Create initial AssetBuyer class

1 files changed, 129 insertions, 0 deletions

diff --git a/packages/asset-buyer/src/asset_buyers/asset_buyer.ts b/packages/asset-buyer/src/asset_buyers/asset_buyer.ts
new file mode 100644
index 000000000..eb7f85e2b
--- /dev/null
+++ b/packages/asset-buyer/src/asset_buyers/asset_buyer.ts
@@ -0,0 +1,129 @@
+import { ContractWrappers } from '@0xproject/contract-wrappers';
+import { marketUtils } from '@0xproject/order-utils';
+import { SignedOrder } from '@0xproject/types';
+import { BigNumber } from '@0xproject/utils';
+import { Web3Wrapper } from '@0xproject/web3-wrapper';
+import * as _ from 'lodash';
+import { Provider } from 'ethereum-types';
+
+import { constants } from '../constants';
+import { AssetBuyerError, BuyQuote, BuyQuoteRequest } from '../types';
+
+const SLIPPAGE_PERCENTAGE = new BigNumber(0.2); // 20% slippage protection, possibly move this into request interface
+
+export interface AssetBuyerConfig {
+    orders: SignedOrder[];
+    feeOrders: SignedOrder[];
+    remainingFillableMakerAssetAmounts?: BigNumber[];
+    remainingFillableFeeAmounts?: BigNumber[];
+    networkId?: number;
+}
+
+export class AssetBuyer {
+    public readonly provider: Provider;
+    public readonly config: AssetBuyerConfig;
+    private _contractWrappers: ContractWrappers;
+    constructor(provider: Provider, config: AssetBuyerConfig) {
+        this.provider = provider;
+        this.config = config;
+        const networkId = this.config.networkId || constants.MAINNET_NETWORK_ID;
+        this._contractWrappers = new ContractWrappers(this.provider, {
+            networkId,
+        });
+    }
+    /**
+     * Given a BuyQuoteRequest, returns a BuyQuote containing all information relevant to fulfilling the buy. Pass the BuyQuote
+     * to executeBuyQuoteAsync to execute the buy.
+     * @param   buyQuoteRequest     An object that conforms to BuyQuoteRequest. See type definition for more information.
+     * @return  An object that conforms to BuyQuote that satisfies the request. See type definition for more information.
+     */
+    public getBuyQuote(buyQuoteRequest: BuyQuoteRequest): BuyQuote {
+        const { assetBuyAmount, feePercentage } = buyQuoteRequest;
+        const { orders, feeOrders, remainingFillableMakerAssetAmounts, remainingFillableFeeAmounts } = this.config;
+        // TODO: optimization
+        // make the slippage percentage customizable
+        const slippageBufferAmount = assetBuyAmount.mul(SLIPPAGE_PERCENTAGE).round();
+        const { resultOrders, remainingFillAmount } = marketUtils.findOrdersThatCoverMakerAssetFillAmount(
+            orders,
+            assetBuyAmount,
+            {
+                remainingFillableMakerAssetAmounts,
+                slippageBufferAmount,
+            },
+        );
+        if (remainingFillAmount.gt(constants.ZERO_AMOUNT)) {
+            throw new Error(AssetBuyerError.InsufficientAssetLiquidity);
+        }
+        // TODO: 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 } = marketUtils.findFeeOrdersThatCoverFeesForTargetOrders(
+            resultOrders,
+            feeOrders,
+            {
+                remainingFillableMakerAssetAmounts,
+                remainingFillableFeeAmounts,
+            },
+        );
+        if (remainingFeeAmount.gt(constants.ZERO_AMOUNT)) {
+            throw new Error(AssetBuyerError.InsufficientZrxLiquidity);
+        }
+        const assetData = orders[0].makerAssetData;
+        // TODO: critical
+        // calculate minRate and maxRate by calculating min and max eth usage and then dividing into
+        // assetBuyAmount to get assetData / WETH
+        return {
+            assetData,
+            orders: resultOrders,
+            feeOrders: resultFeeOrders,
+            minRate: constants.ZERO_AMOUNT,
+            maxRate: constants.ZERO_AMOUNT,
+            assetBuyAmount,
+            feePercentage,
+        };
+    }
+    /**
+     * 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> {
+        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;
+    }
+}