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 | 76 |
1 files changed, 38 insertions, 38 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 e8601e678..ddf3b763b 100644 --- a/packages/0x.js/src/order_watcher/remaining_fillable_calculator.ts +++ b/packages/0x.js/src/order_watcher/remaining_fillable_calculator.ts @@ -3,69 +3,69 @@ import {BigNumber} from 'bignumber.js'; import {SignedOrder} from '../types'; export class RemainingFillableCalculator { - private signedOrder: SignedOrder; - private isMakerTokenZRX: boolean; + private _signedOrder: SignedOrder; + private _isMakerTokenZRX: boolean; // Transferrable Amount is the minimum of Approval and Balance - private transferrableMakerTokenAmount: BigNumber; - private transferrableMakerFeeTokenAmount: BigNumber; - private remainingMakerTokenAmount: BigNumber; - private remainingMakerFeeAmount: BigNumber; + private _transferrableMakerTokenAmount: BigNumber; + private _transferrableMakerFeeTokenAmount: BigNumber; + private _remainingMakerTokenAmount: BigNumber; + private _remainingMakerFeeAmount: 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) + this._signedOrder = signedOrder; + this._isMakerTokenZRX = isMakerTokenZRX; + this._transferrableMakerTokenAmount = transferrableMakerTokenAmount; + this._transferrableMakerFeeTokenAmount = transferrableMakerFeeTokenAmount; + this._remainingMakerTokenAmount = remainingMakerTokenAmount; + this._remainingMakerFeeAmount = remainingMakerTokenAmount.times(signedOrder.makerFee) .dividedToIntegerBy(signedOrder.makerTokenAmount); } public computeRemainingMakerFillable(): BigNumber { - if (this.hasSufficientFundsForFeeAndTransferAmount()) { - return this.remainingMakerTokenAmount; + if (this._hasSufficientFundsForFeeAndTransferAmount()) { + return this._remainingMakerTokenAmount; } - if (this.signedOrder.makerFee.isZero()) { - return BigNumber.min(this.remainingMakerTokenAmount, this.transferrableMakerTokenAmount); + if (this._signedOrder.makerFee.isZero()) { + return BigNumber.min(this._remainingMakerTokenAmount, this._transferrableMakerTokenAmount); } - return this.calculatePartiallyFillableMakerTokenAmount(); + 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( + private _hasSufficientFundsForFeeAndTransferAmount(): boolean { + if (this._isMakerTokenZRX) { + const totalZRXTransferAmountRequired = this._remainingMakerTokenAmount.plus(this._remainingMakerFeeAmount); + const hasSufficientFunds = this._transferrableMakerTokenAmount.greaterThanOrEqualTo( totalZRXTransferAmountRequired); return hasSufficientFunds; } else { - const hasSufficientFundsForTransferAmount = this.transferrableMakerTokenAmount.greaterThanOrEqualTo( - this.remainingMakerTokenAmount); - const hasSufficientFundsForFeeAmount = this.transferrableMakerFeeTokenAmount.greaterThanOrEqualTo( - this.remainingMakerFeeAmount); + const hasSufficientFundsForTransferAmount = this._transferrableMakerTokenAmount.greaterThanOrEqualTo( + this._remainingMakerTokenAmount); + const hasSufficientFundsForFeeAmount = this._transferrableMakerFeeTokenAmount.greaterThanOrEqualTo( + this._remainingMakerFeeAmount); const hasSufficientFunds = hasSufficientFundsForTransferAmount && hasSufficientFundsForFeeAmount; return hasSufficientFunds; } } - private calculatePartiallyFillableMakerTokenAmount(): BigNumber { + private _calculatePartiallyFillableMakerTokenAmount(): 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.makerTokenAmount.dividedBy(this.signedOrder.makerFee); + const orderToFeeRatio = this._signedOrder.makerTokenAmount.dividedBy(this._signedOrder.makerFee); // 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); - if (this.isMakerTokenZRX) { + 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; // 200 ZRXwei for 2ZRXwei fee can only be filled once (need 202 ZRXwei) - const totalZRXTokenPooled = this.transferrableMakerTokenAmount; + 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( @@ -75,11 +75,11 @@ export class RemainingFillableCalculator { // 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); + .times(this._signedOrder.makerTokenAmount) + .dividedToIntegerBy(this._signedOrder.makerFee); const partiallyFillableAmount = BigNumber.min(partiallyFillableMakerTokenAmount, partiallyFillableFeeTokenAmount); return partiallyFillableAmount; |