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Asset-swapper aggregator utils (#2353)

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* `@0x/asset-swapper`: Add ERC20Bridge aggregator library.

* `@0x/asset-swapper`: Finish off `aggregate.ts`.

* `@0x/types`: Add `OrderWithoutDomain` type.

* `@0x/asset-swapper`: Add testing infra for sampler/aggregator.

* `@0x/types`: Add `SignedOrderWithoutDomain` type.

* `@0x/asset-swapper`: Update aggregator to take and return orders with signatures.

* `@0x/asset-swapper`: Fix broken aggregator tests.

* `@0x/asset-swapper`: Pass the sampler contract into aggregator entry points.

* `@0x/contract-artifacts`: Add `IERC20BridgeSampler` artifact.

* `@0x/contract-wrappers`: Add `IERC20BridgeSampler` wrapper.

* `@0x/asset-swapper`: Address review comments.

* fixed testing

* refactored aggregate.ts and embeded into asset-swapper

* added adjusted rates for taker and maker fees

* remove PrunedSignedOrders

* updated contract-addresses and addressed some other todos

* streamlined logic

* patched in lawrences changes

* renamed aggregator utils and removed market_utils.ts

* added ack heartbeats

* fixed bug

* patches

* added dummy order things

* Dummy with valid sig

* Tweak gas price calculation to wei

* added test coverage and fixed bugs

* fixed migrations

* Fix CHANGELOGs and types export

* Deploy latest ERC20BridgeSampler on Mainnet

* `@0x/types` Revert CHANGELOG.

* `@0x/asset-swapper`: Address review comments.
`@0x/contract-addresses`: Make kyber lowercase.

* made protocol fee multiplier async

* `@0x/asset-swapper: Fix build errors and do some code cleanup.

* use assetDataUtils where possible
This commit is contained in:
Lawrence Forman
2019-12-16 12:35:58 -08:00
committed by Xianny
parent 6808e0d531
commit 994908549d
55 changed files with 4568 additions and 1396 deletions
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12
packages/asset-swapper/src/utils/utils.ts
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@@ -5,7 +5,6 @@ import { AbiDefinition, ContractAbi, MethodAbi } from 'ethereum-types';
import * as _ from 'lodash';
import { constants } from '../constants';
import { PrunedSignedOrder } from '../types';
// tslint:disable:no-unnecessary-type-assertion
export const utils = {
@@ -42,15 +41,4 @@ export const utils = {
: order.takerAssetAmount;
return [adjustedMakerAssetAmount, adjustedTakerAssetAmount];
},
getAdjustedFillableMakerAndTakerAmountsFromTakerFees<T extends PrunedSignedOrder>(
order: T,
): [BigNumber, BigNumber] {
const adjustedFillableMakerAssetAmount = utils.isOrderTakerFeePayableWithMakerAsset(order)
? order.fillableMakerAssetAmount.minus(order.fillableTakerFeeAmount)
: order.fillableMakerAssetAmount;
const adjustedFillableTakerAssetAmount = utils.isOrderTakerFeePayableWithTakerAsset(order)
? order.fillableTakerAssetAmount.plus(order.fillableTakerFeeAmount)
: order.fillableTakerAssetAmount;
return [adjustedFillableMakerAssetAmount, adjustedFillableTakerAssetAmount];
},
};