From c3afc13dd660348e99b727c2dd01930eec8d99c3 Mon Sep 17 00:00:00 2001 From: Leonid Logvinov Date: Mon, 14 Jan 2019 15:50:32 +0100 Subject: Upgrade bignumber.js version --- .../asset-buyer/src/utils/buy_quote_calculator.ts | 10 ++++---- .../src/utils/order_provider_response_processor.ts | 7 ++---- packages/asset-buyer/src/utils/order_utils.ts | 28 +++++++++++----------- .../asset-buyer/test/buy_quote_calculator_test.ts | 6 ++--- 4 files changed, 24 insertions(+), 27 deletions(-) (limited to 'packages/asset-buyer') diff --git a/packages/asset-buyer/src/utils/buy_quote_calculator.ts b/packages/asset-buyer/src/utils/buy_quote_calculator.ts index fcded6ab1..9205678e7 100644 --- a/packages/asset-buyer/src/utils/buy_quote_calculator.ts +++ b/packages/asset-buyer/src/utils/buy_quote_calculator.ts @@ -22,7 +22,7 @@ export const buyQuoteCalculator = { const remainingFillableMakerAssetAmounts = ordersAndFillableAmounts.remainingFillableMakerAssetAmounts; const feeOrders = feeOrdersAndFillableAmounts.orders; const remainingFillableFeeAmounts = feeOrdersAndFillableAmounts.remainingFillableMakerAssetAmounts; - const slippageBufferAmount = assetBuyAmount.mul(slippagePercentage).round(); + const slippageBufferAmount = assetBuyAmount.multipliedBy(slippagePercentage).integerValue(); // find the orders that cover the desired assetBuyAmount (with slippage) const { resultOrders, @@ -43,7 +43,7 @@ export const buyQuoteCalculator = { const multiplierNeededWithSlippage = new BigNumber(1).plus(slippagePercentage); // Given amountAvailableToFillConsideringSlippage * multiplierNeededWithSlippage = amountAbleToFill // We divide amountUnableToFill by multiplierNeededWithSlippage to determine amountAvailableToFillConsideringSlippage - const amountAvailableToFillConsideringSlippage = amountAbleToFill.div(multiplierNeededWithSlippage).floor(); + const amountAvailableToFillConsideringSlippage = amountAbleToFill.div(multiplierNeededWithSlippage).integerValue(BigNumber.ROUND_FLOOR); throw new InsufficientAssetLiquidityError(amountAvailableToFillConsideringSlippage); } @@ -131,7 +131,7 @@ function calculateQuoteInfo( zrxEthAmount = findEthAmountNeededToBuyZrx(feeOrdersAndFillableAmounts, zrxAmountToBuyAsset); } // eth amount needed to buy the affiliate fee - const affiliateFeeEthAmount = assetEthAmount.mul(feePercentage).ceil(); + const affiliateFeeEthAmount = assetEthAmount.multipliedBy(feePercentage).integerValue(BigNumber.ROUND_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 @@ -168,9 +168,9 @@ function findEthAmountNeededToBuyZrx( order, makerFillAmount, ); - const extraFeeAmount = remainingFillableMakerAssetAmount.greaterThanOrEqualTo(adjustedMakerFillAmount) + const extraFeeAmount = remainingFillableMakerAssetAmount.isGreaterThanOrEqualTo(adjustedMakerFillAmount) ? constants.ZERO_AMOUNT - : adjustedMakerFillAmount.sub(makerFillAmount); + : adjustedMakerFillAmount.minus(makerFillAmount); return { totalEthAmount: totalEthAmount.plus(takerFillAmount), remainingZrxBuyAmount: BigNumber.max( diff --git a/packages/asset-buyer/src/utils/order_provider_response_processor.ts b/packages/asset-buyer/src/utils/order_provider_response_processor.ts index 4244d196c..f08cd6150 100644 --- a/packages/asset-buyer/src/utils/order_provider_response_processor.ts +++ b/packages/asset-buyer/src/utils/order_provider_response_processor.ts @@ -109,11 +109,8 @@ function getValidOrdersWithRemainingFillableMakerAssetAmountsFromOnChain( return accOrders; } // if the order IS fillable, add the order and calculate the remaining fillable amount - const transferrableAssetAmount = BigNumber.min([traderInfo.makerAllowance, traderInfo.makerBalance]); - const transferrableFeeAssetAmount = BigNumber.min([ - traderInfo.makerZrxAllowance, - traderInfo.makerZrxBalance, - ]); + const transferrableAssetAmount = BigNumber.min(traderInfo.makerAllowance, traderInfo.makerBalance); + const transferrableFeeAssetAmount = BigNumber.min(traderInfo.makerZrxAllowance, traderInfo.makerZrxBalance); const remainingTakerAssetAmount = order.takerAssetAmount.minus(orderInfo.orderTakerAssetFilledAmount); const remainingMakerAssetAmount = orderUtils.getRemainingMakerAmount(order, remainingTakerAssetAmount); const remainingFillableCalculator = new RemainingFillableCalculator( diff --git a/packages/asset-buyer/src/utils/order_utils.ts b/packages/asset-buyer/src/utils/order_utils.ts index 1cc2cf95f..3ea3cafd3 100644 --- a/packages/asset-buyer/src/utils/order_utils.ts +++ b/packages/asset-buyer/src/utils/order_utils.ts @@ -9,8 +9,8 @@ export const orderUtils = { }, willOrderExpire(order: SignedOrder, secondsFromNow: number): boolean { const millisecondsInSecond = 1000; - const currentUnixTimestampSec = new BigNumber(Date.now() / millisecondsInSecond).round(); - return order.expirationTimeSeconds.lessThan(currentUnixTimestampSec.plus(secondsFromNow)); + const currentUnixTimestampSec = new BigNumber(Date.now() / millisecondsInSecond).integerValue(); + return order.expirationTimeSeconds.isLessThan(currentUnixTimestampSec.plus(secondsFromNow)); }, isOpenOrder(order: SignedOrder): boolean { return order.takerAddress === constants.NULL_ADDRESS; @@ -20,43 +20,43 @@ export const orderUtils = { const remainingMakerAmount = remainingTakerAmount .times(order.makerAssetAmount) .div(order.takerAssetAmount) - .floor(); + .integerValue(BigNumber.ROUND_FLOOR); return remainingMakerAmount; }, // given a desired amount of makerAsset, calculate how much takerAsset is required to fill that amount getTakerFillAmount(order: SignedOrder, makerFillAmount: BigNumber): BigNumber { // Round up because exchange rate favors Maker const takerFillAmount = makerFillAmount - .mul(order.takerAssetAmount) + .multipliedBy(order.takerAssetAmount) .div(order.makerAssetAmount) - .ceil(); + .integerValue(BigNumber.ROUND_CEIL); return takerFillAmount; }, // given a desired amount of takerAsset to fill, calculate how much fee is required by the taker to fill that amount getTakerFeeAmount(order: SignedOrder, takerFillAmount: BigNumber): BigNumber { // Round down because Taker fee rate favors Taker const takerFeeAmount = takerFillAmount - .mul(order.takerFee) + .multipliedBy(order.takerFee) .div(order.takerAssetAmount) - .floor(); + .integerValue(BigNumber.ROUND_FLOOR); return takerFeeAmount; }, // given a desired amount of takerAsset to fill, calculate how much makerAsset will be filled getMakerFillAmount(order: SignedOrder, takerFillAmount: BigNumber): BigNumber { // Round down because exchange rate favors Maker const makerFillAmount = takerFillAmount - .mul(order.makerAssetAmount) + .multipliedBy(order.makerAssetAmount) .div(order.takerAssetAmount) - .floor(); + .integerValue(BigNumber.ROUND_FLOOR); return makerFillAmount; }, // given a desired amount of makerAsset, calculate how much fee is required by the maker to fill that amount getMakerFeeAmount(order: SignedOrder, makerFillAmount: BigNumber): BigNumber { // Round down because Maker fee rate favors Maker const makerFeeAmount = makerFillAmount - .mul(order.makerFee) + .multipliedBy(order.makerFee) .div(order.makerAssetAmount) - .floor(); + .integerValue(BigNumber.ROUND_FLOOR); return makerFeeAmount; }, // given a desired amount of ZRX from a fee order, calculate how much takerAsset is required to fill that amount @@ -64,9 +64,9 @@ export const orderUtils = { getTakerFillAmountForFeeOrder(order: SignedOrder, makerFillAmount: BigNumber): [BigNumber, BigNumber] { // For each unit of TakerAsset we buy (MakerAsset - TakerFee) const adjustedTakerFillAmount = makerFillAmount - .mul(order.takerAssetAmount) - .div(order.makerAssetAmount.sub(order.takerFee)) - .ceil(); + .multipliedBy(order.takerAssetAmount) + .div(order.makerAssetAmount.minus(order.takerFee)) + .integerValue(BigNumber.ROUND_CEIL); // The amount that we buy will be greater than makerFillAmount, since we buy some amount for fees. const adjustedMakerFillAmount = orderUtils.getMakerFillAmount(order, adjustedTakerFillAmount); return [adjustedTakerFillAmount, adjustedMakerFillAmount]; diff --git a/packages/asset-buyer/test/buy_quote_calculator_test.ts b/packages/asset-buyer/test/buy_quote_calculator_test.ts index fdc17ef25..cf443bef3 100644 --- a/packages/asset-buyer/test/buy_quote_calculator_test.ts +++ b/packages/asset-buyer/test/buy_quote_calculator_test.ts @@ -234,7 +234,7 @@ describe('buyQuoteCalculator', () => { const expectedEthAmountForAsset = new BigNumber(50); const expectedEthAmountForZrxFees = new BigNumber(100); const expectedFillEthAmount = expectedEthAmountForAsset; - const expectedAffiliateFeeEthAmount = expectedEthAmountForAsset.mul(feePercentage); + const expectedAffiliateFeeEthAmount = expectedEthAmountForAsset.multipliedBy(feePercentage); const expectedFeeEthAmount = expectedAffiliateFeeEthAmount.plus(expectedEthAmountForZrxFees); const expectedTotalEthAmount = expectedFillEthAmount.plus(expectedFeeEthAmount); expect(buyQuote.bestCaseQuoteInfo.assetEthAmount).to.bignumber.equal(expectedFillEthAmount); @@ -272,7 +272,7 @@ describe('buyQuoteCalculator', () => { const expectedEthAmountForAsset = new BigNumber(50); const expectedEthAmountForZrxFees = new BigNumber(100); const expectedFillEthAmount = expectedEthAmountForAsset; - const expectedAffiliateFeeEthAmount = expectedEthAmountForAsset.mul(feePercentage); + const expectedAffiliateFeeEthAmount = expectedEthAmountForAsset.multipliedBy(feePercentage); const expectedFeeEthAmount = expectedAffiliateFeeEthAmount.plus(expectedEthAmountForZrxFees); const expectedTotalEthAmount = expectedFillEthAmount.plus(expectedFeeEthAmount); expect(buyQuote.bestCaseQuoteInfo.assetEthAmount).to.bignumber.equal(expectedFillEthAmount); @@ -282,7 +282,7 @@ describe('buyQuoteCalculator', () => { const expectedWorstEthAmountForAsset = new BigNumber(100); const expectedWorstEthAmountForZrxFees = new BigNumber(208); const expectedWorstFillEthAmount = expectedWorstEthAmountForAsset; - const expectedWorstAffiliateFeeEthAmount = expectedWorstEthAmountForAsset.mul(feePercentage); + const expectedWorstAffiliateFeeEthAmount = expectedWorstEthAmountForAsset.multipliedBy(feePercentage); const expectedWorstFeeEthAmount = expectedWorstAffiliateFeeEthAmount.plus(expectedWorstEthAmountForZrxFees); const expectedWorstTotalEthAmount = expectedWorstFillEthAmount.plus(expectedWorstFeeEthAmount); expect(buyQuote.worstCaseQuoteInfo.assetEthAmount).to.bignumber.equal(expectedWorstFillEthAmount); -- cgit v1.2.3 From eb393f0a6643183c784914bf3e039d1f4299247d Mon Sep 17 00:00:00 2001 From: Leonid Logvinov Date: Mon, 14 Jan 2019 15:53:43 +0100 Subject: Upgrade chai-bignumber --- packages/asset-buyer/package.json | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) (limited to 'packages/asset-buyer') diff --git a/packages/asset-buyer/package.json b/packages/asset-buyer/package.json index 3fca31664..fcc99608a 100644 --- a/packages/asset-buyer/package.json +++ b/packages/asset-buyer/package.json @@ -56,7 +56,7 @@ "@types/node": "*", "chai": "^4.0.1", "chai-as-promised": "^7.1.0", - "chai-bignumber": "^2.0.1", + "chai-bignumber": "^2.0.2", "dirty-chai": "^2.0.1", "make-promises-safe": "^1.1.0", "mocha": "^4.1.0", -- cgit v1.2.3 From 61c88455f49c86041263e48e99ca80ab4f2a9a6e Mon Sep 17 00:00:00 2001 From: Leonid Logvinov Date: Mon, 14 Jan 2019 20:30:18 +0100 Subject: Apply prettier --- packages/asset-buyer/src/utils/buy_quote_calculator.ts | 4 +++- 1 file changed, 3 insertions(+), 1 deletion(-) (limited to 'packages/asset-buyer') diff --git a/packages/asset-buyer/src/utils/buy_quote_calculator.ts b/packages/asset-buyer/src/utils/buy_quote_calculator.ts index 9205678e7..125841094 100644 --- a/packages/asset-buyer/src/utils/buy_quote_calculator.ts +++ b/packages/asset-buyer/src/utils/buy_quote_calculator.ts @@ -43,7 +43,9 @@ export const buyQuoteCalculator = { const multiplierNeededWithSlippage = new BigNumber(1).plus(slippagePercentage); // Given amountAvailableToFillConsideringSlippage * multiplierNeededWithSlippage = amountAbleToFill // We divide amountUnableToFill by multiplierNeededWithSlippage to determine amountAvailableToFillConsideringSlippage - const amountAvailableToFillConsideringSlippage = amountAbleToFill.div(multiplierNeededWithSlippage).integerValue(BigNumber.ROUND_FLOOR); + const amountAvailableToFillConsideringSlippage = amountAbleToFill + .div(multiplierNeededWithSlippage) + .integerValue(BigNumber.ROUND_FLOOR); throw new InsufficientAssetLiquidityError(amountAvailableToFillConsideringSlippage); } -- cgit v1.2.3 From 20eab4257a58c6783cf2313b160d6df342cdc7d2 Mon Sep 17 00:00:00 2001 From: Leonid Logvinov Date: Tue, 15 Jan 2019 12:20:54 +0100 Subject: Upgrade chai-bignumber --- packages/asset-buyer/package.json | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) (limited to 'packages/asset-buyer') diff --git a/packages/asset-buyer/package.json b/packages/asset-buyer/package.json index fcc99608a..c9ed9d02f 100644 --- a/packages/asset-buyer/package.json +++ b/packages/asset-buyer/package.json @@ -56,7 +56,7 @@ "@types/node": "*", "chai": "^4.0.1", "chai-as-promised": "^7.1.0", - "chai-bignumber": "^2.0.2", + "chai-bignumber": "^3.0.0", "dirty-chai": "^2.0.1", "make-promises-safe": "^1.1.0", "mocha": "^4.1.0", -- cgit v1.2.3 From 4404f92b3809a1edf538a1ebda6e0afe053b5e0c Mon Sep 17 00:00:00 2001 From: Leonid Logvinov Date: Tue, 15 Jan 2019 17:05:51 +0100 Subject: Add CHANGELOG entries --- packages/asset-buyer/CHANGELOG.json | 21 +++++++++++++++++---- 1 file changed, 17 insertions(+), 4 deletions(-) (limited to 'packages/asset-buyer') diff --git a/packages/asset-buyer/CHANGELOG.json b/packages/asset-buyer/CHANGELOG.json index 0b717a887..98c30ca09 100644 --- a/packages/asset-buyer/CHANGELOG.json +++ b/packages/asset-buyer/CHANGELOG.json @@ -1,4 +1,13 @@ [ + { + "version": "5.0.0", + "changes": [ + { + "note": "Upgrade the bignumber.js to v8.0.2", + "pr": 1517 + } + ] + }, { "timestamp": 1547561734, "version": "4.0.1", @@ -100,7 +109,8 @@ "pr": 1187 }, { - "note": "the `OrderProvider` now requires a new method `getAvailableMakerAssetDatasAsync` and the `StandardRelayerAPIOrderProvider` requires the network id at init.", + "note": + "the `OrderProvider` now requires a new method `getAvailableMakerAssetDatasAsync` and the `StandardRelayerAPIOrderProvider` requires the network id at init.", "pr": 1203 }, { @@ -108,11 +118,13 @@ "pr": 1197 }, { - "note": "Fix bug where `BuyQuoteInfo` objects could return `totalEthAmount` and `feeEthAmount` that were not whole numbers", + "note": + "Fix bug where `BuyQuoteInfo` objects could return `totalEthAmount` and `feeEthAmount` that were not whole numbers", "pr": 1207 }, { - "note": "Fix bug where default values for `AssetBuyer` public facing methods could get overriden by `undefined` values", + "note": + "Fix bug where default values for `AssetBuyer` public facing methods could get overriden by `undefined` values", "pr": 1207 }, { @@ -133,7 +145,8 @@ "pr": 1131 }, { - "note": "Updated to use new modularized artifacts and the latest version of @0xproject/contract-wrappers", + "note": + "Updated to use new modularized artifacts and the latest version of @0xproject/contract-wrappers", "pr": 1105 }, { -- cgit v1.2.3 From 7d166dc7da23c30540fb554727a955015073286f Mon Sep 17 00:00:00 2001 From: Leonid Logvinov Date: Tue, 15 Jan 2019 17:34:44 +0100 Subject: Fix prettier --- packages/asset-buyer/CHANGELOG.json | 12 ++++-------- 1 file changed, 4 insertions(+), 8 deletions(-) (limited to 'packages/asset-buyer') diff --git a/packages/asset-buyer/CHANGELOG.json b/packages/asset-buyer/CHANGELOG.json index 98c30ca09..4e670b642 100644 --- a/packages/asset-buyer/CHANGELOG.json +++ b/packages/asset-buyer/CHANGELOG.json @@ -109,8 +109,7 @@ "pr": 1187 }, { - "note": - "the `OrderProvider` now requires a new method `getAvailableMakerAssetDatasAsync` and the `StandardRelayerAPIOrderProvider` requires the network id at init.", + "note": "the `OrderProvider` now requires a new method `getAvailableMakerAssetDatasAsync` and the `StandardRelayerAPIOrderProvider` requires the network id at init.", "pr": 1203 }, { @@ -118,13 +117,11 @@ "pr": 1197 }, { - "note": - "Fix bug where `BuyQuoteInfo` objects could return `totalEthAmount` and `feeEthAmount` that were not whole numbers", + "note": "Fix bug where `BuyQuoteInfo` objects could return `totalEthAmount` and `feeEthAmount` that were not whole numbers", "pr": 1207 }, { - "note": - "Fix bug where default values for `AssetBuyer` public facing methods could get overriden by `undefined` values", + "note": "Fix bug where default values for `AssetBuyer` public facing methods could get overriden by `undefined` values", "pr": 1207 }, { @@ -145,8 +142,7 @@ "pr": 1131 }, { - "note": - "Updated to use new modularized artifacts and the latest version of @0xproject/contract-wrappers", + "note": "Updated to use new modularized artifacts and the latest version of @0xproject/contract-wrappers", "pr": 1105 }, { -- cgit v1.2.3