utils moved to SwapQuoter and polished Doc Strings

packages/asset-swapper/src/index.ts

@@ -23,7 +23,6 @@ export {
 export { SignedOrder } from '@0x/types';
 export { BigNumber } from '@0x/utils';
 
-export { SwapQuoteUtils } from './utils/swap_quote_utils';
 export { SwapQuoteConsumer } from './quote_consumers/swap_quote_consumer';
 export { SwapQuoter } from './swap_quoter';
 export { InsufficientAssetLiquidityError } from './errors';

packages/asset-swapper/src/quote_consumers/exchange_swap_quote_consumer.ts

@@ -76,8 +76,6 @@ export class ExchangeSwapQuoteConsumer implements SwapQuoteConsumerBase<Exchange
 
         const { orders } = quote;
 
-        const optimizedOrders = calldataOptimizationUtils.optimizeForwarderOrders(orders);
-
         const signatures = _.map(orders, o => o.signature);
 
         let params: ExchangeSmartContractParams;
@@ -87,7 +85,7 @@ export class ExchangeSwapQuoteConsumer implements SwapQuoteConsumerBase<Exchange
             const { makerAssetFillAmount } = quote;
 
             params = {
-                orders: optimizedOrders,
+                orders,
                 signatures,
                 makerAssetFillAmount,
                 type: MarketOperation.Buy,
@@ -98,7 +96,7 @@ export class ExchangeSwapQuoteConsumer implements SwapQuoteConsumerBase<Exchange
             const { takerAssetFillAmount } = quote;
 
             params = {
-                orders: optimizedOrders,
+                orders,
                 signatures,
                 takerAssetFillAmount,
                 type: MarketOperation.Sell,

packages/asset-swapper/src/swap_quoter.ts

@@ -373,6 +373,21 @@ export class SwapQuoter {
         return ordersAndFillableAmounts;
     }
 
+    public async isTakerAddressAllowanceEnoughForBestAndWorstQuoteInfoAsync(
+        swapQuote: SwapQuote,
+        takerAddress: string,
+    ): Promise<[boolean, boolean]> {
+        const orderValidatorWrapper = this._contractWrappers.orderValidator;
+        const balanceAndAllowance = await orderValidatorWrapper.getBalanceAndAllowanceAsync(
+            takerAddress,
+            swapQuote.takerAssetData,
+        );
+        return [
+            balanceAndAllowance.allowance.isGreaterThanOrEqualTo(swapQuote.bestCaseQuoteInfo.totalTakerTokenAmount),
+            balanceAndAllowance.allowance.isGreaterThanOrEqualTo(swapQuote.worstCaseQuoteInfo.totalTakerTokenAmount),
+        ];
+    }
+
     /**
      * Get the assetData that represents the ZRX token.
      * Will throw if ZRX does not exist for the current network.

packages/asset-swapper/src/types.ts

@@ -94,9 +94,11 @@ export interface ExchangeMarketSellSmartContractParams extends SmartContractPara
     type: MarketOperation.Sell;
 }
 
+/**
+ * Represents the varying smart contracts that can consume a valid swap quote
+ */
 export enum ConsumerType {
-    Forwarder,
+    Forwarder, Exchange,
-    Exchange,
 }
 
 /**
@@ -162,10 +164,6 @@ export interface SwapQuoteConsumerOpts {
     networkId: number;
 }
 
-export interface SwapQuoteUtilsOpts {
-    networkId: number;
-}
-
 /**
  * Represents the options provided to a generic SwapQuoteConsumer
  */
@@ -193,34 +191,27 @@ export interface ForwarderSwapQuoteGetOutputOpts extends SwapQuoteGetOutputOptsB
     ethAmount?: BigNumber;
 }
 
-/**
- * Represents the options for executing a swap quote with ForwarderSwapQuoteConusmer
- */
-export interface ForwarderSwapQuoteExecutionOpts extends ForwarderSwapQuoteGetOutputOpts, SwapQuoteExecutionOptsBase {}
-
 export type SwapQuote = MarketBuySwapQuote | MarketSellSwapQuote;
 
 /**
- * feePercentage: percentage (up to 5%) of the taker asset paid to feeRecipient
+ * takerAddress: The address to perform the buy. Defaults to the first available address from the provider.
- * feeRecipient: address of the receiver of the feePercentage of taker asset
+ * useConsumerType: If provided, defaults the SwapQuoteConsumer to create output consumed by ConsumerType.
- * ethAmount: The amount of eth (in Wei) sent to the forwarder contract.
  */
 export interface SwapQuoteGetOutputOpts extends ForwarderSwapQuoteGetOutputOpts {
     takerAddress?: string;
     useConsumerType?: ConsumerType;
 }
 
-/**
- * Represents the options for executing a swap quote with ForwarderSwapQuoteConusmer
- */
 export interface ForwarderSwapQuoteExecutionOpts extends ForwarderSwapQuoteGetOutputOpts, SwapQuoteExecutionOptsBase {}
 
+/**
+ * Represents the options for executing a swap quote with SwapQuoteConsumer
+ */
 export interface SwapQuoteExecutionOpts extends SwapQuoteGetOutputOpts, ForwarderSwapQuoteExecutionOpts {}
 
 /**
  * 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).
- * makerAssetFillAmount: The amount of makerAsset to swap for.
  * orders: An array of objects conforming to SignedOrder. These orders can be used to cover the requested assetBuyAmount plus slippage.
  * feeOrders: An array of objects conforming to SignedOrder. These orders can be used to cover the fees for the orders param above.
  * bestCaseQuoteInfo: Info about the best case price for the asset.
@@ -235,11 +226,19 @@ export interface SwapQuoteBase {
     worstCaseQuoteInfo: SwapQuoteInfo;
 }
 
+/**
+ * takerAssetFillAmount: The amount of takerAsset sold for makerAsset.
+ * type: Specified MarketOperation the SwapQuote is provided for
+ */
 export interface MarketSellSwapQuote extends SwapQuoteBase {
     takerAssetFillAmount: BigNumber;
     type: MarketOperation.Sell;
 }
 
+/**
+ * makerAssetFillAmount: The amount of makerAsset bought with takerAsset.
+ * type: Specified MarketOperation the SwapQuote is provided for
+ */
 export interface MarketBuySwapQuote extends SwapQuoteBase {
     makerAssetFillAmount: BigNumber;
     type: MarketOperation.Buy;
@@ -254,6 +253,7 @@ export interface MarketSellSwapQuoteWithAffiliateFee extends SwapQuoteWithAffili
 export interface MarketBuySwapQuoteWithAffiliateFee extends SwapQuoteWithAffiliateFeeBase, MarketBuySwapQuote {}
 
 export type SwapQuoteWithAffiliateFee = MarketBuySwapQuoteWithAffiliateFee | MarketSellSwapQuoteWithAffiliateFee;
+
 /**
  * assetEthAmount: The amount of eth required to pay for the requested asset.
  * feeEthAmount: The amount of eth required to pay any fee concerned with completing the swap.
@@ -268,6 +268,7 @@ export interface SwapQuoteInfo {
 
 /**
  * shouldForceOrderRefresh: If set to true, new orders and state will be fetched instead of waiting for the next orderRefreshIntervalMs. Defaults to false.
+ * shouldDisableRequestingFeeOrders: If set to true, requesting a swapQuote will not perform any computation or requests for fees.
  * slippagePercentage: The percentage buffer to add to account for slippage. Affects max ETH price estimates. Defaults to 0.2 (20%).
  */
 export interface SwapQuoteRequestOpts {

packages/asset-swapper/src/utils/swap_quote_utils.ts

@@ -1,41 +0,0 @@
-import { ContractWrappers, SupportedProvider, ZeroExProvider } from '@0x/contract-wrappers';
-import { providerUtils } from '@0x/utils';
-import * as _ from 'lodash';
-
-import { constants } from '../constants';
-import { SwapQuote, SwapQuoteUtilsOpts } from '../types';
-import { assert } from '../utils/assert';
-
-export class SwapQuoteUtils {
-    public readonly provider: ZeroExProvider;
-    public readonly networkId: number;
-
-    private readonly _contractWrappers: ContractWrappers;
-
-    constructor(supportedProvider: SupportedProvider, options: Partial<SwapQuoteUtilsOpts> = {}) {
-        const { networkId } = _.merge({}, constants.DEFAULT_SWAP_QUOTE_UTILS_OPTS, options);
-        assert.isNumber('networkId', networkId);
-
-        const provider = providerUtils.standardizeOrThrow(supportedProvider);
-        this.provider = provider;
-        this.networkId = networkId;
-        this._contractWrappers = new ContractWrappers(this.provider, {
-            networkId,
-        });
-    }
-
-    public async isTakerAddressAllowanceEnoughForBestAndWorstQuoteInfoAsync(
-        swapQuote: SwapQuote,
-        takerAddress: string,
-    ): Promise<[boolean, boolean]> {
-        const orderValidatorWrapper = this._contractWrappers.orderValidator;
-        const balanceAndAllowance = await orderValidatorWrapper.getBalanceAndAllowanceAsync(
-            takerAddress,
-            swapQuote.takerAssetData,
-        );
-        return [
-            balanceAndAllowance.allowance.isGreaterThanOrEqualTo(swapQuote.bestCaseQuoteInfo.totalTakerTokenAmount),
-            balanceAndAllowance.allowance.isGreaterThanOrEqualTo(swapQuote.worstCaseQuoteInfo.totalTakerTokenAmount),
-        ];
-    }
-}