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Merge pull request #1959 from 0xProject/feature/asset-swapper/minor-changes

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Minor changes to Asset-swapper
This commit is contained in:
David Sun
2019-07-16 13:05:25 -07:00
committed by GitHub
parent a977957946 8974fcabe3
commit dd20d8d6de
11 changed files with 57 additions and 46 deletions
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8
packages/asset-swapper/src/constants.ts
View File

@@ -4,6 +4,7 @@ import { BigNumber } from '@0x/utils';
import {
ForwarderSwapQuoteExecutionOpts,
ForwarderSwapQuoteGetOutputOpts,
LiquidityRequestOpts,
OrdersAndFillableAmounts,
SwapQuoteRequestOpts,
SwapQuoterOpts,
@@ -12,6 +13,7 @@ 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,
@@ -36,6 +38,10 @@ const EMPTY_ORDERS_AND_FILLABLE_AMOUNTS: OrdersAndFillableAmounts = {
remainingFillableMakerAssetAmounts: [] as BigNumber[],
};
const DEFAULT_LIQUIDITY_REQUEST_OPTS: LiquidityRequestOpts = {
shouldForceOrderRefresh: false,
};
export const constants = {
ZERO_AMOUNT: new BigNumber(0),
NULL_ADDRESS,
@@ -48,4 +54,6 @@ export const constants = {
DEFAULT_FORWARDER_SWAP_QUOTE_EXECUTE_OPTS,
DEFAULT_SWAP_QUOTE_REQUEST_OPTS,
EMPTY_ORDERS_AND_FILLABLE_AMOUNTS,
DEFAULT_PER_PAGE,
DEFAULT_LIQUIDITY_REQUEST_OPTS,
};

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,

9
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;
}
@@ -248,8 +248,7 @@ export class SwapQuoter {
takerAssetData: string,
options: Partial<LiquidityRequestOpts> = {},
): Promise<LiquidityForAssetData> {
const shouldForceOrderRefresh =
options.shouldForceOrderRefresh !== undefined ? options.shouldForceOrderRefresh : false;
const { shouldForceOrderRefresh } = _.merge({}, constants.DEFAULT_LIQUIDITY_REQUEST_OPTS, options);
assert.isString('makerAssetData', makerAssetData);
assert.isString('takerAssetData', takerAssetData);
assetDataUtils.decodeAssetDataOrThrow(makerAssetData);
@@ -423,7 +422,7 @@ 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,
};
}