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-rw-r--r--packages/order-utils/src/market_utils.ts39
-rw-r--r--packages/order-utils/src/types.ts2
2 files changed, 27 insertions, 14 deletions
diff --git a/packages/order-utils/src/market_utils.ts b/packages/order-utils/src/market_utils.ts
index 4a664cb14..ed6af7d85 100644
--- a/packages/order-utils/src/market_utils.ts
+++ b/packages/order-utils/src/market_utils.ts
@@ -51,17 +51,23 @@ export const marketUtils = {
// iterate through the orders input from left to right until we have enough makerAsset to fill totalFillAmount
const result = _.reduce(
orders,
- ({ resultOrders, remainingFillAmount }, order, index) => {
+ ({ resultOrders, remainingFillAmount, ordersRemainingFillableMakerAssetAmounts }, order, index) => {
if (remainingFillAmount.lessThanOrEqualTo(constants.ZERO_AMOUNT)) {
- return { resultOrders, remainingFillAmount: constants.ZERO_AMOUNT };
+ return {
+ resultOrders,
+ remainingFillAmount: constants.ZERO_AMOUNT,
+ ordersRemainingFillableMakerAssetAmounts,
+ };
} else {
const makerAssetAmountAvailable = remainingFillableMakerAssetAmounts[index];
+ const shouldIncludeOrder = makerAssetAmountAvailable.gt(constants.ZERO_AMOUNT);
// if there is no makerAssetAmountAvailable do not append order to resultOrders
// if we have exceeded the total amount we want to fill set remainingFillAmount to 0
return {
- resultOrders: makerAssetAmountAvailable.gt(constants.ZERO_AMOUNT)
- ? _.concat(resultOrders, order)
- : resultOrders,
+ resultOrders: shouldIncludeOrder ? _.concat(resultOrders, order) : resultOrders,
+ ordersRemainingFillableMakerAssetAmounts: shouldIncludeOrder
+ ? _.concat(ordersRemainingFillableMakerAssetAmounts, makerAssetAmountAvailable)
+ : ordersRemainingFillableMakerAssetAmounts,
remainingFillAmount: BigNumber.max(
constants.ZERO_AMOUNT,
remainingFillAmount.minus(makerAssetAmountAvailable),
@@ -69,7 +75,11 @@ export const marketUtils = {
};
}
},
- { resultOrders: [] as T[], remainingFillAmount: totalFillAmount },
+ {
+ resultOrders: [] as T[],
+ remainingFillAmount: totalFillAmount,
+ ordersRemainingFillableMakerAssetAmounts: [] as BigNumber[],
+ },
);
return result;
},
@@ -133,17 +143,18 @@ export const marketUtils = {
},
constants.ZERO_AMOUNT,
);
- const { resultOrders, remainingFillAmount } = marketUtils.findOrdersThatCoverMakerAssetFillAmount(
- feeOrders,
- totalFeeAmount,
- {
- remainingFillableMakerAssetAmounts: remainingFillableFeeAmounts,
- slippageBufferAmount,
- },
- );
+ const {
+ resultOrders,
+ remainingFillAmount,
+ ordersRemainingFillableMakerAssetAmounts,
+ } = marketUtils.findOrdersThatCoverMakerAssetFillAmount(feeOrders, totalFeeAmount, {
+ remainingFillableMakerAssetAmounts: remainingFillableFeeAmounts,
+ slippageBufferAmount,
+ });
return {
resultFeeOrders: resultOrders,
remainingFeeAmount: remainingFillAmount,
+ feeOrdersRemainingFillableMakerAssetAmounts: ordersRemainingFillableMakerAssetAmounts,
};
// TODO: add more orders here to cover rounding
// https://github.com/0xProject/0x-protocol-specification/blob/master/v2/forwarding-contract-specification.md#over-buying-zrx
diff --git a/packages/order-utils/src/types.ts b/packages/order-utils/src/types.ts
index 09292e557..a843efaa4 100644
--- a/packages/order-utils/src/types.ts
+++ b/packages/order-utils/src/types.ts
@@ -72,10 +72,12 @@ export interface FindFeeOrdersThatCoverFeesForTargetOrdersOpts {
export interface FeeOrdersAndRemainingFeeAmount<T> {
resultFeeOrders: T[];
+ feeOrdersRemainingFillableMakerAssetAmounts: BigNumber[];
remainingFeeAmount: BigNumber;
}
export interface OrdersAndRemainingFillAmount<T> {
resultOrders: T[];
+ ordersRemainingFillableMakerAssetAmounts: BigNumber[];
remainingFillAmount: BigNumber;
}