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fix: worstCaseQuoteInfo calculating buys incorrectly [TKR-296] (#402)

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* fix: WorstCaseQuoteInfo buy encoding

* CHANGELOG
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Jacob Evans 2022-01-31 17:01:17 +10:00 committed by GitHub
parent e5ed8b2c81
commit 97575bbde9
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2 changed files with 16 additions and 6 deletions
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9
packages/asset-swapper/CHANGELOG.json
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@ -1,4 +1,13 @@
[ [
{
"version": "16.49.1",
"changes": [
{
"note": "Fix WorstCaseQuoteInfo encoding bug",
"pr": 402
}
]
},
{ {
"version": "16.49.0", "version": "16.49.0",
"changes": [ "changes": [

13
packages/asset-swapper/src/swap_quoter.ts
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@ -599,24 +599,25 @@ function calculateTwoHopQuoteInfo(
secondHopSource: _.pick(secondHopFill, 'source', 'fillData'), secondHopSource: _.pick(secondHopFill, 'source', 'fillData'),
}), }),
).toNumber(); ).toNumber();
const isSell = operation === MarketOperation.Sell;
return { return {
bestCaseQuoteInfo: { bestCaseQuoteInfo: {
makerAmount: operation === MarketOperation.Sell ? secondHopFill.output : secondHopFill.input, makerAmount: isSell ? secondHopFill.output : secondHopFill.input,
takerAmount: operation === MarketOperation.Sell ? firstHopFill.input : firstHopFill.output, takerAmount: isSell ? firstHopFill.input : firstHopFill.output,
totalTakerAmount: operation === MarketOperation.Sell ? firstHopFill.input : firstHopFill.output, totalTakerAmount: isSell ? firstHopFill.input : firstHopFill.output,
feeTakerTokenAmount: constants.ZERO_AMOUNT, feeTakerTokenAmount: constants.ZERO_AMOUNT,
protocolFeeInWeiAmount: constants.ZERO_AMOUNT, protocolFeeInWeiAmount: constants.ZERO_AMOUNT,
gas, gas,
}, },
// TODO jacob consolidate this with quote simulation worstCase // TODO jacob consolidate this with quote simulation worstCase
worstCaseQuoteInfo: { worstCaseQuoteInfo: {
makerAmount: MarketOperation.Sell makerAmount: isSell
? secondHopOrder.makerAmount.times(1 - slippage).integerValue() ? secondHopOrder.makerAmount.times(1 - slippage).integerValue()
: secondHopOrder.makerAmount, : secondHopOrder.makerAmount,
takerAmount: MarketOperation.Sell takerAmount: isSell
? firstHopOrder.takerAmount ? firstHopOrder.takerAmount
: firstHopOrder.takerAmount.times(1 + slippage).integerValue(), : firstHopOrder.takerAmount.times(1 + slippage).integerValue(),
totalTakerAmount: MarketOperation.Sell totalTakerAmount: isSell
? firstHopOrder.takerAmount ? firstHopOrder.takerAmount
: firstHopOrder.takerAmount.times(1 + slippage).integerValue(), : firstHopOrder.takerAmount.times(1 + slippage).integerValue(),
feeTakerTokenAmount: constants.ZERO_AMOUNT, feeTakerTokenAmount: constants.ZERO_AMOUNT,