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import { assetProxyUtils } from '@0xproject/order-utils';
import { AssetProxyId, SignedOrder } from '@0xproject/types';
import { BigNumber } from '@0xproject/utils';
import { Web3Wrapper } from '@0xproject/web3-wrapper';
import { Provider, TransactionReceiptWithDecodedLogs, TxDataPayable } from 'ethereum-types';
import * as _ from 'lodash';
import { ForwarderContract } from '../../generated_contract_wrappers/forwarder';
import { constants } from './constants';
import { formatters } from './formatters';
import { LogDecoder } from './log_decoder';
import { MarketSellOrders } from './types';
const DEFAULT_FEE_PROPORTION = 0;
const PERCENTAGE_DENOMINATOR = 10000;
const ZERO_AMOUNT = new BigNumber(0);
const INSUFFICENT_ORDERS_FOR_MAKER_AMOUNT = 'Unable to satisfy makerAssetFillAmount with provided orders';
export class ForwarderWrapper {
private readonly _web3Wrapper: Web3Wrapper;
private readonly _forwarderContract: ForwarderContract;
private readonly _logDecoder: LogDecoder;
private readonly _zrxAddress: string;
private static _createOptimizedSellOrders(signedOrders: SignedOrder[]): MarketSellOrders {
const marketSellOrders = formatters.createMarketSellOrders(signedOrders, ZERO_AMOUNT);
const assetDataId = assetProxyUtils.decodeAssetDataId(signedOrders[0].makerAssetData);
// Contract will fill this in for us as all of the assetData is assumed to be the same
for (let i = 0; i < signedOrders.length; i++) {
if (i !== 0 && assetDataId === AssetProxyId.ERC20) {
// Forwarding contract will fill this in from the first order
marketSellOrders.orders[i].makerAssetData = constants.NULL_BYTES;
}
marketSellOrders.orders[i].takerAssetData = constants.NULL_BYTES;
}
return marketSellOrders;
}
private static _createOptimizedZRXSellOrders(signedOrders: SignedOrder[]): MarketSellOrders {
const marketSellOrders = formatters.createMarketSellOrders(signedOrders, ZERO_AMOUNT);
// Contract will fill this in for us as all of the assetData is assumed to be the same
for (let i = 0; i < signedOrders.length; i++) {
marketSellOrders.orders[i].makerAssetData = constants.NULL_BYTES;
marketSellOrders.orders[i].takerAssetData = constants.NULL_BYTES;
}
return marketSellOrders;
}
private static _calculateAdditionalFeeProportionAmount(feeProportion: number, fillAmountWei: BigNumber): BigNumber {
if (feeProportion > 0) {
// Add to the total ETH transaction to ensure all NFTs can be filled after fees
// 150 = 1.5% = 0.015
const denominator = new BigNumber(1).minus(new BigNumber(feeProportion).dividedBy(PERCENTAGE_DENOMINATOR));
return fillAmountWei.dividedBy(denominator).round(0, BigNumber.ROUND_FLOOR);
}
return fillAmountWei;
}
constructor(contractInstance: ForwarderContract, provider: Provider, zrxAddress: string) {
this._forwarderContract = contractInstance;
this._web3Wrapper = new Web3Wrapper(provider);
this._logDecoder = new LogDecoder(this._web3Wrapper, this._forwarderContract.address);
// this._web3Wrapper.abiDecoder.addABI(contractInstance.abi);
this._zrxAddress = zrxAddress;
}
public async marketBuyTokensWithEthAsync(
orders: SignedOrder[],
feeOrders: SignedOrder[],
makerTokenBuyAmount: BigNumber,
txData: TxDataPayable,
opts: { feeProportion?: number; feeRecipient?: string } = {},
): Promise<TransactionReceiptWithDecodedLogs> {
const params = ForwarderWrapper._createOptimizedSellOrders(orders);
const feeParams = ForwarderWrapper._createOptimizedZRXSellOrders(feeOrders);
const feeProportion = _.isUndefined(opts.feeProportion) ? DEFAULT_FEE_PROPORTION : opts.feeProportion;
const feeRecipient = _.isUndefined(opts.feeRecipient) ? constants.NULL_ADDRESS : opts.feeRecipient;
const txHash: string = await this._forwarderContract.marketBuyTokensWithEth.sendTransactionAsync(
params.orders,
params.signatures,
feeParams.orders,
feeParams.signatures,
makerTokenBuyAmount,
feeProportion,
feeRecipient,
txData,
);
const tx = await this._logDecoder.getTxWithDecodedLogsAsync(txHash);
return tx;
}
public async marketSellEthForERC20Async(
orders: SignedOrder[],
feeOrders: SignedOrder[],
txData: TxDataPayable,
opts: { feeProportion?: number; feeRecipient?: string } = {},
): Promise<TransactionReceiptWithDecodedLogs> {
const assetDataId = assetProxyUtils.decodeAssetDataId(orders[0].makerAssetData);
if (assetDataId !== AssetProxyId.ERC20) {
throw new Error('Asset type not supported by marketSellEthForERC20');
}
const params = ForwarderWrapper._createOptimizedSellOrders(orders);
const feeParams = ForwarderWrapper._createOptimizedZRXSellOrders(feeOrders);
const feeProportion = _.isUndefined(opts.feeProportion) ? DEFAULT_FEE_PROPORTION : opts.feeProportion;
const feeRecipient = _.isUndefined(opts.feeRecipient) ? constants.NULL_ADDRESS : opts.feeRecipient;
const txHash: string = await this._forwarderContract.marketSellEthForERC20.sendTransactionAsync(
params.orders,
params.signatures,
feeParams.orders,
feeParams.signatures,
feeProportion,
feeRecipient,
txData,
);
const tx = await this._logDecoder.getTxWithDecodedLogsAsync(txHash);
return tx;
}
public async calculateMarketBuyFillAmountWeiAsync(
orders: SignedOrder[],
feeOrders: SignedOrder[],
feeProportion: number,
makerAssetFillAmount: BigNumber,
): Promise<BigNumber> {
const assetProxyId = assetProxyUtils.decodeAssetDataId(orders[0].makerAssetData);
switch (assetProxyId) {
case AssetProxyId.ERC20: {
const fillAmountWei = this._calculateMarketBuyERC20FillAmountAsync(
orders,
feeOrders,
feeProportion,
makerAssetFillAmount,
);
return fillAmountWei;
}
case AssetProxyId.ERC721: {
const fillAmountWei = await this._calculateMarketBuyERC721FillAmountAsync(
orders,
feeOrders,
feeProportion,
);
return fillAmountWei;
}
default:
throw new Error(`Invalid Asset Proxy Id: ${assetProxyId}`);
}
}
private async _calculateMarketBuyERC20FillAmountAsync(
orders: SignedOrder[],
feeOrders: SignedOrder[],
feeProportion: number,
makerAssetFillAmount: BigNumber,
): Promise<BigNumber> {
const makerAssetData = assetProxyUtils.decodeAssetDataOrThrow(orders[0].makerAssetData);
const makerAssetToken = makerAssetData.tokenAddress;
const params = formatters.createMarketBuyOrders(orders, makerAssetFillAmount);
let fillAmountWei;
if (makerAssetToken === this._zrxAddress) {
// If buying ZRX we buy the tokens and fees from the ZRX order in one step
const expectedBuyFeeTokensFillResults = await this._forwarderContract.calculateMarketBuyZrxResults.callAsync(
params.orders,
makerAssetFillAmount,
);
if (expectedBuyFeeTokensFillResults.makerAssetFilledAmount.lessThan(makerAssetFillAmount)) {
throw new Error(INSUFFICENT_ORDERS_FOR_MAKER_AMOUNT);
}
fillAmountWei = expectedBuyFeeTokensFillResults.takerAssetFilledAmount;
} else {
const expectedMarketBuyFillResults = await this._forwarderContract.calculateMarketBuyResults.callAsync(
params.orders,
makerAssetFillAmount,
);
if (expectedMarketBuyFillResults.makerAssetFilledAmount.lessThan(makerAssetFillAmount)) {
throw new Error(INSUFFICENT_ORDERS_FOR_MAKER_AMOUNT);
}
fillAmountWei = expectedMarketBuyFillResults.takerAssetFilledAmount;
const expectedFeeAmount = expectedMarketBuyFillResults.takerFeePaid;
if (expectedFeeAmount.greaterThan(ZERO_AMOUNT)) {
const expectedFeeFillFillAmountWei = await this._calculateMarketBuyERC20FillAmountAsync(
feeOrders,
[],
DEFAULT_FEE_PROPORTION,
expectedFeeAmount,
);
fillAmountWei = fillAmountWei.plus(expectedFeeFillFillAmountWei);
}
}
fillAmountWei = ForwarderWrapper._calculateAdditionalFeeProportionAmount(feeProportion, fillAmountWei);
return fillAmountWei;
}
private async _calculateMarketBuyERC721FillAmountAsync(
orders: SignedOrder[],
feeOrders: SignedOrder[],
feeProportion: number,
): Promise<BigNumber> {
// Total cost when buying ERC721 is the total cost of all ERC721 orders + any fee abstraction
let fillAmountWei = _.reduce(
orders,
(totalAmount: BigNumber, order: SignedOrder) => {
return totalAmount.plus(order.takerAssetAmount);
},
ZERO_AMOUNT,
);
const totalFees = _.reduce(
orders,
(totalAmount: BigNumber, order: SignedOrder) => {
return totalAmount.plus(order.takerFee);
},
ZERO_AMOUNT,
);
if (totalFees.greaterThan(ZERO_AMOUNT)) {
// Calculate the ZRX fee abstraction cost
const emptyFeeOrders: SignedOrder[] = [];
const expectedFeeAmountWei = await this._calculateMarketBuyERC20FillAmountAsync(
feeOrders,
emptyFeeOrders,
DEFAULT_FEE_PROPORTION,
totalFees,
);
fillAmountWei = fillAmountWei.plus(expectedFeeAmountWei);
}
fillAmountWei = ForwarderWrapper._calculateAdditionalFeeProportionAmount(feeProportion, fillAmountWei);
return fillAmountWei;
}
}
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