commit initial framework

.eslintrc

+{
+  "parser": "@typescript-eslint/parser",
+  "parserOptions": {
+    "project": "./tsconfig.json"
+  },
+  "plugins": ["@typescript-eslint"],
+  "extends": ["plugin:@typescript-eslint/recommended", "prettier", "prettier/@typescript-eslint"]
+}

.gitignore

+dist/
\ No newline at end of file

.prettierrc

+{
+  "semi": false,
+  "singleQuote": true,
+  "printWidth": 120
+}

.travis.yml

+language: node_js
+node_js:
+  - '10'
+cache:
+  directories:
+    - node_modules
+install: yarn
+script:
+  - yarn check:all
+  - yarn test
+  - yarn build
+after_script:
+  - yarn coverage

LICENSE

+                    GNU GENERAL PUBLIC LICENSE
+                       Version 3, 29 June 2007
+
+ Copyright (C) 2007 Free Software Foundation, Inc. <http://fsf.org/>
+ Everyone is permitted to copy and distribute verbatim copies
+ of this license document, but changing it is not allowed.
+
+                            Preamble
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+  15. Disclaimer of Warranty.
+
+  THERE IS NO WARRANTY FOR THE PROGRAM, TO THE EXTENT PERMITTED BY
+APPLICABLE LAW.  EXCEPT WHEN OTHERWISE STATED IN WRITING THE COPYRIGHT
+HOLDERS AND/OR OTHER PARTIES PROVIDE THE PROGRAM "AS IS" WITHOUT WARRANTY
+OF ANY KIND, EITHER EXPRESSED OR IMPLIED, INCLUDING, BUT NOT LIMITED TO,
+THE IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR
+PURPOSE.  THE ENTIRE RISK AS TO THE QUALITY AND PERFORMANCE OF THE PROGRAM
+IS WITH YOU.  SHOULD THE PROGRAM PROVE DEFECTIVE, YOU ASSUME THE COST OF
+ALL NECESSARY SERVICING, REPAIR OR CORRECTION.
+
+  16. Limitation of Liability.
+
+  IN NO EVENT UNLESS REQUIRED BY APPLICABLE LAW OR AGREED TO IN WRITING
+WILL ANY COPYRIGHT HOLDER, OR ANY OTHER PARTY WHO MODIFIES AND/OR CONVEYS
+THE PROGRAM AS PERMITTED ABOVE, BE LIABLE TO YOU FOR DAMAGES, INCLUDING ANY
+GENERAL, SPECIAL, INCIDENTAL OR CONSEQUENTIAL DAMAGES ARISING OUT OF THE
+USE OR INABILITY TO USE THE PROGRAM (INCLUDING BUT NOT LIMITED TO LOSS OF
+DATA OR DATA BEING RENDERED INACCURATE OR LOSSES SUSTAINED BY YOU OR THIRD
+PARTIES OR A FAILURE OF THE PROGRAM TO OPERATE WITH ANY OTHER PROGRAMS),
+EVEN IF SUCH HOLDER OR OTHER PARTY HAS BEEN ADVISED OF THE POSSIBILITY OF
+SUCH DAMAGES.
+
+  17. Interpretation of Sections 15 and 16.
+
+  If the disclaimer of warranty and limitation of liability provided
+above cannot be given local legal effect according to their terms,
+reviewing courts shall apply local law that most closely approximates
+an absolute waiver of all civil liability in connection with the
+Program, unless a warranty or assumption of liability accompanies a
+copy of the Program in return for a fee.
+
+                     END OF TERMS AND CONDITIONS
+
+            How to Apply These Terms to Your New Programs
+
+  If you develop a new program, and you want it to be of the greatest
+possible use to the public, the best way to achieve this is to make it
+free software which everyone can redistribute and change under these terms.
+
+  To do so, attach the following notices to the program.  It is safest
+to attach them to the start of each source file to most effectively
+state the exclusion of warranty; and each file should have at least
+the "copyright" line and a pointer to where the full notice is found.
+
+    <one line to give the program's name and a brief idea of what it does.>
+    Copyright (C) <year>  <name of author>
+
+    This program is free software: you can redistribute it and/or modify
+    it under the terms of the GNU General Public License as published by
+    the Free Software Foundation, either version 3 of the License, or
+    (at your option) any later version.
+
+    This program is distributed in the hope that it will be useful,
+    but WITHOUT ANY WARRANTY; without even the implied warranty of
+    MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
+    GNU General Public License for more details.
+
+    You should have received a copy of the GNU General Public License
+    along with this program.  If not, see <http://www.gnu.org/licenses/>.
+
+Also add information on how to contact you by electronic and paper mail.
+
+  If the program does terminal interaction, make it output a short
+notice like this when it starts in an interactive mode:
+
+    <program>  Copyright (C) <year>  <name of author>
+    This program comes with ABSOLUTELY NO WARRANTY; for details type `show w'.
+    This is free software, and you are welcome to redistribute it
+    under certain conditions; type `show c' for details.
+
+The hypothetical commands `show w' and `show c' should show the appropriate
+parts of the General Public License.  Of course, your program's commands
+might be different; for a GUI interface, you would use an "about box".
+
+  You should also get your employer (if you work as a programmer) or school,
+if any, to sign a "copyright disclaimer" for the program, if necessary.
+For more information on this, and how to apply and follow the GNU GPL, see
+<http://www.gnu.org/licenses/>.
+
+  The GNU General Public License does not permit incorporating your program
+into proprietary programs.  If your program is a subroutine library, you
+may consider it more useful to permit linking proprietary applications with
+the library.  If this is what you want to do, use the GNU Lesser General
+Public License instead of this License.  But first, please read
+<http://www.gnu.org/philosophy/why-not-lgpl.html>.

README.md

+# Uniswap SDK
+
+[![Build Status](https://travis-ci.org/Uniswap/uniswap-sdk.svg?branch=master)](https://travis-ci.org/Uniswap/uniswap-sdk)
+[![Coverage Status](https://coveralls.io/repos/github/Uniswap/uniswap-sdk/badge.svg?branch=master)](https://coveralls.io/github/Uniswap/uniswap-sdk?branch=master)
+[![code style: prettier](https://img.shields.io/badge/code_style-prettier-ff69b4.svg?style=flat-square)](https://github.com/prettier/prettier)

jest.config.js

+module.exports = {
+  preset: 'ts-jest',
+  testEnvironment: 'node'
+}

package.json

+{
+  "name": "@uniswap/sdk",
+  "version": "1.0.0-beta.0",
+  "description": "An SDK for building applications on top of the Uniswap exchange protocol.",
+  "keywords": [
+    "Uniswap",
+    "Ethereum",
+    "SDK"
+  ],
+  "main": "./dist/index.js",
+  "scripts": {
+    "lint:base": "yarn eslint './src/**/*.ts'",
+    "format:base": "yarn prettier './src/**/*.ts'",
+    "fix:lint": "yarn lint:base --fix",
+    "fix:format": "yarn format:base --write",
+    "fix:all": "yarn fix:lint && yarn fix:format",
+    "check:lint": "yarn lint:base",
+    "check:format": "yarn format:base --check",
+    "check:all": "yarn check:lint && yarn check:format",
+    "prebuild": "rm -rf dist/",
+    "build": "tsc",
+    "watch": "yarn prebuild && tsc --watch",
+    "test": "jest",
+    "coverage": "jest --coverage --coverageReporters=text-lcov | coveralls"
+  },
+  "repository": {
+    "type": "git",
+    "url": "git+https://github.com/Uniswap/uniswap-sdk.git"
+  },
+  "author": "Noah Zinsmeister <noahwz@gmail.com>",
+  "license": "GPL-3.0-or-later",
+  "devDependencies": {
+    "@types/jest": "^24.0.13",
+    "@typescript-eslint/eslint-plugin": "^1.9.0",
+    "@typescript-eslint/parser": "^1.9.0",
+    "coveralls": "^3.0.3",
+    "eslint": "^5.16.0",
+    "eslint-config-prettier": "^4.3.0",
+    "jest": "^24.8.0",
+    "prettier": "^1.17.1",
+    "ts-jest": "^24.0.2",
+    "typescript": "^3.4.5"
+  },
+  "dependencies": {
+    "bignumber.js": "^9.0.0",
+    "ethers": "^4.0.28"
+  }
+}

src/__tests__/computation.ts

+import BigNumber from 'bignumber.js'
+
+import { BigNumberish, TokenReserves } from '../types'
+import { TRADE_TYPE } from '../constants'
+import { getMarketRate } from '../computation'
+
+function constructTokenReserves(
+  decimals: number,
+  ethReserveAmount: BigNumberish,
+  tokenReserveAmount: BigNumberish
+): TokenReserves {
+  return {
+    token: { decimals },
+    ethReserve: { token: { decimals: 18 }, amount: ethReserveAmount },
+    tokenReserve: { token: { decimals }, amount: tokenReserveAmount }
+  }
+}
+
+function testMarketRates(
+  inputTokenReserves: TokenReserves | null,
+  outputTokenReserves: TokenReserves | null,
+  tradeType: TRADE_TYPE,
+  expectedMarketRate: string,
+  expectedMarketRateInverted: string
+): void {
+  describe('regular', (): void => {
+    test('not inverted', (): void => {
+      const marketRate: BigNumber = getMarketRate(inputTokenReserves, outputTokenReserves, tradeType, false)
+      expect(marketRate.toFixed(18)).toBe(expectedMarketRate)
+    })
+
+    test('inverted', (): void => {
+      const marketRateInverted: BigNumber = getMarketRate(inputTokenReserves, outputTokenReserves, tradeType, true)
+      expect(marketRateInverted.toFixed(18)).toBe(expectedMarketRateInverted)
+    })
+  })
+
+  describe('manually inverted', (): void => {
+    const tradeTypeInverted =
+      tradeType === TRADE_TYPE.TOKEN_TO_TOKEN
+        ? TRADE_TYPE.TOKEN_TO_TOKEN
+        : tradeType === TRADE_TYPE.ETH_TO_TOKEN
+        ? TRADE_TYPE.TOKEN_TO_ETH
+        : TRADE_TYPE.ETH_TO_TOKEN
+
+    test('not inverted', (): void => {
+      const manuallyInvertedMarketRate: BigNumber = getMarketRate(
+        outputTokenReserves,
+        inputTokenReserves,
+        tradeTypeInverted,
+        false
+      )
+
+      expect(manuallyInvertedMarketRate.toFixed(18)).toBe(expectedMarketRateInverted)
+    })
+
+    test('inverted', (): void => {
+      const manuallyInvertedInvertedMarketRate: BigNumber = getMarketRate(
+        outputTokenReserves,
+        inputTokenReserves,
+        tradeTypeInverted,
+        true
+      )
+
+      expect(manuallyInvertedInvertedMarketRate.toFixed(18)).toBe(expectedMarketRate)
+    })
+  })
+}
+
+describe('getMarketRate', (): void => {
+  describe('dummy ETH/DAI and DAI/ETH', (): void => {
+    const tokenReserves: TokenReserves = constructTokenReserves(
+      18,
+      '4039700561005906883487',
+      '1094055210563660633471343'
+    )
+    const expectedMarketRate = '0.003692410147130181'
+    const expectedMarketRateInverted = '270.825818409480102284'
+
+    testMarketRates(null, tokenReserves, TRADE_TYPE.ETH_TO_TOKEN, expectedMarketRate, expectedMarketRateInverted)
+    testMarketRates(tokenReserves, null, TRADE_TYPE.TOKEN_TO_ETH, expectedMarketRateInverted, expectedMarketRate)
+  })
+
+  describe('dummy ETH/USDC and USDC/ETH', (): void => {
+    const tokenReserves: TokenReserves = constructTokenReserves(6, '1076592291503763426634', '292657693901')
+    const expectedMarketRate = '0.003678674143683891'
+    const expectedMarketRateInverted = '271.837069808684359442'
+
+    testMarketRates(null, tokenReserves, TRADE_TYPE.ETH_TO_TOKEN, expectedMarketRate, expectedMarketRateInverted)
+    testMarketRates(tokenReserves, null, TRADE_TYPE.TOKEN_TO_ETH, expectedMarketRateInverted, expectedMarketRate)
+  })
+
+  describe('dummy DAI/USDC and USDC/DAI', (): void => {
+    const DAITokenReserves: TokenReserves = constructTokenReserves(
+      18,
+      '4039700561005906883487',
+      '1094055210563660633471343'
+    )
+    const USDCTokenReserves: TokenReserves = constructTokenReserves(6, '1076592291503763426634', '292657693901')
+    const expectedMarketRate = '0.996279935624983178'
+    const expectedMarketRateInverted = '1.003733954927721499'
+
+    testMarketRates(
+      DAITokenReserves,
+      USDCTokenReserves,
+      TRADE_TYPE.TOKEN_TO_TOKEN,
+      expectedMarketRate,
+      expectedMarketRateInverted
+    )
+
+    testMarketRates(
+      USDCTokenReserves,
+      DAITokenReserves,
+      TRADE_TYPE.TOKEN_TO_TOKEN,
+      expectedMarketRateInverted,
+      expectedMarketRate
+    )
+  })
+})

src/__tests__/data.ts

+import { TokenReserves, Token } from '../types'
+import { ETH as _ETH } from '../constants'
+import { getTokenReserves } from '../data'
+
+const ETH: Token = {
+  chainId: 1,
+  address: _ETH,
+  decimals: 18
+}
+
+const DAI: Token = {
+  chainId: 1,
+  address: '0x89d24A6b4CcB1B6fAA2625fE562bDD9a23260359',
+  decimals: 18
+}
+
+const DAI_EXCHANGE: Token = {
+  chainId: 1,
+  address: '0x09cabEC1eAd1c0Ba254B09efb3EE13841712bE14',
+  decimals: 18
+}
+
+describe('getTokenReserves', (): void => {
+  test('DAI', async (done: jest.DoneCallback): Promise<void> => {
+    jest.setTimeout(20000) // 20 seconds
+    const tokenReserves: TokenReserves = await getTokenReserves(DAI.address as string)
+
+    expect(tokenReserves.token).toEqual(DAI)
+    expect(tokenReserves.exchange).toEqual(DAI_EXCHANGE)
+    expect(tokenReserves.ethReserve.token).toEqual(ETH)
+    expect(tokenReserves.ethReserve.amount).toBeTruthy()
+    expect(tokenReserves.tokenReserve.token).toEqual(DAI)
+    expect(tokenReserves.tokenReserve.amount).toBeTruthy()
+
+    done()
+  })
+})

src/__tests__/format.ts

+import { FlexibleFormat, FormatSignificantOptions, FormatFixedOptions } from '../types'
+import { formatSignificant, formatFixed } from '../format'
+import { FIXED_UNDERFLOW_BEHAVIOR } from '../constants'
+
+function constructFormatSignificantOptions(
+  significantDigits: number,
+  forceIntegerSignificance: boolean = false,
+  format: FlexibleFormat = false
+): FormatSignificantOptions {
+  return {
+    significantDigits,
+    forceIntegerSignificance,
+    format
+  }
+}
+
+function constructFormatFixedOptions(
+  decimalPlaces: number,
+  dropTrailingZeros: boolean = true,
+  format: FlexibleFormat = false,
+  underflowBehavior: FIXED_UNDERFLOW_BEHAVIOR = FIXED_UNDERFLOW_BEHAVIOR.ONE_DIGIT
+): FormatFixedOptions {
+  return {
+    decimalPlaces,
+    dropTrailingZeros,
+    format,
+    underflowBehavior
+  }
+}
+
+describe('formatSignificant', (): void => {
+  test('regular', (): void => {
+    const formatted = formatSignificant('1.234', constructFormatSignificantOptions(2))
+    expect(formatted).toBe('1.2')
+  })
+})
+
+describe('formatFixed', (): void => {
+  test('regular', (): void => {
+    const formatted = formatFixed('1.234', constructFormatFixedOptions(1))
+    expect(formatted).toBe('1.2')
+  })
+})

src/__tests__/utils/index.ts

+import BigNumber from 'bignumber.js'
+
+import { BigNumberish } from '../../types'
+import { normalizeBigNumberish } from '../../utils'
+import { ethers } from 'ethers'
+
+interface TestCase {
+  input: BigNumberish
+  expectedOutput: BigNumber
+}
+function constructTestCase(input: BigNumberish, expectedOutput: BigNumber): TestCase {
+  return { input, expectedOutput }
+}
+
+function testSuccesses(expectedSuccesses: TestCase[]): void {
+  test('failures', (): void => {
+    expectedSuccesses.forEach(
+      ({ input, expectedOutput }: TestCase): void => {
+        const output: BigNumber = normalizeBigNumberish(input)
+        expect(output.isEqualTo(expectedOutput)).toBe(true)
+      }
+    )
+  })
+}
+
+function testFailures(expectedFailures: BigNumberish[]): void {
+  test('failures', (): void => {
+    expectedFailures.forEach(
+      (expectedFailure: BigNumberish): void => {
+        expect(
+          (): void => {
+            normalizeBigNumberish(expectedFailure)
+          }
+        ).toThrow()
+      }
+    )
+  })
+}
+
+describe('normalizeBigNumberish', (): void => {
+  describe('string', (): void => {
+    const expectedSuccesses: TestCase[] = [
+      constructTestCase('0', new BigNumber('0')),
+      constructTestCase('1', new BigNumber('1')),
+      constructTestCase('1.234', new BigNumber('1.234'))
+    ]
+    const expectedFailures: string[] = ['.', ',', 'a', '0.0.']
+
+    testSuccesses(expectedSuccesses)
+    testFailures(expectedFailures)
+  })
+
+  describe('number', (): void => {
+    const expectedSuccesses: TestCase[] = [
+      constructTestCase(0, new BigNumber(0)),
+      constructTestCase(1, new BigNumber(1)),
+      constructTestCase(1.234, new BigNumber(1.234))
+    ]
+    const expectedFailures: number[] = [NaN, Infinity]
+
+    testSuccesses(expectedSuccesses)
+    testFailures(expectedFailures)
+  })
+
+  describe('BigNumber', (): void => {
+    const expectedSuccesses: TestCase[] = [
+      constructTestCase(new BigNumber(0), new BigNumber(0)),
+      constructTestCase(new BigNumber(1), new BigNumber(1)),
+      constructTestCase(new BigNumber('1.234'), new BigNumber('1.234'))
+    ]
+    const expectedFailures: BigNumber[] = [new BigNumber(NaN)]
+
+    testSuccesses(expectedSuccesses)
+    testFailures(expectedFailures)
+  })
+
+  describe('ethers.utils.BigNumber', (): void => {
+    const expectedSuccesses: TestCase[] = [
+      constructTestCase(ethers.constants.Zero, new BigNumber(0)),
+      constructTestCase(ethers.constants.One, new BigNumber(1)),
+      constructTestCase(ethers.utils.bigNumberify('1234'), new BigNumber('1234')),
+      constructTestCase(ethers.utils.parseUnits('1.234', 3), new BigNumber('1234'))
+    ]
+    const expectedFailures: ethers.utils.BigNumber[] = []
+
+    testSuccesses(expectedSuccesses)
+    testFailures(expectedFailures)
+  })
+})

src/computation.ts

+import BigNumber from 'bignumber.js'
+
+import { TokenAmount, TokenReservesOptional } from './types'
+import { _0, _1, _10, _997, _1000, TRADE_TYPE } from './constants'
+import { ensureAllUInt8, ensureAllUInt256, normalizeBigNumberish } from './utils'
+
+export function getInputPrice(inputAmount: BigNumber, inputReserve: BigNumber, outputReserve: BigNumber): BigNumber {
+  ensureAllUInt256([inputAmount, inputReserve, outputReserve])
+
+  if (inputReserve.isLessThanOrEqualTo(_0) || outputReserve.isLessThanOrEqualTo(_0)) {
+    throw Error(`Both inputReserve '${inputReserve}' and outputReserve '${outputReserve}' must be non-zero.`)
+  }
+
+  const inputAmountWithFee: BigNumber = inputAmount.multipliedBy(_997)
+  const numerator: BigNumber = inputAmountWithFee.multipliedBy(outputReserve)
+  const denominator: BigNumber = inputReserve.multipliedBy(_1000).plus(inputAmountWithFee)
+  const outputAmount = numerator.dividedToIntegerBy(denominator)
+
+  ensureAllUInt256([inputAmountWithFee, numerator, denominator, outputAmount])
+
+  return outputAmount
+}
+
+export function getOutputPrice(outputAmount: BigNumber, inputReserve: BigNumber, outputReserve: BigNumber): BigNumber {
+  ensureAllUInt256([outputAmount, inputReserve, outputReserve])
+
+  if (inputReserve.isLessThanOrEqualTo(_0) || outputReserve.isLessThanOrEqualTo(_0)) {
+    throw Error(`Both inputReserve '${inputReserve}' and outputReserve '${outputReserve}' must be non-zero.`)
+  }
+
+  const numerator: BigNumber = inputReserve.multipliedBy(outputAmount).multipliedBy(_1000)
+  const denominator: BigNumber = outputReserve.minus(outputAmount).multipliedBy(_997)
+  const inputAmount: BigNumber = numerator.dividedToIntegerBy(denominator).plus(_1)
+
+  ensureAllUInt256([numerator, denominator, inputAmount])
+
+  return inputAmount
+}
+
+function _getMarketRate(tokenReserves: TokenReservesOptional, tradeType: TRADE_TYPE, invert: boolean): BigNumber {
+  if (tokenReserves === null) {
+    throw Error('outputTokenReserves must be non-null.')
+  } else {
+    const numerator: TokenAmount =
+      tradeType === TRADE_TYPE.ETH_TO_TOKEN ? tokenReserves.ethReserve : tokenReserves.tokenReserve
+    const denominator: TokenAmount =
+      tradeType === TRADE_TYPE.ETH_TO_TOKEN ? tokenReserves.tokenReserve : tokenReserves.ethReserve
+
+    const numeratorAmount: BigNumber = normalizeBigNumberish(numerator.amount)
+    const denominatorAmount: BigNumber = normalizeBigNumberish(denominator.amount)
+    ensureAllUInt256([numeratorAmount, denominatorAmount])
+
+    const numeratorDecimals: number = numerator.token.decimals
+    const denominatorDecimals: number = denominator.token.decimals
+    ensureAllUInt8([numeratorDecimals, denominatorDecimals])
+
+    if (!invert) {
+      const decimalScalar = _10.exponentiatedBy(denominatorDecimals - numeratorDecimals)
+      return numeratorAmount.multipliedBy(decimalScalar).div(denominatorAmount)
+    } else {
+      const decimalScalar = _10.exponentiatedBy(numeratorDecimals - denominatorDecimals)
+      return denominatorAmount.multipliedBy(decimalScalar).div(numeratorAmount)
+    }
+  }
+}
+
+export function getMarketRate(
+  inputTokenReserves: TokenReservesOptional,
+  outputTokenReserves: TokenReservesOptional,
+  tradeType: TRADE_TYPE,
+  invert: boolean = false
+): BigNumber {
+  if (tradeType === TRADE_TYPE.TOKEN_TO_TOKEN) {
+    if (inputTokenReserves === null || outputTokenReserves === null) {
+      throw Error('Both inputTokenReserves and outputTokenReserves must be non-null.')
+    } else {
+      const inputMarketRate: BigNumber = _getMarketRate(inputTokenReserves, TRADE_TYPE.TOKEN_TO_ETH, invert)
+      const outputMarketRate: BigNumber = _getMarketRate(outputTokenReserves, TRADE_TYPE.ETH_TO_TOKEN, invert)
+      return inputMarketRate.multipliedBy(outputMarketRate)
+    }
+  } else {
+    return _getMarketRate(
+      tradeType === TRADE_TYPE.ETH_TO_TOKEN ? outputTokenReserves : inputTokenReserves,
+      tradeType,
+      invert
+    )
+  }
+}

src/constants/abis/ERC20.json

+[
+  {
+    "constant": true,
+    "inputs": [],
+    "name": "decimals",
+    "outputs": [{ "name": "", "type": "uint8" }],
+    "payable": false,
+    "stateMutability": "view",
+    "type": "function"
+  },
+  {
+    "constant": true,
+    "inputs": [{ "name": "", "type": "address" }],
+    "name": "balanceOf",
+    "outputs": [{ "name": "", "type": "uint256" }],
+    "payable": false,
+    "stateMutability": "view",
+    "type": "function"
+  }
+]

src/constants/abis/FACTORY.json

+[
+  {
+    "constant": true,
+    "inputs": [{ "name": "token", "type": "address" }],
+    "name": "getExchange",
+    "outputs": [{ "name": "", "type": "address" }],
+    "payable": false,
+    "stateMutability": "view",
+    "type": "function"
+  }
+]

src/constants/index.ts

+import BigNumber from 'bignumber.js'
+
+import ERC20 from './abis/ERC20.json'
+import FACTORY from './abis/FACTORY.json'
+
+//// constants for internal and external use
+export const ETH = 'ETH'
+
+export enum SUPPORTED_CHAIN_ID {
+  Mainnet = 1,
+  Ropsten = 3,
+  Rinkeby = 4,
+  Kovan = 42
+}
+
+export const FACTORY_ADDRESS: { [key: number]: string } = {
+  [SUPPORTED_CHAIN_ID.Mainnet]: '0xc0a47dFe034B400B47bDaD5FecDa2621de6c4d95',
+  [SUPPORTED_CHAIN_ID.Ropsten]: '0x9c83dCE8CA20E9aAF9D3efc003b2ea62aBC08351',
+  [SUPPORTED_CHAIN_ID.Rinkeby]: '0xf5D915570BC477f9B8D6C0E980aA81757A3AaC36',
+  [SUPPORTED_CHAIN_ID.Kovan]: '0xD3E51Ef092B2845f10401a0159B2B96e8B6c3D30'
+}
+
+export enum TRADE_TYPE {
+  TOKEN_TO_ETH = 'TOKEN_TO_ETH',
+  ETH_TO_TOKEN = 'ETH_TO_TOKEN',
+  TOKEN_TO_TOKEN = 'TOKEN_TO_TOKEN'
+}
+
+export enum TRADE_EXACT {
+  INPUT = 'INPUT',
+  OUTPUT = 'OUTPUT'
+}
+
+export enum FIXED_UNDERFLOW_BEHAVIOR {
+  ZERO = 'ZERO',
+  LESS_THAN = 'LESS_THAN',
+  ONE_DIGIT = 'ONE_DIGIT',
+  MAX_DECIMAL_PLACES = 'MAX_DECIMAL_PLACES'
+}
+
+//// constants for internal use
+export const MAX_DECIMAL_PLACES = 18
+export const ROUNDING_MODE = BigNumber.ROUND_HALF_UP
+BigNumber.set({ DECIMAL_PLACES: MAX_DECIMAL_PLACES, ROUNDING_MODE })
+
+export const _0: BigNumber = new BigNumber('0')
+export const _1: BigNumber = new BigNumber('1')
+export const _10: BigNumber = new BigNumber('10')
+export const _997: BigNumber = new BigNumber('997')
+export const _1000: BigNumber = new BigNumber('1000')
+export const MAX_UINT8: number = 2 ** 8 - 1
+export const MAX_UINT256: BigNumber = new BigNumber('2').exponentiatedBy(new BigNumber('256')).minus(_1)
+
+export const ERC20_ABI: string = JSON.stringify(ERC20)
+export const FACTORY_ABI: string = JSON.stringify(FACTORY)
+
+export const CHAIN_ID_NAME: { [key: number]: string } = {
+  [SUPPORTED_CHAIN_ID.Mainnet]: 'homestead',
+  [SUPPORTED_CHAIN_ID.Ropsten]: 'ropsten',
+  [SUPPORTED_CHAIN_ID.Rinkeby]: 'rinkeby',
+  [SUPPORTED_CHAIN_ID.Kovan]: 'kovan'
+}

src/data.ts

+import { ethers } from 'ethers'
+
+import { ETH, CHAIN_ID_NAME, ERC20_ABI, FACTORY_ADDRESS, FACTORY_ABI } from './constants'
+import { ChainIdOrProvider, ChainIdAndProvider, Token, TokenReserves } from './types'
+import { normalizeAddress } from './utils'
+
+// abstraction to get contracts
+function _getContract(address: string, ABI: string, provider: ethers.providers.BaseProvider): ethers.Contract {
+  return new ethers.Contract(normalizeAddress(address), ABI, provider)
+}
+
+// abstraction to get the chain id + provider
+async function _getChainIdAndProvider(chainIdOrProvider: ChainIdOrProvider): Promise<ChainIdAndProvider> {
+  // if a chainId is provided, get a default provider for it
+  if (typeof chainIdOrProvider === 'number') {
+    return {
+      chainId: chainIdOrProvider,
+      provider: ethers.getDefaultProvider(CHAIN_ID_NAME[chainIdOrProvider])
+    }
+  }
+  // if a provider is provided, fetch the chainId from it
+  else {
+    const { chainId }: { chainId: number } = await chainIdOrProvider.getNetwork()
+    return {
+      chainId,
+      provider: chainIdOrProvider
+    }
+  }
+}
+
+// abstraction to get token
+async function _getToken(tokenAddress: string, chainIdAndProvider: ChainIdAndProvider): Promise<Token> {
+  if (tokenAddress === ETH) {
+    return {
+      chainId: chainIdAndProvider.chainId,
+      address: ETH,
+      decimals: 18
+    }
+  } else {
+    const ERC20Contract: ethers.Contract = _getContract(tokenAddress, ERC20_ABI, chainIdAndProvider.provider)
+    const decimals: number = await ERC20Contract.decimals()
+    return {
+      chainId: chainIdAndProvider.chainId,
+      address: tokenAddress,
+      decimals
+    }
+  }
+}
+
+// external function to get token reserves
+export async function getTokenReserves(
+  tokenAddress: string,
+  chainIdOrProvider: ChainIdOrProvider = 1
+): Promise<TokenReserves> {
+  const chainIdAndProvider: ChainIdAndProvider = await _getChainIdAndProvider(chainIdOrProvider)
+
+  // fetch tokens
+  const ethTokenPromise: Promise<Token> = _getToken(ETH, chainIdAndProvider)
+  const tokenPromise: Promise<Token> = _getToken(tokenAddress, chainIdAndProvider)
+
+  // get contracts
+  const factoryContract: ethers.Contract = _getContract(
+    FACTORY_ADDRESS[chainIdAndProvider.chainId],
+    FACTORY_ABI,
+    chainIdAndProvider.provider
+  )
+  const tokenContract: ethers.Contract = _getContract(tokenAddress, ERC20_ABI, chainIdAndProvider.provider)
+
+  const exchangeAddress: string = await factoryContract.getExchange(tokenContract.address)
+
+  const exchangeTokenPromise: Promise<Token> = _getToken(exchangeAddress, chainIdAndProvider)
+  const ethBalancePromise: Promise<ethers.utils.BigNumber> = chainIdAndProvider.provider.getBalance(exchangeAddress)
+  const tokenBalancePromise: Promise<ethers.utils.BigNumber> = tokenContract.balanceOf(exchangeAddress)
+
+  const [ethToken, token, exchangeToken, ethBalance, tokenBalance]: [
+    Token,
+    Token,
+    Token,
+    ethers.utils.BigNumber,
+    ethers.utils.BigNumber
+  ] = await Promise.all([ethTokenPromise, tokenPromise, exchangeTokenPromise, ethBalancePromise, tokenBalancePromise])
+
+  const ethReserve = { token: ethToken, amount: ethBalance }
+  const tokenReserve = { token, amount: tokenBalance }
+
+  return { token, exchange: exchangeToken, ethReserve, tokenReserve }
+}

src/format.ts

+import BigNumber from 'bignumber.js'
+
+import { MAX_DECIMAL_PLACES, ROUNDING_MODE, FIXED_UNDERFLOW_BEHAVIOR, _0 } from './constants'
+import { BigNumberish, FlexibleFormat, FormatSignificantOptions, FormatFixedOptions } from './types'
+import { normalizeBigNumberish, ensureBoundedInteger } from './utils'
+
+function _format(bigNumber: BigNumber, format: FlexibleFormat, decimalPlaces: number): string {
+  return typeof format === 'boolean' && format === false
+    ? bigNumber.toFixed(decimalPlaces)
+    : bigNumber.toFormat(
+        decimalPlaces,
+        ROUNDING_MODE,
+        typeof format === 'boolean' && format === true ? undefined : format
+      )
+}
+
+// bignumberish is converted to significantDigits, then cast back as a bignumber and formatted, dropping trailing 0s
+export function formatSignificant(
+  bigNumberish: BigNumberish,
+  { significantDigits = 6, forceIntegerSignificance = false, format = false }: FormatSignificantOptions
+): string {
+  const bigNumber: BigNumber = normalizeBigNumberish(bigNumberish)
+  ensureBoundedInteger(significantDigits, [1, MAX_DECIMAL_PLACES])
+
+  const minimumSignificantDigits: number = forceIntegerSignificance ? bigNumber.integerValue().toFixed().length : 0
+  const preciseBigNumber: BigNumber = new BigNumber(
+    bigNumber.toPrecision(Math.max(minimumSignificantDigits, significantDigits))
+  )
+
+  return _format(preciseBigNumber, format, preciseBigNumber.decimalPlaces())
+}
+
+export function formatFixed(
+  bigNumberish: BigNumberish,
+  {
+    decimalPlaces = 4,
+    dropTrailingZeros = true,
+    format = false,
+    underflowBehavior = FIXED_UNDERFLOW_BEHAVIOR.ONE_DIGIT
+  }: FormatFixedOptions
+): string {
+  const bigNumber: BigNumber = normalizeBigNumberish(bigNumberish)
+  ensureBoundedInteger(decimalPlaces, MAX_DECIMAL_PLACES)
+
+  // this works because we've specified the rounding mode
+  const minimumNonZeroValue: BigNumber = new BigNumber(decimalPlaces === 0 ? '0.5' : `0.${'0'.repeat(decimalPlaces)}5`)
+  if (bigNumber.isLessThan(minimumNonZeroValue)) {
+    switch (underflowBehavior) {
+      case FIXED_UNDERFLOW_BEHAVIOR.ZERO: {
+        return _format(_0, format, dropTrailingZeros ? 0 : decimalPlaces)
+      }
+      case FIXED_UNDERFLOW_BEHAVIOR.LESS_THAN: {
+        return `<${_format(minimumNonZeroValue, format, minimumNonZeroValue.decimalPlaces())}`
+      }
+      case FIXED_UNDERFLOW_BEHAVIOR.ONE_DIGIT: {
+        const newBigNumber = new BigNumber(bigNumber.toPrecision(1))
+        return _format(newBigNumber, format, newBigNumber.decimalPlaces())
+      }
+      case FIXED_UNDERFLOW_BEHAVIOR.MAX_DECIMAL_PLACES: {
+        const newBigNumber = new BigNumber(bigNumber.toFixed(MAX_DECIMAL_PLACES))
+        return _format(newBigNumber, format, dropTrailingZeros ? newBigNumber.decimalPlaces() : MAX_DECIMAL_PLACES)
+      }
+      default: {
+        throw Error(`Passed FIXED_UNDERFLOW_BEHAVIOR ${underflowBehavior} is not valid.`)
+      }
+    }
+  } else {
+    const newDecimalPlaces = dropTrailingZeros
+      ? new BigNumber(bigNumber.toFixed(decimalPlaces)).decimalPlaces()
+      : decimalPlaces
+
+    return _format(bigNumber, format, newDecimalPlaces)
+  }
+}

src/index.ts

+export * from './data'
+export * from './computation'
+
+export {
+  ETH,
+  SUPPORTED_CHAIN_ID,
+  FACTORY_ADDRESS,
+  TRADE_TYPE,
+  TRADE_EXACT,
+  FIXED_UNDERFLOW_BEHAVIOR
+} from './constants'

src/types/index.ts

+import BigNumber from 'bignumber.js'
+import { ethers } from 'ethers'
+
+import { SUPPORTED_CHAIN_ID, TRADE_TYPE, TRADE_EXACT, FIXED_UNDERFLOW_BEHAVIOR } from '../constants'
+
+export type BigNumberish = BigNumber | ethers.utils.BigNumber | string | number
+
+export type ChainIdOrProvider = SUPPORTED_CHAIN_ID | ethers.providers.BaseProvider
+
+export interface ChainIdAndProvider {
+  chainId: number
+  provider: ethers.providers.BaseProvider
+}
+
+export interface Token {
+  chainId?: SUPPORTED_CHAIN_ID
+  address?: string
+  decimals: number
+}
+
+export interface TokenAmount {
+  token: Token
+  amount: BigNumberish
+}
+
+export interface TokenReserves {
+  token: Token
+  exchange?: Token
+  ethReserve: TokenAmount
+  tokenReserve: TokenAmount
+}
+export type TokenReservesOptional = TokenReserves | null
+
+export interface TradeDetails {
+  tradeType: TRADE_TYPE
+  tradeExact: TRADE_EXACT
+  inputToken: Token
+  outputToken: Token
+  tradeAmount: string
+  marketRate: string
+  marketRateInverted: string
+}
+
+// formatting options
+export type FlexibleFormat = boolean | BigNumber.Format
+
+export interface FormatSignificantOptions {
+  significantDigits: number
+  forceIntegerSignificance: boolean
+  format: FlexibleFormat
+}
+export interface FormatFixedOptions {
+  decimalPlaces: number
+  dropTrailingZeros: boolean
+  underflowBehavior: FIXED_UNDERFLOW_BEHAVIOR
+  format: FlexibleFormat
+}

src/utils/index.ts

+import BigNumber from 'bignumber.js'
+import { ethers } from 'ethers'
+
+import { _0, MAX_UINT8, MAX_UINT256 } from '../constants'
+import { BigNumberish } from '../types'
+
+// check(s) that number(s) is(are) uint8(s)
+function ensureUInt8(number: number): void {
+  if (!Number.isInteger(number) || number < 0 || number > MAX_UINT8) {
+    throw Error(`Passed number '${number}' is not a valid uint8.`)
+  }
+}
+
+export function ensureAllUInt8(numbers: number[]): void {
+  numbers.forEach(ensureUInt8)
+}
+
+// check(s) that BigNumber(s) is(are) uint256(s)
+function ensureUInt256(bigNumber: BigNumber): void {
+  if (!bigNumber.isInteger() || bigNumber.isLessThan(_0) || bigNumber.isGreaterThan(MAX_UINT256)) {
+    throw Error(`Passed BigNumber '${bigNumber}' is not a valid uint256.`)
+  }
+}
+
+export function ensureAllUInt256(bigNumbers: BigNumber[]): void {
+  bigNumbers.forEach(ensureUInt256)
+}
+
+// check that number is valid decimals places/significant digits
+export function ensureBoundedInteger(number: number, bounds: number | number[]): void {
+  const [minimum, maximum]: [number, number] = typeof bounds === 'number' ? [0, bounds] : [bounds[0], bounds[1]]
+
+  if (!Number.isInteger(number) || number < minimum || number > maximum) {
+    throw Error(`Passed number '${number}' is not an integer between '${minimum}' and '${maximum}', inclusive.`)
+  }
+}
+
+export function normalizeAddress(address: string): string {
+  try {
+    return ethers.utils.getAddress(address.toLowerCase())
+  } catch {
+    throw Error(`Passed address '${address}' is not valid.`)
+  }
+}
+
+export function normalizeBigNumberish(bigNumberish: BigNumberish): BigNumber {
+  try {
+    const bigNumber = BigNumber.isBigNumber(bigNumberish) ? bigNumberish : new BigNumber(bigNumberish.toString())
+    if (!bigNumber.isFinite()) {
+      throw Error(`Passed BigNumberish '${bigNumberish}' of type '${typeof bigNumberish}' is not finite.`)
+    }
+    return bigNumber
+  } catch (error) {
+    throw Error(`Passed BigNumberish '${bigNumberish}' of type '${typeof bigNumberish}' is invalid. Error: '${error}'.`)
+  }
+}

tsconfig.json

+{
+  "compilerOptions": {
+    /* Basic Options */
+    "target": "es5" /* Specify ECMAScript target version: 'ES3' (default), 'ES5', 'ES2015', 'ES2016', 'ES2017', 'ES2018', 'ES2019' or 'ESNEXT'. */,
+    "module": "commonjs" /* Specify module code generation: 'none', 'commonjs', 'amd', 'system', 'umd', 'es2015', or 'ESNext'. */,
+    // "lib": [],                             /* Specify library files to be included in the compilation. */
+    "allowJs": false /* Allow javascript files to be compiled. */,
+    // "checkJs": true,                       /* Report errors in .js files. */
+    // "jsx": "preserve",                     /* Specify JSX code generation: 'preserve', 'react-native', or 'react'. */
+    "declaration": true /* Generates corresponding '.d.ts' file. */,
+    // "declarationMap": true                 /* Generates a sourcemap for each corresponding '.d.ts' file. */
+    "sourceMap": true /* Generates corresponding '.map' file. */,
+    // "outFile": "./",                       /* Concatenate and emit output to single file. */
+    "outDir": "./dist" /* Redirect output structure to the directory. */,
+    // "rootDir": "./src"                     /* Specify the root directory of input files. Use to control the output directory structure with --outDir. */,
+    // "composite": true,                     /* Enable project compilation */
+    // "incremental": true,                   /* Enable incremental compilation */
+    // "tsBuildInfoFile": "./",               /* Specify file to store incremental compilation information */
+    "removeComments": true /* Do not emit comments to output. */,
+    // "noEmit": true,                        /* Do not emit outputs. */
+    // "importHelpers": true,                 /* Import emit helpers from 'tslib'. */
+    // "downlevelIteration": true,            /* Provide full support for iterables in 'for-of', spread, and destructuring when targeting 'ES5' or 'ES3'. */
+    // "isolatedModules": true,               /* Transpile each file as a separate module (similar to 'ts.transpileModule'). */
+
+    /* Strict Type-Checking Options */
+    "strict": true /* Enable all strict type-checking options. */,
+    "noImplicitAny": true /* Raise error on expressions and declarations with an implied 'any' type. */,
+    "strictNullChecks": true /* Enable strict null checks. */,
+    "strictFunctionTypes": true /* Enable strict checking of function types. */,
+    "strictBindCallApply": true /* Enable strict 'bind', 'call', and 'apply' methods on functions. */,
+    "strictPropertyInitialization": true /* Enable strict checking of property initialization in classes. */,
+    "noImplicitThis": true /* Raise error on 'this' expressions with an implied 'any' type. */,
+    "alwaysStrict": true /* Parse in strict mode and emit "use strict" for each source file. */,
+
+    /* Additional Checks */
+    "noUnusedLocals": true /* Report errors on unused locals. */,
+    "noUnusedParameters": true /* Report errors on unused parameters. */,
+    "noImplicitReturns": true /* Report error when not all code paths in function return a value. */,
+    "noFallthroughCasesInSwitch": true /* Report errors for fallthrough cases in switch statement. */,
+
+    /* Module Resolution Options */
+    // "moduleResolution": "node",            /* Specify module resolution strategy: 'node' (Node.js) or 'classic' (TypeScript pre-1.6). */
+    // "baseUrl": "./",                       /* Base directory to resolve non-absolute module names. */
+    // "paths": {},                           /* A series of entries which re-map imports to lookup locations relative to the 'baseUrl'. */
+    // "rootDirs": [],                        /* List of root folders whose combined content represents the structure of the project at runtime. */
+    // "typeRoots": [],                       /* List of folders to include type definitions from. */
+    // "types": [],                           /* Type declaration files to be included in compilation. */
+    // "allowSyntheticDefaultImports": true,  /* Allow default imports from modules with no default export. This does not affect code emit, just typechecking. */
+    "esModuleInterop": true /* Enables emit interoperability between CommonJS and ES Modules via creation of namespace objects for all imports. Implies 'allowSyntheticDefaultImports'. */,
+    // "preserveSymlinks": true,              /* Do not resolve the real path of symlinks. */
+
+    /* Source Map Options */
+    // "sourceRoot": "",                      /* Specify the location where debugger should locate TypeScript files instead of source locations. */
+    // "mapRoot": "",                         /* Specify the location where debugger should locate map files instead of generated locations. */
+    // "inlineSourceMap": true,               /* Emit a single file with source maps instead of having a separate file. */
+    // "inlineSources": true,                 /* Emit the source alongside the sourcemaps within a single file; requires '--inlineSourceMap' or '--sourceMap' to be set. */
+
+    /* Experimental Options */
+    // "experimentalDecorators": true,        /* Enables experimental support for ES7 decorators. */
+    // "emitDecoratorMetadata": true,         /* Enables experimental support for emitting type metadata for decorators. */
+
+    /* Manually Added Options */
+    "resolveJsonModule": true
+  },
+  "include": ["./src/**/*"],
+  "exclude": ["./src/__tests__/**/*"]
+}