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import { SignedOrder } from '@0x/types';
import { BigNumber } from '@0x/utils';
import { constants } from '../constants';
export const orderUtils = {
isOrderExpired(order: SignedOrder): boolean {
return orderUtils.willOrderExpire(order, 0);
},
willOrderExpire(order: SignedOrder, secondsFromNow: number): boolean {
const millisecondsInSecond = 1000;
const currentUnixTimestampSec = new BigNumber(Date.now() / millisecondsInSecond).integerValue();
return order.expirationTimeSeconds.isLessThan(currentUnixTimestampSec.plus(secondsFromNow));
},
isOpenOrder(order: SignedOrder): boolean {
return order.takerAddress === constants.NULL_ADDRESS;
},
// given a remaining amount of takerAsset, calculate how much makerAsset is available
getRemainingMakerAmount(order: SignedOrder, remainingTakerAmount: BigNumber): BigNumber {
const remainingMakerAmount = remainingTakerAmount
.times(order.makerAssetAmount)
.div(order.takerAssetAmount)
.integerValue(BigNumber.ROUND_FLOOR);
return remainingMakerAmount;
},
// given a desired amount of makerAsset, calculate how much takerAsset is required to fill that amount
getTakerFillAmount(order: SignedOrder, makerFillAmount: BigNumber): BigNumber {
// Round up because exchange rate favors Maker
const takerFillAmount = makerFillAmount
.multipliedBy(order.takerAssetAmount)
.div(order.makerAssetAmount)
.integerValue(BigNumber.ROUND_CEIL);
return takerFillAmount;
},
// given a desired amount of takerAsset to fill, calculate how much fee is required by the taker to fill that amount
getTakerFeeAmount(order: SignedOrder, takerFillAmount: BigNumber): BigNumber {
// Round down because Taker fee rate favors Taker
const takerFeeAmount = takerFillAmount
.multipliedBy(order.takerFee)
.div(order.takerAssetAmount)
.integerValue(BigNumber.ROUND_FLOOR);
return takerFeeAmount;
},
// given a desired amount of takerAsset to fill, calculate how much makerAsset will be filled
getMakerFillAmount(order: SignedOrder, takerFillAmount: BigNumber): BigNumber {
// Round down because exchange rate favors Maker
const makerFillAmount = takerFillAmount
.multipliedBy(order.makerAssetAmount)
.div(order.takerAssetAmount)
.integerValue(BigNumber.ROUND_FLOOR);
return makerFillAmount;
},
// given a desired amount of makerAsset, calculate how much fee is required by the maker to fill that amount
getMakerFeeAmount(order: SignedOrder, makerFillAmount: BigNumber): BigNumber {
// Round down because Maker fee rate favors Maker
const makerFeeAmount = makerFillAmount
.multipliedBy(order.makerFee)
.div(order.makerAssetAmount)
.integerValue(BigNumber.ROUND_FLOOR);
return makerFeeAmount;
},
// given a desired amount of ZRX from a fee order, calculate how much takerAsset is required to fill that amount
// also calculate how much ZRX needs to be bought in order fill the desired amount + takerFee
getTakerFillAmountForFeeOrder(order: SignedOrder, makerFillAmount: BigNumber): [BigNumber, BigNumber] {
// For each unit of TakerAsset we buy (MakerAsset - TakerFee)
const adjustedTakerFillAmount = makerFillAmount
.multipliedBy(order.takerAssetAmount)
.div(order.makerAssetAmount.minus(order.takerFee))
.integerValue(BigNumber.ROUND_CEIL);
// The amount that we buy will be greater than makerFillAmount, since we buy some amount for fees.
const adjustedMakerFillAmount = orderUtils.getMakerFillAmount(order, adjustedTakerFillAmount);
return [adjustedTakerFillAmount, adjustedMakerFillAmount];
},
};
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