117 lines
4.5 KiB
TypeScript
117 lines
4.5 KiB
TypeScript
import { ReferenceFunctions } from '@0x/contracts-utils';
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import { LibMathRevertErrors } from '@0x/order-utils';
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import { FillResults, Order } from '@0x/types';
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import { BigNumber } from '@0x/utils';
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const { safeAdd, safeSub, safeMul, safeDiv } = ReferenceFunctions;
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/**
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* Checks if rounding error >= 0.1% when rounding down.
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*/
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export function isRoundingErrorFloor(numerator: BigNumber, denominator: BigNumber, target: BigNumber): boolean {
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if (denominator.eq(0)) {
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throw new LibMathRevertErrors.DivisionByZeroError();
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}
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if (numerator.eq(0) || target.eq(0)) {
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return false;
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}
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const remainder = numerator.times(target).mod(denominator);
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// Need to do this separately because solidity evaluates RHS of the comparison expression first.
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const rhs = safeMul(numerator, target);
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const lhs = safeMul(remainder, new BigNumber(1000));
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return lhs.gte(rhs);
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}
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/**
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* Checks if rounding error >= 0.1% when rounding up.
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*/
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export function isRoundingErrorCeil(numerator: BigNumber, denominator: BigNumber, target: BigNumber): boolean {
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if (denominator.eq(0)) {
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throw new LibMathRevertErrors.DivisionByZeroError();
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}
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if (numerator.eq(0) || target.eq(0)) {
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return false;
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}
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let remainder = numerator.times(target).mod(denominator);
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remainder = safeSub(denominator, remainder).mod(denominator);
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// Need to do this separately because solidity evaluates RHS of the comparison expression first.
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const rhs = safeMul(numerator, target);
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const lhs = safeMul(remainder, new BigNumber(1000));
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return lhs.gte(rhs);
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}
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/**
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* Calculates partial value given a numerator and denominator rounded down.
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* Reverts if rounding error is >= 0.1%
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*/
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export function safeGetPartialAmountFloor(numerator: BigNumber, denominator: BigNumber, target: BigNumber): BigNumber {
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if (isRoundingErrorFloor(numerator, denominator, target)) {
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throw new LibMathRevertErrors.RoundingError(numerator, denominator, target);
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}
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return safeDiv(safeMul(numerator, target), denominator);
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}
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/**
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* Calculates partial value given a numerator and denominator rounded down.
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* Reverts if rounding error is >= 0.1%
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*/
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export function safeGetPartialAmountCeil(numerator: BigNumber, denominator: BigNumber, target: BigNumber): BigNumber {
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if (isRoundingErrorCeil(numerator, denominator, target)) {
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throw new LibMathRevertErrors.RoundingError(numerator, denominator, target);
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}
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return safeDiv(safeAdd(safeMul(numerator, target), safeSub(denominator, new BigNumber(1))), denominator);
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}
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/**
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* Calculates partial value given a numerator and denominator rounded down.
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*/
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export function getPartialAmountFloor(numerator: BigNumber, denominator: BigNumber, target: BigNumber): BigNumber {
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return safeDiv(safeMul(numerator, target), denominator);
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}
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/**
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* Calculates partial value given a numerator and denominator rounded down.
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*/
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export function getPartialAmountCeil(numerator: BigNumber, denominator: BigNumber, target: BigNumber): BigNumber {
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const sub = safeSub(denominator, new BigNumber(1)); // This is computed first to simulate Solidity's order of operations
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return safeDiv(safeAdd(safeMul(numerator, target), sub), denominator);
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}
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/**
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* Adds properties of two `FillResults`.
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*/
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export function addFillResults(a: FillResults, b: FillResults): FillResults {
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return {
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makerAssetFilledAmount: safeAdd(a.makerAssetFilledAmount, b.makerAssetFilledAmount),
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takerAssetFilledAmount: safeAdd(a.takerAssetFilledAmount, b.takerAssetFilledAmount),
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makerFeePaid: safeAdd(a.makerFeePaid, b.makerFeePaid),
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takerFeePaid: safeAdd(a.takerFeePaid, b.takerFeePaid),
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protocolFeePaid: safeAdd(a.protocolFeePaid, b.protocolFeePaid),
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};
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}
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/**
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* Calculates amounts filled and fees paid by maker and taker.
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*/
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export function calculateFillResults(
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order: Order,
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takerAssetFilledAmount: BigNumber,
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protocolFeeMultiplier: BigNumber,
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gasPrice: BigNumber,
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): FillResults {
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const makerAssetFilledAmount = safeGetPartialAmountFloor(
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takerAssetFilledAmount,
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order.takerAssetAmount,
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order.makerAssetAmount,
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);
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const makerFeePaid = safeGetPartialAmountFloor(makerAssetFilledAmount, order.makerAssetAmount, order.makerFee);
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const takerFeePaid = safeGetPartialAmountFloor(takerAssetFilledAmount, order.takerAssetAmount, order.takerFee);
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return {
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makerAssetFilledAmount,
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takerAssetFilledAmount,
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makerFeePaid,
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takerFeePaid,
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protocolFeePaid: safeMul(protocolFeeMultiplier, gasPrice),
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};
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}
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