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Fix incorrect affiliate fee calculations and associated tests

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This commit is contained in:
Brandon Millman 2018-10-05 15:42:19 -07:00
parent cb1311ecc5
commit f9f8e06c1c
2 changed files with 20 additions and 14 deletions
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10
packages/asset-buyer/src/utils/buy_quote_calculator.ts
View File

@ -72,7 +72,6 @@ export const buyQuoteCalculator = {
assetBuyAmount, assetBuyAmount,
feePercentage, feePercentage,
); );
return { return {
assetData, assetData,
orders: resultOrders, orders: resultOrders,
@ -98,13 +97,14 @@ function calculateQuoteInfo(
); );
// find the total eth needed to buy fees // find the total eth needed to buy fees
const ethAmountToBuyFees = findEthAmountNeededToBuyFees(feeOrdersAndFillableAmounts, zrxAmountToBuyAsset); const ethAmountToBuyFees = findEthAmountNeededToBuyFees(feeOrdersAndFillableAmounts, zrxAmountToBuyAsset);
const ethAmountBeforeAffiliateFee = ethAmountToBuyAsset.plus(ethAmountToBuyFees); const affiliateFeeEthAmount = ethAmountToBuyAsset.mul(feePercentage);
const totalEthAmount = ethAmountBeforeAffiliateFee.mul(feePercentage + 1); const totalEthAmountWithoutAffiliateFee = ethAmountToBuyAsset.plus(ethAmountToBuyFees);
const totalEthAmount = totalEthAmountWithoutAffiliateFee.plus(affiliateFeeEthAmount);
// divide into the assetBuyAmount in order to find rate of makerAsset / WETH // divide into the assetBuyAmount in order to find rate of makerAsset / WETH
const ethPerAssetPrice = ethAmountBeforeAffiliateFee.div(assetBuyAmount); const ethPerAssetPrice = totalEthAmountWithoutAffiliateFee.div(assetBuyAmount);
return { return {
totalEthAmount, totalEthAmount,
feeEthAmount: totalEthAmount.minus(ethAmountBeforeAffiliateFee), feeEthAmount: affiliateFeeEthAmount,
ethPerAssetPrice, ethPerAssetPrice,
}; };
} }

24
packages/asset-buyer/test/buy_quote_calculator_test.ts
View File

@ -103,9 +103,11 @@ describe('buyQuoteCalculator', () => {
expect(buyQuote.feeOrders).to.deep.equal([smallFeeOrderAndFillableAmount.orders[0]]); expect(buyQuote.feeOrders).to.deep.equal([smallFeeOrderAndFillableAmount.orders[0]]);
// test if rates are correct // test if rates are correct
// 50 eth to fill the first order + 100 eth for fees // 50 eth to fill the first order + 100 eth for fees
const expectedFillEthAmount = new BigNumber(150); const expectedEthAmountForAsset = new BigNumber(50);
const expectedTotalEthAmount = expectedFillEthAmount.mul(feePercentage + 1); const expectedEthAmountForZrxFees = new BigNumber(100);
const expectedFeeEthAmount = expectedTotalEthAmount.minus(expectedFillEthAmount); const expectedFillEthAmount = expectedEthAmountForAsset.plus(expectedEthAmountForZrxFees);
const expectedFeeEthAmount = expectedEthAmountForAsset.mul(feePercentage);
const expectedTotalEthAmount = expectedFillEthAmount.plus(expectedFeeEthAmount);
const expectedEthPerAssetPrice = expectedFillEthAmount.div(assetBuyAmount); const expectedEthPerAssetPrice = expectedFillEthAmount.div(assetBuyAmount);
expect(buyQuote.bestCaseQuoteInfo.feeEthAmount).to.bignumber.equal(expectedFeeEthAmount); expect(buyQuote.bestCaseQuoteInfo.feeEthAmount).to.bignumber.equal(expectedFeeEthAmount);
expect(buyQuote.bestCaseQuoteInfo.totalEthAmount).to.bignumber.equal(expectedTotalEthAmount); expect(buyQuote.bestCaseQuoteInfo.totalEthAmount).to.bignumber.equal(expectedTotalEthAmount);
@ -138,17 +140,21 @@ describe('buyQuoteCalculator', () => {
expect(buyQuote.feeOrders).to.deep.equal(allFeeOrdersAndFillableAmounts.orders); expect(buyQuote.feeOrders).to.deep.equal(allFeeOrdersAndFillableAmounts.orders);
// test if rates are correct // test if rates are correct
// 50 eth to fill the first order + 100 eth for fees // 50 eth to fill the first order + 100 eth for fees
const expectedFillEthAmount = new BigNumber(150); const expectedEthAmountForAsset = new BigNumber(50);
const expectedTotalEthAmount = expectedFillEthAmount.mul(feePercentage + 1); const expectedEthAmountForZrxFees = new BigNumber(100);
const expectedFeeEthAmount = expectedTotalEthAmount.minus(expectedFillEthAmount); const expectedFillEthAmount = expectedEthAmountForAsset.plus(expectedEthAmountForZrxFees);
const expectedFeeEthAmount = expectedEthAmountForAsset.mul(feePercentage);
const expectedTotalEthAmount = expectedFillEthAmount.plus(expectedFeeEthAmount);
const expectedEthPerAssetPrice = expectedFillEthAmount.div(assetBuyAmount); const expectedEthPerAssetPrice = expectedFillEthAmount.div(assetBuyAmount);
expect(buyQuote.bestCaseQuoteInfo.feeEthAmount).to.bignumber.equal(expectedFeeEthAmount); expect(buyQuote.bestCaseQuoteInfo.feeEthAmount).to.bignumber.equal(expectedFeeEthAmount);
expect(buyQuote.bestCaseQuoteInfo.totalEthAmount).to.bignumber.equal(expectedTotalEthAmount); expect(buyQuote.bestCaseQuoteInfo.totalEthAmount).to.bignumber.equal(expectedTotalEthAmount);
expect(buyQuote.bestCaseQuoteInfo.ethPerAssetPrice).to.bignumber.equal(expectedEthPerAssetPrice); expect(buyQuote.bestCaseQuoteInfo.ethPerAssetPrice).to.bignumber.equal(expectedEthPerAssetPrice);
// 100 eth to fill the first order + 200 eth for fees // 100 eth to fill the first order + 200 eth for fees
const expectedWorstFillEthAmount = new BigNumber(300); const expectedWorstEthAmountForAsset = new BigNumber(100);
const expectedWorstTotalEthAmount = expectedWorstFillEthAmount.mul(feePercentage + 1); const expectedWorstEthAmountForZrxFees = new BigNumber(200);
const expectedWorstFeeEthAmount = expectedWorstTotalEthAmount.minus(expectedWorstFillEthAmount); const expectedWorstFillEthAmount = expectedWorstEthAmountForAsset.plus(expectedWorstEthAmountForZrxFees);
const expectedWorstFeeEthAmount = expectedWorstEthAmountForAsset.mul(feePercentage);
const expectedWorstTotalEthAmount = expectedWorstFillEthAmount.plus(expectedWorstFeeEthAmount);
const expectedWorstEthPerAssetPrice = expectedWorstFillEthAmount.div(assetBuyAmount); const expectedWorstEthPerAssetPrice = expectedWorstFillEthAmount.div(assetBuyAmount);
expect(buyQuote.worstCaseQuoteInfo.feeEthAmount).to.bignumber.equal(expectedWorstFeeEthAmount); expect(buyQuote.worstCaseQuoteInfo.feeEthAmount).to.bignumber.equal(expectedWorstFeeEthAmount);
expect(buyQuote.worstCaseQuoteInfo.totalEthAmount).to.bignumber.equal(expectedWorstTotalEthAmount); expect(buyQuote.worstCaseQuoteInfo.totalEthAmount).to.bignumber.equal(expectedWorstTotalEthAmount);