import { ethers } from 'ethers' ;
import log from 'loglevel' ;
import BigNumber from 'bignumber.js' ;
import { ObservableStore } from '@metamask/obs-store' ;
import { mapValues , cloneDeep } from 'lodash' ;
import abi from 'human-standard-token-abi' ;
import { calcTokenAmount } from '../../../ui/helpers/utils/token-util' ;
import { calcGasTotal } from '../../../ui/pages/send/send.utils' ;
import { conversionUtil } from '../../../ui/helpers/utils/conversion-util' ;
import {
DEFAULT _ERC20 _APPROVE _GAS ,
QUOTES _EXPIRED _ERROR ,
QUOTES _NOT _AVAILABLE _ERROR ,
SWAPS _FETCH _ORDER _CONFLICT ,
SWAPS _CHAINID _CONTRACT _ADDRESS _MAP ,
} from '../../../shared/constants/swaps' ;
import { isSwapsDefaultTokenAddress } from '../../../shared/modules/swaps.utils' ;
import {
fetchTradesInfo as defaultFetchTradesInfo ,
fetchSwapsQuoteRefreshTime as defaultFetchSwapsQuoteRefreshTime ,
} from '../../../ui/pages/swaps/swaps.util' ;
import { MINUTE , SECOND } from '../../../shared/constants/time' ;
import { NETWORK _EVENTS } from './network' ;
// The MAX_GAS_LIMIT is a number that is higher than the maximum gas costs we have observed on any aggregator
const MAX _GAS _LIMIT = 2500000 ;
// To ensure that our serves are not spammed if MetaMask is left idle, we limit the number of fetches for quotes that are made on timed intervals.
// 3 seems to be an appropriate balance of giving users the time they need when MetaMask is not left idle, and turning polling off when it is.
const POLL _COUNT _LIMIT = 3 ;
// If for any reason the MetaSwap API fails to provide a refresh time,
// provide a reasonable fallback to avoid further errors
const FALLBACK _QUOTE _REFRESH _TIME = MINUTE ;
// This is the amount of time to wait, after successfully fetching quotes
// and their gas estimates, before fetching for new quotes
const QUOTE _POLLING _DIFFERENCE _INTERVAL = SECOND * 10 ;
function calculateGasEstimateWithRefund (
maxGas = MAX _GAS _LIMIT ,
estimatedRefund = 0 ,
estimatedGas = 0 ,
) {
const maxGasMinusRefund = new BigNumber ( maxGas , 10 ) . minus (
estimatedRefund ,
10 ,
) ;
const gasEstimateWithRefund = maxGasMinusRefund . lt ( estimatedGas , 16 )
? maxGasMinusRefund . toString ( 16 )
: estimatedGas ;
return gasEstimateWithRefund ;
}
const initialState = {
swapsState : {
quotes : { } ,
fetchParams : null ,
tokens : null ,
tradeTxId : null ,
approveTxId : null ,
quotesLastFetched : null ,
customMaxGas : '' ,
customGasPrice : null ,
selectedAggId : null ,
customApproveTxData : '' ,
errorKey : '' ,
topAggId : null ,
routeState : '' ,
swapsFeatureIsLive : true ,
useNewSwapsApi : false ,
swapsQuoteRefreshTime : FALLBACK _QUOTE _REFRESH _TIME ,
} ,
} ;
export default class SwapsController {
constructor ( {
getBufferedGasLimit ,
networkController ,
provider ,
getProviderConfig ,
tokenRatesStore ,
fetchTradesInfo = defaultFetchTradesInfo ,
fetchSwapsQuoteRefreshTime = defaultFetchSwapsQuoteRefreshTime ,
getCurrentChainId ,
} ) {
this . store = new ObservableStore ( {
swapsState : { ... initialState . swapsState } ,
} ) ;
this . _fetchTradesInfo = fetchTradesInfo ;
this . _fetchSwapsQuoteRefreshTime = fetchSwapsQuoteRefreshTime ;
this . _getCurrentChainId = getCurrentChainId ;
this . getBufferedGasLimit = getBufferedGasLimit ;
this . tokenRatesStore = tokenRatesStore ;
this . pollCount = 0 ;
this . getProviderConfig = getProviderConfig ;
this . indexOfNewestCallInFlight = 0 ;
this . ethersProvider = new ethers . providers . Web3Provider ( provider ) ;
this . _currentNetwork = networkController . store . getState ( ) . network ;
networkController . on ( NETWORK _EVENTS . NETWORK _DID _CHANGE , ( network ) => {
if ( network !== 'loading' && network !== this . _currentNetwork ) {
this . _currentNetwork = network ;
this . ethersProvider = new ethers . providers . Web3Provider ( provider ) ;
}
} ) ;
}
// Sets the refresh rate for quote updates from the MetaSwap API
async _setSwapsQuoteRefreshTime ( ) {
const chainId = this . _getCurrentChainId ( ) ;
const { swapsState } = this . store . getState ( ) ;
// Default to fallback time unless API returns valid response
let swapsQuoteRefreshTime = FALLBACK _QUOTE _REFRESH _TIME ;
try {
swapsQuoteRefreshTime = await this . _fetchSwapsQuoteRefreshTime (
chainId ,
swapsState . useNewSwapsApi ,
) ;
} catch ( e ) {
console . error ( 'Request for swaps quote refresh time failed: ' , e ) ;
}
const { swapsState : latestSwapsState } = this . store . getState ( ) ;
this . store . updateState ( {
swapsState : { ... latestSwapsState , swapsQuoteRefreshTime } ,
} ) ;
}
// Once quotes are fetched, we poll for new ones to keep the quotes up to date. Market and aggregator contract conditions can change fast enough
// that quotes will no longer be available after 1 or 2 minutes. When fetchAndSetQuotes is first called it, receives fetch that parameters are stored in
// state. These stored parameters are used on subsequent calls made during polling.
// Note: we stop polling after 3 requests, until new quotes are explicitly asked for. The logic that enforces that maximum is in the body of fetchAndSetQuotes
pollForNewQuotes ( ) {
const {
swapsState : { swapsQuoteRefreshTime } ,
} = this . store . getState ( ) ;
this . pollingTimeout = setTimeout ( ( ) => {
const { swapsState } = this . store . getState ( ) ;
this . fetchAndSetQuotes (
swapsState . fetchParams ,
swapsState . fetchParams ? . metaData ,
true ,
) ;
} , swapsQuoteRefreshTime - QUOTE _POLLING _DIFFERENCE _INTERVAL ) ;
}
stopPollingForQuotes ( ) {
clearTimeout ( this . pollingTimeout ) ;
}
async fetchAndSetQuotes (
fetchParams ,
fetchParamsMetaData = { } ,
isPolledRequest ,
) {
const { chainId } = fetchParamsMetaData ;
const {
swapsState : { useNewSwapsApi } ,
} = this . store . getState ( ) ;
if ( ! fetchParams ) {
return null ;
}
// Every time we get a new request that is not from the polling, we reset the poll count so we can poll for up to three more sets of quotes with these new params.
if ( ! isPolledRequest ) {
this . pollCount = 0 ;
}
// If there are any pending poll requests, clear them so that they don't get call while this new fetch is in process
clearTimeout ( this . pollingTimeout ) ;
if ( ! isPolledRequest ) {
this . setSwapsErrorKey ( '' ) ;
}
const indexOfCurrentCall = this . indexOfNewestCallInFlight + 1 ;
this . indexOfNewestCallInFlight = indexOfCurrentCall ;
let [ newQuotes ] = await Promise . all ( [
this . _fetchTradesInfo ( fetchParams , {
... fetchParamsMetaData ,
useNewSwapsApi ,
} ) ,
this . _setSwapsQuoteRefreshTime ( ) ,
] ) ;
newQuotes = mapValues ( newQuotes , ( quote ) => ( {
... quote ,
sourceTokenInfo : fetchParamsMetaData . sourceTokenInfo ,
destinationTokenInfo : fetchParamsMetaData . destinationTokenInfo ,
} ) ) ;
const quotesLastFetched = Date . now ( ) ;
let approvalRequired = false ;
if (
! isSwapsDefaultTokenAddress ( fetchParams . sourceToken , chainId ) &&
Object . values ( newQuotes ) . length
) {
const allowance = await this . _getERC20Allowance (
fetchParams . sourceToken ,
fetchParams . fromAddress ,
chainId ,
) ;
// For a user to be able to swap a token, they need to have approved the MetaSwap contract to withdraw that token.
// _getERC20Allowance() returns the amount of the token they have approved for withdrawal. If that amount is greater
// than 0, it means that approval has already occured and is not needed. Otherwise, for tokens to be swapped, a new
// call of the ERC-20 approve method is required.
approvalRequired = allowance . eq ( 0 ) ;
if ( ! approvalRequired ) {
newQuotes = mapValues ( newQuotes , ( quote ) => ( {
... quote ,
approvalNeeded : null ,
} ) ) ;
} else if ( ! isPolledRequest ) {
const { gasLimit : approvalGas } = await this . timedoutGasReturn (
Object . values ( newQuotes ) [ 0 ] . approvalNeeded ,
) ;
newQuotes = mapValues ( newQuotes , ( quote ) => ( {
... quote ,
approvalNeeded : {
... quote . approvalNeeded ,
gas : approvalGas || DEFAULT _ERC20 _APPROVE _GAS ,
} ,
} ) ) ;
}
}
let topAggId = null ;
// We can reduce time on the loading screen by only doing this after the
// loading screen and best quote have rendered.
if ( ! approvalRequired && ! fetchParams ? . balanceError ) {
newQuotes = await this . getAllQuotesWithGasEstimates ( newQuotes ) ;
}
if ( Object . values ( newQuotes ) . length === 0 ) {
this . setSwapsErrorKey ( QUOTES _NOT _AVAILABLE _ERROR ) ;
} else {
const [
_topAggId ,
quotesWithSavingsAndFeeData ,
] = await this . _findTopQuoteAndCalculateSavings ( newQuotes ) ;
topAggId = _topAggId ;
newQuotes = quotesWithSavingsAndFeeData ;
}
// If a newer call has been made, don't update state with old information
// Prevents timing conflicts between fetches
if ( this . indexOfNewestCallInFlight !== indexOfCurrentCall ) {
throw new Error ( SWAPS _FETCH _ORDER _CONFLICT ) ;
}
const { swapsState } = this . store . getState ( ) ;
let { selectedAggId } = swapsState ;
if ( ! newQuotes [ selectedAggId ] ) {
selectedAggId = null ;
}
this . store . updateState ( {
swapsState : {
... swapsState ,
quotes : newQuotes ,
fetchParams : { ... fetchParams , metaData : fetchParamsMetaData } ,
quotesLastFetched ,
selectedAggId ,
topAggId ,
} ,
} ) ;
// We only want to do up to a maximum of three requests from polling.
this . pollCount += 1 ;
if ( this . pollCount < POLL _COUNT _LIMIT + 1 ) {
this . pollForNewQuotes ( ) ;
} else {
this . resetPostFetchState ( ) ;
this . setSwapsErrorKey ( QUOTES _EXPIRED _ERROR ) ;
return null ;
}
return [ newQuotes , topAggId ] ;
}
safeRefetchQuotes ( ) {
const { swapsState } = this . store . getState ( ) ;
if ( ! this . pollingTimeout && swapsState . fetchParams ) {
this . fetchAndSetQuotes ( swapsState . fetchParams ) ;
}
}
setSelectedQuoteAggId ( selectedAggId ) {
const { swapsState } = this . store . getState ( ) ;
this . store . updateState ( { swapsState : { ... swapsState , selectedAggId } } ) ;
}
setSwapsTokens ( tokens ) {
const { swapsState } = this . store . getState ( ) ;
this . store . updateState ( { swapsState : { ... swapsState , tokens } } ) ;
}
setSwapsErrorKey ( errorKey ) {
const { swapsState } = this . store . getState ( ) ;
this . store . updateState ( { swapsState : { ... swapsState , errorKey } } ) ;
}
async getAllQuotesWithGasEstimates ( quotes ) {
const quoteGasData = await Promise . all (
Object . values ( quotes ) . map ( async ( quote ) => {
const { gasLimit , simulationFails } = await this . timedoutGasReturn (
quote . trade ,
) ;
return [ gasLimit , simulationFails , quote . aggregator ] ;
} ) ,
) ;
const newQuotes = { } ;
quoteGasData . forEach ( ( [ gasLimit , simulationFails , aggId ] ) => {
if ( gasLimit && ! simulationFails ) {
const gasEstimateWithRefund = calculateGasEstimateWithRefund (
quotes [ aggId ] . maxGas ,
quotes [ aggId ] . estimatedRefund ,
gasLimit ,
) ;
newQuotes [ aggId ] = {
... quotes [ aggId ] ,
gasEstimate : gasLimit ,
gasEstimateWithRefund ,
} ;
} else if ( quotes [ aggId ] . approvalNeeded ) {
// If gas estimation fails, but an ERC-20 approve is needed, then we do not add any estimate property to the quote object
// Such quotes will rely on the maxGas and averageGas properties from the api
newQuotes [ aggId ] = quotes [ aggId ] ;
}
// If gas estimation fails and no approval is needed, then we filter that quote out, so that it is not shown to the user
} ) ;
return newQuotes ;
}
timedoutGasReturn ( tradeTxParams ) {
return new Promise ( ( resolve ) => {
let gasTimedOut = false ;
const gasTimeout = setTimeout ( ( ) => {
gasTimedOut = true ;
resolve ( { gasLimit : null , simulationFails : true } ) ;
} , SECOND * 5 ) ;
// Remove gas from params that will be passed to the `estimateGas` call
// Including it can cause the estimate to fail if the actual gas needed
// exceeds the passed gas
const tradeTxParamsForGasEstimate = {
data : tradeTxParams . data ,
from : tradeTxParams . from ,
to : tradeTxParams . to ,
value : tradeTxParams . value ,
} ;
this . getBufferedGasLimit ( { txParams : tradeTxParamsForGasEstimate } , 1 )
. then ( ( { gasLimit , simulationFails } ) => {
if ( ! gasTimedOut ) {
clearTimeout ( gasTimeout ) ;
resolve ( { gasLimit , simulationFails } ) ;
}
} )
. catch ( ( e ) => {
log . error ( e ) ;
if ( ! gasTimedOut ) {
clearTimeout ( gasTimeout ) ;
resolve ( { gasLimit : null , simulationFails : true } ) ;
}
} ) ;
} ) ;
}
async setInitialGasEstimate ( initialAggId ) {
const { swapsState } = this . store . getState ( ) ;
const quoteToUpdate = { ... swapsState . quotes [ initialAggId ] } ;
const {
gasLimit : newGasEstimate ,
simulationFails ,
} = await this . timedoutGasReturn ( quoteToUpdate . trade ) ;
if ( newGasEstimate && ! simulationFails ) {
const gasEstimateWithRefund = calculateGasEstimateWithRefund (
quoteToUpdate . maxGas ,
quoteToUpdate . estimatedRefund ,
newGasEstimate ,
) ;
quoteToUpdate . gasEstimate = newGasEstimate ;
quoteToUpdate . gasEstimateWithRefund = gasEstimateWithRefund ;
}
this . store . updateState ( {
swapsState : {
... swapsState ,
quotes : { ... swapsState . quotes , [ initialAggId ] : quoteToUpdate } ,
} ,
} ) ;
}
setApproveTxId ( approveTxId ) {
const { swapsState } = this . store . getState ( ) ;
this . store . updateState ( { swapsState : { ... swapsState , approveTxId } } ) ;
}
setTradeTxId ( tradeTxId ) {
const { swapsState } = this . store . getState ( ) ;
this . store . updateState ( { swapsState : { ... swapsState , tradeTxId } } ) ;
}
setQuotesLastFetched ( quotesLastFetched ) {
const { swapsState } = this . store . getState ( ) ;
this . store . updateState ( {
swapsState : { ... swapsState , quotesLastFetched } ,
} ) ;
}
setSwapsTxGasPrice ( gasPrice ) {
const { swapsState } = this . store . getState ( ) ;
this . store . updateState ( {
swapsState : { ... swapsState , customGasPrice : gasPrice } ,
} ) ;
}
setSwapsTxGasLimit ( gasLimit ) {
const { swapsState } = this . store . getState ( ) ;
this . store . updateState ( {
swapsState : { ... swapsState , customMaxGas : gasLimit } ,
} ) ;
}
setCustomApproveTxData ( data ) {
const { swapsState } = this . store . getState ( ) ;
this . store . updateState ( {
swapsState : { ... swapsState , customApproveTxData : data } ,
} ) ;
}
setBackgroundSwapRouteState ( routeState ) {
const { swapsState } = this . store . getState ( ) ;
this . store . updateState ( { swapsState : { ... swapsState , routeState } } ) ;
}
setSwapsLiveness ( swapsLiveness ) {
const { swapsState } = this . store . getState ( ) ;
const { swapsFeatureIsLive , useNewSwapsApi } = swapsLiveness ;
this . store . updateState ( {
swapsState : { ... swapsState , swapsFeatureIsLive , useNewSwapsApi } ,
} ) ;
}
resetPostFetchState ( ) {
const { swapsState } = this . store . getState ( ) ;
this . store . updateState ( {
swapsState : {
... initialState . swapsState ,
tokens : swapsState . tokens ,
fetchParams : swapsState . fetchParams ,
swapsFeatureIsLive : swapsState . swapsFeatureIsLive ,
useNewSwapsApi : swapsState . useNewSwapsApi ,
swapsQuoteRefreshTime : swapsState . swapsQuoteRefreshTime ,
} ,
} ) ;
clearTimeout ( this . pollingTimeout ) ;
}
resetSwapsState ( ) {
const { swapsState } = this . store . getState ( ) ;
this . store . updateState ( {
swapsState : {
... initialState . swapsState ,
tokens : swapsState . tokens ,
swapsQuoteRefreshTime : swapsState . swapsQuoteRefreshTime ,
} ,
} ) ;
clearTimeout ( this . pollingTimeout ) ;
}
async _getEthersGasPrice ( ) {
const ethersGasPrice = await this . ethersProvider . getGasPrice ( ) ;
return ethersGasPrice . toHexString ( ) ;
}
async _findTopQuoteAndCalculateSavings ( quotes = { } ) {
const tokenConversionRates = this . tokenRatesStore . getState ( )
. contractExchangeRates ;
const {
swapsState : { customGasPrice } ,
} = this . store . getState ( ) ;
const chainId = this . _getCurrentChainId ( ) ;
const numQuotes = Object . keys ( quotes ) . length ;
if ( ! numQuotes ) {
return { } ;
}
const newQuotes = cloneDeep ( quotes ) ;
const usedGasPrice = customGasPrice || ( await this . _getEthersGasPrice ( ) ) ;
let topAggId = null ;
let overallValueOfBestQuoteForSorting = null ;
Object . values ( newQuotes ) . forEach ( ( quote ) => {
const {
aggregator ,
approvalNeeded ,
averageGas ,
destinationAmount = 0 ,
destinationToken ,
destinationTokenInfo ,
gasEstimate ,
sourceAmount ,
sourceToken ,
trade ,
fee : metaMaskFee ,
} = quote ;
const tradeGasLimitForCalculation = gasEstimate
? new BigNumber ( gasEstimate , 16 )
: new BigNumber ( averageGas || MAX _GAS _LIMIT , 10 ) ;
const totalGasLimitForCalculation = tradeGasLimitForCalculation
. plus ( approvalNeeded ? . gas || '0x0' , 16 )
. toString ( 16 ) ;
const gasTotalInWeiHex = calcGasTotal (
totalGasLimitForCalculation ,
usedGasPrice ,
) ;
// trade.value is a sum of different values depending on the transaction.
// It always includes any external fees charged by the quote source. In
// addition, if the source asset is the selected chain's default token, trade.value
// includes the amount of that token.
const totalWeiCost = new BigNumber ( gasTotalInWeiHex , 16 ) . plus (
trade . value ,
16 ,
) ;
const totalEthCost = conversionUtil ( totalWeiCost , {
fromCurrency : 'ETH' ,
fromDenomination : 'WEI' ,
toDenomination : 'ETH' ,
fromNumericBase : 'BN' ,
numberOfDecimals : 6 ,
} ) ;
// The total fee is aggregator/exchange fees plus gas fees.
// If the swap is from the selected chain's default token, subtract
// the sourceAmount from the total cost. Otherwise, the total fee
// is simply trade.value plus gas fees.
const ethFee = isSwapsDefaultTokenAddress ( sourceToken , chainId )
? conversionUtil (
totalWeiCost . minus ( sourceAmount , 10 ) , // sourceAmount is in wei
{
fromCurrency : 'ETH' ,
fromDenomination : 'WEI' ,
toDenomination : 'ETH' ,
fromNumericBase : 'BN' ,
numberOfDecimals : 6 ,
} ,
)
: totalEthCost ;
const decimalAdjustedDestinationAmount = calcTokenAmount (
destinationAmount ,
destinationTokenInfo . decimals ,
) ;
const tokenPercentageOfPreFeeDestAmount = new BigNumber ( 100 , 10 )
. minus ( metaMaskFee , 10 )
. div ( 100 ) ;
const destinationAmountBeforeMetaMaskFee = decimalAdjustedDestinationAmount . div (
tokenPercentageOfPreFeeDestAmount ,
) ;
const metaMaskFeeInTokens = destinationAmountBeforeMetaMaskFee . minus (
decimalAdjustedDestinationAmount ,
) ;
const tokenConversionRate = tokenConversionRates [ destinationToken ] ;
const conversionRateForSorting = tokenConversionRate || 1 ;
const ethValueOfTokens = decimalAdjustedDestinationAmount . times (
conversionRateForSorting ,
10 ,
) ;
const conversionRateForCalculations = isSwapsDefaultTokenAddress (
destinationToken ,
chainId ,
)
? 1
: tokenConversionRate ;
const overallValueOfQuoteForSorting =
conversionRateForCalculations === undefined
? ethValueOfTokens
: ethValueOfTokens . minus ( ethFee , 10 ) ;
quote . ethFee = ethFee . toString ( 10 ) ;
if ( conversionRateForCalculations !== undefined ) {
quote . ethValueOfTokens = ethValueOfTokens . toString ( 10 ) ;
quote . overallValueOfQuote = overallValueOfQuoteForSorting . toString ( 10 ) ;
quote . metaMaskFeeInEth = metaMaskFeeInTokens
. times ( conversionRateForCalculations )
. toString ( 10 ) ;
}
if (
overallValueOfBestQuoteForSorting === null ||
overallValueOfQuoteForSorting . gt ( overallValueOfBestQuoteForSorting )
) {
topAggId = aggregator ;
overallValueOfBestQuoteForSorting = overallValueOfQuoteForSorting ;
}
} ) ;
const isBest =
isSwapsDefaultTokenAddress (
newQuotes [ topAggId ] . destinationToken ,
chainId ,
) || Boolean ( tokenConversionRates [ newQuotes [ topAggId ] ? . destinationToken ] ) ;
let savings = null ;
if ( isBest ) {
const bestQuote = newQuotes [ topAggId ] ;
savings = { } ;
const {
ethFee : medianEthFee ,
metaMaskFeeInEth : medianMetaMaskFee ,
ethValueOfTokens : medianEthValueOfTokens ,
} = getMedianEthValueQuote ( Object . values ( newQuotes ) ) ;
// Performance savings are calculated as:
// (ethValueOfTokens for the best trade) - (ethValueOfTokens for the media trade)
savings . performance = new BigNumber ( bestQuote . ethValueOfTokens , 10 ) . minus (
medianEthValueOfTokens ,
10 ,
) ;
// Fee savings are calculated as:
// (fee for the median trade) - (fee for the best trade)
savings . fee = new BigNumber ( medianEthFee ) . minus ( bestQuote . ethFee , 10 ) ;
savings . metaMaskFee = bestQuote . metaMaskFeeInEth ;
// Total savings are calculated as:
// performance savings + fee savings - metamask fee
savings . total = savings . performance
. plus ( savings . fee )
. minus ( savings . metaMaskFee )
. toString ( 10 ) ;
savings . performance = savings . performance . toString ( 10 ) ;
savings . fee = savings . fee . toString ( 10 ) ;
savings . medianMetaMaskFee = medianMetaMaskFee ;
newQuotes [ topAggId ] . isBestQuote = true ;
newQuotes [ topAggId ] . savings = savings ;
}
return [ topAggId , newQuotes ] ;
}
async _getERC20Allowance ( contractAddress , walletAddress , chainId ) {
const contract = new ethers . Contract (
contractAddress ,
abi ,
this . ethersProvider ,
) ;
return await contract . allowance (
walletAddress ,
SWAPS _CHAINID _CONTRACT _ADDRESS _MAP [ chainId ] ,
) ;
}
}
/ * *
* Calculates the median overallValueOfQuote of a sample of quotes .
*
* @ param { Array } quotes - A sample of quote objects with overallValueOfQuote , ethFee , metaMaskFeeInEth , and ethValueOfTokens properties
* @ returns { Object } An object with the ethValueOfTokens , ethFee , and metaMaskFeeInEth of the quote with the median overallValueOfQuote
* /
function getMedianEthValueQuote ( _quotes ) {
if ( ! Array . isArray ( _quotes ) || _quotes . length === 0 ) {
throw new Error ( 'Expected non-empty array param.' ) ;
}
const quotes = [ ... _quotes ] ;
quotes . sort ( ( quoteA , quoteB ) => {
const overallValueOfQuoteA = new BigNumber ( quoteA . overallValueOfQuote , 10 ) ;
const overallValueOfQuoteB = new BigNumber ( quoteB . overallValueOfQuote , 10 ) ;
if ( overallValueOfQuoteA . equals ( overallValueOfQuoteB ) ) {
return 0 ;
}
return overallValueOfQuoteA . lessThan ( overallValueOfQuoteB ) ? - 1 : 1 ;
} ) ;
if ( quotes . length % 2 === 1 ) {
// return middle values
const medianOverallValue =
quotes [ ( quotes . length - 1 ) / 2 ] . overallValueOfQuote ;
const quotesMatchingMedianQuoteValue = quotes . filter (
( quote ) => medianOverallValue === quote . overallValueOfQuote ,
) ;
return meansOfQuotesFeesAndValue ( quotesMatchingMedianQuoteValue ) ;
}
// return mean of middle two values
const upperIndex = quotes . length / 2 ;
const lowerIndex = upperIndex - 1 ;
const overallValueAtUpperIndex = quotes [ upperIndex ] . overallValueOfQuote ;
const overallValueAtLowerIndex = quotes [ lowerIndex ] . overallValueOfQuote ;
const quotesMatchingUpperIndexValue = quotes . filter (
( quote ) => overallValueAtUpperIndex === quote . overallValueOfQuote ,
) ;
const quotesMatchingLowerIndexValue = quotes . filter (
( quote ) => overallValueAtLowerIndex === quote . overallValueOfQuote ,
) ;
const feesAndValueAtUpperIndex = meansOfQuotesFeesAndValue (
quotesMatchingUpperIndexValue ,
) ;
const feesAndValueAtLowerIndex = meansOfQuotesFeesAndValue (
quotesMatchingLowerIndexValue ,
) ;
return {
ethFee : new BigNumber ( feesAndValueAtUpperIndex . ethFee , 10 )
. plus ( feesAndValueAtLowerIndex . ethFee , 10 )
. dividedBy ( 2 )
. toString ( 10 ) ,
metaMaskFeeInEth : new BigNumber (
feesAndValueAtUpperIndex . metaMaskFeeInEth ,
10 ,
)
. plus ( feesAndValueAtLowerIndex . metaMaskFeeInEth , 10 )
. dividedBy ( 2 )
. toString ( 10 ) ,
ethValueOfTokens : new BigNumber (
feesAndValueAtUpperIndex . ethValueOfTokens ,
10 ,
)
. plus ( feesAndValueAtLowerIndex . ethValueOfTokens , 10 )
. dividedBy ( 2 )
. toString ( 10 ) ,
} ;
}
/ * *
* Calculates the arithmetic mean for each of three properties - ethFee , metaMaskFeeInEth and ethValueOfTokens - across
* an array of objects containing those properties .
*
* @ param { Array } quotes - A sample of quote objects with overallValueOfQuote , ethFee , metaMaskFeeInEth and
* ethValueOfTokens properties
* @ returns { Object } An object with the arithmetic mean each of the ethFee , metaMaskFeeInEth and ethValueOfTokens of
* the passed quote objects
* /
function meansOfQuotesFeesAndValue ( quotes ) {
const feeAndValueSumsAsBigNumbers = quotes . reduce (
( feeAndValueSums , quote ) => ( {
ethFee : feeAndValueSums . ethFee . plus ( quote . ethFee , 10 ) ,
metaMaskFeeInEth : feeAndValueSums . metaMaskFeeInEth . plus (
quote . metaMaskFeeInEth ,
10 ,
) ,
ethValueOfTokens : feeAndValueSums . ethValueOfTokens . plus (
quote . ethValueOfTokens ,
10 ,
) ,
} ) ,
{
ethFee : new BigNumber ( 0 , 10 ) ,
metaMaskFeeInEth : new BigNumber ( 0 , 10 ) ,
ethValueOfTokens : new BigNumber ( 0 , 10 ) ,
} ,
) ;
return {
ethFee : feeAndValueSumsAsBigNumbers . ethFee
. div ( quotes . length , 10 )
. toString ( 10 ) ,
metaMaskFeeInEth : feeAndValueSumsAsBigNumbers . metaMaskFeeInEth
. div ( quotes . length , 10 )
. toString ( 10 ) ,
ethValueOfTokens : feeAndValueSumsAsBigNumbers . ethValueOfTokens
. div ( quotes . length , 10 )
. toString ( 10 ) ,
} ;
}
export const utils = {
getMedianEthValueQuote ,
meansOfQuotesFeesAndValue ,
} ;