Update marketUtils api

1 files changed, 53 insertions, 40 deletions

diff --git a/packages/order-utils/src/market_utils.ts b/packages/order-utils/src/market_utils.ts
index 681059ddf..58e9ab7ba 100644
--- a/packages/order-utils/src/market_utils.ts
+++ b/packages/order-utils/src/market_utils.ts
@@ -5,37 +5,42 @@ import * as _ from 'lodash';
 
 import { assert } from './assert';
 import { constants } from './constants';
+import { FindFeeOrdersThatCoverFeesForTargetOrdersOpts, FindOrdersThatCoverMakerAssetFillAmountOpts } from './types';
 
 export const marketUtils = {
     /**
-     * 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.
+     * 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.
-     *                                              All orders should specify WETH as the takerAsset.
-     * @param   remainingFillableMakerAssetAmounts  An array of BigNumbers corresponding to the signedOrders parameter.
-     *                                              You can use OrderStateUtils @0xproject/order-utils to perform blockchain lookups
-     *                                              for these values.
-     * @param   makerAssetFillAmount                The amount of makerAsset desired to be filled.
-     * @param   slippageBufferAmount                An additional amount of makerAsset to be covered by the result in case of trade collisions or partial fills.
+     * @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   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[],
-        remainingFillableMakerAssetAmounts: BigNumber[],
         makerAssetFillAmount: BigNumber,
-        slippageBufferAmount: BigNumber = constants.ZERO_AMOUNT,
+        opts?: FindOrdersThatCoverMakerAssetFillAmountOpts,
     ): { resultOrders: SignedOrder[]; remainingFillAmount: BigNumber } {
         assert.doesConformToSchema('signedOrders', signedOrders, schemas.signedOrdersSchema);
+        assert.isValidBaseUnitAmount('makerAssetFillAmount', makerAssetFillAmount);
+        // try to get remainingFillableMakerAssetAmounts from opts, if it's not there, use makerAssetAmount values from signedOrders
+        const remainingFillableMakerAssetAmounts = _.get(
+            opts,
+            'remainingFillableMakerAssetAmounts',
+            _.map(signedOrders, order => order.makerAssetAmount),
+        ) as BigNumber[];
         _.forEach(remainingFillableMakerAssetAmounts, (amount, index) =>
             assert.isValidBaseUnitAmount(`remainingFillableMakerAssetAmount[${index}]`, amount),
         );
-        assert.isValidBaseUnitAmount('makerAssetFillAmount', makerAssetFillAmount);
-        assert.isValidBaseUnitAmount('slippageBufferAmount', slippageBufferAmount);
         assert.assert(
             signedOrders.length === remainingFillableMakerAssetAmounts.length,
-            'Expected signedOrders.length to equal remainingFillableMakerAssetAmounts.length',
+            'Expected signedOrders.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
@@ -64,47 +69,53 @@ export const marketUtils = {
         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
+     * 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.
+     * 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   remainingFillableMakerAssetAmounts  An array of BigNumbers corresponding to the signedOrders parameter.
-     *                                              You can use OrderStateUtils @0xproject/order-utils to perform blockchain lookups
-     *                                              for these values.
-     * @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   remainingFillableFeeAmounts         An array of BigNumbers corresponding to the signedFeeOrders parameter.
-     *                                              You can use OrderStateUtils @0xproject/order-utils to perform blockchain lookups
-     *                                              for these values.
-     * @param   slippageBufferAmount                An additional amount of fee to be covered by the result in case of trade collisions or partial fills.
+     * @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.
      * @return  Resulting orders and remaining fee amount that could not be covered by the input.
      */
     findFeeOrdersThatCoverFeesForTargetOrders(
         signedOrders: SignedOrder[],
-        remainingFillableMakerAssetAmounts: BigNumber[],
         signedFeeOrders: SignedOrder[],
-        remainingFillableFeeAmounts: BigNumber[],
-        slippageBufferAmount: BigNumber = constants.ZERO_AMOUNT,
+        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
+        const remainingFillableMakerAssetAmounts = _.get(
+            opts,
+            'remainingFillableMakerAssetAmounts',
+            _.map(signedOrders, order => order.makerAssetAmount),
+        ) as BigNumber[];
         _.forEach(remainingFillableMakerAssetAmounts, (amount, index) =>
             assert.isValidBaseUnitAmount(`remainingFillableMakerAssetAmount[${index}]`, amount),
         );
-        assert.doesConformToSchema('signedFeeOrders', signedFeeOrders, schemas.signedOrdersSchema);
-        _.forEach(remainingFillableFeeAmounts, (amount, index) =>
-            assert.isValidBaseUnitAmount(`remainingFillableFeeAmounts[${index}]`, amount),
-        );
-        assert.isValidBaseUnitAmount('slippageBufferAmount', slippageBufferAmount);
         assert.assert(
             signedOrders.length === remainingFillableMakerAssetAmounts.length,
-            'Expected signedOrders.length to equal remainingFillableMakerAssetAmounts.length',
+            'Expected signedOrders.length to equal opts.remainingFillableMakerAssetAmounts.length',
+        );
+        // try to get remainingFillableFeeAmounts from opts, if it's not there, use makerAssetAmount values from signedFeeOrders
+        const remainingFillableFeeAmounts = _.get(
+            opts,
+            'remainingFillableFeeAmounts',
+            _.map(signedFeeOrders, order => order.makerAssetAmount),
+        ) as BigNumber[];
+        _.forEach(remainingFillableFeeAmounts, (amount, index) =>
+            assert.isValidBaseUnitAmount(`remainingFillableFeeAmounts[${index}]`, amount),
         );
         assert.assert(
             signedOrders.length === remainingFillableMakerAssetAmounts.length,
-            'Expected signedFeeOrders.length to equal remainingFillableFeeAmounts.length',
+            'Expected signedFeeOrders.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
         const totalFeeAmount = _.reduce(
             signedOrders,
@@ -119,9 +130,11 @@ export const marketUtils = {
         );
         const { resultOrders, remainingFillAmount } = marketUtils.findOrdersThatCoverMakerAssetFillAmount(
             signedFeeOrders,
-            remainingFillableFeeAmounts,
             totalFeeAmount,
-            slippageBufferAmount,
+            {
+                remainingFillableMakerAssetAmounts: remainingFillableFeeAmounts,
+                slippageBufferAmount,
+            },
         );
         return {
             resultOrders,