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author | Brandon Millman <brandon.millman@gmail.com> | 2018-09-15 18:59:23 +0800 |
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committer | Brandon Millman <brandon.millman@gmail.com> | 2018-09-15 20:14:48 +0800 |
commit | f1a22e9bd7943bc9cb8d8308daca0c60af6e0039 (patch) | |
tree | 91f3e8f54103156500518ad521816e6df409d1d1 /packages/asset-buyer/src/utils/buy_quote_calculator.ts | |
parent | 7b46cef83dca0a743bd598a70076004983cbf294 (diff) | |
download | dexon-0x-contracts-f1a22e9bd7943bc9cb8d8308daca0c60af6e0039.tar.gz dexon-0x-contracts-f1a22e9bd7943bc9cb8d8308daca0c60af6e0039.tar.zst dexon-0x-contracts-f1a22e9bd7943bc9cb8d8308daca0c60af6e0039.zip |
Flesh out the AssetBuyer class
Diffstat (limited to 'packages/asset-buyer/src/utils/buy_quote_calculator.ts')
-rw-r--r-- | packages/asset-buyer/src/utils/buy_quote_calculator.ts | 60 |
1 files changed, 60 insertions, 0 deletions
diff --git a/packages/asset-buyer/src/utils/buy_quote_calculator.ts b/packages/asset-buyer/src/utils/buy_quote_calculator.ts new file mode 100644 index 000000000..e05ab1e55 --- /dev/null +++ b/packages/asset-buyer/src/utils/buy_quote_calculator.ts @@ -0,0 +1,60 @@ +import { marketUtils } from '@0xproject/order-utils'; +import { BigNumber } from '@0xproject/utils'; + +import { constants } from '../constants'; +import { AssetBuyerError, AssetBuyerOrdersAndFillableAmounts, BuyQuote } from '../types'; + +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 } = 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, needs to take into account feePercentage as well + return { + assetData, + orders: resultOrders, + feeOrders: resultFeeOrders, + minRate: constants.ZERO_AMOUNT, + maxRate: constants.ZERO_AMOUNT, + assetBuyAmount, + feePercentage, + }; + }, +}; |