diff options
Diffstat (limited to 'packages/0x.js/src/order_watcher/remaining_fillable_calculator.ts')
| -rw-r--r-- | packages/0x.js/src/order_watcher/remaining_fillable_calculator.ts | 59 |
1 files changed, 34 insertions, 25 deletions
diff --git a/packages/0x.js/src/order_watcher/remaining_fillable_calculator.ts b/packages/0x.js/src/order_watcher/remaining_fillable_calculator.ts index ddf3b763b..2200be0cb 100644 --- a/packages/0x.js/src/order_watcher/remaining_fillable_calculator.ts +++ b/packages/0x.js/src/order_watcher/remaining_fillable_calculator.ts @@ -1,6 +1,6 @@ -import {BigNumber} from 'bignumber.js'; +import { BigNumber } from 'bignumber.js'; -import {SignedOrder} from '../types'; +import { SignedOrder } from '../types'; export class RemainingFillableCalculator { private _signedOrder: SignedOrder; @@ -10,18 +10,21 @@ export class RemainingFillableCalculator { private _transferrableMakerFeeTokenAmount: BigNumber; private _remainingMakerTokenAmount: BigNumber; private _remainingMakerFeeAmount: BigNumber; - constructor(signedOrder: SignedOrder, - isMakerTokenZRX: boolean, - transferrableMakerTokenAmount: BigNumber, - transferrableMakerFeeTokenAmount: BigNumber, - remainingMakerTokenAmount: BigNumber) { + constructor( + signedOrder: SignedOrder, + isMakerTokenZRX: boolean, + transferrableMakerTokenAmount: BigNumber, + transferrableMakerFeeTokenAmount: BigNumber, + remainingMakerTokenAmount: BigNumber, + ) { this._signedOrder = signedOrder; this._isMakerTokenZRX = isMakerTokenZRX; this._transferrableMakerTokenAmount = transferrableMakerTokenAmount; this._transferrableMakerFeeTokenAmount = transferrableMakerFeeTokenAmount; this._remainingMakerTokenAmount = remainingMakerTokenAmount; - this._remainingMakerFeeAmount = remainingMakerTokenAmount.times(signedOrder.makerFee) - .dividedToIntegerBy(signedOrder.makerTokenAmount); + this._remainingMakerFeeAmount = remainingMakerTokenAmount + .times(signedOrder.makerFee) + .dividedToIntegerBy(signedOrder.makerTokenAmount); } public computeRemainingMakerFillable(): BigNumber { if (this._hasSufficientFundsForFeeAndTransferAmount()) { @@ -33,20 +36,24 @@ export class RemainingFillableCalculator { return this._calculatePartiallyFillableMakerTokenAmount(); } public computeRemainingTakerFillable(): BigNumber { - return this.computeRemainingMakerFillable().times(this._signedOrder.takerTokenAmount) - .dividedToIntegerBy(this._signedOrder.makerTokenAmount); + return this.computeRemainingMakerFillable() + .times(this._signedOrder.takerTokenAmount) + .dividedToIntegerBy(this._signedOrder.makerTokenAmount); } private _hasSufficientFundsForFeeAndTransferAmount(): boolean { if (this._isMakerTokenZRX) { const totalZRXTransferAmountRequired = this._remainingMakerTokenAmount.plus(this._remainingMakerFeeAmount); const hasSufficientFunds = this._transferrableMakerTokenAmount.greaterThanOrEqualTo( - totalZRXTransferAmountRequired); + totalZRXTransferAmountRequired, + ); return hasSufficientFunds; } else { const hasSufficientFundsForTransferAmount = this._transferrableMakerTokenAmount.greaterThanOrEqualTo( - this._remainingMakerTokenAmount); + this._remainingMakerTokenAmount, + ); const hasSufficientFundsForFeeAmount = this._transferrableMakerFeeTokenAmount.greaterThanOrEqualTo( - this._remainingMakerFeeAmount); + this._remainingMakerFeeAmount, + ); const hasSufficientFunds = hasSufficientFundsForTransferAmount && hasSufficientFundsForFeeAmount; return hasSufficientFunds; } @@ -57,8 +64,10 @@ export class RemainingFillableCalculator { // The number of times the maker 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); + 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); @@ -68,20 +77,20 @@ export class RemainingFillableCalculator { const totalZRXTokenPooled = this._transferrableMakerTokenAmount; // 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))); - + fillableTimesInMakerTokenUnits = 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.makerTokenAmount) - .dividedToIntegerBy(this._signedOrder.makerFee); + .times(this._signedOrder.makerTokenAmount) + .dividedToIntegerBy(this._signedOrder.makerFee); const partiallyFillableFeeTokenAmount = fillableTimesInFeeTokenBaseUnits - .times(this._signedOrder.makerTokenAmount) - .dividedToIntegerBy(this._signedOrder.makerFee); - const partiallyFillableAmount = BigNumber.min(partiallyFillableMakerTokenAmount, - partiallyFillableFeeTokenAmount); + .times(this._signedOrder.makerTokenAmount) + .dividedToIntegerBy(this._signedOrder.makerFee); + const partiallyFillableAmount = BigNumber.min( + partiallyFillableMakerTokenAmount, + partiallyFillableFeeTokenAmount, + ); return partiallyFillableAmount; } } |