Remove marketSell and add to marketBuy implementation

packages/forwarder-helper/src/constants.ts

@@ -0,0 +1,5 @@
+import { BigNumber } from '@0xproject/utils';
+
+export const constants = {
+    ZERO_AMOUNT: new BigNumber(0),
+};

packages/forwarder-helper/src/forwarder_helper_impl.ts

@@ -1,13 +1,11 @@
+import { marketUtils } from '@0xproject/order-utils';
 import { SignedOrder } from '@0xproject/types';
 import { BigNumber } from '@0xproject/utils';
 
-import {
+import { constants } from './constants';
-    ForwarderHelper,
+import { ForwarderHelper, ForwarderHelperError, MarketBuyOrdersInfo, MarketBuyOrdersInfoRequest } from './types';
-    MarketBuyOrdersInfo,
+
-    MarketBuyOrdersInfoRequest,
+const SLIPPAGE_PERCENTAGE = new BigNumber(0.2); // 20% slippage protection, possibly move this into request interface
-    MarketSellOrdersInfo,
-    MarketSellOrdersInfoRequest,
-} from './types';
 
 export class ForwarderHelperImpl implements ForwarderHelper {
     private _orders: SignedOrder[];
@@ -26,24 +24,40 @@ export class ForwarderHelperImpl implements ForwarderHelper {
         this._remainingFillableFeeAmountsIfExists = remainingFillableFeeAmounts;
     }
     public getMarketBuyOrdersInfo(request: MarketBuyOrdersInfoRequest): MarketBuyOrdersInfo {
-        const { makerAssetFillAmount, feePercentage, acceptableEthAmountRange } = request;
+        const { makerAssetFillAmount, feePercentage } = request;
+        // TODO: make the slippage percentage customizable
+        const slippageBufferAmount = makerAssetFillAmount.mul(SLIPPAGE_PERCENTAGE);
+        const { resultOrders, remainingFillAmount } = marketUtils.findOrdersThatCoverMakerAssetFillAmount(
+            this._orders,
+            makerAssetFillAmount,
+            {
+                remainingFillableMakerAssetAmounts: this._remainingFillableMakerAssetAmountsIfExists,
+                slippageBufferAmount,
+            },
+        );
+        if (remainingFillAmount.gt(constants.ZERO_AMOUNT)) {
+            throw new Error(ForwarderHelperError.InsufficientLiquidity);
+        }
+        // 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,
+            this._feeOrders,
+            {
+                remainingFillableMakerAssetAmounts: this._remainingFillableMakerAssetAmountsIfExists,
+                remainingFillableFeeAmounts: this._remainingFillableFeeAmountsIfExists,
+            },
+        );
+        if (remainingFeeAmount.gt(constants.ZERO_AMOUNT)) {
+            throw new Error(ForwarderHelperError.InsufficientZrxLiquidity);
+        }
+        // TODO: calculate min and max eth usage
         return {
             makerAssetFillAmount,
-            orders: this._orders,
+            orders: resultOrders,
-            feeOrders: this._feeOrders,
+            feeOrders: resultFeeOrders,
-            minEthAmount: new BigNumber(0),
+            minEthAmount: constants.ZERO_AMOUNT,
-            maxEthAmount: new BigNumber(0),
+            maxEthAmount: constants.ZERO_AMOUNT,
-            feePercentage,
-        };
-    }
-    public getMarketSellOrdersInfo(request: MarketSellOrdersInfoRequest): MarketSellOrdersInfo {
-        const { ethAmount, feePercentage, acceptableFillAmountRange } = request;
-        return {
-            ethAmount,
-            orders: this._orders,
-            feeOrders: this._feeOrders,
-            minFillAmount: new BigNumber(0),
-            maxFillAmount: new BigNumber(0),
             feePercentage,
         };
     }

packages/forwarder-helper/src/types.ts

@@ -9,13 +9,6 @@ export interface ForwarderHelper {
      * @return  An object that conforms to MarketBuyOrdersInfo that satisfies the request. See type definition for more information.
      */
     getMarketBuyOrdersInfo: (request: MarketBuyOrdersInfoRequest) => MarketBuyOrdersInfo;
-    /**
-     * Given a MarketSellOrdersInfoRequest, returns a MarketSellOrdersInfo containing all information relevant to fulfilling the request
-     * using the ForwarderContract marketSellOrdersWithEth function.
-     * @param   request     An object that conforms to MarketSellOrdersInfoRequest. See type definition for more information.
-     * @return  An object that conforms to MarketSellOrdersInfo that satisfies the request. See type definition for more information.
-     */
-    getMarketSellOrdersInfo: (request: MarketSellOrdersInfoRequest) => MarketSellOrdersInfo;
 }
 
 export enum ForwarderHelperError {
@@ -26,12 +19,10 @@ export enum ForwarderHelperError {
 /**
  * makerAssetFillAmount: The amount of makerAsset requesting to be filled
  * feePercentage: Optional affiliate percentage amount factoring into eth amount calculations
- * acceptableEthAmountRange: maximum difference between min and max eth cost
  */
 export interface MarketBuyOrdersInfoRequest {
     makerAssetFillAmount: BigNumber;
     feePercentage?: BigNumber;
-    acceptableEthAmountRange?: BigNumber;
 }
 
 /**
@@ -50,31 +41,3 @@ export interface MarketBuyOrdersInfo {
     maxEthAmount: BigNumber;
     feePercentage?: BigNumber;
 }
-
-/**
- * ethAmount: The amount of eth used to fill
- * feePercentage: Optional affiliate percentage amount factoring into eth amount calculations
- * acceptableFillAmountRange: maximum difference between min and max asset filled
- */
-export interface MarketSellOrdersInfoRequest {
-    ethAmount: BigNumber;
-    feePercentage?: BigNumber;
-    acceptableFillAmountRange?: BigNumber;
-}
-
-/**
- * ethAmount: The amount of eth used to fill
- * orders: An array of objects conforming to SignedOrder. These orders can be used to cover the requested ethAmount plus slippage
- * feeOrders: An array of objects conforming to SignedOrder. These orders can be used to cover the fees for the orders param above
- * minFillAmount: Amount of asset purchased in the worst case
- * maxFillAmount: Amount of asset purchased in the best case
- * feePercentage: Affiliate fee percentage used to calculate the eth amounts above. Passed thru directly from the request
- */
-export interface MarketSellOrdersInfo {
-    ethAmount: BigNumber;
-    orders: SignedOrder[];
-    feeOrders: SignedOrder[];
-    minFillAmount: BigNumber;
-    maxFillAmount: BigNumber;
-    feePercentage?: BigNumber;
-}

packages/order-utils/CHANGELOG.json

@@ -14,6 +14,10 @@
                 "note":
                     "Update marketUtils api such that all optional parameters are bundled into one optional param and more defaults are provided",
                 "pr": 954
+            },
+            {
+                "note":
+                    "Rename `resultOrders` to `resultFeeOrders` for object returned by `findFeeOrdersThatCoverFeesForTargetOrders` in `marketUtils` api"
             }
         ]
     },

packages/order-utils/src/market_utils.ts

@@ -84,7 +84,7 @@ export const marketUtils = {
         orders: T[],
         feeOrders: T[],
         opts?: FindFeeOrdersThatCoverFeesForTargetOrdersOpts,
-    ): { resultOrders: T[]; remainingFeeAmount: BigNumber } {
+    ): { resultFeeOrders: T[]; remainingFeeAmount: BigNumber } {
         assert.doesConformToSchema('orders', orders, schemas.ordersSchema);
         assert.doesConformToSchema('feeOrders', feeOrders, schemas.ordersSchema);
         // try to get remainingFillableMakerAssetAmounts from opts, if it's not there, use makerAssetAmount values from orders
@@ -137,7 +137,7 @@ export const marketUtils = {
             },
         );
         return {
-            resultOrders,
+            resultFeeOrders: resultOrders,
             remainingFeeAmount: remainingFillAmount,
         };
         // TODO: add more orders here to cover rounding

yarn.lock

@@ -5256,9 +5256,9 @@ ethereumjs-wallet@~0.6.0:
     utf8 "^3.0.0"
     uuid "^3.3.2"
 
-ethers@3.0.22:
+ethers@0xproject/ethers.js#eip-838-reasons, ethers@3.0.22:
-  version "3.0.22"
+  version "3.0.18"
-  resolved "https://registry.yarnpkg.com/ethers/-/ethers-3.0.22.tgz#7fab1ea16521705837aa43c15831877b2716b436"
+  resolved "https://codeload.github.com/0xproject/ethers.js/tar.gz/b91342bd200d142af0165d6befddf783c8ae8447"
   dependencies:
     aes-js "3.0.0"
     bn.js "^4.4.0"