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authorLeonid Logvinov <logvinov.leon@gmail.com>2019-01-18 20:07:19 +0800
committerGitHub <noreply@github.com>2019-01-18 20:07:19 +0800
commitbf653327638149816769027b0fde2d2e44a6fed0 (patch)
tree954985c17cf11eb5321b48a377523565bbf09733 /packages/asset-buyer/src/utils/order_utils.ts
parente6fe728bcbbab0c500fc7adee1439505282e8eca (diff)
parent3973dec9944a10c62ec6c3d15d973a00a6ea45a6 (diff)
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Merge branch 'development' into feature/new-ganache
Diffstat (limited to 'packages/asset-buyer/src/utils/order_utils.ts')
-rw-r--r--packages/asset-buyer/src/utils/order_utils.ts28
1 files changed, 14 insertions, 14 deletions
diff --git a/packages/asset-buyer/src/utils/order_utils.ts b/packages/asset-buyer/src/utils/order_utils.ts
index 1cc2cf95f..3ea3cafd3 100644
--- a/packages/asset-buyer/src/utils/order_utils.ts
+++ b/packages/asset-buyer/src/utils/order_utils.ts
@@ -9,8 +9,8 @@ export const orderUtils = {
},
willOrderExpire(order: SignedOrder, secondsFromNow: number): boolean {
const millisecondsInSecond = 1000;
- const currentUnixTimestampSec = new BigNumber(Date.now() / millisecondsInSecond).round();
- return order.expirationTimeSeconds.lessThan(currentUnixTimestampSec.plus(secondsFromNow));
+ const currentUnixTimestampSec = new BigNumber(Date.now() / millisecondsInSecond).integerValue();
+ return order.expirationTimeSeconds.isLessThan(currentUnixTimestampSec.plus(secondsFromNow));
},
isOpenOrder(order: SignedOrder): boolean {
return order.takerAddress === constants.NULL_ADDRESS;
@@ -20,43 +20,43 @@ export const orderUtils = {
const remainingMakerAmount = remainingTakerAmount
.times(order.makerAssetAmount)
.div(order.takerAssetAmount)
- .floor();
+ .integerValue(BigNumber.ROUND_FLOOR);
return remainingMakerAmount;
},
// given a desired amount of makerAsset, calculate how much takerAsset is required to fill that amount
getTakerFillAmount(order: SignedOrder, makerFillAmount: BigNumber): BigNumber {
// Round up because exchange rate favors Maker
const takerFillAmount = makerFillAmount
- .mul(order.takerAssetAmount)
+ .multipliedBy(order.takerAssetAmount)
.div(order.makerAssetAmount)
- .ceil();
+ .integerValue(BigNumber.ROUND_CEIL);
return takerFillAmount;
},
// given a desired amount of takerAsset to fill, calculate how much fee is required by the taker to fill that amount
getTakerFeeAmount(order: SignedOrder, takerFillAmount: BigNumber): BigNumber {
// Round down because Taker fee rate favors Taker
const takerFeeAmount = takerFillAmount
- .mul(order.takerFee)
+ .multipliedBy(order.takerFee)
.div(order.takerAssetAmount)
- .floor();
+ .integerValue(BigNumber.ROUND_FLOOR);
return takerFeeAmount;
},
// given a desired amount of takerAsset to fill, calculate how much makerAsset will be filled
getMakerFillAmount(order: SignedOrder, takerFillAmount: BigNumber): BigNumber {
// Round down because exchange rate favors Maker
const makerFillAmount = takerFillAmount
- .mul(order.makerAssetAmount)
+ .multipliedBy(order.makerAssetAmount)
.div(order.takerAssetAmount)
- .floor();
+ .integerValue(BigNumber.ROUND_FLOOR);
return makerFillAmount;
},
// given a desired amount of makerAsset, calculate how much fee is required by the maker to fill that amount
getMakerFeeAmount(order: SignedOrder, makerFillAmount: BigNumber): BigNumber {
// Round down because Maker fee rate favors Maker
const makerFeeAmount = makerFillAmount
- .mul(order.makerFee)
+ .multipliedBy(order.makerFee)
.div(order.makerAssetAmount)
- .floor();
+ .integerValue(BigNumber.ROUND_FLOOR);
return makerFeeAmount;
},
// given a desired amount of ZRX from a fee order, calculate how much takerAsset is required to fill that amount
@@ -64,9 +64,9 @@ export const orderUtils = {
getTakerFillAmountForFeeOrder(order: SignedOrder, makerFillAmount: BigNumber): [BigNumber, BigNumber] {
// For each unit of TakerAsset we buy (MakerAsset - TakerFee)
const adjustedTakerFillAmount = makerFillAmount
- .mul(order.takerAssetAmount)
- .div(order.makerAssetAmount.sub(order.takerFee))
- .ceil();
+ .multipliedBy(order.takerAssetAmount)
+ .div(order.makerAssetAmount.minus(order.takerFee))
+ .integerValue(BigNumber.ROUND_CEIL);
// The amount that we buy will be greater than makerFillAmount, since we buy some amount for fees.
const adjustedMakerFillAmount = orderUtils.getMakerFillAmount(order, adjustedTakerFillAmount);
return [adjustedTakerFillAmount, adjustedMakerFillAmount];