Change orderStates param name to remaingFillableMakerAssetAmounts

1 files changed, 55 insertions, 30 deletions

diff --git a/packages/order-utils/src/market_utils.ts b/packages/order-utils/src/market_utils.ts
index 710eddf8a..d66448a0b 100644
--- a/packages/order-utils/src/market_utils.ts
+++ b/packages/order-utils/src/market_utils.ts
@@ -1,5 +1,5 @@
 import { schemas } from '@0xproject/json-schemas';
-import { OrderRelevantState, SignedOrder } from '@0xproject/types';
+import { SignedOrder } from '@0xproject/types';
 import { BigNumber } from '@0xproject/utils';
 import * as _ from 'lodash';
 
@@ -11,24 +11,33 @@ export const marketUtils = {
      * Takes an array of orders and returns a subset of those orders that has enough makerAssetAmount (taking into account on-chain balances,
      * allowances, and partial fills) in order to fill the input makerAssetFillAmount plus slippageBufferAmount. Iterates from first order to last.
      * Sort the input by ascending rate in order to get the subset of orders that will cost the least ETH.
-     * @param   signedOrders         An array of objects that conform to the SignedOrder interface. All orders should specify the same makerAsset.
-     *                               All orders should specify WETH as the takerAsset.
-     * @param   orderStates          An array of objects corresponding to the signedOrders parameter that each contain on-chain state
-     *                               relevant to that order.
-     * @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   signedOrders                        An array of objects that conform to the SignedOrder interface. All orders should specify the same makerAsset.
+     *                                              All orders should specify WETH as the takerAsset.
+     * @param   remainingFillableMakerAssetAmounts  An array of BigNumbers corresponding to the signedOrders parameter.
+     *                                              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.
      * @return  Resulting orders and remaining fill amount that could not be covered by the input.
      */
     findOrdersThatCoverMakerAssetFillAmount(
         signedOrders: SignedOrder[],
-        orderStates: OrderRelevantState[],
+        remainingFillableMakerAssetAmounts: BigNumber[],
         makerAssetFillAmount: BigNumber,
         slippageBufferAmount: BigNumber = constants.ZERO_AMOUNT,
     ): { resultOrders: SignedOrder[]; remainingFillAmount: BigNumber } {
         // type assertions
         assert.doesConformToSchema('signedOrders', signedOrders, schemas.signedOrdersSchema);
-        assert.isBigNumber('makerAssetFillAmount', makerAssetFillAmount);
-        assert.isBigNumber('slippageBufferAmount', slippageBufferAmount);
+        _.forEach(remainingFillableMakerAssetAmounts, (amount, index) =>
+            assert.isValidBaseUnitAmount(`remainingFillableMakerAssetAmount[${index}]`, amount),
+        );
+        assert.isValidBaseUnitAmount('makerAssetFillAmount', makerAssetFillAmount);
+        assert.isValidBaseUnitAmount('slippageBufferAmount', slippageBufferAmount);
+        // other assertions
+        assert.assert(
+            signedOrders.length === remainingFillableMakerAssetAmounts.length,
+            'Expected signedOrders.length to equal remainingFillableMakerAssetAmounts.length',
+        );
         // calculate total amount of makerAsset needed to be filled
         const totalFillAmount = makerAssetFillAmount.plus(slippageBufferAmount);
         // iterate through the signedOrders input from left to right until we have enough makerAsset to fill totalFillAmount
@@ -38,8 +47,7 @@ export const marketUtils = {
                 if (remainingFillAmount.lessThanOrEqualTo(constants.ZERO_AMOUNT)) {
                     return { resultOrders, remainingFillAmount: constants.ZERO_AMOUNT };
                 } else {
-                    const orderState = orderStates[index];
-                    const makerAssetAmountAvailable = orderState.remainingFillableMakerAssetAmount;
+                    const makerAssetAmountAvailable = remainingFillableMakerAssetAmounts[index];
                     // if there is no makerAssetAmountAvailable do not append order to resultOrders
                     // if we have exceeded the total amount we want to fill set remainingFillAmount to 0
                     return {
@@ -62,47 +70,64 @@ export const marketUtils = {
      * on-chain balances, allowances, and partial fills) in order to fill the takerFees required by signedOrders plus a
      * slippageBufferAmount. Iterates from first feeOrder to last. Sort the feeOrders by ascending rate in order to get the subset of
      * feeOrders that will cost the least ETH.
-     * @param   signedOrders         An array of objects that conform to the SignedOrder interface. All orders should specify ZRX as
-     *                               the makerAsset and WETH as the takerAsset.
-     * @param   orderStates          An array of objects corresponding to the signedOrders parameter that each contain on-chain state
-     *                               relevant to that order.
-     * @param   signedFeeOrders      An array of objects that conform to the SignedOrder interface. All orders should specify ZRX as
-     *                               the makerAsset and WETH as the takerAsset.
-     * @param   feeOrderStates       An array of objects corresponding to the signedOrders parameter that each contain on-chain state
-     *                               relevant to that order.
-     * @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   signedOrders                        An array of objects that conform to the SignedOrder interface. All orders should specify ZRX as
+     *                                              the makerAsset and WETH as the takerAsset.
+     * @param   remainingFillableMakerAssetAmounts  An array of BigNumbers corresponding to the signedOrders parameter.
+     *                                              You can use OrderStateUtils @0xproject/order-utils to perform blockchain lookups
+     *                                              for these values.
+     * @param   signedFeeOrders                     An array of objects that conform to the SignedOrder interface. All orders should specify ZRX as
+     *                                              the makerAsset and WETH as the takerAsset.
+     * @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.
      */
     findFeeOrdersThatCoverFeesForTargetOrders(
         signedOrders: SignedOrder[],
-        orderStates: OrderRelevantState[],
+        remainingFillableMakerAssetAmounts: BigNumber[],
         signedFeeOrders: SignedOrder[],
-        feeOrderStates: OrderRelevantState[],
+        remainingFillableFeeAmounts: BigNumber[],
         slippageBufferAmount: BigNumber = constants.ZERO_AMOUNT,
     ): { resultOrders: SignedOrder[]; remainingFillAmount: BigNumber } {
         // type assertions
         assert.doesConformToSchema('signedOrders', signedOrders, schemas.signedOrdersSchema);
+        _.forEach(remainingFillableMakerAssetAmounts, (amount, index) =>
+            assert.isValidBaseUnitAmount(`remainingFillableMakerAssetAmount[${index}]`, amount),
+        );
         assert.doesConformToSchema('signedFeeOrders', signedFeeOrders, schemas.signedOrdersSchema);
-        assert.isBigNumber('slippageBufferAmount', slippageBufferAmount);
+        _.forEach(remainingFillableFeeAmounts, (amount, index) =>
+            assert.isValidBaseUnitAmount(`remainingFillableFeeAmounts[${index}]`, amount),
+        );
+        assert.isValidBaseUnitAmount('slippageBufferAmount', slippageBufferAmount);
+        // other assertions
+        assert.assert(
+            signedOrders.length === remainingFillableMakerAssetAmounts.length,
+            'Expected signedOrders.length to equal remainingFillableMakerAssetAmounts.length',
+        );
+        assert.assert(
+            signedOrders.length === remainingFillableMakerAssetAmounts.length,
+            'Expected signedFeeOrders.length to equal remainingFillableFeeAmounts.length',
+        );
         // calculate total amount of ZRX needed to fill signedOrders
         const totalFeeAmount = _.reduce(
             signedOrders,
             (accFees, order, index) => {
-                const orderState = orderStates[index];
-                const makerAssetAmountAvailable = orderState.remainingFillableMakerAssetAmount;
+                const makerAssetAmountAvailable = remainingFillableMakerAssetAmounts[index];
                 const feeToFillMakerAssetAmountAvailable = makerAssetAmountAvailable
-                    .div(order.makerAssetAmount)
-                    .mul(order.takerFee);
+                    .mul(order.takerFee)
+                    .div(order.makerAssetAmount);
                 return accFees.plus(feeToFillMakerAssetAmountAvailable);
             },
             constants.ZERO_AMOUNT,
         );
         return marketUtils.findOrdersThatCoverMakerAssetFillAmount(
             signedFeeOrders,
-            feeOrderStates,
+            remainingFillableFeeAmounts,
             totalFeeAmount,
             slippageBufferAmount,
         );
+        // 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
     },
 };