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added types

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This commit is contained in:
David Sun 2019-06-26 14:48:37 -07:00
parent cfa2a90dae
commit a7db900e51
4 changed files with 13 additions and 3 deletions
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2
packages/asset-buyer/src/constants.ts
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@ -5,6 +5,7 @@ import {
ForwarderSwapQuoteExecutionOpts,
ForwarderSwapQuoteGetOutputOpts,
OrdersAndFillableAmounts,
SwapQuoteOperation,
SwapQuoteRequestOpts,
SwapQuoterOpts,
} from './types';
@ -29,6 +30,7 @@ const DEFAULT_FORWARDER_SWAP_QUOTE_EXECUTE_OPTS: ForwarderSwapQuoteExecutionOpts
const DEFAULT_SWAP_QUOTE_REQUEST_OPTS: SwapQuoteRequestOpts = {
shouldForceOrderRefresh: false,
slippagePercentage: 0.2, // 20% slippage protection,
operation: SwapQuoteOperation.MarketBuy,
};
const EMPTY_ORDERS_AND_FILLABLE_AMOUNTS: OrdersAndFillableAmounts = {

2
packages/asset-buyer/src/swap_quoter.ts
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@ -136,7 +136,7 @@ export class SwapQuoter {
makerAssetSwapAmount: BigNumber,
options: Partial<SwapQuoteRequestOpts> = {},
): Promise<SwapQuote> {
const { shouldForceOrderRefresh, slippagePercentage } = _.merge(
const { shouldForceOrderRefresh, slippagePercentage, operation } = _.merge(
{},
constants.DEFAULT_SWAP_QUOTE_REQUEST_OPTS,
options,

7
packages/asset-buyer/src/types.ts
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@ -154,6 +154,11 @@ export interface ForwarderSwapQuoteGetOutputOpts extends SwapQuoteGetOutputOpts
*/
export interface ForwarderSwapQuoteExecutionOpts extends ForwarderSwapQuoteGetOutputOpts, SwapQuoteExecutionOpts {}
export enum SwapQuoteOperation {
MarketSell = 'MARKET_SELL',
MarketBuy = 'MARKET_BUY',
}
/**
* takerAssetData: String that represents a specific taker asset (for more info: https://github.com/0xProject/0x-protocol-specification/blob/master/v2/v2-specification.md).
* makerAssetData: String that represents a specific maker asset (for more info: https://github.com/0xProject/0x-protocol-specification/blob/master/v2/v2-specification.md).
@ -171,6 +176,7 @@ export interface SwapQuote {
feeOrders: SignedOrder[];
bestCaseQuoteInfo: SwapQuoteInfo;
worstCaseQuoteInfo: SwapQuoteInfo;
operation: SwapQuoteOperation;
}
export interface SwapQuoteWithAffiliateFee extends SwapQuote {
@ -195,6 +201,7 @@ export interface SwapQuoteInfo {
export interface SwapQuoteRequestOpts {
shouldForceOrderRefresh: boolean;
slippagePercentage: number;
operation: SwapQuoteOperation;
}
/*

5
packages/asset-buyer/src/utils/swap_quote_calculator.ts
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@ -4,11 +4,11 @@ import * as _ from 'lodash';
import { constants } from '../constants';
import { InsufficientAssetLiquidityError } from '../errors';
import { OrdersAndFillableAmounts, SwapQuote, SwapQuoteInfo, SwapQuoterError } from '../types';
import { OrdersAndFillableAmounts, SwapQuote, SwapQuoteInfo, SwapQuoteOperation, SwapQuoterError } from '../types';
// Calculates a swap quote for orders
export const swapQuoteCalculator = {
calculate(
calculateMarketBuySwapQuote(
ordersAndFillableAmounts: OrdersAndFillableAmounts,
feeOrdersAndFillableAmounts: OrdersAndFillableAmounts,
makerAssetFillAmount: BigNumber,
@ -106,6 +106,7 @@ export const swapQuoteCalculator = {
feeOrders: resultFeeOrders,
bestCaseQuoteInfo,
worstCaseQuoteInfo,
operation: SwapQuoteOperation.MarketBuy,
};
},
};