Add a test for when the ratio is < 1

1 files changed, 55 insertions, 43 deletions

diff --git a/packages/0x.js/src/order_watcher/remaining_fillable_calculator.ts b/packages/0x.js/src/order_watcher/remaining_fillable_calculator.ts
index 8141dd73c..b98ef3240 100644
--- a/packages/0x.js/src/order_watcher/remaining_fillable_calculator.ts
+++ b/packages/0x.js/src/order_watcher/remaining_fillable_calculator.ts
@@ -1,71 +1,83 @@
-import {
-    SignedOrder,
-} from '../types';
-import { BigNumber } from 'bignumber.js';
+import {SignedOrder} from '../types';
+import {BigNumber} from 'bignumber.js';
+
 export class RemainingFillableCalculator {
-    private _signedOrder: SignedOrder;
-    private _isMakerTokenZRX: boolean;
-    private _transferrableMakerTokenAmount: BigNumber;
-    private _transferrableMakerFeeTokenAmount: BigNumber;
-    private _remainingMakerTokenAmount: BigNumber;
-    private _remainingMakerFeeAmount: BigNumber;
+    private signedOrder: SignedOrder;
+    private isMakerTokenZRX: boolean;
+    // Transferrable Amount is the minimum of Approval and Balance
+    private transferrableMakerTokenAmount: BigNumber;
+    private transferrableMakerFeeTokenAmount: BigNumber;
+    private remainingMakerTokenAmount: BigNumber;
+    private remainingMakerFeeAmount: BigNumber;
     constructor(signedOrder: SignedOrder,
                 isMakerTokenZRX: boolean,
                 transferrableMakerTokenAmount: BigNumber,
                 transferrableMakerFeeTokenAmount: BigNumber,
                 remainingMakerTokenAmount: BigNumber) {
-        this._signedOrder = signedOrder;
-        this._isMakerTokenZRX = isMakerTokenZRX;
-        this._transferrableMakerTokenAmount = transferrableMakerTokenAmount;
-        this._transferrableMakerFeeTokenAmount = transferrableMakerFeeTokenAmount;
-        this._remainingMakerTokenAmount = remainingMakerTokenAmount;
-        this._remainingMakerFeeAmount = remainingMakerTokenAmount.times(signedOrder.makerFee)
-                                                                 .dividedToIntegerBy(signedOrder.makerTokenAmount);
+        this.signedOrder = signedOrder;
+        this.isMakerTokenZRX = isMakerTokenZRX;
+        this.transferrableMakerTokenAmount = transferrableMakerTokenAmount;
+        this.transferrableMakerFeeTokenAmount = transferrableMakerFeeTokenAmount;
+        this.remainingMakerTokenAmount = remainingMakerTokenAmount;
+        this.remainingMakerFeeAmount = remainingMakerTokenAmount.times(signedOrder.makerFee)
+                                                                .dividedToIntegerBy(signedOrder.makerTokenAmount);
     }
     public computeRemainingMakerFillable(): BigNumber {
         if (this.hasSufficientFundsForFeeAndTransferAmount()) {
-            return this._remainingMakerTokenAmount;
+            return this.remainingMakerTokenAmount;
         }
-        if (this._signedOrder.makerFee.isZero()) {
-            return BigNumber.min(this._remainingMakerTokenAmount, this._transferrableMakerTokenAmount);
-        } else {
-            return this.calculatePartiallyFillableMakerTokenAmount();
+        if (this.signedOrder.makerFee.isZero()) {
+            return BigNumber.min(this.remainingMakerTokenAmount, this.transferrableMakerTokenAmount);
         }
+        return this.calculatePartiallyFillableMakerTokenAmount();
     }
     public computeRemainingTakerFillable(): BigNumber {
-        return this.computeRemainingMakerFillable().times(this._signedOrder.takerTokenAmount)
-                                                   .dividedToIntegerBy(this._signedOrder.makerTokenAmount);
+        return this.computeRemainingMakerFillable().times(this.signedOrder.takerTokenAmount)
+                                                   .dividedToIntegerBy(this.signedOrder.makerTokenAmount);
     }
     private hasSufficientFundsForFeeAndTransferAmount(): boolean {
-        if (this._isMakerTokenZRX) {
-            const totalZRXTransferAmountRequired = this._remainingMakerTokenAmount.plus(this._remainingMakerFeeAmount);
-            return this._transferrableMakerTokenAmount.gte(totalZRXTransferAmountRequired);
+        if (this.isMakerTokenZRX) {
+            const totalZRXTransferAmountRequired = this.remainingMakerTokenAmount.plus(this.remainingMakerFeeAmount);
+            const hasSufficientFunds = this.transferrableMakerTokenAmount.greaterThanOrEqualTo(
+                                                                            totalZRXTransferAmountRequired);
+            return hasSufficientFunds;
         } else {
-            const hasSufficientFundsForTransferAmount = this._transferrableMakerTokenAmount.gte(
-                                                            this._remainingMakerTokenAmount);
-            const hasSufficientFundsForFeeAmount = this._transferrableMakerFeeTokenAmount.gte(
-                                                       this._remainingMakerFeeAmount);
-            return (hasSufficientFundsForTransferAmount && hasSufficientFundsForFeeAmount);
+            const hasSufficientFundsForTransferAmount = this.transferrableMakerTokenAmount.greaterThanOrEqualTo(
+                                                            this.remainingMakerTokenAmount);
+            const hasSufficientFundsForFeeAmount = this.transferrableMakerFeeTokenAmount.greaterThanOrEqualTo(
+                                                       this.remainingMakerFeeAmount);
+            const hasSufficientFunds = hasSufficientFundsForTransferAmount && hasSufficientFundsForFeeAmount;
+            return hasSufficientFunds;
         }
     }
-
     private calculatePartiallyFillableMakerTokenAmount(): BigNumber {
-        const orderToFeeRatio = this._signedOrder.makerTokenAmount.dividedToIntegerBy(this._signedOrder.makerFee);
+        // The number of times the maker can fill the order, if each fill only required the transfer of a single
+        // baseUnit of fee tokens.
+        // Given an order for 200 wei for 2 ZRXwei fee, find 100 wei for 1 ZRXwei. Order ratio is then 100:1
+        const orderToFeeRatio = this.signedOrder.makerTokenAmount.dividedBy(this.signedOrder.makerFee);
         // Maximum number of times the Maker can fill the order, given the fees
-        const fillableTimesInFeeTokenUnits = BigNumber.min(this._transferrableMakerFeeTokenAmount,
-                                                           this._remainingMakerFeeAmount);
+        // Given 2 ZRXwei, the maximum amount of times Maker can fill this order, in terms of fees, is 2
+        const fillableTimesInFeeTokenBaseUnits = BigNumber.min(this.transferrableMakerFeeTokenAmount,
+                                                               this.remainingMakerFeeAmount);
         // Maximum number of times the Maker can fill the order, given the Maker Token Balance
-        let fillableTimesInMakerTokenUnits = this._transferrableMakerTokenAmount.dividedToIntegerBy(orderToFeeRatio);
-        if (this._isMakerTokenZRX) {
-            const totalZRXTokenPooled = this._transferrableMakerTokenAmount;
+        // Assuming a balance of 150 wei, maker can fill this order 1 time.
+        let fillableTimesInMakerTokenUnits = this.transferrableMakerTokenAmount.dividedBy(orderToFeeRatio);
+        if (this.isMakerTokenZRX) {
+            // If ZRX is the maker token, the Fee and the Maker amount need to be removed from the same pool;
+            // 200 ZRXwei for 2ZRXwei fee can only be filled once (need 202 ZRXwei)
+            const totalZRXTokenPooled = this.transferrableMakerTokenAmount;
             // The purchasing power here is less as the tokens are taken from the same Pool
             // For every one number of fills, we have to take an extra ZRX out of the pool
-            fillableTimesInMakerTokenUnits = totalZRXTokenPooled.dividedToIntegerBy(
+            fillableTimesInMakerTokenUnits = totalZRXTokenPooled.dividedBy(
                                                                      orderToFeeRatio.plus(new BigNumber(1)));
 
         }
-        const partiallyFillableMakerTokenAmount = fillableTimesInMakerTokenUnits.times(orderToFeeRatio);
-        const partiallyFillableFeeTokenAmount = fillableTimesInFeeTokenUnits.times(orderToFeeRatio);
-        return BigNumber.min(partiallyFillableMakerTokenAmount, partiallyFillableFeeTokenAmount);
+        // When Ratio is not fully divisible there can be remainders which cannot be represented, so they are floored.
+        // This can result in a RoundingError being thrown by the Exchange Contract.
+        const partiallyFillableMakerTokenAmount = fillableTimesInMakerTokenUnits.times(orderToFeeRatio).floor();
+        const partiallyFillableFeeTokenAmount = fillableTimesInFeeTokenBaseUnits.times(orderToFeeRatio).floor();
+        const partiallyFillableAmount = BigNumber.min(partiallyFillableMakerTokenAmount,
+                                                      partiallyFillableFeeTokenAmount);
+        return partiallyFillableAmount;
     }
 }