diff options
Diffstat (limited to 'packages/order-utils/src/market_utils.ts')
-rw-r--r-- | packages/order-utils/src/market_utils.ts | 72 |
1 files changed, 36 insertions, 36 deletions
diff --git a/packages/order-utils/src/market_utils.ts b/packages/order-utils/src/market_utils.ts index 58e9ab7ba..a0a827546 100644 --- a/packages/order-utils/src/market_utils.ts +++ b/packages/order-utils/src/market_utils.ts @@ -1,5 +1,5 @@ import { schemas } from '@0xproject/json-schemas'; -import { SignedOrder } from '@0xproject/types'; +import { Order } from '@0xproject/types'; import { BigNumber } from '@0xproject/utils'; import * as _ from 'lodash'; @@ -12,40 +12,40 @@ export const marketUtils = { * Takes an array of orders and returns a subset of those orders that has enough makerAssetAmount * in order to fill the input makerAssetFillAmount plus slippageBufferAmount. Iterates from first order to last order. * 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. + * @param orders An array of objects that extend the Order interface. All orders should specify the same makerAsset. * All orders should specify WETH as the takerAsset. * @param makerAssetFillAmount The amount of makerAsset desired to be filled. * @param opts Optional arguments this function accepts. * @return Resulting orders and remaining fill amount that could not be covered by the input. */ - findOrdersThatCoverMakerAssetFillAmount( - signedOrders: SignedOrder[], + findOrdersThatCoverMakerAssetFillAmount<T extends Order>( + orders: T[], makerAssetFillAmount: BigNumber, opts?: FindOrdersThatCoverMakerAssetFillAmountOpts, - ): { resultOrders: SignedOrder[]; remainingFillAmount: BigNumber } { - assert.doesConformToSchema('signedOrders', signedOrders, schemas.signedOrdersSchema); + ): { resultOrders: T[]; remainingFillAmount: BigNumber } { + assert.doesConformToSchema('orders', orders, schemas.ordersSchema); assert.isValidBaseUnitAmount('makerAssetFillAmount', makerAssetFillAmount); - // try to get remainingFillableMakerAssetAmounts from opts, if it's not there, use makerAssetAmount values from signedOrders + // try to get remainingFillableMakerAssetAmounts from opts, if it's not there, use makerAssetAmount values from orders const remainingFillableMakerAssetAmounts = _.get( opts, 'remainingFillableMakerAssetAmounts', - _.map(signedOrders, order => order.makerAssetAmount), + _.map(orders, order => order.makerAssetAmount), ) as BigNumber[]; _.forEach(remainingFillableMakerAssetAmounts, (amount, index) => assert.isValidBaseUnitAmount(`remainingFillableMakerAssetAmount[${index}]`, amount), ); assert.assert( - signedOrders.length === remainingFillableMakerAssetAmounts.length, - 'Expected signedOrders.length to equal opts.remainingFillableMakerAssetAmounts.length', + orders.length === remainingFillableMakerAssetAmounts.length, + 'Expected orders.length to equal opts.remainingFillableMakerAssetAmounts.length', ); // try to get slippageBufferAmount from opts, if it's not there, default to 0 const slippageBufferAmount = _.get(opts, 'slippageBufferAmount', constants.ZERO_AMOUNT) as BigNumber; assert.isValidBaseUnitAmount('opts.slippageBufferAmount', slippageBufferAmount); // 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 + // iterate through the orders input from left to right until we have enough makerAsset to fill totalFillAmount const result = _.reduce( - signedOrders, + orders, ({ resultOrders, remainingFillAmount }, order, index) => { if (remainingFillAmount.lessThanOrEqualTo(constants.ZERO_AMOUNT)) { return { resultOrders, remainingFillAmount: constants.ZERO_AMOUNT }; @@ -64,61 +64,61 @@ export const marketUtils = { }; } }, - { resultOrders: [] as SignedOrder[], remainingFillAmount: totalFillAmount }, + { resultOrders: [] as T[], remainingFillAmount: totalFillAmount }, ); return result; }, /** * Takes an array of orders and an array of feeOrders. Returns a subset of the feeOrders that has enough ZRX - * in order to fill the takerFees required by signedOrders plus a slippageBufferAmount. + * in order to fill the takerFees required by orders 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 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 opts Optional arguments this function accepts. + * @param orders An array of objects that extend the Order interface. All orders should specify ZRX as + * the makerAsset and WETH as the takerAsset. + * @param feeOrders An array of objects that extend the Order interface. All orders should specify ZRX as + * the makerAsset and WETH as the takerAsset. + * @param opts Optional arguments this function accepts. * @return Resulting orders and remaining fee amount that could not be covered by the input. */ - findFeeOrdersThatCoverFeesForTargetOrders( - signedOrders: SignedOrder[], - signedFeeOrders: SignedOrder[], + findFeeOrdersThatCoverFeesForTargetOrders<T extends Order>( + orders: T[], + feeOrders: T[], opts?: FindFeeOrdersThatCoverFeesForTargetOrdersOpts, - ): { resultOrders: SignedOrder[]; remainingFeeAmount: BigNumber } { - assert.doesConformToSchema('signedOrders', signedOrders, schemas.signedOrdersSchema); - assert.doesConformToSchema('signedFeeOrders', signedFeeOrders, schemas.signedOrdersSchema); - // try to get remainingFillableMakerAssetAmounts from opts, if it's not there, use makerAssetAmount values from signedOrders + ): { resultOrders: T[]; remainingFeeAmount: BigNumber } { + assert.doesConformToSchema('orders', orders, schemas.ordersSchema); + assert.doesConformToSchema('feeOrders', feeOrders, schemas.ordersSchema); + // try to get remainingFillableMakerAssetAmounts from opts, if it's not there, use makerAssetAmount values from orders const remainingFillableMakerAssetAmounts = _.get( opts, 'remainingFillableMakerAssetAmounts', - _.map(signedOrders, order => order.makerAssetAmount), + _.map(orders, order => order.makerAssetAmount), ) as BigNumber[]; _.forEach(remainingFillableMakerAssetAmounts, (amount, index) => assert.isValidBaseUnitAmount(`remainingFillableMakerAssetAmount[${index}]`, amount), ); assert.assert( - signedOrders.length === remainingFillableMakerAssetAmounts.length, - 'Expected signedOrders.length to equal opts.remainingFillableMakerAssetAmounts.length', + orders.length === remainingFillableMakerAssetAmounts.length, + 'Expected orders.length to equal opts.remainingFillableMakerAssetAmounts.length', ); - // try to get remainingFillableFeeAmounts from opts, if it's not there, use makerAssetAmount values from signedFeeOrders + // try to get remainingFillableFeeAmounts from opts, if it's not there, use makerAssetAmount values from feeOrders const remainingFillableFeeAmounts = _.get( opts, 'remainingFillableFeeAmounts', - _.map(signedFeeOrders, order => order.makerAssetAmount), + _.map(feeOrders, order => order.makerAssetAmount), ) as BigNumber[]; _.forEach(remainingFillableFeeAmounts, (amount, index) => assert.isValidBaseUnitAmount(`remainingFillableFeeAmounts[${index}]`, amount), ); assert.assert( - signedOrders.length === remainingFillableMakerAssetAmounts.length, - 'Expected signedFeeOrders.length to equal opts.remainingFillableFeeAmounts.length', + feeOrders.length === remainingFillableFeeAmounts.length, + 'Expected feeOrders.length to equal opts.remainingFillableFeeAmounts.length', ); // try to get slippageBufferAmount from opts, if it's not there, default to 0 const slippageBufferAmount = _.get(opts, 'slippageBufferAmount', constants.ZERO_AMOUNT) as BigNumber; assert.isValidBaseUnitAmount('opts.slippageBufferAmount', slippageBufferAmount); - // calculate total amount of ZRX needed to fill signedOrders + // calculate total amount of ZRX needed to fill orders const totalFeeAmount = _.reduce( - signedOrders, + orders, (accFees, order, index) => { const makerAssetAmountAvailable = remainingFillableMakerAssetAmounts[index]; const feeToFillMakerAssetAmountAvailable = makerAssetAmountAvailable @@ -129,7 +129,7 @@ export const marketUtils = { constants.ZERO_AMOUNT, ); const { resultOrders, remainingFillAmount } = marketUtils.findOrdersThatCoverMakerAssetFillAmount( - signedFeeOrders, + feeOrders, totalFeeAmount, { remainingFillableMakerAssetAmounts: remainingFillableFeeAmounts, |