diff options
Diffstat (limited to 'src/utils')
| -rw-r--r-- | src/utils/order_validation_utils.ts | 9 |
1 files changed, 8 insertions, 1 deletions
diff --git a/src/utils/order_validation_utils.ts b/src/utils/order_validation_utils.ts index de20cf06d..160afc43e 100644 --- a/src/utils/order_validation_utils.ts +++ b/src/utils/order_validation_utils.ts @@ -145,6 +145,9 @@ export class OrderValidationUtils { signedOrder.takerTokenAddress, senderAddress); const isTakerTokenZRX = signedOrder.takerTokenAddress === zrxTokenAddress; + // exchangeRate is the price of one maker token denominated in taker tokens + const exchangeRate = signedOrder.takerTokenAmount.div(signedOrder.makerTokenAmount); + const fillMakerAmount = fillTakerAmount.div(exchangeRate); const requiredTakerAmount = isTakerTokenZRX ? fillTakerAmount.plus(signedOrder.takerFee) : fillTakerAmount; if (requiredTakerAmount.greaterThan(takerBalance)) { @@ -155,7 +158,11 @@ export class OrderValidationUtils { } if (!isTakerTokenZRX) { - const takerZRXBalance = await this.tokenWrapper.getBalanceAsync(zrxTokenAddress, senderAddress); + const isMakerTokenZRX = signedOrder.makerTokenAddress === zrxTokenAddress; + let takerZRXBalance = await this.tokenWrapper.getBalanceAsync(zrxTokenAddress, senderAddress); + if (isMakerTokenZRX) { + takerZRXBalance = takerZRXBalance.plus(fillMakerAmount); + } const takerZRXAllowance = await this.tokenWrapper.getProxyAllowanceAsync(zrxTokenAddress, senderAddress); if (signedOrder.takerFee.greaterThan(takerZRXBalance)) { |