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author | Fabio Berger <me@fabioberger.com> | 2017-11-13 08:39:24 +0800 |
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committer | GitHub <noreply@github.com> | 2017-11-13 08:39:24 +0800 |
commit | 6becf22a2f752ef7c34ce1b423efd51773cc5fde (patch) | |
tree | 809556ebee179b3f4012870ae7353e3b4abcd520 | |
parent | 6daf70b745b561f9a767886e2b40891da7ebc184 (diff) | |
parent | 32246fd26bc71b09818491d513a380a8bd85fdec (diff) | |
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Merge pull request #210 from dekz/orderWatcherRemaining
Calculate the remaining order amount in maker units
-rw-r--r-- | src/types.ts | 1 | ||||
-rw-r--r-- | src/utils/order_state_utils.ts | 11 | ||||
-rw-r--r-- | test/order_state_watcher_test.ts | 82 |
3 files changed, 94 insertions, 0 deletions
diff --git a/src/types.ts b/src/types.ts index 160b71fda..a366fc31e 100644 --- a/src/types.ts +++ b/src/types.ts @@ -493,6 +493,7 @@ export interface OrderRelevantState { makerFeeProxyAllowance: BigNumber; filledTakerTokenAmount: BigNumber; canceledTakerTokenAmount: BigNumber; + remainingFillableMakerTokenAmount: BigNumber; } export interface OrderStateValid { diff --git a/src/utils/order_state_utils.ts b/src/utils/order_state_utils.ts index 2a5becf9a..36a4b68d6 100644 --- a/src/utils/order_state_utils.ts +++ b/src/utils/order_state_utils.ts @@ -60,6 +60,16 @@ export class OrderStateUtils { ); const filledTakerTokenAmount = await this.exchangeWrapper.getFilledTakerAmountAsync(orderHash, methodOpts); const canceledTakerTokenAmount = await this.exchangeWrapper.getCanceledTakerAmountAsync(orderHash, methodOpts); + const unavailableTakerTokenAmount = + await this.exchangeWrapper.getUnavailableTakerAmountAsync(orderHash, methodOpts); + const totalMakerTokenAmount = signedOrder.makerTokenAmount; + const totalTakerTokenAmount = signedOrder.takerTokenAmount; + const remainingTakerTokenAmount = totalTakerTokenAmount.minus(unavailableTakerTokenAmount); + const remainingMakerTokenAmount = remainingTakerTokenAmount.times(totalMakerTokenAmount) + .dividedToIntegerBy(totalTakerTokenAmount); + const fillableMakerTokenAmount = BigNumber.min([makerProxyAllowance, makerBalance]); + const remainingFillableMakerTokenAmount = BigNumber.min(fillableMakerTokenAmount, remainingMakerTokenAmount); + // TODO: Handle edge case where maker token is ZRX with fee const orderRelevantState = { makerBalance, makerProxyAllowance, @@ -67,6 +77,7 @@ export class OrderStateUtils { makerFeeProxyAllowance, filledTakerTokenAmount, canceledTakerTokenAmount, + remainingFillableMakerTokenAmount, }; return orderRelevantState; } diff --git a/test/order_state_watcher_test.ts b/test/order_state_watcher_test.ts index d8ac0af49..41f938584 100644 --- a/test/order_state_watcher_test.ts +++ b/test/order_state_watcher_test.ts @@ -215,6 +215,9 @@ describe('OrderStateWatcher', () => { expect(validOrderState.orderHash).to.be.equal(orderHash); const orderRelevantState = validOrderState.orderRelevantState; const remainingMakerBalance = makerBalance.sub(fillAmountInBaseUnits); + const remainingFillable = fillableAmount.minus(fillAmountInBaseUnits); + expect(orderRelevantState.remainingFillableMakerTokenAmount).to.be.bignumber.equal( + remainingFillable); expect(orderRelevantState.makerBalance).to.be.bignumber.equal(remainingMakerBalance); if (eventCount === 2) { done(); @@ -227,6 +230,85 @@ describe('OrderStateWatcher', () => { ); })().catch(done); }); + describe('remainingFillableMakerTokenAmount', () => { + it('should calculate correct remaining fillable', (done: DoneCallback) => { + (async () => { + const takerFillableAmount = new BigNumber(10); + const makerFillableAmount = new BigNumber(20); + signedOrder = await fillScenarios.createAsymmetricFillableSignedOrderAsync( + makerToken.address, takerToken.address, maker, taker, makerFillableAmount, takerFillableAmount); + const makerBalance = await zeroEx.token.getBalanceAsync(makerToken.address, maker); + const takerBalance = await zeroEx.token.getBalanceAsync(makerToken.address, taker); + const fillAmountInBaseUnits = new BigNumber(2); + const orderHash = ZeroEx.getOrderHashHex(signedOrder); + zeroEx.orderStateWatcher.addOrder(signedOrder); + let eventCount = 0; + const callback = reportCallbackErrors(done)((orderState: OrderState) => { + eventCount++; + expect(orderState.isValid).to.be.true(); + const validOrderState = orderState as OrderStateValid; + expect(validOrderState.orderHash).to.be.equal(orderHash); + const orderRelevantState = validOrderState.orderRelevantState; + expect(orderRelevantState.remainingFillableMakerTokenAmount).to.be.bignumber.equal( + new BigNumber(16)); + if (eventCount === 2) { + done(); + } + }); + zeroEx.orderStateWatcher.subscribe(callback); + const shouldThrowOnInsufficientBalanceOrAllowance = true; + await zeroEx.exchange.fillOrderAsync( + signedOrder, fillAmountInBaseUnits, shouldThrowOnInsufficientBalanceOrAllowance, taker, + ); + })().catch(done); + }); + it('should equal approved amount when approved amount is lowest', (done: DoneCallback) => { + (async () => { + signedOrder = await fillScenarios.createFillableSignedOrderAsync( + makerToken.address, takerToken.address, maker, taker, fillableAmount, + ); + + const makerBalance = await zeroEx.token.getBalanceAsync(makerToken.address, maker); + + const changedMakerApprovalAmount = new BigNumber(3); + zeroEx.orderStateWatcher.addOrder(signedOrder); + + const callback = reportCallbackErrors(done)((orderState: OrderState) => { + const validOrderState = orderState as OrderStateValid; + const orderRelevantState = validOrderState.orderRelevantState; + expect(orderRelevantState.remainingFillableMakerTokenAmount).to.be.bignumber.equal( + changedMakerApprovalAmount); + done(); + }); + zeroEx.orderStateWatcher.subscribe(callback); + await zeroEx.token.setProxyAllowanceAsync(makerToken.address, maker, changedMakerApprovalAmount); + })().catch(done); + }); + it('should equal balance amount when balance amount is lowest', (done: DoneCallback) => { + (async () => { + signedOrder = await fillScenarios.createFillableSignedOrderAsync( + makerToken.address, takerToken.address, maker, taker, fillableAmount, + ); + + const makerBalance = await zeroEx.token.getBalanceAsync(makerToken.address, maker); + + const remainingAmount = new BigNumber(1); + const transferAmount = makerBalance.sub(remainingAmount); + zeroEx.orderStateWatcher.addOrder(signedOrder); + + const callback = reportCallbackErrors(done)((orderState: OrderState) => { + const validOrderState = orderState as OrderStateValid; + const orderRelevantState = validOrderState.orderRelevantState; + expect(orderRelevantState.remainingFillableMakerTokenAmount).to.be.bignumber.equal( + remainingAmount); + done(); + }); + zeroEx.orderStateWatcher.subscribe(callback); + await zeroEx.token.transferAsync( + makerToken.address, maker, ZeroEx.NULL_ADDRESS, transferAmount); + })().catch(done); + }); + }); it('should emit orderStateInvalid when watched order cancelled', (done: DoneCallback) => { (async () => { signedOrder = await fillScenarios.createFillableSignedOrderAsync( |