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import { BigNumber } from '@0x/utils';
export class RemainingFillableCalculator {
private readonly _isTraderAssetZRX: boolean;
// Transferrable Amount is the minimum of Approval and Balance
private readonly _transferrableAssetAmount: BigNumber;
private readonly _transferrableFeeAmount: BigNumber;
private readonly _remainingOrderAssetAmount: BigNumber;
private readonly _remainingOrderFeeAmount: BigNumber;
private readonly _orderFee: BigNumber;
private readonly _orderAssetAmount: BigNumber;
constructor(
orderFee: BigNumber,
orderAssetAmount: BigNumber,
isTraderAssetZRX: boolean,
transferrableAssetAmount: BigNumber,
transferrableFeeAmount: BigNumber,
remainingOrderAssetAmount: BigNumber,
) {
this._orderFee = orderFee;
this._orderAssetAmount = orderAssetAmount;
this._isTraderAssetZRX = isTraderAssetZRX;
this._transferrableAssetAmount = transferrableAssetAmount;
this._transferrableFeeAmount = transferrableFeeAmount;
this._remainingOrderAssetAmount = remainingOrderAssetAmount;
this._remainingOrderFeeAmount = orderAssetAmount.eq(0)
? new BigNumber(0)
: remainingOrderAssetAmount.times(orderFee).dividedToIntegerBy(orderAssetAmount);
}
public computeRemainingFillable(): BigNumber {
if (this._hasSufficientFundsForFeeAndTransferAmount()) {
return this._remainingOrderAssetAmount;
}
if (this._orderFee.isZero()) {
return BigNumber.min(this._remainingOrderAssetAmount, this._transferrableAssetAmount);
}
return this._calculatePartiallyFillableAssetAmount();
}
private _hasSufficientFundsForFeeAndTransferAmount(): boolean {
if (this._isTraderAssetZRX) {
const totalZRXTransferAmountRequired = this._remainingOrderAssetAmount.plus(this._remainingOrderFeeAmount);
const hasSufficientFunds = this._transferrableAssetAmount.greaterThanOrEqualTo(
totalZRXTransferAmountRequired,
);
return hasSufficientFunds;
} else {
const hasSufficientFundsForTransferAmount = this._transferrableAssetAmount.greaterThanOrEqualTo(
this._remainingOrderAssetAmount,
);
const hasSufficientFundsForFeeAmount = this._transferrableFeeAmount.greaterThanOrEqualTo(
this._remainingOrderFeeAmount,
);
const hasSufficientFunds = hasSufficientFundsForTransferAmount && hasSufficientFundsForFeeAmount;
return hasSufficientFunds;
}
}
private _calculatePartiallyFillableAssetAmount(): BigNumber {
// 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._orderAssetAmount.dividedBy(this._orderFee);
// The number of times the trader (maker or taker) can fill the order, if each fill only required the transfer of a single
// baseUnit of fee tokens.
// Given 2 ZRXwei, the maximum amount of times trader can fill this order, in terms of fees, is 2
const fillableTimesInFeeBaseUnits = BigNumber.min(this._transferrableFeeAmount, this._remainingOrderFeeAmount);
// The number of times the trader can fill the order, given the traders asset Balance
// Assuming a balance of 150 wei, and an orderToFeeRatio of 100:1, trader can fill this order 1 time.
let fillableTimesInAssetUnits = this._transferrableAssetAmount.dividedBy(orderToFeeRatio);
if (this._isTraderAssetZRX) {
// If ZRX is the trader asset, the Fee and the trader fill 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._transferrableAssetAmount;
// 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
fillableTimesInAssetUnits = totalZRXTokenPooled.dividedBy(orderToFeeRatio.plus(new BigNumber(1)));
}
// 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 partiallyFillableAssetAmount = fillableTimesInAssetUnits
.times(this._orderAssetAmount)
.dividedToIntegerBy(this._orderFee);
const partiallyFillableFeeAmount = fillableTimesInFeeBaseUnits
.times(this._orderAssetAmount)
.dividedToIntegerBy(this._orderFee);
const partiallyFillableAmount = BigNumber.min(partiallyFillableAssetAmount, partiallyFillableFeeAmount);
return partiallyFillableAmount;
}
}
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