1 files changed, 95 insertions, 0 deletions
diff --git a/packages/order-utils/src/remaining_fillable_calculator.ts b/packages/order-utils/src/remaining_fillable_calculator.ts
new file mode 100644
index 000000000..184c13aa4
--- /dev/null
+++ b/packages/order-utils/src/remaining_fillable_calculator.ts
@@ -0,0 +1,95 @@
+import { SignedOrder } from '@0xproject/types';
+import { BigNumber } from '@0xproject/utils';
+
+export class RemainingFillableCalculator {
+    private _signedOrder: SignedOrder;
+    private _isMakerTokenZRX: boolean;
+    // Transferrable Amount is the minimum of Approval and Balance
+    private _transferrableMakerTokenAmount: BigNumber;
+    private _transferrableMakerFeeTokenAmount: BigNumber;
+    private _remainingMakerTokenAmount: BigNumber;
+    private _remainingMakerFeeAmount: BigNumber;
+    constructor(
+        signedOrder: SignedOrder,
+        isMakerTokenZRX: boolean,
+        transferrableMakerTokenAmount: BigNumber,
+        transferrableMakerFeeTokenAmount: BigNumber,
+        remainingMakerTokenAmount: BigNumber,
+    ) {
+        this._signedOrder = signedOrder;
+        this._isMakerTokenZRX = isMakerTokenZRX;
+        this._transferrableMakerTokenAmount = transferrableMakerTokenAmount;
+        this._transferrableMakerFeeTokenAmount = transferrableMakerFeeTokenAmount;
+        this._remainingMakerTokenAmount = remainingMakerTokenAmount;
+        this._remainingMakerFeeAmount = remainingMakerTokenAmount
+            .times(signedOrder.makerFee)
+            .dividedToIntegerBy(signedOrder.makerTokenAmount);
+    }
+    public computeRemainingMakerFillable(): BigNumber {
+        if (this._hasSufficientFundsForFeeAndTransferAmount()) {
+            return this._remainingMakerTokenAmount;
+        }
+        if (this._signedOrder.makerFee.isZero()) {
+            return BigNumber.min(this._remainingMakerTokenAmount, this._transferrableMakerTokenAmount);
+        }
+        return this._calculatePartiallyFillableMakerTokenAmount();
+    }
+    public computeRemainingTakerFillable(): BigNumber {
+        return this.computeRemainingMakerFillable()
+            .times(this._signedOrder.takerTokenAmount)
+            .dividedToIntegerBy(this._signedOrder.makerTokenAmount);
+    }
+    private _hasSufficientFundsForFeeAndTransferAmount(): boolean {
+        if (this._isMakerTokenZRX) {
+            const totalZRXTransferAmountRequired = this._remainingMakerTokenAmount.plus(this._remainingMakerFeeAmount);
+            const hasSufficientFunds = this._transferrableMakerTokenAmount.greaterThanOrEqualTo(
+                totalZRXTransferAmountRequired,
+            );
+            return hasSufficientFunds;
+        } else {
+            const hasSufficientFundsForTransferAmount = this._transferrableMakerTokenAmount.greaterThanOrEqualTo(
+                this._remainingMakerTokenAmount,
+            );
+            const hasSufficientFundsForFeeAmount = this._transferrableMakerFeeTokenAmount.greaterThanOrEqualTo(
+                this._remainingMakerFeeAmount,
+            );
+            const hasSufficientFunds = hasSufficientFundsForTransferAmount && hasSufficientFundsForFeeAmount;
+            return hasSufficientFunds;
+        }
+    }
+    private _calculatePartiallyFillableMakerTokenAmount(): BigNumber {
+        // Given an order for 200 wei for 2 ZRXwei fee, find 100 wei for 1 ZRXwei. Order ratio is then 100:1
+        const orderToFeeRatio = this._signedOrder.makerTokenAmount.dividedBy(this._signedOrder.makerFee);
+        // The number of times the maker can fill the order, if each fill only required the transfer of a single
+        // baseUnit of fee tokens.
+        // Given 2 ZRXwei, the maximum amount of times Maker can fill this order, in terms of fees, is 2
+        const fillableTimesInFeeTokenBaseUnits = BigNumber.min(
+            this._transferrableMakerFeeTokenAmount,
+            this._remainingMakerFeeAmount,
+        );
+        // The number of times the Maker can fill the order, given the Maker Token Balance
+        // Assuming a balance of 150 wei, and an orderToFeeRatio of 100:1, maker can fill this order 1 time.
+        let fillableTimesInMakerTokenUnits = this._transferrableMakerTokenAmount.dividedBy(orderToFeeRatio);
+        if (this._isMakerTokenZRX) {
+            // If ZRX is the maker token, the Fee and the Maker amount need to be removed from the same pool;
+            // 200 ZRXwei for 2ZRXwei fee can only be filled once (need 202 ZRXwei)
+            const totalZRXTokenPooled = this._transferrableMakerTokenAmount;
+            // The purchasing power here is less as the tokens are taken from the same Pool
+            // For every one number of fills, we have to take an extra ZRX out of the pool
+            fillableTimesInMakerTokenUnits = totalZRXTokenPooled.dividedBy(orderToFeeRatio.plus(new BigNumber(1)));
+        }
+        // When Ratio is not fully divisible there can be remainders which cannot be represented, so they are floored.
+        // This can result in a RoundingError being thrown by the Exchange Contract.
+        const partiallyFillableMakerTokenAmount = fillableTimesInMakerTokenUnits
+            .times(this._signedOrder.makerTokenAmount)
+            .dividedToIntegerBy(this._signedOrder.makerFee);
+        const partiallyFillableFeeTokenAmount = fillableTimesInFeeTokenBaseUnits
+            .times(this._signedOrder.makerTokenAmount)
+            .dividedToIntegerBy(this._signedOrder.makerFee);
+        const partiallyFillableAmount = BigNumber.min(
+            partiallyFillableMakerTokenAmount,
+            partiallyFillableFeeTokenAmount,
+        );
+        return partiallyFillableAmount;
+    }
+}