Add ForwarderHelperImplConfig

packages/forwarder-helper/package.json

@@ -15,21 +15,22 @@
         "test:coverage": "nyc npm run test --all && yarn coverage:report:lcov",
         "coverage:report:lcov": "nyc report --reporter=text-lcov > coverage/lcov.info",
         "test:circleci": "yarn test:coverage",
-        "run_mocha":
+        "run_mocha": "mocha --require source-map-support/register --require make-promises-safe lib/test/**/*_test.js --exit",
-            "mocha --require source-map-support/register --require make-promises-safe lib/test/**/*_test.js --exit",
         "clean": "shx rm -rf lib test_temp scripts",
         "build": "tsc && copyfiles -u 3 './lib/src/monorepo_scripts/**/*' ./scripts",
         "manual:postpublish": "yarn build; node ./scripts/postpublish.js",
         "docs:stage": "node scripts/stage_docs.js",
         "docs:json": "typedoc --excludePrivate --excludeExternals --target ES5 --json $JSON_FILE_PATH $PROJECT_FILES",
-        "upload_docs_json":
+        "upload_docs_json": "aws s3 cp generated_docs/index.json $S3_URL --profile 0xproject --grants read=uri=http://acs.amazonaws.com/groups/global/AllUsers --content-type application/json"
-            "aws s3 cp generated_docs/index.json $S3_URL --profile 0xproject --grants read=uri=http://acs.amazonaws.com/groups/global/AllUsers --content-type application/json"
     },
     "config": {
         "postpublish": {
             "assets": [],
             "docPublishConfigs": {
-                "extraFileIncludes": ["../types/src/index.ts", "../ethereum-types/src/index.ts"],
+                "extraFileIncludes": [
+                    "../types/src/index.ts",
+                    "../ethereum-types/src/index.ts"
+                ],
                 "s3BucketPath": "s3://doc-jsons/forwarder-helper/",
                 "s3StagingBucketPath": "s3://staging-doc-jsons/forwarder-helper/"
             }
@@ -50,11 +51,13 @@
         "@0xproject/types": "^1.0.1-rc.4",
         "@0xproject/typescript-typings": "^1.0.4",
         "@0xproject/utils": "^1.0.5",
-        "@types/node": "^8.0.53"
+        "@types/node": "^8.0.53",
+        "lodash": "^4.17.10"
     },
     "devDependencies": {
         "@0xproject/monorepo-scripts": "^1.0.5",
         "@0xproject/tslint-config": "^1.0.5",
+        "@types/lodash": "^4.14.116",
         "@types/mocha": "^2.2.42",
         "chai": "^4.0.1",
         "chai-as-promised": "^7.1.0",

packages/forwarder-helper/src/forwarder_helper_impl.ts

@@ -1,37 +1,93 @@
-import { marketUtils } from '@0xproject/order-utils';
+import { marketUtils, sortingUtils } 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';
 
 const SLIPPAGE_PERCENTAGE = new BigNumber(0.2); // 20% slippage protection, possibly move this into request interface
 
+interface SignedOrderWithAmount extends SignedOrder {
+    remainingFillAmount?: BigNumber;
+}
+
+export interface ForwarderHelperImplConfig {
+    orders: SignedOrder[];
+    feeOrders: SignedOrder[];
+    remainingFillableMakerAssetAmounts?: BigNumber[];
+    remainingFillableFeeAmounts?: BigNumber[];
+}
+
 export class ForwarderHelperImpl implements ForwarderHelper {
-    private _orders: SignedOrder[];
+    private _config: ForwarderHelperImplConfig;
-    private _feeOrders: SignedOrder[];
+    private static _createSignedOrderWithAmounts(
-    private _remainingFillableMakerAssetAmountsIfExists?: BigNumber[];
-    private _remainingFillableFeeAmountsIfExists?: BigNumber[];
-    constructor(
         orders: SignedOrder[],
-        feeOrders: SignedOrder[] = [] as SignedOrder[],
+        amounts?: BigNumber[],
-        remainingFillableMakerAssetAmounts?: BigNumber[],
+    ): SignedOrderWithAmount[] {
-        remainingFillableFeeAmounts?: BigNumber[],
+        const ordersAndAmounts = _.map(orders, (order, index) => {
-    ) {
+            return {
-        this._orders = orders;
+                ...order,
-        this._feeOrders = feeOrders;
+                remainingFillAmount: _.nth(amounts, index),
-        this._remainingFillableMakerAssetAmountsIfExists = remainingFillableMakerAssetAmounts;
+            };
-        this._remainingFillableFeeAmountsIfExists = remainingFillableFeeAmounts;
+        });
+        return ordersAndAmounts;
+    }
+    private static _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, ...rest } = order;
+            return remainingFillAmount;
+        });
+        const compactAmounts = _.compact(amounts);
+        return {
+            orders,
+            amounts: compactAmounts.length > 0 ? compactAmounts : undefined,
+        };
+    }
+    private static _sortConfig(opts: ForwarderHelperImplConfig): ForwarderHelperImplConfig {
+        const { orders, feeOrders, remainingFillableMakerAssetAmounts, remainingFillableFeeAmounts } = opts;
+        const orderWithAmounts = ForwarderHelperImpl._createSignedOrderWithAmounts(
+            orders,
+            remainingFillableMakerAssetAmounts,
+        );
+        const sortedOrderWithAmounts = sortingUtils.sortOrdersByFeeAdjustedRate(orderWithAmounts);
+        const unbundledSortedOrderWithAmounts = ForwarderHelperImpl._unbundleSignedOrderWithAmounts(
+            sortedOrderWithAmounts,
+        );
+        const feeOrderWithAmounts = ForwarderHelperImpl._createSignedOrderWithAmounts(
+            feeOrders,
+            remainingFillableFeeAmounts,
+        );
+        const sortedFeeOrderWithAmounts = sortingUtils.sortFeeOrdersByFeeAdjustedRate(feeOrderWithAmounts);
+        const unbundledSortedFeeOrderWithAmounts = ForwarderHelperImpl._unbundleSignedOrderWithAmounts(
+            sortedFeeOrderWithAmounts,
+        );
+        return {
+            orders: unbundledSortedOrderWithAmounts.orders,
+            feeOrders: unbundledSortedFeeOrderWithAmounts.orders,
+            remainingFillableMakerAssetAmounts: unbundledSortedOrderWithAmounts.amounts,
+            remainingFillableFeeAmounts: unbundledSortedFeeOrderWithAmounts.amounts,
+        };
+    }
+    constructor(opts: ForwarderHelperImplConfig) {
+        this._config = ForwarderHelperImpl._sortConfig(opts);
     }
     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);
         const { resultOrders, remainingFillAmount } = marketUtils.findOrdersThatCoverMakerAssetFillAmount(
-            this._orders,
+            orders,
             makerAssetFillAmount,
             {
-                remainingFillableMakerAssetAmounts: this._remainingFillableMakerAssetAmountsIfExists,
+                remainingFillableMakerAssetAmounts,
                 slippageBufferAmount,
             },
         );
@@ -42,10 +98,10 @@ export class ForwarderHelperImpl implements ForwarderHelper {
         // finding order that cover all fees, this will help with estimating ETH and minimizing gas usage
         const { resultFeeOrders, remainingFeeAmount } = marketUtils.findFeeOrdersThatCoverFeesForTargetOrders(
             resultOrders,
-            this._feeOrders,
+            feeOrders,
             {
-                remainingFillableMakerAssetAmounts: this._remainingFillableMakerAssetAmountsIfExists,
+                remainingFillableMakerAssetAmounts,
-                remainingFillableFeeAmounts: this._remainingFillableFeeAmountsIfExists,
+                remainingFillableFeeAmounts,
             },
         );
         if (remainingFeeAmount.gt(constants.ZERO_AMOUNT)) {

packages/order-utils/CHANGELOG.json

@@ -18,6 +18,9 @@
             {
                 "note":
                     "Rename `resultOrders` to `resultFeeOrders` for object returned by `findFeeOrdersThatCoverFeesForTargetOrders` in `marketUtils` api"
+            },
+            {
+                "note": "Make `sortFeeOrdersByFeeAdjustedRate` in `sortingUtils` generic"
             }
         ]
     },

packages/order-utils/src/sorting_utils.ts

@@ -32,7 +32,7 @@ export const sortingUtils = {
      *                          the makerAsset and WETH as the takerAsset.
      * @return  The input orders sorted by rate in ascending order
      */
-    sortFeeOrdersByFeeAdjustedRate(feeOrders: Order[]): Order[] {
+    sortFeeOrdersByFeeAdjustedRate<T extends Order>(feeOrders: T[]): T[] {
         assert.doesConformToSchema('feeOrders', feeOrders, schemas.ordersSchema);
         const rateCalculator = rateUtils.getFeeAdjustedRateOfFeeOrder.bind(rateUtils);
         const sortedOrders = sortOrders(feeOrders, rateCalculator);

packages/order-utils/test/market_utils_test.ts

@@ -139,11 +139,11 @@ describe('marketUtils', () => {
         );
         describe('no target orders', () => {
             it('returns empty and zero remainingFeeAmount', async () => {
-                const { resultOrders, remainingFeeAmount } = marketUtils.findFeeOrdersThatCoverFeesForTargetOrders(
+                const { resultFeeOrders, remainingFeeAmount } = marketUtils.findFeeOrdersThatCoverFeesForTargetOrders(
                     [],
                     inputFeeOrders,
                 );
-                expect(resultOrders).to.be.empty;
+                expect(resultFeeOrders).to.be.empty;
                 expect(remainingFeeAmount).to.be.bignumber.equal(constants.ZERO_AMOUNT);
             });
         });
@@ -162,14 +162,14 @@ describe('marketUtils', () => {
             // generate remainingFillableMakerAssetAmounts that equal the makerAssetAmount
             const remainingFillableMakerAssetAmounts = [makerAssetAmount, makerAssetAmount, makerAssetAmount];
             it('returns empty and non-zero remainingFeeAmount', async () => {
-                const { resultOrders, remainingFeeAmount } = marketUtils.findFeeOrdersThatCoverFeesForTargetOrders(
+                const { resultFeeOrders, remainingFeeAmount } = marketUtils.findFeeOrdersThatCoverFeesForTargetOrders(
                     inputOrders,
                     [],
                     {
                         remainingFillableMakerAssetAmounts,
                     },
                 );
-                expect(resultOrders).to.be.empty;
+                expect(resultFeeOrders).to.be.empty;
                 expect(remainingFeeAmount).to.be.bignumber.equal(new BigNumber(30));
             });
         });
@@ -183,11 +183,11 @@ describe('marketUtils', () => {
                 3,
             );
             it('returns empty and zero remainingFeeAmount', async () => {
-                const { resultOrders, remainingFeeAmount } = marketUtils.findFeeOrdersThatCoverFeesForTargetOrders(
+                const { resultFeeOrders, remainingFeeAmount } = marketUtils.findFeeOrdersThatCoverFeesForTargetOrders(
                     inputOrders,
                     inputFeeOrders,
                 );
-                expect(resultOrders).to.be.empty;
+                expect(resultFeeOrders).to.be.empty;
                 expect(remainingFeeAmount).to.be.bignumber.equal(constants.ZERO_AMOUNT);
             });
         });
@@ -204,11 +204,11 @@ describe('marketUtils', () => {
                 3,
             );
             it('returns input fee orders and zero remainingFeeAmount', async () => {
-                const { resultOrders, remainingFeeAmount } = marketUtils.findFeeOrdersThatCoverFeesForTargetOrders(
+                const { resultFeeOrders, remainingFeeAmount } = marketUtils.findFeeOrdersThatCoverFeesForTargetOrders(
                     inputOrders,
                     inputFeeOrders,
                 );
-                expect(resultOrders).to.be.deep.equal(inputFeeOrders);
+                expect(resultFeeOrders).to.be.deep.equal(inputFeeOrders);
                 expect(remainingFeeAmount).to.be.bignumber.equal(constants.ZERO_AMOUNT);
             });
         });
@@ -230,14 +230,14 @@ describe('marketUtils', () => {
             // 3. order is completely fillable
             const remainingFillableMakerAssetAmounts = [constants.ZERO_AMOUNT, new BigNumber(5), makerAssetAmount];
             it('returns first two input fee orders and zero remainingFeeAmount', async () => {
-                const { resultOrders, remainingFeeAmount } = marketUtils.findFeeOrdersThatCoverFeesForTargetOrders(
+                const { resultFeeOrders, remainingFeeAmount } = marketUtils.findFeeOrdersThatCoverFeesForTargetOrders(
                     inputOrders,
                     inputFeeOrders,
                     {
                         remainingFillableMakerAssetAmounts,
                     },
                 );
-                expect(resultOrders).to.be.deep.equal([inputFeeOrders[0], inputFeeOrders[1]]);
+                expect(resultFeeOrders).to.be.deep.equal([inputFeeOrders[0], inputFeeOrders[1]]);
                 expect(remainingFeeAmount).to.be.bignumber.equal(constants.ZERO_AMOUNT);
             });
         });
@@ -254,11 +254,11 @@ describe('marketUtils', () => {
                 3,
             );
             it('returns input fee orders and non-zero remainingFeeAmount', async () => {
-                const { resultOrders, remainingFeeAmount } = marketUtils.findFeeOrdersThatCoverFeesForTargetOrders(
+                const { resultFeeOrders, remainingFeeAmount } = marketUtils.findFeeOrdersThatCoverFeesForTargetOrders(
                     inputOrders,
                     inputFeeOrders,
                 );
-                expect(resultOrders).to.be.deep.equal(inputFeeOrders);
+                expect(resultFeeOrders).to.be.deep.equal(inputFeeOrders);
                 expect(remainingFeeAmount).to.be.bignumber.equal(new BigNumber(30));
             });
         });

yarn.lock

@@ -1036,6 +1036,10 @@
   version "4.14.99"
   resolved "https://registry.yarnpkg.com/@types/lodash/-/lodash-4.14.99.tgz#e6e10c0a4cc16c7409b3181f1e66880d2fb7d4dc"
 
+"@types/lodash@^4.14.116":
+  version "4.14.116"
+  resolved "https://registry.yarnpkg.com/@types/lodash/-/lodash-4.14.116.tgz#5ccf215653e3e8c786a58390751033a9adca0eb9"
+
 "@types/loglevel@^1.5.3":
   version "1.5.3"
   resolved "https://registry.yarnpkg.com/@types/loglevel/-/loglevel-1.5.3.tgz#adfce55383edc5998a2170ad581b3e23d6adb5b8"