Merge pull request #88 from Augmint/staging

* chore(package): update rollup to version 1.12.4
* publish API documentation (#83)
* add toNumber to Wei (#85)
* Market order matching estimates (#79)
* Bump fstream from 1.0.11 to 1.0.12 (#86)

Author: phraktle

README.md

@@ -1,4 +1,4 @@
-<span style="display:block;text-align:center">![Augmint](http://www.augmint.cc/android-chrome-192x192.png)
+<span style="display:block;text-align:center">![Augmint](https://www.augmint.org/android-chrome-192x192.png)
 </span>
 
 # Augmint - Stable Digital Tokens - Javascript Library (WIP)

generateDocs.sh

@@ -0,0 +1,22 @@
+#!/bin/sh
+
+cat >./dist/sourcefile-map.json <<EOF
+[
+    {
+      "pattern": "^",
+      "replace":   "${REPOSITORY_URL}/tree/${BRANCH}/src/"
+    }
+]
+EOF
+
+typedoc \
+--out ./dist/docs ./src \
+--mode modules \
+--target ES6 \
+--tsconfig ./tsconfig.json \
+--exclude node_modules \
+--ignoreCompilerErrors \
+--excludeExternals \
+--excludePrivate \
+--excludeNotExported \
+--sourcefile-url-map ./dist/sourcefile-map.json

package.json

@@ -1,6 +1,6 @@
 {
   "name": "@augmint/js",
-  "version": "0.3.2",
+  "version": "0.3.3",
   "description": "Augmint Javascript Library",
   "keywords": [
     "augmint javascript library A-EUR stablecoin web3 dapp"
@@ -41,14 +41,16 @@
     "cross-env": "5.2",
     "eslint": "5.16.0",
     "mocha": "6.1.4",
-    "rollup": "1.12.3",
+    "rollup": "1.12.4",
     "rollup-plugin-node-builtins": "2.1.2",
     "rollup-plugin-node-globals": "1.4.0",
     "rollup-plugin-typescript2": "0.21.1",
     "sinon": "7.3.2",
     "tslint": "5.16.0",
     "tslint-config-prettier": "1.18.0",
     "typechain": "0.3.14",
+    "typedoc": "0.14.2",
+    "typedoc-plugin-sourcefile-url": "1.0.4",
     "typescript": "3.4.3",
     "wait-on": "3.2.0"
   },
@@ -59,10 +61,13 @@
     "test": "yarn build && yarn cross-env NODE_ENV=test NODE_PATH=./  mocha 'test/**/*.test.js' --exit --timeout 5000",
     "ganache:start": "scripts/augmint-cli.sh ganache start --blockTime 1",
     "ganache:stop": "scripts/augmint-cli.sh ganache stop",
-    "ganache:run": "scripts/augmint-cli.sh ganache run --blockTime 1"
+    "ganache:run": "scripts/augmint-cli.sh ganache run --blockTime 1",
+    "typedoc": "./generateDocs.sh"
   },
   "greenkeeper": {
-    "ignore": ["@types/node"]
+    "ignore": [
+      "@types/node"
+    ]
   },
   "main": "dist/index.js",
   "module": "dist/index.es.js",

src/Exchange.ts

@@ -10,6 +10,13 @@ import { Rates } from "./Rates";
 import { Transaction } from "./Transaction";
 import { Ratio, Tokens, Wei } from "./units";
 
+interface IMarketMatch {
+    filledTokens: Tokens;
+    filledEthers: Wei;
+    limitPrice?: Ratio;
+    averagePrice?: Ratio;
+}
+
 export class OrderBook {
 
     public static compareBuyOrders(o1: IBuyOrder, o2: IBuyOrder): number {
@@ -22,6 +29,35 @@ export class OrderBook {
         return cmp !== 0 ? cmp : o1.id - o2.id;
     }
 
+    private static estimateMarketOrder<T extends IOrder>(orders: T[],
+                                                         tokens: Tokens,
+                                                         rate: Tokens,
+                                                         toTokens: (order: T) => Tokens): IMarketMatch {
+        const ret: IMarketMatch = {
+            filledTokens: Tokens.of(0),
+            filledEthers: Wei.of(0)
+        };
+
+        for (const order of orders) {
+            const remaining = tokens.sub(ret.filledTokens);
+            if (remaining.isZero()) {
+                break;
+            }
+
+            const fillTokens: Tokens = Tokens.min(toTokens(order), remaining);
+            const fillEthers: Wei = fillTokens.toWeiAt(rate, order.price);
+ 
+            ret.filledTokens = ret.filledTokens.add(fillTokens);
+            ret.filledEthers = ret.filledEthers.add(fillEthers);
+            ret.limitPrice = order.price;
+        }
+        if (ret.limitPrice) {
+            ret.averagePrice = rate.divToRatio(ret.filledTokens.toRate(ret.filledEthers));
+        }
+
+        return ret;
+    }
+
     constructor(public buyOrders: IBuyOrder[], public sellOrders: ISellOrder[]) {
         buyOrders.sort(OrderBook.compareBuyOrders);
         sellOrders.sort(OrderBook.compareSellOrders);
@@ -47,13 +83,16 @@ export class OrderBook {
         if (!this.hasMatchingOrders()) {
             return { buyIds, sellIds, gasEstimate: 0 };
         }
+
         const lowestSellPrice: Ratio = this.sellOrders[0].price;
         const highestBuyPrice: Ratio = this.buyOrders[0].price;
 
         const clone = o => Object.assign({}, o);
-        const buys: IBuyOrder[] = this.buyOrders.filter(o => o.price.gte(lowestSellPrice)).map(clone);
+        const buys: IBuyOrder[] = this.buyOrders
+            .filter(o => o.price.gte(lowestSellPrice)).map(clone);
 
-        const sells: ISellOrder[] = this.sellOrders.filter(o => o.price.lte(highestBuyPrice)).map(clone);
+        const sells: ISellOrder[] = this.sellOrders
+            .filter(o => o.price.lte(highestBuyPrice)).map(clone);
 
         let buyIdx: number = 0;
         let sellIdx: number = 0;
@@ -98,6 +137,28 @@ export class OrderBook {
 
         return { buyIds, sellIds, gasEstimate };
     }
+
+    /**
+     * calculate price for n amount of token to buy
+     * @return {object} simple buy data { tokens, ethers, limitPrice, averagePrice }
+     * @param tokenAmount - amount of token to buy
+     * @param ethFiatRate - current rate
+     */
+    public estimateMarketBuy(tokenAmount: Tokens, ethFiatRate: Tokens): IMarketMatch {
+        return OrderBook.estimateMarketOrder(this.sellOrders, tokenAmount, ethFiatRate,
+            order => order.amount);
+    }
+
+    /**
+     * calculate price for n amount of token to sell
+     * @return {object} simple buy data { tokens, ethers, limitPrice, averagePrice }
+     * @param tokenAmount - amount of token to sell
+     * @param ethFiatRate - current rate
+     */
+    public estimateMarketSell(tokenAmount: Tokens, ethFiatRate: Tokens): IMarketMatch {
+        return OrderBook.estimateMarketOrder(this.buyOrders, tokenAmount, ethFiatRate,
+            order => order.amount.toTokensAt(ethFiatRate, order.price));
+    }
 }
 
 export interface IMatchingOrders {

src/units.ts

@@ -40,6 +40,11 @@ abstract class FixedPoint {
         return this.create(ceilDiv(this.amount.mul(Ratio.DIV_BN), ratio.amount));
     }
 
+    public divToRatio(other: this): Ratio {
+        this.check(other);
+        return new Ratio(this.amount.mul(Ratio.DIV_BN).divRound(other.amount));
+    }
+
     //
     // comparison
     //
@@ -125,6 +130,9 @@ export class Wei extends FixedPoint {
         return new Tokens(this.amount.mul(rate.amount).divRound(price.amount.mul(E12)));
     }
 
+    public toNumber(): number {
+        return this.amount.toNumber() / Wei.DIV_BN.toNumber()
+    }
 }
 
 export class Tokens extends FixedPoint {
@@ -158,7 +166,6 @@ export class Tokens extends FixedPoint {
         this.check(ethers, Wei);
         return new Tokens(this.amount.mul(Wei.DIV_BN).divRound(ethers.amount));
     }
-
 }
 
 
@@ -178,6 +185,5 @@ export class Ratio extends FixedPoint {
     public toNumber(): number {
         return this.amount.toNumber() / Ratio.DIV;
     }
-
 }
 

test/Exchange.simpleBuy.test.js

@@ -0,0 +1,65 @@
+const { assert } = require("chai");
+
+const { normalizeBN } = require("./testHelpers/normalize.js");
+const { Augmint, utils, Wei, Tokens, Ratio } = require("../dist/index.js");
+const loadEnv = require("./testHelpers/loadEnv.js");
+const OrderBook = Augmint.Exchange.OrderBook;
+
+const config = loadEnv();
+
+if (config.LOG) {
+    utils.logger.level = config.LOG;
+}
+
+const RATE = Tokens.of(400.00);
+
+describe("calculate market orders", () => {
+    it("should return matching info", () => {
+        const buyOrders = [
+            { amount: Wei.of(0.0070), price: Ratio.of(1.2) },
+            { amount: Wei.of(0.0094), price: Ratio.of(1) },
+            { amount: Wei.of(0.0064), price: Ratio.of(0.7) }
+        ];
+
+        const sellOrders = [
+            { amount: Tokens.of(1), price: Ratio.of(1.02) },
+            { amount: Tokens.of(10), price: Ratio.of(1.03) }
+        ];
+
+        const orderBook = new OrderBook(buyOrders, sellOrders);
+
+        const sellResult = {
+            filledTokens: Tokens.of(6),
+            filledEthers: Wei.of(0.016165),
+            limitPrice: Ratio.of(1),
+            averagePrice: Ratio.of(1.077673)
+        };
+
+        const sellMatches = orderBook.estimateMarketSell(Tokens.of(6), RATE);
+
+        assert.deepEqual(normalizeBN(sellResult), normalizeBN(sellMatches));
+
+        const buyResult = {
+            filledTokens: Tokens.of(2),
+            filledEthers: Wei.of(0.005125),
+            limitPrice: Ratio.of(1.03),
+            averagePrice: Ratio.of(1.02501)
+        };
+
+        const buyMatches = orderBook.estimateMarketBuy(Tokens.of(2), RATE);
+
+        assert.deepEqual(normalizeBN(buyMatches), normalizeBN(buyResult));
+    });
+
+    it("should work on empty order book", () => {
+        const orderBook = new OrderBook([], []);
+        const exp = {
+            filledTokens: Tokens.of(0),
+            filledEthers: Wei.of(0)
+        };
+        const buyMatches = orderBook.estimateMarketBuy(Tokens.of(100), RATE);
+        const sellMatches = orderBook.estimateMarketSell(Tokens.of(100), RATE)
+        assert.deepEqual(normalizeBN(buyMatches), normalizeBN(exp));
+        assert.deepEqual(normalizeBN(sellMatches), normalizeBN(exp));
+    });
+});

test/LoanManager.test.js

@@ -2,11 +2,7 @@ const chai = require("chai");
 const { assert, expect } = chai;
 chai.use(require("chai-exclude"));
 
-const BN = require("bn.js");
-BN.prototype.inspect = function() {
-    return this.toString();
-};
-
+const { normalizeBN } = require("./testHelpers/normalize.js");
 const { takeSnapshot, revertSnapshot } = require("./testHelpers/ganache.js");
 const { Augmint, utils, Wei, Tokens, Ratio } = require("../dist/index.js");
 const { AugmintJsError } = Augmint.Errors;
@@ -17,20 +13,6 @@ if (config.LOG) {
     utils.logger.level = config.LOG;
 }
 
-// deeply normalize all BN properties so they can be compared with deepEquals
-// NOTE: object graph must not have cycles
-function normalizeBN(obj) {
-    Object.keys(obj).map((key, index) => {
-        const o = obj[key];
-        if (o instanceof BN) {
-            obj[key] = new BN(o.toString());
-        } else if (o instanceof Object) {
-            obj[key] = normalizeBN(o);
-        }
-    });
-    return obj;
-}
-
 function mockProd(
     id,
     minDisbursedAmount,

test/testHelpers/normalize.js

@@ -0,0 +1,21 @@
+const BN = require("bn.js");
+
+BN.prototype.inspect = function() {
+    return this.toString();
+};
+
+module.exports = { normalizeBN };
+
+// deeply normalize all BN properties so they can be compared with deepEquals
+// NOTE: object graph must not have cycles
+function normalizeBN(obj) {
+    Object.keys(obj).map((key, index) => {
+        const o = obj[key];
+        if (o instanceof BN) {
+            obj[key] = new BN(o.toString());
+        } else if (o instanceof Object) {
+            obj[key] = normalizeBN(o);
+        }
+    });
+    return obj;
+}