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import {
SignedOrder,
} from '../types';
import { BigNumber } from 'bignumber.js';
export class RemainingFillableCalculator {
private _signedOrder: SignedOrder;
private _isMakerTokenZRX: boolean;
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.makerTokenAmount);
}
public computeRemainingMakerFillable(): BigNumber {
if (this.hasSufficientFundsForFeeAndTransferAmount()) {
return this._remainingMakerTokenAmount;
}
if (this._signedOrder.makerFee.isZero()) {
return BigNumber.min(this._remainingMakerTokenAmount, this._transferrableMakerTokenAmount);
} else {
return this.calculatePartiallyFillableMakerTokenAmount();
}
}
public computeRemainingTakerFillable(): BigNumber {
return this.computeRemainingMakerFillable().times(this._signedOrder.takerTokenAmount)
.dividedToIntegerBy(this._signedOrder.makerTokenAmount);
}
private hasSufficientFundsForFeeAndTransferAmount(): boolean {
if (this._isMakerTokenZRX) {
const totalZRXTransferAmountRequired = this._remainingMakerTokenAmount.plus(this._remainingMakerFeeAmount);
return this._transferrableMakerTokenAmount.gte(totalZRXTransferAmountRequired);
} else {
const hasSufficientFundsForTransferAmount = this._transferrableMakerTokenAmount.gte(
this._remainingMakerTokenAmount);
const hasSufficientFundsForFeeAmount = this._transferrableMakerFeeTokenAmount.gte(
this._remainingMakerFeeAmount);
return (hasSufficientFundsForTransferAmount && hasSufficientFundsForFeeAmount);
}
}
private calculatePartiallyFillableMakerTokenAmount(): BigNumber {
const orderToFeeRatio = this._signedOrder.makerTokenAmount.dividedToIntegerBy(this._signedOrder.makerFee);
// Maximum number of times the Maker can fill the order, given the fees
const fillableTimesInFeeTokenUnits = BigNumber.min(this._transferrableMakerFeeTokenAmount,
this._remainingMakerFeeAmount);
// Maximum number of times the Maker can fill the order, given the Maker Token Balance
let fillableTimesInMakerTokenUnits = this._transferrableMakerTokenAmount.dividedToIntegerBy(orderToFeeRatio);
if (this._isMakerTokenZRX) {
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.dividedToIntegerBy(
orderToFeeRatio.plus(new BigNumber(1)));
}
const partiallyFillableMakerTokenAmount = fillableTimesInMakerTokenUnits.times(orderToFeeRatio);
const partiallyFillableFeeTokenAmount = fillableTimesInFeeTokenUnits.times(orderToFeeRatio);
return BigNumber.min(partiallyFillableMakerTokenAmount, partiallyFillableFeeTokenAmount);
}
}
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