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fix(asset-buyer): output assetEthAmount instead of ethPerAssetPrice in BuyQuoteInfos

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This commit is contained in:
Brandon Millman 2018-11-12 20:30:01 -08:00
parent add1cfd261
commit d73faf1b81
4 changed files with 31 additions and 31 deletions
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6
packages/asset-buyer/src/types.ts
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@ -54,12 +54,12 @@ export interface BuyQuote {
}
/**
* ethPerAssetPrice: The price of one unit of the desired asset in ETH
* assetEthAmount: The amount of eth required to pay for the requested asset.
* feeEthAmount: The amount of eth required to pay the affiliate fee.
* totalEthAmount: the total amount of eth required to complete the buy. (Filling orders, feeOrders, and paying affiliate fee)
* totalEthAmount: The total amount of eth required to complete the buy (filling orders, feeOrders, and paying affiliate fee).
*/
export interface BuyQuoteInfo {
ethPerAssetPrice: BigNumber;
assetEthAmount: BigNumber;
feeEthAmount: BigNumber;
totalEthAmount: BigNumber;
}

2
packages/asset-buyer/src/utils/assert.ts
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@ -18,7 +18,7 @@ export const assert = {
}
},
isValidBuyQuoteInfo(variableName: string, buyQuoteInfo: BuyQuoteInfo): void {
sharedAssert.isBigNumber(`${variableName}.ethPerAssetPrice`, buyQuoteInfo.ethPerAssetPrice);
sharedAssert.isBigNumber(`${variableName}.assetEthAmount`, buyQuoteInfo.assetEthAmount);
sharedAssert.isBigNumber(`${variableName}.feeEthAmount`, buyQuoteInfo.feeEthAmount);
sharedAssert.isBigNumber(`${variableName}.totalEthAmount`, buyQuoteInfo.totalEthAmount);
},

28
packages/asset-buyer/src/utils/buy_quote_calculator.ts
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@ -106,28 +106,28 @@ function calculateQuoteInfo(
isMakerAssetZrxToken: boolean,
): BuyQuoteInfo {
// find the total eth and zrx needed to buy assetAmount from the resultOrders from left to right
let ethAmountToBuyAsset = constants.ZERO_AMOUNT;
let ethAmountToBuyZrx = constants.ZERO_AMOUNT;
let assetEthAmount = constants.ZERO_AMOUNT;
let zrxEthAmount = constants.ZERO_AMOUNT;
if (isMakerAssetZrxToken) {
ethAmountToBuyAsset = findEthAmountNeededToBuyZrx(ordersAndFillableAmounts, assetBuyAmount);
assetEthAmount = findEthAmountNeededToBuyZrx(ordersAndFillableAmounts, assetBuyAmount);
} else {
// find eth and zrx amounts needed to buy
const ethAndZrxAmountToBuyAsset = findEthAndZrxAmountNeededToBuyAsset(ordersAndFillableAmounts, assetBuyAmount);
ethAmountToBuyAsset = ethAndZrxAmountToBuyAsset[0];
assetEthAmount = ethAndZrxAmountToBuyAsset[0];
const zrxAmountToBuyAsset = ethAndZrxAmountToBuyAsset[1];
// find eth amount needed to buy zrx
ethAmountToBuyZrx = findEthAmountNeededToBuyZrx(feeOrdersAndFillableAmounts, zrxAmountToBuyAsset);
zrxEthAmount = findEthAmountNeededToBuyZrx(feeOrdersAndFillableAmounts, zrxAmountToBuyAsset);
}
/// find the eth amount needed to buy the affiliate fee
const ethAmountToBuyAffiliateFee = ethAmountToBuyAsset.mul(feePercentage).ceil();
const totalEthAmountWithoutAffiliateFee = ethAmountToBuyAsset.plus(ethAmountToBuyZrx);
const ethAmountTotal = totalEthAmountWithoutAffiliateFee.plus(ethAmountToBuyAffiliateFee);
// divide into the assetBuyAmount in order to find rate of makerAsset / WETH
const ethPerAssetPrice = totalEthAmountWithoutAffiliateFee.div(assetBuyAmount);
// eth amount needed to buy the affiliate fee
const affiliateFeeEthAmount = assetEthAmount.mul(feePercentage).ceil();
// eth amount needed for fees is the sum of affiliate fee and zrx fee
const feeEthAmount = affiliateFeeEthAmount.plus(zrxEthAmount);
// eth amount needed in total is the sum of the amount needed for the asset and the amount needed for fees
const totalEthAmount = assetEthAmount.plus(feeEthAmount);
return {
totalEthAmount: ethAmountTotal,
feeEthAmount: ethAmountToBuyAffiliateFee,
ethPerAssetPrice,
assetEthAmount,
feeEthAmount,
totalEthAmount,
};
}

26
packages/asset-buyer/test/buy_quote_calculator_test.ts
View File

@ -108,17 +108,17 @@ describe('buyQuoteCalculator', () => {
// 50 eth to fill the first order + 100 eth for fees
const expectedEthAmountForAsset = new BigNumber(50);
const expectedEthAmountForZrxFees = new BigNumber(100);
const expectedFillEthAmount = expectedEthAmountForAsset.plus(expectedEthAmountForZrxFees);
const expectedFeeEthAmount = expectedEthAmountForAsset.mul(feePercentage);
const expectedFillEthAmount = expectedEthAmountForAsset;
const expectedAffiliateFeeEthAmount = expectedEthAmountForAsset.mul(feePercentage);
const expectedFeeEthAmount = expectedAffiliateFeeEthAmount.plus(expectedEthAmountForZrxFees);
const expectedTotalEthAmount = expectedFillEthAmount.plus(expectedFeeEthAmount);
const expectedEthPerAssetPrice = expectedFillEthAmount.div(assetBuyAmount);
expect(buyQuote.bestCaseQuoteInfo.assetEthAmount).to.bignumber.equal(expectedFillEthAmount);
expect(buyQuote.bestCaseQuoteInfo.feeEthAmount).to.bignumber.equal(expectedFeeEthAmount);
expect(buyQuote.bestCaseQuoteInfo.totalEthAmount).to.bignumber.equal(expectedTotalEthAmount);
expect(buyQuote.bestCaseQuoteInfo.ethPerAssetPrice).to.bignumber.equal(expectedEthPerAssetPrice);
// because we have no slippage protection, minRate is equal to maxRate
expect(buyQuote.worstCaseQuoteInfo.assetEthAmount).to.bignumber.equal(expectedFillEthAmount);
expect(buyQuote.worstCaseQuoteInfo.feeEthAmount).to.bignumber.equal(expectedFeeEthAmount);
expect(buyQuote.worstCaseQuoteInfo.totalEthAmount).to.bignumber.equal(expectedTotalEthAmount);
expect(buyQuote.worstCaseQuoteInfo.ethPerAssetPrice).to.bignumber.equal(expectedEthPerAssetPrice);
// test if feePercentage gets passed through
expect(buyQuote.feePercentage).to.equal(feePercentage);
});
@ -146,23 +146,23 @@ describe('buyQuoteCalculator', () => {
// 50 eth to fill the first order + 100 eth for fees
const expectedEthAmountForAsset = new BigNumber(50);
const expectedEthAmountForZrxFees = new BigNumber(100);
const expectedFillEthAmount = expectedEthAmountForAsset.plus(expectedEthAmountForZrxFees);
const expectedFeeEthAmount = expectedEthAmountForAsset.mul(feePercentage);
const expectedFillEthAmount = expectedEthAmountForAsset;
const expectedAffiliateFeeEthAmount = expectedEthAmountForAsset.mul(feePercentage);
const expectedFeeEthAmount = expectedAffiliateFeeEthAmount.plus(expectedEthAmountForZrxFees);
const expectedTotalEthAmount = expectedFillEthAmount.plus(expectedFeeEthAmount);
const expectedEthPerAssetPrice = expectedFillEthAmount.div(assetBuyAmount);
expect(buyQuote.bestCaseQuoteInfo.assetEthAmount).to.bignumber.equal(expectedFillEthAmount);
expect(buyQuote.bestCaseQuoteInfo.feeEthAmount).to.bignumber.equal(expectedFeeEthAmount);
expect(buyQuote.bestCaseQuoteInfo.totalEthAmount).to.bignumber.equal(expectedTotalEthAmount);
expect(buyQuote.bestCaseQuoteInfo.ethPerAssetPrice).to.bignumber.equal(expectedEthPerAssetPrice);
// 100 eth to fill the first order + 208 eth for fees
const expectedWorstEthAmountForAsset = new BigNumber(100);
const expectedWorstEthAmountForZrxFees = new BigNumber(208);
const expectedWorstFillEthAmount = expectedWorstEthAmountForAsset.plus(expectedWorstEthAmountForZrxFees);
const expectedWorstFeeEthAmount = expectedWorstEthAmountForAsset.mul(feePercentage);
const expectedWorstFillEthAmount = expectedWorstEthAmountForAsset;
const expectedWorstAffiliateFeeEthAmount = expectedWorstEthAmountForAsset.mul(feePercentage);
const expectedWorstFeeEthAmount = expectedWorstAffiliateFeeEthAmount.plus(expectedWorstEthAmountForZrxFees);
const expectedWorstTotalEthAmount = expectedWorstFillEthAmount.plus(expectedWorstFeeEthAmount);
const expectedWorstEthPerAssetPrice = expectedWorstFillEthAmount.div(assetBuyAmount);
expect(buyQuote.worstCaseQuoteInfo.assetEthAmount).to.bignumber.equal(expectedWorstFillEthAmount);
expect(buyQuote.worstCaseQuoteInfo.feeEthAmount).to.bignumber.equal(expectedWorstFeeEthAmount);
expect(buyQuote.worstCaseQuoteInfo.totalEthAmount).to.bignumber.equal(expectedWorstTotalEthAmount);
expect(buyQuote.worstCaseQuoteInfo.ethPerAssetPrice).to.bignumber.equal(expectedWorstEthPerAssetPrice);
// test if feePercentage gets passed through
expect(buyQuote.feePercentage).to.equal(feePercentage);
});