protocol/contracts/exchange-libs/src/reference_functions.ts

90 lines
3.5 KiB
TypeScript

import { ReferenceFunctions } from '@0x/contracts-utils';
import { LibMathRevertErrors } from '@0x/order-utils';
import { FillResults } from '@0x/types';
import { BigNumber } from '@0x/utils';
const { safeAdd, safeSub, safeMul, safeDiv } = ReferenceFunctions;
/**
* Checks if rounding error >= 0.1% when rounding down.
*/
export function isRoundingErrorFloor(numerator: BigNumber, denominator: BigNumber, target: BigNumber): boolean {
if (denominator.eq(0)) {
throw new LibMathRevertErrors.DivisionByZeroError();
}
if (numerator.eq(0) || target.eq(0)) {
return false;
}
const remainder = numerator.times(target).mod(denominator);
// Need to do this separately because solidity evaluates RHS of the comparison expression first.
const rhs = safeMul(numerator, target);
const lhs = safeMul(new BigNumber(1000), remainder);
return lhs.gte(rhs);
}
/**
* Checks if rounding error >= 0.1% when rounding up.
*/
export function isRoundingErrorCeil(numerator: BigNumber, denominator: BigNumber, target: BigNumber): boolean {
if (denominator.eq(0)) {
throw new LibMathRevertErrors.DivisionByZeroError();
}
if (numerator.eq(0) || target.eq(0)) {
return false;
}
let remainder = numerator.times(target).mod(denominator);
remainder = safeSub(denominator, remainder).mod(denominator);
// Need to do this separately because solidity evaluates RHS of the comparison expression first.
const rhs = safeMul(numerator, target);
const lhs = safeMul(new BigNumber(1000), remainder);
return lhs.gte(rhs);
}
/**
* Calculates partial value given a numerator and denominator rounded down.
* Reverts if rounding error is >= 0.1%
*/
export function safeGetPartialAmountFloor(numerator: BigNumber, denominator: BigNumber, target: BigNumber): BigNumber {
if (isRoundingErrorFloor(numerator, denominator, target)) {
throw new LibMathRevertErrors.RoundingError(numerator, denominator, target);
}
return safeDiv(safeMul(numerator, target), denominator);
}
/**
* Calculates partial value given a numerator and denominator rounded down.
* Reverts if rounding error is >= 0.1%
*/
export function safeGetPartialAmountCeil(numerator: BigNumber, denominator: BigNumber, target: BigNumber): BigNumber {
if (isRoundingErrorCeil(numerator, denominator, target)) {
throw new LibMathRevertErrors.RoundingError(numerator, denominator, target);
}
return safeDiv(safeAdd(safeMul(numerator, target), safeSub(denominator, new BigNumber(1))), denominator);
}
/**
* Calculates partial value given a numerator and denominator rounded down.
*/
export function getPartialAmountFloor(numerator: BigNumber, denominator: BigNumber, target: BigNumber): BigNumber {
return safeDiv(safeMul(numerator, target), denominator);
}
/**
* Calculates partial value given a numerator and denominator rounded down.
*/
export function getPartialAmountCeil(numerator: BigNumber, denominator: BigNumber, target: BigNumber): BigNumber {
return safeDiv(safeAdd(safeMul(numerator, target), safeSub(denominator, new BigNumber(1))), denominator);
}
/**
* Adds properties of two `FillResults`.
*/
export function addFillResults(a: FillResults, b: FillResults): FillResults {
return {
makerAssetFilledAmount: safeAdd(a.makerAssetFilledAmount, b.makerAssetFilledAmount),
takerAssetFilledAmount: safeAdd(a.takerAssetFilledAmount, b.takerAssetFilledAmount),
makerFeePaid: safeAdd(a.makerFeePaid, b.makerFeePaid),
takerFeePaid: safeAdd(a.takerFeePaid, b.takerFeePaid),
};
}