From 3c973ba9f64197fcc1a66f319e3d1aa33d96b6d7 Mon Sep 17 00:00:00 2001 From: Brandon Millman Date: Fri, 17 Aug 2018 00:15:52 -0700 Subject: Remove marketSell and add to marketBuy implementation --- packages/order-utils/CHANGELOG.json | 4 ++++ packages/order-utils/src/market_utils.ts | 4 ++-- 2 files changed, 6 insertions(+), 2 deletions(-) (limited to 'packages/order-utils') diff --git a/packages/order-utils/CHANGELOG.json b/packages/order-utils/CHANGELOG.json index 86f0da65a..4acb3d233 100644 --- a/packages/order-utils/CHANGELOG.json +++ b/packages/order-utils/CHANGELOG.json @@ -14,6 +14,10 @@ "note": "Update marketUtils api such that all optional parameters are bundled into one optional param and more defaults are provided", "pr": 954 + }, + { + "note": + "Rename `resultOrders` to `resultFeeOrders` for object returned by `findFeeOrdersThatCoverFeesForTargetOrders` in `marketUtils` api" } ] }, diff --git a/packages/order-utils/src/market_utils.ts b/packages/order-utils/src/market_utils.ts index a0a827546..7eae4c8fc 100644 --- a/packages/order-utils/src/market_utils.ts +++ b/packages/order-utils/src/market_utils.ts @@ -84,7 +84,7 @@ export const marketUtils = { orders: T[], feeOrders: T[], opts?: FindFeeOrdersThatCoverFeesForTargetOrdersOpts, - ): { resultOrders: T[]; remainingFeeAmount: BigNumber } { + ): { resultFeeOrders: T[]; remainingFeeAmount: BigNumber } { assert.doesConformToSchema('orders', orders, schemas.ordersSchema); assert.doesConformToSchema('feeOrders', feeOrders, schemas.ordersSchema); // try to get remainingFillableMakerAssetAmounts from opts, if it's not there, use makerAssetAmount values from orders @@ -137,7 +137,7 @@ export const marketUtils = { }, ); return { - resultOrders, + resultFeeOrders: resultOrders, remainingFeeAmount: remainingFillAmount, }; // TODO: add more orders here to cover rounding -- cgit v1.2.3 From e8a1950a7489e83f7f1a1127ee325f0c5c36483c Mon Sep 17 00:00:00 2001 From: Brandon Millman Date: Fri, 17 Aug 2018 13:00:54 -0700 Subject: Add ForwarderHelperImplConfig --- packages/order-utils/CHANGELOG.json | 3 +++ packages/order-utils/src/sorting_utils.ts | 2 +- packages/order-utils/test/market_utils_test.ts | 24 ++++++++++++------------ 3 files changed, 16 insertions(+), 13 deletions(-) (limited to 'packages/order-utils') diff --git a/packages/order-utils/CHANGELOG.json b/packages/order-utils/CHANGELOG.json index 4acb3d233..c4260bc2f 100644 --- a/packages/order-utils/CHANGELOG.json +++ b/packages/order-utils/CHANGELOG.json @@ -18,6 +18,9 @@ { "note": "Rename `resultOrders` to `resultFeeOrders` for object returned by `findFeeOrdersThatCoverFeesForTargetOrders` in `marketUtils` api" + }, + { + "note": "Make `sortFeeOrdersByFeeAdjustedRate` in `sortingUtils` generic" } ] }, diff --git a/packages/order-utils/src/sorting_utils.ts b/packages/order-utils/src/sorting_utils.ts index 8811bcaf8..cd5163cf6 100644 --- a/packages/order-utils/src/sorting_utils.ts +++ b/packages/order-utils/src/sorting_utils.ts @@ -32,7 +32,7 @@ export const sortingUtils = { * the makerAsset and WETH as the takerAsset. * @return The input orders sorted by rate in ascending order */ - sortFeeOrdersByFeeAdjustedRate(feeOrders: Order[]): Order[] { + sortFeeOrdersByFeeAdjustedRate(feeOrders: T[]): T[] { assert.doesConformToSchema('feeOrders', feeOrders, schemas.ordersSchema); const rateCalculator = rateUtils.getFeeAdjustedRateOfFeeOrder.bind(rateUtils); const sortedOrders = sortOrders(feeOrders, rateCalculator); diff --git a/packages/order-utils/test/market_utils_test.ts b/packages/order-utils/test/market_utils_test.ts index 109420a02..0c0151e57 100644 --- a/packages/order-utils/test/market_utils_test.ts +++ b/packages/order-utils/test/market_utils_test.ts @@ -139,11 +139,11 @@ describe('marketUtils', () => { ); describe('no target orders', () => { it('returns empty and zero remainingFeeAmount', async () => { - const { resultOrders, remainingFeeAmount } = marketUtils.findFeeOrdersThatCoverFeesForTargetOrders( + const { resultFeeOrders, remainingFeeAmount } = marketUtils.findFeeOrdersThatCoverFeesForTargetOrders( [], inputFeeOrders, ); - expect(resultOrders).to.be.empty; + expect(resultFeeOrders).to.be.empty; expect(remainingFeeAmount).to.be.bignumber.equal(constants.ZERO_AMOUNT); }); }); @@ -162,14 +162,14 @@ describe('marketUtils', () => { // generate remainingFillableMakerAssetAmounts that equal the makerAssetAmount const remainingFillableMakerAssetAmounts = [makerAssetAmount, makerAssetAmount, makerAssetAmount]; it('returns empty and non-zero remainingFeeAmount', async () => { - const { resultOrders, remainingFeeAmount } = marketUtils.findFeeOrdersThatCoverFeesForTargetOrders( + const { resultFeeOrders, remainingFeeAmount } = marketUtils.findFeeOrdersThatCoverFeesForTargetOrders( inputOrders, [], { remainingFillableMakerAssetAmounts, }, ); - expect(resultOrders).to.be.empty; + expect(resultFeeOrders).to.be.empty; expect(remainingFeeAmount).to.be.bignumber.equal(new BigNumber(30)); }); }); @@ -183,11 +183,11 @@ describe('marketUtils', () => { 3, ); it('returns empty and zero remainingFeeAmount', async () => { - const { resultOrders, remainingFeeAmount } = marketUtils.findFeeOrdersThatCoverFeesForTargetOrders( + const { resultFeeOrders, remainingFeeAmount } = marketUtils.findFeeOrdersThatCoverFeesForTargetOrders( inputOrders, inputFeeOrders, ); - expect(resultOrders).to.be.empty; + expect(resultFeeOrders).to.be.empty; expect(remainingFeeAmount).to.be.bignumber.equal(constants.ZERO_AMOUNT); }); }); @@ -204,11 +204,11 @@ describe('marketUtils', () => { 3, ); it('returns input fee orders and zero remainingFeeAmount', async () => { - const { resultOrders, remainingFeeAmount } = marketUtils.findFeeOrdersThatCoverFeesForTargetOrders( + const { resultFeeOrders, remainingFeeAmount } = marketUtils.findFeeOrdersThatCoverFeesForTargetOrders( inputOrders, inputFeeOrders, ); - expect(resultOrders).to.be.deep.equal(inputFeeOrders); + expect(resultFeeOrders).to.be.deep.equal(inputFeeOrders); expect(remainingFeeAmount).to.be.bignumber.equal(constants.ZERO_AMOUNT); }); }); @@ -230,14 +230,14 @@ describe('marketUtils', () => { // 3. order is completely fillable const remainingFillableMakerAssetAmounts = [constants.ZERO_AMOUNT, new BigNumber(5), makerAssetAmount]; it('returns first two input fee orders and zero remainingFeeAmount', async () => { - const { resultOrders, remainingFeeAmount } = marketUtils.findFeeOrdersThatCoverFeesForTargetOrders( + const { resultFeeOrders, remainingFeeAmount } = marketUtils.findFeeOrdersThatCoverFeesForTargetOrders( inputOrders, inputFeeOrders, { remainingFillableMakerAssetAmounts, }, ); - expect(resultOrders).to.be.deep.equal([inputFeeOrders[0], inputFeeOrders[1]]); + expect(resultFeeOrders).to.be.deep.equal([inputFeeOrders[0], inputFeeOrders[1]]); expect(remainingFeeAmount).to.be.bignumber.equal(constants.ZERO_AMOUNT); }); }); @@ -254,11 +254,11 @@ describe('marketUtils', () => { 3, ); it('returns input fee orders and non-zero remainingFeeAmount', async () => { - const { resultOrders, remainingFeeAmount } = marketUtils.findFeeOrdersThatCoverFeesForTargetOrders( + const { resultFeeOrders, remainingFeeAmount } = marketUtils.findFeeOrdersThatCoverFeesForTargetOrders( inputOrders, inputFeeOrders, ); - expect(resultOrders).to.be.deep.equal(inputFeeOrders); + expect(resultFeeOrders).to.be.deep.equal(inputFeeOrders); expect(remainingFeeAmount).to.be.bignumber.equal(new BigNumber(30)); }); }); -- cgit v1.2.3 From 67d33ec10c3d2467d2d073d22bfe2957353a0cc8 Mon Sep 17 00:00:00 2001 From: Brandon Millman Date: Tue, 21 Aug 2018 17:07:14 -0700 Subject: Fix rounding bug in marketUtils --- packages/order-utils/CHANGELOG.json | 11 +++++++++-- packages/order-utils/src/market_utils.ts | 2 +- 2 files changed, 10 insertions(+), 3 deletions(-) (limited to 'packages/order-utils') diff --git a/packages/order-utils/CHANGELOG.json b/packages/order-utils/CHANGELOG.json index c4260bc2f..55e0b499e 100644 --- a/packages/order-utils/CHANGELOG.json +++ b/packages/order-utils/CHANGELOG.json @@ -17,10 +17,17 @@ }, { "note": - "Rename `resultOrders` to `resultFeeOrders` for object returned by `findFeeOrdersThatCoverFeesForTargetOrders` in `marketUtils` api" + "Rename `resultOrders` to `resultFeeOrders` for object returned by `findFeeOrdersThatCoverFeesForTargetOrders` in `marketUtils` api", + "pr": 954 + }, + { + "note": "Make `sortFeeOrdersByFeeAdjustedRate` in `sortingUtils` generic", + "pr": 954 }, { - "note": "Make `sortFeeOrdersByFeeAdjustedRate` in `sortingUtils` generic" + "note": + "Update `findFeeOrdersThatCoverFeesForTargetOrders` to round the the nearest integer when calculating required fees", + "pr": 954 } ] }, diff --git a/packages/order-utils/src/market_utils.ts b/packages/order-utils/src/market_utils.ts index 7eae4c8fc..b31a2b135 100644 --- a/packages/order-utils/src/market_utils.ts +++ b/packages/order-utils/src/market_utils.ts @@ -123,7 +123,7 @@ export const marketUtils = { const makerAssetAmountAvailable = remainingFillableMakerAssetAmounts[index]; const feeToFillMakerAssetAmountAvailable = makerAssetAmountAvailable .mul(order.takerFee) - .div(order.makerAssetAmount); + .dividedToIntegerBy(order.makerAssetAmount); return accFees.plus(feeToFillMakerAssetAmountAvailable); }, constants.ZERO_AMOUNT, -- cgit v1.2.3 From cbcf8e8477cbb9061906866ea70dd885a185f358 Mon Sep 17 00:00:00 2001 From: Brandon Millman Date: Wed, 22 Aug 2018 15:01:40 -0700 Subject: Add changelog entry and fix order-util changelog PR numbers --- packages/order-utils/CHANGELOG.json | 6 +++--- 1 file changed, 3 insertions(+), 3 deletions(-) (limited to 'packages/order-utils') diff --git a/packages/order-utils/CHANGELOG.json b/packages/order-utils/CHANGELOG.json index 55e0b499e..149086857 100644 --- a/packages/order-utils/CHANGELOG.json +++ b/packages/order-utils/CHANGELOG.json @@ -18,16 +18,16 @@ { "note": "Rename `resultOrders` to `resultFeeOrders` for object returned by `findFeeOrdersThatCoverFeesForTargetOrders` in `marketUtils` api", - "pr": 954 + "pr": 997 }, { "note": "Make `sortFeeOrdersByFeeAdjustedRate` in `sortingUtils` generic", - "pr": 954 + "pr": 997 }, { "note": "Update `findFeeOrdersThatCoverFeesForTargetOrders` to round the the nearest integer when calculating required fees", - "pr": 954 + "pr": 997 } ] }, -- cgit v1.2.3