diff options
Diffstat (limited to 'packages/asset-buyer/src/utils')
| -rw-r--r-- | packages/asset-buyer/src/utils/buy_quote_calculator.ts | 17 |
1 files changed, 15 insertions, 2 deletions
diff --git a/packages/asset-buyer/src/utils/buy_quote_calculator.ts b/packages/asset-buyer/src/utils/buy_quote_calculator.ts index e52c9c5bf..23d3e9b24 100644 --- a/packages/asset-buyer/src/utils/buy_quote_calculator.ts +++ b/packages/asset-buyer/src/utils/buy_quote_calculator.ts @@ -1,5 +1,6 @@ import { marketUtils, SignedOrder } from '@0x/order-utils'; import { BigNumber } from '@0x/utils'; +import { Web3Wrapper } from '@0x/web3-wrapper'; import * as _ from 'lodash'; import { constants } from '../constants'; @@ -39,8 +40,20 @@ export const buyQuoteCalculator = { }); // if we do not have enough orders to cover the desired assetBuyAmount, throw if (remainingFillAmount.gt(constants.ZERO_AMOUNT)) { - const amountRemaining = assetBuyAmount.minus(remainingFillAmount); - throw new InsufficientAssetLiquidityError(amountRemaining); + // We needed the amount they requested to buy, plus the amount for slippage + const totalAmountRequested = assetBuyAmount.plus(slippageBufferAmount); + const amountUnableToFill = totalAmountRequested.minus(remainingFillAmount); + // multiplerNeededWithSlippage represents what we need to multiply the assetBuyAmount by + // in order to get the total amount needed considering slippage + // i.e. if slippagePercent was 0.2 (20%), multiplerNeededWithSlippage would be 1.2 + const multiplerNeededWithSlippage = new BigNumber(1).plus(slippagePercentage); + // Given amountAvailableToFillConsideringSlippage * multiplerNeededWithSlippage = amountUnableToFill + // We divide amountUnableToFill by multiplerNeededWithSlippage to determine amountAvailableToFillConsideringSlippage + const amountAvailableToFillConsideringSlippage = amountUnableToFill + .div(multiplerNeededWithSlippage) + .round(0, BigNumber.ROUND_DOWN); + + throw new InsufficientAssetLiquidityError(amountAvailableToFillConsideringSlippage); } // if we are not buying ZRX: // given the orders calculated above, find the fee-orders that cover the desired assetBuyAmount (with slippage) |