From 80291caf7cef16f0b300484755960d92d6750a6a Mon Sep 17 00:00:00 2001 From: Remco Bloemen Date: Fri, 24 Aug 2018 16:16:44 -0700 Subject: Append -Floor to getPartialAmount and isRoundingError --- packages/order-utils/src/order_state_utils.ts | 4 ++-- packages/order-utils/src/order_validation_utils.ts | 10 +++++----- packages/order-utils/src/utils.ts | 2 +- packages/order-utils/test/order_validation_utils_test.ts | 12 ++++++------ 4 files changed, 14 insertions(+), 14 deletions(-) (limited to 'packages/order-utils') diff --git a/packages/order-utils/src/order_state_utils.ts b/packages/order-utils/src/order_state_utils.ts index a0e24acf0..8398776aa 100644 --- a/packages/order-utils/src/order_state_utils.ts +++ b/packages/order-utils/src/order_state_utils.ts @@ -81,7 +81,7 @@ export class OrderStateUtils { const remainingTakerAssetAmount = signedOrder.takerAssetAmount.minus( sidedOrderRelevantState.filledTakerAssetAmount, ); - const isRoundingError = OrderValidationUtils.isRoundingError( + const isRoundingError = OrderValidationUtils.isRoundingErrorFloor( remainingTakerAssetAmount, signedOrder.takerAssetAmount, signedOrder.makerAssetAmount, @@ -191,7 +191,7 @@ export class OrderStateUtils { ); const remainingFillableTakerAssetAmountGivenMakersStatus = signedOrder.makerAssetAmount.eq(0) ? new BigNumber(0) - : utils.getPartialAmount( + : utils.getPartialAmountFloor( orderRelevantMakerState.remainingFillableAssetAmount, signedOrder.makerAssetAmount, signedOrder.takerAssetAmount, diff --git a/packages/order-utils/src/order_validation_utils.ts b/packages/order-utils/src/order_validation_utils.ts index 972e6f6d6..8227fb07c 100644 --- a/packages/order-utils/src/order_validation_utils.ts +++ b/packages/order-utils/src/order_validation_utils.ts @@ -24,7 +24,7 @@ export class OrderValidationUtils { * @param denominator Denominator value. When used to check an order, pass in `order.takerAssetAmount` * @param target Target value. When used to check an order, pass in `order.makerAssetAmount` */ - public static isRoundingError(numerator: BigNumber, denominator: BigNumber, target: BigNumber): boolean { + public static isRoundingErrorFloor(numerator: BigNumber, denominator: BigNumber, target: BigNumber): boolean { // Solidity's mulmod() in JS // Source: https://solidity.readthedocs.io/en/latest/units-and-global-variables.html#mathematical-and-cryptographic-functions if (denominator.eq(0)) { @@ -58,7 +58,7 @@ export class OrderValidationUtils { zrxAssetData: string, ): Promise { try { - const fillMakerTokenAmount = utils.getPartialAmount( + const fillMakerTokenAmount = utils.getPartialAmountFloor( fillTakerAssetAmount, signedOrder.takerAssetAmount, signedOrder.makerAssetAmount, @@ -79,7 +79,7 @@ export class OrderValidationUtils { TradeSide.Taker, TransferType.Trade, ); - const makerFeeAmount = utils.getPartialAmount( + const makerFeeAmount = utils.getPartialAmountFloor( fillTakerAssetAmount, signedOrder.takerAssetAmount, signedOrder.makerFee, @@ -92,7 +92,7 @@ export class OrderValidationUtils { TradeSide.Maker, TransferType.Fee, ); - const takerFeeAmount = utils.getPartialAmount( + const takerFeeAmount = utils.getPartialAmountFloor( fillTakerAssetAmount, signedOrder.takerAssetAmount, signedOrder.takerFee, @@ -218,7 +218,7 @@ export class OrderValidationUtils { zrxAssetData, ); - const wouldRoundingErrorOccur = OrderValidationUtils.isRoundingError( + const wouldRoundingErrorOccur = OrderValidationUtils.isRoundingErrorFloor( desiredFillTakerTokenAmount, signedOrder.takerAssetAmount, signedOrder.makerAssetAmount, diff --git a/packages/order-utils/src/utils.ts b/packages/order-utils/src/utils.ts index 7aaaf0609..0ff05e8ed 100644 --- a/packages/order-utils/src/utils.ts +++ b/packages/order-utils/src/utils.ts @@ -12,7 +12,7 @@ export const utils = { const milisecondsInSecond = 1000; return new BigNumber(Date.now() / milisecondsInSecond).round(); }, - getPartialAmount(numerator: BigNumber, denominator: BigNumber, target: BigNumber): BigNumber { + getPartialAmountFloor(numerator: BigNumber, denominator: BigNumber, target: BigNumber): BigNumber { const fillMakerTokenAmount = numerator .mul(target) .div(denominator) diff --git a/packages/order-utils/test/order_validation_utils_test.ts b/packages/order-utils/test/order_validation_utils_test.ts index d3ff867d7..d3133c0a6 100644 --- a/packages/order-utils/test/order_validation_utils_test.ts +++ b/packages/order-utils/test/order_validation_utils_test.ts @@ -16,7 +16,7 @@ describe('OrderValidationUtils', () => { const denominator = new BigNumber(999); const target = new BigNumber(50); // rounding error = ((20*50/999) - floor(20*50/999)) / (20*50/999) = 0.1% - const isRoundingError = OrderValidationUtils.isRoundingError(numerator, denominator, target); + const isRoundingError = OrderValidationUtils.isRoundingErrorFloor(numerator, denominator, target); expect(isRoundingError).to.be.false(); }); @@ -25,7 +25,7 @@ describe('OrderValidationUtils', () => { const denominator = new BigNumber(9991); const target = new BigNumber(500); // rounding error = ((20*500/9991) - floor(20*500/9991)) / (20*500/9991) = 0.09% - const isRoundingError = OrderValidationUtils.isRoundingError(numerator, denominator, target); + const isRoundingError = OrderValidationUtils.isRoundingErrorFloor(numerator, denominator, target); expect(isRoundingError).to.be.false(); }); @@ -34,7 +34,7 @@ describe('OrderValidationUtils', () => { const denominator = new BigNumber(9989); const target = new BigNumber(500); // rounding error = ((20*500/9989) - floor(20*500/9989)) / (20*500/9989) = 0.011% - const isRoundingError = OrderValidationUtils.isRoundingError(numerator, denominator, target); + const isRoundingError = OrderValidationUtils.isRoundingErrorFloor(numerator, denominator, target); expect(isRoundingError).to.be.true(); }); @@ -43,7 +43,7 @@ describe('OrderValidationUtils', () => { const denominator = new BigNumber(7); const target = new BigNumber(10); // rounding error = ((3*10/7) - floor(3*10/7)) / (3*10/7) = 6.67% - const isRoundingError = OrderValidationUtils.isRoundingError(numerator, denominator, target); + const isRoundingError = OrderValidationUtils.isRoundingErrorFloor(numerator, denominator, target); expect(isRoundingError).to.be.true(); }); @@ -52,7 +52,7 @@ describe('OrderValidationUtils', () => { const denominator = new BigNumber(2); const target = new BigNumber(10); - const isRoundingError = OrderValidationUtils.isRoundingError(numerator, denominator, target); + const isRoundingError = OrderValidationUtils.isRoundingErrorFloor(numerator, denominator, target); expect(isRoundingError).to.be.false(); }); @@ -63,7 +63,7 @@ describe('OrderValidationUtils', () => { const target = new BigNumber(105762562); // rounding error = ((76564*105762562/676373677) - floor(76564*105762562/676373677)) / // (76564*105762562/676373677) = 0.0007% - const isRoundingError = OrderValidationUtils.isRoundingError(numerator, denominator, target); + const isRoundingError = OrderValidationUtils.isRoundingErrorFloor(numerator, denominator, target); expect(isRoundingError).to.be.false(); }); }); -- cgit v1.2.3