74 lines
2.0 KiB
TypeScript
74 lines
2.0 KiB
TypeScript
import { orderFactory } from '@0x/order-utils/lib/src/order_factory';
|
|
import { MarketOperation, SignedOrder } from '@0x/types';
|
|
import { BigNumber } from '@0x/utils';
|
|
import * as _ from 'lodash';
|
|
|
|
import { SwapQuote } from '../../src/types';
|
|
|
|
const ZERO_BIG_NUMBER = new BigNumber(0);
|
|
|
|
export const getSignedOrdersWithNoFees = (
|
|
makerAssetData: string,
|
|
takerAssetData: string,
|
|
makerAddress: string,
|
|
takerAddress: string,
|
|
fillableAmounts: BigNumber[],
|
|
): SignedOrder[] => {
|
|
return _.map(fillableAmounts, (fillableAmount: BigNumber) =>
|
|
orderFactory.createSignedOrderFromPartial({
|
|
makerAddress,
|
|
makerAssetAmount: fillableAmount,
|
|
makerAssetData,
|
|
takerAssetAmount: fillableAmount,
|
|
takerAssetData,
|
|
}),
|
|
);
|
|
};
|
|
|
|
export const getFullyFillableSwapQuoteWithNoFees = (
|
|
makerAssetData: string,
|
|
takerAssetData: string,
|
|
orders: SignedOrder[],
|
|
operation: MarketOperation,
|
|
): SwapQuote => {
|
|
const makerAssetFillAmount = _.reduce(
|
|
orders,
|
|
(a: BigNumber, c: SignedOrder) => a.plus(c.makerAssetAmount),
|
|
ZERO_BIG_NUMBER,
|
|
);
|
|
const totalTakerTokenAmount = _.reduce(
|
|
orders,
|
|
(a: BigNumber, c: SignedOrder) => a.plus(c.takerAssetAmount),
|
|
ZERO_BIG_NUMBER,
|
|
);
|
|
const quoteInfo = {
|
|
makerTokenAmount: makerAssetFillAmount,
|
|
takerTokenAmount: totalTakerTokenAmount,
|
|
feeTakerTokenAmount: ZERO_BIG_NUMBER,
|
|
totalTakerTokenAmount,
|
|
};
|
|
|
|
const quoteBase = {
|
|
makerAssetData,
|
|
takerAssetData,
|
|
orders,
|
|
feeOrders: [],
|
|
bestCaseQuoteInfo: quoteInfo,
|
|
worstCaseQuoteInfo: quoteInfo,
|
|
};
|
|
|
|
if (operation === 'marketBuy') {
|
|
return {
|
|
...quoteBase,
|
|
type: 'marketBuy',
|
|
makerAssetFillAmount,
|
|
};
|
|
} else {
|
|
return {
|
|
...quoteBase,
|
|
type: 'marketSell',
|
|
takerAssetFillAmount: totalTakerTokenAmount,
|
|
};
|
|
}
|
|
};
|