import { BigNumber } from '@0xproject/utils'; export class RemainingFillableCalculator { private readonly _isTraderAssetZRX: boolean; // Transferrable Amount is the minimum of Approval and Balance private readonly _transferrableAssetAmount: BigNumber; private readonly _transferrableFeeAmount: BigNumber; private readonly _remainingOrderAssetAmount: BigNumber; private readonly _remainingOrderFeeAmount: BigNumber; private readonly _orderFee: BigNumber; private readonly _orderAssetAmount: BigNumber; constructor( orderFee: BigNumber, orderAssetAmount: BigNumber, isTraderAssetZRX: boolean, transferrableAssetAmount: BigNumber, transferrableFeeAmount: BigNumber, remainingOrderAssetAmount: BigNumber, ) { this._orderFee = orderFee; this._orderAssetAmount = orderAssetAmount; this._isTraderAssetZRX = isTraderAssetZRX; this._transferrableAssetAmount = transferrableAssetAmount; this._transferrableFeeAmount = transferrableFeeAmount; this._remainingOrderAssetAmount = remainingOrderAssetAmount; this._remainingOrderFeeAmount = orderAssetAmount.eq(0) ? new BigNumber(0) : remainingOrderAssetAmount.times(orderFee).dividedToIntegerBy(orderAssetAmount); } public computeRemainingFillable(): BigNumber { if (this._hasSufficientFundsForFeeAndTransferAmount()) { return this._remainingOrderAssetAmount; } if (this._orderFee.isZero()) { return BigNumber.min(this._remainingOrderAssetAmount, this._transferrableAssetAmount); } return this._calculatePartiallyFillableAssetAmount(); } private _hasSufficientFundsForFeeAndTransferAmount(): boolean { if (this._isTraderAssetZRX) { const totalZRXTransferAmountRequired = this._remainingOrderAssetAmount.plus(this._remainingOrderFeeAmount); const hasSufficientFunds = this._transferrableAssetAmount.greaterThanOrEqualTo( totalZRXTransferAmountRequired, ); return hasSufficientFunds; } else { const hasSufficientFundsForTransferAmount = this._transferrableAssetAmount.greaterThanOrEqualTo( this._remainingOrderAssetAmount, ); const hasSufficientFundsForFeeAmount = this._transferrableFeeAmount.greaterThanOrEqualTo( this._remainingOrderFeeAmount, ); const hasSufficientFunds = hasSufficientFundsForTransferAmount && hasSufficientFundsForFeeAmount; return hasSufficientFunds; } } private _calculatePartiallyFillableAssetAmount(): 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._orderAssetAmount.dividedBy(this._orderFee); // The number of times the trader (maker or taker) 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 trader can fill this order, in terms of fees, is 2 const fillableTimesInFeeBaseUnits = BigNumber.min(this._transferrableFeeAmount, this._remainingOrderFeeAmount); // The number of times the trader can fill the order, given the traders asset Balance // Assuming a balance of 150 wei, and an orderToFeeRatio of 100:1, trader can fill this order 1 time. let fillableTimesInAssetUnits = this._transferrableAssetAmount.dividedBy(orderToFeeRatio); if (this._isTraderAssetZRX) { // If ZRX is the trader asset, the Fee and the trader fill 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._transferrableAssetAmount; // 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 fillableTimesInAssetUnits = 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 partiallyFillableAssetAmount = fillableTimesInAssetUnits .times(this._orderAssetAmount) .dividedToIntegerBy(this._orderFee); const partiallyFillableFeeAmount = fillableTimesInFeeBaseUnits .times(this._orderAssetAmount) .dividedToIntegerBy(this._orderFee); const partiallyFillableAmount = BigNumber.min(partiallyFillableAssetAmount, partiallyFillableFeeAmount); return partiallyFillableAmount; } }