Publish

- 0x.js@1.0.6
 - @0xproject/abi-gen@1.0.11
 - @0xproject/assert@1.0.11
 - @0xproject/asset-buyer@1.0.1
 - @0xproject/base-contract@2.0.5
 - @0xproject/connect@2.0.4
 - @0xproject/contract-wrappers@2.0.0
 - contracts@2.1.47
 - @0xproject/dev-utils@1.0.10
 - ethereum-types@1.0.8
 - @0xproject/fill-scenarios@1.0.5
 - @0xproject/json-schemas@1.0.4
 - @0xproject/metacoin@0.0.21
 - @0xproject/migrations@1.0.12
 - @0xproject/order-utils@1.0.5
 - @0xproject/order-watcher@2.0.0
 - @0xproject/react-docs@1.0.11
 - @0xproject/react-shared@1.0.12
 - @0xproject/sol-compiler@1.1.5
 - @0xproject/sol-cov@2.1.5
 - @0xproject/sol-resolver@1.0.11
 - @0xproject/sra-report@1.0.11
 - @0xproject/sra-spec@1.0.4
 - @0xproject/subproviders@2.0.5
 - @0xproject/testnet-faucets@1.0.49
 - @0xproject/types@1.1.1
 - @0xproject/typescript-typings@2.0.2
 - @0xproject/utils@1.0.11
 - @0xproject/web3-wrapper@3.0.1
 - @0xproject/website@0.0.52

.circleci/config.yml

@@ -51,7 +51,7 @@ jobs:
   test-contracts-geth:
     docker:
       - image: circleci/node:9
-      - image: albrow/0x-devnet
+      - image: 0xorg/devnet
     working_directory: ~/repo
     steps:
       - restore_cache:
@@ -64,7 +64,7 @@ jobs:
     resource_class: medium+
     docker:
       - image: circleci/node:9
-      - image: verdaccio/verdaccio
+      - image: 0xorg/verdaccio
     working_directory: ~/repo
     steps:
       - restore_cache:

README.md

@@ -27,15 +27,16 @@ If you're developing on 0x now or are interested in using 0x infrastructure in t
 | [`@0xproject/assert`](/packages/assert)                         | [![npm](https://img.shields.io/npm/v/@0xproject/assert.svg)](https://www.npmjs.com/package/@0xproject/assert)                         | Type and schema assertions used by our packages                                                                           |
 | [`@0xproject/base-contract`](/packages/base-contract)           | [![npm](https://img.shields.io/npm/v/@0xproject/base-contract.svg)](https://www.npmjs.com/package/@0xproject/base-contract)           | BaseContract used by auto-generated `abi-gen` wrapper contracts                                                           |
 | [`@0xproject/connect`](/packages/connect)                       | [![npm](https://img.shields.io/npm/v/@0xproject/connect.svg)](https://www.npmjs.com/package/@0xproject/connect)                       | A Javascript library for interacting with the Standard Relayer API                                                        |
-| [`@0xproject/sol-compiler`](/packages/sol-compiler)             | [![npm](https://img.shields.io/npm/v/@0xproject/sol-compiler.svg)](https://www.npmjs.com/package/@0xproject/sol-compiler)             | A thin wrapper around Solc.js that outputs artifacts, resolves imports, only re-compiles when needed, and other niceties. |
 | [`@0xproject/dev-utils`](/packages/dev-utils)                   | [![npm](https://img.shields.io/npm/v/@0xproject/dev-utils.svg)](https://www.npmjs.com/package/@0xproject/dev-utils)                   | Dev utils to be shared across 0x projects and packages                                                                    |
 | [`@0xproject/json-schemas`](/packages/json-schemas)             | [![npm](https://img.shields.io/npm/v/@0xproject/json-schemas.svg)](https://www.npmjs.com/package/@0xproject/json-schemas)             | 0x-related json schemas                                                                                                   |
 | [`@0xproject/monorepo-scripts`](/packages/monorepo-scripts)     | [![npm](https://img.shields.io/npm/v/@0xproject/monorepo-scripts.svg)](https://www.npmjs.com/package/@0xproject/monorepo-scripts)     | Monorepo scripts                                                                                                          |
+| [`@0xproject/order-utils`](/packages/order-utils)               | [![npm](https://img.shields.io/npm/v/@0xproject/order-utils.svg)](https://www.npmjs.com/package/@0xproject/order-utils)               | A set of utilities for generating, parsing, signing and validating 0x orders.                                             |
 | [`@0xproject/react-docs`](/packages/react-docs)                 | [![npm](https://img.shields.io/npm/v/@0xproject/react-docs.svg)](https://www.npmjs.com/package/@0xproject/react-docs)                 | React documentation component for rendering TypeDoc & Doxity generated JSON                                               |
 | [`@0xproject/react-shared`](/packages/react-shared)             | [![npm](https://img.shields.io/npm/v/@0xproject/react-shared.svg)](https://www.npmjs.com/package/@0xproject/react-shared)             | 0x shared react components                                                                                                |
+| [`@0xproject/sol-compiler`](/packages/sol-compiler)             | [![npm](https://img.shields.io/npm/v/@0xproject/sol-compiler.svg)](https://www.npmjs.com/package/@0xproject/sol-compiler)             | A thin wrapper around Solc.js that outputs artifacts, resolves imports, only re-compiles when needed, and other niceties. |
+| [`@0xproject/sol-cov`](/packages/sol-cov)                       | [![npm](https://img.shields.io/npm/v/@0xproject/sol-cov.svg)](https://www.npmjs.com/package/@0xproject/sol-cov)                       | Solidity test coverage tool                                                                                               |
 | [`@0xproject/sra-spec`](/packages/sra-spec)                     | [![npm](https://img.shields.io/npm/v/@0xproject/sra-spec.svg)](https://www.npmjs.com/package/@0xproject/sra-spec)                     | OpenAPI specification for the standard relayer API                                                                        |
 | [`@0xproject/sra-report`](/packages/sra-report)                 | [![npm](https://img.shields.io/npm/v/@0xproject/sra-report.svg)](https://www.npmjs.com/package/@0xproject/sra-report)                 | Generate reports for standard relayer API compliance                                                                      |
-| [`@0xproject/sol-cov`](/packages/sol-cov)                       | [![npm](https://img.shields.io/npm/v/@0xproject/sol-cov.svg)](https://www.npmjs.com/package/@0xproject/sol-cov)                       | Solidity test coverage tool                                                                                               |
 | [`@0xproject/subproviders`](/packages/subproviders)             | [![npm](https://img.shields.io/npm/v/@0xproject/subproviders.svg)](https://www.npmjs.com/package/@0xproject/subproviders)             | Useful web3 subproviders (e.g LedgerSubprovider)                                                                          |
 | [`@0xproject/tslint-config`](/packages/tslint-config)           | [![npm](https://img.shields.io/npm/v/@0xproject/tslint-config.svg)](https://www.npmjs.com/package/@0xproject/tslint-config)           | Custom 0x development TSLint rules                                                                                        |
 | [`@0xproject/types`](/packages/types)                           | [![npm](https://img.shields.io/npm/v/@0xproject/types.svg)](https://www.npmjs.com/package/@0xproject/types)                           | Shared type declarations                                                                                                  |

packages/0x.js/CHANGELOG.json

@@ -1,4 +1,22 @@
 [
+    {
+        "timestamp": 1537907159,
+        "version": "1.0.6",
+        "changes": [
+            {
+                "note": "Dependencies updated"
+            }
+        ]
+    },
+    {
+        "timestamp": 1537875740,
+        "version": "1.0.5",
+        "changes": [
+            {
+                "note": "Dependencies updated"
+            }
+        ]
+    },
     {
         "timestamp": 1537541580,
         "version": "1.0.4",

packages/0x.js/CHANGELOG.md

@@ -5,6 +5,14 @@ Edit the package's CHANGELOG.json file only.
 
 CHANGELOG
 
+## v1.0.6 - _September 25, 2018_
+
+    * Dependencies updated
+
+## v1.0.5 - _September 25, 2018_
+
+    * Dependencies updated
+
 ## v1.0.4 - _September 21, 2018_
 
     * Dependencies updated

packages/0x.js/package.json

@@ -1,6 +1,6 @@
 {
     "name": "0x.js",
-    "version": "1.0.4",
+    "version": "1.0.6",
     "engines": {
         "node": ">=6.12"
     },
@@ -41,9 +41,9 @@
     },
     "license": "Apache-2.0",
     "devDependencies": {
-        "@0xproject/abi-gen": "^1.0.9",
-        "@0xproject/dev-utils": "^1.0.8",
-        "@0xproject/migrations": "^1.0.10",
+        "@0xproject/abi-gen": "^1.0.11",
+        "@0xproject/dev-utils": "^1.0.10",
+        "@0xproject/migrations": "^1.0.12",
         "@0xproject/monorepo-scripts": "^1.0.9",
         "@0xproject/tslint-config": "^1.0.7",
         "@types/lodash": "4.14.104",
@@ -73,17 +73,17 @@
         "webpack": "^3.1.0"
     },
     "dependencies": {
-        "@0xproject/assert": "^1.0.9",
-        "@0xproject/base-contract": "^2.0.3",
-        "@0xproject/contract-wrappers": "^1.0.4",
-        "@0xproject/order-utils": "^1.0.3",
-        "@0xproject/order-watcher": "^1.0.4",
-        "@0xproject/subproviders": "^2.0.3",
-        "@0xproject/types": "^1.0.2",
-        "@0xproject/typescript-typings": "^2.0.1",
-        "@0xproject/utils": "^1.0.9",
-        "@0xproject/web3-wrapper": "^2.0.3",
-        "ethereum-types": "^1.0.7",
+        "@0xproject/assert": "^1.0.11",
+        "@0xproject/base-contract": "^2.0.5",
+        "@0xproject/contract-wrappers": "^2.0.0",
+        "@0xproject/order-utils": "^1.0.5",
+        "@0xproject/order-watcher": "^2.0.0",
+        "@0xproject/subproviders": "^2.0.5",
+        "@0xproject/types": "^1.1.1",
+        "@0xproject/typescript-typings": "^2.0.2",
+        "@0xproject/utils": "^1.0.11",
+        "@0xproject/web3-wrapper": "^3.0.1",
+        "ethereum-types": "^1.0.8",
         "ethers": "3.0.22",
         "lodash": "^4.17.5",
         "web3-provider-engine": "14.0.6"

packages/abi-gen/CHANGELOG.json

@@ -1,4 +1,22 @@
 [
+    {
+        "timestamp": 1537907159,
+        "version": "1.0.11",
+        "changes": [
+            {
+                "note": "Dependencies updated"
+            }
+        ]
+    },
+    {
+        "timestamp": 1537875740,
+        "version": "1.0.10",
+        "changes": [
+            {
+                "note": "Dependencies updated"
+            }
+        ]
+    },
     {
         "timestamp": 1537541580,
         "version": "1.0.9",

packages/abi-gen/CHANGELOG.md

@@ -5,6 +5,14 @@ Edit the package's CHANGELOG.json file only.
 
 CHANGELOG
 
+## v1.0.11 - _September 25, 2018_
+
+    * Dependencies updated
+
+## v1.0.10 - _September 25, 2018_
+
+    * Dependencies updated
+
 ## v1.0.9 - _September 21, 2018_
 
     * Dependencies updated

packages/abi-gen/package.json

@@ -1,6 +1,6 @@
 {
     "name": "@0xproject/abi-gen",
-    "version": "1.0.9",
+    "version": "1.0.11",
     "engines": {
         "node": ">=6.12"
     },
@@ -30,10 +30,10 @@
     },
     "homepage": "https://github.com/0xProject/0x-monorepo/packages/abi-gen/README.md",
     "dependencies": {
-        "@0xproject/typescript-typings": "^2.0.1",
-        "@0xproject/utils": "^1.0.9",
+        "@0xproject/typescript-typings": "^2.0.2",
+        "@0xproject/utils": "^1.0.11",
         "chalk": "^2.3.0",
-        "ethereum-types": "^1.0.7",
+        "ethereum-types": "^1.0.8",
         "glob": "^7.1.2",
         "handlebars": "^4.0.11",
         "lodash": "^4.17.5",

packages/assert/CHANGELOG.json

@@ -1,4 +1,22 @@
 [
+    {
+        "timestamp": 1537907159,
+        "version": "1.0.11",
+        "changes": [
+            {
+                "note": "Dependencies updated"
+            }
+        ]
+    },
+    {
+        "timestamp": 1537875740,
+        "version": "1.0.10",
+        "changes": [
+            {
+                "note": "Dependencies updated"
+            }
+        ]
+    },
     {
         "timestamp": 1537541580,
         "version": "1.0.9",

packages/assert/CHANGELOG.md

@@ -5,6 +5,14 @@ Edit the package's CHANGELOG.json file only.
 
 CHANGELOG
 
+## v1.0.11 - _September 25, 2018_
+
+    * Dependencies updated
+
+## v1.0.10 - _September 25, 2018_
+
+    * Dependencies updated
+
 ## v1.0.9 - _September 21, 2018_
 
     * Dependencies updated

packages/assert/package.json

@@ -1,6 +1,6 @@
 {
     "name": "@0xproject/assert",
-    "version": "1.0.9",
+    "version": "1.0.11",
     "engines": {
         "node": ">=6.12"
     },
@@ -44,9 +44,9 @@
         "typescript": "3.0.1"
     },
     "dependencies": {
-        "@0xproject/json-schemas": "^1.0.2",
-        "@0xproject/typescript-typings": "^2.0.1",
-        "@0xproject/utils": "^1.0.9",
+        "@0xproject/json-schemas": "^1.0.4",
+        "@0xproject/typescript-typings": "^2.0.2",
+        "@0xproject/utils": "^1.0.11",
         "lodash": "^4.17.5",
         "valid-url": "^1.0.9"
     },

packages/asset-buyer/CHANGELOG.json

@@ -0,0 +1,28 @@
+[
+    {
+        "timestamp": 1537907159,
+        "version": "1.0.1",
+        "changes": [
+            {
+                "note": "Dependencies updated"
+            }
+        ]
+    },
+    {
+        "timestamp": 1537875740,
+        "version": "1.0.0",
+        "changes": [
+            {
+                "note": "Dependencies updated"
+            }
+        ]
+    },
+    {
+        "version": "1.0.0-rc.1",
+        "changes": [
+            {
+                "note": "Init"
+            }
+        ]
+    }
+]

packages/asset-buyer/CHANGELOG.md

@@ -0,0 +1,18 @@
+<!--
+changelogUtils.file is auto-generated using the monorepo-scripts package. Don't edit directly.
+Edit the package's CHANGELOG.json file only.
+-->
+
+CHANGELOG
+
+## v1.0.1 - _September 25, 2018_
+
+    * Dependencies updated
+
+## v1.0.0 - _September 25, 2018_
+
+    * Dependencies updated
+
+## v1.0.0-rc.1 - _Invalid date_
+
+    * Init

packages/asset-buyer/README.md

@@ -0,0 +1,83 @@
+## @0xproject/asset-buyer
+
+Convenience package for buying assets represented on the Ethereum blockchain using 0x. In its simplest form, the package helps in the usage of the [0x forwarder contract](https://github.com/0xProject/0x-protocol-specification/blob/master/v2/forwarder-specification.md), which allows users to execute [Wrapped Ether](https://weth.io/) based 0x orders without having to set allowances, wrap Ether or buy ZRX, meaning they can buy tokens with Ether alone. Given some liquidity (0x signed orders), it helps estimate the Ether cost of buying a certain asset (giving a range) and then buying that asset.
+
+In its more advanced and useful form, it integrates with the [Standard Relayer API](https://github.com/0xProject/standard-relayer-api) and takes care of sourcing liquidity for you given an SRA compliant endpoint. The final result is a library that tells you what assets are available, provides an Ether based quote for any asset desired, and allows you to buy that asset using Ether alone.
+
+## Installation
+
+```bash
+yarn add @0xproject/asset-buyer
+```
+
+**Import**
+
+```typescript
+import { AssetBuyer } from '@0xproject/asset-buyer';
+```
+
+or
+
+```javascript
+var AssetBuyer = require('@0xproject/asset-buyer').AssetBuyer;
+```
+
+If your project is in [TypeScript](https://www.typescriptlang.org/), add the following to your `tsconfig.json`:
+
+```json
+"compilerOptions": {
+    "typeRoots": ["node_modules/@0xproject/typescript-typings/types", "node_modules/@types"],
+}
+```
+
+## Contributing
+
+We welcome improvements and fixes from the wider community! To report bugs within this package, please create an issue in this repository.
+
+Please read our [contribution guidelines](../../CONTRIBUTING.md) before getting started.
+
+### Install dependencies
+
+If you don't have yarn workspaces enabled (Yarn < v1.0) - enable them:
+
+```bash
+yarn config set workspaces-experimental true
+```
+
+Then install dependencies
+
+```bash
+yarn install
+```
+
+### Build
+
+To build this package and all other monorepo packages that it depends on, run the following from the monorepo root directory:
+
+```bash
+PKG=@0xproject/asset-buyer yarn build
+```
+
+Or continuously rebuild on change:
+
+```bash
+PKG=@0xproject/asset-buyer yarn watch
+```
+
+### Clean
+
+```bash
+yarn clean
+```
+
+### Lint
+
+```bash
+yarn lint
+```
+
+### Run Tests
+
+```bash
+yarn test
+```

packages/asset-buyer/package.json

@@ -1,10 +1,10 @@
 {
-    "name": "@0xproject/forwarder-helper",
-    "version": "1.0.4",
+    "name": "@0xproject/asset-buyer",
+    "version": "1.0.1",
     "engines": {
         "node": ">=6.12"
     },
-    "description": "Convenience object for working with the forwarder contract",
+    "description": "Convenience package for buying assets",
     "main": "lib/src/index.js",
     "types": "lib/src/index.d.ts",
     "scripts": {
@@ -34,21 +34,26 @@
     "bugs": {
         "url": "https://github.com/0xProject/0x-monorepo/issues"
     },
-    "homepage": "https://github.com/0xProject/0x-monorepo/packages/forwarder-helper/README.md",
+    "homepage": "https://github.com/0xProject/0x-monorepo/packages/asset-buyer/README.md",
     "dependencies": {
-        "@0xproject/assert": "^1.0.9",
-        "@0xproject/json-schemas": "^1.0.2",
-        "@0xproject/order-utils": "^1.0.3",
-        "@0xproject/types": "^1.0.2",
-        "@0xproject/typescript-typings": "^2.0.1",
-        "@0xproject/utils": "^1.0.9",
-        "@types/node": "*",
+        "@0xproject/assert": "^1.0.11",
+        "@0xproject/connect": "^2.0.4",
+        "@0xproject/contract-wrappers": "^2.0.0",
+        "@0xproject/json-schemas": "^1.0.4",
+        "@0xproject/order-utils": "^1.0.5",
+        "@0xproject/subproviders": "^2.0.5",
+        "@0xproject/types": "^1.1.1",
+        "@0xproject/typescript-typings": "^2.0.2",
+        "@0xproject/utils": "^1.0.11",
+        "@0xproject/web3-wrapper": "^3.0.1",
+        "ethereum-types": "^1.0.8",
         "lodash": "^4.17.10"
     },
     "devDependencies": {
         "@0xproject/tslint-config": "^1.0.7",
         "@types/lodash": "^4.14.116",
         "@types/mocha": "^2.2.42",
+        "@types/node": "*",
         "chai": "^4.0.1",
         "chai-as-promised": "^7.1.0",
         "chai-bignumber": "^2.0.1",

packages/asset-buyer/src/asset_buyer.ts

@@ -0,0 +1,324 @@
+import { ContractWrappers } from '@0xproject/contract-wrappers';
+import { schemas } from '@0xproject/json-schemas';
+import { SignedOrder } from '@0xproject/order-utils';
+import { BigNumber } from '@0xproject/utils';
+import { Web3Wrapper } from '@0xproject/web3-wrapper';
+import { Provider } from 'ethereum-types';
+import * as _ from 'lodash';
+
+import { constants } from './constants';
+import { BasicOrderProvider } from './order_providers/basic_order_provider';
+import { StandardRelayerAPIOrderProvider } from './order_providers/standard_relayer_api_order_provider';
+import {
+    AssetBuyerError,
+    AssetBuyerOrdersAndFillableAmounts,
+    BuyQuote,
+    BuyQuoteRequestOpts,
+    OrderProvider,
+    OrderProviderResponse,
+} from './types';
+
+import { assert } from './utils/assert';
+import { assetDataUtils } from './utils/asset_data_utils';
+import { buyQuoteCalculator } from './utils/buy_quote_calculator';
+import { orderProviderResponseProcessor } from './utils/order_provider_response_processor';
+
+export class AssetBuyer {
+    public readonly provider: Provider;
+    public readonly assetData: string;
+    public readonly orderProvider: OrderProvider;
+    public readonly networkId: number;
+    public readonly orderRefreshIntervalMs: number;
+    public readonly expiryBufferSeconds: number;
+    private readonly _contractWrappers: ContractWrappers;
+    private _lastRefreshTimeIfExists?: number;
+    private _currentOrdersAndFillableAmountsIfExists?: AssetBuyerOrdersAndFillableAmounts;
+    /**
+     * Instantiates a new AssetBuyer instance given existing liquidity in the form of orders and feeOrders.
+     * @param   provider                The Provider instance you would like to use for interacting with the Ethereum network.
+     * @param   orders                  A non-empty array of objects that conform to SignedOrder. All orders must have the same makerAssetData and takerAssetData (WETH).
+     * @param   feeOrders               A array of objects that conform to SignedOrder. All orders must have the same makerAssetData (ZRX) and takerAssetData (WETH). Defaults to an empty array.
+     * @param   networkId               The ethereum network id. Defaults to 1 (mainnet).
+     * @param   orderRefreshIntervalMs  The interval in ms that getBuyQuoteAsync should trigger an refresh of orders and order states. Defaults to 10000ms (10s).
+     * @param   expiryBufferSeconds     The number of seconds to add when calculating whether an order is expired or not. Defaults to 15s.
+     *
+     * @return  An instance of AssetBuyer
+     */
+    public static getAssetBuyerForProvidedOrders(
+        provider: Provider,
+        orders: SignedOrder[],
+        feeOrders: SignedOrder[] = [],
+        networkId: number = constants.MAINNET_NETWORK_ID,
+        orderRefreshIntervalMs: number = constants.DEFAULT_ORDER_REFRESH_INTERVAL_MS,
+        expiryBufferSeconds: number = constants.DEFAULT_EXPIRY_BUFFER_SECONDS,
+    ): AssetBuyer {
+        assert.isWeb3Provider('provider', provider);
+        assert.doesConformToSchema('orders', orders, schemas.signedOrdersSchema);
+        assert.doesConformToSchema('feeOrders', feeOrders, schemas.signedOrdersSchema);
+        assert.isNumber('networkId', networkId);
+        assert.isNumber('orderRefreshIntervalMs', orderRefreshIntervalMs);
+        assert.areValidProvidedOrders('orders', orders);
+        assert.areValidProvidedOrders('feeOrders', feeOrders);
+        assert.assert(orders.length !== 0, `Expected orders to contain at least one order`);
+        const assetData = orders[0].makerAssetData;
+        const orderProvider = new BasicOrderProvider(_.concat(orders, feeOrders));
+        const assetBuyer = new AssetBuyer(
+            provider,
+            assetData,
+            orderProvider,
+            networkId,
+            orderRefreshIntervalMs,
+            expiryBufferSeconds,
+        );
+        return assetBuyer;
+    }
+    /**
+     * Instantiates a new AssetBuyer instance given the desired assetData and a [Standard Relayer API](https://github.com/0xProject/standard-relayer-api) endpoint
+     * @param   provider                The Provider instance you would like to use for interacting with the Ethereum network.
+     * @param   assetData               The assetData that identifies the desired asset to buy.
+     * @param   sraApiUrl               The standard relayer API base HTTP url you would like to source orders from.
+     * @param   networkId               The ethereum network id. Defaults to 1 (mainnet).
+     * @param   orderRefreshIntervalMs  The interval in ms that getBuyQuoteAsync should trigger an refresh of orders and order states. Defaults to 10000ms (10s).
+     * @param   expiryBufferSeconds     The number of seconds to add when calculating whether an order is expired or not. Defaults to 15s.
+     *
+     * @return  An instance of AssetBuyer
+     */
+    public static getAssetBuyerForAssetData(
+        provider: Provider,
+        assetData: string,
+        sraApiUrl: string,
+        networkId: number = constants.MAINNET_NETWORK_ID,
+        orderRefreshIntervalMs: number = constants.DEFAULT_ORDER_REFRESH_INTERVAL_MS,
+        expiryBufferSeconds: number = constants.DEFAULT_EXPIRY_BUFFER_SECONDS,
+    ): AssetBuyer {
+        assert.isWeb3Provider('provider', provider);
+        assert.isHexString('assetData', assetData);
+        assert.isWebUri('sraApiUrl', sraApiUrl);
+        assert.isNumber('networkId', networkId);
+        assert.isNumber('orderRefreshIntervalMs', orderRefreshIntervalMs);
+        const orderProvider = new StandardRelayerAPIOrderProvider(sraApiUrl);
+        const assetBuyer = new AssetBuyer(
+            provider,
+            assetData,
+            orderProvider,
+            networkId,
+            orderRefreshIntervalMs,
+            expiryBufferSeconds,
+        );
+        return assetBuyer;
+    }
+    /**
+     * Instantiates a new AssetBuyer instance given the desired ERC20 token address and a [Standard Relayer API](https://github.com/0xProject/standard-relayer-api) endpoint
+     * @param   provider                The Provider instance you would like to use for interacting with the Ethereum network.
+     * @param   tokenAddress            The ERC20 token address that identifies the desired asset to buy.
+     * @param   sraApiUrl               The standard relayer API base HTTP url you would like to source orders from.
+     * @param   networkId               The ethereum network id. Defaults to 1 (mainnet).
+     * @param   orderRefreshIntervalMs  The interval in ms that getBuyQuoteAsync should trigger an refresh of orders and order states. Defaults to 10000ms (10s).
+     * @param   expiryBufferSeconds     The number of seconds to add when calculating whether an order is expired or not. Defaults to 15s.
+     * @return  An instance of AssetBuyer
+     */
+    public static getAssetBuyerForERC20TokenAddress(
+        provider: Provider,
+        tokenAddress: string,
+        sraApiUrl: string,
+        networkId: number = constants.MAINNET_NETWORK_ID,
+        orderRefreshIntervalMs: number = constants.DEFAULT_ORDER_REFRESH_INTERVAL_MS,
+        expiryBufferSeconds: number = constants.DEFAULT_EXPIRY_BUFFER_SECONDS,
+    ): AssetBuyer {
+        assert.isWeb3Provider('provider', provider);
+        assert.isETHAddressHex('tokenAddress', tokenAddress);
+        assert.isWebUri('sraApiUrl', sraApiUrl);
+        assert.isNumber('networkId', networkId);
+        assert.isNumber('orderRefreshIntervalMs', orderRefreshIntervalMs);
+        const assetData = assetDataUtils.encodeERC20AssetData(tokenAddress);
+        const assetBuyer = AssetBuyer.getAssetBuyerForAssetData(
+            provider,
+            assetData,
+            sraApiUrl,
+            networkId,
+            orderRefreshIntervalMs,
+            expiryBufferSeconds,
+        );
+        return assetBuyer;
+    }
+    /**
+     * Instantiates a new AssetBuyer instance
+     * @param   provider                The Provider instance you would like to use for interacting with the Ethereum network.
+     * @param   assetData               The assetData of the desired asset to buy (for more info: https://github.com/0xProject/0x-protocol-specification/blob/master/v2/v2-specification.md).
+     * @param   orderProvider            An object that conforms to OrderProvider, see type for definition.
+     * @param   networkId               The ethereum network id. Defaults to 1 (mainnet).
+     * @param   orderRefreshIntervalMs  The interval in ms that getBuyQuoteAsync should trigger an refresh of orders and order states. Defaults to 10000ms (10s).
+     * @param   expiryBufferSeconds     The number of seconds to add when calculating whether an order is expired or not. Defaults to 15s.
+     *
+     * @return  An instance of AssetBuyer
+     */
+    constructor(
+        provider: Provider,
+        assetData: string,
+        orderProvider: OrderProvider,
+        networkId: number = constants.MAINNET_NETWORK_ID,
+        orderRefreshIntervalMs: number = constants.DEFAULT_ORDER_REFRESH_INTERVAL_MS,
+        expiryBufferSeconds: number = constants.DEFAULT_EXPIRY_BUFFER_SECONDS,
+    ) {
+        assert.isWeb3Provider('provider', provider);
+        assert.isString('assetData', assetData);
+        assert.isValidOrderProvider('orderProvider', orderProvider);
+        assert.isNumber('networkId', networkId);
+        assert.isNumber('orderRefreshIntervalMs', orderRefreshIntervalMs);
+        this.provider = provider;
+        this.assetData = assetData;
+        this.orderProvider = orderProvider;
+        this.networkId = networkId;
+        this.expiryBufferSeconds = expiryBufferSeconds;
+        this.orderRefreshIntervalMs = orderRefreshIntervalMs;
+        this._contractWrappers = new ContractWrappers(this.provider, {
+            networkId,
+        });
+    }
+    /**
+     * Get a `BuyQuote` containing all information relevant to fulfilling a buy.
+     * You can then pass the `BuyQuote` to `executeBuyQuoteAsync` to execute the buy.
+     * @param   assetBuyAmount      The amount of asset to buy.
+     * @param   feePercentage       The affiliate fee percentage. Defaults to 0.
+     * @param   forceOrderRefresh   If set to true, new orders and state will be fetched instead of waiting for
+     *                              the next orderRefreshIntervalMs. Defaults to false.
+     * @return  An object that conforms to BuyQuote that satisfies the request. See type definition for more information.
+     */
+    public async getBuyQuoteAsync(assetBuyAmount: BigNumber, options: Partial<BuyQuoteRequestOpts>): Promise<BuyQuote> {
+        const { feePercentage, shouldForceOrderRefresh, slippagePercentage } = {
+            ...options,
+            ...constants.DEFAULT_BUY_QUOTE_REQUEST_OPTS,
+        };
+        assert.isBigNumber('assetBuyAmount', assetBuyAmount);
+        assert.isValidPercentage('feePercentage', feePercentage);
+        assert.isBoolean('shouldForceOrderRefresh', shouldForceOrderRefresh);
+        // we should refresh if:
+        // we do not have any orders OR
+        // we are forced to OR
+        // we have some last refresh time AND that time was sufficiently long ago
+        const shouldRefresh =
+            _.isUndefined(this._currentOrdersAndFillableAmountsIfExists) ||
+            shouldForceOrderRefresh ||
+            (!_.isUndefined(this._lastRefreshTimeIfExists) &&
+                this._lastRefreshTimeIfExists + this.orderRefreshIntervalMs < Date.now());
+        let ordersAndFillableAmounts: AssetBuyerOrdersAndFillableAmounts;
+        if (shouldRefresh) {
+            ordersAndFillableAmounts = await this._getLatestOrdersAndFillableAmountsAsync();
+            this._lastRefreshTimeIfExists = Date.now();
+            this._currentOrdersAndFillableAmountsIfExists = ordersAndFillableAmounts;
+        } else {
+            // it is safe to cast to AssetBuyerOrdersAndFillableAmounts because shouldRefresh catches the undefined case above
+            ordersAndFillableAmounts = this
+                ._currentOrdersAndFillableAmountsIfExists as AssetBuyerOrdersAndFillableAmounts;
+        }
+        const buyQuote = buyQuoteCalculator.calculate(
+            ordersAndFillableAmounts,
+            assetBuyAmount,
+            feePercentage,
+            slippagePercentage,
+        );
+        return buyQuote;
+    }
+    /**
+     * Given a BuyQuote and desired rate, attempt to execute the buy.
+     * @param   buyQuote        An object that conforms to BuyQuote. See type definition for more information.
+     * @param   rate            The desired rate to execute the buy at. Affects the amount of ETH sent with the transaction, defaults to buyQuote.maxRate.
+     * @param   takerAddress    The address to perform the buy. Defaults to the first available address from the provider.
+     * @param   feeRecipient    The address where affiliate fees are sent. Defaults to null address (0x000...000).
+     * @return  A promise of the txHash.
+     */
+    public async executeBuyQuoteAsync(
+        buyQuote: BuyQuote,
+        rate?: BigNumber,
+        takerAddress?: string,
+        feeRecipient: string = constants.NULL_ADDRESS,
+    ): Promise<string> {
+        assert.isValidBuyQuote('buyQuote', buyQuote);
+        if (!_.isUndefined(rate)) {
+            assert.isBigNumber('rate', rate);
+        }
+        if (!_.isUndefined(takerAddress)) {
+            assert.isETHAddressHex('takerAddress', takerAddress);
+        }
+        assert.isETHAddressHex('feeRecipient', feeRecipient);
+        const { orders, feeOrders, feePercentage, assetBuyAmount, maxRate } = buyQuote;
+        // if no takerAddress is provided, try to get one from the provider
+        let finalTakerAddress;
+        if (!_.isUndefined(takerAddress)) {
+            finalTakerAddress = takerAddress;
+        } else {
+            const web3Wrapper = new Web3Wrapper(this.provider);
+            const availableAddresses = await web3Wrapper.getAvailableAddressesAsync();
+            const firstAvailableAddress = _.head(availableAddresses);
+            if (!_.isUndefined(firstAvailableAddress)) {
+                finalTakerAddress = firstAvailableAddress;
+            } else {
+                throw new Error(AssetBuyerError.NoAddressAvailable);
+            }
+        }
+        // if no rate is provided, default to the maxRate from buyQuote
+        const desiredRate = rate || maxRate;
+        // calculate how much eth is required to buy assetBuyAmount at the desired rate
+        const ethAmount = assetBuyAmount.dividedToIntegerBy(desiredRate);
+        const txHash = await this._contractWrappers.forwarder.marketBuyOrdersWithEthAsync(
+            orders,
+            assetBuyAmount,
+            finalTakerAddress,
+            ethAmount,
+            feeOrders,
+            feePercentage,
+            feeRecipient,
+        );
+        return txHash;
+    }
+    /**
+     * Ask the order Provider for orders and process them.
+     */
+    private async _getLatestOrdersAndFillableAmountsAsync(): Promise<AssetBuyerOrdersAndFillableAmounts> {
+        const etherTokenAssetData = this._getEtherTokenAssetDataOrThrow();
+        const zrxTokenAssetData = this._getZrxTokenAssetDataOrThrow();
+        // construct order Provider requests
+        const targetOrderProviderRequest = {
+            makerAssetData: this.assetData,
+            takerAssetData: etherTokenAssetData,
+            networkId: this.networkId,
+        };
+        const feeOrderProviderRequest = {
+            makerAssetData: zrxTokenAssetData,
+            takerAssetData: etherTokenAssetData,
+            networkId: this.networkId,
+        };
+        const requests = [targetOrderProviderRequest, feeOrderProviderRequest];
+        // fetch orders and possible fillable amounts
+        const [targetOrderProviderResponse, feeOrderProviderResponse] = await Promise.all(
+            _.map(requests, async request => this.orderProvider.getOrdersAsync(request)),
+        );
+        // since the order provider is an injected dependency, validate that it respects the API
+        // ie. it should only return maker/taker assetDatas that are specified
+        orderProviderResponseProcessor.throwIfInvalidResponse(targetOrderProviderResponse, targetOrderProviderRequest);
+        orderProviderResponseProcessor.throwIfInvalidResponse(feeOrderProviderResponse, feeOrderProviderRequest);
+        // process the responses into one object
+        const ordersAndFillableAmounts = await orderProviderResponseProcessor.processAsync(
+            targetOrderProviderResponse,
+            feeOrderProviderResponse,
+            zrxTokenAssetData,
+            this.expiryBufferSeconds,
+            this._contractWrappers.orderValidator,
+        );
+        return ordersAndFillableAmounts;
+    }
+    /**
+     * Get the assetData that represents the WETH token.
+     * Will throw if WETH does not exist for the current network.
+     */
+    private _getEtherTokenAssetDataOrThrow(): string {
+        return assetDataUtils.getEtherTokenAssetDataOrThrow(this._contractWrappers);
+    }
+    /**
+     * Get the assetData that represents the ZRX token.
+     * Will throw if ZRX does not exist for the current network.
+     */
+    private _getZrxTokenAssetDataOrThrow(): string {
+        return assetDataUtils.getZrxTokenAssetDataOrThrow(this._contractWrappers);
+    }
+}

packages/asset-buyer/src/constants.ts

@@ -0,0 +1,20 @@
+import { BigNumber } from '@0xproject/utils';
+
+import { BuyQuoteRequestOpts } from './types';
+
+const DEFAULT_BUY_QUOTE_REQUEST_OPTS: BuyQuoteRequestOpts = {
+    feePercentage: 0,
+    shouldForceOrderRefresh: false,
+    slippagePercentage: 0.2, // 20% slippage protection
+};
+
+export const constants = {
+    ZERO_AMOUNT: new BigNumber(0),
+    NULL_ADDRESS: '0x0000000000000000000000000000000000000000',
+    MAINNET_NETWORK_ID: 1,
+    DEFAULT_ORDER_REFRESH_INTERVAL_MS: 10000, // 10 seconds
+    ETHER_TOKEN_DECIMALS: 18,
+    DEFAULT_BUY_QUOTE_REQUEST_OPTS,
+    MAX_PER_PAGE: 10000,
+    DEFAULT_EXPIRY_BUFFER_SECONDS: 15,
+};

packages/asset-buyer/src/index.ts

@@ -0,0 +1,17 @@
+export { Provider } from 'ethereum-types';
+export { SignedOrder } from '@0xproject/types';
+export { BigNumber } from '@0xproject/utils';
+
+export { AssetBuyer } from './asset_buyer';
+export { BasicOrderProvider } from './order_providers/basic_order_provider';
+export { StandardRelayerAPIOrderProvider } from './order_providers/standard_relayer_api_order_provider';
+export { StandardRelayerAPIAssetBuyerManager } from './standard_relayer_api_asset_buyer_manager';
+export {
+    AssetBuyerError,
+    BuyQuote,
+    OrderProvider,
+    OrderProviderRequest,
+    OrderProviderResponse,
+    SignedOrderWithRemainingFillableMakerAssetAmount,
+    StandardRelayerApiAssetBuyerManagerError,
+} from './types';

packages/asset-buyer/src/order_providers/basic_order_provider.ts

@@ -0,0 +1,32 @@
+import { schemas } from '@0xproject/json-schemas';
+import { SignedOrder } from '@0xproject/types';
+import * as _ from 'lodash';
+
+import { OrderProvider, OrderProviderRequest, OrderProviderResponse } from '../types';
+import { assert } from '../utils/assert';
+
+export class BasicOrderProvider implements OrderProvider {
+    public readonly orders: SignedOrder[];
+    /**
+     * Instantiates a new BasicOrderProvider instance
+     * @param   orders  An array of objects that conform to SignedOrder to fetch from.
+     * @return  An instance of BasicOrderProvider
+     */
+    constructor(orders: SignedOrder[]) {
+        assert.doesConformToSchema('orders', orders, schemas.signedOrdersSchema);
+        this.orders = orders;
+    }
+    /**
+     * Given an object that conforms to OrderFetcherRequest, return the corresponding OrderProviderResponse that satisfies the request.
+     * @param   orderProviderRequest   An instance of OrderFetcherRequest. See type for more information.
+     * @return  An instance of OrderProviderResponse. See type for more information.
+     */
+    public async getOrdersAsync(orderProviderRequest: OrderProviderRequest): Promise<OrderProviderResponse> {
+        assert.isValidOrderProviderRequest('orderProviderRequest', orderProviderRequest);
+        const { makerAssetData, takerAssetData } = orderProviderRequest;
+        const orders = _.filter(this.orders, order => {
+            return order.makerAssetData === makerAssetData && order.takerAssetData === takerAssetData;
+        });
+        return { orders };
+    }
+}

packages/asset-buyer/src/order_providers/standard_relayer_api_order_provider.ts

@@ -0,0 +1,79 @@
+import { HttpClient } from '@0xproject/connect';
+import { APIOrder, OrderbookResponse } from '@0xproject/types';
+import * as _ from 'lodash';
+
+import {
+    AssetBuyerError,
+    OrderProvider,
+    OrderProviderRequest,
+    OrderProviderResponse,
+    SignedOrderWithRemainingFillableMakerAssetAmount,
+} from '../types';
+import { assert } from '../utils/assert';
+import { orderUtils } from '../utils/order_utils';
+
+export class StandardRelayerAPIOrderProvider implements OrderProvider {
+    public readonly apiUrl: string;
+    private readonly _sraClient: HttpClient;
+    /**
+     * Given an array of APIOrder objects from a standard relayer api, return an array
+     * of SignedOrderWithRemainingFillableMakerAssetAmounts
+     */
+    private static _getSignedOrderWithRemainingFillableMakerAssetAmountFromApi(
+        apiOrders: APIOrder[],
+    ): SignedOrderWithRemainingFillableMakerAssetAmount[] {
+        const result = _.map(apiOrders, apiOrder => {
+            const { order, metaData } = apiOrder;
+            // calculate remainingFillableMakerAssetAmount from api metadata, else assume order is completely fillable
+            const remainingFillableTakerAssetAmount = _.get(
+                metaData,
+                'remainingTakerAssetAmount',
+                order.takerAssetAmount,
+            );
+            const remainingFillableMakerAssetAmount = orderUtils.calculateRemainingMakerAssetAmount(
+                order,
+                remainingFillableTakerAssetAmount,
+            );
+            const newOrder = {
+                ...order,
+                remainingFillableMakerAssetAmount,
+            };
+            return newOrder;
+        });
+        return result;
+    }
+    /**
+     * Instantiates a new StandardRelayerAPIOrderProvider instance
+     * @param   apiUrl  The standard relayer API base HTTP url you would like to source orders from.
+     * @return  An instance of StandardRelayerAPIOrderProvider
+     */
+    constructor(apiUrl: string) {
+        assert.isWebUri('apiUrl', apiUrl);
+        this.apiUrl = apiUrl;
+        this._sraClient = new HttpClient(apiUrl);
+    }
+    /**
+     * Given an object that conforms to OrderProviderRequest, return the corresponding OrderProviderResponse that satisfies the request.
+     * @param   orderProviderRequest   An instance of OrderProviderRequest. See type for more information.
+     * @return  An instance of OrderProviderResponse. See type for more information.
+     */
+    public async getOrdersAsync(orderProviderRequest: OrderProviderRequest): Promise<OrderProviderResponse> {
+        assert.isValidOrderProviderRequest('orderProviderRequest', orderProviderRequest);
+        const { makerAssetData, takerAssetData, networkId } = orderProviderRequest;
+        const orderbookRequest = { baseAssetData: makerAssetData, quoteAssetData: takerAssetData };
+        const requestOpts = { networkId };
+        let orderbook: OrderbookResponse;
+        try {
+            orderbook = await this._sraClient.getOrderbookAsync(orderbookRequest, requestOpts);
+        } catch (err) {
+            throw new Error(AssetBuyerError.StandardRelayerApiError);
+        }
+        const apiOrders = orderbook.asks.records;
+        const orders = StandardRelayerAPIOrderProvider._getSignedOrderWithRemainingFillableMakerAssetAmountFromApi(
+            apiOrders,
+        );
+        return {
+            orders,
+        };
+    }
+}

packages/asset-buyer/src/standard_relayer_api_asset_buyer_manager.ts

@@ -0,0 +1,133 @@
+import { HttpClient } from '@0xproject/connect';
+import { ContractWrappers } from '@0xproject/contract-wrappers';
+import { ObjectMap } from '@0xproject/types';
+import { Provider } from 'ethereum-types';
+import * as _ from 'lodash';
+
+import { AssetBuyer } from './asset_buyer';
+import { constants } from './constants';
+import { assert } from './utils/assert';
+import { assetDataUtils } from './utils/asset_data_utils';
+
+import { OrderProvider, StandardRelayerApiAssetBuyerManagerError } from './types';
+
+export class StandardRelayerAPIAssetBuyerManager {
+    // Map of assetData to AssetBuyer for that assetData
+    private readonly _assetBuyerMap: ObjectMap<AssetBuyer>;
+    /**
+     * Returns an array of all assetDatas available at the provided sraApiUrl
+     * @param   sraApiUrl               The standard relayer API base HTTP url you would like to source orders from.
+     * @param   pairedWithAssetData     Optional filter argument to return assetDatas that only pair with this assetData value.
+     *
+     * @return  An array of all assetDatas available at the provider sraApiUrl
+     */
+    public static async getAllAvailableAssetDatasAsync(
+        sraApiUrl: string,
+        pairedWithAssetData?: string,
+    ): Promise<string[]> {
+        const client = new HttpClient(sraApiUrl);
+        const params = {
+            assetDataA: pairedWithAssetData,
+            perPage: constants.MAX_PER_PAGE,
+        };
+        const assetPairsResponse = await client.getAssetPairsAsync(params);
+        return _.uniq(_.map(assetPairsResponse.records, pairsItem => pairsItem.assetDataB.assetData));
+    }
+    /**
+     * Instantiates a new StandardRelayerAPIAssetBuyerManager instance with all available assetDatas at the provided sraApiUrl
+     * @param   provider                The Provider instance you would like to use for interacting with the Ethereum network.
+     * @param   sraApiUrl               The standard relayer API base HTTP url you would like to source orders from.
+     * @param   orderProvider            An object that conforms to OrderProvider, see type for definition.
+     * @param   networkId               The ethereum network id. Defaults to 1 (mainnet).
+     * @param   orderRefreshIntervalMs  The interval in ms that getBuyQuoteAsync should trigger an refresh of orders and order states.
+     *                                  Defaults to 10000ms (10s).
+     * @return  An promise of an instance of StandardRelayerAPIAssetBuyerManager
+     */
+    public static async getAssetBuyerManagerWithAllAvailableAssetDatasAsync(
+        provider: Provider,
+        sraApiUrl: string,
+        orderProvider: OrderProvider,
+        networkId: number = constants.MAINNET_NETWORK_ID,
+        orderRefreshIntervalMs?: number,
+    ): Promise<StandardRelayerAPIAssetBuyerManager> {
+        const contractWrappers = new ContractWrappers(provider, { networkId });
+        const etherTokenAssetData = assetDataUtils.getEtherTokenAssetDataOrThrow(contractWrappers);
+        const assetDatas = await StandardRelayerAPIAssetBuyerManager.getAllAvailableAssetDatasAsync(
+            sraApiUrl,
+            etherTokenAssetData,
+        );
+        return new StandardRelayerAPIAssetBuyerManager(
+            provider,
+            assetDatas,
+            orderProvider,
+            networkId,
+            orderRefreshIntervalMs,
+        );
+    }
+    /**
+     * Instantiates a new StandardRelayerAPIAssetBuyerManager instance
+     * @param   provider                The Provider instance you would like to use for interacting with the Ethereum network.
+     * @param   assetDatas              The assetDatas of the desired assets to buy (for more info: https://github.com/0xProject/0x-protocol-specification/blob/master/v2/v2-specification.md).
+     * @param   orderProvider            An object that conforms to OrderProvider, see type for definition.
+     * @param   networkId               The ethereum network id. Defaults to 1 (mainnet).
+     * @param   orderRefreshIntervalMs  The interval in ms that getBuyQuoteAsync should trigger an refresh of orders and order states.
+     *                                  Defaults to 10000ms (10s).
+     * @return  An instance of StandardRelayerAPIAssetBuyerManager
+     */
+    constructor(
+        provider: Provider,
+        assetDatas: string[],
+        orderProvider: OrderProvider,
+        networkId?: number,
+        orderRefreshIntervalMs?: number,
+    ) {
+        assert.assert(assetDatas.length > 0, `Expected 'assetDatas' to be a non-empty array.`);
+        this._assetBuyerMap = _.reduce(
+            assetDatas,
+            (accAssetBuyerMap: ObjectMap<AssetBuyer>, assetData: string) => {
+                accAssetBuyerMap[assetData] = new AssetBuyer(
+                    provider,
+                    assetData,
+                    orderProvider,
+                    networkId,
+                    orderRefreshIntervalMs,
+                );
+                return accAssetBuyerMap;
+            },
+            {},
+        );
+    }
+    /**
+     * Get an AssetBuyer for the provided assetData
+     * @param   assetData   The desired assetData.
+     *
+     * @return  An instance of AssetBuyer
+     */
+    public getAssetBuyerFromAssetData(assetData: string): AssetBuyer {
+        const assetBuyer = this._assetBuyerMap[assetData];
+        if (_.isUndefined(assetBuyer)) {
+            throw new Error(
+                `${StandardRelayerApiAssetBuyerManagerError.AssetBuyerNotFound}: For assetData ${assetData}`,
+            );
+        }
+        return assetBuyer;
+    }
+    /**
+     * Get an AssetBuyer for the provided ERC20 tokenAddress
+     * @param   tokenAddress    The desired tokenAddress.
+     *
+     * @return  An instance of AssetBuyer
+     */
+    public getAssetBuyerFromERC20TokenAddress(tokenAddress: string): AssetBuyer {
+        const assetData = assetDataUtils.encodeERC20AssetData(tokenAddress);
+        return this.getAssetBuyerFromAssetData(assetData);
+    }
+    /**
+     * Get a list of all the assetDatas that the instance supports
+     *
+     * @return  An array of assetData strings
+     */
+    public getAssetDatas(): string[] {
+        return _.keys(this._assetBuyerMap);
+    }
+}

packages/asset-buyer/src/types.ts

@@ -0,0 +1,86 @@
+import { SignedOrder } from '@0xproject/types';
+import { BigNumber } from '@0xproject/utils';
+
+/**
+ * makerAssetData: The assetData representing the desired makerAsset.
+ * takerAssetData: The assetData representing the desired takerAsset.
+ * networkId: The networkId that the desired orders should be for.
+ */
+export interface OrderProviderRequest {
+    makerAssetData: string;
+    takerAssetData: string;
+    networkId: number;
+}
+
+/**
+ * orders: An array of orders with optional remaining fillable makerAsset amounts. See type for more info.
+ */
+export interface OrderProviderResponse {
+    orders: SignedOrderWithRemainingFillableMakerAssetAmount[];
+}
+
+/**
+ * A normal SignedOrder with one extra optional property `remainingFillableMakerAssetAmount`
+ * remainingFillableMakerAssetAmount: The amount of the makerAsset that is available to be filled
+ */
+export interface SignedOrderWithRemainingFillableMakerAssetAmount extends SignedOrder {
+    remainingFillableMakerAssetAmount?: BigNumber;
+}
+/**
+ * Given an OrderProviderRequest, get an OrderProviderResponse.
+ */
+export interface OrderProvider {
+    getOrdersAsync: (orderProviderRequest: OrderProviderRequest) => Promise<OrderProviderResponse>;
+}
+
+/**
+ * assetData: String that represents a specific asset (for more info: https://github.com/0xProject/0x-protocol-specification/blob/master/v2/v2-specification.md).
+ * 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.
+ * minRate: Min rate that needs to be paid in order to execute the buy.
+ * maxRate: Max rate that can be paid in order to execute the buy.
+ * assetBuyAmount: The amount of asset to buy.
+ * feePercentage: Optional affiliate fee percentage used to calculate the eth amounts above.
+ */
+export interface BuyQuote {
+    assetData: string;
+    orders: SignedOrder[];
+    feeOrders: SignedOrder[];
+    minRate: BigNumber;
+    maxRate: BigNumber;
+    assetBuyAmount: BigNumber;
+    feePercentage?: number;
+}
+
+export interface BuyQuoteRequestOpts {
+    feePercentage: number;
+    shouldForceOrderRefresh: boolean;
+    slippagePercentage: number;
+}
+
+/**
+ * Possible errors thrown by an AssetBuyer instance or associated static methods.
+ */
+export enum AssetBuyerError {
+    NoEtherTokenContractFound = 'NO_ETHER_TOKEN_CONTRACT_FOUND',
+    NoZrxTokenContractFound = 'NO_ZRX_TOKEN_CONTRACT_FOUND',
+    StandardRelayerApiError = 'STANDARD_RELAYER_API_ERROR',
+    InsufficientAssetLiquidity = 'INSUFFICIENT_ASSET_LIQUIDITY',
+    InsufficientZrxLiquidity = 'INSUFFICIENT_ZRX_LIQUIDITY',
+    NoAddressAvailable = 'NO_ADDRESS_AVAILABLE',
+    InvalidOrderProviderResponse = 'INVALID_ORDER_PROVIDER_RESPONSE',
+}
+
+/**
+ * Possible errors thrown by an StandardRelayerApiAssetBuyerManager instance or associated static methods.
+ */
+export enum StandardRelayerApiAssetBuyerManagerError {
+    AssetBuyerNotFound = 'ASSET_BUYER_NOT_FOUND',
+}
+
+export interface AssetBuyerOrdersAndFillableAmounts {
+    orders: SignedOrder[];
+    feeOrders: SignedOrder[];
+    remainingFillableMakerAssetAmounts: BigNumber[];
+    remainingFillableFeeAmounts: BigNumber[];
+}

packages/asset-buyer/src/utils/assert.ts

@@ -0,0 +1,51 @@
+import { assert as sharedAssert } from '@0xproject/assert';
+import { schemas } from '@0xproject/json-schemas';
+import { SignedOrder } from '@0xproject/types';
+import * as _ from 'lodash';
+
+import { BuyQuote, OrderProvider, OrderProviderRequest } from '../types';
+
+export const assert = {
+    ...sharedAssert,
+    isValidBuyQuote(variableName: string, buyQuote: BuyQuote): void {
+        sharedAssert.isHexString(`${variableName}.assetData`, buyQuote.assetData);
+        sharedAssert.doesConformToSchema(`${variableName}.orders`, buyQuote.orders, schemas.signedOrdersSchema);
+        sharedAssert.doesConformToSchema(`${variableName}.feeOrders`, buyQuote.feeOrders, schemas.signedOrdersSchema);
+        sharedAssert.isBigNumber(`${variableName}.minRate`, buyQuote.minRate);
+        sharedAssert.isBigNumber(`${variableName}.maxRate`, buyQuote.maxRate);
+        sharedAssert.isBigNumber(`${variableName}.assetBuyAmount`, buyQuote.assetBuyAmount);
+        if (!_.isUndefined(buyQuote.feePercentage)) {
+            sharedAssert.isNumber(`${variableName}.feePercentage`, buyQuote.feePercentage);
+        }
+    },
+    isValidOrderProvider(variableName: string, orderFetcher: OrderProvider): void {
+        sharedAssert.isFunction(`${variableName}.getOrdersAsync`, orderFetcher.getOrdersAsync);
+    },
+    isValidOrderProviderRequest(variableName: string, orderFetcherRequest: OrderProviderRequest): void {
+        sharedAssert.isHexString(`${variableName}.makerAssetData`, orderFetcherRequest.makerAssetData);
+        sharedAssert.isHexString(`${variableName}.takerAssetData`, orderFetcherRequest.takerAssetData);
+        sharedAssert.isNumber(`${variableName}.networkId`, orderFetcherRequest.networkId);
+    },
+    areValidProvidedOrders(variableName: string, orders: SignedOrder[]): void {
+        if (orders.length === 0) {
+            return;
+        }
+        const makerAssetData = orders[0].makerAssetData;
+        const takerAssetData = orders[0].takerAssetData;
+        const filteredOrders = _.filter(
+            orders,
+            order => order.makerAssetData === makerAssetData && order.takerAssetData === takerAssetData,
+        );
+        sharedAssert.assert(
+            orders.length === filteredOrders.length,
+            `Expected all orders in ${variableName} to have the same makerAssetData and takerAssetData.`,
+        );
+    },
+    isValidPercentage(variableName: string, percentage: number): void {
+        assert.isNumber(variableName, percentage);
+        assert.assert(
+            percentage >= 0 && percentage <= 1,
+            `Expected ${variableName} to be between 0 and 1, but is ${percentage}`,
+        );
+    },
+};

packages/asset-buyer/src/utils/asset_data_utils.ts

@@ -0,0 +1,26 @@
+import { ContractWrappers } from '@0xproject/contract-wrappers';
+import { assetDataUtils as sharedAssetDataUtils } from '@0xproject/order-utils';
+import * as _ from 'lodash';
+
+import { AssetBuyerError } from '../types';
+
+export const assetDataUtils = {
+    ...sharedAssetDataUtils,
+    getEtherTokenAssetDataOrThrow(contractWrappers: ContractWrappers): string {
+        const etherTokenAddressIfExists = contractWrappers.etherToken.getContractAddressIfExists();
+        if (_.isUndefined(etherTokenAddressIfExists)) {
+            throw new Error(AssetBuyerError.NoEtherTokenContractFound);
+        }
+        const etherTokenAssetData = sharedAssetDataUtils.encodeERC20AssetData(etherTokenAddressIfExists);
+        return etherTokenAssetData;
+    },
+    getZrxTokenAssetDataOrThrow(contractWrappers: ContractWrappers): string {
+        let zrxTokenAssetData: string;
+        try {
+            zrxTokenAssetData = contractWrappers.exchange.getZRXAssetData();
+        } catch (err) {
+            throw new Error(AssetBuyerError.NoZrxTokenContractFound);
+        }
+        return zrxTokenAssetData;
+    },
+};

packages/asset-buyer/src/utils/buy_quote_calculator.ts

@@ -0,0 +1,89 @@
+import { marketUtils } from '@0xproject/order-utils';
+import { BigNumber } from '@0xproject/utils';
+import * as _ from 'lodash';
+
+import { constants } from '../constants';
+import { AssetBuyerError, AssetBuyerOrdersAndFillableAmounts, BuyQuote } from '../types';
+
+import { orderUtils } from './order_utils';
+
+// Calculates a buy quote for orders that have WETH as the takerAsset
+export const buyQuoteCalculator = {
+    calculate(
+        ordersAndFillableAmounts: AssetBuyerOrdersAndFillableAmounts,
+        assetBuyAmount: BigNumber,
+        feePercentage: number,
+        slippagePercentage: number,
+    ): BuyQuote {
+        const {
+            orders,
+            feeOrders,
+            remainingFillableMakerAssetAmounts,
+            remainingFillableFeeAmounts,
+        } = ordersAndFillableAmounts;
+        const slippageBufferAmount = assetBuyAmount.mul(slippagePercentage).round();
+        const {
+            resultOrders,
+            remainingFillAmount,
+            ordersRemainingFillableMakerAssetAmounts,
+        } = marketUtils.findOrdersThatCoverMakerAssetFillAmount(orders, assetBuyAmount, {
+            remainingFillableMakerAssetAmounts,
+            slippageBufferAmount,
+        });
+        if (remainingFillAmount.gt(constants.ZERO_AMOUNT)) {
+            throw new Error(AssetBuyerError.InsufficientAssetLiquidity);
+        }
+        // TODO(bmillman): optimization
+        // update this logic to find the minimum amount of feeOrders to cover the worst case as opposed to
+        // finding order that cover all fees, this will help with estimating ETH and minimizing gas usage
+        const {
+            resultFeeOrders,
+            remainingFeeAmount,
+            feeOrdersRemainingFillableMakerAssetAmounts,
+        } = marketUtils.findFeeOrdersThatCoverFeesForTargetOrders(resultOrders, feeOrders, {
+            remainingFillableMakerAssetAmounts,
+            remainingFillableFeeAmounts,
+        });
+        if (remainingFeeAmount.gt(constants.ZERO_AMOUNT)) {
+            throw new Error(AssetBuyerError.InsufficientZrxLiquidity);
+        }
+        const assetData = orders[0].makerAssetData;
+
+        // calculate minRate and maxRate by calculating min and max eth usage and then dividing into
+        // assetBuyAmount to get assetData / WETH, needs to take into account feePercentage as well
+        // minEthAmount = (sum(takerAssetAmount[i]) until sum(makerAssetAmount[i]) >= assetBuyAmount ) * (1 + feePercentage)
+        // maxEthAmount = (sum(takerAssetAmount[i]) until i == orders.length) * (1 + feePercentage)
+        const allOrders = _.concat(resultOrders, resultFeeOrders);
+        const allRemainingAmounts = _.concat(
+            ordersRemainingFillableMakerAssetAmounts,
+            feeOrdersRemainingFillableMakerAssetAmounts,
+        );
+        let minEthAmount = constants.ZERO_AMOUNT;
+        let maxEthAmount = constants.ZERO_AMOUNT;
+        let cumulativeMakerAmount = constants.ZERO_AMOUNT;
+        _.forEach(allOrders, (order, index) => {
+            const remainingFillableMakerAssetAmount = allRemainingAmounts[index];
+            const claimableTakerAssetAmount = orderUtils.calculateRemainingTakerAssetAmount(
+                order,
+                remainingFillableMakerAssetAmount,
+            );
+            // taker asset is always assumed to be WETH
+            maxEthAmount = maxEthAmount.plus(claimableTakerAssetAmount);
+            if (cumulativeMakerAmount.lessThan(assetBuyAmount)) {
+                minEthAmount = minEthAmount.plus(claimableTakerAssetAmount);
+            }
+            cumulativeMakerAmount = cumulativeMakerAmount.plus(remainingFillableMakerAssetAmount);
+        });
+        const feeAdjustedMinRate = minEthAmount.mul(feePercentage + 1).div(assetBuyAmount);
+        const feeAdjustedMaxRate = minEthAmount.mul(feePercentage + 1).div(assetBuyAmount);
+        return {
+            assetData,
+            orders: resultOrders,
+            feeOrders: resultFeeOrders,
+            minRate: feeAdjustedMinRate,
+            maxRate: feeAdjustedMaxRate,
+            assetBuyAmount,
+            feePercentage,
+        };
+    },
+};

packages/asset-buyer/src/utils/order_provider_response_processor.ts

@@ -0,0 +1,202 @@
+import { OrderAndTraderInfo, OrderStatus, OrderValidatorWrapper } from '@0xproject/contract-wrappers';
+import { sortingUtils } from '@0xproject/order-utils';
+import { RemainingFillableCalculator } from '@0xproject/order-utils/lib/src/remaining_fillable_calculator';
+import { SignedOrder } from '@0xproject/types';
+import { BigNumber } from '@0xproject/utils';
+import * as _ from 'lodash';
+
+import { constants } from '../constants';
+import {
+    AssetBuyerError,
+    AssetBuyerOrdersAndFillableAmounts,
+    OrderProviderRequest,
+    OrderProviderResponse,
+    SignedOrderWithRemainingFillableMakerAssetAmount,
+} from '../types';
+
+import { orderUtils } from './order_utils';
+
+interface OrdersAndRemainingFillableMakerAssetAmounts {
+    orders: SignedOrder[];
+    remainingFillableMakerAssetAmounts: BigNumber[];
+}
+
+export const orderProviderResponseProcessor = {
+    throwIfInvalidResponse(response: OrderProviderResponse, request: OrderProviderRequest): void {
+        const { makerAssetData, takerAssetData } = request;
+        _.forEach(response.orders, order => {
+            if (order.makerAssetData !== makerAssetData || order.takerAssetData !== takerAssetData) {
+                throw new Error(AssetBuyerError.InvalidOrderProviderResponse);
+            }
+        });
+    },
+    /**
+     * Take the responses for the target orders to buy and fee orders and process them.
+     * Processing includes:
+     * - Drop orders that are expired or not open orders (null taker address)
+     * - If shouldValidateOnChain, attempt to grab fillable amounts from on-chain otherwise assume completely fillable
+     * - Sort by rate
+     */
+    async processAsync(
+        targetOrderProviderResponse: OrderProviderResponse,
+        feeOrderProviderResponse: OrderProviderResponse,
+        zrxTokenAssetData: string,
+        expiryBufferSeconds: number,
+        orderValidator?: OrderValidatorWrapper,
+    ): Promise<AssetBuyerOrdersAndFillableAmounts> {
+        // drop orders that are expired or not open
+        const filteredTargetOrders = filterOutExpiredAndNonOpenOrders(
+            targetOrderProviderResponse.orders,
+            expiryBufferSeconds,
+        );
+        const filteredFeeOrders = filterOutExpiredAndNonOpenOrders(
+            feeOrderProviderResponse.orders,
+            expiryBufferSeconds,
+        );
+        // set the orders to be sorted equal to the filtered orders
+        let unsortedTargetOrders = filteredTargetOrders;
+        let unsortedFeeOrders = filteredFeeOrders;
+        // if an orderValidator is provided, use on chain information to calculate remaining fillable makerAsset amounts
+        if (!_.isUndefined(orderValidator)) {
+            // TODO(bmillman): improvement
+            // try/catch these requests and throw a more domain specific error
+            // TODO(bmillman): optimization
+            // reduce this to once RPC call buy combining orders into one array and then splitting up the response
+            const [targetOrdersAndTradersInfo, feeOrdersAndTradersInfo] = await Promise.all(
+                _.map([filteredTargetOrders, filteredFeeOrders], ordersToBeValidated => {
+                    const takerAddresses = _.map(ordersToBeValidated, () => constants.NULL_ADDRESS);
+                    return orderValidator.getOrdersAndTradersInfoAsync(ordersToBeValidated, takerAddresses);
+                }),
+            );
+            // take orders + on chain information and find the valid orders and remaining fillable maker asset amounts
+            unsortedTargetOrders = getValidOrdersWithRemainingFillableMakerAssetAmountsFromOnChain(
+                filteredTargetOrders,
+                targetOrdersAndTradersInfo,
+                zrxTokenAssetData,
+            );
+            // take orders + on chain information and find the valid orders and remaining fillable maker asset amounts
+            unsortedFeeOrders = getValidOrdersWithRemainingFillableMakerAssetAmountsFromOnChain(
+                filteredFeeOrders,
+                feeOrdersAndTradersInfo,
+                zrxTokenAssetData,
+            );
+        }
+        // sort orders by rate
+        // TODO(bmillman): optimization
+        // provide a feeRate to the sorting function to more accurately sort based on the current market for ZRX tokens
+        const sortedTargetOrders = sortingUtils.sortOrdersByFeeAdjustedRate(unsortedTargetOrders);
+        const sortedFeeOrders = sortingUtils.sortFeeOrdersByFeeAdjustedRate(unsortedFeeOrders);
+        // unbundle orders and fillable amounts and compile final result
+        const targetOrdersAndRemainingFillableMakerAssetAmounts = unbundleOrdersWithAmounts(sortedTargetOrders);
+        const feeOrdersAndRemainingFillableMakerAssetAmounts = unbundleOrdersWithAmounts(sortedFeeOrders);
+        return {
+            orders: targetOrdersAndRemainingFillableMakerAssetAmounts.orders,
+            feeOrders: feeOrdersAndRemainingFillableMakerAssetAmounts.orders,
+            remainingFillableMakerAssetAmounts:
+                targetOrdersAndRemainingFillableMakerAssetAmounts.remainingFillableMakerAssetAmounts,
+            remainingFillableFeeAmounts:
+                feeOrdersAndRemainingFillableMakerAssetAmounts.remainingFillableMakerAssetAmounts,
+        };
+    },
+};
+
+/**
+ * Given an array of orders, return a new array with expired and non open orders filtered out.
+ */
+function filterOutExpiredAndNonOpenOrders(
+    orders: SignedOrderWithRemainingFillableMakerAssetAmount[],
+    expiryBufferSeconds: number,
+): SignedOrderWithRemainingFillableMakerAssetAmount[] {
+    const result = _.filter(orders, order => {
+        return orderUtils.isOpenOrder(order) && !orderUtils.willOrderExpire(order, expiryBufferSeconds);
+    });
+    return result;
+}
+
+/**
+ * Given an array of orders and corresponding on-chain infos, return a subset of the orders
+ * that are still fillable orders with their corresponding remainingFillableMakerAssetAmounts.
+ */
+function getValidOrdersWithRemainingFillableMakerAssetAmountsFromOnChain(
+    inputOrders: SignedOrder[],
+    ordersAndTradersInfo: OrderAndTraderInfo[],
+    zrxAssetData: string,
+): SignedOrderWithRemainingFillableMakerAssetAmount[] {
+    // iterate through the input orders and find the ones that are still fillable
+    // for the orders that are still fillable, calculate the remaining fillable maker asset amount
+    const result = _.reduce(
+        inputOrders,
+        (accOrders, order, index) => {
+            // get corresponding on-chain state for the order
+            const { orderInfo, traderInfo } = ordersAndTradersInfo[index];
+            // if the order IS NOT fillable, do not add anything to the accumulations and continue iterating
+            if (orderInfo.orderStatus !== OrderStatus.FILLABLE) {
+                return accOrders;
+            }
+            // if the order IS fillable, add the order and calculate the remaining fillable amount
+            const transferrableAssetAmount = BigNumber.min([traderInfo.makerAllowance, traderInfo.makerBalance]);
+            const transferrableFeeAssetAmount = BigNumber.min([
+                traderInfo.makerZrxAllowance,
+                traderInfo.makerZrxBalance,
+            ]);
+            const remainingTakerAssetAmount = order.takerAssetAmount.minus(orderInfo.orderTakerAssetFilledAmount);
+            const remainingMakerAssetAmount = orderUtils.calculateRemainingMakerAssetAmount(
+                order,
+                remainingTakerAssetAmount,
+            );
+            const remainingFillableCalculator = new RemainingFillableCalculator(
+                order.makerFee,
+                order.makerAssetAmount,
+                order.makerAssetData === zrxAssetData,
+                transferrableAssetAmount,
+                transferrableFeeAssetAmount,
+                remainingMakerAssetAmount,
+            );
+            const remainingFillableAmount = remainingFillableCalculator.computeRemainingFillable();
+            // if the order does not have any remaining fillable makerAsset, do not add anything to the accumulations and continue iterating
+            if (remainingFillableAmount.lte(constants.ZERO_AMOUNT)) {
+                return accOrders;
+            }
+            const orderWithRemainingFillableMakerAssetAmount = {
+                ...order,
+                remainingFillableMakerAssetAmount: remainingFillableAmount,
+            };
+            const newAccOrders = _.concat(accOrders, orderWithRemainingFillableMakerAssetAmount);
+            return newAccOrders;
+        },
+        [] as SignedOrderWithRemainingFillableMakerAssetAmount[],
+    );
+    return result;
+}
+
+/**
+ * Given an array of orders with remaining fillable maker asset amounts. Unbundle into an instance of OrdersAndRemainingFillableMakerAssetAmounts.
+ * If an order is missing a corresponding remainingFillableMakerAssetAmount, assume it is completely fillable.
+ */
+function unbundleOrdersWithAmounts(
+    ordersWithAmounts: SignedOrderWithRemainingFillableMakerAssetAmount[],
+): OrdersAndRemainingFillableMakerAssetAmounts {
+    const result = _.reduce(
+        ordersWithAmounts,
+        (acc, orderWithAmount) => {
+            const { orders, remainingFillableMakerAssetAmounts } = acc;
+            const { remainingFillableMakerAssetAmount, ...order } = orderWithAmount;
+            // if we are still missing a remainingFillableMakerAssetAmount, assume the order is completely fillable
+            const newRemainingAmount = remainingFillableMakerAssetAmount || order.makerAssetAmount;
+            // if remaining amount is less than or equal to zero, do not add it
+            if (newRemainingAmount.lte(constants.ZERO_AMOUNT)) {
+                return acc;
+            }
+            const newAcc = {
+                orders: _.concat(orders, order),
+                remainingFillableMakerAssetAmounts: _.concat(remainingFillableMakerAssetAmounts, newRemainingAmount),
+            };
+            return newAcc;
+        },
+        {
+            orders: [] as SignedOrder[],
+            remainingFillableMakerAssetAmounts: [] as BigNumber[],
+        },
+    );
+    return result;
+}

packages/asset-buyer/src/utils/order_utils.ts

@@ -0,0 +1,30 @@
+import { SignedOrder } from '@0xproject/types';
+import { BigNumber } from '@0xproject/utils';
+
+import { constants } from '../constants';
+
+export const orderUtils = {
+    isOrderExpired(order: SignedOrder): boolean {
+        return orderUtils.willOrderExpire(order, 0);
+    },
+    willOrderExpire(order: SignedOrder, secondsFromNow: number): boolean {
+        const millisecondsInSecond = 1000;
+        const currentUnixTimestampSec = new BigNumber(Date.now() / millisecondsInSecond).round();
+        return order.expirationTimeSeconds.lessThan(currentUnixTimestampSec.minus(secondsFromNow));
+    },
+    calculateRemainingMakerAssetAmount(order: SignedOrder, remainingTakerAssetAmount: BigNumber): BigNumber {
+        if (remainingTakerAssetAmount.eq(0)) {
+            return constants.ZERO_AMOUNT;
+        }
+        return remainingTakerAssetAmount.times(order.makerAssetAmount).dividedToIntegerBy(order.takerAssetAmount);
+    },
+    calculateRemainingTakerAssetAmount(order: SignedOrder, remainingMakerAssetAmount: BigNumber): BigNumber {
+        if (remainingMakerAssetAmount.eq(0)) {
+            return constants.ZERO_AMOUNT;
+        }
+        return remainingMakerAssetAmount.times(order.takerAssetAmount).dividedToIntegerBy(order.makerAssetAmount);
+    },
+    isOpenOrder(order: SignedOrder): boolean {
+        return order.takerAddress === constants.NULL_ADDRESS;
+    },
+};

packages/base-contract/CHANGELOG.json

@@ -1,4 +1,22 @@
 [
+    {
+        "timestamp": 1537907159,
+        "version": "2.0.5",
+        "changes": [
+            {
+                "note": "Dependencies updated"
+            }
+        ]
+    },
+    {
+        "timestamp": 1537875740,
+        "version": "2.0.4",
+        "changes": [
+            {
+                "note": "Dependencies updated"
+            }
+        ]
+    },
     {
         "timestamp": 1537541580,
         "version": "2.0.3",

packages/base-contract/CHANGELOG.md

@@ -5,6 +5,14 @@ Edit the package's CHANGELOG.json file only.
 
 CHANGELOG
 
+## v2.0.5 - _September 25, 2018_
+
+    * Dependencies updated
+
+## v2.0.4 - _September 25, 2018_
+
+    * Dependencies updated
+
 ## v2.0.3 - _September 21, 2018_
 
     * Dependencies updated

packages/base-contract/package.json

@@ -1,6 +1,6 @@
 {
     "name": "@0xproject/base-contract",
-    "version": "2.0.3",
+    "version": "2.0.5",
     "engines": {
         "node": ">=6.12"
     },
@@ -40,10 +40,10 @@
         "typescript": "3.0.1"
     },
     "dependencies": {
-        "@0xproject/typescript-typings": "^2.0.1",
-        "@0xproject/utils": "^1.0.9",
-        "@0xproject/web3-wrapper": "^2.0.3",
-        "ethereum-types": "^1.0.7",
+        "@0xproject/typescript-typings": "^2.0.2",
+        "@0xproject/utils": "^1.0.11",
+        "@0xproject/web3-wrapper": "^3.0.1",
+        "ethereum-types": "^1.0.8",
         "ethers": "3.0.22",
         "lodash": "^4.17.5"
     },

packages/connect/CHANGELOG.json

@@ -1,4 +1,23 @@
 [
+    {
+        "timestamp": 1537907159,
+        "version": "2.0.4",
+        "changes": [
+            {
+                "note": "Dependencies updated"
+            }
+        ]
+    },
+    {
+        "version": "2.0.3",
+        "changes": [
+            {
+                "note": "Import SRA-related types from @0xproject/types",
+                "pr": 1085
+            }
+        ],
+        "timestamp": 1537875740
+    },
     {
         "timestamp": 1537541580,
         "version": "2.0.2",

packages/connect/CHANGELOG.md

@@ -5,6 +5,14 @@ Edit the package's CHANGELOG.json file only.
 
 CHANGELOG
 
+## v2.0.4 - _September 25, 2018_
+
+    * Dependencies updated
+
+## v2.0.3 - _September 25, 2018_
+
+    * Import SRA-related types from @0xproject/types (#1085)
+
 ## v2.0.2 - _September 21, 2018_
 
     * Dependencies updated

packages/connect/package.json

@@ -1,6 +1,6 @@
 {
     "name": "@0xproject/connect",
-    "version": "2.0.2",
+    "version": "2.0.4",
     "engines": {
         "node": ">=6.12"
     },
@@ -43,12 +43,12 @@
     },
     "homepage": "https://github.com/0xProject/0x-monorepo/packages/connect/README.md",
     "dependencies": {
-        "@0xproject/assert": "^1.0.9",
-        "@0xproject/json-schemas": "^1.0.2",
-        "@0xproject/order-utils": "^1.0.3",
-        "@0xproject/types": "^1.0.2",
-        "@0xproject/typescript-typings": "^2.0.1",
-        "@0xproject/utils": "^1.0.9",
+        "@0xproject/assert": "^1.0.11",
+        "@0xproject/json-schemas": "^1.0.4",
+        "@0xproject/order-utils": "^1.0.5",
+        "@0xproject/types": "^1.1.1",
+        "@0xproject/typescript-typings": "^2.0.2",
+        "@0xproject/utils": "^1.0.11",
         "lodash": "^4.17.5",
         "query-string": "^5.0.1",
         "sinon": "^4.0.0",

packages/connect/src/http_client.ts

@@ -1,19 +1,10 @@
 import { assert } from '@0xproject/assert';
 import { schemas } from '@0xproject/json-schemas';
-import { SignedOrder } from '@0xproject/types';
-import { fetchAsync } from '@0xproject/utils';
-import * as _ from 'lodash';
-import * as queryString from 'query-string';
-
-import { schemas as clientSchemas } from './schemas/schemas';
 import {
     APIOrder,
     AssetPairsRequestOpts,
     AssetPairsResponse,
-    Client,
     FeeRecipientsResponse,
-    HttpRequestOptions,
-    HttpRequestType,
     OrderbookRequest,
     OrderbookResponse,
     OrderConfigRequest,
@@ -22,14 +13,21 @@ import {
     OrdersResponse,
     PagedRequestOpts,
     RequestOpts,
-} from './types';
+    SignedOrder,
+} from '@0xproject/types';
+import { fetchAsync } from '@0xproject/utils';
+import * as _ from 'lodash';
+import * as queryString from 'query-string';
+
+import { schemas as clientSchemas } from './schemas/schemas';
+import { Client, HttpRequestOptions, HttpRequestType } from './types';
 import { relayerResponseJsonParsers } from './utils/relayer_response_json_parsers';
 
 const TRAILING_SLASHES_REGEX = /\/+$/;
 
 /**
  * This class includes all the functionality related to interacting with a set of HTTP endpoints
- * that implement the standard relayer API v0
+ * that implement the standard relayer API v2
  */
 export class HttpClient implements Client {
     private readonly _apiEndpointUrl: string;

packages/connect/src/index.ts

@@ -1,23 +1,20 @@
 export { HttpClient } from './http_client';
 export { ordersChannelFactory } from './orders_channel_factory';
+export { Client, OrdersChannel, OrdersChannelHandler } from './types';
 export {
-    Client,
-    OrderConfigRequest,
-    OrderConfigResponse,
-    OrdersChannel,
-    OrdersChannelHandler,
-    OrdersChannelSubscriptionOpts,
-    OrderbookRequest,
-    OrderbookResponse,
-    OrdersRequestOpts,
-    PagedRequestOpts,
+    APIOrder,
     AssetPairsRequestOpts,
-    RequestOpts,
     AssetPairsResponse,
     FeeRecipientsResponse,
-    APIOrder,
+    OrderbookRequest,
+    OrderbookResponse,
+    OrderConfigRequest,
+    OrderConfigResponse,
+    OrdersChannelSubscriptionOpts,
+    OrdersRequestOpts,
     OrdersResponse,
+    PagedRequestOpts,
     PaginatedCollection,
-} from './types';
-
-export { SignedOrder } from '@0xproject/types';
+    RequestOpts,
+    SignedOrder,
+} from '@0xproject/types';

packages/connect/src/types.ts

@@ -1,5 +1,18 @@
-import { SignedOrder } from '@0xproject/types';
-import { BigNumber } from '@0xproject/utils';
+import {
+    APIOrder,
+    AssetPairsItem,
+    AssetPairsRequestOpts,
+    FeeRecipientsResponse,
+    OrderbookRequest,
+    OrderbookResponse,
+    OrderConfigRequest,
+    OrderConfigResponse,
+    OrdersChannelSubscriptionOpts,
+    OrdersRequestOpts,
+    PagedRequestOpts,
+    PaginatedCollection,
+    SignedOrder,
+} from '@0xproject/types';
 
 export interface Client {
     getAssetPairsAsync: (
@@ -18,140 +31,12 @@ export interface OrdersChannel {
     close: () => void;
 }
 
-/**
- * baseAssetData: The address of assetData designated as the baseToken in the currency pair calculation of price
- * quoteAssetData: The address of assetData designated as the quoteToken in the currency pair calculation of price
- * limit: Maximum number of bids and asks in orderbook snapshot
- */
-export interface OrdersChannelSubscriptionOpts {
-    baseAssetData: string;
-    quoteAssetData: string;
-    limit: number;
-}
-
 export interface OrdersChannelHandler {
     onUpdate: (channel: OrdersChannel, subscriptionOpts: OrdersChannelSubscriptionOpts, orders: APIOrder[]) => void;
     onError: (channel: OrdersChannel, err: Error, subscriptionOpts?: OrdersChannelSubscriptionOpts) => void;
     onClose: (channel: OrdersChannel) => void;
 }
 
-export type OrdersChannelMessage = UpdateOrdersChannelMessage | UnknownOrdersChannelMessage;
-
-export enum OrdersChannelMessageTypes {
-    Update = 'update',
-    Unknown = 'unknown',
-}
-
-export interface UpdateOrdersChannelMessage {
-    type: OrdersChannelMessageTypes.Update;
-    requestId: string;
-    payload: APIOrder[];
-}
-
-export interface UnknownOrdersChannelMessage {
-    type: OrdersChannelMessageTypes.Unknown;
-    requestId: string;
-    payload: undefined;
-}
-
-export enum WebsocketConnectionEventType {
-    Close = 'close',
-    Error = 'error',
-    Message = 'message',
-}
-
-export enum WebsocketClientEventType {
-    Connect = 'connect',
-    ConnectFailed = 'connectFailed',
-}
-
-export type OrdersResponse = PaginatedCollection<APIOrder>;
-
-export interface APIOrder {
-    order: SignedOrder;
-    metaData: object;
-}
-
-export interface AssetPairsRequestOpts {
-    assetDataA?: string;
-    assetDataB?: string;
-}
-
-export type AssetPairsResponse = PaginatedCollection<AssetPairsItem>;
-
-export interface AssetPairsItem {
-    assetDataA: Asset;
-    assetDataB: Asset;
-}
-
-export interface Asset {
-    assetData: string;
-    minAmount: BigNumber;
-    maxAmount: BigNumber;
-    precision: number;
-}
-
-export interface OrdersRequestOpts {
-    makerAssetProxyId?: string;
-    takerAssetProxyId?: string;
-    makerAssetAddress?: string;
-    takerAssetAddress?: string;
-    exchangeAddress?: string;
-    senderAddress?: string;
-    makerAssetData?: string;
-    takerAssetData?: string;
-    makerAddress?: string;
-    takerAddress?: string;
-    traderAddress?: string;
-    feeRecipientAddress?: string;
-}
-
-export interface OrderbookRequest {
-    baseAssetData: string;
-    quoteAssetData: string;
-}
-
-export interface OrderbookResponse {
-    bids: PaginatedCollection<APIOrder>;
-    asks: PaginatedCollection<APIOrder>;
-}
-
-export interface PaginatedCollection<T> {
-    total: number;
-    page: number;
-    perPage: number;
-    records: T[];
-}
-
-export interface OrderConfigRequest {
-    makerAddress: string;
-    takerAddress: string;
-    makerAssetAmount: BigNumber;
-    takerAssetAmount: BigNumber;
-    makerAssetData: string;
-    takerAssetData: string;
-    exchangeAddress: string;
-    expirationTimeSeconds: BigNumber;
-}
-
-export interface OrderConfigResponse {
-    makerFee: BigNumber;
-    takerFee: BigNumber;
-    feeRecipientAddress: string;
-    senderAddress: string;
-}
-
-export type FeeRecipientsResponse = PaginatedCollection<string>;
-
-export interface RequestOpts {
-    networkId?: number;
-}
-
-export interface PagedRequestOpts {
-    page?: number;
-    perPage?: number;
-}
-
 export interface HttpRequestOptions {
     params?: object;
     payload?: object;

packages/connect/src/utils/orders_channel_message_parser.ts

@@ -2,7 +2,7 @@ import { assert } from '@0xproject/assert';
 import { schemas } from '@0xproject/json-schemas';
 import * as _ from 'lodash';
 
-import { OrdersChannelMessage, OrdersChannelMessageTypes } from '../types';
+import { OrdersChannelMessage, OrdersChannelMessageTypes } from '@0xproject/types';
 
 import { relayerResponseJsonParsers } from './relayer_response_json_parsers';
 

packages/connect/src/utils/relayer_response_json_parsers.ts

@@ -9,7 +9,7 @@ import {
     OrderbookResponse,
     OrderConfigResponse,
     OrdersResponse,
-} from '../types';
+} from '@0xproject/types';
 
 import { typeConverters } from './type_converters';
 

packages/connect/src/utils/type_converters.ts

@@ -1,7 +1,7 @@
 import { orderParsingUtils } from '@0xproject/order-utils';
 import * as _ from 'lodash';
 
-import { APIOrder } from '../types';
+import { APIOrder } from '@0xproject/types';
 
 export const typeConverters = {
     convertOrderbookStringFieldsToBigNumber(orderbook: any): any {

packages/connect/src/ws_orders_channel.ts

@@ -1,8 +1,9 @@
+import { OrdersChannelMessageTypes, OrdersChannelSubscriptionOpts } from '@0xproject/types';
 import * as _ from 'lodash';
 import { v4 as uuid } from 'uuid';
 import * as WebSocket from 'websocket';
 
-import { OrdersChannel, OrdersChannelHandler, OrdersChannelMessageTypes, OrdersChannelSubscriptionOpts } from './types';
+import { OrdersChannel, OrdersChannelHandler } from './types';
 import { assert } from './utils/assert';
 import { ordersChannelMessageParser } from './utils/orders_channel_message_parser';
 

packages/connect/test/fixtures/standard_relayer_api/asset_pairs.ts

@@ -1,6 +1,6 @@
 import { BigNumber } from '@0xproject/utils';
 
-import { AssetPairsResponse } from '../../../src/types';
+import { AssetPairsResponse } from '@0xproject/types';
 
 export const assetDataPairsResponse: AssetPairsResponse = {
     total: 43,

packages/connect/test/fixtures/standard_relayer_api/fee_recipients.ts

@@ -1,4 +1,4 @@
-import { FeeRecipientsResponse } from '../../../src/types';
+import { FeeRecipientsResponse } from '@0xproject/types';
 
 export const feeRecipientsResponse: FeeRecipientsResponse = {
     total: 3,

packages/connect/test/fixtures/standard_relayer_api/order_config.ts

@@ -1,6 +1,6 @@
 import { BigNumber } from '@0xproject/utils';
 
-import { OrderConfigResponse } from '../../../src/types';
+import { OrderConfigResponse } from '@0xproject/types';
 
 export const orderConfigResponse: OrderConfigResponse = {
     senderAddress: '0xa2b31dacf30a9c50ca473337c01d8a201ae33e32',

packages/connect/test/fixtures/standard_relayer_api/orderbook.ts

@@ -1,6 +1,6 @@
 import { BigNumber } from '@0xproject/utils';
 
-import { OrderbookResponse } from '../../../src/types';
+import { OrderbookResponse } from '@0xproject/types';
 
 export const orderbookResponse: OrderbookResponse = {
     bids: {

packages/connect/test/fixtures/standard_relayer_api/orders.ts

@@ -1,6 +1,6 @@
 import { BigNumber } from '@0xproject/utils';
 
-import { OrdersResponse } from '../../../src/types';
+import { OrdersResponse } from '@0xproject/types';
 
 export const ordersResponse: OrdersResponse = {
     total: 984,

packages/contract-wrappers/CHANGELOG.json

@@ -1,12 +1,37 @@
 [
     {
-        "timestamp": 1537541580,
+        "version": "2.0.0",
+        "changes": [
+            {
+                "note":
+                    "Fixes dropped events in subscriptions by fetching logs by blockHash instead of blockNumber. Support for fetching by blockHash was added in Geth > v1.8.13 and Parity > v2.1.0. Infura works too.",
+                "pr": 1080
+            },
+            {
+                "note":
+                    "Fix misunderstanding about blockstream interface callbacks and pass the raw JSON RPC responses to it",
+                "pr": 1080
+            }
+        ],
+        "timestamp": 1537907159
+    },
+    {
+        "version": "1.0.5",
+        "changes": [
+            {
+                "note": "Dependencies updated"
+            }
+        ],
+        "timestamp": 1537875740
+    },
+    {
         "version": "1.0.4",
         "changes": [
             {
                 "note": "Dependencies updated"
             }
-        ]
+        ],
+        "timestamp": 1537541580
     },
     {
         "version": "1.0.3",

packages/contract-wrappers/CHANGELOG.md

@@ -5,6 +5,15 @@ Edit the package's CHANGELOG.json file only.
 
 CHANGELOG
 
+## v2.0.0 - _September 25, 2018_
+
+    * Fixes dropped events in subscriptions by fetching logs by blockHash instead of blockNumber. Support for fetching by blockHash was added in Geth > v1.8.13 and Parity > v2.1.0. Infura works too. (#1080)
+    * Fix misunderstanding about blockstream interface callbacks and pass the raw JSON RPC responses to it (#1080)
+
+## v1.0.5 - _September 25, 2018_
+
+    * Dependencies updated
+
 ## v1.0.4 - _September 21, 2018_
 
     * Dependencies updated

packages/contract-wrappers/package.json

@@ -1,6 +1,6 @@
 {
     "name": "@0xproject/contract-wrappers",
-    "version": "1.0.4",
+    "version": "2.0.0",
     "description": "Smart TS wrappers for 0x smart contracts",
     "keywords": [
         "0xproject",
@@ -41,10 +41,10 @@
         "node": ">=6.0.0"
     },
     "devDependencies": {
-        "@0xproject/abi-gen": "^1.0.9",
-        "@0xproject/dev-utils": "^1.0.8",
-        "@0xproject/migrations": "^1.0.10",
-        "@0xproject/subproviders": "^2.0.3",
+        "@0xproject/abi-gen": "^1.0.11",
+        "@0xproject/dev-utils": "^1.0.10",
+        "@0xproject/migrations": "^1.0.12",
+        "@0xproject/subproviders": "^2.0.5",
         "@0xproject/tslint-config": "^1.0.7",
         "@types/lodash": "4.14.104",
         "@types/mocha": "^2.2.42",
@@ -72,17 +72,17 @@
         "web3-provider-engine": "14.0.6"
     },
     "dependencies": {
-        "@0xproject/assert": "^1.0.9",
-        "@0xproject/base-contract": "^2.0.3",
-        "@0xproject/fill-scenarios": "^1.0.3",
-        "@0xproject/json-schemas": "^1.0.2",
-        "@0xproject/order-utils": "^1.0.3",
-        "@0xproject/types": "^1.0.2",
-        "@0xproject/typescript-typings": "^2.0.1",
-        "@0xproject/utils": "^1.0.9",
-        "@0xproject/web3-wrapper": "^2.0.3",
-        "ethereum-types": "^1.0.7",
-        "ethereumjs-blockstream": "5.0.0",
+        "@0xproject/assert": "^1.0.11",
+        "@0xproject/base-contract": "^2.0.5",
+        "@0xproject/fill-scenarios": "^1.0.5",
+        "@0xproject/json-schemas": "^1.0.4",
+        "@0xproject/order-utils": "^1.0.5",
+        "@0xproject/types": "^1.1.1",
+        "@0xproject/typescript-typings": "^2.0.2",
+        "@0xproject/utils": "^1.0.11",
+        "@0xproject/web3-wrapper": "^3.0.1",
+        "ethereum-types": "^1.0.8",
+        "ethereumjs-blockstream": "6.0.0",
         "ethereumjs-util": "^5.1.1",
         "ethers": "3.0.22",
         "js-sha3": "^0.7.0",

packages/contract-wrappers/src/contract_wrappers/contract_wrapper.ts

@@ -1,5 +1,5 @@
 import { AbiDecoder, intervalUtils, logUtils } from '@0xproject/utils';
-import { Web3Wrapper } from '@0xproject/web3-wrapper';
+import { marshaller, Web3Wrapper } from '@0xproject/web3-wrapper';
 import {
     BlockParamLiteral,
     ContractAbi,
@@ -8,6 +8,7 @@ import {
     LogEntry,
     LogWithDecodedArgs,
     RawLog,
+    RawLogEntry,
 } from 'ethereum-types';
 import { Block, BlockAndLogStreamer, Log } from 'ethereumjs-blockstream';
 import * as _ from 'lodash';
@@ -157,7 +158,8 @@ export abstract class ContractWrapper {
             return addressIfExists;
         }
     }
-    private _onLogStateChanged<ArgsType extends ContractEventArgs>(isRemoved: boolean, log: LogEntry): void {
+    private _onLogStateChanged<ArgsType extends ContractEventArgs>(isRemoved: boolean, rawLog: RawLogEntry): void {
+        const log: LogEntry = marshaller.unmarshalLog(rawLog);
         _.forEach(this._filters, (filter: FilterObject, filterToken: string) => {
             if (filterUtils.matchesFilter(log, filter)) {
                 const decodedLog = this._tryToDecodeLogOrNoop(log) as LogWithDecodedArgs<ArgsType>;
@@ -174,8 +176,8 @@ export abstract class ContractWrapper {
             throw new Error(ContractWrappersError.SubscriptionAlreadyPresent);
         }
         this._blockAndLogStreamerIfExists = new BlockAndLogStreamer(
-            this._web3Wrapper.getBlockAsync.bind(this._web3Wrapper),
-            this._web3Wrapper.getLogsAsync.bind(this._web3Wrapper),
+            this._blockstreamGetBlockOrNullAsync.bind(this),
+            this._blockstreamGetLogsAsync.bind(this),
             ContractWrapper._onBlockAndLogStreamerError.bind(this, isVerbose),
         );
         const catchAllLogFilter = {};
@@ -194,6 +196,32 @@ export abstract class ContractWrapper {
             this._onLogStateChanged.bind(this, isRemoved),
         );
     }
+    // This method only exists in order to comply with the expected interface of Blockstream's constructor
+    private async _blockstreamGetBlockOrNullAsync(hash: string): Promise<Block | null> {
+        const shouldIncludeTransactionData = false;
+        const blockOrNull = await this._web3Wrapper.sendRawPayloadAsync<Block | null>({
+            method: 'eth_getBlockByHash',
+            params: [hash, shouldIncludeTransactionData],
+        });
+        return blockOrNull;
+    }
+    // This method only exists in order to comply with the expected interface of Blockstream's constructor
+    private async _blockstreamGetLatestBlockOrNullAsync(): Promise<Block | null> {
+        const shouldIncludeTransactionData = false;
+        const blockOrNull = await this._web3Wrapper.sendRawPayloadAsync<Block | null>({
+            method: 'eth_getBlockByNumber',
+            params: [BlockParamLiteral.Latest, shouldIncludeTransactionData],
+        });
+        return blockOrNull;
+    }
+    // This method only exists in order to comply with the expected interface of Blockstream's constructor
+    private async _blockstreamGetLogsAsync(filterOptions: FilterObject): Promise<RawLogEntry[]> {
+        const logs = await this._web3Wrapper.sendRawPayloadAsync<RawLogEntry[]>({
+            method: 'eth_getLogs',
+            params: [filterOptions],
+        });
+        return logs as RawLogEntry[];
+    }
     // HACK: This should be a package-scoped method (which doesn't exist in TS)
     // We don't want this method available in the public interface for all classes
     // who inherit from ContractWrapper, and it is only used by the internal implementation
@@ -212,11 +240,14 @@ export abstract class ContractWrapper {
         delete this._blockAndLogStreamerIfExists;
     }
     private async _reconcileBlockAsync(): Promise<void> {
-        const latestBlock = await this._web3Wrapper.getBlockAsync(BlockParamLiteral.Latest);
+        const latestBlockOrNull = await this._blockstreamGetLatestBlockOrNullAsync();
+        if (_.isNull(latestBlockOrNull)) {
+            return; // noop
+        }
         // We need to coerce to Block type cause Web3.Block includes types for mempool blocks
         if (!_.isUndefined(this._blockAndLogStreamerIfExists)) {
             // If we clear the interval while fetching the block - this._blockAndLogStreamer will be undefined
-            await this._blockAndLogStreamerIfExists.reconcileNewBlock((latestBlock as any) as Block);
+            await this._blockAndLogStreamerIfExists.reconcileNewBlock(latestBlockOrNull);
         }
     }
 }

packages/contract-wrappers/src/contract_wrappers/forwarder_wrapper.ts

@@ -12,6 +12,7 @@ import { TransactionOpts } from '../types';
 import { assert } from '../utils/assert';
 import { calldataOptimizationUtils } from '../utils/calldata_optimization_utils';
 import { constants } from '../utils/constants';
+import { utils } from '../utils/utils';
 
 import { ContractWrapper } from './contract_wrapper';
 import { ForwarderContract } from './generated/forwarder';
@@ -57,7 +58,7 @@ export class ForwarderWrapper extends ContractWrapper {
         takerAddress: string,
         ethAmount: BigNumber,
         signedFeeOrders: SignedOrder[] = [],
-        feePercentage: BigNumber = constants.ZERO_AMOUNT,
+        feePercentage: number = 0,
         feeRecipientAddress: string = constants.NULL_ADDRESS,
         txOpts: TransactionOpts = {},
     ): Promise<string> {
@@ -66,7 +67,7 @@ export class ForwarderWrapper extends ContractWrapper {
         await assert.isSenderAddressAsync('takerAddress', takerAddress, this._web3Wrapper);
         assert.isBigNumber('ethAmount', ethAmount);
         assert.doesConformToSchema('signedFeeOrders', signedFeeOrders, schemas.signedOrdersSchema);
-        assert.isBigNumber('feePercentage', feePercentage);
+        assert.isNumber('feePercentage', feePercentage);
         assert.isETHAddressHex('feeRecipientAddress', feeRecipientAddress);
         assert.doesConformToSchema('txOpts', txOpts, txOptsSchema);
         // other assertions
@@ -76,6 +77,8 @@ export class ForwarderWrapper extends ContractWrapper {
             this.getZRXTokenAddress(),
             this.getEtherTokenAddress(),
         );
+        // format feePercentage
+        const formattedFeePercentage = utils.numberPercentageToEtherTokenAmountPercentage(feePercentage);
         // lowercase input addresses
         const normalizedTakerAddress = takerAddress.toLowerCase();
         const normalizedFeeRecipientAddress = feeRecipientAddress.toLowerCase();
@@ -89,7 +92,7 @@ export class ForwarderWrapper extends ContractWrapper {
             _.map(optimizedMarketOrders, order => order.signature),
             optimizedFeeOrders,
             _.map(optimizedFeeOrders, order => order.signature),
-            feePercentage,
+            formattedFeePercentage,
             feeRecipientAddress,
             {
                 value: ethAmount,
@@ -124,7 +127,7 @@ export class ForwarderWrapper extends ContractWrapper {
         takerAddress: string,
         ethAmount: BigNumber,
         signedFeeOrders: SignedOrder[] = [],
-        feePercentage: BigNumber = constants.ZERO_AMOUNT,
+        feePercentage: number = 0,
         feeRecipientAddress: string = constants.NULL_ADDRESS,
         txOpts: TransactionOpts = {},
     ): Promise<string> {
@@ -134,7 +137,7 @@ export class ForwarderWrapper extends ContractWrapper {
         await assert.isSenderAddressAsync('takerAddress', takerAddress, this._web3Wrapper);
         assert.isBigNumber('ethAmount', ethAmount);
         assert.doesConformToSchema('signedFeeOrders', signedFeeOrders, schemas.signedOrdersSchema);
-        assert.isBigNumber('feePercentage', feePercentage);
+        assert.isNumber('feePercentage', feePercentage);
         assert.isETHAddressHex('feeRecipientAddress', feeRecipientAddress);
         assert.doesConformToSchema('txOpts', txOpts, txOptsSchema);
         // other assertions
@@ -144,6 +147,8 @@ export class ForwarderWrapper extends ContractWrapper {
             this.getZRXTokenAddress(),
             this.getEtherTokenAddress(),
         );
+        // format feePercentage
+        const formattedFeePercentage = utils.numberPercentageToEtherTokenAmountPercentage(feePercentage);
         // lowercase input addresses
         const normalizedTakerAddress = takerAddress.toLowerCase();
         const normalizedFeeRecipientAddress = feeRecipientAddress.toLowerCase();
@@ -158,7 +163,7 @@ export class ForwarderWrapper extends ContractWrapper {
             _.map(optimizedMarketOrders, order => order.signature),
             optimizedFeeOrders,
             _.map(optimizedFeeOrders, order => order.signature),
-            feePercentage,
+            formattedFeePercentage,
             feeRecipientAddress,
             {
                 value: ethAmount,

packages/contract-wrappers/src/utils/constants.ts

@@ -12,4 +12,6 @@ export const constants = {
     UNLIMITED_ALLOWANCE_IN_BASE_UNITS: new BigNumber(2).pow(256).minus(1),
     DEFAULT_BLOCK_POLLING_INTERVAL: 1000,
     ZERO_AMOUNT: new BigNumber(0),
+    ONE_AMOUNT: new BigNumber(1),
+    ETHER_TOKEN_DECIMALS: 18,
 };

packages/contract-wrappers/src/utils/utils.ts

@@ -1,4 +1,7 @@
 import { BigNumber } from '@0xproject/utils';
+import { Web3Wrapper } from '@0xproject/web3-wrapper';
+
+import { constants } from './constants';
 
 export const utils = {
     getCurrentUnixTimestampSec(): BigNumber {
@@ -8,4 +11,7 @@ export const utils = {
     getCurrentUnixTimestampMs(): BigNumber {
         return new BigNumber(Date.now());
     },
+    numberPercentageToEtherTokenAmountPercentage(percentage: number): BigNumber {
+        return Web3Wrapper.toBaseUnitAmount(constants.ONE_AMOUNT, constants.ETHER_TOKEN_DECIMALS).mul(percentage);
+    },
 };

packages/contract-wrappers/test/subscription_test.ts

@@ -61,7 +61,7 @@ describe('SubscriptionTest', () => {
                     callback,
                 );
                 stubs = [
-                    Sinon.stub((contractWrappers as any)._web3Wrapper, 'getBlockAsync').throws(
+                    Sinon.stub((contractWrappers as any)._web3Wrapper, 'getBlockIfExistsAsync').throws(
                         new Error('JSON RPC error'),
                     ),
                 ];

packages/contracts/package.json

@@ -1,7 +1,7 @@
 {
     "private": true,
     "name": "contracts",
-    "version": "2.1.45",
+    "version": "2.1.47",
     "engines": {
         "node": ">=6.12"
     },
@@ -45,11 +45,11 @@
     },
     "homepage": "https://github.com/0xProject/0x-monorepo/packages/contracts/README.md",
     "devDependencies": {
-        "@0xproject/abi-gen": "^1.0.9",
-        "@0xproject/dev-utils": "^1.0.8",
-        "@0xproject/sol-compiler": "^1.1.3",
-        "@0xproject/sol-cov": "^2.1.3",
-        "@0xproject/subproviders": "^2.0.3",
+        "@0xproject/abi-gen": "^1.0.11",
+        "@0xproject/dev-utils": "^1.0.10",
+        "@0xproject/sol-compiler": "^1.1.5",
+        "@0xproject/sol-cov": "^2.1.5",
+        "@0xproject/subproviders": "^2.0.5",
         "@0xproject/tslint-config": "^1.0.7",
         "@types/bn.js": "^4.11.0",
         "@types/ethereumjs-abi": "^0.6.0",
@@ -72,15 +72,15 @@
         "yargs": "^10.0.3"
     },
     "dependencies": {
-        "@0xproject/base-contract": "^2.0.3",
-        "@0xproject/order-utils": "^1.0.3",
-        "@0xproject/types": "^1.0.2",
-        "@0xproject/typescript-typings": "^2.0.1",
-        "@0xproject/utils": "^1.0.9",
-        "@0xproject/web3-wrapper": "^2.0.3",
+        "@0xproject/base-contract": "^2.0.5",
+        "@0xproject/order-utils": "^1.0.5",
+        "@0xproject/types": "^1.1.1",
+        "@0xproject/typescript-typings": "^2.0.2",
+        "@0xproject/utils": "^1.0.11",
+        "@0xproject/web3-wrapper": "^3.0.1",
         "@types/js-combinatorics": "^0.5.29",
         "bn.js": "^4.11.8",
-        "ethereum-types": "^1.0.7",
+        "ethereum-types": "^1.0.8",
         "ethereumjs-abi": "0.6.5",
         "ethereumjs-util": "^5.1.1",
         "ethers": "3.0.22",

packages/contracts/test/multisig/multi_sig_with_time_lock.ts

@@ -269,7 +269,10 @@ describe('MultiSigWalletWithTimeLock', () => {
                 expect(confirmRes.logs).to.have.length(2);
 
                 const blockNum = await web3Wrapper.getBlockNumberAsync();
-                const blockInfo = await web3Wrapper.getBlockAsync(blockNum);
+                const blockInfo = await web3Wrapper.getBlockIfExistsAsync(blockNum);
+                if (_.isUndefined(blockInfo)) {
+                    throw new Error(`Unexpectedly failed to fetch block at #${blockNum}`);
+                }
                 const timestamp = new BigNumber(blockInfo.timestamp);
                 const confirmationTimeBigNum = new BigNumber(await multiSig.confirmationTimes.callAsync(txId));
 

packages/contracts/test/utils/block_timestamp.ts

@@ -35,6 +35,9 @@ export async function increaseTimeAndMineBlockAsync(seconds: number): Promise<nu
  * @returns a new Promise which will resolve with the timestamp in seconds.
  */
 export async function getLatestBlockTimestampAsync(): Promise<number> {
-    const currentBlock = await web3Wrapper.getBlockAsync('latest');
-    return currentBlock.timestamp;
+    const currentBlockIfExists = await web3Wrapper.getBlockIfExistsAsync('latest');
+    if (_.isUndefined(currentBlockIfExists)) {
+        throw new Error(`Unable to fetch latest block.`);
+    }
+    return currentBlockIfExists.timestamp;
 }

packages/dev-utils/CHANGELOG.json

@@ -1,4 +1,22 @@
 [
+    {
+        "timestamp": 1537907159,
+        "version": "1.0.10",
+        "changes": [
+            {
+                "note": "Dependencies updated"
+            }
+        ]
+    },
+    {
+        "timestamp": 1537875740,
+        "version": "1.0.9",
+        "changes": [
+            {
+                "note": "Dependencies updated"
+            }
+        ]
+    },
     {
         "timestamp": 1537541580,
         "version": "1.0.8",

packages/dev-utils/CHANGELOG.md

@@ -5,6 +5,14 @@ Edit the package's CHANGELOG.json file only.
 
 CHANGELOG
 
+## v1.0.10 - _September 25, 2018_
+
+    * Dependencies updated
+
+## v1.0.9 - _September 25, 2018_
+
+    * Dependencies updated
+
 ## v1.0.8 - _September 21, 2018_
 
     * Dependencies updated

packages/dev-utils/package.json

@@ -1,6 +1,6 @@
 {
     "name": "@0xproject/dev-utils",
-    "version": "1.0.8",
+    "version": "1.0.10",
     "engines": {
         "node": ">=6.12"
     },
@@ -42,12 +42,12 @@
         "typescript": "3.0.1"
     },
     "dependencies": {
-        "@0xproject/subproviders": "^2.0.3",
-        "@0xproject/types": "^1.0.2",
-        "@0xproject/typescript-typings": "^2.0.1",
-        "@0xproject/utils": "^1.0.9",
-        "@0xproject/web3-wrapper": "^2.0.3",
-        "ethereum-types": "^1.0.7",
+        "@0xproject/subproviders": "^2.0.5",
+        "@0xproject/types": "^1.1.1",
+        "@0xproject/typescript-typings": "^2.0.2",
+        "@0xproject/utils": "^1.0.11",
+        "@0xproject/web3-wrapper": "^3.0.1",
+        "ethereum-types": "^1.0.8",
         "lodash": "^4.17.5"
     },
     "publishConfig": {

packages/ethereum-types/CHANGELOG.json

@@ -1,4 +1,13 @@
 [
+    {
+        "timestamp": 1537907159,
+        "version": "1.0.8",
+        "changes": [
+            {
+                "note": "Dependencies updated"
+            }
+        ]
+    },
     {
         "timestamp": 1537541580,
         "version": "1.0.7",

packages/ethereum-types/CHANGELOG.md

@@ -5,6 +5,10 @@ Edit the package's CHANGELOG.json file only.
 
 CHANGELOG
 
+## v1.0.8 - _September 25, 2018_
+
+    * Dependencies updated
+
 ## v1.0.7 - _September 21, 2018_
 
     * Dependencies updated

packages/ethereum-types/package.json

@@ -1,6 +1,6 @@
 {
     "name": "ethereum-types",
-    "version": "1.0.7",
+    "version": "1.0.8",
     "engines": {
         "node": ">=6.12"
     },

packages/ethereum-types/src/index.ts

@@ -181,6 +181,7 @@ export interface CallData extends CallTxDataBase {
 export interface FilterObject {
     fromBlock?: number | string;
     toBlock?: number | string;
+    blockHash?: string;
     address?: string;
     topics?: LogTopic[];
 }

packages/fill-scenarios/CHANGELOG.json

@@ -1,4 +1,22 @@
 [
+    {
+        "timestamp": 1537907159,
+        "version": "1.0.5",
+        "changes": [
+            {
+                "note": "Dependencies updated"
+            }
+        ]
+    },
+    {
+        "timestamp": 1537875740,
+        "version": "1.0.4",
+        "changes": [
+            {
+                "note": "Dependencies updated"
+            }
+        ]
+    },
     {
         "timestamp": 1537541580,
         "version": "1.0.3",

packages/fill-scenarios/CHANGELOG.md

@@ -5,6 +5,14 @@ Edit the package's CHANGELOG.json file only.
 
 CHANGELOG
 
+## v1.0.5 - _September 25, 2018_
+
+    * Dependencies updated
+
+## v1.0.4 - _September 25, 2018_
+
+    * Dependencies updated
+
 ## v1.0.3 - _September 21, 2018_
 
     * Dependencies updated

packages/fill-scenarios/package.json

@@ -1,6 +1,6 @@
 {
     "name": "@0xproject/fill-scenarios",
-    "version": "1.0.3",
+    "version": "1.0.5",
     "description": "0x order fill scenario generator",
     "main": "lib/index.js",
     "types": "lib/index.d.ts",
@@ -26,7 +26,7 @@
     },
     "homepage": "https://github.com/0xProject/0x-monorepo/packages/fill-scenarios/README.md",
     "devDependencies": {
-        "@0xproject/abi-gen": "^1.0.9",
+        "@0xproject/abi-gen": "^1.0.11",
         "@0xproject/tslint-config": "^1.0.7",
         "@types/lodash": "4.14.104",
         "copyfiles": "^2.0.0",
@@ -37,13 +37,13 @@
         "typescript": "3.0.1"
     },
     "dependencies": {
-        "@0xproject/base-contract": "^2.0.3",
-        "@0xproject/order-utils": "^1.0.3",
-        "@0xproject/types": "^1.0.2",
-        "@0xproject/typescript-typings": "^2.0.1",
-        "@0xproject/utils": "^1.0.9",
-        "@0xproject/web3-wrapper": "^2.0.3",
-        "ethereum-types": "^1.0.7",
+        "@0xproject/base-contract": "^2.0.5",
+        "@0xproject/order-utils": "^1.0.5",
+        "@0xproject/types": "^1.1.1",
+        "@0xproject/typescript-typings": "^2.0.2",
+        "@0xproject/utils": "^1.0.11",
+        "@0xproject/web3-wrapper": "^3.0.1",
+        "ethereum-types": "^1.0.8",
         "ethers": "3.0.22",
         "lodash": "^4.17.5"
     },

packages/forwarder-helper/CHANGELOG.json

@@ -1,57 +0,0 @@
-[
-    {
-        "timestamp": 1537541580,
-        "version": "1.0.4",
-        "changes": [
-            {
-                "note": "Dependencies updated"
-            }
-        ]
-    },
-    {
-        "timestamp": 1537369748,
-        "version": "1.0.3",
-        "changes": [
-            {
-                "note": "Dependencies updated"
-            }
-        ]
-    },
-    {
-        "timestamp": 1537265493,
-        "version": "1.0.2",
-        "changes": [
-            {
-                "note": "Dependencies updated"
-            }
-        ]
-    },
-    {
-        "timestamp": 1536142250,
-        "version": "1.0.1",
-        "changes": [
-            {
-                "note": "Dependencies updated"
-            }
-        ]
-    },
-    {
-        "version": "1.0.1-rc.2",
-        "changes": [
-            {
-                "note": "Dependencies updated"
-            }
-        ],
-        "timestamp": 1535377027
-    },
-    {
-        "version": "1.0.1-rc.1",
-        "changes": [
-            {
-                "note": "Add initial forwarderHelperFactory",
-                "pr": 997
-            }
-        ],
-        "timestamp": 1535133899
-    }
-]

packages/forwarder-helper/CHANGELOG.md

@@ -1,30 +0,0 @@
-<!--
-changelogUtils.file is auto-generated using the monorepo-scripts package. Don't edit directly.
-Edit the package's CHANGELOG.json file only.
--->
-
-CHANGELOG
-
-## v1.0.4 - _September 21, 2018_
-
-    * Dependencies updated
-
-## v1.0.3 - _September 19, 2018_
-
-    * Dependencies updated
-
-## v1.0.2 - _September 18, 2018_
-
-    * Dependencies updated
-
-## v1.0.1 - _September 5, 2018_
-
-    * Dependencies updated
-
-## v1.0.1-rc.2 - _August 27, 2018_
-
-    * Dependencies updated
-
-## v1.0.1-rc.1 - _August 24, 2018_
-
-    * Add initial forwarderHelperFactory (#997)

packages/forwarder-helper/README.md

@@ -1,83 +0,0 @@
-## @0xproject/forwarder-helper
-
-Provides convenience objects to help work with the Forwarder Contract
-
-### Read the [Documentation](https://0xproject.com/docs/forwarder-helper).
-
-## Installation
-
-```bash
-yarn add @0xproject/forwarder-helper
-```
-
-**Import**
-
-```typescript
-import { forwarderHelperFactory } from '@0xproject/forwarder-helper';
-```
-
-or
-
-```javascript
-var forwarderHelperFactory = require('@0xproject/forwarder-helper').forwarderHelperFactory;
-```
-
-If your project is in [TypeScript](https://www.typescriptlang.org/), add the following to your `tsconfig.json`:
-
-```json
-"compilerOptions": {
-    "typeRoots": ["node_modules/@0xproject/typescript-typings/types", "node_modules/@types"],
-}
-```
-
-## Contributing
-
-We welcome improvements and fixes from the wider community! To report bugs within this package, please create an issue in this repository.
-
-Please read our [contribution guidelines](../../CONTRIBUTING.md) before getting started.
-
-### Install dependencies
-
-If you don't have yarn workspaces enabled (Yarn < v1.0) - enable them:
-
-```bash
-yarn config set workspaces-experimental true
-```
-
-Then install dependencies
-
-```bash
-yarn install
-```
-
-### Build
-
-To build this package and all other monorepo packages that it depends on, run the following from the monorepo root directory:
-
-```bash
-PKG=@0xproject/forwarder-helper yarn build
-```
-
-Or continuously rebuild on change:
-
-```bash
-PKG=@0xproject/forwarder-helper yarn watch
-```
-
-### Clean
-
-```bash
-yarn clean
-```
-
-### Lint
-
-```bash
-yarn lint
-```
-
-### Run Tests
-
-```bash
-yarn test
-```

packages/forwarder-helper/src/constants.ts

@@ -1,5 +0,0 @@
-import { BigNumber } from '@0xproject/utils';
-
-export const constants = {
-    ZERO_AMOUNT: new BigNumber(0),
-};

packages/forwarder-helper/src/forwarder_helper_factory.ts

@@ -1,25 +0,0 @@
-import { assert } from '@0xproject/assert';
-import { schemas } from '@0xproject/json-schemas';
-import { SignedOrder } from '@0xproject/types';
-
-import { ForwarderHelperImpl, ForwarderHelperImplConfig } from './forwarder_helper_impl';
-import { ForwarderHelper } from './types';
-
-export const forwarderHelperFactory = {
-    /**
-     * Given an array of orders and an array of feeOrders
-     * @param   orders      An array of objects conforming to SignedOrder. Each order should specify the same makerAssetData and takerAssetData
-     * @param   feeOrders   An array of objects conforming to SignedOrder. Each order should specify ZRX as makerAssetData WETH as takerAssetData
-     * @return  A ForwarderHelper, see type for definition
-     */
-    getForwarderHelperForOrders(orders: SignedOrder[], feeOrders: SignedOrder[] = []): ForwarderHelper {
-        assert.doesConformToSchema('orders', orders, schemas.signedOrdersSchema);
-        assert.doesConformToSchema('feeOrders', orders, schemas.signedOrdersSchema);
-        const config: ForwarderHelperImplConfig = {
-            orders,
-            feeOrders,
-        };
-        const helper = new ForwarderHelperImpl(config);
-        return helper;
-    },
-};

packages/forwarder-helper/src/forwarder_helper_impl.ts

@@ -1,64 +0,0 @@
-import { marketUtils } from '@0xproject/order-utils';
-import { SignedOrder } from '@0xproject/types';
-import { BigNumber } from '@0xproject/utils';
-import * as _ from 'lodash';
-
-import { constants } from './constants';
-import { ForwarderHelper, ForwarderHelperError, MarketBuyOrdersInfo, MarketBuyOrdersInfoRequest } from './types';
-import { forwarderHelperImplConfigUtils } from './utils/forwarder_helper_impl_config_utils';
-
-const SLIPPAGE_PERCENTAGE = new BigNumber(0.2); // 20% slippage protection, possibly move this into request interface
-
-export interface ForwarderHelperImplConfig {
-    orders: SignedOrder[];
-    feeOrders: SignedOrder[];
-    remainingFillableMakerAssetAmounts?: BigNumber[];
-    remainingFillableFeeAmounts?: BigNumber[];
-}
-
-export class ForwarderHelperImpl implements ForwarderHelper {
-    public readonly config: ForwarderHelperImplConfig;
-    constructor(config: ForwarderHelperImplConfig) {
-        this.config = forwarderHelperImplConfigUtils.sortedConfig(config);
-    }
-    public getMarketBuyOrdersInfo(request: MarketBuyOrdersInfoRequest): MarketBuyOrdersInfo {
-        const { makerAssetFillAmount, feePercentage } = request;
-        const { orders, feeOrders, remainingFillableMakerAssetAmounts, remainingFillableFeeAmounts } = this.config;
-        // TODO: make the slippage percentage customizable
-        const slippageBufferAmount = makerAssetFillAmount.mul(SLIPPAGE_PERCENTAGE).round();
-        const { resultOrders, remainingFillAmount } = marketUtils.findOrdersThatCoverMakerAssetFillAmount(
-            orders,
-            makerAssetFillAmount,
-            {
-                remainingFillableMakerAssetAmounts,
-                slippageBufferAmount,
-            },
-        );
-        if (remainingFillAmount.gt(constants.ZERO_AMOUNT)) {
-            throw new Error(ForwarderHelperError.InsufficientMakerAssetLiquidity);
-        }
-        // TODO: update this logic to find the minimum amount of feeOrders to cover the worst case as opposed to
-        // finding order that cover all fees, this will help with estimating ETH and minimizing gas usage
-        const { resultFeeOrders, remainingFeeAmount } = marketUtils.findFeeOrdersThatCoverFeesForTargetOrders(
-            resultOrders,
-            feeOrders,
-            {
-                remainingFillableMakerAssetAmounts,
-                remainingFillableFeeAmounts,
-            },
-        );
-        if (remainingFeeAmount.gt(constants.ZERO_AMOUNT)) {
-            throw new Error(ForwarderHelperError.InsufficientZrxLiquidity);
-        }
-        // TODO: calculate min and max eth usage
-        // TODO: optimize orders call data
-        return {
-            makerAssetFillAmount,
-            orders: resultOrders,
-            feeOrders: resultFeeOrders,
-            minEthAmount: constants.ZERO_AMOUNT,
-            maxEthAmount: constants.ZERO_AMOUNT,
-            feePercentage,
-        };
-    }
-}

packages/forwarder-helper/src/index.ts

@@ -1,2 +0,0 @@
-export { forwarderHelperFactory } from './forwarder_helper_factory';
-export { ForwarderHelper, ForwarderHelperError, MarketBuyOrdersInfoRequest, MarketBuyOrdersInfo } from './types';

packages/forwarder-helper/src/types.ts

@@ -1,43 +0,0 @@
-import { SignedOrder } from '@0xproject/types';
-import { BigNumber } from '@0xproject/utils';
-
-export interface ForwarderHelper {
-    /**
-     * Given a MarketBuyOrdersInfoRequest, returns a MarketBuyOrdersInfo containing all information relevant to fulfilling the request
-     * using the ForwarderContract marketBuyOrdersWithEth function.
-     * @param   request     An object that conforms to MarketBuyOrdersInfoRequest. See type definition for more information.
-     * @return  An object that conforms to MarketBuyOrdersInfo that satisfies the request. See type definition for more information.
-     */
-    getMarketBuyOrdersInfo: (request: MarketBuyOrdersInfoRequest) => MarketBuyOrdersInfo;
-}
-
-export enum ForwarderHelperError {
-    InsufficientMakerAssetLiquidity = 'INSUFFICIENT_MAKER_ASSET_LIQUIDITY',
-    InsufficientZrxLiquidity = 'INSUFFICIENT_ZRX_LIQUIDITY',
-}
-
-/**
- * makerAssetFillAmount: The amount of makerAsset requesting to be filled
- * feePercentage: Optional affiliate percentage amount factoring into eth amount calculations
- */
-export interface MarketBuyOrdersInfoRequest {
-    makerAssetFillAmount: BigNumber;
-    feePercentage?: BigNumber;
-}
-
-/**
- * makerAssetFillAmount: The amount of makerAsset requesting to be filled
- * orders: An array of objects conforming to SignedOrder. These orders can be used to cover the requested makerAssetFillAmount plus slippage
- * feeOrders: An array of objects conforming to SignedOrder. These orders can be used to cover the fees for the orders param above
- * minEthAmount: Amount of eth in wei to send with the tx for the most optimistic case
- * maxEthAmount: Amount of eth in wei to send with the tx for the worst case
- * feePercentage: Affiliate fee percentage used to calculate the eth amounts above. Passed thru directly from the request
- */
-export interface MarketBuyOrdersInfo {
-    makerAssetFillAmount: BigNumber;
-    orders: SignedOrder[];
-    feeOrders: SignedOrder[];
-    minEthAmount: BigNumber;
-    maxEthAmount: BigNumber;
-    feePercentage?: BigNumber;
-}

packages/forwarder-helper/src/utils/forwarder_helper_impl_config_utils.ts

@@ -1,92 +0,0 @@
-import { sortingUtils } from '@0xproject/order-utils';
-import { SignedOrder } from '@0xproject/types';
-import { BigNumber } from '@0xproject/utils';
-import * as _ from 'lodash';
-
-import { ForwarderHelperImplConfig } from '../forwarder_helper_impl';
-
-interface SignedOrderWithAmount extends SignedOrder {
-    remainingFillAmount: BigNumber;
-}
-
-export const forwarderHelperImplConfigUtils = {
-    sortedConfig(config: ForwarderHelperImplConfig): ForwarderHelperImplConfig {
-        const { orders, feeOrders, remainingFillableMakerAssetAmounts, remainingFillableFeeAmounts } = config;
-        // TODO: provide a feeRate to the sorting function to more accurately sort based on the current market for ZRX tokens
-        const orderSorter = (ordersToSort: SignedOrder[]) => {
-            return sortingUtils.sortOrdersByFeeAdjustedRate(ordersToSort);
-        };
-        const sortOrdersResult = sortOrdersAndRemainingFillAmounts(
-            orderSorter,
-            orders,
-            remainingFillableMakerAssetAmounts,
-        );
-        const feeOrderSorter = (ordersToSort: SignedOrder[]) => {
-            return sortingUtils.sortFeeOrdersByFeeAdjustedRate(ordersToSort);
-        };
-        const sortFeeOrdersResult = sortOrdersAndRemainingFillAmounts(
-            feeOrderSorter,
-            feeOrders,
-            remainingFillableFeeAmounts,
-        );
-        return {
-            orders: sortOrdersResult.orders,
-            feeOrders: sortFeeOrdersResult.orders,
-            remainingFillableMakerAssetAmounts: sortOrdersResult.remainingFillAmounts,
-            remainingFillableFeeAmounts: sortFeeOrdersResult.remainingFillAmounts,
-        };
-    },
-};
-
-type OrderSorter = (orders: SignedOrder[]) => SignedOrder[];
-
-function sortOrdersAndRemainingFillAmounts(
-    orderSorter: OrderSorter,
-    orders: SignedOrder[],
-    remainingFillAmounts?: BigNumber[],
-): { orders: SignedOrder[]; remainingFillAmounts?: BigNumber[] } {
-    if (!_.isUndefined(remainingFillAmounts)) {
-        // Bundle orders together with their remainingFillAmounts so that we can sort them together
-        const orderWithAmounts = bundleSignedOrderWithAmounts(orders, remainingFillAmounts);
-        // Sort
-        const sortedOrderWithAmounts = orderSorter(orderWithAmounts) as SignedOrderWithAmount[];
-        // Unbundle after sorting
-        const unbundledSortedOrderWithAmounts = unbundleSignedOrderWithAmounts(sortedOrderWithAmounts);
-        return {
-            orders: unbundledSortedOrderWithAmounts.orders,
-            remainingFillAmounts: unbundledSortedOrderWithAmounts.amounts,
-        };
-    } else {
-        const sortedOrders = orderSorter(orders);
-        return {
-            orders: sortedOrders,
-        };
-    }
-}
-
-function bundleSignedOrderWithAmounts(orders: SignedOrder[], amounts: BigNumber[]): SignedOrderWithAmount[] {
-    const ordersAndAmounts = _.map(orders, (order, index) => {
-        return {
-            ...order,
-            remainingFillAmount: amounts[index],
-        };
-    });
-    return ordersAndAmounts;
-}
-
-function unbundleSignedOrderWithAmounts(
-    signedOrderWithAmounts: SignedOrderWithAmount[],
-): { orders: SignedOrder[]; amounts: BigNumber[] } {
-    const orders = _.map(signedOrderWithAmounts, order => {
-        const { remainingFillAmount, ...rest } = order;
-        return rest;
-    });
-    const amounts = _.map(signedOrderWithAmounts, order => {
-        const { remainingFillAmount } = order;
-        return remainingFillAmount;
-    });
-    return {
-        orders,
-        amounts,
-    };
-}

packages/forwarder-helper/test/forwarder_helper_impl_test.ts

@@ -1,136 +0,0 @@
-import { testOrderFactory } from '@0xproject/order-utils/lib/test/utils/test_order_factory';
-import { BigNumber } from '@0xproject/utils';
-import * as chai from 'chai';
-import * as _ from 'lodash';
-import 'mocha';
-
-import { ForwarderHelperImpl, ForwarderHelperImplConfig } from '../src/forwarder_helper_impl';
-import { ForwarderHelperError } from '../src/types';
-
-import { chaiSetup } from './utils/chai_setup';
-
-chaiSetup.configure();
-const expect = chai.expect;
-
-describe('ForwarderHelperImpl', () => {
-    // rate: 2 takerAsset / makerAsset
-    const testOrder1 = testOrderFactory.generateTestSignedOrder({
-        makerAssetAmount: new BigNumber(100),
-        takerAssetAmount: new BigNumber(200),
-    });
-    // rate: 1 takerAsset / makerAsset
-    const testOrder2 = testOrderFactory.generateTestSignedOrder({
-        makerAssetAmount: new BigNumber(100),
-        takerAssetAmount: new BigNumber(100),
-    });
-    // rate: 3 takerAsset / makerAsset
-    const testOrder3 = testOrderFactory.generateTestSignedOrder({
-        makerAssetAmount: new BigNumber(100),
-        takerAssetAmount: new BigNumber(300),
-        takerFee: new BigNumber(1),
-    });
-    // rate: 3 WETH / ZRX
-    const testFeeOrder1 = testOrderFactory.generateTestSignedOrder({
-        makerAssetAmount: new BigNumber(100),
-        takerAssetAmount: new BigNumber(300),
-    });
-    // rate: 2 WETH / ZRX
-    const testFeeOrder2 = testOrderFactory.generateTestSignedOrder({
-        makerAssetAmount: new BigNumber(100),
-        takerAssetAmount: new BigNumber(200),
-    });
-    // rate: 1 WETH / ZRX
-    const testFeeOrder3 = testOrderFactory.generateTestSignedOrder({
-        makerAssetAmount: new BigNumber(100),
-        takerAssetAmount: new BigNumber(100),
-    });
-    const inputForwarderHelperConfig: ForwarderHelperImplConfig = {
-        orders: [testOrder1, testOrder2, testOrder3],
-        feeOrders: [testFeeOrder1, testFeeOrder2, testFeeOrder3],
-        remainingFillableMakerAssetAmounts: [new BigNumber(1), new BigNumber(2), new BigNumber(3)],
-        remainingFillableFeeAmounts: [new BigNumber(4), new BigNumber(5), new BigNumber(6)],
-    };
-    describe('#constructor', () => {
-        const inputForwarderHelperConfigNoRemainingAmounts: ForwarderHelperImplConfig = {
-            orders: [testOrder1, testOrder2, testOrder3],
-            feeOrders: [testFeeOrder1, testFeeOrder2, testFeeOrder3],
-        };
-        it('sorts orders', () => {
-            const forwarderHelper = new ForwarderHelperImpl(inputForwarderHelperConfig);
-            expect(forwarderHelper.config.orders).deep.equals([testOrder2, testOrder1, testOrder3]);
-        });
-        it('sorts fee orders', () => {
-            const forwarderHelper = new ForwarderHelperImpl(inputForwarderHelperConfig);
-            expect(forwarderHelper.config.feeOrders).deep.equals([testFeeOrder3, testFeeOrder2, testFeeOrder1]);
-        });
-        it('sorts remainingFillableMakerAssetAmounts', () => {
-            const forwarderHelper = new ForwarderHelperImpl(inputForwarderHelperConfig);
-            expect(forwarderHelper.config.remainingFillableMakerAssetAmounts).to.be.not.undefined();
-            expect(_.nth(forwarderHelper.config.remainingFillableMakerAssetAmounts, 0)).to.bignumber.equal(
-                new BigNumber(2),
-            );
-            expect(_.nth(forwarderHelper.config.remainingFillableMakerAssetAmounts, 1)).to.bignumber.equal(
-                new BigNumber(1),
-            );
-            expect(_.nth(forwarderHelper.config.remainingFillableMakerAssetAmounts, 2)).to.bignumber.equal(
-                new BigNumber(3),
-            );
-        });
-        it('sorts remainingFillableFeeAmounts', () => {
-            const forwarderHelper = new ForwarderHelperImpl(inputForwarderHelperConfig);
-            expect(forwarderHelper.config.remainingFillableFeeAmounts).to.be.not.undefined();
-            expect(_.nth(forwarderHelper.config.remainingFillableFeeAmounts, 0)).to.bignumber.equal(new BigNumber(6));
-            expect(_.nth(forwarderHelper.config.remainingFillableFeeAmounts, 1)).to.bignumber.equal(new BigNumber(5));
-            expect(_.nth(forwarderHelper.config.remainingFillableFeeAmounts, 2)).to.bignumber.equal(new BigNumber(4));
-        });
-        it('remainingFillableMakerAssetAmounts is undefined if none provided', () => {
-            const forwarderHelper = new ForwarderHelperImpl(inputForwarderHelperConfigNoRemainingAmounts);
-            expect(forwarderHelper.config.remainingFillableMakerAssetAmounts).to.be.undefined();
-        });
-        it('remainingFillableFeeAmounts is undefined if none provided', () => {
-            const forwarderHelper = new ForwarderHelperImpl(inputForwarderHelperConfigNoRemainingAmounts);
-            expect(forwarderHelper.config.remainingFillableFeeAmounts).to.be.undefined();
-        });
-    });
-    describe('#getMarketBuyOrdersInfo', () => {
-        it('throws if not enough makerAsset liquidity', () => {
-            const forwarderHelper = new ForwarderHelperImpl(inputForwarderHelperConfig);
-            expect(() => {
-                // request for 6 makerAsset units, because we have exactly 6 available we should throw because there is a built in slippage buffer
-                forwarderHelper.getMarketBuyOrdersInfo({
-                    makerAssetFillAmount: new BigNumber(6),
-                });
-            }).to.throw(ForwarderHelperError.InsufficientMakerAssetLiquidity);
-        });
-        it('throws if not enough ZRX liquidity', () => {
-            const inputForwarderHelperConfigNoFees: ForwarderHelperImplConfig = {
-                orders: [testOrder1, testOrder2, testOrder3],
-                feeOrders: [],
-            };
-            const forwarderHelper = new ForwarderHelperImpl(inputForwarderHelperConfigNoFees);
-            expect(() => {
-                // request for 4 makerAsset units, we need fees but no fee orders exist, show we should throw
-                forwarderHelper.getMarketBuyOrdersInfo({
-                    makerAssetFillAmount: new BigNumber(250),
-                });
-            }).to.throw(ForwarderHelperError.InsufficientZrxLiquidity);
-        });
-        it('passes the makerAssetFillAmount from the request to the info response', () => {
-            const forwarderHelper = new ForwarderHelperImpl(inputForwarderHelperConfig);
-            const makerAssetFillAmount = new BigNumber(4);
-            const info = forwarderHelper.getMarketBuyOrdersInfo({
-                makerAssetFillAmount,
-            });
-            expect(info.makerAssetFillAmount).to.bignumber.equal(makerAssetFillAmount);
-        });
-        it('passes the feePercentage from the request to the info response', () => {
-            const forwarderHelper = new ForwarderHelperImpl(inputForwarderHelperConfig);
-            const feePercentage = new BigNumber(0.2);
-            const info = forwarderHelper.getMarketBuyOrdersInfo({
-                makerAssetFillAmount: new BigNumber(4),
-                feePercentage,
-            });
-            expect(info.feePercentage).to.bignumber.equal(feePercentage);
-        });
-    });
-});

packages/json-schemas/CHANGELOG.json

@@ -1,4 +1,22 @@
 [
+    {
+        "timestamp": 1537907159,
+        "version": "1.0.4",
+        "changes": [
+            {
+                "note": "Dependencies updated"
+            }
+        ]
+    },
+    {
+        "timestamp": 1537875740,
+        "version": "1.0.3",
+        "changes": [
+            {
+                "note": "Dependencies updated"
+            }
+        ]
+    },
     {
         "timestamp": 1537541580,
         "version": "1.0.2",

packages/json-schemas/CHANGELOG.md

@@ -5,6 +5,14 @@ Edit the package's CHANGELOG.json file only.
 
 CHANGELOG
 
+## v1.0.4 - _September 25, 2018_
+
+    * Dependencies updated
+
+## v1.0.3 - _September 25, 2018_
+
+    * Dependencies updated
+
 ## v1.0.2 - _September 21, 2018_
 
     * Dependencies updated

packages/json-schemas/package.json

@@ -1,6 +1,6 @@
 {
     "name": "@0xproject/json-schemas",
-    "version": "1.0.2",
+    "version": "1.0.4",
     "engines": {
         "node": ">=6.12"
     },
@@ -38,14 +38,14 @@
     },
     "homepage": "https://github.com/0xProject/0x-monorepo/packages/json-schemas/README.md",
     "dependencies": {
-        "@0xproject/typescript-typings": "^2.0.1",
+        "@0xproject/typescript-typings": "^2.0.2",
         "@types/node": "*",
         "jsonschema": "^1.2.0",
         "lodash.values": "^4.3.0"
     },
     "devDependencies": {
         "@0xproject/tslint-config": "^1.0.7",
-        "@0xproject/utils": "^1.0.9",
+        "@0xproject/utils": "^1.0.11",
         "@types/lodash.foreach": "^4.5.3",
         "@types/lodash.values": "^4.3.3",
         "@types/mocha": "^2.2.42",

packages/metacoin/package.json

@@ -1,6 +1,6 @@
 {
     "name": "@0xproject/metacoin",
-    "version": "0.0.19",
+    "version": "0.0.21",
     "engines": {
         "node": ">=6.12"
     },
@@ -28,25 +28,25 @@
     "author": "",
     "license": "Apache-2.0",
     "dependencies": {
-        "@0xproject/abi-gen": "^1.0.9",
-        "@0xproject/base-contract": "^2.0.3",
-        "@0xproject/sol-cov": "^2.1.3",
-        "@0xproject/subproviders": "^2.0.3",
+        "@0xproject/abi-gen": "^1.0.11",
+        "@0xproject/base-contract": "^2.0.5",
+        "@0xproject/sol-cov": "^2.1.5",
+        "@0xproject/subproviders": "^2.0.5",
         "@0xproject/tslint-config": "^1.0.7",
-        "@0xproject/types": "^1.0.2",
-        "@0xproject/typescript-typings": "^2.0.1",
-        "@0xproject/utils": "^1.0.9",
-        "@0xproject/web3-wrapper": "^2.0.3",
+        "@0xproject/types": "^1.1.1",
+        "@0xproject/typescript-typings": "^2.0.2",
+        "@0xproject/utils": "^1.0.11",
+        "@0xproject/web3-wrapper": "^3.0.1",
         "@types/mocha": "^5.2.2",
         "copyfiles": "^2.0.0",
-        "ethereum-types": "^1.0.7",
+        "ethereum-types": "^1.0.8",
         "ethers": "3.0.22",
         "lodash": "^4.17.5",
         "run-s": "^0.0.0"
     },
     "devDependencies": {
-        "@0xproject/dev-utils": "^1.0.8",
-        "@0xproject/sol-compiler": "^1.1.3",
+        "@0xproject/dev-utils": "^1.0.10",
+        "@0xproject/sol-compiler": "^1.1.5",
         "chai": "^4.0.1",
         "chai-as-promised": "^7.1.0",
         "chai-bignumber": "^2.0.1",

packages/migrations/.gitignore

@@ -0,0 +1 @@
+artifacts/development

packages/migrations/CHANGELOG.json

@@ -1,4 +1,22 @@
 [
+    {
+        "timestamp": 1537907159,
+        "version": "1.0.12",
+        "changes": [
+            {
+                "note": "Dependencies updated"
+            }
+        ]
+    },
+    {
+        "timestamp": 1537875740,
+        "version": "1.0.11",
+        "changes": [
+            {
+                "note": "Dependencies updated"
+            }
+        ]
+    },
     {
         "timestamp": 1537541580,
         "version": "1.0.10",

packages/migrations/CHANGELOG.md

@@ -5,6 +5,14 @@ Edit the package's CHANGELOG.json file only.
 
 CHANGELOG
 
+## v1.0.12 - _September 25, 2018_
+
+    * Dependencies updated
+
+## v1.0.11 - _September 25, 2018_
+
+    * Dependencies updated
+
 ## v1.0.10 - _September 21, 2018_
 
     * Dependencies updated

packages/migrations/package.json

@@ -1,6 +1,6 @@
 {
     "name": "@0xproject/migrations",
-    "version": "1.0.10",
+    "version": "1.0.12",
     "engines": {
         "node": ">=6.12"
     },
@@ -30,10 +30,10 @@
     },
     "license": "Apache-2.0",
     "devDependencies": {
-        "@0xproject/abi-gen": "^1.0.9",
-        "@0xproject/dev-utils": "^1.0.8",
+        "@0xproject/abi-gen": "^1.0.11",
+        "@0xproject/dev-utils": "^1.0.10",
         "@0xproject/tslint-config": "^1.0.7",
-        "@0xproject/types": "^1.0.2",
+        "@0xproject/types": "^1.1.1",
         "@types/yargs": "^10.0.0",
         "copyfiles": "^2.0.0",
         "make-promises-safe": "^1.1.0",
@@ -44,15 +44,15 @@
         "yargs": "^10.0.3"
     },
     "dependencies": {
-        "@0xproject/base-contract": "^2.0.3",
-        "@0xproject/order-utils": "^1.0.3",
-        "@0xproject/sol-compiler": "^1.1.3",
-        "@0xproject/subproviders": "^2.0.3",
-        "@0xproject/typescript-typings": "^2.0.1",
-        "@0xproject/utils": "^1.0.9",
-        "@0xproject/web3-wrapper": "^2.0.3",
+        "@0xproject/base-contract": "^2.0.5",
+        "@0xproject/order-utils": "^1.0.5",
+        "@0xproject/sol-compiler": "^1.1.5",
+        "@0xproject/subproviders": "^2.0.5",
+        "@0xproject/typescript-typings": "^2.0.2",
+        "@0xproject/utils": "^1.0.11",
+        "@0xproject/web3-wrapper": "^3.0.1",
         "@ledgerhq/hw-app-eth": "^4.3.0",
-        "ethereum-types": "^1.0.7",
+        "ethereum-types": "^1.0.8",
         "ethers": "3.0.22",
         "lodash": "^4.17.5"
     },

packages/order-utils/CHANGELOG.json

@@ -1,4 +1,22 @@
 [
+    {
+        "timestamp": 1537907159,
+        "version": "1.0.5",
+        "changes": [
+            {
+                "note": "Dependencies updated"
+            }
+        ]
+    },
+    {
+        "timestamp": 1537875740,
+        "version": "1.0.4",
+        "changes": [
+            {
+                "note": "Dependencies updated"
+            }
+        ]
+    },
     {
         "timestamp": 1537541580,
         "version": "1.0.3",

packages/order-utils/CHANGELOG.md

@@ -5,6 +5,14 @@ Edit the package's CHANGELOG.json file only.
 
 CHANGELOG
 
+## v1.0.5 - _September 25, 2018_
+
+    * Dependencies updated
+
+## v1.0.4 - _September 25, 2018_
+
+    * Dependencies updated
+
 ## v1.0.3 - _September 21, 2018_
 
     * Dependencies updated

packages/order-utils/package.json

@@ -1,6 +1,6 @@
 {
     "name": "@0xproject/order-utils",
-    "version": "1.0.3",
+    "version": "1.0.5",
     "engines": {
         "node": ">=6.12"
     },
@@ -38,7 +38,7 @@
     },
     "homepage": "https://github.com/0xProject/0x-monorepo/packages/order-utils/README.md",
     "devDependencies": {
-        "@0xproject/dev-utils": "^1.0.8",
+        "@0xproject/dev-utils": "^1.0.10",
         "@0xproject/tslint-config": "^1.0.7",
         "@types/bn.js": "^4.11.0",
         "@types/lodash": "4.14.104",
@@ -57,16 +57,16 @@
         "typescript": "3.0.1"
     },
     "dependencies": {
-        "@0xproject/assert": "^1.0.9",
-        "@0xproject/base-contract": "^2.0.3",
-        "@0xproject/json-schemas": "^1.0.2",
-        "@0xproject/types": "^1.0.2",
-        "@0xproject/typescript-typings": "^2.0.1",
-        "@0xproject/utils": "^1.0.9",
-        "@0xproject/web3-wrapper": "^2.0.3",
+        "@0xproject/assert": "^1.0.11",
+        "@0xproject/base-contract": "^2.0.5",
+        "@0xproject/json-schemas": "^1.0.4",
+        "@0xproject/types": "^1.1.1",
+        "@0xproject/typescript-typings": "^2.0.2",
+        "@0xproject/utils": "^1.0.11",
+        "@0xproject/web3-wrapper": "^3.0.1",
         "@types/node": "*",
         "bn.js": "^4.11.8",
-        "ethereum-types": "^1.0.7",
+        "ethereum-types": "^1.0.8",
         "ethereumjs-abi": "0.6.5",
         "ethereumjs-util": "^5.1.1",
         "ethers": "3.0.22",

packages/order-utils/src/market_utils.ts

@@ -51,17 +51,23 @@ export const marketUtils = {
         // iterate through the orders input from left to right until we have enough makerAsset to fill totalFillAmount
         const result = _.reduce(
             orders,
-            ({ resultOrders, remainingFillAmount }, order, index) => {
+            ({ resultOrders, remainingFillAmount, ordersRemainingFillableMakerAssetAmounts }, order, index) => {
                 if (remainingFillAmount.lessThanOrEqualTo(constants.ZERO_AMOUNT)) {
-                    return { resultOrders, remainingFillAmount: constants.ZERO_AMOUNT };
+                    return {
+                        resultOrders,
+                        remainingFillAmount: constants.ZERO_AMOUNT,
+                        ordersRemainingFillableMakerAssetAmounts,
+                    };
                 } else {
                     const makerAssetAmountAvailable = remainingFillableMakerAssetAmounts[index];
+                    const shouldIncludeOrder = makerAssetAmountAvailable.gt(constants.ZERO_AMOUNT);
                     // if there is no makerAssetAmountAvailable do not append order to resultOrders
                     // if we have exceeded the total amount we want to fill set remainingFillAmount to 0
                     return {
-                        resultOrders: makerAssetAmountAvailable.gt(constants.ZERO_AMOUNT)
-                            ? _.concat(resultOrders, order)
-                            : resultOrders,
+                        resultOrders: shouldIncludeOrder ? _.concat(resultOrders, order) : resultOrders,
+                        ordersRemainingFillableMakerAssetAmounts: shouldIncludeOrder
+                            ? _.concat(ordersRemainingFillableMakerAssetAmounts, makerAssetAmountAvailable)
+                            : ordersRemainingFillableMakerAssetAmounts,
                         remainingFillAmount: BigNumber.max(
                             constants.ZERO_AMOUNT,
                             remainingFillAmount.minus(makerAssetAmountAvailable),
@@ -69,7 +75,11 @@ export const marketUtils = {
                     };
                 }
             },
-            { resultOrders: [] as T[], remainingFillAmount: totalFillAmount },
+            {
+                resultOrders: [] as T[],
+                remainingFillAmount: totalFillAmount,
+                ordersRemainingFillableMakerAssetAmounts: [] as BigNumber[],
+            },
         );
         return result;
     },
@@ -133,17 +143,18 @@ export const marketUtils = {
             },
             constants.ZERO_AMOUNT,
         );
-        const { resultOrders, remainingFillAmount } = marketUtils.findOrdersThatCoverMakerAssetFillAmount(
-            feeOrders,
-            totalFeeAmount,
-            {
-                remainingFillableMakerAssetAmounts: remainingFillableFeeAmounts,
-                slippageBufferAmount,
-            },
-        );
+        const {
+            resultOrders,
+            remainingFillAmount,
+            ordersRemainingFillableMakerAssetAmounts,
+        } = marketUtils.findOrdersThatCoverMakerAssetFillAmount(feeOrders, totalFeeAmount, {
+            remainingFillableMakerAssetAmounts: remainingFillableFeeAmounts,
+            slippageBufferAmount,
+        });
         return {
             resultFeeOrders: resultOrders,
             remainingFeeAmount: remainingFillAmount,
+            feeOrdersRemainingFillableMakerAssetAmounts: ordersRemainingFillableMakerAssetAmounts,
         };
         // TODO: add more orders here to cover rounding
         // https://github.com/0xProject/0x-protocol-specification/blob/master/v2/forwarding-contract-specification.md#over-buying-zrx

packages/order-utils/src/order_state_utils.ts

@@ -114,7 +114,7 @@ export class OrderStateUtils {
      * @return State relevant to the signedOrder, as well as whether the signedOrder is "valid".
      * Validity is defined as a non-zero amount of the order can still be filled.
      */
-    public async getOpenOrderStateAsync(signedOrder: SignedOrder): Promise<OrderState> {
+    public async getOpenOrderStateAsync(signedOrder: SignedOrder, transactionHash?: string): Promise<OrderState> {
         const orderRelevantState = await this.getOpenOrderRelevantStateAsync(signedOrder);
         const orderHash = orderHashUtils.getOrderHashHex(signedOrder);
         const isOrderCancelled = await this._orderFilledCancelledFetcher.isOrderCancelledAsync(orderHash);
@@ -134,6 +134,7 @@ export class OrderStateUtils {
                 isValid: true,
                 orderHash,
                 orderRelevantState,
+                transactionHash,
             };
             return orderState;
         } else {
@@ -141,6 +142,7 @@ export class OrderStateUtils {
                 isValid: false,
                 orderHash,
                 error: orderValidationResult.error,
+                transactionHash,
             };
             return orderState;
         }

packages/order-utils/src/types.ts

@@ -72,10 +72,12 @@ export interface FindFeeOrdersThatCoverFeesForTargetOrdersOpts {
 
 export interface FeeOrdersAndRemainingFeeAmount<T> {
     resultFeeOrders: T[];
+    feeOrdersRemainingFillableMakerAssetAmounts: BigNumber[];
     remainingFeeAmount: BigNumber;
 }
 
 export interface OrdersAndRemainingFillAmount<T> {
     resultOrders: T[];
+    ordersRemainingFillableMakerAssetAmounts: BigNumber[];
     remainingFillAmount: BigNumber;
 }

packages/order-utils/test/order_state_utils_test.ts

@@ -120,5 +120,25 @@ describe('OrderStateUtils', () => {
             const orderState = await orderStateUtils.getOpenOrderStateAsync(signedOrder);
             expect(orderState.isValid).to.eq(false);
         });
+        it('should include the transactionHash in orderState if supplied in method invocation', async () => {
+            const makerAssetAmount = new BigNumber(10);
+            const takerAssetAmount = new BigNumber(10000000000000000);
+            const takerBalance = takerAssetAmount;
+            const orderFilledAmount = new BigNumber(0);
+            const mockBalanceFetcher = buildMockBalanceFetcher(takerBalance);
+            const mockOrderFilledFetcher = buildMockOrderFilledFetcher(orderFilledAmount);
+            const [signedOrder] = testOrderFactory.generateTestSignedOrders(
+                {
+                    makerAssetAmount,
+                    takerAssetAmount,
+                },
+                1,
+            );
+
+            const orderStateUtils = new OrderStateUtils(mockBalanceFetcher, mockOrderFilledFetcher);
+            const transactionHash = '0xdeadbeef';
+            const orderState = await orderStateUtils.getOpenOrderStateAsync(signedOrder, transactionHash);
+            expect(orderState.transactionHash).to.eq(transactionHash);
+        });
     });
 });

packages/order-watcher/CHANGELOG.json

@@ -1,12 +1,42 @@
 [
     {
-        "timestamp": 1537541580,
+        "version": "2.0.0",
+        "changes": [
+            {
+                "note":
+                    "Fixes dropped events issue by fetching logs by blockHash instead of blockNumber. Support for fetching by blockHash was added in Geth > v1.8.13 and Parity > v2.1.0. Infura works too.",
+                "pr": 1080
+            },
+            {
+                "note":
+                    "Fix misunderstanding about blockstream interface callbacks and pass the raw JSON RPC responses to it",
+                "pr": 1080
+            },
+            {
+                "note":
+                    "Add `transactionHash` to `OrderState` emitted by `OrderWatcher` subscriptions if the order's state change originated from a transaction.",
+                "pr": 1087
+            }
+        ],
+        "timestamp": 1537907159
+    },
+    {
+        "version": "1.0.5",
+        "changes": [
+            {
+                "note": "Dependencies updated"
+            }
+        ],
+        "timestamp": 1537875740
+    },
+    {
         "version": "1.0.4",
         "changes": [
             {
                 "note": "Dependencies updated"
             }
-        ]
+        ],
+        "timestamp": 1537541580
     },
     {
         "version": "1.0.3",

packages/order-watcher/CHANGELOG.md

@@ -5,6 +5,16 @@ Edit the package's CHANGELOG.json file only.
 
 CHANGELOG
 
+## v2.0.0 - _September 25, 2018_
+
+    * Fixes dropped events issue by fetching logs by blockHash instead of blockNumber. Support for fetching by blockHash was added in Geth > v1.8.13 and Parity > v2.1.0. Infura works too. (#1080)
+    * Fix misunderstanding about blockstream interface callbacks and pass the raw JSON RPC responses to it (#1080)
+    * Add `transactionHash` to `OrderState` emitted by `OrderWatcher` subscriptions if the order's state change originated from a transaction. (#1087)
+
+## v1.0.5 - _September 25, 2018_
+
+    * Dependencies updated
+
 ## v1.0.4 - _September 21, 2018_
 
     * Dependencies updated

packages/order-watcher/package.json

@@ -1,6 +1,6 @@
 {
     "name": "@0xproject/order-watcher",
-    "version": "1.0.4",
+    "version": "2.0.0",
     "description": "An order watcher daemon that watches for order validity",
     "keywords": [
         "0x",
@@ -42,9 +42,9 @@
         "node": ">=6.0.0"
     },
     "devDependencies": {
-        "@0xproject/abi-gen": "^1.0.9",
-        "@0xproject/dev-utils": "^1.0.8",
-        "@0xproject/migrations": "^1.0.10",
+        "@0xproject/abi-gen": "^1.0.11",
+        "@0xproject/dev-utils": "^1.0.10",
+        "@0xproject/migrations": "^1.0.12",
         "@0xproject/tslint-config": "^1.0.7",
         "@types/bintrees": "^1.0.2",
         "@types/lodash": "4.14.104",
@@ -70,19 +70,19 @@
         "typescript": "3.0.1"
     },
     "dependencies": {
-        "@0xproject/assert": "^1.0.9",
-        "@0xproject/base-contract": "^2.0.3",
-        "@0xproject/contract-wrappers": "^1.0.4",
-        "@0xproject/fill-scenarios": "^1.0.3",
-        "@0xproject/json-schemas": "^1.0.2",
-        "@0xproject/order-utils": "^1.0.3",
-        "@0xproject/types": "^1.0.2",
-        "@0xproject/typescript-typings": "^2.0.1",
-        "@0xproject/utils": "^1.0.9",
-        "@0xproject/web3-wrapper": "^2.0.3",
+        "@0xproject/assert": "^1.0.11",
+        "@0xproject/base-contract": "^2.0.5",
+        "@0xproject/contract-wrappers": "^2.0.0",
+        "@0xproject/fill-scenarios": "^1.0.5",
+        "@0xproject/json-schemas": "^1.0.4",
+        "@0xproject/order-utils": "^1.0.5",
+        "@0xproject/types": "^1.1.1",
+        "@0xproject/typescript-typings": "^2.0.2",
+        "@0xproject/utils": "^1.0.11",
+        "@0xproject/web3-wrapper": "^3.0.1",
         "bintrees": "^1.0.2",
-        "ethereum-types": "^1.0.7",
-        "ethereumjs-blockstream": "5.0.0",
+        "ethereum-types": "^1.0.8",
+        "ethereumjs-blockstream": "6.0.0",
         "ethers": "3.0.22",
         "lodash": "^4.17.5"
     },