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

Fixes before refactor

Browse Source
This commit is contained in:
Jacob Evans 2017-11-21 09:50:37 +11:00
parent d6589004c7
commit fb812d59b0
1 changed files with 47 additions and 35 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

82
packages/0x.js/src/utils/order_state_utils.ts
View File

@ -78,14 +78,14 @@ export class OrderStateUtils {
const remainingTakerTokenAmount = totalTakerTokenAmount.minus(unavailableTakerTokenAmount);
const remainingMakerTokenAmount = remainingTakerTokenAmount.times(totalMakerTokenAmount)
.dividedToIntegerBy(totalTakerTokenAmount);
const remainingFeeTokenAmount = remainingTakerTokenAmount.times(signedOrder.makerFee)
.dividedToIntegerBy(totalTakerTokenAmount);
const remainingMakerFeeAmount = remainingTakerTokenAmount.times(signedOrder.makerFee)
.dividedToIntegerBy(totalTakerTokenAmount);
const transferrableMakerTokenAmount = BigNumber.min([makerProxyAllowance, makerBalance]);
const transferrableFeeTokenAmount = BigNumber.min([makerFeeProxyAllowance, makerFeeBalance]);
const remainingFillableMakerTokenAmount = this.calculateRemainingMakerTokenAmount(
transferrableMakerTokenAmount, transferrableFeeTokenAmount, remainingMakerTokenAmount,
remainingFeeTokenAmount, totalMakerTokenAmount, signedOrder.makerFee, signedOrder.makerTokenAddress,
remainingMakerFeeAmount, totalMakerTokenAmount, signedOrder.makerFee, signedOrder.makerTokenAddress,
zrxTokenAddress);
const remainingFillableTakerTokenAmount = remainingFillableMakerTokenAmount
@ -107,52 +107,63 @@ export class OrderStateUtils {
transferrableMakerFeeTokenAmount: BigNumber,
remainingMakerAmount: BigNumber,
remainingMakerFeeAmount: BigNumber,
totalMakerAmount: BigNumber, makerFeeAmount: BigNumber,
makerTokenAddress: string, zrxTokenAddress: string): BigNumber {
totalMakerAmount: BigNumber,
makerFeeAmount: BigNumber,
makerTokenAddress: string,
zrxTokenAddress: string): BigNumber {
if ((makerTokenAddress !== zrxTokenAddress || makerFeeAmount.isZero())) {
return this.calculateFillableMakerTokenAmount(
return this.computeFillableMakerTokenAmountWhenMakerTokenIsNotZRX(
transferrableMakerTokenAmount, transferrableMakerFeeTokenAmount, remainingMakerAmount,
remainingMakerFeeAmount, totalMakerAmount, makerFeeAmount, makerTokenAddress,
zrxTokenAddress);
} else {
return this.calculatePooledFillableMakerTokenAmount(
return this.computeFillableMakerTokenAmountWhenMakerTokenIsZRX(
transferrableMakerTokenAmount, transferrableMakerFeeTokenAmount, remainingMakerAmount,
remainingMakerFeeAmount, totalMakerAmount, makerFeeAmount, makerTokenAddress,
zrxTokenAddress);
}
}
private calculateFillableMakerTokenAmount(transferrableMakerTokenAmount: BigNumber,
transferrableMakerFeeTokenAmount: BigNumber,
remainingMakerAmount: BigNumber,
remainingMakerFeeAmount: BigNumber,
totalMakerAmount: BigNumber, makerFeeAmount: BigNumber,
makerTokenAddress: string, zrxTokenAddress: string): BigNumber {
private computeFillableMakerTokenAmountWhenMakerTokenIsNotZRX(transferrableMakerTokenAmount: BigNumber,
transferrableMakerFeeTokenAmount: BigNumber,
remainingMakerAmount: BigNumber,
remainingMakerFeeAmount: BigNumber,
totalMakerAmount: BigNumber,
makerFeeAmount: BigNumber,
makerTokenAddress: string,
zrxTokenAddress: string): BigNumber {
const hasSufficientFundsForTransferAmount = transferrableMakerTokenAmount.gte(remainingMakerAmount);
const hasSufficientFundsForFeeAmount = transferrableMakerFeeTokenAmount.gte(remainingMakerFeeAmount);
const hasSufficientFundsForFeeAndTransferAmount = (hasSufficientFundsForTransferAmount &&
hasSufficientFundsForFeeAmount);
if (makerFeeAmount.isZero()) {
return BigNumber.min(remainingMakerAmount, transferrableMakerTokenAmount);
} else if (transferrableMakerTokenAmount.gte(remainingMakerAmount) &&
transferrableMakerFeeTokenAmount.gte(remainingMakerFeeAmount)) {
} else if (hasSufficientFundsForFeeAndTransferAmount) {
return remainingMakerAmount;
} else {
return this.calculatePartiallyFillableMakerTokenAmount(
transferrableMakerTokenAmount, transferrableMakerFeeTokenAmount, remainingMakerAmount,
remainingMakerFeeAmount, totalMakerAmount, makerFeeAmount, makerTokenAddress,
zrxTokenAddress);
transferrableMakerTokenAmount, transferrableMakerFeeTokenAmount, remainingMakerAmount,
remainingMakerFeeAmount, totalMakerAmount, makerFeeAmount, makerTokenAddress,
zrxTokenAddress);
}
}
private calculatePooledFillableMakerTokenAmount(transferrableMakerTokenAmount: BigNumber,
transferrableMakerFeeTokenAmount: BigNumber,
remainingMakerAmount: BigNumber,
remainingMakerFeeAmount: BigNumber,
totalMakerAmount: BigNumber, makerFeeAmount: BigNumber,
makerTokenAddress: string, zrxTokenAddress: string): BigNumber {
if (transferrableMakerTokenAmount.plus(transferrableMakerFeeTokenAmount).gte(
remainingMakerAmount.plus(remainingMakerFeeAmount))) {
private computeFillableMakerTokenAmountWhenMakerTokenIsZRX(transferrableMakerTokenAmount: BigNumber,
transferrableMakerFeeTokenAmount: BigNumber,
remainingMakerAmount: BigNumber,
remainingMakerFeeAmount: BigNumber,
totalMakerAmount: BigNumber,
makerFeeAmount: BigNumber,
makerTokenAddress: string,
zrxTokenAddress: string): BigNumber {
const totalZRXTransferAmount = remainingMakerAmount.plus(remainingMakerFeeAmount);
const hasSufficientFundsForFeeAndTransferAmount = transferrableMakerTokenAmount.gte(totalZRXTransferAmount);
if (hasSufficientFundsForFeeAndTransferAmount) {
return remainingMakerAmount;
} else {
return this.calculatePartiallyFillableMakerTokenAmount(
transferrableMakerTokenAmount, transferrableMakerFeeTokenAmount, remainingMakerAmount,
remainingMakerFeeAmount, totalMakerAmount, makerFeeAmount, makerTokenAddress,
zrxTokenAddress);
transferrableMakerTokenAmount, transferrableMakerFeeTokenAmount, remainingMakerAmount,
remainingMakerFeeAmount, totalMakerAmount, makerFeeAmount, makerTokenAddress,
zrxTokenAddress);
}
}
private calculatePartiallyFillableMakerTokenAmount(transferrableMakerTokenAmount: BigNumber,
@ -165,14 +176,15 @@ export class OrderStateUtils {
const fillableTimesInFeeToken = BigNumber.min(transferrableMakerFeeTokenAmount, remainingMakerFeeAmount);
let fillableTimesInMakerToken = transferrableMakerTokenAmount.dividedToIntegerBy(orderToFeeRatio);
if (makerTokenAddress === zrxTokenAddress) {
const totalFeeTokenPool = transferrableMakerTokenAmount.plus(transferrableMakerFeeTokenAmount);
fillableTimesInMakerToken = totalFeeTokenPool.dividedToIntegerBy(
orderToFeeRatio.plus(
ZeroEx.toBaseUnitAmount(new BigNumber(1), 18)));
// when zrx == maker token transferrable maker == transfer
const totalZRXTokenPooled = transferrableMakerTokenAmount;
fillableTimesInMakerToken = totalZRXTokenPooled.dividedToIntegerBy(
orderToFeeRatio.plus(new BigNumber(1)));
}
return BigNumber.min(fillableTimesInMakerToken.times(orderToFeeRatio),
fillableTimesInFeeToken.times(orderToFeeRatio));
const partiallyFillableMakerTokenAmount = fillableTimesInMakerToken.times(orderToFeeRatio);
const partiallyFillableFeeTokenAmount = fillableTimesInFeeToken.times(orderToFeeRatio);
return BigNumber.min(partiallyFillableMakerTokenAmount, partiallyFillableFeeTokenAmount);
}
private validateIfOrderIsValid(signedOrder: SignedOrder, orderRelevantState: OrderRelevantState): void {
const unavailableTakerTokenAmount = orderRelevantState.cancelledTakerTokenAmount.add(