diff options
Diffstat (limited to 'packages/0x.js/src')
| -rw-r--r-- | packages/0x.js/src/types.ts | 1 | ||||
| -rw-r--r-- | packages/0x.js/src/utils/order_state_utils.ts | 13 |
2 files changed, 14 insertions, 0 deletions
diff --git a/packages/0x.js/src/types.ts b/packages/0x.js/src/types.ts index 11b5d8569..71089f9a1 100644 --- a/packages/0x.js/src/types.ts +++ b/packages/0x.js/src/types.ts @@ -490,6 +490,7 @@ export interface OrderRelevantState { filledTakerTokenAmount: BigNumber; cancelledTakerTokenAmount: BigNumber; remainingFillableMakerTokenAmount: BigNumber; + remainingFillableTakerTokenAmount: BigNumber; } export interface OrderStateValid { diff --git a/packages/0x.js/src/utils/order_state_utils.ts b/packages/0x.js/src/utils/order_state_utils.ts index a1ee7577d..123584f90 100644 --- a/packages/0x.js/src/utils/order_state_utils.ts +++ b/packages/0x.js/src/utils/order_state_utils.ts @@ -18,6 +18,8 @@ import {constants} from '../utils/constants'; import {OrderFilledCancelledLazyStore} from '../stores/order_filled_cancelled_lazy_store'; import {BalanceAndProxyAllowanceLazyStore} from '../stores/balance_proxy_allowance_lazy_store'; +const ACCEPTABLE_RELATIVE_ROUNDING_ERROR = 0.0001; + export class OrderStateUtils { private balanceAndProxyAllowanceLazyStore: BalanceAndProxyAllowanceLazyStore; private orderFilledCancelledLazyStore: OrderFilledCancelledLazyStore; @@ -78,6 +80,9 @@ export class OrderStateUtils { .dividedToIntegerBy(totalTakerTokenAmount); const fillableMakerTokenAmount = BigNumber.min([makerProxyAllowance, makerBalance]); const remainingFillableMakerTokenAmount = BigNumber.min(fillableMakerTokenAmount, remainingMakerTokenAmount); + const remainingFillableTakerTokenAmount = remainingFillableMakerTokenAmount + .times(totalTakerTokenAmount) + .dividedToIntegerBy(totalMakerTokenAmount); // TODO: Handle edge case where maker token is ZRX with fee const orderRelevantState = { makerBalance, @@ -87,6 +92,7 @@ export class OrderStateUtils { filledTakerTokenAmount, cancelledTakerTokenAmount, remainingFillableMakerTokenAmount, + remainingFillableTakerTokenAmount, }; return orderRelevantState; } @@ -113,6 +119,13 @@ export class OrderStateUtils { throw new Error(ExchangeContractErrs.InsufficientMakerFeeAllowance); } } + const minFillableTakerTokenAmountWithinNoRoundingErrorRange = signedOrder.takerTokenAmount + .dividedBy(ACCEPTABLE_RELATIVE_ROUNDING_ERROR) + .dividedBy(signedOrder.makerTokenAmount); + if (orderRelevantState.remainingFillableTakerTokenAmount + .lessThan(minFillableTakerTokenAmountWithinNoRoundingErrorRange)) { + throw new Error(ExchangeContractErrs.OrderFillRoundingError); + } // TODO Add linear function solver when maker token is ZRX #badass // Return the max amount that's fillable } |