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authorBrandon Millman <brandon@0xproject.com>2018-11-14 06:35:09 +0800
committerGitHub <noreply@github.com>2018-11-14 06:35:09 +0800
commite02dc13805349a770506350c69e9061f596b48b2 (patch)
tree7e0b7165ba370af5088a51183d39a7fba9c535a0 /packages/asset-buyer
parent7b4f63a39ca4b4e05123d2b6871c6e01f8a132a2 (diff)
parent820ab062a6b24f246770f3700ecd6fbb5e3dcfa4 (diff)
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Merge pull request #1252 from 0xProject/fix/asset-buyer/price-per-token
[asset-buyer][instant] Fix incorrect token prices for non 18-decimal tokens
Diffstat (limited to 'packages/asset-buyer')
-rw-r--r--packages/asset-buyer/CHANGELOG.json9
-rw-r--r--packages/asset-buyer/src/types.ts6
-rw-r--r--packages/asset-buyer/src/utils/assert.ts2
-rw-r--r--packages/asset-buyer/src/utils/buy_quote_calculator.ts28
-rw-r--r--packages/asset-buyer/test/buy_quote_calculator_test.ts26
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);
});