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-rw-r--r--packages/0x.js/src/utils/order_state_utils.ts82
1 files changed, 47 insertions, 35 deletions
diff --git a/packages/0x.js/src/utils/order_state_utils.ts b/packages/0x.js/src/utils/order_state_utils.ts
index 4187c7139..78333e907 100644
--- a/packages/0x.js/src/utils/order_state_utils.ts
+++ b/packages/0x.js/src/utils/order_state_utils.ts
@@ -78,14 +78,14 @@ export class OrderStateUtils {
const remainingTakerTokenAmount = totalTakerTokenAmount.minus(unavailableTakerTokenAmount);
const remainingMakerTokenAmount = remainingTakerTokenAmount.times(totalMakerTokenAmount)
.dividedToIntegerBy(totalTakerTokenAmount);
- const remainingFeeTokenAmount = remainingTakerTokenAmount.times(signedOrder.makerFee)
- .dividedToIntegerBy(totalTakerTokenAmount);
+ const remainingMakerFeeAmount = remainingTakerTokenAmount.times(signedOrder.makerFee)
+ .dividedToIntegerBy(totalTakerTokenAmount);
const transferrableMakerTokenAmount = BigNumber.min([makerProxyAllowance, makerBalance]);
const transferrableFeeTokenAmount = BigNumber.min([makerFeeProxyAllowance, makerFeeBalance]);
const remainingFillableMakerTokenAmount = this.calculateRemainingMakerTokenAmount(
transferrableMakerTokenAmount, transferrableFeeTokenAmount, remainingMakerTokenAmount,
- remainingFeeTokenAmount, totalMakerTokenAmount, signedOrder.makerFee, signedOrder.makerTokenAddress,
+ remainingMakerFeeAmount, totalMakerTokenAmount, signedOrder.makerFee, signedOrder.makerTokenAddress,
zrxTokenAddress);
const remainingFillableTakerTokenAmount = remainingFillableMakerTokenAmount
@@ -107,52 +107,63 @@ export class OrderStateUtils {
transferrableMakerFeeTokenAmount: BigNumber,
remainingMakerAmount: BigNumber,
remainingMakerFeeAmount: BigNumber,
- totalMakerAmount: BigNumber, makerFeeAmount: BigNumber,
- makerTokenAddress: string, zrxTokenAddress: string): BigNumber {
+ totalMakerAmount: BigNumber,
+ makerFeeAmount: BigNumber,
+ makerTokenAddress: string,
+ zrxTokenAddress: string): BigNumber {
if ((makerTokenAddress !== zrxTokenAddress || makerFeeAmount.isZero())) {
- return this.calculateFillableMakerTokenAmount(
+ return this.computeFillableMakerTokenAmountWhenMakerTokenIsNotZRX(
transferrableMakerTokenAmount, transferrableMakerFeeTokenAmount, remainingMakerAmount,
remainingMakerFeeAmount, totalMakerAmount, makerFeeAmount, makerTokenAddress,
zrxTokenAddress);
} else {
- return this.calculatePooledFillableMakerTokenAmount(
+ return this.computeFillableMakerTokenAmountWhenMakerTokenIsZRX(
transferrableMakerTokenAmount, transferrableMakerFeeTokenAmount, remainingMakerAmount,
remainingMakerFeeAmount, totalMakerAmount, makerFeeAmount, makerTokenAddress,
zrxTokenAddress);
}
}
- private calculateFillableMakerTokenAmount(transferrableMakerTokenAmount: BigNumber,
- transferrableMakerFeeTokenAmount: BigNumber,
- remainingMakerAmount: BigNumber,
- remainingMakerFeeAmount: BigNumber,
- totalMakerAmount: BigNumber, makerFeeAmount: BigNumber,
- makerTokenAddress: string, zrxTokenAddress: string): BigNumber {
+ private computeFillableMakerTokenAmountWhenMakerTokenIsNotZRX(transferrableMakerTokenAmount: BigNumber,
+ transferrableMakerFeeTokenAmount: BigNumber,
+ remainingMakerAmount: BigNumber,
+ remainingMakerFeeAmount: BigNumber,
+ totalMakerAmount: BigNumber,
+ makerFeeAmount: BigNumber,
+ makerTokenAddress: string,
+ zrxTokenAddress: string): BigNumber {
+ const hasSufficientFundsForTransferAmount = transferrableMakerTokenAmount.gte(remainingMakerAmount);
+ const hasSufficientFundsForFeeAmount = transferrableMakerFeeTokenAmount.gte(remainingMakerFeeAmount);
+ const hasSufficientFundsForFeeAndTransferAmount = (hasSufficientFundsForTransferAmount &&
+ hasSufficientFundsForFeeAmount);
+
if (makerFeeAmount.isZero()) {
return BigNumber.min(remainingMakerAmount, transferrableMakerTokenAmount);
- } else if (transferrableMakerTokenAmount.gte(remainingMakerAmount) &&
- transferrableMakerFeeTokenAmount.gte(remainingMakerFeeAmount)) {
+ } else if (hasSufficientFundsForFeeAndTransferAmount) {
return remainingMakerAmount;
} else {
return this.calculatePartiallyFillableMakerTokenAmount(
- transferrableMakerTokenAmount, transferrableMakerFeeTokenAmount, remainingMakerAmount,
- remainingMakerFeeAmount, totalMakerAmount, makerFeeAmount, makerTokenAddress,
- zrxTokenAddress);
+ transferrableMakerTokenAmount, transferrableMakerFeeTokenAmount, remainingMakerAmount,
+ remainingMakerFeeAmount, totalMakerAmount, makerFeeAmount, makerTokenAddress,
+ zrxTokenAddress);
}
}
- private calculatePooledFillableMakerTokenAmount(transferrableMakerTokenAmount: BigNumber,
- transferrableMakerFeeTokenAmount: BigNumber,
- remainingMakerAmount: BigNumber,
- remainingMakerFeeAmount: BigNumber,
- totalMakerAmount: BigNumber, makerFeeAmount: BigNumber,
- makerTokenAddress: string, zrxTokenAddress: string): BigNumber {
- if (transferrableMakerTokenAmount.plus(transferrableMakerFeeTokenAmount).gte(
- remainingMakerAmount.plus(remainingMakerFeeAmount))) {
+ private computeFillableMakerTokenAmountWhenMakerTokenIsZRX(transferrableMakerTokenAmount: BigNumber,
+ transferrableMakerFeeTokenAmount: BigNumber,
+ remainingMakerAmount: BigNumber,
+ remainingMakerFeeAmount: BigNumber,
+ totalMakerAmount: BigNumber,
+ makerFeeAmount: BigNumber,
+ makerTokenAddress: string,
+ zrxTokenAddress: string): BigNumber {
+ const totalZRXTransferAmount = remainingMakerAmount.plus(remainingMakerFeeAmount);
+ const hasSufficientFundsForFeeAndTransferAmount = transferrableMakerTokenAmount.gte(totalZRXTransferAmount);
+ if (hasSufficientFundsForFeeAndTransferAmount) {
return remainingMakerAmount;
} else {
return this.calculatePartiallyFillableMakerTokenAmount(
- transferrableMakerTokenAmount, transferrableMakerFeeTokenAmount, remainingMakerAmount,
- remainingMakerFeeAmount, totalMakerAmount, makerFeeAmount, makerTokenAddress,
- zrxTokenAddress);
+ transferrableMakerTokenAmount, transferrableMakerFeeTokenAmount, remainingMakerAmount,
+ remainingMakerFeeAmount, totalMakerAmount, makerFeeAmount, makerTokenAddress,
+ zrxTokenAddress);
}
}
private calculatePartiallyFillableMakerTokenAmount(transferrableMakerTokenAmount: BigNumber,
@@ -165,14 +176,15 @@ export class OrderStateUtils {
const fillableTimesInFeeToken = BigNumber.min(transferrableMakerFeeTokenAmount, remainingMakerFeeAmount);
let fillableTimesInMakerToken = transferrableMakerTokenAmount.dividedToIntegerBy(orderToFeeRatio);
if (makerTokenAddress === zrxTokenAddress) {
- const totalFeeTokenPool = transferrableMakerTokenAmount.plus(transferrableMakerFeeTokenAmount);
- fillableTimesInMakerToken = totalFeeTokenPool.dividedToIntegerBy(
- orderToFeeRatio.plus(
- ZeroEx.toBaseUnitAmount(new BigNumber(1), 18)));
+ // when zrx == maker token transferrable maker == transfer
+ const totalZRXTokenPooled = transferrableMakerTokenAmount;
+ fillableTimesInMakerToken = totalZRXTokenPooled.dividedToIntegerBy(
+ orderToFeeRatio.plus(new BigNumber(1)));
}
- return BigNumber.min(fillableTimesInMakerToken.times(orderToFeeRatio),
- fillableTimesInFeeToken.times(orderToFeeRatio));
+ const partiallyFillableMakerTokenAmount = fillableTimesInMakerToken.times(orderToFeeRatio);
+ const partiallyFillableFeeTokenAmount = fillableTimesInFeeToken.times(orderToFeeRatio);
+ return BigNumber.min(partiallyFillableMakerTokenAmount, partiallyFillableFeeTokenAmount);
}
private validateIfOrderIsValid(signedOrder: SignedOrder, orderRelevantState: OrderRelevantState): void {
const unavailableTakerTokenAmount = orderRelevantState.cancelledTakerTokenAmount.add(