124 lines
3.7 KiB
TypeScript
124 lines
3.7 KiB
TypeScript
import { orderFactory } from '@0x/order-utils/lib/src/order_factory';
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import { MarketOperation, SignedOrder } from '@0x/types';
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import { BigNumber } from '@0x/utils';
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import * as _ from 'lodash';
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import { SwapQuote } from '../../src/types';
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const ZERO_BIG_NUMBER = new BigNumber(0);
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export const getSignedOrdersWithNoFees = (
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makerAssetData: string,
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takerAssetData: string,
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makerAddress: string,
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takerAddress: string,
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fillableAmounts: BigNumber[],
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): SignedOrder[] => {
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return _.map(fillableAmounts, (fillableAmount: BigNumber) =>
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orderFactory.createSignedOrderFromPartial({
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makerAddress,
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makerAssetAmount: fillableAmount,
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makerAssetData,
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takerAssetAmount: fillableAmount,
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takerAssetData,
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}),
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);
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};
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export const getSignedOrdersWithFees = (
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makerAssetData: string,
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takerAssetData: string,
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makerAddress: string,
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takerAddress: string,
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fillableAmounts: BigNumber[],
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takerFees: BigNumber[],
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): SignedOrder[] => {
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const orders = getSignedOrdersWithNoFees(
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makerAssetData,
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takerAssetData,
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makerAddress,
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takerAddress,
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fillableAmounts,
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);
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return _.map(orders, (order: SignedOrder, index: number) =>
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orderFactory.createSignedOrderFromPartial({
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...order,
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...{ takerFee: takerFees[index] },
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}),
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);
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};
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export const getFullyFillableSwapQuoteWithFees = (
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makerAssetData: string,
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takerAssetData: string,
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orders: SignedOrder[],
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feeOrders: SignedOrder[],
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operation: MarketOperation,
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) => {
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const swapQuote = getFullyFillableSwapQuoteWithNoFees(
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makerAssetData,
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takerAssetData,
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orders,
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operation,
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);
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swapQuote.feeOrders = feeOrders;
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const totalFeeTakerTokenAmount = _.reduce(
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feeOrders,
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(a: BigNumber, c: SignedOrder) => a.plus(c.takerAssetAmount),
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ZERO_BIG_NUMBER,
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);
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// Adds fees to the SwapQuoteInfos assuming all feeOrders will be filled
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swapQuote.bestCaseQuoteInfo.feeTakerTokenAmount = totalFeeTakerTokenAmount;
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swapQuote.worstCaseQuoteInfo.feeTakerTokenAmount = totalFeeTakerTokenAmount;
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swapQuote.bestCaseQuoteInfo.totalTakerTokenAmount = swapQuote.bestCaseQuoteInfo.totalTakerTokenAmount.plus(totalFeeTakerTokenAmount);
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swapQuote.worstCaseQuoteInfo.totalTakerTokenAmount = swapQuote.worstCaseQuoteInfo.totalTakerTokenAmount.plus(totalFeeTakerTokenAmount);
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return swapQuote;
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};
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export const getFullyFillableSwapQuoteWithNoFees = (
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makerAssetData: string,
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takerAssetData: string,
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orders: SignedOrder[],
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operation: MarketOperation,
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): SwapQuote => {
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const makerAssetFillAmount = _.reduce(
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orders,
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(a: BigNumber, c: SignedOrder) => a.plus(c.makerAssetAmount),
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ZERO_BIG_NUMBER,
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);
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const totalTakerTokenAmount = _.reduce(
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orders,
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(a: BigNumber, c: SignedOrder) => a.plus(c.takerAssetAmount),
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ZERO_BIG_NUMBER,
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);
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const quoteInfo = {
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makerTokenAmount: makerAssetFillAmount,
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takerTokenAmount: totalTakerTokenAmount,
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feeTakerTokenAmount: ZERO_BIG_NUMBER,
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totalTakerTokenAmount,
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};
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const quoteBase = {
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makerAssetData,
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takerAssetData,
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orders,
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feeOrders: [],
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bestCaseQuoteInfo: quoteInfo,
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worstCaseQuoteInfo: quoteInfo,
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};
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if (operation === MarketOperation.Buy) {
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return {
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...quoteBase,
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type: MarketOperation.Buy,
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makerAssetFillAmount,
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};
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} else {
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return {
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...quoteBase,
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type: MarketOperation.Sell,
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takerAssetFillAmount: totalTakerTokenAmount,
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};
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}
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};
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