Refactor into a calculator class

1 files changed, 68 insertions, 0 deletions

diff --git a/packages/0x.js/src/order_watcher/remaining_fillable_calculator.ts b/packages/0x.js/src/order_watcher/remaining_fillable_calculator.ts
new file mode 100644
index 000000000..fe373eae4
--- /dev/null
+++ b/packages/0x.js/src/order_watcher/remaining_fillable_calculator.ts
@@ -0,0 +1,68 @@
+import {
+    SignedOrder,
+} from '../types';
+import { BigNumber } from 'bignumber.js';
+export class RemainingFillableCalculator {
+    private _signedOrder: SignedOrder;
+    private _isMakerTokenZRX: boolean;
+    private _transferrableMakerTokenAmount: BigNumber;
+    private _transferrableMakerFeeTokenAmount: BigNumber;
+    private _remainingMakerTokenAmount: BigNumber;
+    private _remainingMakerFeeAmount: BigNumber;
+    constructor(signedOrder: SignedOrder,
+                zrxAddress: string,
+                transferrableMakerTokenAmount: BigNumber,
+                transferrableMakerFeeTokenAmount: BigNumber,
+                remainingMakerTokenAmount: BigNumber) {
+        this._signedOrder = signedOrder;
+        this._isMakerTokenZRX = signedOrder.makerTokenAddress === zrxAddress;
+        this._transferrableMakerTokenAmount = transferrableMakerTokenAmount;
+        this._transferrableMakerFeeTokenAmount = transferrableMakerFeeTokenAmount;
+        this._remainingMakerTokenAmount = remainingMakerTokenAmount;
+        this._remainingMakerFeeAmount = remainingMakerTokenAmount.times(signedOrder.makerFee)
+                                                                 .dividedToIntegerBy(signedOrder.makerTokenAmount);
+    }
+    public computeRemainingMakerFillable(): BigNumber {
+        if (this.hasSufficientFundsForFeeAndTransferAmount()) {
+            return this._remainingMakerTokenAmount;
+        }
+        if (this._signedOrder.makerFee.isZero()) {
+            return BigNumber.min(this._remainingMakerTokenAmount, this._transferrableMakerTokenAmount);
+        } else {
+            return this.calculatePartiallyFillableMakerTokenAmount();
+        }
+    }
+    public computeRemainingTakerFillable(): BigNumber {
+        return this.computeRemainingMakerFillable().times(this._signedOrder.takerTokenAmount)
+                                                   .dividedToIntegerBy(this._signedOrder.makerTokenAmount);
+    }
+    private hasSufficientFundsForFeeAndTransferAmount(): boolean {
+        if (this._isMakerTokenZRX) {
+            const totalZRXTransferAmount = this._remainingMakerTokenAmount.plus(this._remainingMakerFeeAmount);
+            return this._transferrableMakerTokenAmount.gte(totalZRXTransferAmount);
+        } else {
+            const hasSufficientFundsForTransferAmount = this._transferrableMakerTokenAmount.gte(
+                                                            this._remainingMakerTokenAmount);
+            const hasSufficientFundsForFeeAmount = this._transferrableMakerFeeTokenAmount.gte(
+                                                       this._remainingMakerFeeAmount);
+            return (hasSufficientFundsForTransferAmount && hasSufficientFundsForFeeAmount);
+        }
+    }
+
+    private calculatePartiallyFillableMakerTokenAmount(): BigNumber {
+        const orderToFeeRatio = this._signedOrder.makerTokenAmount.dividedToIntegerBy(this._signedOrder.makerFee);
+        const fillableTimesInFeeToken = BigNumber.min(this._transferrableMakerFeeTokenAmount,
+                                                      this._remainingMakerFeeAmount);
+        let fillableTimesInMakerToken = this._transferrableMakerTokenAmount.dividedToIntegerBy(orderToFeeRatio);
+        if (this._isMakerTokenZRX) {
+            // when zrx == maker token transferrable maker == transfer
+            const totalZRXTokenPooled = this._transferrableMakerTokenAmount;
+            fillableTimesInMakerToken = totalZRXTokenPooled.dividedToIntegerBy(
+                                                             orderToFeeRatio.plus(new BigNumber(1)));
+
+        }
+        const partiallyFillableMakerTokenAmount = fillableTimesInMakerToken.times(orderToFeeRatio);
+        const partiallyFillableFeeTokenAmount = fillableTimesInFeeToken.times(orderToFeeRatio);
+        return BigNumber.min(partiallyFillableMakerTokenAmount, partiallyFillableFeeTokenAmount);
+    }
+}