import { SignedOrder } from '@0xproject/types'; import { BigNumber } from '@0xproject/utils'; export class RemainingFillableCalculator { private _signedOrder: SignedOrder; private _isMakerTokenZRX: boolean; // Transferrable Amount is the minimum of Approval and Balance private _transferrableMakerTokenAmount: BigNumber; private _transferrableMakerFeeTokenAmount: BigNumber; private _remainingMakerTokenAmount: BigNumber; private _remainingMakerFeeAmount: BigNumber; constructor( signedOrder: SignedOrder, isMakerTokenZRX: boolean, transferrableMakerTokenAmount: BigNumber, transferrableMakerFeeTokenAmount: BigNumber, remainingMakerTokenAmount: BigNumber, ) { this._signedOrder = signedOrder; this._isMakerTokenZRX = isMakerTokenZRX; this._transferrableMakerTokenAmount = transferrableMakerTokenAmount; this._transferrableMakerFeeTokenAmount = transferrableMakerFeeTokenAmount; this._remainingMakerTokenAmount = remainingMakerTokenAmount; this._remainingMakerFeeAmount = remainingMakerTokenAmount .times(signedOrder.makerFee) .dividedToIntegerBy(signedOrder.makerAssetAmount); } public computeRemainingMakerFillable(): BigNumber { if (this._hasSufficientFundsForFeeAndTransferAmount()) { return this._remainingMakerTokenAmount; } if (this._signedOrder.makerFee.isZero()) { return BigNumber.min(this._remainingMakerTokenAmount, this._transferrableMakerTokenAmount); } return this._calculatePartiallyFillableMakerTokenAmount(); } public computeRemainingTakerFillable(): BigNumber { return this.computeRemainingMakerFillable() .times(this._signedOrder.takerAssetAmount) .dividedToIntegerBy(this._signedOrder.makerAssetAmount); } private _hasSufficientFundsForFeeAndTransferAmount(): boolean { if (this._isMakerTokenZRX) { const totalZRXTransferAmountRequired = this._remainingMakerTokenAmount.plus(this._remainingMakerFeeAmount); const hasSufficientFunds = this._transferrableMakerTokenAmount.greaterThanOrEqualTo( totalZRXTransferAmountRequired, ); return hasSufficientFunds; } else { const hasSufficientFundsForTransferAmount = this._transferrableMakerTokenAmount.greaterThanOrEqualTo( this._remainingMakerTokenAmount, ); const hasSufficientFundsForFeeAmount = this._transferrableMakerFeeTokenAmount.greaterThanOrEqualTo( this._remainingMakerFeeAmount, ); const hasSufficientFunds = hasSufficientFundsForTransferAmount && hasSufficientFundsForFeeAmount; return hasSufficientFunds; } } private _calculatePartiallyFillableMakerTokenAmount(): BigNumber { // Given an order for 200 wei for 2 ZRXwei fee, find 100 wei for 1 ZRXwei. Order ratio is then 100:1 const orderToFeeRatio = this._signedOrder.makerAssetAmount.dividedBy(this._signedOrder.makerFee); // The number of times the maker can fill the order, if each fill only required the transfer of a single // baseUnit of fee tokens. // Given 2 ZRXwei, the maximum amount of times Maker can fill this order, in terms of fees, is 2 const fillableTimesInFeeTokenBaseUnits = BigNumber.min( this._transferrableMakerFeeTokenAmount, this._remainingMakerFeeAmount, ); // The number of times the Maker can fill the order, given the Maker Token Balance // Assuming a balance of 150 wei, and an orderToFeeRatio of 100:1, maker can fill this order 1 time. let fillableTimesInMakerTokenUnits = this._transferrableMakerTokenAmount.dividedBy(orderToFeeRatio); if (this._isMakerTokenZRX) { // If ZRX is the maker token, the Fee and the Maker amount need to be removed from the same pool; // 200 ZRXwei for 2ZRXwei fee can only be filled once (need 202 ZRXwei) const totalZRXTokenPooled = this._transferrableMakerTokenAmount; // The purchasing power here is less as the tokens are taken from the same Pool // For every one number of fills, we have to take an extra ZRX out of the pool fillableTimesInMakerTokenUnits = totalZRXTokenPooled.dividedBy(orderToFeeRatio.plus(new BigNumber(1))); } // When Ratio is not fully divisible there can be remainders which cannot be represented, so they are floored. // This can result in a RoundingError being thrown by the Exchange Contract. const partiallyFillableMakerTokenAmount = fillableTimesInMakerTokenUnits .times(this._signedOrder.makerAssetAmount) .dividedToIntegerBy(this._signedOrder.makerFee); const partiallyFillableFeeTokenAmount = fillableTimesInFeeTokenBaseUnits .times(this._signedOrder.makerAssetAmount) .dividedToIntegerBy(this._signedOrder.makerFee); const partiallyFillableAmount = BigNumber.min( partiallyFillableMakerTokenAmount, partiallyFillableFeeTokenAmount, ); return partiallyFillableAmount; } }