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calculate remaining maker token amount

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This commit is contained in:
Jacob Evans 2017-11-20 10:55:28 +11:00
parent c8f6e3f923
commit 7460a36ce2
1 changed files with 35 additions and 25 deletions
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60
packages/0x.js/src/utils/order_state_utils.ts
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@ -84,18 +84,10 @@ export class OrderStateUtils {
const transferrableMakerTokenAmount = BigNumber.min([makerProxyAllowance, makerBalance]); const transferrableMakerTokenAmount = BigNumber.min([makerProxyAllowance, makerBalance]);
const transferrableFeeTokenAmount = BigNumber.min([makerFeeProxyAllowance, makerFeeBalance]); const transferrableFeeTokenAmount = BigNumber.min([makerFeeProxyAllowance, makerFeeBalance]);
let remainingFillableMakerTokenAmount; const remainingFillableMakerTokenAmount = this.calculateRemainingMakerTokenAmount(
if ((signedOrder.makerTokenAddress !== zrxTokenAddress || signedOrder.makerFee.isZero())) {
remainingFillableMakerTokenAmount = this.calculateFillableMakerTokenAmount(
transferrableMakerTokenAmount, transferrableFeeTokenAmount, remainingMakerTokenAmount, transferrableMakerTokenAmount, transferrableFeeTokenAmount, remainingMakerTokenAmount,
remainingFeeTokenAmount, totalMakerTokenAmount, signedOrder.makerFee, signedOrder.makerTokenAddress, remainingFeeTokenAmount, totalMakerTokenAmount, signedOrder.makerFee, signedOrder.makerTokenAddress,
zrxTokenAddress); zrxTokenAddress);
} else {
remainingFillableMakerTokenAmount = this.calculatePooledFillableMakerTokenAmount(
transferrableMakerTokenAmount, transferrableFeeTokenAmount, remainingMakerTokenAmount,
remainingFeeTokenAmount, totalMakerTokenAmount, signedOrder.makerFee, signedOrder.makerTokenAddress,
zrxTokenAddress);
}
const remainingFillableTakerTokenAmount = remainingFillableMakerTokenAmount const remainingFillableTakerTokenAmount = remainingFillableMakerTokenAmount
.times(totalTakerTokenAmount) .times(totalTakerTokenAmount)
@ -112,51 +104,69 @@ export class OrderStateUtils {
}; };
return orderRelevantState; return orderRelevantState;
} }
private calculateFillableMakerTokenAmount(makerTransferrableAmount: BigNumber, private calculateRemainingMakerTokenAmount(transferrableMakerTokenAmount: BigNumber,
makerFeeTransferrableAmount: BigNumber, transferrableMakerFeeTokenAmount: BigNumber,
remainingMakerAmount: BigNumber,
remainingMakerFeeAmount: BigNumber,
totalMakerAmount: BigNumber, makerFeeAmount: BigNumber,
makerTokenAddress: string, zrxTokenAddress: string): BigNumber {
if ((makerTokenAddress !== zrxTokenAddress || makerFeeAmount.isZero())) {
return this.calculateFillableMakerTokenAmount(
transferrableMakerTokenAmount, transferrableMakerFeeTokenAmount, remainingMakerAmount,
remainingMakerFeeAmount, totalMakerAmount, makerFeeAmount, makerTokenAddress,
zrxTokenAddress);
} else {
return this.calculatePooledFillableMakerTokenAmount(
transferrableMakerTokenAmount, transferrableMakerFeeTokenAmount, remainingMakerAmount,
remainingMakerFeeAmount, totalMakerAmount, makerFeeAmount, makerTokenAddress,
zrxTokenAddress);
}
}
private calculateFillableMakerTokenAmount(transferrableMakerTokenAmount: BigNumber,
transferrableMakerFeeTokenAmount: BigNumber,
remainingMakerAmount: BigNumber, remainingMakerAmount: BigNumber,
remainingMakerFeeAmount: BigNumber, remainingMakerFeeAmount: BigNumber,
totalMakerAmount: BigNumber, makerFeeAmount: BigNumber, totalMakerAmount: BigNumber, makerFeeAmount: BigNumber,
makerTokenAddress: string, zrxTokenAddress: string): BigNumber { makerTokenAddress: string, zrxTokenAddress: string): BigNumber {
if (makerFeeAmount.isZero()) { if (makerFeeAmount.isZero()) {
return BigNumber.min(remainingMakerAmount, makerTransferrableAmount); return BigNumber.min(remainingMakerAmount, transferrableMakerTokenAmount);
} else if (makerTransferrableAmount.gte(remainingMakerAmount) && } else if (transferrableMakerTokenAmount.gte(remainingMakerAmount) &&
makerFeeTransferrableAmount.gte(remainingMakerFeeAmount)) { transferrableMakerFeeTokenAmount.gte(remainingMakerFeeAmount)) {
return makerTransferrableAmount; return transferrableMakerTokenAmount;
} else { } else {
return this.calculatePartiallyFillableMakerTokenAmount( return this.calculatePartiallyFillableMakerTokenAmount(
makerTransferrableAmount, makerFeeTransferrableAmount, remainingMakerAmount, transferrableMakerTokenAmount, transferrableMakerFeeTokenAmount, remainingMakerAmount,
remainingMakerFeeAmount, totalMakerAmount, makerFeeAmount, makerTokenAddress, remainingMakerFeeAmount, totalMakerAmount, makerFeeAmount, makerTokenAddress,
zrxTokenAddress); zrxTokenAddress);
} }
} }
private calculatePooledFillableMakerTokenAmount(makerTransferrableAmount: BigNumber, private calculatePooledFillableMakerTokenAmount(transferrableMakerTokenAmount: BigNumber,
makerFeeTransferrableAmount: BigNumber, transferrableMakerFeeTokenAmount: BigNumber,
remainingMakerAmount: BigNumber, remainingMakerAmount: BigNumber,
remainingMakerFeeAmount: BigNumber, remainingMakerFeeAmount: BigNumber,
totalMakerAmount: BigNumber, makerFeeAmount: BigNumber, totalMakerAmount: BigNumber, makerFeeAmount: BigNumber,
makerTokenAddress: string, zrxTokenAddress: string): BigNumber { makerTokenAddress: string, zrxTokenAddress: string): BigNumber {
if (makerTransferrableAmount.plus(makerFeeTransferrableAmount).gte( if (transferrableMakerTokenAmount.plus(transferrableMakerFeeTokenAmount).gte(
remainingMakerAmount.plus(remainingMakerFeeAmount))) { remainingMakerAmount.plus(remainingMakerFeeAmount))) {
return remainingMakerAmount; return remainingMakerAmount;
} else { } else {
return this.calculatePartiallyFillableMakerTokenAmount( return this.calculatePartiallyFillableMakerTokenAmount(
makerTransferrableAmount, makerFeeTransferrableAmount, remainingMakerAmount, transferrableMakerTokenAmount, transferrableMakerFeeTokenAmount, remainingMakerAmount,
remainingMakerFeeAmount, totalMakerAmount, makerFeeAmount, makerTokenAddress, remainingMakerFeeAmount, totalMakerAmount, makerFeeAmount, makerTokenAddress,
zrxTokenAddress); zrxTokenAddress);
} }
} }
private calculatePartiallyFillableMakerTokenAmount(makerTransferrableAmount: BigNumber, private calculatePartiallyFillableMakerTokenAmount(transferrableMakerTokenAmount: BigNumber,
makerFeeTransferrableAmount: BigNumber, transferrableMakerFeeTokenAmount: BigNumber,
remainingMakerAmount: BigNumber, remainingMakerAmount: BigNumber,
remainingMakerFeeAmount: BigNumber, remainingMakerFeeAmount: BigNumber,
totalMakerAmount: BigNumber, makerFeeAmount: BigNumber, totalMakerAmount: BigNumber, makerFeeAmount: BigNumber,
makerTokenAddress: string, zrxTokenAddress: string): BigNumber { makerTokenAddress: string, zrxTokenAddress: string): BigNumber {
const orderToFeeRatio = totalMakerAmount.dividedToIntegerBy(makerFeeAmount); const orderToFeeRatio = totalMakerAmount.dividedToIntegerBy(makerFeeAmount);
const fillableTimesInFeeToken = BigNumber.min(makerFeeTransferrableAmount, remainingMakerFeeAmount); const fillableTimesInFeeToken = BigNumber.min(transferrableMakerFeeTokenAmount, remainingMakerFeeAmount);
let fillableTimesInMakerToken = makerTransferrableAmount.dividedToIntegerBy(orderToFeeRatio); let fillableTimesInMakerToken = transferrableMakerTokenAmount.dividedToIntegerBy(orderToFeeRatio);
if (makerTokenAddress === zrxTokenAddress) { if (makerTokenAddress === zrxTokenAddress) {
const totalFeeTokenPool = makerTransferrableAmount.plus(makerFeeTransferrableAmount); const totalFeeTokenPool = transferrableMakerTokenAmount.plus(transferrableMakerFeeTokenAmount);
fillableTimesInMakerToken = totalFeeTokenPool.dividedToIntegerBy( fillableTimesInMakerToken = totalFeeTokenPool.dividedToIntegerBy(
orderToFeeRatio.plus( orderToFeeRatio.plus(
ZeroEx.toBaseUnitAmount(new BigNumber(1), 18))); ZeroEx.toBaseUnitAmount(new BigNumber(1), 18)));