diff options
Diffstat (limited to 'packages/asset-buyer')
-rw-r--r-- | packages/asset-buyer/CHANGELOG.json | 9 | ||||
-rw-r--r-- | packages/asset-buyer/src/types.ts | 6 | ||||
-rw-r--r-- | packages/asset-buyer/src/utils/assert.ts | 2 | ||||
-rw-r--r-- | packages/asset-buyer/src/utils/buy_quote_calculator.ts | 28 | ||||
-rw-r--r-- | packages/asset-buyer/test/buy_quote_calculator_test.ts | 26 |
5 files changed, 40 insertions, 31 deletions
diff --git a/packages/asset-buyer/CHANGELOG.json b/packages/asset-buyer/CHANGELOG.json index 26b3e65d4..826b6150d 100644 --- a/packages/asset-buyer/CHANGELOG.json +++ b/packages/asset-buyer/CHANGELOG.json @@ -1,5 +1,14 @@ [ { + "version": "3.0.0", + "changes": [ + { + "note": "update `getBuyQuoteAsync` to return eth spent on assets instead of per unit amount", + "pr": 1252 + } + ] + }, + { "timestamp": 1542134075, "version": "2.2.2", "changes": [ diff --git a/packages/asset-buyer/src/types.ts b/packages/asset-buyer/src/types.ts index 3f1e6ff21..3b573edca 100644 --- a/packages/asset-buyer/src/types.ts +++ b/packages/asset-buyer/src/types.ts @@ -54,12 +54,12 @@ export interface BuyQuote { } /** - * ethPerAssetPrice: The price of one unit of the desired asset in ETH + * assetEthAmount: The amount of eth required to pay for the requested asset. * feeEthAmount: The amount of eth required to pay the affiliate fee. - * totalEthAmount: the total amount of eth required to complete the buy. (Filling orders, feeOrders, and paying affiliate fee) + * totalEthAmount: The total amount of eth required to complete the buy (filling orders, feeOrders, and paying affiliate fee). */ export interface BuyQuoteInfo { - ethPerAssetPrice: BigNumber; + assetEthAmount: BigNumber; feeEthAmount: BigNumber; totalEthAmount: BigNumber; } diff --git a/packages/asset-buyer/src/utils/assert.ts b/packages/asset-buyer/src/utils/assert.ts index 2466f53a4..fcf9b0d0e 100644 --- a/packages/asset-buyer/src/utils/assert.ts +++ b/packages/asset-buyer/src/utils/assert.ts @@ -18,7 +18,7 @@ export const assert = { } }, isValidBuyQuoteInfo(variableName: string, buyQuoteInfo: BuyQuoteInfo): void { - sharedAssert.isBigNumber(`${variableName}.ethPerAssetPrice`, buyQuoteInfo.ethPerAssetPrice); + sharedAssert.isBigNumber(`${variableName}.assetEthAmount`, buyQuoteInfo.assetEthAmount); sharedAssert.isBigNumber(`${variableName}.feeEthAmount`, buyQuoteInfo.feeEthAmount); sharedAssert.isBigNumber(`${variableName}.totalEthAmount`, buyQuoteInfo.totalEthAmount); }, diff --git a/packages/asset-buyer/src/utils/buy_quote_calculator.ts b/packages/asset-buyer/src/utils/buy_quote_calculator.ts index 6a67ed1ed..b15b880c2 100644 --- a/packages/asset-buyer/src/utils/buy_quote_calculator.ts +++ b/packages/asset-buyer/src/utils/buy_quote_calculator.ts @@ -106,28 +106,28 @@ function calculateQuoteInfo( isMakerAssetZrxToken: boolean, ): BuyQuoteInfo { // find the total eth and zrx needed to buy assetAmount from the resultOrders from left to right - let ethAmountToBuyAsset = constants.ZERO_AMOUNT; - let ethAmountToBuyZrx = constants.ZERO_AMOUNT; + let assetEthAmount = constants.ZERO_AMOUNT; + let zrxEthAmount = constants.ZERO_AMOUNT; if (isMakerAssetZrxToken) { - ethAmountToBuyAsset = findEthAmountNeededToBuyZrx(ordersAndFillableAmounts, assetBuyAmount); + assetEthAmount = findEthAmountNeededToBuyZrx(ordersAndFillableAmounts, assetBuyAmount); } else { // find eth and zrx amounts needed to buy const ethAndZrxAmountToBuyAsset = findEthAndZrxAmountNeededToBuyAsset(ordersAndFillableAmounts, assetBuyAmount); - ethAmountToBuyAsset = ethAndZrxAmountToBuyAsset[0]; + assetEthAmount = ethAndZrxAmountToBuyAsset[0]; const zrxAmountToBuyAsset = ethAndZrxAmountToBuyAsset[1]; // find eth amount needed to buy zrx - ethAmountToBuyZrx = findEthAmountNeededToBuyZrx(feeOrdersAndFillableAmounts, zrxAmountToBuyAsset); + zrxEthAmount = findEthAmountNeededToBuyZrx(feeOrdersAndFillableAmounts, zrxAmountToBuyAsset); } - /// find the eth amount needed to buy the affiliate fee - const ethAmountToBuyAffiliateFee = ethAmountToBuyAsset.mul(feePercentage).ceil(); - const totalEthAmountWithoutAffiliateFee = ethAmountToBuyAsset.plus(ethAmountToBuyZrx); - const ethAmountTotal = totalEthAmountWithoutAffiliateFee.plus(ethAmountToBuyAffiliateFee); - // divide into the assetBuyAmount in order to find rate of makerAsset / WETH - const ethPerAssetPrice = totalEthAmountWithoutAffiliateFee.div(assetBuyAmount); + // eth amount needed to buy the affiliate fee + const affiliateFeeEthAmount = assetEthAmount.mul(feePercentage).ceil(); + // eth amount needed for fees is the sum of affiliate fee and zrx fee + const feeEthAmount = affiliateFeeEthAmount.plus(zrxEthAmount); + // eth amount needed in total is the sum of the amount needed for the asset and the amount needed for fees + const totalEthAmount = assetEthAmount.plus(feeEthAmount); return { - totalEthAmount: ethAmountTotal, - feeEthAmount: ethAmountToBuyAffiliateFee, - ethPerAssetPrice, + assetEthAmount, + feeEthAmount, + totalEthAmount, }; } diff --git a/packages/asset-buyer/test/buy_quote_calculator_test.ts b/packages/asset-buyer/test/buy_quote_calculator_test.ts index 0ea371982..a30017b72 100644 --- a/packages/asset-buyer/test/buy_quote_calculator_test.ts +++ b/packages/asset-buyer/test/buy_quote_calculator_test.ts @@ -108,17 +108,17 @@ describe('buyQuoteCalculator', () => { // 50 eth to fill the first order + 100 eth for fees const expectedEthAmountForAsset = new BigNumber(50); const expectedEthAmountForZrxFees = new BigNumber(100); - const expectedFillEthAmount = expectedEthAmountForAsset.plus(expectedEthAmountForZrxFees); - const expectedFeeEthAmount = expectedEthAmountForAsset.mul(feePercentage); + const expectedFillEthAmount = expectedEthAmountForAsset; + const expectedAffiliateFeeEthAmount = expectedEthAmountForAsset.mul(feePercentage); + const expectedFeeEthAmount = expectedAffiliateFeeEthAmount.plus(expectedEthAmountForZrxFees); const expectedTotalEthAmount = expectedFillEthAmount.plus(expectedFeeEthAmount); - const expectedEthPerAssetPrice = expectedFillEthAmount.div(assetBuyAmount); + expect(buyQuote.bestCaseQuoteInfo.assetEthAmount).to.bignumber.equal(expectedFillEthAmount); expect(buyQuote.bestCaseQuoteInfo.feeEthAmount).to.bignumber.equal(expectedFeeEthAmount); expect(buyQuote.bestCaseQuoteInfo.totalEthAmount).to.bignumber.equal(expectedTotalEthAmount); - expect(buyQuote.bestCaseQuoteInfo.ethPerAssetPrice).to.bignumber.equal(expectedEthPerAssetPrice); // because we have no slippage protection, minRate is equal to maxRate + expect(buyQuote.worstCaseQuoteInfo.assetEthAmount).to.bignumber.equal(expectedFillEthAmount); expect(buyQuote.worstCaseQuoteInfo.feeEthAmount).to.bignumber.equal(expectedFeeEthAmount); expect(buyQuote.worstCaseQuoteInfo.totalEthAmount).to.bignumber.equal(expectedTotalEthAmount); - expect(buyQuote.worstCaseQuoteInfo.ethPerAssetPrice).to.bignumber.equal(expectedEthPerAssetPrice); // test if feePercentage gets passed through expect(buyQuote.feePercentage).to.equal(feePercentage); }); @@ -146,23 +146,23 @@ describe('buyQuoteCalculator', () => { // 50 eth to fill the first order + 100 eth for fees const expectedEthAmountForAsset = new BigNumber(50); const expectedEthAmountForZrxFees = new BigNumber(100); - const expectedFillEthAmount = expectedEthAmountForAsset.plus(expectedEthAmountForZrxFees); - const expectedFeeEthAmount = expectedEthAmountForAsset.mul(feePercentage); + const expectedFillEthAmount = expectedEthAmountForAsset; + const expectedAffiliateFeeEthAmount = expectedEthAmountForAsset.mul(feePercentage); + const expectedFeeEthAmount = expectedAffiliateFeeEthAmount.plus(expectedEthAmountForZrxFees); const expectedTotalEthAmount = expectedFillEthAmount.plus(expectedFeeEthAmount); - const expectedEthPerAssetPrice = expectedFillEthAmount.div(assetBuyAmount); + expect(buyQuote.bestCaseQuoteInfo.assetEthAmount).to.bignumber.equal(expectedFillEthAmount); expect(buyQuote.bestCaseQuoteInfo.feeEthAmount).to.bignumber.equal(expectedFeeEthAmount); expect(buyQuote.bestCaseQuoteInfo.totalEthAmount).to.bignumber.equal(expectedTotalEthAmount); - expect(buyQuote.bestCaseQuoteInfo.ethPerAssetPrice).to.bignumber.equal(expectedEthPerAssetPrice); // 100 eth to fill the first order + 208 eth for fees const expectedWorstEthAmountForAsset = new BigNumber(100); const expectedWorstEthAmountForZrxFees = new BigNumber(208); - const expectedWorstFillEthAmount = expectedWorstEthAmountForAsset.plus(expectedWorstEthAmountForZrxFees); - const expectedWorstFeeEthAmount = expectedWorstEthAmountForAsset.mul(feePercentage); + const expectedWorstFillEthAmount = expectedWorstEthAmountForAsset; + const expectedWorstAffiliateFeeEthAmount = expectedWorstEthAmountForAsset.mul(feePercentage); + const expectedWorstFeeEthAmount = expectedWorstAffiliateFeeEthAmount.plus(expectedWorstEthAmountForZrxFees); const expectedWorstTotalEthAmount = expectedWorstFillEthAmount.plus(expectedWorstFeeEthAmount); - const expectedWorstEthPerAssetPrice = expectedWorstFillEthAmount.div(assetBuyAmount); + expect(buyQuote.worstCaseQuoteInfo.assetEthAmount).to.bignumber.equal(expectedWorstFillEthAmount); expect(buyQuote.worstCaseQuoteInfo.feeEthAmount).to.bignumber.equal(expectedWorstFeeEthAmount); expect(buyQuote.worstCaseQuoteInfo.totalEthAmount).to.bignumber.equal(expectedWorstTotalEthAmount); - expect(buyQuote.worstCaseQuoteInfo.ethPerAssetPrice).to.bignumber.equal(expectedWorstEthPerAssetPrice); // test if feePercentage gets passed through expect(buyQuote.feePercentage).to.equal(feePercentage); }); |