diff options
Diffstat (limited to 'packages/0x.js/src/utils')
| -rw-r--r-- | packages/0x.js/src/utils/order_state_utils.ts | 34 |
1 files changed, 31 insertions, 3 deletions
diff --git a/packages/0x.js/src/utils/order_state_utils.ts b/packages/0x.js/src/utils/order_state_utils.ts index 123584f90..e11435f1d 100644 --- a/packages/0x.js/src/utils/order_state_utils.ts +++ b/packages/0x.js/src/utils/order_state_utils.ts @@ -78,12 +78,19 @@ export class OrderStateUtils { const remainingTakerTokenAmount = totalTakerTokenAmount.minus(unavailableTakerTokenAmount); const remainingMakerTokenAmount = remainingTakerTokenAmount.times(totalMakerTokenAmount) .dividedToIntegerBy(totalTakerTokenAmount); - const fillableMakerTokenAmount = BigNumber.min([makerProxyAllowance, makerBalance]); - const remainingFillableMakerTokenAmount = BigNumber.min(fillableMakerTokenAmount, remainingMakerTokenAmount); + const remainingFeeTokenAmount = remainingTakerTokenAmount.times(signedOrder.makerFee) + .dividedToIntegerBy(totalTakerTokenAmount); + const transferrableMakerTokenAmount = BigNumber.min([makerProxyAllowance, makerBalance]); + const transferrableFeeTokenAmount = BigNumber.min([makerFeeProxyAllowance, makerFeeBalance]); + + const remainingFillableMakerTokenAmount = this.calculateFillableMakerTokenAmount( + transferrableMakerTokenAmount, transferrableFeeTokenAmount, remainingMakerTokenAmount, + remainingFeeTokenAmount, totalMakerTokenAmount, signedOrder.makerFee, signedOrder.makerTokenAddress, + zrxTokenAddress); + const remainingFillableTakerTokenAmount = remainingFillableMakerTokenAmount .times(totalTakerTokenAmount) .dividedToIntegerBy(totalMakerTokenAmount); - // TODO: Handle edge case where maker token is ZRX with fee const orderRelevantState = { makerBalance, makerProxyAllowance, @@ -96,6 +103,27 @@ export class OrderStateUtils { }; return orderRelevantState; } + private calculateFillableMakerTokenAmount(makerTransferrable: BigNumber, makerFeeTransferrable: BigNumber, + remainingMakerAmount: BigNumber, remainingMakerFee: BigNumber, + totalMakerAmount: BigNumber, makerFee: BigNumber, + makerTokenAddress: string, zrxTokenAddress: string): BigNumber { + if (makerFee.isZero()) { + return BigNumber.min(makerTransferrable, remainingMakerAmount); + } + const orderToFeeRatio = totalMakerAmount.dividedToIntegerBy(makerFee); + console.log('Order to Fee Ratio: ', orderToFeeRatio.toString()); + let fillableTimesInMakerToken = makerTransferrable.dividedToIntegerBy(orderToFeeRatio); + console.log('Fillable Token Times: ', fillableTimesInMakerToken.toString()); + const fillableTimesInFeeToken = BigNumber.min(makerFeeTransferrable, remainingMakerFee); + console.log('Fillable Fee Times: ', fillableTimesInFeeToken.toString()); + if (makerTokenAddress === zrxTokenAddress) { + fillableTimesInMakerToken = makerTransferrable.plus(makerFeeTransferrable) + .dividedToIntegerBy(orderToFeeRatio.plus(new BigNumber(1))); + + } + return BigNumber.min(fillableTimesInMakerToken.times(orderToFeeRatio), + fillableTimesInFeeToken.times(orderToFeeRatio)); + } private validateIfOrderIsValid(signedOrder: SignedOrder, orderRelevantState: OrderRelevantState): void { const unavailableTakerTokenAmount = orderRelevantState.cancelledTakerTokenAmount.add( orderRelevantState.filledTakerTokenAmount, |