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author | Fabio Berger <me@fabioberger.com> | 2018-06-08 00:03:50 +0800 |
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committer | Fabio Berger <me@fabioberger.com> | 2018-06-08 00:03:50 +0800 |
commit | 73cc2a140c778a5396c2766562a3fc648337e18a (patch) | |
tree | e949314b9476232966750172f13790d4f1167291 /packages | |
parent | 6058a74da54e916e970912d942954d55922cef95 (diff) | |
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- Refactor remainingFillableCalculator so it can be used for the maker and taker side
- Moved the tests over from order-watcher
- Did some token -> asset renaming
Diffstat (limited to 'packages')
-rw-r--r-- | packages/order-utils/src/remaining_fillable_calculator.ts | 115 | ||||
-rw-r--r-- | packages/order-utils/test/remaining_fillable_calculator_test.ts (renamed from packages/order-watcher/test/remaining_fillable_calculator_test.ts) | 188 |
2 files changed, 162 insertions, 141 deletions
diff --git a/packages/order-utils/src/remaining_fillable_calculator.ts b/packages/order-utils/src/remaining_fillable_calculator.ts index b291d8ea9..acab2f41b 100644 --- a/packages/order-utils/src/remaining_fillable_calculator.ts +++ b/packages/order-utils/src/remaining_fillable_calculator.ts @@ -3,93 +3,92 @@ import { BigNumber } from '@0xproject/utils'; export class RemainingFillableCalculator { private _signedOrder: SignedOrder; - private _isMakerTokenZRX: boolean; + private _isTraderAssetZRX: boolean; // Transferrable Amount is the minimum of Approval and Balance - private _transferrableMakerTokenAmount: BigNumber; - private _transferrableMakerFeeTokenAmount: BigNumber; - private _remainingMakerTokenAmount: BigNumber; - private _remainingMakerFeeAmount: BigNumber; + private _transferrableAssetAmount: BigNumber; + private _transferrableFeeAmount: BigNumber; + private _remainingOrderAssetAmount: BigNumber; + private _remainingOrderFeeAmount: BigNumber; + private _orderFee: BigNumber; + private _orderAssetAmount: BigNumber; constructor( + isTraderMaker: boolean, signedOrder: SignedOrder, - isMakerTokenZRX: boolean, - transferrableMakerTokenAmount: BigNumber, - transferrableMakerFeeTokenAmount: BigNumber, - remainingMakerTokenAmount: BigNumber, + isTraderAssetZRX: boolean, + transferrableAssetAmount: BigNumber, + transferrableFeeAmount: BigNumber, + remainingOrderAssetAmount: BigNumber, ) { + if (isTraderMaker) { + this._orderFee = signedOrder.makerFee; + this._orderAssetAmount = signedOrder.makerAssetAmount; + } else { + this._orderFee = signedOrder.takerFee; + this._orderAssetAmount = signedOrder.takerAssetAmount; + } this._signedOrder = signedOrder; - this._isMakerTokenZRX = isMakerTokenZRX; - this._transferrableMakerTokenAmount = transferrableMakerTokenAmount; - this._transferrableMakerFeeTokenAmount = transferrableMakerFeeTokenAmount; - this._remainingMakerTokenAmount = remainingMakerTokenAmount; - this._remainingMakerFeeAmount = remainingMakerTokenAmount - .times(signedOrder.makerFee) - .dividedToIntegerBy(signedOrder.makerAssetAmount); + this._isTraderAssetZRX = isTraderAssetZRX; + this._transferrableAssetAmount = transferrableAssetAmount; + this._transferrableFeeAmount = transferrableFeeAmount; + this._remainingOrderAssetAmount = remainingOrderAssetAmount; + this._remainingOrderFeeAmount = remainingOrderAssetAmount + .times(this._orderFee) + .dividedToIntegerBy(this._orderAssetAmount); } - public computeRemainingMakerFillable(): BigNumber { + public computeRemainingFillable(): BigNumber { if (this._hasSufficientFundsForFeeAndTransferAmount()) { - return this._remainingMakerTokenAmount; + return this._remainingOrderAssetAmount; } - if (this._signedOrder.makerFee.isZero()) { - return BigNumber.min(this._remainingMakerTokenAmount, this._transferrableMakerTokenAmount); + if (this._orderFee.isZero()) { + return BigNumber.min(this._remainingOrderAssetAmount, this._transferrableAssetAmount); } - return this._calculatePartiallyFillableMakerTokenAmount(); - } - public computeRemainingTakerFillable(): BigNumber { - return this.computeRemainingMakerFillable() - .times(this._signedOrder.takerAssetAmount) - .dividedToIntegerBy(this._signedOrder.makerAssetAmount); + return this._calculatePartiallyFillableAssetAmount(); } private _hasSufficientFundsForFeeAndTransferAmount(): boolean { - if (this._isMakerTokenZRX) { - const totalZRXTransferAmountRequired = this._remainingMakerTokenAmount.plus(this._remainingMakerFeeAmount); - const hasSufficientFunds = this._transferrableMakerTokenAmount.greaterThanOrEqualTo( + if (this._isTraderAssetZRX) { + const totalZRXTransferAmountRequired = this._remainingOrderAssetAmount.plus(this._remainingOrderFeeAmount); + const hasSufficientFunds = this._transferrableAssetAmount.greaterThanOrEqualTo( totalZRXTransferAmountRequired, ); return hasSufficientFunds; } else { - const hasSufficientFundsForTransferAmount = this._transferrableMakerTokenAmount.greaterThanOrEqualTo( - this._remainingMakerTokenAmount, + const hasSufficientFundsForTransferAmount = this._transferrableAssetAmount.greaterThanOrEqualTo( + this._remainingOrderAssetAmount, ); - const hasSufficientFundsForFeeAmount = this._transferrableMakerFeeTokenAmount.greaterThanOrEqualTo( - this._remainingMakerFeeAmount, + const hasSufficientFundsForFeeAmount = this._transferrableFeeAmount.greaterThanOrEqualTo( + this._remainingOrderFeeAmount, ); const hasSufficientFunds = hasSufficientFundsForTransferAmount && hasSufficientFundsForFeeAmount; return hasSufficientFunds; } } - private _calculatePartiallyFillableMakerTokenAmount(): BigNumber { + 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._signedOrder.makerAssetAmount.dividedBy(this._signedOrder.makerFee); - // The number of times the maker can fill the order, if each fill only required the transfer of a single + 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 Maker can fill this order, in terms of fees, is 2 - const fillableTimesInFeeTokenBaseUnits = BigNumber.min( - this._transferrableMakerFeeTokenAmount, - this._remainingMakerFeeAmount, - ); - // The number of times the Maker can fill the order, given the Maker Token Balance - // Assuming a balance of 150 wei, and an orderToFeeRatio of 100:1, maker can fill this order 1 time. - let fillableTimesInMakerTokenUnits = this._transferrableMakerTokenAmount.dividedBy(orderToFeeRatio); - if (this._isMakerTokenZRX) { - // If ZRX is the maker token, the Fee and the Maker amount need to be removed from the same pool; + // 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._transferrableMakerTokenAmount; + 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 - fillableTimesInMakerTokenUnits = totalZRXTokenPooled.dividedBy(orderToFeeRatio.plus(new BigNumber(1))); + 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 partiallyFillableMakerTokenAmount = fillableTimesInMakerTokenUnits - .times(this._signedOrder.makerAssetAmount) - .dividedToIntegerBy(this._signedOrder.makerFee); - const partiallyFillableFeeTokenAmount = fillableTimesInFeeTokenBaseUnits - .times(this._signedOrder.makerAssetAmount) - .dividedToIntegerBy(this._signedOrder.makerFee); - const partiallyFillableAmount = BigNumber.min( - partiallyFillableMakerTokenAmount, - partiallyFillableFeeTokenAmount, - ); + 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; } } diff --git a/packages/order-watcher/test/remaining_fillable_calculator_test.ts b/packages/order-utils/test/remaining_fillable_calculator_test.ts index ea116175b..81f8132b2 100644 --- a/packages/order-watcher/test/remaining_fillable_calculator_test.ts +++ b/packages/order-utils/test/remaining_fillable_calculator_test.ts @@ -5,7 +5,7 @@ import * as chai from 'chai'; import 'make-promises-safe'; import 'mocha'; -import { RemainingFillableCalculator } from '@0xproject/order-utils'; +import { RemainingFillableCalculator } from '../src/remaining_fillable_calculator'; import { chaiSetup } from './utils/chai_setup'; @@ -15,101 +15,111 @@ const expect = chai.expect; describe('RemainingFillableCalculator', () => { let calculator: RemainingFillableCalculator; let signedOrder: SignedOrder; - let transferrableMakerTokenAmount: BigNumber; + let transferrableMakeAssetAmount: BigNumber; let transferrableMakerFeeTokenAmount: BigNumber; - let remainingMakerTokenAmount: BigNumber; + let remainingMakeAssetAmount: BigNumber; let makerAmount: BigNumber; let takerAmount: BigNumber; let makerFeeAmount: BigNumber; - let isMakerTokenZRX: boolean; - const makerToken: string = '0x1'; - const takerToken: string = '0x2'; + let isMakeAssetZRX: boolean; + const makerAssetData: string = '0x1'; + const takerAssetData: string = '0x2'; const decimals: number = 4; const zero: BigNumber = new BigNumber(0); const zeroAddress = '0x0'; - const signature: ECSignature = { v: 27, r: '', s: '' }; + const signature: string = + '0x1B61a3ed31b43c8780e905a260a35faefcc527be7516aa11c0256729b5b351bc3340349190569279751135161d22529dc25add4f6069af05be04cacbda2ace225403'; beforeEach(async () => { [makerAmount, takerAmount, makerFeeAmount] = [ Web3Wrapper.toBaseUnitAmount(new BigNumber(50), decimals), Web3Wrapper.toBaseUnitAmount(new BigNumber(5), decimals), Web3Wrapper.toBaseUnitAmount(new BigNumber(1), decimals), ]; - [transferrableMakerTokenAmount, transferrableMakerFeeTokenAmount] = [ + [transferrableMakeAssetAmount, transferrableMakerFeeTokenAmount] = [ Web3Wrapper.toBaseUnitAmount(new BigNumber(50), decimals), Web3Wrapper.toBaseUnitAmount(new BigNumber(5), decimals), ]; }); function buildSignedOrder(): SignedOrder { return { - ecSignature: signature, - exchangeContractAddress: zeroAddress, - feeRecipient: zeroAddress, - maker: zeroAddress, - taker: zeroAddress, + signature, + exchangeAddress: zeroAddress, + feeRecipientAddress: zeroAddress, + senderAddress: zeroAddress, + makerAddress: zeroAddress, + takerAddress: zeroAddress, makerFee: makerFeeAmount, takerFee: zero, - makerTokenAmount: makerAmount, - takerTokenAmount: takerAmount, - makerTokenAddress: makerToken, - takerTokenAddress: takerToken, + makerAssetAmount: makerAmount, + takerAssetAmount: takerAmount, + makerAssetData, + takerAssetData, salt: zero, - expirationUnixTimestampSec: zero, + expirationTimeSeconds: zero, }; } describe('Maker token is NOT ZRX', () => { before(async () => { - isMakerTokenZRX = false; + isMakeAssetZRX = false; }); it('calculates the correct amount when unfilled and funds available', () => { signedOrder = buildSignedOrder(); - remainingMakerTokenAmount = signedOrder.makerTokenAmount; + remainingMakeAssetAmount = signedOrder.makerAssetAmount; + const isTraderMaker = true; calculator = new RemainingFillableCalculator( + isTraderMaker, signedOrder, - isMakerTokenZRX, - transferrableMakerTokenAmount, + isMakeAssetZRX, + transferrableMakeAssetAmount, transferrableMakerFeeTokenAmount, - remainingMakerTokenAmount, + remainingMakeAssetAmount, ); - expect(calculator.computeRemainingMakerFillable()).to.be.bignumber.equal(remainingMakerTokenAmount); + expect(calculator.computeRemainingFillable()).to.be.bignumber.equal(remainingMakeAssetAmount); }); it('calculates the correct amount when partially filled and funds available', () => { signedOrder = buildSignedOrder(); - remainingMakerTokenAmount = Web3Wrapper.toBaseUnitAmount(new BigNumber(1), decimals); + remainingMakeAssetAmount = Web3Wrapper.toBaseUnitAmount(new BigNumber(1), decimals); + const isTraderMaker = true; calculator = new RemainingFillableCalculator( + isTraderMaker, signedOrder, - isMakerTokenZRX, - transferrableMakerTokenAmount, + isMakeAssetZRX, + transferrableMakeAssetAmount, transferrableMakerFeeTokenAmount, - remainingMakerTokenAmount, + remainingMakeAssetAmount, ); - expect(calculator.computeRemainingMakerFillable()).to.be.bignumber.equal(remainingMakerTokenAmount); + expect(calculator.computeRemainingFillable()).to.be.bignumber.equal(remainingMakeAssetAmount); }); it('calculates the amount to be 0 when all fee funds are transferred', () => { signedOrder = buildSignedOrder(); transferrableMakerFeeTokenAmount = zero; - remainingMakerTokenAmount = signedOrder.makerTokenAmount; + remainingMakeAssetAmount = signedOrder.makerAssetAmount; + const isTraderMaker = true; calculator = new RemainingFillableCalculator( + isTraderMaker, signedOrder, - isMakerTokenZRX, - transferrableMakerTokenAmount, + isMakeAssetZRX, + transferrableMakeAssetAmount, transferrableMakerFeeTokenAmount, - remainingMakerTokenAmount, + remainingMakeAssetAmount, ); - expect(calculator.computeRemainingMakerFillable()).to.be.bignumber.equal(zero); + expect(calculator.computeRemainingFillable()).to.be.bignumber.equal(zero); }); it('calculates the correct amount when balance is less than remaining fillable', () => { signedOrder = buildSignedOrder(); const partiallyFilledAmount = Web3Wrapper.toBaseUnitAmount(new BigNumber(2), decimals); - remainingMakerTokenAmount = signedOrder.makerTokenAmount.minus(partiallyFilledAmount); - transferrableMakerTokenAmount = remainingMakerTokenAmount.minus(partiallyFilledAmount); + remainingMakeAssetAmount = signedOrder.makerAssetAmount.minus(partiallyFilledAmount); + transferrableMakeAssetAmount = remainingMakeAssetAmount.minus(partiallyFilledAmount); + const isTraderMaker = true; calculator = new RemainingFillableCalculator( + isTraderMaker, signedOrder, - isMakerTokenZRX, - transferrableMakerTokenAmount, + isMakeAssetZRX, + transferrableMakeAssetAmount, transferrableMakerFeeTokenAmount, - remainingMakerTokenAmount, + remainingMakeAssetAmount, ); - expect(calculator.computeRemainingMakerFillable()).to.be.bignumber.equal(transferrableMakerTokenAmount); + expect(calculator.computeRemainingFillable()).to.be.bignumber.equal(transferrableMakeAssetAmount); }); describe('Order to Fee Ratio is < 1', () => { beforeEach(async () => { @@ -121,17 +131,19 @@ describe('RemainingFillableCalculator', () => { }); it('calculates the correct amount when funds unavailable', () => { signedOrder = buildSignedOrder(); - remainingMakerTokenAmount = signedOrder.makerTokenAmount; + remainingMakeAssetAmount = signedOrder.makerAssetAmount; const transferredAmount = Web3Wrapper.toBaseUnitAmount(new BigNumber(2), decimals); - transferrableMakerTokenAmount = remainingMakerTokenAmount.minus(transferredAmount); + transferrableMakeAssetAmount = remainingMakeAssetAmount.minus(transferredAmount); + const isTraderMaker = true; calculator = new RemainingFillableCalculator( + isTraderMaker, signedOrder, - isMakerTokenZRX, - transferrableMakerTokenAmount, + isMakeAssetZRX, + transferrableMakeAssetAmount, transferrableMakerFeeTokenAmount, - remainingMakerTokenAmount, + remainingMakeAssetAmount, ); - expect(calculator.computeRemainingMakerFillable()).to.be.bignumber.equal(transferrableMakerTokenAmount); + expect(calculator.computeRemainingFillable()).to.be.bignumber.equal(transferrableMakeAssetAmount); }); }); describe('Ratio is not evenly divisble', () => { @@ -144,20 +156,22 @@ describe('RemainingFillableCalculator', () => { }); it('calculates the correct amount when funds unavailable', () => { signedOrder = buildSignedOrder(); - remainingMakerTokenAmount = signedOrder.makerTokenAmount; + remainingMakeAssetAmount = signedOrder.makerAssetAmount; const transferredAmount = Web3Wrapper.toBaseUnitAmount(new BigNumber(2), decimals); - transferrableMakerTokenAmount = remainingMakerTokenAmount.minus(transferredAmount); + transferrableMakeAssetAmount = remainingMakeAssetAmount.minus(transferredAmount); + const isTraderMaker = true; calculator = new RemainingFillableCalculator( + isTraderMaker, signedOrder, - isMakerTokenZRX, - transferrableMakerTokenAmount, + isMakeAssetZRX, + transferrableMakeAssetAmount, transferrableMakerFeeTokenAmount, - remainingMakerTokenAmount, + remainingMakeAssetAmount, ); - const calculatedFillableAmount = calculator.computeRemainingMakerFillable(); - expect(calculatedFillableAmount.lessThanOrEqualTo(transferrableMakerTokenAmount)).to.be.true(); + const calculatedFillableAmount = calculator.computeRemainingFillable(); + expect(calculatedFillableAmount.lessThanOrEqualTo(transferrableMakeAssetAmount)).to.be.true(); expect(calculatedFillableAmount).to.be.bignumber.greaterThan(new BigNumber(0)); - const orderToFeeRatio = signedOrder.makerTokenAmount.dividedBy(signedOrder.makerFee); + const orderToFeeRatio = signedOrder.makerAssetAmount.dividedBy(signedOrder.makerFee); const calculatedFeeAmount = calculatedFillableAmount.dividedBy(orderToFeeRatio); expect(calculatedFeeAmount).to.be.bignumber.lessThan(transferrableMakerFeeTokenAmount); }); @@ -165,69 +179,77 @@ describe('RemainingFillableCalculator', () => { }); describe('Maker Token is ZRX', () => { before(async () => { - isMakerTokenZRX = true; + isMakeAssetZRX = true; }); it('calculates the correct amount when unfilled and funds available', () => { signedOrder = buildSignedOrder(); - transferrableMakerTokenAmount = makerAmount.plus(makerFeeAmount); - transferrableMakerFeeTokenAmount = transferrableMakerTokenAmount; - remainingMakerTokenAmount = signedOrder.makerTokenAmount; + transferrableMakeAssetAmount = makerAmount.plus(makerFeeAmount); + transferrableMakerFeeTokenAmount = transferrableMakeAssetAmount; + remainingMakeAssetAmount = signedOrder.makerAssetAmount; + const isTraderMaker = true; calculator = new RemainingFillableCalculator( + isTraderMaker, signedOrder, - isMakerTokenZRX, - transferrableMakerTokenAmount, + isMakeAssetZRX, + transferrableMakeAssetAmount, transferrableMakerFeeTokenAmount, - remainingMakerTokenAmount, + remainingMakeAssetAmount, ); - expect(calculator.computeRemainingMakerFillable()).to.be.bignumber.equal(remainingMakerTokenAmount); + expect(calculator.computeRemainingFillable()).to.be.bignumber.equal(remainingMakeAssetAmount); }); it('calculates the correct amount when partially filled and funds available', () => { signedOrder = buildSignedOrder(); - remainingMakerTokenAmount = Web3Wrapper.toBaseUnitAmount(new BigNumber(1), decimals); + remainingMakeAssetAmount = Web3Wrapper.toBaseUnitAmount(new BigNumber(1), decimals); + const isTraderMaker = true; calculator = new RemainingFillableCalculator( + isTraderMaker, signedOrder, - isMakerTokenZRX, - transferrableMakerTokenAmount, + isMakeAssetZRX, + transferrableMakeAssetAmount, transferrableMakerFeeTokenAmount, - remainingMakerTokenAmount, + remainingMakeAssetAmount, ); - expect(calculator.computeRemainingMakerFillable()).to.be.bignumber.equal(remainingMakerTokenAmount); + expect(calculator.computeRemainingFillable()).to.be.bignumber.equal(remainingMakeAssetAmount); }); it('calculates the amount to be 0 when all fee funds are transferred', () => { signedOrder = buildSignedOrder(); - transferrableMakerTokenAmount = zero; + transferrableMakeAssetAmount = zero; transferrableMakerFeeTokenAmount = zero; - remainingMakerTokenAmount = signedOrder.makerTokenAmount; + remainingMakeAssetAmount = signedOrder.makerAssetAmount; + const isTraderMaker = true; calculator = new RemainingFillableCalculator( + isTraderMaker, signedOrder, - isMakerTokenZRX, - transferrableMakerTokenAmount, + isMakeAssetZRX, + transferrableMakeAssetAmount, transferrableMakerFeeTokenAmount, - remainingMakerTokenAmount, + remainingMakeAssetAmount, ); - expect(calculator.computeRemainingMakerFillable()).to.be.bignumber.equal(zero); + expect(calculator.computeRemainingFillable()).to.be.bignumber.equal(zero); }); it('calculates the correct amount when balance is less than remaining fillable', () => { signedOrder = buildSignedOrder(); const partiallyFilledAmount = Web3Wrapper.toBaseUnitAmount(new BigNumber(2), decimals); - remainingMakerTokenAmount = signedOrder.makerTokenAmount.minus(partiallyFilledAmount); - transferrableMakerTokenAmount = remainingMakerTokenAmount.minus(partiallyFilledAmount); - transferrableMakerFeeTokenAmount = transferrableMakerTokenAmount; + remainingMakeAssetAmount = signedOrder.makerAssetAmount.minus(partiallyFilledAmount); + transferrableMakeAssetAmount = remainingMakeAssetAmount.minus(partiallyFilledAmount); + transferrableMakerFeeTokenAmount = transferrableMakeAssetAmount; - const orderToFeeRatio = signedOrder.makerTokenAmount.dividedToIntegerBy(signedOrder.makerFee); + const orderToFeeRatio = signedOrder.makerAssetAmount.dividedToIntegerBy(signedOrder.makerFee); const expectedFillableAmount = new BigNumber(450980); + const isTraderMaker = true; calculator = new RemainingFillableCalculator( + isTraderMaker, signedOrder, - isMakerTokenZRX, - transferrableMakerTokenAmount, + isMakeAssetZRX, + transferrableMakeAssetAmount, transferrableMakerFeeTokenAmount, - remainingMakerTokenAmount, + remainingMakeAssetAmount, ); - const calculatedFillableAmount = calculator.computeRemainingMakerFillable(); + const calculatedFillableAmount = calculator.computeRemainingFillable(); const numberOfFillsInRatio = calculatedFillableAmount.dividedToIntegerBy(orderToFeeRatio); const calculatedFillableAmountPlusFees = calculatedFillableAmount.plus(numberOfFillsInRatio); - expect(calculatedFillableAmountPlusFees).to.be.bignumber.lessThan(transferrableMakerTokenAmount); - expect(calculatedFillableAmountPlusFees).to.be.bignumber.lessThan(remainingMakerTokenAmount); + expect(calculatedFillableAmountPlusFees).to.be.bignumber.lessThan(transferrableMakeAssetAmount); + expect(calculatedFillableAmountPlusFees).to.be.bignumber.lessThan(remainingMakeAssetAmount); expect(calculatedFillableAmount).to.be.bignumber.equal(expectedFillableAmount); expect(numberOfFillsInRatio.decimalPlaces()).to.be.equal(0); }); |