diff options
Diffstat (limited to 'packages/forwarder-helper/src')
-rw-r--r-- | packages/forwarder-helper/src/constants.ts | 6 | ||||
-rw-r--r-- | packages/forwarder-helper/src/forwarder_helper_factory.ts | 261 | ||||
-rw-r--r-- | packages/forwarder-helper/src/forwarder_helper_impl.ts | 64 | ||||
-rw-r--r-- | packages/forwarder-helper/src/globals.d.ts | 6 | ||||
-rw-r--r-- | packages/forwarder-helper/src/index.ts | 2 | ||||
-rw-r--r-- | packages/forwarder-helper/src/types.ts | 49 | ||||
-rw-r--r-- | packages/forwarder-helper/src/utils/forwarder_helper_impl_config_utils.ts | 92 | ||||
-rw-r--r-- | packages/forwarder-helper/src/utils/order_utils.ts | 21 |
8 files changed, 0 insertions, 501 deletions
diff --git a/packages/forwarder-helper/src/constants.ts b/packages/forwarder-helper/src/constants.ts deleted file mode 100644 index c0a1b090e..000000000 --- a/packages/forwarder-helper/src/constants.ts +++ /dev/null @@ -1,6 +0,0 @@ -import { BigNumber } from '@0xproject/utils'; - -export const constants = { - ZERO_AMOUNT: new BigNumber(0), - NULL_ADDRESS: '0x0000000000000000000000000000000000000000', -}; diff --git a/packages/forwarder-helper/src/forwarder_helper_factory.ts b/packages/forwarder-helper/src/forwarder_helper_factory.ts deleted file mode 100644 index 2b37ac98f..000000000 --- a/packages/forwarder-helper/src/forwarder_helper_factory.ts +++ /dev/null @@ -1,261 +0,0 @@ -import { assert } from '@0xproject/assert'; -import { APIOrder, HttpClient, OrderbookResponse } from '@0xproject/connect'; -import { ContractWrappers, OrderAndTraderInfo, OrderStatus } from '@0xproject/contract-wrappers'; -import { schemas } from '@0xproject/json-schemas'; -import { assetDataUtils } from '@0xproject/order-utils'; -import { RemainingFillableCalculator } from '@0xproject/order-utils/lib/src/remaining_fillable_calculator'; -import { RPCSubprovider, Web3ProviderEngine } from '@0xproject/subproviders'; -import { SignedOrder } from '@0xproject/types'; -import { BigNumber } from '@0xproject/utils'; -import * as _ from 'lodash'; - -import { constants } from './constants'; -import { ForwarderHelperImpl, ForwarderHelperImplConfig } from './forwarder_helper_impl'; -import { ForwarderHelper, ForwarderHelperFactoryError } from './types'; -import { orderUtils } from './utils/order_utils'; - -export const forwarderHelperFactory = { - /** - * Given an array of orders and an array of feeOrders, get a ForwarderHelper - * @param orders An array of objects conforming to SignedOrder. Each order should specify the same makerAssetData and takerAssetData - * @param feeOrders An array of objects conforming to SignedOrder. Each order should specify ZRX as makerAssetData WETH as takerAssetData - * @return A ForwarderHelper, see type for definition - */ - getForwarderHelperForOrders(orders: SignedOrder[], feeOrders: SignedOrder[] = []): ForwarderHelper { - assert.doesConformToSchema('orders', orders, schemas.signedOrdersSchema); - assert.doesConformToSchema('feeOrders', orders, schemas.signedOrdersSchema); - // TODO: Add assertion here for orders all having the same makerAsset and takerAsset - const config: ForwarderHelperImplConfig = { - orders, - feeOrders, - }; - const helper = new ForwarderHelperImpl(config); - return helper; - }, - /** - * Given a desired makerAsset and SRA url, get a ForwarderHelper - * @param makerAssetData An array of objects conforming to SignedOrder. Each order should specify the same makerAssetData and takerAssetData - * @param sraUrl A url pointing to an SRA v2 compliant endpoint. - * @param rpcUrl A url pointing to an ethereum node. - * @param networkId The ethereum networkId, defaults to 1 (mainnet). - * @return A ForwarderHelper, see type for definition - */ - async getForwarderHelperForMakerAssetDataAsync( - makerAssetData: string, - sraUrl: string, - rpcUrl?: string, - networkId: number = 1, - ): Promise<ForwarderHelper> { - assert.isHexString('makerAssetData', makerAssetData); - assert.isWebUri('sraUrl', sraUrl); - if (!_.isUndefined(rpcUrl)) { - assert.isWebUri('rpcUrl', rpcUrl); - } - assert.isNumber('networkId', networkId); - // create provider - const providerEngine = new Web3ProviderEngine(); - if (!_.isUndefined(rpcUrl)) { - providerEngine.addProvider(new RPCSubprovider(rpcUrl)); - } - providerEngine.start(); - // create contract wrappers given provider and networkId - const contractWrappers = new ContractWrappers(providerEngine, { networkId }); - // find ether token asset data - const etherTokenAddressIfExists = contractWrappers.etherToken.getContractAddressIfExists(); - if (_.isUndefined(etherTokenAddressIfExists)) { - throw new Error(ForwarderHelperFactoryError.NoEtherTokenContractFound); - } - const etherTokenAssetData = assetDataUtils.encodeERC20AssetData(etherTokenAddressIfExists); - // find zrx token asset data - let zrxTokenAssetData: string; - try { - zrxTokenAssetData = contractWrappers.exchange.getZRXAssetData(); - } catch (err) { - throw new Error(ForwarderHelperFactoryError.NoZrxTokenContractFound); - } - // get orderbooks for makerAsset/WETH and ZRX/WETH - const sraClient = new HttpClient(sraUrl); - const orderbookRequests = [ - { baseAssetData: makerAssetData, quoteAssetData: etherTokenAssetData }, - { baseAssetData: zrxTokenAssetData, quoteAssetData: etherTokenAssetData }, - ]; - const requestOpts = { networkId }; - let makerAssetOrderbook: OrderbookResponse; - let zrxOrderbook: OrderbookResponse; - try { - [makerAssetOrderbook, zrxOrderbook] = await Promise.all( - _.map(orderbookRequests, request => sraClient.getOrderbookAsync(request, requestOpts)), - ); - } catch (err) { - throw new Error(ForwarderHelperFactoryError.StandardRelayerApiError); - } - // validate orders and find remaining fillable from on chain state or sra api - let ordersAndRemainingFillableMakerAssetAmounts: OrdersAndRemainingFillableMakerAssetAmounts; - let feeOrdersAndRemainingFillableMakerAssetAmounts: OrdersAndRemainingFillableMakerAssetAmounts; - if (!_.isUndefined(rpcUrl)) { - // if we do have an rpc url, get on-chain orders and traders info via the OrderValidatorWrapper - const ordersFromSra = getOpenAsksFromOrderbook(makerAssetOrderbook); - const feeOrdersFromSra = getOpenAsksFromOrderbook(zrxOrderbook); - // TODO: try catch these requests and throw a more domain specific error - // TODO: optimization, reduce this to once RPC call buy combining orders into one array and then splitting up the response - const [makerAssetOrdersAndTradersInfo, feeOrdersAndTradersInfo] = await Promise.all( - _.map([ordersFromSra, feeOrdersFromSra], ordersToBeValidated => { - const takerAddresses = _.map(ordersToBeValidated, () => constants.NULL_ADDRESS); - return contractWrappers.orderValidator.getOrdersAndTradersInfoAsync( - ordersToBeValidated, - takerAddresses, - ); - }), - ); - // take maker asset orders from SRA + on chain information and find the valid orders and remaining fillable maker asset amounts - ordersAndRemainingFillableMakerAssetAmounts = getValidOrdersAndRemainingFillableMakerAssetAmountsFromOnChain( - ordersFromSra, - makerAssetOrdersAndTradersInfo, - zrxTokenAssetData, - ); - // take fee orders from SRA + on chain information and find the valid orders and remaining fillable maker asset amounts - feeOrdersAndRemainingFillableMakerAssetAmounts = getValidOrdersAndRemainingFillableMakerAssetAmountsFromOnChain( - feeOrdersFromSra, - feeOrdersAndTradersInfo, - zrxTokenAssetData, - ); - } else { - // if we don't have an rpc url, assume all orders are valid and fallback to optional fill amounts from SRA - // if fill amounts are not available from the SRA, assume all orders are completely fillable - const apiOrdersFromSra = makerAssetOrderbook.asks.records; - const feeApiOrdersFromSra = zrxOrderbook.asks.records; - // take maker asset orders from SRA and the valid orders and remaining fillable maker asset amounts - ordersAndRemainingFillableMakerAssetAmounts = getValidOrdersAndRemainingFillableMakerAssetAmountsFromApi( - apiOrdersFromSra, - ); - // take fee orders from SRA and find the valid orders and remaining fillable maker asset amounts - feeOrdersAndRemainingFillableMakerAssetAmounts = getValidOrdersAndRemainingFillableMakerAssetAmountsFromApi( - feeApiOrdersFromSra, - ); - } - // compile final config - const config: ForwarderHelperImplConfig = { - orders: ordersAndRemainingFillableMakerAssetAmounts.orders, - feeOrders: feeOrdersAndRemainingFillableMakerAssetAmounts.orders, - remainingFillableMakerAssetAmounts: - ordersAndRemainingFillableMakerAssetAmounts.remainingFillableMakerAssetAmounts, - remainingFillableFeeAmounts: - feeOrdersAndRemainingFillableMakerAssetAmounts.remainingFillableMakerAssetAmounts, - }; - const helper = new ForwarderHelperImpl(config); - return helper; - }, -}; - -interface OrdersAndRemainingFillableMakerAssetAmounts { - orders: SignedOrder[]; - remainingFillableMakerAssetAmounts: BigNumber[]; -} - -/** - * Given an array of APIOrder objects from a standard relayer api, return an array - * of fillable orders with their corresponding remainingFillableMakerAssetAmounts - */ -function getValidOrdersAndRemainingFillableMakerAssetAmountsFromApi( - apiOrders: APIOrder[], -): OrdersAndRemainingFillableMakerAssetAmounts { - const result = _.reduce( - apiOrders, - (acc, apiOrder) => { - // get current accumulations - const { orders, remainingFillableMakerAssetAmounts } = acc; - // get order and metadata - const { order, metaData } = apiOrder; - // if the order is expired or not open, move on - if (orderUtils.isOrderExpired(order) || !orderUtils.isOpenOrder(order)) { - return acc; - } - // calculate remainingFillableMakerAssetAmount from api metadata, else assume order is completely fillable - const remainingFillableTakerAssetAmount = _.get( - metaData, - 'remainingTakerAssetAmount', - order.takerAssetAmount, - ); - const remainingFillableMakerAssetAmount = orderUtils.calculateRemainingMakerAssetAmount( - order, - remainingFillableTakerAssetAmount, - ); - // if there is some amount of maker asset left to fill and add the order and remaining amount to the accumulations - // if there is not any maker asset left to fill, do not add - if (remainingFillableMakerAssetAmount.gt(constants.ZERO_AMOUNT)) { - return { - orders: _.concat(orders, order), - remainingFillableMakerAssetAmounts: _.concat( - remainingFillableMakerAssetAmounts, - remainingFillableMakerAssetAmount, - ), - }; - } else { - return acc; - } - }, - { orders: [] as SignedOrder[], remainingFillableMakerAssetAmounts: [] as BigNumber[] }, - ); - return result; -} - -/** - * Given an array of orders and corresponding on-chain infos, return a subset of the orders - * that are still fillable orders with their corresponding remainingFillableMakerAssetAmounts - */ -function getValidOrdersAndRemainingFillableMakerAssetAmountsFromOnChain( - inputOrders: SignedOrder[], - ordersAndTradersInfo: OrderAndTraderInfo[], - zrxAssetData: string, -): OrdersAndRemainingFillableMakerAssetAmounts { - // iterate through the input orders and find the ones that are still fillable - // for the orders that are still fillable, calculate the remaining fillable maker asset amount - const result = _.reduce( - inputOrders, - (acc, order, index) => { - // get current accumulations - const { orders, remainingFillableMakerAssetAmounts } = acc; - // get corresponding on-chain state for the order - const { orderInfo, traderInfo } = ordersAndTradersInfo[index]; - // if the order IS NOT fillable, do not add anything to the accumulations and continue iterating - if (orderInfo.orderStatus !== OrderStatus.FILLABLE) { - return acc; - } - // if the order IS fillable, add the order and calculate the remaining fillable amount - const transferrableAssetAmount = BigNumber.min([traderInfo.makerAllowance, traderInfo.makerBalance]); - const transferrableFeeAssetAmount = BigNumber.min([ - traderInfo.makerZrxAllowance, - traderInfo.makerZrxBalance, - ]); - const remainingTakerAssetAmount = order.takerAssetAmount.minus(orderInfo.orderTakerAssetFilledAmount); - const remainingMakerAssetAmount = orderUtils.calculateRemainingMakerAssetAmount( - order, - remainingTakerAssetAmount, - ); - const remainingFillableCalculator = new RemainingFillableCalculator( - order.makerFee, - order.makerAssetAmount, - order.makerAssetData === zrxAssetData, - transferrableAssetAmount, - transferrableFeeAssetAmount, - remainingMakerAssetAmount, - ); - const remainingFillableAmount = remainingFillableCalculator.computeRemainingFillable(); - return { - orders: _.concat(orders, order), - remainingFillableMakerAssetAmounts: _.concat( - remainingFillableMakerAssetAmounts, - remainingFillableAmount, - ), - }; - }, - { orders: [] as SignedOrder[], remainingFillableMakerAssetAmounts: [] as BigNumber[] }, - ); - return result; -} - -function getOpenAsksFromOrderbook(orderbookResponse: OrderbookResponse): SignedOrder[] { - const asks = _.map(orderbookResponse.asks.records, apiOrder => apiOrder.order); - const result = _.filter(asks, ask => orderUtils.isOpenOrder(ask)); - return result; -} diff --git a/packages/forwarder-helper/src/forwarder_helper_impl.ts b/packages/forwarder-helper/src/forwarder_helper_impl.ts deleted file mode 100644 index a90edb0bb..000000000 --- a/packages/forwarder-helper/src/forwarder_helper_impl.ts +++ /dev/null @@ -1,64 +0,0 @@ -import { marketUtils } from '@0xproject/order-utils'; -import { SignedOrder } from '@0xproject/types'; -import { BigNumber } from '@0xproject/utils'; -import * as _ from 'lodash'; - -import { constants } from './constants'; -import { ForwarderHelper, ForwarderHelperError, MarketBuyOrdersInfo, MarketBuyOrdersInfoRequest } from './types'; -import { forwarderHelperImplConfigUtils } from './utils/forwarder_helper_impl_config_utils'; - -const SLIPPAGE_PERCENTAGE = new BigNumber(0.2); // 20% slippage protection, possibly move this into request interface - -export interface ForwarderHelperImplConfig { - orders: SignedOrder[]; - feeOrders: SignedOrder[]; - remainingFillableMakerAssetAmounts?: BigNumber[]; - remainingFillableFeeAmounts?: BigNumber[]; -} - -export class ForwarderHelperImpl implements ForwarderHelper { - public readonly config: ForwarderHelperImplConfig; - constructor(config: ForwarderHelperImplConfig) { - this.config = forwarderHelperImplConfigUtils.sortedConfig(config); - } - public getMarketBuyOrdersInfo(request: MarketBuyOrdersInfoRequest): MarketBuyOrdersInfo { - const { makerAssetFillAmount, feePercentage } = request; - const { orders, feeOrders, remainingFillableMakerAssetAmounts, remainingFillableFeeAmounts } = this.config; - // TODO: make the slippage percentage customizable - const slippageBufferAmount = makerAssetFillAmount.mul(SLIPPAGE_PERCENTAGE).round(); - const { resultOrders, remainingFillAmount } = marketUtils.findOrdersThatCoverMakerAssetFillAmount( - orders, - makerAssetFillAmount, - { - remainingFillableMakerAssetAmounts, - slippageBufferAmount, - }, - ); - if (remainingFillAmount.gt(constants.ZERO_AMOUNT)) { - throw new Error(ForwarderHelperError.InsufficientMakerAssetLiquidity); - } - // TODO: 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(ForwarderHelperError.InsufficientZrxLiquidity); - } - // TODO: calculate min and max eth usage - // TODO: optimize orders call data - return { - makerAssetFillAmount, - orders: resultOrders, - feeOrders: resultFeeOrders, - minEthAmount: constants.ZERO_AMOUNT, - maxEthAmount: constants.ZERO_AMOUNT, - feePercentage, - }; - } -} diff --git a/packages/forwarder-helper/src/globals.d.ts b/packages/forwarder-helper/src/globals.d.ts deleted file mode 100644 index 94e63a32d..000000000 --- a/packages/forwarder-helper/src/globals.d.ts +++ /dev/null @@ -1,6 +0,0 @@ -declare module '*.json' { - const json: any; - /* tslint:disable */ - export default json; - /* tslint:enable */ -} diff --git a/packages/forwarder-helper/src/index.ts b/packages/forwarder-helper/src/index.ts deleted file mode 100644 index eb3a34bd5..000000000 --- a/packages/forwarder-helper/src/index.ts +++ /dev/null @@ -1,2 +0,0 @@ -export { forwarderHelperFactory } from './forwarder_helper_factory'; -export { ForwarderHelper, ForwarderHelperError, MarketBuyOrdersInfoRequest, MarketBuyOrdersInfo } from './types'; diff --git a/packages/forwarder-helper/src/types.ts b/packages/forwarder-helper/src/types.ts deleted file mode 100644 index a7f02ff8d..000000000 --- a/packages/forwarder-helper/src/types.ts +++ /dev/null @@ -1,49 +0,0 @@ -import { SignedOrder } from '@0xproject/types'; -import { BigNumber } from '@0xproject/utils'; - -export enum ForwarderHelperFactoryError { - NoEtherTokenContractFound = 'NO_ETHER_TOKEN_CONTRACT_FOUND', - NoZrxTokenContractFound = 'NO_ZRX_TOKEN_CONTRACT_FOUND', - StandardRelayerApiError = 'STANDARD_RELAYER_API_ERROR', -} - -export interface ForwarderHelper { - /** - * Given a MarketBuyOrdersInfoRequest, returns a MarketBuyOrdersInfo containing all information relevant to fulfilling the request - * using the ForwarderContract marketBuyOrdersWithEth function. - * @param request An object that conforms to MarketBuyOrdersInfoRequest. See type definition for more information. - * @return An object that conforms to MarketBuyOrdersInfo that satisfies the request. See type definition for more information. - */ - getMarketBuyOrdersInfo: (request: MarketBuyOrdersInfoRequest) => MarketBuyOrdersInfo; -} - -export enum ForwarderHelperError { - InsufficientMakerAssetLiquidity = 'INSUFFICIENT_MAKER_ASSET_LIQUIDITY', - InsufficientZrxLiquidity = 'INSUFFICIENT_ZRX_LIQUIDITY', -} - -/** - * makerAssetFillAmount: The amount of makerAsset requesting to be filled - * feePercentage: Optional affiliate percentage amount factoring into eth amount calculations - */ -export interface MarketBuyOrdersInfoRequest { - makerAssetFillAmount: BigNumber; - feePercentage?: BigNumber; -} - -/** - * makerAssetFillAmount: The amount of makerAsset requesting to be filled - * orders: An array of objects conforming to SignedOrder. These orders can be used to cover the requested makerAssetFillAmount plus slippage - * feeOrders: An array of objects conforming to SignedOrder. These orders can be used to cover the fees for the orders param above - * minEthAmount: Amount of eth in wei to send with the tx for the most optimistic case - * maxEthAmount: Amount of eth in wei to send with the tx for the worst case - * feePercentage: Affiliate fee percentage used to calculate the eth amounts above. Passed thru directly from the request - */ -export interface MarketBuyOrdersInfo { - makerAssetFillAmount: BigNumber; - orders: SignedOrder[]; - feeOrders: SignedOrder[]; - minEthAmount: BigNumber; - maxEthAmount: BigNumber; - feePercentage?: BigNumber; -} diff --git a/packages/forwarder-helper/src/utils/forwarder_helper_impl_config_utils.ts b/packages/forwarder-helper/src/utils/forwarder_helper_impl_config_utils.ts deleted file mode 100644 index 253384f65..000000000 --- a/packages/forwarder-helper/src/utils/forwarder_helper_impl_config_utils.ts +++ /dev/null @@ -1,92 +0,0 @@ -import { sortingUtils } from '@0xproject/order-utils'; -import { SignedOrder } from '@0xproject/types'; -import { BigNumber } from '@0xproject/utils'; -import * as _ from 'lodash'; - -import { ForwarderHelperImplConfig } from '../forwarder_helper_impl'; - -interface SignedOrderWithAmount extends SignedOrder { - remainingFillAmount: BigNumber; -} - -export const forwarderHelperImplConfigUtils = { - sortedConfig(config: ForwarderHelperImplConfig): ForwarderHelperImplConfig { - const { orders, feeOrders, remainingFillableMakerAssetAmounts, remainingFillableFeeAmounts } = config; - // TODO: provide a feeRate to the sorting function to more accurately sort based on the current market for ZRX tokens - const orderSorter = (ordersToSort: SignedOrder[]) => { - return sortingUtils.sortOrdersByFeeAdjustedRate(ordersToSort); - }; - const sortOrdersResult = sortOrdersAndRemainingFillAmounts( - orderSorter, - orders, - remainingFillableMakerAssetAmounts, - ); - const feeOrderSorter = (ordersToSort: SignedOrder[]) => { - return sortingUtils.sortFeeOrdersByFeeAdjustedRate(ordersToSort); - }; - const sortFeeOrdersResult = sortOrdersAndRemainingFillAmounts( - feeOrderSorter, - feeOrders, - remainingFillableFeeAmounts, - ); - return { - orders: sortOrdersResult.orders, - feeOrders: sortFeeOrdersResult.orders, - remainingFillableMakerAssetAmounts: sortOrdersResult.remainingFillAmounts, - remainingFillableFeeAmounts: sortFeeOrdersResult.remainingFillAmounts, - }; - }, -}; - -type OrderSorter = (orders: SignedOrder[]) => SignedOrder[]; - -function sortOrdersAndRemainingFillAmounts( - orderSorter: OrderSorter, - orders: SignedOrder[], - remainingFillAmounts?: BigNumber[], -): { orders: SignedOrder[]; remainingFillAmounts?: BigNumber[] } { - if (!_.isUndefined(remainingFillAmounts)) { - // Bundle orders together with their remainingFillAmounts so that we can sort them together - const orderWithAmounts = bundleSignedOrderWithAmounts(orders, remainingFillAmounts); - // Sort - const sortedOrderWithAmounts = orderSorter(orderWithAmounts) as SignedOrderWithAmount[]; - // Unbundle after sorting - const unbundledSortedOrderWithAmounts = unbundleSignedOrderWithAmounts(sortedOrderWithAmounts); - return { - orders: unbundledSortedOrderWithAmounts.orders, - remainingFillAmounts: unbundledSortedOrderWithAmounts.amounts, - }; - } else { - const sortedOrders = orderSorter(orders); - return { - orders: sortedOrders, - }; - } -} - -function bundleSignedOrderWithAmounts(orders: SignedOrder[], amounts: BigNumber[]): SignedOrderWithAmount[] { - const ordersAndAmounts = _.map(orders, (order, index) => { - return { - ...order, - remainingFillAmount: amounts[index], - }; - }); - return ordersAndAmounts; -} - -function unbundleSignedOrderWithAmounts( - signedOrderWithAmounts: SignedOrderWithAmount[], -): { orders: SignedOrder[]; amounts: BigNumber[] } { - const orders = _.map(signedOrderWithAmounts, order => { - const { remainingFillAmount, ...rest } = order; - return rest; - }); - const amounts = _.map(signedOrderWithAmounts, order => { - const { remainingFillAmount } = order; - return remainingFillAmount; - }); - return { - orders, - amounts, - }; -} diff --git a/packages/forwarder-helper/src/utils/order_utils.ts b/packages/forwarder-helper/src/utils/order_utils.ts deleted file mode 100644 index bb0bdb80f..000000000 --- a/packages/forwarder-helper/src/utils/order_utils.ts +++ /dev/null @@ -1,21 +0,0 @@ -import { SignedOrder } from '@0xproject/types'; -import { BigNumber } from '@0xproject/utils'; - -import { constants } from '../constants'; - -export const orderUtils = { - isOrderExpired(order: SignedOrder): boolean { - const millisecondsInSecond = 1000; - const currentUnixTimestampSec = new BigNumber(Date.now() / millisecondsInSecond).round(); - return order.expirationTimeSeconds.lessThan(currentUnixTimestampSec); - }, - calculateRemainingMakerAssetAmount(order: SignedOrder, remainingTakerAssetAmount: BigNumber): BigNumber { - const result = remainingTakerAssetAmount.eq(0) - ? constants.ZERO_AMOUNT - : remainingTakerAssetAmount.times(order.makerAssetAmount).dividedToIntegerBy(order.takerAssetAmount); - return result; - }, - isOpenOrder(order: SignedOrder): boolean { - return order.takerAddress === constants.NULL_ADDRESS; - }, -}; |