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authorBrandon Millman <brandon.millman@gmail.com>2018-08-22 08:07:14 +0800
committerBrandon Millman <brandon.millman@gmail.com>2018-08-23 06:39:03 +0800
commit67d33ec10c3d2467d2d073d22bfe2957353a0cc8 (patch)
treef92c7fdfa478c54b8bcf845e08f1027365ba89c8 /packages
parent05ba049f5937be3a3a47ed90898f6a0267a67fd8 (diff)
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Fix rounding bug in marketUtils
Diffstat (limited to 'packages')
-rw-r--r--packages/order-utils/CHANGELOG.json11
-rw-r--r--packages/order-utils/src/market_utils.ts2
2 files changed, 10 insertions, 3 deletions
diff --git a/packages/order-utils/CHANGELOG.json b/packages/order-utils/CHANGELOG.json
index c4260bc2f..55e0b499e 100644
--- a/packages/order-utils/CHANGELOG.json
+++ b/packages/order-utils/CHANGELOG.json
@@ -17,10 +17,17 @@
},
{
"note":
- "Rename `resultOrders` to `resultFeeOrders` for object returned by `findFeeOrdersThatCoverFeesForTargetOrders` in `marketUtils` api"
+ "Rename `resultOrders` to `resultFeeOrders` for object returned by `findFeeOrdersThatCoverFeesForTargetOrders` in `marketUtils` api",
+ "pr": 954
+ },
+ {
+ "note": "Make `sortFeeOrdersByFeeAdjustedRate` in `sortingUtils` generic",
+ "pr": 954
},
{
- "note": "Make `sortFeeOrdersByFeeAdjustedRate` in `sortingUtils` generic"
+ "note":
+ "Update `findFeeOrdersThatCoverFeesForTargetOrders` to round the the nearest integer when calculating required fees",
+ "pr": 954
}
]
},
diff --git a/packages/order-utils/src/market_utils.ts b/packages/order-utils/src/market_utils.ts
index 7eae4c8fc..b31a2b135 100644
--- a/packages/order-utils/src/market_utils.ts
+++ b/packages/order-utils/src/market_utils.ts
@@ -123,7 +123,7 @@ export const marketUtils = {
const makerAssetAmountAvailable = remainingFillableMakerAssetAmounts[index];
const feeToFillMakerAssetAmountAvailable = makerAssetAmountAvailable
.mul(order.takerFee)
- .div(order.makerAssetAmount);
+ .dividedToIntegerBy(order.makerAssetAmount);
return accFees.plus(feeToFillMakerAssetAmountAvailable);
},
constants.ZERO_AMOUNT,