketBuy') {
if (quote.type === MarketOperation.Buy) {
const { makerAssetFillAmount } = quote;
txHash = await this._contractWrappers.exchange.marketBuyOrdersNoThrowAsync(
orders,

11
packages/asset-swapper/src/quote_consumers/forwarder_swap_quote_consumer.ts
View File

@ -1,4 +1,5 @@
import { ContractWrappers, ContractWrappersError, ForwarderWrapperError } from '@0x/contract-wrappers';
import { MarketOperation } from '@0x/types';
import { AbiEncoder, providerUtils } from '@0x/utils';
import { SupportedProvider, ZeroExProvider } from '@0x/web3-wrapper';
import { MethodAbi } from 'ethereum-types';
@ -58,7 +59,7 @@ export class ForwarderSwapQuoteConsumer implements SwapQuoteConsumerBase<Forward
const { orders, signatures, feeOrders, feeSignatures, feePercentage, feeRecipient } = params;
let args: any[];
if (params.type === 'marketBuy') {
if (params.type === MarketOperation.Buy) {
const { makerAssetFillAmount } = params;
args = [orders, makerAssetFillAmount, signatures, feeOrders, feeSignatures, feePercentage, feeRecipient];
} else {
@ -108,7 +109,7 @@ export class ForwarderSwapQuoteConsumer implements SwapQuoteConsumerBase<Forward
let params: ForwarderSmartContractParams;
let methodName: string;
if (quoteWithAffiliateFee.type === 'marketBuy') {
if (quoteWithAffiliateFee.type === MarketOperation.Buy) {
const { makerAssetFillAmount } = quoteWithAffiliateFee;
params = {
@ -119,7 +120,7 @@ export class ForwarderSwapQuoteConsumer implements SwapQuoteConsumerBase<Forward
feeSignatures,
feePercentage,
feeRecipient,
type: 'marketBuy',
type: MarketOperation.Buy,
};
methodName = 'marketBuyOrdersWithEth';
@ -131,7 +132,7 @@ export class ForwarderSwapQuoteConsumer implements SwapQuoteConsumerBase<Forward
feeSignatures,
feePercentage,
feeRecipient,
type: 'marketSell',
type: MarketOperation.Sell,
};
methodName = 'marketSellOrdersWithEth';
}
@ -188,7 +189,7 @@ export class ForwarderSwapQuoteConsumer implements SwapQuoteConsumerBase<Forward
try {
let txHash: string;
if (quoteWithAffiliateFee.type === 'marketBuy') {
if (quoteWithAffiliateFee.type === MarketOperation.Buy) {
const { makerAssetFillAmount } = quoteWithAffiliateFee;
txHash = await this._contractWrappers.forwarder.marketBuyOrdersWithEthAsync(
orders,

6
packages/asset-swapper/src/swap_quoter.ts
View File

@ -144,7 +144,7 @@ export class SwapQuoter {
makerAssetData,
takerAssetData,
takerAssetSellAmount,
'marketSell',
MarketOperation.Sell,
options,
)) as MarketSellSwapQuote;
}
@ -170,7 +170,7 @@ export class SwapQuoter {
makerAssetData,
takerAssetData,
makerAssetBuyAmount,
'marketBuy',
MarketOperation.Buy,
options,
)) as MarketBuySwapQuote;
}
@ -423,7 +423,7 @@ export class SwapQuoter {
let swapQuote: SwapQuote;
if (marketOperation === 'marketBuy') {
if (marketOperation === MarketOperation.Buy) {
swapQuote = swapQuoteCalculator.calculateMarketBuySwapQuote(
ordersAndFillableAmounts,
feeOrdersAndFillableAmounts,

10
packages/asset-swapper/src/types.ts
View File

@ -1,4 +1,4 @@
import { SignedOrder } from '@0x/types';
import { MarketOperation, SignedOrder } from '@0x/types';
import { BigNumber } from '@0x/utils';
import { MethodAbi } from 'ethereum-types';
@ -82,7 +82,7 @@ export interface SmartContractParamsBase {
*/
export interface ExchangeMarketBuySmartContractParams extends SmartContractParamsBase {
makerAssetFillAmount: BigNumber;
type: 'marketBuy';
type: MarketOperation.Buy;
}
/**
@ -91,7 +91,7 @@ export interface ExchangeMarketBuySmartContractParams extends SmartContractParam
*/
export interface ExchangeMarketSellSmartContractParams extends SmartContractParamsBase {
takerAssetFillAmount: BigNumber;
type: 'marketSell';
type: MarketOperation.Sell;
}
/**
@ -227,12 +227,12 @@ export interface SwapQuoteBase {
export interface MarketSellSwapQuote extends SwapQuoteBase {
takerAssetFillAmount: BigNumber;
type: 'marketSell';
type: MarketOperation.Sell;
}
export interface MarketBuySwapQuote extends SwapQuoteBase {
makerAssetFillAmount: BigNumber;
type: 'marketBuy';
type: MarketOperation.Buy;
}
export interface SwapQuoteWithAffiliateFeeBase {

4
packages/asset-swapper/src/utils/assert.ts
View File

@ -1,6 +1,6 @@
import { assert as sharedAssert } from '@0x/assert';
import { schemas } from '@0x/json-schemas';
import { SignedOrder } from '@0x/types';
import { MarketOperation, SignedOrder } from '@0x/types';
import * as _ from 'lodash';
import { OrderProvider, OrderProviderRequest, SwapQuote, SwapQuoteInfo } from '../types';
@ -14,7 +14,7 @@ export const assert = {
sharedAssert.doesConformToSchema(`${variableName}.feeOrders`, swapQuote.feeOrders, schemas.signedOrdersSchema);
assert.isValidSwapQuoteInfo(`${variableName}.bestCaseQuoteInfo`, swapQuote.bestCaseQuoteInfo);
assert.isValidSwapQuoteInfo(`${variableName}.worstCaseQuoteInfo`, swapQuote.worstCaseQuoteInfo);
if (swapQuote.type === 'marketBuy') {
if (swapQuote.type === MarketOperation.Buy) {
sharedAssert.isBigNumber(`${variableName}.makerAssetFillAmount`, swapQuote.makerAssetFillAmount);
} else {
sharedAssert.isBigNumber(`${variableName}.takerAssetFillAmount`, swapQuote.takerAssetFillAmount);

24
packages/asset-swapper/src/utils/swap_quote_calculator.ts
View File

@ -29,7 +29,7 @@ export const swapQuoteCalculator = {
takerAssetFillAmount,
slippagePercentage,
isMakerAssetZrxToken,
'marketSell',
MarketOperation.Sell,
) as MarketSellSwapQuote;
},
calculateMarketBuySwapQuote(
@ -45,7 +45,7 @@ export const swapQuoteCalculator = {
makerAssetFillAmount,
slippagePercentage,
isMakerAssetZrxToken,
'marketBuy',
MarketOperation.Buy,
) as MarketBuySwapQuote;
},
};
@ -74,7 +74,7 @@ function calculateSwapQuote(
let remainingFillAmount: BigNumber;
let ordersRemainingFillableMakerAssetAmounts: BigNumber[];
if (marketOperation === 'marketBuy') {
if (marketOperation === MarketOperation.Buy) {
// find the orders that cover the desired assetBuyAmount (with slippage)
({
resultOrders,
@ -185,16 +185,16 @@ function calculateSwapQuote(
worstCaseQuoteInfo,
};
if (marketOperation === 'marketBuy') {
if (marketOperation === MarketOperation.Buy) {
return {
...quoteBase,
type: 'marketBuy',
type: MarketOperation.Buy,
makerAssetFillAmount: assetFillAmount,
};
} else {
return {
...quoteBase,
type: 'marketSell',
type: MarketOperation.Sell,
takerAssetFillAmount: assetFillAmount,
};
}
@ -208,12 +208,12 @@ function calculateQuoteInfo(
marketOperation: MarketOperation,
): SwapQuoteInfo {
// find the total eth and zrx needed to buy assetAmount from the resultOrders from left to right
let makerTokenAmount = marketOperation === 'marketBuy' ? tokenAmount : constants.ZERO_AMOUNT;
let takerTokenAmount = marketOperation === 'marketSell' ? tokenAmount : constants.ZERO_AMOUNT;
let makerTokenAmount = marketOperation === MarketOperation.Buy ? tokenAmount : constants.ZERO_AMOUNT;
let takerTokenAmount = marketOperation === MarketOperation.Sell ? tokenAmount : constants.ZERO_AMOUNT;
let zrxTakerTokenAmount = constants.ZERO_AMOUNT;
if (isMakerAssetZrxToken) {
if (marketOperation === 'marketBuy') {
if (marketOperation === MarketOperation.Buy) {
takerTokenAmount = findTakerTokenAmountNeededToBuyZrx(ordersAndFillableAmounts, makerTokenAmount);
} else {
makerTokenAmount = findZrxTokenAmountFromSellingTakerTokenAmount(
@ -223,15 +223,15 @@ function calculateQuoteInfo(
}
} else {
const findTokenAndZrxAmount =
marketOperation === 'marketBuy'
marketOperation === MarketOperation.Buy
? findTakerTokenAndZrxAmountNeededToBuyAsset
: findMakerTokenAmountReceivedAndZrxAmountNeededToSellAsset;
// find eth and zrx amounts needed to buy
const tokenAndZrxAmountToBuyAsset = findTokenAndZrxAmount(
ordersAndFillableAmounts,
marketOperation === 'marketBuy' ? makerTokenAmount : takerTokenAmount,
marketOperation === MarketOperation.Buy ? makerTokenAmount : takerTokenAmount,
);
if (marketOperation === 'marketBuy') {
if (marketOperation === MarketOperation.Buy) {
takerTokenAmount = tokenAndZrxAmountToBuyAsset[0];
} else {
makerTokenAmount = tokenAndZrxAmountToBuyAsset[0];

6
packages/asset-swapper/test/utils/swap_quote.ts
View File

@ -57,16 +57,16 @@ export const getFullyFillableSwapQuoteWithNoFees = (
worstCaseQuoteInfo: quoteInfo,
};
if (operation === 'marketBuy') {
if (operation === MarketOperation.Buy) {
return {
...quoteBase,
type: 'marketBuy',
type: MarketOperation.Buy,
makerAssetFillAmount,
};
} else {
return {
...quoteBase,
type: 'marketSell',
type: MarketOperation.Sell,
takerAssetFillAmount: totalTakerTokenAmount,
};
}

10
packages/order-utils/src/market_utils.ts
View File

@ -23,7 +23,7 @@ export const marketUtils = {
return findOrdersThatCoverAssetFillAmount<T>(
orders,
takerAssetFillAmount,
'marketSell',
MarketOperation.Sell,
opts,
) as OrdersAndRemainingTakerFillAmount<T>;
},
@ -45,7 +45,7 @@ export const marketUtils = {
return findOrdersThatCoverAssetFillAmount<T>(
orders,
makerAssetFillAmount,
'marketBuy',
MarketOperation.Buy,
opts,
) as OrdersAndRemainingMakerFillAmount<T>;
},
@ -133,14 +133,14 @@ function findOrdersThatCoverAssetFillAmount<T extends Order>(
operation: MarketOperation,
opts?: FindOrdersThatCoverTakerAssetFillAmountOpts | FindOrdersThatCoverMakerAssetFillAmountOpts,
): OrdersAndRemainingTakerFillAmount<T> | OrdersAndRemainingMakerFillAmount<T> {
const variablePrefix = operation === 'marketBuy' ? 'Maker' : 'Taker';
const variablePrefix = operation === MarketOperation.Buy ? 'Maker' : 'Taker';
assert.doesConformToSchema('orders', orders, schemas.ordersSchema);
assert.isValidBaseUnitAmount('assetFillAmount', assetFillAmount);
// try to get remainingFillableTakerAssetAmounts from opts, if it's not there, use takerAssetAmount values from orders
const remainingFillableAssetAmounts = _.get(
opts,
`remainingFillable${variablePrefix}AssetAmounts`,
_.map(orders, order => (operation === 'marketBuy' ? order.makerAssetAmount : order.takerAssetAmount)),
_.map(orders, order => (operation === MarketOperation.Buy ? order.makerAssetAmount : order.takerAssetAmount)),
) as BigNumber[];
_.forEach(remainingFillableAssetAmounts, (amount, index) =>
assert.isValidBaseUnitAmount(`remainingFillable${variablePrefix}AssetAmount[${index}]`, amount),
@ -194,7 +194,7 @@ function findOrdersThatCoverAssetFillAmount<T extends Order>(
...ordersAndRemainingFillAmount
} = result;
if (operation === 'marketBuy') {
if (operation === MarketOperation.Buy) {
return {
...ordersAndRemainingFillAmount,
ordersRemainingFillableMakerAssetAmounts: resultOrdersRemainingFillableAssetAmounts,

5
packages/types/src/index.ts
View File

@ -41,7 +41,10 @@ export interface SignedOrder extends Order {
signature: string;
}
export type MarketOperation = 'marketBuy' | 'marketSell';
export enum MarketOperation {
Sell = 'Sell',
Buy = 'Buy',
}
/**
* ZeroExTransaction for use with 0x Exchange executeTransaction