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authorJacob Evans <jacob@dekz.net>2017-11-20 07:55:28 +0800
committerJacob Evans <jacob@dekz.net>2017-11-20 07:55:28 +0800
commit7460a36ce2683c61b168192ced5fd3899a4f709c (patch)
tree39f216512e547a61b4f785a161bab13dff6c5167 /packages/0x.js/src/utils
parentc8f6e3f923e81ac0b024aa075e5532002a0bb38f (diff)
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calculate remaining maker token amount
Diffstat (limited to 'packages/0x.js/src/utils')
-rw-r--r--packages/0x.js/src/utils/order_state_utils.ts60
1 files changed, 35 insertions, 25 deletions
diff --git a/packages/0x.js/src/utils/order_state_utils.ts b/packages/0x.js/src/utils/order_state_utils.ts
index 437ff1d82..6a9a1310c 100644
--- a/packages/0x.js/src/utils/order_state_utils.ts
+++ b/packages/0x.js/src/utils/order_state_utils.ts
@@ -84,18 +84,10 @@ export class OrderStateUtils {
const transferrableMakerTokenAmount = BigNumber.min([makerProxyAllowance, makerBalance]);
const transferrableFeeTokenAmount = BigNumber.min([makerFeeProxyAllowance, makerFeeBalance]);
- let remainingFillableMakerTokenAmount;
- if ((signedOrder.makerTokenAddress !== zrxTokenAddress || signedOrder.makerFee.isZero())) {
- remainingFillableMakerTokenAmount = this.calculateFillableMakerTokenAmount(
+ const remainingFillableMakerTokenAmount = this.calculateRemainingMakerTokenAmount(
transferrableMakerTokenAmount, transferrableFeeTokenAmount, remainingMakerTokenAmount,
remainingFeeTokenAmount, totalMakerTokenAmount, signedOrder.makerFee, signedOrder.makerTokenAddress,
zrxTokenAddress);
- } else {
- remainingFillableMakerTokenAmount = this.calculatePooledFillableMakerTokenAmount(
- transferrableMakerTokenAmount, transferrableFeeTokenAmount, remainingMakerTokenAmount,
- remainingFeeTokenAmount, totalMakerTokenAmount, signedOrder.makerFee, signedOrder.makerTokenAddress,
- zrxTokenAddress);
- }
const remainingFillableTakerTokenAmount = remainingFillableMakerTokenAmount
.times(totalTakerTokenAmount)
@@ -112,51 +104,69 @@ export class OrderStateUtils {
};
return orderRelevantState;
}
- private calculateFillableMakerTokenAmount(makerTransferrableAmount: BigNumber,
- makerFeeTransferrableAmount: BigNumber,
+ private calculateRemainingMakerTokenAmount(transferrableMakerTokenAmount: BigNumber,
+ transferrableMakerFeeTokenAmount: BigNumber,
+ remainingMakerAmount: BigNumber,
+ remainingMakerFeeAmount: BigNumber,
+ totalMakerAmount: BigNumber, makerFeeAmount: BigNumber,
+ makerTokenAddress: string, zrxTokenAddress: string): BigNumber {
+ if ((makerTokenAddress !== zrxTokenAddress || makerFeeAmount.isZero())) {
+ return this.calculateFillableMakerTokenAmount(
+ transferrableMakerTokenAmount, transferrableMakerFeeTokenAmount, remainingMakerAmount,
+ remainingMakerFeeAmount, totalMakerAmount, makerFeeAmount, makerTokenAddress,
+ zrxTokenAddress);
+ } else {
+ return this.calculatePooledFillableMakerTokenAmount(
+ transferrableMakerTokenAmount, transferrableMakerFeeTokenAmount, remainingMakerAmount,
+ remainingMakerFeeAmount, totalMakerAmount, makerFeeAmount, makerTokenAddress,
+ zrxTokenAddress);
+ }
+ }
+ private calculateFillableMakerTokenAmount(transferrableMakerTokenAmount: BigNumber,
+ transferrableMakerFeeTokenAmount: BigNumber,
remainingMakerAmount: BigNumber,
remainingMakerFeeAmount: BigNumber,
totalMakerAmount: BigNumber, makerFeeAmount: BigNumber,
makerTokenAddress: string, zrxTokenAddress: string): BigNumber {
if (makerFeeAmount.isZero()) {
- return BigNumber.min(remainingMakerAmount, makerTransferrableAmount);
- } else if (makerTransferrableAmount.gte(remainingMakerAmount) &&
- makerFeeTransferrableAmount.gte(remainingMakerFeeAmount)) {
- return makerTransferrableAmount;
+ return BigNumber.min(remainingMakerAmount, transferrableMakerTokenAmount);
+ } else if (transferrableMakerTokenAmount.gte(remainingMakerAmount) &&
+ transferrableMakerFeeTokenAmount.gte(remainingMakerFeeAmount)) {
+ return transferrableMakerTokenAmount;
} else {
return this.calculatePartiallyFillableMakerTokenAmount(
- makerTransferrableAmount, makerFeeTransferrableAmount, remainingMakerAmount,
+ transferrableMakerTokenAmount, transferrableMakerFeeTokenAmount, remainingMakerAmount,
remainingMakerFeeAmount, totalMakerAmount, makerFeeAmount, makerTokenAddress,
zrxTokenAddress);
}
}
- private calculatePooledFillableMakerTokenAmount(makerTransferrableAmount: BigNumber,
- makerFeeTransferrableAmount: BigNumber,
+ private calculatePooledFillableMakerTokenAmount(transferrableMakerTokenAmount: BigNumber,
+ transferrableMakerFeeTokenAmount: BigNumber,
remainingMakerAmount: BigNumber,
remainingMakerFeeAmount: BigNumber,
totalMakerAmount: BigNumber, makerFeeAmount: BigNumber,
makerTokenAddress: string, zrxTokenAddress: string): BigNumber {
- if (makerTransferrableAmount.plus(makerFeeTransferrableAmount).gte(
+ if (transferrableMakerTokenAmount.plus(transferrableMakerFeeTokenAmount).gte(
remainingMakerAmount.plus(remainingMakerFeeAmount))) {
return remainingMakerAmount;
} else {
return this.calculatePartiallyFillableMakerTokenAmount(
- makerTransferrableAmount, makerFeeTransferrableAmount, remainingMakerAmount,
+ transferrableMakerTokenAmount, transferrableMakerFeeTokenAmount, remainingMakerAmount,
remainingMakerFeeAmount, totalMakerAmount, makerFeeAmount, makerTokenAddress,
zrxTokenAddress);
}
}
- private calculatePartiallyFillableMakerTokenAmount(makerTransferrableAmount: BigNumber,
- makerFeeTransferrableAmount: BigNumber,
+ private calculatePartiallyFillableMakerTokenAmount(transferrableMakerTokenAmount: BigNumber,
+ transferrableMakerFeeTokenAmount: BigNumber,
remainingMakerAmount: BigNumber,
remainingMakerFeeAmount: BigNumber,
totalMakerAmount: BigNumber, makerFeeAmount: BigNumber,
makerTokenAddress: string, zrxTokenAddress: string): BigNumber {
const orderToFeeRatio = totalMakerAmount.dividedToIntegerBy(makerFeeAmount);
- const fillableTimesInFeeToken = BigNumber.min(makerFeeTransferrableAmount, remainingMakerFeeAmount);
- let fillableTimesInMakerToken = makerTransferrableAmount.dividedToIntegerBy(orderToFeeRatio);
+ const fillableTimesInFeeToken = BigNumber.min(transferrableMakerFeeTokenAmount, remainingMakerFeeAmount);
+ let fillableTimesInMakerToken = transferrableMakerTokenAmount.dividedToIntegerBy(orderToFeeRatio);
if (makerTokenAddress === zrxTokenAddress) {
- const totalFeeTokenPool = makerTransferrableAmount.plus(makerFeeTransferrableAmount);
+ const totalFeeTokenPool = transferrableMakerTokenAmount.plus(transferrableMakerFeeTokenAmount);
fillableTimesInMakerToken = totalFeeTokenPool.dividedToIntegerBy(
orderToFeeRatio.plus(
ZeroEx.toBaseUnitAmount(new BigNumber(1), 18)));