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-rw-r--r--packages/0x.js/src/utils/order_state_utils.ts34
-rw-r--r--packages/0x.js/test/order_state_watcher_test.ts35
2 files changed, 65 insertions, 4 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,
diff --git a/packages/0x.js/test/order_state_watcher_test.ts b/packages/0x.js/test/order_state_watcher_test.ts
index a112bac1d..3bf768769 100644
--- a/packages/0x.js/test/order_state_watcher_test.ts
+++ b/packages/0x.js/test/order_state_watcher_test.ts
@@ -235,7 +235,7 @@ describe('OrderStateWatcher', () => {
);
})().catch(done);
});
- describe('remainingFillable(M|T)akerTokenAmount', () => {
+ describe.only('remainingFillable(M|T)akerTokenAmount', () => {
it('should calculate correct remaining fillable', (done: DoneCallback) => {
(async () => {
const takerFillableAmount = ZeroEx.toBaseUnitAmount(new BigNumber(10), 18);
@@ -321,6 +321,39 @@ describe('OrderStateWatcher', () => {
makerToken.address, maker, ZeroEx.NULL_ADDRESS, transferAmount);
})().catch(done);
});
+ it('should equal ratio amount when fee balance is lowered', (done: DoneCallback) => {
+ (async () => {
+ const takerFee = ZeroEx.toBaseUnitAmount(new BigNumber(0), 18);
+ const makerFee = ZeroEx.toBaseUnitAmount(new BigNumber(5), 18);
+ const feeRecipient = taker;
+ signedOrder = await fillScenarios.createFillableSignedOrderWithFeesAsync(
+ makerToken.address, takerToken.address, makerFee, takerFee, maker,
+ taker, fillableAmount, feeRecipient);
+
+ const makerBalance = await zeroEx.token.getBalanceAsync(makerToken.address, maker);
+
+ const remainingFeeAmount = ZeroEx.toBaseUnitAmount(new BigNumber(3), 18);
+ const transferFeeAmount = makerFee.sub(remainingFeeAmount);
+
+ const remainingTokenAmount = ZeroEx.toBaseUnitAmount(new BigNumber(3), 18);
+ const transferTokenAmount = makerFee.sub(remainingFeeAmount);
+ zeroEx.orderStateWatcher.addOrder(signedOrder);
+
+ const callback = reportCallbackErrors(done)((orderState: OrderState) => {
+ const validOrderState = orderState as OrderStateValid;
+ const orderRelevantState = validOrderState.orderRelevantState;
+ expect(orderRelevantState.remainingFillableMakerTokenAmount).to.be.bignumber.equal(
+ remainingAmount);
+ expect(orderRelevantState.remainingFillableTakerTokenAmount).to.be.bignumber.equal(
+ remainingAmount);
+ done();
+ });
+ zeroEx.orderStateWatcher.subscribe(callback);
+ await zeroEx.token.setProxyAllowanceAsync(zrxTokenAddress, maker, remainingAmount);
+ // await zeroEx.token.transferAsync(
+ // zrxTokenAddress, maker, ZeroEx.NULL_ADDRESS, transferAmount);
+ })().catch(done);
+ });
});
it('should emit orderStateInvalid when watched order cancelled', (done: DoneCallback) => {
(async () => {