refactored for market sell + buy

packages/asset-buyer/src/constants.ts

@@ -5,7 +5,6 @@ import {
     ForwarderSwapQuoteExecutionOpts,
     ForwarderSwapQuoteGetOutputOpts,
     OrdersAndFillableAmounts,
-    SwapQuoteOperation,
     SwapQuoteRequestOpts,
     SwapQuoterOpts,
 } from './types';
@@ -30,7 +29,6 @@ const DEFAULT_FORWARDER_SWAP_QUOTE_EXECUTE_OPTS: ForwarderSwapQuoteExecutionOpts
 const DEFAULT_SWAP_QUOTE_REQUEST_OPTS: SwapQuoteRequestOpts = {
     shouldForceOrderRefresh: false,
     slippagePercentage: 0.2, // 20% slippage protection,
-    operation: SwapQuoteOperation.MarketBuy,
 };
 
 const EMPTY_ORDERS_AND_FILLABLE_AMOUNTS: OrdersAndFillableAmounts = {

packages/asset-buyer/src/swap_quoter.ts

@@ -12,13 +12,14 @@ import { StandardRelayerAPIOrderProvider } from './order_providers/standard_rela
 import {
     LiquidityForAssetData,
     LiquidityRequestOpts,
+    MarketBuySwapQuote,
+    MarketSellSwapQuote,
     OrderProvider,
     OrdersAndFillableAmounts,
     SwapQuote,
     SwapQuoteRequestOpts,
     SwapQuoterError,
     SwapQuoterOpts,
-    SwapQuoteOperation,
 } from './types';
 
 import { assert } from './utils/assert';
@@ -126,25 +127,25 @@ export class SwapQuoter {
      * You can then pass the `SwapQuote` to a `SwapQuoteConsumer` to execute a buy, or process SwapQuote for on-chain consumption.
      * @param   makerAssetData           The makerAssetData of the desired asset to swap for (for more info: https://github.com/0xProject/0x-protocol-specification/blob/master/v2/v2-specification.md).
      * @param   takerAssetData           The takerAssetData of the asset to swap makerAssetData for (for more info: https://github.com/0xProject/0x-protocol-specification/blob/master/v2/v2-specification.md).
-     * @param   makerAssetSwapAmount     The amount of maker asset to swap for.
+     * @param   takerAssetSellAmount     The amount of maker asset to swap for.
      * @param   options                  Options for the request. See type definition for more information.
      *
      * @return  An object that conforms to SwapQuote that satisfies the request. See type definition for more information.
      */
-    public async getSwapQuoteAsync(
+    public async getMarketSellSwapQuoteAsync(
         makerAssetData: string,
         takerAssetData: string,
-        assetSwapAmount: BigNumber,
+        takerAssetSellAmount: BigNumber,
         options: Partial<SwapQuoteRequestOpts> = {},
-    ): Promise<SwapQuote> {
+    ): Promise<MarketSellSwapQuote> {
-        const { shouldForceOrderRefresh, slippagePercentage, operation } = _.merge(
+        const { shouldForceOrderRefresh, slippagePercentage } = _.merge(
             {},
             constants.DEFAULT_SWAP_QUOTE_REQUEST_OPTS,
             options,
         );
         assert.isString('makerAssetData', makerAssetData);
         assert.isString('takerAssetData', takerAssetData);
-        assert.isBigNumber('assetSwapAmount', assetSwapAmount);
+        assert.isBigNumber('takerAssetSellAmount', takerAssetSellAmount);
         assert.isBoolean('shouldForceOrderRefresh', shouldForceOrderRefresh);
         assert.isNumber('slippagePercentage', slippagePercentage);
         const zrxTokenAssetData = this._getZrxTokenAssetDataOrThrow();
@@ -165,24 +166,68 @@ export class SwapQuoter {
                 }: For makerAssetdata ${makerAssetData} and takerAssetdata ${takerAssetData}`,
             );
         }
-        let swapQuote: SwapQuote;
+        const swapQuote = swapQuoteCalculator.calculateMarketSellSwapQuote(
-        if (operation === SwapQuoteOperation.MarketBuy) {
-            swapQuote = swapQuoteCalculator.calculateMarketBuySwapQuote(
                 ordersAndFillableAmounts,
                 feeOrdersAndFillableAmounts,
-                assetSwapAmount,
+                takerAssetSellAmount,
                 slippagePercentage,
                 isMakerAssetZrxToken,
             );
-        } else {
+        return swapQuote;
-            swapQuote = swapQuoteCalculator.calculateMarketSellSwapQuote(
+    }
-                ordersAndFillableAmounts,
+
-                feeOrdersAndFillableAmounts,
+    /**
-                assetSwapAmount,
+     * Get a `SwapQuote` containing all information relevant to fulfilling a swap between a desired ERC20 token address and ERC20 owned by a provided address.
-                slippagePercentage,
+     * You can then pass the `SwapQuote` to a `SwapQuoteConsumer` to execute a buy, or process SwapQuote for on-chain consumption.
-                isMakerAssetZrxToken,
+     * @param   makerAssetData           The makerAssetData of the desired asset to swap for (for more info: https://github.com/0xProject/0x-protocol-specification/blob/master/v2/v2-specification.md).
+     * @param   takerAssetData           The takerAssetData of the asset to swap makerAssetData for (for more info: https://github.com/0xProject/0x-protocol-specification/blob/master/v2/v2-specification.md).
+     * @param   makerAssetSwapAmount     The amount of maker asset to swap for.
+     * @param   options                  Options for the request. See type definition for more information.
+     *
+     * @return  An object that conforms to SwapQuote that satisfies the request. See type definition for more information.
+     */
+    public async getMarketBuySwapQuoteAsync(
+        makerAssetData: string,
+        takerAssetData: string,
+        makerAssetBuyAmount: BigNumber,
+        options: Partial<SwapQuoteRequestOpts> = {},
+    ): Promise<MarketBuySwapQuote> {
+        const { shouldForceOrderRefresh, slippagePercentage } = _.merge(
+            {},
+            constants.DEFAULT_SWAP_QUOTE_REQUEST_OPTS,
+            options,
+        );
+        assert.isString('makerAssetData', makerAssetData);
+        assert.isString('takerAssetData', takerAssetData);
+        assert.isBigNumber('makerAssetBuyAmount', makerAssetBuyAmount);
+        assert.isBoolean('shouldForceOrderRefresh', shouldForceOrderRefresh);
+        assert.isNumber('slippagePercentage', slippagePercentage);
+        const zrxTokenAssetData = this._getZrxTokenAssetDataOrThrow();
+        const isMakerAssetZrxToken = makerAssetData === zrxTokenAssetData;
+        // get the relevant orders for the makerAsset and fees
+        // if the requested assetData is ZRX, don't get the fee info
+        const [ordersAndFillableAmounts, feeOrdersAndFillableAmounts] = await Promise.all([
+            this.getOrdersAndFillableAmountsAsync(makerAssetData, takerAssetData, shouldForceOrderRefresh),
+            isMakerAssetZrxToken
+                ? Promise.resolve(constants.EMPTY_ORDERS_AND_FILLABLE_AMOUNTS)
+                : this.getOrdersAndFillableAmountsAsync(zrxTokenAssetData, takerAssetData, shouldForceOrderRefresh),
+            shouldForceOrderRefresh,
+        ]);
+        if (ordersAndFillableAmounts.orders.length === 0) {
+            throw new Error(
+                `${
+                    SwapQuoterError.AssetUnavailable
+                }: For makerAssetdata ${makerAssetData} and takerAssetdata ${takerAssetData}`,
             );
         }
+        const swapQuote = swapQuoteCalculator.calculateMarketBuySwapQuote(
+                ordersAndFillableAmounts,
+                feeOrdersAndFillableAmounts,
+                makerAssetBuyAmount,
+                slippagePercentage,
+                isMakerAssetZrxToken,
+            );
+
         return swapQuote;
     }
     /**
@@ -195,18 +240,43 @@ export class SwapQuoter {
      *
      * @return  An object that conforms to SwapQuote that satisfies the request. See type definition for more information.
      */
-    public async getSwapQuoteForERC20TokenAddressAsync(
+    public async getMarketBuySwapQuoteForERC20TokenAddressAsync(
         makerTokenAddress: string,
         takerTokenAddress: string,
-        assetSwapAmount: BigNumber,
+        makerAssetBuyAmount: BigNumber,
         options: Partial<SwapQuoteRequestOpts> = {},
     ): Promise<SwapQuote> {
         assert.isETHAddressHex('makerTokenAddress', makerTokenAddress);
         assert.isETHAddressHex('takerTokenAddress', takerTokenAddress);
-        assert.isBigNumber('assetSwapAmount', assetSwapAmount);
+        assert.isBigNumber('makerAssetBuyAmount', makerAssetBuyAmount);
         const makerAssetData = assetDataUtils.encodeERC20AssetData(makerTokenAddress);
         const takerAssetData = assetDataUtils.encodeERC20AssetData(takerTokenAddress);
-        const swapQuote = this.getSwapQuoteAsync(makerAssetData, takerAssetData, assetSwapAmount, options);
+        const swapQuote = this.getMarketBuySwapQuoteAsync(makerAssetData, takerAssetData, makerAssetBuyAmount, options);
+        return swapQuote;
+    }
+
+    /**
+     * Get a `SwapQuote` containing all information relevant to fulfilling a swap between a desired ERC20 token address and ERC20 owned by a provided address.
+     * You can then pass the `SwapQuote` to a `SwapQuoteConsumer` to execute a buy, or process SwapQuote for on-chain consumption.
+     * @param   makerAssetData           The makerAssetData of the desired asset to swap for (for more info: https://github.com/0xProject/0x-protocol-specification/blob/master/v2/v2-specification.md).
+     * @param   takerAssetData           The takerAssetData of the asset to swap makerAssetData for (for more info: https://github.com/0xProject/0x-protocol-specification/blob/master/v2/v2-specification.md).
+     * @param   makerAssetSwapAmount     The amount of maker asset to swap for.
+     * @param   options                  Options for the request. See type definition for more information.
+     *
+     * @return  An object that conforms to SwapQuote that satisfies the request. See type definition for more information.
+     */
+    public async getMarketSellSwapQuoteForERC20TokenAddressAsync(
+        makerTokenAddress: string,
+        takerTokenAddress: string,
+        takerAssetSellAmount: BigNumber,
+        options: Partial<SwapQuoteRequestOpts> = {},
+    ): Promise<SwapQuote> {
+        assert.isETHAddressHex('makerTokenAddress', makerTokenAddress);
+        assert.isETHAddressHex('takerTokenAddress', takerTokenAddress);
+        assert.isBigNumber('takerAssetSellAmount', takerAssetSellAmount);
+        const makerAssetData = assetDataUtils.encodeERC20AssetData(makerTokenAddress);
+        const takerAssetData = assetDataUtils.encodeERC20AssetData(takerTokenAddress);
+        const swapQuote = this.getMarketSellSwapQuoteAsync(makerAssetData, takerAssetData, takerAssetSellAmount, options);
         return swapQuote;
     }
     /**

packages/asset-buyer/src/types.ts

@@ -154,11 +154,6 @@ export interface ForwarderSwapQuoteGetOutputOpts extends SwapQuoteGetOutputOpts
  */
 export interface ForwarderSwapQuoteExecutionOpts extends ForwarderSwapQuoteGetOutputOpts, SwapQuoteExecutionOpts {}
 
-export enum SwapQuoteOperation {
-    MarketSell = 'MARKET_SELL',
-    MarketBuy = 'MARKET_BUY',
-}
-
 /**
  * takerAssetData: String that represents a specific taker asset (for more info: https://github.com/0xProject/0x-protocol-specification/blob/master/v2/v2-specification.md).
  * makerAssetData: String that represents a specific maker asset (for more info: https://github.com/0xProject/0x-protocol-specification/blob/master/v2/v2-specification.md).
@@ -171,13 +166,22 @@ export enum SwapQuoteOperation {
 export interface SwapQuote {
     takerAssetData: string;
     makerAssetData: string;
-    takerAssetFillAmount?: BigNumber;
-    makerAssetFillAmount?: BigNumber;
     orders: SignedOrder[];
     feeOrders: SignedOrder[];
     bestCaseQuoteInfo: SwapQuoteInfo;
     worstCaseQuoteInfo: SwapQuoteInfo;
-    operation: SwapQuoteOperation;
+}
+
+export interface MarketSellSwapQuote extends SwapQuote {
+    takerAssetFillAmount: BigNumber;
+    bestCaseQuoteInfo: MarketSellSwapQuoteInfo;
+    worstCaseQuoteInfo: MarketSellSwapQuoteInfo;
+}
+
+export interface MarketBuySwapQuote extends SwapQuote {
+    makerAssetFillAmount: BigNumber;
+    bestCaseQuoteInfo: MarketBuySwapQuoteInfo;
+    worstCaseQuoteInfo: MarketBuySwapQuoteInfo;
 }
 
 export interface SwapQuoteWithAffiliateFee extends SwapQuote {
@@ -190,12 +194,18 @@ export interface SwapQuoteWithAffiliateFee extends SwapQuote {
  * totalEthAmount: The total amount of eth required to complete the buy (filling orders, feeOrders, and paying affiliate fee).
  */
 export interface SwapQuoteInfo {
-    takerTokenAmount: BigNumber;
-    makerTokenAmount: BigNumber;
     feeTakerTokenAmount: BigNumber;
     totalTakerTokenAmount: BigNumber;
 }
 
+export interface MarketSellSwapQuoteInfo extends SwapQuoteInfo {
+    makerTokenAmount: BigNumber;
+}
+
+export interface MarketBuySwapQuoteInfo extends SwapQuoteInfo {
+    takerTokenAmount: BigNumber;
+}
+
 /**
  * shouldForceOrderRefresh: If set to true, new orders and state will be fetched instead of waiting for the next orderRefreshIntervalMs. Defaults to false.
  * slippagePercentage: The percentage buffer to add to account for slippage. Affects max ETH price estimates. Defaults to 0.2 (20%).
@@ -203,7 +213,6 @@ export interface SwapQuoteInfo {
 export interface SwapQuoteRequestOpts {
     shouldForceOrderRefresh: boolean;
     slippagePercentage: number;
-    operation: SwapQuoteOperation;
 }
 
 /*

packages/asset-buyer/src/utils/swap_quote_calculator.ts

@@ -4,7 +4,7 @@ import * as _ from 'lodash';
 
 import { constants } from '../constants';
 import { InsufficientAssetLiquidityError } from '../errors';
-import { OrdersAndFillableAmounts, SwapQuote, SwapQuoteInfo, SwapQuoteOperation, SwapQuoterError } from '../types';
+import { MarketBuySwapQuote, MarketBuySwapQuoteInfo, MarketSellSwapQuote, MarketSellSwapQuoteInfo, OrdersAndFillableAmounts, SwapQuoterError } from '../types';
 
 // Calculates a swap quote for orders
 export const swapQuoteCalculator = {
@@ -14,7 +14,7 @@ export const swapQuoteCalculator = {
         takerAssetFillAmount: BigNumber,
         slippagePercentage: number,
         isMakerAssetZrxToken: boolean,
-    ): SwapQuote {
+    ): MarketSellSwapQuote {
         const orders = ordersAndFillableAmounts.orders;
         const remainingFillableMakerAssetAmounts = ordersAndFillableAmounts.remainingFillableMakerAssetAmounts;
         const remainingFillableTakerAssetAmounts = remainingFillableMakerAssetAmounts.map((makerAssetAmount: BigNumber, index: number) => {
@@ -112,7 +112,6 @@ export const swapQuoteCalculator = {
             feeOrders: resultFeeOrders,
             bestCaseQuoteInfo,
             worstCaseQuoteInfo,
-            operation: SwapQuoteOperation.MarketBuy,
         };
     },
     calculateMarketBuySwapQuote(
@@ -121,7 +120,7 @@ export const swapQuoteCalculator = {
         makerAssetFillAmount: BigNumber,
         slippagePercentage: number,
         isMakerAssetZrxToken: boolean,
-    ): SwapQuote {
+    ): MarketBuySwapQuote {
         const orders = ordersAndFillableAmounts.orders;
         const remainingFillableMakerAssetAmounts = ordersAndFillableAmounts.remainingFillableMakerAssetAmounts;
         const feeOrders = feeOrdersAndFillableAmounts.orders;
@@ -213,7 +212,6 @@ export const swapQuoteCalculator = {
             feeOrders: resultFeeOrders,
             bestCaseQuoteInfo,
             worstCaseQuoteInfo,
-            operation: SwapQuoteOperation.MarketBuy,
         };
     },
 };
@@ -223,7 +221,7 @@ function calculateMarketBuyQuoteInfo(
     feeOrdersAndFillableAmounts: OrdersAndFillableAmounts,
     makerAssetBuyAmount: BigNumber,
     isMakerAssetZrxToken: boolean,
-): SwapQuoteInfo {
+): MarketBuySwapQuoteInfo {
     // find the total eth and zrx needed to buy assetAmount from the resultOrders from left to right
     let takerTokenAmount = constants.ZERO_AMOUNT;
     let zrxTakerTokenAmount = constants.ZERO_AMOUNT;
@@ -247,7 +245,6 @@ function calculateMarketBuyQuoteInfo(
     const totalTakerTokenAmount = takerTokenAmount.plus(feeTakerTokenAmount);
     return {
         takerTokenAmount,
-        makerTokenAmount: makerAssetBuyAmount,
         feeTakerTokenAmount,
         totalTakerTokenAmount,
     };
@@ -258,7 +255,7 @@ function calculateMarketSellQuoteInfo(
     feeOrdersAndFillableAmounts: OrdersAndFillableAmounts,
     takerAssetSellAmount: BigNumber,
     isMakerAssetZrxToken: boolean,
-): SwapQuoteInfo {
+): MarketSellSwapQuoteInfo {
     // find the total eth and zrx needed to buy assetAmount from the resultOrders from left to right
     let makerTokenAmount = constants.ZERO_AMOUNT;
     let zrxTakerTokenAmount = constants.ZERO_AMOUNT;
@@ -281,7 +278,6 @@ function calculateMarketSellQuoteInfo(
     // eth amount needed in total is the sum of the amount needed for the asset and the amount needed for fees
     const totalTakerTokenAmount = takerAssetSellAmount.plus(feeTakerTokenAmount);
     return {
-        takerTokenAmount: takerAssetSellAmount,
         makerTokenAmount,
         feeTakerTokenAmount,
         totalTakerTokenAmount,