diff options
Diffstat (limited to 'packages/0x.js')
| -rw-r--r-- | packages/0x.js/src/utils/order_state_utils.ts | 62 |
1 files changed, 50 insertions, 12 deletions
diff --git a/packages/0x.js/src/utils/order_state_utils.ts b/packages/0x.js/src/utils/order_state_utils.ts index 1fe5e3ae4..437ff1d82 100644 --- a/packages/0x.js/src/utils/order_state_utils.ts +++ b/packages/0x.js/src/utils/order_state_utils.ts @@ -17,6 +17,7 @@ import {utils} from '../utils/utils'; import {constants} from '../utils/constants'; import {OrderFilledCancelledLazyStore} from '../stores/order_filled_cancelled_lazy_store'; import {BalanceAndProxyAllowanceLazyStore} from '../stores/balance_proxy_allowance_lazy_store'; +import { TokenTransferProxyWrapper } from '../contract_wrappers/token_transfer_proxy_wrapper'; const ACCEPTABLE_RELATIVE_ROUNDING_ERROR = 0.0001; @@ -84,16 +85,16 @@ export class OrderStateUtils { const transferrableFeeTokenAmount = BigNumber.min([makerFeeProxyAllowance, makerFeeBalance]); let remainingFillableMakerTokenAmount; - if (signedOrder.makerFee.isZero() || - (transferrableFeeTokenAmount.greaterThanOrEqualTo(remainingFeeTokenAmount) && - transferrableMakerTokenAmount.greaterThanOrEqualTo(remainingMakerTokenAmount) && - signedOrder.makerTokenAddress !== zrxTokenAddress)) { - remainingFillableMakerTokenAmount = remainingMakerTokenAmount; + if ((signedOrder.makerTokenAddress !== zrxTokenAddress || signedOrder.makerFee.isZero())) { + remainingFillableMakerTokenAmount = this.calculateFillableMakerTokenAmount( + transferrableMakerTokenAmount, transferrableFeeTokenAmount, remainingMakerTokenAmount, + remainingFeeTokenAmount, totalMakerTokenAmount, signedOrder.makerFee, signedOrder.makerTokenAddress, + zrxTokenAddress); } else { - remainingFillableMakerTokenAmount = this.calculatePartiallyFillableMakerTokenAmount( - transferrableMakerTokenAmount, transferrableFeeTokenAmount, remainingMakerTokenAmount, - remainingFeeTokenAmount, totalMakerTokenAmount, signedOrder.makerFee, signedOrder.makerTokenAddress, - zrxTokenAddress); + remainingFillableMakerTokenAmount = this.calculatePooledFillableMakerTokenAmount( + transferrableMakerTokenAmount, transferrableFeeTokenAmount, remainingMakerTokenAmount, + remainingFeeTokenAmount, totalMakerTokenAmount, signedOrder.makerFee, signedOrder.makerTokenAddress, + zrxTokenAddress); } const remainingFillableTakerTokenAmount = remainingFillableMakerTokenAmount @@ -111,8 +112,44 @@ export class OrderStateUtils { }; return orderRelevantState; } - private calculatePartiallyFillableMakerTokenAmount(makerTransferrableAmount: BigNumber, makerFeeTransferrableAmount: BigNumber, - remainingMakerAmount: BigNumber, remainingMakerFeeAmount: BigNumber, + private calculateFillableMakerTokenAmount(makerTransferrableAmount: BigNumber, + makerFeeTransferrableAmount: BigNumber, + remainingMakerAmount: BigNumber, + remainingMakerFeeAmount: BigNumber, + totalMakerAmount: BigNumber, makerFeeAmount: BigNumber, + makerTokenAddress: string, zrxTokenAddress: string): BigNumber { + if (makerFeeAmount.isZero()) { + return BigNumber.min(remainingMakerAmount, makerTransferrableAmount); + } else if (makerTransferrableAmount.gte(remainingMakerAmount) && + makerFeeTransferrableAmount.gte(remainingMakerFeeAmount)) { + return makerTransferrableAmount; + } else { + return this.calculatePartiallyFillableMakerTokenAmount( + makerTransferrableAmount, makerFeeTransferrableAmount, remainingMakerAmount, + remainingMakerFeeAmount, totalMakerAmount, makerFeeAmount, makerTokenAddress, + zrxTokenAddress); + } + } + private calculatePooledFillableMakerTokenAmount(makerTransferrableAmount: BigNumber, + makerFeeTransferrableAmount: BigNumber, + remainingMakerAmount: BigNumber, + remainingMakerFeeAmount: BigNumber, + totalMakerAmount: BigNumber, makerFeeAmount: BigNumber, + makerTokenAddress: string, zrxTokenAddress: string): BigNumber { + if (makerTransferrableAmount.plus(makerFeeTransferrableAmount).gte( + remainingMakerAmount.plus(remainingMakerFeeAmount))) { + return remainingMakerAmount; + } else { + return this.calculatePartiallyFillableMakerTokenAmount( + makerTransferrableAmount, makerFeeTransferrableAmount, remainingMakerAmount, + remainingMakerFeeAmount, totalMakerAmount, makerFeeAmount, makerTokenAddress, + zrxTokenAddress); + } + } + private calculatePartiallyFillableMakerTokenAmount(makerTransferrableAmount: BigNumber, + makerFeeTransferrableAmount: BigNumber, + remainingMakerAmount: BigNumber, + remainingMakerFeeAmount: BigNumber, totalMakerAmount: BigNumber, makerFeeAmount: BigNumber, makerTokenAddress: string, zrxTokenAddress: string): BigNumber { const orderToFeeRatio = totalMakerAmount.dividedToIntegerBy(makerFeeAmount); @@ -121,7 +158,8 @@ export class OrderStateUtils { if (makerTokenAddress === zrxTokenAddress) { const totalFeeTokenPool = makerTransferrableAmount.plus(makerFeeTransferrableAmount); fillableTimesInMakerToken = totalFeeTokenPool.dividedToIntegerBy( - orderToFeeRatio.plus(ZeroEx.toBaseUnitAmount(new BigNumber(1), 18))); + orderToFeeRatio.plus( + ZeroEx.toBaseUnitAmount(new BigNumber(1), 18))); } return BigNumber.min(fillableTimesInMakerToken.times(orderToFeeRatio), |