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authorBrandon Millman <brandon.millman@gmail.com>2018-08-06 08:48:56 +0800
committerBrandon Millman <brandon.millman@gmail.com>2018-08-06 08:48:56 +0800
commit8382161f7553539ed6f436be88df8672b00bf35e (patch)
tree87600b83c7e3be18f4a2fb4cbb67ab9b2fb5d58e /packages/order-utils/src/market_utils.ts
parentbc5f8e52de9dfe920ce1d0e6b44c90a5a5826cbe (diff)
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Add tests for findFeeOrdersThatCoverFeesForTargetOrders
Diffstat (limited to 'packages/order-utils/src/market_utils.ts')
-rw-r--r--packages/order-utils/src/market_utils.ts14
1 files changed, 9 insertions, 5 deletions
diff --git a/packages/order-utils/src/market_utils.ts b/packages/order-utils/src/market_utils.ts
index d66448a0b..94b5be4eb 100644
--- a/packages/order-utils/src/market_utils.ts
+++ b/packages/order-utils/src/market_utils.ts
@@ -17,7 +17,7 @@ export const marketUtils = {
* You can use OrderStateUtils @0xproject/order-utils to perform blockchain lookups
* for these values.
* @param makerAssetFillAmount The amount of makerAsset desired to be filled.
- * @param slippageBufferAmount An additional amount makerAsset to be covered by the result in case of trade collisions or partial fills.
+ * @param slippageBufferAmount An additional amount of makerAsset to be covered by the result in case of trade collisions or partial fills.
* @return Resulting orders and remaining fill amount that could not be covered by the input.
*/
findOrdersThatCoverMakerAssetFillAmount(
@@ -80,8 +80,8 @@ export const marketUtils = {
* @param remainingFillableFeeAmounts An array of BigNumbers corresponding to the signedFeeOrders parameter.
* You can use OrderStateUtils @0xproject/order-utils to perform blockchain lookups
* for these values.
- * @param slippageBufferAmount An additional amount makerAsset to be covered by the result in case of trade collisions or partial fills.
- * @return Resulting orders and remaining fill amount that could not be covered by the input.
+ * @param slippageBufferAmount An additional amount of fee to be covered by the result in case of trade collisions or partial fills.
+ * @return Resulting orders and remaining fee amount that could not be covered by the input.
*/
findFeeOrdersThatCoverFeesForTargetOrders(
signedOrders: SignedOrder[],
@@ -89,7 +89,7 @@ export const marketUtils = {
signedFeeOrders: SignedOrder[],
remainingFillableFeeAmounts: BigNumber[],
slippageBufferAmount: BigNumber = constants.ZERO_AMOUNT,
- ): { resultOrders: SignedOrder[]; remainingFillAmount: BigNumber } {
+ ): { resultOrders: SignedOrder[]; remainingFeeAmount: BigNumber } {
// type assertions
assert.doesConformToSchema('signedOrders', signedOrders, schemas.signedOrdersSchema);
_.forEach(remainingFillableMakerAssetAmounts, (amount, index) =>
@@ -121,12 +121,16 @@ export const marketUtils = {
},
constants.ZERO_AMOUNT,
);
- return marketUtils.findOrdersThatCoverMakerAssetFillAmount(
+ const { resultOrders, remainingFillAmount } = marketUtils.findOrdersThatCoverMakerAssetFillAmount(
signedFeeOrders,
remainingFillableFeeAmounts,
totalFeeAmount,
slippageBufferAmount,
);
+ return {
+ resultOrders,
+ remainingFeeAmount: remainingFillAmount,
+ };
// TODO: add more orders here to cover rounding
// https://github.com/0xProject/0x-protocol-specification/blob/master/v2/forwarding-contract-specification.md#over-buying-zrx
},