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Split into Pooled and non-pooled

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This commit is contained in:
Jacob Evans
2017-11-20 10:45:01 +11:00
parent 94ce7a54c3
commit 7b373e29ea
1 changed files with 50 additions and 12 deletions
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62
packages/0x.js/src/utils/order_state_utils.ts
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@@ -17,6 +17,7 @@ import {utils} from '../utils/utils';
import {constants} from '../utils/constants';
import {OrderFilledCancelledLazyStore} from '../stores/order_filled_cancelled_lazy_store';
import {BalanceAndProxyAllowanceLazyStore} from '../stores/balance_proxy_allowance_lazy_store';
import { TokenTransferProxyWrapper } from '../contract_wrappers/token_transfer_proxy_wrapper';
const ACCEPTABLE_RELATIVE_ROUNDING_ERROR = 0.0001;
@@ -84,16 +85,16 @@ export class OrderStateUtils {
const transferrableFeeTokenAmount = BigNumber.min([makerFeeProxyAllowance, makerFeeBalance]);
let remainingFillableMakerTokenAmount;
if (signedOrder.makerFee.isZero() ||
(transferrableFeeTokenAmount.greaterThanOrEqualTo(remainingFeeTokenAmount) &&
transferrableMakerTokenAmount.greaterThanOrEqualTo(remainingMakerTokenAmount) &&
signedOrder.makerTokenAddress !== zrxTokenAddress)) {
remainingFillableMakerTokenAmount = remainingMakerTokenAmount;
if ((signedOrder.makerTokenAddress !== zrxTokenAddress || signedOrder.makerFee.isZero())) {
remainingFillableMakerTokenAmount = this.calculateFillableMakerTokenAmount(
transferrableMakerTokenAmount, transferrableFeeTokenAmount, remainingMakerTokenAmount,
remainingFeeTokenAmount, totalMakerTokenAmount, signedOrder.makerFee, signedOrder.makerTokenAddress,
zrxTokenAddress);
} else {
remainingFillableMakerTokenAmount = this.calculatePartiallyFillableMakerTokenAmount(
transferrableMakerTokenAmount, transferrableFeeTokenAmount, remainingMakerTokenAmount,
remainingFeeTokenAmount, totalMakerTokenAmount, signedOrder.makerFee, signedOrder.makerTokenAddress,
zrxTokenAddress);
remainingFillableMakerTokenAmount = this.calculatePooledFillableMakerTokenAmount(
transferrableMakerTokenAmount, transferrableFeeTokenAmount, remainingMakerTokenAmount,
remainingFeeTokenAmount, totalMakerTokenAmount, signedOrder.makerFee, signedOrder.makerTokenAddress,
zrxTokenAddress);
}
const remainingFillableTakerTokenAmount = remainingFillableMakerTokenAmount
@@ -111,8 +112,44 @@ export class OrderStateUtils {
};
return orderRelevantState;
}
private calculatePartiallyFillableMakerTokenAmount(makerTransferrableAmount: BigNumber, makerFeeTransferrableAmount: BigNumber,
remainingMakerAmount: BigNumber, remainingMakerFeeAmount: BigNumber,
private calculateFillableMakerTokenAmount(makerTransferrableAmount: BigNumber,
makerFeeTransferrableAmount: BigNumber,
remainingMakerAmount: BigNumber,
remainingMakerFeeAmount: BigNumber,
totalMakerAmount: BigNumber, makerFeeAmount: BigNumber,
makerTokenAddress: string, zrxTokenAddress: string): BigNumber {
if (makerFeeAmount.isZero()) {
return BigNumber.min(remainingMakerAmount, makerTransferrableAmount);
} else if (makerTransferrableAmount.gte(remainingMakerAmount) &&
makerFeeTransferrableAmount.gte(remainingMakerFeeAmount)) {
return makerTransferrableAmount;
} else {
return this.calculatePartiallyFillableMakerTokenAmount(
makerTransferrableAmount, makerFeeTransferrableAmount, remainingMakerAmount,
remainingMakerFeeAmount, totalMakerAmount, makerFeeAmount, makerTokenAddress,
zrxTokenAddress);
}
}
private calculatePooledFillableMakerTokenAmount(makerTransferrableAmount: BigNumber,
makerFeeTransferrableAmount: BigNumber,
remainingMakerAmount: BigNumber,
remainingMakerFeeAmount: BigNumber,
totalMakerAmount: BigNumber, makerFeeAmount: BigNumber,
makerTokenAddress: string, zrxTokenAddress: string): BigNumber {
if (makerTransferrableAmount.plus(makerFeeTransferrableAmount).gte(
remainingMakerAmount.plus(remainingMakerFeeAmount))) {
return remainingMakerAmount;
} else {
return this.calculatePartiallyFillableMakerTokenAmount(
makerTransferrableAmount, makerFeeTransferrableAmount, remainingMakerAmount,
remainingMakerFeeAmount, totalMakerAmount, makerFeeAmount, makerTokenAddress,
zrxTokenAddress);
}
}
private calculatePartiallyFillableMakerTokenAmount(makerTransferrableAmount: BigNumber,
makerFeeTransferrableAmount: BigNumber,
remainingMakerAmount: BigNumber,
remainingMakerFeeAmount: BigNumber,
totalMakerAmount: BigNumber, makerFeeAmount: BigNumber,
makerTokenAddress: string, zrxTokenAddress: string): BigNumber {
const orderToFeeRatio = totalMakerAmount.dividedToIntegerBy(makerFeeAmount);
@@ -121,7 +158,8 @@ export class OrderStateUtils {
if (makerTokenAddress === zrxTokenAddress) {
const totalFeeTokenPool = makerTransferrableAmount.plus(makerFeeTransferrableAmount);
fillableTimesInMakerToken = totalFeeTokenPool.dividedToIntegerBy(
orderToFeeRatio.plus(ZeroEx.toBaseUnitAmount(new BigNumber(1), 18)));
orderToFeeRatio.plus(
ZeroEx.toBaseUnitAmount(new BigNumber(1), 18)));
}
return BigNumber.min(fillableTimesInMakerToken.times(orderToFeeRatio),