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fix: asset-swapper depth buy scale (#2659)

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Jacob Evans 2020-08-09 16:38:59 +10:00 committed by GitHub
parent c03f1586e6
commit 71cde281b9
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2 changed files with 9 additions and 1 deletions
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4
packages/asset-swapper/CHANGELOG.json
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@ -37,6 +37,10 @@
{
"note": "Fix optimization of buy paths",
"pr": 2655
},
{
"note": "Fix depth buy scale",
"pr": 2659
}
]
},

6
packages/asset-swapper/src/swap_quoter.ts
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@ -454,7 +454,11 @@ export class SwapQuoter {
return [
...dexQuotes,
nativeOrders.map((o, i) => {
const scaleFactor = orderFillableAmounts[i].div(o.takerAssetAmount);
// When sell order fillable amount is taker
// When buy order fillable amount is maker
const scaleFactor = orderFillableAmounts[i].div(
side === MarketOperation.Sell ? o.takerAssetAmount : o.makerAssetAmount,
);
return {
input: (side === MarketOperation.Sell ? o.takerAssetAmount : o.makerAssetAmount)
.times(scaleFactor)