diff options
| -rw-r--r-- | packages/order-utils/src/rate_utils.ts | 9 | ||||
| -rw-r--r-- | packages/order-utils/src/sorting_utils.ts | 6 | ||||
| -rw-r--r-- | packages/order-utils/test/rate_utils_test.ts | 8 |
3 files changed, 13 insertions, 10 deletions
diff --git a/packages/order-utils/src/rate_utils.ts b/packages/order-utils/src/rate_utils.ts index 212431e0c..72d11584a 100644 --- a/packages/order-utils/src/rate_utils.ts +++ b/packages/order-utils/src/rate_utils.ts @@ -1,6 +1,7 @@ import { schemas } from '@0xproject/json-schemas'; import { SignedOrder } from '@0xproject/types'; import { BigNumber } from '@0xproject/utils'; +import * as _ from 'lodash'; import { assert } from './assert'; import { constants } from './constants'; @@ -12,12 +13,16 @@ export const rateUtils = { * @param signedOrder An object that conforms to the signedOrder interface * @param feeRate The market rate of ZRX denominated in takerAssetAmount * (ex. feeRate is 0.1 takerAsset/ZRX if it takes 1 unit of takerAsset to buy 10 ZRX) + * Defaults to 0 * @return The rate (takerAsset/makerAsset) of the order adjusted for fees */ - getFeeAdjustedRateOfOrder(signedOrder: SignedOrder, feeRate: BigNumber): BigNumber { + getFeeAdjustedRateOfOrder(signedOrder: SignedOrder, feeRate: BigNumber = constants.ZERO_AMOUNT): BigNumber { assert.doesConformToSchema('signedOrder', signedOrder, schemas.signedOrderSchema); assert.isBigNumber('feeRate', feeRate); - assert.assert(feeRate.greaterThan(constants.ZERO_AMOUNT), `Expected feeRate: ${feeRate} to be greater than 0`); + assert.assert( + feeRate.gte(constants.ZERO_AMOUNT), + `Expected feeRate: ${feeRate} to be greater than or equal to 0`, + ); const takerAssetAmountNeededToPayForFees = signedOrder.takerFee.mul(feeRate); const totalTakerAssetAmount = takerAssetAmountNeededToPayForFees.plus(signedOrder.takerAssetAmount); const rate = totalTakerAssetAmount.div(signedOrder.makerAssetAmount); diff --git a/packages/order-utils/src/sorting_utils.ts b/packages/order-utils/src/sorting_utils.ts index 2acd8180f..8424060fc 100644 --- a/packages/order-utils/src/sorting_utils.ts +++ b/packages/order-utils/src/sorting_utils.ts @@ -15,9 +15,13 @@ export const sortingUtils = { * the makerAsset and WETH as the takerAsset. * @param feeRate The market rate of ZRX denominated in takerAssetAmount * (ex. feeRate is 0.1 takerAsset/ZRX if it takes 1 unit of takerAsset to buy 10 ZRX) + * Defaults to 0 * @return The input orders sorted by rate in ascending order */ - sortOrdersByFeeAdjustedRate(signedOrders: SignedOrder[], feeRate: BigNumber): SignedOrder[] { + sortOrdersByFeeAdjustedRate( + signedOrders: SignedOrder[], + feeRate: BigNumber = constants.ZERO_AMOUNT, + ): SignedOrder[] { assert.doesConformToSchema('signedOrders', signedOrders, schemas.signedOrdersSchema); assert.isBigNumber('feeRate', feeRate); const rateCalculator = (signedOrder: SignedOrder) => rateUtils.getFeeAdjustedRateOfOrder(signedOrder, feeRate); diff --git a/packages/order-utils/test/rate_utils_test.ts b/packages/order-utils/test/rate_utils_test.ts index 2f321a7db..167a40465 100644 --- a/packages/order-utils/test/rate_utils_test.ts +++ b/packages/order-utils/test/rate_utils_test.ts @@ -17,16 +17,10 @@ describe('rateUtils', () => { takerFee: new BigNumber(20), }); describe('#getFeeAdjustedRateOfOrder', () => { - it('throws when feeRate is zero', async () => { - const feeRate = constants.ZERO_AMOUNT; - expect(() => rateUtils.getFeeAdjustedRateOfOrder(testOrder, feeRate)).to.throw( - 'Expected feeRate: 0 to be greater than 0', - ); - }); it('throws when feeRate is less than zero', async () => { const feeRate = new BigNumber(-1); expect(() => rateUtils.getFeeAdjustedRateOfOrder(testOrder, feeRate)).to.throw( - 'Expected feeRate: -1 to be greater than 0', + 'Expected feeRate: -1 to be greater than or equal to 0', ); }); it('correctly calculates fee adjusted rate', async () => { |