Implement StandardRelayerAPIOrderFetcher
This commit is contained in:
Brandon Millman
@@ -1,262 +0,0 @@
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// import { assert } from '@0xproject/assert';
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// import { APIOrder, HttpClient, OrderbookResponse } from '@0xproject/connect';
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// import { ContractWrappers, OrderAndTraderInfo, OrderStatus } from '@0xproject/contract-wrappers';
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// import { schemas } from '@0xproject/json-schemas';
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// import { assetDataUtils } from '@0xproject/order-utils';
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// import { RemainingFillableCalculator } from '@0xproject/order-utils/lib/src/remaining_fillable_calculator';
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// import { RPCSubprovider, Web3ProviderEngine } from '@0xproject/subproviders';
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// import { SignedOrder } from '@0xproject/types';
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// import { BigNumber } from '@0xproject/utils';
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// import * as _ from 'lodash';
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// import { constants } from './constants';
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// import { ForwarderHelperImpl, ForwarderHelperImplConfig } from '@0xproject/asset-buyer/src/asset_buyer';
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// import { ForwarderHelper, ForwarderHelperFactoryError } from './types';
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// import { orderUtils } from './utils/order_utils';
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// export const forwarderHelperFactory = {
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// /**
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// * Given an array of orders and an array of feeOrders, get a ForwarderHelper
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// * @param orders An array of objects conforming to SignedOrder. Each order should specify the same makerAssetData and takerAssetData
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// * @param feeOrders An array of objects conforming to SignedOrder. Each order should specify ZRX as makerAssetData WETH as takerAssetData
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// * @return A ForwarderHelper, see type for definition
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// */
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// getForwarderHelperForOrders(orders: SignedOrder[], feeOrders: SignedOrder[] = []): ForwarderHelper {
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// assert.doesConformToSchema('orders', orders, schemas.signedOrdersSchema);
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// assert.doesConformToSchema('feeOrders', orders, schemas.signedOrdersSchema);
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// // TODO: Add assertion here for orders all having the same makerAsset and takerAsset
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// const config: ForwarderHelperImplConfig = {
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// orders,
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// feeOrders,
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// };
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// const helper = new ForwarderHelperImpl(config);
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// return helper;
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// },
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// /**
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// * Given a desired makerAsset and SRA url, get a ForwarderHelper
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// * @param makerAssetData An array of objects conforming to SignedOrder. Each order should specify the same makerAssetData and takerAssetData
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// * @param sraUrl A url pointing to an SRA v2 compliant endpoint.
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// * @param rpcUrl A url pointing to an ethereum node.
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// * @param networkId The ethereum networkId, defaults to 1 (mainnet).
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// * @return A ForwarderHelper, see type for definition
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// */
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// async getForwarderHelperForMakerAssetDataAsync(
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// makerAssetData: string,
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// sraUrl: string,
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// rpcUrl?: string,
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// networkId: number = 1,
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// ): Promise<ForwarderHelper> {
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// assert.isHexString('makerAssetData', makerAssetData);
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// assert.isWebUri('sraUrl', sraUrl);
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// if (!_.isUndefined(rpcUrl)) {
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// assert.isWebUri('rpcUrl', rpcUrl);
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// }
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// assert.isNumber('networkId', networkId);
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// // create provider
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// const providerEngine = new Web3ProviderEngine();
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// if (!_.isUndefined(rpcUrl)) {
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// providerEngine.addProvider(new RPCSubprovider(rpcUrl));
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// }
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// providerEngine.start();
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// // create contract wrappers given provider and networkId
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// const contractWrappers = new ContractWrappers(providerEngine, { networkId });
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// // find ether token asset data
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// const etherTokenAddressIfExists = contractWrappers.etherToken.getContractAddressIfExists();
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// if (_.isUndefined(etherTokenAddressIfExists)) {
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// throw new Error(ForwarderHelperFactoryError.NoEtherTokenContractFound);
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// }
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// const etherTokenAssetData = assetDataUtils.encodeERC20AssetData(etherTokenAddressIfExists);
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// // find zrx token asset data
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// let zrxTokenAssetData: string;
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// try {
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// zrxTokenAssetData = contractWrappers.exchange.getZRXAssetData();
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// } catch (err) {
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// throw new Error(ForwarderHelperFactoryError.NoZrxTokenContractFound);
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// }
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// // get orderbooks for makerAsset/WETH and ZRX/WETH
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// const sraClient = new HttpClient(sraUrl);
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// const orderbookRequests = [
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// { baseAssetData: makerAssetData, quoteAssetData: etherTokenAssetData },
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// { baseAssetData: zrxTokenAssetData, quoteAssetData: etherTokenAssetData },
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// ];
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// const requestOpts = { networkId };
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// let makerAssetOrderbook: OrderbookResponse;
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// let zrxOrderbook: OrderbookResponse;
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// try {
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// [makerAssetOrderbook, zrxOrderbook] = await Promise.all(
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// _.map(orderbookRequests, request => sraClient.getOrderbookAsync(request, requestOpts)),
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// );
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// } catch (err) {
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// throw new Error(ForwarderHelperFactoryError.StandardRelayerApiError);
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// }
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// // validate orders and find remaining fillable from on chain state or sra api
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// let ordersAndRemainingFillableMakerAssetAmounts: OrdersAndRemainingFillableMakerAssetAmounts;
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// let feeOrdersAndRemainingFillableMakerAssetAmounts: OrdersAndRemainingFillableMakerAssetAmounts;
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// if (!_.isUndefined(rpcUrl)) {
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// // if we do have an rpc url, get on-chain orders and traders info via the OrderValidatorWrapper
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// const ordersFromSra = getOpenAsksFromOrderbook(makerAssetOrderbook);
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// const feeOrdersFromSra = getOpenAsksFromOrderbook(zrxOrderbook);
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// // TODO: try catch these requests and throw a more domain specific error
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// // TODO: optimization, reduce this to once RPC call buy combining orders into one array and then splitting up the response
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// const [makerAssetOrdersAndTradersInfo, feeOrdersAndTradersInfo] = await Promise.all(
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// _.map([ordersFromSra, feeOrdersFromSra], ordersToBeValidated => {
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// const takerAddresses = _.map(ordersToBeValidated, () => constants.NULL_ADDRESS);
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// return contractWrappers.orderValidator.getOrdersAndTradersInfoAsync(
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// ordersToBeValidated,
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// takerAddresses,
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// );
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// }),
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// );
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// // take maker asset orders from SRA + on chain information and find the valid orders and remaining fillable maker asset amounts
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// ordersAndRemainingFillableMakerAssetAmounts = getValidOrdersAndRemainingFillableMakerAssetAmountsFromOnChain(
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// ordersFromSra,
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// makerAssetOrdersAndTradersInfo,
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// zrxTokenAssetData,
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// );
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// // take fee orders from SRA + on chain information and find the valid orders and remaining fillable maker asset amounts
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// feeOrdersAndRemainingFillableMakerAssetAmounts = getValidOrdersAndRemainingFillableMakerAssetAmountsFromOnChain(
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// feeOrdersFromSra,
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// feeOrdersAndTradersInfo,
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// zrxTokenAssetData,
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// );
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// } else {
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// // if we don't have an rpc url, assume all orders are valid and fallback to optional fill amounts from SRA
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// // if fill amounts are not available from the SRA, assume all orders are completely fillable
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// const apiOrdersFromSra = makerAssetOrderbook.asks.records;
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// const feeApiOrdersFromSra = zrxOrderbook.asks.records;
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// // take maker asset orders from SRA and the valid orders and remaining fillable maker asset amounts
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// ordersAndRemainingFillableMakerAssetAmounts = getValidOrdersAndRemainingFillableMakerAssetAmountsFromApi(
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// apiOrdersFromSra,
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// );
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// // take fee orders from SRA and find the valid orders and remaining fillable maker asset amounts
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// feeOrdersAndRemainingFillableMakerAssetAmounts = getValidOrdersAndRemainingFillableMakerAssetAmountsFromApi(
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// feeApiOrdersFromSra,
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// );
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// }
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// // compile final config
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// const config: ForwarderHelperImplConfig = {
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// orders: ordersAndRemainingFillableMakerAssetAmounts.orders,
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// feeOrders: feeOrdersAndRemainingFillableMakerAssetAmounts.orders,
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// remainingFillableMakerAssetAmounts:
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// ordersAndRemainingFillableMakerAssetAmounts.remainingFillableMakerAssetAmounts,
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// remainingFillableFeeAmounts:
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// feeOrdersAndRemainingFillableMakerAssetAmounts.remainingFillableMakerAssetAmounts,
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// };
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// const helper = new ForwarderHelperImpl(config);
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// return helper;
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// },
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// };
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// interface OrdersAndRemainingFillableMakerAssetAmounts {
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// orders: SignedOrder[];
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// remainingFillableMakerAssetAmounts: BigNumber[];
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// }
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// /**
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// * Given an array of APIOrder objects from a standard relayer api, return an array
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// * of fillable orders with their corresponding remainingFillableMakerAssetAmounts
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// */
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// function getValidOrdersAndRemainingFillableMakerAssetAmountsFromApi(
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// apiOrders: APIOrder[],
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// ): OrdersAndRemainingFillableMakerAssetAmounts {
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// const result = _.reduce(
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// apiOrders,
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// (acc, apiOrder) => {
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// // get current accumulations
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// const { orders, remainingFillableMakerAssetAmounts } = acc;
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// // get order and metadata
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// const { order, metaData } = apiOrder;
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// // if the order is expired or not open, move on
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// if (orderUtils.isOrderExpired(order) || !orderUtils.isOpenOrder(order)) {
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// return acc;
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// }
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// // calculate remainingFillableMakerAssetAmount from api metadata, else assume order is completely fillable
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// const remainingFillableTakerAssetAmount = _.get(
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// metaData,
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// 'remainingTakerAssetAmount',
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// order.takerAssetAmount,
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// );
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// const remainingFillableMakerAssetAmount = orderUtils.calculateRemainingMakerAssetAmount(
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// order,
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// remainingFillableTakerAssetAmount,
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// );
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// // if there is some amount of maker asset left to fill and add the order and remaining amount to the accumulations
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// // if there is not any maker asset left to fill, do not add
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// if (remainingFillableMakerAssetAmount.gt(constants.ZERO_AMOUNT)) {
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// return {
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// orders: _.concat(orders, order),
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// remainingFillableMakerAssetAmounts: _.concat(
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// remainingFillableMakerAssetAmounts,
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// remainingFillableMakerAssetAmount,
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// ),
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// };
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// } else {
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// return acc;
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// }
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// },
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// { orders: [] as SignedOrder[], remainingFillableMakerAssetAmounts: [] as BigNumber[] },
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// );
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// return result;
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// }
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// /**
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// * Given an array of orders and corresponding on-chain infos, return a subset of the orders
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// * that are still fillable orders with their corresponding remainingFillableMakerAssetAmounts
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// */
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// function getValidOrdersAndRemainingFillableMakerAssetAmountsFromOnChain(
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// inputOrders: SignedOrder[],
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// ordersAndTradersInfo: OrderAndTraderInfo[],
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// zrxAssetData: string,
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// ): OrdersAndRemainingFillableMakerAssetAmounts {
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// // iterate through the input orders and find the ones that are still fillable
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// // for the orders that are still fillable, calculate the remaining fillable maker asset amount
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// const result = _.reduce(
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// inputOrders,
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// (acc, order, index) => {
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// // get current accumulations
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// const { orders, remainingFillableMakerAssetAmounts } = acc;
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// // get corresponding on-chain state for the order
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// const { orderInfo, traderInfo } = ordersAndTradersInfo[index];
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// // if the order IS NOT fillable, do not add anything to the accumulations and continue iterating
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// if (orderInfo.orderStatus !== OrderStatus.FILLABLE) {
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// return acc;
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// }
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// // if the order IS fillable, add the order and calculate the remaining fillable amount
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// const transferrableAssetAmount = BigNumber.min([traderInfo.makerAllowance, traderInfo.makerBalance]);
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// const transferrableFeeAssetAmount = BigNumber.min([
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// traderInfo.makerZrxAllowance,
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// traderInfo.makerZrxBalance,
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// ]);
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// const remainingTakerAssetAmount = order.takerAssetAmount.minus(orderInfo.orderTakerAssetFilledAmount);
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// const remainingMakerAssetAmount = orderUtils.calculateRemainingMakerAssetAmount(
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// order,
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// remainingTakerAssetAmount,
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// );
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// const remainingFillableCalculator = new RemainingFillableCalculator(
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// order.makerFee,
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// order.makerAssetAmount,
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// order.makerAssetData === zrxAssetData,
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// transferrableAssetAmount,
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// transferrableFeeAssetAmount,
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// remainingMakerAssetAmount,
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// );
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// const remainingFillableAmount = remainingFillableCalculator.computeRemainingFillable();
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// return {
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// orders: _.concat(orders, order),
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// remainingFillableMakerAssetAmounts: _.concat(
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// remainingFillableMakerAssetAmounts,
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// remainingFillableAmount,
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// ),
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// };
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// },
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// { orders: [] as SignedOrder[], remainingFillableMakerAssetAmounts: [] as BigNumber[] },
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// );
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// return result;
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// }
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// function getOpenAsksFromOrderbook(orderbookResponse: OrderbookResponse): SignedOrder[] {
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// const asks = _.map(orderbookResponse.asks.records, apiOrder => apiOrder.order);
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// const result = _.filter(asks, ask => orderUtils.isOpenOrder(ask));
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// return result;
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// }
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@@ -0,0 +1,80 @@
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import { APIOrder, HttpClient, OrderbookResponse } from '@0xproject/connect';
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import { SignedOrder } from '@0xproject/types';
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import { BigNumber } from '@0xproject/utils';
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import * as _ from 'lodash';
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import { constants } from '../constants';
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import {
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AssetBuyerError,
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OrderFetcher,
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OrderFetcherRequest,
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OrderFetcherResponse,
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SignedOrderWithRemainingFillableMakerAssetAmount,
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} from '../types';
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import { assert } from '../utils/assert';
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import { orderUtils } from '../utils/order_utils';
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export class StandardRelayerAPIOrderFetcher implements OrderFetcher {
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public readonly apiUrl: string;
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private _sraClient: HttpClient;
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/**
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* Given an array of APIOrder objects from a standard relayer api, return an array
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* of SignedOrderWithRemainingFillableMakerAssetAmounts
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*/
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private static _getSignedOrderWithRemainingFillableMakerAssetAmountFromApi(
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apiOrders: APIOrder[],
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): SignedOrderWithRemainingFillableMakerAssetAmount[] {
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const result = _.map(apiOrders, apiOrder => {
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const { order, metaData } = apiOrder;
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// calculate remainingFillableMakerAssetAmount from api metadata, else assume order is completely fillable
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const remainingFillableTakerAssetAmount = _.get(
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metaData,
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'remainingTakerAssetAmount',
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order.takerAssetAmount,
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);
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const remainingFillableMakerAssetAmount = orderUtils.calculateRemainingMakerAssetAmount(
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order,
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remainingFillableTakerAssetAmount,
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);
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const newOrder = {
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...order,
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remainingFillableMakerAssetAmount,
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};
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return newOrder;
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});
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return result;
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}
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/**
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* Instantiates a new StandardRelayerAPIOrderFetcher instance
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* @param apiUrl The relayer API base HTTP url you would like to interact with.
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* @return An instance of StandardRelayerAPIOrderFetcher
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*/
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constructor(apiUrl: string) {
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assert.isWebUri('apiUrl', apiUrl);
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this.apiUrl = apiUrl;
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this._sraClient = new HttpClient(apiUrl);
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}
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/**
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* Given an object that conforms to OrderFetcherRequest, return the corresponding OrderFetcherResponse that satisfies the request.
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* @param orderFetchRequest An instance of OrderFetcherRequest. See type for more information.
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* @return An instance of OrderFetcherResponse. See type for more information.
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*/
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public async fetchOrdersAsync(orderFetchRequest: OrderFetcherRequest): Promise<OrderFetcherResponse> {
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const { makerAssetData, takerAssetData, networkId } = orderFetchRequest;
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const orderbookRequest = { baseAssetData: makerAssetData, quoteAssetData: takerAssetData };
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const requestOpts = { networkId };
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let orderbook: OrderbookResponse;
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try {
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orderbook = await this._sraClient.getOrderbookAsync(orderbookRequest, requestOpts);
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} catch (err) {
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throw new Error(AssetBuyerError.StandardRelayerApiError);
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}
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const apiOrders = orderbook.asks.records;
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const orders = StandardRelayerAPIOrderFetcher._getSignedOrderWithRemainingFillableMakerAssetAmountFromApi(
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apiOrders,
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);
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return {
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orders,
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};
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}
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}
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@@ -165,6 +165,10 @@ function unbundleOrdersWithAmounts(
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const { remainingFillableMakerAssetAmount, ...order } = orderWithAmount;
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// if we are still missing a remainingFillableMakerAssetAmount, assume the order is completely fillable
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const newRemainingAmount = remainingFillableMakerAssetAmount || order.makerAssetAmount;
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// if remaining amount is less than or equal to zero, do not add it
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if (newRemainingAmount.lte(constants.ZERO_AMOUNT)) {
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return acc;
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}
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const newAcc = {
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orders: _.concat(orders, order),
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remainingFillableMakerAssetAmounts: _.concat(remainingFillableMakerAssetAmounts, newRemainingAmount),
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