crowetic/protocol
1
0
Fork 0
Code Issues Pull Requests Actions Packages Projects Releases Wiki Activity

Make feeRate optional with a default of 0

Browse Source
This commit is contained in:
Brandon Millman 2018-08-09 18:54:17 -04:00
parent fcd57d2743
commit cbe639866e
3 changed files with 13 additions and 10 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

9
packages/order-utils/src/rate_utils.ts
View File

@ -1,6 +1,7 @@
import { schemas } from '@0xproject/json-schemas';
import { SignedOrder } from '@0xproject/types';
import { BigNumber } from '@0xproject/utils';
import * as _ from 'lodash';
import { assert } from './assert';
import { constants } from './constants';
@ -12,12 +13,16 @@ export const rateUtils = {
* @param signedOrder An object that conforms to the signedOrder interface
* @param feeRate The market rate of ZRX denominated in takerAssetAmount
* (ex. feeRate is 0.1 takerAsset/ZRX if it takes 1 unit of takerAsset to buy 10 ZRX)
* Defaults to 0
* @return The rate (takerAsset/makerAsset) of the order adjusted for fees
*/
getFeeAdjustedRateOfOrder(signedOrder: SignedOrder, feeRate: BigNumber): BigNumber {
getFeeAdjustedRateOfOrder(signedOrder: SignedOrder, feeRate: BigNumber = constants.ZERO_AMOUNT): BigNumber {
assert.doesConformToSchema('signedOrder', signedOrder, schemas.signedOrderSchema);
assert.isBigNumber('feeRate', feeRate);
assert.assert(feeRate.greaterThan(constants.ZERO_AMOUNT), `Expected feeRate: ${feeRate} to be greater than 0`);
assert.assert(
feeRate.gte(constants.ZERO_AMOUNT),
`Expected feeRate: ${feeRate} to be greater than or equal to 0`,
);
const takerAssetAmountNeededToPayForFees = signedOrder.takerFee.mul(feeRate);
const totalTakerAssetAmount = takerAssetAmountNeededToPayForFees.plus(signedOrder.takerAssetAmount);
const rate = totalTakerAssetAmount.div(signedOrder.makerAssetAmount);

6
packages/order-utils/src/sorting_utils.ts
View File

@ -15,9 +15,13 @@ export const sortingUtils = {
* the makerAsset and WETH as the takerAsset.
* @param feeRate The market rate of ZRX denominated in takerAssetAmount
* (ex. feeRate is 0.1 takerAsset/ZRX if it takes 1 unit of takerAsset to buy 10 ZRX)
* Defaults to 0
* @return The input orders sorted by rate in ascending order
*/
sortOrdersByFeeAdjustedRate(signedOrders: SignedOrder[], feeRate: BigNumber): SignedOrder[] {
sortOrdersByFeeAdjustedRate(
signedOrders: SignedOrder[],
feeRate: BigNumber = constants.ZERO_AMOUNT,
): SignedOrder[] {
assert.doesConformToSchema('signedOrders', signedOrders, schemas.signedOrdersSchema);
assert.isBigNumber('feeRate', feeRate);
const rateCalculator = (signedOrder: SignedOrder) => rateUtils.getFeeAdjustedRateOfOrder(signedOrder, feeRate);

8
packages/order-utils/test/rate_utils_test.ts
View File

@ -17,16 +17,10 @@ describe('rateUtils', () => {
takerFee: new BigNumber(20),
});
describe('#getFeeAdjustedRateOfOrder', () => {
it('throws when feeRate is zero', async () => {
const feeRate = constants.ZERO_AMOUNT;
expect(() => rateUtils.getFeeAdjustedRateOfOrder(testOrder, feeRate)).to.throw(
'Expected feeRate: 0 to be greater than 0',
);
});
it('throws when feeRate is less than zero', async () => {
const feeRate = new BigNumber(-1);
expect(() => rateUtils.getFeeAdjustedRateOfOrder(testOrder, feeRate)).to.throw(
'Expected feeRate: -1 to be greater than 0',
'Expected feeRate: -1 to be greater than or equal to 0',
);
});
it('correctly calculates fee adjusted rate', async () => {