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author | Hsuan Lee <hsuan@cobinhood.com> | 2019-01-19 18:42:04 +0800 |
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committer | Hsuan Lee <hsuan@cobinhood.com> | 2019-01-19 18:42:04 +0800 |
commit | 7ae38906926dc09bc10670c361af0d2bf0050426 (patch) | |
tree | 5fb10ae366b987db09e4ddb4bc3ba0f75404ad08 /packages/order-utils/src/remaining_fillable_calculator.ts | |
parent | b5fd3c72a08aaa6957917d74c333387a16edf66b (diff) | |
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Update dependency packages
Diffstat (limited to 'packages/order-utils/src/remaining_fillable_calculator.ts')
-rw-r--r-- | packages/order-utils/src/remaining_fillable_calculator.ts | 86 |
1 files changed, 0 insertions, 86 deletions
diff --git a/packages/order-utils/src/remaining_fillable_calculator.ts b/packages/order-utils/src/remaining_fillable_calculator.ts deleted file mode 100644 index 92ffc8e80..000000000 --- a/packages/order-utils/src/remaining_fillable_calculator.ts +++ /dev/null @@ -1,86 +0,0 @@ -import { BigNumber } from '@0x/utils'; - -export class RemainingFillableCalculator { - private readonly _isTraderAssetZRX: boolean; - // Transferrable Amount is the minimum of Approval and Balance - private readonly _transferrableAssetAmount: BigNumber; - private readonly _transferrableFeeAmount: BigNumber; - private readonly _remainingOrderAssetAmount: BigNumber; - private readonly _remainingOrderFeeAmount: BigNumber; - private readonly _orderFee: BigNumber; - private readonly _orderAssetAmount: BigNumber; - constructor( - orderFee: BigNumber, - orderAssetAmount: BigNumber, - isTraderAssetZRX: boolean, - transferrableAssetAmount: BigNumber, - transferrableFeeAmount: BigNumber, - remainingOrderAssetAmount: BigNumber, - ) { - this._orderFee = orderFee; - this._orderAssetAmount = orderAssetAmount; - this._isTraderAssetZRX = isTraderAssetZRX; - this._transferrableAssetAmount = transferrableAssetAmount; - this._transferrableFeeAmount = transferrableFeeAmount; - this._remainingOrderAssetAmount = remainingOrderAssetAmount; - this._remainingOrderFeeAmount = orderAssetAmount.eq(0) - ? new BigNumber(0) - : remainingOrderAssetAmount.times(orderFee).dividedToIntegerBy(orderAssetAmount); - } - public computeRemainingFillable(): BigNumber { - if (this._hasSufficientFundsForFeeAndTransferAmount()) { - return this._remainingOrderAssetAmount; - } - if (this._orderFee.isZero()) { - return BigNumber.min(this._remainingOrderAssetAmount, this._transferrableAssetAmount); - } - return this._calculatePartiallyFillableAssetAmount(); - } - private _hasSufficientFundsForFeeAndTransferAmount(): boolean { - if (this._isTraderAssetZRX) { - const totalZRXTransferAmountRequired = this._remainingOrderAssetAmount.plus(this._remainingOrderFeeAmount); - const hasSufficientFunds = this._transferrableAssetAmount.isGreaterThanOrEqualTo( - totalZRXTransferAmountRequired, - ); - return hasSufficientFunds; - } else { - const hasSufficientFundsForTransferAmount = this._transferrableAssetAmount.isGreaterThanOrEqualTo( - this._remainingOrderAssetAmount, - ); - const hasSufficientFundsForFeeAmount = this._transferrableFeeAmount.isGreaterThanOrEqualTo( - this._remainingOrderFeeAmount, - ); - const hasSufficientFunds = hasSufficientFundsForTransferAmount && hasSufficientFundsForFeeAmount; - return hasSufficientFunds; - } - } - private _calculatePartiallyFillableAssetAmount(): BigNumber { - // Given an order for 200 wei for 2 ZRXwei fee, find 100 wei for 1 ZRXwei. Order ratio is then 100:1 - const orderToFeeRatio = this._orderAssetAmount.dividedBy(this._orderFee); - // The number of times the trader (maker or taker) can fill the order, if each fill only required the transfer of a single - // baseUnit of fee tokens. - // Given 2 ZRXwei, the maximum amount of times trader can fill this order, in terms of fees, is 2 - const fillableTimesInFeeBaseUnits = BigNumber.min(this._transferrableFeeAmount, this._remainingOrderFeeAmount); - // The number of times the trader can fill the order, given the traders asset Balance - // Assuming a balance of 150 wei, and an orderToFeeRatio of 100:1, trader can fill this order 1 time. - let fillableTimesInAssetUnits = this._transferrableAssetAmount.dividedBy(orderToFeeRatio); - if (this._isTraderAssetZRX) { - // If ZRX is the trader asset, the Fee and the trader fill amount need to be removed from the same pool; - // 200 ZRXwei for 2ZRXwei fee can only be filled once (need 202 ZRXwei) - const totalZRXTokenPooled = this._transferrableAssetAmount; - // The purchasing power here is less as the tokens are taken from the same Pool - // For every one number of fills, we have to take an extra ZRX out of the pool - fillableTimesInAssetUnits = totalZRXTokenPooled.dividedBy(orderToFeeRatio.plus(new BigNumber(1))); - } - // When Ratio is not fully divisible there can be remainders which cannot be represented, so they are floored. - // This can result in a RoundingError being thrown by the Exchange Contract. - const partiallyFillableAssetAmount = fillableTimesInAssetUnits - .times(this._orderAssetAmount) - .dividedToIntegerBy(this._orderFee); - const partiallyFillableFeeAmount = fillableTimesInFeeBaseUnits - .times(this._orderAssetAmount) - .dividedToIntegerBy(this._orderFee); - const partiallyFillableAmount = BigNumber.min(partiallyFillableAssetAmount, partiallyFillableFeeAmount); - return partiallyFillableAmount; - } -} |