Merge pull request #1252 from 0xProject/fix/asset-buyer/price-per-token

[asset-buyer][instant] Fix incorrect token prices for non 18-decimal tokens

5 files changed, 40 insertions, 31 deletions

diff --git a/packages/asset-buyer/CHANGELOG.json b/packages/asset-buyer/CHANGELOG.json
index 26b3e65d4..826b6150d 100644
--- a/packages/asset-buyer/CHANGELOG.json
+++ b/packages/asset-buyer/CHANGELOG.json
@@ -1,5 +1,14 @@
 [
     {
+        "version": "3.0.0",
+        "changes": [
+            {
+                "note": "update `getBuyQuoteAsync` to return eth spent on assets instead of per unit amount",
+                "pr": 1252
+            }
+        ]
+    },
+    {
         "timestamp": 1542134075,
         "version": "2.2.2",
         "changes": [
diff --git a/packages/asset-buyer/src/types.ts b/packages/asset-buyer/src/types.ts
index 3f1e6ff21..3b573edca 100644
--- a/packages/asset-buyer/src/types.ts
+++ b/packages/asset-buyer/src/types.ts
@@ -54,12 +54,12 @@ export interface BuyQuote {
 }
 
 /**
- * ethPerAssetPrice: The price of one unit of the desired asset in ETH
+ * assetEthAmount: The amount of eth required to pay for the requested asset.
  * feeEthAmount: The amount of eth required to pay the affiliate fee.
- * totalEthAmount: the total amount of eth required to complete the buy. (Filling orders, feeOrders, and paying affiliate fee)
+ * totalEthAmount: The total amount of eth required to complete the buy (filling orders, feeOrders, and paying affiliate fee).
  */
 export interface BuyQuoteInfo {
-    ethPerAssetPrice: BigNumber;
+    assetEthAmount: BigNumber;
     feeEthAmount: BigNumber;
     totalEthAmount: BigNumber;
 }
diff --git a/packages/asset-buyer/src/utils/assert.ts b/packages/asset-buyer/src/utils/assert.ts
index 2466f53a4..fcf9b0d0e 100644
--- a/packages/asset-buyer/src/utils/assert.ts
+++ b/packages/asset-buyer/src/utils/assert.ts
@@ -18,7 +18,7 @@ export const assert = {
         }
     },
     isValidBuyQuoteInfo(variableName: string, buyQuoteInfo: BuyQuoteInfo): void {
-        sharedAssert.isBigNumber(`${variableName}.ethPerAssetPrice`, buyQuoteInfo.ethPerAssetPrice);
+        sharedAssert.isBigNumber(`${variableName}.assetEthAmount`, buyQuoteInfo.assetEthAmount);
         sharedAssert.isBigNumber(`${variableName}.feeEthAmount`, buyQuoteInfo.feeEthAmount);
         sharedAssert.isBigNumber(`${variableName}.totalEthAmount`, buyQuoteInfo.totalEthAmount);
     },
diff --git a/packages/asset-buyer/src/utils/buy_quote_calculator.ts b/packages/asset-buyer/src/utils/buy_quote_calculator.ts
index 6a67ed1ed..b15b880c2 100644
--- a/packages/asset-buyer/src/utils/buy_quote_calculator.ts
+++ b/packages/asset-buyer/src/utils/buy_quote_calculator.ts
@@ -106,28 +106,28 @@ function calculateQuoteInfo(
     isMakerAssetZrxToken: boolean,
 ): BuyQuoteInfo {
     // find the total eth and zrx needed to buy assetAmount from the resultOrders from left to right
-    let ethAmountToBuyAsset = constants.ZERO_AMOUNT;
-    let ethAmountToBuyZrx = constants.ZERO_AMOUNT;
+    let assetEthAmount = constants.ZERO_AMOUNT;
+    let zrxEthAmount = constants.ZERO_AMOUNT;
     if (isMakerAssetZrxToken) {
-        ethAmountToBuyAsset = findEthAmountNeededToBuyZrx(ordersAndFillableAmounts, assetBuyAmount);
+        assetEthAmount = findEthAmountNeededToBuyZrx(ordersAndFillableAmounts, assetBuyAmount);
     } else {
         // find eth and zrx amounts needed to buy
         const ethAndZrxAmountToBuyAsset = findEthAndZrxAmountNeededToBuyAsset(ordersAndFillableAmounts, assetBuyAmount);
-        ethAmountToBuyAsset = ethAndZrxAmountToBuyAsset[0];
+        assetEthAmount = ethAndZrxAmountToBuyAsset[0];
         const zrxAmountToBuyAsset = ethAndZrxAmountToBuyAsset[1];
         // find eth amount needed to buy zrx
-        ethAmountToBuyZrx = findEthAmountNeededToBuyZrx(feeOrdersAndFillableAmounts, zrxAmountToBuyAsset);
+        zrxEthAmount = findEthAmountNeededToBuyZrx(feeOrdersAndFillableAmounts, zrxAmountToBuyAsset);
     }
-    /// find the eth amount needed to buy the affiliate fee
-    const ethAmountToBuyAffiliateFee = ethAmountToBuyAsset.mul(feePercentage).ceil();
-    const totalEthAmountWithoutAffiliateFee = ethAmountToBuyAsset.plus(ethAmountToBuyZrx);
-    const ethAmountTotal = totalEthAmountWithoutAffiliateFee.plus(ethAmountToBuyAffiliateFee);
-    // divide into the assetBuyAmount in order to find rate of makerAsset / WETH
-    const ethPerAssetPrice = totalEthAmountWithoutAffiliateFee.div(assetBuyAmount);
+    // eth amount needed to buy the affiliate fee
+    const affiliateFeeEthAmount = assetEthAmount.mul(feePercentage).ceil();
+    // eth amount needed for fees is the sum of affiliate fee and zrx fee
+    const feeEthAmount = affiliateFeeEthAmount.plus(zrxEthAmount);
+    // eth amount needed in total is the sum of the amount needed for the asset and the amount needed for fees
+    const totalEthAmount = assetEthAmount.plus(feeEthAmount);
     return {
-        totalEthAmount: ethAmountTotal,
-        feeEthAmount: ethAmountToBuyAffiliateFee,
-        ethPerAssetPrice,
+        assetEthAmount,
+        feeEthAmount,
+        totalEthAmount,
     };
 }
 
diff --git a/packages/asset-buyer/test/buy_quote_calculator_test.ts b/packages/asset-buyer/test/buy_quote_calculator_test.ts
index 0ea371982..a30017b72 100644
--- a/packages/asset-buyer/test/buy_quote_calculator_test.ts
+++ b/packages/asset-buyer/test/buy_quote_calculator_test.ts
@@ -108,17 +108,17 @@ describe('buyQuoteCalculator', () => {
             // 50 eth to fill the first order + 100 eth for fees
             const expectedEthAmountForAsset = new BigNumber(50);
             const expectedEthAmountForZrxFees = new BigNumber(100);
-            const expectedFillEthAmount = expectedEthAmountForAsset.plus(expectedEthAmountForZrxFees);
-            const expectedFeeEthAmount = expectedEthAmountForAsset.mul(feePercentage);
+            const expectedFillEthAmount = expectedEthAmountForAsset;
+            const expectedAffiliateFeeEthAmount = expectedEthAmountForAsset.mul(feePercentage);
+            const expectedFeeEthAmount = expectedAffiliateFeeEthAmount.plus(expectedEthAmountForZrxFees);
             const expectedTotalEthAmount = expectedFillEthAmount.plus(expectedFeeEthAmount);
-            const expectedEthPerAssetPrice = expectedFillEthAmount.div(assetBuyAmount);
+            expect(buyQuote.bestCaseQuoteInfo.assetEthAmount).to.bignumber.equal(expectedFillEthAmount);
             expect(buyQuote.bestCaseQuoteInfo.feeEthAmount).to.bignumber.equal(expectedFeeEthAmount);
             expect(buyQuote.bestCaseQuoteInfo.totalEthAmount).to.bignumber.equal(expectedTotalEthAmount);
-            expect(buyQuote.bestCaseQuoteInfo.ethPerAssetPrice).to.bignumber.equal(expectedEthPerAssetPrice);
             // because we have no slippage protection, minRate is equal to maxRate
+            expect(buyQuote.worstCaseQuoteInfo.assetEthAmount).to.bignumber.equal(expectedFillEthAmount);
             expect(buyQuote.worstCaseQuoteInfo.feeEthAmount).to.bignumber.equal(expectedFeeEthAmount);
             expect(buyQuote.worstCaseQuoteInfo.totalEthAmount).to.bignumber.equal(expectedTotalEthAmount);
-            expect(buyQuote.worstCaseQuoteInfo.ethPerAssetPrice).to.bignumber.equal(expectedEthPerAssetPrice);
             // test if feePercentage gets passed through
             expect(buyQuote.feePercentage).to.equal(feePercentage);
         });
@@ -146,23 +146,23 @@ describe('buyQuoteCalculator', () => {
             // 50 eth to fill the first order + 100 eth for fees
             const expectedEthAmountForAsset = new BigNumber(50);
             const expectedEthAmountForZrxFees = new BigNumber(100);
-            const expectedFillEthAmount = expectedEthAmountForAsset.plus(expectedEthAmountForZrxFees);
-            const expectedFeeEthAmount = expectedEthAmountForAsset.mul(feePercentage);
+            const expectedFillEthAmount = expectedEthAmountForAsset;
+            const expectedAffiliateFeeEthAmount = expectedEthAmountForAsset.mul(feePercentage);
+            const expectedFeeEthAmount = expectedAffiliateFeeEthAmount.plus(expectedEthAmountForZrxFees);
             const expectedTotalEthAmount = expectedFillEthAmount.plus(expectedFeeEthAmount);
-            const expectedEthPerAssetPrice = expectedFillEthAmount.div(assetBuyAmount);
+            expect(buyQuote.bestCaseQuoteInfo.assetEthAmount).to.bignumber.equal(expectedFillEthAmount);
             expect(buyQuote.bestCaseQuoteInfo.feeEthAmount).to.bignumber.equal(expectedFeeEthAmount);
             expect(buyQuote.bestCaseQuoteInfo.totalEthAmount).to.bignumber.equal(expectedTotalEthAmount);
-            expect(buyQuote.bestCaseQuoteInfo.ethPerAssetPrice).to.bignumber.equal(expectedEthPerAssetPrice);
             // 100 eth to fill the first order + 208 eth for fees
             const expectedWorstEthAmountForAsset = new BigNumber(100);
             const expectedWorstEthAmountForZrxFees = new BigNumber(208);
-            const expectedWorstFillEthAmount = expectedWorstEthAmountForAsset.plus(expectedWorstEthAmountForZrxFees);
-            const expectedWorstFeeEthAmount = expectedWorstEthAmountForAsset.mul(feePercentage);
+            const expectedWorstFillEthAmount = expectedWorstEthAmountForAsset;
+            const expectedWorstAffiliateFeeEthAmount = expectedWorstEthAmountForAsset.mul(feePercentage);
+            const expectedWorstFeeEthAmount = expectedWorstAffiliateFeeEthAmount.plus(expectedWorstEthAmountForZrxFees);
             const expectedWorstTotalEthAmount = expectedWorstFillEthAmount.plus(expectedWorstFeeEthAmount);
-            const expectedWorstEthPerAssetPrice = expectedWorstFillEthAmount.div(assetBuyAmount);
+            expect(buyQuote.worstCaseQuoteInfo.assetEthAmount).to.bignumber.equal(expectedWorstFillEthAmount);
             expect(buyQuote.worstCaseQuoteInfo.feeEthAmount).to.bignumber.equal(expectedWorstFeeEthAmount);
             expect(buyQuote.worstCaseQuoteInfo.totalEthAmount).to.bignumber.equal(expectedWorstTotalEthAmount);
-            expect(buyQuote.worstCaseQuoteInfo.ethPerAssetPrice).to.bignumber.equal(expectedWorstEthPerAssetPrice);
             // test if feePercentage gets passed through
             expect(buyQuote.feePercentage).to.equal(feePercentage);
         });