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-rw-r--r--packages/asset-buyer/src/utils/buy_quote_calculator.ts12
1 files changed, 7 insertions, 5 deletions
diff --git a/packages/asset-buyer/src/utils/buy_quote_calculator.ts b/packages/asset-buyer/src/utils/buy_quote_calculator.ts
index fcded6ab1..125841094 100644
--- a/packages/asset-buyer/src/utils/buy_quote_calculator.ts
+++ b/packages/asset-buyer/src/utils/buy_quote_calculator.ts
@@ -22,7 +22,7 @@ export const buyQuoteCalculator = {
const remainingFillableMakerAssetAmounts = ordersAndFillableAmounts.remainingFillableMakerAssetAmounts;
const feeOrders = feeOrdersAndFillableAmounts.orders;
const remainingFillableFeeAmounts = feeOrdersAndFillableAmounts.remainingFillableMakerAssetAmounts;
- const slippageBufferAmount = assetBuyAmount.mul(slippagePercentage).round();
+ const slippageBufferAmount = assetBuyAmount.multipliedBy(slippagePercentage).integerValue();
// find the orders that cover the desired assetBuyAmount (with slippage)
const {
resultOrders,
@@ -43,7 +43,9 @@ export const buyQuoteCalculator = {
const multiplierNeededWithSlippage = new BigNumber(1).plus(slippagePercentage);
// Given amountAvailableToFillConsideringSlippage * multiplierNeededWithSlippage = amountAbleToFill
// We divide amountUnableToFill by multiplierNeededWithSlippage to determine amountAvailableToFillConsideringSlippage
- const amountAvailableToFillConsideringSlippage = amountAbleToFill.div(multiplierNeededWithSlippage).floor();
+ const amountAvailableToFillConsideringSlippage = amountAbleToFill
+ .div(multiplierNeededWithSlippage)
+ .integerValue(BigNumber.ROUND_FLOOR);
throw new InsufficientAssetLiquidityError(amountAvailableToFillConsideringSlippage);
}
@@ -131,7 +133,7 @@ function calculateQuoteInfo(
zrxEthAmount = findEthAmountNeededToBuyZrx(feeOrdersAndFillableAmounts, zrxAmountToBuyAsset);
}
// eth amount needed to buy the affiliate fee
- const affiliateFeeEthAmount = assetEthAmount.mul(feePercentage).ceil();
+ const affiliateFeeEthAmount = assetEthAmount.multipliedBy(feePercentage).integerValue(BigNumber.ROUND_CEIL);
// eth amount needed for fees is the sum of affiliate fee and zrx fee
const feeEthAmount = affiliateFeeEthAmount.plus(zrxEthAmount);
// eth amount needed in total is the sum of the amount needed for the asset and the amount needed for fees
@@ -168,9 +170,9 @@ function findEthAmountNeededToBuyZrx(
order,
makerFillAmount,
);
- const extraFeeAmount = remainingFillableMakerAssetAmount.greaterThanOrEqualTo(adjustedMakerFillAmount)
+ const extraFeeAmount = remainingFillableMakerAssetAmount.isGreaterThanOrEqualTo(adjustedMakerFillAmount)
? constants.ZERO_AMOUNT
- : adjustedMakerFillAmount.sub(makerFillAmount);
+ : adjustedMakerFillAmount.minus(makerFillAmount);
return {
totalEthAmount: totalEthAmount.plus(takerFillAmount),
remainingZrxBuyAmount: BigNumber.max(