Add findFeeOrdersThatCoverFeesForTargetOrders to ForwarderWrapper

1 files changed, 60 insertions, 5 deletions

diff --git a/packages/contract-wrappers/src/contract_wrappers/forwarder_wrapper.ts b/packages/contract-wrappers/src/contract_wrappers/forwarder_wrapper.ts
index 5e879b3a8..c0961b3a3 100644
--- a/packages/contract-wrappers/src/contract_wrappers/forwarder_wrapper.ts
+++ b/packages/contract-wrappers/src/contract_wrappers/forwarder_wrapper.ts
@@ -27,7 +27,7 @@ export class ForwarderWrapper extends ContractWrapper {
     /**
      * Takes an array of orders and returns a subset of those orders that has enough makerAssetAmount (taking into account on-chain balances,
      * allowances, and partial fills) in order to fill the input makerAssetFillAmount plus slippageBufferAmount. Iterates from first order to last.
-     * Sort the input by rate in order to get the subset of orders that will cost the least ETH.
+     * Sort the input by ascending rate in order to get the subset of orders that will cost the least ETH.
      * @param   signedOrders         An array of objects that conform to the SignedOrder interface. All orders should specify the same makerAsset.
      *                               All orders should specify WETH as the takerAsset.
      * @param   orderStates          An array of objects corresponding to the signedOrders parameter that each contain on-chain state
@@ -46,20 +46,20 @@ export class ForwarderWrapper extends ContractWrapper {
         assert.doesConformToSchema('signedOrders', signedOrders, schemas.signedOrdersSchema);
         assert.isBigNumber('makerAssetFillAmount', makerAssetFillAmount);
         assert.isBigNumber('slippageBufferAmount', slippageBufferAmount);
-        // calculate total amount of makerAsset needed to fill
+        // calculate total amount of makerAsset needed to be filled
         const totalFillAmount = makerAssetFillAmount.plus(slippageBufferAmount);
         // iterate through the signedOrders input from left to right until we have enough makerAsset to fill totalFillAmount
         const result = _.reduce(
             signedOrders,
             ({ resultOrders, remainingFillAmount }, order, index) => {
                 if (remainingFillAmount.lessThanOrEqualTo(constants.ZERO_AMOUNT)) {
-                    return { resultOrders, remainingFillAmount };
+                    return { resultOrders, remainingFillAmount: constants.ZERO_AMOUNT };
                 } else {
                     const orderState = orderStates[index];
-                    const orderRemainingFillableMakerAssetAmount = orderState.remainingFillableMakerAssetAmount;
+                    const makerAssetAmountAvailable = ForwarderWrapper._getMakerAssetAmountAvailable(orderState);
                     return {
                         resultOrders: _.concat(resultOrders, order),
-                        remainingFillAmount: remainingFillAmount.minus(orderState.remainingFillableMakerAssetAmount),
+                        remainingFillAmount: remainingFillAmount.minus(makerAssetAmountAvailable),
                     };
                 }
             },
@@ -67,6 +67,61 @@ export class ForwarderWrapper extends ContractWrapper {
         );
         return result;
     }
+    /**
+     * Takes an array of orders and an array of feeOrders. Returns a subset of the feeOrders that has enough ZRX (taking into account
+     * on-chain balances, allowances, and partial fills) in order to fill the takerFees required by signedOrders plus a
+     * slippageBufferAmount. Iterates from first feeOrder to last. Sort the feeOrders by ascending rate in order to get the subset of
+     * feeOrders that will cost the least ETH.
+     * @param   signedOrders         An array of objects that conform to the SignedOrder interface. All orders should specify ZRX as
+     *                               the makerAsset and WETH as the takerAsset.
+     * @param   orderStates          An array of objects corresponding to the signedOrders parameter that each contain on-chain state
+     *                               relevant to that order.
+     * @param   signedFeeOrders      An array of objects that conform to the SignedOrder interface. All orders should specify ZRX as
+     *                               the makerAsset and WETH as the takerAsset.
+     * @param   feeOrderStates       An array of objects corresponding to the signedOrders parameter that each contain on-chain state
+     *                               relevant to that order.
+     * @param   makerAssetFillAmount The amount of makerAsset desired to be filled.
+     * @param   slippageBufferAmount An additional amount makerAsset to be covered by the result in case of trade collisions or partial fills.
+     * @return  Resulting orders and remaining fill amount that could not be covered by the input.
+     */
+    public static findFeeOrdersThatCoverFeesForTargetOrders(
+        signedOrders: SignedOrder[],
+        orderStates: OrderRelevantState[],
+        signedFeeOrders: SignedOrder[],
+        feeOrderStates: OrderRelevantState[],
+        slippageBufferAmount: BigNumber = constants.ZERO_AMOUNT,
+    ): { resultOrders: SignedOrder[]; remainingFillAmount: BigNumber } {
+        // type assertions
+        assert.doesConformToSchema('signedOrders', signedOrders, schemas.signedOrdersSchema);
+        assert.doesConformToSchema('signedFeeOrders', signedFeeOrders, schemas.signedOrdersSchema);
+        assert.isBigNumber('slippageBufferAmount', slippageBufferAmount);
+        // calculate total amount of ZRX needed to fill signedOrders
+        const totalFeeAmount = _.reduce(
+            signedOrders,
+            (accFees, order, index) => {
+                const orderState = orderStates[index];
+                const makerAssetAmountAvailable = ForwarderWrapper._getMakerAssetAmountAvailable(orderState);
+                const feeToFillMakerAssetAmountAvailable = makerAssetAmountAvailable
+                    .div(order.makerAssetAmount)
+                    .mul(order.takerFee);
+                return feeToFillMakerAssetAmountAvailable;
+            },
+            constants.ZERO_AMOUNT,
+        );
+        return ForwarderWrapper.findOrdersThatCoverMakerAssetFillAmount(
+            signedFeeOrders,
+            feeOrderStates,
+            totalFeeAmount,
+            slippageBufferAmount,
+        );
+    }
+    private static _getMakerAssetAmountAvailable(orderState: OrderRelevantState): BigNumber {
+        return BigNumber.min(
+            orderState.makerBalance,
+            orderState.remainingFillableMakerAssetAmount,
+            orderState.makerProxyAllowance,
+        );
+    }
     constructor(
         web3Wrapper: Web3Wrapper,
         networkId: number,