path: root/packages/order-utils/src/remaining_fillable_calculator.ts

import { BigNumber } from '@0xproject/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;
    }
}