diff options
Diffstat (limited to 'packages/0x.js')
| -rw-r--r-- | packages/0x.js/src/utils/order_state_utils.ts | 82 |
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( |